Center Manifold Reduction Method Research Articles

Asymptotic behavior of solutions of nonlinear discrete systems in critical cases

AbstractThe paper is dedicated to the analysis of the asymptotic behavior of essentially nonlinear discrete systems whose linearization possesses eigenvalues on the unit circle. For these systems, the paper establishes sufficient conditions for the asymptotic stability regardless of terms higher than the third order. Moreover, it derives an asymptotic stability criterium for a reduced critical subsystem. The proof incorporates a constructive approach for deriving Lyapunov functions using the center manifold reduction and normal form method. The key result of the paper asserts that, given the obtained stability conditions, the solutions of the system converge to the origin with a polynomial decay rate. The paper also introduces a method for evaluating the coefficients of the decay rate estimate. To illustrate these findings, we apply the obtained result to analyzing nonlinear business cycle and predator-pray models.

Multiple Time Scales and Normal Form of Hopf Bifurcation in a Delayed Reaction–Diffusion–Advection System

In the reaction–diffusion systems, the Laplacian is usually a self-adjoint operator. Incorporating advection terms generally destroys this and yields a quite complicated decomposition of phase space in the Center Manifold Reduction (CMR) method. Considering that the Multiple Time Scales (MTS) method can be directly applied to bifurcation analysis and normal form derivation based on algebraic operations, and the computational process is relatively universal, we apply the MTS method to analyze the Hopf bifurcation problem of reaction–diffusion–advection systems with time delay. First, we introduce the MTS method for the system with a specific boundary condition, which is used to derive the normal form of Hopf bifurcation. Calculating the normal form using the MTS method can be summarized as determining the bifurcation parameters, conducting Taylor expansion based on the MTS idea, and eliminating secular terms. Then, the key coefficients in the normal form are explicitly given, which are also compared with the results obtained by the CMR method, and both methods lead to the same bifurcation results. Finally, we use the MTS method to calculate the normal form of Hopf bifurcation for a predator–prey model with mixed boundary conditions. We find that the spatially nonhomogeneous periodic solutions appear near the equilibrium in the system when the time delay exceeds the critical value, and the theoretical results are illustrated by numerical simulations.

Bifurcation analysis of a reaction-diffusion-advection predator-prey system with delay.

A diffusive predator-prey system with advection and time delay is considered. Choosing the conversion delay $ \tau $ as a bifurcation parameter, we find that as $ \tau $ varies, the system will generate Hopf bifurcation. Then, for the reaction diffusion model proposed in this paper, we use an improved center manifold reduction method and normal form theory to derive an algorithm for determining the direction and stability of Hopf bifurcation. Finally, we provide simulations to illustrate the effects of time delay $ \tau $ and advection $ \alpha $ on system behaviors.

Equivalence of MTS and CMR methods associated with the normal form of Hopf bifurcation for delayed reaction–diffusion equations

In this paper, we prove the equivalence of the multiple time scales (MTS) method and the center manifold reduction (CMR) method for deriving the normal form of Hopf bifurcation for delayed reaction–diffusion equations. First, we generalize the MTS method associated with functional differential equations to delayed reaction–diffusion equation for solving the normal form of Hopf bifurcation. This provides a user-friendly approach of analyzing the stability of time-periodic solutions, particularly, for the engineering researchers who are not familiar with CMR method. Second, we outline the CMR method associated with the computation of normal form of Hopf bifurcation for delayed reaction–diffusion equations. Third, we prove that the two methods can derive equivalent up to the third order normal form of Hopf bifurcation. Finally, different types of examples are presented, such as reaction–diffusion equations with Neumann boundary condition and Dirichlet boundary conditions, single delay and two delays, spatially homogeneous and spatially inhomogeneous periodic solutions. We obtain the equivalent Hopf bifurcation normal forms results derived by using the CMR and MTS methods for above examples, respectively.

Mathematical modeling of tumor surface growth with necrotic kernels

A two‐dimensional tumor‐immune model with the time delay of the adaptive immune response is considered in this paper. The model is designed to account for the interaction between cytotoxic T lymphocytes (CTLs) and cancer cells on the surface of a solid tumor. The model considers the surface growth as a major growth pattern of solid tumors in order to describe the existence of necrotic kernels. The qualitative analysis shows that the immune‐free equilibrium is unstable, and the behavior of positive equilibrium is closely related to the ratio of the immune killing rate to tumor volume growth rate. The positive equilibrium is locally asymptotically stable when the ratio is smaller than a critical value. Otherwise, the occurrence of the delay‐driven Hopf bifurcation at the positive equilibrium is proved. Applying the center manifold reduction and normal form method, we obtain explicit formulas to determine the properties of the Hopf bifurcation. The global continuation of a local Hopf bifurcation is investigated based on the coincidence degree theory. The results reveal that the time of the adaptive immune system taken to response to tumors can lead to oscillation dynamics. We also carry out detailed numerical analysis for parameters and numerical simulations to illustrate our qualitative analysis. Numerically, we find that shorter immune response time can lead to longer patient survival time, and the period and amplitude of a stable periodic solution increase with the increasing immune response time. When CTLs recruitment rate and death rate vary, we show how the ratio of the immune killing rate to tumor volume growth rate and the first bifurcation value change numerically, which yields further insights to the tumor‐immune dynamics.

Multiple bifurcations and coexistence in an inertial two-neuron system with multiple delays.

In this paper, we construct an inertial two-neuron system with multiple delays, which is described by three first-order delayed differential equations. The neural system presents dynamical coexistence with equilibria, periodic orbits, and even quasi-periodic behavior by employing multiple types of bifurcations. To this end, the pitchfork bifurcation of trivial equilibrium is analyzed firstly by using center manifold reduction and normal form method. The system presents different sequences of supercritical and subcritical pitchfork bifurcations. Further, the nontrivial equilibrium bifurcated from trivial equilibrium presents a secondary pitchfork bifurcation. The system exhibits stable coexistence of multiple equilibria. Using the pitchfork bifurcation curves, we divide the parameter plane into different regions, corresponding to different number of equilibria. To obtain the effect of time delays on system dynamical behaviors, we analyze equilibrium stability employing characteristic equation of the system. By the Hopf bifurcation, the system illustrates a periodic orbit near the trivial equilibrium. We give the stability regions in the delayed plane to illustrate stability switching. The neural system is illustrated to have Hopf-Hopf bifurcation points. The coexistence with two periodic orbits is presented near these bifurcation points. Finally, we present some mixed dynamical coexistence. The system has a stable coexistence with periodic orbit and equilibrium near the pitchfork-Hopf bifurcation point. Moreover, multiple frequencies of the system induce the presentation of quasi-periodic behavior. The system presents stable coexistence with two periodic orbits and one quasi-periodic behavior.

Zero-Hopf bifurcation in continuous dynamical systems using multiple scale approach

Abstract An efficient scheme for studying multiparametric Zero-Hopf bifurcation is provided to extend A. Nayfeh multiple-time scale technique of codimension-one bifurcations. The suggested approach treats the cases of high codimension bifurcations successfully. Compared to the well-known averaging method, center manifold reduction method and projection method, the present approach is more simple and can be applied with less computational cost and high efficiency to a wider class of problems involving the cases where purely imaginary, zeros and negative real eigenvalues coexist simultaneously.

Reduction and normal forms for a delayed reaction\u2013diffusion differential system with B\u2013T singularity

In this paper, we expanded our computation to obtain a simpler and detailed reduction and normal form of a delayed reaction–diffusion differential system with Bogdanov–Takens (B–T) singularity. By using the central manifold reduction method, we try to reduce the dimension of phase space without changing the dynamic behavior of the system. Next, by normal form theory, we try to simplify the form of differential equations, and then succeeded in obtaining a simpler and more specific parameterized delayed ordinary differential system on its center manifold. Finally, two examples show that the given algorithm is effective.

Application of Extended Geometrical Criterion to Population Model with Two Time Delays

Geometrical criterion is a flexible method to be applied to a type of delay differential equations with delay dependent coefficient. The criterion is used to solve roots attribution of the related characteristic equation in complex plane effectively by introducing a new parameter skillfully. An extended geometrical criterion is developed to compute the stability of DDEs with two time delays. It is found that stability switching phenomena arise while equilibrium solution loses its stability and becomes unstable, then retrieve its stability again. Hopf bifurcation and the bifurcating periodic solution is analyzed by applying central manifold reduction method. The novel dynamical behaviors such as periodical solution bifurcating to chaos are discovered by using numerical simulation method.

Dynamic analysis of nonlinear variable frequency water supply system with time delay

In this paper, we study the mathematical model about variable frequency water supply system in the process of applying glue to particleboard. Based on the original linear ordinary differential model, the effects of time delay and the nonlinear factor are considered. Then, we obtain the delayed nonlinear differential equation associated with variable frequency water supply system. Further, we consider the existence and stability of the equilibria and the existence of several types of bifurcations in this functional differential equation. Next, we derive the normal forms of Hopf bifurcation and Bogdanov–Takens bifurcation by using the multiple time scales method and the center manifold reduction method, respectively, and analyze the classifications of local dynamics. Finally, by using Matlab software, we obtain numerical simulations with estimated values of parameters and show the existence of stable equilibrium, stable periodic-1, periodic-2, and periodic-4 solutions, and a complex chaotic attractor from a sequence of period-doubling bifurcations.

Codimension-two bifurcations induce hysteresis behavior and multistabilities in delay-coupled Kuramoto oscillators

Hysteresis phenomena and multistability play crucial roles in the dynamics of coupled oscillators, which are now interpreted from the point of view of codimension-two bifurcations. On the Ott-Antonsen's manifold, complete bifurcation sets of delay-coupled Kuramoto model are derived regarding coupling strength and delay as bifurcation parameters. It is rigorously proved that the system must undergo Bautin bifurcations for some critical values, thus there always exists saddle-node bifurcation of periodic solutions inducing hysteresis loop. With the aid of center manifold reduction method and the Matlab Package DDE-Biftool, the location of Bautin and double Hopf points and detailed dynamics are theoretically determined. We find that, near these critical points, at most four coherent states (two of which are stable) and a stable incoherent state may coexist, and that the system undergoes Neimark-Sacker bifurcation of periodic solutions. Finally, the clear scenarios about the synchronous transition in delayed Kuramoto model are depicted.

Bifurcation analysis in a predator–prey model for the effect of delay in prey

In this paper, we study dynamics in a predator–prey model with delay, in which predator can be infected, with particular attention focused on nonresonant double Hopf bifurcation. By using center manifold reduction methods, we obtain the equivalent normal forms near a double Hopf critical point in this system. Moreover, bifurcations are classified in a two-dimensional parameter space near the critical point. Numerical simulations are presented to demonstrate the applicability of the theoretical results.

Dynamical analysis for a model of asset prices with two delays

This paper provides a new perspective to understand the mechanism on the market stability or oscillation by investigating a two-dimensional asset price model with two delays. Stability conditions and the existence of Hopf bifurcation are obtained by investigating the characteristic equation. Then an explicit algorithm for determining the criticality of Hopf bifurcation and stability of the bifurcating solutions is derived, using the center manifold reduction method. The global continuation of bifurcating periodic solutions is detected using a global Hopf bifurcation theorem. It is found that delay may induce supercritical Hopf bifurcations, hence bring oscillation into the asset price model. Moreover, when time delay gets larger, the period of oscillation also increases. Finally, some numerical illustrations with Matlab and DDE-Biftool are carried out to support the theoretical analysis.

Bifurcation to traveling waves in the cubic–quintic complex Ginzburg–Landau equation

We consider the one-dimensional complex Ginzburg–Landau equation which is a generic modulation equation describing the nonlinear evolution of patterns in fluid dynamics. The existence of a Hopf bifurcation from the basic solution was proved by Park [Bifurcation and stability of the generalized complex Ginzburg–Landau equation, Pure Appl. Anal. 7(5) (2008) 1237–1253]. We prove in this paper that the solution bifurcates to traveling waves which have constant amplitudes. We also prove that there exist kink-profile traveling waves which have variable amplitudes. The structure of the traveling waves is examined and it is proved by means of the center manifold reduction method and some perturbation arguments, that the variable amplitude traveling waves are quasi-periodic and they connect two constant amplitude traveling waves.

Tracking pattern evolution through extended center manifold reduction and singular perturbations

In this paper we develop an extended center manifold reduction method: a methodology to analyze the formation and bifurcations of small-amplitude patterns in certain classes of multi-component, singularly perturbed systems of partial differential equations. We specifically consider systems with a spatially homogeneous state whose stability spectrum partitions into eigenvalue groups with distinct asymptotic properties. One group of successive eigenvalues in the bifurcating group are widely interspaced, while the eigenvalues in the other are stable and cluster asymptotically close to the origin along the stable semi-axis. The classical center manifold reduction provides a rigorous framework to analyze destabilizations of the trivial state, as long as there is a spectral gap of sufficient width. When the bifurcating eigenvalue becomes commensurate to the stable eigenvalues clustering close to the origin, the center manifold reduction breaks down. Moreover, it cannot capture subsequent bifurcations of the bifurcating pattern. Through our methodology, we formally derive expressions for low-dimensional manifolds exponentially attracting the full flow for parameter combinations that go beyond those allowed for the (classical) center manifold reduction, i.e. to cases in which the spectral gap condition no longer can be satisfied. Our method also provides an explicit description of the flow on these manifolds and thus provides an analytical tool to study subsequent bifurcations. Our analysis centers around primary bifurcations of transcritical type–that can be either of co-dimension 1 or 2–in two- and three-component PDE systems. We employ our method to study bifurcation scenarios of small-amplitude patterns and the possible appearance of low-dimensional spatio-temporal chaos. We also exemplify our analysis by a number of characteristic reaction–diffusion systems with disparate diffusivities.

Stability and Sensitive Analysis of a Model with Delay Quorum Sensing

This paper formulates a delay model characterizing the competition between bacteria and immune system. The center manifold reduction method and the normal form theory due to Faria and Magalhaes are used to compute the normal form of the model, and the stability of two nonhyperbolic equilibria is discussed. Sensitivity analysis suggests that the growth rate of bacteria is the most sensitive parameter of the threshold parameterR0and should be targeted in the controlling strategies.

Complex dynamics in the Leslie–Gower type of the food chain system with multiple delays

In this paper, we present a Leslie–Gower type of food chain system composed of three species, which are resource, consumer, and predator, respectively. The digestion time delays corresponding to consumer-eat-resource and predator-eat-consumer are introduced for more realistic consideration. It is called the resource digestion delay (RDD) and consumer digestion delay (CDD) for simplicity. Analyzing the corresponding characteristic equation, the stabilities of the boundary and interior equilibrium points are studied. The food chain system exhibits the species coexistence for the small values of digestion delays. Large RDD/CDD may destabilize the species coexistence and induce the system dynamic into recurrent bloom or system collapse. Further, the present of multiple delays can control species population into the stable coexistence. To investigate the effect of time delays on the recurrent bloom of species population, the Hopf bifurcation and periodic solution are investigated in detail in terms of the central manifold reduction and normal form method. Finally, numerical simulations are performed to display some complex dynamics, which include multiple periodic solution and chaos motion for the different values of system parameters. The system dynamic behavior evolves into the chaos motion by employing the period-doubling bifurcation.

Equivalence of the MTS Method and CMR Method for Differential Equations Associated with Semisimple Singularity

In this paper, the equivalence of the multiple time scales (MTS) method and the center manifold reduction (CMR) method is proved for computing the normal forms of ordinary differential equations and delay differential equations. The delay equations considered include general delay differential equations (DDE), neutral functional differential equations (NFDE) (or neutral delay differential equations (NDDE)), and partial functional differential equations (PFDE). The delays involved in these equations can be discrete or distributed. Particular attention is focused on dynamics associated with the semisimple singularity, and both the MTS and CMR methods are applied to compute the normal forms near the semisimple singular point. For the ordinary differential equations (ODE), we show that the two methods are equivalent up to any order in computing the normal forms; while for the differential equations with delays, we obtain the conditions under which the normal forms, derived by using the MTS and CMR methods, are identical up to third order. Different types of practical examples with delays are presented to demonstrate the application of the theoretical results, associated with Hopf, Hopf-zero and double-Hopf singularities.

Double Hopf bifurcation in a container crane model with delayed position feedback

In this paper, we study dynamics in a container crane model with delayed position feedback, with particular attention focused on non-resonant double Hopf bifurcation. By using multiple time scales and center manifold reduction methods, we obtain the equivalent normal forms near a double Hopf critical point in this neutral delayed differential system. Moreover, bifurcations are classified in a two-dimensional parameter space near the critical point. Numerical simulations are presented to demonstrate the applicability of the theoretical results.

Stability switches and double Hopf bifurcation in a two-neural network system with multiple delays

Time delay is an inevitable factor in neural networks due to the finite propagation velocity and switching speed. Neural system may lose its stability even for very small delay. In this paper, a two-neural network system with the different types of delays involved in self- and neighbor- connection has been investigated. The local asymptotic stability of the equilibrium point is studied by analyzing the corresponding characteristic equation. It is found that the multiple delays can lead the system dynamic behavior to exhibit stability switches. The delay-dependent stability regions are illustrated in the delay-parameter plane, followed which the double Hopf bifurcation points can be obtained from the intersection points of the first and second Hopf bifurcation, i.e., the corresponding characteristic equation has two pairs of imaginary eigenvalues. Taking the delays as the bifurcation parameters, the classification and bifurcation sets are obtained in terms of the central manifold reduction and normal form method. The dynamical behavior of system may exhibit the quasi-periodic solutions due to the Neimark- Sacker bifurcation. Finally, numerical simulations are made to verify the theoretical results.