We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and Lévy noises. The fast variables evolve at much faster time scale than the slow variables, but they are fully inter-dependent. We study the asymptotics of the logarithmic functionals of the slow variables in the three regimes based on viscosity solutions to the Cauchy problem for a sequence of partial integro-differential equations. We also verify the comparison principle for the related Cauchy problem to show the existence and uniqueness of the limit for viscosity solutions.
We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.
The computer algebra routines documented here empower you to reproduce and check many of the details described by an article on large deviations for slow-fast stochastic systems [abs:1001.4826]. We consider a 'small' spatial domain with two coupled concentration fields, one governed by a 'slow' reaction-diffusion equation and one governed by a stochastic 'fast' linear equation. In the regime of a stochastic bifurcation, we derive two superslow models of the dynamics: the first is of the averaged model of the slow dynamics derived via large deviation principles; and the second is of the origina…
We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermore, we prove the exponential tracking property for the random slow manifold and this leads to a lower dimensional reduced sys- tem based on the slow manifold. Also we consider parameter estimation for this nonlocal fast-slow stochastic dynamical system, where only the slow component is observable. In quantifying parameters in stochastic evolutionary systems, this offers an advantage of dimension reduction.
An Ak slow fast system is a particular type of singularly perturbed ODE. The corresponding slow manifold is defined by the critical points of a universal unfolding of an Ak singularity. In this note we propose a formal normal form of Ak slow fast systems.
We prove that the cyclicity of a quadratic slow-fast integrable system of Darboux type with a double heteroclinic loop is finite and uniformly bounded.
We study pseudo-Abelian integrals associated with polynomial deformations of slow-fast Darboux integrable systems. Under some assumptions we prove local boundedness of the number of their zeros.
The presence of slow-fast Hopf (or singular Hopf) points in slow-fast systems in the plane is often deduced from the shape of a vector field brought into normal form. It can however be quite cumbersome to put a system in normal form. In the monograph "Canards from birth to transition", an intrinsic presentation of slow-fast vector fields is initiated, showing hands-on formulas to check for the presence of such singular contact points. We generalize the results in the sense that the criticality of the Hopf bifurcation can be checked with a single formula. We demonstrate the result on a slow-fas…
Fast-slow dynamical systems have subsystems that evolve on vastly different timescales, and bifurcations in such systems can arise due to changes in any or all subsystems. We classify bifurcations of the critical set (the equilibria of the fast subsystem) and associated fast dynamics, parametrized by the slow variables. Using a distinguished parameter approach we are able to classify bifurcations for one fast and one slow variable. Some of these bifurcations are associated with the critical set losing manifold structure. We also conjecture a list of generic bifurcations of the critical set for…
Let the adiabatic invariant of action variable in slow-fast Hamiltonian system with two degrees of freedom have two limiting values along the trajectories as time tends to infinity. The difference of two limits is exponentially small in analytic systems. An iso-energetic reduction and canonical transformations are applied to transform the slow-fast systems to form of systems depending on slowly varying parameters in a complexified phase space. On the basis of this method an estimate for the accuracy of conservation of adiabatic invariant is given for such systems.
We study fast-slow maps obtained by discretization of planar fast-slow systems in continuous time. We focus on describing the so-called delayed loss of stability induced by the slow passage through a singularity in fast-slow systems. This delayed loss of stability can be related to the presence of canard solutions. Here we consider three types of singularities: transcritical, pitchfork, and fold. First, we show that under an explicit Runge-Kutta discretization the delay in loss of stability, due to slow passage through a transcritical or a pitchfork singularity, can be arbitrarily long. In con…
The computational singular perturbation (CSP) method is an algorithm which iteratively approximates slow manifolds and fast fibers in multiple-timescale dynamical systems. Since its inception due to Lam and Goussis, the convergence of the CSP method has been explored in depth; however, rigorous applications have been confined to the standard framework, where the separation between `slow' and `fast' variables is made explicit in the dynamical system. This paper adapts the CSP method to {\it nonstandard} slow-fast systems having a normally hyperbolic attracting critical manifold. We give new for…
The folded node is a singularity associated with loss of normal hyperbolicity in systems where mixtures of slow and fast timescales arise due to singular perturbations. Canards are special solutions that reveal a counteractive feature of the local dynamics, namely trajectories that flow from attractive regions of space into repulsive regions. An alternative way to model switches between timescales is using piecewise-smooth differential equations. There is presently no adequate theory or method for relating slow-fast and piecewise-smooth models. Here we derive the analogous piecewise-smooth sys…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider hyperbolic dynamical systems and in the second case we deal with random evolutions which are combinations of diffusions and continuous time Markov chains. We study first large deviations of the slow motion from the averaged one and then use these results together with some Markov property type arguments in order to describe very long time behavior of the slow mot…
We study a class of slow-fast Hamiltonian systems with any finite number of degrees of freedom, but with at least one slow one and two fast ones. At $% ε=0$ the slow dynamics is frozen. We assume that the frozen system (i.e. the unperturbed fast dynamics) has families of hyperbolic periodic orbits with transversal heteroclinics. For each periodic orbit we define an action $J.$ This action may be viewed as an action Hamiltonian (in the slow variables). It has been shown in (N. Brännström, V.Gelfreich (2008)) that there are orbits of the full dynamics which shadow any \emph{finite} combination o…
In this paper we extend a method for iteratively improving slow manifolds so that it also can be used to approximate the fiber directions. The extended method is applied to general finite dimensional real analytic systems where we obtain exponential estimates of the tangent spaces to the fibers. The method is demonstrated on the Michaelis-Menten-Henri model and the Lindemann mechanism. The latter example also serves to demonstrate the method on a slow-fast system in non-standard slow-fast form. Finally, we extend the method further so that it also approximates the curvature of the fibers.
The existence of stable periodic orbits and chaotic invariant sets of singularly perturbed problems of fast-slow type having Bogdanov-Takens bifurcation points in its fast subsystem is proved by means of the geometric singular perturbation method and the blow-up method. In particular, the blow-up method is effectively used for analyzing the flow near the Bogdanov-Takens type fold point in order to show that a slow manifold near the fold point is extended along the Boutroux's tritronquée solution of the first Painlevé equation in the blow-up space.
For a slow-fast system of the form $\dot{p}=εf(p,z,ε)+h(p,z,ε)$, $\dot{z}=g(p,z,ε)$ for $(p,z)\in \mathbb R^n\times \mathbb R^m$, we consider the scenario that the system has invariant sets $M_i=\{(p,z): z=z_i\}$, $1\le i\le N$, linked by a singular closed orbit formed by trajectories of the limiting slow and fast systems. Assuming that the stability of $M_i$ changes along the slow trajectories at certain turning points, we derive criteria for the existence and stability of relaxation oscillations for the slow-fast system. Our approach is based on a generalization of the entry-exit relation to…
The goal of this paper is to study global dynamics of $C^\infty$-smooth slow-fast systems on the $2$-torus of class $C^\infty$ using geometric singular perturbation theory and the notion of slow divergence integral. Given any $m\in\mathbb{N}$ and two relatively prime integers $k$ and $l$, we show that there exists a slow-fast system $Y_ε$ on the $2$-torus that has a $2m$-link of type $(k,l)$, i.e. a (disjoint finite) union of $2m$ slow-fast limit cycles each of $(k,l)$-torus knot type, for all small $ε>0$. The $(k,l)$-torus knot turns around the $2$-torus $k$ times meridionally and $l$ times l…
We extend slow manifolds near a transcritical singularity in a fast-slow system given by the explicit Euler discretization of the corresponding continuous-time normal form. The analysis uses the blow-up method and direct trajectory-based estimates. We prove that the qualitative behaviour is preserved by a time-discretization with sufficiently small step size. This step size is fully quantified relative to the time scale separation. Our proof also yields the continuous-time results as a special case and provides more detailed calculations in the classical (or scaling) chart.
We consider a simple class of fast-slow partially hyperbolic dynamical systems and show that the (properly rescaled) behaviour of the slow variable is very close to a Friedlin--Wentzell type random system for times that are rather long, but much shorter than the metastability scale. Also, we show the possibility of a "sink" with all the Lyapunov exponents positive, a phenomenon that turns out to be related to the lack of absolutely continuity of the central foliation.
This paper studies a slow-fast system whose principal characteristic is that the slow manifold is given by the critical set of the cusp catastrophe. Our analysis consists of two main parts: first, we recall a formal normal form suitable for systems as the one studied here; afterwards, taking advantage of this normal form, we investigate the transition near the cusp singularity by means of the blow up technique. Our contribution relies heavily in the usage of normal form theory, allowing us to refine previous results.
Motivated by the normal form of a fast-slow ordinary differential equation exhibiting a pitchfork singularity we consider the discrete-time dynamical system that is obtained by an application of the explicit Euler method. Tracking trajectories in the vicinity of the singularity we show, how the slow manifold extends beyond the singular point and give an estimate on the contraction rate of a transition mapping. The proof relies on the blow-up method suitably adapted to the discrete setting where a key technical contribution are precise estimates for a cubic map in the central rescaling chart.
We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and conclude with a completely new result (a local limit theorem) on the distribution of the process determined by the fluctuations around the average. The method of proof is based on a mixture of standard pairs and Transfer Operators that we expect to be applicable in a much wider generality.
We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter ε tends to zero more quickly than the homogenization's one δε (written as a function of ε). In particular, we highlighted a large deviation principle in path-space using some classical techniques and a uniform upper bound for the characteristic function of a Feller process.
Chaotic multiscale dynamical systems are common in many areas of science, one of the examples being the interaction of the low-frequency dynamics in the atmosphere with the fast turbulent weather dynamics. One of the key questions about chaotic multiscale systems is how the fast dynamics affects chaos at the slow variables, and, therefore, impacts uncertainty and predictability of the slow dynamics. Here we demonstrate that the linear slow-fast coupling with the total energy conservation property promotes the suppression of chaos at the slow variables through the rapid mixing at the fast varia…
We study the drift of slow variables in a slow-fast Hamiltonian system with several fast and slow degrees of freedom. For any periodic trajectory of the fast subsystem with the frozen slow variables we define an action. For a family of periodic orbits, the action is a scalar function of the slow variables and can be considered as a Hamiltonian function which generates some slow dynamics. These dynamics depend on the family of periodic orbits. Assuming the fast system with the frozen slow variables has a pair of hyperbolic periodic orbits connected by two transversal heteroclinic trajectories, …
We study a dynamical counterpart of bifurcation to invariant torus for a system of interconnected fast phase variables and slowly varying parameters. We show that in such a system, due to the slow evolution of parameters, there arise transient processes from damping oscillations to multi-frequency ones, asymptotically close to motions on the invariant torus.
This paper is devoted to studying the averaging principle for fast-slow system of rough differential equations driven by mixed fractional Brownian rough path. The fast component is driven by Brownian motion, while the slow component is driven by fractional Brownian motion with Hurst index $H ~(1/3 < H\leq 1/2)$. Combining the fractional calculus approach to rough path theory and Khasminskii's classical time discretization method, we prove that the slow component strongly converges to the solution of the corresponding averaged equation in the $L^1$-sense. The averaging principle for a fast-slow…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The noises in the model and in the boundary condition are both additive. An effective equation is derived and justified by reducing the random \emph{dynamical} boundary condition to a simpler one. The effective system is still a stochastic partial differential equation. Furthermore, the quantitative comparison between the solution of the original stochastic system an…
In this paper we study the stabilization problem of a general class of slow-fast systems with one fast and arbitrarily many slow states. Moreover, the class of systems under study is slowly actuated, meaning that only the slow states are subject to the action of a controller. Furthermore, we are particularly interested in the case where normal hyperbolicity is lost. We show that by using the Geometric Desingularization method, it is possible to design controllers to locally stabilize non-hyperbolic points of any finite degeneracy. The main novelty of this paper is that, unlike previous researc…
Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate transforms of stochastic differential systems when the dynamics has both slow modes and quickly decaying modes. The thrust is to derive normal forms useful for macroscopic modelling of complex stochastic microscopic systems. Thus we not only must reduce the dimensionality of the dynamics, but also endeavour to separate all slow processes from all fast time processes,…
Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give conditions under which solutions $x$ to the slow equations converge weakly to an Itô diffusion $X$ as $\varepsilon\to0$. The drift and diffusion coefficients of the limiting stochastic differential equation satisfied by $X$ are given explicitly. Our theory applies when the fast flow is Anosov or Axiom A, as well as to a large class of nonuniformly hyperbolic f…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet, the setting of fractional Brownian motion does not allow us to use the martingale methods from fast-slow systems with Brownian motion. We thoroughly investigate the case where the deterministic system permits a uniformly hyperbolic stable slow manifold. In this setting, we provide a neighborhood, tailored to the fast-slow structure of the system, that conta…
We focus on fast-slow systems involving both fractional Brownian motion (fBm) and standard Brownian motion (Bm). The integral with respect to Bm is the standard Ito integral, and the integral with respect to fBm is the generalised Riemann-Stieltjes integral using the tools of fractional calculus. An averaging principle in which the fast-varying diffusion process of the fast-slow systems acts as a noise to be averaged out in the limit is established. It is shown that the slow process has a limit in the mean square sense, which is characterized by the solution of stochastic differential equation…
Bursting is a phenomenon found in a variety of physical and biological systems. For example, in neuroscience, bursting is believed to play a key role in the way information is transferred in the nervous system. In this work, we propose a model that, appropriately tuned, can display several types of bursting behaviors. The model contains two subsystems acting at different timescales. For the fast subsystem we use the planar unfolding of a high codimension singularity. In its bifurcation diagram, we locate paths that underly the right sequence of bifurcations necessary for bursting. The slow sub…
This work is concerned with the dynamics of a slow-fast stochastic evolutionary system quantified with a scale parameter. An invariant foliation decomposes the state space into geometric regions of different dynamical regimes, and thus helps understand dynamics. A slow invariant foliation is established for this system. It is shown that the slow foliation converges to a critical foliation (i.e., the scale parameter is zero) in probability distribution, as the scale parameter tends to zero. The approximation of slow foliation is also constructed with error estimate in distribution. Furthermore,…
Analysis and Computation of a Discrete KdV-Burgers Type Equation with Fast Dispersion and Slow Diffusion
The Weizmann Institute of Science（魏茨曼科学研究所）；Princeton University（普林斯顿大学）；University of Wisconsin–Madison（威斯康星大学麦迪逊分校）；Weizmann Institute of Science（魏茨曼科学研究所）；University of California Irvine（加州大学尔湾分校）
We present a coordinate-free approach for constructing approximate first integrals of generalized slow-fast Hamiltonian systems, based on the global averaging method on parameter-dependent phase spaces with $\mathbb{S}^1 -$symmetry. Explicit global formulas for approximate second-order first integrals are derived. As examples, we analyze the case quadratic in the fast variables (in particular, the elastic pendulum), and the charged particle in a slowly-varying magnetic field.
This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging method, as well as modern techniques, such as the GENERIC formalism. The main part of this article combines ideas of some of these techniques and addresses the problem of deriving a reduced system for the slow degrees of freedom (DOF) of a fast-slow Hamiltonian system. In the first part, we derive an asymptotic expansion of the averaged evolution of the fast-slo…
Stability of Slow-Fast Nonlinear Dynamics: Moving Equilibrium Case
Coordinated Science Laboratory, University of Illinois Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校协调科学实验室）；ASRI, Department of Electrical and Computer Engineering, Seoul National University（首尔国立大学电气与计算机工程系自动系统与鲁棒控制研究所）
A class of fast-slow Hamiltonian systems with potential $U_\varepsilon$ describing the interaction of non-ergodic fast and slow degrees of freedom is studied. The parameter $\varepsilon$ indicates the typical timescale ratio of the fast and slow degrees of freedom. It is known that the Hamiltonian system converges for $\varepsilon\to0$ to a homogenised Hamiltonian system. We study the situation where $\varepsilon$ is small but positive. First, we rigorously derive the second-order corrections to the homogenised (slow) degrees of freedom. They can be decomposed into explicitly given terms that …
We apply two recently formulated mathematical techniques, Slow-Fast Decomposition (SFD) and Spectral Submanifold (SSM) reduction, to a von Karman beam with geometric nonlinearities and viscoelastic damping. SFD identifies a global slow manifold in the full system which attracts solutions at rates faster than typical rates within the manifold. An SSM, the smoothest nonlinear continuation of a linear modal subspace, is then used to further reduce the beam equations within the slow manifold. This two-stage, mathematically exact procedure results in a drastic reduction of the finite-element beam m…
