We show that a simple piecewise-linear system with time delay and periodic forcing gives rise to a rich bifurcation structure of torus bifurcations and Arnold tongues, as well as multistability across a significant portion of the parameter space. The simplicity of our model enables us to study the dynamical features analytically. Specifically, these features are explained in terms of border-collision bifurcations of an associated Poincaré map. Given that time delay and periodic forcing are common ingredients in mathematical models, this analysis provides widely applicable insight.
In this paper we report some important results that help in analizing the border collision bifurcations that occur in n-dimensional discontinuous maps. For this purpose, we use the piecewise linear approximation in the neighborhood of the plane of discontinuity. Earlier, Feigin had made a similar analysis for general n-dimensional piecewise smooth continuous maps. Proceeding along similar lines, we obtain the general conditions of existence of period-1 and period-2 fixed points before and after a border collision bifurcation. The application of the method is then illustrated using a specific e…
Recent investigations on the bifurcations in switching circuits have shown that many atypical bifurcations can occur in piecewise smooth maps which can not be classified among the generic cases like saddle-node, pitchfork or Hopf bifurcations occurring in smooth maps. In this paper we first present experimental results to establish the need for the development of a theoretical framework and classification of the bifurcations resulting from border collision. We then present a systematic analysis of such bifurcations by deriving a normal form --- the piecewise linear approximation in the neighbo…
In recent years the theory of border collision bifurcations has been developed for piecewise smooth maps that are continuous across the border, and has been successfully applied to explain nonsmooth bifurcation phenomena in physical systems. However, many switching dynamical systems have been found to yield two-dimensional piecewise smooth maps that are discontinuous across the border. The theory for understanding the bifurcation phenomena in such systems is not available yet. In this paper we present the first approach to the problem of analysing and classifying the bifurcation phenomena in t…
We study the two-dimensional border-collision normal form (a four-parameter family of continuous, piecewise-linear maps on $\mathbb{R}^2$) in the robust chaos parameter region of [S. Banerjee, J.A. Yorke, C. Grebogi, Robust Chaos, Phys. Rev. Lett. 80(14):3049--3052, 1998]. We use renormalisation to partition this region by the number of connected components of a chaotic Milnor attractor. This reveals previously undescribed bifurcation structure in a succinct way.
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…
This paper presents an investigation of the dynamics of two coupled non-identical FitzHugh-Nagumo neurons with delayed synaptic connection. We consider coupling strength and time delay as bifurcation parameters, and try to classify all possible dynamics which is fairly rich. The neural system exhibits a unique rest point or three ones for the different values of coupling strength by employing the pitchfork bifurcation of non-trivial rest point. The asymptotic stability and possible Hopf bifurcations of the trivial rest point are studied by analyzing the corresponding characteristic equation. H…
The aim of this work is to investigate the qualitative behaviour of a financial dynamical system which contains a time delay. We investigate the dynamic response of this system of which variables are interest rate, investment demand, price index and average profit margin. We perform a stability analysis at the fixed points and show that the system undergoes a Hopf bifurcation. The bifurcation analyses are supported by numerical simulations.
In a previous work we investigated the existence of Hopf degenerate bifurcation points for a differential delay equation modeling leukemia and we actually found Hopf points of codimension two for the considered problem. If around the parameters corresponding to such a point we vary two parameters (the considered problem has five parameters), then a Bautin bifurcation should occur. In this work we chose a Hopf point of codimension two for the considered problem and perform numerical integration for parameters chosen in a neighborhood of the bifurcation point parameters. The results show that, i…
Time-delay chaotic systems refer to the hyperchaotic systems with multiple positive Lyapunov exponents. It is characterized by more complex dynamics and a wider range of applications as compared to those non-time-delay chaotic systems. In a three-dimensional general Lorenz chaotic system, time delays can be applied at different positions to build multiple heterogeneous Lorenz systems with a single time delay. Despite the same equilibrium point for multiple heterogeneous Lorenz systems with single time delay, their stability and Hopf bifurcation conditions are different due to the difference in…
In this paper, time delay effect and distributed shear are considered in the Kuramoto model. On the Ott-Antonsen's manifold, through analyzing the associated characteristic equation of the reduced functional differential equation, the stability boundary of the incoherent state is derived in multiple-parameter space. Moreover, very rich dynamical behavior such as stability switches inducing synchronization switches can occur in this equation. With the loss of stability, Hopf bifurcating coherent states arise, and the criticality of Hopf bifurcations is determined by applying the normal form the…
The present paper points out to a novel scenario for formation of chaotic attractors in a class of models of excitable cell membranes near an Andronov-Hopf bifurcation (AHB). The mechanism underlying chaotic dynamics admits a simple and visual description in terms of the families of one-dimensional first-return maps, which are constructed using the combination of asymptotic and numerical techniques. The bifurcation structure of the continuous system (specifically, the proximity to a degenerate AHB) endows the Poincare map with distinct qualitative features such as unimodality and the presence …
Distributed delays modeled by 'weak generic kernels' are introduced in the well-known coupled Landau-Stuart system, as well as a chaotic van der Pol-Rayleigh system with parametric forcing. The systems are close via the 'linear chain trick'. Linear stability analysis of the systems and conditions for Hopf bifurcation which initiates oscillations are investigated, including deriving the normal form at bifurcation, and deducing the stability of the resulting limit cycle attractor. The value of the delay parameter $a=a_{Hopf}$ at Hopf bifurcation picks out the onset of Amplitude Death(AD) in all …
We study the effect of a time-delayed feedback within a generic model for a saddle-node bifurcation on a limit cycle. Without delay the only attractor below this global bifurcation is a stable node. Delay renders the phase space infinite-dimensional and creates multistability of periodic orbits and the fixed point. Homoclinic bifurcations, period-doubling and saddle-node bifurcations of limit cycles are found in accordance with Shilnikov's theorems.
Models of global climate phenomena of low to intermediate complexity are very useful for providing an understanding at a conceptual level. An important aspect of such models is the presence of a number of feedback loops that feature considerable delay times, usually due to the time it takes to transport energy (for example, in the form of hot/cold air or water) around the globe. In this paper we demonstrate how one can perform a bifurcation analysis of the behaviour of a periodically-forced system with delay in dependence on key parameters. As an example we consider the El-Nino Southern Oscill…
We investigate the effect of time delay on the dynamical model of love. The local stability analysis proves that the time delay on the return function can cause a Hopf bifurcation and a cyclic love dynamics. The condition for the occurrence of the Hopf bifurcation is also clarified. Through a numerical bifurcation analysis, we confirm the theoretical predictions on the Hopf bifurcation and obtain a universal bifurcation structure consisting of a supercritical Hopf bifurcation and a cascade of period-doubling bifurcations, i.e., a period doubling route to chaos.
Noise has significant impact on nonlinear phenomena. Here we demonstrate that, in opposition to previous assumptions, additive noise interfere with the linear stability of scalar nonlinear systems when these are subject to time delay. We show this by performing a recently designed time-dependent delayed center manifold (DCM) reduction around an Hopf bifurcation in a model of nonlinear negative feedback. Using this, we show that noise intensity must be considered as a bifurcation parameter and thus shifts the threshold at which emerge delay-induced rhythmic solutions.
In this paper, an attempt has been made to understand the parametric excitation of a periodic orbit of nonlinear oscillator which can be a limit cycle, center or a slowly decaying center-type oscillation. For this a delay model is considered with nonlinear feedback oscillator defined in terms of Liénard oscillator description which can give rise to any one of the periodic orbits stated above. We have characterized the resonance and antiresonance behaviour for arbitrary nonlinear system from their stability and bifurcation analyses in reference to the standard delayed van der Pol system. An app…
This paper presents an investigation of the dynamics of two coupled non-identical FitzHugh-Nagumo neurons with quadratic term and delayed synaptic connection. We consider coupling strength and time delay as bifurcation parameters, and try to classify all possible dynamics. Bifurcation diagrams are obtained numerically or analytically from the mathematical model, and the parameter regions of different behaviors are clarified. The neural system exhibits a unique rest point or three ones by employing the saddle-node bifurcation, when strong coupling is applied in the system. Also the trivial rest…
A delayed differential equation modelling a single neuron with inertial term is considered in this paper. Hopf bifurcation is studied by using the normal form theory of retarded functional differential equations. When adopting a nonmonotonic activation function, chaotic behavior is observed. Phase plots, waveform plots, and power spectra are presented to confirm the chaoticity.
We apply the synergetic elimination procedure for the stable modes in nonlinear delay systems close to a dynamical instability and derive the normal form for the delay-induced Hopf bifurcation in the Wright equation. The resulting periodic orbit is confirmed by numerical simulations.
We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a function of the delay time and external forcing parameters. In particular, we point out that the fixed point solution exhibits a stability island in the two parameter space of time delay and strength of nonlinearity. Significant role played by transients in attaining steady state solutions is pointed out. Various routes to chaos and existence of hyperchaos even for…
Systems that are not smooth can undergo bifurcations that are forbidden in smooth systems. We review some of the phenomena that can occur for piecewise-smooth, continuous maps and flows when a fixed point or an equilibrium collides with a surface on which the system is not smooth. Much of our understanding of these cases relies on a reduction to piecewise linearity near the border-collision. We also review a number of codimension-two bifurcations in which nonlinearity is important.
We investigate the steady-state solution and its bifurcations in time-delay systems with band-limited feedback. This is a first step in a rigorous study concerning the effects of AC-coupled components in nonlinear devices with time-delayed feedback. We show that the steady state is globally stable for small feedback gain and that local stability is lost, generically, through a Hopf bifurcation for larger feedback gain. We provide simple criteria that determine whether the Hopf bifurcation is supercritical or subcritical based on the knowledge of the first three terms in the Taylor-expansion of…
Using the model of a generalized Van der Pol oscillator in the regime of subcritical Hopf bifurcation we investigate the influence of time delay on noise-induced oscillations. It is shown that for appropriate choices of time delay either suppression or enhancement of coherence resonance can de achieved. Analytical calculations are combined with numerical simulations and experiments on an electronic circuit.
We study fluctuations of the Wigner time delay for open (scattering) systems which exhibit mixed dynamics in the classical limit. It is shown that in the semiclassical limit the time delay fluctuations have a distribution that differs markedly from those which describe fully chaotic (or strongly disordered) systems: their moments have a power law dependence on a semiclassical parameter, with exponents that are rational fractions. These exponents are obtained from bifurcating periodic orbits trapped in the system. They are universal in situations where sufficiently long orbits contribute. We il…
We show that Pyragas delayed feedback control can stabilize an unstable periodic orbit (UPO) that arises from a generic subcritical Hopf bifurcation of a stable equilibrium in an n-dimensional dynamical system. This extends results of Fiedler et al. [PRL 98, 114101 (2007)], who demonstrated that such feedback control can stabilize the UPO associated with a two-dimensional subcritical Hopf normal form. Pyragas feedback requires an appropriate choice of a feedback gain matrix for stabilization, as well as knowledge of the period of the targeted UPO. We apply feedback in the directions tangent to…
Nonlinear dynamical systems with time delay are abundant in applications, but are notoriously difficult to analyse and predict because delay-induced effects strongly depend on the form of the nonlinearities involved, and on the exact way the delay enters the system. We consider a special class of nonlinear systems with delay obtained by taking a gradient dynamical system with a two-well "potential" function and replacing the argument of the right-hand side function with its delayed version. This choice of the system is motivated by the relative ease of its graphical interpretation, and by its …
We consider entrainment by periodic force of limit cycles which are close to the homoclinic bifurcation. Taking as a physical example the nanoscale spin-torque oscillator in the LC circuit, we develop the general description of the situation in which the frequency of the stable periodic orbit in the autonomous system is highly sensitive to minor variations of the parameter, and derive explicit expressions for the strongly deformed borders of the resonance regions (Arnold tongues) in the parameter space of the problem. It turns out that proximity to homoclinic bifurcations hinders synchronizati…
We present a detailed study of the effect of time delay on the collective dynamics of coupled limit cycle oscillators at Hopf bifurcation. For a simple model consisting of just two oscillators with a time delayed coupling, the bifurcation diagram obtained by numerical and analytical solutions shows significant changes in the stability boundaries of the amplitude death, phase locked and incoherent regions. A novel result is the occurrence of amplitude death even in the absence of a frequency mismatch between the two oscillators. Similar results are obtained for an array of N oscillators with a …
Small lattices of $N$ nearest neighbor coupled excitable FitzHugh-Nagumo systems, with time-delayed coupling are studied, and compared with systems of FitzHugh-Nagumo oscillators with the same delayed coupling. Bifurcations of equilibria in N=2 case are studied analytically, and it is then numerically confirmed that the same bifurcations are relevant for the dynamics in the case $N>2$. Bifurcations found include inverse and direct Hopf and fold limit cycle bifurcations. Typical dynamics for different small time-lags and coupling intensities could be excitable with a single globally stable equi…
An equilibrium of a planar, piecewise-$C^1$, continuous system of differential equations that crosses a curve of discontinuity of the Jacobian of its vector field can undergo a number of discontinuous or border-crossing bifurcations. Here we prove that if the eigenvalues of the Jacobian limit to $λ_L \pm {\rm i} ω_L$ on one side of the discontinuity and $-λ_R \pm {\rm i} ω_R$ on the other, with $λ_L, λ_R >0$, and the quantity $ Λ= λ_L / ω_L -λ_R / ω_R $ is nonzero, then a periodic orbit is created or destroyed as the equilibrium crosses the discontinuity. This bifurcation is analogous to the c…
Logistic functions are good models of biological population growth. They are also popular in marketing in modelling demand-supply curves and in a different context, to chart the sales of new products over time. Delays being inherent in any biological system, we seek to analyse the effect of delays on the growth of populations governed by the logistic equation. In this paper, the local stability analysis, rate of convergence and local bifurcation analysis of the logistic equation with one and two delays is carried out and it can be extended to a system with multiple delays. Since fluctuating po…
In this paper, we study the dynamics and stability of a fundamental power system model when a time delay is imposed on the excitation of the generator. It is observed that sustained oscillations can arise in an otherwise stable power system through a delay induced Andronov-Hopf bifurcation. Numerical simulations are conducted to explore the dynamics of the time delayed system after the bifurcation which indicate period doublings culminating in a strange attractor.
In this paper, we analyze some local stability and local bifurcation properties of the Proportionally fair, TCP fair, and the Delay-based dual algorithms in the presence of two distinct time delays. In particular, our focus is on the interplay between different notions of fairness, stability, and bifurcation theoretic properties. Different notions of fairness give rise to different non-linear models for the class of Dual algorithms. One can devise conditions for local stability, for each of these models, but such conditions do not offer clear design recommendations on which fairness criteria i…
Combinatorial optimization problems can be mapped onto Ising models, and their ground state is generally difficult to find. A lot of heuristics for these problems have been proposed, and one promising approach is to use continuous variables. In recent years, one such algorithm has been implemented by using parametric oscillators known as coherent Ising machines. Although these algorithms have been confirmed to have high performance through many experiments, unlike other familiar algorithms such as simulated annealing, their computational ability has not been fully investigated. In this paper, …
Semiconductor lasers exhibit a wealth of dynamics, from emission of a constant beam of light, to periodic oscillations and excitability. Self-pulsing regimes, where the laser periodically releases a short pulse of light, are particularly interesting for many applications, from material science to telecommunications. Self-pulsing regimes need to produce pulses very regularly and, as such, they are also known to be particularly sensitive to perturbations, such as noise or light injection. We investigate the effect of delayed optical feedback on the dynamics of a self-pulsing semiconductor laser …
The finite duration of collisions appear as time-nonlocality in the kinetic equation. Analyzing the corresponding quantum kinetic equation for dense interacting Fermi systems a delay differential equation is obtained which combines time derivatives with finite time stepping known from the logistic mapping. The responsible delay time is explicitly calculated and discussed. As a novel feature oscillations in the time evolution of the distribution function itself appear and bifurcations up to chaotic behavior can occur. The temperature and density conditions are presented where such oscillations …
