arXiv subjects

Jan Sieber

Publications and source records attributed to Jan Sieber.

At least 37 records · Page 2Linked to original sources

arXiv2021

Controlling coexisting attractors of a class of non-autonomous dynamical systems

This paper studies a control method for switching stable coexisting attractors of a class of non-autonomous dynamical systems. The central idea is to introduce a continuous path for the system's trajectory to transition from its original undesired stable attractor to a desired one by varying one of the system parameters according to the information of the desired attractor. The behaviour of the control is studied numerically for both non-smooth and smooth dynamical systems, using a sof-impact and a Duffing oscillator as examples. Special attention is given to identify the regions where the proposed control strategy is applicable by using the path-following methods implemented via the continuation platform COCO. It is shown that the proposed control concept can be implemented through either using an external control input or varying a system parameter. Finally, extensive numerical results are presented to validate the proposed control methods.

math.DS↗

arXiv2021

Bifurcation Analysis of Systems with Delays: Methods and Their Use in Applications

This chapter presents a dynamical systems point of view of the study of systems with delays. The focus is on how advanced tools from bifurcation theory, as implemented for example in the package DDE-BIFTOOL, can be applied to the study of delay differential equations (DDEs) arising in applications, including those that feature state-dependent delays. We discuss the present capabilities of the most recent release of DDE-BIFTOOL. They include the numerical continuation of steady states, periodic orbits and their bifurcations of codimension one, as well as the detection of certain bifurcations of codimension two and the calculation of their normal forms. Two longer case studies, of a conceptual DDE model for the El Nino phenomenon and of a prototypical scalar DDE with two state-dependent feedback terms, demonstrate what kind of insights can be obtained in this way.

math.DS↗

arXiv2021

A Delay Equation Model for the Atlantic Multidecadal Oscillation

A new technique to derive delay models from systems of partial differential equations, based on the Mori-Zwanzig formalism, is used to derive a delay difference equation model for the Atlantic Multidecadal Oscillation. The Mori-Zwanzig formalism gives a rewriting of the original system of equations which contains a memory term. This memory term can be related to a delay term in a resulting delay equation. Here the technique is applied to an idealized, but spatially extended, model of the Atlantic Multidecadal Oscillation. The resulting delay difference model is of a different type than the delay differential model which has been used to describe the El Niño- Southern Oscillation. In addition to this model, which can also be obtained by integration along characteristics, error terms for a smoothing approximation of the model have been derived from the Mori-Zwanzig formalism. Our new method of deriving delay models from spatially extended models has a large potential to use delay models to study a range of climate variability phenomena.

math.DS↗

arXiv2020

Calculating the Lyapunov exponents of a piecewise-smooth soft impacting system with a time-delayed feedback controller

Lyapunov exponents are a widely used tool for studying dynamical systems. When calculating Lyapunov exponents for piecewise-smooth systems with time-delayed arguments one faces a lack of continuity in the variational problem. This paper studies how to build a variational equation for the efficient construction of Jacobians along trajectories of the delayed nonsmooth system. Trajectories of the piecewise-smooth system may encounter a so-called grazing event where the trajectory approaches a discontinuity surface in the state space in a non-transversal manner. For this event we develop a grazing point estimation algorithm to ensure the accuracy of trajectories for the nonlinear and the variational equations. We show that the eigenvalues of the Jacobian matrix computed by the algorithm converge with an order consistent with the order of the numerical integration method, therefore guaranteeing the reliability of our proposed numerical method. Finally, the method is demonstrated on a periodically forced impacting oscillator under the time-delayed feedback control.

nlin.CD↗

arXiv2019

Temporal dissipative solitons in time-delay feedback systems

Localized states are a universal phenomenon observed in spatially distributed dissipative nonlinear systems. Known as dissipative solitons, auto-solitons, spot or pulse solutions, these states play an important role in data transmission using optical pulses, neural signal propagation, and other processes. While this phenomenon was thoroughly studied in spatially extended systems, temporally localized states are gaining attention only recently, driven primarily by applications from fiber or semiconductor lasers. Here we present a theory for temporal dissipative solitons (TDS) in systems with time-delayed feedback. In particular, we derive a system with an advanced argument, which determines the profile of the TDS. We also provide a complete classification of the spectrum of TDS into interface and pseudo-continuous spectrum. We illustrate our theory with two examples: a generic delayed phase oscillator, which is a reduced model for an injected laser with feedback, and the FitzHugh-Nagumo neuron with delayed feedback. Finally, we discuss possible destabilization mechanisms of TDS and show an example where the TDS delocalizes and its pseudo-continuous spectrum develops a modulational instability.

nlin.PS↗

arXiv2019

Derivation of Delay Equation Climate Models Using the Mori-Zwanzig Formalism

Models incorporating delay have been frequently used to understand climate variability phenomena, but often the delay is introduced through an ad-hoc physical reasoning, such as the propagation time of waves. In this paper, the Mori-Zwanzig formalism is introduced as a way to systematically derive delay models from systems of partial differential equations and hence provides a better justification for using these delay-type models. The Mori-Zwanzig technique gives a formal rewriting of the system using a projection onto a set of resolved variables, where the rewritten system contains a memory term. The computation of this memory term requires solving the orthogonal dynamics equation, which represents the unresolved dynamics. For nonlinear systems, it is often not possible to obtain an analytical solution to the orthogonal dynamics and an approximate solution needs to be found. Here, we demonstrate the Mori-Zwanzig technique for a two-strip model of the El Nino Southern Oscillation (ENSO) and explore methods to solve the orthogonal dynamics. The resulting nonlinear delay model contains an additional term compared to previously proposed ad-hoc conceptual models. This new term leads to a larger ENSO period, which is closer to that seen in observations.

math.DS↗

arXiv2019

Optimization along Families of Periodic and Quasiperiodic Orbits in Dynamical Systems with Delay

This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange formalism is used to construct adjoint conditions that are linear and homogenous in the unknown Lagrange multipliers. As a consequence, it is shown how critical points on the constraint manifold can be found through several stages of continuation along a sequence of connected one-dimensional manifolds of solutions to increasing subsets of the necessary optimality conditions. Due to the presence of delayed and advanced arguments in the original and adjoint differential equations, care must be taken to determine the degree of smoothness of the Lagrange multipliers with respect to time. Such considerations naturally lead to a formulation in terms of multi-segment boundary-value problems (BVPs), including the possibility that the number of segments may change, or that their order may permute, during continuation. The methodology is illustrated using the software package coco on periodic orbits of both linear and nonlinear delay-differential equations, keeping in mind that closed-form solutions are not typically available even in the linear case. Finally, we demonstrate optimization on a family of quasiperiodic invariant tori in an example unfolding of a Hopf bifurcation with delay and parametric forcing. The quasiperiodic case is a further original contribution to the literature on optimization constrained by partial differential BVPs.

math.DS↗

arXiv2019

Inverse-square law between time and amplitude for crossing tipping thresholds

A classical scenario for tipping is that a dynamical system experiences a slow parameter drift across a fold tipping point, caused by a run-away positive feedback loop. We study what happens if one turns around after one has crossed the threshold. We derive a simple criterion that relates how far the parameter exceeds the tipping threshold maximally and how long the parameter stays above the threshold to avoid tipping in an inverse-square law to observable properties of the dynamical system near the fold. For the case when the dynamical system is subject to stochastic forcing we give an approximation to the probability of tipping if a parameter changing in time reverses} near the tipping point. The derived approximations are valid if the parameter change in time is sufficiently slow. We demonstrate for a higher dimensional system, a model for the Indian Summer Monsoon, how numerically observed escape from the equilibrium converge to our asymptotic expressions. The inverse-square law between peak of the parameter forcing and the time the parameter spends above a given threshold is also visible in the level curves of equal probability when the system is subject to random disturbances.

math.DS↗

arXiv2019

Effects of periodic forcing on a Paleoclimate delay model

We present a study of a delay differential equation (DDE) model for the Mid-Pleistocene Transition (MPT). We investigate the behavior of the model when subjected to periodic forcing. The unforced model has a bistable region consisting of a stable equilibrium along with a large amplitude stable periodic orbit. We study how forcing affects solutions in this region. Forcing based on astronomical data causes a sudden transition in time and under increase of the forcing amplitude, moving the model response from a non-MPT regime to an MPT regime. Similar transition behavior is found for periodic forcing. A bifurcation analysis shows that the transition is not due to a bifurcation but instead to a shifting basin of attraction. While determining the basin boundary we demonstrate how one can accurately compute the intersection of a stable manifold of a saddle with a slow manifold in a DDE by embedding the algorithm for planar maps proposed by England et al. (SIADS 2004(3)) into the equation-free framework by Kevrekidis et al. (Rev. Phys. Chem. 2009 (60)).

math.DS↗

arXiv2018

The Mid-Pleistocene Transition induced by delayed feedback and bistability

The Mid-Pleistocene Transition, the shift from 41 kyr to 100 kyr glacial-interglacial cycles that occurred roughly 1 Myr ago, is often considered as a change in internal climate dynamics. Here we revisit the model of Quaternary climate dynamics that was proposed by Saltzman and Maasch (1988). We show that it is quantitatively similar to a scalar equation for the ice dynamics only when combining the remaining components into a single delayed feedback term. The delay is the sum of the internal times scales of ocean transport and ice sheet dynamics, which is on the order of 10 kyr. We find that, in the absence of astronomical forcing, the delayed feedback leads to bistable behaviour, where stable large-amplitude oscillations of ice volume and an equilibrium coexist over a large range of values for the delay. We then apply astronomical forcing. We perform a systematic study to show how the system response depends on the forcing amplitude. We find that over a wide range of forcing amplitudes the forcing leads to a switch from small-scale oscillations of 41 kyr to large-amplitude oscillations of roughly 100 kyr without any change of other parameters. The transition in the forced model consistently occurs near the time of the Mid-Pleistocene Transition as observed in data records. This provides evidence that the MPT could have been primarily a forcing-induced switch between attractors of the internal dynamics. Small additional random disturbances make the forcing-induced transition near 800 kyr BP even more robust. We also find that the forced system forgets its initial history during the small-scale oscillations, in particular, nearby initial conditions converge prior to transitioning. In contrast to this, in the regime of large-amplitude oscillations, the oscillation phase is very sensitive to random perturbations, which has a strong effect on the timing of the deglaciation events.

physics.ao-ph↗

arXiv2018

Convergence of equation-free methods in the case of finite time scale separation with application to deterministic and stochastic systems

A common approach to studying high-dimensional systems with emergent low-dimensional behavior is based on lift-evolve-restrict maps (called equation-free methods): first, a user-defined lifting operator maps a set of low-dimensional coordinates into the high-dimensional phase space, then the high-dimensional (microscopic) evolution is applied for some time, and finally a user-defined restriction operator maps down into a low-dimensional space again. We prove convergence of equation-free methods for finite time-scale separation with respect to a method parameter, the so-called healing time. Our convergence result justifies equation-free methods as a tool for performing high-level tasks such as bifurcation analysis on high-dimensional systems. More precisely, if the high-dimensional system has an attracting invariant manifold with smaller expansion and attraction rates in the tangential direction than in the transversal direction (normal hyperbolicity), and restriction and lifting satisfy some generic transversality conditions, then an implicit formulation of the lift-evolve-restrict procedure generates an approximate map that converges to the flow on the invariant manifold for healing time going to infinity. In contrast to all previous results, our result does not require the time scale separation to be large. A demonstration with Michaelis-Menten kinetics shows that the error estimates of our theorem are sharp. The ability to achieve convergence even for finite time scale separation is especially important for applications involving stochastic systems, where the evolution occurs at the level of distributions, governed by the Fokker-Planck equation. In these applications the spectral gap is typically finite. We investigate a low-dimensional stochastic differential equation where the ratio between the decay rates of fast and slow variables is 2.

math.DS↗

arXiv2017

Probing shells against buckling: a non-destructive technique for laboratory testing

This paper addresses testing of compressed structures, such as shells, that exhibit catastrophic buckling and notorious imperfection sensitivity. The central concept is the probing of a loaded structural specimen by a controlled lateral displacement to gain quantitative insight into its buckling behaviour and to measure the energy barrier against buckling. This can provide design information about a structure's stiffness and robustness against buckling in terms of energy and force landscapes. Developments in this area are relatively new but have proceeded rapidly with encouraging progress. Recent experimental tests on uniformly compressed spherical shells, and axially loaded cylinders, show excellent agreement with theoretical solutions. The probing technique could be a valuable experimental procedure for testing prototype structures, but before it can be used a range of potential problems must be examined and solved. The probing response is highly nonlinear and a variety of complications can occur. Here, we make a careful assessment of unexpected limit points and bifurcations, that could accompany probing, causing complications and possibly even collapse of a test specimen. First, a limit point in the probe displacement (associated with a cusp instability and fold) can result in dynamic buckling as probing progresses, as demonstrated in the buckling of a spherical shell under volume control. Second, various types of bifurcations which can occur on the probing path which result in the probing response becoming unstable are also discussed. To overcome these problems, we outline the extra controls over the entire structure that may be needed to stabilize the response.

cond-mat.soft↗

arXiv2017

Local bifurcations in differential equations with state-dependent delay

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one encounters in a numerical bifurcation study guides follow-up computations. This paper builds on normal form algorithms for equilibria of delay differential equations with constant delay that were developed and implemented in DDE-Biftool recently. We show how one can extend these methods to delay-differential equations with state-dependent delay (sd-DDEs). Since higher degrees of regularity of local center manifolds are still open for sd-DDEs, we give an independent (still only partial) argument which phenomena from the truncated normal must persist in the full sd-DDE. In particular, we show that all invariant manifolds with a sufficient degree of normal hyperbolicity predicted by the normal form exist also in the full sd-DDE.

math.DS↗

arXiv2017

Probability of noise- and rate-induced tipping

We propose an approximation for the probability of tipping when the speed of parameter change and additive white noise interact to cause tipping. Our approximation is valid for small to moderate drift speeds and helps to estimate the probability of false positives and false negatives in early-warning indicators in the case of rate- and noise-induced tipping. We illustrate our approximation on a prototypical model for rate-induced tipping with additive noise using Monte-Carlo simulations. The formula can be extended to close encounters of rate-induced tipping and is otherwise applicable to other forms of tipping. We also provide an asymptotic formula for the critical ramp speed of the parameter in the absence of noise for a general class of systems undergoing rate-induced tipping.

math.DS↗

arXiv2016

Relative equilibria and relative periodic solutions in systems with time-delay and $S^{1}$ symmetry

We study properties of basic solutions in systems with dime delays and $S^1$-symmetry. Such basic solutions are relative equilibria (CW solutions) and relative periodic solutions (MW solutions). It follows from the previous theory that the number of CW solutions grows generically linearly with time delay $τ$. Here we show, in particular, that the number of relative periodic solutions grows generically as $τ^2$ when delay increases. Thus, in such systems, the relative periodic solutions are more abundant than relative equilibria. The results are directly applicable to, e.g., Lang-Kobayashi model for the lasers with delayed feedback. We also study stability properties of the solutions for large delays.

math-ph↗

arXiv2016

Early-warning indicators in the dynamic regime

Early-warning indicators (increase of autocorrelation and variance) are commonly applied to time series data to try and detect tipping points of real-world systems. The theory behind these indicators originates from approximating the fluctuations around an equilibrium observed in time series data by a linear stationary (Ornstein-Uhlenbeck) process. Then for the approach of a bifurcation-type tipping point the formulas for the autocorrelation and variance of an Ornstein-Uhlenbeck process detect the phenomenon `critical slowing down'. The assumption of stationarity and linearity introduces two sources of error in the early-warning indicators. We investigate the difference between the theoretical and observed values for the early-warning indicators for the saddle-node normal form bifurcation with linear drift.

math.DS↗

arXiv2016

Early-warning indicators for rate-induced tipping

A dynamical system is said to undergo rate-induced tipping when it fails to track its quasi-equilibrium state due to an above-critical-rate change of system parameters. We study a prototypical model for rate-induced tipping, the saddle-node normal form subject to time-varying equilibrium drift and noise. We find that both most commonly used early-warning indicators, increase in variance and increase in autocorrelation, occur not when the equilibrium drift is fastest but with a delay. We explain this delay by demonstrating that the most likely trajectory for tipping also crosses the tipping threshold with a delay and therefore the tipping itself is delayed. We find solutions of the variational problem determining the most likely tipping path using numerical continuation techniques. The result is a systematic study of the most likely tipping time in the plane of two parameters, distance from tipping threshold and noise intensity.

math.DS↗

arXiv2016

DDE-BIFTOOL Manual - Bifurcation analysis of delay differential equations

DDEBIFTOOL is a collection of Matlab routines for numerical bifurcation analysis of systems of delay differential equations with discrete constant and state-dependent delays. The package supports continuation and stability analysis of steady state solutions and periodic solutions. Further one can compute and continue several local and global bifurcations: fold and Hopf bifurcations of steady states; folds, period doublings and torus bifurcations of periodic orbits; and connecting orbits between equilibria. To analyse the stability of steady state solutions, approximations are computed to the rightmost, stability-determining roots of the characteristic equation which can subsequently be used as starting values in a Newton procedure. For periodic solutions, approximations to the Floquet multipliers are computed. The manual describes the structure of the package, its routines, and its data and method parameter structures.

math.DS↗