arXiv subjects

Martin Rasmussen

Publications and source records attributed to Martin Rasmussen.

34 records · Page 2Linked to original sources

arXiv2018

Dynamical characterization of stochastic bifurcations in a random logistic map

The emergence of noise-induced chaos in a random logistic map with bounded noise is understood as a two-step process consisting of a topological bifurcation flagged by a zero-crossing point of the supremum of the dichotomy spectrum and a subsequent dynamical bifurcation to a random strange attractor flagged by a zero crossing point of the Lyapunov exponent. The associated three consecutive dynamical phases are characterized as a random periodic attractor, a random point attractor, and a random strange attractor, respectively. The first phase has a negative dichotomy spectrum reflecting uniform attraction to the random periodic attractor. The second phase no longer has a negative dichotomy spectrum - and the random point attractor is not uniformly attractive - but it retains a negative Lyapunov exponent reflecting the aggregate asymptotic contractive behaviour. For practical purposes, the extrema of the dichotomy spectrum equal that of the support of the spectrum of the finite-time Lyapunov exponents. We present detailed numerical results from various dynamical viewpoints, illustrating the dynamical characterisation of the three different phases.

nlin.CD↗

arXiv2018

Conditioned Lyapunov exponents for random dynamical systems

We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical properties in the presence of unbounded noise (when almost all trajectories are unbounded). We illustrate its use in the analysis of local bifurcations in this context. The theory of conditioned Lyapunov exponents of stochastic differential equations builds on the stochastic analysis of quasi-stationary distributions for killed processes and associated quasi-ergodic distributions. We show that conditioned Lyapunov exponents describe the local stability behaviour of trajectories that remain within a bounded domain and - in particular - that negative conditioned Lyapunov exponents imply local synchronisation. Furthermore, a conditioned dichotomy spectrum is introduced and its main characteristics are established.

math.DS↗

arXiv2018

Early-warning signals for bifurcations in random dynamical systems with bounded noise

We consider discrete-time one-dimensional random dynamical systems with bounded noise, which generate an associated set-valued dynamical system. We provide necessary and sufficient conditions for a discontinuous bifurcation of a minimal invariant set of the set-valued dynamical system in terms of the derivatives of the so-called extremal maps. We propose an algorithm for reconstructing the derivatives of the extremal maps from a time series that is generated by iterations of the original random dynamical system. We demonstrate that the derivative reconstructed for different parameters can be used as an early-warning signal to detect an upcoming bifurcation, and apply the algorithm to the bifurcation analysis of the stochastic return map of the Koper model, which is a three-dimensional multiple time scale ordinary differential equation used as prototypical model for the formation of mixed-mode oscillation patterns. We apply our algorithm to data generated by this map to detect an upcoming transition.

math.DS↗

arXiv2018

Bifurcation Analysis of a Stochastically Driven Limit Cycle

We establish the existence of a bifurcation from an attractive random equilibrium to shear-induced chaos for a stochastically driven limit cycle, indicated by a change of sign of the first Lyapunov exponent. This addresses an open problem posed by Kevin Lin and Lai-Sang Young, extending results by Qiudong Wang and Lai-Sang Young on periodically kicked limit cycles to the stochastic context.

math.DS↗

arXiv2017

Hopf bifurcation with additive noise

We consider the dynamics of a two-dimensional ordinary differential equation exhibiting a Hopf bifurcation subject to additive white noise and identify three dynamical phases: (I) a random attractor with uniform synchronisation of trajectories, (II) a random attractor with non-uniform synchronisation of trajectories and (III) a random attractor without synchronisation of trajectories. The random attractors in phases (I) and (II) are random equilibrium points with negative Lyapunov exponents while in phase (III) there is a so-called random strange attractor with positive Lyapunov exponent. We analyse the occurrence of the different dynamical phases as a function of the linear stability of the origin (deterministic Hopf bifurcation parameter) and shear (ampitude-phase coupling parameter). We show that small shear implies synchronisation and obtain that synchronisation cannot be uniform in the absence of linear stability at the origin or in the presence of sufficiently strong shear. We provide numerical results in support of a conjecture that irrespective of the linear stability of the origin, there is a critical strength of the shear at which the system dynamics loses synchronisation and enters phase (III).

math.DS↗

arXiv2017

Classification of random circle homeomorphisms up to topological conjugacy

We provide a classification of random orientation-preserving homeomorphisms of $\mathbb{S}^1$, up to topological conjugacy of the random dynamical systems generated by i.i.d. iterates of the random homeomorphism. This classification covers all random circle homeomorphisms for which the noise space is a connected Polish space and an additional extremely weak condition is satisfied.

math.DS↗

arXiv2016

The Bohl spectrum for nonautonomous differential equations

We develop the Bohl spectrum for nonautonomous linear differential equation on a half line, which is a spectral concept that lies between the Lyapunov and the Sacker--Sell spectrum. We prove that the Bohl spectrum is given by the union of finitely many intervals, and we show by means of an explicit example that the Bohl spectrum does not coincide with the Sacker--Sell spectrum in general. We demonstrate for this example that any higher-order nonlinear perturbation is exponentially stable, although this not evident from the Sacker--Sell spectrum. We also analyze in detail situations in which the Bohl spectrum is identical to the Sacker-Sell spectrum.

math.DS↗

arXiv2016

Transit times and mean ages for nonautonomous and autonomous compartmental systems

We develop a theory for transit times and mean ages for nonautonomous compartmental systems. Using the McKendrick-von Förster equation, we show that the mean ages of mass in a compartmental system satisfy a linear nonautonomous ordinary differential equation that is exponentially stable. We then define a nonautonomous version of transit time as the mean age of mass leaving the compartmental system at a particular time and show that our nonautonomous theory generalises the autonomous case. We apply these results to study a nine-dimensional nonautonomous compartmental system modeling the terrestrial carbon cycle, which is a modification of the Carnegie-Ames-Stanford approach (CASA) model, and we demonstrate that the nonautonomous versions of transit time and mean age differ significantly from the autonomous quantities when calculated for that model.

math.DS↗

arXiv2016

Approximation of Lyapunov Functions from Noisy Data

Methods have previously been developed for the approximation of Lyapunov functions using radial basis functions. However these methods assume that the evolution equations are known. We consider the problem of approximating a given Lyapunov function using radial basis functions where the evolution equations are not known, but we instead have sampled data which is contaminated with noise. We propose an algorithm in which we first approximate the underlying vector field, and use this approximation to then approximate the Lyapunov function. Our approach combines elements of machine learning/statistical learning theory with the existing theory of Lyapunov function approximation. Error estimates are provided for our algorithm.

math.DS↗

arXiv2015

A random dynamical systems perspective on stochastic resonance

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a nonautonomous forcing. We prove the existence of a unique global attracting random periodic orbit and a stationary periodic measure. We use the stationary periodic measure to define an indicator for the stochastic resonance.

math.DS↗

arXiv2015

A reinterpretation of set differential equations as differential equations in a Banach space

Set differential equations are usually formulated in terms of the Hukuhara differential, which implies heavy restrictions for the nature of a solution. We propose to reformulate set differential equations as ordinary differential equations in a Banach space by identifying the convex and compact subsets of $\R^d$ with their support functions. Using this representation, we demonstrate how existence and uniqueness results can be applied to set differential equations. We provide a simple example, which can be treated in support function representation, but not in the Hukuhara setting.

math.CA↗

arXiv2014

Approximation of reachable sets using optimal control and support vector machines

We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of a function chosen in a reproducing kernel Hilbert space. In some sense, the method can be considered as an extension to the optimal control algorithm approach recently developed by Baier, Gerdts and Xausa. The convergence of the method is illustrated numerically for several examples.

math.OC↗

arXiv2014

The mean-square dichotomy spectrum and a bifurcation to a mean-square attractor

The dichotomy spectrum is introduced for linear mean-square random dynamical systems, and it is shown that for finite-dimensional mean-field stochastic differential equations, the dichotomy spectrum consists of finitely many compact intervals. It is then demonstrated that a change in the sign of the dichotomy spectrum is associated with a bifurcation from a trivial to a non-trivial mean-square random attractor.

math.DS↗

arXiv2013

Topological bifurcations of minimal invariant sets for set-valued dynamical systems

We discuss the dependence of set-valued dynamical systems on parameters. Under mild assumptions which are often satisfied for random dynamical systems with bounded noise and control systems, we establish the fact that topological bifurcations of minimal invariant sets are discontinuous with respect to the Hausdorff metric, taking the form of lower semi-continuous explosions and instantaneous appearances. We also characterise these transitions by properties of Morse-like decompositions.

math.DS↗

arXiv2013

The dichotomy spectrum for random dynamical systems and pitchfork bifurcations with additive noise

We develop the dichotomy spectrum for random dynamical system and demonstrate its use in the characterization of pitchfork bifurcations for random dynamical systems with additive noise. Crauel and Flandoli had shown earlier that adding noise to a system with a deterministic pitchfork bifurcation yields a unique attracting random fixed point with negative Lyapunov exponent throughout, thus "destroying" this bifurcation. Indeed, we show that in this example the dynamics before and after the underlying deterministic bifurcation point are topologically equivalent. However, in apparent paradox, we show that there is after all a qualitative change in the random dynamics at the underlying deterministic bifurcation point, characterized by the transition from a hyperbolic to a non-hyperbolic dichotomy spectrum. This breakdown manifests itself also in the loss of uniform attractivity, a loss of experimental observability of the Lyapunov exponent, and a loss of equivalence under uniformly continuous topological conjugacies.

math.DS↗

arXiv2013

Towards a general theory for coupling functions allowing persistent synchronization

We study synchronisation properties of networks of coupled dynamical systems with interaction akin to diffusion. We assume that the isolated node dynamics possesses a forward invariant set on which it has a bounded Jacobian, then we characterise a class of coupling functions that allows for uniformly stable synchronisation in connected complex networks --- in the sense that there is an open neighbourhood of the initial conditions that is uniformly attracted towards synchronisation. Moreover, this stable synchronisation persists under perturbations to non-identical node dynamics. We illustrate the theory with numerical examples and conclude with a discussion on embedding these results in a more general framework of spectral dichotomies.

math.DS↗