arXiv subjects

Maximilian Engel

Publications and source records attributed to Maximilian Engel.

41 records · Page 3Linked to original sources

arXiv2018

Discretized Fast-Slow Systems near Transcritical Singularities

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.

math.DS↗

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

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↗

arXiv2016

Numerical approximation of a coagulation-Fragmentation Model for Animal Group Size Statistics

We study numerically a coagulation-fragmentation model derived by Niwa and further elaborated by Degond et al., where a unique equilibrium distribution of group sizes is shown to exist in both cases of continuous and discrete group size distributions. We provide a numerical investigation of these equilibria using three different methods to approximate the equilibrium: a recursive algorithm based on the work of Ma et. al., a Newton method and the resolution of the time-dependent problem. All three schemes are validated by showing that they approximate the predicted small and large size asymptotic behaviour of the equilibrium accurately. The recursive algorithm is used to investigate the transition from discrete to continuous size distributions and the time evolution scheme is exploited to show uniform convergence to equilibrium in time and to determine convergence rates.

math-ph↗