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Mike R. Jeffrey

Publications and source records attributed to Mike R. Jeffrey.

At least 19 recordsLinked to original sources

Averaging theory and catastrophes

When a dynamical system is subject to a periodic perturbation, the averaging method can be applied to obtain an autonomous leading order "guiding system", placing the time dependence at higher orders. Recent research focused on investigating invariant structures in non-autonomous differential systems arising from hyperbolic structures in the guiding system, such as periodic orbits and invariant tori. Complementarily, the effect that bifurcations in the guiding system have on the original non-autonomous one has also been recently explored, albeit less frequently. This paper extends this study by providing a broader description of the dynamics that can emerge from non-hyperbolic structures of the guiding system. Specifically, we prove here that $\mathcal{K}$-universal bifurcations in the guiding system `persist' in the original non-autonomous one, while non-versal bifurcations, such as the transcritical and pitchfork, do not. We illustrate the results on examples of a fold, a transcritical, a pitchfork, and a saddle-focus.

math.DS

Catastrophe conditions for vector fields in $\mathbb R^n$

Practical conditions are given here for finding and classifying high codimension intersection points of $n$ hypersurfaces in $n$ dimensions. By interpreting those hypersurfaces as the nullclines of a vector field in $\mathbb R^n$, we broaden the concept of Thom's catastrophes to find bifurcation points of (non-gradient) vector fields of any dimension. We introduce a family of determinants ${B}_j$, such that a codimension $r$ bifurcation point is found by solving the system ${B}_1=...={B}_r=0$, subject to certain non-degeneracy conditions. The determinants ${B}_j$ generalize the derivatives $\frac{\partial^j\;}{\partial x^j}F(x)$ that vanish at a catastrophe of a scalar function $F(x)$. We do not extend catastrophe theory or singularity theory themselves, but provide a means to apply them more readily to the multi-dimensional dynamical models that appear, for example, in the study of various engineered or living systems. For illustration we apply our conditions to locate butterfly and star catastrophes in a second order PDE.

math-ph

Uncountably many cases of Filippov's sewed focus

The sewed focus is one of the singularities of planar piecewise smooth dynamical systems. Defined by Filippov in his book 'Differential Equations with Discontinuous Righthand Sides' (Kluwer, 1988), it consists of two invisible tangencies either side of the switching manifold. In the case of analytic focus-like behaviour, Filippov showed that the approach to the singularity is in infinite time. For the case of non-analytic focus-like behaviour, we show that the approach to the singularity can be in finite time. For the non-analytic sewed centre-focus, we show that there are uncountably many different topological types of local dynamics, including cases with infinitely many stable periodic orbits, and show how to create systems with periodic orbits intersecting any bounded symmetric closed set.

math.DS

Symmetries from mixtures: an algebra for gauge theories

We present here a product between vectors and scalars that {\it mixes} them within their own space, using imaginaries to describe geometric products between vectors as complex vectors, rather than introducing higher order/dimensional vector objects. This is done by means of a {\it mixture tensor} that captures the rich geometries of geometric algebras, and simultaneously lends itself naturally to tensor calculus. We use this to develop a notion of analyticity in higher dimensions based on the idea that a function can be made differentiable -- in a certain strong sense -- by permitting curvature of the underlying space, and we call this {\it analytic curvature}. To explore these ideas we use them to derive a few fundamental laws and operators of physics which, while considered somewhat lightly, have compelling features. The mixture, for instance, produces rich symmetries without adding dimensions beyond the familiar space-time, and its derivative produces familiar quantum field relations in which the field potentials are just derivatives of the coordinate basis. The symmetries of physical laws are seen to arise not directly from the bases, but from their mixtures.

physics.gen-ph

Novel slow-fast behaviour in an oscillator driven by a frequency-switching force

When an oscillator switches abruptly between different frequencies, there is some ambiguity in deciding how the system should be modelled at the switch. Here we describe two seemingly natural models of a switch in a simple periodically-forced harmonic oscillator, which disagree starkly in their predictions of its long time behaviour. Attempting to resolve the disagreement by `regularizing' the switch not only preserves the disagreement, but shows it increases with time. One of the models corresponds to a conventional `Filippov' description of a nonsmooth system, while the second exhibits a structure that irreversibly ages, developing a number of novel multi-scale behaviours that we believe have not been reported before. These include slow-fast staircases, novel mixed-mode oscillations, and a synchronized canard explosion. These features are proven to exist using asymptotic analysis, but as they involve a slow-fast time-scale separation that increases with time, they lie beyond the reach of numerical methods.

math.DS

Complex geometry and fundamental physical law

We present here a product between vectors and scalars that mixes them within their own space, using imaginaries to describe geometric products between vectors as complex vectors, rather than introducing higher order/dimensional vector objects. This is done by means of a mixture tensor that lends itself naturally to tensor calculus. We use this to develop a notion of analyticity in higher dimensions based on the idea that a function can be made differentiable -- in a certain strong sense -- by permitting curvature of the underlying space, and we call this analytic curvature. To explore these ideas we use them to derive a few fundamental laws of physics which, while considered somewhat lightly, have nevertheless compelling features. The mixture, for instance, produces rich symmetries without adding dimensions beyond the familiar space-time, and its derivative produces familiar quantum field relations in which the field potentials are just derivatives of the coordinate basis.

math-ph

The ghosts of departed quantities in switches and transitions

Transitions between steady dynamical regimes in diverse applications are often modelled using discontinuities, but doing so introduces problems of uniqueness. No matter how quickly a transition occurs, its inner workings can affect the dynamics of the system significantly. Here we discuss the way transitions can be reduced to discontinuities without trivializing them, by preserving so-called hidden terms. We review the fundamental methodology, its motivations, and where their study seems to be heading. We derive a prototype for piecewise smooth models from the asymptotics of systems with rapid transitions, sharpening Filippov's convex combinations by encoding the tails of asymptotic series into nonlinear dependence on a switching parameter. We present a few examples that illustrate the impact of these on our standard picture of smooth or only piecewise smooth dynamics.

math.DS

Homoclinic boundary-saddle bifurcations in nonsmooth vector fields

In a smooth dynamical system, a homoclinic connection is a closed orbit returning to a saddle equilibrium. Under perturbation, homoclinics are associated with bifurcations of periodic orbits, and with chaos in higher dimensions. Homoclinic connections in nonsmooth systems are complicated by their interaction with discontinuities in their vector fields. A connection may involve a regular saddle outside a discontinuity set, or a pseudo-saddle on a discontinuity set, with segments of the connection allowed to cross or slide along the discontinuity. Even the simplest case, that of connection to a regular saddle that hits a discontinuity as a parameter is varied, is surprisingly complex. Bifurcation diagrams are presented here for non-resonant saddles in the plane, including an example in a forced pendulum.

math.DS

A unified approach to explain contrary effects of hysteresis and smoothing in nonsmooth systems

Piecewise smooth dynamical systems make use of discontinuities to model switching between regions of smooth evolution. This introduces an ambiguity in prescribing dynamics at the discontinuity: should it be given by a limiting value on one side or other of the discontinuity, or a member of some set containing those values? One way to remove the ambiguity is to regularize the discontinuity, the most common being either to smooth out the discontinuity, or to introduce a hysteresis between switching in one direction or the other across the discontinuity. Here we show that the two can in general lead to qualitatively different dynamical outcomes. We then define a higher dimensional model with both smoothing and hysteresis, and study the competing limits in which hysteretic or smoothing effect dominate the behaviour, only the former of which correspond to Filippov's standard `sliding modes'.

math.DS

Jitter in Dynamical Systems with Intersecting Discontinuity Surfaces

Mathematical models involving switches --- in the form of differential equations with discontinuities --- can accomodate real-world non-idealities through perturbations by hysteresis, time-delay, discretization, and noise. These are used to model the processes associated with switching in electronic control, mechanical contact, predator-prey preferences, and genetic or cellular regulation. The effect of such perturbations on rapid switching dynamics about a single switch are somewhat benign: in the limit that the size of the perturbation goes to zero the dynamics is given by Filippov's sliding solution. When multiple switches are involved, however, perturbations can have complicated effects, as shown in this paper. In the zero-perturbation limit, hysteresis, time-delay, and discretization cause erratic variation or `jitter' for stable sliding motion, whilst noise generates a relatively regular sliding solution similar to the canopy solution (an extension of Filippov's solution to multiple switches). We illustrate the results with a model of a switched power circuit, and showcase a variety of complex phenomena that perturbations can generate, including chaotic dynamics, exit selection, and coexisting sliding solutions.

math.DS

Smoothing tautologies, hidden dynamics, and sigmoid asymptotics for piecewise smooth systems

Switches in real systems take many forms, such as impacts, electronic relays, mitosis, and the implementation of decisions or control strategies. To understand what is lost, and what can be retained, when we model a switch as an instantaneous event, requires a consideration of so-called hidden terms. These are asymptotically vanishing outside the switch, but can be encoded in the form of nonlinear switching terms. A general expression for the switch can be developed in the form of a series of sigmoid functions. We review the key steps in extending the Filippov's method of sliding modes to such systems. We show how even slight nonlinear effects can hugely alter the behaviour of an electronic control circuit, and lead to `hidden' attractors inside the switching surface.

math.DS

Canards and curvature: nonsmooth approximation by pinching

In multiple time-scale (singularly perturbed) dynamical systems, canards are counterintuitive solutions that evolve along both attracting and repelling invariant manifolds. In two dimensions, canards result in periodic oscillations whose amplitude and period grow in a highly nonlinear way: they are slowly varying with respect to a control parameter, except for an exponentially small range of values where they grow extremely rapidly. This sudden growth, called a canard explosion, has been encountered in many applications ranging from chemistry to neuronal dynamics, aerospace engineering and ecology. Canards were initially studied using nonstandard analysis, and later the same results were proved by standard techniques such as matched asymptotics, invariant manifold theory and parameter blow-up. More recently, canard-like behaviour has been linked to surfaces of discontinuity in piecewise-smooth dynamical systems. This paper provides a new perspective on the canard phenomenon by showing that the nonstandard analysis of canard explosions can be recast into the framework of piecewise-smooth dynamical systems. An exponential coordinate scaling is applied to a singularly perturbed system of ordinary differential equations. The scaling acts as a lens that resolves dynamics across all time-scales. The changes of local curvature that are responsible for canard explosions are then analysed. Regions where different time-scales dominate are separated by hypersurfaces, and these are pinched together to obtain a piecewise-smooth system, in which curvature changes manifest as discontinuity-induced bifurcations. The method is used to classify canards in arbitrary dimensions, and to derive the parameter values over which canards form either small cycles (canards without head) or large cycles (canards with head).

math.DS

Regularization of hidden dynamics in piecewise smooth flows

This paper studies the equivalence between differentiable and non-differentiable dynamics in Rn. Filippov's theory of discontinuous differential equations allows us to find flow solutions of dynamical systems whose vector fields undergo switches at thresholds in phase space. The canonical convex combination at the discontinuity is only the linear part of a nonlinear combination that more fully explores Filippov's most general problem: the differential inclusion. Here we show how recent work relating discontinuous systems to singular limits of continuous (or regularized) systems extends to nonlinear combinations. We show that if sliding occurs in a discontinuous systems, there exists a differentiable slow-fast system with equivalent slow invariant dynamics. We also show the corresponding result for the pinching method, a converse to regularization which approximates a smooth system by a discontinuous one.

math.DS

Nonsmooth analogues of slow-fast dynamics -- pinching at a folded node

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 system for the folded node by pinching phase space to sharpen the switch between timescales. The corresponding piecewise-smooth system contains a so-called two-fold singularity, and exhibits the same topology and number of canards as the slow-fast system. Thus pinching provides a piecewise-smooth approximation to a slow-fast system.

math.DS

Fold singularities of nonsmooth and slow-fast dynamical systems -- equivalence through regularization

The two-fold singularity has played a significant role in our understanding of uniqueness and stability in piecewise smooth dynamical systems. When a vector field is discontinuous at some hypersurface, it can become tangent to that surface from one side or the other, and tangency from both sides creates a two-fold singularity. The local flow bears a superficial resemblance to so-called {\it folded singularities} in (smooth) slow-fast systems, which arise at the intersection of attractive and repelling branches of slow invariant manifolds, important in the local study of canards and mixed mode oscillations. Here we show that these two singularities are intimately related. When the discontinuity in a piecewise smooth system is regularized (smoothed out) at a two-fold singularity, the resulting system can be mapped onto a folded singularity. The result is not obvious since it requires the presence of nonlinear or `hidden' terms at the discontinuity, which turn out to be necessary for structural stability of the regularization (or smoothing) of the discontinuity, and necessary for mapping to the folded singularity.

math.DS

Fold singularities of nonsmooth and slow-fast dynamical systems -- equivalence by the hidden dynamics approach

The {\it two-fold singularity} has played a significant role in our understanding of uniqueness and stability in piecewise smooth dynamical systems. When a vector field is discontinuous at some hypersurface, it can become tangent to that surface from one side or the other, and tangency from both sides creates a two-fold singularity. The flow this creates bears a superficial resemblance to so-called {\it folded singularities} in (smooth) slow-fast systems, which arise at the intersection of attractive and repelling branches of slow invariant manifolds, important in the local study of canards and mixed mode oscillations. Here we show that these two singularities are intimately related. When the discontinuity in a piecewise smooth system is blown up or smoothed out at a two-fold singularity, the resulting system can be mapped onto a folded singularity. The result is not obvious, however, since it requires the presence of nonlinear or `hidden' terms at the discontinuity, which turn out to be necessary for structural stability of the blow up (or smoothing), and necessary for mapping to the folded singularity.

math.DS

Non-deterministic dynamics of a mechanical system

A mechanical system is presented exhibiting a non-deterministic singularity, that is, a point in an otherwise deterministic system where forward time trajectories become non-unique. A Coulomb friction force applies linear and angular forces to a wheel mounted on a turntable. In certain configurations the friction force is not uniquely determined. When the dynamics evolves past the singularity and the mechanism slips, the future state becomes uncertain up to a set of possible values. For certain parameters the system repeatedly returns to the singularity, giving recurrent yet unpredictable behaviour that constitutes non-deterministic chaotic dynamics. The robustness of the phenomenon is such that we expect it to persist with more sophisticated friction models, manifesting as extreme sensitivity to initial conditions, and complex global dynamics attributable to a local loss of determinism in the limit of discontinuous friction.

math.DS

Non-Filippov dynamics arising from the smoothing of nonsmooth systems, and its robustness to noise

Switch-like behaviour in dynamical systems may be modelled by highly nonlinear functions, such as Hill functions or sigmoid functions, or alternatively by piecewise-smooth functions, such as step functions. Consistent modelling requires that piecewise-smooth and smooth dynamical systems have similar dynamics, but the conditions for such similarity are not well understood. Here we show that by smoothing out a piecewise-smooth system one may obtain dynamics that is inconsistent with the accepted wisdom --- so-called Filippov dynamics --- at a discontinuity, even in the piecewise-smooth limit. By subjecting the system to white noise, we show that these discrepancies can be understood in terms of potential wells that allow solutions to dwell at the discontinuity for long times. Moreover we show that spurious dynamics will revert to Filippov dynamics, with a small degree of stochasticity, when the noise magnitude is sufficiently large compared to the order of smoothing. We apply the results to a model of a dry-friction oscillator, where spurious dynamics (inconsistent with Filippov's convention or with Coulomb's model of friction) can account for different coefficients of static and kinetic friction, but under sufficient noise the system reverts to dynamics consistent with Filippov's convention (and with Coulomb-like friction).

math.DS