Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. Part 1: The ODE connection and its implications for algorithm development in computational fluid dynamics

Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit

Coexistence of periods in a bisecting bifurcation

The inner structure of the attractor appearing when the Varley-Gradwell-Hassell population model bifurcates from regular to chaotic behaviour is studied. By algebraic and geometric arguments the coexistence of a continuum of neutrally stable limit cycles with different periods in the attractor is explained.Comment: 13 pages, 5 figure

Aspects of Bifurcation Theory for Piecewise-Smooth, Continuous Systems

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.Comment: pdfLaTeX, 9 figure

Simultaneous Border-Collision and Period-Doubling Bifurcations

We unfold the codimension-two simultaneous occurrence of a border-collision bifurcation and a period-doubling bifurcation for a general piecewise-smooth, continuous map. We find that, with sufficient non-degeneracy conditions, a locus of period-doubling bifurcations emanates non-tangentially from a locus of border-collision bifurcations. The corresponding period-doubled solution undergoes a border-collision bifurcation along a curve emanating from the codimension-two point and tangent to the period-doubling locus here. In the case that the map is one-dimensional local dynamics are completely classified; in particular, we give conditions that ensure chaos.Comment: 22 pages; 5 figure

Bifurcations and dynamics emergent from lattice and continuum models of bioactive porous media

We study dynamics emergent from a two-dimensional reaction--diffusion process modelled via a finite lattice dynamical system, as well as an analogous PDE system, involving spatially nonlocal interactions. These models govern the evolution of cells in a bioactive porous medium, with evolution of the local cell density depending on a coupled quasi--static fluid flow problem. We demonstrate differences emergent from the choice of a discrete lattice or a continuum for the spatial domain of such a process. We find long--time oscillations and steady states in cell density in both lattice and continuum models, but that the continuum model only exhibits solutions with vertical symmetry, independent of initial data, whereas the finite lattice admits asymmetric oscillations and steady states arising from symmetry-breaking bifurcations. We conjecture that it is the structure of the finite lattice which allows for more complicated asymmetric dynamics. Our analysis suggests that the origin of both types of oscillations is a nonlocal reaction-diffusion mechanism mediated by quasi-static fluid flow.Comment: 30 pages, 21 figure