17,701 research outputs found
Exit time asymptotics for small noise stochastic delay differential equations
Dynamical system models with delayed dynamics and small noise arise in a
variety of applications in science and engineering. In many applications,
stable equilibrium or periodic behavior is critical to a well functioning
system. Sufficient conditions for the stability of equilibrium points or
periodic orbits of certain deterministic dynamical systems with delayed
dynamics are known and it is of interest to understand the sample path behavior
of such systems under the addition of small noise. We consider a small noise
stochastic delay differential equation (SDDE) with coefficients that depend on
the history of the process over a finite delay interval. We obtain asymptotic
estimates, as the noise vanishes, on the time it takes a solution of the
stochastic equation to exit a bounded domain that is attracted to a stable
equilibrium point or periodic orbit of the corresponding deterministic
equation. To obtain these asymptotics, we prove a sample path large deviation
principle (LDP) for the SDDE that is uniform over initial conditions in bounded
sets. The proof of the uniform sample path LDP uses a variational
representation for exponential functionals of strong solutions of the SDDE. We
anticipate that the overall approach may be useful in proving uniform sample
path LDPs for a broad class of infinite-dimensional small noise stochastic
equations.Comment: 39 page
Oscillations in I/O monotone systems under negative feedback
Oscillatory behavior is a key property of many biological systems. The
Small-Gain Theorem (SGT) for input/output monotone systems provides a
sufficient condition for global asymptotic stability of an equilibrium and
hence its violation is a necessary condition for the existence of periodic
solutions. One advantage of the use of the monotone SGT technique is its
robustness with respect to all perturbations that preserve monotonicity and
stability properties of a very low-dimensional (in many interesting examples,
just one-dimensional) model reduction. This robustness makes the technique
useful in the analysis of molecular biological models in which there is large
uncertainty regarding the values of kinetic and other parameters. However,
verifying the conditions needed in order to apply the SGT is not always easy.
This paper provides an approach to the verification of the needed properties,
and illustrates the approach through an application to a classical model of
circadian oscillations, as a nontrivial ``case study,'' and also provides a
theorem in the converse direction of predicting oscillations when the SGT
conditions fail.Comment: Related work can be retrieved from second author's websit
Boolean Delay Equations: A simple way of looking at complex systems
Boolean Delay Equations (BDEs) are semi-discrete dynamical models with
Boolean-valued variables that evolve in continuous time. Systems of BDEs can be
classified into conservative or dissipative, in a manner that parallels the
classification of ordinary or partial differential equations. Solutions to
certain conservative BDEs exhibit growth of complexity in time. They represent
therewith metaphors for biological evolution or human history. Dissipative BDEs
are structurally stable and exhibit multiple equilibria and limit cycles, as
well as more complex, fractal solution sets, such as Devil's staircases and
``fractal sunbursts``. All known solutions of dissipative BDEs have stationary
variance. BDE systems of this type, both free and forced, have been used as
highly idealized models of climate change on interannual, interdecadal and
paleoclimatic time scales. BDEs are also being used as flexible, highly
efficient models of colliding cascades in earthquake modeling and prediction,
as well as in genetics. In this paper we review the theory of systems of BDEs
and illustrate their applications to climatic and solid earth problems. The
former have used small systems of BDEs, while the latter have used large
networks of BDEs. We moreover introduce BDEs with an infinite number of
variables distributed in space (``partial BDEs``) and discuss connections with
other types of dynamical systems, including cellular automata and Boolean
networks. This research-and-review paper concludes with a set of open
questions.Comment: Latex, 67 pages with 15 eps figures. Revised version, in particular
the discussion on partial BDEs is updated and enlarge
On Norm-Based Estimations for Domains of Attraction in Nonlinear Time-Delay Systems
For nonlinear time-delay systems, domains of attraction are rarely studied
despite their importance for technological applications. The present paper
provides methodological hints for the determination of an upper bound on the
radius of attraction by numerical means. Thereby, the respective Banach space
for initial functions has to be selected and primary initial functions have to
be chosen. The latter are used in time-forward simulations to determine a first
upper bound on the radius of attraction. Thereafter, this upper bound is
refined by secondary initial functions, which result a posteriori from the
preceding simulations. Additionally, a bifurcation analysis should be
undertaken. This analysis results in a possible improvement of the previous
estimation. An example of a time-delayed swing equation demonstrates the
various aspects.Comment: 33 pages, 8 figures, "This is a pre-print of an article published in
'Nonlinear Dynamics'. The final authenticated version is available online at
https://doi.org/10.1007/s11071-020-05620-8
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