Hopf bifurcations in time-delay systems with band-limited feedback

We investigate the steady-state solution and its bifurcations in time-delay systems with band-limited feedback. This is a first step in a rigorous study concerning the effects of AC-coupled components in nonlinear devices with time-delayed feedback. We show that the steady state is globally stable for small feedback gain and that local stability is lost, generically, through a Hopf bifurcation for larger feedback gain. We provide simple criteria that determine whether the Hopf bifurcation is supercritical or subcritical based on the knowledge of the first three terms in the Taylor-expansion of the nonlinearity. Furthermore, the presence of double-Hopf bifurcations of the steady state is shown, which indicates possible quasiperiodic and chaotic dynamics in these systems. As a result of this investigation, we find that AC-coupling introduces fundamental differences to systems of Ikeda-type [Ikeda et al., Physica D 29 (1987) 223-235] already at the level of steady-state bifurcations, e.g. bifurcations exist in which limit cycles are created with periods other than the fundamental ``period-2'' mode found in Ikeda-type systems.Comment: 32 pages, 5 figures, accepted for publication in Physica D: Nonlinear Phenomen

Galerkin approximations for the optimal control of nonlinear delay differential equations

Optimal control problems of nonlinear delay differential equations (DDEs) are considered for which we propose a general Galerkin approximation scheme built from Koornwinder polynomials. Error estimates for the resulting Galerkin-Koornwinder approximations to the optimal control and the value function, are derived for a broad class of cost functionals and nonlinear DDEs. The approach is illustrated on a delayed logistic equation set not far away from its Hopf bifurcation point in the parameter space. In this case, we show that low-dimensional controls for a standard quadratic cost functional can be efficiently computed from Galerkin-Koornwinder approximations to reduce at a nearly optimal cost the oscillation amplitude displayed by the DDE's solution. Optimal controls computed from the Pontryagin's maximum principle (PMP) and the Hamilton-Jacobi-Bellman equation (HJB) associated with the corresponding ODE systems, are shown to provide numerical solutions in good agreement. It is finally argued that the value function computed from the corresponding reduced HJB equation provides a good approximation of that obtained from the full HJB equation.Comment: 29 pages. This is a sequel of the arXiv preprint arXiv:1704.0042

Bifurcation analysis of a semiconductor laser with filtered optical feedback

We study the dynamics and bifurcations of a semiconductor laser with delayed filtered optical feedback, where a part of the output of the laser reenters after spectral filtering. This type of coherent optical feedback is more challenging than the case of conventional optical feedback from a simple mirror, but it provides additional control over the output of the semiconductor laser by means of choosing the filter detuning and the filter width. This laser system can be modeled by a system of delay differential equations with a single fixed delay, which is due to the travel time of the light outside the laser. In this paper we present a bifurcation analysis of the filtered feedback laser. We first consider the basic continuous wave states, known as the external filtered modes (EFMs), and determine their stability regions in the parameter plane of feedback strength versus feedback phase. The EFMs are born in saddle-node bifurcations and become unstable in Hopf bifurcations. We show that for small filter detuning there is a single region of stable EFMs, which splits up into two separate regions when the filter is detuned. We then concentrate on the periodic orbits that emanate from Hopf bifurcations. Depending on the feedback strength and the feedback phase, two types of oscillations can be found. First, there are undamped relaxation oscillations, which are typical for semiconductor laser systems. Second, there are oscillations with a period related to the delay time, which have the remarkable property that the laser frequency oscillates while the laser intensity is almost constant. These frequency oscillations are only possible due to the interaction of the laser with the filter. We determine the stability regions in the parameter plane of feedback strength versus feedback phase of the different types of oscillations. In particular, we find that stable frequency oscillations are dominant for nonzero values of the filter detuning. © 2007 Society for Industrial and Applied Mathematics

Oscillations and temporal signalling in cells

The development of new techniques to quantitatively measure gene expression in cells has shed light on a number of systems that display oscillations in protein concentration. Here we review the different mechanisms which can produce oscillations in gene expression or protein concentration, using a framework of simple mathematical models. We focus on three eukaryotic genetic regulatory networks which show "ultradian" oscillations, with time period of the order of hours, and involve, respectively, proteins important for development (Hes1), apoptosis (p53) and immune response (NFkB). We argue that underlying all three is a common design consisting of a negative feedback loop with time delay which is responsible for the oscillatory behaviour

Resurgence of oscillation in coupled oscillators under delayed cyclic interaction

This paper investigates the emergence of amplitude death and revival of oscillations from the suppression states in a system of coupled dynamical units interacting through delayed cyclic mode. In order to resurrect the oscillation from amplitude death state, we introduce asymmetry and feedback parameter in the cyclic coupling forms as a result of which the death region shrinks due to higher asymmetry and lower feedback parameter values for coupled oscillatory systems. Some analytical conditions are derived for amplitude death and revival of oscillations in two coupled limit cycle oscillators and corresponding numerical simulations confirm the obtained theoretical results. We also report that the death state and revival of oscillations from quenched state are possible in the network of identical coupled oscillators. The proposed mechanism has also been examined using chaotic Lorenz oscillator.Comment: 16 pages, 13 figure

A delay differential model of ENSO variability: Parametric instability and the distribution of extremes

We consider a delay differential equation (DDE) model for El-Nino Southern Oscillation (ENSO) variability. The model combines two key mechanisms that participate in ENSO dynamics: delayed negative feedback and seasonal forcing. We perform stability analyses of the model in the three-dimensional space of its physically relevant parameters. Our results illustrate the role of these three parameters: strength of seasonal forcing $b$, atmosphere-ocean coupling $\kappa$, and propagation period $\tau$ of oceanic waves across the Tropical Pacific. Two regimes of variability, stable and unstable, are separated by a sharp neutral curve in the $(b,\tau)$ plane at constant $\kappa$. The detailed structure of the neutral curve becomes very irregular and possibly fractal, while individual trajectories within the unstable region become highly complex and possibly chaotic, as the atmosphere-ocean coupling $\kappa$ increases. In the unstable regime, spontaneous transitions occur in the mean ``temperature'' ({\it i.e.}, thermocline depth), period, and extreme annual values, for purely periodic, seasonal forcing. The model reproduces the Devil's bleachers characterizing other ENSO models, such as nonlinear, coupled systems of partial differential equations; some of the features of this behavior have been documented in general circulation models, as well as in observations. We expect, therefore, similar behavior in much more detailed and realistic models, where it is harder to describe its causes as completely.Comment: 22 pages, 9 figure