A Lin's method approach to heteroclinic connections involving periodic orbits - Analysis and numerics

The topic of the thesis is the bifurcation analysis of heteroclinic cycles connecting a hyperbolic equilibrium and a hyperbolic periodic orbit. An extension of Lin's method that is based on the coupling of the global continuous system and the discrete system that describes the dynamics near the periodic orbit is developed in the first part. The method allows to formulate bifurcation equations for the given scenario. The bifurcation equations for homoclinic orbits to the equilibrium and for homoclinic orbits to the periodic orbit are qualitatively solved and discussed, the case of a quadratic tangency is also considered. In the second part a numerical method based on the theoretical results is developed that allows to find and continue in parameters a heteroclinic connection between an equilibrium and a periodic orbit. The method is demonstrated on three selected examples and the theoretical results from the first part are verified. An extension of this numerical method to orbits that connect two periodic orbits is also given.Die Dissertationsschrift beschäftigt sich mit der Bifurkationsanalyse von heteroklinen Zyklen, die eine hyperbolische Gleichgewichtslage und einen hyperbolischen periodischen Orbit miteinander verbinden. Im ersten Teil der Arbeit wird eine Erweiterung von Lins Methode entwickelt, die auf einer Kopplung des globalen kontinuierlichen Systems und des diskreten Systems, das die Dynamik in der Umgebung des periodischen Orbits beschreibt, beruht. Die Methode erlaubt es, Bifurkationsgleichungen für das gegebene Szenario zu formulieren. Die Bifurkationsgleichungen für homokline Orbits an die Gleichgewichtslage und homokline Orbits an den periodischen Orbit werden qualitativ gelöst und diskutiert, ebenso wird der Fall einer quadratischen Berührung behandelt. Im zweiten Teil der Dissertation wird auf Basis der theoretischen Ergebnisse eine numerische Methode entwickelt, die es erlaubt, verbindende Orbits zwischen Gleichgewichtslagen und periodischen Orbits zu finden und im Parameterraum zu verfolgen. Die Methode wird an drei ausgewählten Beispielen demonstriert, dabei werden die theoretischen Ergebnisse aus dem ersten Teil der Arbeit bestätigt. Eine Erweiterung der numerischen Methode auf verbindende Orbits zwischen zwei hyperbolischen periodischen Orbits wird abgeleitet

Computational dynamical systems analysis : Bogdanov-Takens points and an economic model

The subject of this thesis is the bifurcation analysis of dynamical systems (ordinary differential equations and iterated maps). A primary aim is to study the branch of homoclinic solutions that emerges from a Bogdanov-Takens point. The problem of approximating such branch has been studied intensively but neither an exact solution was ever found nor a higher-order approximation has been obtained. We use the classical ``blow-up'' technique to reduce an appropriate normal form near a Bogdanov-Takens bifurcation in a generic smooth autonomous ordinary differential equations to a perturbed Hamiltonian system. With a regular perturbation method and a generalization of the Lindstedt-Poincare' perturbation method, we derive two explicit third-order corrections of the unperturbed homoclinic orbit and parameter value. We prove that both methods lead to the same homoclinic parameter value as the classical Melnikov technique and the branching method. We show that the regular perturbation method leads to a ``parasitic turn'' near the saddle point while the Lindstedt-Poincare' solution does not have this turn, making it more suitable for numerical implementation. To obtain the normal form on the center manifold, we apply the standard parameter dependent center manifold reduction combined with the normalization, using the Fredholm solvability of the homological equation. By systematically solving all linear systems appearing from the homological equation, we correct the parameter transformation existing in the literature. The generic homoclinic predictors are applied to explicitly compute the homoclinic solutions in the Gray-Scott kinetic model. The actual implementation of both predictors in the MATLAB continuation package MatCont and five numerical examples illustrating its efficiency are discussed. Besides, the thesis discusses the possibility to use the derived homoclinic predictor of generic ordinary differential equations to continue the branches of homoclinic tangencies in the Bogdanov-Takens map. The second part of this thesis is devoted to the application of bifurcation theory to analyze the dynamic and chaotic behaviors of a nonlinear economic model. The thesis studies the monopoly model with cubic price and quadratic marginal cost functions. We present fundamental corrections to the earlier studies of the model and a complete discussion of the existence of cycles of period 4. A numerical continuation method is used to compute branches of solutions of period 5, 10, 13 and 17 and to determine the stability regions of these solutions. General formulas for solutions of period 4 are derived analytically. We show that the solutions of period 4 are never linearly asymptotically stable. A nonlinear stability criterion is combined with basin of attraction analysis and simulation to determine the stability region of the 4-cycles. This corrects the erroneous linear stability analysis in previous studies of the model. The chaotic and periodic behavior of the monopoly model are further analyzed by computing the largest Lyapunov exponents, and this confirms the above mentioned results

Dynamical systems and their applications in neuroscience

This thesis deals with dynamical systems, numerical software for the continuation study of dynamical systems, and some important neurobiological applications. First there are two introductory chapters, in which a background is given in dynamical systems and neuroscience. We elucidate what the problems are with some existing classifications of neural models, and suggest an improved version. We introduce the Phase Response Curve (PRC), which is a curve that describes the effect of an input on a periodic orbit. We derive an efficient method to compute this PRC. The extended functionalities of MatCont, a software package for the study of dynamical systems and their bifurcations, are explained: the user can compute the PRC of a limit cycle and its derivative, he can detect and continue homoclinic bifurcations, initiate these curves from different bifurcations and detect many codim 2 bifurcations on these curves. The speed of the software was improved by introducing C-code among the matlab-routines. We have for the first time made a complete bifurcation diagram of the Morris-Lecar neural model. We show that PRCs can be used to determine the synchronizing and/or phase-locking abilities of neural networks, and how the connection delay plays a role in this, and demonstrate some phenomena to do with PRCs and bifurcations. In collaboration with biologists at the University of Bristol, we have built detailed models of the neurons in the spinal cord of the hatchling Xenopus laevis. The biological background and the equations and parameters for the models of individual neurons and synapses are listed elaborately. These models are used to construct biologically realistic networks of neurons. The first network was used to simulate the swimming behaviour of the tadpole and to show that to disregard some important differences in the models for different neurons, will result in breakdown of the good network output. Then we have used the individual models to study a hypothesis regarding synaptogenesis, which states that the specificity in connection between neurons could be purely based on the anatomical organization of the neurons, instead of the ability of growing synapses to make a distinction between the different neurons

Bifurcations of maps: numerical algorithms and applications

Dynamical systems theory provides mathematical models for systems which evolve in time according to a rule, originally expressed in analytical form as a system of equations. Discrete-time dynamical systems defined by an iterated map depending on control parameters, \begin{equation} \label{Map:g} g(x,\alpha) := f^{(J)}(x,\alpha)= \underbrace{f(f(f(\cdots f}_{J \mbox{~times}}(x,\alpha),\alpha),\alpha),\alpha), \end{equation} appear naturally in, e.g., ecology and economics, where $x\in \R^n$ and $\alpha \in \R^k$ are vectors of state variables and parameters, respectively. %The system dynamics describe a sequence of points \left\{x_k{\right\} \subset \R^n (orbit), provided an initial $x_0 \in \R^n$ is given. The main goal in the study of a dynamical system is to find a complete characterization of the geometry of the orbit structure and the change in orbit structure under parameter variation. An aspect of this study is to identify the invariant objects and the local behaviour around them. This local information then needs to be assembled in a consistent way by means of geometric and topological arguments, to obtain a global picture of the system. At local bifurcations, the number of steady states can change, or the stability properties of a steady state may change. The computational analysis of local bifurcations usually begins with an attempt to compute the coefficients that appear in the normal form after coordinate transformation. These coefficients, called critical normal form coefficients, determine the direction of branching of new objects and their stability near the bifurcation point. After locating a codim 1 bifurcation point, the logical next step is to consider the variation of a second parameter to enhance our knowledge about the system and its dynamical behaviour. % % In codim 2 bifurcation points branches of various codim 1 bifurcation curves are rooted. % These curve can be computed by a combination of parameter-dependent center manifold reduction and asymptotic expressions for the new emanating curves. We implemented new and improved algorithms for the bifurcation analysis of fixed points and periodic orbits of maps in the {\sc Matlab} software package {\sc Cl\_MatcontM}. This includes the numerical continuation of fixed points of iterates of the map with one control parameter, detecting and locating their bifurcation points, and their continuation in two control parameters, as well as detection and location of all codim 2 bifurcation points on the corresponding curves. For all bifurcations of codim 1 and 2, the critical normal form coefficients are computed with finite directional differences, automatic differentiation and symbolic derivatives of the original map. Asymptotics are derived for bifurcation curves of double and quadruple period cycles rooted at codim 2 points of cycles with arbitrary period to continue the double and quadruple period bifurcations. In the case $n=2$ we compute one-dimensional invariant manifolds and their transversal intersections to obtain initial connections of homoclinic and heteroclinic orbits orbits to fixed points of (\ref{Map:g}). We continue connecting orbits, using an algorithm based on the continuation of invariant subspaces, and compute their fold bifurcation curves, corresponding to the tangencies of the invariant manifolds. {\sc Cl\_MatcontM} is freely available at {\bf www.matcont.ugent.be} and {\bf www. sourceforge.net}