An algorithm to detect small solutions in linear delay differential equations

This is a PDF version of a preprint submitted to Elsevier. The definitive version was published in the Journal of computational and applied mathematics and is available at www.elsevier.comThis preprint discusses an algorithm that provides a simple reliable mechanism for the detection of small solutions in linear delay differential equations.This article was submitted to the RAE2008 for the University of Chester - Applied Mathematics

Accurate Modelling of Left-Handed Metamaterials Using Finite-Difference Time-Domain Method with Spatial Averaging at the Boundaries

The accuracy of finite-difference time-domain (FDTD) modelling of left-handed metamaterials (LHMs) is dramatically improved by using an averaging technique along the boundaries of LHM slabs. The material frequency dispersion of LHMs is taken into account using auxiliary differential equation (ADE) based dispersive FDTD methods. The dispersive FDTD method with averaged permittivity along the material boundaries is implemented for a two-dimensional (2-D) transverse electric (TE) case. A mismatch between analytical and numerical material parameters (e.g. permittivity and permeability) introduced by the time discretisation in FDTD is demonstrated. The expression of numerical permittivity is formulated and it is suggested to use corrected permittivity in FDTD simulations in order to model LHM slabs with their desired parameters. The influence of switching time of source on the oscillation of field intensity is analysed. It is shown that there exists an optimum value which leads to fast convergence in simulations.Comment: 17 pages, 7 figures, submitted to Journal of Optics A Nanometa special issu

On Local Bifurcations in Neural Field Models with Transmission Delays

Neural field models with transmission delay may be cast as abstract delay differential equations (DDE). The theory of dual semigroups (also called sun-star calculus) provides a natural framework for the analysis of a broad class of delay equations, among which DDE. In particular, it may be used advantageously for the investigation of stability and bifurcation of steady states. After introducing the neural field model in its basic functional analytic setting and discussing its spectral properties, we elaborate extensively an example and derive a characteristic equation. Under certain conditions the associated equilibrium may destabilise in a Hopf bifurcation. Furthermore, two Hopf curves may intersect in a double Hopf point in a two-dimensional parameter space. We provide general formulas for the corresponding critical normal form coefficients, evaluate these numerically and interpret the results

Analysis of Timed and Long-Run Objectives for Markov Automata

Markov automata (MAs) extend labelled transition systems with random delays and probabilistic branching. Action-labelled transitions are instantaneous and yield a distribution over states, whereas timed transitions impose a random delay governed by an exponential distribution. MAs are thus a nondeterministic variation of continuous-time Markov chains. MAs are compositional and are used to provide a semantics for engineering frameworks such as (dynamic) fault trees, (generalised) stochastic Petri nets, and the Architecture Analysis & Design Language (AADL). This paper considers the quantitative analysis of MAs. We consider three objectives: expected time, long-run average, and timed (interval) reachability. Expected time objectives focus on determining the minimal (or maximal) expected time to reach a set of states. Long-run objectives determine the fraction of time to be in a set of states when considering an infinite time horizon. Timed reachability objectives are about computing the probability to reach a set of states within a given time interval. This paper presents the foundations and details of the algorithms and their correctness proofs. We report on several case studies conducted using a prototypical tool implementation of the algorithms, driven by the MAPA modelling language for efficiently generating MAs.Comment: arXiv admin note: substantial text overlap with arXiv:1305.705

Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system

We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.Comment: 14 pages, 9 figure

Spectral/hp element methods for plane Newtonian extrudate swell

Spectral/hp element methods and an arbitrary Lagrangian-Eulerian (ALE) moving-boundary technique are used to investigate planar Newtonian extrudate swell. Newtonian extrudate swell arises when viscous liquids exit long die slits. The problem is characterised by a stress singularity at the end of the slit which is inherently difficult to capture and strongly influences the predicted swelling of the fluid. The impact of inertia (0 <Re < 100) and slip along the die wall on the free surface profile and the velocity and pressure values in the domain and around the singularity are investigated. The high order method is shown to provide high resolution of the steep pressure profile at the singularity. The swelling ratio and exit pressure loss are compared with existing results in the literature and the ability of high-order methods to capture these values using significantly fewer degrees of freedom is demonstrated

The Mid-Pleistocene Transition induced by delayed feedback and bistability

The Mid-Pleistocene Transition, the shift from 41 kyr to 100 kyr glacial-interglacial cycles that occurred roughly 1 Myr ago, is often considered as a change in internal climate dynamics. Here we revisit the model of Quaternary climate dynamics that was proposed by Saltzman and Maasch (1988). We show that it is quantitatively similar to a scalar equation for the ice dynamics only when combining the remaining components into a single delayed feedback term. The delay is the sum of the internal times scales of ocean transport and ice sheet dynamics, which is on the order of 10 kyr. We find that, in the absence of astronomical forcing, the delayed feedback leads to bistable behaviour, where stable large-amplitude oscillations of ice volume and an equilibrium coexist over a large range of values for the delay. We then apply astronomical forcing. We perform a systematic study to show how the system response depends on the forcing amplitude. We find that over a wide range of forcing amplitudes the forcing leads to a switch from small-scale oscillations of 41 kyr to large-amplitude oscillations of roughly 100 kyr without any change of other parameters. The transition in the forced model consistently occurs near the time of the Mid-Pleistocene Transition as observed in data records. This provides evidence that the MPT could have been primarily a forcing-induced switch between attractors of the internal dynamics. Small additional random disturbances make the forcing-induced transition near 800 kyr BP even more robust. We also find that the forced system forgets its initial history during the small-scale oscillations, in particular, nearby initial conditions converge prior to transitioning. In contrast to this, in the regime of large-amplitude oscillations, the oscillation phase is very sensitive to random perturbations, which has a strong effect on the timing of the deglaciation events

Finite-Difference Time-Domain Study of Guided Modes in Nano-plasmonic Waveguides

A conformal dispersive finite-difference time-domain (FDTD) method is developed for the study of one-dimensional (1-D) plasmonic waveguides formed by an array of periodic infinite-long silver cylinders at optical frequencies. The curved surfaces of circular and elliptical inclusions are modelled in orthogonal FDTD grid using effective permittivities (EPs) and the material frequency dispersion is taken into account using an auxiliary differential equation (ADE) method. The proposed FDTD method does not introduce numerical instability but it requires a fourth-order discretisation procedure. To the authors' knowledge, it is the first time that the modelling of curved structures using a conformal scheme is combined with the dispersive FDTD method. The dispersion diagrams obtained using EPs and staircase approximations are compared with those from the frequency domain embedding method. It is shown that the dispersion diagram can be modified by adding additional elements or changing geometry of inclusions. Numerical simulations of plasmonic waveguides formed by seven elements show that row(s) of silver nanoscale cylinders can guide the propagation of light due to the coupling of surface plasmons.Comment: 6 pages, 10 figures, accepted for publication, IEEE Trans. Antennas Propaga