Derivation of Delay Equation Climate Models Using the Mori-Zwanzig Formalism

Models incorporating delay have been frequently used to understand climate variability phenomena, but often the delay is introduced through an ad-hoc physical reasoning, such as the propagation time of waves. In this paper, the Mori-Zwanzig formalism is introduced as a way to systematically derive delay models from systems of partial differential equations and hence provides a better justification for using these delay-type models. The Mori-Zwanzig technique gives a formal rewriting of the system using a projection onto a set of resolved variables, where the rewritten system contains a memory term. The computation of this memory term requires solving the orthogonal dynamics equation, which represents the unresolved dynamics. For nonlinear systems, it is often not possible to obtain an analytical solution to the orthogonal dynamics and an approximate solution needs to be found. Here, we demonstrate the Mori-Zwanzig technique for a two-strip model of the El Nino Southern Oscillation (ENSO) and explore methods to solve the orthogonal dynamics. The resulting nonlinear delay model contains an additional term compared to previously proposed ad-hoc conceptual models. This new term leads to a larger ENSO period, which is closer to that seen in observations.Comment: Submitted to Proceedings of the Royal Society A, 25 pages, 10 figure

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

Relaxation oscillations, pulses, and travelling waves in the diffusive Volterra delay-differential equation

The diffusive Volterra equation with discrete or continuous delay is studied in the limit of long delays using matched asymptotic expansions. In the case of continuous delay, the procedure was explicitly carried out for general normalized kernels of the form Sigma/sub n=p//sup N/ g/sub n/(t/sup n//T/sup n+1/)e/sup -t/T/, pges2, in the limit in which the strength of the delayed regulation is much greater than that of the instantaneous one, and also for g/sub n/=delta/sub n2/ and any strength ratio. Solutions include homogeneous relaxation oscillations and travelling waves such as pulses, periodic wavetrains, pacemakers and leading centers, so that the diffusive Volterra equation presents the main features of excitable media

Chimera states: Coexistence of coherence and incoherence in networks of coupled oscillators

A chimera state is a spatio-temporal pattern in a network of identical coupled oscillators in which synchronous and asynchronous oscillation coexist. This state of broken symmetry, which usually coexists with a stable spatially symmetric state, has intrigued the nonlinear dynamics community since its discovery in the early 2000s. Recent experiments have led to increasing interest in the origin and dynamics of these states. Here we review the history of research on chimera states and highlight major advances in understanding their behaviour.Comment: 26 pages, 3 figure

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

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

Delayed Feedback Control near Hopf Bifurcation

The stability of functional differential equations under delayed feedback is investigated near a Hopf bifurcation. Necessary and sufficient conditions are derived for the stability of the equilibrium solution using averaging theory. The results are used to compare delayed versus undelayed feedback, as well as discrete versus distributed delays. Conditions are obtained for which delayed feedback with partial state information can yield stability where undelayed feedback is ineffective. Furthermore, it is shown that if the feedback is stabilizing (respectively, destabilizing), then a discrete delay is locally the most stabilizing (resp., destabilizing) one among delay distributions having the same mean. The result also holds globally if one considers delays that are symmetrically distributed about their mean