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

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

A liénard oscillator resonant tunnelling diode-laser diode hybrid integrated circuit: model and experiment

We report on a hybrid optoelectronic integrated circuit based on a resonant tunnelling diode driving an optical communications laser diode. This circuit can act as a voltage controlled oscillator with optical and electrical outputs. We show that the oscillator operation can be described by Liénard's equation, a second order nonlinear differential equation, which is a generalization of the Van der Pol equation. This treatment gives considerable insight into the potential of a monolithic version of the circuit for optical communication functions including clock recovery and chaotic source applications

Theory of wing rock

A theory is developed for predicting wing rock characteristics. From available data, it can be concluded that wing rock is triggered by flow asymmetries, developed by negative or weakly positive roll damping, and sustained by nonlinear aerodynamic roll damping. A new nonlinear aerodynamic model that includes all essential aerodynamic nonlinearities is developed. The Beecham-Titchener method is applied to obtain approximate analytic solutions for the amplitude and frequency of the limit cycle based on the three degree-of-freedom equations of motion. An iterative scheme is developed to calculate the average aerodynamic derivatives and dynamic characteristics at limit cycle conditions. Good agreement between theoretical and experimental results is obtained

Duffing revisited: Phase-shift control and internal resonance in self-sustained oscillators

We address two aspects of the dynamics of the forced Duffing oscillator which are relevant to the technology of micromechanical devices and, at the same time, have intrinsic significance to the field of nonlinear oscillating systems. First, we study the stability of periodic motion when the phase shift between the external force and the oscillation is controlled -contrary to the standard case, where the control parameter is the frequency of the force. Phase-shift control is the operational configuration under which self-sustained oscillators -and, in particular, micromechanical oscillators- provide a frequency reference useful for time keeping. We show that, contrary to the standard forced Duffing oscillator, under phase-shift control oscillations are stable over the whole resonance curve. Second, we analyze a model for the internal resonance between the main Duffing oscillation mode and a higher-harmonic mode of a vibrating solid bar clamped at its two ends. We focus on the stabilization of the oscillation frequency when the resonance takes place, and present preliminary experimental results that illustrate the phenomenon. This synchronization process has been proposed to counteract the undesirable frequency-amplitude interdependence in nonlinear time-keeping micromechanical devices