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

Asymptotic properties of the spectrum of neutral delay differential equations

Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived exact stability boundary. The approximate and exact stability borders agree quite well for the large time delay, and the inclusion of a time-delayed velocity feedback improves this agreement for small delays. Theoretical results are complemented by a numerically computed spectrum of the corresponding characteristic equations.Comment: 14 pages, 6 figure

Stabilizing unstable periodic orbits in the Lorenz equations using time-delayed feedback control

For many years it was believed that an unstable periodic orbit with an odd number of real Floquet multipliers greater than unity cannot be stabilized by the time-delayed feedback control mechanism of Pyragus. A recent paper by Fiedler et al uses the normal form of a subcritical Hopf bifurcation to give a counterexample to this theorem. Using the Lorenz equations as an example, we demonstrate that the stabilization mechanism identified by Fiedler et al for the Hopf normal form can also apply to unstable periodic orbits created by subcritical Hopf bifurcations in higher-dimensional dynamical systems. Our analysis focuses on a particular codimension-two bifurcation that captures the stabilization mechanism in the Hopf normal form example, and we show that the same codimension-two bifurcation is present in the Lorenz equations with appropriately chosen Pyragus-type time-delayed feedback. This example suggests a possible strategy for choosing the feedback gain matrix in Pyragus control of unstable periodic orbits that arise from a subcritical Hopf bifurcation of a stable equilibrium. In particular, our choice of feedback gain matrix is informed by the Fiedler et al example, and it works over a broad range of parameters, despite the fact that a center-manifold reduction of the higher-dimensional problem does not lead to their model problem.Comment: 21 pages, 8 figures, to appear in PR

Optimal linear stability condition for scalar differential equations with distributed delay

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote oscillations around steady states, and their stability depends on the particular shape of the delay distribution. Since in applications the mean delay is often the only reliable information available about the distribution, it is desirable to find conditions for stability that are independent from the shape of the distribution. We show here that for a given mean delay, the linear equation with distributed delay is asymptotically stable if the associated differential equation with a discrete delay is asymptotically stable. We illustrate this criterion on a compartment model of hematopoietic cell dynamics to obtain sufficient conditions for stability

Delay-induced patterns in a two-dimensional lattice of coupled oscillators

We show how a variety of stable spatio-temporal periodic patterns can be created in 2D-lattices of coupled oscillators with non-homogeneous coupling delays. A "hybrid dispersion relation" is introduced, which allows studying the stability of time-periodic patterns analytically in the limit of large delay. The results are illustrated using the FitzHugh-Nagumo coupled neurons as well as coupled limit cycle (Stuart-Landau) oscillators

Bifurcation structure of cavity soliton dynamics in a VCSEL with saturable absorber and time-delayed feedback

We consider a wide-aperture surface-emitting laser with a saturable absorber section subjected to time-delayed feedback. We adopt the mean-field approach assuming a single longitudinal mode operation of the solitary VCSEL. We investigate cavity soliton dynamics under the effect of time- delayed feedback in a self-imaging configuration where diffraction in the external cavity is negligible. Using bifurcation analysis, direct numerical simulations and numerical path continuation methods, we identify the possible bifurcations and map them in a plane of feedback parameters. We show that for both the homogeneous and localized stationary lasing solutions in one spatial dimension the time-delayed feedback induces complex spatiotemporal dynamics, in particular a period doubling route to chaos, quasiperiodic oscillations and multistability of the stationary solutions

Control of unstable steady states in neutral time-delayed systems

We present an analysis of time-delayed feedback control used to stabilize an unstable steady state of a neutral delay differential equation. Stability of the controlled system is addressed by studying the eigenvalue spectrum of a corresponding characteristic equation with two time delays. An analytic expression for the stabilizing control strength is derived in terms of original system parameters and the time delay of the control. Theoretical and numerical results show that the interplay between the control strength and two time delays provides a number of regions in the parameter space where the time-delayed feedback control can successfully stabilize an otherwise unstable steady state.Comment: 11 pages, 8 figure