Global bifurcations of the Lorenz manifold

In this paper we consider the interaction of the Lorenz manifold - the two-dimensional stable manifold of the origin of the Lorenz equations - with the two-dimensional unstable manifolds of the secondary equilibria or bifurcating periodic orbits of saddle type. We compute these manifolds for varying values of the parameter ρ in the Lorenz equations, which corresponds to the transition from simple to chaotic dynamics with the classic Lorenz butterfly attractor at ρ = 28. Furthermore, we find and continue in ρ the first 512 generic heteroclinic orbits that are given as the intersection curves of these two-dimensional manifolds. The branch of each heteroclinic orbit emerges from the well-known first codimension-one homoclinic explosion point at ρ ≈ 13.9265, has a fold and then ends at another homoclinic explosion point with a specific ρ-value. We describe the combinatorial structure of which heteroclinic orbit ends at which homoclinic explosion point. This is verified with our data for the 512 branches from which we automatically extract (by means of a small computer program) the relevant symbolic information. Our results on the manifold structure are complementary to previous work on the symbolic dynamics of periodic orbits in the Lorenz attractor. We point out the connections and discuss directions for future research

Bifurcation analysis of delay-induced resonances of the El-Nino Southern Oscillation

Models of global climate phenomena of low to intermediate complexity are very useful for providing an understanding at a conceptual level. An important aspect of such models is the presence of a number of feedback loops that feature considerable delay times, usually due to the time it takes to transport energy (for example, in the form of hot/cold air or water) around the globe. In this paper we demonstrate how one can perform a bifurcation analysis of the behaviour of a periodically-forced system with delay in dependence on key parameters. As an example we consider the El-Nino Southern Oscillation (ENSO), which is a sea surface temperature oscillation on a multi-year scale in the basin of the Pacific Ocean. One can think of ENSO as being generated by an interplay between two feedback effects, one positive and one negative, which act only after some delay that is determined by the speed of transport of sea-surface temperature anomalies across the Pacific. We perform here a case study of a simple delayed-feedback oscillator model for ENSO (introduced by Tziperman et al, J. Climate 11 (1998)), which is parametrically forced by annual variation. More specifically, we use numerical bifurcation analysis tools to explore directly regions of delay-induced resonances and other stability boundaries in this delay-differential equation model for ENSO.Comment: as accepted for Proc Roy Soc A, 20 pages, 7 figure

Investigating the consequences of global bifurcations for two-dimensional invariant manifolds of vector fields

We consider a homoclinic bifurcation of a vector field in [\R^3] , where a one-dimensional unstable manifold of an equilibrium is contained in the two-dimensional stable manifold of this same equilibrium. How such one-dimensional connecting orbits arise is well understood, and software packages exist to detect and follow them in parameters. In this paper we address an issue that it is far less well understood: how does the associated two-dimensional stable manifold change geometrically during the given homoclinic bifurcation? This question can be answered with the help of advanced numerical techniques. More specifically, we compute two-dimensional manifolds, and their one-dimensional intersection curves with a suitable cross-section, via the numerical continuation of orbit segments as solutions of a boundary value problem. In this way, we are able to explain how homoclinic bifurcations may lead to quite dramatic changes of the overall dynamics. This is demonstrated with two examples. We first consider a Shilnikov bifurcation in a semiconductor laser model, and show how the associated change of the two-dimensional stable manifold results in the creation of a new basin of attraction. We then investigate how the basins of the two symmetrically related attracting equilibria change to give rise to preturbulence in the first homoclinic explosion of the Lorenz system

Mean flow instabilities of two-dimensional convection in strong magnetic fields

The interaction of magnetic fields with convection is of great importance in astrophysics. Two well-known aspects of the interaction are the tendency of convection cells to become narrow in the perpendicular direction when the imposed field is strong, and the occurrence of streaming instabilities involving horizontal shears. Previous studies have found that the latter instability mechanism operates only when the cells are narrow, and so we investigate the occurrence of the streaming instability for large imposed fields, when the cells are naturally narrow near onset. The basic cellular solution can be treated in the asymptotic limit as a nonlinear eigenvalue problem. In the limit of large imposed field, the instability occurs for asymptotically small Prandtl number. The determination of the stability boundary turns out to be surprisingly complicated. At leading order, the linear stability problem is the linearisation of the same nonlinear eigenvalue problem, and as a result, it is necessary to go to higher order to obtain a stability criterion. We establish that the flow can only be unstable to a horizontal mean flow if the Prandtl number is smaller than order , where B0 is the imposed magnetic field, and that the mean flow is concentrated in a horizontal jet of width in the middle of the layer. The result applies to stress-free or no-slip boundary conditions at the top and bottom of the layer

The relation of steady evaporating drops fed by an influx and freely evaporating drops

We discuss a thin film evolution equation for a wetting evaporating liquid on a smooth solid substrate. The model is valid for slowly evaporating small sessile droplets when thermal effects are insignificant, while wettability and capillarity play a major role. The model is first employed to study steady evaporating drops that are fed locally through the substrate. An asymptotic analysis focuses on the precursor film and the transition region towards the bulk drop and a numerical continuation of steady drops determines their fully non-linear profiles. Following this, we study the time evolution of freely evaporating drops without influx for several initial drop shapes. As a result we find that drops initially spread if their initial contact angle is larger than the apparent contact angle of large steady evaporating drops with influx. Otherwise they recede right from the beginning

Modeling the dynamics of glacial cycles

This article is concerned with the dynamics of glacial cycles observed in the geological record of the Pleistocene Epoch. It focuses on a conceptual model proposed by Maasch and Saltzman [J. Geophys. Res.,95, D2 (1990), pp. 1955-1963], which is based on physical arguments and emphasizes the role of atmospheric CO2 in the generation and persistence of periodic orbits (limit cycles). The model consists of three ordinary differential equations with four parameters for the anomalies of the total global ice mass, the atmospheric CO2 concentration, and the volume of the North Atlantic Deep Water (NADW). In this article, it is shown that a simplified two-dimensional symmetric version displays many of the essential features of the full model, including equilibrium states, limit cycles, their basic bifurcations, and a Bogdanov-Takens point that serves as an organizing center for the local and global dynamics. Also, symmetry breaking splits the Bogdanov-Takens point into two, with different local dynamics in their neighborhoods

Asymptotic and numerical analysis of a simple model for blade coating

Motivated by the industrial process of blade coating, the two-dimensional flow of a thin film of Newtonian fluid on a horizontal substrate moving parallel to itself with constant speed under a fixed blade of finite length in which the flows upstream and downstream of the blade are coupled via the flow under the blade is analysed. A combination of asymptotic and numerical methods is used to investigate the number and nature of the steady solutions that exist. Specially, it is found that in the presence of gravity there is always at least one, and (depending on the parameter values) possibly as many as three, steady solutions, and that when multiple solutions occur they are identical under and downstream of the blade, but differ upstream of it. The stability of these solutions is investigated, and their asymptotic behaviour in the limits of large and small flux and weak and strong gravity effects, respectively, determined

Continuation for thin film hydrodynamics and related scalar problems

This chapter illustrates how to apply continuation techniques in the analysis of a particular class of nonlinear kinetic equations that describe the time evolution through transport equations for a single scalar field like a densities or interface profiles of various types. We first systematically introduce these equations as gradient dynamics combining mass-conserving and nonmass-conserving fluxes followed by a discussion of nonvariational amendmends and a brief introduction to their analysis by numerical continuation. The approach is first applied to a number of common examples of variational equations, namely, Allen-Cahn- and Cahn-Hilliard-type equations including certain thin-film equations for partially wetting liquids on homogeneous and heterogeneous substrates as well as Swift-Hohenberg and Phase-Field-Crystal equations. Second we consider nonvariational examples as the Kuramoto-Sivashinsky equation, convective Allen-Cahn and Cahn-Hilliard equations and thin-film equations describing stationary sliding drops and a transversal front instability in a dip-coating. Through the different examples we illustrate how to employ the numerical tools provided by the packages auto07p and pde2path to determine steady, stationary and time-periodic solutions in one and two dimensions and the resulting bifurcation diagrams. The incorporation of boundary conditions and integral side conditions is also discussed as well as problem-specific implementation issues

Activation of store-operated calcium entry in airway smooth muscle cells: insight from a mathematical model

Intracellular dynamics of airway smooth muscle cells (ASMC) mediate ASMC contraction and proliferation, and thus play a key role in airway hyper-responsiveness (AHR) and remodelling in asthma. We evaluate the importance of store-operated entry (SOCE) in these dynamics by constructing a mathematical model of ASMC signaling based on experimental data from lung slices. The model confirms that SOCE is elicited upon sufficient depletion of the sarcoplasmic reticulum (SR), while receptor-operated entry (ROCE) is inhibited in such conditions. It also shows that SOCE can sustain agonist-induced oscillations in the absence of other influx. SOCE up-regulation may thus contribute to AHR by increasing the oscillation frequency that in turn regulates ASMC contraction. The model also provides an explanation for the failure of the SERCA pump blocker CPA to clamp the cytosolic of ASMC in lung slices, by showing that CPA is unable to maintain the SR empty of . This prediction is confirmed by experimental data from mouse lung slices, and strongly suggests that CPA only partially inhibits SERCA in ASMC