Memory Effects and Scaling Laws in Slowly Driven Systems

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A mathematical theory is outlined, which allows to show existence of hysteresis cycles, and determine related scaling laws.Comment: 28 pages (AMS-LaTeX), 18 PS figure

Existence and stability of hole solutions to complex Ginzburg-Landau equations

We consider the existence and stability of the hole, or dark soliton, solution to a Ginzburg-Landau perturbation of the defocusing nonlinear Schroedinger equation (NLS), and to the nearly real complex Ginzburg-Landau equation (CGL). By using dynamical systems techniques, it is shown that the dark soliton can persist as either a regular perturbation or a singular perturbation of that which exists for the NLS. When considering the stability of the soliton, a major difficulty which must be overcome is that eigenvalues may bifurcate out of the continuous spectrum, i.e., an edge bifurcation may occur. Since the continuous spectrum for the NLS covers the imaginary axis, and since for the CGL it touches the origin, such a bifurcation may lead to an unstable wave. An additional important consideration is that an edge bifurcation can happen even if there are no eigenvalues embedded in the continuous spectrum. Building on and refining ideas first presented in Kapitula and Sandstede (Physica D, 1998) and Kapitula (SIAM J. Math. Anal., 1999), we show that when the wave persists as a regular perturbation, at most three eigenvalues will bifurcate out of the continuous spectrum. Furthermore, we precisely track these bifurcating eigenvalues, and thus are able to give conditions for which the perturbed wave will be stable. For the NLS the results are an improvement and refinement of previous work, while the results for the CGL are new. The techniques presented are very general and are therefore applicable to a much larger class of problems than those considered here.Comment: 41 pages, 4 figures, submitte

A mathematical framework for critical transitions: normal forms, variance and applications

Critical transitions occur in a wide variety of applications including mathematical biology, climate change, human physiology and economics. Therefore it is highly desirable to find early-warning signs. We show that it is possible to classify critical transitions by using bifurcation theory and normal forms in the singular limit. Based on this elementary classification, we analyze stochastic fluctuations and calculate scaling laws of the variance of stochastic sample paths near critical transitions for fast subsystem bifurcations up to codimension two. The theory is applied to several models: the Stommel-Cessi box model for the thermohaline circulation from geoscience, an epidemic-spreading model on an adaptive network, an activator-inhibitor switch from systems biology, a predator-prey system from ecology and to the Euler buckling problem from classical mechanics. For the Stommel-Cessi model we compare different detrending techniques to calculate early-warning signs. In the epidemics model we show that link densities could be better variables for prediction than population densities. The activator-inhibitor switch demonstrates effects in three time-scale systems and points out that excitable cells and molecular units have information for subthreshold prediction. In the predator-prey model explosive population growth near a codimension two bifurcation is investigated and we show that early-warnings from normal forms can be misleading in this context. In the biomechanical model we demonstrate that early-warning signs for buckling depend crucially on the control strategy near the instability which illustrates the effect of multiplicative noise.Comment: minor corrections to previous versio

Singularly Perturbed Monotone Systems and an Application to Double Phosphorylation Cycles

The theory of monotone dynamical systems has been found very useful in the modeling of some gene, protein, and signaling networks. In monotone systems, every net feedback loop is positive. On the other hand, negative feedback loops are important features of many systems, since they are required for adaptation and precision. This paper shows that, provided that these negative loops act at a comparatively fast time scale, the main dynamical property of (strongly) monotone systems, convergence to steady states, is still valid. An application is worked out to a double-phosphorylation ``futile cycle'' motif which plays a central role in eukaryotic cell signaling.Comment: 21 pages, 3 figures, corrected typos, references remove

Equation-Free Analysis of Macroscopic Behavior in Traffic and Pedestrian Flow

Equation-free methods make possible an analysis of the evolution of a few coarse-grained or macroscopic quantities for a detailed and realistic model with a large number of fine-grained or microscopic variables, even though no equations are explicitly given on the macroscopic level. This will facilitate a study of how the model behavior depends on parameter values including an understanding of transitions between different types of qualitative behavior. These methods are introduced and explained for traffic jam formation and emergence of oscillatory pedestrian counter flow in a corridor with a narrow door

Moment Closure - A Brief Review

Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation describes the evolution of one "moment", a suitable coarse-grained quantity computable from the full state space. If the system is too large for analytical and/or numerical methods, then one aims to reduce it by finding a moment closure relation expressing "higher-order moments" in terms of "lower-order moments". In this brief review, we focus on highlighting how moment closure methods occur in different contexts. We also conjecture via a geometric explanation why it has been difficult to rigorously justify many moment closure approximations although they work very well in practice.Comment: short survey paper (max 20 pages) for a broad audience in mathematics, physics, chemistry and quantitative biolog