Computation of periodic solution bifurcations in ODEs using bordered systems

We consider numerical methods for the computation and continuation of the three generic secondary periodic solution bifurcations in autonomous ODEs, namely the fold, the period-doubling (or flip) bifurcation, and the torus (or Neimark–Sacker) bifurcation. In the fold and flip cases we append one scalar equation to the standard periodic BVP that defines the periodic solution; in the torus case four scalar equations are appended. Evaluation of these scalar equations and their derivatives requires the solution of linear BVPs, whose sparsity structure (after discretization) is identical to that of the linearization of the periodic BVP. Therefore the calculations can be done using existing numerical linear algebra techniques, such as those implemented in the software AUTO and COLSYS

Network Inoculation: Heteroclinics and phase transitions in an epidemic model

In epidemiological modelling, dynamics on networks, and in particular adaptive and heterogeneous networks have recently received much interest. Here we present a detailed analysis of a previously proposed model that combines heterogeneity in the individuals with adaptive rewiring of the network structure in response to a disease. We show that in this model qualitative changes in the dynamics occur in two phase transitions. In a macroscopic description one of these corresponds to a local bifurcation whereas the other one corresponds to a non-local heteroclinic bifurcation. This model thus provides a rare example of a system where a phase transition is caused by a non-local bifurcation, while both micro- and macro-level dynamics are accessible to mathematical analysis. The bifurcation points mark the onset of a behaviour that we call network inoculation. In the respective parameter region exposure of the system to a pathogen will lead to an outbreak that collapses, but leaves the network in a configuration where the disease cannot reinvade, despite every agent returning to the susceptible class. We argue that this behaviour and the associated phase transitions can be expected to occur in a wide class of models of sufficient complexity.Comment: 26 pages, 11 figure

Continuation of connecting orbits in 3D-ODEs: (I) Point-to-cycle connections

We propose new methods for the numerical continuation of point-to-cycle connecting orbits in 3-dimensional autonomous ODE's using projection boundary conditions. In our approach, the projection boundary conditions near the cycle are formulated using an eigenfunction of the associated adjoint variational equation, avoiding costly and numerically unstable computations of the monodromy matrix. The equations for the eigenfunction are included in the defining boundary-value problem, allowing a straightforward implementation in AUTO, in which only the standard features of the software are employed. Homotopy methods to find connecting orbits are discussed in general and illustrated with several examples, including the Lorenz equations. Complete AUTO demos, which can be easily adapted to any autonomous 3-dimensional ODE system, are freely available.Comment: 18 pages, 10 figure

Dynamical Model for Chemically Driven Running Droplets

We propose coupled evolution equations for the thickness of a liquid film and the density of an adsorbate layer on a partially wetting solid substrate. Therein, running droplets are studied assuming a chemical reaction underneath the droplets that induces a wettability gradient on the substrate and provides the driving force for droplet motion. Two different regimes for moving droplets -- reaction-limited and saturated regime -- are described. They correspond to increasing and decreasing velocities with increasing reaction rates and droplet sizes, respectively. The existence of the two regimes offers a natural explanation of prior experimental observations.Comment: 4 pages, 5 figure

Generation of finite wave trains in excitable media

Spatiotemporal control of excitable media is of paramount importance in the development of new applications, ranging from biology to physics. To this end we identify and describe a qualitative property of excitable media that enables us to generate a sequence of traveling pulses of any desired length, using a one-time initial stimulus. The wave trains are produced by a transient pacemaker generated by a one-time suitably tailored spatially localized finite amplitude stimulus, and belong to a family of fast pulse trains. A second family, of slow pulse trains, is also present. The latter are created through a clumping instability of a traveling wave state (in an excitable regime) and are inaccessible to single localized stimuli of the type we use. The results indicate that the presence of a large multiplicity of stable, accessible, multi-pulse states is a general property of simple models of excitable media.Comment: 6 pages, 6 figure

Singular perturbation analysis of a regularized MEMS model

Micro-Electro Mechanical Systems (MEMS) are defined as very small structures that combine electrical and mechanical components on a common substrate. Here, the electrostatic-elastic case is considered, where an elastic membrane is allowed to deflect above a ground plate under the action of an electric potential, whose strength is proportional to a parameter $\lambda$. Such devices are commonly described by a parabolic partial differential equation that contains a singular nonlinear source term. The singularity in that term corresponds to the so-called "touchdown" phenomenon, where the membrane establishes contact with the ground plate. Touchdown is known to imply the non-existence of steady state solutions and blow-up of solutions in finite time. We study a recently proposed extension of that canonical model, where such singularities are avoided due to the introduction of a regularizing term involving a small "regularization" parameter $\varepsilon$. Methods from dynamical systems and geometric singular perturbation theory, in particular the desingularization technique known as "blow-up", allow for a precise description of steady-state solutions of the regularized model, as well as for a detailed resolution of the resulting bifurcation diagram. The interplay between the two main model parameters $\varepsilon$ and $\lambda$ is emphasized; in particular, the focus is on the singular limit as both parameters tend to zero

Decomposition driven interface evolution for layers of binary mixtures: I. Model derivation and stratified base states

A dynamical model is proposed to describe the coupled decomposition and profile evolution of a free surface film of a binary mixture. An example is a thin film of a polymer blend on a solid substrate undergoing simultaneous phase separation and dewetting. The model is based on model-H describing the coupled transport of the mass of one component (convective Cahn-Hilliard equation) and momentum (Navier-Stokes-Korteweg equations) supplemented by appropriate boundary conditions at the solid substrate and the free surface. General transport equations are derived using phenomenological non-equilibrium thermodynamics for a general non-isothermal setting taking into account Soret and Dufour effects and interfacial viscosity for the internal diffuse interface between the two components. Focusing on an isothermal setting the resulting model is compared to literature results and its base states corresponding to homogeneous or vertically stratified flat layers are analysed.Comment: Submitted to Physics of Fluid

Bifurcation analysis of the behavior of partially wetting liquids on a rotating cylinder

We discuss the behavior of partially wetting liquids on a rotating cylinder using a model that takes into account the effects of gravity, viscosity, rotation, surface tension and wettability. Such a system can be considered as a prototype for many other systems where the interplay of spatial heterogeneity and a lateral driving force in the proximity of a first- or second-order phase transition results in intricate behavior. So does a partially wetting drop on a rotating cylinder undergo a depinning transition as the rotation speed is increased, whereas for ideally wetting liquids the behavior \bfuwe{only changes quantitatively. We analyze the bifurcations that occur when the rotation speed is increased for several values of the equilibrium contact angle of the partially wetting liquids. This allows us to discuss how the entire bifurcation structure and the flow behavior it encodes changes with changing wettability. We employ various numerical continuation techniques that allow us to track stable/unstable steady and time-periodic film and drop thickness profiles. We support our findings by time-dependent numerical simulations and asymptotic analyses of steady and time-periodic profiles for large rotation numbers

Oscillation threshold of a clarinet model: a numerical continuation approach

This paper focuses on the oscillation threshold of single reed instruments. Several characteristics such as blowing pressure at threshold, regime selection, and playing frequency are known to change radically when taking into account the reed dynamics and the flow induced by the reed motion. Previous works have shown interesting tendencies, using analytical expressions with simplified models. In the present study, a more elaborated physical model is considered. The influence of several parameters, depending on the reed properties, the design of the instrument or the control operated by the player, are studied. Previous results on the influence of the reed resonance frequency are confirmed. New results concerning the simultaneous influence of two model parameters on oscillation threshold, regime selection and playing frequency are presented and discussed. The authors use a numerical continuation approach. Numerical continuation consists in following a given solution of a set of equations when a parameter varies. Considering the instrument as a dynamical system, the oscillation threshold problem is formulated as a path following of Hopf bifurcations, generalizing the usual approach of the characteristic equation, as used in previous works. The proposed numerical approach proves to be useful for the study of musical instruments. It is complementary to analytical analysis and direct time-domain or frequency-domain simulations since it allows to derive information that is hardly reachable through simulation, without the approximations needed for analytical approach

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