Adaptive Detection of Instabilities: An Experimental Feasibility Study

We present an example of the practical implementation of a protocol for experimental bifurcation detection based on on-line identification and feedback control ideas. The idea is to couple the experiment with an on-line computer-assisted identification/feedback protocol so that the closed-loop system will converge to the open-loop bifurcation points. We demonstrate the applicability of this instability detection method by real-time, computer-assisted detection of period doubling bifurcations of an electronic circuit; the circuit implements an analog realization of the Roessler system. The method succeeds in locating the bifurcation points even in the presence of modest experimental uncertainties, noise and limited resolution. The results presented here include bifurcation detection experiments that rely on measurements of a single state variable and delay-based phase space reconstruction, as well as an example of tracing entire segments of a codimension-1 bifurcation boundary in two parameter space.Comment: 29 pages, Latex 2.09, 10 figures in encapsulated postscript format (eps), need psfig macro to include them. Submitted to Physica

Coarse Projective kMC Integration: Forward/Reverse Initial and Boundary Value Problems

In "equation-free" multiscale computation a dynamic model is given at a fine, microscopic level; yet we believe that its coarse-grained, macroscopic dynamics can be described by closed equations involving only coarse variables. These variables are typically various low-order moments of the distributions evolved through the microscopic model. We consider the problem of integrating these unavailable equations by acting directly on kinetic Monte Carlo microscopic simulators, thus circumventing their derivation in closed form. In particular, we use projective multi-step integration to solve the coarse initial value problem forward in time as well as backward in time (under certain conditions). Macroscopic trajectories are thus traced back to unstable, source-type, and even sometimes saddle-like stationary points, even though the microscopic simulator only evolves forward in time. We also demonstrate the use of such projective integrators in a shooting boundary value problem formulation for the computation of "coarse limit cycles" of the macroscopic behavior, and the approximation of their stability through estimates of the leading "coarse Floquet multipliers".Comment: Submitted to Journal of Computational Physic