The Construction of Finite Difference Approximations to Ordinary Differential Equations

Finite difference approximations of the form Σ^(si)_(i=-rj)d_(j,i)u_(j+i)=Σ^(mj)_(i=1) e_(j,if)(z_(j,i)) for the numerical solution of linear nth order ordinary differential equations are analyzed. The order of these approximations is shown to be at least r_j + s_j + m_j - n, and higher for certain special choices of the points Z_(j,i). Similar approximations to initial or boundary conditions are also considered and the stability of the resulting schemes is investigated

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

Visualizing the transition to chaos in the Lorenz system

The Lorenz system still fascinates many people because of the simplicity of the equations that generate such complicated dynamics on the famous butterfly attractor. This paper addresses the role of the global stable and unstable manifolds in organising the dynamics. More precisely, for the standard system parameters, the origin has a two-dimensional stable manifold and the other two equilibria each have a two-dimensional unstable manifold. The intersections of these manifolds in the three-dimensional phase space form heteroclinic connections from the nontrivial equilibria to the origin. A parameter-dependent visualization of these manifolds clarifies the transition to chaos in the Lorenz syste

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

Bifurcations of two coupled classical spin oscillators

Two classical, damped and driven spin oscillators with an isotropic exchange interaction are considered. They represent a nontrivial physical system whose equations of motion are shown to allow for an analytic treatment of local codimension 1 and 2 bifurcations. In addition, numerical results are presented which exhibit a Feigenbaum route to chaos.Comment: 16 pages, .dvi and postscrip

A high order purely frequency-based harmonic balance formulation for continuation of periodic solutions

Combinig the harmonic balance method (HBM) and a continuation method is a well-known technique to follow the periodic solutions of dynamical systems when a control parameter is varied. However, since deriving the algebraic system containing the Fourier coefficients can be a highly cumbersome procedure, the classical HBM is often limited to polynomial (quadratic and cubic) nonlinearities and/or a few harmonics. Several variations on the classical HBM, such as the incremental HBM or the alternating frequency/time domain HBM, have been presented in the literature to overcome this shortcoming. Here, we present an alternative approach that can be applied to a very large class of dynamical systems (autonomous or forced) with smooth equations. The main idea is to systematically recast the dynamical system in quadratic polynomial form before applying the HBM. Once the equations have been rendered quadratic, it becomes obvious to derive the algebraic system and solve it by the so-called ANM continuation technique. Several classical examples are presented to illustrate the use of this numerical approach.Comment: PACS numbers: 02.30.Mv, 02.30.Nw, 02.30.Px, 02.60.-x, 02.70.-

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