Nonlinear Dynamics, Bifurcation and Stability
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Recent papers in Nonlinear Dynamics, Bifurcation and Stability
HDR thesis (French habilitation to lead researches) in Applied Mathematics
Owens and Kantabutra. “Using Agent-Based Modeling (ABM) to simulate, within the context of the Intentionally-Linked Entities (ILE) database management system, missing information: To explain self-organization and emergence in world... more
Owens and Kantabutra. “Using Agent-Based Modeling (ABM) to simulate, within the context of the Intentionally-Linked Entities (ILE) database management system, missing information: To explain self-organization and emergence in world commercial and political networks during the First Global Age, 1400-1800.”
Paper for the session “Social Network Analysis and Multi-Relational Databases on Comparative Studies in China and Europe”; 18th World Economic History Congress, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts, USA, July 29-August 3, 2018 [Tues., 31 July, Session A, 9:00 am – 12:30 pm, Room 5: Samberg Conference Center, MIT]
Paper for the session “Social Network Analysis and Multi-Relational Databases on Comparative Studies in China and Europe”; 18th World Economic History Congress, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts, USA, July 29-August 3, 2018 [Tues., 31 July, Session A, 9:00 am – 12:30 pm, Room 5: Samberg Conference Center, MIT]
- by J. B. (Jack) Owens and +1
- •
- History, European History, Economic History, Sociology
Inhaltsverzeichnis 1. Kap 1.1 Laser...........................................................................................................................2 2. Kap 1.2 Modenamplituden... more
Inhaltsverzeichnis
1. Kap 1.1 Laser...........................................................................................................................2
2. Kap 1.2 Modenamplituden ...............................................................................................2
3. Kap 3 Wahrscheinlichkeit ...............................................................................................2
4. Kap 3.5 Die Abhängigkeit der Entropie von der Zeit .......................................................2
5. Kap 3.6 Die Liouville Gleichung ........................................................................................... 3 6. Kap 4.1 Wahrscheinlichkeitsdichte und Normalverteilung .......................................4
7. Kap 4.6 Das Prinzip der detaillierten Bilanz ...............................................................4
8. Kap 4.10 Irreversibler Prozess .......................................................................................4
9. Kap 4.11 Irreversible Thermodynamik .......................................................................4
10. Kap 5.1 Der anharmonische Oszillator .......................................................................4
11. Kap 5.4 Die Bifurkation ...............................................................................................5
12. Kap 5.5 Die Katastrophenmenge ...............................................................................6
13. Kap 6.1 Das Dissipations-Fluktuations-Theorem ......................................................... 6
14. Kap 6.7 Der Phasenübergang zweiter Ordnung .......................................................6
15. Kap 7.1 Die adiabatische Näherung ...............................................................................7
16. Kap 7.2 Versklavung ........................................................................................................7
17. Kap 7.3 Fluktuationen und Potentiale .......................................................................7
18. Kap 7.7 Ungedämpfte Moden .......................................................................................8
19. Kap 8.1 Selbstorganisation .......................................................................................8
20. Kap 8.4 Kohärentes Laserlicht .......................................................................................9
21. Kap 8.7.3 Der Einmodenlaser .......................................................................................9
22. Kap 8.8 Das Taylorproblem .......................................................................................9
23. Kap 8.12 Symmetriebrechung ....................................................................................10
24. Kap 8.14 Instabilitätspunkte ....................................................................................10
25. Kap 9.8 Netzwerktheorie ............................................................................................10
26. Kap 10.2 Trajektorien ....................................................................................................10
27. Kap 10.3 Auftreten neuer Arten ............................................................................11
28. Kap 10.4 Das Nervennetzwerk ....................................................................................11
29. Kap 10.5 Die Diffusionskonstante ............................................................................11
30. Kap 10.6 Modellbildung in der Morphogenese: Physikalisches und Biologisches System .....................................................................................................................................11
31. Kap 11.1 Das Ising Modell ............................................................................................12
32. Kap 11.2 Lokale und allgemeine Phänomene ...................................................13
33. Kap 11.3 Wirtschaftsvorgänge, Technische Neuerungen, Innovationen ...........13
34. Kap 12.1 Chaos ............................................................................................................15
35. Kap 12.4 Die Lorenz Gleichungen ............................................................................15
36. Kap 12.5 Chaotische Bewegung ............................................................................16
37. Kap 12.6 Advanced Synergetics ............................................................................16
38. Kap 13 Analogien zwischen völlig verschiedenen Systemen ............................16
Ein System, das auf der Grenzlinie zwischen natürlichem System und von Menschenhand gemachtem Apparat liegt, ist der Laser. Wir behandeln den Laser, als Apparat, obwohl das Auftreten von Lasertätigkeit (im Mikrowellenbereich) auch im interstellaren Raum beobachtet wurde.
Kap. 1.2 Die erste Klasse der Beispiele bezog sich auf abgeschlossene Systeme. Daraus, sowie aus einer Vielzahl anderer Beispiele, schließt die Thermodynamik, dass die Entropie in abgeschlossenen Systemen niemals abnimmt. Dieses Theorem zu beweisen ist Aufgabe der statistischen Mechanik. Immerhin beleuchtet es das erste Grundproblem bei vielkomponentigen Systemen: Wie sieht eine adäquate Beschreibung in makroskopischen Begriffen aus oder, in welchen Moden wird das System arbeiten? Der Grund liegt in der Linearität der entsprechenden Bewegungsgleichungen, die dazu führt, dass irgendeine Superposition von Lösungen wieder eine Lösung dieser Gleichungen darstellt. Es wird sich herausstellen, dass die Gleichungen, die die Selbstorganisation regieren, nichtlinear sind.
Anstatt alle atomaren Koordinaten von sehr vielen Freiheitsgraden zu kennen, benötigen wir nur einen einzigen oder sehr wenige Parameter, z.B. die Amplitude einer Mode. Wie wir später sehen werden, bestimmen die Modenamplituden die Art und den Grad der Ordnung. Aufgrund dieser Tatsache werden wir sie als Ordnungsparameter bezeichnen und eine Verbindung zur Idee der Ordnungsparameter bei Phasenübergängen herstellen. Das Modenkonzept schließt eine Skalierungseigenschaft ein.
Raumzeitliche Muster können ähnlich sein, unterschiedlich bloß durch die Ausdehnung (Skala) der Amplitude. (Im Übrigen spielt dieses " Ähnlichkeitsprinzip " eine wichtige Rolle bei der Mustererkennung im Gehirn. Allerdings ist bisher kein Mechanismus bekannt, der dies erklären könnte. So wird beispielsweise ein Dreieck als solches erkannt, unabhängig von seiner Ausdehnung (Größe) und Lage).
Kap. 3 In diesem Kapitel wollen wir aufzeigen, wie wir durch eine gewisse Neuinterpretation der Wahrscheinlichkeit in eine scheinbar völlig verschiedene Disziplin, die Informationstheorie nämlich, Einblick gewinnen können.
Kap. 3.5 Da wir Prozesse untersuchen wollen, lassen wir jetzt zu, daß die Entropie S von der Zeit abhängt. Präziser ausgedrückt, wir betrachten zwei Untersysteme mit den Entropien S und S', die anfangs unter verschiedenen Bedingungen gehalten werden, z.B. auf verschiedenen Temperaturen. Die lokale Produktionsrate der Entropie führt zu einer zeitlichen Entropieänderung (erster Term auf der linken Seite) und einem Entropiefluss (zweiter Term).
1. Kap 1.1 Laser...........................................................................................................................2
2. Kap 1.2 Modenamplituden ...............................................................................................2
3. Kap 3 Wahrscheinlichkeit ...............................................................................................2
4. Kap 3.5 Die Abhängigkeit der Entropie von der Zeit .......................................................2
5. Kap 3.6 Die Liouville Gleichung ........................................................................................... 3 6. Kap 4.1 Wahrscheinlichkeitsdichte und Normalverteilung .......................................4
7. Kap 4.6 Das Prinzip der detaillierten Bilanz ...............................................................4
8. Kap 4.10 Irreversibler Prozess .......................................................................................4
9. Kap 4.11 Irreversible Thermodynamik .......................................................................4
10. Kap 5.1 Der anharmonische Oszillator .......................................................................4
11. Kap 5.4 Die Bifurkation ...............................................................................................5
12. Kap 5.5 Die Katastrophenmenge ...............................................................................6
13. Kap 6.1 Das Dissipations-Fluktuations-Theorem ......................................................... 6
14. Kap 6.7 Der Phasenübergang zweiter Ordnung .......................................................6
15. Kap 7.1 Die adiabatische Näherung ...............................................................................7
16. Kap 7.2 Versklavung ........................................................................................................7
17. Kap 7.3 Fluktuationen und Potentiale .......................................................................7
18. Kap 7.7 Ungedämpfte Moden .......................................................................................8
19. Kap 8.1 Selbstorganisation .......................................................................................8
20. Kap 8.4 Kohärentes Laserlicht .......................................................................................9
21. Kap 8.7.3 Der Einmodenlaser .......................................................................................9
22. Kap 8.8 Das Taylorproblem .......................................................................................9
23. Kap 8.12 Symmetriebrechung ....................................................................................10
24. Kap 8.14 Instabilitätspunkte ....................................................................................10
25. Kap 9.8 Netzwerktheorie ............................................................................................10
26. Kap 10.2 Trajektorien ....................................................................................................10
27. Kap 10.3 Auftreten neuer Arten ............................................................................11
28. Kap 10.4 Das Nervennetzwerk ....................................................................................11
29. Kap 10.5 Die Diffusionskonstante ............................................................................11
30. Kap 10.6 Modellbildung in der Morphogenese: Physikalisches und Biologisches System .....................................................................................................................................11
31. Kap 11.1 Das Ising Modell ............................................................................................12
32. Kap 11.2 Lokale und allgemeine Phänomene ...................................................13
33. Kap 11.3 Wirtschaftsvorgänge, Technische Neuerungen, Innovationen ...........13
34. Kap 12.1 Chaos ............................................................................................................15
35. Kap 12.4 Die Lorenz Gleichungen ............................................................................15
36. Kap 12.5 Chaotische Bewegung ............................................................................16
37. Kap 12.6 Advanced Synergetics ............................................................................16
38. Kap 13 Analogien zwischen völlig verschiedenen Systemen ............................16
Ein System, das auf der Grenzlinie zwischen natürlichem System und von Menschenhand gemachtem Apparat liegt, ist der Laser. Wir behandeln den Laser, als Apparat, obwohl das Auftreten von Lasertätigkeit (im Mikrowellenbereich) auch im interstellaren Raum beobachtet wurde.
Kap. 1.2 Die erste Klasse der Beispiele bezog sich auf abgeschlossene Systeme. Daraus, sowie aus einer Vielzahl anderer Beispiele, schließt die Thermodynamik, dass die Entropie in abgeschlossenen Systemen niemals abnimmt. Dieses Theorem zu beweisen ist Aufgabe der statistischen Mechanik. Immerhin beleuchtet es das erste Grundproblem bei vielkomponentigen Systemen: Wie sieht eine adäquate Beschreibung in makroskopischen Begriffen aus oder, in welchen Moden wird das System arbeiten? Der Grund liegt in der Linearität der entsprechenden Bewegungsgleichungen, die dazu führt, dass irgendeine Superposition von Lösungen wieder eine Lösung dieser Gleichungen darstellt. Es wird sich herausstellen, dass die Gleichungen, die die Selbstorganisation regieren, nichtlinear sind.
Anstatt alle atomaren Koordinaten von sehr vielen Freiheitsgraden zu kennen, benötigen wir nur einen einzigen oder sehr wenige Parameter, z.B. die Amplitude einer Mode. Wie wir später sehen werden, bestimmen die Modenamplituden die Art und den Grad der Ordnung. Aufgrund dieser Tatsache werden wir sie als Ordnungsparameter bezeichnen und eine Verbindung zur Idee der Ordnungsparameter bei Phasenübergängen herstellen. Das Modenkonzept schließt eine Skalierungseigenschaft ein.
Raumzeitliche Muster können ähnlich sein, unterschiedlich bloß durch die Ausdehnung (Skala) der Amplitude. (Im Übrigen spielt dieses " Ähnlichkeitsprinzip " eine wichtige Rolle bei der Mustererkennung im Gehirn. Allerdings ist bisher kein Mechanismus bekannt, der dies erklären könnte. So wird beispielsweise ein Dreieck als solches erkannt, unabhängig von seiner Ausdehnung (Größe) und Lage).
Kap. 3 In diesem Kapitel wollen wir aufzeigen, wie wir durch eine gewisse Neuinterpretation der Wahrscheinlichkeit in eine scheinbar völlig verschiedene Disziplin, die Informationstheorie nämlich, Einblick gewinnen können.
Kap. 3.5 Da wir Prozesse untersuchen wollen, lassen wir jetzt zu, daß die Entropie S von der Zeit abhängt. Präziser ausgedrückt, wir betrachten zwei Untersysteme mit den Entropien S und S', die anfangs unter verschiedenen Bedingungen gehalten werden, z.B. auf verschiedenen Temperaturen. Die lokale Produktionsrate der Entropie führt zu einer zeitlichen Entropieänderung (erster Term auf der linken Seite) und einem Entropiefluss (zweiter Term).
Metzler's model is an important contribution to our understanding of the dynamics of business cycles. In his model, the production of consumption goods depends on expected future sales. However, Metzler assumes that producers are... more
Metzler's model is an important contribution to our understanding of the dynamics of business cycles. In his model, the production of consumption goods depends on expected future sales. However, Metzler assumes that producers are homogeneous and follow a simple expectation formation rule. Taking into account that in reality producers might not only follow several expectation formation rules but also even switch between them, we reformulate Metzler's original model. As it turns out, endogenous business cycles may emerge within our model, i.e. changes in production and inventory are (quasi-)periodic for certain parameter combinations.
Neural mass modeling is a field of computational neu-roscience that aims at studying the activity of neuronal populations without explicit representation of single neurons. This type of meso-scopic model is able to generate output signals... more
Neural mass modeling is a field of computational neu-roscience that aims at studying the activity of neuronal populations without explicit representation of single neurons. This type of meso-scopic model is able to generate output signals that can be compared with experimental data such as stereo-electroencephalograms. Classically, neural mass models consider two interconnected populations: excitatory pyramidal cells and inhibitory interneurons. Regarding the excitatory feedbacks on the pyramidal cell population, two distinct approaches have been proposed. A " direct feedback " on the main pyramidal cell population or an " indirect feedback " via a secondary pyramidal cell population. In this article, we propose a new neural mass model that couples both these approaches. We analyze the model bifurcations in two specific cases and describe the corresponding time series. We then explain the typical features of experimental records in epileptic mice. Finally, we show that the model is able to reproduce two di↵erent regimes identified in experimental data. Our study also reveals the similarity in the proper 4Hz frequency of epileptic discharges in experimental data and generated time series.
—Passive dynamic walking (PDW) provides us better insight for understanding human walking, for developing prosthetic limbs and for designing superior bipedal robots. In this paper, we investigated the dynamics of a simple PDW, 2D... more
—Passive dynamic walking (PDW) provides us better insight for understanding human walking, for developing prosthetic limbs and for designing superior bipedal robots. In this paper, we investigated the dynamics of a simple PDW, 2D compass-gait biped model that loosely look like human legs (without knees), using time-series analysis based on nonlinear dynamics. Previously, this passive biped model has been explored using only bifurcation diagrams and phase-space plots, but we studied it using nonlinear time-series analysis. The experimental results from walking experiments of prototype passive compass-gait biped validated the simulation results. These results can be useful for designing efficient bipedal robots.
In this paper, we formulated a new topologically equivalence dynamics of an Extended Rosenzweig-MacArthur Model. Also, we investigated the local stability criteria, and determine the existence of co-dimension-1 Hopf-bifurcation limit... more
In this paper, we formulated a new topologically equivalence dynamics of an Extended Rosenzweig-MacArthur Model. Also, we investigated the local stability criteria, and determine the existence of co-dimension-1 Hopf-bifurcation limit cycles as the bifurcation-parameter changes. We discussed the dynamical complexities of this model using numerical responses, solution curves and phase-space diagrams.
The influence of the introduction of a Helmholtz resonator as a passive damper in a gas turbine combustion chamber on the bifurcation mechanism that characterizes the transition to instability is investigated. Bifurcation diagrams are... more
The influence of the introduction of a Helmholtz resonator as a passive damper in a gas turbine combustion chamber on the bifurcation mechanism that characterizes the transition to instability is investigated. Bifurcation diagrams are tracked in order to identify the conditions for which the machine works in a stable zone and which are the operative parameters that bring the machine to unstable conditions. This work shows that a properly designed passive damper system increases the stable zone, moving the unstable zone and the bistable zone (in the case of a subcritical bifurcation) to higher values of the operative parameters, while have a limited influence on the amplitude of limit cycle. In order to examine the effect of the damper, a gas turbine combustion chamber is first modeled as a simple cylindrical duct, where the flame is concentrated in a narrow area at around one quarter of the duct. Heat release fluctuations are coupled to the velocity fluctuations at the entrance of the combustion chamber by means of a nonlinear correlation. This correlation is a polynomial function in which each term is an odd-powered term. The corresponding bifurcation diagrams are tracked and the passive damper is designed in order to increase the stability zone, so reducing the risk to have an unstable condition. Then both plenum and combustion chamber are modeled with annular shape and the influence of Helmholtz resonators on the bifurcation is examined.
Recent experimental evidence on the clustering of glutamate and GABA transporters on astrocytic processes surrounding synaptic terminals pose the question of the functional relevance of the astrocytes in the regulation of neural activity.... more
Recent experimental evidence on the clustering of glutamate and GABA transporters on astrocytic processes surrounding synaptic terminals pose the question of the functional relevance of the astrocytes in the regulation of neural activity. In this perspective, we introduce a new computational model that embeds recent findings on neuron–astrocyte coupling at the mesoscopic scale intra- and inter-layer local neural circuits. The model consists of a mass model for the neural compartment and an astrocyte compartment which controls dynamics of extracellular glutamate and GABA concentrations. By arguments based on bifurcation theory, we use the model to study the impact of deficiency of astrocytic glutamate and GABA uptakes on neural activity. While deficient astrocytic GABA uptake naturally results in increased neuronal inhibition, which in turn results in a decreased neuronal firing, deficient glutamate uptake by astrocytes may either decrease or increase neuronal firing either transiently or permanently. Given the relevance of neuronal hyperexcitability (or lack thereof) in the brain pathophysiology, we provide biophysical conditions for the onset identifying different physiologically relevant regimes of operation for astrocytic uptake transporters.
Neural mass modeling is a part of computational neuroscience that was developed to study the general behavior of a neuronal population. This type of mesoscopic model is able to generate output signals that are com- parable to experimental... more
Neural mass modeling is a part of computational neuroscience that was developed to study the general behavior of a neuronal population. This type of mesoscopic model is able to generate output signals that are com- parable to experimental data, such as electroencephalograms. Classically, neural mass models consider two interconnected populations: excitatory pyramidal cells and inhibitory interneurons. However, many authors have included an excitatory feedback on the pyramidal cell population. Two distinct approaches have been developed: a direct feedback on the main pyramidal cell population and an indirect feedback via a secondary pyramidal cell population. In this letter, we propose a new neural mass model that couples these two approaches. We perform a detailed bifurca- tion analysis and present a glossary of dynamical behaviors and associ- ated time series. Our study reveals that the model is able to generate par- ticular realistic time series that were never pointed out in either simulated or experimental data. Finally, we aim to evaluate the effect of balance be- tween both excitatory feedbacks on the dynamical behavior of the model. For this purpose, we compute the codimension 2 bifurcation diagrams of the system to establish a map of the repartition of dynamical behaviors in a direct versus indirect feedback parameter space. A perspective of this work is, from a given temporal series, to estimate the parameter value range, especially in terms of direct versus indirect excitatory feedback.
Slides, presentation by J.B. Owens, World Economic History Congress, MIT, USA. J. B. Owens and Vitit Kantabutra, "Using Agent-Based Modeling (ABM) to simulate, within the context of the Intentionally-Linked Entities (ILE) database... more
Slides, presentation by J.B. Owens, World Economic History Congress, MIT, USA.
J. B. Owens and Vitit Kantabutra, "Using Agent-Based Modeling (ABM) to simulate, within the context of the Intentionally-Linked Entities (ILE) database management system, missing information: To explain self-organization and emergence in the world's commercial and political networks during the First Global Age, 1400-1800"
J. B. Owens and Vitit Kantabutra, "Using Agent-Based Modeling (ABM) to simulate, within the context of the Intentionally-Linked Entities (ILE) database management system, missing information: To explain self-organization and emergence in the world's commercial and political networks during the First Global Age, 1400-1800"
We report on localised patches of cellular hexagons observed on the surface of a magnetic fluid in a vertical magnetic field. These patches are spontaneously generated by jumping into the neighbourhood of the unstable branch of the... more
We report on localised patches of cellular hexagons observed on the surface of a magnetic fluid in a vertical magnetic field. These patches are spontaneously generated by jumping into the neighbourhood of the unstable branch of the domain-covering hexagons of the Rosensweig instability upon which the patches equilibrate and stabilise. They are found to coexist in intervals of the applied magnetic field strength parameter around this branch. We formulate a general energy functional for the system and a corresponding Hamiltonian that provide a pattern selection principle allowing us to compute Maxwell points (where the energy of a single hexagon cell lies in the same Hamiltonian level set as the flat state) for general magnetic permeabilities. Using numerical continuation techniques, we investigate the existence of localised hexagons in the Young–Laplace equation coupled to the Maxwell equations. We find that cellular hexagons possess a Maxwell point, providing an energetic explanation for the multitude of measured hexagon patches. Furthermore, it is found that planar hexagon fronts and hexagon patches undergo homoclinic snaking, corroborating the experimentally detected intervals. Besides making a contribution to the specific area of ferrofluids, our work paves the ground for a deeper understanding of homoclinic snaking of two-dimensional localised patches of cellular patterns in many physical systems.
In this paper, the nonlinear vibrations of functionally graded (FGM) cylindrical shells under different constituent volume fractions and configurations are analyzed. The Sanders-Koiter theory is applied to model nonlinear dynamics of the... more
In this paper, the nonlinear vibrations of functionally graded (FGM) cylindrical shells under different constituent volume fractions and configurations are analyzed. The Sanders-Koiter theory is applied to model nonlinear dynamics of the system in the case of finite amplitude of vibration. The shell deformation is described in terms of longitudinal, circumferential and radial displacement fields. Simply supported boundary conditions are considered. Displacement fields are expanded by means of a double mixed series based on Chebyshev orthogonal polynomials for the longitudinal variable and harmonic functions for the circumferential variable. Both driven and companion modes are considered, allowing for the travelling-wave response of the FGM shell. The functionally graded material considered is made of stainless steel and nickel; the properties are graded in the thickness direction, according to a real volume fraction power-law distribution. In the nonlinear model, the shells are subjected to an external radial excitation. Nonlinear vibrations due to large amplitude excitation are considered. Specific modes are selected in the modal expansions; a dynamical nonlinear system is obtained. Lagrange equations are used to reduce nonlinear partial differential equations to a set of ordinary differential equations, from the potential and kinetic energies, and the virtual work of the external forces. Different geometries are analyzed; amplitude-frequency curves are obtained. Convergence tests are carried out considering a different number of asymmetric and axisymmetric modes. The effect of the material distribution on the natural frequencies and nonlinear responses of the shells is analyzed.
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