Nothing Special   »   [go: up one dir, main page]

skip to main content
article

Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL

Published: 01 March 2002 Publication History

Abstract

We describe DDE-BIFTOOL, a Matlab package for numerical bifurcation analysis of systems of delay differential equations with several fixed, discrete delays. The package implements continuation of steady state solutions and periodic solutions and their stability analysis. It also computes and continues steady state fold and Hopf bifurcations and, from the latter, it can switch to the emanating branch of periodic solutions. We describe the numerical methods upon which the package is based and illustrate its usage and capabilities through analysing three examples: two models of coupled neurons with delayed feedback and a model of two oscillators coupled with delay.

References

[1]
Ascher, U. M., Mattheij, R. M. M., and Russell, R. D. 1988. Numerical Solution of Boundary Value Problems for Ordinary Differential Equations. Prentice Hall.
[2]
Castelfranco, A. M. and Stech, H. W. 1987. Periodic solutions in a model of recurrent neural feedback. SIAM J. Appl. Math. 47, 3, 573--588.
[3]
Corwin, S. P., Sarafyan, D., and Thompson, S. 1997. DKLAG6: A code based on continuously imbedded sixth order Runge-Kutta methods for the solution of state dependent functional differential equations. Appl. Numer. Math. 24, 2--3, 319--330.
[4]
Diekmann, O., van Gils, S. A., Verduyn Lunel, S. M., and Walther, H.-O. 1995. Delay Equations: Functional-, Complex-, and Nonlinear Analysis. Applied Mathematical Sciences, vol. 110. Springer-Verlag.
[5]
Doedel, E. J., Champneys, A. R., Fairgrieve, T. F., Kuznetsov, Y. A., Sandstede, B., and Wang, X. 1997. AUTO97: Continuation and bifurcation software for ordinary differential equations; available via ftp.cs.concordia.ca in directory pub/doedel/auto.
[6]
Doedel, E. J., Keller, H. B., and Kernevez, J. P. 1991a. Numerical analysis and control of bifurcation problems (I) bifurcation in finite dimensions. Internat. J. Bifur. Chaos 1, 3, 493--520.
[7]
Doedel, E. J., Keller, H. B., and Kernevez, J. P. 1991b. Numerical analysis and control of bifurcation problems (II) bifurcation in infinite dimensions. Internat. J. Bifur. Chaos 1, 4, 745--772.
[8]
Engelborghs, K. 2000a. DDE-BIFTOOL: a Matlab package for bifurcation analysis of delay differential equations. Tech. Rep. TW-305, Department of Computer Science, K. U. Leuven, Leuven, Belgium. Available from http://www.cs.kuleuven.ac.be/~koen/delay/ddebiftool.shtml.
[9]
Engelborghs, K. 2000b. Numerical bifurcation analysis of delay differential equations. Ph.D. dissertation, Dep. of Computer Science, K. U. Leuven, Leuven, Belgium.
[10]
Engelborghs, K. and Doedel, E. 2001. Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations. Numerische Mathematik; DOI 10.1007/S002110100313.
[11]
Engelborghs, K., Luzyanina, T., in 't Hout, K. J., and Roose, D. 2000a. Collocation methods for the computation of periodic solutions of delay differential equations. SIAM J. Sci. Comput. 22, 5, 1593--1609.
[12]
Engelborghs, K., Luzyanina, T., and Roose, D. 2000b. Numerical bifurcation analysis of delay differential equations. J. Comput. Appl. Math. 125, 1--2, 265--275.
[13]
Engelborghs, K., Luzyanina, T., and Samaey, G. 2001. DDE-BIFTOOL v. 2.00: a Matlab package for bifurcation analysis of delay differential equations. Tech. Rep. TW-330, Department of Computer Science, K. U. Leuven, Leuven, Belgium. Available from http://www.cs.kuleuven. ac.be/~koen/delay/ddebiftool.shtml.
[14]
Engelborghs, K. and Roose, D. 1999. Numerical computation of stability and detection of Hopf bifurcations of steady state solutions of delay differential equations. Adv. Comput. Math. 10, 3--4, 271--289.
[15]
Engelborghs, K. and Roose, D. 2001. On stability of LMS-methods and characteristic roots of delay differential equations. SIAM J. Num. Analysis.
[16]
Ermentrout, B. 1998. XPPAUT3.91---The differential equations tool. University of Pittsburgh, Pittsburgh. (http://www.pitt.edu/~phase/).
[17]
Govaerts, W. 2000. Numerical Methods for Bifurcations of Dynamical Equilibria. SIAM.
[18]
Hairer, E., Norsett, S. P., and Wanner, G. 1993. Solving ordinary differential equations. 1: Nonstiff problems, 2nd ed. Springer series in computational mathematics, vol. 8. Springer Berlin.
[19]
Hale, J. K. 1977. Theory of Functional Differential Equations. Applied Mathematical Sciences, vol. 3. Springer-Verlag.
[20]
Hale, J. K. and Verduyn Lunel, S. M. 1993. Introduction to Functional Differential Equations. Applied Mathematical Sciences, vol. 99. Springer-Verlag.
[21]
Hassard, B. D. 1987. A code for Hopf bifurcation analysis of autonomous delay-differential systems. In Oscillations, Bifurcations and Chaos, F. V. Atkinson, W. F. Langford, and A. B. Mingarelli, Eds. Can. Math. Soc. Conference Proceedings, vol. 8. Amer. Math. Soc., Providence, RI, 447--463.
[22]
Hong-Jiong, T. and Jiao-Xun, K. 1996. The numerical stability of linear multistep methods for delay differential equations with many delays. SIAM J. Numer. Anal. 33, 3, 883--889.
[23]
Kolmanovskii, V. B. and Myshkis, A. 1999. Introduction to the Theory and Application of Functional Differential Equations. Mathematics and its Applications, vol. 463. Kluwer Academic Publishers.
[24]
Kuznetsov, Y. A. 1995. Elements of Applied Bifurcation Theory. Applied Mathematical Sciences, vol. 112. Springer-Verlag.
[25]
Luzyanina, T. and Engelborghs, K. 2001. Computing Floquet multipliers for functional differential equations. Internat. J. Bifur. Chaos.
[26]
Luzyanina, T. and Roose, D. 1996. Numerical stability analysis and computation of Hopf bifurcation points for delay differential equations. J. Comput. Appl. Math. 72, 379--392.
[27]
Paul, C. A. H. 1997. A user-guide to Archi---an explicit Runge-Kutta code for solving delay and neutral differential equations. Tech. Rep. 283, The University of Manchester, Manchester Center for Computational Mathematics.
[28]
Plant, R. E. 1981. A FitzHugh differential-difference equation modeling recurrent neural feedback. SIAM J. Appl. Math. 40, 1, 150--162.
[29]
Reddy, D. V. R., Sen, A., and Johnston, G. L. 1998. Time delay induced death in coupled limit cycle oscillators. Phys. Rev. Lett. 80, 5109--5112.
[30]
Reddy, D. V. R., Sen, A., and Johnston, G. L. 1999. Time delay effects on coupled limit cycle oscillators at Hopf bifurcation. Physica D 129, 15--34.
[31]
Seydel, R. 1994. Practical Bifurcation and Stability Analysis---From Equilibrium to Chaos, 2nd ed. Interdisciplinary Applied Mathematics, vol. 5. Springer-Verlag Berlin.
[32]
Shayer, L. P. and Campbell, S. A. 2000. Stability, bifurcation and multistability in a system of two coupled neurons with multiple time delays. SIAM J. Appl. Math. 61, 2, 673--700.

Cited By

View all
  • (2024)Chaos detection in predator-prey dynamics with delayed interactions and Ivlev-type functional responseAIMS Mathematics10.3934/math.202411969:9(24555-24575)Online publication date: 2024
  • (2024)A Model of Hepatitis B Viral Dynamics with DelaysAppliedMath10.3390/appliedmath40100094:1(182-196)Online publication date: 1-Feb-2024
  • (2024)Flexible Quadrotor Unmanned Aerial Vehicles: Spatially Distributed Modeling and Delay-Resistant ControlJournal of Guidance, Control, and Dynamics10.2514/1.G00766547:6(1109-1122)Online publication date: Jun-2024
  • Show More Cited By

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 28, Issue 1
March 2002
131 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/513001
Issue’s Table of Contents

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 March 2002
Published in TOMS Volume 28, Issue 1

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. Continuation
  2. delay differential equations
  3. numerical stability and bifurcation analysis
  4. software package

Qualifiers

  • Article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)137
  • Downloads (Last 6 weeks)19
Reflects downloads up to 24 Nov 2024

Other Metrics

Citations

Cited By

View all
  • (2024)Chaos detection in predator-prey dynamics with delayed interactions and Ivlev-type functional responseAIMS Mathematics10.3934/math.202411969:9(24555-24575)Online publication date: 2024
  • (2024)A Model of Hepatitis B Viral Dynamics with DelaysAppliedMath10.3390/appliedmath40100094:1(182-196)Online publication date: 1-Feb-2024
  • (2024)Flexible Quadrotor Unmanned Aerial Vehicles: Spatially Distributed Modeling and Delay-Resistant ControlJournal of Guidance, Control, and Dynamics10.2514/1.G00766547:6(1109-1122)Online publication date: Jun-2024
  • (2024)Pulse instabilities in harmonic active mode-locking: a time-delayed approachOptics Letters10.1364/OL.53728849:19(5663)Online publication date: 1-Oct-2024
  • (2024)Destroying Phantom Jams with Connectivity and Automation: Nonlinear Dynamics and Control of Mixed TrafficTransportation Science10.1287/trsc.2023.049858:6(1319-1334)Online publication date: Nov-2024
  • (2024)Computational modeling establishes mechanotransduction as a potent modulator of the mammalian circadian clockJournal of Cell Science10.1242/jcs.261782137:17Online publication date: 9-Sep-2024
  • (2024)Novel frequency-domain Dixon approach for analyzing the stability range of the Rijke tubeJournal of Vibration and Control10.1177/10775463241290561Online publication date: 17-Oct-2024
  • (2024)Dynamics of a New Delayed Glucose–Insulin Model with ObesityInternational Journal of Bifurcation and Chaos10.1142/S021812742450070634:06Online publication date: 10-May-2024
  • (2024)Population Dynamics in Networks of Izhikevich Neurons with Global Delayed CouplingSIAM Journal on Applied Dynamical Systems10.1137/24M163114623:3(2293-2322)Online publication date: 27-Aug-2024
  • (2024)The Effects of Delay on the HKB Model of Human Motor CoordinationSIAM Journal on Applied Dynamical Systems10.1137/22M153151823:1(1-25)Online publication date: 3-Jan-2024
  • Show More Cited By

View Options

Login options

Full Access

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media