Abstract
In this paper, we study the nonlocal dynamics of a system of delay differential equations with large parameters. This system simulates coupled generators with delayed feedback. Using the method of steps, we construct asymptotics of solutions. By these asymptotics, we construct a special finite-dimensional map. This map helps us to determine the structure of solutions. We study the dependence of solutions on the coupling parameter and show that the dynamics of the system is significantly different in the case of positive coupling and in the case of negative coupling.
MSC:
34K13; 34K25
1. Introduction
Consider equation
where u is a scalar function, parameters , T, and are positive, is some nonlinear compactly supported function. This equation is a mathematical model in problems of radiophysics and biology. It simulates a generator with nonlinear delayed feedback with a first-order RC low-pass filter (see, for example, [1,2,3]). Such generators are used in the manufacture of sonars, noise radars, and D-amplifiers [2]. Equation (1) models a biological process where the single state variable u decays with a rate proportional to u in the present and is produced with a rate dependent on the value of u some time in the past [4]. Such processes arise in a variety of problems in various areas in biology (see Table 1 and references in [4]). In addition, the dynamics of Equation (1) is of general scientific interest [5,6,7,8,9,10,11,12,13]. The authors find complicated periodic solutions [5,6,7] and chaos [8] in this model in the case of “step-like” nonlinearity. In Ref. [9], authors study properties of solutions and find a global attractor of model (1) with delayed positive feedback and in the paper [10] existence and stability of relaxation cycle of the multidimensional system (1) in the case of large is studied. In Refs. [11,12,13], the authors study properties of solutions of normalized Equation (1) (parameters ) in the case of sufficiently large T. They deal with equation
where and study how the dynamics of this equation when is small (when T is large in (1)) is related with dynamics of this equation in the case .
In this paper, we deal with a system of two coupled normalized () equations of the form (1)
Here, delay time T is a positive constant, a nonlinear sufficiently smooth function is compactly supported:
where p is some positive constant.
We assume that function on the segment satisfies the conditions:
and that coefficient is large enough: .
This model simulates two coupled D-amplifiers or two noise-radars with a large amount of feedback. If coupling parameter is asymptotically small at , then exponentially orbitally stable relaxation cycles coexist in model (3) (see [14,15]). Now, we are interested in nonlocal dynamics of this model in the case is some nonzero constant and we study how the dynamic properties of the system differ in the cases of positive and negative coupling.
The paper is organized as follows. In Section 2, we introduce some set of initial conditions and integrating by steps system (3) under some non-degeneracy conditions we construct solutions with initial conditions from the chosen set. By formulas of solution, we obtain the operator of translation along the trajectories and map describing dynamics of this operator. Using this map, we clarify asymptotics of solutions of system (3) in the case in Section 3 and in the case in Section 4. In Section 5, as an example, we consider a narrower class of functions f and prove that asymptotic formulas of solution given in Section 2, Section 3 and Section 4 are valid for a wide set of initial conditions (for all initial conditions from this set, non-degeneracy conditions hold) and prove the existence of relaxation cycles in system (3). We show that the dynamics of system (3) is significantly different in the case of positive and negative coupling in Section 6 and, in Section 7, we draw conclusions.
2. Constructing the Asymptotics of Solutions
Let’s find relaxation solutions of (3) and study the dynamics of this system. For this purpose, we consider initial conditions outside of the strip (, ) and construct asymptotics of all solutions of system (3) for this set of initial conditions.
Due to the choice of initial conditions on the segment , system (3) has the form
Moreover, system (3) has form (5) until at least one of the components of the solution comes into the strip . Thus, for , until at least one of the components of the solution of system (3) for the first time comes into the strip , a solution of system (3) has form
It follows from (6) that, in the case , there exist solutions of system (3) tending to infinity, and, in the case , there exist solutions of system (3) tending to a constant at . We are interested in relaxation solutions, which is why we assume further that .
If , then at least one component of a solution eventually comes into the strip ( or 2). Let be the first time moment such that some component of the solution (we denote it as ) gets inside the strip :
and if (where is some constant and i equals 1 or 2). Then,
where k denotes the sign of (parameter k takes values or 1) and x is some value such that . We denote the set of pairs of initial functions satisfying conditions (7) and (8) as .
We will integrate system (3) using a method of steps. It follows from (7) that, on the first step (time segment ), system (3) has form (5) and the solution has a form
Since function is inside the strip for , then, for , we have that is not identically equal to 0. In addition, may be identically equal to 0 or not (it depends on value of x). Then, on the second step (), we consider system (3) as an inhomogeneous system of ordinary differential equations (here functions and are known from the previous step and we consider them as inhomogeneity). Thus, the following formula for solution of system (3) holds:
where
Let’s introduce the following conditions on the functions A and B:
Assumption 1.
Number of points for which () is finite. If (), then there exists such that (, respectively).
Assumption 2.
Inequality holds.
Under Assumption 2, we obtain that
at and that both functions and at the point are outside of the strip .
Lemma 1.
If Assumptions 1 and 2 hold, then on the segment functions and have the form
Proof.
Let . On this segment, we consider system (3) as a system of inhomogeneous linear ordinary differential equations (on this time segment we consider known functions and as inhomogeneity). Therefore, a solution of this system on the time segment has the form of a sum of particular integral (PI) and complementary function (CF, solution of linear part of system (3)–system (5)) with constants determined from the initial conditions (11):
Let’s find asymptotics of particular integral of this system at . A particular integral of the system (3) on the time segment has the form
Suppose a particular integral (13) is non-zero. This integral on some segment is non-zero only if functions or are non-zero on this segment. Function () is non-zero only if (). For sufficiently large values of this condition holds only if ( respectively) is in the neighborhood of zero. Function () is continuous; consequently, there exists point such that (, respectively).
Consider the point such that . It follows from Assumption 1 that there exist such that . Let q be the minimum from these numbers j. Consequently, it follows from (10) that, in the neighborhood of , we have
Let’s estimate “time of living” of function in the strip in the neighborhood of the point (“time of living” means here length of the maximal interval of values t such that belongs to this segment and inequality is true for all points t from this segment). From (14), under the condition that is sufficiently large, we get that , where is some positive value. From Assumption 1, we know that number of points such that is finite, which is why there exists —maximum from values q for all points . Then, on the whole segment “time of living” of function in the strip has estimate , where is some positive value. Similarly, for function , we have estimate , where and P are some positive values. Function F is bounded, which is why, for a particular integral (13), we have the following estimate:
where M is some positive value, .
Corollary 1.
Let’s study asymptotics of solutions of system (3) for values . While both components of solution are outside of the strip (), system (3) has form (5) and solution has form (12). If some component of solution comes to the strip at the point , then on the next step nonlinearity F is non-zero and the leading term of asymptotics of solution may change. Whether it changes or not is determined by the values of the functions
in the neighborhood of the point .
Note that, in terms of functions and on the segment , we have the following representation of functions and :
There exists two principally different cases when function (or ) comes into the strip at the point :
Note that, for some functions F and values of parameters k, x, and , Case 1 does not take place. Suppose we have function F and values of parameters k, x, and such that this Case occurs. Then, we have the following Lemma.
Lemma 2.
Suppose some component of solution comes into the strip at the point and Formula (12) is valid for the leading term of asymptotics of solution on the segment . If there exists a point from an asymptotically small at neighborhood of the point such that the second multiplier in (15) or (16) is equal to zero, then asymptotics of solution on the segment has form (12).
Proof.
First, note that, if the second multiplier in (15) or (16) is equal to zero at some point from the small neighborhood of the point , then there exists value such that at and .
Each equation and has at most one root and, if one equation has a root, then another equation has no roots. This root does not depend on , and it follows from Assumption 2 that if (), then (, respectively).
Assume without loss of generality that function comes into the strip at the point and . Acting like in the proof of Lemma 1, we obtain that “time of living” of function in the strip in the neighborhood of the point has estimate . This is why a particular integral of the system (3) on the segment has estimate
and a complementary function has estimate
where and .
Thus, on the segment , Formula (12) is valid. □
For the further reasoning, we need a notation of the time moment of leaving the strip in Case 1 (if this Case occurs). We denote it as . It follows from Lemma 2 that . If Case 1 does not take place, then we define . Thus, there exists a constant independent on such that
Lemma 2 implies the following statement.
Corollary 2.
For all , both functions and are outside of the strip until Case 2 occurs.
Let’s study Case 2 in more detail.
First, consider the case . If non-degeneracy condition
holds, then there exist positive constants , , such that
in some independent on neighborhood of the point . Therefore, at , where is some positive constant. This is why
at . In addition, in the neighborhood of the point , solution of system (3) has form
Consider the case . If non-degeneracy condition
holds, then, for some positive constants and in some independent on neighborhood of the point , we have
Therefore, we obtain that at , where is some positive constant. Consequently,
at and in the neighborhood of the point solution of system (3) has form
From Formulas (18) and (21), we get that . In addition, it follows from Formulas (19) and (22) that if , then there exists such that for all . Thus, there exists (it is equal to from the Case 2), such that
and
at .
It follows from Lemmas 1 and 2, Corollaries 1 and 2 and from the reasoning given above that the next statement is true.
It follows from Formulas (24) and (25) that we obtain an operator of translation along the trajectories that map our set of initial conditions to a set . Thus, at the point , we return to the initial situation with replacement k, x, i, and by , , , and . If we do the same steps as in this section and in all the next iterations, Assumptions 1 and 2 and non-degeneracy condition (17) in the case (non-degeneracy condition (20) in the case , respectively) hold (with new values , , and replacing with ()), then, from an operator of translation along the trajectories, we obtain a map on , , and . This map determines dynamics of the system (3) because on the segments solution satisfies Formulas (9), (10) and (12) with , , , .
3. Dynamics in the Case of the Positive Coupling
In this section, we construct a map on , , and and make conclusions on dynamics of system (3) in the case of positive coupling ().
Define and as
where . Suppose that
((26) is condition (17) with , , ) and Assumptions 1 and 2 hold for values , and for all . Then, acting like in Section 2, we get that in the case of positive coupling values and have form
Thus, we obtain that, in the case , values () satisfy
at .
It follows from (28) that we have for all under the condition that Assumptions 1 and 2 and inequality (26) are fulfilled. Thus, starting from the second iteration Assumption 1 should be satisfied for parameters , , and . Let’s formulate this assumption for these values of parameters k, x, and . Functions and have form
In Assumption 1 value , so, for each n value, is in the segment . Since
then Assumption 1 for any is the same (only may change, but it takes two values only). Thus, if the following assumption holds, then Assumption 1 holds for all
Assumption 3.
Number of points such that is finite. If , then there exists such that is non-zero. Here, or and
Under Assumption 3, the asymptotics of the solution has form
on the time segments , where ((29) is Formula (9) with , , , and ). On the segments , the main terms of asymptotics of solution is given by the formula
((30) is Formula (10) with , , , and , where functions A and B are rewritten in terms of function h).
We assume that the following non-degeneracy condition holds:
(the fulfillment of this inequality guarantees that the Assumption 2 and (26) are satisfied for all ).
Then, on the segments, a solution satisfies equalities
at ((32) is Formula (12) with , , , and , where functions A and B are rewritten in terms of function h).
Thus, we have the following theorem:
Theorem 1.
Figure 1.
Example of solution. Values of parameters: , , , = 10,000. Black line—, orange dashed line—.
Since F is smooth and at , then, in the case , we have the following statement.
4. Dynamics in the Case of Negative Coupling
In this section, we assume that . We construct map on , , and for these values of and make conclusions about dynamics of system (3).
Suppose inequality
and Assumptions 1 and 2 for values , , and hold for all . Then, like in Section 2, we obtain that, in the case , values and have the form
Thus, we obtain that, in the case of negative coupling,
at . It follows from (12) and (34) that the mapping on , , and has form
at .
Thus, under Assumptions 1, 2 and (33) on the n-th (where ) iteration of mapping, we have at . Thus, starting from the second iteration, Assumption 1 should be satisfied for , , and . Let’s formulate this assumption for these values of parameters. Functions and have the form
Value t in Assumption 1 on the n-th iteration of steps described in Section 2 is in the segment ; therefore, for each step value, is in the segment . Note that
and
Thus, for each , Assumption 1 is the same (only may change). Thus, if the following assumption holds, then Assumption 1 holds for all .
Assumption 4.
Number of points such that () is finite. If (), then there exists such that (, respectively) is non-zero. Here, or and
Thus, under Assumption 4, the asymptotics of the solution has form
on the segments ((36) is Formula (9) with , , , and ). On the segments, the solution satisfies equalities
((37) is Formula (10) with , , , and , where functions A and B are rewritten in terms of functions and ).
Suppose that the following non-degeneracy condition holds:
(the fulfillment of these inequalities leads to fulfillment of Assumption 2 and inequality (33) for all ). Thus, under condition (38) on the segments , we have the following asymptotics of solution:
((39) is Formula (12) with , , , and , where functions A and B are rewritten in terms of function F).
We obtain the following result on dynamics of system (3).
Theorem 2.
In Figure 2, an example of the solution in the case of is shown.
Figure 2.
Example of solution. Values of parameters: , , , = 10,000. Black line—, orange dashed line—.
5. Example
In this section, we show how method described in Section 2, Section 3 and Section 4 works in the case when function f satisfies conditions (4) and inequality
and initial conditions satisfy inequalities
(here k and x are defined as in Section 2).
As in Section 2, we construct asymptotics of all solutions of system (3) with initial conditions outside of the strip () and satisfying inequality (41). Let and i be defined as in Section 2. Then, the following lemmas hold.
Lemma 3.
If initial conditions fulfill (41), then functions and do not change their signs on the segment and for all inequalities
hold.
Proof.
Consider the case . If , then . For these values of k, x, and system of inequalities,
holds. Since and have form (9), and (43) holds, then we get that
on the interval . If , then . This is why we obtain that
Lemma 4.
If function comes into the strip at the point , then (1) x satisfies inequality
(2) function is in the strip for all .
Proof.
Consider the case . For value, is equal to p. If this function comes into the strip at the point , then derivative is non-positive. For inequality, is equivalent to . It follows from condition (41) that in the case . Thus, in the case , inequality (49) holds.
Consider the case . For value and if this function comes into the strip at the point , then derivative is non-negative. For condition, is equivalent to inequality . From (41), we get that , so inequality (49) is true in this case, too.
Lemma 5.
Proof.
Let us prove that for this function Assumption 1 holds. From Lemmas 3 and 4, we obtain that is in the strip and it does not change sign on the interval . This is why from condition (40) we get that the first summands in and are non-zero. Thus, from formulas (44), (46)–(48), and assumption (40), we obtain that the following inequalities hold
on the interval . Thus, we have proved that under condition (40) functions and are non-zero on the interval . If , then . Derivatives for and derivatives for . Expressions
and
are non-zero: under condition (54) last factor in these derivatives is non-zero and because of (4) (if , then for all expressions and equal zero). Consequently, Assumption 1 holds under condition (54). This assumption holds for at , so Assumptions 3 and 4 hold.
Since the system of inequalities (55) is true for , then Assumption 2 holds. □
Note that if function comes to the strip , then x satisfies inequality (49), and for all x such that (54) hold, Assumption 1 is true. Thus, only for two values of parameter is Assumption 1 false.
Lemma 6.
Proof.
It follows from Lemma 5 that and have the same sign in the case and the opposite signs in the case . Therefore, in the case () inequality (26) (inequality (33) respectively) holds for all . Thus, inequalities (31) and (38) are fulfilled because they are equivalent to Assumption 2 and conditions (26) and (33) for . □
Thus, we have proved that all assumptions in Theorems 1 and 2 are true if function f satisfies (4) and (40) and for conditions (41) and (54) hold. Therefore, for class of functions f considered in this section, the following theorems are true.
Theorem 3.
Theorem 4.
Remark 1.
If , then Assumption 1 is not true, so Theorems 3 and 4 are not proven. However, probably, they are true because for all initial conditions in the neighborhood of these values they are true.
Consider the map (28). If we take set (where is a small positive constant ()) of pairs , then it follows from Lemmas 3–6 that the image of this set under the map (28) is set , where at . Therefore, there exists at least one fixed point of the operator of translation along the trajectories and positive relaxation cycle of system (3) corresponds to this fixed point (if and fulfill (41) and function f satisfies (40), then in the case of positive coupling solution of system (3) does not change its sign). Similarly, there exists at least one negative relaxation cycle of system (3) in the case of positive coupling.
Figure 3.
Two coexisting relaxation cycles of the system (3). Values of parameters: , , , = 10,000. Black line—, orange dashed line—.
If , then it follows from (35) that at . It follows from Lemmas 3–6 that for all and Theorem 4 is true. Therefore, there exists at least one , such that image of the set (or ) under the q-th iteration of map (35) belongs to the set (or respectively). Thus, in the case of , there exists at least one relaxation cycle.
Thus, the following statement holds.
6. Dependence of Dynamics of System (3) on the Sign of Coupling
In this section, we show how asymptotics and difference (analog of period) of solutions of system (3) depends on the value in the case and in the case (in this section below, we discuss only such solutions of system (3) for those assumptions of Theorem 1 or 2 fulfill).
First, consider the case . From Formulas (29), (30), and (32), we obtain that components and have the same leading terms of asymptotics on the interval and that these leading terms of asymptotics do not depend on . Thus, from Formulas (9), (10), (12), (29), (30) and (32), we obtain that the leading term of asymptotics of solution of system (3) depends on only for (see Figure 4). From Corollary 4, we get that in the case difference has order at for all , so we may say that in the case oscillators and “synchronize” (for smaller values of oscillators and may “synchronize”, too, but in the case they must “synchronize”).
Figure 4.
Solutions of system (3) for different values of parameter . Values of parameters: , , , , , (a) ; (b) ; (c) ; (d) . Black line—, orange dashed line—.
The leading term of asymptotics of the difference does not depend on , too.
Figure 4 illustrates dependence of solutions of system (3) on in the case . There are solutions of system (3) with identical function F, parameters and T, and initial conditions for different parameters in Figure 4.
Now, consider the case .
From (9), (10), (12), (36), (37), and (39), we get that asymptotics of solutions of system (3) depends crucially on the value of parameter for all in the case and that oscillators and are not close to each other (the leading terms of their asymptotics are different for all ).
Figure 5.
Solutions of system (3) for different values of parameter . Values of parameters: , , , , , (a) ; (b) ; (c) ; (d) . Black line—, orange dashed line—.
Thus, asymptotics and shape of solution and difference depend crucially on the value of in the case (see Figure 5).
7. Conclusions
In this paper, we have studied the nonlocal dynamics of a system of two coupled generators with delayed feedback and dependence of solutions on the value of coupling.
For a wide set of initial conditions from the phase space of system (3) using method of steps and special constructed finite dimensional map, we get asymptotics of relaxation solutions. We obtain relaxation cycles of system (3).
We prove that the dynamics of system (3) are qualitatively different in case and case : in the case , there exists a moment of time after that both components of solution have the same leading term of asymptotics and this leading term does not depend on if , generators and “synchronize” if ; in the case of , the leading term of asymptotics and shape of solution depend on , oscillators and are not close to each other; the leading term of asymptotics of the value (this value serves us an analog of period) increase with decreasing of the value in the case and remains unchanged with changing in the case .
The method of research used in this paper is applicable for systems of higher dimensions (case of n identically diffusion coupled oscillators, where ) and for systems of n () coupled oscillators with other types of coupling.
Funding
Research funded by the Council on grants of the President of the Russian Federation (MK-1028.2020.1).
Conflicts of Interest
The author declares no conflict of interest. The funders had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish the results.
References
- Kislov, V.Y.; Dmitriev, A.S. Problems of Modern Radio Engineering and Electronics; Chapter Nonlinear Stochastization of Oscillations in Radio Engineering and Electronic Systems; Nauka Publishers: Nauka, Moscow, 1987; pp. 154–169. [Google Scholar]
- Kilias, T.; Kelber, K.; Mogel, A.; Schwarz, W. Electronic chaos generators—Design and applications. Int. J. Electron. 1995, 79, 737–753. [Google Scholar] [CrossRef]
- Kilias, T.; Mogel, A.; Schwarz, W. Nonlinear Dynamics: New Theoretical and Applied Results; Chapter Generation and Application of Broadband Signals Using Chaotic Electronic Systems; Akademie Verlag: Berlin, Germany, 1995; pp. 92–111. [Google Scholar]
- An der Heiden, U.; Mackey, M.C. The dynamics of production and destruction: Analytic insight into complex behavior. J. Math. Biol. 1982, 16, 75–101. [Google Scholar] [CrossRef]
- An der Heiden, U.; Walther, H.O. Existence of chaos in control systems with delayed feedback. J. Differ. Equ. 1983, 47, 273–295. [Google Scholar] [CrossRef]
- Stoffer, D. Delay equations with rapidly oscillating stable periodic solutions. J. Dyn. Differ. Equ. 2008, 20, 201–238. [Google Scholar] [CrossRef]
- Krisztin, T.; Vas, G. Large-amplitude periodic solutions for differential equations with delayed monotone positive feedback. J. Dyn. Differ. Equ. 2011, 23, 727–790. [Google Scholar] [CrossRef]
- Lakshmanan, M.; Senthilkumar, D.V. Dynamics of Nonlinear Time-Delay Systems; Springer Science & Business Media: Berlin/Heidelberg, Germany, 2011. [Google Scholar] [CrossRef]
- Krisztin, T.; Walther, H.O. Unique periodic orbits for delayed positive feedback and the global attractor. J. Dyn. Differ. Equ. 2001, 13, 1–57. [Google Scholar] [CrossRef]
- Kaschenko, S.A. Asymptotics of Relaxational Oscillations for Systems of Difference-Differential Equations with Compactly Supported Nonlinearity. I. Differ. Equ. 1995, 31, 1275–1285. [Google Scholar]
- Mallet-Paret, J.; Nussbaum, R.D. Global continuation and asymptotic behaviour for periodic solutions of a differential-delay equation. Ann. Mat. Pura Appl. 1986, 145, 33–128. [Google Scholar] [CrossRef]
- Ivanov, A.F.; Sharkovsky, A.N. Dynamics Reported; Chapter Oscillations in Singularly Perturbed Delay Equations; Springer: Berlin/Heidelberg, Germany, 1992; pp. 164–224. [Google Scholar] [CrossRef]
- Kashchenko, I.; Kaschenko, S. Normal and quasinormal forms for systems of difference and differential-difference equations. Commun. Nonlinear Sci. Numer. Simul. 2016, 38, 243–256. [Google Scholar] [CrossRef]
- Kashchenko, A.A. Relaxation Cycles in a Model of Two Weakly Coupled Oscillators with Sign-Changing Delayed Feedback. Theor. Math. Phys. 2020, 202, 381–389. [Google Scholar] [CrossRef]
- Kashchenko, A.A. Relaxation modes of a system of diffusion coupled oscillators with delay. Commun. Nonlinear Sci. Numer. Simul. 2020, 93, 105488. [Google Scholar] [CrossRef]
Publisher’s Note: MDPI stays neutral with regard to jurisdictional claims in published maps and institutional affiliations. |
© 2020 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).