Adaptivity and a posteriori error control for bifurcation problems I: the Bratu problem

This article is concerned with the numerical detection of bifurcation points of nonlinear partial differential equations as some parameter of interest is varied. In particular, we study in detail the numerical approximation of the Bratu problem, based on exploiting the symmetric version of the interior penalty discontinuous Galerkin finite element method. A framework for a posteriori control of the discretization error in the computed critical parameter value is developed based upon the application of the dual weighted residual (DWR) approach. Numerical experiments are presented to highlight the practical performance of the proposed a posteriori error estimator.

Adaptivity and a posteriori error control for bifurcation problems II: Incompressible fluid flow in open systems with Z_2 symmetry

In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the bifurcation problem associated with the steady incompressible Navier-Stokes equations. Particular attention is given to the reliable error estimation of the critical Reynolds number at which a steady pitchfork or Hopf bifurcation occurs when the underlying physical system possesses reflectional or Z_2 symmetry. Here, computable a posteriori error bounds are derived based on employing the generalization of the standard Dual-Weighted-Residual approach, originally developed for the estimation of target functionals of the solution, to bifurcation problems. Numerical experiments highlighting the practical performance of the proposed a posteriori error indicator on adaptively refined computational meshes are presented.

Hexagonal patterns in finite domains

In many mathematical models for pattern formation, a regular hexagonal pattern is stable in an infinite region. However, laboratory and numerical experiments are carried out in finite domains, and this imposes certain constraints on the possible patterns. In finite rectangular domains, it is shown that a regular hexagonal pattern cannot occur if the aspect ratio is rational. In practice, it is found experimentally that in a rectangular region, patterns of irregular hexagons are often observed. This work analyses the geometry and dynamics of irregular hexagonal patterns. These patterns occur in two different symmetry types, either with a reflection symmetry, involving two wavenumbers, or without symmetry, involving three different wavenumbers. The relevant amplitude equations are studied to investigate the detailed bifurcation structure in each case. It is shown that hexagonal patterns can bifurcate subcritically either from the trivial solution or from a pattern of rolls. Numerical simulations of a model partial differential equation are also presented to illustrate the behaviour.

Pattern formation with a conservation law

Pattern formation in systems with a conserved quantity is considered by studying the appropriate amplitude equations. The conservation law leads to a large-scale neutral mode that must be included in the asymptotic analysis for pattern formation near onset. Near a stationary bifurcation, the usual Ginzburg--Landau equation for the amplitude of the pattern is then coupled to an equation for the large-scale mode. These amplitude equations show that for certain parameters all roll-type solutions are unstable. This new instability differs from the Eckhaus instability in that it is amplitude-driven and is supercritical. Beyond the stability boundary, there exist stable stationary solutions in the form of strongly modulated patterns. The envelope of these modulations is calculated in terms of Jacobi elliptic functions and, away from the onset of modulation, is closely approximated by a sech profile. Numerical simulations indicate that as the modulation becomes more pronounced, the envelope broadens. A number of applications are considered, including convection with fixed-flux boundaries and convection in a magnetic field, resulting in new instabilities for these systems.

Evans functions for integral neural field equations with Heaviside firing rate function

In this paper we show how to construct the Evans function for traveling wave solutions of integral neural field equations when the firing rate function is a Heaviside. This allows a discussion of wave stability and bifurcation as a function of system parameters, including the speed and strength of synaptic coupling and the speed of axonal signals. The theory is illustrated with the construction and stability analysis of front solutions to a scalar neural field model and a limiting case is shown to recover recent results of L. Zhang [On stability of traveling wave solutions in synaptically coupled neuronal networks, Differential and Integral Equations, 16, (2003), pp.513-536.]. Traveling fronts and pulses are considered in more general models possessing either a linear or piecewise constant recovery variable. We establish the stability of coexisting traveling fronts beyond a front bifurcation and consider parameter regimes that support two stable traveling fronts of different speed. Such fronts may be connected and depending on their relative speed the resulting region of activity can widen or contract. The conditions for the contracting case to lead to a pulse solution are established. The stability of pulses is obtained for a variety of examples, in each case confirming a previously conjectured stability result. Finally we show how this theory may be used to describe the dynamic instability of a standing pulse that arises in a model with slow recovery. Numerical simulations show that such an instability can lead to the shedding of a pair of traveling pulses.

Liquid film dynamics in horizontal and tilted tubes: dry spots and sliding drops

Using a model derived from lubrication theory, we consider the evolution of a thin viscous film coating the interior or exterior of a cylindrical tube. The flow is driven by surface tension and gravity and the liquid is assumed to wet the cylinder perfectly. When the tube is horizontal, we use large-time simulations to describe the bifurcation structure of the capillary equilibria appearing at low Bond number. We identify a new film configuration in which an isolated dry patch appears at the top of the tube and demonstrate hysteresis in the transition between rivulets and annular collars as the tube length is varied. For a tube tilted to the vertical, we show how a long initially uniform rivulet can break up first into isolated drops and then annular collars, which subsequently merge. We also show that the speed at which a localized drop moves down the base of a tilted tube is non-monotonic in tilt angle.

Dynamic instabilities in scalar neural field equations with space-dependent delays

In this paper we consider a class of scalar integral equations with a form of space-dependent delay. These non-local models arise naturally when modelling neural tissue with active axons and passive dendrites. Such systems are known to support a dynamic (oscillatory) Turing instability of the homogeneous steady state. In this paper we develop a weakly nonlinear analysis of the travelling and standing waves that form beyond the point of instability. The appropriate amplitude equations are found to be the coupled mean-field Ginzburg-Landau equations describing a Turing-Hopf bifurcation with modulation group velocity of O(1). Importantly we are able to obtain the coefficients of terms in the amplitude equations in terms of integral transforms of the spatio-temporal kernels defining the neural field equation of interest. Indeed our results cover not only models with axonal or dendritic delays but those which are described by a more general distribution of delayed spatio-temporal interactions. We illustrate the predictive power of this form of analysis with comparison against direct numerical simulations, paying particular attention to the competition between standing and travelling waves and the onset of Benjamin-Feir instabilities.

A bistable reaction-diffusion system in a stretching flow

We examine the evolution of a bistable reaction in a one-dimensional stretching flow, as a model for chaotic advection. We derive two reduced systems of ordinary differential equations (ODEs) for the dynamics of the governing advection-reaction-diffusion partial differential equations (PDE), for pulse-like and for plateau-like solutions, based on a non-perturbative approach. This reduction allows us to study the dynamics in two cases: first, close to a saddle-node bifurcation at which a pair of nontrivial steady states are born as the dimensionless reaction rate (Damkoehler number) is increased, and, second, for large Damkoehler number, far away from the bifurcation. The main aim is to investigate the initial-value problem and to determine when an initial condition subject to chaotic stirring will decay to zero and when it will give rise to a nonzero final state. Comparisons with full PDE simulations show that the reduced pulse model accurately predicts the threshold amplitude for a pulse initial condition to give rise to a nontrivial final steady state, and that the reduced plateau model gives an accurate picture of the dynamics of the system at large Damkoehler number. Published in Physica D (2006)

Bumps and rings in a two-dimensional neural field: splitting and rotational instabilities

In this paper we consider instabilities of localised solutions in planar neural field firing rate models of Wilson-Cowan or Amari type. Importantly we show that angular perturbations can destabilise spatially localised solutions. For a scalar model with Heaviside firing rate function we calculate symmetric one-bump and ring solutions explicitly and use an Evans function approach to predict the point of instability and the shapes of the dominant growing modes. Our predictions are shown to be in excellent agreement with direct numerical simulations. Moreover, beyond the instability our simulations demonstrate the emergence of multi-bump and labyrinthine patterns. With the addition of spike-frequency adaptation, numerical simulations of the resulting vector model show that it is possible for structures without rotational symmetry, and in particular multi-bumps, to undergo an instability to a rotating wave. We use a general argument, valid for smooth firing rate functions, to establish the conditions necessary to generate such a rotational instability. Numerical continuation of the rotating wave is used to quantify the emergent angular velocity as a bifurcation parameter is varied. Wave stability is found via the numerical evaluation of an associated eigenvalue problem.

Neuronal networks with gap junctions: A study of piece-wise linear planar neuron models

The presence of gap junction coupling among neurons of the central nervous systems has been appreciated for some time now. In recent years there has been an upsurge of interest from the mathematical community in understanding the contribution of these direct electrical connections between cells to large-scale brain rhythms. Here we analyze a class of exactly soluble single neuron models, capable of producing realistic action potential shapes, that can be used as the basis for understanding dynamics at the network level. This work focuses on planar piece-wise linear models that can mimic the firing response of several different cell types. Under constant current injection the periodic response and phase response curve (PRC) is calculated in closed form. A simple formula for the stability of a periodic orbit is found using Floquet theory. From the calculated PRC and the periodic orbit a phase interaction function is constructed that allows the investigation of phase-locked network states using the theory of weakly coupled oscillators. For large networks with global gap junction connectivity we develop a theory of strong coupling instabilities of the homogeneous, synchronous and splay state. For a piece-wise linear caricature of the Morris-Lecar model, with oscillations arising from a homoclinic bifurcation, we show that large amplitude oscillations in the mean membrane potential are organized around such unstable orbits.

Instabilities in threshold-diffusion equations with delay

The introduction of delays into ordinary or partial differential equation models is well known to facilitate the production of rich dynamics ranging from periodic solutions through to spatio-temporal chaos. In this paper we consider a class of scalar partial differential equations with a delayed threshold nonlinearity which admits exact solutions for equilibria, periodic orbits and travelling waves. Importantly we show how the spectra of periodic and travelling wave solutions can be determined in terms of the zeros of a complex analytic function. Using this as a computational tool to determine stability we show that delays can have very different effects on threshold systems with negative as opposed to positive feedback. Direct numerical simulations are used to confirm our bifurcation analysis, and to probe some of the rich behaviour possible for mixed feedback.

Delays in activity based neural networks

In this paper we study the effect of two distinct discrete delays on the dynamics of a Wilson-Cowan neural network. This activity based model describes the dynamics of synaptically interacting excitatory and inhibitory neuronal populations. We discuss the interpretation of the delays in the language of neurobiology and show how they can contribute to the generation of network rhythms. First we focus on the use of linear stability theory to show how to destabilise a fixed point, leading to the onset of oscillatory behaviour. Next we show for the choice of a Heaviside nonlinearity for the firing rate that such emergent oscillations can be either synchronous or anti-synchronous depending on whether inhibition or excitation dominates the network architecture. To probe the behaviour of smooth (sigmoidal) nonlinear firing rates we use a mixture of numerical bifurcation analysis and direct simulations, and uncover parameter windows that support chaotic behaviour. Finally we comment on the role of delays in the generation of bursting oscillations, and discuss natural extensions of the work in this paper.

Mode locking in a spatially extended neuron model: active soma and compartmental tree

Understanding the mode-locked response of excitable systems to periodic forcing has important applications in neuroscience. For example it is known that spatially extended place cells in the hippocampus are driven by the theta rhythm to generate a code conveying information about spatial location. Thus it is important to explore the role of neuronal dendrites in generating the response to periodic current injection. In this paper we pursue this using a compartmental model, with linear dynamics for each compartment, coupled to an active soma model that generates action potentials. By working with the piece-wise linear McKean model for the soma we show how the response of the whole neuron model (soma and dendrites) can be written in closed form. We exploit this to construct a stroboscopic map describing the response of the spatially extended model to periodic forcing. A linear stability analysis of this map, together with a careful treatment of the non-differentiability of the soma model, allows us to construct the Arnol'd tongue structure for 1:q states (one action potential for q cycles of forcing). Importantly we show how the presence of quasi-active membrane in the dendrites can influence the shape of tongues. Direct numerical simulations confirm our theory and further indicate that resonant dendritic membrane can enlarge the windows in parameter space for chaotic behavior. These simulations also show that the spatially extended neuron model responds differently to global as opposed to point forcing. In the former case spatio-temporal patterns of activity within an Arnol'd tongue are standing waves, whilst in the latter they are traveling waves.

Nonlinear development of matrix-converter instabilities

Matrix converters convert a three-phase alternating-current power supply to a power supply of a different peak voltage and frequency, and are an emerging technology in a wide variety of applications. However, they are susceptible to an instability, whose behaviour is examined herein. The desired “steady-state” mode of operation of the matrix converter becomes unstable in a Hopf bifurcation as the output/input voltage transfer ratio, q, is increased through some threshold value, qc. Through weakly nonlinear analysis and direct numerical simulation of an averaged model, we show that this bifurcation is subcritical for typical parameter values, leading to hysteresis in the transition to the oscillatory state: there may thus be undesirable large-amplitude oscillations in the output voltages even when q is below the linear stability threshold value qc.