March  2011, 31(1): 275-299. doi: 10.3934/dcds.2011.31.275

Preservation of homoclinic orbits under discretization of delay differential equations

1. 

School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China

2. 

School of Mathematics, Jilin University, Changchun 130012, China

Received  February 2010 Revised  November 2010 Published  June 2011

In this paper, we propose a nondegenerate condition for a homoclinic orbit with respect to a parameter in delay differential equations. Based on this nondegeneracy we describe and investigate the regularity of the homoclinic orbit together with parameter. Then we show that a forward Euler method, when applied to a one-parameteric system of delay differential equations with a homoclinic orbit, also exhibits a closed loop of discrete homoclinic orbits. These discrete homoclinic orbits tend to the continuous one by the rate of $O(\varepsilon)$ as the step-size $\varepsilon$ goes to $0$. And the corresponding parameter varies periodically with respect to a phase parameter with period $\varepsilon$ while the orbit shifts its index after one revolution. We also show that at least two homoclinic tangencies occur on this loop. By numerical simulations, the theoretical results are illustrated, and the possibility of extending theoretical results to the implicit and higher order numerical schemes is discussed.
Citation: Yingxiang Xu, Yongkui Zou. Preservation of homoclinic orbits under discretization of delay differential equations. Discrete & Continuous Dynamical Systems - A, 2011, 31 (1) : 275-299. doi: 10.3934/dcds.2011.31.275
References:
[1]

W.-J. Beyn, The effect of discretization on homoclinic orbits,, in, 79 (1987), 1. Google Scholar

[2]

W.-J. Beyn, The numerical computation of connecting orbits in dynamical systems,, IMA J. Numer. Anal., 10 (1990), 379. doi: 10.1093/imanum/10.3.379. Google Scholar

[3]

W.-J. Beyn and J.-M. Kleinkauf, The numerical computation of homoclinic orbits for maps,, SIAM J. Numer. Anal., 34 (1997), 1207. doi: 10.1137/S0036142995281693. Google Scholar

[4]

W. A. Coppel, "Dichotomies in Stability Theory,", Lecture Notes in Mathematics, 629 (1978). Google Scholar

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K. Engelborghs and E. J. Doedel, Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations,, Numer. Math., 91 (2002), 627. doi: 10.1007/s002110100313. Google Scholar

[6]

K. Engelborghs, T. Luzyanina and D. Roose, Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL,, ACM Trans. Math. Software, 28 (2002), 1. doi: 10.1145/513001.513002. Google Scholar

[7]

G. Farkas, Unstable manifolds for RFDEs under discretization: The Euler method,, Comput. Math. Appl., 42 (2001), 1069. doi: 10.1016/S0898-1221(01)00222-X. Google Scholar

[8]

G. Farkas, A numerical $C^1$-shadowing result for retarded functional differential equations,, J. Compt. Appl. Math., 145 (2002), 269. doi: 10.1016/S0377-0427(01)00581-7. Google Scholar

[9]

G. Farkas, Nonexistence of uniform exponential dichotomies for delay equations,, J. Differential Equations, 182 (2002), 266. Google Scholar

[10]

B. Fiedler and J. Scheurle, Discretization of homoclinic orbits, rapid forcing and 'invisible' chaos,, Mem. Amer. Math. Soc., 119 (1996). Google Scholar

[11]

J. K. Hale and S. M. Lunel, "Introduction to Functional-Differential Equations,", Applied Mathematical Sciences, 99 (1993). Google Scholar

[12]

J. K. Hale and W. Zhang, On uniformity of exponential dichotomies for delay equations,, J. Differential Equations, 204 (2004), 1. Google Scholar

[13]

K. In't Hout and C. Lubich, Periodic orbits of delay differential equations under discretization,, BIT, 38 (1998), 72. doi: 10.1007/BF02510918. Google Scholar

[14]

U. Kirehgraber, F. Lasagni, K. Nipp and D. Stoffer, On the application of invariant manifold theory, in particular to numerical analysis,, in, 97 (1991), 189. Google Scholar

[15]

X.-B. Lin, Exponential dichotomies and homoclinic orbits in functional-differential equations,, J. Differential Equations, 63 (1986), 227. Google Scholar

[16]

K. J. Palmer, "Shadowing in Dynamical Systems. Theory and Applications,", Mathematics and its Applications, 501 (2000). Google Scholar

[17]

M. L. Peña, Exponential dichotomy for singularly perturbed linear functional-differential equations with small delays,, Appl. Anal., 47 (1992), 213. doi: 10.1080/00036819208840141. Google Scholar

[18]

G. Samaey, K. Engelborghs and D. Roose, Numerical computation of connecting orbits in delay differential equations,, Numer. Algorithms, 30 (2002), 335. doi: 10.1023/A:1020102317544. Google Scholar

[19]

Y.-K. Zou and W.-J. Beyn, On manifolds of connecting orbits in discretizations of dynamical systems,, Nonlinear Anal., 52 (2003), 1499. doi: 10.1016/S0362-546X(02)00269-9. Google Scholar

[20]

Y.-K. Zou and W.-J. Beyn, On the existence of transversal heteroclinic orbits in discretized dynamical systems,, Nonlinearity, 17 (2004), 2275. doi: 10.1088/0951-7715/17/6/014. Google Scholar

show all references

References:
[1]

W.-J. Beyn, The effect of discretization on homoclinic orbits,, in, 79 (1987), 1. Google Scholar

[2]

W.-J. Beyn, The numerical computation of connecting orbits in dynamical systems,, IMA J. Numer. Anal., 10 (1990), 379. doi: 10.1093/imanum/10.3.379. Google Scholar

[3]

W.-J. Beyn and J.-M. Kleinkauf, The numerical computation of homoclinic orbits for maps,, SIAM J. Numer. Anal., 34 (1997), 1207. doi: 10.1137/S0036142995281693. Google Scholar

[4]

W. A. Coppel, "Dichotomies in Stability Theory,", Lecture Notes in Mathematics, 629 (1978). Google Scholar

[5]

K. Engelborghs and E. J. Doedel, Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations,, Numer. Math., 91 (2002), 627. doi: 10.1007/s002110100313. Google Scholar

[6]

K. Engelborghs, T. Luzyanina and D. Roose, Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL,, ACM Trans. Math. Software, 28 (2002), 1. doi: 10.1145/513001.513002. Google Scholar

[7]

G. Farkas, Unstable manifolds for RFDEs under discretization: The Euler method,, Comput. Math. Appl., 42 (2001), 1069. doi: 10.1016/S0898-1221(01)00222-X. Google Scholar

[8]

G. Farkas, A numerical $C^1$-shadowing result for retarded functional differential equations,, J. Compt. Appl. Math., 145 (2002), 269. doi: 10.1016/S0377-0427(01)00581-7. Google Scholar

[9]

G. Farkas, Nonexistence of uniform exponential dichotomies for delay equations,, J. Differential Equations, 182 (2002), 266. Google Scholar

[10]

B. Fiedler and J. Scheurle, Discretization of homoclinic orbits, rapid forcing and 'invisible' chaos,, Mem. Amer. Math. Soc., 119 (1996). Google Scholar

[11]

J. K. Hale and S. M. Lunel, "Introduction to Functional-Differential Equations,", Applied Mathematical Sciences, 99 (1993). Google Scholar

[12]

J. K. Hale and W. Zhang, On uniformity of exponential dichotomies for delay equations,, J. Differential Equations, 204 (2004), 1. Google Scholar

[13]

K. In't Hout and C. Lubich, Periodic orbits of delay differential equations under discretization,, BIT, 38 (1998), 72. doi: 10.1007/BF02510918. Google Scholar

[14]

U. Kirehgraber, F. Lasagni, K. Nipp and D. Stoffer, On the application of invariant manifold theory, in particular to numerical analysis,, in, 97 (1991), 189. Google Scholar

[15]

X.-B. Lin, Exponential dichotomies and homoclinic orbits in functional-differential equations,, J. Differential Equations, 63 (1986), 227. Google Scholar

[16]

K. J. Palmer, "Shadowing in Dynamical Systems. Theory and Applications,", Mathematics and its Applications, 501 (2000). Google Scholar

[17]

M. L. Peña, Exponential dichotomy for singularly perturbed linear functional-differential equations with small delays,, Appl. Anal., 47 (1992), 213. doi: 10.1080/00036819208840141. Google Scholar

[18]

G. Samaey, K. Engelborghs and D. Roose, Numerical computation of connecting orbits in delay differential equations,, Numer. Algorithms, 30 (2002), 335. doi: 10.1023/A:1020102317544. Google Scholar

[19]

Y.-K. Zou and W.-J. Beyn, On manifolds of connecting orbits in discretizations of dynamical systems,, Nonlinear Anal., 52 (2003), 1499. doi: 10.1016/S0362-546X(02)00269-9. Google Scholar

[20]

Y.-K. Zou and W.-J. Beyn, On the existence of transversal heteroclinic orbits in discretized dynamical systems,, Nonlinearity, 17 (2004), 2275. doi: 10.1088/0951-7715/17/6/014. Google Scholar

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