American Institute of Mathematical Sciences

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January  2013, 18(1): 95-107. doi: 10.3934/dcdsb.2013.18.95

Slow passage through multiple bifurcation points

Younghae Do 1, and  Juan M. Lopez 2,

1. 

Department of Mathematics, Kyungpook National University, Daegu, 702-701
2. 

School of Mathematical and Statistical Sciences, Arizona State Univ., Tempe AZ, 85287, United States

Received  April 2012 Revised  May 2012 Published  September 2012

The slow passage problem, the slow variation of a control parameter, is explored in a model problem that posses several co-existing equilibria (fixed points, limit cycles and 2-tori), and these are either created or destroyed or change their stability as control parameters are varied through Hopf, Neimark-Sacker and torus break-up bifurcations. The slow passage through the Hopf bifurcation behaves as determined in previous studies (the delay in the observation of oscillations depends only on how far from critical the ramped parameter is at the start of the ramp--a memory effect), and that through the Neimark-Sacker bifurcation also behaves similarly. We show that the range of the ramped parameter over which a Hopf oscillation can be observed (limited by the subsequent onset of torus oscillations from the Neimark-Sacker bifurcation) is twice that predicted from a static-parameter bifurcation analysis, and this is a memory-less result independent of the initial value of the ramped parameter. These delay and memory effects are independent of the ramp rate, for small enough ramp rates. The slow passage through the torus break-up bifurcation is qualitatively different. It does not depend on the initial value of the ramped parameter, but instead is found to depend, on average, on the square-root of the ramp rate. This is typical of transient behavior. We show that this transient behavior is due to the stable and unstable manifolds of the saddle limit cycles forming a very narrow escape tunnel for trajectories originating near the unstable 2-torus no matter how slow a ramp speed is used. The type of bifurcation sequence in the model problem studied (Hopf, Neimark-Sacker, torus break-up) is typical of those for the transition to spatio-temporal chaos in hydrodynamic problems, and in those physical problems the transition can occur over a very small range of the control parameter, and so the inevitable slow drift of the parameter in an experiment may lead to observations where the slow passage results reported here need to be taken into account.
Keywords: stability., Slow passage problem, Hopf bifurcation, delay effect, Neimark-Sacker bifurcation.
Mathematics Subject Classification: Primary: 37B55, 74H60; Secondary: 70K7.
Citation: Younghae Do, Juan M. Lopez. Slow passage through multiple bifurcation points. Discrete & Continuous Dynamical Systems - B, 2013, 18 (1) : 95-107. doi: 10.3934/dcdsb.2013.18.95
References:
[1]

S. M. Baer, T. Erneux and J. Rinzel, The slow passage through a Hopf bifurcation: delay, memory effects, and resonance, SIAM J. Appl. Math., 49 (1989), 55-71. doi: 10.1137/0149003.  Google Scholar

[2]

M. Marhl, T. Haberichter, M. Brumen and R. Heinrich, Complex calcium oscillations and the role of mitochondria and cytosolic protens, BioSystems, 57 (2000), 75-86. doi: 10.1016/S0303-2647(00)00090-3.  Google Scholar

[3]

M. Perc and M. Marhl, Chaos in temporarily destabilized regular systems with the slow passage effect, Chaos Solitons & Fractals, 27 (2006), 395-403. doi: 10.1016/j.chaos.2005.03.045.  Google Scholar

[4]

P. Strizhak and M. Menzinger, Slow passage through a supercritical Hopf bifurcation: Time-delayed response in the Belousov-Zhabotinsky reaction in a batch reactor, J. Chem. Phys., 105 (1996), 10905-10910. doi: 10.1063/1.472860.  Google Scholar

[5]

Y. Park, Y. Do, and J. M. Lopez, Slow passage through resonance, Phys. Rev., E, 84 (2011), 056604. doi: 10.1103/PhysRevE.84.056604.  Google Scholar

[6]

K. Park, G. L. Crawford and R. J. Donnelly, Determination of transition in Couette flow in finite geometries, Phys. Rev. Lett., 47 (1981), 1448. doi: 10.1103/PhysRevLett.47.1448.  Google Scholar

[7]

J. E. Hart and S. Kittelman, Instabilities of the sidewall boundary layer in a differentially driven rotating cylinder, Phys. Fluids, 8 (1996), 692-696. doi: 10.1063/1.868854.  Google Scholar

[8]

J. von Stamm, U. Gerdts, T. Buzug and G. Pfister, Symmetry breaking and period doubling on a torus in the VLFregime in Taylor-Couette flow , Phys. Rev., E, 54 (1996), 4938. doi: 10.1103/PhysRevE.54.4938.  Google Scholar

[9]

C. S. Dutcher and S. J. Muller, Spatio-temporal mode dynamics and higher order transitions in high aspect ratio Newtonian Taylor-Couette flows, J. Fluid Mech., 641 (2009), 85-113. doi: 10.1017/S0022112009991431.  Google Scholar

[10]

J. Su, Persistent unstable periodic motions, I, J. Math. Analysis and Applications, 198 (1996), 796-825. doi: 10.1006/jmaa.1996.0113.  Google Scholar

[11]

J. Su, Persistent unstable periodic motions, II, J. Math. Analysis and Applications, 199 (1996), 88-119. doi: 10.1006/jmaa.1996.0128.  Google Scholar

[12]

L. Holden and T. Erneux, Slow passage through a Hopf-bifurcation-From oscillatios to steady-state solutions, SIAM J. Appl. Math., 53 (1993), 1045-1058. doi: 10.1137/0153052.  Google Scholar

[13]

S. M. Baer and E. M. Gaekel, Slow acceleration and deacceleration through a Hopf bifurcation: Power ramps, target nucleation, and elliptic bursting, Phys. Rev., E, 78 (2009), 036205. doi: 10.1103/PhysRevE.78.036205.  Google Scholar

[14]

R. Haberman, Slowly varying jump and transition phenomena associated with algebraic bifurcation problems, SIAM J. Appl. Math., 37 (1979), 69-106. doi: 10.1137/0137006.  Google Scholar

[15]

V. Booth, T. W. Carr and T. Erneux, Near-threshold bursting is delayed by a slow passage near a limit point, SIAM J. Appl. Math., 57 (1997), 1406-1420. doi: 10.1137/S0036139995295104.  Google Scholar

[16]

L. Ng, R. Rand and M. O'Neil, Slow passage through resonance in Mathieu's equation, J. Vibration & Control, 9 (2003), 685-707. doi: 10.1177/1077546303009006004.  Google Scholar

[17]

J. P. Denier and R. Grimshaw, Slowly-varying bifurcation theory in dissipative systems, J. Austral. Math. Soc. Ser. B, 31 (1990), 301-318. doi: 10.1017/S0334270000006664.  Google Scholar

[18]

P. Hall, On the nonlinear stability of slowly varying time-dependent viscous flows, J., Fluid Mech., 126 (1983), 357-368. doi: 10.1017/S0022112083000208.  Google Scholar

[19]

P. Yu, Analysis on double Hopf bifurcation using computer algebra with the aid of multiple scales, Nonlinear Dyn., 27 (2002), 19-53. doi: 10.1023/A:1017993026651.  Google Scholar

[20]

Y. A. Kuznetsov, "Elements of Applied Bifurcation Theory," Springer, third edition, 2004.  Google Scholar

[21]

F. Marques, J. M. Lopez and J. Shen, Mode interactions in an enclosed swirling flow: A double Hopf bifurcation between azimuthal wavenumbers 0 and 2, J. Fluid Mech., 455 (2002), 263-281. doi: 10.1017/S0022112001007285.  Google Scholar

[22]

J. M. Lopez, J. E. Hart, F. Marques, S. Kittelman and J. Shen, Instability and mode interactions in a differentially-driven rotating cylinder, J. Fluid Mech., 462 (2002), 383-409. doi: 10.1017/S0022112002008649.  Google Scholar

[23]

J. M. Lopez and F. Marques, Small aspect ratio Taylor-Couette flow: On set of a very-low-frequency three-torus state, Phys. Rev. E, 68 (2003), 036302. doi: 10.1103/PhysRevE.68.036302.  Google Scholar

[24]

F. Marques, A. Y. Gelfgat and J. M. Lopez, Tangent double Hopf bifurcation in a differentially rotating cylinder flow, Phys. Rev. E, 68 (2003), 016310. doi: 10.1103/PhysRevE.68.016310.  Google Scholar

[25]

J. M. Lopez and F. Marques, Mode competition between rotating waves in a swirling flow with reflection symmetry, J. Fluid Mech., 507 (2004), 265-288. doi: 10.1017/S002211200400864X.  Google Scholar

[26]

J. M. Lopez, F. Marques and J. Shen, Complex dynamics in a short annular container with rotating bottom and inner cylinder, J. Fluid Mech., 51 (2004), 327-354. doi: 10.1017/S0022112003007493.  Google Scholar

[27]

J. M. Lopez and F. Marques, Finite aspect ratio Taylor-Couette flow: Shil'nikov dynamics of 2-tori, Physica D, 211 (2005), 168-191. doi: 10.1016/j.physd.2005.08.011.  Google Scholar

[28]

M. Avila, A. Meseguer and F. Marques, Double Hopf bifurcation in corotating spiral Poiseuille flow, Phys. Fluids, 18 (2006), 064101. doi: 10.1063/1.2204967.  Google Scholar

[29]

J. M. Lopez, Y. D. Cui and T. T. Lim, An experimental and numerical investigation of the competition between axisymmetric time-periodic modes in an enclosed swirling flow, Phys. Fluids, 18 (2006), 104106. doi: 10.1063/1.2362782.  Google Scholar

[30]

F. Marques and J. M. Lopez, Onset of three-dimensional unsteady states in small aspect-ratio Taylor-Couette flow, J. Fluid Mech., 561 (2006), 255-277. doi: 10.1017/S0022112006000681.  Google Scholar

[31]

F. Marques, I. Mercader, O. Batiste and J. M. Lopez, Centrifugal effects in rotating convection: Axisymmetric states and three-dimensional instabilities, J. Fluid Mech., 580 (2007), 303-318. doi: 10.1017/S0022112007005447.  Google Scholar

[32]

J. M. Lopez, F. Marques, I. Mercader and O. Batiste, Onset of convection in a moderate aspect-ratio rotating cylinder: Eckhaus-Benjamin-Feir instability, J. Fluid Mech., 590 (2007), 187-208. doi: 10.1017/S0022112007008038.  Google Scholar

[33]

M. Avila, M. Grimes, J. M. Lopez and F. Marques, Global endwall effects on centrifugally stable flows, Phys. Fluids, 20 (2008), 104104. doi: 10.1063/1.2996326.  Google Scholar

[34]

J. M. Lopez and F. Marques, Centrifugal effects in rotating convection: Nonlinear dynamics, J. Fluid Mech., 628 (2009), 269-297. doi: 10.1017/S0022112009006193.  Google Scholar

[35]

J. M. Lopez and F. Marques, Sidewall boundary layer instabilities in a rapidly rotating cylinder driven by a differentially co-rotating lid, Phys. Fluids, 22 (2010), 114109. doi: 10.1063/1.3517292.  Google Scholar

[36]

Y. Do and Y.-C. Lai, Scaling laws for noise-induced superpersistent chaotic transients, Phys. Rev. E, 71 (2005), 046208. doi: 10.1103/PhysRevE.71.046208.  Google Scholar

[37]

A. Rubio, J. M. Lopez and F. Marques, Onset of Küppers-Lortz-like dynamics in finite rotating thermal convection, J. Fluid Mech., 644 (2010), 337-357. doi: 10.1017/S0022112009992400.  Google Scholar

[38]

M. Avila, F. Marques, J. M. Lopez and A. Meseguer, Stability control and catastrophic transition in a forced Taylor-Couette system, J. Fluid Mech., 590 (2007), 471-496. doi: 10.1017/S0022112007008105.  Google Scholar

[39]

M. Sinha, I. G. Kevrekidis and A. J. Smits, Experimental study of a Neimark-Sacker bifurcation in axially forced Taylor-Couette flow, J. Fluid Mech., 558 (2006), 1-32. doi: 10.1017/S0022112006009207.  Google Scholar

show all references

References:
[1]

S. M. Baer, T. Erneux and J. Rinzel, The slow passage through a Hopf bifurcation: delay, memory effects, and resonance, SIAM J. Appl. Math., 49 (1989), 55-71. doi: 10.1137/0149003.  Google Scholar

[2]

M. Marhl, T. Haberichter, M. Brumen and R. Heinrich, Complex calcium oscillations and the role of mitochondria and cytosolic protens, BioSystems, 57 (2000), 75-86. doi: 10.1016/S0303-2647(00)00090-3.  Google Scholar

[3]

M. Perc and M. Marhl, Chaos in temporarily destabilized regular systems with the slow passage effect, Chaos Solitons & Fractals, 27 (2006), 395-403. doi: 10.1016/j.chaos.2005.03.045.  Google Scholar

[4]

P. Strizhak and M. Menzinger, Slow passage through a supercritical Hopf bifurcation: Time-delayed response in the Belousov-Zhabotinsky reaction in a batch reactor, J. Chem. Phys., 105 (1996), 10905-10910. doi: 10.1063/1.472860.  Google Scholar

[5]

Y. Park, Y. Do, and J. M. Lopez, Slow passage through resonance, Phys. Rev., E, 84 (2011), 056604. doi: 10.1103/PhysRevE.84.056604.  Google Scholar

[6]

K. Park, G. L. Crawford and R. J. Donnelly, Determination of transition in Couette flow in finite geometries, Phys. Rev. Lett., 47 (1981), 1448. doi: 10.1103/PhysRevLett.47.1448.  Google Scholar

[7]

J. E. Hart and S. Kittelman, Instabilities of the sidewall boundary layer in a differentially driven rotating cylinder, Phys. Fluids, 8 (1996), 692-696. doi: 10.1063/1.868854.  Google Scholar

[8]

J. von Stamm, U. Gerdts, T. Buzug and G. Pfister, Symmetry breaking and period doubling on a torus in the VLFregime in Taylor-Couette flow , Phys. Rev., E, 54 (1996), 4938. doi: 10.1103/PhysRevE.54.4938.  Google Scholar

[9]

C. S. Dutcher and S. J. Muller, Spatio-temporal mode dynamics and higher order transitions in high aspect ratio Newtonian Taylor-Couette flows, J. Fluid Mech., 641 (2009), 85-113. doi: 10.1017/S0022112009991431.  Google Scholar

[10]

J. Su, Persistent unstable periodic motions, I, J. Math. Analysis and Applications, 198 (1996), 796-825. doi: 10.1006/jmaa.1996.0113.  Google Scholar

[11]

J. Su, Persistent unstable periodic motions, II, J. Math. Analysis and Applications, 199 (1996), 88-119. doi: 10.1006/jmaa.1996.0128.  Google Scholar

[12]

L. Holden and T. Erneux, Slow passage through a Hopf-bifurcation-From oscillatios to steady-state solutions, SIAM J. Appl. Math., 53 (1993), 1045-1058. doi: 10.1137/0153052.  Google Scholar

[13]

S. M. Baer and E. M. Gaekel, Slow acceleration and deacceleration through a Hopf bifurcation: Power ramps, target nucleation, and elliptic bursting, Phys. Rev., E, 78 (2009), 036205. doi: 10.1103/PhysRevE.78.036205.  Google Scholar

[14]

R. Haberman, Slowly varying jump and transition phenomena associated with algebraic bifurcation problems, SIAM J. Appl. Math., 37 (1979), 69-106. doi: 10.1137/0137006.  Google Scholar

[15]

V. Booth, T. W. Carr and T. Erneux, Near-threshold bursting is delayed by a slow passage near a limit point, SIAM J. Appl. Math., 57 (1997), 1406-1420. doi: 10.1137/S0036139995295104.  Google Scholar

[16]

L. Ng, R. Rand and M. O'Neil, Slow passage through resonance in Mathieu's equation, J. Vibration & Control, 9 (2003), 685-707. doi: 10.1177/1077546303009006004.  Google Scholar

[17]

J. P. Denier and R. Grimshaw, Slowly-varying bifurcation theory in dissipative systems, J. Austral. Math. Soc. Ser. B, 31 (1990), 301-318. doi: 10.1017/S0334270000006664.  Google Scholar

[18]

P. Hall, On the nonlinear stability of slowly varying time-dependent viscous flows, J., Fluid Mech., 126 (1983), 357-368. doi: 10.1017/S0022112083000208.  Google Scholar

[19]

P. Yu, Analysis on double Hopf bifurcation using computer algebra with the aid of multiple scales, Nonlinear Dyn., 27 (2002), 19-53. doi: 10.1023/A:1017993026651.  Google Scholar

[20]

Y. A. Kuznetsov, "Elements of Applied Bifurcation Theory," Springer, third edition, 2004.  Google Scholar

[21]

F. Marques, J. M. Lopez and J. Shen, Mode interactions in an enclosed swirling flow: A double Hopf bifurcation between azimuthal wavenumbers 0 and 2, J. Fluid Mech., 455 (2002), 263-281. doi: 10.1017/S0022112001007285.  Google Scholar

[22]

J. M. Lopez, J. E. Hart, F. Marques, S. Kittelman and J. Shen, Instability and mode interactions in a differentially-driven rotating cylinder, J. Fluid Mech., 462 (2002), 383-409. doi: 10.1017/S0022112002008649.  Google Scholar

[23]

J. M. Lopez and F. Marques, Small aspect ratio Taylor-Couette flow: On set of a very-low-frequency three-torus state, Phys. Rev. E, 68 (2003), 036302. doi: 10.1103/PhysRevE.68.036302.  Google Scholar

[24]

F. Marques, A. Y. Gelfgat and J. M. Lopez, Tangent double Hopf bifurcation in a differentially rotating cylinder flow, Phys. Rev. E, 68 (2003), 016310. doi: 10.1103/PhysRevE.68.016310.  Google Scholar

[25]

J. M. Lopez and F. Marques, Mode competition between rotating waves in a swirling flow with reflection symmetry, J. Fluid Mech., 507 (2004), 265-288. doi: 10.1017/S002211200400864X.  Google Scholar

[26]

J. M. Lopez, F. Marques and J. Shen, Complex dynamics in a short annular container with rotating bottom and inner cylinder, J. Fluid Mech., 51 (2004), 327-354. doi: 10.1017/S0022112003007493.  Google Scholar

[27]

J. M. Lopez and F. Marques, Finite aspect ratio Taylor-Couette flow: Shil'nikov dynamics of 2-tori, Physica D, 211 (2005), 168-191. doi: 10.1016/j.physd.2005.08.011.  Google Scholar

[28]

M. Avila, A. Meseguer and F. Marques, Double Hopf bifurcation in corotating spiral Poiseuille flow, Phys. Fluids, 18 (2006), 064101. doi: 10.1063/1.2204967.  Google Scholar

[29]

J. M. Lopez, Y. D. Cui and T. T. Lim, An experimental and numerical investigation of the competition between axisymmetric time-periodic modes in an enclosed swirling flow, Phys. Fluids, 18 (2006), 104106. doi: 10.1063/1.2362782.  Google Scholar

[30]

F. Marques and J. M. Lopez, Onset of three-dimensional unsteady states in small aspect-ratio Taylor-Couette flow, J. Fluid Mech., 561 (2006), 255-277. doi: 10.1017/S0022112006000681.  Google Scholar

[31]

F. Marques, I. Mercader, O. Batiste and J. M. Lopez, Centrifugal effects in rotating convection: Axisymmetric states and three-dimensional instabilities, J. Fluid Mech., 580 (2007), 303-318. doi: 10.1017/S0022112007005447.  Google Scholar

[32]

J. M. Lopez, F. Marques, I. Mercader and O. Batiste, Onset of convection in a moderate aspect-ratio rotating cylinder: Eckhaus-Benjamin-Feir instability, J. Fluid Mech., 590 (2007), 187-208. doi: 10.1017/S0022112007008038.  Google Scholar

[33]

M. Avila, M. Grimes, J. M. Lopez and F. Marques, Global endwall effects on centrifugally stable flows, Phys. Fluids, 20 (2008), 104104. doi: 10.1063/1.2996326.  Google Scholar

[34]

J. M. Lopez and F. Marques, Centrifugal effects in rotating convection: Nonlinear dynamics, J. Fluid Mech., 628 (2009), 269-297. doi: 10.1017/S0022112009006193.  Google Scholar

[35]

J. M. Lopez and F. Marques, Sidewall boundary layer instabilities in a rapidly rotating cylinder driven by a differentially co-rotating lid, Phys. Fluids, 22 (2010), 114109. doi: 10.1063/1.3517292.  Google Scholar

[36]

Y. Do and Y.-C. Lai, Scaling laws for noise-induced superpersistent chaotic transients, Phys. Rev. E, 71 (2005), 046208. doi: 10.1103/PhysRevE.71.046208.  Google Scholar

[37]

A. Rubio, J. M. Lopez and F. Marques, Onset of Küppers-Lortz-like dynamics in finite rotating thermal convection, J. Fluid Mech., 644 (2010), 337-357. doi: 10.1017/S0022112009992400.  Google Scholar

[38]

M. Avila, F. Marques, J. M. Lopez and A. Meseguer, Stability control and catastrophic transition in a forced Taylor-Couette system, J. Fluid Mech., 590 (2007), 471-496. doi: 10.1017/S0022112007008105.  Google Scholar

[39]

M. Sinha, I. G. Kevrekidis and A. J. Smits, Experimental study of a Neimark-Sacker bifurcation in axially forced Taylor-Couette flow, J. Fluid Mech., 558 (2006), 1-32. doi: 10.1017/S0022112006009207.  Google Scholar

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