June  2019, 24(6): 2639-2655. doi: 10.3934/dcdsb.2018268

Bifurcation scenarios in an ordinary differential equation with constant and distributed delay: A case study

1. 

Departamento de Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, c/Tarfia s/n, 41012 Sevilla, Spain

2. 

Departament of Engineering, University Niccolò Cusano, Via Don Carlo Gnocchi, 3 00166, Roma, Italy

3. 

Department of Management, Polytechnic University of Marche, Piazza Martelli 8, 60121, Ancona (AN), Italy

Received  January 2018 Revised  May 2018 Published  October 2018

Fund Project: This work has been partially supported by FEDER and the Spanish Ministerio de Economía y Competitividad project MTM2015-63723-P and the Consejería de Innovación, Ciencia y Empresa (Junta de Andalucía) under grant 2010/FQM314 and Proyecto de Excelencia P12-FQM-1492.

In this article we consider a model introduced by Ucar in order to simply describe chaotic behaviour with a one dimensional ODE containing a constant delay. We study the bifurcation problem of the equilibria and we obtain an approximation of the periodic orbits generated by the Hopf bifurcation. Moreover, we propose and analyse a more general model containing distributed time delay. Finally, we propose some ideas for further study. All the theoretical results are supported and illustrated by numerical simulations.

Citation: Tomás Caraballo, Renato Colucci, Luca Guerrini. Bifurcation scenarios in an ordinary differential equation with constant and distributed delay: A case study. Discrete & Continuous Dynamical Systems - B, 2019, 24 (6) : 2639-2655. doi: 10.3934/dcdsb.2018268
References:
[1]

S. Bhalekar, Dynamics of fractional order complex Ucar system, Studies in Computational Intelligence, 688 (2017), 747-771.   Google Scholar

[2]

S. Bhalekar, Stability and bifurcation analysis of a generalised scalar delay differential equation, Chaos, 26 (2016), 084306, 7pp. doi: 10.1063/1.4958923.  Google Scholar

[3]

S. Bhalekar, On the Ucar prototype model with incommensurate delays, Signal, Image and Video Processing, 8 (2014), 635-639.  doi: 10.1007/s11760-013-0595-2.  Google Scholar

[4]

T. CaraballoR. Colucci and L. Guerrini, On a predator prey model with nonlinear harvesting and distributed delay, Comm. Pure and Appl. Anal., 17 (2018), 2703-2727.  doi: 10.3934/cpaa.2018128.  Google Scholar

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C. W. Eurich, A. Thiel and L. Fahse, Distributed delays stabilize ecological feedback systems, Phys. Rev. Lett., 94 (2005), 158104. doi: 10.1103/PhysRevLett.94.158104.  Google Scholar

[6]

E. KaraogluE. Yilmaz and H. Merdan, Hopf bifurcation analysis of coupled two-neuron system with discrete and distributed delays, Nonlinear Dyn, 85 (2016), 1039-1051.  doi: 10.1007/s11071-016-2742-0.  Google Scholar

[7]

E. KaraogluE. Yilmaz and H. Merdan, Stability and bifurcation analysis of two-neuron network with discrete and distributed delays, Neurocomputing, 182 (2016), 102-110.  doi: 10.1016/j.neucom.2015.12.006.  Google Scholar

[8]

C. LiX. Liao and J. Yu, Hopf bifurcation in a prototype delayed system, Chaos, Solitons and Fractals, 19 (2004), 779-787.  doi: 10.1016/S0960-0779(03)00206-6.  Google Scholar

[9]

X. Li and J. Wu, Stability of nonlinear differential systems with state-dependent delayed impulses, Automatica, 64 (2016), 63-69.  doi: 10.1016/j.automatica.2015.10.002.  Google Scholar

[10]

X. Li and S. Song, Stabilization of delay systems: Delay-dependent impulsive control, IEEE Transactions on Automatic Control, 62 (2017), 406-411.  doi: 10.1109/TAC.2016.2530041.  Google Scholar

[11]

X. Li and J. Cao, An impulsive delay inequality involving unbounded time-varying delay and applications, IEEE Transactions on Automatic Control, 62 (2017), 3618-3625.  doi: 10.1109/TAC.2017.2669580.  Google Scholar

[12]

N. MacDonald, Time Lags in Biological Systems, Springer, New York, 1978. Google Scholar

[13]

N. MacDonald, Biological Delay Systems: Linear Stability Theory, Cambridge University. 1989.  Google Scholar

[14]

A. Matsumoto and F. Szidarovszky, Delay dynamics in a classical IS-LM model with tax collections, Metroeconomica, 67 (2016), 667-697.  doi: 10.1111/meca.12128.  Google Scholar

[15]

A. Matsumoto and F. Szidarovszky, Dynamic monopoly with multiple continuously distributed time delays, Mathematics and Computers in Simulation, 108 (2015), 99-118.  doi: 10.1016/j.matcom.2014.01.003.  Google Scholar

[16]

A. Matsumoto and F. Szidarovszky, Boundedly rational monopoly with single continuously distributed time delay, Nonlinear Economic Dynamics and Financial Modelling, Essays in Honour of Carl Chiarella, May 2014, Pages 83-107.  Google Scholar

[17]

A. H. Nayfeh, Introduction to Perturbation Techniques, Wiley, New York, 1981.  Google Scholar

[18]

A. Ucar, A prototype model for chaos studies, International Journal of Engineering Science, 40 (2001), 251-258.  doi: 10.1016/S0020-7225(01)00060-X.  Google Scholar

[19]

A. Ucar, On the chaotic behaviour of a prototype delayed dynamical system, Chaos, Solitons and Fractals, 16 (2003), 187-194.   Google Scholar

show all references

References:
[1]

S. Bhalekar, Dynamics of fractional order complex Ucar system, Studies in Computational Intelligence, 688 (2017), 747-771.   Google Scholar

[2]

S. Bhalekar, Stability and bifurcation analysis of a generalised scalar delay differential equation, Chaos, 26 (2016), 084306, 7pp. doi: 10.1063/1.4958923.  Google Scholar

[3]

S. Bhalekar, On the Ucar prototype model with incommensurate delays, Signal, Image and Video Processing, 8 (2014), 635-639.  doi: 10.1007/s11760-013-0595-2.  Google Scholar

[4]

T. CaraballoR. Colucci and L. Guerrini, On a predator prey model with nonlinear harvesting and distributed delay, Comm. Pure and Appl. Anal., 17 (2018), 2703-2727.  doi: 10.3934/cpaa.2018128.  Google Scholar

[5]

C. W. Eurich, A. Thiel and L. Fahse, Distributed delays stabilize ecological feedback systems, Phys. Rev. Lett., 94 (2005), 158104. doi: 10.1103/PhysRevLett.94.158104.  Google Scholar

[6]

E. KaraogluE. Yilmaz and H. Merdan, Hopf bifurcation analysis of coupled two-neuron system with discrete and distributed delays, Nonlinear Dyn, 85 (2016), 1039-1051.  doi: 10.1007/s11071-016-2742-0.  Google Scholar

[7]

E. KaraogluE. Yilmaz and H. Merdan, Stability and bifurcation analysis of two-neuron network with discrete and distributed delays, Neurocomputing, 182 (2016), 102-110.  doi: 10.1016/j.neucom.2015.12.006.  Google Scholar

[8]

C. LiX. Liao and J. Yu, Hopf bifurcation in a prototype delayed system, Chaos, Solitons and Fractals, 19 (2004), 779-787.  doi: 10.1016/S0960-0779(03)00206-6.  Google Scholar

[9]

X. Li and J. Wu, Stability of nonlinear differential systems with state-dependent delayed impulses, Automatica, 64 (2016), 63-69.  doi: 10.1016/j.automatica.2015.10.002.  Google Scholar

[10]

X. Li and S. Song, Stabilization of delay systems: Delay-dependent impulsive control, IEEE Transactions on Automatic Control, 62 (2017), 406-411.  doi: 10.1109/TAC.2016.2530041.  Google Scholar

[11]

X. Li and J. Cao, An impulsive delay inequality involving unbounded time-varying delay and applications, IEEE Transactions on Automatic Control, 62 (2017), 3618-3625.  doi: 10.1109/TAC.2017.2669580.  Google Scholar

[12]

N. MacDonald, Time Lags in Biological Systems, Springer, New York, 1978. Google Scholar

[13]

N. MacDonald, Biological Delay Systems: Linear Stability Theory, Cambridge University. 1989.  Google Scholar

[14]

A. Matsumoto and F. Szidarovszky, Delay dynamics in a classical IS-LM model with tax collections, Metroeconomica, 67 (2016), 667-697.  doi: 10.1111/meca.12128.  Google Scholar

[15]

A. Matsumoto and F. Szidarovszky, Dynamic monopoly with multiple continuously distributed time delays, Mathematics and Computers in Simulation, 108 (2015), 99-118.  doi: 10.1016/j.matcom.2014.01.003.  Google Scholar

[16]

A. Matsumoto and F. Szidarovszky, Boundedly rational monopoly with single continuously distributed time delay, Nonlinear Economic Dynamics and Financial Modelling, Essays in Honour of Carl Chiarella, May 2014, Pages 83-107.  Google Scholar

[17]

A. H. Nayfeh, Introduction to Perturbation Techniques, Wiley, New York, 1981.  Google Scholar

[18]

A. Ucar, A prototype model for chaos studies, International Journal of Engineering Science, 40 (2001), 251-258.  doi: 10.1016/S0020-7225(01)00060-X.  Google Scholar

[19]

A. Ucar, On the chaotic behaviour of a prototype delayed dynamical system, Chaos, Solitons and Fractals, 16 (2003), 187-194.   Google Scholar

Figure 1.  The solution starting on the left hand side of $O$ converges to $P_- = -1$, while that starting on the right hand side of $O$ converges to $P_+ = 1$.
Figure 2.  The solution starting on the left hand side of $O$ converges to a limit cycle around $P_-$, while that starting on the right hand side of $O$ converges to a limit cycle around $P_+$.
Figure 3.  The solution $x(t)$ and the graph of $(x(t),x'(t))$ for $\delta = \varepsilon = 1$ and $\tau = 1.72$. The attractor appears to be chaotic.
Figure 4.  The numerical solution (in red) together with its approximation (in blue) given by (20).
Figure 5.  For $m = 1$, the fixed points $P_\pm$ are locally asymptotically stable for all $T\geq0$.
Figure 6.  For m = 2 and $T = 0.9<T_*$ the fixed points $P_\pm$ are locally asymptotically stable.
Figure 7.  For m = 2 and $T = 2>T_*$ the fixed points $P_\pm$ are unstable and a stable limit cycle appears.
Figure 8.  For $m = 3$ and $T = 0.6<T_*$ the fixed points $P_\pm$ are locally asymptotically stabel
Figure 9.  For $m = 3$ and $T = 0.7>T_*$ the fixed points $P_\pm$ are unstable and a stable limit cycle appears.
Figure 10.  The solution of sytem (34) for $T = 2$ and $\tau = 5$. Numerical simulations suggest the evidence of a chaotic behaviour.
Figure 11.  The solution of sytem (36) for $T = 1.6$ and $\tau = 1.14$. Numerical simulations suggest the evidence of a chaotic behaviour, this is supported by the presence of a strange attractor similar to the famous Lorenz attractor.
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