Thèses sur le sujet « Piecewise-smooth dynamics »

Piecewise-smooth stochastic systems have attracted a lot of interest in the last decades in engineering science and mathematics. Many investigations have focused only on one-dimensional problems. This thesis deals with simple two-dimensional piecewise-smooth stochastic systems in the absence of detailed balance. We investigate the simplest example of such a system, which is a pure dry friction model subjected to coloured Gaussian noise. The nite correlation time of the noise establishes an additional dimension in the phase space and gives rise to a non-vanishing probability current. Our investigation focuses on stick-slip transitions, which can be related to a critical value of the noise correlation time. Analytical insight is provided by applying the uni ed coloured noise approximation. Afterwards, we extend our previous model by adding viscous friction and a constant force. Then we perform a similar analysis as for the pure dry friction case. With parameter values close to the deterministic stick-slip transition, we observe a non-monotonic behaviour of the probability of sticking by increasing the correlation time of the noise. As the eigenvalue spectrum is not accessible for the systems with coloured noise, we consider the eigenvalue problem of a dry friction model with displacement, velocity and Gaussian white noise. By imposing periodic boundary conditions on the displacement and using a Fourier ansatz, we can derive an eigenvalue equation, which has a similar form in comparison to the known one-dimensional problem for the velocity only. The eigenvalue analysis is done for the case without a constant force and with a constant force separately. Finally, we conclude our ndings and provide an outlook on related open problems.

Els convertidors commutats de potència són solucions apropiades per subministrar energia a dispositius electrònics per la seva elevada eficiència i reduït cost. El seu ús extensiu en les últimes dècades ha motivat els investigadors a millorar els seus dissenys i aprofundir en la comprensió del seu comportament el qual, com la majoria de dispositius electrònics de potència, presenta dinàmiques no lineals. Recentment, han aparegut equipaments electrònics que disposen de múltiples càrregues com són els PDA, telèfons mòbils, MP3... Freqüentment, aquestes aplicacions necessiten múltiples alimentacions amb doble polaritat. Els convertidors amb inductor únic i múltiples sortides, Single-Inductor Multiple-Input Multiple-Output (SIMIMO), han esdevingut solucions per subministrar energia a dispositius de baixa potència, com pantalles LCD, i per carregar bateries ja que l'ús d'un sol inductor redueix significativament la mida del convertidor.
La inherent naturalesa commutada d'aquests sistemes classifica la seva dinàmica dins el camp de sistemes d'estructura variable, Variable Structure Systems (VSS), els quals també es coneixen com a sistemes suaus a trams, Piecewise Smooth (PWS) systems. Atès que la teoria clàssica per a sistemes suaus no pot explicar completament el seu comportament, en els últims anys s'han dirigit molts esforços cap a la recerca de les propietats de la dinàmica no suau en diferent camps d'aplicació.
Aquesta tesi aprofundeix en la caracterització de convertidors SIMIMO, que ens permetrà provar la seva viabilitat. Es proposen dues estratègies de control basades en el conegut control PWM (Pulse Width Modulation). En la primera alternativa, el control ens permet regular un convertidor amb dues entrades i dues sortides (Two-Input Two-Output , SITITO), amb polaritats oposades. En aquest cas, les dues senyals moduladores necessàries són generades sincronitzadament i per aquest motiu, en aquesta tesi ens referirem a aquesta estratègia de control PWM com a SPC (Single Phase Control) en contraposició amb la segona alternativa, la qual serà anomenada IC (Interleaved Control), capaç de regular un número generalitzat de sortides. Aquest control està basat en l'ús de diverses senyals moduladores, tantes com a sortides, les quals s'han desfasat progressivament.
La dinàmica dels convertidors SIMIMO, al igual que els convertidors bàsics contínua - contínua, exhibeix una rica varietat de fenòmens, els quals engloben des de bifurcacions suaus, com són les bifurcacions de doblament de període (period doubling bifurcation), Saddle-Node o Hopf, fins a bifurcacions no suaus. Un cop verificada l'existència de dinàmica estable quan els paràmetres s'han seleccionatapropiadament, aquesta tesi aborda la recerca de models amb els quals analitzar la complexa dinàmica dels convertidors en un rang ampli de paràmetres. Es proposen i analitzen alguns models que s'utilitzen complementàriament: els anomenats averaged models, amb els quals es pot analitzar la dinàmica lenta, i els models discrets, capaços de detectar les inestabilitats degudes a la dinàmica ràpida. A més a més, alguns d'aquest models seran definits i analitzats. La seva utilitat s'ha provat no només en la predicció de la estabilitat, sinó també en la caracterització de bifurcacions no suaus presents en el circuit. Es demostra que senzills sistemes lineals a trams de dimensió ú proporcionen expressions analítiques per a les condicions d'estabilitat y existència de punts fixos. Per finalitzar, es desenvolupen mapes de dimensió més elevada per tal d'incrementar la precisió de les prediccions obtingudes mitjançat els averaged models i els models discrets.
L'anàlisi discreta del convertidor SITITO governat per cadascuna d'aquestes estratègies ha revelat que la dinàmica por ser modelada per un sistema lineal a trams en un rang específic de paràmetres. Fins on sabem, la bibliografia proporcionada sobre mapes PWL inclou tant mapes continus com discontinus, encara que limitats a dos trams. Per tant, aquesta tesi contribueix en el camp de la dinàmica no suau amb el desenvolupament de les propietats d'un mapa de tres trams.
Respecte al control IC, s'ha obtingut una anàlisi general de la seva estabilitat per a un convertidor SIMIMO amb un nombre genèric de càrregues. L'estudi de l'estabilitat del model discret de dimensió ú ha revelat l'existència d'un tipus de bifurcació no suau la qual ha estat classificada con una non-smooth pitchfork atesa l'aparició de nous punts fixos després de produir-se la bifurcació. Una anàlisi més detallada de models discrets de dimensions més elevades, associa aquesta bifurcació a una Neimark-Sacker.
Finalment, aquesta tesi també inclou alguns resultats experimentals obtinguts amb un prototip d'un convertidor SITITO, per tal de validar els escenaris trobats en l'anàlisi del comportament dinàmic del convertidor regulat per les dues estratègies de control.
Switching power converters are known to be appropriate solutions to supply energy to electronic devices owing to their high efficiency and low cost. Their extensive use in the last decades has motivated researches to improve their designs and to go deeply into the comprehension of their behavior which, like most power electronic devices, exhibit nonlinear dynamics. More recently, electronic equipments containing multiple loads have been arisen such as PDA, mobile phones, MP3... These applications frequently require multiple supplies with different polarities. Single-Inductor Multiple-Input Multiple-Output (SIMIMO) switching dc-dc converters are becoming as solutions to supply low power devices as LCD displays and to charge batteries due to the significant reduction of size because the use of a single inductor.
The inherent switching nature of these systems classifies their dynamics into the field of Variable Structure Systems (VSS), which are also known as Piecewise Smooth (PWS) systems. Due to the fact that their dynamics cannot be completely explained with the classical smooth theory, in the last years a lot of effort has been addressed towards the research on a theory of non-smooth dynamics motivated by different fields of application.
This dissertation deals with the dynamical characterization of SIMIMO converters, which can help us to prove their viability. Two strategies of control, both of them based on the widely used Pulse Width Modulation (PWM) control, are discussed. In the first alternative, the control is used to regulate a Two-Input Two-Output (SITITO) converter with opposite polarity. The two required modulate signals are generated synchronizely. This strategy of PWM control is called in this work Single Phase Control (SPC) in contrast to a second strategy, which is noted here as Interleaved Control (IC), capable of driving a generalized single inductor multiple-input multiple-output converters. This control is based on the use of various modulating signals, equal to the number of outputs, which are progressively time delayed.
The dynamics of the SIMIMO converters, just like of the basic dc-dc converters, presents a rich variety of nonlinear phenomena, which covers from smooth bifurcations, such as period doubling, Saddle-Node or Hopf bifurcations, to non-smooth bifurcations. After proving the existence of stable dynamics if appropriate parameters are selected, this dissertation will deal with the investigation of models to analyze the complex dynamics of the converter in a wide range of parameters. Several models are proposed and analyzed in this work. Averaged models, from which slow scale instability condition can be determined, and discrete-time models, able to prove fast scale instabilities, are used in a complementary way. Besides this, several approaches of these models will be established and validated. Their usefulness will be proved not only in the prediction of the stability, but also in the characterization of the non-smooth bifurcations presents in this converter. It will be shown that simple one-dimensional Piecewise-Linear (PWL) models provide analytical expressions for the stability and existence conditions of fixed points of the discrete-time models. Furthermore, higher dimensional maps are developed to improve the accuracy of the predictions obtained by means of one-dimensional maps and averaged models.
The discrete-time analysis of a SITITO converter driven by each of the two strategies of control has revealed that its dynamics can be modeled by a PWL with three trams in a specific range of parameters. To our best knowledge, the literature on PWL maps includes continuous and discontinuous maps but is limited to two trams. Therefore, this dissertation is a contribution in the field of non-smooth dynamics in base to the unfolding of specific dynamics of three-piece maps.
Concerning the IC control, a generalized analysis of the stability is obtained for a SIMIMO converter with a generic number of loads. The stability analysis of the one-dimensional model has revealed the existence of a type of non-smooth bifurcation, which has been classified in this dissertation as a non-smooth pitchfork owing to the appearance of two new fixed points after undergoing the bifurcation. Detailed analysis in higher dimensional maps associates this bifurcation to a Neimark-Sacker, whose existence cannot be predicted by averaged models.
This dissertation also includes some experimental results obtained with a SITITO dc-dc converter prototype, to validate some of the scenarios found in the analysis.

This thesis primarily concentrates on stochastic and spectral properties of the transfer operator generated by piecewise expanding maps (PWEs) and piecewise isometries (PWIs). We also consider the applications of the transfer operator in thermodynamic formalism. The original motivation stems from studies of one-dimensional PWEs. In particular, any one dimensional mixing PWE admits a unique absolutely continuous invariant probability measure (ACIP) and this ACIP has a bounded variation density. The methodology used to prove the existence of this ACIP is based on a so-called functional analytic approach and a key step in this approach is to show that the corresponding transfer operator has a spectral gap. Moreover, when a PWE has Markov property this ACIP can also be viewed as a Gibbs measure in thermodynamic formalism. In this thesis, we extend the studies on one-dimensional PWEs in several aspects. First, we use the functional analytic approach to study piecewise area preserving maps (PAPs) in particular to search for the ACIPs with multidimensional bounded variation densities. We also explore the relationship between the uniqueness of ACIPs with bounded variation densities and topological transitivity/ minimality for PWIs. Second, we consider the mixing and corresponding mixing rate properties of a collection of piecewise linear Markov maps generated by composing x to mx mod 1 with permutations in SN. We show that typical permutations preserve the mixing property under the composition. Moreover, by applying the Fredholm determinant approach, we calculate the mixing rate via spectral gaps and obtain the max/min spectral gaps when m,N are fixed. The spectral gaps can be made arbitrarily small when the permutations are fully refined. Finally, we consider the computations of fractal dimensions for generalized Moran constructions, where different iteration function systems are applied on different levels. By using the techniques in thermodynamic formalism, we approximate the fractal dimensions via the zeros of the Bowen's equation on the pressure functions truncated at each level.

The first part of this Thesis deals with the analysis of piecewise-smooth mechanical systems and the definition of special stability criteria in presence of non-conservative follower forces. To illustrate the peculiar stability properties of this kind of dynamical system, a reference 2 d.o.f. structure has been considered, composed of a rigid bar, with one and constrained to slide, without friction, along a curved profile, whereas the other and is subject to a follower force. In particular, the curved constraint is assumed to be composed of two circular profiles, with different and opposite curvatures, defining two separated subsystems. Due to this jump in the curvature, located at the junction point between the curved profiles, the entire mechanical structure can be modelled by discontinuous equations of motion, the differential equations valid in each subsystem can be combined, leading to the definition of a piecewise-smooth dynamical system. When a follower force acts on the structure, an unexpected and counterintuitive behaviour may occur: although the two subsystems are stable when analysed separately, the composed structure is unstable and exhibits flutter-like exponentially-growing oscillations. This special form of instability, previously known only from a mathematical point of view, has been analysed in depth from an engineering perspective, thus finding a mechanical interpretation based on the concept of non-conservative follower load. Moreover, the goal of this work is also the definition of some stability criteria that may help the design of these mechanical piecewise-smooth systems, since classical theorems cannot be used for the investigation of equilibrium configurations located at the discontinuity. In the literature, this unusual behaviour has been explained, from a mathematical perspective, through the existence of a discontinuous invariant cone in the phase space. For this reason, starting from the mechanical system described above, the existence of invariant cones in 2 d.o.f. mechanical systems is investigated through Poincaré maps. A complete theoretical analysis on piecewise-smooth dynamical systems is presented and special mathematical properties have been discovered, valid for generic 2~d.o.f. piecewise-smooth mechanical systems, which are useful for the characterisation of the stability of the equilibrium configurations. Numerical tools are implemented for the analysis of a 2~d.o.f. piecewise-smooth mechanical system, valid for piecewise-linear cases and extendible to the nonlinear ones. A numerical code has been developed, with the aim of predicting the stability of a piecewise-linear dynamical system a priori, varying the mechanical parameters. Moreover, “design maps” are produced for a given subset of the parameters space, so that a system with a desired stable or unstable behaviour can easily be designed. The aforementioned results can find applications in soft actuation or energy harvesting. In particular, in systems devoted to exploiting the flutter-like instability, the range of design parameters can be extended by using piecewise-smooth instead of smooth structures, since unstable flutter-like behaviour is possible also when each subsystem is actually stable. The second part of this Thesis deals with the numerical analysis of an elastic cloak for transient flexural waves in Kirchhoff-Love plates and the design of special metamaterials for this goal. In the literature, relevant applications of transformation elastodynamics have revealed that flexural waves in thin elastic plates can be diverted and channelled, with the aim of shielding a given region of the ambient space. However, the theoretical transformations which define the elastic properties of this “invisibility cloak” lead to the presence of a strong compressive prestress, which may be unfeasible for real applications. Moreover, this theoretical cloak must present, at the same time, high bending stiffness and a null twisting rigidity. In this Thesis, an orthotropic meta-structural plate is proposed as an approximated elastic cloak and the presence of the prestress has been neglected in order to be closer to a realistic design. With the aim of estimating the performance of this approximated cloak, a Finite Element code is implemented, based on a sub-parametric technique. The tool allows the investigation of the sensitivity of specific stiffness parameters that may be difficult to match in a real cloak design. Moreover, the Finite Element code is extended to investigate a meta-plate interacting with a Winkler foundation, to analyse how the substrate modulus transforms in the cloak region. This second topic of the Thesis may find applications in the realization of approximated invisibility cloaks, which can be employed to reduce the destructive effects of earthquakes on civil structures or to shield mechanical components from unwanted vibrations.

Piecewise-smooth stochastic systems are widely used in engineering science. However, the theory of these systems is only in its infancy. In this thesis, we take as an example the Brownian motion with dry friction to illustrate dynamical properties of these systems with respect to three interesting topics: (i) weak-noise approximations, (ii) first-passage time (FPT) problems and (iii) functionals of stochastic processes. Firstly, we investigate the validity and accuracy of weak-noise approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example the Brownian motion with pure dry friction. For this model, we show that the weak-noise approximation of the path integral correctly reproduces the known propagator of the SDE at lowest order in the noise power, as well as the main features of the exact propagator with higher-order corrections, provided that the singularity of the path integral is treated with some heuristics. We also consider a smooth regularisation of this piecewise-constant SDE and study to what extent this regularisation can rectify some of the problems encountered in the non-smooth case. Secondly, we provide analytic solutions to the FPT problem of the Brownian motion with dry friction. For the pure dry friction case, we find a phase transition phenomenon in the spectrum which relates to the position of the exit point and affects the tail of the FPT distribution. For the model with dry and viscous friction, we evaluate quantitatively the impact of the corresponding stick-slip transition and of the transition to ballistic exit. We also derive analytically the distributions of the maximum velocity till the FPT for the dry friction model. Thirdly, we generalise the so-called backward Fokker-Planck technique and obtain a recursive ordinary differential equation for the moments of functionals in the Laplace space. We then apply the developed results to analyse the local time, the occupation time and the displacement of the dry friction model. Finally, we conclude this thesis and state some related unsolved problems.

Boom and bust cycles are widely documented in the literature on industry dynamics. Rigidities and delays in capacity adjustment in combination with bounded rational behavior have been identified as central driving forces. We construct a model that features only these two elements and we show that this is indeed sufficient to reproduce some stylized facts of a boom and bust cycle. The bifurcation diagrams summarizing the dynamic behavior reveal complex cycles and in particular also abrupt changes in the nature of these cycles. We apply new insights from the mathematical theory of piecewise smooth dynamic systems - in particular, results from the theory of border collision bifurcations - and show that the very existence of borders such as capacity constraints or nonnegativity constraints may lie behind abrupt changes in the dynamic behavior of economic variables. (author's abstract)
Series: Department of Economics Working Paper Series

Piecewise smooth maps appear as models of various physical, economical and other systems. In such maps bifurcations can occur when a fixed point or periodic orbit crosses or collides with the border between two regions of smooth behaviour as a system parameter is varied. These bifurcations have little analogue in standard bifurcation theory for smooth maps and are often more complex. They are now known as "border collision bifurcations". The classification of border collision bifurcations is only available for one-dimensional maps. For two and higher dimensional piecewise smooth maps the study of border collision bifurcations is far from complete. In this thesis we investigate some of the bifurcation phenomena in two-dimensional continuous piecewise smooth discrete-time systems. There are a lot of studies and observations already done for piecewise smooth maps where the determinant of the Jacobian of the system has modulus less than 1, but relatively few consider models which allow area expansions. We show that the dynamics of systems with determinant greater than 1 is not necessarily trivial. Although instability of the systems often gives less useful numerical results, we show that snap-back repellers can exist in such unstable systems for appropriate parameter values, which makes it possible to predict the existence of chaotic solutions. This chaos is unstable because of the area expansion near the repeller, but it is in fact possible that this chaos can be part of a strange attractor. We use the idea of Markov partitions and a generalization of the affine locally eventually onto property to show that chaotic attractors can exist and are fully two-dimensional regions, rather than the usual fractal attractors with dimension less than two. We also study some of the local and global bifurcations of these attracting sets and attractors.Some observations are made, and we show that these sets are destroyed in boundary crises and some conditions are given.Finally we give an application to a coupled map system.

Dans le domaine de l’analyse des systèmes dynamiques, les modèles lisses par morceaux ont gagné en popularité du fait de leur grande flexibilité et précision pour la représentation de certains systèmes dynamiques hybrides dans des applications telles que l’électronique ou la mécanique. Les systèmes dynamiques hybrides possèdent deux ensembles de variables, l’un évoluant dans un espace continu, l’autre dans un espace discret. La plupart des méthodes d’analyse nécessitent que l’orbite reste lisse pour être applicable, de telle sorte que certaines manipulations d’adaptation aux systèmes hybrides deviennent inévitables lors de leur analyse. Sur la base d’un modèle lisse par morceaux, où l’orbite du système est découpée en morceaux localement lisses, et une méthode d’analyse des bifurcations hybride, utilisant une application de Poincaré dont les sections sont régies par les conditions de commutation du système, nous étudions le processus d’analyse en détails. Nous analysons ensuite plusieurs extensions de l’oscillateur d’Aplazur, dont la version originale est un oscillateur bidimensionnel non-lisse à commutation. Ce dernier, en tant que système dynamique non linéaire à commutation, est un excellent candidat pour démontrer l’efficacité de cette approche. De plus, chaque extension présente un nouveau scénario, permettant d’introduire les démarches appropriées et d’illustrer la flexibilité du modèle. Finalement, afin d’exposer l’implémentation de notre programme, nous présentons quelques unes des méthodes numériques les plus pertinentes. Il est intéressant de signaler que nous avons choisi de mettre l’accent sur les systèmes dynamiques autonomes car le traitement des systèmes non-autonomes nécessitent seulement une simplification (pas de variation du temps). Cette étude présente une méthode généraliste et structurée pour l’analyse des bifurcations des systèmes dynamiques non-linéaires hybrides, illustrée par des résultats pratiques. Parmi ces derniers, nous exposons quelques propriétés locales et globales de l’oscillateur d’Alpazur, dont la présence d’une cascade de points cuspidaux dans le diagramme de bifurcation. Notre travail a abouti à la réalisation d’un outil d’analyse informatique, programmé en C++, utilisant les méthodes numériques que nous avons sélectionnées à cet effet, telles que l’approximation numérique de la dérivée seconde des éléments de la matrice Jacobienne
In the field of dynamical system analysis, piecewise-smooth models have grown in popularity due to there greater flexibility and accuracy in representing some hybrid systems in applications such as electronics or mechanics. Hybrid dynamical systems have two sets of variables, one which evolve in a continuous space, and the other in a discrete one. Most analytical methods require the orbit to be smooth during objective intervals, so that some special treatments are inevitable to study the existence and stability of solutions in hybrid dynamical systems. Based on a piecewise-smooth model, where the orbit of the system is broken down into locally smooth pieces, and a hybrid bifurcation analysis method, using a Poincare map with sections ruled by the switching conditions of the system, we review the analysis process in details. Then we apply it to various extensions of the Alpazur oscillator, originally a nonsmooth 2-dimension switching oscillator. The original Alpazur oscillator, as a simple nonlinear switching system, was a perfect candidate to prove the efficiency of the approach. Each of its extensions shows a new scenario and how it can be handled, in order to illustrate the generality of the model. Finally, and in order to show more of the implementation we used for our own computer-based analysis tool, some of the most relevant numerical methods we used are introduced. It is noteworthy that the emphasis has been put on autonomous systems because the treatment of non-autonomous ones only requires a simplification (no time variation). This study brings a strong and general framework for the bifurcation analysis of nonlinear hybrid dynamical systems, illustrated by some results. Among them, some interesting local and global properties of the Alpazur Oscillator are revealed, such as the presence of a cascade of cusps in the bifurcation diagram. Our work resulted in the implementation of an analysis tool, implemented in C++, using the numerical methods that we chose for this particular purpose, such as the numerical approximation of the second derivative elements in the Jacobian matrix

Ce travail de thèse est constitué de nouvelles applications de la théorie des systèmes dynamiques coopératifs à l'étude de modèles en Biologie. Un premier modèle réduit d'une dynamique compartimentalisée couplant l'hémodynamique et le métabolisme énergétique cérébral. Nous avons proposé l'étude d'une extension naturelle de ce modèle comprenant deux compartiments intracellulaires distincts, l'un représentant un neurone et l'autre un astrocyte en plus du compartiment extracellulaire (aussi appelé interstitiel) et du compartiment capillaire. Nous avons commencé par observer que ce système (et même une extension de ce système à N neurones et A astrocytes) est un système coopératif. On a pu alors appliquer les techniques développées par Hal L. Smith et démontrer (en toutes dimensions) que l'unique point stationnaire est asymptotiquement stable. Dans la suite, nous avons considéré une variante du système réduit de dimension 2 dans laquelle on considère une dynamique différentiable par morceaux qui présente un saut lorsque la variable x ou la variable y dépasse un certain seuil. Ce système par morceaux permet l'introduction d'une autorégulation induite par un retour des concentrations de lactate extracellulaire ou capillaire sur le flux sanguin capillaire. De nouveaux phénomènes dynamiques sont découverts et nous discutons de l'existence et de la nature de deux points d'équilibre, d'un segment attractif, d'un équilibre frontalier et d'orbites périodiques en fonction du flux sanguin capillaire. Dans le dernier chapitre, on considère, en contraste avec les chapitres précédents, un système dynamique forcé. Ce système dynamique modélise une population dont l'environnement varie périodiquement dans le temps. Nous appliquons notre théorème à l'exemple d'une dynamique de population d'insectes (moustiques) avec un stade juvénile exposé à une compétition quadratique et un stade adulte. Cette dynamique est sujette à un forçage périodique saisonnier. En particulier, dans les pays tempérés, les moustiques sont très rares en hiver et connaissent une croissance explosive après les premiers épisodes pluvieux de la saison chaude
This thesis work consists of new applications of the theory of cooperative dynamical systems to the study of models in Biology. A first model of compartmentalized dynamics coupling hemodynamics and cerebral energy metabolism. It has been proposed to study a natural extension of this model comprising two distinct intracellular compartments, one representing a neuron and the other an astrocyte in addition to the extracellular compartment (also called interstitial) and the capillary compartment. We began by observing that this system (even an extension of this system to N neurons and A astrocytes) is a cooperative system. It was then possible to apply the techniques developed by Hal L. Smith and demonstrate (in all dimensions) that the single stationary point is asymptotically stable. In the following, we have considered a variant of the reduced system of dimension 2 in which we consider a piecewise differentiable dynamic that has a jump when the variable x or the variable y exceeds a certain threshold. This piecewise system allows the introduction of an autoregulation induced by a feedback of the extracellular or capillary Lactate concentrations on the Capillary Blood Flow. New dynamical phenomena are uncovered and we discuss existence and nature of two equilibrium points, attractive segment, boundary equilibrium and periodic orbits depending of the Capillary Blood Flow. In the last chapter, we consider, in contrast with the preceding chapters, a forced dynamical system. This dynamical system models a population whose environment varies periodically over time. We apply our theorem to the example of a population dynamics of insects (for example mosquitoes) with a juvenile stage exposed to a quadratic competition and an adult stage. These dynamics are subject to a seasonal periodic forcing. In particular, in temperate countries, mosquitoes are very rare in winter and grow explosively after the first rainy episodes of the hot season

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
In this work, we will study the dynamics in smooth vector elds, in vector elds near the boundary and in piecewise-smooth vector elds and each of their most popular types of bifurcations up to now.
Neste trabalho, estudaremos a dinâmica em campos de vetores suaves, em campos de vetores em variedades com bordo e em campos de vetores suaves por partes e cada um dos seus respectivos tipos de bifurcações mais conhecidos.

Работа содержит исследования трех моделей живых систем с дискретным временем. В первой главе рассматривается одномерная модель нейронной активности, задаваемая кусочно-гладким отображением. Показывается, что в случае одномерного отображения наличие случайного возмущения приводит к появлению всплесков (спайкингу). Исследуются два механизма генерации спайков, вызванных добавлением случайного возмущения в один из параметров. Иллюстрируется, что сосуществование двух аттракторов является не единственной причиной возникновения спайкинга. Для прогнозирования уровня интенсивности шума, необходимого для генерации спайков, применяется метод доверительных областей, который основан на функции стохастической чувствительности. Также находятся основные характеристики межспайковых интервалов в зависимости от интенсивности шума. Вторая глава работы посвящена применению метода функции стохастической чувствительности к аттракторам кусочно-гладкого одномерного отображения, описывающего динамику численности популяции. Первым этапом исследования является параметрический анализ возможных режимов детерминированной модели: определение зон существования устойчивых равновесий и хаотических аттракторов. Для определения параметрических границ хаотического аттрактора применяется теория критических точек. В случае, когда на систему оказывает влияние случайное воздействие, на основе техники функции стохастической чувствительности дается описание разброса случайных состояний вокруг равновесия и хаотического аттрактора. Проводится сравнительный анализ влияния параметрического и аддитивного шума на аттракторы системы. С помощью техники доверительных интервалов изучаются вероятностные механизмы вымирания популяции под действием шума. Анализируются изменения параметрических границ существования популяции под действием случайного возмущения. В третьей главе проводится анализ возможных динамических режимов детерминированной и стохастической модели Лотки-Вольтерры. В зависимости от двух параметров системы строится карта режимов. Изучаются параметрические зоны существования устойчивых равновесий, циклов, замкнутых инвариантных кривых, а также хаотических аттракторов. Описываются бифуркации удвоения периода, Неймарка--Саккера и кризиса. Демонстрируется сложная форма бассейнов притяжения. Помимо детерминированной системы подробно изучается стохастическая, описывающая влияние внешнего случайного воздействия. В случае хаоса дан алгоритм нахождения критических линий, описывающих границу хаотического аттрактора. Опираясь на найденную чувствительность аттракторов, строятся доверительные полосы и эллипсы, позволяющие описать разброс случайных состояний вокруг детерминированного аттрактора.
The work contains study of three models of biological systems with discrete time. In the first chapter a one-dimensional model of neural activity defined by a piecewise-smooth map is considered. It is shown that in the case of a one-dimensional model, the presence of a random disturbance leads to a spike generation. Two mechanisms of spike generation caused by the presence of a random disturbance in one of the parameters are investigated. It is illustrated that the coexistence of two attractors is not the only reason of spiking. To predict the level of noise intensity needed to generate spikes, the confidence-domain method is used, which is based on the stochastic sensitivity function. The main characteristics of interspike intervals depending on the intensity of the noise are also described. The second chapter is devoted to the application of the method of the stochastic sensitivity function to attractors of a piecewise-smooth one-dimensional map, which describes the population dynamics. The first stage of the study is a parametric analysis of the possible regimes of the deterministic model: determining the zones of existence of stable equilibria and chaotic attractors. The theory of critical points is used to determine the parametric boundaries of a chaotic attractor. In the case where the system is affected by a random noise, based on the stochastic sensitivity function, a description of the spread of random states around equilibrium and a chaotic attractor is given. A comparative analysis of the influence of parametric and additive noise on the attractors is carried out. Using the technique of confidence intervals, the probabilistic mechanisms of extinction of a population under the influence of noise are studied. Changes in the parametric boundaries of the existence of population under the influence of random disturbance are analyzed. In the third chapter the possible dynamic modes of the Lotka-Volterra model in determi\-nistic and stochastic cases are analyzed. Depending on the two parameters of the system, bifurcation diagram is constructed. Parametric zones of the existence of stable equilibria, cycles, closed invariant curves, and also chaotic attractors are studied. The bifurcations of the period doubling, Neimark--Sacker and the crisis are described. The complex shape of the basins of attraction is demonstrated. In addition to the deterministic system, the stochastic system is studied in detail, which describes the influence of external random disturbance. In the case of chaos, an algorithm for finding critical lines describing the boundary of a chaotic attractor is given. Based on the stochastic sensitivity function, confidence bands and ellipses are constructed to describe the spread of random states around a deterministic attractor.

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Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq
The study under existence and uniqueness of limit cycles of equations systems differential is a very active research topic in the qualitative theory of dynamical systems. In this theme we study this topic in discontinuous dynamic systems. Let’s make this in Liénard differentials equation systems, allowing a line of discontinuity. Furthermore, we present the known method of Averaging firstly in your classic version, that is, for class fields at least C2, we study also to generalized version, to piecewise- smooth dynamical systems. As a result, we use this tool to determine the number of limit cycles that can bifurcate of a planar center, inside the equation Liénard differentials equation class.
O estudo sobre existência e unicidade de ciclos limites de sistemas de equações diferenciais é um tópico de grande interesse na teoria qualitativa de sistemas dinâmicos. Nesta dissertação, estudamos este tópico em sistemas dinâmicos descontínuos. Vamos fazer esta análise em sistemas de equações diferenciais de Liénard, permitindo uma linha de descontinuidade. Além disso, vamos apresentar o conhecido método Averaging de primeira ordem, em primeiro lugar na sua versão clássica, isto é, para campos de classe pelo menos C2, depois apresentaremos também a versão generalizada, para sistemas diferenciais definidos por partes. Como resultado, fazemos uso desta ferramenta para determinar o número de ciclos limites que podem bifurcar de um centro planar, dentro da classe de equações diferenciais de Liénard.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Neste trabalho iremos abordar aspectos qualitativos e geométricos a respeito de campos de vetores suaves por partes. Nosso foco será estudar bifurcações locais e globais de codimensão um e dois e também algumas relações de equivalência para campos vetoriais suaves por partes definidos no plano. Classificaremos e caracterizaremos bifurcações genéricas por meio do retrato de fase e do diagrama de bifurcação dos campos envolvidos. Também faremos uma breve introdução sobre Sistemas Slow-Fast.
In this work we study qualitative and geometric aspects of piecewise smooth vector fields. Our focus is to study local and global bifurcations of codimension one and two and some equivalence relations for piecewise smooth vector fields defined on the plane. We will classify and characterize generic bifurcations using the phase portrait and the bifurcation diagram of the vector fields involved. We also incorporate a brief introduction about Slow-Fast Systems.
FAPESP: 2014/18707-6

A high-order central essentially non-oscillatory (CENO) finite-volume scheme in combination with a block-based adaptive mesh refinement (AMR) algorithm is proposed for solution of hyperbolic and elliptic systems of conservation laws on body- fitted multi-block mesh. The spatial discretization of the hyperbolic (inviscid) terms is based on a hybrid solution reconstruction procedure that combines an unlimited high-order k-exact least-squares reconstruction technique following from a fixed central stencil with a monotonicity preserving limited piecewise linear reconstruction algorithm. The limited reconstruction is applied to computational cells with under-resolved solution content and the unlimited k-exact reconstruction procedure is used for cells in which the solution is fully resolved. Switching in the hybrid procedure is determined by a solution smoothness indicator. The hybrid approach avoids the complexity associated with other ENO schemes that require reconstruction on multiple stencils and therefore, would seem very well suited for extension to unstructured meshes. The high-order elliptic (viscous) fluxes are computed based on a k-order accurate average gradient derived from a (k+1)-order accurate reconstruction. A novel h-refinement criterion based on the solution smoothness indicator is used to direct the steady and unsteady refinement of the AMR mesh. The predictive capabilities of the proposed high-order AMR scheme are demonstrated for the Euler and Navier-Stokes equations governing two-dimensional compressible gaseous flows as well as for advection-diffusion problems characterized by the full range of Peclet numbers, Pe. The ability of the scheme to accurately represent solutions with smooth extrema and yet robustly handle under-resolved and/or non-smooth solution content (i.e., shocks and other discontinuities) is shown for a range of problems. Moreover, the ability to perform mesh refinement in regions of smooth but under-resolved and/or non-smooth solution content to achieve the desired resolution is also demonstrated.