We describe DDE-BIFTOOL, a Matlab package for numerical bifurcation analysis of systems of delay differential equations with several fixed, discrete delays. The package implements continuation of steady state solutions and periodic solutions and their stability analysis. It also computes and continues steady state fold and Hopf bifurcations and, from the latter, it can switch to the emanating branch of periodic solutions. We describe the numerical methods upon which the package is based and illustrate its usage and capabilities through analysing three examples: two models of coupled neurons with delayed feedback and a model of two oscillators coupled with delay.

http://www.staff.science.uu.nl/~kouzn101/engelborhgsTOMS.pdf

Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL

Time-delays are important components of many dynamical systems that describe coupling or interconnection between dynamics, propagation, or transport phenomena in shared environments, in heredity, and in competition in population dynamics. This monograph addresses the problem of stability analysis and the stabilisation of dynamical systems subjected to time-delays. It presents a wide and self-contained panorama of analytical methods and computational algorithms using a unified eigenvalue-based approach illustrated by examples and applications in electrical and mechanical engineering, biology, and complex network analysis.

Stability and Stabilization of Systems with Time Delay

Spectral bounds of quasi-positive matrices are crucial mathematical threshold parameters in population models that are formulated as systems of ordinary differential equations: the sign of the spectral bound of the variational matrix at 0 decides whether, at low density, the population becomes extinct or grows. Another important threshold parameter is the reproduction number $\mathcal{R}$, which is the spectral radius of a related positive matrix. As is well known, the spectral bound and $\mathcal{R}-1$ have the same sign provided that the matrices have a particular form. The relation between spectral bound and reproduction number extends to models with infinite-dimensional state space and then holds between the spectral bound of a resolvent-positive closed linear operator and the spectral radius of a positive bounded linear operator. We also extend an analogous relation between the spectral radii of two positive linear operators which is relevant for discrete-time models. We illustrate the general theory...

Spectral Bound and Reproduction Number for Infinite-Dimensional Population Structure and Time Heterogeneity

Modern communication networks are able to respond to randomly fluctuating demands and failures by adapting rates, by rerouting traffic and by reallocating resources. They are able to do this so well that, in many respects, large-scale networks appear as coherent, self-regulating systems. The design and control of such networks present challenges of a mathematical, engineering and economic nature. This paper outlines how mathematical models are being used to address one current set of issues concerning the stability and fairness of rate control algorithms for the Internet.

Mathematical Modelling of the Internet

Numerical modelling in biosciences using delay differential equations

0 Introduction and preview.- 0.1 An example of a retarded functional differential equation.- 0.2 Solution operators.- 0.3 Synopsis.- 0.4 A few remarks on history.- I Linear autonomous RFDE.- I.1 Prelude: a motivated introduction to functions of bounded variation.- I.2 Linear autonomous RFDE and renewal equations.- I.3 Solving renewal equations by Laplace transformation.- I.4 Estimates for det ?(z) and related quantities.- I.5 Asymptotic behaviour for t ? ?.- I.6 Comments.- II The shift semigroup.- II.1 Introduction.- II.2 The prototype problem.- II.3 The dual space.- II.4 The adjoint shift semigroup.- II.5 The adjoint generator and the sun subspace.- II.6 The prototype system.- II.7 Comments.- III Linear RFDE as bounded perturbations.- III.1 The basic idea, followed by a digression on weak* integration.- III.2 Bounded perturbations in the sun-reflexive case.- III.3 Perturbations with finite dimensional range.- III.4 Back to RFDE.- III.5 Interpretation of the adjoint semigroup.- III.6 Equivalent description of the dynamics.- III.7 Complexification.- III.8 Remarks about the non-sun-reflexive case.- III.9 Comments.- IV Spectral theory.- IV.1 Introduction.- IV.2 Spectral decomposition for eventually compact semigroups.- IV.3 Delay equations.- IV.4 Characteristic matrices, equivalence and Jordan chains.- IV.5 The semigroup action on spectral subspaces for delay equations.- IV.6 Comments.- V Completeness or small solutions?.- V.l Introduction.- V.2 Exponential type calculus.- V.3 Completeness.- V.4 Small solutions.- V.5 Precise estimates for ??(z)-1?.- V.6 Series expansions.- V.7 Lower bounds and the Newton polygon.- V.8 Noncompleteness, series expansions and examples.- V.9 Arbitrary kernels of bounded variation.- V.10 Comments.- VI Inhomogeneous linear systems.- VI.1 Introduction.- VI.2 Decomposition in the variation-of-constants formula.- VI.3 Forcing with finite dimensional range.- VI.4 RFDE.- VI.5 Comments.- VII Semiflows for nonlinear systems.- VII.1 Introduction.- VII.2 Semiflows.- VII.3 Solutions to abstract integral equations.- VII.4 Smoothness.- VII.5 Linearization at a stationary point.- VII.6 Autonomous RFDE.- VII.7 Comments.- VIII Behaviour near a hyperbolic equilibrium.- VIII.1 Introduction.- VIII.2 Spectral decomposition.- VIII.3 Bounded solutions of the inhomogeneous linear equation.- VIII.4 The unstable manifold.- VIII.5 Invariant wedges and instability.- VIII.6 The stable manifold.- VIII.7 Comments.- IX The center manifold.- IX.1 Introduction.- IX.2 Spectral decomposition.- IX.3 Bounded solutions of the inhomogeneous linear equation.- IX.4 Modification of the nonlinearity.- IX.5 A Lipschitz center manifold.- IX.6 Contractions on embedded Banach spaces.- IX.7 The center manifold is of class Ck.- IX.8 Dynamics on and near the center manifold.- IX.9 Parameter dependence.- IX.10 A double eigenvalue at zero.- IX.11 Comments.- X Hopf bifurcation.- X.l Introduction.- X.2 The Hopf bifurcation theorem.- X.3 The direction of bifurcation.- X.4 Comments.- XI Characteristic equations.- XI.1 Introduction: an impressionistic sketch.- XI.2 The region of stability in a parameter plane.- XI.3 Strips.- XI.4 Case studies.- XI.5 Comments.- XII Time-dependent linear systems.- XII.1 Introduction.- XII.2 Evolutionary systems.- XII.3 Time-dependent linear RFDE.- XII.4 Invariance of X?: a counterexample and a sufficient condition.- XII.5 Perturbations with finite dimensional range.- XII.6 Comments.- XIII Floquet Theory.- XIII.1 Introduction.- XIII.2 Preliminaries on periodicity and a stability result.- XIII.3 Floquet multipliers.- XIII.4 Floquet representation on eigenspaces.- XIII.5 Comments.- XIV Periodic orbits.- XIV.1 Introduction.- XIV.2 The Floquet multipliers of a periodic orbit.- XIV.3 Poincare maps.- XIV.4 Poincare maps and Floquet multipliers.- XIV.5 Comments.- XV The prototype equation for delayed negative feedback: periodic solutions.- XV.1 Delayed feedback.- XV.2 Smoothness and oscillation of solutions.- XV.3 Slowly oscillating solutions.- XV.4 The a priori estimate for unstable behaviour.- XV.5 Slowly oscillating solutions which grow away from zero, periodic solutions.- XV.6 Estimates, proof of Theorem 5.5(i) and (iii).- XV.7 The fixed-point index for retracts in Banach spaces, Whyburn'0 Introduction and preview.- 0.1 An example of a retarded functional differential equation.- 0.2 Solution operators.- 0.3 Synopsis.- 0.4 A few remarks on history.- I Linear autonomous RFDE.- I.1 Prelude: a motivated introduction to functions of bounded variation.- I.2 Linear autonomous RFDE and renewal equations.- I.3 Solving renewal equations by Laplace transformation.- I.4 Estimates for det ?(z) and related quantities.- I.5 Asymptotic behaviour for t ? ?.- I.6 Comments.- II The shift semigroup.- II.1 Introduction.- II.2 The prototype problem.- II.3 The dual space.- II.4 The adjoint shift semigroup.- II.5 The adjoint generator and the sun subspace.- II.6 The prototype system.- II.7 Comments.- III Linear RFDE as bounded perturbations.- III.1 The basic idea, followed by a digression on weak* integration.- III.2 Bounded perturbations in the sun-reflexive case.- III.3 Perturbations with finite dimensional range.- III.4 Back to RFDE.- III.5 Interpretation of the adjoint semigroup.- III.6 Equivalent description of the dynamics.- III.7 Complexification.- III.8 Remarks about the non-sun-reflexive case.- III.9 Comments.- IV Spectral theory.- IV.1 Introduction.- IV.2 Spectral decomposition for eventually compact semigroups.- IV.3 Delay equations.- IV.4 Characteristic matrices, equivalence and Jordan chains.- IV.5 The semigroup action on spectral subspaces for delay equations.- IV.6 Comments.- V Completeness or small solutions?.- V.l Introduction.- V.2 Exponential type calculus.- V.3 Completeness.- V.4 Small solutions.- V.5 Precise estimates for ??(z)-1?.- V.6 Series expansions.- V.7 Lower bounds and the Newton polygon.- V.8 Noncompleteness, series expansions and examples.- V.9 Arbitrary kernels of bounded variation.- V.10 Comments.- VI Inhomogeneous linear systems.- VI.1 Introduction.- VI.2 Decomposition in the variation-of-constants formula.- VI.3 Forcing with finite dimensional range.- VI.4 RFDE.- VI.5 Comments.- VII Semiflows for nonlinear systems.- VII.1 Introduction.- VII.2 Semiflows.- VII.3 Solutions to abstract integral equations.- VII.4 Smoothness.- VII.5 Linearization at a stationary point.- VII.6 Autonomous RFDE.- VII.7 Comments.- VIII Behaviour near a hyperbolic equilibrium.- VIII.1 Introduction.- VIII.2 Spectral decomposition.- VIII.3 Bounded solutions of the inhomogeneous linear equation.- VIII.4 The unstable manifold.- VIII.5 Invariant wedges and instability.- VIII.6 The stable manifold.- VIII.7 Comments.- IX The center manifold.- IX.1 Introduction.- IX.2 Spectral decomposition.- IX.3 Bounded solutions of the inhomogeneous linear equation.- IX.4 Modification of the nonlinearity.- IX.5 A Lipschitz center manifold.- IX.6 Contractions on embedded Banach spaces.- IX.7 The center manifold is of class Ck.- IX.8 Dynamics on and near the center manifold.- IX.9 Parameter dependence.- IX.10 A double eigenvalue at zero.- IX.11 Comments.- X Hopf bifurcation.- X.l Introduction.- X.2 The Hopf bifurcation theorem.- X.3 The direction of bifurcation.- X.4 Comments.- XI Characteristic equations.- XI.1 Introduction: an impressionistic sketch.- XI.2 The region of stability in a parameter plane.- XI.3 Strips.- XI.4 Case studies.- XI.5 Comments.- XII Time-dependent linear systems.- XII.1 Introduction.- XII.2 Evolutionary systems.- XII.3 Time-dependent linear RFDE.- XII.4 Invariance of X?: a counterexample and a sufficient condition.- XII.5 Perturbations with finite dimensional range.- XII.6 Comments.- XIII Floquet Theory.- XIII.1 Introduction.- XIII.2 Preliminaries on periodicity and a stability result.- XIII.3 Floquet multipliers.- XIII.4 Floquet representation on eigenspaces.- XIII.5 Comments.- XIV Periodic orbits.- XIV.1 Introduction.- XIV.2 The Floquet multipliers of a periodic orbit.- XIV.3 Poincare maps.- XIV.4 Poincare maps and Floquet multipliers.- XIV.5 Comments.- XV The prototype equation for delayed negative feedback: periodic solutions.- XV.1 Delayed feedback.- XV.2 Smoothness and oscillation of solutions.- XV.3 Slowly oscillating solutions.- XV.4 The a priori estimate for unstable behaviour.- XV.5 Slowly oscillating solutions which grow away from zero, periodic solutions.- XV.6 Estimates, proof of Theorem 5.5(i) and (iii).- XV.7 The fixed-point index for retracts in Banach spaces, Whyburn's lemma.- XV.8 Proof of Theorem 5.5(ii) and (iv).- XV.9 Comments.- XVI On the global dynamics of nonlinear autonomous differential delay equations.- XVI.1 Negative feedback.- XVI.2 A limiting case.- XVI.3 Chaotic dynamics in case of negative feedback.- XVI.4 Mixed feedback.- XVI.5 Some global results for general autonomous RFDE.- Appendices.- I Bounded variation, measure and integration.- I.1 Functions of bounded variation.- I.2 Abstract integration.- II Introduction to the theory of strongly continuous semigroups of bounded linear operators and their adjoints.- II. 1 Strongly continuous semigroups.- II.2 Interlude: absolute continuity.- II.3 Adjoint semigroups.- II.4 Spectral theory and asymptotic behaviour.- III The operational calculus.- III.1 Vector-valued functions.- III.2 Bounded operators.- III.3 Unbounded operators.- IV Smoothness of the substitution operator.- V Tangent vectors, Banach manifolds and transversality.- V.1 Tangent vectors of subsets of Banach spaces.- V.2 Banach manifolds.- V.3 Submanifolds and transversality.- VI Fixed points of parameterized contractions.- VII Linear age-dependent population growth: elaboration of some of the exercises.- VIII The Hopf bifurcation theorem.- References.- List of symbols.- List of notation.

O. Diekman

Papers

Delay Equations: Functional-, Complex-, and Nonlinear Analysis