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Applying splitting methods with complex coefficients to the numerical integration of unitary problems
Piecewise discretization of monodromy operators of delay equations on adapted meshes
CDLab – Computational Dynamics Laboratory, Department of Mathematics, Computer Science and Physics, University of Udine, via delle Scienze 206, 33100 Udine UD, Italy |
Periodic solutions of delay equations are usually approximated as continuous piecewise polynomials on meshes adapted to the solutions' profile. In practical computations this affects the regularity of the (coefficients of the) linearized system and, in turn, the effectiveness of assessing local stability by approximating the Floquet multipliers. To overcome this problem when computing multipliers by collocation, the discretization grid should include the piecewise adapted mesh of the computed periodic solution. By introducing a piecewise version of existing pseudospectral techniques, we explain why and show experimentally that this choice is essential in presence of either strong mesh adaptation or nontrivial multipliers whose eigenfunctions' profile is unrelated to that of the periodic solution.
References:
[1] |
A. Andò, Collocation Methods for Complex Delay Problems of Structured Populations, PhD thesis, University of Udine, 2020. Available from: http://cdlab.uniud.it/theses/Ando2020.pdf. |
[2] |
A. Andò, Convergence of collocation methods for solving periodic boundary value problems for renewal equations defined through finite-dimensional boundary conditions, Comput. Math. Methods, 3 (2021), Paper No. e1190, 12 pp.
doi: 10.1002/cmm4.1190. |
[3] |
A. Andò and D. Breda, Convergence analysis of collocation methods for computing periodic solutions of retarded functional differential equations, SIAM J. Numer. Anal., 58 (2020), 3010–3039. Full-length version at arxiv: 2008.07604 [math.NA].
doi: 10.1137/19M1295015. |
[4] |
A. Andò and D. Breda, Piecewise orthogonal collocation for computing periodic solutions of renewal equations, submitted. |
[5] |
U. M. Ascher, R. M. M. Mattheij and R. D. Russell, Numerical Solution of Boundary Value Problems for Ordinary Differential Equations, Prentice Hall, Englewood Cliffs, NJ, 1988. |
[6] |
G. Bader, Solving boundary value problems for functional differential equations by collation, in Numerical Boundary Value ODEs (eds. U. M. Ascher and R. D. Russell), Progr. Sci. Comput., Birkhäuser, Boston, 5 (1985), 227–243. |
[7] |
F. Borgioli, D. Hajdu, T. Insperger, G. Stépán and W. Michiels,
Pseudospectral method for assessing stability robustness for linear time-periodic delayed dynamical systems, Internat. J. Numer. Methods Engrg., 121 (2020), 3505-3528.
doi: 10.1002/nme.6368. |
[8] |
D. Breda, O. Diekmann, D. Liessi and F. Scarabel, Numerical bifurcation analysis of a class of nonlinear renewal equations, Electron. J. Qual. Theory Differ. Equ., 2016 (2016), Paper No. 65, 24 pp.
doi: 10.14232/ejqtde.2016.1.65. |
[9] |
D. Breda and D. Liessi,
Approximation of eigenvalues of evolution operators for linear renewal equations, SIAM J. Numer. Anal., 56 (2018), 1456-1481.
doi: 10.1137/17M1140534. |
[10] |
D. Breda and D. Liessi,
Approximation of eigenvalues of evolution operators for linear coupled renewal and retarded functional differential equations, Ric. Mat., 69 (2020), 457-481.
doi: 10.1007/s11587-020-00513-9. |
[11] |
D. Breda and D. Liessi,
Floquet theory and stability of periodic solutions of renewal equations, J. Dynam. Differential Equations, 33 (2021), 457-481.
doi: 10.1007/s10884-020-09826-7. |
[12] |
D. Breda, D. Liessi and R. Vermiglio, A practical guide to piecewise pseudospectral collocation for Floquet multipliers of delay equations in MATLAB, submitted. |
[13] |
D. Breda, S. Maset and R. Vermiglio,
Approximation of eigenvalues of evolution operators for linear retarded functional differential equations, SIAM J. Numer. Anal., 50 (2012), 1456-1483.
doi: 10.1137/100815505. |
[14] |
D. Breda, S. Maset and R. Vermiglio, Stability of Linear Delay Differential Equations: A Numerical Approach with MATLAB, SpringerBriefs Control Autom. Robot., Springer, New York, 2015.
doi: 10.1007/978-1-4939-2107-2. |
[15] |
A. M. Castelfranco and H. W. Stech,
Periodic solutions in a model of recurrent neural feedback, SIAM J. Appl. Math., 47 (1987), 573-588.
doi: 10.1137/0147039. |
[16] |
O. Diekmann, P. Getto and M. Gyllenberg,
Stability and bifurcation analysis of Volterra functional equations in the light of suns and stars, SIAM J. Math. Anal., 39 (2008), 1023-1069.
doi: 10.1137/060659211. |
[17] |
O. Diekmann, S. A. van Gils, S. M. Verduyn Lunel and H.-O. Walther, Delay Equations: Functional-, Complex- and Nonlinear Analysis, no. 110 in Appl. Math. Sci., Springer, New York, 1995.
doi: 10.1007/978-1-4612-4206-2. |
[18] |
O. Diekmann and S. M. Verduyn Lunel,
Twin semigroups and delay equations, J. Differential Equations, 286 (2021), 332-410.
doi: 10.1016/j.jde.2021.02.052. |
[19] |
E. J. Doedel, Lecture notes on numerical analysis of nonlinear equations, in Numerical Continuation Methods for Dynamical Systems: Path Following and Boundary Value Problems (eds. B. Krauskopf, H. M. Osinga and J. Galán-Vioque), no. 116 in Underst. Complex Syst., Springer, Dordrecht, 2007, 1–49.
doi: 10.1007/978-1-4020-6356-5. |
[20] |
K. Engelborghs, T. Luzyanina, K. J. in 't Hout and D. Roose,
Collocation methods for the computation of periodic solutions of delay differential equations, SIAM J. Sci. Comput., 22 (2001), 1593-1609.
doi: 10.1137/S1064827599363381. |
[21] |
K. Engelborghs, T. Luzyanina and D. Roose,
Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL, ACM Trans. Math. Softw., 28 (2002), 1-21.
doi: 10.1145/513001.513002. |
[22] |
J. K. Hale and S. M. Verduyn Lunel, Introduction to Functional Differential Equations, no. 99 in Appl. Math. Sci., Springer, New York, 1993.
doi: 10.1007/978-1-4612-4342-7. |
[23] |
D. Liessi, Pseudospectral Methods for the Stability of Periodic Solutions of Delay Models, PhD thesis, University of Udine, 2018. Available from: http://www.liessi.it/mathematics/phdthesis. |
[24] |
T. Luzyanina and K. Engelborghs,
Computing Floquet multipliers for functional differential equations, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 12 (2002), 2977-2989.
doi: 10.1142/S0218127402006291. |
[25] |
R. E. Plant,
A FitzHugh differential-difference equation modeling recurrent neural feedback, SIAM J. Appl. Math., 40 (1981), 150-162.
doi: 10.1137/0140012. |
[26] |
H. L. Royden and P. M. Fitzpatrick, Real Analysis, 4th edition, Prentice Hall, 2010. |
[27] |
J. Sieber, K. Engelborghs, T. Luzyanina, G. Samaey and D. Roose, DDE-BIFTOOLmanual: Bifurcation analysis of delay differential equations, arXiv: 1406.7144 [math.DS]. |
[28] |
H. Smith, An Introduction to Delay Differential Equations with Applications to the Life Sciences, Texts Appl. Math., Springer, New York, 2011.
doi: 10.1007/978-1-4419-7646-8. |
[29] |
L. N. Trefethen, Spectral Methods in MATLAB, Software Environ. Tools, Society for Industrial and Applied Mathematics, Philadelphia, 2000.
doi: 10.1137/1.9780898719598. |
[30] |
S. Yanchuk, S. Ruschel, J. Sieber and M. Wolfrum, Temporal dissipative solitons in time-delay feedback systems, Phys. Rev. Lett., 123 (2019), 053901, 6pp.
doi: 10.1103/PhysRevLett.123.053901. |
show all references
References:
[1] |
A. Andò, Collocation Methods for Complex Delay Problems of Structured Populations, PhD thesis, University of Udine, 2020. Available from: http://cdlab.uniud.it/theses/Ando2020.pdf. |
[2] |
A. Andò, Convergence of collocation methods for solving periodic boundary value problems for renewal equations defined through finite-dimensional boundary conditions, Comput. Math. Methods, 3 (2021), Paper No. e1190, 12 pp.
doi: 10.1002/cmm4.1190. |
[3] |
A. Andò and D. Breda, Convergence analysis of collocation methods for computing periodic solutions of retarded functional differential equations, SIAM J. Numer. Anal., 58 (2020), 3010–3039. Full-length version at arxiv: 2008.07604 [math.NA].
doi: 10.1137/19M1295015. |
[4] |
A. Andò and D. Breda, Piecewise orthogonal collocation for computing periodic solutions of renewal equations, submitted. |
[5] |
U. M. Ascher, R. M. M. Mattheij and R. D. Russell, Numerical Solution of Boundary Value Problems for Ordinary Differential Equations, Prentice Hall, Englewood Cliffs, NJ, 1988. |
[6] |
G. Bader, Solving boundary value problems for functional differential equations by collation, in Numerical Boundary Value ODEs (eds. U. M. Ascher and R. D. Russell), Progr. Sci. Comput., Birkhäuser, Boston, 5 (1985), 227–243. |
[7] |
F. Borgioli, D. Hajdu, T. Insperger, G. Stépán and W. Michiels,
Pseudospectral method for assessing stability robustness for linear time-periodic delayed dynamical systems, Internat. J. Numer. Methods Engrg., 121 (2020), 3505-3528.
doi: 10.1002/nme.6368. |
[8] |
D. Breda, O. Diekmann, D. Liessi and F. Scarabel, Numerical bifurcation analysis of a class of nonlinear renewal equations, Electron. J. Qual. Theory Differ. Equ., 2016 (2016), Paper No. 65, 24 pp.
doi: 10.14232/ejqtde.2016.1.65. |
[9] |
D. Breda and D. Liessi,
Approximation of eigenvalues of evolution operators for linear renewal equations, SIAM J. Numer. Anal., 56 (2018), 1456-1481.
doi: 10.1137/17M1140534. |
[10] |
D. Breda and D. Liessi,
Approximation of eigenvalues of evolution operators for linear coupled renewal and retarded functional differential equations, Ric. Mat., 69 (2020), 457-481.
doi: 10.1007/s11587-020-00513-9. |
[11] |
D. Breda and D. Liessi,
Floquet theory and stability of periodic solutions of renewal equations, J. Dynam. Differential Equations, 33 (2021), 457-481.
doi: 10.1007/s10884-020-09826-7. |
[12] |
D. Breda, D. Liessi and R. Vermiglio, A practical guide to piecewise pseudospectral collocation for Floquet multipliers of delay equations in MATLAB, submitted. |
[13] |
D. Breda, S. Maset and R. Vermiglio,
Approximation of eigenvalues of evolution operators for linear retarded functional differential equations, SIAM J. Numer. Anal., 50 (2012), 1456-1483.
doi: 10.1137/100815505. |
[14] |
D. Breda, S. Maset and R. Vermiglio, Stability of Linear Delay Differential Equations: A Numerical Approach with MATLAB, SpringerBriefs Control Autom. Robot., Springer, New York, 2015.
doi: 10.1007/978-1-4939-2107-2. |
[15] |
A. M. Castelfranco and H. W. Stech,
Periodic solutions in a model of recurrent neural feedback, SIAM J. Appl. Math., 47 (1987), 573-588.
doi: 10.1137/0147039. |
[16] |
O. Diekmann, P. Getto and M. Gyllenberg,
Stability and bifurcation analysis of Volterra functional equations in the light of suns and stars, SIAM J. Math. Anal., 39 (2008), 1023-1069.
doi: 10.1137/060659211. |
[17] |
O. Diekmann, S. A. van Gils, S. M. Verduyn Lunel and H.-O. Walther, Delay Equations: Functional-, Complex- and Nonlinear Analysis, no. 110 in Appl. Math. Sci., Springer, New York, 1995.
doi: 10.1007/978-1-4612-4206-2. |
[18] |
O. Diekmann and S. M. Verduyn Lunel,
Twin semigroups and delay equations, J. Differential Equations, 286 (2021), 332-410.
doi: 10.1016/j.jde.2021.02.052. |
[19] |
E. J. Doedel, Lecture notes on numerical analysis of nonlinear equations, in Numerical Continuation Methods for Dynamical Systems: Path Following and Boundary Value Problems (eds. B. Krauskopf, H. M. Osinga and J. Galán-Vioque), no. 116 in Underst. Complex Syst., Springer, Dordrecht, 2007, 1–49.
doi: 10.1007/978-1-4020-6356-5. |
[20] |
K. Engelborghs, T. Luzyanina, K. J. in 't Hout and D. Roose,
Collocation methods for the computation of periodic solutions of delay differential equations, SIAM J. Sci. Comput., 22 (2001), 1593-1609.
doi: 10.1137/S1064827599363381. |
[21] |
K. Engelborghs, T. Luzyanina and D. Roose,
Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL, ACM Trans. Math. Softw., 28 (2002), 1-21.
doi: 10.1145/513001.513002. |
[22] |
J. K. Hale and S. M. Verduyn Lunel, Introduction to Functional Differential Equations, no. 99 in Appl. Math. Sci., Springer, New York, 1993.
doi: 10.1007/978-1-4612-4342-7. |
[23] |
D. Liessi, Pseudospectral Methods for the Stability of Periodic Solutions of Delay Models, PhD thesis, University of Udine, 2018. Available from: http://www.liessi.it/mathematics/phdthesis. |
[24] |
T. Luzyanina and K. Engelborghs,
Computing Floquet multipliers for functional differential equations, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 12 (2002), 2977-2989.
doi: 10.1142/S0218127402006291. |
[25] |
R. E. Plant,
A FitzHugh differential-difference equation modeling recurrent neural feedback, SIAM J. Appl. Math., 40 (1981), 150-162.
doi: 10.1137/0140012. |
[26] |
H. L. Royden and P. M. Fitzpatrick, Real Analysis, 4th edition, Prentice Hall, 2010. |
[27] |
J. Sieber, K. Engelborghs, T. Luzyanina, G. Samaey and D. Roose, DDE-BIFTOOLmanual: Bifurcation analysis of delay differential equations, arXiv: 1406.7144 [math.DS]. |
[28] |
H. Smith, An Introduction to Delay Differential Equations with Applications to the Life Sciences, Texts Appl. Math., Springer, New York, 2011.
doi: 10.1007/978-1-4419-7646-8. |
[29] |
L. N. Trefethen, Spectral Methods in MATLAB, Software Environ. Tools, Society for Industrial and Applied Mathematics, Philadelphia, 2000.
doi: 10.1137/1.9780898719598. |
[30] |
S. Yanchuk, S. Ruschel, J. Sieber and M. Wolfrum, Temporal dissipative solitons in time-delay feedback systems, Phys. Rev. Lett., 123 (2019), 053901, 6pp.
doi: 10.1103/PhysRevLett.123.053901. |












trivial multiplier | dominant nontrivial multiplier | ||||
r | DDE-BIFTOOL | DDE-BIFTOOL | |||
1.6 | 7.270×10-12 | 9.353×10-13 | 7.889×10-13 | 8.943×10-12 | |
2.3 | 4.463×10-10 | 2.444×10-10 | 1.243×10-13 | 6.597×10-12 | |
3 | 1.577×10-4 | 3.443×10-4 | 5.082×10-16 | 3.960×10-15 |
trivial multiplier | dominant nontrivial multiplier | ||||
r | DDE-BIFTOOL | DDE-BIFTOOL | |||
1.6 | 7.270×10-12 | 9.353×10-13 | 7.889×10-13 | 8.943×10-12 | |
2.3 | 4.463×10-10 | 2.444×10-10 | 1.243×10-13 | 6.597×10-12 | |
3 | 1.577×10-4 | 3.443×10-4 | 5.082×10-16 | 3.960×10-15 |
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