Computational dynamical systems analysis : Bogdanov-Takens points and an economic model

Autor: Al-Hdaibat, Bashir
Přispěvatelé: Govaerts, Willy, Kuznetsov, Yuri
Jazyk: angličtina
Rok vydání: 2015
Předmět:
Popis: The subject of this thesis is the bifurcation analysis of dynamical systems (ordinary differential equations and iterated maps). A primary aim is to study the branch of homoclinic solutions that emerges from a Bogdanov-Takens point. The problem of approximating such branch has been studied intensively but neither an exact solution was ever found nor a higher-order approximation has been obtained. We use the classical ``blow-up'' technique to reduce an appropriate normal form near a Bogdanov-Takens bifurcation in a generic smooth autonomous ordinary differential equations to a perturbed Hamiltonian system. With a regular perturbation method and a generalization of the Lindstedt-Poincare' perturbation method, we derive two explicit third-order corrections of the unperturbed homoclinic orbit and parameter value. We prove that both methods lead to the same homoclinic parameter value as the classical Melnikov technique and the branching method. We show that the regular perturbation method leads to a ``parasitic turn'' near the saddle point while the Lindstedt-Poincare' solution does not have this turn, making it more suitable for numerical implementation. To obtain the normal form on the center manifold, we apply the standard parameter dependent center manifold reduction combined with the normalization, using the Fredholm solvability of the homological equation. By systematically solving all linear systems appearing from the homological equation, we correct the parameter transformation existing in the literature. The generic homoclinic predictors are applied to explicitly compute the homoclinic solutions in the Gray-Scott kinetic model. The actual implementation of both predictors in the MATLAB continuation package MatCont and five numerical examples illustrating its efficiency are discussed. Besides, the thesis discusses the possibility to use the derived homoclinic predictor of generic ordinary differential equations to continue the branches of homoclinic tangencies in the Bogdanov-Takens map. The second part of this thesis is devoted to the application of bifurcation theory to analyze the dynamic and chaotic behaviors of a nonlinear economic model. The thesis studies the monopoly model with cubic price and quadratic marginal cost functions. We present fundamental corrections to the earlier studies of the model and a complete discussion of the existence of cycles of period 4. A numerical continuation method is used to compute branches of solutions of period 5, 10, 13 and 17 and to determine the stability regions of these solutions. General formulas for solutions of period 4 are derived analytically. We show that the solutions of period 4 are never linearly asymptotically stable. A nonlinear stability criterion is combined with basin of attraction analysis and simulation to determine the stability region of the 4-cycles. This corrects the erroneous linear stability analysis in previous studies of the model. The chaotic and periodic behavior of the monopoly model are further analyzed by computing the largest Lyapunov exponents, and this confirms the above mentioned results.
Databáze: OpenAIRE