Border collision bifurcation curves and their classification in a family of 1D discontinuous maps

In this paper we consider a one-dimensional piecewise linear discontinuous map in canonical form, which may be used in several physical and engineering applications as well as to model some simple financial markets. We classify three different kinds of possible dynamic behaviors associated with the stable cycles. One regime (i) is the same existing in the continuous case and it is characterized by periodicity regions following the period increment by 1 rule. The second one (ii) is the regime characterized by periodicity regions of period increment higher than 1 (we shall see examples with 2 and 3), and by bistability. The third one (iii) is characterized by infinitely many periodicity regions of stable cycles, which follow the period adding structure, and multistability cannot exist. The analytical equations of the border collision bifurcation curves bounding the regions of existence of stable cycles are determined by using a new approach.

[1]  C. Mira,et al.  Chaotic Dynamics: From the One-Dimensional Endomorphism to the Two-Dimensional Diffeomorphism , 1987 .

[2]  Soumitro Banerjee,et al.  Robust Chaos , 1998, chao-dyn/9803001.

[3]  R. Day Irregular Growth Cycles , 2016 .

[4]  Leon O. Chua,et al.  BIFURCATIONS OF ATTRACTING CYCLES FROM TIME-DELAYED CHUA’S CIRCUIT , 1995 .

[5]  Michael Schanz,et al.  Calculation of bifurcation Curves by Map Replacement , 2010, Int. J. Bifurc. Chaos.

[6]  Laura Gardini,et al.  Degenerate bifurcations and Border Collisions in Piecewise Smooth 1D and 2D Maps , 2010, Int. J. Bifurc. Chaos.

[7]  Michael Schanz,et al.  The bandcount increment scenario. II. Interior structures , 2008, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[8]  Stephen John Hogan,et al.  Local Analysis of C-bifurcations in n-dimensional piecewise smooth dynamical systems , 1999 .

[9]  H. Dankowicz,et al.  On the origin and bifurcations of stick-slip oscillations , 2000 .

[10]  Laura Gardini,et al.  On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders , 2010 .

[11]  Character of the map for switched dynamical systems for observations on the switching manifold , 2008 .

[12]  Arne Nordmark,et al.  Non-periodic motion caused by grazing incidence in an impact oscillator , 1991 .

[13]  G. Verghese,et al.  Nonlinear phenomena in power electronics : attractors, bifurcations, chaos, and nonlinear control , 2001 .

[14]  Mario di Bernardo,et al.  C-bifurcations and period-adding in one-dimensional piecewise-smooth maps , 2003 .

[15]  Laura Gardini,et al.  Global Bifurcations in a Three-Dimensional Financial Model of Bull and Bear Interactions , 2010 .

[16]  Michael Schanz,et al.  Self-similarity of the bandcount adding structures: Calculation by map replacement , 2010 .

[17]  James A. Yorke,et al.  Border-collision bifurcations including “period two to period three” for piecewise smooth systems , 1992 .

[18]  Steven R. Bishop,et al.  Bifurcations in impact oscillations , 1994 .

[19]  Laura Gardini,et al.  The emergence of bull and bear dynamics in a nonlinear model of interacting markets. , 2009 .

[20]  Michael Schanz,et al.  On multi-parametric bifurcations in a scalar piecewise-linear map , 2006 .

[21]  Erik Mosekilde,et al.  Bifurcations and chaos in piecewise-smooth dynamical systems , 2003 .

[22]  James A. Yorke,et al.  BORDER-COLLISION BIFURCATIONS FOR PIECEWISE SMOOTH ONE-DIMENSIONAL MAPS , 1995 .

[23]  Volodymyr L. Maistrenko,et al.  On period-adding sequences of attracting cycles in piecewise linear maps , 1998 .

[24]  Tönu Puu,et al.  Business Cycle Dynamics : Models and Tools , 2006 .

[25]  J. Yorke,et al.  Bifurcations in one-dimensional piecewise smooth maps-theory and applications in switching circuits , 2000 .

[26]  Michael Schanz,et al.  Border-Collision bifurcations in 1D Piecewise-Linear Maps and Leonov's Approach , 2010, Int. J. Bifurc. Chaos.

[27]  Ekaterina Pavlovskaia,et al.  Experimental study of impact oscillator with one-sided elastic constraint , 2008, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[28]  George C. Verghese,et al.  Nonlinear Phenomena in Power Electronics , 2001 .

[29]  Michael Schanz,et al.  On the fully developed bandcount adding scenario , 2008 .

[30]  Leon O. Chua,et al.  Cycles of Chaotic Intervals in a Time-delayed Chua's Circuit , 1993, Chua's Circuit.

[31]  B. Hao,et al.  Elementary Symbolic Dynamics And Chaos In Dissipative Systems , 1989 .

[32]  Laura Gardini,et al.  Nonlinear Dynamics in Economics, Finance and Social Sciences , 2010 .

[33]  Michael Schanz,et al.  Coexistence of the Bandcount-Adding and Bandcount-Increment Scenarios , 2011 .

[34]  Michael Schanz,et al.  Multi-parametric bifurcations in a piecewise–linear discontinuous map , 2006 .

[35]  Michael Schanz,et al.  Codimension-three bifurcations: explanation of the complex one-, two-, and three-dimensional bifurcation structures in nonsmooth maps. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

[36]  Michael Schanz,et al.  The bandcount increment scenario. I. Basic structures , 2008, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[37]  Ott,et al.  Border-collision bifurcations: An explanation for observed bifurcation phenomena. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[38]  Michael Schanz,et al.  The bandcount increment scenario. III. Deformed structures , 2008, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[39]  Tönu Puu,et al.  Oligopoly Dynamics : Models and Tools , 2002 .

[40]  Richard H. Day,et al.  Complex economic dynamics , 1994 .