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Slow-Fast Systems with an Equilibrium Near the Folded Slow Manifold

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Abstract

We study a slow-fast system with two slow and one fast variables. We assume that the slow manifold of the system possesses a fold and there is an equilibrium of the system in a small neighborhood of the fold. We derive a normal form for the system in a neighborhood of the pair “equilibrium-fold” and study the dynamics of the normal form. In particular, as the ratio of two time scales tends to zero we obtain an asymptotic formula for the Poincaré map and calculate the parameter values for the first period-doubling bifurcation. The theory is applied to a generalization of the FitzHugh – Nagumo system.

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ACKNOWLEDGMENTS

We are grateful to Prof. V. G. Gelfreikh for the introduction to this subject, the statement of the problem and fruitful discussions. We also thank anonymous referees for their criticisms, comments and suggestions.

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Correspondence to Natalia G. Gelfreikh or Alexey V. Ivanov.

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MSC2010

37C55, 37D25, 37B55, 37C60

APPENDIX

In this section we construct a sequence of changes of the space variables and time leading to the proof of Proposition 2.1.

Rescaling (2.1) implies \(\varepsilon\dot{x}=\mu^{2}X^{\prime}_{1},\ \dot{y}=\mu Y^{\prime}_{1},\ \dot{z}=\mu Z^{\prime}_{1},\) where the prime stands for the derivative with respect to the “semi-fast” time \(s\). We substitute (2.1) into (1.6) and use the Taylor formula for the right-hand side of (1.6) in a neighborhood of the point \((x,y,z;\delta)=(0,0,0;0)\). Then, taking (1.7) and (1.8) into account, we obtain

$$\displaystyle\begin{aligned} \displaystyle X^{\prime}_{1}&\displaystyle=F^{\prime}_{y}Y_{1}+F^{\prime}_{z}Z_{1}+\frac{1}{2}F^{\prime\prime}_{x^{2}}X_{1}^{2}+\mu\left[\sigma F^{\prime\prime}_{x\delta}X_{1}+F^{\prime\prime}_{xy}X_{1}Y_{1}+F^{\prime\prime}_{xz}X_{1}Z_{1}+\frac{1}{6}F^{\prime\prime\prime}_{x^{3}}X_{1}^{3}\right]\\ &\displaystyle\quad+\mu^{2}\left[\sigma F^{\prime\prime}_{y\delta}Y_{1}+\sigma F^{\prime\prime}_{z\delta}Z_{1}+\frac{1}{2}F^{\prime\prime}_{y^{2}}Y_{1}^{2}+\frac{1}{2}F^{\prime\prime}_{z^{2}}Z_{1}^{2}+F^{\prime\prime}_{yz}Y_{1}Z_{1}\right.\\ &\displaystyle\quad+\left.X_{1}^{2}\left(\frac{1}{2}\sigma F^{\prime\prime\prime}_{x^{2}\delta}+\frac{1}{2}F^{\prime\prime\prime}_{x^{2}y}Y_{1}+\frac{1}{2}F^{\prime\prime\prime}_{x^{2}z}Z_{1}\right)+\frac{1}{24}F^{(4)}_{x^{4}}X_{1}^{4}\right]+O(\mu^{3}),\\ \displaystyle Y^{\prime}_{1}&\displaystyle=G^{\prime}_{1x}X_{1}+\mu\left[G^{\prime}_{1y}Y_{1}+G^{\prime}_{1z}Z_{1}+\frac{1}{2}G^{\prime\prime}_{1x^{2}}X_{1}^{2}\right]\\ &\displaystyle\quad+\mu^{2}\left[X_{1}\left(\sigma G^{\prime\prime}_{1x\delta}+G^{\prime\prime}_{1xy}Y_{1}+G^{\prime\prime}_{1xz}Z_{1}\right)+\frac{1}{6}G^{\prime\prime\prime}_{1x^{3}}X_{1}^{3}\right]+O(\mu^{3}),\\ \displaystyle Z^{\prime}_{1}&\displaystyle=G^{\prime}_{2x}X_{1}+\mu\left[G^{\prime}_{2y}Y_{1}+G^{\prime}_{2z}Z_{1}+\frac{1}{2}G^{\prime\prime}_{2x^{2}}X_{1}^{2}\right]\\ &\displaystyle\quad+\mu^{2}\left[X_{1}\left(\sigma G^{\prime\prime}_{2x\delta}+G^{\prime\prime}_{2xy}Y_{1}+G^{\prime\prime}_{2xz}Z_{1}\right)+\frac{1}{6}G^{\prime\prime\prime}_{2x^{3}}X_{1}^{3}\right]+O(\mu^{3}).\end{aligned}$$
(A.1)
Here and below in this section all derivatives of the functions \(F\), \(G_{1}\) and \(G_{2}\) are evaluated at the point \((x,y,z;\delta)=(0,0,0;0)\).

For \(\mu=0\) the system takes the form

$$\displaystyle\begin{aligned} \displaystyle X^{\prime}_{1}&\displaystyle=F^{\prime}_{y}Y_{1}+F^{\prime}_{z}Z_{1}+\frac{1}{2}F^{\prime\prime}_{x^{2}}X_{1}^{2},\\ \displaystyle Y^{\prime}_{1}&\displaystyle=G^{\prime}_{1x}X_{1},\\ \displaystyle Z^{\prime}_{1}&\displaystyle=G^{\prime}_{2x}X_{1}.\end{aligned}$$
Denoting
$$D=F^{\prime}_{y}G_{1x}^{\prime}+F^{\prime}_{z}G_{2x}^{\prime},$$
(A.2)
condition (1.9) takes the form
$$D<0.$$
(A.3)

Note that for \(\mu=0\) the system (A.1) has an obvious integral:

$$-G_{2x}^{\prime}Y_{1}+G_{1x}^{\prime}Z_{1}.$$
Then, taking this into account, we introduce new variables \((X_{2},Y_{2},Z_{2})\) by
$$X_{2}=X_{1},\qquad Y_{2}=F^{\prime}_{y}Y_{1}+F^{\prime}_{z}Z_{1},\qquad Z_{2}=-G_{2x}^{\prime}Y_{1}+G_{1x}^{\prime}Z_{1}.$$
Due to (A.3) the inverse change of variables is well-defined:
$$X_{1}=X_{2},\qquad Y_{1}=\frac{1}{D}(G_{1x}^{\prime}Y_{2}-F^{\prime}_{z}Z_{2}),\qquad Z_{1}=\frac{1}{D}(G_{2x}^{\prime}Y_{2}+F^{\prime}_{y}Z_{2})\vspace{-1mm}$$
and the system (A.1) can be rewritten as
$$\displaystyle\begin{aligned} \displaystyle X^{\prime}_{2}&\displaystyle=Y_{2}+\frac{1}{2}F^{\prime\prime}_{x^{2}}X_{2}^{2}+\mu\left\{X_{2}\left[\gamma_{0}^{(2)}+\gamma_{1}^{(2)}Y_{2}+\gamma_{2}^{(2)}Z_{2}\right]+\gamma_{3}^{(2)}X_{2}^{3}\right\}\\ &\displaystyle\quad+\mu^{2}\biggl{\{}\gamma_{4}^{(2)}Y_{2}+\gamma_{5}^{(2)}Z_{2}+\gamma_{6}^{(2)}Y_{2}^{2}+\gamma_{7}^{(2)}Z_{2}^{2}+\gamma_{8}^{(2)}Y_{2}Z_{2}\\ &\displaystyle\quad+X_{2}^{2}\left[\gamma_{9}^{(2)}+\gamma_{10}^{(2)}Y_{2}+\gamma_{11}^{(2)}Z_{2}\right]+\gamma_{12}^{(2)}X_{2}^{4}\biggr{\}}+O(\mu^{3}),\\ \displaystyle Y^{\prime}_{2}&\displaystyle=DX_{2}+\mu\left(\alpha_{1}^{(2)}Y_{2}+\alpha_{2}^{(2)}Z_{2}+\alpha_{3}^{(2)}X_{2}^{2}\right)\\ &\displaystyle\quad+\mu^{2}\left\{X_{2}\left[\alpha_{4}^{(2)}+\alpha_{5}^{(2)}Y_{2}+\alpha_{6}^{(2)}Z_{2}\right]+\alpha_{7}^{(2)}X_{2}^{3}\right\}+O(\mu^{3}),\\ \displaystyle Z^{\prime}_{2}&\displaystyle=\mu\left[\beta_{1}^{(2)}Y_{2}+\beta_{2}^{(2)}Z_{2}+\beta_{3}^{(2)}X_{2}^{2}\right]+\mu^{2}\left\{X_{2}\left[\beta_{4}^{(2)}+\beta_{5}^{(2)}Y_{2}+\beta_{6}^{(2)}Z_{2}\right]+\beta_{7}^{(2)}X_{2}^{3}\right\}+O(\mu^{3}),\end{aligned}$$
(A.4)
where
$$\displaystyle\gamma_{0}^{(2)}=\sigma F^{\prime\prime}_{x\delta},\quad\gamma_{1}^{(2)}=\frac{1}{D}\left(F^{\prime\prime}_{xy}G^{\prime}_{1x}+F^{\prime\prime}_{xz}G^{\prime}_{2x}\right),\quad\gamma_{2}^{(2)}=\frac{1}{D}\left(F^{\prime\prime}_{xz}F^{\prime}_{y}-F^{\prime\prime}_{xy}F^{\prime}_{z}\right),\quad\gamma_{3}^{(2)}=\frac{1}{6}F^{\prime\prime\prime}_{x^{3}},$$
$$\displaystyle\begin{aligned} \displaystyle\alpha_{1}^{(2)}&\displaystyle=\frac{1}{D}(F^{\prime}_{y}G^{\prime}_{1x}G^{\prime}_{1y}+F^{\prime}_{y}G^{\prime}_{1z}G^{\prime}_{2x}+F^{\prime}_{z}G^{\prime}_{1x}G^{\prime}_{2y}+F^{\prime}_{z}G^{\prime}_{2x}G^{\prime}_{2z}),\\ \displaystyle\alpha_{2}^{(2)}&\displaystyle=\frac{1}{D}(F^{\prime 2}_{y}G^{\prime}_{1z}-F^{\prime 2}_{z}G^{\prime}_{2y}+F^{\prime}_{y}F^{\prime}_{z}G^{\prime}_{2z}-F^{\prime}_{y}F^{\prime}_{z}G^{\prime}_{1y}),\quad\alpha_{3}^{(2)}=\frac{1}{2}(F^{\prime}_{y}G^{\prime\prime}_{1x^{2}}+F^{\prime}_{z}G^{\prime\prime}_{2x^{2}}),\\ \displaystyle\beta_{1}^{(2)}&\displaystyle=\frac{1}{D}(G^{\prime 2}_{1x}G^{\prime}_{2y}-G^{\prime}_{1x}G^{\prime}_{2x}G^{\prime}_{1y}+G^{\prime}_{1x}G^{\prime}_{2x}G^{\prime}_{2z}-G^{\prime 2}_{2x}G^{\prime}_{1z}),\\ \displaystyle\beta_{2}^{(2)}&\displaystyle=\frac{1}{D}(-F^{\prime}_{z}G^{\prime}_{1x}G^{\prime}_{2y}+F^{\prime}_{z}G^{\prime}_{2x}G^{\prime}_{1y}+F^{\prime}_{y}G^{\prime}_{1x}G^{\prime}_{2z}-F^{\prime}_{y}G^{\prime}_{2x}G^{\prime}_{1z}),\\ \displaystyle\beta_{3}^{(2)}&\displaystyle=\frac{1}{2}(G^{\prime}_{1x}G^{\prime\prime}_{2x^{2}}-G^{\prime}_{2x}G^{\prime\prime}_{1x^{2}}). \end{aligned}$$
(A.5)
We do not write any formulae for the coefficients of terms of order \(\mu^{2}\) (i. e., \(\gamma^{(2)}_{i}\), \(\alpha^{(2)}_{i}\), \(\beta^{(2)}_{i}\) with \(i\geqslant 4\)) since they do not appear in the main result of this paper.

In the system (A.4) the variable \(Z_{2}\) is slow and the leading term of the right-hand side in the first equation does not contain \(Z_{2}\).

The next change of variables is aimed at simplifying the leading term of the right-hand side in (A.4). Using the scaling

$$X_{2}=kX_{3},\quad Y_{2}=mY_{3},\quad Z_{2}=Z_{3},\quad s=n\tau,$$
we represent (A.4) as
$$\displaystyle\begin{aligned} \displaystyle X^{\prime}_{3}&\displaystyle=\frac{nm}{k}Y_{3}+\frac{1}{2}F^{\prime\prime}_{x^{2}}knX_{3}^{2}+O(\mu),\\ \displaystyle Y^{\prime}_{3}&\displaystyle=D\frac{kn}{m}X_{3}+O(\mu),\\ \displaystyle Z^{\prime}_{3}&\displaystyle=O(\mu). \end{aligned}$$
We fix the factors \(m\), \(k\) and \(n\) such that
$$m=\frac{D}{F^{\prime\prime}_{x^{2}}},\quad k=\frac{\sqrt{-2D}}{F^{\prime\prime}_{x^{2}}},\quad n=\sqrt{\frac{2}{-D}}.$$
Then the leading term of (A.4) is simplified to
$$\displaystyle X^{\prime}_{3}=X_{3}^{2}-Y_{3},$$
$$\displaystyle Y^{\prime}_{3}=2X_{3},$$
$$\displaystyle Z^{\prime}_{3}=0.$$
Here the prime stands for the derivative with respect to \(\tau\). And the whole system (A.4) takes the form
$$\displaystyle\begin{aligned} \displaystyle X^{\prime}_{3}&\displaystyle=X_{3}^{2}-Y_{3}+\mu\left(X_{3}(\gamma_{0}^{(3)}+\gamma_{1}^{(3)}Y_{3}+\gamma_{2}^{(3)}Z_{3})+\gamma_{3}^{(3)}X_{3}^{3}\right)\\ &\displaystyle\quad+\mu^{2}\biggl{\{}\gamma_{4}^{(3)}Y_{3}+\gamma_{5}^{(3)}Z_{3}+\gamma_{6}^{(3)}Y_{3}^{2}+\gamma_{7}^{(3)}Z_{3}^{2}+\gamma_{8}^{(3)}Y_{3}Z_{3}\\ &\displaystyle\quad+X_{3}^{2}\left[\gamma_{9}^{(3)}+\gamma_{10}^{(3)}Y_{3}+\gamma_{11}^{(3)}Z_{3}\right]+\gamma_{12}^{(3)}X_{3}^{4}\biggr{\}}+O(\mu^{3}),\\ \displaystyle Y^{\prime}_{3}&\displaystyle=2X_{3}+\mu(\alpha_{1}^{(3)}Y_{3}+\alpha_{2}^{(3)}Z_{3}+\alpha_{3}^{(3)}X_{3}^{2})\\ &\displaystyle\quad+\mu^{2}(X_{3}(\alpha_{4}^{(3)}+\alpha_{5}^{(3)}Y_{3}+\alpha_{6}^{(3)}Z_{3})+\alpha_{7}^{(3)}X_{3}^{3})+O(\mu^{3}),\\ \displaystyle Z^{\prime}_{3}&\displaystyle=\mu\left(\beta_{1}^{(3)}Y_{3}+\beta_{2}^{(3)}Z_{3}+\beta_{3}^{(3)}X_{3}^{2}\right)\\ &\displaystyle\quad+\mu^{2}(X_{3}(\beta_{4}^{(3)}+\beta_{5}^{(3)}Y_{3}+\beta_{6}^{(3)}Z_{3})+\beta_{7}^{(3)}X_{3}^{3})+O(\mu^{3}), \end{aligned}$$
(A.6)
where
$$\begin{gathered}\displaystyle\gamma_{0}^{(3)}=\sqrt{\frac{2}{-D}}\gamma_{0}^{(2)},\quad\gamma_{1}^{(3)}=-\frac{\sqrt{-2D}}{F^{\prime\prime}_{x^{2}}}\gamma_{1}^{(2)},\quad\gamma_{2}^{(3)}=\sqrt{\frac{2}{-D}}\gamma_{2}^{(2)},\quad\gamma_{3}^{(3)}=\frac{2\sqrt{-2D}}{F^{\prime\prime 2}_{x^{2}}}\gamma_{3}^{(2)},\\ \displaystyle\alpha_{1}^{(3)}=\sqrt{\frac{2}{-D}}\alpha_{1}^{(2)},\quad\alpha_{2}^{(3)}=\sqrt{\frac{2}{-D}}\frac{F^{\prime\prime}_{x^{2}}}{D}\alpha_{2}^{(2)},\quad\alpha_{3}^{(3)}=-\frac{2\sqrt{2}}{F^{\prime\prime}_{x^{2}}\sqrt{-D}}\alpha_{3}^{(2)},\\ \displaystyle\beta_{1}^{(3)}=-\frac{\sqrt{-2D}}{F^{\prime\prime}_{x^{2}}}\beta_{1}^{(2)},\quad\beta_{2}^{(3)}=\sqrt{\frac{2}{-D}}\beta_{2}^{(2)},\quad\beta_{3}^{(3)}=\frac{2\sqrt{-2D}}{F^{\prime\prime 2}_{x^{2}}}\beta_{3}^{(2)}.\end{gathered}$$
(A.7)
The final change of variables is aimed at excluding as many coefficients \(\alpha_{i},\beta_{i},\gamma_{i}\) as possible. One may remark that Eqs. (A.6) truncated (after removing terms of order \(O(\mu^{3})\)), and in fact already (A.1), possess a symmetry. Namely, they are invariant under the transformation
$$(X_{3},\tau,\mu)\mapsto(-X_{3},-\tau,-\mu).$$
(A.8)
The origin of this symmetry is the scaling (2.1). Moreover, if one substitutes (2.1) into (1.6) and expands the right-hand side of (1.6) in a neighborhood of the point \((x,y,z;\delta)=(0,0,0;0)\) up to terms of order \(O(\mu^{N})\) (for arbitrary \(N\in\mathbb{N}\)), then the truncated system (obtained by omitting the terms \(O(\mu^{N})\)) will also be invariant under (A.8). It was mentioned above that this inner symmetry simplifies the study of the Poincaré map. Thus, our purpose is not only to exclude a number of coefficients and keep the leading term, but also to preserve this symmetry.

For this reason we consider the following near-identity change of variables:

$$\left(\begin{array}[]{c}X_{3}\\ Y_{3}\\ Z_{3}\end{array}\right)=(I+\mu A+\mu^{2}B)\left(\begin{array}[]{c}\xi\\ \eta\\ \zeta\end{array}\right),$$
(A.9)
where
$$A=\left(\begin{array}[]{ccc}0&B_{1}&C_{1}\\ A_{2}&0&0\\ A_{3}&0&0\end{array}\right),\qquad B=\left(\begin{array}[]{ccc}a_{1}&0&0\\ 0&b_{2}&c_{2}\\ 0&b_{3}&c_{3}\end{array}\right).$$
Inverting (A.9) yields
$$\left(\begin{array}[]{c}\xi\\ \eta\\ \zeta\end{array}\right)=(I-\mu A+\mu^{2}(A^{2}-B))\left(\begin{array}[]{c}X_{3}\\ Y_{3}\\ Z_{3}\end{array}\right)+O(\mu^{3}).$$
(A.10)

In order to simplify the first-order terms, we choose

$$B_{1}=-\frac{1}{2}\gamma_{1}^{(3)},\ C_{1}=-\frac{1}{2}\gamma_{2}^{(3)},\ A_{2}=\alpha_{3}^{(3)},\ A_{3}=\beta_{3}^{(3)}.$$
Then by an appropriate choice of \(a_{1}\), \(b_{2}\), \(b_{3}\) and \(c_{2}\) we remove four coefficients of order \(\mu^{2}\) and obtain the following system:
$$\displaystyle\begin{aligned} \displaystyle\xi^{\prime}&\displaystyle=\xi^{2}-\eta+\mu f_{1}+\mu^{2}g_{1}+O(\mu^{3}),\\ \displaystyle\eta^{\prime}&\displaystyle=2\xi+\mu f_{2}+\mu^{2}g_{2}+O(\mu^{3}),\\ \displaystyle\zeta^{\prime}&\displaystyle=\mu f_{3}+\mu^{2}g_{3}+O(\mu^{3}), \end{aligned}$$
where
$$\displaystyle\begin{aligned} \displaystyle f_{1}&\displaystyle=\gamma_{0}\xi+\gamma\xi^{3},\\ \displaystyle g_{1}&\displaystyle=\gamma_{1}\eta+\gamma_{2}\eta^{2}+\gamma_{3}\zeta^{2}+\gamma_{4}\eta\zeta+\xi^{2}(\gamma_{5}\eta+\gamma_{6}\zeta)+\gamma_{7}\xi^{4},\\ \displaystyle f_{2}&\displaystyle=\alpha_{1}\eta+\alpha_{2}\zeta,\\ \displaystyle g_{2}&\displaystyle=\xi(\alpha_{3}\eta+\alpha_{4}\zeta)+\alpha_{5}\xi^{3},\\ \displaystyle f_{3}&\displaystyle=\beta_{1}\eta+\beta_{2}\zeta,\\ \displaystyle g_{3}&\displaystyle=\xi(\beta_{3}\eta+\beta_{4}\zeta)+\beta_{5}\xi^{3} \end{aligned}$$
and
$$\begin{gathered}\displaystyle\gamma_{0}=\gamma_{0}^{(3)}+\gamma_{1}^{(3)}-\alpha_{3}^{(3)},\qquad\gamma=\gamma_{3}^{(3)},\\ \displaystyle\alpha_{1}=\alpha_{1}^{(3)}+\alpha_{3}^{(3)}-\gamma_{1}^{(3)},\quad\alpha_{2}=\alpha_{2}^{(3)}-\gamma_{2}^{(3)},\quad\beta_{1}=\beta_{1}^{(3)}+\beta_{3}^{(3)},\quad\beta_{2}=\beta_{2}^{(3)}.\end{gathered}$$
(A.11)
This finishes the proof of Proposition 1.

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Gelfreikh, N.G., Ivanov, A.V. Slow-Fast Systems with an Equilibrium Near the Folded Slow Manifold. Regul. Chaot. Dyn. 29, 376–403 (2024). https://doi.org/10.1134/S156035472354002X

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