Xppaut Roscoff

Introduction to XPPAUT
Mathieu Desroches
mathieu.desroches@inria.fr
Session A3: Mathematics for oscillations
24-25 July
Introduction to XPPAUT
XPP- -AUT
...
Part I
(short) Introduction to
! (parametrised families of) ODEs
! their Bifurcations
! direct simulation of ODEs
! numerical continuation study
Part I
Part I
Part I
Part I
ODEs: variables, parameters, set of 1st order equations, ...
Equilibria: set the Right-Hand-Side (RHS) to 0
Stability: linearise and compute eig. of Jac. matrix. Different

topological type: (un)stable focus, (un)stable node, saddle ...
Bifurcations: change a parameter and the type of the solution

changes (from eq. to periodic, from periodic to quasi-
per., ...) ... structural stability is lost at bifurcation point.
Example of (local) bifurcations:

Theory
eq. 2 eq. : fold (LP), pitchfork (BP), transcritical (BP)
eq. 2 per. : Hopf (HB)
per. 2 per. : fold of periodic orbits, period-doubling, torus



Theory



Theory



Theory



Theory

Starting with 1D systems
x (state) variables
parameters
x = f(x, )

x (state) variables
parameters
x = f(x, )
Equilibria: nd all such that f( , )=0 x x
( is xed!)

x (state) variables
parameters
Stability: sign of f ( ) x
x = f(x, )
( is xed!)

x (state) variables
parameters
Stability: sign of f ( ) x
f ( )<0: is stable
f ( )>0: is unstable
x x
x x
x = f(x, )
( is xed!)
1D systems ... lets vary !

Nothing changes in terms of behaviour:

! structural stability
Nothing changes in terms of behaviour:

! structural stability
Sudden change of stability when one varies !:

! bifurcation
Example 1: transcritical bifurcation
x = x( x)
ODE :
" Equilibria :
x = 0, x =
x = x( x)
ODE :
" Equilibria :
x = 0, x =
" Stability :
f
0
(x) = 2x
x = x( x)
ODE :
" Equilibria :
x = 0, x =
" Stability :
f
0
(x) = 2x
f
0
(0) = , f
0
() =

x = x( x)
ODE :
" Equilibria :
x = 0, x =
" Stability :
f
0
(x) = 2x
f
0
(0) = , f
0
() =

SO 1) it depends on !
x = x( x)
ODE :
" Equilibria :
x = 0, x =
" Stability :
f
0
(x) = 2x
f
0
(0) = , f
0
() =

SO 1) it depends on !
2) always opposite stability BUT at 0!
x = x( x)
ODE :
Bifurcation diagram
Bifurcation diagram
! = -0.6 < 0 x=! is unstable & x=0 is stable
Bifurcation diagram
! = 0.4 > 0 x=! is stable & x=0 is unstable

Bifurcation diagram
! = 0 one eq. point, half stable, half unstable

Bifurcation diagram

! Transcritical bifurcation point
Example 2: fold bifurcation
ODE : x = x
2
ODE :
" Equilibria :
x = x
2
ODE :
" Equilibria :
x =
when > 0
x = x
2
ODE :
" Equilibria :
x =
when > 0
x = 0 when = 0
x = x
2
ODE :
" Equilibria :
x =
when > 0
x = 0 when = 0
when < 0 no equilibrium
x = x
2
ODE :
" Equilibria :
x =
when > 0
x = 0 when = 0
x = x
2
" Stability : f
0
(x) = 2x
ODE :
" Equilibria :
SO 1) it depends on !>0
x =
when > 0
x = 0 when = 0
x = x
2
" Stability : f
0
(x) = 2x
ODE :
" Equilibria :
SO 1) it depends on !>0
2) always opposite stability BUT at 0!
x =
when > 0
x = 0 when = 0
x = x
2
" Stability : f
0
(x) = 2x
Bifurcation diagram
x = x
2
Bifurcation diagram
! = -0.5 < 0 no equilibrium point!
x = x
2
Bifurcation diagram
! = 0.3 > 0 x="! is stable & x=-"! is unstable
x = x
2
Bifurcation diagram
x = x
2
Bifurcation diagram
! Fold bifurcation point
x = x
2
IF there is an equilibrium point, it is either stable or unstable
stable equilibrium: the system converges towards it as t#+#
unstable equilibrium: the system converges towards it as t#-#

Summary: 1D systems ...




However
The system is still nonlinear, so an exact
solution is unlikely to exist!
Same for equilibria!

However
The system is still nonlinear, so an exact
solution is unlikely to exist!
Same for equilibria!
$ Need to be able to simulate the system ...
Numerical simulation of ODEs
x = f(x, )
(1)
x = f(x, )
(1)
Idea
$ discretise time :
$ march in time :
Compute numerically approximate sol. to (1)?
x(t
0
) = x
0
x(t
1
) = ...?
t
0
t
1
= t
0
+ h, h = dt
x = f(x, )
(1)
Idea
$ discretise time :
$ march in time :
Compute numerically approximate sol. to (1)?
x(t
0
) = x
0
x(t
1
) = ...?
t
0
t
1
= t
0
+ h, h = dt
Example 1: Euler scheme
$ Error:
uses the slope of f(x(t0)) at x(t0)
to approximate x(t1)
(Taylor)
x(t
1
) x(t
0
) + f(x(t
0
), )h
O(h
2
)
x = f(x, )
(1)
Example 1: Euler scheme
$ Error:
uses the slope of f(x(t0)) at x(t0)
to approximate x(t1)
(Taylor)
x(t
1
) x(t
0
) + f(x(t
0
), )h
O(h
2
)
Example 2: 2nd order Runge-Kutta scheme
$ Error: (Taylor) O(h
3
)
takes a half Euler step to the point (t0+0.5h, x(t0)+0.5k )
[see gure next]
1
x = f(x, )
(1)
x
x
x
x
x
x
2D systems ... (nD, n>2)
vector of (state) variables
vector of parameters
x
x = f (x, )
x
x = f (x, )
Equilibria: nd all such that f( , )=0
x
is xed!)
x
x = f (x, )
Stability: Jacobian matrix
J =
f
i
x
j

x
is xed!)
x
x = f (x, )
Stability: Jacobian matrix
J =
f
i
x
j
! stability depends on the eigenvalues of J

x
is xed!)
2D systems : nullclines
x = f(x, y, )
y = g(x, y, )
x = f(x, y, )
y = g(x, y, )
Equilibria:
(x !=! )
0
f(x
, y
,
0
) = 0 & g(x
, y
,
0
) = 0
x = f(x, y, )
y = g(x, y, )
Equilibria:
(x !=! )
0
f(x
, y
,
0
) = 0 & g(x
, y
,
0
) = 0
! Geometrically:
{f(x, y,
0
) = 0}{g(x, y,
0
) = 0}
(example) FitzHugh-Nagumo
v = v v
3
/3 w + I
y = (v + a bw)
I = 1.5
= 0.08
a = 0.7
b = 0.8
v = v v
3
/3 w + I
y = (v + a bw)
I = 1.5
= 0.08
a = 0.7
b = 0.8
! f is cubic
! g is linear
v = v v
3
/3 w + I
y = (v + a bw)
I = 1.5
= 0.08
a = 0.7
b = 0.8
! f is cubic
! g is linear
v = v v
3
/3 w + I
y = (v + a bw)
I = 1.5
= 0.08
a = 0.7
b = 0.8
1 eq.
! f is cubic
! g is linear
v = v v
3
/3 w + I
y = (v + a bw)
= 0.08
a = 0.7
I = 0.4
b = 1.8
! f is cubic
! g is linear
v = v v
3
/3 w + I
y = (v + a bw)
= 0.08
a = 0.7
I = 0.4
b = 1.8
3 eq.
! f is cubic
! g is linear
Linear approximation: 2D case
source
sink
nodal sink nodal source hyperbolic centre
Re
Im
source
sink
- nonlinear dynamics -
Re
Im
source
sink
focus
Re
Im
source
sink
focus node
Re
Im
source
sink
focus node
saddle
Re
Im
source
sink
focus node
saddle
(un)stable eigenspaces
Re
Im
source
sink
focus node
saddle
(un)stable eigenspaces
! nonlinear equivalent: (un)stable manifolds
W
s,u
Re
Im
Linear systems: stability
Ref.: [Jordan & Smith, 4th ed., Oxford Uni. Press, 2007]
Bifurcations
Transcritical, fold, ... : similar to 1D systems

Bifurcations

1D : Bifurcation when f (x) goes through 0
2D : Bifurcation when an eigenvalue goes through 0
Bifurcations
Truly 2D effect : oscillatory dynamics

(complex eigenvalues)
Bifurcations

1 - Damped nonlin. oscillations: focus eq.
2 - Sustained nonlin. oscillations: limit cycle
Bifurcations

1 - Damped nonlin. oscillations: focus eq.
2 - Sustained nonlin. oscillations: limit cycle
Transition 1-2 : Hopf bifurcations
stable focus
Hopf bifurcation
2D system : possibility for complex eig.
C
Re
Im
stable focus
unstable focus
Hopf bifurcation
C
Re
Im
stable focus

unstable focus
unstable focus
Hopf bifurcation
C
Re
Im
! focus eq. destabilises when eigenvalues cross Im
stable focus

unstable focus
unstable focus
Hopf bifurcation
C
Re
Im
! focus eq. destabilises when eigenvalues cross Im
stable focus

unstable focus
a stable
limit cycle
is created!
Hopf : bifurcation diagram
Measure of
the solution
H
Measure of
the solution
H
Before : stable equilibrium
Measure of
the solution
H
After : unstable equilibrium
Measure of
the solution
H
After : stable limit cycle
Measure of
the solution
H
Represented
in this diagram by
max. and min. values
Measure of
the solution
H
Represented
in this diagram by
max. and min. values
From stationary to periodic when varying !!
- 3D visualisation -
x
y
Transient dynamics
Long-term dynamics (attractors)

Goal is to compute families (branches) of solutions of

nonlinear equations of the form:
F(x) = 0, F : R
n+1
R
n
! under-determined system (one more unknowns than equations)
! away from singularities, solution set = 1-dim. manifold
embedded in (n+1)-dim. space
Numerical continuation : idea

F(x) = 0, F : R
n+1
R
n
! stationary problems (search for equilibria)
! Boundary Value Problems (BVP), including periodic orbits
Many problems can be put in this form
In particular, discretisation of parameterised ODEs:

This will rely on the application of the Implicit Function Theorem !
x = F(x, )
Numerical continuation : idea
Parameter continuation
Suppose we have one solution to the problem and wish to vary

one component to nd a new solution ...
In the I.F.T. holds at this point, then locally there is a branch

of solutions parameterised by $: (x($), $).
F(x
0
) = 0, x
0
= (x
0
,
0
) R
n
R
Small change in the parameter $ new point that is not a

solution of the problem but close to one!
x
#
1
= (x
0
,
0
+ s),
F(x
#
1
) 6= 0,
F(x
#
1
) 1
SO initial guess for the new solution is
New solution computed to a desired accuracy by using Newtons method

on the augmented problem
Note: additional equation is to ensure unique solution for Newtons

method
x
#
1
= (x
0
,
0
+ s)
F(x) = 0,
(
0
+ ) = 0
Parameter continuation
Tangent continuation
Improvement of the method: use higher order initial guess

such as the tangent to the curve
New solution computed with Newtons method on the same

augmented problem
x
1
F(x) = 0,
(
0
+ ) = 0
Problem at a fold !!
Kellers pseudo-arclength continuation
Problem at a fold: the parameter chosen to do the

continuation cannot parameterise the solution curve
Solution: parameterise by something that do not have this problem

!Arclength s along the curve !
The problem to be solved becomes

F(x) = 0,
(
0
)
0
+ (x x
0
) x
0
s = 0
Arclength measured along the tangent space !
Periodic orbit continuation
We look for periodic solutions of the problem :

! We seek for solutions of period 1 i.e. such that :
x = F(x(t), )
x
0
= TF(x(t), )
x(1) = x(0)
! The true period T is now an additional parameter
Note: the above equations do not uniquely specify x and T ...

... translation invariance !
! Necessity of a Phase condition
Example: Poincar orthogonality condition
In practice: Integral phase condition

Z
1
0
x
k
(t)
x
0
k1
dt = 0
(x
k
(0) x
k1
(0))
x
0
k1
(0)) = 0
Fix the interval of periodicity by the transformation t # t/T

such that :
We look for periodic solutions of the problem :

! We seek for solutions of period 1 i.e. such that :
x = F(x(t), )
x
0
= TF(x(t), )
x(1) = x(0)
! The true period T is now an additional parameter
Note: the above equations do not uniquely specify x and T ...

... translation invariance !
! Necessity of a Phase condition
Example: Poincar orthogonality condition
In practice: Integral phase condition

Z
1
0
x
k
(t)
x
0
k1
dt = 0
(x
k
(0) x
k1
(0))
x
0
k1
(0)) = 0
Fix the interval of periodicity by the transformation t # t/T

such that :
... we then solve a large G(X) = 0 augmented by the

arclength-continuation equation:
Discretisation of the periodic orbits: using orthogonal

collocation (piecewise polynomials on mesh intervals)
! Solve exactly at mesh points (boundaries of mesh intervals)
Z
1
0
(x
k
(t) x
k1
(t))
x
k1
dt + (T
k
T
k1
)

T
k1
+(
k
k1
)
k1
s = 0
! Inside mesh intervals: well-chosen collocation points (good
convergence properties)
Well-posedness: n+1 unknowns (n components of x and period T)

for n+1 conditions ( periodicity + phase)
! varying 1 parameter will give a 1-parameter family of per. orbits
Part II: XPPAUT
- main features & capabilities -
Equation file: FitzHugh-Nagumo
Differential Equations
Parameters: initialisation
State variables: initial conditions
Numerical accuracy
one simple example: the FitzHugh-Nagumo equation ... lets

learn how to use XPP on this example!
Equation le: equations, parameters, initialisation, numerical

accuracy, ...
launch it, run it ...
accuracy: choose the scheme, set the time step, the

integration time, the tolerances, ...
change: initial conditions, parameter(s) (sweep)
equilibria: can integrate until transient has passed & get

approx. of equilibria / alternatively, use the in-built routine to
nd eq. & assess stability & approximation of (un)stable mds
par. dependence: move par. & nd ass. eq. manually ... nd

interesting transitions like eq 2 per i.e. one has gone through
a Hopf bifurcation! ... Can do that more systematically!!
XPP-part


accuracy, ...



XPP-part


accuracy, ...



XPP-part


accuracy, ...



XPP-part


accuracy, ...



XPP-part


accuracy, ...



XPP-part


accuracy, ...



XPP-part


accuracy, ...



XPP-part
Lets launch it and try!
Were now going to learn XPP
with the FitzHugh-Nagumo
equation ...
initialise: grab an equilibrium point
launch AUTO: start the continuator ...
set up: accuracy, problem type, cont. par., ...
compute: 1-par. family of equilibria (branch)
detect: possible bif. like fold (LP) or Hopf (HB) ...
branch-switch at HB: extend the problem to compute the

emanating family of periodic orbits ...
AUT-part
initialise: grab an equilibrium point
launch AUTO: start the continuator ...
set up: accuracy, problem type, cont. par., ...
compute: 1-par. family of equilibria (branch)
detect: possible bif. like fold (LP) or Hopf (HB) ...
branch-switch at HB: extend the problem to compute the

emanating family of periodic orbits ...
AUT-part
AUTO
! !"# $ $"# %
%
$
!
$
%
I
v
HB
HB
stable
unstable
stable
max(v)
min(v)
FHN: 1-par. continuation results
b=0.8
! !"#$ !"$ !"%$ &
#
&
!
&
#
b=1.8
I
v
HB
HB
stable
unstable
stable
LP
LP
HO
HO
I & b
! ! " #$
$
#%!&
!%&
'%(&
&
I
b
HB
LP
0.8
1.8
1.25
2.5
I & b
I
b
LP
HB
0.8
1.8

Part III: XPPAUT
- practice it yourself -
Hindmarsh-Rose equation file
D.E.
D.E.
Par.
D.E.
Par.
I.C.
D.E.
Par.
I.C.
Num.
model system: Hindmarsh-Rose equation (3D)
task: try to reproduce alone what weve done together on

the Van der Pol system, that is,
Practice XPPAUT on your own!
integrate (try different schemes)
change initial conditions & parameters
nd eq. and their (un)stable manifolds
grab an eq. and continue it in parameter I
nd a HB and branch-switch to compute the family of

periodic solutions
Simulating the system for different values of I, you
should obtain time series that look like these ones
b
u
r
s
t
i
n
g
b
u
r
s
t
i
n
g
b
u
r
s
t
i
n
g
b
u
r
s
t
i
n
g
b
u
r
s
t
i
n
g
i
r
r
e
g
u
l
a
r
s
p
i
k
i
n
g
b
u
r
s
t
i
n
g
b
u
r
s
t
i
n
g
i
r
r
e
g
u
l
a
r
s
p
i
k
i
n
g
r
e
g
u
l
a
r s
p
i
k
i
n
g
You should obtain a bifurcation
diagram that looks like this one
0 7 14 21 28
2
0.75
0.5
1.75
3
I
x
HB
HB HB
HB
References
XPPAUT
References
% Bard Ermentrout (University of Pittsburgh, USA):
XPPAUT
References
XPPAUT
References
XPPAUT
References
XPPAUT
References
% Other tutorials :
XPPAUT
http://www.math.ualberta.ca/~devries/math570-winter2008/XPPtutorial.pdf
http://people.uleth.ca/~roussel/nld/bifurc_analysis.pdf
http://www.math.osu.edu/~kao/Math865Lsourcecode/Handout/xppaut_tutorial.pdf
http://www.iiserpune.ac.in/~pgoel/XPP_Tutorial.pdf
References
% Other tutorials :
XPPAUT
http://www.math.ualberta.ca/~devries/math570-winter2008/XPPtutorial.pdf
http://people.uleth.ca/~roussel/nld/bifurc_analysis.pdf
http://www.math.osu.edu/~kao/Math865Lsourcecode/Handout/xppaut_tutorial.pdf
http://www.iiserpune.ac.in/~pgoel/XPP_Tutorial.pdf
% Examples of ode les :
http://mrb.niddk.nih.gov/sherman/gallery/index.html
http://www.math.fsu.edu/~bertram/software/
References ...
ODEs & Bifurcations
References ...
ODEs & Bifurcations
(Tutorials & Software sections)
(MathDoctorMitchells Channel)
References ...
ODEs & Bifurcations
http://www.bio.vu.nl/thb/research/project/globif/
References ...
ODEs & Bifurcations
http://www.bio.vu.nl/thb/research/project/globif/
Beyond XPPAUT!
Beyond XPPAUT!
Command-line AUTO: the proper way to do continuation!
Beyond XPPAUT!
! Allows to continue: equilibria, limit cycles
AND boundary-value problems
Beyond XPPAUT!
Other continuation packages:
MatCont Matlab based !
CoCo
Beyond XPPAUT!
!! mostly for ODEs !!
CoCo
Beyond XPPAUT!
Beyond ODEs:
CoCo
Beyond XPPAUT!
Beyond ODEs:
%codes exist for PDEs ( ) and DDEs ( )
CoCo
LOCA Knut
Beyond XPPAUT!
Beyond ODEs:
%codes exist for PDEs ( ) and DDEs ( )
& on-going work for SDEs and equation-free problems ...
CoCo
LOCA Knut
References
AUTO - 07p
References
% Eusebius Doedel (Concordia University, Montreal):
AUTO - 07p
References
AUTO - 07p
References
AUTO - 07p
References
AUTO - 07p
http://www2.imperial.ac.uk/~jswlamb/LDSG/grad0506/auto_course.htm
Thanks for your attention!
... questions?

Xppaut Roscoff

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Introduction to XPPAUT

ODEs: variables, parameters, set of 1st order equations, ...

Equilibria: set the Right-Hand-Side (RHS) to 0

Stability: linearise and compute eig. of Jac. matrix. Different

Bifurcations: change a parameter and the type of the solution

Example of (local) bifurcations:

eq. 2 eq. : fold (LP), pitchfork (BP), transcritical (BP)

eq. 2 per. : Hopf (HB)

per. 2 per. : fold of periodic orbits, period-doubling, torus

ODEs: variables, parameters, set of 1st order equations, ...

Equilibria: set the Right-Hand-Side (RHS) to 0

Stability: linearise and compute eig. of Jac. matrix. Different

Bifurcations: change a parameter and the type of the solution

Example of (local) bifurcations:

eq. 2 eq. : fold (LP), pitchfork (BP), transcritical (BP)

eq. 2 per. : Hopf (HB)

per. 2 per. : fold of periodic orbits, period-doubling, torus

ODEs: variables, parameters, set of 1st order equations, ...

Equilibria: set the Right-Hand-Side (RHS) to 0

Stability: linearise and compute eig. of Jac. matrix. Different

Bifurcations: change a parameter and the type of the solution

Example of (local) bifurcations:

eq. 2 eq. : fold (LP), pitchfork (BP), transcritical (BP)

eq. 2 per. : Hopf (HB)

per. 2 per. : fold of periodic orbits, period-doubling, torus

ODEs: variables, parameters, set of 1st order equations, ...

Equilibria: set the Right-Hand-Side (RHS) to 0

Stability: linearise and compute eig. of Jac. matrix. Different

Bifurcations: change a parameter and the type of the solution

Example of (local) bifurcations:

eq. 2 eq. : fold (LP), pitchfork (BP), transcritical (BP)

eq. 2 per. : Hopf (HB)

per. 2 per. : fold of periodic orbits, period-doubling, torus

ODEs: variables, parameters, set of 1st order equations, ...

Equilibria: set the Right-Hand-Side (RHS) to 0

Stability: linearise and compute eig. of Jac. matrix. Different

Bifurcations: change a parameter and the type of the solution

Example of (local) bifurcations:

eq. 2 eq. : fold (LP), pitchfork (BP), transcritical (BP)

eq. 2 per. : Hopf (HB)

per. 2 per. : fold of periodic orbits, period-doubling, torus

Starting with 1D systems

Starting with 1D systems

Starting with 1D systems

1D systems ... lets vary !

Nothing changes in terms of behaviour:

Nothing changes in terms of behaviour:

Sudden change of stability when one varies !:

! = -0.6 < 0 x=! is unstable & x=0 is stable

! = 0.4 > 0 x=! is stable & x=0 is unstable

! = 0 one eq. point, half stable, half unstable

! = 0 one eq. point, half stable, half unstable

! = -0.5 < 0 no equilibrium point!

! = 0.3 > 0 x="! is stable & x=-"! is unstable

! = 0 one eq. point, half stable, half unstable

! = 0 one eq. point, half stable, half unstable

IF there is an equilibrium point, it is either stable or unstable

stable equilibrium: the system converges towards it as t#+#

unstable equilibrium: the system converges towards it as t#-#

IF there is an equilibrium point, it is either stable or unstable

stable equilibrium: the system converges towards it as t#+#

unstable equilibrium: the system converges towards it as t#-#

IF there is an equilibrium point, it is either stable or unstable

stable equilibrium: the system converges towards it as t#+#