Michael C. Mackey

In this paper we review the concepts of the Gibbs and conditional entropies and examine their dynamic behaviour when the underlying dynamics are described by ordinary differential equations or stochastic differential equations. We then go on to introduce techniques for the analogous examination when the dynamics involve delays and noise. It is found that the effects of stochastic perturbations and/or delayed dynamics may be such that the approach of the entropies to equilibrium are not necessarily monotone and are dependent on system parameters.

We present a detailed study of a scalar differential equation with threshold state-dependent delayed feedback. This equation arises as a simplification of a gene regulatory model. There are two monotone nonlinearities in the model: one describes the dependence of delay on state, and the other is the feedback nonlinearity. Both increasing and decreasing nonlinearities are considered. Our analysis is exhaustive both analytically and numerically as we examine the bifurcations of the system for various combinations of increasing and decreasing nonlinearities. We identify rich bifurcation patterns including Bautin, Bogdanov–Takens, cusp, fold, homoclinic, and Hopf bifurcations whose existence depend on the derivative signs of nonlinearities. Our analysis confirms many of these patterns in the limit where the nonlinearities are switch-like and change their value abruptly at a threshold. Perhaps one of the most surprising findings is the existence of a Hopf bifurcation to a periodic solution when the nonlinearity is monotone increasing and the time delay is a decreasing function of the state variable.

We review the behaviour of the Gibbs’ and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with {} dynamics. The underlying question driving these investigations: ``Is the origin of the universally observed unidirectionality of time in our universe connected to the behaviour of entropy?’’ We focus on temporal entropic behaviour with a review of previous results in deterministic and stochastic systems. Our emphasis is on the temporal behaviour of the Gibbs’ and conditional entropies as these entropies give equilibrium results in concordance with experimental findings. In invertible deterministic systems both entropies are temporally constant as has been well known for decades. The addition of stochastic perturbations (a Wiener process) leads to an indeterminate (either increasing or decreasing) behaviour of the Gibbs’ entropy, but the conditional entropy monotonically approaches equilibrium with increasing time. The presence of delays in the dynamics, whether stochastically perturbed or not, leads to situations in which the Gibbs’ and conditional entropies evolution can be oscillatory and not monotone, and may not approach equilibrium.

We define an extension of parity from the integers to the rational numbers. Three parity classes are found -- even, odd and `none'. Using the 2-adic valuation, we partition the rationals into subgroups with a rich algebraic structure. The natural density provides a means of distinguishing the sizes of countably infinite sets. The Calkin-Wilf tree has a remarkably simple parity pattern, with the sequence `odd/none/even' repeating indefinitely. This pattern means that the three parity classes have equal natural density in the rationals. A similar result holds for the Stern-Brocot tree.

In this paper we give a new sufficient condition for the existence of asymptotic periodicity of Frobenius–Perron operators corresponding to two–dimensional maps. Asymptotic periodicity for strictly expanding systems, that is, all eigenvalues of the system are greater than one, in a high-dimensional dynamical system was already known. Our new result enables one to deal with systems having an eigenvalue smaller than one. The key idea for the proof is to use a function of bounded variation defined by line integration. Finally, we introduce a new two-dimensional dynamical system numerically exhibiting asymptotic periodicity with different periods depending on parameter values, and discuss the application of our theorem to the example.

Transcription and translation retrieve and operationalize gene encoded information in cells. These processes are not instantaneous and incur significant delays. In this paper we study Goodwin models of both inducible and repressible operons with state-dependent delays. The paper provides justification and derivation of the model, detailed analysis of the appropriate setting of the corresponding dynamical system, and extensive numerical analysis of its dynamics. Comparison with constant delay models shows significant differences in dynamics that include existence of stable periodic orbits in inducible systems and multistability in repressible systems. A combination of parameter space exploration, numerics, analysis of steady state linearization and bifurcation theory indicates the likely presence of Shilnikov-type homoclinic bifurcations in the repressible operon model.

In this paper we give a new sufficient condition for asymptotic periodicity of Frobenius-Perron operator corresponding to two--dimensional maps. The result of the asymptotic periodicity for strictly expanding systems, that is, all eigenvalues of the system are greater than one, in a high-dimensional dynamical systems was already known. Our new theorem enables to apply for the system having an eigenvalue smaller than one. The key idea for the proof is a function of bounded variation defined by line integration. Finally, we introduce a new two-dimensional dynamical system exhibiting the asymptotic periodicity with different periods depending on parameter values, and discuss to apply our theorem to the model.

Although the theory of density evolution in maps and ordinary differential equations is well developed, the situation is far from satisfactory in continuous time systems with delay. This paper reviews some of the work that has been done numerically, the interesting dynamics that have emerged, and the largely unsuccessful attempts that have been made to analytically treat the evolution of densities in differential delay equations. We also present a new approach to the problem and illustrate it with a simple example.

Although the theory of density evolution in maps and ordinary differential equations is well developed, the situation is far from satisfactory in continuous time systems with delay. This paper reviews some of the work that has been done numerically and the interesting dynamics that have emerged, and the largely unsuccessful attempts that have been made to analytically treat the evolution of densities in differential delay equations. We also present a new approach to the problem and illustrate it with a simple example.