• Bifurcations in numerical methods for volterra integro-differential equations

      Edwards, John T.; Ford, Neville J.; Roberts, Jason A. (World Scientific Publishing Company, 2003)
      This article discusses changes in bifurcations in the solutions. It extends the work of Brunner and Lambert and Matthys to consider other bifurcations.
    • Noise induced changes to dynamic behaviour of stochastic delay differential equations

      Ford, Neville J.; Norton, Stewart J. (University of Liverpool (University of Chester)University of Chester, 2008-02)
      This thesis is concerned with changes in the behaviour of solutions to parameter-dependent stochastic delay differential equations.
    • Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation

      Ford, Neville J.; Norton, Stewart J.; University of Chester (Elsevier, 2009-07-15)
      This article discusses estimating parameter values at which bifurcations occur in stochastic delay differential equations. After a brief review of bifurcation, we employ a numerical approach and consider how bifurcation values are influenced by the choice of numerical scheme and the step length and by the level of white noise present in the equation. In this paper we provide a formulaic relationship between the estimated bifurcation value, the level of noise, the choice of numerical scheme and the step length. We are able to show that in the presence of noise there may be some loss of order in the accuracy of the approximation to the true bifurcation value compared to the use of the same approach in the absence of noise.
    • Noise-induced changes to the bifurcation behaviour of semi-implicit Euler methods for stochastic delay differential equations

      Ford, Neville J.; Norton, Stewart J.; University of Chester (University of Chester, 2007)
      We are concerned with estimating parameter values at which bifurcations occur in stochastic delay differential equations. After a brief review of bifurcation, we employ a numerical approach and consider how bifurcation values are influenced by the choice of numerical scheme and the step length and by the level of white noise present in the equation. In this paper we provide a formulaic relationship between the estimated bifurcation value, the level of noise, the choice of numerical scheme and the step length. We are able to show that in the presence of noise there maybe some loss of order in the accuracy of the approximation to the true bifurcation value compared to the use of the same approach in the absence of noise.
    • Numerical approaches to bifurcations in solutions to integro-differential equations

      Edwards, John T.; Ford, Neville J.; Roberts, Jason A. (Lea Press, 2002)
      This conference paper discusses the qualitative behaviour of numerical approximations of a carefully chosen class of integro-differential equations of the Volterra type. The results are illustrated with some numerical experiments.
    • Predicting changes in dynamical behaviour in solutions to stochastic delay differential equations

      Norton, Stewart J.; Ford, Neville J.; University of Chester (AIMS Press, 2006-06)
      This article considers numerical approximations to parameter-dependent linear and logistic stochastic delay differential equations with multiplicative noise. The aim of the investigation is to explore the parameter values at which there are changes in qualitative behaviour of the solutions. One may use a phenomenological approach but a more analytical approach would be attractive. A possible tool in this analysis is the calculation of the approximate local Lyapunov exponents. In this paper we show that the phenomenological approach can be used effectively to estimate bifurcation parameters for deterministic linear equations but one needs to use the dynamical approach for stochastic equations.