Stability and bifurcation of a simple neural network with multiple time delays.

Similar documents
DELAY INDEPENDENT STABILITY FOR ADDITIVE NEURAL NETWORKS

Additive resonances of a controlled van der Pol-Duffing oscillator

STABILITY AND HOPF BIFURCATION ON A TWO-NEURON SYSTEM WITH TIME DELAY IN THE FREQUENCY DOMAIN *

Difference Resonances in a controlled van der Pol-Duffing oscillator involving time. delay

HOPF BIFURCATION CALCULATIONS IN DELAYED SYSTEMS

STABILITY ANALYSIS OF DELAY DIFFERENTIAL EQUATIONS WITH TWO DISCRETE DELAYS

Analysis of the Chatter Instability in a Nonlinear Model for Drilling

Approximating the Stability Region for a Differential Equation with a Distributed Delay

Asymptotic stability of solutions of a class of neutral differential equations with multiple deviating arguments

Time Delays in Neural Systems

Stability Theory for Nonnegative and Compartmental Dynamical Systems with Time Delay

7 Planar systems of linear ODE

On a Codimension Three Bifurcation Arising in a Simple Dynamo Model

Handout 2: Invariant Sets and Stability

Application demonstration. BifTools. Maple Package for Bifurcation Analysis in Dynamical Systems

{ =y* (t)=&y(t)+ f(x(t&1), *)

IN THIS PAPER, we consider a class of continuous-time recurrent

Analysis of a lumped model of neocortex to study epileptiform ac

Stability Analysis And Maximum Profit Of Logistic Population Model With Time Delay And Constant Effort Of Harvesting

as Hopf Bifurcations in Time-Delay Systems with Band-limited Feedback

QUARTERLY OF APPLIED MATHEMATICS

The Liapunov Method for Determining Stability (DRAFT)

Response of Second-Order Systems

Dynamics of Modified Leslie-Gower Predator-Prey Model with Predator Harvesting

Research Article Stability Switches and Hopf Bifurcations in a Second-Order Complex Delay Equation

STABILITY ANALYSIS OF DAMPED SDOF SYSTEMS WITH TWO TIME DELAYS IN STATE FEEDBACK

Synchronization and Phase Oscillators

I/O monotone dynamical systems. Germán A. Enciso University of California, Irvine Eduardo Sontag, Rutgers University May 25 rd, 2011

(8.51) ẋ = A(λ)x + F(x, λ), where λ lr, the matrix A(λ) and function F(x, λ) are C k -functions with k 1,

EXISTENCE OF POSITIVE PERIODIC SOLUTIONS OF DISCRETE MODEL FOR THE INTERACTION OF DEMAND AND SUPPLY. S. H. Saker

Complex balancing motions of an inverted pendulum subject to delayed feedback control

Analytical estimations of limit cycle amplitude for delay-differential equations

Oscillation Control in Delayed Feedback Systems

Global Asymptotic Stability of a General Class of Recurrent Neural Networks With Time-Varying Delays

Dynamic Feedback and the Design of Closed-loop Drug Delivery Systems

Neural Excitability in a Subcritical Hopf Oscillator with a Nonlinear Feedback

DYNAMICS IN 3-SPECIES PREDATOR-PREY MODELS WITH TIME DELAYS. Wei Feng

DISSIPATIVITY OF NEURAL NETWORKS WITH CONTINUOUSLY DISTRIBUTED DELAYS

Applicable Analysis and Discrete Mathematics available online at FRUSTRATED KURAMOTO MODEL GENERALISE EQUITABLE PARTITIONS

arxiv: v1 [math.ds] 6 Aug 2013

Hopf Bifurcation in a Scalar Reaction Diffusion Equation

Mathematical Foundations of Neuroscience - Lecture 7. Bifurcations II.

TIME DELAY AND FEEDBACK CONTROL OF AN INVERTED PENDULUM WITH STICK SLIP FRICTION

First-order transient

Constrained controllability of semilinear systems with delayed controls

4. Multilayer Perceptrons

Counting Roots of the Characteristic Equation for Linear Delay-Differential Systems

REUNotes08-CircuitBasics May 28, 2008

THE inverse tangent function is an elementary mathematical

An asymptotic ratio characterization of input-to-state stability

An introduction to Birkhoff normal form

8.1 Bifurcations of Equilibria

THREE PROBLEMS OF RESONANCE IN COUPLED OR DRIVEN OSCILLATOR SYSTEMS

Existence of Secondary Bifurcations or Isolas for PDEs

Stabilization of a 3D Rigid Pendulum

Hamad Talibi Alaoui and Radouane Yafia. 1. Generalities and the Reduced System

Feedback-mediated oscillatory coexistence in the chemostat

Oscillatory Mixed Di erential Systems

Finding eigenvalues for matrices acting on subspaces

BASIC MATRIX PERTURBATION THEORY

Oscillatory Turing Patterns in a Simple Reaction-Diffusion System

CONVERGENCE BEHAVIOUR OF SOLUTIONS TO DELAY CELLULAR NEURAL NETWORKS WITH NON-PERIODIC COEFFICIENTS

DYNAMIC BIFURCATION THEORY OF RAYLEIGH-BÉNARD CONVECTION WITH INFINITE PRANDTL NUMBER

Waves on 2 and 3 dimensional domains

Converse Lyapunov-Krasovskii Theorems for Systems Described by Neutral Functional Differential Equation in Hale s Form

The Harmonic Oscillator

Dynamical systems in neuroscience. Pacific Northwest Computational Neuroscience Connection October 1-2, 2010

Copyright (c) 2006 Warren Weckesser

Stability of interval positive continuous-time linear systems

There is a more global concept that is related to this circle of ideas that we discuss somewhat informally. Namely, a region R R n with a (smooth)

Phase Oscillators. and at r, Hence, the limit cycle at r = r is stable if and only if Λ (r ) < 0.

arxiv: v1 [math.cv] 14 Nov 2017

Hopf bifurcation in coupled cell networks with abelian symmetry 1

SMOOTHNESS PROPERTIES OF SOLUTIONS OF CAPUTO- TYPE FRACTIONAL DIFFERENTIAL EQUATIONS. Kai Diethelm. Abstract

TWO DIMENSIONAL FLOWS. Lecture 5: Limit Cycles and Bifurcations

Chapter 14 Three Ways of Treating a Linear Delay Differential Equation

Chapter 3 Pullback and Forward Attractors of Nonautonomous Difference Equations

On linear quadratic optimal control of linear time-varying singular systems

A MINIMAL 2-D QUADRATIC MAP WITH QUASI-PERIODIC ROUTE TO CHAOS

AN AK TIME TO BUILD GROWTH MODEL

Time-optimal control of a 3-level quantum system and its generalization to an n-level system

One Dimensional Dynamical Systems

α-kuramoto partitions: graph partitions from the frustrated Kuramoto model generalise equitable partitions

On Systems of Diagonal Forms II

7 Two-dimensional bifurcations

SYMMETRY RESULTS FOR PERTURBED PROBLEMS AND RELATED QUESTIONS. Massimo Grosi Filomena Pacella S. L. Yadava. 1. Introduction

Oscillation Onset In. Neural Delayed Feedback

Hopf Bifurcations in Problems with O(2) Symmetry: Canonical Coordinates Transformation

Linearization of Differential Equation Models

ON A CERTAIN GENERALIZATION OF THE KRASNOSEL SKII THEOREM

An Observation on the Positive Real Lemma

STURM-LIOUVILLE EIGENVALUE CHARACTERIZATIONS

HOPF BIFURCATION CONTROL WITH PD CONTROLLER

Problem Set Number 02, j/2.036j MIT (Fall 2018)

Math 273 (51) - Final

Invariance properties in the root sensitivity of time-delay systems with double imaginary roots

Stability crossing curves of SISO systems controlled by delayed output feedback

Linear Fractionally Damped Oscillator. Mark Naber a) Department of Mathematics. Monroe County Community College. Monroe, Michigan,

B5.6 Nonlinear Systems

Models Involving Interactions between Predator and Prey Populations

Transcription:

Fields Institute Communications Volume, 999 Stability and bifurcation of a simple neural network with multiple time delays. Sue Ann Campbell Department of Applied Mathematics University of Waterloo Waterloo ON NL 3G sacampbe@duchatelet.math.uwaterloo.ca Abstract. A system of delay differential equations representing a simple model for a ring of neurons with time delayed connections between the neurons is studied. Conditions for the linear stability of fixed points of this system are represented in a parameter space consisting of the sum of the time delays between the elements and the product of the strengths of the connections between the elements. It is shown that both Hopf and steady state bifurcations may occur when a fixed point loses stability. Codimension two bifurcations are shown to exist and numerical simulations reveal the possibility of quasiperiodicity and multistability near such points. Introduction Hopfield 984] considered a simplified neural network model in which each neuron is represented by a linear circuit consisting of a resistor and capacitor, and is connected to the other neurons via nonlinear sigmoidal activation functions. Assuming instantaneous updating of each neuron and communication between the neurons, Hopfield arrived at a system of first order ordinary differential equations. Not long afterward Marcus & Westervelt 989] considered the effect of including discrete time delays in the connection terms to represent the propagation time between neurons and/or processing time at a given neuron. Due to the complexity of the analysis, Marcus & Westervelt 989] and most subsequent work, for example Gopalsamy & Leung 996], Ye, Michel & Wang 994], Bélair, Campbell & van den Driessche 996] (see also references therein), have focussed on the situation where all connection terms in the network have the same time delay. In the work which has been done on Hopfield neural networks with multiple time delays the analysis is usually simplified by either restricting the size of the network (e.g. Olien & Bélair 997]), or considering networks with simple architectures (e.g. Baldi & Atiya 99 Mathematics Subject Classification. Primary 9B, 34K; Secondary 34K5. This work was supported by a grant from the Natural Sciences and Engineering Research Council of Canada. 65 c 999 American Mathematical Society

66 Sue Ann Campbell 994]). A notable exception is Ye, Michel & Wang 995] who have considered the global stability of fixed points of an arbitrary sized network with different time delays in each connection term. Here we are interested in studying not only the stability of fixed points of the network but also the bifurcation of new solutions when stability is lost. We thus consider a Hopfield network of arbitrary size with multiple time delays but with a simple architecture. Our network consists of a ring of neurons where the jth element receives two time delayed inputs: one from itself with delay s, one from the previous element with delay j. The architecture of this system is illustrated in fig.. s s 0 s n, 0 s 7 3 s 6 3 6 4 s 5 5 4 s s Figure Architecture of the neural network The equations for this system are C j u j (t) = R j u j (t) + F j (u j (t s )) + G j (u j (t j )), j =,..., n (.) where C j > 0, R j > 0 represent the capacitances and resistances of the individual neurons, and F j, G j are nonlinear functions representing, respectively, the feedback from neuron j to itself, and the connection from neuron j to neuron j; and the index 0 is taken equal to n. Normalizing this equation leads to u j (t) = d j u j (t) + f j (u j (t s )) + g j (u j (t j )), j =,..., n (.) where d j > 0. The plan for the article is as follows. In section we consider the linear stability analysis of eq. (.) and present some theorems about the region of stability of the fixed points as a function of the physical parameters in the model. In section 3 we discuss the codimension one and two bifurcations which can occur when stability is lost and illustrate these with numerical simulations of a particular system. In the final section we will discuss the implications of our results and put them in the context of the related work mentioned above.

A neural network with two time delays. 67 Linear Stability Analysis Fixed points of (.) are solutions u(t) = u, t, where u = u, u,..., u n ]T (.) d j u j f j(u j ) = g j(u j ), j =,..., n. The existence of such solutions depends, of course, on the particular functions f j and g j used in the model. Assuming that such a fixed point exists one can translate it to the origin via the transformation u(t) = u + x(t). If f j and g j are sufficiently smooth, one can expand these functions in Taylor series about u(t) = u. For x(t) sufficiently small (solutions close to the fixed point) one can truncate this Taylor series to obtain the linearization of (.) about the fixed point: ẋ j (t) = d j x j (t) + a j x j (t s ) + b j x j (t j ), j =,..., n, (.) where a j = f j (u j ), b j = g j (u j ). Physically, the a j and b j can be thought of as gains or strengths of the connections between neurons. To study the linearized stability of the fixed point u of (.), we consider solutions of (.) of the form x(t) = e λt c, where c = c, c,..., c n ] T, c j constants. Substituting this expression into (.) yields the matrix equation λi + D Ae λ s B ] c = 0. (.3) Here I is the n n identity matrix, D = diag(d, d,..., d n ), A = diag(a, a,..., a n ) and B = B jk where B jk = b j e λj, if k = j, B jk = 0 otherwise. For nontrivial solutions of (.3) we require that the determinant of the coefficient matrix be zero, det λi + D Ae λs B ] = 0, (.4) which leads to the characteristic equation associated with the delay differential equation (.): (λ) = (λ + d j a j e λs ) (b j e λj ) = 0. (.5) We note that the latter product in this equation may be expanded giving a simplified equation (λ + d j a j e λs ) = e λ (.6) where def = b j and def = j. (.7) Thus the connections between the neurons act (so far as the linear stability is concerned) as a single feedback loop with gain and delay. We shall see below that these are convenient and natural parameters to use in our stability and bifurcation analysis. It is well known (see e.g. Kolmanovskii & Nosov 986] or Stépán 989]) that the trivial solution of eq. (.) will be asymptotically stable if all the roots of the characteristic equation (.6) have negative real parts. This further implies (Hale & Lunel 993]) that the fixed point u = u of nonlinear system (.) is locally stable. For brevity, we will say that the network modelled by (.) (by (.)) is stable (locally stable) in this case. Another standard result (Kolmanovskii & Nosov 986]) tells us that the trivial solution of (.) can only lose stability as parameters are varied by having a root

68 Sue Ann Campbell of the characteristic equation pass through the imaginary axis. Thus changes of stability will occur at points in parameter space where (.6) has roots with zero real parts. Consider first the zero roots, λ = 0. These will occur where = (d j a j ) def = α. (.8) Locating the pure imaginary roots is slightly more complicated. Substituting λ = iω into (.6) and separating real and imaginary parts yields F R = cos ω F I = sin ω (.9) where F R and F I are, respectively, the real and imaginary parts of n (iω + d j a j e iωs ). These are defined by the following F R def = (d j a j cos ω s ) ω + a l sin ω s d l a l cos ω s + { k n ( ) l l= ω + a l sin ω s d l a l cos ω s l= l= lk= ω + a lk sin ω s d lk a lk cos ω s }], (.0) F I def = l l; l3 l, l; lk l, l,..., l(k ). m (d j a j cos ω s ) ( ) l ω + a l sin ω s d l a l cos ω s l= ω + a l sin ω s d l a l cos ω s l= l= l(m )= ω + a l(m ) sin ω s d l(m ) a l(m ) cos ω s }, l l; l3 l, l; l(m ) l, l,..., l(m ). (.) Here k = n n = m if n is even and k =, m = n+ if n is odd. Equation (.9) may be easily solved for and to yield. = + def = FR + F I (.) ( ) ] FI Arctan + lπ, F R > 0 ω F R = + def = ( ) ] (.3) FI Arctan + (l + )π, F R < 0 ω F R and = def = FR + F I (.4) ( ) ] FI Arctan + lπ, F R < 0 ω F = def R = ( ) ] (.5) FI Arctan + (l + )π, F R > 0. ω F R Here l = 0,..., and Arctan denotes the inverse tangent function which has range ( π, π ). For fixed a j, d j and s eqs. (.) (.3) and (.4) (.5) describe curves which lie in the right and left half of the, plane, respectively, and which are

A neural network with two time delays. 69 parameterized by ω. If n is large, F R and F I may be quite complicated functions of ω and the physical parameters a j, d j, s. Nevertheless, we can still make some assertions about the parameter values for which the trivial solution of (.) is asymptotically stable. We begin with some preliminary results about limiting cases. Lemma. (Single Element) Suppose there is just one element in the network. If d < a < d and s 0 then the network is stable. or a < d and s < { a d Arccos Proof If n = then the characteristic equation reduces to ( d a )] }, λ + d a e λs = 0. (.6) This equation has been studied by many authors, most recently in the books by Kolmanovskii & Nosov 986] and Stépán 989]. For clarity we repeat the results here. When a = 0 the equation has one negative real root λ = d and thus the trivial solution is stable. The trivial solution can only lose stability for a 0 by having a root which passes through the imaginary axis. Equation (.6) has a zero root when a = d and pure imaginary roots, ±iω = ±i a d, when s = + s or s = s def = def = a d (l + )π Arccos lπ + Arccos a d ( d a ( d a )], 0 < d < a )], a < d < 0. Here l = 0,,,... and Arccos denotes the inverse cosine function which has range 0, π]. For fixed d the curves s + are monotone decreasing in a with lim a d + s + = and the s are monotone increasing in a with lim a d s =. Thus the trivial solution will lose stability for a positive when a = d and for a negative when a crosses the s curve closest to a = d. The result follows. Corollary. (Chain of Neurons) Suppose the network is a chain, i.e. at least one of the b j = 0. If for each j d j < a j < d j and s 0 then the network is stable. or a j < d j and s < a j d j Arccos ( dj a j )], Proof If one of the b j = 0 then = 0 and the characteristic equation (.6) for the network becomes (λ + d j a j e λs ) = 0.

70 Sue Ann Campbell All the roots of this equation will have negative real parts if and only if, for each j, all the roots of λ + d j a j e λs = 0 have negative real parts. This is exactly the equation studied in Theorem. with j =. The result follows. Thus a chain of neurons with unidirectional connections will be stable if each element in the chain is stable when it is isolated. Note that under the conditions of this theorem, α as defined by (.8) is always positive. Lemma.3 For fixed a j, d j and s, if ± as defined by (.) and (.4) are monotone in ω then there are no intersection points of the curves defined by (.) (.3) or of the curves defined by (.4) (.5). If + is increasing in ω then there are no intersection points of the line (.8) with the curves defined by (.) (.3). Proof Consider first intersections of the curves defined by (.) (.3) or between the curves defined by (.4) (.5). Since these curves are defined parametrically in terms of ω intersection points of two different curves will occur when the same values of and occur for two different values of ω. If ± is monotone in ω then this is impossible. Now consider the curves defined by (.) (.3). Consideration of (.0) (.) and (.) shows that lim ω 0 + + (ω) = α +, thus if + is increasing with ω then there can be no intersection points of the line (.8) with these curves. Theorem.4 Let a j, d j, s, be fixed and let the conditions of Corollary. be satisfied. If + is monotone increasing with ω and is monotone decreasing with ω then the stability region of the network modelled by (.) is given by the following: α < α and 0 <, < α and 0 < < ( )] FI Arctan ω F R ( ) ] FI Arctan + π ω F R if F R < 0 if F R > 0, where α > 0 is defined as in (.8). Proof From Corollary. the trivial solution of (.) will be asymptotically stable for = 0. For 0 it can lose stability only when one of the roots of the characteristic equation (.6) passes through the imaginary axis. Recall that these roots lie along the line (.8) and the curves defined by (.) (.3) and (.4) (.5). From Lemma.3 there can be no intersection points of the curves defined by (.) (.3) and (.4) (.5) or of the line (.8) and the curves defined by (.) (.3). From (.0) (.), lim ω 0 + F R = α = lim ω 0 + F I ; thus lim ω 0 + ± (ω) = ±α ± and lim ω 0 + ± =. It follows that the curves will be nested and the boundary of the stability region will be defined by the line = α in the right half plane and the curve defined by (.4) (.5) closest to = α in the left half plane. The result follows. In general, ± may be quite complicated functions of ω, however, we can establish the following theorem about their monotonicity.

A neural network with two time delays. 7 Theorem.5 For fixed a j and d j if ( ) s < min + d j j d j a j, then + is monotone increasing in ω and is monotone decreasing in ω. Proof From (.) and (.4) we have ± = FR + FI = (d j a j cos ω s ) + i(ω + a j sin ω s ) (d j a j cos ω s ) i(ω + a j sin ω s ) = (dj a j cos ω s ) + (ω + a j sin ω s ) ] Taking the derivative with respect to ω yields ± d± = (d j a j cos ω s )(a j s sin ω s ) + (ω + a j sin ω s )( + a j s cos ω s ) dω (d k a k cos ω s ) + (ω + a k sin ω s ) where = n k=,k j h j (ω) (d j a j cos ω s ) + (ω + a j sin ω s ) h j (ω) = ω + a j d j s sin ω s + a j ω j s cos ω s + a j sin ω s Note from eqs. (.) and (.4) that + is strictly positive and strictly negative. Thus if each of the h j (ω) is of the same sign for all ω then ± will be monotone in ω. Now, h j (ω) = ω + a j (d j s + ) sin ω s + a j ω j s cos ω s ω a j (d j s + )ω s a j ω s = ω( a j s a j d j s ( ) a j dj > ω = 0 + d j a j ) a j dj ( + d j a j + d j a j Since h j (ω) > 0 for each j, + is monotone increasing in ω and is monotone decreasing in ω. This result is illustrated in the following figures which display the region of stability of the trivial solution of (.) in the, plane for various values of the parameters a j, d j and s. Figs. 4 show the results for a two element ring (n = ) with d j =, j =, and a = 0., a = 0. (Fig. ), a = 0., a = 0. (Fig. 3), and a = 0., a = 0. (Fig. 4). The stability plots for two values of s are shown, illustrating the difference when the ± are monotone in ω from when they are not. The critical value of s predicted by Theorem.5 is s.45 for all cases. )]

7 Sue Ann Campbell -5 0 5-5 0 5 Figure Region of stability in the, plane for a two element network with negative self connections.(a) s = (b) s = 6. Other parameter values are give in the text. Dashed lines indicate where the fixed point is stable. -5 0 5-5 0 5 Figure 3 Region of stability in the, plane for a two element network with one positive and one negative self connection.(a) s = 5 (b) s = 9. Dashed lines indicate where the fixed point is stable. Figs. 5 and 6 show the results for a three element ring (n = 3) with d j =, j =,, 3 and a = 0., a = 0., a 3 = 0.3 (Fig. 5) and a = 0., a = 0., a 3 = 0.3 (Fig. 6). The stability plots for two values of s are shown, illustrating the difference when the ± are monotone in ω from when they are not. The critical value of s predicted by Theorem.5 is s.08 for both cases. It is clear from Figs. (b) 6(b) that when ± are not monotone in ω the boundary of the stability region can be quite complicated as it is made up of pieces of the line (.8) and arcs of the the curves defined by (.) (.3) and (.4) (.5). It would be quite difficult to define this boundary analytically, however, we can state

A neural network with two time delays. 73-5 0 5-5 0 5 Figure 4 Region of stability in the, plane for a two element network with positive self connections.(a) s = (b) s = 6. Other parameter values are give in the text. Dashed lines indicate where the fixed point is stable. -5 0 5-5 0 5 Figure 5 Region of stability in the, plane for a three element network with negative self connections. (a) s =.5 (b) s = 6. Other parameter values are given in text. Dashed lines indicate where the fixed point is stable. the following theorem about the region where the stability is independent of the delays s and. Theorem.6 Let a j, d j, be fixed. If a j < d j, j =,... n then the trivial solution of (.) is stable for min < < min and all s > 0, > 0, where def n min = (d j a j ). If a j > d j for at least one j then there is no such region of delay independent stability.

74 Sue Ann Campbell -5 0 5-5 0 5 Figure 6 Region of stability in the, plane for a three element network with positive self connections. (a) s = (b) s = 6. Other parameter values are given in text. Dashed lines indicate where the fixed point is stable. Proof Recall from Theorem.5 that ± = (dj a j cos ω s ) + (ω + a j sin ω s ) ]. Now if a j < d j, j =,... n, then and (d j a j cos ω s ) + (ω + a j sin ω s ) (d j a j ), j =,... n, s = ± (d j a j ). Using a similar argument to that of Theorem.4 we see that the trivial solution of (.) is stable for min < < min and all s > 0, > 0. However, if a j > d j for some j, then ± = 0 when ω = a j d j, and ( dj (l + )π Arccos a j d j a j d j lπ + Arccos ( dj a j a j )], 0 < d j < a j )], a j < d j < 0 for l = 0,,,.... Hence there is no region for which the trivial solution is stable for all positive values of s and. Remark.7 Suppose that a j < d j, j =,... n. Note that if a j > 0, j =,..., n then min = α and this line will be the boundary of the region of stability for > 0 for all values of s. This situation is shown in Figs. 4(b) and 6(b). Alternatively, if at least one a j < 0 then d j a j < d j a j for this j and min < α. In this case the boundary of the region of stability for > 0 will be more complicated. This situation is shown in the other figures.,

A neural network with two time delays. 75 3 Bifurcations One can verify that the roots of the characteristic equation as described above are simple and that they cross the imaginary axis with non zero speed. To do this we consider the following derivatives of the characteristic polynomial (λ) as defined by (.5): d dλ = + s a j e e λ λs + d and λ + d j a j e λs d = e λ, (3.) where and are as defined in (.7). Consideration of these derivatives where the characteristic equation has a zero root, i.e. along the line = α yields: d + s a j dλ = α + (3.) λ=0 d j a j and ] dλ d d = λ=0 dλ λ=0 (3.3) Thus for fixed a j, b j, s the roots are simple and pass through zero with non zero speed everywhere on the line = α except possibly for one isolated point given by + s a j =. (3.4) d j a j Consideration of the derivatives (3.) when the characteristic equation has a pure imaginary root, i.e. along the curves defined by (.) (.3) and (.4) (.5) yields: ] dλ Re d = λ=iω S where S = + + d j s a j + (d j s )a j cos ω s ω s a j sin ω s K j d j s a j + (d j s )a j cos ω s ω s a j sin ω s K j ω + (d j s + )a j sin ω s + ω s a j cos ω s K j K j = (d j a j cos ω s ) + (ω + a j sin ω s ) + (3.5) Thus the pure imaginary roots will pass through the imaginary axis will nonzero speed everywhere except at isolated points ( ± (ω s ), ± (ω s )) where ω s is found by solving ± (ω) = d j s a j + (d j s )a j cos ω s ω s a j sin ω s Kj,

76 Sue Ann Campbell ± are given by ] (.) and (.4), ± are given by (.3) and (.5). From (3.) dλ if Re d 0 then d λ=iω dλ λ=iω 0 also, thus the pure imaginary roots will certainly be simple if they cross the imaginary axis with nonzero speed. We conclude that if the nonlinearities of equation (.) satisfy appropriate non-degeneracy conditions, the curves (.) (.3) and(.4) (.5) define Hopf bifurcation curves in the, plane, and the vertical line = α defines a steady state bifurcation. The exact nature of these bifurcations, i.e. whether the Hopf bifurcations are supercritical or subcritical, and what type of steady state bifurcation occurs, would depend on the nonlinearities f j, g j. As an example, consider the case when n = and the nonlinearities are given by f j (u) = a j tanh(u), g j (u) = b j tanh(u). Then u = 0 and it can be shown (Shayer 998]) that the steady state bifurcation is a supercritical pitchfork. One way to determine the nature of the Hopf bifurcations is to analyze the center manifold for equations. In Campbell & Bélair 995] we describe a Maple program which will carry out such an analysis. Applying our program to this example shows that for fixed d j, a j and s the criticality of the Hopf bifurcation may vary with ω along the curves shown in Figs Figs 6. More significantly, even if and are fixed, corresponding to a particular point on one of these curves, the criticality may still change if b j or j change. Codimension two bifurcation points occur when two of these different bifurcations happen simultaneously. Points of Hopf-Hopf interaction exist when the characteristic equation has two pairs of pure imaginary roots ±iω, ±iω. For the system we are considering these points can occur for any set of values of the parameters a j, d j, s such that ± (ω ) = ± (ω ) and ± j (ω ) = ± k (ω ), for some j, k Z. These points cannot, in general, be solved for in closed form. They can, however, be computed numerically and are easily seen in Figs. (b) 6(b), where they appear as intersection points of two of the Hopf bifurcation curves. Hopfsteady state interactions exist when the characteristic equations has both a zero root and a pure imaginary pair. For our system these points may be found by solving (ω) = α for ω and substituting in + as given by (.3). Again these are readily visible in Figs. (b) 6(b) where they appear as intersection points of the Hopf bifurcation curves with the line = α. From Theorem.5 it is clear that neither type of codimension two point can occur in our system if ( ) s < min + d j j d j a j. Codimension two points can be the source of more complicated dynamics such as multistability and quasiperiodicity. To illustrate what may occur in the system we are studying, we performed numerical simulations near one Hopf-Hopf and the Hopf-steady state interaction points which occur next to the stability region in Fig. (b). We chose our nonlinearities as in the example discussed above. Plots in the u, u plane of two of these simulations are shown in Fig. 3. Fig. 3(a) shows the existence of a stable -torus near the Hopf-Hopf interaction at 7,.. Fig. 3(b) shows the coexistence of a stable limit cycle with two stable fixed points near the Hopf-pitchfork interaction at 4, =.3. 4 Conclusions We have studied a system of delay differential equations representing a simple model for a ring of neurons with time delayed connections between each neuron

A neural network with two time delays. 77 (a) u (b) u u u - - - - Figure 7 Numerical simulations of a two element network given by (.) with d j =, s = 6, f (x) = 0. tanh(x),f (x) = 0. tanh(x) and g j (x) = b j tanh(x). Other parameter values are (a) b =., b =, (giving =.) and = 6 (b) b =.4, b = (giving =.4) and = 4. and its immediate predecessor in the ring and time delayed feedback from each neuron to itself. We showed how conditions for the linear stability of fixed points of this system may be easily represented in a parameter space consisting of the sum of the time delays between the elements and the product of the strengths of the connections between the elements. A connection was made between the stability of the fixed point in the ring and the stability of fixed points in the individual neurons which comprise it. It was shown that both Hopf and steady state bifurcations may take place when a fixed point loses stability. Conditions under which interactions between these bifurcations may take place were given and numerical simulations revealed the possibility of quasiperiodicity and multistability near such points. Our work is complementary to that of Ye, Michel & Wang 995] who analyzed the global stability of a general network of n neurons with different time delays in each connection. One should expect their regions of global stability to lie within our region of local stability. This has been checked (and found to be true) by Shayer 998] in the case n = with nonlinearity f j (u) = a j tanh(u), g j (u) = b j tanh(u). Olien & Bélair 997] have made a detailed study of the stability and bifurcations of a network consisting of two neurons with two time delays. However, as they choose to identify a particular time delay with a given neuron (representing the processing time at that neuron) their work is not directly comparable to ours, even in the case n =. Baldi & Atiya 994] have considered a ring of n neurons with n time delays. The main difference between their work and our is that we include delayed self connection terms (represented by f j (u j (t s )) in (.)). As far as the linear stability analysis is concerned, their system effectively has one time delay:, the product of the delays in the connections between neurons, whereas ours effectively has two: and s. Our analysis can be applied to their system by taking a j = 0 for all j. Consideration of Theorems.4 and.5 shows that the stability diagrams in this case will always be qualitatively like Fig. (a). That is, the stability region will be bounded on one side by the steady state bifurcation curve and on the other

78 Sue Ann Campbell by one curve of Hopf bifurcation. As the codimension two points cannot exist one would not expect more complex dynamics than periodic solutions and fixed points. This is consistent with the results given by Baldi & Atiya 994]. While ring networks of are of limited biological relevance, they may be regarded as building blocks for networks with more realistic connection topologies. One approach which seems promising is to decompose larger networks into sets of connected rings and use studies such as ours to gain insight into the dynamics the networks. For example, many of our results have shown how stability of the ring depends on the stability of the individual neurons. It is possible this may be extended to show how the stability of a network depends on the stability of the individual rings. See Baldi & Atiya 994] for further discussion and example applications of similar ideas. Acknowlegements This work has benefitted from the support of the Natural Sciences and Engineering Research Council of Canada and from useful discussions with L. Shayer and J. Wainwright. The numerical simulations were performed with the package XPP written by Bard Ermentrout. References Baldi, P. and Atiya, A. 994] How delays affect neural dynamics and learning, IEEE Trans. Neural Networks, 5(4), 6 6. Bélair, J., Campbell, S., and van den Driessche, P. 996] Frustration, stability and delay-induced oscillations in a neural network model, SIAM J. Appl. Math., 56(), 45 55. Campbell, S. and Bélair, J. 995] Analytical and symbolically-assisted investigation of Hopf bifurcations in delay-differential equations, Can. Appl. Math. Quart., 3(), 37 54. Gopalsamy, K. and Leung, I. 996] Delay induced periodicity in a neural netlet of excitation and inhibition, PhysicaD, 89, 395 46. Hale, J. and Lunel, S. V. 993] Introduction to Functional Differential Equations. Springer Verlag, New York. Hopfield, J. 984] Neurons with graded response have collective computational properties like those of two-state neurons, Proc. Nat. Acad. Sci. USA, 8, 3088 309. Kolmanovskii, V. and Nosov, V. 986] Stability of Functional Differential Equations, Academic Press, London. Marcus, C. and Westervelt, R. 989] Stability of analog neural networks with delay, Phys. Rev. A, 39(), 347 359. Olien, L. and Bélair, J. 997] Bifurcations, stability, and monotonicity properties of a delayed neural network model, Physica D, 0(3-4), 349 363. Shayer, L.P. 998] Analysis of a system of two coupled neurons with two time delays, Master s thesis, University of Waterloo, (in preparation). Stépán, G. 989] Retarded Dynamical Systems, volume of Pitman Research Notes in Mathematics. Longman Group, Essex. Ye, H., Michel, A. N., and Wang, K. 994] Global stability and local stability of Hopfield neural networks with delays, Phys. Rev. E, 50(5), 46 43. Ye, H., Michel, A. N., and Wang, K. 995] Qualitative analysis of Cohen-Grossberg neural networks with multiple delays, Phys. Rev. E, 5(3), 6 68.