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com/locate/chaos

H.G. Enjieu Kadji

a

a,b

c,* ,

P. Woafo

Laboratory of Nonlinear Modelling and Simulation in Engineering and Biological Physics, Faculty of Science, University of Yaounde I, P.O. Box 812, Yaounde, Cameroon b matiques et de Sciences Physiques, BP 613, Porto-Novo, Be nin Institut de Mathe c Department of Physics, Faculty of Science, University of Douala, P.O. Box 24157, Douala, Cameroon Accepted 11 November 2005

Abstract This paper deals with the nonlinear dynamics of the biological system modeled by the multi-limit cycles Van der Pol oscillator. Both the autonomous and non-autonomous cases are considered using the analytical and numerical methods. In the autonomous state, the model displays phenomenon of birhythmicity while the harmonic oscillations with their corresponding stability boundaries are tackled in the non-autonomous case. Conditions under which superharmonic, subharmonic and chaotic oscillations occur in the model are also investigated. The analytical results are validated and supplemented by the results of numerical simulations. 2005 Elsevier Ltd. All rights reserved.

1. Introduction Nonlinear oscillators have been a subject of particular interest in recent years [19]. This is due to their importance in many scientic elds ranging from physics, chemistry, biology to engineering. Among these nonlinear oscillators, a particular class contains self-sustained components such as the classical Van der Pol oscillator which serves as a paradigm for smoothly oscillating limit cycle or relaxation oscillations [3]. In the presence of an external sinusoidal excitation, it leads to various interesting phenomena such as harmonic, subharmonic and superharmonic oscillations, frequency entrainment [4], devils staircase in the behavior of the winding number [5], chaotic behavior in a small range of control parameters [57]. The generalization of the classical Van der Pol oscillator including cubic nonlinear term (so-called DungVan der Pol or Van der PolDung oscillator) has also been investigated by Venkatesan et al. in Ref. [8]. They have shown that the model exhibits chaotic motion between two types of regular motion, namely periodic and quasiperiodic oscillations in the principal resonance region. They have also obtained a perturbative solution for the periodic oscillations and carried out a stability analysis of such solution to predict the Neimark bifurcation. In this paper, we consider another self-excited model namely a biological system based on the enzymessubstrates reactions in order

Corresponding author. Tel.: +237 932 93 76; fax: +237 340 75 69. E-mail addresses: henjieu@yahoo.com (H.G. Enjieu Kadji), jchabi@yahoo.fr (J.B. Chabi Orou), ryamapi@yahoo.fr (R. Yamapi), pwoafo@uycdc.uninet.cm (P. Woafo). 0960-0779/$ - see front matter 2005 Elsevier Ltd. All rights reserved. doi:10.1016/j.chaos.2005.11.063

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to show up the behavior of such a system in the autonomous and non-autonomous states. The paper is organized as follows: in Section 2, we describe the biological model under consideration and derive the equations of motion. Section 3 deals with the harmonic oscillatory states of such a model in the autonomous and non-autonomous states using respectively the Lindsteds perturbation method [9] and the harmonic balance method [1]. The stability boundaries of the forced harmonic oscillations are investigated using the Floquet theory [1,4]. In Section 4, light is shed on the superharmonic and subharmonic oscillations using the multiple time scales method [1]. Strange attractors and transition from regular to chaotic oscillations are tackled in Section 5 through numerical simulations. Conclusion is given in Section 6.

2. Biological model and equations of motion Coherent oscillations in biological systems are considered here through the case of an enzymatic substrate reaction with ferroelectric behavior in brain waves model [10]. The following suggestions made by Frohlich [11,12] are taken as a physical basis for a theoretical investigation. When metabolic energy is available, long-wavelength electric vibrations are very strongly and coherently excited in active biological system. Biological systems have metastable states with a very high electric polarization. These long range interactions may lead to a selective transport of enzymes and thus, rather specic chemical reactions may become possible. For this survey, let us consider a population of enzyme molecules of which N are in the excited polar state and R are not excited. We assume that S is the number of substrate molecules. Both the enzymes and the substrate show long range selective interactions which tend to increase their level by inux. Each transition from the non-polar (or weakly polar) ground state of enzyme to the highly polar excited state leads to the chemical destruction of a substrate molecule. Additionally, there are also spontaneous transitions from the excited to the ground (or weakly polar) state. It is assumed that the rate of increase of the activated enzymes is proportional to their own concentration N, to the rate of the unexcited enzymes R and to the number of the substrate molecules S. Therefore the system can be described by a system of nonlinear dierential equations as follows: dN mNRS nN ; ds dS cS mNRS ; ds dR nN mNRS kR C . ds 1 2 3

m represents the strength of the nonlinear enzymesubstrate reaction, n the decay rate of excited enzymes to the ground (or weakly polar) state and c the range attraction of the substrate particles due to the autocatalytic reactions. k(R C) also comes from the long range interaction with C the equilibrium concentration of the unexcited enzymes molecules in the absence of the excited enzyme and substrate, i.e., when N = S = 0. One supposes that the equilibrium of the unexcited enzyme concentration is reached fastly in order to simplify the above nonlinear equations. Such a process is also called an adiabatic elimination of the fast variable. Thus both Eqs. (1) and (2) are reduced to the well-known Lotka Voltera equations [13] dN mCNS nN ; 4 ds dS cS mCNS . 5 ds The number of activated enzyme molecules N can be viewed here as the predator concentration and the substrate molecules S asthe prey population. From Eqs. (4) and (5), we derive the two following steady states (N0, S0) = (0, 0) and N 0 ; S 0 mc ; n . Perturbing these activated enzymes and substrate molecules around the nontrivial steady state lead C mC us to obtain the equations de cg mC ge; ds dg ne mC ge; ds 6

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where e and g are respectively the excess concentrations of activated enzymes and substrate molecules beyond their equilibrium values N0 and S0. From Frohlich ideas, we may suppose that in large regions of the system of proteins, substrates, ions and structured water are activated by the chemical energy available from substrate enzyme reactions. p Thus, chemical oscillations in the number of substrate and activated enzyme molecules with a very low frequency nc might be carried out around the equilibrium state [14]. This oscillation also represents an electric oscillation through the high dipole moment of the excited enzyme. The electric dipole moment of the excited enzyme is partially screened by the ions and the remaining polarization causes the system to display a tendency towards a ferroelectric instability. On the other hand, electric resistances against the systems tendency to become ferroelectric also have to be accounted for and thus, give a contribution r2P viewed as a relaxation term. Assuming the macroscopic polarization P to be proportional to the time dependent number e of the excited enzyme molecules, a nonlinear dielectric contribution is obtained and given as follows: de 2 2 j2 eW e r2 e. ds 7

Since an electrical eld F interacts with the polarization, it is also important to include its eect which consists of an internal eld due to thermal uctuations and an externally applied eld on the excited enzyme. F does not need to be an electrical eld necessary and can also represents for example external chemical inuences (e.g., an input or an output of enzyme molecules through the transport phenomena). Therefore, adding both the chemical and the dielectric contribution nally lead us to the set of equations de 2 2 cg j2 eW e r2 e mC ge F s; ds dg ne mC ge. ds

2 2

For small values of e and g, if one considers the development in series of the function eW e at the third order to take into account the eects of some nonlinear quantities provided from the excess of concentration of the activated enzymes and uses the following rescaling: r p 3 j2 r2 x0 nc; jW; l t x0 s; x Ne; N ; 2 2 x0 j r N d t 5 7 E t 2 F j2 r2 ; b ; a j2 r2 2 ; x0 dt x0 18j2 162j one have that the biological system is governed by the coming equation _ x E cos Xt; x l1 x2 ax4 bx6 x 9

where an overdot denotes time derivative. The quantities a, b are positive parameters, l is the parameter of nonlinearity while E and X are respectively the amplitude and the frequency of the external excitation. The biological system modeled through Eq. (9) has been considered by Kaiser in Ref. [15]. He has emphasized that in the unforced case, the model is a multi-limit cycles oscillator (so-called the multi-limit cycles Van der Pol oscillator (MLC-VdPo)). Since that model has been introduced, just few aspects of his dynamics have been analyzed. Indeed, Kaiser and Eichwald have investigated additionally to the dominating scenarios bifurcation in the superharmonic region [16], the occurrence of a symmetry breaking crisis subsequent type III intermittency [17]. Our aim is to tackle some aspects of its dynamics which remain unsolved, both in the autonomous and non-autonomous cases, using analytical methods and numerical simulations. 3. Harmonic oscillatory states 3.1. Autonomous oscillatory states We consider in this subsection the case where the model is not inuenced by an external force (E = 0) and our purpose is to nd the amplitudes and frequencies of the limit cycles. Therefore, an appropriate analytical tool is the Lindsteds perturbation method [9]. In order to permit an interaction between the frequency and the amplitude, it is interesting to set s = xt where x is an unknown frequency. We assume that the periodic solution of Eq. (9) can be performed by an approximation having the form xs x0 s lx1 s l2 x2 s ; 10

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where the functions xn(s) (n = 0, 1, 2, . . .) are periodic functions of s of period 2p. Moreover, the frequency x can be represented by the following expression: x x0 lx1 l2 x2 ; 11

where xn (n = 0, 1, 2, . . .) are unknown constants at this point. Substituting the expressions (10) and (11) in Eq. (9) and equating the coecients of l0, l1 and l2 to zero, we obtain the following equations at dierent order of l: Order l0 x0 x0 0. x2 0 Order l1

4 6 _ 0 a bx2 _ 0 2x0 x1 x1 x1 x0 1 x2 x0 x 0 x4 x2 0 0 ax0 bx0 x 0x 0 .

12

13

Order l2

4 _ 0 x1 2x0 x1 _1 _ 1 2x0 x _ 0 x 1 a b x 2 x2 x2 x0 1 x2 x 1 x 2 x2 x 0 x 1 1 x 2 0 0 x 1 2x0 x2 0 x 0 x0 x 4 3 x0 a bx2 _ 1 4a 6bx2 _ 0 x1 . 0 x0 x 0 x 0 x

14

_ 0 0 to determine the unknown quantities in Making use of the property x(s + 2p) = x(s) and the initial condition x the above equations, we get xn s 2p xn s; _ n 0 0; n 0; 1; 2. x 15

where A is the amplitude of the limit cycle. In virtue of the solution (16) and the relation (17), Eq. (13) leads to 5b 6 a 4 1 4 9b 7 3a 5 1 3 A A A 1 A sin s 2x1 A cos s A A A sin 3s x1 x1 64 8 4 64 16 4 5b 7 a b A A5 sin 5s A7 sin 7s. 18 64 16 64 From this latter equation, the secularity conditions (so called the solvability conditions) lead us to the following: 5b 6 a 4 1 2 A A A 1 0; 64 8 4 and x1 0. Thus, a general expression for a periodic solution of Eq. (18) can be written as follows: x1 C cos s sin s W1 sin 3s W2 sin 5s W3 sin 7s; where W1 1 9b 7 3a A A3 ; 32 16 4 1 5b aA5 ; 384 4 b A7 3072 21 20 19

W2

W3

_ n 0, one now obtains with the initial condition x 219 1 3 bA7 aA5 A3 . 3072 12 32

The value of C remains undetermined for the moment and will be determined in the next step. The secularity condition for the solution x2(s) yields the following solutions: C 0; 22

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and x2

2 1580b 12 738ab 10 72a 309b 8 64a 219b 6 16a 3 4 3 A A A A A A2 . 393216 99024 768 6144 384 64

23

Therefore, the solution of Eq. (9) can be approximated by xt A cos xt l sin xt W1 sin 3xt W2 sin 5xt W3 sin 7xt Ol2 ; where the frequency x is given by x 1 l2 x2 Ol3 . 25 24

The amplitudes An (n = 1, 2, 3) of the limit cycles and their related frequencies x(An) are obtained by solving respectively Eqs. (19) and (25) via the NewtonRaphson algorithm. Depending to the values of the parameters a and b, Eq. (19) can give birth to one or three positive amplitudes which correspond respectively to the amplitudes of one or three limit cycles. In the case of three limit cycles, two are stable and one is unstable. For instance, with a = 0.144 and b = 0.005, the stable limit cycles have the following characteristics A1 = 2.6390 with the frequency x(A1) = 1.0011 and A2 = 4.8395 with x(A2) = 1.0545 while the unstable limit cycle is given by A3 = 3.9616 with x(A3) = 1.0114. Such a coexistence of two stable limit cycles with dierent amplitudes and frequencies (or periods) separated by an unstable limit cycle for a given set of parameters refer to as birhythmicity [18]. Therefore, birhythmicity provides the capability of switching back and forth, upon appropriate perturbation or parameter change, between two distinct types of stable oscillations characterized by markedly dierent periods (or frequencies) and amplitudes. Such a phenomenon is used to model glycotic oscillations in yeast and muscle [19,20]. The unstable limit cycle represents the separatrix between the basins of attraction of the two stable limit cycles. From Eq. (19), a map showing some regions where one or three limit cycles can be found has been constructed as shown in Fig. 1. The above stable limit cycles and their corresponding attraction basins are obtained from a direct numerical simulation of Eq. (9) using the fourth-order RungeKutta algorithm (see Fig. 2). The evolution of the amplitude of oscillations versus the parameter a for dierent values of the parameter b has also been drawn from Eq. (19) as shown in Fig. 3. It appears from that gure the occurrence of jump phenomenon which disappear with increasing b. Such situations can illustrate the explanation of the existence of multiple frequency

Fig. 1. A limit cycles map showing some regions where one or three limit cycles can be found.

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Fig. 2. Phases portrait of the two stable limit cycles (a) and their corresponding basins of attraction (b) for l = 0.1, a = 0.144 and b = 0.005.

and intensity windows in the reaction of biological systems when they are irradiated with very low weakelectromagnetic elds [2124]. 3.2. Forced harmonic oscillatory states 3.2.1. Harmonic oscillatory states Assuming that the fundamental component of the solutions has the period of the external excitation, we use the harmonic balance method [1] to derive the amplitude of the forced harmonic oscillatory states (E 5 0) of Eq. (9). For this purpose, we express its solution xs as xs a1 cos Xt a2 sin Xt. 26

868

70

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60

50

40

A

30

20

10

0

0

0.05

0.1

0.15

Alpha

0.2

0.25

0.3

Fig. 3. Behavior of the amplitude of autonomous oscillatory states versus a for dierent values of b (a) b = 104, (b) b = 103, (c) b = 5 103, (d) b = 0.1.

Inserting Eq. (26) in Eq. (9) and equating the cosine and sine terms separately, we obtain 1 aX 4 5b 6 A A a2 E; 1 X2 a1 lX 1 A2 4 8 64 1 aX 4 5b 6 A A a1 1 X2 a2 0; lX 1 A2 4 8 64 where

2 A2 a2 1 a2 ;

27

tan /

b 6 lX1 1 A2 aX A4 5 A 64 4 8

X2 1

After some algebraic manipulations of Eq. (27), it comes that the amplitude A satises the following nonlinear algebraic equation: ! 2 2 25b2 14 5abX 12 2a X 5b 10 2aX 5b 8 4aX 1 6 1 4 1 X 2 2 2 A A A A A A A 1 4096 256 128 32 16 2 l2 X2 E2 0. l2 X2 28

We nd the behavior of A when the frequency of the external excitation X is varied and the results are represented in Fig. 4 where the comparison between analytical and numerical response frequency curves A(X) of the model is shown. We provide in Fig. 5 the eects of E on the multi-limit cycles and it appears that as soon as the amplitude of the external excitation is dierent from zero, one of the two stable limit-cycles collapses. The physiological importance of such a situation can be explained by the fact that the membrane has stored a lot of energy which created the destruction of one of the two stale limit cycles. The remaining stable limit cycle displays resonance peaks which disappears as the amplitude E increases for some range of parameters. The phenomenon of destruction of one of the two stable limit cycles under the eect of an external eld is of capital importance in biology. It is for example the case where one of the cycles is a pathological cycle whereas the second is a physiological limit cycle. In such a situation, the destruction of the pathological limit cycle under the eects of E, which can be represented by external chemical inuences (e.g., an input or an output of enzyme molecules via the transport phenomena) is of utility.

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

3

ANALYTICAL RESULTS NUMERICAL RESULTS CRITICAL BOUNDARY A c (q=0)

869

2.5

AMPLITUDE

1.5

0.5

0

0

0.5

1

1.5

2

FREQUENCY

2.5

3.5

Fig. 4. Comparison between analytical and numerical frequencyresponse curve A(X) with the parameters a = 0.10, b = 0.2, l = 0.1 and E = 1.0.

3.5

3

2.5

AMPLITUDE

1.5

0.5

FREQUENCY

Fig. 5. Eects of the external excitation E on the amplitude of oscillations with the parameters of Fig. 4. (a) E = 0.3, (b) E = 1.0, (c) E = 3.0.

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3.2.2. Stability of the harmonic oscillations To examine local stability of the harmonic solution, we derive the linear variational equation from Eq. (9) around the oscillatory states and obtain

4 6 _ 3 5 _ s f 0; f l1 x2 s axs bxs f 1 l2xs 4axs 6bxs x

29

where xs is the oscillatory states dened by Eq. (26). The oscillatory states are stable if f tends to zero when the time goes up. With regard to the evolution of the biological system represented by xs, f can indicate an exogenic hormonal agent which forms the basis of the theurapeutic action. The therapy will consist to seek temporal laws to be followed by the exogenic hormone so that after a transitional phase, the state of the system remains more close to physiological behavior [25]. The appropriate analytical tool to examine the stability condition is the Floquet theory [1,4]. Setting s t2 , the variational Eq. (29) can be rewritten as X _ Csf 0; f sf where s Cs with 1 3a 5b 1 a 15b 6 A; I A2 A4 H 1 A2 A4 A6 ; 2 8 16 2 2 32 15b 4 lX 4 3b A ; A a A2 ; M L lXA2 2 2aA2 8 2 2 a 3b J A4 A6 ; 8 16 Q 3lb 6 A. 16 K b 6 A; 32 2l H I cos4s 2/ J cos8s 4/ K cos12s 6/; x 30

To discuss further the stability process, we rst transform Eq. (30) into the standard form by introducing a new variable K as follows: & ' Z 1 s fs Ks exp s0 ds0 2 0 & !' l J K I sin4s 2/ sin8s 4/ sin12s 6/ ; 31 Ks exp qs 4x 2 3 where q ! l 5b 6 3a 4 1 2 A A A 1 . X 16 8 2

By coupling both Eqs. (30) and (31), it comes that K satises the following equation: j0 j4c cos4s 2/ j4s sin4s 2/ j8c cos8s 4/ j8s sin8s 4/ j12c cos12s 6/ K j12s sin12s 6/ j16c cos16s 8/ j20c cos20s 10/ j24c cos24s 12/K 0; with j0 ! 1 l2 l2 4 2 2 2 2 2 H 4 I J K ; j4c 2 2HI IJ JK ; j4s 2 L lXI ; 2 2 X X X 2 2 2 l I 4 l j8c 2 j8s 2 M 2lXI ; 2HJ IK ; j12c 2 2HK IJ ; X 2 X X 4 l2 J 2 l2 l2 j12s 2 N 3lXK ; j16c 2 j24c 2 K 2 . IK ; j20c 2 JK ; X 2 X 2X X

nX 1 n1

32

The Floquet theory [1,4] now leads us to seek a particular solution of Eq. (32) in the following form: K expsws wn expn s; n 2jn; 33

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where w(s) = w(s + p) replaces the Fourier series and is the complex number while n is a constant. Substituting Eq. (33) into Eq. (32) and equating each of the coecients of exponential functions to zero yields the following homogeneous equation for wm: 1 1 1 2 m j0 wm j4c jj4s exp2j/wm2 j4c jj4s exp2j/wm2 j8c jj8s exp4j/wm4 2 2 2 1 1 1 j8c jj8s exp4j/wm4 j12c jj12s exp6j/wm6 j12c jj12s exp6j/wm6 2 2 2 1 1 1 1 j16c exp8j/wm8 j16c exp8j/wm8 j20c exp10j/wm10 j20c exp10j/wm10 2 2 2 2 1 1 j24c exp12j/wm12 j24c exp12j/wm12 0. 2 2 34

For nontrivial solutions, the determinant of the matrix in Eq. (34) must vanish. But since the determinant is innite, convergence considerations are taking into account by dividing Eq. (34) by j0 4m2. Considering only the central rows and columns of the Hill determinant [1], approximate solutions are obtained through the following approximate characteristic equation: 1 2j2 j0 0 j4c jj4s exp2j/ 2 D 35 0; 0 2 j0 0 2 1 j4c jj4s exp2j/ 0 2j j0

2

or ! 1 2 2 j 0. 2 j0 4 2j0 42 j0 4 j2 4s 4 4c Since the characteristic exponents are the solutions of D() = 0, there are three following possibilities of solutions as follows: p j j0 , p p j j0 4 D, q p j0 4 D,

2 j2 where D 16j0 1 4c j4s . 4 Once are known and either imaginary j or real ( real positive). We note that the stability of the harmonic solution (26) depends exclusively on the exponent of coecient q (see Eq. (31)). Generally, if the real part of the quantity q is negative, the variation f goes to zero when the time goes up and therefore, the harmonic solution (26) is stable. If it is positive, the solution is unstable and therefore, f never tends to zero when the time increases, but has a bounded oscillatory behavior or goes to innity. Let us consider the two following possibilities:

if , then the solution for f can be stable if q > 0 and q2 > 2, otherwise it is unstable. if j , the solution described by Eq. (26) is stable if q > 0 (see Eq. (31)) and unstable if q < 0. Before discussing the form of instability in the case j , let us consider the rst harmonic component in the Fourier series of the function w(t) as follows: wt t1 cos Xt t2 sin Xt. Consequently, the general solution for f(t) within the unstable region can be written as ft eqt ft1 cosX t u1 t2 sinX t u2 g; 37 36

(for q < 0) results in a buildwhere t1, t2, u1 and u2 are constants. Therefore, the form of instability dened by j up of new harmonic components with the frequencies X and X , which are in general incommensurate with the frequency X of the periodic solution (26). Where as for q < 0 the solution is unstable and so that q = 0 is the boundary of the instability and stability region (see Fig. 4). That kind of instability can be interpreted as a Neimark instability

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Fig. 6. Behavior of the model during the stability process with the parameters of Fig. 5 and the initial conditions x0 ; x _ 0 0; 0:1. (a) in the Neimark instability region for X = 0.30, (b) at the rst Neimarks bifurcation boundary for X = 0.474, (c) in the region of stable oscillatory states for X = 0.70, (d) at the second Neimarks bifurcation boundary for X = 1.33.

which gives rise to a Neimark bifurcation. It should be noticed that the Neimark bifurcation is expected at the frequency where the stable branch of the resonance curve crosses the critical boundary Ac = 1.282 and in this survey, it occurs for X = 0.47 and X = 1.33. As we have mentioned before, the solution described by Eq. (26) is stable if A > Ac and unstable if A < Ac. These results are observed in Fig. 4 following the comparison between analytical and numerical frequencyresponse curves A(X). The corresponding numerical critical boundary is An = 1.30 for X = 0.474 and X = 1.331. A very good agreement is obtained between analytical and numerical results. The behavior of the model in the Neimark instability region, at the boundary where the Neimark bifurcation occurs and in the domain of stable oscillatory states is reported in Fig. 6. Such kind of instability has been also obtained for the Van der PolDung oscillator [8].

4. Superharmonic and subharmonic oscillations Such types of oscillations are of interest in the problem of interaction between biological systems and electromagnetic waves. Therefore, depending on the frequency of coherent electromagnetic eld which should be applied in order to inuence the physico-chemical basis of biological function and order, subharmonic or superharmonic frequencies can be needed. Particularly, there is a great eect of the superharmonic oscillations on the homoclinic bifurcation. Indeed, adding a superharmonic lead rst to the elimination of the homoclinic bifurcation and then as a consequence, to the elimination of unwanted scattered chaotic attractors [25]. Such oscillations often occur when the frequency of the external excitation is too far or close to the natural frequency of the device. It should be stressed that harmonic,

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superharmonic and subharmonic oscillations take place at dierent time scales. Thus the best tool to perform them is the multiple time scales method [1]. In such a case, an approximate solution is generally seeking under the form xt; l x0 T 0 ; T 1 lx1 T 0 ; T 1 ; 38

where the fast scale T0 and the slow scale T1 are associated respectively to the unperturbated system and to the amplitude and phase modulations induced by the global rst order perturbation. The time derivatives now becomes d D0 lD1 ; dt with D0 o ; oT 0 D1 o ; oT 1 T n ln ; n 0; 1; 2; . . . . d2 D2 0 2lD0 D1 dt2 39

Inserting expressions (38) and (39) into Eq. (9) and equating coecients of like power of l, one obtains Order l0 D2 0 x0 x0 E cos XT 0 . Order l1

2 4 6 D2 0 x1 x1 2D0 D1 x0 1 x0 ax0 bx0 D0 x0 .

40

41

After solving Eq. (40), we obtain the following general solution: T 1 expjT 0 N expjXT 0 ; x0 AT 1 expjT 0 N expjXT 0 A represents the complex conjugate of A and where A N E 21 X2 42

Substituting the general solution x0 into Eq. (41) yields D2 0 x1 x1 jfC1 expjT 0 C2 expjXT 0 C3 exp3jXT 0 C4 expj2 XT 0 C5 exp3jT 0 C6 expj2 XT 0 C7 expj1 2XT 0 C8 expj1 2XT 0 C9 exp5jT 0 C10 expj4 XT 0 C11 expj4 XT 0 C12 expj1 4XT 0 C13 exp5jXT 0 C14 expj1 4XT 0 C15 expj2 3XT 0 C16 expj3 2XT 0 C17 expj2 3XT 0 C18 expj1 6XT 0 C19 expj3 4XT 0 C20 expj5 2XT 0 C21 expj6 XT 0 C22 expj3 4XT 0 C23 expj2 5XT 0 C24 expj4 5XT 0 C25 expj4 3XT 0 C26 expj3 2XT 0 C27 expj4 3XT 0 C28 expj5 2XT 0 C29 expj6 XT 0 C30 expj2 5XT 0 C31 expj1 6XT 0 C32 exp7jT 0 C33 exp7jXT 0 g C C ; 43

where C C denotes the complex conjugate of the previous terms while the coecients Cl (l varies from 1 to 33) are given in Appendix A. Many types of resonance occur from Eq. (43) but we are focussing our analysis on two particular cases: the superharmonic and the subharmonic resonances which are displayed whenever X % 1 and X % 3 3 respectively. 4.1. Superharmonic resonances In order to express the closeness of X to the internal (natural) frequency, we introduce the detuning parameter r0 according to 3X 1 lr0 . 44

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H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

Thus, additionally to the terms proportional to exp(jT0), the one proportional to exp(3jXT0) also contribute. Therefore, the solvability condition is dened as 2 dA 2 4XA2 A 2N2 A a12A2 A N2 2A3 A N2 6AN4 b20AN6 86 46XA2 A N4 A A2 A dT 1 3 faX3N5 10AA N3 XN3 b9XN7 88XAA N5 78X AA2 A N2 5A4 A N3 g expjr0 T 1 0. 60A3 A 45 In polar coordinates, we let 1 A q expjhT 1 ; 2 46

where q and h are real quantities and standing respectively for the amplitude and phase of the oscillator. After injecting the expression (46) into Eq. (45), we separate real and imaginary parts and it comes the two following ows: dq 11 q 12 q3 13 q5 14 q7 15 16 q2 17 q4 cos U; dT 1 dU 1 16 q2 17 q4 sin U; r0 5 dT 1 q where 11 1 1 3aN4 10bN6 ; 2 5b ; 128 ! 1 1 43 X N2 N2 ; 12 a3 X b 8 2 2 5a 15 X1 3aN2 9bN4 N3 ; 22bN2 N3 ; 16 X 2 13 1 a 30bN2 ; 16

47

14

b 17 2 39XN3 ; 8

U r0 T 1 h. For the steady-state motions, amplitude and phase are varied very slowly. Thus, one must have dq dU 0; dT 1 dT 1 which corresponds to the singular points of Eq. (47) and yields 11 q 12 q3 13 q5 14 q7 15 16 q2 17 q4 cos U; r0 q 15 16 q2 17 q4 sin U. Squaring and adding these equations give us the following nonlinear equation:

14 2 10 2 8 2 6 2 4 12 4 q 213 14 13 212 14 q 211 14 212 14 16 q 12 211 13 216 17 q 211 12 215 17 16 q 2 2 2 12 1 215 16 r0 q 15 0.

48

49

Thus, the motion of the superharmonic oscillatory states is described by the following equation: xt q cos3Xt U N cos Xt Ol. 50

Eq. (49) is an implicit equation for the amplitude of the response q as a function of the detuning parameter r0 and the amplitude of the forcing term E: it is called the frequencyresponse equation. The NewtonRaphson algorithm is used to solve it in order to obtain the amplitude response curves q(E) which are plotted in Figs. 7 and 8 for three dierent values of the parameters a and b respectively. In both cases, the hysteresis phenomenon is observed and one can notice that the parameters a and b have a real eect on the amplitude of such oscillatory states.

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

4

(a) (b) (c)

875

3.5

2.5

RHO

1.5

0.5

0

0 2

4

6

8

10

Fig. 7. Eects of the parameter a on the superharmonic amplituderesponse curves for b = 0.5 and r0 = 0.05. (a) a = 0.1, (b) a = 2, (c) a = 5.

4.5 4 3.5

RHO

2.5

1.5

0.5

0

0

1

2

3 4 5

6

Fig. 8. Eects of the parameter b on the superharmonic amplituderesponse curves for a = 0.5 and r0 = 0.05. (a) b = 0.03, (b) b = 0.5, (c) b = 50.

4.2. Subharmonic resonances To analyze the subharmonic resonances, we introduce another detuning parameter r according to X 3 lr. 51

876

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

From Eq. (43), the condition under which the secular terms are now cancelled is given by 2 dA 2AN2 a12A2 A N2 2A3 A 2 4XA2 A N 6AN4 b20AN6 243 23XA2 A N4 A A2 A dT 1

2 N a62 XA 2 N3 41 XAA 3 N b302 XA 2 N5 N2 5A4 A 3 f2 XA 60A3 A 3 N3 26 15XA2 A 4 Ng expjrT 1 0. 256 27XAA Once more, we introduce the polar notation (46) and after some algebraic calculations, it comes that dq 2 4 6 b b b 11 q 12 q3 13 q5 14 q7 1 5q 1 6q 1 7 q cos v; dT 1

4 6 b q2 1 b b dv 1 6q 1 7q sin v; r3 5 dT 1 q

52

53

For steady-state motions, we obtain after eliminating v via some algebraic manipulations the following equation:

10 2 8 6 2 4 2 2 b b b b b b b b q2 14 q12 213 14 1 7 q 13 212 14 2 1 61 7 q 211 14 212 13 1 6 21 51 7 q 12 211 13 2 1 51 6 q

2 2 2 b 211 12 1 5 q 11

! r2 0. 9

54

Fig. 9. Subharmonic frequencyresponse curves for the parameters a = 1.0, b = 0.25, E = 5.5 and l = 0.05.

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

877

In this case, the motion of the subharmonic oscillatory states is described by the following equation: xt q cos X t v N cos Xt Ol. 3 55

The resolution of Eq. (54) using the NewtonRaphson algorithm enables us to plot in Fig. 9 the behavior of the amplitude q when the detuning parameter r varies for some xed values of the parameters a and b. Apart the harmonic, superharmonic and subharmonic oscillatory states display by the model, it can also bifurcate from the regular to the chaotic regime. Therefore, it seems very interesting to nd the range of parameters for which the model switches from a regular to a chaotic oscillatory states and from a chaotic to a regular oscillation.

Fig. 10. Bifurcation diagram (a) and its corresponding Lyapunov exponent (b) when l is varied with the parameters a = 2.55, b = 1.70, X = 3.465 and E = 8.27.

878

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

5. Strange attractors and transitions to chaos As nonlinear systems, biological systems can show up regular or chaotic motions depending on some perturbation of the initial states in their environment. Thus to nd the ways under which strange attractors arise in biological system is useful. Indeed, chaotic motions are of interest in executing activity adaptation and state transitions in response to environmental changes, and consequently creates a rich repertory of responses [26]. The quenching of chaos in biological systems is important in medical science because, chaos control techniques are expected to bring about new diagnostic tools and therapies for certain types of diseases, including cardiac arrhythmias [27,28] and epilepsy [29]. On the other hand, the existence of chaos is sometimes needed. Thus, the interests have been devoted in the idea that the brain may utilize transition in and out of chaos [3032] in its processing to form a complex system [33] displaying self-organization [32], capable of generating new types of structure through bifurcation, a sudden qualitative change in structure occurring at a critical value of a continuously varying parameter. In this section, we analyze the way chaos arises in the MLCVdPo described by Eq. (9). For this purpose, we solve it numerically using the RungeKutta algorithm and drawn the resulting bifurcation diagram and the variation of the corresponding Lyapunov exponent as the amplitude E and the coecient l are varied. The Lyapunov exponent is dened as Lya lim with d t q dx2 dv2 x;

t!1

lndt ; t

56

_ respectively. The time period of the periodic stroboscopic bifurcation where dx and dvx are the variations of x and x p diagram used to map the transition is T 2 . For the set of parameters a = 2.55, b = 1.70, X = 3.465 and E = 8.27, X it is found that chaos appears in the system within the range of l 2 [1.572, 1.577] [ [1.586, 1.588] [ [1.937, 1.944] [ [1.973, 1.985] [ [1.999, 2.001] [ [3.706, 3.709] as one can observe in the bifurcation diagram and its corresponding Lyapunov exponent shown in Fig. 10. Thus the phase portrait showing the chaotic behavior of the oscillator is plotted in Fig. 11 for l = 2.0. Fig. 12 presents the bifurcation diagram and the corresponding variation of the Lyapunov exponent respectively when the amplitude E is varied and the following transitions are observed. When the amplitude of the

Fig. 11. Chaotic phase portrait of the model with the parameters a = 2.55, b = 1.70, X = 3.465, l = 2.0, E = 8.27 and the initial _ 0 0; 1. conditions x0; x

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

879

Fig. 12. Bifurcation diagram (a) and the corresponding Lyapunov exponent (b) when E varies with the parameters a = 2.55, b = 1.70, X = 3.465 and l = 2.0.

external excitation E increases from the value E = 0, the system moves from a quasiperiodic states to a period-5 orbit at E = 1.34. That period-5 orbit remains until E = 8.224 where chaos occurs with some sporadic windows of quasiperiodic orbit alternately and this persists until E = 9.302 where only quasiperiodic oscillations continue to be displayed. For E = 9.50, there is a transition from quasiperiodic behavior to a period-8 orbit. The period-8 orbit exists until E = 9.55 where a period-5 orbit occurs and leads to a period-4 orbit. At E = 9.86, once also have a transition from period-4 orbit to a small range of chaos with some sporadic windows of quasiperiodic orbit alternately and this continues to be in place until E = 9.96 where a period-3 orbit takes place before leading to a period-1 orbit (harmonic oscillations) at E = 17.056. For another set of parameter a = 0.144, b = 0.05, l = 3.5, X = 3.465, E = 11.40 with two dierent sets of initial conditions, the model exhibits two particular types of chaotic attractors (see Fig. 13) which are complementary since one of the attractor can evolves toward another one through the phenomenon of degenerescence or symmetry inversion. Such type of attractors have also been reported by Leung recently in the study of the synchronization of two classical Van der Pol oscillator [19].

880

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

_ 0 2:5; 2:5 (upward Fig. 13. Degenerated chaotic trajectories obtained for two dierent sets of initial conditions. (a) x0; x _ 0 3:0; 3:0 (downward attractor). attractor), (b) u0; u

6. Conclusion In this paper, we have studied the nonlinear dynamics of the biological model. A specic example of brain waves model has been used to establish the equation that governs the MLC-VdPo. The oscillatory states have been derived both in the non-autonomous and autonomous cases, using respectively the Lindsteds perturbation and the harmonic balance methods. The phenomenon of birhythmicity has been exhibited by the model in the autonomous regime. In the non-autonomous case, the stability boundaries of the harmonic oscillations have been derived through the Floquet theory and it has been established that the model exhibited Neimark instability. Superharmonic and subharmonic oscillatory states have been investigated also. Lyapunov exponents and bifurcation diagrams showing transitions from regular to chaotic and from chaotic to regular motions have been drawn. For a particular set of initial conditions, two degenerate chaotic attractors have been obtained. As the MLC-VdPo is concerned, some insights have been given for biological systems. A good comprehension of the dynamics of such a model is of importance. In biochemistry for example, the

H.G. Enjieu Kadji et al. / Chaos, Solitons and Fractals 32 (2007) 862882

881

stable limit cycles correspond to two enzymes oscillatory states. Therefore, to investigate the synchronization of such model is of interest since it possess many applications.

C1 2 dA 2 4XA2 A 3 ; 2N2 A a12A2 A N2 2A3 A N2 6AN4 b20AN6 86 46XA2 A N4 60A3 A N2 5A4 A A A2 A dT 1 2 N 6XA2 A 2 b5XN7 60XAA 2 N3 20XA3 A 3 ; XN XN3 a2XN5 14XAA N3 4A2 A N5 186X 4A2 A C2 1 2AA 2 3 3 5 3 7 5 C3 XN aX3N 10AAN b9xN 88XAAN 78X AA AN ;

2 N; N b302 XA2 N5 112 54XA3 A N3 26 15XA4 A C4 X 2A2 N a62 XA2 N3 41 XA3 A 3 3 3 4 3 4 4 2 5 2 C A a43 XA N 3A A b90 16XA N 42a XA AN 9A A ;

5

2 N; N b415 38XA2 N5 453 37XA3 A N3 74 15XA4 A C6 2 XA2 N a62 XA2 N3 43 XA3 A 2 N2 ; N2 b151 2XAN6 285 58XA2 A N4 261 26XA3 A C A1 2XN2 4a1 2XAN4 1 3XA2 A

7

N2 b151 2XAN6 60XA2 N5 822 21XA2 A N4 264 25XA3 A N3 ; C8 A1 2XN2 4a1 2XAN4 A2 A 5 5 2 6 C9 aA b211 2XA N 5A A; N; C10 aXA4 N b40 21XA4 N3 210 3XA5 A N; C11 a4 XA4 N b56 7XA4 N3 210 3XA5 A 4 2 4 6 C12 a1 4XA N b61 4XAN 19 56XA AN ; N5 ; C13 aXN5 bX5N7 28AA N4 A2 A ; C14 a1 4XA4 N b61 4XAN6 72 26XA2 A 2 3 2 5 3 3 C15 2a2 3XA N b152 3XA N 413 11XA AN ; N2 ; C16 2a3 2XA3 N2 b125 3XA3 N4 225 13XA4 A 2 3 2 5 2 3 C17 2a2 3XA N b215 7XA N XA 32A AN3 ; C18 bXA6 N 1 6XAN6 ;

5 2

C19 b9 4XA3 N4 ;

C20 b15 6XA N ; C21 b6 XA6 N; A3 N2 27 10X; C23 15XbA4 N3 ; C22 b15A4 A C24 b6 9XA2 N5 ; C28 b1 2XA N ;

2 5 5 2

3 4

C27 20bA4 N3 ;

7

7

C33 XbN .

References

[1] Nayfeh AH, Mook DT. Nonlinear oscillations. New York: Wiley; 1979. [2] Chedjou JC, Fotsin HB, Woafo P. Behavior of the Van der Pol oscillator with two external periodic forces. Phys Scr 1997;390:393455. [3] Van der Pol B. Philos Mag 1922;700:43, 1926;978:72, 1927;65:73, Proc. IRE 1934;1051:22. [4] Hayashi C. Nonlinear oscillations in physical systems. New York: McGraw-Hill; 1964. [5] Parlitz U, Lauterborn W. Period doubling cascades and devils staircases of the driven Van der Pol oscillator. Phys Rev A 1987;1428:14346. [6] Guckenheimer J, Holmes PJ. Nonlinear oscillations, dynamical systems and bifurcations of vectors elds. Berlin: Springer-Verlag; 1984. [7] Steeb WH, Kunick A. Chaos in limit cycle systems with external periodic excitation. Int J Non-Linear Mech 1987;349:361422. [8] Venkatesan A, Lakshmanan M. Bifurcation and chaos in the double-well DungVan der Pol oscillator: Numerical and analytical studies. Phys Rev E 1997;6321:633056. [9] Hagedorn P. Non-linear oscillations. 2nd ed. Oxford: Clarendon Press; 1988.

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[10] Kaiser F. Coherent oscillations in biological systems, I, Bifurcation phenomena and phase transitions in an enzymesubstrate reaction with ferroelectric behavior. Z Naturforsch A 1978;294:30433. [11] Frohlich H. Long range coherence and energy storage in a biological systems. Int J Quantum Chem 1968;641:64952. [12] Frohlich H. In: Marois, editor. Quantum mechanical concepts in biology, in theoretical physics and biology, 1969, p. 1322. [13] Voltera V. Lecons sur la theorie mathenatique de la lutte pour la vie. Paris: Gauthier-Villars; 1931. [14] Kaiser F. Coherent modes in biological systems. In: Illinger KH, editor. Biological eects of nonionizing radiation. A.C.S Symp. Series, 1981, p. 157. [15] Kaiser F. Coherent excitations in biological systems: specic eects in externally driven self-sustained oscillating biophysical systems. Berlin, Heidelberg: Springer-Verlag; 1983. [16] Kaiser F, Eichwald C. Bifurcation structure of a driven multi-limit-cycle Van der Pol oscillator (I). The superharmonic resonance structure. Int J Bifurcat Chaos 1991;485:491501. [17] Eichwald C, Kaiser F. Bifurcation structure of a driven multi-limit-cycle Van der Pol oscillator (II). Int J Bifurcat Chaos 1991;711:71521. [18] Decroley O, Goldbeter A. Birhythmicity, chaos, and other patterns of temporal self-organization in a multiply regulated biochemical system. Proc Natl Acad Sci USA 1982;6917:692179. [19] Goldbeter A, Gonze D, Houart G, Leloup JC, Halloy J, Dupont G. From simple to complex oscillatory behavior in metabolic and genetic control network. Chaos 2001;247:260311. [20] Goldbeter A. Biochemical oscillations and cellular rhythms: the molecular bases of periodic and chaotic behavior. Cambridge: Cambridge University Press; 1996. [21] Kaiser F. Coherent oscillations in biological systems: interaction with extremely low frequency elds. Radio Sci 1982;17S22S:17. [22] Kaiser F. Theory of resonant eects of RF and MW energy. In: Grandolfo M, Michaelson SM, Rindi A, editors. Biological eects of a dosimetry of nonionizing radiation. New York: Plenum Press; 1983. [23] Kaiser F. The role of chaos in biological systems. In: Barret TW, Pohl AH, editors. Energy transfer dynamics. Berlin: Springer; 1987. [24] Kaiser F. Nichtlineare resonanz und chaos. Ihre relevanz fur biologische funktion. Kleinheubacher Berichte 1989;395:32. [25] Lenci S, Rega G. Optimal numerical control of single-well to cross-well chaos transition in mechanical systems. Chaos, Solitons & Fractals 2003;173:186215. [26] Rabinovich MI, Abarbanel HDI. The role of chaos in neural systems. Neuroscience 1998;87(1):514. [27] Garnkel A, Spano ML, Ditto WL, Weiss JN. Controlling cardiac chaos. Science 1992;257:13205. [28] Poon CS, Merrill CK. Decrease of cardiac chaos in congestive heart failure. Nature 1997;389:4925. [29] Schi SJ, Jerger K, Duong DH, Chang T, Spano ML, Ditto WL. Controlling chaos in the brain. Nature 1994;370:61520. [30] Schuster HJ. Deterministic chaos. Berlin: Springer-Verlag; 1986. [31] King CC. Fractal and chaotic dynamics in the brain. Progr Neurobiol 1991;279:30836. [32] Barton S. Chaos, self-organization and psychology. Am Psychol 1994;5:1449. [33] Ruthen R. Adapting to complexity. Sci Am 1993;110(January):117.

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