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Bernd Krauskopf & Hinke Osinga

5

Bifurcations

In dynamical theory, one takes into account any uncertainty of the model via the introduction of parameters. We do not know exactly the value of the friction coeﬃcient for the damped planar pendulum, but there is one; We do not know exactly the inhibiting eﬀect of one species on the other, but there seems to be one; Etcetera. Hence, the model is typically of the general form x = f (x, λ), ˙ where x ∈ Rn and λ ∈ Rm . The value for the parameter λ may only be known as lying in a certain interval, or region. Without knowing λ exactly, what can we say about the system? Recall the example of the competing species. Extinction of a species depends really only on whether α or β are less than 1. For any value of α, β < 1 we get a topologically equivalent phase portrait, that is not topologically equivalent to the phase portrait for the case β < 1 < α. Deﬁnition Consider the vector ﬁeld x = f (x, λ), ˙ with x ∈ Rn and λ ∈ R. Suppose that the phase portrait of the system for a particular choice λ = λ1 is topologically diﬀerent from the phase portrait for another choice λ = λ2 > λ1 . If the diﬀerence between λ1 and λ2 is suﬃciently small, then there exists a unique λ1 < λ∗ < λ2 such that the phase portrait for any λ1 < λ < λ∗ is topologically equivalent to that for λ1 and the phase portrait for any λ∗ < λ < λ2 is topologically equivalent to that for λ2 . We call λ∗ a bifurcation point; it is the parameter value at which the system undergoes a bifurcation, that is, a qualitative change of the dynamics. There are diﬀerent types of bifurcations. We start with a classiﬁcation of the diﬀerent local bifurcations, that is, the bifurcations that involve equilibria. These bifurcations can be classiﬁed in terms of the eigenvalues of the Jacobian matrix associated with the (parameter-dependent) equilibrium. At the moment of bifurcation the number n0 = 0 and the equilibrium is not hyperbolic. However, just before and just after the bifurcation the equilibria are hyperbolic (if they exist). Hence, we can think of the bifurcation as a movement of eigenvalue(s) through the imaginary axis as a parameter is varied. For vector ﬁelds, there are two generic cases: either one eigenvalue moves through 0, or a pair of complex conjugated eigenvalues moves through the imaginary axis.

**Saddle-Node bifurcation
**

The saddle-node bifurcation is characterised by the fact that on one side of the bifurcation two equilibria exist, while on the other side of the bifurcation these two equilibria have disappeared. The moment of bifurcation can be thought of as the moment where the two equilibria collide. The saddle-node bifurcation can take place in any system and is, in fact, a very typical bifurcation to happen when a parameter is varied. Maybe because

→λ ? ? ? √ x=− λ . it has a lot of other names. Here. ˙ where x ∈ R and√ ∈ R. λ) = λ − x2 . √ and at x2 = − λ the eigenvalue is 2 λ > 0. For example.or phase space 1 : 2 : u √ − λ 2 0 u √ λ This collection is called a bifurcation diagram. λ<0 λ=0 u u √ − λ λ>0 u √ λ →x →x 0 →x In fact.2 = ± λ.EMAT33100 .or two-dimensional systems. All information is contained in the following picture: λ. The picture on the left has all information in a single picture. λ) = −2x. we can combine the pictures into one ? picture of the parameter × phase space. at least by someone familiar with bifurcation theory. the division of parameter space into sets of topologically diﬀerent phase portraits. These equilibria only exist (in R) if λ √ 0. λ namely x1. tangent bifurcation. at x1 = λ√ have eigenvalue −2 λ < 0. The Jacobian matrix is > √ we Df (x. so x1 is an attractor. we ﬁnd that there are two equilibria. Example Consider the vector ﬁeld x = f (x. we typically skip the case λ = 0.or parameter space 1 u x. For one. 6 6 one plots all phase portraits. limit point bifurcation. because it is topologically diﬀerent from the phase portrait of any other λ-value and it can easily be deduced from the context. or turning point bifurcation. like this x √ ? x= λ ↑ ? example. There are several ways to visualise this bifurcation. so x2 is a repellor. and not just a rep? resentative one. we can draw all topologically diﬀerent phase portraits. The saddle-node bifurcation is also called fold bifurcation. The regions where phase portraits are topologically equivalent are then indicated in parameter space. Hence. together with representations of these phase portraits. By setting the RHS to zero.Nonlinear Dynamics & Chaos 17 this bifurcation is so typical.

λ∗ ) = 0 dx2 “Equilibrium at x0 for λ = λ∗ . λ).” “Zero eigenvalue at x0 for λ = λ∗ . ˙ with x ∈ R and λ ∈ R. Example Consider the one-dimensional vector ﬁeld with parameter α ∈ R. If the following conditions hold: (B1) (B2) f (x0 . one often shifts the equilibrium (x0 .” “Second order term of f does not (10) (G1) vanish at equilibrium.” d f (x0 . (B1) and (B2) are called bifurcation conditions.18 Bernd Krauskopf & Hinke Osinga Similar to topologically equivalent phase portraits. Deﬁnition We call a particular vector ﬁeld y = g(y. For convenience. This means that the regions in parameter space where the respective phase portraits are topologically equivalent are the same. to (0. 0). they need to be satisﬁed to ﬁnd the bifurcation. By comparing the graphs of e−x and α − x. we like to identify similar bifurcations. The goal is to ﬁnd a normal form that is given in a simplest possible form. we ﬁnd the following phase portraits: e−x α>0 e−x α=0 e−x α<0 x = α − x − e−x . λ∗ ) the bifurcation diagrams ˙ are topologically the same. that is. λ) if in the neighbourhood of some point (x0 . λ∗ ) = 0 d2 f (x0 . and that in each region both vector ﬁelds have topologically equivalent phase portraits. Theorem 5 (Saddle-node bifurcation) Let x = f (x. λ∗ ) = 0 Df (x0 . ˙ y = λ ± y2 ˙ α−x 0 u 0 α−x u u 0 α−x . λ∗ ) = 0 “Positive speed in λ. (G1) and (G2) are called genericity conditions. λ) a (topological) normal form of the vector ˙ ﬁeld x = f (x. λ∗ ) to the origin. λ∗ ).” (G2) dλ then (10) has the topological normal form in a neighbourhood of (x0 . they are “typically” satisﬁed.

the two equilibria exchange their stability properties. These bifurcations can only happen under special circumstances. there is indeed a saddle-node bifurcation. x0 ) = (1. we ﬁnd x=α−x−e ˙ −x x2 x2 =α−x− 1−x+ + . When this equilibrium collides with another equilibrium. λ). 0) to the origin via the coordinate transformation α = λ + 1 and x = y. λ∗ ) = 0 for all λ∗ ∈ R. 0) = −e−y |y=0 = −1 = 0. d2 f (x0 . and (G2) gλ (0. we need that the graphs of α − x and e−x intersect tangentially. Df (x0 . and agrees exactly by appropriate rescalings ˙ of x and α... the bifurcation point is α∗ = 1. λ∗ ) = 0. λ∗ ) = fx (x0 . Hence. (G1) gyy (0. 2! 2 This has the same algebraic form as y = λ−y 2 . using the Taylor expansion for e−x about x = 0. ˙ with x ∈ R and λ ∈ R. In general. dλ (11) . 0) = 0. the two equilibria “pass through each other. 0) = −1 + e−y |y=0 = 0. λ∗ ) = 0. but continue to exist both before and after the bifurcation. (B2) gy (0. We move the point (α∗ . bifurcation theory tells you where you can chop oﬀ the Taylor series expansion without topologically changing all phase portraits in a neighbourhood of (λ∗ . The vector ﬁeld in terms of y and λ becomes y = x = α − x − e−x = 1 + λ − y − e−y =: g(y. 0) = 1 = 0. x = 0.” Theorem 6 (Transcritical bifurcation) Let x = f (x. Transcritical bifurcation The transcritical bifurcation only happens when the system has an equilibrium that exists for all values of the parameter and can never be destroyed. . There are two other bifurcations that have this same characterisation. λ). The saddle-node bifurcation is associated with one eigenvalue “moving through” zero. If the following conditions hold: (B1) (B2) (G1) (G2) f (x0 . . Alternatively. both the functions and their derivatives with respect to x should be equal: e−x = α − x ⇔ d d −x e = (α − x) dx dx e−x = α − x ⇔ −e−x = −1 1 = α. Hence. dx2 d fx (x0 . They are the transcritical and the pitchfork bifurcation. and the bifurcation occurs at x0 = 0. Thus. Hence. x0 ).EMAT33100 . ˙ ˙ We ﬁnd (B1) g(0.Nonlinear Dynamics & Chaos 19 To ﬁnd the bifurcation point α∗ . = (α − 1) − + . λ∗ ) = 0.

in the system (7) of competing species the equilibria (0. λ∗ ) = 0. For example.and the y-axes are invariant. In fact. the bifurcation is called subcritical .20 then (11) has the topological normal form y = λy ± y 2 ˙ in a neighbourhood of (x0 . λ) = −f (x. if you set x = −x. 0). as α or β move through 1. respectively. Namely. λ) (reﬂectional symmetry!) f (x0 . (1. Pitchfork bifurcation The pitchfork bifurcation only exists when there is a reﬂectional symmetry present in the system. 0). you get ˜ ˙ as for x. λ∗ ) = 0. we call the pitchfork bifurcation supercritical . d3 f (x0 . ˙ This system has reﬂectional symmetry about {x = 0}. Bernd Krauskopf & Hinke Osinga Remark 7 The transcritical bifurcation is typical for systems where an equilibrium is present regardless of the values of the parameter. The normal form is x = λx ± x3 . λ∗ ). dx3 d fx (x0 . the equilibrium (0. In other words. and (0. λ∗ ) = 0. Df (x0 . If the following conditions hold: (B1) (B2) (G1) (G2) then (12) is topologically equivalent to the normal form y = λy ± y 3 ˙ in a neighbourhood of (x0 . x ∈ R and λ ∈ R. 1) or (1. if a saddle-node bifurcation happens “on the mirror” then it is a pitchfork bifurcation. λ∗ ) = 0. is involved in a transcritical bifurcation. Remark 9 In the same way as that the saddle-node bifurcation is typical for arbitrary dynamical systems. 0). λ). This is discussed in more detail for the Hopf bifurcation in the next section. λ∗ ). λ∗ ) = fx (x0 . the pitchfork bifurcation is typical for systems with reﬂectional symmetry. ˙ with f (−x. the same equation for x ˜ ˙ Theorem 8 (Pitchfork bifurcation) Let x = f (x. When the cubic term is −x3 . when the cubic term is +x3 . This system has invariant lines. dλ (12) Here. . 1) are always present regardless the values of α and β. namely both the x.

writing z = reiφ . Also. this system does not have equilibria. we can formulate this as “in polar coordinates” r = r(λ + αr2 ). since φ is continuously varying with constant speed ω. and vary λ. ˙ ˙ φ = ω. as we shall see later. This leads to the following bifurcation diagram for (15): Phase space r ↑ P q P P q P X z X 1 Parameter space 1 u r ↑ X z X 2 X z X 2 0 √ - λ : - 0 −π →φ π 0 −π →φ π If we consider system (15) in the form (13) or (14). Similarly. ω > 0 constant. then the bifurcation diagram with phase portraits in R2 becomes: Parameter space 1 u Phase space 1 2 2 0 . (15) It is easiest to analyse this system in the form (15). Consider the following system: “complex notation” x ˙ y ˙ z = (λ + iω)z + αz|z|2 .Nonlinear Dynamics & Chaos 21 Hopf bifurcation When a pair of complex conjugated eigenvalues moves through the imaginary axis. α ∈ R. Let us consider the case α = −1. typically a Hopf bifurcation occurs. This bifurcation is related to the pitchfork bifurcation. Hence. everything ﬂows to the right. because the two equations are uncoupled. (14) deﬁned on R2 . where x + iy = z.EMAT33100 . Note that the state space for (15) is the positive half cylinder r ≥ 0. This system is equivalent to “real notation” = x y + α(x2 + y 2 ) x y . ˙ λ −ω ω λ (13) Here z ∈ C. We can analyse the r-equation separately and then combine the two. −π ≤ φ ≤ π. ω > 0 and λ.

The frequency of the periodic orbit. at the onset of the bifurcation. y)-plane. while the origin is an attractor for λ < 0 and a repellor for λ > 0.22 Bernd Krauskopf & Hinke Osinga The Hopf bifurcation is characterised by the appearance of a periodic orbit. is equal to ω. The amplitude √ of the periodic orbit is 0 at the moment of the bifurcation and grows as λ. then a pitchfork bifurcation takes place. . r)plane and ignore φ. The bifurcation diagram in the full parameter / phase space R × R2 for the system in the form (13) or (14) is a three-dimensional picture. we can view the picture in the (λ. r ↑ ? 6 ? 6 ? 6 6 ? 6 ? 6 ? r= √ λ For the system in the form (15) we can draw the parameter / phase diagram in the (λ. This sketch of the parameter / phase diagram is drawn by a student in 1999/2000 who wishes to remain anonymous. no periodic orbit exist for λ = 0. The periodic orbit that appears in the Hopf bifurcation lies on the parabola x2 + y 2 = λ. If the phase space were r ∈ R instead of (r. The equilibrium exists on either side of the bifurcation. φ) ∈ R2 . r)-plane as a cross-section of the three-dimensional picture in (λ. Indeed. depending on the sign of λ. x). →λ √ r=− λ Note that for α = 0 we get the harmonic oscillator. y)-space through either the (λ.or the (λ. x. the absolute value of the imaginary part of the eigenvalue of the equilibrium point. but changes stability. that is. However. inﬁnitely many periodic orbits exist for λ = 0. Cross-sections through planes λ = constant are the phase portraits 1 or 2 above.

If you need it you should look it up in the literature. λ∗ ) = 0. λ). where l1 is speciﬁed below. Suppose (16) has a (varying) equilibrium x(λ) for λ near λ and express the eigenvalues of the Jacobian Df (x(λ). λ∗ ) > 0 ξ1. λ∗ )z|z|2 ˙ in a neighbourhood of (x0 . The sign of the ﬁrst Lyapunov quantity determines the stability properties of the periodic orbit that appears in the bifurcation. x(λ∗ ) = x0 ) (B2) Df (x0 . λ∗ ). (that is. dλ Remark 11 We call l1 (x0 . (α(λ∗ ) = 0. We have the following overview: “Supercritical” l1 (x0 .Nonlinear Dynamics & Chaos Theorem 10 (Hopf bifurcation) Consider the two-dimensional vector ﬁeld x = f (x. λ∗ ) the ﬁrst Lyapunov quantity. λ∗ ) = 0 “Subcritical” l1 (x0 . d (G2) α(λ∗ ) = 0. β(λ∗ ) = ω) (G1) l1 (x0 . λ∗ ) < 0 “Harmonic oscillator” l1 (x0 . It can be computed from f in (16). λ) as Then (16) is topologically equivalent to the normal form z = (λ + iω)z + l1 (x0 .2 (λ) = α(λ) ± iβ(λ). ˙ 2 ∗ 23 (16) with x ∈ R and λ ∈ R. λ∗ ) has a pair of purely imaginary eigenvalues ±iω. λ∗ ) = 0. if the following conditions hold: (B1) f (x0 .EMAT33100 . λ<0 λ=0 λ>0 .

λ∗ )! Question What “can happen” to a large limit cycle? The Hopf bifurcation creates a periodic orbit. Hence. at the onset of the bifurcation.” that is. namely: Homoclinic bifurcation A limit cycle collides with a saddle point. collide. big limit cycles can be considered as equilibria of a corresponding discrete dynamical system. λ < λ∗ λ > λ∗ . For example: Saddle-node bifurcation of limit cycles Two large limit cycles. while the equilibrium only attracts points locally in a neighbourhood when λ < 0. “from a point. As the stable equilibrium point loses its stability at λ = 0. small oscillations are born. All bifurcations discussed so far can also happen in discrete systems.24 Bernd Krauskopf & Hinke Osinga Note that in the case of a supercritical Hopf bifurcation we always have an attractor. for a subcritical Hopf bifurcation we do not have an attractor for λ > 0. or limit cycle. However. λ < λ∗ λ = λ∗ λ > λ∗ There are two other bifurcations that can happen to limit cycles. the limit cycle is small. one stable and the other unstable. λ < λ∗ λ = λ∗ λ > λ∗ Period-doubling bifurcation (in R3 ) A stable limit cycle becomes unstable as it is surrounded by a stable limit cylce of twice the period. As we shall see later. Big limit cycles can also undergo bifurcations. in practice it is important to compute the sign of l1 (x0 .

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