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# Method of Bifurcation Analysis of Hybrid

Nonlinear Systems
Quentin BRANDON and Tetsushi UETA
Faculty of Engineering
The University of Tokushima
Minamijosanjima 2-1
Tokushima, 770-8506 Japan
Email: {qbrandon,tetsushi}@is.tokushima-u.ac.jp
Dani` ele FOURNIER-PRUNARET
Toulouse University
LATTIS - INSA Toulouse
135 Avenue de Rangueil
Toulouse, 31077 France
Email: daniele.fournier@insa-toulouse.fr
I. INTRODUCTION
Systems with continuous and discrete dimensions, i.e. hy-
brid systems, exist in many domains such as mechanical or
electronic systems. The solution function is usually continuous
but presents points of non-derivability where discrete changes
occur. Some of the most widely studied applications are related
to electrical engineering, such as power converters investigated
as piecewise smooth systems by di Bernardo [1], Tse [2] or
Banerjee [3][4]; or some PLL models as introduced By Acco
[5], refering to this type of model as “hybrid sequential.” Little
work has been done in the analysis of nonlinear hybrid models,
apart from Kawakami, Ueta and Kousaka [7][8]. As for hybrid
linear models, they can be analysed using rigorous analytical
methods as did Kabe [6]. But the nonlinear property of many
systems reserve this option for approximated models only.
Instead, we prefer using numerical methods.
We review the analysis method based on a Poincar´ e map and
introduce some modiﬁcations and improvements. We consider
the analysis results of an extended version of the Alpazur
oscillator, using a numerical process to approximate some
working on). But the most compelling part is to be found in our
example results, revealing an unusual bifurcation structure: the
interactions between the equilibrium point at some state and
the corresponding switching condition make appear a fractal
bifurcation structure, with an inﬁnite number of bifurcation
curves focusing towards a limit set. As this is due to the hybrid
properties of the system, we may ﬁnd such structure in many
other hybrid systems.
II. PRINCIPLES
A. Modeling the System
Let us consider a system written by a set of differential
equations deﬁned by smooth functions piecewisely, i.e., for
the state i:
dX
dt
= f
i
(X), (1)
where,
X(t) =
_
_
_
x
0
.
.
.
x
n−1
_
_
_ ∈ R
n
. (2)
Within each state there is a solution function such as:
X
i
(t) = ϕ
i
(t, X
i0
) with X
i
(0) = X
i0
, (3)
where X
i0
is an initial value.
Now, based on the switching rules and the deﬁnition of a
period of our system, we set the Poincar´ e map, placing its
sections at the switching points. We assume for now that
the switching conditions for each state can be expressed
as a function of the system variables, e.g., for the state i:
q
i
(X) = 0.
The map is therefore expressed as:
Π
i
= {X
i
∈ R
n
| q
i
= 0}
T
i
: Π
i
→ Π
i+1
X
i
→ X
i+1
= X
i

i
) = ϕ
i

i
, X
i
(0)).
(4)
We are now able to perform a local analysis over each partial
orbit delimited by those Poincar´ e sections. Thus the Poincar´ e
mapping is deﬁned as a differentiable map:
T =

T
i
. (5)
We ﬁnally apply a projection from R
n
to R
n−1
due to the
equation of the ﬁnal state switch condition q
m−1
= 0 as seen
in Ref. [7]:
p : Π
0
→ Σ
0
X
0
→ U
0
,
(6)
which we use as a discrete deﬁnition of our system Fig.??.
B. Analysis approach
In order to compute phase portraits for a given system,
we simply integrate the differential equations. The switching
conditions previously deﬁned are constantly veriﬁed in order
to use the variational equations matching the current state. A
proper adaptive stepsize Runge Kutta integration gave us good
performance along with precious control of the numerical error
Ref. [9].
For the computation of ﬁxed points, we integrate the partial
derivatives of the differential equations in parallel of the
solution:
d
dt
∂ϕ
i
∂X
i−1
=
∂f
i
∂X
∂ϕ
i
∂X
i−1
where
∂ϕ
i
∂X
i−1
(0) = I. (7)
Fig. 1. Abstract representation of the Poincar´ e map
We compute the Jacobian matrix of each local map:
dX
i
dX
i−1
=
∂ϕ
i
∂X
i−1
+
dX
i
dt
∂τ
i
∂X
i−1
, (8)
thus we can express the Poincar´ e map:
dX
m
dX
0
=

dX
i
dX
i−1
. (9)
We then apply the projection p and obtain the Jacobian:
DT
l
(U
0
) =
dU
m
dU
0
. (10)
For a ﬁxed point we solve:
T
l
(U
0
) = U
m
= U
0
. (11)
We inject the approximation of the tangent to the solution DT
l
in the Newton method in order to compute an accurate value
of U
0
. If our initial value is in the domain of convergence, we
converge toward the solution within a few iterations.
Finally, concerning the critical values required to compute
bifurcation diagrams, we use the characteristic equation of our
system in order to determine an extra equation. Depending
on the desired bifurcation diagram, we choose λ, one of the
parameters from the diagram space, as an extra degree of
freedom to compute a solution of our new equations set:
χ
l
(µ) = det(DT
l
−µI
n−1
) = 0. (12)
µ is deﬁned by the bifurcation type. So our new problem can
be written:
F(U
0
, λ) =
_
U
m
−U
0
χ
l
(µ)
_
= 0. (13)
Which means we are to compute the following Jacobian
matrix:
_
¸
¸
_
dU
m
dU
0
−I
n−1
dU
m

dDT
l
dU
0
dDT
l

_
¸
¸
_
(14)
The second row of Eq. (14) requires the second derivatives of
the solutions of variational equation (7). Computing a number
of second derivatives can be done two ways: one based on an
analytical approach, consisting in simply deriving once more
the ﬁrst derivative elements; the second one is more numerical
since it consists in approaching the tangent by differentiation,
performing a multiple integration using shifted input variables.
The ﬁrst approach might appear more elegant but depending on
the switching conditions, even the simplest models will involve
very elaborated equations at this step. Let us now consider the
second alternative: we compute the following elements the
same way we do in the ﬁxed point algorithm:
U
m
(U
0
, λ), U
m
(U
0
+ ∆U, λ), U
m
(U
0
, λ + ∆λ),
DT
l
(U
0
, λ), DT
l
(U
0
+ ∆U, λ), DT
l
(U
0
, λ + ∆λ).
(15)
We derive the Jacobian matrix elements by differentiation:
dU
m
dU
0

U
m
(U
0
+ ∆U, λ) −U
m
(U
0
, λ)
∆U
dU
m

U
m
(U
0
, λ + ∆λ) −U
m
(U
0
, λ)
∆λ
dDT
l
dU
0

DT
l
(U
0
+ ∆U, λ) −DT
l
(U
0
, λ)
∆U
dDT
l

DT
l
(U
0
, λ + ∆λ) −DT
l
(U
0
, λ)
∆λ
.
(16)
The second approach introduces some tricky questions such as
how to determine a relevant ∆U or ∆λ, but it turns out to be
much easier to implement and gives satisfying performances.
Though it is not a much reﬁned approach, we use at this point
a fraction of the correction of U and λ as our next ∆U and
∆λ.
III. EXTENDED ALPAZUR OSCILLATOR
A. Model description
We extend the orignial Alpazur oscillator [8] to 3-state for
examination of the computing method proposed in Ref[7] from
a universality point of view.
Fig. 2. Electronic implementation of 3-state Alpazur oscillator
The continuous variable is represented by: X =
_
x
y
_
According to the position of the switch, we have, for each
state (i = {1, 2, 3}), the following differential equations:
f
i
(X) =
_
f
i
(x, y)
g
i
(x, y)
_
For State i: (terminal a(i = 1),b(i = 2), or c(i = 3) in SW)
_
dx
dt
= f
i
(x, y) = −rx −y
dy
dt
= g
i
(x, y) = x + (1 −A
i
)y −
1
3
y
3
+B
i
.
(17)
where x and y are normalized variables corresponding to the
current i and voltage v (detailed in Ref[8]); and where A
i
and
B
i
are real numbers.
In order to determine the discrete behavior, we establish the
following switching rules:
q
1
= y −h
q
2
= y −b
q
3
= y −m,
(18)
combined with the switching order:
State 1 → State 2 → State 3 → State 1.
Such system exhibits chaotic orbits at particular parameter
values such as the following set:
r = 0.1 A
1
= 0.2 A
2
= 2.0 A
3
= 0.8 B
1
= −0.6
B
2
= 1.0 B
3
= −0.1 m = −0.1 b = −0.3 h = −1.0
This particular model is very convenient because the mapping
is strait forward: even within the local maps, y values are
ﬁxed thanks to the switching conditions. We can therefore
extract the mapped variable u = x. We deﬁne the map:
T = T
0
◦ T
1
◦ T
2
: Π
0
→ Π
0
x
0
→ x
3
= ϕ(τ, x
3
).
(19)
B. Fixed points
As previously exposed, the problem of Fixed points is as
follows:
x
3
−x
0
= 0. (20)
In order to compute the appropriate correction, we need to
compute:
DT
l
=
dx
3
dx
0
=
dx
3
dx
2
dx
2
dx
1
dx
1
dx
0
. (21)
For each State i we compute:
dx
i
dx
i−1
=
∂ϕ
i
∂x
i−1
+f
i
(x
i
, y
i
)
∂τ
i
∂x
i−1
∂τ
i
∂x
i−1
=

∂φ
i
∂x
i−1
g
i
(x
i
, y
i
)
,
(22)
where we numerically integrate the required elements:
d
dt
_
x
i
y
i
_
=
_
f
i
(x, y)
g
i
(x, y)
_
State 1: from x
0
State 2: from x
1
State 3: from x
2
d
dt
_
¸
_
∂ϕ
i
∂x
i−1
∂φ
i
∂x
i−1
_
¸
_ =
_
¸
_
∂f
i
∂x
∂f
i
∂y
∂g
i
∂x
∂g
i
∂y
_
¸
_
_
¸
_
∂ϕ
i
∂x
i−1
∂φ
i
∂x
i−1
_
¸
_
where
_
¸
_
∂ϕ
i
∂x
i−1
∂φ
i
∂x
i−1
_
¸
_(0) =
_
1
0
_
.
(23)
We now use the Newton method to compute the correction to
be applied:
x

0
= x
0

x
3
−x
0
dx
3
dx
0
. (24)
C. Bifurcations
In this case the characteristic equation is fairly simple:
χ(µ) = det(DT
l
−µ) = 0, (25)
hence the Jacobian matrix:
_
¸
¸
_
∂x
3
∂x
0
− 1
∂x
3
∂λ
∂DT
l
∂x
0
∂DT
l
∂λ
_
¸
¸
_
(26)
We compute its elements using the equation (16). Through
combination with conventional methods, we obtained the
bifurcation diagram Fig.??.
−1.6 −1.4 −1.2 −1 −0.8 −0.6 −0.4 −0.2 0
−2
−1.5
−1
−0.5
0
0.5
1
1.5
B1

B2
B1

G I
Fig. 3. Bifurcation diagram in the B
1
/B
2
parameter plan
−1.05 −1 −0.95 −0.9 −0.85 −0.8 −0.75 −0.7 −0.65
−1.1
−1
−0.9
−0.8
−0.7
−0.6
−0.5
B
Stable At SN bif. Unstable
At PD bif.
Dbl period
At limit set
I
I
G
At PD bif.
B
B1

G
Fig. 4. Enlargement of the Fig.?? at invariant set area
An application to collision bifurcation analysis, based on this
method, is detailed in [7]. Collision bifurcations occur when
the trajectory of the solution collides with one of the switching
conditions, under the inﬂuence of a parameter change.
IV. RESULTS
We ﬁrst computed the values of x
0
against B
1
for ﬁxed
points at a constant value of B
2
. By monitoring the eigen-
values, we can ﬁnd the points at which we obtain bifurcation
values. For example, we could ﬁnd eigenvalues corresponding
to saddle-node bifurcation (µ = 1, marked in red on the curve)
at each point where

dB1
= 0 (note that eigenvalues corre-
sponding to period doubling bifurcation are usually very close,
hence easy to obtain as well). Once these values gathered, we
can use a tracing algorithm to compute bifurcation curves.
We obtain the bifurcation diagram in Fig.??. This method
can be illustrated by the Fig.?? and ?? where we can see a
combination of the bifurcation lines and the ﬁxed points line.
−1.6
−1.4
−1.2
−1
−0.8
−0.6 −2
−1
0
1
2
0.6
0.8
1
1.2
1.4
1.6
1.8

B2
B1
X
Period
Doubling
node
Limit
set
Fixed pts
@ B2=1.92
Fig. 5. Bifurcation diagram put against the ﬁxed points set at B
2
= 1.92
This actually corresponds to the solution wrapping itself
around the equilibrium point of the current state. The switch-
ing characteristic of the system makes it possible for the
little bit like a Rossler type oscillator.
In the neighborhood of a particular value B
1
= B

1
, we can
ﬁnd a self-repeating bifurcation pattern Fig.??.
Due to precision limitations inherent to numerical methods, it
gets more and more difﬁcult to compute the bifurcation lines
as we get closer to the limit value, but we can conjecture this
structure is inﬁnite.
One can notice that this limit corresponds to the parameter
values where the equlibrium point of State 1 and the initial
point X
0
merge. The precise limit value of B
1
can be
easily obtained by injecting the previous information into the
equation set of the system: for state 1 (hence in eq.(1)), the
equilibrium point (
dx
dt
= 0 and
dy
dt
= 0) is on the switching line
(y = m). Given this, we can extract x
0
and B
1
corresponding
to the limit set. With our parameter values, we obtain x
0
= 1
and B

1
=
−2761
3000
. The limit set itself is represented by the
X
B
1
B
2
B
1
Fixed points
SN bifurcation
Limit set
Fig. 6. Schematic view of Fig.??.
green line in the bifurcation diagram Fig.?? and ??. There
are an inﬁnity of bifurcation curves because for each one that
we ﬁnd, there exists a closer one on the other side of the
line, which corresponds to the piece of the solution at state
1 turning an extra 180 degrees around the equilibrium point
(making the initial point closer to this latter).
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