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Attribution Non-Commercial (BY-NC)

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Limit Cycles

• A limit cycle is an isolated closed trajectory; this means

that its neighbouring trajectories are not closed – they

spiral either towards or away from the limit cycle. Thus,

limit cycles can only occur in nonlinear systems. (In a

linear system exhibiting oscillations closed trajectories

are neighboured by other closed trajectories. (Eqs. of

type dθ/dt = f(θ).)

• A stable limit cycle is one which attracts all

neighbouring trajectories. A system with a stable limit

cycle can exhibit self-sustained oscillations – most of the

biological processes of interest are of this kind.

Limit Cycles

• Neighbouring trajectories are repelled from

unstable limit cycles.

• … and half-stable limit cycles are, of

course, ones which attract trajectories

from one side and repel those on the

other.

• As closed orbits are of such interest there

should be a method to establish that there

exists such an orbit, and there is:

Limit Cycles

• Poincaré-Bendixson Theorem: Suppose

that:

1. R is a closed bounded subset of the plane;

2. dx/dt = f(x) is a continuously differentiable vector

field on an open set containing R;

3. R does not contain any FPs;

4. There exists a trajectory C that is confined in R,

in the sense that it starts in R and stays in R for

all future time.

Then either C is a closed orbit, or it spirals

closed orbit.

Limit Cycles

FP

Relaxation oscillations

• The ark type of oscillations occurring e.g. in firing nerve

cells is the van der Pol oscillation. Oscillations of this

type are called relaxation oscillations because the

charge that builds up slowly is relaxed during a sudden

discharge in the strongly nonlinear limit (µ>>1 in the

following).

• The van der Pol equation reads as

x + µ x ( x − 1) + x = 0

&& & 2

Relaxation oscillations

x + µ x& ( x 2 − 1) =

&&

d

dt

( 3 )

x& + µ 1 x3 − x , so if we let

F ( x) = x − x, w = x& + µ F ( x) :

1 3

3

x + µ x& ( x 2 − 1) = − x. So we can write vdP eq. as

w& = &&

x& = w − µ F ( x)

w& = − x.

Now let y = w :

µ

x& = µ [ y − F ( x)]

y& = −

1

x.

µ

Relaxation oscillations

x

Notice that if the initial state is not close to the cubic nullcline,

|dx/dt|~O(µ)>>1 and |dy/dt|~O(µ-1)<<1.

Relaxation oscillations

1. Bifurcations in 2D

• In the following I’ll briefly recap the bifurcations

presented earlier in 1D and then talk about the

Hopf bifurcation that’s present only in

dimensions > 1.

• In 2D not only FPs can be created or destroyed

or destabilised as parameters are varied, the

same goes for closed orbits.

• Thus, in 2D bifurcation is defined as a change in

a system’s topological structure. For this the

concept of topological equivalence is needed.

Bifurcations in 2D

• Two phase portraits are topologically equivalent if

there is a homeomorphism, that is, a continuous

deformation with a continuous inverse, mapping one

phase portrait onto the other, such that trajectories map

onto trajectories and the sense of time is preserved

(shrink, stretch but don’t tear).

• Regarding bifurcations, things are nicely generalised

when moving up in dimensionality. As everything that’s

of any importance with respect to bifurcation occurs

close to the FPs, one can just plot the variables as

functions of each other instead of the single variable’s

phase plots (x,dx/dt)

Saddle-node bifurcations

• 1D: FPs are created and destroyed

• The prototypical system in 2D:

&x = µ − x 2

y& = − y.

• This bifurcates as µ varies

– FPs: stable at (x*,y*) = (√µ,0) and a saddle at

(-√µ,0) when µ > 0.

– these annihilate when µ = 0 and disappear

when µ < 0. Even after that they influence the

flow by slowing it down: they suck the

trajectories through a bottleneck called a ghost.

Saddle-node bifurcations

Here’s where

x& = µ − x 2

the ghost region

y& = − y. appears as µ > 0.

y y

x x

µ=1 µ=0

Pitchfork bifurcations

•1D; FPs (dis)appear in symmetrical pairs

•The prototype systems in 2D:

x& = µ x − x3 , y& = − y (supercritical; plots → )

x& = µ x + x 3 , y& = − y (subcritical). µ=0

µ<0 µ>0

Transcritical bifurcations

… and just to include them all: the 2D version of

the transcritical prototype system is of course

(in 1D FPs are there forever but change stability)

x& = µ − x 2

y& = − y.

Hopf bifurcations

• This type of bifurcation takes place only in

dimensions higher than one.

• Now FPs can change their stabilities with

the changing of complex eigenvalues. The

straightforward way to see this is from the

Jacobian. Recall that the perturbation

expansion around a FP of a nonlinear

system leads to a linear system written

with the aid of Jacobian:

Hopf bifurcations

The system

x& = f ( x, y )

y& = g ( x, y )

with a FP ( x*, y*) : f ( x*, y*) = 0, g ( x*, y*) = 0

is linearised near FP as

u = x − x*, v = y − y*,

u& = x& = f ( x * +u, y * + v)

= f ( x*, y*) + u + v + O ( u 2 , v 2 , uv )

∂f ∂f

∂x ∂y

= u + v + O ( u 2 , v 2 , uv )

∂f ∂f

∂x ∂y

Hopf bifurcations

∂g ∂g

&v = u +v + O ( u , v , uv ) . That is, the linearised

∂x ∂y

2 2

system:

u& = Ju, where

∂f ∂f

u ∂x ∂y

u= and J = is the Jacobian

v ∂g ∂g

∂x ∂y

Hopf bifurcations

• Recall that close to FPs flows are of exponential

form ~exp(λt), where λ is an eigenvalue of the

Jacobian. So naturally, for stable FPs Re λ < 0.

As the characteristic equation for a 2D system is

quadratic the stable eigenvalues are either both

real and negative or they are complex

conjugates in the left half plane. The bifurcations

taking place when real eigenvalues cross into

the right half plane are the ones just mentioned.

• Hopf bifurcations occur when the complex

conjugate eigenvalues simultaneously cross the

imaginary axis into the right half plane.

Hopf bifurcations

Im λ

Im λ

Re λ

Re λ

transcritical, or pitchfork bifurcation.

bifurcations.

Supercritical Hopf bifurcations

• Supercritical Hopf bifurcation occurs when

the initial decay µ = Re λ becomes slower

and finally changes to growth at a critical

value µc. The oscillation becomes a small-

amplitude sinusoidal, limit cycle oscillation

about the former steady state when µ > µc. For

example for the following system µ controls the

stability of the FP at the origin, ω gives the frequency

(and the direction) of infinitesimal oscillations, and b

determines the dependence of frequency on

amplitude for larger amplitude oscillations:

r& = µ r − r 3

θ = ω + br

& 2

Supercritical Hopf bifurcations

r& = µ r − r 3

λ = µ ± iω

θ = ω + br

& 2

µ<0 µ>0

stable limit cycle

at r = √µ

Subcritical Hopf bifurcations

• By changing the sign of the cubic term it

becomes destabilising

r& = µ r + r 3 − r 5 For µ < 0 there are two

θ& = ω + br 2

attractors: a stable limit cycle

and a stable FP at the origin.

Between them lies an unstable

limit cycle. As µ → 0 the

unstable limit cycle shrinks and

engulfs the origin rendering it

unstable. After this the stable

limit cycle (5th order term) is the only

attractor. Large-amplitude solutions result.

Subcritical Hopf bifurcations

µ<0 µ>0

The end of my scribbles for now

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