Nonlinear System Analysis

Practice Problems

1. Let y(t) be the population of fish at a lake and it is governed by the equation ẏ = y(4 − y) − k where k > 0
is the rate of fishing.
Find the critical rate of harvesting above which the entire fish population becomes extinct. Find the type of
bifurcation at that critical harvest rate.
Solution:
The fixed points occur when y(4 − y) = k. It is given by intersection of the line y = k with the curve
f (y) = y(4 − y) as shown in Figure 1. We see that at low values of k, say k1 , there are two fixed points,

k = k3

k = k2
y(4 − y)
k = k1

Figure 1

(marked in orange) and there is a stable steady state (stable equilibrium point in the right) of population if
it initially were above a threshold (given by the unstable equilibrium point in the left). But they merge at
k = k2 and disappear. So, there is a saddle node bifurcation happening at k2 as a stable and an unstable
fixed point collide and disappear. The precise value is when y = k2 =maximum value of the parabola. The
parabolic function f (y) = y(4 − y) = 4y − y 2 attains its maximum at y where f 0 (y) = 4 − 2y = 0 and hence
at y = 2, at which f (2) = 4. So, k2 = 4.

2. Sketch the bifurcation diagram and phase portrait for ẋ = µx + x3 − x5 . What would happen if the parameter
µ is slowly increased from −∞ to ∞?
Solution:
The equilibria satisfy x(µ + x2 − x4 ) = 0 and hence the equilibria are,

x=0
√
2 1± 1 + 4µ
x =
2

These roots x2 are both complex if µ < − 14 (hence no roots for x), both real and positive if − 14 < µ < 0
(hence four roots for x), and one is real and positive the other real and negative if µ > 0 (hence only two
roots for x). It follows that there are no equilibria in addition to x = 0 if µ < − 14 , four additional equilibria
if − 41 < µ < 0, and only two equilibria if µ > 0.

µ Equilibria and type

µ < − 14 x=0
− 14 < µ < 0 x = 0, four additional equilibria
µ>0 x = 0 and two other equilibria

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 • So at µ < − 14 , x = 0 is the only stable equilibrium point and it is stable by linearizing ẋ = µx for small
x and as µ < − 14 < 0, it is stable
• At µ = − 14 , two new equilibria are born x = ± √12 and they begin to separate into two branches as
q √
x = ± 1+ 21±4µ . So we witness some kind of two saddle node bifurcations.
• Note that for − 14 < µ < 0, by the same argument, x = 0 origin is still a stable equilibrium point.
• At µ = 0, another bifurcation happens and the origin changes stability and two other unstable equilib-
rium surrounding it disappear. Looking from reverse, as µ decreases from zero, an unstable point has
transformed into a stable point (origin) and has given rise to two other stable equilibrium points. So this
is a pitchfork bifurcation at µ = 0.

The bifurcation diagram is shown in Figure 2.

Figure 2

3. Sketch the bifurcation diagrams and phase lines (x versus µ) for the system ẋ = a + µx − x3 for a < 0, a = 0,
and a > 0. Classify the bifurcations that occur.
Solution:

• The equilibria satisfy x3 − µx − a = 0. The discriminant of this cubic is ∆ = 4µ3 − 27a2 . The cubic has
three real roots if ∆ > 0 and one real root if ∆ < 0. (To see this, consider the values of the cubic at the
points 3x2 µ = 0 where it attains a local maximum and minimum for µ > 0.
• If a = 0, it was done in lectures and we have a pitchfork bifurcation at µ = 0. There is one stable solution
√
x = 0 for µ < 0 and three solutions x = 0 (unstable), x = ± µ (stable) for µ > 0.
2
• If a 6= 0, bifurcations happen when ∆ = 0 and hence at µ = µ0 = 3( a2 ) 3 . If µ < µ0 , there is only one
equilibrium (as the cubic equation a + µx − x3 = 0 has only one solution and at µ = µ0 , a saddle node
bifurcation occurs when two new fixed points (other two roots of the cubic) are born. They are born at
1
x0 = −( a2 ) 3 .

Remark: The constant term a 6= 0 breaks the reflectional symmetry x → x of the pitchfork bifurcation, which
splits into a single asymptotically stable branch with no bifurcations, and two branches (one asymptotically
stable, the other unstable) that originate at a saddle-node bifurcation. Here are the bifurcation diagrams for
a = −0.1, a = 0, and a = 0.1 respectively.
The diagrams are shown in the Figure 3.

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 Figure 3

4. We pointed out that in the pitchfork bifurcation, three branches of fixed points appear for r > 0. Can you
construct an example of a ”quadfurcation” , in which ẋ = f (x, r) has no fixed points for r < 0 and four
branches of fixed points for r > 0 ? Extend your results to the case of an arbitrary number of branches, if
possible.
Solution:
Consider the system ẋ = f (x, r) = (r − a1 x2 )(r − a2 x2 ) . . . (r − an x2 ) where 0 <
qa1 < a2 < . . . < an For r < 0,
there are no roots for f (x, r) = 0 and for r > 0, we have 2n roots given by ± ari , i = 1, 2, . . . n. So we have
2n equilibrium points emerging out of the blue when r > 0. Choosing n = 2, we get a quadfurcation. Now,
consider the system ẋ = f (x, r) = x(r − a1 x2 )(r − a2 x2 ) · · · (r − an x2 ) where again 0 < a1 < a2 < . . . < an .
Here we have always x = 0 as a fixed point irrespective of r. When r < 0, x = 0 is the only fixed point and
when r > 0, we have 2n + 1 fixed pints and hence we see an odd number of branches emanating. See Figure 4

5. (Imperfect transcritical bifurcation) Consider the system ẋ = h + rx − x2 . When h = 0, this system undergoes
a transcritical bifurcation at r = 0. Our goal is to see how the bifurcation diagram of x versus r is affected

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 xeq x 2 an = r

x 2 a1 = r

xeq

Figure 4: Bifurcations with more than two branches

by the imperfection parameter h. Plot the bifurcation diagram for h < 0, h = 0, and h > 0.
Solution:
When h = 0, it is the typical transcritical bifurcation as shown in Figure 5. When h 6= 0, the equilibria are

Figure 5

found by intersecting the curve rx − x2 with x = −h. SO, when h > 0, we always have two intersections and
always have two equilibrium points and hence no bifurcations occur. With h < 0, at intermediate stage we
have no fixed points with two fixed points at highly positive and lowly negative values of r which indicates
the presence of two saddle node bifurcations in between. See Figures 5 and 6.

6. Consider another perturbation to the standard pitchfork bifurcation given by ẋ = rx − x3 − ax2 where a is
the perturbation parameter. When a = 0, we have the normal form for the supercritical pitchfork. Sketch all
the qualitatively different bifurcation diagrams that can be obtained by varying a.
Solution: √
2
Since ẋ = x(r − ax − x2 ), we get that fixed points occur at x = 0 and x = a2 ± a 2+4r . Thus when r = 0,
There are two fixed points, one at x = 0 and√ the other at x = a. Also, the vertex of the parabolic shape
2
formed by the parametric plot of x = a2 ± a 2+4r occurs when the term after the ± sign is zero, which
2
occurs when r = − a4 . Also when r = 0, the stability of origin flips and that is another bifurcation point.

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 f (x) = rx − x2

h<0 h<0 h<0

h>0 h>0 h>0

r<0 r=0 r>0

xeq
No bifurcation

saddle-node r

Figure 6

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This point r = − a4 corresponds to saddle-node bifurcations whereas when r = 0, a = 0 which corresponds
to a supercritical pitchfork bifurcation. All other places in the state space where r = 0 are transcritical
bifurcations. Finally we see that the qualitatively different bifurcation diagrams of x versus r can be classified
according to whether a < 0, a = 0 or a > 0. Figure 7 below shows the corresponding bifurcation diagrams in
each of those regions. (Bold denotes stable equilibria whereas light denotes unstable equilibria.)

Figure 7

7. Illustration of two dimensional Hopf bifurcations: Consider a two dimensional dynamical system in polar
coordinates (r, θ) given by ṙ = r(µ − r2 ), θ̇ = −1. Analyze the bifurcation of the limit cycles.
Solution:
This is essentially a one dimensional analysis as θ dynamics is independent and simple from the radial dynam-

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 ics. The equilibrium points of the r dynamics corresponds to the limit cycles. When µ > 0, we have equilibria
√
as r = 0, r = + µ (The negative solution is invalid as polar coordinates r cannot take negative values). So
there is an equilibrium at r = 0 (which is unstable by linear stability analysis (when µ > 0 and hence the
√
limit cycle at r = + µ must be stable. But when µ < 0, there is only one equilibrium at r = 0 that becomes
stable (by linear stability analysis) and the other limit cycle disappears. This is the Hopf bifurcation in two
dimensions where change of nature of equilibria can lead to appearance/disappearance of limit cycles instead
of other equilibria. The bifurcation diagram is shown in Figure 8.

hx
8. Consider the dynamical system ẋ = x(1 − x) + . Show that it can have one, two and three equilibria
a+x
depending on the values of a and h, and analyze their stability. Also show that bifurcations occur for h = a
and h = 41 (a + 1)2 . What types of bifurcations are these?
Solution:
The equilibria are solutions of x(1 − x)(a + x) − hx = 0. x = 0 is always an equilibrium, and for (1 + a)2 > 4h,
1 p
there are two additional equilibria at x = ((1 − a) ± (1 + a)2 − 4h). For (1 + a)2 = 4h, these two
2

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 Figure 8

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converge to the point x = (1 − a). The Jacobian of the right hand side of the differential equation is
2  
ha h
(1 − 2x) − . For x = 0, the linearized system is ẋ = 1 − x, which means x = 0 is stable for
(a + x)2 a
1
h ≥ a, and unstable for h < a. For the case (1 + a)2 = 4h, the linearized system at x = (1 − a) is ẋ = 0, so
2
1 p
the system is marginally stable. For (1 + a)2 > 4h, the eigenvalues for x = ((1 − a) ± (1 + a)2 − 4h) are
2
p
2
ah
λ = a ∓ (1 + a) − 4h − 1 p .
4 ((1 − a) ± (1 + a)2 − 4h)2