ELSEVIER

Global stability properties of equilibria,

periodic, and chaotic solutions

Mohamed S. Soliman

Department of Engineering, Queen Mary College, University of London, London, UK

Nonlinear systems can exhibit multiple stable steady-state solutions at a fired set of parameter values. A
disturbance to a given attractor can cause a transition across a basin boundary resulting in a qualitative, and
often substantial quantitative, change in the long-term response of the system. In this paper we examine how
the global stability properties of steady-state solutions may be examined in the context of basins of attraction.
Such a global approach, based on geometric considerations, may usefully be combined with a linearized
stability analysis. We first examine the stability properties of point attractors and harmonic solutions, and then
we extend the analysis to higher periodic and chaotic solutions. In addition we show that in situations where
basins of attraction are highly intertwined there may be not only a loss of stability but also a loss of
predictability.

Keywords: global dynamics, basins of attraction, stability, chaos

1. Introduction dynamics of a linear system may be represented by the

motions of a mass in a parabolic potential well as shown in
In nonlinear dynamical systems the slow variation of
Figure I(a). In the case of dissipative systems, any finite
control parameters can result in instabilities that give rise
disturbance will result in motions that will eventually
to qualitative changes in the long-term steady-state re-
return to the equilibrium state. However, typical nonlinear
sponse of the system. For example at supercritical flip
systems can possess multiple equilibria as shown in Fig-
bifurcations a periodic cycle loses its stability in which the
ure I(b). Here we can say that although states A and C are
resulting orbits have twice the period. Often nonlinear
asymptotically stable, state A in relative terms is strongly
systems can undergo a series of bifurcations resulting in
stable whereas state C is weakly stable. State B is unstable.
increasingly complicated and ultimately chaotic behavior.
In this paper we assess the transitional characteristics of
It is therefore important to examine the steady-state re-
nonlinear systems from a geometrical viewpoint. In exam-
sponse of nonlinear systems and assess their bifurcational
ining the global stability properties of a given steady-state
characteristics. Moreover it is also important to recognize
solution, a measure such as the proximity of the solution to
that in typical nonlinear systems, several stable steady-state
its basin boundary might be used.
solutions (attractors) may coexist at a fixed set of parame-
In Section 2 we briefly outline some basic concepts as
ter values, where each attractor is embedded in its basin of
regards the local stability properties of steady-state solu-
attraction. Hence in addition to the steady-state bifurcation
tions. We examine how the global stability characteristics
mechanisms, which result in sudden changes in the re-
of steady-state solutions may be assessed in the context of
sponse, there is the possibility that qualitative changes can
their basins of attraction. In Section 3 we examine the
occur if a system is subjected to a disturbance such as an
behavior of linear dissipative forced oscillators. By intro-
impact. In other words, although a steady-state solution
ducing an idealized criterion of stability, a relationship
may be stable in the infinitesimal (linear) sense it may be
between a steady-state solution and the boundary for tran-
nonlinearly unstable in the global sense. Such transitions
sient failure is determined. In Section 4 we examine how,
are not observed in linear systems where disturbances
in nonlinear systems, small finite disturbances to an
always result in motions that return to a single stable
asymptotically stable equilibrium state may result in a
steady-state solution. From a geometric viewpoint, the
transition across a basin boundary and hence a change in
the long-term behavior of the system. In Section 5 we
assess the implications of highly intertwined basins of
attraction as regards the global stability properties of a
Address reprint requests to Dr. Soliman at the Department of Engineer-
ing, Queen Mary College, University of London, Mile End Road, London
given steady-state solution. For attractors lying within
El 4NS, UK. fractal basins of attraction, not only may a disturbance
cause a loss of stability, but there is the added complexity
Received 15 December 1994; accepted 2 November 1995. of a loss of predictability. In Section 6 we assess the global

Appl. Math. Modelling 1996, Vol. 20, July

0 1996 by Elsevier Science Inc. 0307-904X/96/$15.00
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 Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

2.1 Local analysis: Linearized stability

To begin to describe the stability properties of an equilib-
rium solution, xE, one needs to understand the nature of
the solutions in its vicinity. A linearized or infinitesimal
stability analysis is an informative starting point in describ-
ing the associated linear vector field in the vicinity of an
equilibrium point.
Consider the perturbed system
k=f(xE+5)
Expanding as a Taylor series about xE gives
Figure 1. V(x) versus x for (a) a linear system that has one
i=f(xE) +f,(XE)C$+f,,(XE)g?+ ...
globally stable equilibrium state and (b) a nonlinear system
with three equilibrium states. State A is “strongly” stable, state where for example f,(xE) is the Jacobian (J) of first-order
6 is unstable, and state C is “weakly” stable. partial derivatives evaluated at xE. Assuming small pertur-
bations in which 0(.$2) are neglected, we obtain, since
stability properties of higher order periodic and chaotic f(xE) = 0, the following linearized equation:
solutions. Concluding remarks are made in Section 7.
i= f,(xE) 5
This is a set of ordinary linear differential equations with
2. Basic concepts of stability time-dependent coefficients. However, if xE(t> is an equi-
librium solution such that xE(t> = xE, then the Jacobian J,
The notion of stability is of both theoretical and practical has constant coefficients. Explicitly, the Jacobian matrix of
importance; we can say that an equilibrium solution is first-order derivatives evaluated at the equilibrium point,
stable if nearby solutions remain nearby for all future time; (xE, yE), is given by
it is asymptotically stable if nearby solutions converge to it
as time tends to infinity. In this section we briefly outline
%(xE, y”) $(?, y”)
some basic concepts of stability.’ af
We shall focus on nonlinear systems possessing nonlin- J = ,,(x”) = af2
ear stiffness functions that are modelled by second-order -j-(xEv YE>
differential equations of the form
Z+@+f(x) =o With ,$= to at t = 0, we can write
where x is the displacement and i is the velocity. p 6(t) = e”0,
represents the magnitude of the damping, and f(x) is a
nonlinear function. Writing as a set of first-order differen- The type of critical point depends upon the nature of the
tial equations, we obtain eigenvalues. 2S3An equilibriu m solution is then asymptoti-
cally stable if the eigenvalues of J have negative real parts.
i=f,(x, Y) If, on the other hand, one of the eigenvalues has a positive
real part, then the equilibrium solution is unstable.
j, =f*(x, Y)
The definitions and concepts of stability for discrete-
or written in vector notation time systems, namely those described in terms of maps or
i = f(x) x E R2 difference equations, are similar to the continuous-time
systems that we have discussed above.4 Indeed although
An equilibrium solution is a point xE E R2 such that maps can often arise directly as models of the dynamics of
f(XE) = 0
LIAPANOV STABILITY
where xE = (xE, yE>.
Phase portraits of different types of equilibria are illus-
trated in Figure 2. We can say that an equilibrium solution
is stable in the sense of Liapunov if for every neighbor-
hood, U of xE, there exists a smaller neighborhood U, of
xE in this phase space contained in U, such that every
solution starting in U, will remain in U for all t > 0. An
equilibrium solution, which is stable in the sense of Lia-
punov, is said to be asymptotically stable if all nearby
solutions, in this neighborhood tend to xE as t + 00. If, on
Unstable
the other hand, any local perturbation results in the system Liapanov stable
moving away from xE, then xE is an unstable equilibrium Figure 2. Phase portraits illustrating the character of Liapunov
point. stability for an equilibrium state.

Appl. Math. Modelling, 1996, Vol. 20, July 469

Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

evolving systems, many continuous-time systems (flows) A21

are studied by examining their associated discrete-time

system. Poincare mapping techniques are often employed
to reduce a continuous-time system to a lower dimensional
map in which the stability properties of the map reflect the
stability properties of the flow. For a mapping

xc, g(x) x E R*
where x = xE = g(x”> is a fixed point, the associated
linearized mapping Jacobian of first order partial deriva-
tives of the perturbed system evaluated at the fixed point is
given by

If all the eigenvalues have moduli less than one then the
fixed point is asymptotically stable, whereas if one of the
eigenvalues has moduli greater than one it is unstable.
When considering periodically forced systems we shall
condense, by the Poincare mapping technique for flows,
the behavior of the three-dimensional trajectories to a
mapping of a two-dimensional surface of section onto
itself.
As an example of a linearized stability analysis, we
consider the nonlinear system whose associated potential
energy function is shown in Figure 1 (b) and whose un-
forced damped equation of motion is given by
i+25k+f(x) =o
where f(x) is a nonlinear function given by f(x) = 0.2 -
x +x3. The system has three equilibrium states {A, B, C}
at M,n,c, Y&r,, ) = ( - 0.9, 0), (0.2, 0), (1.1, 0), respec-
tively. The Jacobian matrix is given by
-25
with the associated eigenvalues evaluated at each of the
equilibrium states given by hi,, = - 5 f {m.
Focusing on lightly damped dissipative systems where
5 > 0, we find that equilibrium states A and C are asymp-
totically stable whereas state B is unstable.
2.2 Global analysis: Domains of asymptotic stability
It is evident that in real physical engineering systems,
perturbations are not infinitesimal; they may assume finite
quantities. The next question that arises concerns the de-
gree of stability of an equilibrium state. Is a stable equilib-
rium state “weakly” stable or “strongly” stable? In other
words although an equilibrium state may be locally stable,
how nonlinearly or globally stable is it to large perturba-
tions? To address these questions we have to examine the
global structure of the associated vector field rather than
the linearized vector field in the vicinity of an equilibrium
solution. In particular, we have to determine all initial
conditions that result in orbits that tend to an equilibrium
state and hence define its neighborhood of asymptotic
stability - its domain or basin of attraction. In systems
with more than one stable equilibrium state, basin bound-
aries separate basins of attraction. Assessing the proximity
Figure 3. (a) Undamped phase trajectories for a nonlinear
oscillator with two stable (A and C) and one unstable (B)
equilibrium states. (b) The damped system; white represents
the basin of attraction of state A and the stripes represent the
basin of attraction of state C.
of the equilibrium state in relation to its basin boundary
allows us to determine its global rather than local stability
properties. Although in general there are no analytical
methods to determine basins of attraction (except in simple
cases) a geometric approach - the direct method of
Liapunov - may be used to describe the local, not in an
infinitesimal structure of the vector field in the vicinity of
an equilibrium point.5 In general, however, since basins of
attraction usually have complicated structures, it is often
appropriate to determine basins of attraction numerically.6
A useful starting point in analyzing the global stability
properties of nonlinear systems is to consider the unforced
undamped system with 5 = 0. For conservative systems,
trajectories in phase space are simply contours of constant
total energy, E, given by the sum of the potential energy,
V(x), and kinetic energy, T(y). Returning to the system
whose potential energy function is shown in Figure 1 (b),
we obtain
E=V+T
The phase trajectories at different values of E are shown
in Figure 3(a). For small amplitude motions, the closed
orbits surrounding the two stable equilibrium states are
almost elliptical; at larger amplitudes of oscillation they
become less elliptical, until motions reach the central
dividing unstable equilibrium state. Larger orbits now have
enough energy to cross the unstable equilibrium state and
translate back and forth across both stable equilibrium

490 Appl. Math. Modelling, 1996, Vol. 20, July

 Global stability properties of equilibria,
states. The critical trajectory through the unstable equilib-
rium point is called a homoclinc orbit. This is often termed
a seperatrix because it is the boundary between qualita-
tively different types of behavior, namely (i) motions that
remain bounded in one well in which orbits cross back and
forth across one stable equilibrium point and (ii) motions
that are unbounded, in which orbits transverse across all
three equilibria. The seperatrix may be determined from
the energy level corresponding to the unstable equilibrium
state, E,, where E, = V(xi> such that y/2 =
+/w.
The effect of damping on the global structure of phase-
space is shown in Figure 3(b). Here the two equilbria A
and C, are now asymptotically stable competing point
attractors. Although the saddle solution essentially remains
unchanged, the addition of damping destroys the homo-
clinic orbit. Initial conditions in white generate trajectories
that converge to equilibrium state A, whereas initial condi-
tions shaded in stripes result in motions that tend to state
C. In terms of the underlying dynamics it is the stable
manifold of the unstable saddle solution (B) that defines
the basin boundary that seperates these two coexisting
basins of attraction. We also observe, as would be physi-
cally expected, that the domains of attraction at large
displacements are intertwined spirals. Motions would ini-
tially undergo several large oscillations until they settle
onto one of the coexisting attractors.
2.3 Global stability: Proximity of an equilibrium state to
its basin boundary
From a physical perspective one often needs to determine
the response of the system to a given disturbance and
assess whether or not resulting motions remain in the
vicinity of the equilibrium state. In terms of the underlying
dynamical behavior of the system this may be interpreted
as whether a disturbance is large enough to cause a
transition across a basin boundary hence resulting in a
qualitative change in the long-term behavior of the system.
For the example of Figure 3 we can see that in the case of
the undamped system, a “small” finite disturbance (say an
impact, Ay, that causes an instantaneous change in veloc-
ity such that x(O) = xE, y(O) = y’ + Ay) to the respective
stable equilibrium states will result in small amplitude
oscillatory behavior; in the damped system, motions will
return to the asymptotically stable equilibrium states.
Larger disturbances can result in a transition across the
basin boundary; an equilibrium state is weakly or strongly
stable depending upon the magnitude of the disturbance
required, such as an impact, to cause a qualitative change
in the long-term response of the system. For example, a
smaller disturbance causes a global loss of stability for
state B in comparison with state A. This clearly illustrates
one important difference between linear and nonlinear
systems; although an equilibrium state may be asymptoti-
cally stable it may not always be globally asymptotically
stable, and assessing the proximity of the equilibrium state
in relation to its basin boundary may provide us with a
quantifiable measure of global stability.
In the forthcoming sections we examine how different
types of solutions (including equilibria, higher-order peri-
periodic, and chaotic solutions: M. S. Soliman
odic, and chaotic solutions) subjected to external determin-
istic disturbances may be examined in context of their
associated basins of attraction. Furthermore we see that
since basins of attraction can be highly intertwined, a
disturbance may not only cause a loss of stability but also
a loss of long-term predictability.
3. Forced linear dissipative systems
Before examining the global stability properties of nonlin-
ear systems, we turn our attention to the dynamics of linear
forced oscillators governed by the following differential
equation:
where F is the amplitude of the forcing and w is the
excitation frequency. In the case of the undam ed unforced
E!
system the stable equilibrium state at (xE, y ) = (0, 0) is
in the phase plane surrounded by closed curves. In the
damped system all initial conditions in phase space gener-
ate trajectories that converge to the asymptotically globally
stable equilibrium state. In the forced case, the system
leaves the equilibrium state and, after some transients,
reaches a stable steady-state oscillation. In all three cases
finite disturbances do not result in a transition or a change
in the long-term response of the system. For damped
systems when a steady-state solution is subjected to a
disturbance, transient motions decay such that the system
always returns to the unique stable steady-state motion.
The aim of this section is to study the dynamics of
linear systems, from a geometrical point of view. Since
externally excited linear oscillators do not lose their stabil-
ity (from a dynamic systems perspective) we impose an
idealized stability criterion. In an engineering analysis such
a failure criterion may be, for example, a tolerance level
for the steady-state amplitude. By assessing the total re-
sponse from a geometrical viewpoint, useful new insights
as regards the transient behavior of such systems may be
obtained.
3.1 Undamped unforced case
We begin with the unforced undamped case. Motions
around the equilibrium state are simple harmonic with
x=Xsin(o,t++)
y=xw, cos(o,t+f#g
where X is the amplitude of the oscillation and 4 is the
phase. Level energy curves of the form V(x, y) = c1x2 +
c2 y2 summarize all possible motions. Every initial condi-
tion defines a point in phase space, and a trajectory
through that point defines the ensuing motion. We can
easily define a maximum energy level curve, E,,,, such
that motions do not exceed a given criterion of stability.
For example if we chose that the failure criterion is that
the amplitude of oscillation should not exceed X < ) X,,, 1,
then
2E,,, = 0J,2xZ + y2 = w;x;,,
Appl. Math. Modelling, 1996, Vol. 20, July 491
Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

The maximum impact the equilibrium state sustain, A y,,, ,

where Ay = I y(O) - yE I such that subsequent motions do
not exceed the failure criterion is simply Ay,,, =X,,, 0,.
Figure 4(a) shows the limiting trajectory that is tangent to
x = f 1 for the case of o, = ( X,,,,, 1 = 1. For the sake of
simplicity, these normalized parameters shall be kept fixed
in the forthcoming analysis. As can be seen, a small
impact ( Ay = 0.4) to the equilibrium state results in mo-
tions that remain within the bounded region, whereas the
larger disturbance ( Ay = 1.2) results in a loss of stability.
The critical impact is simply Ay,,, = 1. From this geo-
metric approach we can say that here the critical trajectory
separates bounded (safe in the engineering sense) and
unbounded (unsafe) motions and hence defines an ideal-
ized basin boundary for this linear system.

3.2 Damped unforced case

Here the general solution is given by

x(t) =e -@[A cos( q, t ) +B sin( Wdt)]

where wd = 731 - 5 and the constants A and B are

determined from the initial conditions {x0, ya}
Figure 5. (a) Phase trajectories of a linear oscillator exhibiting
A =x0 a single stable limit cycle. Although all initial conditions result
~=-$xO+YO)
in trajectories that eventually approach this limit cycle, some
motions may exceed the failure criterion. fb) Poincare mapping
shows transient motions as scattered dots which eventually
approach just one fixed mapping point ( xE, yE).

All initial conditions result in motions that eventually

settle onto the asymptotically stable equilibrium state at
(0, 0); the phase plane is its domain of attraction. How-
ever, as for the undamped case by defining a failure
criterion we may map out safe and unsafe regions of initial
conditions; we may say that the safe region of initial
conditions define the transient basin of attraction of the
stable equilibrium state, where transient motions do not
exceed the failure criterion. Critical trajectories, tangent to
x = f 1, may be determined by setting t = 0, x0 = k 1, y0
= 0 and finding solutions for negative time, t. Maximum
impacts which the equilibrium can sustain may be deter-
mined and are depicted in Figure 4b. Small impacts do not
result in any change; larger impacts cause transient mo-
tions that exceed the failure criterion.

-1 0 1 3.3 Forced systems

Figure 4. Phase trajectories of an undamped and damped
linear oscillator having a stable equilibrium state at (0,O). The
bold lines indicate portions of the critical trajectory (an ideal-
ized boundary) that separate transient motions that remain
within and those that exceed a given failure criterion. As can
be seen, small disturbances to the equilibrium state do not
result in motions that cross the idealized boundary whereas
larger disturbances outside this idealized boundary result in
transients that exceed the failure criterion.
Here the system leaves the static equilibrium state and
after some transient motion starts to oscillate with a har-
monic response that has a frequency equal to that of the
excitation frequency (Figure 5(a/). The solution that rep-
resents the total response consists of two terms, the com-
plimentary function and the particular integral.
The particular integral, xP, represents the final steady-
state solution and can be written as
xP(t) =C cos wt+D sin wt

492 Appl. Math. Modelling, 1996, Vol. 20, July

 Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

CONCEPT OF BASINS OF ATTRACTION AND LOCAL STABILITY IN AN IDEALIZED LINEAR SYSTEM

F=0.06 F=0.12 F=0.24

x+px+x,= Fcos~wl~
For each picture 15 xl5 ,imtlal conditions are choq m tile window -1 <x< 1. -1.5 <y< 1.5;
maximum number of forcmg cyclcs(m=30) or a fadure criterion (Ix ,,,I)= 1 ISreached.
Herep=O.l,u,=0.85

Figure 6. Concept of basins of attraction in an idealized linear oscillator. All initial conditions shaded in grey result in transients that
do not exceed the failure criterion; white represents initial conditions that generate trajectories that cross the stability boundary. Here
o = 0.85, J= 0.05, and the window of initial conditions are - 1 < x0 < 1, - 1.5 < y0 < 1.5. The Poincare mapping point is the black dot.

where converge toward it. Here too its domain of attraction is the
whole of phase space. Since the complete solution depends
(w,~-u*)F
c= upon the independent frequencies that are related to the
(to,’ - my* + (2(w)* and forcing and transient components of the response, an ideal-
ized linear analysis yields safe bounded regions which are
25wF not only a function of initial conditions and damping level
D= but also the forcing frequency and forcing amplitude.
(w,” - 63)’ + (2&w)*
Figure 6 shows at a fixed frequency value a sequence of
In order to investigate the stability characteristics of the idealized basins at different forcing amplitudes F. We
steady-state, it is perhaps more convenient to write the have also superimposed the Poincare mapping point
complementary function, a variational solution about the
particular integral, as s = x - xp,. This transformation of
variables allows us to study the stability of the flow Linear response

s = C 1 ehl’ + C 2e ‘2’ where A,;, = - 5 f /G

Since for dissipative systems the eigenvalues have nega-

tive real parts the resulting oscillation is asymptotically
stable. If one was to determine the associated Poincare
map, by sampling at successive forcing periods (a tech-
nique often applied in the analysis of nonlinear systems),
the steady-state response would be a single fixed point at
(x”, yE) = (C, wD) (Figure 5b). The associated eigen-
values of a mapping Jacobian may easily be determined Local stability properties
A, = eA\,r n2 = eA\,T

where T = 27r/w is the period of the oscillation. We can

also write the complimentary solution as before in the
form

xc(t) = e +[ A cos( wd t ) +B sin( Wdt)]

Such that the complete solution is simply

x(t) =x,(t) +xc(t)

where the constants A and B are determined from the
initial conditions and parameters C and D

A=n,-C B=~(~x~+Y~-&-wD)

Figure 7. The relationship between forcing amplitude, F, and

Once transients, which are characterized by the compli- amplitude X for a linear system is linear. The local measure,
mentary function, have decayed we are left with a single Ar, represents one measure of local stability. Ay,,, represents
stable steady-state solution; there is a unique attracting set the maximum or minimum impact the fixed point can sustain
in which all initial conditions generate trajectories that such that motions do not exceed I XI = 1.

Appl. Math. Modelling, 1996, Vol. 20, July 493

Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

(C, wD) at zero phase. Although this represents only one

point along the limit cycle trajectory, it allows us, in
geometric context, to assess the effect of a disturbance on
the transient dynamic behavior of the system. A full
detailed description of the response would require the
determination of the bounded regions and associated
Poincare mapping points at various phases of a cycle. For
lightly damped systems, however, this Poincare approach
sufficiently reflects the macroscopic behavior of the sys-
tem. As can be seen as attractors move, their associated
basins can accordingly change in size, shape, and orienta-
tion.
At higher forcing levels, small disturbances to the fixed
point cause the induced transients to exceed the failure
criterion, i.e. the proximity of a fixed point to its basin
boundary decreases. This may be quantified in several
ways. Figure 7 shows how a local measure of stability, the
maximum disc size of radius Ar centered on the fixed
point, changes at different forcing amplitudes. Here
Ar = /Ax2 + Ay2 where Ax =x(O) - xE
AY =Y(O) -yE
We have also drawn the maximum positive and negative
impacts, AY,,, , the fixed point can sustain such that
motions do not exceed the failure criterion.
4. Coexisting equilibria and periodic solutions:
Transitions across basin boundaries
As shown in the previous section in externally excited
linear systems where motions are confined to one potential
well, all initial conditions generate motions that tend to
one unique state which may either be a point attractor or a
periodic oscillation. Nonlinear systems can also have one
statical equilibrium state where motions are confined to
one potential well. Unlike linear systems, however, at a
fixed set of parameters, they can exhibit multiple stable
steady-state solutions. One nonlinear system that exhibits
both stable equilibria and periodic oscillations is a para-
metrically excited hardening system whose dynamics is
01 02 01 01
Figure 8. Coexisting stable equilibria and periodic oscillations
in a nonlinear hardening system. A linearized analysis shows
that the equilibrium state loses its infinitessimal stability when
one of the eigenvalues has moduli greater than 1.
modelled by a Mathieu-Duffing type equation, with time
varying coefficients
jt+pi+(l+Gsin 0t)(x+x’)=O
The oscillator is driven by a parametric excitation of
amplitude G and frequency, J2. The unforced system has
one statical equilibrium state at (x~, yE) = (0, O), such
that autonomous motions are confined to a single potential
well. In the case of the undamped linear system, it is well
known that solutions may either grow with time or remain
bounded depending upon the parameter values. This is a
well studied classical linear problem where instabilities
can arise .7 Instability boundaries may be drawn to delin-
eate regions in which there is a local instability of the
equilibrium state; the addition of damping may result in an
asymptotically stable equilibrium state, but here too above
critical parameters, unbounded motions may still occur.
Figure 8(a), at a fixed frequency level shows for the
nonlinear system, a typical resonance response illustrating
coexisting stable point equilibria and stable periodic oscil-
lations. At relatively low values of forcing amplitude, G,
the main bounded solution is the equilibrium solution.
Linear theory may be used to examine whether local
perturbations from the equilibrium state will result in an

G=O.ZOO G=0.225 G=0.275

x+px+(x+x-“)(l+Csln(~~)=O
n=2.1,p=o.1, -2cx<2.-2<x<2

Grid=200x200:

Figure 9. Coexisting basins of attraction for parameters where the stable equilibrium state; white represents the basin of the
resonant oscillation. The central dot represents the equilibrium state, the outer dots represent the mapping points of the period-2
oscillation.

494 Appl. Math. Modelling, 1996, Vol. 20, July

 Global stability properties of equilibria,
12
, _AL -
Figure 10. The proximity of the equilibrium state to its basin
boundary. Ay,,, represents the maximum impact the equilib-
rium state can sustain such that there is no change in the
long-term behavior of the system.
initial convergence or divergence to the equilibrium state.
By numerically integrating the equation of motions to
obtain estimates of the mapping Jacobian we have deter-
mined the moduli of the mapping eigenvalues as G is
increased (Figure S(b]). The equilibrium solution loses its
stability at a subcritical bifurcation (at point S,) at G =
0.20. Here one of the eigenvalues exceeds the stability
level of moduli equal to one; infinitesimal perturbations
will result in a divergence away from the equilibrium state.
Meanwhile at G = 0.1, a finite amplitude subharmonic
solution (the mapping Poincare point at each forcing cycle
is plotted) is created at a saddle node bifurcation. Over a
range of parameter values, 0.1 < G < 0.2, this stable peri-
odic solution coexists with the stable equilibrium state.
Figure 9 shows, in the PoincarC section, the structure of
the coexisting basins of attraction at various forcing levels.
As can be seen as attractors evolve, the structure of their
associated basins of attraction can change. Focusing on the
relative proximity of the equilibrium state to its basin
boundary we see that finite disturbances may result in a
transition to the basin of attraction of the resonant solution.
Figure 10 shows the magnitude of the maximum impact,
AYlil,X7 the system can sustain without any change in the
long-term response. For G < 0.2, all disturbances result in
motions that return to the equilibrium state; for G > 0.2,
the creation of the resonant attractor results in impacts that
can cause a transition across the basin boundary and hence
a qualitiative change in the long-term response of the
system. The sudden discontinuities in Ay,,, is here due to
relative changes in the proximity of the equilibrium state
to its basin boundary. In the next section we shall show
how global or basin bifurcations can result in discontinu-
ous changes in the distance of the attractor to its basin
boundary.
5. Fractal basin boundaries: A loss of stability and a
loss of predictability
In the addition to a loss of stability, typical nonlinear
systems can exhibit highly intertwined basins of attraction
giving rise to a loss of predictability. In order to illustrate
this phenomenon we now turn our attention to a nonlinear
system whose equation of motion is given by
R+25i+n-x2=F sin wt
periodic, and chaotic solutions: M. S. Soliman
For the unforced case, this system has a stable equilibrium
at ( xE, y E) = (0, 0) and an unstable (hilltop) equilibrium
at (xE, yE) = (1, 0). The system has the ability to escape
over this hilltop equilibrium to the attractor at infinity.
Figure Ila shows a typical response at a fixed frequency
value. For small F, the stable equilibrium is transformed
into a small stable n = 1 oscillation. We denote the path of
n = 1 cyclic attractors that originate from the equilibrium
state by S,. Similarly, under small force the unstable
equilibrium (hill-top) becomes a small unstable n = 1 os-
cillation, D,. The system experiences a region of resonant
hysteresis between A and B, where the two stable attrac-
tors, S, and 8, (r for resonant, n for nonresonant) are
separated by an n = 1 saddle solution, 0,. Although this
saddle point is physically unrealizable, it plays an impor-
tant role in determining the structure of the basins of
attraction of the two competing attractors. Thus by slowly
increasing F, the nonresonant solution will move along the
lower branch of the response curve until point A, at which
point there is a saddle node bifurcation. The associated
mapping eigenvalues shown in Figure lib illustrate the
movement of the eigenvalues associated with the n = 1
path that originates from the stable equilibrium at (F =x
= y = O}. Stable solutions have eigenvalues with moduli
less than one; unstable solutions have moduli greater than
one. By increasing F along the resonant branch, the period
solution loses its stability at a supercritical flip bifurcation,
at C, into a stable n = 2 subharmonic solution. This is
followed by a series of further supercritical flip bifurca-
tions and ultimately a cascade to chaos; the resulting
chaotic attractor loses its stability at a boundary crisis with
an inevitable jump to escape to the attractor at infinity
(F = 0.10). We shall focus on the stability of higher
periodic orbits and chaotic solutions in the next section.
In addition to the local bifurcations there are various
important global bifurcations that can take place in nonlin-
ear systems that play an important role in determining the
structure of coexisting basins. For further details see Soli-
man and Thompson’ who describe how the underlying
manifold structure, determined by the stable and unstable
manifolds of the unstable saddle solutions, dictate the
structure of coexisting basins of attraction. In that paper it
Figure 11. (a) Coexisting periodic oscillations in a nonlinear
softening system. S, represents nonresonant solutions. 13, rep-
resents the unstable portion of the response curve, and Sr
represents the resonant stable portion. (b) A linearized analysis
clearly illustrates whether period-l solutions are stable or
unstable.
Appl. Math. Modelling, 1996, Vol. 20, July 495
Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

Table 1. Local and global bifurcations at (= 0.05, o = 0.83 accumulation of highly intertwined basins of attraction
Main local bifurcationsFB = 0.0488: saddle-node B, creation encircling the nonresonant solution (represented by a black
of Sr and D, dot). As before, we assess the global stability properties of
FA = 0.0800: saddle node A, destruction of S, and Dr the nonresonant solutions from a geometrical viewpoint in
Fc = 0.0915: first flip of the main period-doubling cascade the context of the coexisting basin structures. At F = 0.060,
FE = 0.0995: crisis of the main chaotic attractor although a finite disturbance may result in a transition
Main global basin bifurcations across the basin boundary, due to the smooth nature of the
F= 0.0488 (FA)
basin boundaries, there is no loss of predictability in the
Heteroclinic connections W”( D,) f- WY 4) # 0
outcome of the long-term response. On the other hand, at
and W* (D,)n W”(Dr)#O
F = 0.0623 ( FM) F = 0.075, since there is a highly fractal basin structure
Homoclinic connection W”( D,) n Ws( D,) # 0 encircling the nonresonant solution, there is not only a loss
F = 0.070 of stability but in addition a loss of predictability in
Homoclinic connection W”( 4) n W”( 4) # 0 determining the outcome to a given disturbance. Table 2
F = 0.0705 shows how such a disturbance (in this case an impact) can
Heteroclinic connection W”( D,) n W”( D,) + 0 result in changes in the long-term behaviour of the system
(here we have shown only a few selected values, although
was shown that the primary global bifurcations that cause our analysis was performed with finer increments of distur-
important changes in the structure of coexisting basins are bance). At F = 0.060, we can see for disturbances Ay <
related connections of the stable, IV’, and unstable, W”, 0.44, the system returns to the nonresonant state and hence
manifolds of the regular saddles cycles 0, and D,. For the there is no longterm change in the response; for Ay > 0.44,
purpose of our study here, we note that the most important the system deviates from the resonant state and settles onto
of these global bifurcations include (i) a homoclinic con- the resonant attractor. These results allow us to determine
nection between the stable and unstable manifolds of the the smallest disturbance required for the system to deviate
hilltop saddle [WYD,,) n W”(D,) # 01 which results in a away from the nonresonant state. Alternatively, since in
fractal basin boundary between the basins of attraction of engineering systems, small fluctuations around the nonres-
the bounded solutions and the attractor at infinity, and (ii) onant state (i.e., large but bounded oscillations) may still
the heteroclinic connection between the stable manifold of be considered as a form of stability (in the sense of
the hilltop saddle and unstable manifold of the resonant Liapunov), one can consider unbounded behavior as the
saddle [Ws(D,) n W”(Q) # 01. A summary of the main criterion for loss of stability, and hence Ay,,, = 0.84
local and global bifurcations are summarised below in would be our measure of local stability. For the case of
Table 1. F = 0.075, slightly different disturbances result in qualita-
Figure 12 shows the attractor-basin phase portraits at two tively different types of long-term behavior. Since the
different parameter values. At F = 0.06 no major global basins of attraction are fractal, and hence infinitely inter-
bifurcations have occured, whereas at F = 0.075 homo- twined, this implies that if we do not know the magnitude
clinic and heteroclinic bifurcations, resulting in significant of the disturbance with certainity we cannot predict the
qualitative changes in the basin structures, have taken final outcome. These results further highlight the added
place. We see at this higher forcing level there is a fractal complexity in the stability analysis of nonlinear systems.’

FHACTAL UASIN DOUNDARIES: A LOSS OI; STAIIILITY AND LOSS OF PREDICTADILITY IN NONLINEAR SYSTEMS

I I

F=O.60 F=0.075

r+s*+x-x’--Fslnwl
U)=o.a3,p-0.1, -0.8<xc1.2.-1~w~l
Grid=250x250

Figure 12. Coexisting basins of attraction. Grey represents the basin of attraction of the nonresonant solution; black represents the
basin of the resonant solution, and white represents the basin of the attractor at infinity. The black dots represent the mapping point
of the nonresonant solution; the white dot represents the resonant solution. Window of initial conditions are 0.8 < x,, < 1.2, 1 < y0 < 1.
Here o = 0.83, t= 0.05. At F= 0.06 basin boundaries are smooth: at F = 0.075 basin boundaries are fractal.

496 Appl. Math. Modelling, 1996, Vol. 20, July

 Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

Table 2 A loss of stability and predictability may be asymptotically stable it lies very close to its basin
f= 0.060 F= 0.075 boundary; small disturbances can cause a transition across
its basin boundary.‘0
4 Amplitude Type Amplitude Type
0.00000 0.21600 Small 0.30943 Small
0.04000 0.21600 Small 0.30943 Small
0.08000 0.21600 Small 0.30943 Small
6. Stability of higher order periodic and chaotic
0.12000 0.21600 Small 0.30943 Small
solutions
0.16000 0.21600 Small 0.30943 Small
0.20000 0.21600 Small cc Escape So far we have considered the bifurcational behavior and
0.24000 0.21600 Small m Escape
global stability characteristics of point attractors and peri-
0.28000 0.21600 Small 0.76596 Large
odic solutions of order n = 1. We can extend our analysis
0.32000 0.21600 Small Escape
0.36000 0.21600 Small 0.;6596 Large
to periodic orbits of order n = k, which in terms of the
0.40000 0.21600 Small Escape assocaited mapping are given by
0.44000 0.21600 Small 0.76596 Large
xi+l = F( xi)
0.48000 0.73174 Large 0.76596 Large
0.52000 0.73174 Large 0.30943 Small =F(F(x,))=F’(q)
xi+2
0.56000 0.73174 Large Escape
0.60000 0.73174 Large 0.76596 Large
0.64000 0.73174 Large Escape
0.68000 0.73174 Large 0.76596 Large Xi+k = Fk( xI)
0.72000 0.73174 Large 0.76596 Large
0.76000 0.73174 Large 0.76596 Large For the sake of simplicity we shall here consider two-di-
0.80000 0.21600 Small 00 Escape mensional maps (which are implicitly obtained for flows
0.84000 m Escape m Escape by Poincare sampling) of the form
0.88000 m Escape m Escape
0.92000 m Escape m Escape X n+l =(3X,, Y,)
0.96000 m Escape m Escape
1 .ooooo m Escape CC Escape Yn+l =fJ(Xn, Y,)
Ay represents the magnitude of the impact given to the fixed where steady-state periodic solutions of order n are given
point. The subsequent columns represent the amplitude of the
by
resulting long-term response and the type of response. An
amplitude of 00 represents the attractor at infinity. Bold type- xE = G”( xE, y”)
scripts represent the maximum impact the fixed point can
sustain such that there is no change in the long-term response yE = H”( xE, y”)
of the system.
By adopting the appropriate iterate of the map, the eigen-
values of the associated linearized Jacobian of partial
The above local stability approach was carried out for derivatives allows us to determine the local stability char-
different values of F over a range of values where the acteristics of a given periodic solution. Often it is possible
nonresonant state is asymptotically stable. As seen in to determine analytically the stability characteristics of low
Figure 13, there is a general downward trend in Ay,,, as order periodic solutions, but this becomes increasingly
F is increased. These results quantify the relative stability difficult for higher periodic solutions and hence it is
characteristics of the resonant and nonresonant states; as appropriate to resort to numerical simulations. As for the
can be seen, for small values of F the nonresonant state is case of period-l solutions, we can assess the global stabil-
more robust to disturbances. Although the resonant state ity characteristics of higher order solutions by examining
the structure of their basins of attraction and in particular
their proximity to the basin boundary. As an example we
consider the two-dimensional Henon map:

X ,,+l =A-xi-Jyn
Yn+1= xl8
where J is the net contraction ratio for any finite area in
the x-y plane under the action of the map. In the following
we fix J = 0.3. The period-l solutions are given by:

-(J+l)+/m, x:
{x:7YlE} = 2
i
Figure 13. The relative robustness of the resonant and non- -(J+1)-\l(J+1)2+4A,x;
resonant solutions to an impact. Points A, B, and C represent {XZEY
Y2E) =
2
the main bifurcational parameters of the period-l solution. i

Appl. Math. Modelling, 1996, Vol. 20, July 497

Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

and the associated Jacobian is given by

-2x -J
J=
1 0

with eigenvalues A, 2 = --x & \/x2 -J .

At ASN = (J + lj2/4, there is a saddle-node bifurca-
tion resulting in the creation of a period-l stable node and
unstable saddle. For A <A,, the only attractor is at
infinity. For A slightly greater than A,, both the attractor
at infinity and the stable fixed point coexist. A further
increase in A results in the fixed point undergoing a series
of bifurcations, namely a period-doubling cascade resulting ,=03:~<x,<~,-2<y,<i2

in higher periodic orbits and ultimately chaos. The result-
ing chaotic attractor will ultimately lose its stability at a
boundary crisis, resulting in motions that tend to the
attractor at infinity. Table 2 shows selected eigenvalues of
various periodic solutions. Unstable solutions have eigen-
values with moduli greater than one. It becomes increas-
ingly difficult to obtain eigenvalues for higher periodic
solutions. Figure I4 shows the full bifurcation diagram.
Figure 15 shows a sequence of basins of attraction at
various values of A. These were constructed using a
Figure 14. Bifurcationdiagram for the Henon map.
300 X 300 grid of initial conditions of {x,, yO) in which
the map was iterated until the system settled down onto a
steady-state solution. Initial conditions that constituted the
basin of attraction of infinity are shaded in black. White
represents initial conditions that generate bounded orbits;
in general, these are attractors that originate from the
fundamental period-l solution; although other bounded

Table3 Eigenvaluesfor period-l, period-2,andperiod-4solutionsatvariousof A forthe Henon map

A Period-l Eigenvalues Period-2 Eigenvalues Period-4 Eigenvalues

11 12 11 12 1, 12
RE IM RE IM RE IM RE IM RE IM RE IM

1.200 -0.325 0.000 - 0.922 0.000

1.250 -0.306 0.000 - 0.981 0.000 -
1.260 -0.303 0.000 - 0.992 0.000 -
1.279 -0.299 0.000 -1.003 0.000 0.989 0.000 0.091 0.000
1.300 -0.290 0.000 -1.035 0.000 0.855 0.000 0.105 0.000
1.350 -0.276 0.000 -1.087 0.000 0.613 0.000 0.147 0.000
1.400 -0.264 0.000 -1.136 0.000 0.280 0.108 0.280 -0.108
1.450 -0.254 0.000 -1.183 0.000 0.162 0.253 0.162 -0.253
1.500 -0.244 0.000 -1.229 0.000 0.080 0.289 0.080 -0.289
1.550 -0.236 0.000 -1.273 0.000 -0.020 0.299 -0.020 -0.299
1.600 -0.228 0.000 -1.316 0.000 -0.120 0.275 -0.120 -0.275
1.650 -0.221 0.000 -1.358 0.000 -0.220 0.204 -0.220 -0.204
1.700 -0.214 0.000 -1.399 0.000 -0.209 0.000 -0.431 0.000
1.750 -0.208 0.000 -1.439 0.000 -0.126 0.000 -0.714 0.000
1.800 -0.203 0.000 -1.479 0.000 -0.095 0.000 -0.946 0.000
1.810 -0.202 0.00 -1.486 0.000 -0.087 0.000 -1.033 0.000 0.978 0.000 0.008 0.000
1.820 -0.201 0.000 -1.494 0.000 -0.084 0.000 -1.076 0.000 0.867 0.000 0.009 0.000
1.830 -0.200 0.000 -1.502 0.000 -0.080 0.000 -1.120 0.000 0.688 0.000 0.012 0.000
1.840 -0.199 0.000 -1.510 0.000 -0.077 0.000 -1.163 0.000 0.505 0.000 0.016 0.000
1.850 -0.198 0.000 -1.517 0.000 -0.075 0.000 -1.205 0.000 0.315 0.000 0.025 0.000
1.860 -0.197 0.000 -1.525 0.000 -0.072 0.000 -1.248 0.000 0.135 0.043 0.079 -0.043
1.870 -0.196 0.000 -1.532 0.000 -0.070 0.000 -1.290 0.000 -0.013 0.089 -0.013 -0.089
1.880 -0.195 0.000 -1.540 0.000 -0.068 0.000 -1.332 0.000 -0.050 0.000 -0.162 0.000
1.890 -0.194 0.000 -1.548 0.000 -0.065 0.000 -1.375 0.000 -0.021 0.000 -0.379 0.000
1.900 -0.193 0.000 -1.555 0.000 -0.064 0.000 -1.416 0.000 -0.014 0.000 -0.576 0.000
1.910 -0.192 0.000 -1.563 0.000 -0.062 0.000 -1.458 0.000 -0.010 0.000 -0.772 0.000
1.920 -0.191 0.000 -1.570 0.000 -0.060 0.000 -1.500 0.000 -0.008 0.000 -0.968 0.000
1.930 -0.190 0.000 -1.577 0.000 -0.058 0.000 -1.542 0.000 -0.007 0.000 -1.165 0.000
1.940 -0.189 0.000 -1.585 0.000 -0.057 0.000 -1.583 0.000 -0.006 0.000 -1.364 0.000
1.950 -0.188 0.000 -1.592 0.000 -0.055 0.000 -1.625 0.000 -0.005 0.000 -1.564 0.000
1.960 -0.188 0.000 -1.600 0.000 -0.054 0.000 -1.666 0.000 -0.005 0.000 -1.766 0.000
1.970 -0.187 0.000 -1.607 0.000 -0.053 0.000 -1.707 0.000 -0.004 0.000 -1.970 0.000
1.980 -0.186 0.000 -1.614 0.000 -0.051 0.000 -1.749 0.000 -0.004 0.000 -2.176 0.000
1.990 -0.185 0.000 -1.621 0.000 -0.050 0.000 -1.790 0.000 -0.003 0.000 -2.384 0.000
2.000 -0.184 0.000 -1.629 0.000 -0.049 0.000 -1.830 0.000 -0.003 0.000 -2.593 0.000

498 Appl. Math. Modelling, 1996, Vol. 20, July

 Global stability properties
solutions may coexist, these usually have extremely small
basins of attraction and occur over only a small parameter
range. In the first picture, all initial conditions in white
generate orbits that tend to the asymptotically stable IZ= 1
fixed point denoted by the black dot; in the subsequent
diagrams, the attractors are namely a period-2, a period-4
and a chaotic attractor, respectively. As can be seen, as
attractors move and bifurcate, their associated basins can
change. As described in McDonald et al. a series of global
bifurcations can result in smooth-fractal basin and
fractal-fractal basin boundary metamorphosis. For the pe-
riod-l fixed point, we can see that it lies within a relatively
large basin of attraction; it is relatively robust to changes
in Ax or Ay. For the higher order solutions, we see
several important changes. First, the basin boundary be-
tween the bounded basins and the basin of the attractor at
infinity is fractal. Second, although the overall size of the
bounded basins seem to have increased (see the northern
tip of the basin boundary), they have become highly
eroded by the basin of the attractor at infinity, and hence
changes the proximity of the bounded attractors to their
basin boundaries occur. Unlike the period-l fixed point,
the long-term response of a higher periodic solution to a
given disturbance, (say, Ay = y, - yE) depends not only
upon the magnitude of the disturbance but also on the
phase at which it is applied. For example, the period-2
solution can sustain a greater positive impact (+ Ay,,,) if
the disturbance is applied when the system variables corre-
spond to the left-hand iterate (conversely, the right-hand
iterate can sustain a greater negative impact). A linearized
analysis is not sufficient to reflect the complexities of the
Y”., -*n
J=O.3.-2<x,~2.-Z~y,<12
Figure 15. Coexisting basins of attraction for the Henon map.
White represents the basin of attraction of the bounded attrac-
tor; black represents the basin of the attractor at infinity. The
dots represent the mapping points of the respective bounded
attractors.
of equilibria, periodic, and chaotic solutions: M. S. Soliman
1 A 2.2
Figure 16. (a) The maximum positive change + Ax,,,, stable
steady-state solutions can sustain such that unbounded mo-
tions do not occur. For higher periodic and chaotic orbits, all
mapping points are considered. (b) The same as (a) but here
is considered.
+ AY,,,
global response to a given disturbance. For the case of the
chaotic attractor at A = 2.08, we see that it almost touches
its basin boundary (just before the boundary crisis), sug-
gesting that it may be extremely sensitive to small distur-
bances. Here, however, we have to acknowledge that even
if we know the magnitude of a given deterministic distur-
bance, we cannot predict the long-term response of the
system since we cannot with certainty determine at which
iterate (of the chaotic attractor) such a disturbance will
occur. Figure 16 shows the maximum changes in Ay and
Ax the steady-state solutions can sustain without a long-
term change in the response. We see that for small values
of A (in which the period-l solution is stable) relatively
large impacts are required to cause a transition to un-
bounded behavior. For the higher periodic and chaotic
solutions, the robustness of the system depends upon which
iterate the impact occurs. Here the maximum impact for all
iterates are determined. If one was to consider the worst
possible situation in the engineering sense, i.e., a distur-
bance occurs when the steady-state solution is closest to its
basin boundary, we can see that increasing A results in
decreasing global stability properties of the system. If one
was to consider that disturbances can occur with equal
probability at any phase then it can be seen that period-2
and successively higher periodic solutions may in some
instances be more robust to an impact than the period-l
fixed point.
7. Conclusions
In this paper we have outlined how a geometrical analysis
may help us understand the dynamics of nonlinear systems
subjected to local but finite disturbances. In particular we
have demonstrated that various stable solutions may coex-
ist at a fixed set of parameters; an infinitesimal stability
analysis may often be inadequate and an approach that
considers basins of attraction essential in understanding the
Appl. Math. Modelling, 1996, Vol. 20, July 499
Global stability properties of equilibria, periodic, and chaotic solutions: M. S. Soliman

global dynamic stability properties of steady-state solu- E max maximum energy

tions. When analysing the global stability characteristics of @” linearized natural frequency
higher periodic and chaotic solutions, it was found that wd damped natural frequency
qualitative changes in the long-term behavior depends not XPI particular integral
only on the structure of coexisting basins but also on the G parametric forcing amplitude
phase at which a disturbance was applied. Such global F external forcing amplitude
considerations are further highlighted by the fact that
systems may exhibit highly intertwined basins of attrac-
tion. In such cases not only may a disturbance cause a loss
of stability, but there may also be the added complexity of References
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500 Appl. Math. Modelling, 1996, Vol. 20, July