ANALISIS

SISTEM
DINAMIS
1D
ALI KUSNANTO
 • Sistem satu dimensi,
𝑑𝑥
= 𝑓 (𝑥, 𝑡)
𝑑𝑡
• Pada titik tetap, 𝑥 tidak berubah seiring
𝑑𝑥
bertambahnya waktu: = 0
𝑑𝑡
• Jadi untuk mencari titik tetap, harus diselesaikan
𝑓(𝑥, 𝑡 ) = 0.
TITIK TETAP
SISTEM 1D • Contoh
𝑑𝑥
• Tentukan titik tetap dari sistem ini = 6𝑥(1 − 𝑥)?
𝑑𝑡
• Jawab :
• 6𝑥 = 0 ⇒ 𝑥 = 0 atau 1 − 𝑥 = 0 ⇒ 𝑥 = 1. Jadi
titik tetapnya 𝑥 = 0 atau 𝑥 = 1.
Analisis Kestabilan
 KLASIFIKASI SISTEM DINAMIK SATU DIMENSI

TURUNAN PADA TITIK JENIS TITIK TETAP

TETAP
𝑓 ′ 𝑎𝑜 < 0 stabil
𝑓 ′ 𝑎𝑜 > 0 Tak stabil
𝑓 ′ 𝑎𝑜 = 0 Tidak dapat ditentukan
Bifurkasi Satu
Dimensi
Saddle Node
Bifurcation
(Bifurkasi Titik
Sadel)
Bifurkasi Titik
Sadel
(lanjutan)
Contoh Bifurkasi Titik Sadel
Trannscritical
Bifurcation
(Bifurkasi
Transkritis)
Contoh
Bifurkasi
Transkritis
Transcritical
bifurcation :
laser
Pitchfork bifurcation
prototypical
example of
pitchfork
bifurcation
prototypical example of pitchfork bifurcation
Making the
system stable
again
Imperfect bifurcations
Imperfect
bifurcations
Imperfect
bifurcations
Imperfect bifurcations
Imperfect
bifurcations :
insect
outbreak
Imperfect bifurcations : insect outbreak
Selesai
Selamat Belajar
Sistem
Dinamik 2D
Ali Kusnanto
Sistem Dinamik 2D

• Pandang SPD
𝑑𝑥
= 𝑥ሶ = 𝑓 𝑥, 𝑦
𝑑𝑡
𝑑𝑦
= 𝑦ሶ = 𝑔(𝑥, 𝑦)
𝑑𝑡
• Yang akan dicari :
1. Mencari titik tetap
2. Kestabilan titik tetap
3. Bidang fase dan trayektori
Mencari Titik Tetap

• Titik tetap ditemukan dengan menyelesaikan

𝑓 𝑥, 𝑦 = 0 dan 𝑔 𝑥, 𝑦 = 0.
• Misalkan diberikan model Mangsa-Pemangsa
𝑥ሶ = 0,6 𝑥 − 0,05 𝑥𝑦
𝑦ሶ = 0,005𝑥𝑦 − 0,4 𝑦
• Jika 𝑥ሶ = 0 dan 𝑦ሶ = 0, maka akan diperoleh
𝑥 0,6 − 0,05𝑦 = 0 dan y 0,005𝑥 − 0,4 = 0
• Sehingga titik tetapnya : 0,0 , (80,12)
• Perilaku solusi di sekitar titik tetap dapat dilihat pada
gambar.
 • Matriks Jacobi adalah matriks dari semua turunan parsial orde
pertama dari fungsi yang memiliki nilai skalar atau vektor yang
terkait dengan vektor lain. Matriks ini sering ditandai sebagai
𝐽, 𝐷𝑓 atau 𝐴.

Matriks
Jacobi
(Jacobian
Matrix)
 • Misalkan diberikan SPD linear 2D
𝑥1ሶ = 𝑓1 𝑥1 , 𝑥2 = 𝑎𝑥1 + 𝑏𝑥2
𝑥2ሶ = 𝑓2 𝑥1 , 𝑥2 = 𝑐𝑥1 + 𝑑𝑥2
• Matriks Jacobi
Klasifikasi 𝜕𝑓1 𝜕𝑓1
𝑑𝑥1 𝑑𝑥2 𝑎 𝑏
Sistem Linear 𝐽=𝐴=
𝜕𝑓2 𝜕𝑓2
=
𝑐 𝑑
𝑑𝑥1 𝑑𝑥2
2D • Nilai eigen : det 𝐴 − 𝜆𝐼 = 0 ⇒
𝑎−𝜆 𝑏
𝑑𝑒𝑡 = 0.
𝑐 𝑑−𝜆
𝑎 − 𝜆 𝑑 − 𝜆 − 𝑏𝑐 = 0
⇒ 𝜆2 − 𝑎 + 𝑑 𝜆 + 𝑎𝑑 − 𝑏𝑐 = 0
 Klasifikasi Titik Tetap
• Jika semua nilai eigen bilangan real negatif, 𝑥0 simpul stabil.
• Jika semua nilai eigen bilangan real positif, 𝑥0 simpul takstabil.
• Jika nilai eigen bilangan real berbeda tanda (satu negatif dan
satunya positf), 𝑥0 sadel tidak stabil.
• Jika nilai eigen bilangan kompleks terdiri dari bagian real dan
bagian imajiner, kestabilan ditentukan oleh bagian realnya.
• Jika bagian real negatif, 𝑥0 spiral stabil
• Jika bagian real positif, 𝑥0 spiral takstabil
• Jika bagian real = 0 (nilai eigen imajiner murni), 𝑥0 center
(pusat).
Klasifikasi
Jenis Titik
Tetap
 • Misalkan diberikan model Mangsa-Pemangsa
𝑥ሶ = 0,6 𝑥 − 0,05 𝑥𝑦
𝑦ሶ = 0,005𝑥𝑦 − 0,4 𝑦
• Titik tetapnya : T1 0,0 , 𝑇2 (80,12)
0,6 −0,05𝑦 0,6 0
• 𝐽= ; 𝐽 0,0 = ;
0,005𝑥 −0,4 0 −0,4
Contoh 𝐽 80,12 =
0 −0,6
0,4 0
• Untuk 𝑇1 (0,0) nilai eigen 0,6 dan −0,4 dengan
vektor eigen (1,0) dan (0,1). Titik tetapnya
sadel.
• Untuk 𝑇2 (80,12) nilai eigen imajiner murni,
shingga titik tetapnya center.
TWO DIMENSIONAL
FLOWS

Lecture 4: Linear and

Nonlinear Systems
4. Linear and Nonlinear Systems in 2D

In higher dimensions, trajectories have more

room to manoeuvre, and hence a wider range
of behaviour is possible.

4.1 Linear systems: definitions and examples

A 2-dimensional linear system has the form

ẋ = ax + by
ẏ = cx + dy
where a, b, c, d are parameters. Equivalently,
in vector notation
ẋ = Ax (1)
where
! !
a b x
A= and x= (2)
c d y
The Linear property means that if x1 and x2
are solutions, then so is c1x1 + c2x2 for any
c1 and c2.

The solutions of ẋ = Ax can be visualized

as trajectories moving on the (x, y) plane, or
phase plane.
1
Example 4.1.1 mẍ + kx = 0 i.e. the simple
harmonic oscillator

Fig. 4.1.1

The state of the system is characterized by

x and v = ẋ

ẋ = v
k
v̇ = − x
m
i.e. for each (x, v) we obtain a vector (ẋ, v̇) ⇒
vector field on the phase plane.

2
As for a 1-dimensional system, we imagine a
fluid flowing steadily on the phase plane with
a local velocity given by (ẋ, v̇) = (v, −ω 2x).

Fig. 4.1.2

• Trajectory is found by placing an imag-

inary particle or phase point at (x0, v0)
and watching how it moves.

• (x, v) = (0, 0) is a fixed point:

static equilibrium!

• Trajectories form closed orbits around (0, 0):

oscillations!

3
The phase portrait looks like...

Fig. 4.1.3

• NB ω 2x2 + v 2 is constant on each ellipse.

This is simply the energy

Example 4.1.2
! ! !
ẋ a 0 x
=
ẏ 0 −1 y

4
The phase portraits for these uncoupled equa-
tions are...

Fig. 4.1.4

Solution is
x0eat
! !
x
=
y y0e−t

5
Some terminology...

• x∗ = 0 is an attracting fixed point in Figs

(a) - (c) since x(t) → x∗ as t → ∞.

• x∗ = 0 is called Lyapunov Stable in Figs

(a) - (d) since all trajectories that start
sufficiently close to x∗ remain close to it
for all time.

• Fig. (d) shows that a fixed point can

be Lyapunov stable but not attracting ⇒
it is neutrally stable. It is also possible
for a fixed point to be attracting but not
Lyapunov stable!

• If a fixed point is both Lyapunov sta-

ble and attracting, we’ll call it stable, or
sometimes asymptotically stable

• x∗ is unstable in Fig. (e) because it is

neither attracting nor Lyapunov stable

6
4.2 Classification of Linear Systems

Consider a general 2 ×2 matrix A such that

ẋ = Ax

To solve: try

x(t) = eλtv (v is a constant vector)

⇒ λeλt v = eλt Av
⇒ Av = λv
Hence if we obtain the eigenvectors v and
eigenvalues λ, we will have two independent
!
a b
solutions x(t). Recall that A = has
c d
eigenvalues λ1 and λ2, where
q q
τ+ τ 2 − 4∆ τ− τ 2 − 4∆
λ1 = λ2 =
2 2

with τ = trace(A) = a + d
∆= det(A) = ad − bc

7
 • Useful check when calculating eigenval-
ues: λ1 + λ2 = τ and λ1λ2 = ∆

! ! !
ẋ 1 1 x
Example 4.2.1 =
ẏ 4 −2 y

!
1
• ⇒ λ1 = 2 with v1 = λ1 > 0
1
hence solution grows

!
1
• ⇒ λ2 = −3 with v2 = λ2 < 0
−4
hence solution decays

Fig. 4.2.1
8
 • straight line trajectories in Fig. 4.2.1 are
the eigenvectors v1 and v2

Example 4.2.2 Consider λ2 < λ1 < 0

Fig. 4.2.2

• Both solutions decay exponentially!

9
Example 4.2.3 What happens if λ1, λ2 are
complex?

Fixed point is either...

Fig. 4.2.3

• If λ1, λ2 are purely imaginary, all solutions

are periodic

• If λ1 = λ2 we get a star node or a degen-

erate node

10
Classification of Fixed Points
q
λ1,2 = 1 2
2 (τ ± τ − 4∆), where
∆ = λ1λ2 and τ = λ1 + λ2

Fig. 4.2.4
11
4.3 Phase Portraits

Recall ẋ = f (x), i.e.

x˙1 = f1(x1, x2)

x˙2 = f2(x1, x2)
where x = (x1, x2) and f (x) = (f1(x), f2(x))
(not necessarily linear now). The trajectories
x(t) wind their way through the phase plane.

The entire phase plane is filled with trajec-

tories!

4.4 Example of a phase portrait

- Shows a sample of the qualitatively different

trajectories
12
 Fig. 4.4.1

• Fixed points A, B and C satisfy f (x∗ ) = 0

and correspond to steady states or equi-
libria

• Closed orbit D corresponds to periodic

solutions, i.e. x(t + T ) = x(t) for all t for
some T > 0

• The existence and uniqueness theorem

given for 1-dimensional systems can be
generalized to 2-dimensional systems ...
fortunately ⇒ different trajectories never
intersect!

13
4.5 Fixed points and Linearization

This is the same idea as for 1-dimensional

systems
ẋ = f (x, y)
ẏ = g(x, y)
Suppose (x∗, y ∗) is a fixed point. Expand
around (x∗, y ∗) using u = x−x∗ and v = y−y ∗.
u̇ = ẋ = f (x∗ + u, y ∗ + v)
∂f ∂f
∗ ∗
= f (x , y ) + u +v + O(u2, v 2, uv)
∂x ∂y
∂f ∂f
≃ u +v
∂x ∂y
Similarly
∂g ∂g
v̇ ≃ u +v
∂x ∂y
Hence a small disturbance around (x∗, y ∗) evolves
as
∂f ∂f
!   !
u̇ u
=  ∂x
∂g
∂y 
∂g
v̇ v
∂x ∂y
where the matrix is known as the Jacobian
matrix A at (x∗, y ∗), and is the multivariable
equivalent of f ′ (x∗) for 1-D systems.
14
Example 4.5.1

ẋ = −x + x3
ẏ = −2y
Fixed points occur where ẋ = 0 and ẏ =
0 simultaneously. Hence x = 0 or x = ±1
and y = 0 ⇒ 3 fixed points (0, 0), (1, 0) and
(−1, 0)

Jacobian matrix A
∂ ẋ ∂ ẋ
 
−1 + 3x2
!
0
A =  ∂x
∂ ẏ
∂y 
∂ ẏ =
0 −2
∂x ∂y

!
−1 0
At (0, 0) A= ⇒ stable node
0 −2

!
2 0
At (±1, 0) A= ⇒ both are sad-
0 −2
dle points.

15
 Fig. 4.5.1

In general, we must obtain fixed points by

solving ẋ = 0 and ẏ = 0 simultaneously.

e.g. ẋ = x(3 − x − 2y)

ẏ = y(2 − x − y)
yields fixed points (0, 0), (0, 2), (3, 0) and
(1, 1)

In general, A will not be diagonal at (x∗, y ∗).

Hence we must diagonalize A, i.e. find eigen-
values λ1 and λ2 and eigenvectors v1 and v2
of A
16
Basically, we are doing the same here as be-
fore for 2D linear systems, since we are treat-
ing the nonlinear system as linear near (x∗, y ∗).
Knowledge of λ1 and λ2, and v1 and v2, en-
ables us to sketch the phase portrait near
(x∗, y ∗).

The fixed points can be classified according

to their stability as follows:

• If Re(λ1) > 0 and Re(λ2) > 0

⇒ repeller (unstable node)

• If Re(λ1) < 0 and Re(λ2) < 0

⇒ attractor (stable node)

• If Re(λ1) > 0 but Re(λ2) < 0 (or vice

versa) ⇒ saddle

• If λ1 and λ2 are both imaginary ⇒ centre

17
4.6 Example: Rabbits vs Sheep

An example of the Lotka-Volterra model of

competition between two species (e.g. rab-
bits and sheep) grazing the same food supply
(grass).

• Each species grows to its carrying capac-

ity in the absence of the other - logistic
growth (rabbits faster...!)

• When species encounter each other, the

larger (sheep) has an advantage.

• Conflicts occur at a rate proportional to

the size of each population. Conflicts re-
duce the growth rate of each species (but
more for rabbits).

A model encapsulating these properties could

be (see above!)
ẋ = x(3 − x − 2y)
ẏ = y(2 − x − y)
18
Fixed points at
!
3 0
(0, 0) where A = ⇒ λ = 3, 2
0 2
!
−1 0
(0, 2) where A = ⇒ λ = −1, −2
−2 −2
√
!
−1 −2
(1, 1) where A = ⇒ λ = −1 ± 2
−1 −1
!
−3 −6
(3, 0) where A = ⇒ λ = −3, −1
0 −1

(0, 0): λ = 3, 2 ⇒ unstable node (repeller)

λ = 2 ⇒ v = (0, 1) “slow eigendirection′′

λ = 3 ⇒ v = (1, 0) “fast eigendirection′′
General rule...

Trajectories are tangential to the slow

eigendirection (i.e. smallest |λ|) at a node
19
(0, 2): λ = −1, −2 ⇒ stable node (attrac-
tor)

• Once again... Trajectories are tangential

to the slow eigendirection at a node

• Here λ = −1 ⇒ v = (1, −2) is the slow

eigendirection.

√
(1, 1): λ = −1 ± 2 ⇒ saddle point

20
(3, 0): λ = −3, −1 ⇒ stable node (attrac-
tor)

Putting these together, the phase portrait

becomes....

Fig. 4.6.1

NB: You don’t really need to calculate the

eigenvectors to get the right shape!
21
Biological interpretation...

• In general, one species eventually drives

the other to extinction; which species even-
tually dominates depends on initial pop-
ulations x0 = (x0, y0)

• Basin of attraction of an attracting fixed

point x∗ defined as the set of initial con-
ditions x0 such that x → x∗ as t → ∞.

• In this case, basin boundary is the stable

manifold of the saddle node at (1, 1)

Fig. 4.6.2
22
4.7 Conservative Systems

Consider ẋ = f (x). A conserved quantity of

this system is a real-valued continuous func-
tion E(x) that is constant on trajectories i.e.
dE/dt = 0.

Example 4.7.1 mz̈ = −dV (z)/dz = F (z)

Take x = z and y = ż ⇒

ẋ = y
1
ẏ = F (x)
m
E(z) = 21 mż 2 +V (z) is the total energy, which

is constant
1
⇒ E(x) ≡ my 2 + V (x)
2
dE(x)
= 0
dt
since total energy is constant.

23
Example 6.5.2 θ̈ + sin θ = 0

e.g. undamped simple pendulum

θ̇ = ν
ν̇ = − sin θ
Fixed points at (θ ∗, ν ∗) = (kπ, 0)
!
0 1
(0, 0) : A= ⇒ λ = ±i ⇒ centre
−1 0
(oscillations)

Energy E(θ, ν) = 2 1 ν 2 − cos θ is conserved,

since
dE
= ν ν̇ + sin θ θ̇ = ν[θ̈ + sin θ] = 0
dt
!
0 1
(π, 0) : A= ⇒ λ = ±1 ⇒ saddle
1 0
24
Phase portrait becomes...

Fig. 4.7.1

25
 TWO DIMENSIONAL
FLOWS

Lecture 5: Limit Cycles and

Bifurcations
5. Limit cycles

A limit cycle is an isolated closed trajectory

[”isolated” means that neighbouring trajec-
tories are not closed]

Fig. 5.1.1

• Stable limit cycles are very important

scientifically, since they model systems
that exhibit self-sustained oscillations i.e.
systems which oscillate even in the ab-
sence of an external driving force (e.g.
beating of a heart, rhythms in body tem-
perature, hormone secretion, chemical re-
actions that oscillate spontaneously). If
the system is perturbed slightly, it always
returns to the stable limit cycle.

1
 • Limit cycles only occur in nonlinear sys-
tems - i.e. a linear system ẋ = Ax can
have closed orbits, but they won’t be iso-
lated!

ṙ = r(1 − r2); r ≥ 0
(
Example 5.1.1
θ̇ = 1
r∗ = 0 is an unstable fixed point and r∗ = 1
is stable.

Fig. 5.1.2 Fig. 5.1.3

hence all trajectories in the phase plane (ex-

cept r∗ = 0) approach the unit circle r∗ = 1
monotonically.

2
Example 5.1.2 Van der Pol oscillator

ẍ + µ(x2 − 1)ẋ + x = 0 (1)

where µ(x2 − 1)ẋ is a nonlinear damping term
whose coefficient depends on position: posi-
tive for |x| > 1 and negative for |x| < 1.

Fig. 5.1.4

Solution for µ = 1.5, starting from (x, ẋ) =

(0.5, 0) at t = 0

Limit cycle is not generally a circle (signals

are not sinusoidal), but must generally be
found numerically.

3
The Poincaré-Bendixson Theorem says that
the dynamical possibilities in the 2-dimensional
phase plane are very limited:

• If a trajectory is confined to a closed,

bounded region that contains no fixed
points, then the trajectory eventually
must approach a closed orbit.

• The formal proof of this theorem is subtle

and requires advanced ideas from topol-
ogy - so will not be developed further
here!

• This theorem does not hold in higher-

dimensional systems n ≥ 3). Trajecto-
ries may then wander around forever in a
bounded region without settling down to
a fixed point or closed orbit.

• In some cases, the trajectories are at-

tracted to a complex geometrical object
4
 called a strange attractor; a fractal set
on which the motion is aperiodic and sen-
sitive to tiny changes in the initial con-
ditions. This makes the motion unpre-
dictable in the long run i.e. CHAOS! -
but not in 2D

5.2 Applications of Poincaré-Bendixson

How can we tell if a trajectory is indeed con-
fined to a closed, bounded region?

This is essential if we want to show that

the solution is a closed orbit and not a fixed
point, for example. In order to do this we
need to show that there exists a region R
within which the trajectory will remain for all
t → ∞, and which excludes a nearby fixed
point.

The trick is to construct a trapping region

R, which is a closed, connected set such that
the vector field points “inwards” everywhere
on the boundary of R. Then all trajectories
in R must be confined.
If we can also arrange that there are no fixed
points contained inside R, then the Poincaré-
Bendixson theorem ensures that R must con-
tain a closed orbit.

Fig. 5.2.1

5
Example in polar coordinates Consider the sys-
tem
ṙ = r(1 − r2) + µr cos θ
θ̇ = 1.

When µ = 0 there is a stable limit cycle at

r = 1. Show that a closed orbit still exists
for µ > 0, as long as µ is sufficiently small.

• Solution: We need to find two concentric

circles with radii rmin and rmax such that
ṙ < 0 on the outer circle and ṙ > 0 on
the inner circle. Then the annulus 0 <
rmin ≤ r ≤ rmax is the trapping region.

• For r > 0 there are no fixed points, since

θ̇ = 1, so no fixed points inside the an-
nulus.

• Hence if rmax and rmin exist, then Poincaré-

Bendixson implies the existence of a closed
orbit.

6
• For rmin we require ṙ = r(1−r2)+µr cos θ >
0 for all θ. Since cos θ ≥ −1, any rmin <
√
1 − µ will work.

• For rmax we need ṙ = r(1−r2)+µr cos θ <

0 for all
√ θ. By a similar argument, any
rmax > 1 + µ will work.

• So provided µ < 1 then both rmin and

rmax can be found and a closed orbit ex-
ists.

• In fact the closed orbit can exist for µ > 1

too, though this is more complicated to
show.

Fig. 5.2.2
7
Example using nullclines Consider the system

ẋ = −x + ay + x2y
ẏ = b − ay − x2y
representing a biochemical process called gly-
colysis which cells use to obtain energy from
sugar. x and y are concentrations of the com-
pounds ADP and F6P, and a, b > 0 are pa-
rameters. Construct a trapping region for
this system.

• Solution: We cannot use simple coordi-

nates as for the first example above, but
can first find the nullclines, defined as the
curves on which either ẋ or ẏ = 0.

8
• ẋ = 0 on y = x/(a + x2).

• ẏ = 0 on y = b/(a + x2).

• Then use the fact that the trajectory is

exactly horizontal on the ẏ = 0 nullcline
and exactly vertical on the ẋ = 0 null-
cline, to sketch the vector field.

9
 Fig. 5.2.3 & 4

• We can construct the dashed boundary

in Fig. 5.2.4 using information from Fig.
5.2.3, such that all trajectories are in-
wards → a trapping region. By showing
that the fixed point where the nullclines
cross is a repeller, the remaining region
must contain a closed orbit.

10
5.3 Bifurcations revisited
Just as for 1-dimensional systems, we find in
2-dimensional systems that fixed points can
be created or destroyed or destabilized as pa-
rameters are varied - but now the same is true
of closed orbits as well. Hence we can begin
to describe the ways in which oscillations can
be turned on or off.

Saddle-node, transcritical and pitchfork

bifurcations

The bifurcations of fixed points discussed above

for 1-dimensional systems have analogues in
all higher dimensions, including n = 2.

Nothing really new happens when more di-

mensions are added - all the action is con-
fined to a 1-dimensional subspace along which
the bifurcations occur, while in the extra di-
mensions the flow is either simple attraction
to or repulsion from that subspace.

 ẋ = −ax + y
e.g. x2 − by as a model for a ge-
 ẏ =
1+x2
netic control system (a, b > 0)
12
Phase portrait

Fig. 5.3.1

Keep a constant and vary b ⇒ bifurcations

occur along the line y = ax.

13
Hopf bifurcations

Suppose a 2-dimensional system has a stable

fixed point. What are all the possible ways it
could lose stability as a parameter µ varies?

Consider the eigenvalues of the Jacobian λ1

and λ2

Fig. 5.3.2a

λ1 or λ2 passes through λ = 0 on varying

µ ⇒ saddle-node, transcritical and pitchfork
bifurcations.
14
 Fig. 5.3.2b

λ1 and λ2 cross Im(λ) axis onto Re(λ) > 0

plane as µ is varied ⇒ Hopf bifurcation

Figs 5.3.2a and b are the only two possible

scenarios for λ1 and λ2, since the λs satisfy
a quadratic equation with real coefficients.

NB The Hopf Bifurcation has no coun-

terpart in 1-dimensionsal systems

15
Supercritical Hopf bifurcation Leads from a
decaying oscillation to growth and saturation
of a sustained oscillation.

Fig. 5.3.3

ṙ = µr − r3
(
Example:
θ̇ = ω + br2

Phase portraits

Fig. 5.3.4
16
Subcritical Hopf bifurcation

Much more dramatic...and potentially dan-

gerous in engineering! After the bifurcation,
the trajectories jump to a distant attractor,
which could be a fixed point, another limit
cycle, infinity or - for n ≥ 3 - a chaotic at-
tractor (e.g. the Lorenz equations in Lecture
6).

The question as to whether a Hopf bifurca-

tion is sub- or super-critical is difficult to an-
swer without an accurate numerical solution
e.g. via a computer.

17
Oscillating chemical reactions

These are a famous example of the occur-

rence of Hopf bifurcations: the Belousov-
Zhabotinsky reaction. This is a complex set
of more than 20 reactions amongst reagents
which include malonic acid, bromate ions,
sulphuric acid and a cerium catalyst. The
system undergoes periodic oscillations which
appear as changes in colour of the solution.

18
The kinetic rate equations for the chemical
reactions can be written in terms of the con-
centrations ci of the ith reagent as
dci
= fi(c1, c2...cN )
dt

19
20
Example
Lengyel et al. (1990) derived a simple model
for another oscillating chemical reaction be-
tween ClO2, iodine (I2) and malonic acid
(M A)
M A + I2 → IM A + I − + H +
1
ClO2 + I − → ClO2− + I2
2
ClO2 + 4I − + 4H + → Cl− + 2I2 + 2H2O
from which equations for the rate of change
of concentration of I2, ClO2 and M A can be
derived which depend on products of the con-
centrations of the other reagents with rate
constants ki. After suitable nondimensional-
isation (see Strogatz Ch. 8 for details), this
reduces to the dynamical system
4xy
ẋ = a − x − 2
1 + x
y
 
ẏ = bx 1 −
1 + x2
where a and b are constants. This turns out
to be a 2-dimensional nonlinear autonomous
dynamical system which can exhibit periodic
oscillations....
21
Closely related are waves of excitation in neu-
ral or cardiac tissue.

22
5.4 Poincaré Maps
These are useful for studying swirling flows,
such as that near a periodic or quasi-periodic
orbit or, as we shall see later, the flow in some
chaotic systems.

Consider an n-dimensional system Ẋ = f (X).

Let S be an n − 1 dimensional surface of sec-
tion.

Fig. 5.4.1

S is required to be transverse to the flow i.e.

all trajectories starting on S flow through it,
not parallel to it.

23
The Poincaré map P is a mapping from S
to itself, obtained by following trajectories
from one intersection with S to the next. If
Xk ⊂ S denotes the kth intersection, then the
Poincaré map is defined by

Xk+1 = P (Xk )
Suppose that X∗ is a fixed point of P i.e.
P (X∗ ) = X∗. Then a trajectory starting at
X∗ returns to X∗ after some time T and is
therefore a closed orbit for the original sys-
tem Ẋ = f (X).

Hence the Poincaré map converts problems

about closed orbits into problems about fixed
points of a mapping.

The snag is that it is typically impossible to

find an analytical formula for P !

24
 ṙ = r(1 − r2)
(
Example of a rare exception
θ̇ = 1
Let S be the positive x-axis and r0 is an initial
condition on S. Since θ̇ = 1, the first return
to S occurs after a time of flight t = 2π.
Then r1 = P (r0 ), where r1 satisfies
Z r
1 dr
Z2π
2
= dt = 2π ⇒ r1
r0 r(1 − r ) 0

Hence P (r) = [1 + e−4π (r−2 − 1)]−1/2

Fig. 5.4.2

“Cobweb” construction enables us to iterate

the map graphically. The cobweb shows that
r∗ = 1 is stable and unique (as expected).
25
 Hopf Bifurcations
Matt Mulvehill, Kaleb Mitchell, Niko Lachman, Ali Kusnanto
Characteristics and Namesake

 The Poincaré-Andronov-Hopf Bifurcation

 A bifurcation is the point where the character of a solution to a differential
equation changes
 There are many types of bifurcation points
 In class we learned about one of these types called a saddle-node bifurcation
- Made up of the phase lines
Saddle vs. Hopf Bifurcations
Important Concepts

 A limit cycle is a closed trajectory that solutions tend towards either as time
goes to infinity or towards negative infinity.

 “subcritical bifurcation”: limit cycle appears for negative values of the

parameter; solutions tend away from the limit cycle

 “supercritical bifurcation”: limit cycle appears for positive values of the

parameter; solutions tend towards the limit cycle
Supercritical versus Subcritical

Supercritical Bifurcation Subcritical Bifurcation

 Re(λ)<0 ; source at equilibrium value  Re(λ)>0; sink at equilibrium value
 Solutions are stable closed  Solutions are unstable closed orbits;
orbits(periodic) ; amplitude of the orbit amplitude of the orbit increases when
increases when parameter increases parameter gets more negative
Hopf Bifurcation Example

 Non-autonomous
 Non-linear
 First order
 Ordinary Differential
Equation
Solving for Equilibrium Points

 The equilibrium point for

the system is (0,0) for any α
(alpha)
Linearize the System

 Use the Jacobian to linearize the

system of differential equations
 Evaluate the Jacobian at the
equilibrium point (0,0)
 Solve for the Eigenvalues of the System

det =0
Complex Eigenvalues
What We know...
λ=α±iβ
Re(λ)<0 , α<0
Stable Spiral Sink

Re(λ)>0 , α>0
Unstable Spiral Source

Re(λ)=0 , α=0
Unstable Center
What we don’t know…

 What does the phase portrait look like when α

changes?
 How does this system of differential equations
differ from ones that we have studied previously?

…and how do we find out?

Supercritical or Subcritical?

 Check α = 0 and plug points into the equations to determine if the

bifurcation of the system is supercritical or subcritical.

At α = 0, the phase portrait is a

source due to the direction
vector pointing away from the
equilibrium point (0,0)

= -y + x3 + xy2
= y + yx2 + y3
Subcritical Bifurcation
Phase Portrait at α = 0
So what happened to the unstable
center at Re(λ)=0?

ITS STILL THERE!

But only for small x and y values
All Phase Portraits for α, subcritical

α<0 α=0 α>0

Cool Picture
Brusselator Reaction Example
Jacobian
Eigenvalues
Eigenvalues cont.

𝑏 − 𝛼 2 − 1 > 0 Source at the equilibrium point with level set

𝑏 − 𝛼 2 − 1 = 0 Source-Level set ends/begins
𝑏 − 𝛼 2 − 1 < 0 Stable sink
Lienard’s Equation

 Differential equation used to model oscillating circuits

 To analyze this second-order differential equation it is easiest to turn it into a

system of first-order differential equations
dx
 Set: y= ; this gives us:
dt
Linearizing the DE
 Step 1: Find the equilibrium values; equate both differential equations to
zero

 Step 2: Linearize using the Jacobian

Analysis
 The eigenvalues of the equations are:

 Hopf Bifurcations have complex eigenvalues

 If we choose a point far away from our equilibrium point we can learn
whether the bifurcation is subcritical or supercritical
 In this case there is a source at (0,0) which makes it a supercritical
bifurcation