Limit Cycles and Hopf Bifurcation

Chris Inabnit
Brandon Turner
Thomas Buck
Direction Field
dy
 2 y
dx
 Theorem

Let the functions F and G have continuous

first partial derivatives in a domain D of the
xy-plane. A closed trajectory of the system

dx dy
 F ( x, y )  G ( x, y )
dt dt
must necessarily enclose at least one critical
(equilibrium) point. If it encloses only one
critical point, the critical point cannot be a
saddle point.
Graphical Interpretation
dx dy
y  x
dt dt
Graphical Interpretation

 x  y
     
 y  x
 Specific Case of Theorem

Find solutions for the following system


 x   x  y  x( x 2  y 2 ) 
    
2 
 y    x  y  y( x  y ) 
2

 Do both functions have continuous

first order partial derivatives?
 Specific Case of Theorem

 Critical point of the system is (0,0)

 Eigenvalues are found by the corresponding
linear system


 x  1 1 x 
     
 y   1 1 y 

which turn out to be 1  i .

 What does this tell us?

 Origin is an unstable spiral point for both

the linear system and the nonlinear
system.

 Therefore, any solution that starts near

the origin in the phase plane will spiral
away from the origin.
dx
dt

 x yx x  y
2 2

dy
dt

 x  y  y x  y
2 2

 Trajectories of the System

dx dy
Forming a system out of and yields the trajectories shown.
dt dt
 Using Polar Coordinates
Using x = r cos() y = r sin() r ^2 = x ^2 + y ^2

dx
dt

 x  y  x x2  y2  dy
dt

 x  y  y x 2  y 2 
Goes to:

dr
dt
 r 1 r2  
Critical points ( r = 0 , r = 1 )

Thus, a circle is formed at r = 1

and a point at r = 0.
 Stability of Period Solutions

Orbital Stability Semi-stable

Unstable
 Example of Stability
Given the Previous Equation:
dr
dt

 r 1 r2 
If r > 1,
Then, dr/dt < 0 (meaning the solution moves inward)
If 0 < r < 1,
Then, dr/dt > 0 (meaning the solutions movies outward)
 Bifurcation
Bifurcation occurs when the solution of an equation reaches a critical
point where it then branches off into two simultaneous solutions.

y=0 y= x

A simple example of bifurcation is

the solution of y2 = x .
When x < 0 , y is identical to zero.
However, when x > _ 0 , a second
solution (y = +/- x) emerges.

Combining the two solutions, we see the

bifurcation point at x = 0 . This type of
bifurcation is called pitchfork bifurcation.
 Hopf Bifurcation
Introducing the new parameter ( μ )
dx
dt

 x  y  x x 2  y 2  dy
dt

  x  y  y x 2  y 2 

Converting to polar form as in previous slide yields:

dr
dt

 r  r2  r= μ

Critical Points are now: r=0

r=0 and r= μ

If you notice, these solutions are

extremely similar to those of the
previous example y2 = x
 Hopf Bifurcation
As the parameter μ increases through the value zero, the previously
asymptotically stable critical point at the origin loses its stability, and
simultaneously a new asymptotically stable solution (the limit cycle)
emerges.

Thus, μ = 0 is a bifurcation point. This type of bifurcation is called Hopf

bifurcation, in honor of the Austrian mathematician Eberhard Hopf who
rigorously treated these types of problems in a 1942 paper.
 References

 Boyce, William, and DiPrima, Richard.

Differential Equations. Hoboken: John Wiley &
Sons, Inc.
 Bronson, Richard. Schaum’s Outlines
Differential Equations. McGraw-Hill
Companies, Inc., 1994
 Leduc, Steven. Cliff’s Quick Review
Differential Equations. Wiley Publishing, Inc.,
1995.