Lecture notes 2012/ 2013

Dynamical systems, 4
Mihaela Cistelecan, UT Cluj-Napoca
These notes were prepared using:
1. Hale, J.K., Kocak, H. Dynamics and Bifurcations. Springer-Verlag,
1991.
2. Hirsch, W., Smale, S, Devaney, R. Differential Equations, Dynamical
Systems and An Introduction to Chaos. elsevier, 2004
3. Diacu, F. An Introduction to Differential Equations: Order and Chaos.
W.H. Freeman and Company, 2000.
4. Khalil, H. Nonlinear Systems. Prentice Hall. 1996.
5. http://www.soe.ucsc.edu/classes/ams146/Spring05/Lectures.html

Bifurcations in linear and nonlinear systems. Topological Equivalence. Structural

stability.

The reasons for studying bifurcations and structural stability in dynamical

systems are:
1. In the case of a dynamical system with perturbed / uncertain parameters it may be that case that for a combination of parameter values the
equilibrium is nonhyperbolic. In such a case the system dynamics shows
different types of equilibrium for different parameter values.
2. When the parameters of a system are time-varying either the number
of the equilibria or the equilibrium types may change.
3. In the nonlinear systems we need to examine how a particular nonlinear
term of a vector field affects the flow near a nonhyperbolic equilibrium point.
Bifurcations: Let
x = F (, x),
1

x Rn

(1)

be a dynamic system depending on k parameters = [1 , ..., k ]T . The study

of changes in the qualitative structure of the flow as parameters are varied
is called bifurcation theory.
Sink and Source At this point we think it is useful to introduce
two new keywords: sink and source. We will refer to a stable node/focus as
a sink and to an unstable node/ focus as a source.
Definition: A linear system whose eigenvalues have negative real parts is
called a hyperbolic sink ; a linear system whose eigenvalues have positive real
parts is called a hyperbolic source ; and, when one eigenvalue is negative and
the other is positive the linear system is said to be a hyperbolic saddle .
Remark: These new terms refer to the topological viewpoint - there are
only three cases and they are determined solely by the signs of the real parts
of the eigenvalues: sink, source, saddle. It means that a stable focus and a
node are topologically equivalent.
Structural stability (stable orbit structure) - Let x = F (, x) be a
vector field that depends on k parameters = [1 , ..., k ]T . For a fixed value
the vector field x = F (,
x) is called structurally stable if there is an
= ,
x) for all
> 0 such that x = F (, x) is topologically equivalent to x = F (,

values of satisfying k k < .

Thus, at a given parameter value, a differential equation is said to have
stable orbit structure if the qualitative structure of the flow does not change
for sufficiently small variations of the parameter. A parameter value for
which the flow does not have stable orbit structure is called a bifurcation
value , and the equation is said to be a bifurcation point.

1.1

Motivation

A. Linear Systems - Structural stability and bifurcation Since mathematical models are approximations of the reality, solving the associated
differential equations may not suffice for understanding the phenomenon it
describes; we might need additional information.
Example 1: If observations of experiments suggest as a model of a physical
phenomenon a certain eq., say
x + 2.1x + 0.76x = 0

(2)

then we might need to determine the behavior of the solutions for all equations of the type
(3)
x + bx + cx = 0
2

where b and c belong to some intervals that contain the coefficients in (2),
say b in (1.9, 2.3) and c in (0.6, 0.9). Since all measurements are approximate,
the value 2.1 could in truth be 2.05 or 2.17. If the solutions of all equations
given by (3), for b and c in the chosen intervals behave like the solution of
(2), then the results are trustworthy because the qualitative structure of the
phase-plane portrait remains the same. We then say that (3) is structurally
stable . In the phase plane, the system:
x = y
y = cx by

(4)

is structurally stable around the values b0 and c0 if the nature of equilibrium

remains unchanged for all b and c near b0 and c0 , respectively. At the values
b0 or c0 at which the nature of the equilibrium changes, we say that the
solution encounters a bifurcation .
Discussion: If we assume that c 6= 0 the equilibrium (0, 0) of the system
(4) is a:
(1) source (unstable node / unstable focus) if and only if b < 0 and c > 0;
if additionally b2 4c < 0 then the equilibrium is a spiral source (unstable
focus);
(2) sink (stable node / stable focus) if and only if b > 0 and c > 0; if
additionally b2 4c < 0 then the equilibrium is a spiral sink (stable focus);
(3) saddle if and only if c < 0;
(4) center if and only if b = 0 and c > 0.
This means that models involving linear second-order equations with coefficients belonging to the interior of structurally stable regions of the parameter plane are robust and can be trusted. Models whose coefficients come
close to the bifurcation lines must be regarded more carefully.
B. Nonlinear Systems and bifurcations - Change in the number
of equilibrium points or the type of equilibria
B1. Scalar systems For a scalar differential equation x = f (x), x R,
the equilibrium points and the sign of the function f (x) between equilibria
determine the number of orbits and the direction of the flow on the orbits
(the orbit structure of the differential equation or the qualitative structure of
the flow).
Example 2: Saddle-node bifurcation
x = c + x2 = F (c, x)
3

(5)

where c is a parameter.
Discussion The flows of system (30) depend
parameter c, as follows:
on the
1). c < 0 - the equilibrium
points are c
and
c
and the orbits are

given by the intervals (, c), ( c, c) and ( c, +);

2). c = 0 - the equilibrium point is 0 and the orbits are (, 0) and
(0, +);
3). c > 0 - there is no equilibrium point, the only orbit is (, +).
If the parameter c is varied, as long as c < 0, the number and the direction
of the orbits remain the same;
the only change is the shifting of the location
of the equilibrium points c. Similarly, for all c > 0 there is only one
orbit and its direction is from left to right. However, if c = 0, regardless of
how small an amount c is varied, the number of orbits changes: there are
two equilibria for any c < 0 and none for c > 0.
In this case, the point c = 0 is a bifurcation point.
B2. Planar systems
Example 3: Damped pendulum with constant torque M (the case where
the linearized vector field has one zero and one negative eigenvalue):
+ + sin = M

(6)

If the rod of the pendulum is rigid, then one can interpret the application of
the torque as pushing the pendulum with constant force that is perpendicular
to the rod.
By choosing y1 = and y2 = the phase plane model is:
y 1 = y2
y 2 = y2 sin y1 + M

(7)

Since sin y1 is periodic with period 2, we confine our discussion to the

values of y1 in the interval [, ].
The equilibrium points of (7) are given by y2 = 0 and sin y1 = M .
Discussion: For M > 1 there are no equilibrium points;when M = 1
there is a single equilibrium point at (/2, 0); for M < 1 there are two equilibrium points. It appears that the equilibrium point at (/2, 0) undergoes
a bifurcation at the parameter value M=1.
Example 4: Van der Pols oscillator (the case where the linearized vector
field has two imaginary eigenvalues):
y (2 y 2 )y + y = 0
4

(8)

is equivalent to the planar system:

x 1 = x2
x 2 = x1 + 2x2 x21 x2

(9)

The eigenvalues
of the linearization of (9) about the equilibrium point at
the origin are i 1 2 . For < 0 the origin is asymptotically stable
because the real parts of the eigenvalues are negative. At = 0 the origin is
still stable, but for > 0 the real parts of the eigenvalues become positive
and thus the origin is unstable.

1.2

Linear equivalence vs. Topological equivalence

The eigenvalues of a matrix depend continuously on its parameters

1). If the equilibrium point x = 0 of x = Ax is hyperbolic (node, focus,
saddle point), then the equilibrium point x = 0 of x = (A + A)x will be
of the same type for sufficiently small perturbations. When A has multiple
nonzero real eigenvalues, infinitesimally small perturbations could result in
a pair of complex eigenvalues. Hence a stable node would either remain a
stable node or become a stable focus.
2). For a nonhyperbolic equilibrium the type of equilibrium may change
under small perturbations. For example, consider the following perturbation
of the real Jordan form in the case of a center:
"

1
1

where is a perturbation parameter. If > 0 the equilibrium point of

the perturbed system is an unstable focus; if < 0 the eq. point of the
perturbed system is a stable focus. This is true no matter how small is, as
long as it is different from zero.
In the course of transforming matrices into their Jordan Normal Forms
we have investigated the question of topological equivalence in a limited
context by considering only invertible linear maps. The problem was stated
as follows: if there is an invertible 2 2 matrix P such that A = P 1 BP
then the flows of x = Ax and x = Bx are related by P eAt = eBt P . In other
words, if matrices A and B are similar (conjugate) then the flows of x = Ax
and x = Bx are linear equivalent .
5

Unfortunately, the linear equivalence is a bit too restrictive for comparing

the qualitative features of the linear systems flows. For example, the two
linear systems x = Ix and x = 2Ix should be considered qualitatively
equivalent, yet they are not linearly equivalent (the matrices I and 2I
have different eigenvalues).
Therefore, the concept of topological equivalence was introduced. Topological equivalence - requires (the existence of ) a nonlinear transformation
(homeomorphism) that maps the orbits of x = f (x) onto the orbits of
x = g(x) and preserves the sense of direction of time.
The stability type of a hyperbolic equilibrium point is preserved under
arbitrary but small nonlinear perturbations - from Taylor expansion of the
function f (x) (see again the previous lecture):
Theorem (Grobman-Hartman) If x Rn is a hyperbolic equilibrium
point of x = f (x), x Rn , then there is a neighborhood of x in which f
is topologically equivalent to the linear vector field x = Df (
x)x (Df - the
Jacobian of f).
Definition: Linear systems with hyperbolic equilibrium types - Any two
linear systems with hyperbolic equilibrium points are topologically equivalent
if they have an equal number of eigenvalues with positive real parts and an
equal number with negative real parts.
To study bifurcations and structural stability the following theorem is of
paramount importance.
The Implicit Function Theorem Assume that f : Rn Rm Rn is
continuously differentiable at each point (x, y) of an open set S Rn Rm .
Let (x0 , y0 ) be a point in S for which f (x0 , y0 ) = 0 and for which the Jacobian
matrix [f /x](x0 , y0 ) is nonsingular. Then there exist neighborhoods U
Rn of x0 and V Rm of y0 such that for each y V the equation f (x, y) = 0
has a unique solution x U . Moreover, this solution can be given as x = g(y)
where g is continuously differentiable at y = y0 .

1.3

Bifurcations and structural stability in Planar Linear Systems

In linear systems there exists only one equilibrium point. Up to a translation

the equilibrium point can be considered the origin of the state space. The
phase portrait of a hyperbolic linear system does not change topologically if
the entries of its coefficient matrix are varied by a small amount. This means
6

that a linear system may face bifurcations only in the following two cases:
a) The equilibrium of the linear system is nonhyperbolic and the system
(the coefficient matrix) undergoes small perturbations.
b) The linear system is parameter time-varying and under these variations
there exists a parameter configuration that produce a modification of the
hyperbolic equilibrium into a nonhyperbolic equilibrium. For example, we
may be given a linear system that contains parameters and the parameters
enter into the system as continuous functions. In this case it is unavoidable
to hit one of the nonhyperbolic systems if there are parameter values at which
the linear systems belong to two different hyperbolic equivalence classes.
Topological classifications of orbits
In the following we give two theorems (without proof) taken from literature concerning the topological classification of hyperbolic/ nonhyperbolic
systems.
Theorem T1: Hyperbolic linear systems:- Suppose that the eigenvalues of two matrices A and B have nonzero real parts. Then the two linear
systems x = Ax and x = Bx are topologically equivalent if and only if A
and B have the same number of eigenvalues with negative (and hence positive) real parts. Consequently, up to topological equivalence, there are three
distinct equivalence classes of hyperbolic planar linear systems with, for ex.,
the following representatives:

1
0

1
0

1
0

0
1!
0
1 !
0
1

two negative eigenvalues;

two positive eigenvalues;

(10)

one positive and one negative eigenvalue.

Theorem T2: If a coefficient matrix A has at least one eigenvalue with zero
real part, then the planar linear system x = Ax is topologically equivalent to
precisely one of the following five linear systems with the indicated coefficient
matrices:

0
0

1
0

1
0

0
0

0
1

0
the zero matrix;
0 !
0
one negative and one zero eigenvalue;
0!
0
one positive and one zero eigenvalue;
0 !
1
two zero eigenvalues but one eigenvector;
0 !
1
two purely imaginary eigenvalues.
0

(11)

Sketch of the proof for Theorem 1, first matrix The idea of the classification is to find the transformation function that transform a dynamics
x = Ax into its topologically equivalent dynamics x = Bx. This problem
is equivalent to the following one: for each linear system, find an ellipse encircling the origin such that each orbit, except the equilibrium point at the
origin, crosses the ellipse in the same direction and only at one point. This
is also equivalent to finding (or proving the existence) of two positive definite
symmetric matrices CA and CB such that:
AT CA + CA A = I; B T CB + CB B = I

(12)

because, if x(t) is the solution of x = Ax, then

i
d h T
x (t)CA x(t) = xT (t)[AT CA + CA A]x(t) = xT (t)x(t)
dt

(13)

Similarly,
i
d h T
x (t)CB x(t) = xT (t)[B T CB + CB B]x(t) = xT (t)x(t)
dt

(14)

Therefore, any nonequilibrium solution x(t) of x = Ax crosses the level sets

of xT CA x inward. Similarly, any nonequilibrium solution x(t) of x = Bx
crosses the level sets of xT CB x inward, too.
Remark: A real symmetric matrix C, (C T = C) is said to be positive
definite if the quadratic form xT Cx > 0 for all x 6= 0. An important geometric
property of a positive definite quadratic form on the plane is that the level
set {x : xT Cx = k}, for any k > 0, is an ellipse encircling the origin.
8

The trace-determinant plane

From the topological equivalence point of view we may classify the dynamics of a planar linear system using only two parameters, as follows.
For a matrix:

!
a b
A=
(15)
c d
we know that the eigenvalues are the roots of the characteristic equation
which can be written:
2 (a + d) + (ad bc) = 0

(16)

2 trace(A) + det(A) = 0

(17)

or, equivalently:
The eigenvalues are given by:
q
1
= (tr(A) (tr(A))2 4det(A))
2

(18)

+ + = tr(A), + = det(A)

(19)

Note that:
Thus the point (tr(A), det(A)) defines the type of the equilibrium point,
as follow:
- if tr(A)2 4det(A) < 0 then the equilibrium is either a focus (tr(A) 6= 0)
or a center (tr(A) = 0); if tr(A) < 0 the focus is stable, otherwise it is
unstable;
- if tr(A)2 4det(A) 0 the equilibrium is a node; the node stability
depends on the sign of tr(A);
- if det(A) < 0 the equilibrium is a saddle.
Remarks: 1). The trace-determinant plane is a two-dimensional representation of a four dimensional space, since 2 2 matrices are determined by
four parameters, the entries of the matrix. Thus, there are infinitely many
different matrices corresponding to each point in the trace-determinant plane.
2). We can think of the trace-determinant plane as the analog of the bifurcation diagram for planar linear systems. A one-parameter family of linear
systems corresponds to a curve in the trace-determinant plane. When this
curve crosses the trace-axis, the positive determinant axis, or the parabola
tr(A)2 4det(A) = 0, the phase portrait of the linear system undergoes

a bifurcation, that is a major change occurs in the geometry of the phase

portrait.
Example: Study the bifurcations of the following planar linear system:
x 1 = x2 , x 2 = x1 + 2x2 .

trace
det
dynamics

|
|
|
|
|

<0

++
++
source

=0

+
0
bif.

>0

++

saddle

(20)

Discussion: Since tr A = 2 = 1 + 2 and det A = = 1 2 we

conclude that the bifurcation point is = 0 (one zero eigenvalue), for > 0
the equilibrium is a saddle (one positive eigenvalue, one negative eigenvalue),
for < 0 the equilibrium is a source (both eigenvalues with positive real
part).
Unfolding of the non-hyperbolic equilibria - optional reading
Nonhyperbolic equilibria are the only points where a bifurcation is possible. In the following, an analysis of the possible changes in the system
dynamics is given, taken into account the change in the system parameters.
Let A be a nonhyperbolic 2 2 matrix in Jordan Normal Form. Observe that, for any 6= 0 and || small, the matrix A + I is hyperbolic.
Under arbitrarily small perturbations a nonhyperbolic system can be made
hyperbolic.
The method of studying bifurcations in nonhyperbolic linear systems is
based on inserting a minimum number of parameters in any given nonhyperbolic system in such a way that as the parameters are varied we can reach,
up to topological equivalence, any linear system in a small neighborhood of
the nonhyperbolic linear system. The resulting parameter-dependent linear
system is called an unfolding of the nonhyperbolic linear system.
We study the bifurcations of nonhyperbolic systems in Jordan Normal
Form. Excluding the zero matrix, there are three such matrices:

0
0 0

0
0

0 1
0 0

(21)

where 6= 0 and 6= 0. Furthermore, without loss of generality we shall

take = 1 and = 1.

10

For a 2 2 matrix A all the relevant information regarding eigenvalues is

contained in its characteristic polynomial:
det(A I) = 2 (tr A) + det A

(22)

where:
tr A = a11 + a22 = 1 + 2 ; det A = a11 a22 a21 a12 = 1 2

(23)

In the following the matrix 2 2 A0 is viewed as a point in R4 by ordering

the entries of this matrix into a four-vector.
Case 1: Unfolding

!
1 0
A0 =
(24)
0 0
In this case, there is a neighborhood of A0 in R4 such that in this neighborhood the matrices that are topologically equivalent to the nonhyperbolic
matrix A0 satisfy the conditions tr A < 0 and det A = 0. The set of such
matrices is a three-dimensional surface S in R4 containing the matrix (24)
because a22 det A|A0 = 1 6= 0 (see IFT). All the matrices on one side of
the surface S are topologically equivalent. We construct a curve of matrices
which crosses this surface transversally at the point A0 . In other words, we
define a matrix A() depending on a scalar parameter such that A(0) = A0 .
As the parameter is varied from negative to positive values, one crosses the
surface S from the side with (tr A() < 0, det A() < 0) to the side with
(tr A() < 0, det A() > 0). Observe that on the first side, the matrices have
two real negative eigenvalues, and on the other side, they have one negative
and one positive eigenvalue. One such one-parameter matrix is:

A() =

1 0
0

(25)

In the first case the matrices have two real negative eigenvalues, and in
the other case they have one negative and one positive eigenvalue.
It follows that in the case of a nonhyperbolic equilibrium in the form (24)
the system x = Ax may switch from a stable node equilibrium to a saddle
equilibrium or vice-versa when passing through (24).
Case 2: Unfolding

!
0 1
A0 =
(26)
1 0
11

A similar reasoning as above gives a one-parameter matrix as follows:

A() =

1
1

(27)

It means that for the nonhyperbolic equilibrium (26) the system x = Ax may
switch from a stable focus equilibrium to an unstable focus equilibrium or
vice-versa when passing through (26).
Case 3: Unfolding

!
0 1
A0 =
(28)
0 0
Since in this case the matrix A0 has tr A = 0 and det A = 0 the A0 unfolding
depends on two parameters. It was proved that bifurcations are given by the
two following two-parameters matrices:

A(1 , 2 ) =

1
1
2 1

, A(1 , 2 ) =

0 1
1 2

(29)

As we vary the parameters 1 and 2 we can reach matrices whose eigenvalues

are either both negative/positive or one is negative and the other positive.

1.4

Bifurcations in NONLINEAR SCALAR Systems

We study the system x = F (, x), Rk , x R.

Relevant graphs:
(t, x(t)) - system solution
(x(t), F (, x) for a fixed - we study the equilibrium points and their
stability
(i , x) - the bifurcation diagram for a fixed , we are interested in the
variation of i
Definition An equilibrium point x R of x = f (x), x R, is called a
hyperbolic equilibrium if f 0 (
x) 6= 0. If f 0 (
x) = 0, then x is called a nonhyperbolic or degenerate equilibrium point.
Elementary bifurcations in scalar systems

12

1. Saddle-node bifurcation
x = + x2 = F (, x)

(30)

x = x + x2 = F (, x)

(31)

x = + x x3 = F (, x)

(32)

x = x x3 = F (, x)

(33)

x = c + dx x3 = F (c, d, x)

(34)

2. Transcritical bifurcation

3. Hysteresis
4. Pitchfork bifurcation

5. Fold or cusp
A numerical procedure to draw the bifurcation diagram for a
scalar one-parameter system
A graphical method for depicting some of the important dynamical features in equations x = F (, x) depending on the parameter R is the
bifurcation diagram. This method consists of drawing curves on the (, x)plane, where the curves depict the equilibrium points for each value of the
parameter. More specifically, a point (0 , x0 ) lies on one of these curves if and
only if F (0 , x0 ) = 0. For instance, the bifurcation diagram of the saddlenode bifurcation x = + x2 is the parabola = x2 . Also, to represent the
stability types of these equilibria, we label stable equilibria with solid curves
and unstable equilibria with dotted curves.
For a scalar system x = F (, x) depending on a scalar parameter, we can
parameterize the curve F ((t), x(t)) = 0 by t, satisfying (0) = 0 , x(0) = x0
and F (0 , x0 ) = 0. To represent this parameterized curve as an orbit of a
differential equation, we differentiate the eq. F ((t), x(t)) = 0 with respect
to t:
F
F
(, x) +
(, x)x = 0
(35)

x
x)
To satisfy this identity (,
must be a constant multiple of the vector
F
F
( x (, x), (, x)). If we choose the parametrization of the curve ((t), x(t))
in such a way that this constant is one, then we arrive at the following system:
= F
(, x)
x
F
x = (, x)
13

(36)

satisfying the initial conditions (0) = 0 , x(0) = x0 . The orbits of

this system are investigated on the (, x)-plane. A constructive numerical
procedure for obtaining the zero set of F (, x) is as follows:
Step 1. Fix = 0 and use the scalar differential equation x = F (0 , x)
to find the set E0 of zeros of F (0 , x).
Step 2. For each x0 E0 , compute numerically the solution of the
differential eq. (36) with initial value (0) = 0 and x(0) = x0 , in both
forward and reverse time (using negative step size) directions.
Step 3. Repeat Step 1 as necessary for other values of the parameter
because there may be some components of the curves of zeros of F (, x)
that never intersect the vertical line = 0 .
Thus, the bifurcation diagram is composed on branches that are constructed numerically from segments around the equilibrium points chosen at
Step 1. From a study of the sign of we may decide on the sign of F
and
x
then, on the stability of branches.
How to study equilibria using the Implicit Function Theorem
Since the STABILITY of an equilibrium point x is a local property of
the flow near the equilibrium, it is reasonable to expect that under certain
conditions the stability properties of x can be determined from the linear
approximation, that is, the derivative
f 0 (x) =

d
f (x)
dx

of the function f near x. The linear differential equation x = f 0 (

x)x is called
the linear variational equation or the linearization of the vector field x = f (x)
about its equilibrium point x. A theorem proves that when f 0 (x) 6= 0 the
stability type of the equilibrium point x of x = f (x) is the same as the
stability type of the equilibrium point at the origin of its linearized vector
field.
While for a hyperbolic equilibrium the stability of the equilibrium point
depends only on the first-order term in the Taylor expansion, for a nonhyperbolic equilibrium the stability of the equilibrium point depends on higherorder terms in the Taylor expansion of the function f (x) about x (or its
translation about 0).

14

The Implicit Function Theorem (IFT) for Bifurcation theory in scalar

systems
Let = [1 , ..., k ] be a vector in Rk . Suppose that F : Rk R R,
(, x) F (, x), is a continuous function satisfying:
F (0, 0) = 0 and

F
(0, 0)
x

6= 0

(37)

Then there are constants > 0 and > 0 and a continuous function
: { : kk < } R
such that
(0) = 0 and F (, ()) = 0 f or kk <

(38)

Moreover, if there is a (0 , x0 ) Rk R such that k0 k < and |0 | < ,

and satisfies the equation F (0 , x0 ) = 0, then x0 = (0 ).
To apply the IFT in a specific situation, you may need to transform variables in such a way that the origin in the (, x)-space becomes zero of the
given function. For ex., if G : Rk R R, (, x) G(0 , x0 ) = 0, then
we can set F (, x) = G(0 + , x0 + x) and F (0, 0) = 0.
The IFT can be used to study equilibria in the following context. Let
x = F (, x) be a differential equation depending on k parameters =
[1 , ..., k ]T . If x = 0 is a hyperbolic equilibrium point of the differential
equation x = F (, x) at = 0, then the conditions of the IFT are satisfied. This guarantees that the equation F (, x) = 0 may be solved locally
for x = () as a function of the parameters = [1 , ..., k ]T . Furthermore
F
(, ()) 6= 0 for sufficiently small. Thus, the qualitative structure of
x
the flow does not change near x = 0. Consequently, there are no bifurcations
in the neighborhood of x = 0 for sufficiently small values of the parameters.
Briefly - if F (0, 0) = 0 and F
(0, 0) 6= 0 we should always study
x
the sign of F
(,
())
and
draw
conclusions
about the stability of
x
x = F (, x) about (0, 0).
Example: The system x = c x = F (c, x) is insensitive to the variation
of the parameter c R. By drawing the phase portraits (x, F (c, x)) for different values of c, or by an analytic study of the system we find a unique
stable equilibrium point no matter what value was chosen for c.

15

What if (0, 0) is a nonhyperbolic equilibrium ? Then, the parameter may change everything ... Therefore, we have to investigate the sign
of the remaining terms of the Taylor expansion.
Remember that the Taylor expansion of function F (, x) about (+, x+
) is as follows:
+ F
+
F ( + , x + ) = F (, x) + F
x

1 2F 2
1 2F 2
1 2F
+ 2 2 + + 2 x + higher order terms
2 x2

(39)

Example Study the bifurcation of the scalar system x = F (, x) where:

F (, x) = x x3 (the supercritical Pitchfork bifurcation )
Equilibrium points are on F (, x) = 0.
It turns out we have the following cases: 1). x = 0 and 2). x = if > 0
In the bifurcation diagram (r, x) we may decide on stable / unstable
branches as follows: Compute f 0 (x) = F
. If f 0 (x) 6= 0 then, we may
x
decide on the stability around the echilibrium by studying the sign of
f 0 (x). Since f 0 (x) = 3x2 , in the equilibrium points we get:
1. f 0 (0) = stable branch for < 0 and unstable branch for
>0

2. f 0 ( ) = 2 stable branch for > 0 and unstable branch

for < 0
In all, four branches in the bifurcation diagram.
Discussion: The system has three equilibria and a stable orbit structure
for all > 0. At = 0 the system is at a bifurcation point (the equilibria
come together at the origin). For all < 0 the system has stable orbit structure with one stable equilibrium point. Thus, x = 0 is always an equilibrium
point. However, as the parameter passes through the bifurcation value
= 0, the equilibrium at the origin loses its stability by giving it up to two
new stable equilibria which bifurcate from the origin.
Remember that we assumed k parameters i in the system !
However, it has been mathematically shown that if the first term
of the Taylor expansion of the vector field f at x is linear, quadratic,
or cubic, then under rather general perturbations the bifurcation
16

of equilibria near x is essentially the same as in the systems given

above.
We study the following three cases of local perturbations near equilibria:
Hyperbolic equilibria
Equilibria with quadratic degeneracy
Equilibria with cubic degeneracy
Hyperbolic equilibria:- Consider the perturbed system x = F (, x),
satisfying:
F (0, x) = f (x) and F
(0, 0) = f 0 (0) 6= 0
(40)
x
where f (0) = 0 and f 0 (0) 6= 0. We investigate the existence of equilibria of
the perturbed eq. x = F (, x). If F (, 0) 6= 0, then the origin will no longer
be an equilibrium. However, from (40) and the fact that f (0) = 0 we have:
F (0, 0) = 0 and

F
(0, 0)
x

= f 0 (0) 6= 0

(41)

Hence, the IFT implies that there exists a function () with (0) = 0
such that x = () and F (, ()) = 0. In order to establish the stability
behavior of the equilibrium () we compute the sign of the derivative:
F
(, ())
x

(42)

From (40) and the fact that (0) = 0, we have F

(0, (0)) = f 0 (0) 6= 0 therex
0
fore, the sign of (42) is the same as that of f (0). Therefore, the stability type
of the equilibrium () of the perturbed equation x = F (, x) is the same as
the stability type of the equilibrium 0 of the unperturbed equation x = f (x).
Therefore, the flow near a hyperbolic equilibrium point is insensitive to small
perturbations of the vector field.
Equilibria with quadratic degeneracy:- Consider the perturbed system x = F (, x), Rk , satisfying:
F (0, x) = f (x)

F
(0, 0)
x

=0

2F
(0, 0)
2x

= f 00 (0) 6= 0

(43)

where f (0) = 0, f 0 (0) = 0 but f 00 (0) 6= 0. These conditions together with

f (0) = 0 imply that the Taylor expansion of F about the origin has the
following form:
F (, x) = a() + b()x + c()
17

x2
+ G(, x)
2

(44)

with a(0) = 0, b(0) = 0, c(0) = f 00 (0) 6= 0, and |G(, x)| < |x|2 .
It has been proved mathematically that the qualitative structure of the flow
of the perturbed equation x = F (, x) is determined from a single function
of the parameters , namely the function () corresponding to the extreme
value of F (, x). The extreme points of F correspond to the solutions x of the
equation F
(, x) = 0. The number of equilibrium points of eq. x = F (, x)
x
depends upon the extreme value () = F (, ()) of the function F , as
follows:
()f 00 (0) < 0 there are two hyperbolic equilibria near the origin
() = 0 implies that there is a nonhyperbolic eq. at the origin
()f 00 (0) > 0 there are no eq. points about the origin
Thus, even though there may be k components of the vector parameter , the
bifurcation behaviour of the perturbed eq. x = F (, x) depends on a single
parameter - the function () corresponding to the extreme value of F (, x).
Example: Study the orbit structure of the dynamical system x = 1 +
2 x + x2 , depending on two small parameters - = [1 2 ]T . The function
() for this example is as follows: (1 , 2 ) = 1 (1/4)22 (corresponds to
the minimum value of the function F (, x)). Thus, the bifurcations occur as
we cross the curve 1 = 22 /4 in the (1 , 2 )-plane. There are two equilibrium
points if 1 < 22 /4 and none if 1 > 22 /4. The same discussion results if we
study the roots of the equations F = 0. Why ?
Equilibria with cubic degeneracy:- Consider the perturbed system
x = F (, x), satisfying:
F (0, x) = f (x)
2F
(0, 0) = 0
2x

F
(0, 0)
x

3F
(0, 0)
3x

=0
= f 000 (0) 6= 0

(45)

where f (0) = 0, f 0 (0) = 0, f 00 (0) = 0 but f 000 (0) 6= 0.

It has been mathematically proven that the two-parameter case is representative of what can happen in the general case near the equilibrium point
x = 0 of f satisfying the conditions above when f is subjected to perturbations that are small together with their derivatives up through order three.
The Taylor expansion about origin is for a two-parameter perturbation
F (, x) as follows:
18

x2
x3
+ d() + G(, x)
(46)
2
6
where a(0) = b(0) = c(0) = 0, d(0) = f 000 (0) 6= 0 and |G(, x)| < |x|3 .
Moreover, it has been proven that an arbitrary two-parameter perturbation
of the cubic degeneracy, under certain reasonable conditions, can be reduced
to the special two-parameter perturbation on the following form:
F (, x) = a() + b()x + c()

F (, x) = 1 + 2 x + c()

x2
x3
+ d() + G(, x)
2
6

(47)

We find the bifurcation values of the parameters, that is, the values of =
(1 , 2 ) for which the function F (, x) has multiple zeroes. To accomplish
this we must solve the following two eq:
2

0 = F (, x) = 1 + 2 x + c() x2 + d() x6 + G(, x)

2
0 = F
(, x) = 2 + c()x + d() x2 + G
(, x)
x
x

(48)

These eq. may be viewed as two equations defining 1 and 2 parametrically

in terms of x. To obtain the solutions locally, we can use the method of
Gaussian elimination in conjunction with repeated applications of the IFT.
The local solutions 1 (x) and 2 (x) of (48) near the origin are given by:
1 (x) = 13 f 000 (0)x3 + ...
2 (x) = 21 f 000 (0)x2 + ...

(49)

These equations are the parametric representation of a cusp in the (1 , 2 )plane which near the origin approximately coincides with the curve
9
32 = f 000 (0)21
8

(50)

Therefore, the bifurcations are determined only by the constant and the
linear terms of the Taylor expansion of the vector field. The term c()x2 has
little influence on the bifurcations of (47) because this term does not enter
into the first approximation to the cusp in the (1 , 2 )-plane.
Example: Fold or Cusp
x = c + dx x3 = F (c, d, x)

(51)

The vector field (51) is the most general perturbation of the function
x with lower order terms (because the term involving x2 can always be
3

19

eliminated by an appropriate translation of variable. At bifurcation points,

a differential equation must have a multiple equilibrium point, that is,
F (c, d, x) = 0 and

F (c, d, x)
x

=0

(52)

It follows:
c + dx x3 = 0 and d 3x2 = 0

(53)

The objective is to determine all values of c and d for which these two
equations can have some common solution x. It follows that
d = 3x2 and c = 2x3

(54)

If we eliminate x from these two equations, we obtain the following equation

of the cusp:
4d3 = 27c2

(55)

Elementary bifurcations in planar systems

Saddle-node bifurcation

Pitchfork bifurcation

x 1 = + x21
x 2 = x2

(56)

x 1 = x1 x31
x 2 = x2

(57)

Vertical bifurcation
x 1 = x1 + x2
x 2 = x1 + x2
Poincare-Andronov-Hopf bifurcation
x 1 = x2 + x1 ( x21 x22 )
x 2 = x1 + x2 ( x21 x22 )

(58)

(59)

Homoclinic or saddle-loop bifurcation

x 1 = x2
x 2 = x1 + x2 x21

(60)

In order to study the dynamics of these systems we proceed as follows:

1. Find the equilibrium points and study their dependence on parameters;
2. Find the system Jacobian for all equilibrium points;
3. Study how parameters influence the eigenvalues for all Jacobians; if
the eigenvalues do not have a zero real part the liniarization approximates
the non-linear system nearby the equilibrium point, else see the next lecture.
20

Home-works

1. Prove that the system (4) is structurally stable in the whole parameter
plane except for the b-axis and the positive part of the c-axis.
2. Using Lemma 1 verify that
a). for x = x the equilibrium point at 0 is asymptotically stable;
b). for x = x2 the equilibrium point at 0 is unstable;
c). for x = x x3 the equilibrium points at -1 and 1 are asymptotically
stable, and 0 is unstable.
3. Prove that () = is the function whose existence is guaranteed
by the IFT for the function F (, x) = + (1 + )x + x2 .
4. Apply the IFT to show that there is a unique solution of the equation
+ (1 )y + y 3 = 0 near (, y) = (1, 1).
5. Show that the conditions of the IFT are satisfied for the following
functions: a). + sin x, b). 1/2 + cos(/6 + x), c). sin + tan x.
6. Consider an RLC electric circuit which has a resistor, an inductor and
a capacitor all connected in series. The circuit is characterized by q, the total
charge in the plates of the capacitor and by i, the intensity of the current,
which are connected by the relation q = i:
q +

R
1
q +
q=0
L
LC

(61)

Study the type of the equilibrium and prove that the charge in plates will
eventually tend to zero.
7. The model describing the motion of water in a pipe is
k
x
(a) x = m

2g
x
L

(62)

2g
x
L

(63)

if we took friction into consideration, and

k
(b) x = m
x

if frictions are neglected. Study the structural stability in cases (a) and (b).
8. Prove the topological equivalence for the systems x = A1 x, x = A2 x,
x = A3 x, x R2 , where:

A1 =

1 0
0 2

; A2 =

and 1 < 0, 2 < 0, > 0, 6= 0, > 0

21

; A3 =

1
0

(64)

9. Establish the topological equivalence of the flows of the following two

linear systems and compute the positive definite matrices that define the
transformation of their orbits:

x =

1 0
0 2

x; x =

1 2
2 1

x;

(65)

10. For the following matrices, discuss the transition from one topological
equivalence class to another as the scalar parameter is varied:

(a)

, (b)

1
2
2 + 2

(66)

11. Let A() be a 2 2 real matrix depending on a real parameter , for

0 1 with A(0) = A0 and A(1) = A1 . For the following choices of A0
and A1 , must there be any bifurcations as the parameter is varied ?

1 0
0 1

(a) A0 =

(b) A0 =

(c) A0 =

1 0
0 1

1 0
0 2

A1 =

A1 =

A1 =

1 0
0 1

1 0
0 1

(67)

1 1
0 1

(68)
!

(69)

12. Consider the following vector fields depending on two parameters:

x = 1 + 2 x + x2

(70)

where = (1 , 2 ) are two small parameters. Show that:

a. the function () corresponds to the minimum value of the function
F (, x) = 1 + 2 x + x2 and this is given by:
1
(1 , 2 ) = 1 22
4
b. the bifurcations occur as we cross the curve 1 = 22 /4 in the (1 , 2 )plane: there are two equilibrium points if 1 < 22 /4, and none if 1 > 22 /4.
13. Consider the following perturbation of the vector field f (x) = x2
given by :
x = 2 + 2ax + x2
(71)
22

where is a scalar parameter and a is a given constant. Show that:

a.
() = 2 (1 a2 )

(72)

b. The bifurcation takes place at = 0 and the flow is different depending

on whether |a| < 1 or |a| > 1.

Lab-works

1. For (30)-(33) draw the bifurcation diagrams in the plane (

x, ). Follow
the following procedure: 1). Draw the graph (x, F (, x)) for different values
of 0 ; 2). read the approximate values of x so that F (0 , x)
= 0; 3). use
the Matlab function f zero in order to find the equilibrium values x so that
F (0 , x) = 0 for the chosen 0 and construct the set E0 , or equivalently the
set of the initial states (0 , x0 ) = (0 , x) for (36); 4). integrate (36) using the
Matlab function ode23 from the determined initial states E0 , from t0 < 0
to tf > 0 - take small values, for example t0 = 0.1 and tf = 0.1.
2. Show that the following two linear systems are topologically equivalent
but they are not linearly equivalent.

x =

2 0
0 2

x; x =

2 1
0 2

x;

(73)

Draw the phase portraits of these two linear systems and compare.
3. Consider the following five coefficient matrices A of the linear systems
x = Ax:
!
!
!

1 0
1 1
1 0
,
,
0
1
0 1
0 2
!
!
(74)
0
2
1 1
0 2
1 3
(a) For each A above, determine a symmetric matrix CA satisfying the
matrix equation AT CA + CA A = I.
(b) Draw the level set {x : xT CA x = 1} for each of your CA .
4. Obtain the bifurcation curves of the following one and two-parameter
perturbations of the cubic vector field f (x) = x3 and sketch some representative phase portraits:
x = 1 + 1 + 21 x x3
x = 1 + 22 + 2 x x3
23

(75)