Академический Документы
Профессиональный Документы
Культура Документы
Introduction v
1 Differential Equations 1
1.1 The Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Traditional Approach . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 The Geometric Approach . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 Basic Theorem of ODEs . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4.1 Existance, uniqueness and continuity wrt initial conditions . . 3
1.5 Interval of definition of solutions . . . . . . . . . . . . . . . . . . . . 4
3 Bifurcations of 2D flows 25
3.1 Structural stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.2 Saddle-node equilibria . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.3 Other cases of degenerate equilibria . . . . . . . . . . . . . . . . . . 29
3.3.1 Imperfections . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.4 Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5 Homoclinic Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.5.1 Finding homoclinic bifurcations in nearly Hamiltonian systems 34
3.6 Saddle-node of periodic orbits . . . . . . . . . . . . . . . . . . . . . 36
4 Introduction to dynamics in 3D 37
4.1 Time-T map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.2 Existence of periodic orbits . . . . . . . . . . . . . . . . . . . . . . . 38
4.3 Linear stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.3.1 The Mathieu Equation . . . . . . . . . . . . . . . . . . . . . 40
4.4 Near-identity maps and averaging . . . . . . . . . . . . . . . . . . . 41
4.4.1 Application of averaging to the periodically forced van der Pol
equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
iii
iv CONTENTS
These notes are based on the course Dynamics of Differential Equations given by
Prof. R.S. Mackay in Cambridge in the Lent Term 1997. These typeset notes are totally
unconnected with Prof. Mackay. Note that these notes are based on the first year of the
course. More material was lectured in 1998.
Other sets of notes are available for different courses. At the time of typing these
courses were:
Probability Discrete Mathematics
Analysis Further Analysis
Methods Quantum Mechanics
Fluid Dynamics 1 Quadratic Mathematics
Geometry Dynamics of D.E.s
Foundations of QM Electrodynamics
Methods of Math. Phys Fluid Dynamics 2
Waves (etc.) Statistical Physics
General Relativity Dynamical Systems
Combinatorics Bifurcations in Nonlinear Convection
v
vi INTRODUCTION
Chapter 1
Differential Equations
1
2 CHAPTER 1. DIFFERENTIAL EQUATIONS
2.
sin t
cos t
is the solution of
x y
=
y x
with the initial conditions x(0) = 0, y(0) = 0. Periodicity is easy to derive -
just note that H = (x2 + y 2 )/2 is conserved. Thus solutions remain on the unit
circle. The direction of rotation is constant, at constant speed. So (x(t), y(t))
must return to its initial conditions at some T > 0 (choose the least such). Then
by autonomy, (x(t + T ), y(t + T )) = (x(t), y(t)). Traditionally, set T = 2,
as a definition of . So the traditional approach is (ahem) circular.
pictorial
Let v define a vector field on a state space X = Rn (or more generally on some
differentiable manifold, eg S 1 R, S 2 , 2 = S 1 S 1 ). Under suitable conditions,
x = v(x) defines a flow : R X 7 X, (t, x0 ) 7 t (x0 ), the solution at time t with
x(0) = x0 . A picture showing how all the solutions move in X is called a phase
portrait. These are hard to draw when n > 3, but we shall restrict to n = 2 or n = 3.2
Kleinian
For Klein, the geometrical approach to a set of objects is to identify a group of trans-
formations of the objects which we regard as taking each object to an equivalent one
and then studying the properties which are invariant under the group action.
The objects we will look at are the vector fields v on X with their associated dif-
ferential equation x = v(x). The transformations we will use are change of variables
and time rescaling.
For change of variables, let y = h(x), with h a diffeomorphism. In this case,
hi
y = Dhh1 (y) v(h1 (y)), where Dh is the matrix of partial derivatives x j
.
For time rescaling, let ds dx
dt = (x) > 0, which implies that ds = v(x)/(x).
We will study the features of x = v(x) which are preserved by the group generated
by these kinds of transformations, for instance existance of a periodic orbit (but not its
formula or period).
The geometric approach does not try to obtain as much as the traditional approach,
but can get useful results where the traditional approach gets stuck.
2I have problems when n = 3, let alone anything higher.
1.4. BASIC THEOREM OF ODES 3
Example
A map f : U 7 Rm , U open in Rn is C 1 (continuously differentiable) if
1. it is differentiable, that is a linear map Dfx : Rn 7 Rm such that
|f (x + h) f (x) Dfx h| = o(|h|).
Fixed points of Px0 correspond to solutions of x = v(x) with x(0) = x0 . Now Px0
maps B into itself and contracts d (by at least L < 1). So by the contraction mapping
principle, Px0 has a unique fixed point x
that depends Lipschitz continuously on x0 . It
follows that : [, ] V 7 U is Lipschitz.
3 This should be familiar from Analysis IB.
4 CHAPTER 1. DIFFERENTIAL EQUATIONS
Remarks
1. If v is C 1 , we can prove that is C 1 . Similarly, if v is C 1+Lip , C 2 , . . . , C ,
analytic, then so is .
This is the ODE for a particle sliding down a viscous slope of height h(x) =
3/2
23 |x| sgn(x).
Proof. For all y K there exists a neighbourhood Vy and y > 0 such that t (x0 ) is
defined and C 1 for all x0 Vy , |t| . The sets {Vy : y K} form an open cover
of K, so by compactness a finite subcover {Vyi : i = 1, . . . , N }. Let = mini yi .
Then x0 K, t (x0 ) exists for at least |t| . If (x0 ) K then repeat argument.
Thus t (x0 ) is defined and C 1 as long as it remains in K, and for time more.
Corollary. The only way that a solution of a C 1 ODE can cease to exist is to leave
every compact set in bounded time.
Example. If |v(x)| A |x| + B for some A > 0, B 0, then t (x) exists for all t
and |t (x)| (|x| + B/A) exp(A |t|).
Example. If x = v(x, s), s = 1 then no solution remains in any compact set since s
is unbounded. But for any compact K X, solutions can be extended as long as they
remain in K R.
1.5. INTERVAL OF DEFINITION OF SOLUTIONS 5
Proof. Otherwise, let T1 be the infimum of positive times that solutions starting in
K {0} which do not cross K R but which cannot be continued to t = T . By
assumption T1 < . Then K [T1 , T1 ] is compact, so we can apply the extension
theorem and continue all solutions which do not cross K [T1 , T1 ] to t = T1 + 1 .
This is a contradiction.
We can often find a compact K which all solutions enter and remain inside. We
could also in principle rescale time to prevent finite-time blowup. Thus we shall hence-
forth assume that t (x0 ) is defined for all t.
6 CHAPTER 1. DIFFERENTIAL EQUATIONS
Chapter 2
p
= .
p sin
E = {x X : H(x) = E} .
Note that x(0) E x(t) E t. We say that E is invariant under the flow.
Now, if E < 1 then E = . If E = 1 then E = {(0, 0)} - it is an equilibrium
point.
If 1 < E < 1, then E is a closed curve. Now v 6= 0 on E . v is continuous
and E is compact. Thus E > 0 such that |v| E on E . Also, the length of E
is finite, so given x E , T > 0 such that T (x) = x. Thus E is a periodic orbit.
Physically, this corresponds to oscillations.
If E > 1 then E is two closed curves. v is non-zero, so we have two periodic
orbits. Physically, this is rotations.
If E = 1 then E consists of the equilibrium point x = (, 0) and two orbits which
are asymptotic to the equilibrium in both positive and negative time. They are called
homoclinic orbits to the equilibrium.
An orbit which is asymptotic to one equilibrium in positive time and another equi-
librium in negative time is called a heteroclinic orbit.
Finding all the equilibria is easy you just have to set v(x) = 0.
The equilibrium = 0 and each of the periodic orbits are stable.
7
8 CHAPTER 2. BASIC EXAMPLES AND IDEAS
Notes. Its useful to spot conserved quantities (if any exist). Some types of system for
which there exist useful conserved quantities are frictionless mechanical systems (in
which the Hamiltonian is conserved) and chemical reactions numbers of atoms of
each kind of element must be constant.
p
= .
p kp sin
Theorem. If H (t (x)) < H (s (x)) for t > s and x is not an equilibrium then t (x)
tends to an equilibrium as t .
Now (x) 6= (by compactness)1 . Note that d(t (x), (x)) 0, otherwise
> 0 and tj such that 2 d(tj (x), (x)) . Now Q = {y : 2
d(y, (x) } is compact, so tj (x) has a limit point in Q. This is a contradiction.
Now H must be constant on (x). Otherwise, suppose , (x) with H() <
H(). Let = H() H() > 0. Now t1 such that t1 (x) is close enough to that
H(t1 (x)) is within /3 of H(). Now, t2 > t1 such that t2 (x) is close enough to
that H(t2 (x)) is within /3 of H(). Thus H(t2 (x)) H(t1 (x)) /3 > 0
and t2 > t1 . This is a contradiction. Now (x) is invariant, since if tj (x) y, then
tj + (x) z by the continuity of .
Since H is constant on (x), (x) consists only of equilibria. In fact, (x) has to
be only a single equilibrium, as H(, 0) = 1 and H(0, 0) = 1.
0 1
= where c = cos = 1.
p c k p
2
This matrix has eigenvalues k2 k 24c .
At = , c = 1, so we have real eigenvalues, one positive and one negative.
Thus we have a saddle point.
At = 0, c = 1 so if 0 < k < 2 we have complex conjugate eigenvalues with
negative real part. This is a focus. If k > 2 we have a pair of negative real eigenvalues.
This is a node.
We wish now to ask which features of the linearised system survive the nonlinear
remainder term. In particular, does a sink attract all nearby orbits and does a saddle
have precisely two invariant curves through it?
where |x| refers only to components in the appropriate block and the inclusion is ob-
tained using Cauchy-Schwarz. Summing over the blocks we obtain the result
2 2
|x| hx, Axi |x| .
and t0 t (U ) = {0}.
We can clearly assume that the stationary point is at the origin. Note that by revers-
ing time, if all eigenvalues have <() > 0 then 0 is repelling.
Theorem. If A has an eigenvalue with < > 0 then 0 is unstable.
Proof. If A has an eigenvalue with < > 0 then using JNF or otherwise decompose
E = E1 E2 into invariant subspaces E1 and E2 such that all eigenvalues of B1 =
A |E1 have < > 0 and all eigenvalues of B2 = A |E2 have < 0. Now, a > 0
such that all eigenvalues of B1 have < > a. By the lemma there is an inner product
2
on E1 such that hx, B1 xi a |x| for all x E1 . Similarly, b > 0, there is an inner
2
product on E2 such that hy, B2 yi b |y| for all y E2 . Choose b (0, a). Take the
direct sum inner product on E and write z E as (x, y), with x E1 and y E2 .
Then v(x, y) = (B1 x, B2 y) + o(|x|).
2 2
Let C = {(x, y) : |x| |y|} and V (z) = 12 |x| |y| . Then
d
V (z) = hx, xi
hy, yi
dt
= hx, B1 xi + o(|x| |z|) hy, B2 yi + o(|y| |z|)
2 2 2
a |x| b |y| + o(|z| ).
2
Given (0, a b), > 0 such that V |x| on C U where U = {z :
|z| }. So V increases along all orbits in C U \ {0}. They cannot cross C
because V decreases across C. They cannot stay in C U for all t > 0 else by La
Salles Invariance Principle they converge to a set of equilibria with strictly larger V
than initially - but there are no equilibria except 0 in C U because V increases in
C U \ {0}, V (0) = 0 and V (z(0)) > 0.
Thus there exist points z arbitrarily close to 0 such that t (z) leaves U for some
t > 0. This contradicts stability of 0, hence 0 is unstable.
= p
p = kp sin + F.
Alternative motivations for this differential equation come from AC electricity gen-
eration and the Josephson junction with steady current.
Again, we investigate how H = 12 p2 cos changes with time. H = kp2 + F p,
which is < 0 for p outside [0, F/k] but > 0 for p in (0, F/k). H is still useful. Let
E = maxp[0,F/k] H(, p) and choose any E 0 > E.
Proposition. For all x0 , t (x0 ) eventually enters H < E 0 and stays there forever
after. So H acts as a bounding function.
Proof. If H(x) > E then H < 0. Let M = inf t0 H(t (x)). If M > E 0 then
the flows must converge to a set of equilibria in {H = M } but there are none,
as equilibria must have H = 0. So all orbits eventually enter {H < E 0 }. Once in
{H < E 0 } they cannot escape: suppose is the time of first escape from {H < E 0 }
for the orbit of x. Then H( (x)) = E 0 . Thus H < 0 and it is not an escape but an
entry giving a contradiction.
We are left with analysing the dynamics in {H < E 0 }. We seek the equilibria,
which require p = 0 and sin = F . There are two equilibria if F < 1, one in F = 1
and none if F > 1. Performing linear stability analysis gives that one equilibrium is
2 2
a saddle and the other is a focus if k4 < 1 F 2 and a node if k4 > 1 F 2 .
The process of annihilation of saddle and node at F = 1 is called a saddle-node
bifurcation.
A number of questions spring to mind:
1. Where do the stable and unstable manifolds of the saddle go? The unstable
manifold (separatrix) is particularly important as it separates orbits which go
two opposite ways at the saddle. A reasonable guess is that the left branch of the
stable manifold goes into the sink, but what about the rest?
2. Where do the orbits go when F > 1, when there are no equilibria to converge
to?
Proof. Given x with o+ (x) bounded then (x) 6= (by compactness). Suppose (x)
contains no equilibria and take y (x). (x) is compact and invariant, so (y)
(x) and is non-empty. Take z (y). Then z is not an equilibrium, so there exists a
C 1 arc transverse to v through z. Then o+ (y) comes arbitrarily close to z as t goes
to , so in particular it crosses arbitrarily close to z.
If o+ (y) is not periodic then successive intersections with are distinct (by unique-
ness in backwards time). But if the first two intersections are y1 6= y2 then o+ (x) is
eventually bounded away from y (by the Jordan Curve Theorem). So o+ (y) is periodic,
intersecting at one point only.
Now (x) is invariant so o+ (y) (x). Take a transverse section 0 at y. If
o (x) intersects 0 at y then o+ (x) is periodic and (x) = o+ (y). Else the successive
+
1. Is it unique?
In general uniqueness may not hold the ideal pendulum has uncountably many
periodic orbits. Even when true it is hard to prove, but for the damped forced pendulum
it is possible. The same technique will answer questions 2 and 3. The simplest case is
problem 2.
Consider an infinitesimal parallelipiped spanned by the columns of B moving with
the flow. The volume of the parallelipiped, V = det B.
dV
= (div v)V.
dt
14 CHAPTER 2. BASIC EXAMPLES AND IDEAS
Proof.
Proof. Invariance implies that V (t) is constant, but div v < 0 implies that V decreases.
Proposition. There does not exist a contractible periodic orbit for the damped forced
pendulum.
Proof. Such an orbit bounds an invariant disk of area A > 0. But div v = k < 0,
giving a contradiction.
We must also have at most one non-contractible periodic orbit, for the area between
two non-contractible periodic orbits is an invariant annulus.
We now have the negative divergence test (or Dulac criterion) for non-existance of
periodic orbits for 2D vector fields. It is clear that div v > 0 is just as good, and so is
div(gv) 0 for g > 0, as
Z
M= g dV is a mass on .
Theorem. div v < 0 in 2D also implies that periodic orbits are attracting.
Proof. Given a periodic orbit such that div v < 0 in a neighbourhood of choose a
transverse arc to . Then, by continuity of , the forward orbits of points of near
(0) come
RT
back to close to (0). In fact, by div v < 0 they come back closer by a
div v((t)) dt
factor e 0 , where T is the period of . We prove this as follows.
Take a volume A formed by letting an arc I from (0) on flow for a time > 0.
After a time T we obtain a skewed parallelogram from A. The area A satisfies
A(T ) RT
e 0 div v((t)) dt ,
A(0)
so the height must decrease as the base stays the same length so
|I 0 | RT
e 0 div v((t)) dt < 1.
|I|
Now choose an interval J small enough so the above applies. Let U be the
region swept out by t (J). Then t (U ) U for all t 0. After a time T + ,
t (U ) U 0 , which is the analog of U , but
R started from TJ 0 , the first return of J to
0 div v dt
. U is thinner than U by a factor of e . Thus t0 t (U ) = and is
attracting.
2.3. DAMPED PENDULUM WITH TORQUE 15
We will come across other ways of testing for homotopy class, uniqueness and
stability, but the negative divergence test is easiest if it works.
For the damped forced pendulum with F > 1, for all x S1 R, (x) is a
periodic orbit and is the same for all x S1 R. We can get more information about
it by considering nullclines, curves on which = 0 or p = 0.
Which direction does the periodic orbit rotate? = 0 iff p = 0 and p = 0 iff
p = F sin
k
. We obtain this picture.
16 CHAPTER 2. BASIC EXAMPLES AND IDEAS
{p > 0} because p(0) < 0 implies that p increases until positive and can never
go negative again. Thus > 0 on . By periodicity spends some time in H < 0 and
some in H > 0, as H dt = 0. It spends some time in p > 0 and some in p < 0.
R
What about 0 < F < 1? It is important to decide where the stable and unstable
manifolds of the saddle go.
WD+
must exit the annulus {H < E 0 } downwards and WL goes at least to the
p = 0 nullcline. There are three possible cases for the phase portrait, determined by
WU+
1. WU+ hits p = 0.
2. WU+ escapes annulus.
3. WU+ remains in annulus and converges to saddle after one revolution.
2.3. DAMPED PENDULUM WITH TORQUE 17
WU+ hits p = 0 and hence does so for all nearby k. The second case occurs for k
large. If we rescale time by putting s = kt, then
d p
=
ds k
dp F sin
= p + .
ds k
dp
But k is large, so we get d
ds = 0 and ds = p.
Both the first two cases are open, meaning that {(k, F ) (0, ) (0, 1) :
case 1 (case 2)} is open. But (0, ) (0, 1) is connected, so case 3 occurs in be-
tween. In case 3 we get homoclinic orbits those whose and limit sets con-
sist of equilibria but are not themselves equilibria. For all x above the homoclinic,
(x) = homoclinic saddle.
When F = 1 we have a saddle-node instead of the saddle and sink. It has JNF
0 0
0 k
and the linearised system has a line of equilibria. The generic phase portrait near a
saddle-node equilibrium is
This is
+ (x2 )x + x = 0,
x > 0.
Damping is positive for |x| > and negative for |x| < . A generalisation is
the system x
+ f (x)x + g(x) = 0.
We could write it as a Rsystem using y = x,
but it is more usual to introduce y =
x
x + F (x), where F (x) = 0 f (x) dx. Then
x = y F (x)
y = g(x).
This reflects the original motivation: an electronic oscillator. We find the equilibria
at g(x) = 0 and y = F (x).
For the van der Pol equation there is one equilbrium at the origin, a repelling focus
for 0 < < 2 or repelling node for > 2.
Every non-zero orbit moves from quadrant to quadrant clockwise. We try to find a
bounding function (H such that H is decreasing
R x when large and H is bounded below).
We try H = 21 y 2 + G(x), where G(x) = 0 g(x) dx. Now H = g(x)F (x), so H
does not provide a bounding function, though it does tell us that the origin is repelling.
It will be useful to consider the change H is H per half revolution.
We will assume that g(0) = 0, g 0 (x) > 0, f (0) < 0, f 0 (x) C > 0 so that F (x)
has precisely three zeroes at a < 0 < b.
2.4. THE VAN DER POL EQUATION 21
Let Y1 be the first intersection of the backwards orbit of (b, 0) with the y axis. For
Y Y1 the forward orbit of (0, Y ) must enter x b and hit the negative y axis at y 0 .
Z
HY Y 0 = H dt
Z
= g(x)F (x) dt.
b
g(x)F (x)
Z
HY B = dx
0 y F (x)
Z b
g(x)
= y dx
0 1 F (x)
> 0 but decreases at Y increases. The same holds for HB 0 Y 0 .
Z
H BB 0 = g(x)F (x) dt
Z B
= F (x) dy
B0
< 0 and decreases to as Y increases.
This is called Hopf bifurcation (Andronov, Poincare). It is very common, for in-
stance feedback in a PA system as gain is increased, singing wires in the wind as speed
passes a critical value.
r3
I
H = r cos t cos3 t r cos t dt
3
r2
2
= r .
4
To first order in we expect the periodic orbit of the van der Pol oscillator tobe
close to the periodic orbit of the harmonic oscillator for which H = 0, thus r 2
and T 2.
Relaxation Oscillators
3
For large, what is the periodic orbit? We rescale x by and y by 2 to obtain
x3
x = y +x
3
x
y = .
3
x
If is large then x is large unless y x3 x. Then y = gives the direction of
motion along the curve until the turning points.
We can get the approximate period by integrating dt over the slow phases:
Z 2
3 dy
T 2 .
23 y
2.4. THE VAN DER POL EQUATION 23
x3
We use y 3 x and dy = (x2 1)dx. Thus T 2 (3 2 log 2) for large .
Poincare Index
Continuity of the vector field imposes strong restrictions of the possible arrangements
of equilibria and limit cycles.
Given a vector fields v on R2 and any simple closed curve on which v 6= 0 define
the index of to be the number of times v rotates around 0 for one revolution around
(taken anticlockwise).
For instance, a small curve around an attracting focus has index +1 and a small
curve around a saddle has index 1.
So every periodic orbit must surround at least one equilibrium and the sum of the
indices of the equilibria surrounded must be +1.
Bifurcations of 2D flows
We have seen that the dynamics of planar vector fields is fairly simple the -limit
sets are of limited types. There can be interesting changes in qualitative behaviour as
parameters are varied (bifurcations).
Vector fields v such that all C 1 -close v have topologically equivalent flows are
called structurally stable.
Well prove a small part of this and then investigate what happens when any of the
hypotheses are not satisfied.
25
26 CHAPTER 3. BIFURCATIONS OF 2D FLOWS
We will not prove this here, but we will apply it to three cases.
Persistence of Equilibria
Given a C 1 vector field v on Rn , let F (x, v) = v(x), F : Rn C 1 vector fields 7
Rn . If we have a vector field v0 and equilibrium x0 , F (x0 , v0 ) = 0. If F
x is invertible
at (x0 , v0 ) then there is a locally unique equilibrium x (v) for each v near v0 . We
conclude by saying that F v
x = x is invertible if no eigenvalue is 0.
Now F ( x0 , t) = 0 and F 0 0
t = d v(t (x , (x )) 6= 0, so it is invertible. Hence there
exists a locally unique t(x ) such that F (x , t(x0 )) = 0. The return time t is C 1 .
0 0
The linearised picture has a line of equilibria, which is not typical in nonlinear sys-
tems. We will find that all sufficiently smooth nonlinear systems possess an invariant
curve tangent to the 0-eigenvector such that the motion relative looks the same (topo-
logical equivalence) as for the linear system, but the dynamics on the invariant curve is
in general non-trivial. This invariant curve is called a centre manifold W c .
We will not prove this theorem, but knowing the result we can compute W c to any
desired accuracy by searching for it as a Taylor series and comparing coefficients. The
goal is to determine the dynamics c = C(c, W (c)) on W c to sufficiently high order to
determine its topological type.
Example. (
x = x2 + xy + y 2 = X(x, y)
y = y + x2 + xy = Y (x, y)
2. y = W 2 2 2 2
x X(x, W (x)) = (2a2 x + 3a3 x + . . . )(x + x(a2 x + . . . ) + (a2 x +
2
. . . ) ).
We can now give the non-degeneracy condition referred to earlier: the quadratic
part of the vector field on the centre manifold is non-zero.
3. There is not necessarily any analytic centre manifold, and the Taylor expansion
need not converge, or if it does the limit need not be a centre manifold.
Now we want to find out what happens to a saddle-node if we change some param-
eters of the vector field. We consider the damped forced pendulum with F = 1+. We
add the equation = 0 and compute the 2D centre manifold p = W (, ) of the ex-
tended system, which should be tangent to the span of the eigenvectors and generalised
eigenvectors for eigenvalue 0, that is
1 0
0 and 1.
k
0 1
x = cx + d2 + ex3 + o(x3 + 2 ),
3.3.1 Imperfections
If a one-parameter family of vector fields v has a saddle-node bifurcation and then
we make a small change to the family, represented by an additional parameter , then
we can make a 3D centre manifold (x, , ). (By the IFT) The curve ab x2 of
equilibria for = 0 persists to a curve ab x2 + g(x, ) for some g, but all this
30 CHAPTER 3. BIFURCATIONS OF 2D FLOWS
does for small is to move the saddle-node bifurcation by O() in (x, ), giving a
topologically equivalent bifurcation.
On a transcritical bifurcation
Remarks
In fact 0 () > 0 WLOG, and then for (, r) small, F (, r) < 0 for < (r)
so intersections with = 0 move towards 0 and for > (r), F (, r) > 0 and
intersections with = 0 move away from 0.
If we carry out the elimination to higher order we can determine the topological
type of the flows for (, r) small.
4
Suppose w = w + a111 w3 + a112 w2 w + a122 ww 2 + a222 w
3 + O(|w| ). We try to
3 2
v2 +
eliminate all cubic terms by change of variable w = v + b111 v + b112 v v + b122 v
3
b222 v . We find that we cannot eliminate all the cubic terms, the best we can do is if
we choose
a111
b111 =
2
b112 = 0
a122
b122 =
2
a222
b222 =
3
32 CHAPTER 3. BIFURCATIONS OF 2D FLOWS
4
and we reduce the equation to v = v + av 2 v + O(|v| ), where a = a112 . This is
called a normal form. In polars,
(
r = r + <(a) r3 + O(r4 )
,
= + =(a) r2 + O(r3 )
q
()
so we expect a periodic orbit of radius r <(a) .
d +<(a) r 2
Now d log r = +=(a) r 2 + O(r3 ) and
2 2 2 =(a) 2
r + O(r3 ).
F = [log r] = + <(a) r 1
Z Z Z
x x f (x, y)
log x = dt = dy = d(log y)
x xy g(x, y)
log y.
1
x1 y0
The slope is given by . This cannot be deduced by differentia-
R
div v dt
tion. Instead use volume changes by a factor e . Thus
x1 y R
div v dt
=e e(ba)T ,
y0 x
1
y0
So x 1
y0 . Caution: the is not strong
enough to deduce behaviour for = . To obtain the
return map to we must compose 3 maps. The first
and third are diffeomorphisms, as they are achieved in
bounded time, so they do not change the power law of
the second map. Hence we obtain:
For > an attracting periodic orbit is born as increases through 0. For < a
repelling periodic orbit is destroyed as increased through 0. The case = requires
further analysis.
34 CHAPTER 3. BIFURCATIONS OF 2D FLOWS
The period of the periodic orbit is dominated by the time spent near the saddle. For
> it has y0 C for some C, so T 1 log C as & 0. For < it
has x1 C, so
Z
dx 1 x1 1
T = log log as % 0.
x C ||
If < ,
1 1
0 x1 0 C ||
slope at fixed point C C as % 0.
We define the Lyapunov (or Floquet) exponents of a periodic orbit to be the log-
arithm of the Floquet multiplier divided by the period. In both the above cases the
Lyapunov exponent is .
Then under suitable conditions, we will find a curve of homoclinic bifurcations in the
(, ) plane.
Choose a transverse section to the homoclinic orbit of (, ) = (0, 0). Then for
nearby (, ) the saddle persists and local stable/unstable manifolds move smoothly to
obtain.
3.5. HOMOCLINIC BIFURCATION 35
Z Z
0 0
M (k, F ) = DH dt = sin p dt
+ kp + F + kp + F
Z
= kp2 + F p dt
+
d d
Now use dt = = p .
Z
M (k, F ) = F 2k cos d
2
= 2F 8k
The energy method can also be used to find approximate periodic orbits for nearly
Hamiltonian systems. In general, Hamiltonian systems have a family of periodic orbits
labelled by energy. Choose a transverse section and compute H for the first return
for the perturbed system.
I
M (, , E) = DH.f, dt,
(E)
where (E) is the periodic orbit of the unperturbed system with energy E. If M has a
simple zero as a function of E then v, has a periodic orbit near (E).
As increases through 0 an attracting and a repelling fixed point collide and anni-
hilate.
Introduction to dynamics in 3D
37
38 CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D
Contraction Mapping
If f maps a closed set B into itself and contracts distances in B then f has a unique
attracting fixed point in B. We can often verify this even without a formula for f .
Example. We prove the existance of a periodic orbit for the van der Pol oscillator
+ (x2 )x + x = A cos t,
x < 0.
Lefschetz Index
This is the discrete-time analog of the Poincare index. Let be a simple closed curve
which passes through no fixed points. Then the index of under f is the number of
revolutions of f (x) x around 0 for one revolution of x about .
If the index of under f is non-zero then surrounds at least one fixed point. The
# Real positive multipliers > 1
index of a small curve about a non-degenerate fixed point is (1) .
Perturbation
If the unforced case has an equilibrium then x = v(x), = 1 then this will persist for
small in the system x = v (x, ), = 1 to give a periodic orbit.
If the equilibrium has eigenvalues j then the period-T orbit has multipliers ej .
The periodic orbit is therefore non-degenerate iff ej 6= 1 j.
Harmonic balance
Try Fourier series to get
2
X
nt
x(t) = xn e T .
nZ
4.3. LINEAR STABILITY 39
Energy balance
For nearly Hamiltonian systems the method of energy balance can be used as before.
wise constant or A(t) is diagonalisable by a constant matrix. But we can always get
det (T ) and we can compute tr (T ) to any desired accuracy by perturbation from a
known case.
For shorthand we write this as eCt . Now (t) depends smoothly on and so (t) =
eCt + B(t) + O(2 ), where B = CB + P (t)eCt , B(0) = 0. This is linear inho-
mogeneous, so we get the solution by variation of constants (or more accurately
convolution with impulse response)
Z t
B(t) = eC(ts) P (s)eCs ds.
0
(a + d)2 (a d)2
det = ad bc = bc.
4 4
r
(ad)2
+bc
Thus tr = 2 det 1 4
det . Now a d = (a1 d1 ) + O(2 ) and
0
bc = ( 1 sin 2 + b1 )( sin 2 + c1 ). At = 12 , B(2) = and hence
0
for = 21 + we obtain
tr2
= 1 + 2 2 4 2 2 + O(3 )
4
4.4. NEAR-IDENTITY MAPS AND AVERAGING 41
and thus
2 2
tr = 2(1 + 2 2 2 + O(3 )),
2
leading to instability in a wedge || 2 . If we now add damping k then det (T ) =
e2k < 1. We get stability iff |tr| 1 + det. Rewrite using the trick as (1 det)2
(a d)2 + 4bc. For k = O() this gives instability in a region 2 k 2 + 4 2 , which
is how you work a swing. For = n2 with n > 1 we find that B(2) = 0, so we need
to compute (2) to higher order. We obtain the stability diagram:
Notes. 1. Need to do nonlinear analysis to see where the instability leads, for the
parametrically forced pendulum with k > 0 the instability saturates onto a pe-
riod 4 orbit (period-doubling bifurcation) near threshold.
2. There are thin strips of stability for < 0. Thus in principle one can stabilise
an inverted pendulum by choosing forcing frequency and amplitude correctly.
3. The nth tongue has a width = n for k = 0, but this is a special feature of the
forcing having only one Fourier component, and in general each opens linearly.
time-1 map of v1 (x) + 2 v2 (x) + + n vn (x). It is clear that we can start with
42 CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D
(1)
v1 (x) = g(x): then f is the Euler step for 1 . Unfortunately the series often fails to
converge, but this flow approximation is still useful.
The first terms in the series can be computed explicitly for time-T maps of T -
periodic vector fields which are small on the scale of one period of the forcing, i.e.
x = v(x, t, ), period T , T 1, by the method of averaging. Crudely, we average
over one period and write
Z T
1
=
x v(
x, t, ) dt.
T 0
To make a proper derivation, and a procedure that can be pushed to arbitrarily
higher order, introduce a co-ordinate change x = y + w(y, t, ), w(y, t + T, ) =
w(y, t, ) and choose w to push the time-dependence of v to higher order:
1
w w
y = I + v(y + w) + v(y + w, t, ) , ()
y t
where we have split v = v + v into mean and zero-mean parts. The leading order
time-dependence can be eliminated by choosing
Z t
w(y, t, ) = v(y, s, ) ds + w0 (y, ),
0
where w0 is chosen to give w zero mean. Then the time-dependence of the RHS of ()
is only via the terms w, and hence is O(2 ). This procedure can be iterated, but the
v (y, ) + O(2 ).
first step often suffices and it gives y =
Example (A 1D example). x = x sin2 t.
Solution. This has w = y4 sin 2t and y = 2 y. Compare the exact solution x(t) =
t 1 t
x0 e( 2 4 sin 2t) with the approximate one x = y + w = x0 e 2 (1 4 sin 2t).
y = x + cos
=
cos 1 sin x
u
= .
v sin 1 cos y
u
Now average with respect to to obtain to leading order in :
v
(
u = 2 u v u4 (u2 + v 2 )
v = 2 u + v v4 (u2 + v 2 )
1 2
where = and = 2 are assumed O(1).
4.5. DIFFERENCES FROM AUTONOMOUS SYSTEMS 43
Entrainment to the forcing frequency in regions I, II and IVb, and for some initial
conditions in IVa, whereas in III and for other initial conditions in IVa the averaged
motion goes to a limit cycle, implying quasiperiodic oscillation. There is hysteresis on
crossing the cusp via II or IVa.
The time-dependent remainder terms which are ignored by averaging cause locking
of quasiperiodic motion to a ratio of the rotation frequency and fattening of the curve
OS of homoclinic bifurcations into a wedge of chaos.
Given an autonomous vector field x = v(x) with an attracting periodic orbit of period
T , if we add equation = 1 on R/2Z we obtain an attracting invariant 2-torus for
44 CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D
What are the consequences of transverse homoclinic orbits? If you follow W far
enough they are bound to intersect in yet another homoclinic orbit (typically two).
Obtain a box B bounded by pieces of W . Now consider its forward images. After
a finite number N of iterations, f N (B) B consists of 2 strips 0 and 1. Let g = f N .
Then we can prove that for all sequences a = (an )nZ {0, 1}. There exists a point
xa B such that g n (xa ) an for all n Z, which is deterministic chaos, behaviour
46 CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D
Related courses
There is a course on Dynamical Systems in Part 2B.
47