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The Hopf Bifurcation: Maple Solution

This document discusses the Hopf bifurcation, where a parameter passing through a critical value causes a substantial change in a dynamical system's dynamics. It provides an example where varying the parameter λ causes a transition from a stable focus to an unstable focus surrounded by a stable limit cycle. This is an example of a supercritical Hopf bifurcation. The Hopf bifurcation theorem is then presented, generalizing the conditions under which this type of bifurcation occurs. Two further examples demonstrate a subcritical Hopf bifurcation.

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96 views5 pages

The Hopf Bifurcation: Maple Solution

This document discusses the Hopf bifurcation, where a parameter passing through a critical value causes a substantial change in a dynamical system's dynamics. It provides an example where varying the parameter λ causes a transition from a stable focus to an unstable focus surrounded by a stable limit cycle. This is an example of a supercritical Hopf bifurcation. The Hopf bifurcation theorem is then presented, generalizing the conditions under which this type of bifurcation occurs. Two further examples demonstrate a subcritical Hopf bifurcation.

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THE HOPF BIFURCATION

The behaviour of a one-dimensional dynamical system may depend on the


value of a certain parameter. As
the parameter value passes through a critical
value the system dynamics can change substantially. This is
termed a bifurcation.
Consider the following example.

Worked Example 6

Investigate the effect of changing the parameter  on


the dynamical system

Maple Solution

It can be shown that the polar form of the system is

from which it is clear that there is a single equilibrium point at the


origin. The first polar equation can be
written as

Clearly there is a limit cycle of radius  in


this case. Also the origin is unstable since for small r

which is positive.

If  then  and


the origin is globally asymptotically stable. This behaviour is illustrated
below for the
cases  and  respectively.

Stable Focus

Unstable Focus + Stable Limit Cycle

We see that as the parameter  passes


through zero from negative to positive a stable focus gives way to an
unstable
focus surrounded by a stable limit cycle whose radius increases with  .
This is an example of a
Hopf bifurcation.

In order to gain further insight into the behaviour of this system and
to set the scene for the introduction of
the principal result of this section
let us carry out a linear stability analysis of the cartesian form of the
equations. The linearization about the origin is obviously

The Jacobian matrix is therefore

The eigenvalues are given by

Solving gives

Thus if  we
have a stable focus, if  an
unstable focus and if  we
cannot decide (although we
know from the polar form that we have a stable
focus). As the bifurcation from a stable focus to an unstable
focus surrounded
by a stable limit cycle occurs the real part of the eigenvalues changes
from negative to
positive being zero at the bifurcation point. This is
typical of this type of Hopf bifurcation which is said to be
supercritical.
The following theorem generalises these results.

Theorem - The Hopf Bifurcation Theorem

Suppose that the system

has an equilibrium point at the origin for all  .


In addition suppose that the eigenvalues  of
the
linearization are purely imaginary when  .
If the real part of the eigenvalues satisfy
and the origin is asymptotically stable when 
then

(i) 
is a bifurcation point of the system;

(ii) for some  such


that the origin
is a stable
focus;

(iii) for some  such


that the origin
is an
unstable focus        surrounded
by a stable limit cycle
whose size increases with .

In the previous example  and  .


Also

and hence the theorem predicts the existence of the stable limit cycle.

Worked Example 7

Investigate the behaviour of the system

as the parameter is
varied.

Maple Solution

This system has a single equilibrium point at the origin as you should
verify. The linearization is clearly

which is identical to that found in Worked Example 6. This means that


all the conditions of the Hopf
bifurcation theorem are satisfied apart
from the asymptotic stability of the origin at  .
This suggests that
there may be a Hopf bifurcation. However the polar form
of the equation for r is

which shows that the origin is unstable. Hence the theorem does not
apply. Using Maple we obtain the
following plots for  and  respectively.
Stable Focus + Unstable Limit Cycle

Unstable Focus

The first plot shows the existence of an unstabe limit cycle surrounding
the stable focus at the origin The
second plot shows the unstable focus
which occurs when  is
positive. We have a different type of Hopf
bifurcation which is referred
to as subcritical.

Worked Example 8

Show that the dynamical system

undergoes a subcritical Hopf bifurcation at  for


a certain range of values of the parameter a.

Clearly an E.P. at the origin.

Transforming to polar coordinates

Thus for �small� values of r

and hence the equilibrium point is a stable focus if  and


an unstable focus if  .
For 

for �small� r. Thus the origin is unstable.

Now we can factorise the expression for  to


obtain

If  then  are


both real and positive so we can further factorise to obtain

and thus we obtain two limit cycles of radii  and  .


Examining the signs of
the terms in the factorisation

Thus  is
unstable and  is
stable.

If  then  is
real and positive but  is
real and negative. In this case we can only
factorise into the form

and thus there is a single limit cycle of radius  .


Examining the signs of the terms in the
factorisation

and thus the limit cycle is stable.

Summarising these results we see that if  the


origin is a stable focus surrounded by an unstable
limit cycle of radius  and
a stable limit cycle of radius  .
If  the
origin

is an unstable focus surrounded by a stable limit cycle of radius  .

Thus there is a subcritical Hopf bifurcation. The existence of the second


stable limit cycle does not affect this
conclusion.

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