Bifurcation Theory
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Bifurcation Theory
Bifurcation theory is the mathematical study of changes in the qualitative or topological structure of a given family of curves, such as the integral curves of a family of vector fields, and the solutions of a family of differential equations. Most commonly applied to the mathematical study of dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden 'qualitative' or topological change in its behavior. Bifurcations occur in both continuous systems (described by ordinary, delay or partial differential equations) and discrete systems (described by maps). The name "bifurcation" was first introduced by Henri Poincaré in 1885 in the first paper in mathematics showing such a behavior. Henri Poincaré also later named various types of stationary points and classified them . Bifurcation types It is useful to divide bifurcations into two principal classes: * Local bifurcations, which can b ...
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Jacobian Matrix And Determinant
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature. Suppose is a function such that each of its first-order partial derivatives exist on . This function takes a point as input and produces the vector as output. Then the Jacobian matrix of is defined to be an matrix, denoted by , whose th entry is \mathbf J_ = \frac, or explicitly :\mathbf J = \begin \dfrac & \cdots & \dfrac \end = \begin \nabla^ f_1 \\ \vdots \\ \nabla^ f_m \end = \begin \dfrac & \cdots & \dfrac\\ \vdots & \ddots & \vdots\\ \dfrac & \cdots ...
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Heteroclinic Cycle
In mathematics, a heteroclinic cycle is an invariant set in the phase space of a dynamical system. It is a topological circle of equilibrium points and connecting heteroclinic orbits. If a heteroclinic cycle is asymptotically stable, approaching trajectories spend longer and longer periods of time in a neighbourhood of successive equilibria. In generic dynamical systems heteroclinic connections are of high co-dimension, that is, they will not persist if parameters are varied. Robust heteroclinic cycles A robust heteroclinic cycle is one which persists under small changes in the underlying dynamical system. Robust cycles often arise in the presence of symmetry or other constraints which force the existence of invariant hyperplanes. A prototypical example of a robust heteroclinic cycle is the Guckenheimer–Holmes cycle. This cycle has also been studied in the context of rotating convection, and as three competing species in population dynamics. See also * Heteroclinic b ...
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Chaos Theory
Chaos theory is an interdisciplinary area of scientific study and branch of mathematics focused on underlying patterns and deterministic laws of dynamical systems that are highly sensitive to initial conditions, and were once thought to have completely random states of disorder and irregularities. Chaos theory states that within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnection, constant feedback loops, repetition, self-similarity, fractals, and self-organization. The butterfly effect, an underlying principle of chaos, describes how a small change in one state of a deterministic nonlinear system can result in large differences in a later state (meaning that there is sensitive dependence on initial conditions). A metaphor for this behavior is that a butterfly flapping its wings in Brazil can cause a tornado in Texas. Small differences in initial conditions, such as those due to errors in measurements or due to rounding errors i ...
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Addison-Wesley
Addison-Wesley is an American publisher of textbooks and computer literature. It is an imprint of Pearson PLC, a global publishing and education company. In addition to publishing books, Addison-Wesley also distributes its technical titles through the O'Reilly Online Learning e-reference service. Addison-Wesley's majority of sales derive from the United States (55%) and Europe (22%). The Addison-Wesley Professional Imprint produces content including books, eBooks, and video for the professional IT worker including developers, programmers, managers, system administrators. Classic titles include ''The Art of Computer Programming'', ''The C++ Programming Language'', ''The Mythical Man-Month'', and ''Design Patterns''. History Lew Addison Cummings and Melbourne Wesley Cummings founded Addison-Wesley in 1942, with the first book published by Addison-Wesley being Massachusetts Institute of Technology professor Francis Weston Sears' ''Mechanics''. Its first computer book was ''Progra ...
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Saddle Point
In mathematics, a saddle point or minimax point is a point on the surface of the graph of a function where the slopes (derivatives) in orthogonal directions are all zero (a critical point), but which is not a local extremum of the function. An example of a saddle point is when there is a critical point with a relative minimum along one axial direction (between peaks) and at a relative maximum along the crossing axis. However, a saddle point need not be in this form. For example, the function f(x,y) = x^2 + y^3 has a critical point at (0, 0) that is a saddle point since it is neither a relative maximum nor relative minimum, but it does not have a relative maximum or relative minimum in the y-direction. The name derives from the fact that the prototypical example in two dimensions is a surface that ''curves up'' in one direction, and ''curves down'' in a different direction, resembling a riding saddle or a mountain pass between two peaks forming a landform saddle. In te ...
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Limit Cycle
In mathematics, in the study of dynamical systems with two-dimensional phase space, a limit cycle is a closed trajectory in phase space having the property that at least one other trajectory spirals into it either as time approaches infinity or as time approaches negative infinity. Such behavior is exhibited in some nonlinear systems. Limit cycles have been used to model the behavior of a great many real-world oscillatory systems. The study of limit cycles was initiated by Henri Poincaré (1854–1912). Definition We consider a two-dimensional dynamical system of the form x'(t)=V(x(t)) where V : \R^2 \to \R^2 is a smooth function. A ''trajectory'' of this system is some smooth function x(t) with values in \mathbb^2 which satisfies this differential equation. Such a trajectory is called ''closed'' (or ''periodic'') if it is not constant but returns to its starting point, i.e. if there exists some t_0>0 such that x(t + t_0) = x(t) for all t \in \R. An orbit is the image of a ...
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Homoclinic Bif
In mathematics, a homoclinic orbit is a trajectory of a flow of a dynamical system which joins a saddle equilibrium point to itself. More precisely, a homoclinic orbit lies in the intersection of the stable manifold and the unstable manifold of an equilibrium. Consider the continuous dynamical system described by the ODE :\dot x=f(x) Suppose there is an equilibrium at x=x_0, then a solution \Phi(t) is a homoclinic orbit if :\Phi(t)\rightarrow x_0\quad \mathrm\quad t\rightarrow\pm\infty If the phase space has three or more dimensions, then it is important to consider the topology of the unstable manifold of the saddle point. The figures show two cases. First, when the stable manifold is topologically a cylinder, and secondly, when the unstable manifold is topologically a Möbius strip; in this case the homoclinic orbit is called ''twisted''. Discrete dynamical system Homoclinic orbits and homoclinic points are defined in the same way for iterated functions, as the inters ...
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Period-doubling Bifurcation
In dynamical systems theory, a period-doubling bifurcation occurs when a slight change in a system's parameters causes a new periodic trajectory to emerge from an existing periodic trajectory—the new one having double the period of the original. With the doubled period, it takes twice as long (or, in a discrete dynamical system, twice as many iterations) for the numerical values visited by the system to repeat themselves. A period-halving bifurcation occurs when a system switches to a new behavior with half the period of the original system. A period-doubling cascade is an infinite sequence of period-doubling bifurcations. Such cascades are a common route by which dynamical systems develop chaos. In hydrodynamics, they are one of the possible routes to turbulence. Examples Logistic map The logistic map is :x_ = r x_n (1 - x_n) where x_n is a function of the (discrete) time n = 0, 1, 2, \ldots. The parameter r is assumed to lie in the interval (0,4], in which case x_n is boun ...
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Pitchfork Bifurcation
In bifurcation theory, a field within mathematics, a pitchfork bifurcation is a particular type of local bifurcation where the system transitions from one fixed point to three fixed points. Pitchfork bifurcations, like Hopf bifurcations, have two types – supercritical and subcritical. In continuous dynamical systems described by ODEs—i.e. flows—pitchfork bifurcations occur generically in systems with symmetry. Supercritical case The normal form of the supercritical pitchfork bifurcation is : \frac=rx-x^3. For r0 there is an unstable equilibrium at x = 0, and two stable equilibria at x = \pm\sqrt. Subcritical case The normal form for the subcritical case is : \frac=rx+x^3. In this case, for r0 the equilibrium at x=0 is unstable. Formal definition An ODE : \dot=f(x,r)\, described by a one parameter function f(x, r) with r \in \mathbb satisfying: : -f(x, r) = f(-x, r)\,\,  (f is an odd function), :\begin \frac(0, r_0) &= 0, & \frac(0, r_0) &= 0, ...
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Transcritical Bifurcation
In bifurcation theory, a field within mathematics, a transcritical bifurcation is a particular kind of local bifurcation, meaning that it is characterized by an equilibrium having an eigenvalue whose real part passes through zero. A transcritical bifurcation is one in which a fixed point exists for all values of a parameter and is never destroyed. However, such a fixed point interchanges its stability with another fixed point as the parameter is varied. In other words, both before and after the bifurcation, there is one unstable and one stable fixed point. However, their stability is exchanged when they collide. So the unstable fixed point becomes stable and vice versa. The normal form of a transcritical bifurcation is :\frac = rx - x^2. This equation is similar to the logistic equation A logistic function or logistic curve is a common S-shaped curve (sigmoid curve) with equation f(x) = \frac, where For values of x in the domain of real numbers from -\infty to +\inf ...
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