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Bifurcation theory

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Phase portrait showing saddle-node bifurcation


Bifurcation theory is the mathematical study of changes in the qualitative or topological
structure of a given family, 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 behaviour.[1] Bifurcations occur in both continuous systems (described by ODEs,
DDEs or PDEs), and discrete systems (described by maps). The name "bifurcation" was first
introduced by Henri Poincar in 1885 in the first paper in mathematics showing such a
behavior.[2] Henri Poincar also later named various types of stationary points and classified
them.

Contents
[hide]

1 Bifurcation types
o 1.1 Local bifurcations
o 1.2 Global bifurcations
2 Codimension of a bifurcation
3 Applications in semiclassical and quantum physics
4 See also
5 Notes
6 References

Bifurcation types[edit]

It is useful to divide bifurcations into two principal classes:

Local bifurcations, which can be analysed entirely through changes in the local stability
properties of equilibria, periodic orbits or other invariant sets as parameters cross through
critical thresholds; and
Global bifurcations, which often occur when larger invariant sets of the system 'collide'
with each other, or with equilibria of the system. They cannot be detected purely by a
stability analysis of the equilibria (fixed points).

Local bifurcations[edit]

Period-halving bifurcations (L) leading to order, followed by period doubling bifurcations (R)
leading to chaos.
A local bifurcation occurs when a parameter change causes the stability of an equilibrium (or
fixed point) to change. In continuous systems, this corresponds to the real part of an eigenvalue
of an equilibrium passing through zero. In discrete systems (those described by maps rather than
ODEs), this corresponds to a fixed point having a Floquet multiplier with modulus equal to one.
In both cases, the equilibrium is non-hyperbolic at the bifurcation point. The topological changes
in the phase portrait of the system can be confined to arbitrarily small neighbourhoods of the
bifurcating fixed points by moving the bifurcation parameter close to the bifurcation point (hence
'local').
More technically, consider the continuous dynamical system described by the ODE

A local bifurcation occurs at


if the Jacobian matrix
has an eigenvalue with zero
real part. If the eigenvalue is equal to zero, the bifurcation is a steady state bifurcation, but if the
eigenvalue is non-zero but purely imaginary, this is a Hopf bifurcation.
For discrete dynamical systems, consider the system

Then a local bifurcation occurs at


if the matrix
has an eigenvalue with modulus
equal to one. If the eigenvalue is equal to one, the bifurcation is either a saddle-node (often
called fold bifurcation in maps), transcritical or pitchfork bifurcation. If the eigenvalue is equal
to 1, it is a period-doubling (or flip) bifurcation, and otherwise, it is a Hopf bifurcation.

Examples of local bifurcations include:

Saddle-node (fold) bifurcation


Transcritical bifurcation
Pitchfork bifurcation
Period-doubling (flip) bifurcation
Hopf bifurcation
Neimark (secondary Hopf) bifurcation

Global bifurcations[edit]
Global bifurcations occur when 'larger' invariant sets, such as periodic orbits, collide with
equilibria. This causes changes in the topology of the trajectories in the phase space which
cannot be confined to a small neighbourhood, as is the case with local bifurcations. In fact, the
changes in topology extend out to an arbitrarily large distance (hence 'global').
Examples of global bifurcations include:

Homoclinic bifurcation in which a limit cycle collides with a saddle point.


Heteroclinic bifurcation in which a limit cycle collides with two or more saddle points.
Infinite-period bifurcation in which a stable node and saddle point simultaneously occur
on a limit cycle.
Blue sky catastrophe in which a limit cycle collides with a nonhyperbolic cycle.

Global bifurcations can also involve more complicated sets such as chaotic attractors (e.g.
crises).

Codimension of a bifurcation[edit]
The codimension of a bifurcation is the number of parameters which must be varied for the
bifurcation to occur. This corresponds to the codimension of the parameter set for which the
bifurcation occurs within the full space of parameters. Saddle-node bifurcations and Hopf
bifurcations are the only generic local bifurcations which are really codimension-one (the others
all having higher codimension). However, transcritical and pitchfork bifurcations are also often
thought of as codimension-one, because the normal forms can be written with only one
parameter.
An example of a well-studied codimension-two bifurcation is the BogdanovTakens bifurcation.

Applications in semiclassical and quantum physics[edit]


Bifurcation theory has been applied to connect quantum systems to the dynamics of their
classical analogues in atomic systems,[3][4][5] molecular systems,[6] and resonant tunneling diodes.[7]
Bifurcation theory has also been applied to the study of laser dynamics[8] and a number of
theoretical examples which are difficult to access experimentally such as the kicked top[9] and

coupled quantum wells.[10] The dominant reason for the link between quantum systems and
bifurcations in the classical equations of motion is that at bifurcations, the signature of classical
orbits becomes large, as Martin Gutzwiller points out in his classic[11] work on quantum chaos.[12]
Many kinds of bifurcations have been studied with regard to links between classical and quantum
dynamics including saddle node bifurcations, Hopf bifurcations, umbilic bifurcations, period
doubling bifurcations, reconnection bifurcations, tangent bifurcations, and cusp bifurcations.

See also[edit]
Mathematics portal

Bifurcation diagram
Bifurcation memory
Catastrophe theory
Feigenbaum constant
Phase portrait

Notes[edit]
1.

Jump up ^ Blanchard, P.; Devaney, R. L.; Hall, G. R. (2006). Differential Equations. London: Thompson.
pp. 96111. ISBN 0-495-01265-3.
2. Jump up ^ Henri Poincar, L'quilibre d'une masse fluide anime d'un mouvement de rotation, Acta
Mathematica, t.7, pp. 259-380, sept 1885.
3. Jump up ^ Gao, J.; Delos, J. B. (1997). "Quantum manifestations of bifurcations of closed orbits in the
photoabsorption spectra of atoms in electric fields". Phys. Rev. A 56 (1): 356364.
Bibcode:1997PhRvA..56..356G. doi:10.1103/PhysRevA.56.356.
4. Jump up ^ Peters, A. D.; Jaff, C.; Delos, J. B. (1994). "Quantum Manifestations of Bifurcations of
Classical Orbits: An Exactly Solvable Model". Phys. Rev. Lett. 73 (21): 28252828.
Bibcode:1994PhRvL..73.2825P. doi:10.1103/PhysRevLett.73.2825. PMID 10057205.
5. Jump up ^ Courtney, M.; et al., H; Spellmeyer, N; Kleppner, D; Gao, J; Delos, JB (1995). "Closed Orbit
Bifurcations in Continuum Stark Spectra". Phys. Rev. Lett. 74 (9): 15381541.
Bibcode:1995PhRvL..74.1538C. doi:10.1103/PhysRevLett.74.1538. PMID 10059054.
6. Jump up ^ Founargiotakis, M.; Farantos, S. C.; Skokos, Ch.; Contopoulos, G. (1997). "Bifurcation
diagrams of periodic orbits for unbound molecular systems: FH2". Chemical Physics Letters 277 (56):
456464. Bibcode:1997CPL...277..456F. doi:10.1016/S0009-2614(97)00931-7.
7. Jump up ^ Monteiro, T. S. & Saraga, D. S. (2001). "Quantum Wells in Tilted Fields:Semiclassical
Amplitudes and Phase Coherence Times". Foundations of Physics 31 (2): 355370.
doi:10.1023/A:1017546721313.
8. Jump up ^ Wieczorek, S.; Krauskopf, B.; Simpson, T. B. & Lenstra, D. (2005). "The dynamical
complexity of optically injected semiconductor lasers". Physics Reports 416 (12): 1128.
Bibcode:2005PhR...416....1W. doi:10.1016/j.physrep.2005.06.003.
9. Jump up ^ Stamatiou, G. & Ghikas, D. P. K. (2007). "Quantum entanglement dependence on bifurcations
and scars in non-autonomous systems. The case of quantum kicked top". Physics Letters A 368 (34): 206
214. arXiv:quant-ph/0702172. Bibcode:2007PhLA..368..206S. doi:10.1016/j.physleta.2007.04.003.
10. Jump up ^ Galan, J.; Freire, E. (1999). "Chaos in a Mean Field Model of Coupled Quantum Wells;
Bifurcations of Periodic Orbits in a Symmetric Hamiltonian System". Reports on Mathematical Physics 44
(12): 8794. Bibcode:1999RpMP...44...87G. doi:10.1016/S0034-4877(99)80148-7.
11. Jump up ^ Kleppner, D.; Delos, J. B. (2001). "Beyond quantum mechanics: Insights from the work of
Martin Gutzwiller". Foundations of Physics 31 (4): 593612. doi:10.1023/A:1017512925106.

12. Jump up ^ Gutzwiller, Martin C. (1990). Chaos in Classical and Quantum Mechanics. New York:
Springer-Verlag. ISBN 0-387-97173-4.

References[edit]

Nonlinear dynamics
Bifurcations and Two Dimensional Flows by Elmer G. Wiens
Introduction to Bifurcation theory by John David Crawford
V. S. Afrajmovich, V. I. Arnold, et al., Bifurcation Theory And Catastrophe Theory,
ISBN 3-540-65379-1
Stephen Wiggins, Global bifurcations and chaos: analytical methods (1988) SpringerVerlag, ISBN 0-387-96775-3.