3.

BIFURCATIONS IN 1-DIMENSIONAL
SYSTEMS

BIFURCATIONS

Consider a 1-dimensional dynamical system

ẋ = f(λ, x) (1)

where, in general, λ is a vector of parameters.

If
f(λ0 , x0 ) = 0
then x0 is a fixed point of the system for the parameter value λ0 . A bifurcation is said to
occur at (λ0 , x0 ) if the stability (or existence) of the fixed point changes as the parameter
λ varies in a neighbourhood of λ0 .

By the implicit function theorem, if the fixed point is hyperbolic then it will remain
hyperbolic at nearby parameter values. Moreover its stability will remain unchanged. Thus
a bifurcation can only occur if the fixed point x0 is non-hyperbolic at λ0 .
BIFURCATIONS

Consider, for example, the system

ẋ = f(λ, x) = λ − x2 .

This system clearly has a fixed point at (0, 0) which is non-hyperbolic. The fixed points of
this system are given by
λ − x2 = 0;
or, parametrically, by

λ = s2
x=s

Does a bifurcation occur at (0, 0)? We need to examine the stability of these fixed points.
Now  
∂f  
= − 2x = − 2s.

∂x (s2 , s)
 
 2
(s , s)

BIFURCATIONS

Thus the fixed point is stable for s > 0 but it is unstable for s < 0.
BIFURCATIONS

This sort of diagram is called a bifurcation diagram. Implicit in this diagram is the
dynamics of the system.

BIFURCATIONS

We see that, for λ < 0, there no fixed points. For λ > 0, there are two (one stable, one
unstable) fixed points. Thus, as λ passes through 0, two fixed points are created. The
dynamics has changed and so a bifurcation does occur at (0, 0).

Note that the fact that the fixed point at s = 0 is non-hyperbolic does not imply that a
bifurcation will occur. Consider the system

ẋ = f(λ, x) = λ − x3 .

Here the fixed points are given by (λ, x) = (s3 , s) but


∂f 
= − 3s2
∂x (s3 , s)


and so the fixed points are all stable. The bifurcation diagram is
BIFURCATIONS

We see that there is one stable fixed point for all values of λ. Thus the dynamics does not
change and so no bifurcation occurs.

NON-HYPERBOLIC FIXED POINTS

For notation convenience (and without loss of generality), we will assume that x and λ
have been scaled so that
(λ0 , x0 ) = (0, 0).
For (0, 0) to be a non-hyperbolic fixed point, we require

∂f
f(0, 0) = 0 and (0, 0) = 0.
∂x
Expanding f as a Taylor series (in x), we obtain
2
∂f 1 ∂ f
f(λ, x) = f(λ, 0) + (λ, 0) x + 2 2
(λ, 0) x2 + O(x3 )
∂x ∂x
= λa(λ) + λb(λ) x + c(λ) x + O(x3 )
2

say.
NON-HYPERBOLIC FIXED POINTS

Note that there is no loss of generality in writing

f(λ, 0) = λa(λ)

since we require f(0, 0) = 0. If λ is a vector then we write

λT a(λ)

where a(λ) is a vector-valued function.

The lowest order, non-zero at λ = 0 term in this Taylor series will determine the behaviour
of (1) in the neighbourhood of (0, 0).

ONE PARAMETER BIFURCATIONS

Consider the case where λ is a single parameter. Since both the zeroth order and linear
terms vanish at λ = 0 the lowest order term that can be non-zero is the quadratic term.
Therefore the typical case will be when

c(0) 6= 0

and so c(λ) 6= 0 in a neighbourhood of 0. If, in addition, a(λ) is not identically zero in a

neighbourhood of 0, then the fixed points will, locally, be the roots of a non-degenerate
quadratic. This is the generic case.

In this case we can “complete the square” to give

2
λ2 b 2

λb
f(λ, x) = λa − +c x+ + O(x3 ).
4c 2c

Thus, under the change of variable,

λb
z=x+
2c
ONE PARAMETER BIFURCATIONS

the dynamics will be determined by

ż = λã + cz2 .

Note that, at λ = 0, z = x and so this coordinate transformation is near the identity in a

neighbourhood of (0, 0).

A further scaling
z → z/c
will give
ż = λcã + z2 .
Finally we can choose a reparameterization r = λcã to give

ż = r + z2 . (2)

SADDLE-NODE BIFURCATION

This type of bifurcation is called a saddle-node bifurcation and (2) is its normal form;
that is, all saddle-node bifurcations look like (2) under a siutable change of variables. Its
bifurcation diagram is given by (check!)
SADDLE-NODE BIFURCATION

Note that the alternate normal form (as used in the earlier example)

ż = r − z2

is completely equivalent.

A saddle-node bifurcation is what one expects if one has a non-hyperbolic fixed point. In
other words, it is the generic case.

TRANSCRITICAL BIFURCATION

Consider the case with

a(λ) = 0 and c(0) 6= 0.
The Taylor series becomes

f(λ, x) = λb(λ) x + c(λ) x2 + O(x3 ).

We see that x = 0 is a fixed point for all λ. This is a typical behaviour in population
models without migration. If the population is zero, it must remain zero.
We can do a similar rescaling of x and λ to obtain the normal form

ż = rz − z2 . (3)

We see that the fixed points are z = 0 and z = r, both of which exist for all r. z = 0 will be
stable for r < 0 and unstable for r > 0. z = r will be unstable for r < 0 and stable for r > 0.
TRANSCRITICAL BIFURCATION

We obtain the bifurcation diagram

We see that there is an exchange of stability between the fixed points at r = 0. This is
called a transcritical bifurcation.

PITCHFORK BIFURCATIONS

Finally, let us consider the case c(0) = 0. Suppose

f(λ, x) = λ a(λ) + b(λ) x + c(λ) x2 + d(λ) x3 + O(x4 ).

with d(0) 6= 0.

We can perform a similar trick to remove the quadratic term. Let

λc
x=z+
3d
and so the dynamics will be governed by
 
ż = λ ã + b̃z + dz3 .

We now rescale z
z
z→ p
|d|
to give
ż = λ (a + bz) ± z3 (4)
redefining a and b.
PITCHFORK BIFURCATIONS

If b = 0 then (4) becomes

ż = r ± z3
after the reparameterization r = λa. This is the case considered earlier and there is no
bifurcation in this case (we have a single fixed point whose stability does not change).

On the other hand, if a = 0 then (4) becomes

ż = rz ± z3

after the reparameterization r = λb. Now z = 0 is always a fixed point and we have two
additional fixed points on one side (and only one side) of λ = 0. These cases are called
pitchfork bifurcations.

SUPERCRITICAL PITCHFORK BIFURCATIONS

The case
ż = rz − z3 (5)
√
is called a supercritical pitchfork bifurcation. Here we have additional fixed points x = ± r
for r > 0 which are both stable. The x = 0 fixed point is stable for r < 0 and unstable for
r > 0. Its bifurcation diagram is
SUBCRITICAL PITCHFORK BIFURCATIONS

The case
ż = rz + z3 (6)
√
is called a subcritical pitchfork bifurcation. Here we have additional fixed points x = ± −r
for r < 0 which are both unstable. The x = 0 fixed point is stable for r < 0 and unstable
for r > 0. Its bifurcation diagram is

IMPERFECT BIFURCATIONS

Both the supercritical and subcritical pitchfork bifurcations have the symmetry

f(λ, −x) = − f(λ, x).

This symmetry is not present in the “full” case when a 6= 0. For this reason, this case is
sometimes called an imperfect bifurcation. The cubic

h + rz ± z3

will always have at least one real root. There may, however, be regions where it has three
real roots. The transition into (or out of) these regions will be bifurcations (the creation or
destruction of two fixed points). We have already seen this behaviour; it is a saddle-node
bifurcation.

These bifurcations will occur when

h + rz ± z3 = 0 and r ± 3z2 = 0.
IMPERFECT BIFURCATIONS

Therefore
r = ∓ 3z2
and so
h = ± 2z3 .
Eliminating z, we find that the boundary will be given by

∓ 4r3 = 27h2 .

Plotting this equation in parameter (r, h) space, we obtain a so-called stability diagram.
In effect, we are now considering this case as a 2-parameter dynamical system.

IMPERFECT BIFURCATIONS

For the case

ż = h + rz − z3 ,
the stability diagram is

We see a cusp bifurcation.

IMPERFECT BIFURCATIONS

In terms of a bifurcation diagram, we fix h 6= 0 (h = 0 is, of course, a supercritical

pitchfork bifurcation) to obtain

IMPERFECT BIFURCATIONS

On the other hand, if we fix r, we have

We see that there is only one fixed point for r 6 0. For r > 0 there are two saddle-node
3/2
bifurcations and we have three fixed points for |h| < 2r3√3 .
REPARAMETERIZATION – A WORD OF CAUTION

We have been somewhat cavalier about reparameterizations. Consider the system

ẋ = λ2 − x2 .

Formally, this “looks like” the saddle-node bifurcation

ż = r − z2

under the reparameterization

r = λ2 .
However, it has a transcritical bifurcation since x = ±λ are fixed points for all λ. We obtain
the normal form by setting

z=x−λ and r = λ.

REPARAMETERIZATION – A WORD OF CAUTION

Implicit in the renormalizations used to obtain normal forms is the assumption that they
have been close to (deformation) of a linear map. For example, by setting

r = λa(λ)

we have implicitly assumed that a(0) 6= 0 so that

r = a0 λ + O(λ2 )

for some non-zero constant a0 .

THE EFFECT OF HIGHER ORDER TERMS

Higher order terms may introduce additional bifurcations. For example

ẋ = f(λ, x) = λx + x3 − x5

may be viewed as a deformation of a subcritical pitchfork bifurcation (without breaking its

symmetry). The fixed points are x = 0 and

λ = s4 − s 2
x = s.

Now
∂f
= λ + 3x2 − 5x4
∂x
and so x = 0 is stable for λ < 0 and unstable for λ > 0. Now

∂f 
= 2s2 − 4s4 = 2s2 (1 − 2s2 )
∂x (s4 −s2 , s)


and so

THE EFFECT OF HIGHER ORDER TERMS

the remaining fixed points are unstable for s2 < 21 ; that is, for

− √1 <s< √1
2 2

and stable outside this region. Thus the bifurcation diagram is

THE EFFECT OF HIGHER ORDER TERMS

If we slowly vary the parameter λ we can see the phenomenon known as hystersis.

FAST-SLOW DYNAMICS

Consider the example of a damped bead on a rotating hoop. This system is described by

mrφ̈ = − bφ̇ − mg sin φ + mrω2 cos φ sin φ

(see section 3.5 in text for a derivation of this equation).

This system has many (too many!) parameters. It is also second order and we have yet to
consider second order equations. We first scale time; let

θt = τ

and so
φ̇ = θφ 0 and φ̈ = θ2 φ 00
where
dφ
φ0 = .
dτ
Our system becomes

mrθ2 φ 00 = − bθφ 0 − mg sin φ + mrω2 cos φ sin φ.

FAST-SLOW DYNAMICS

We want to choose θ so that the number of parameters in the system is reduced. The
equation was derived by balancing forces so one trick is to make it dimensionless; that is,
divide by a force, for example mg. Thus

rθ2 00 bθ 0 rω2
φ = − φ − sin φ + cos φ sin φ.
g mg g

This is still a second order equation. What we would like is that the coefficient of φ 0 ≈ 1
with the coefficient of φ 00 very small. Let
mg
θ=
b
and set
rθ2 rm2 g
= =
g b2
to obtain

FAST-SLOW DYNAMICS

φ 00 = − φ 0 − sin φ + γ sin φ cos φ

with
rω2
γ= .
g
This is a 2-parameter, second order system which, as yet, we do not know how to handle.
If the friction b is very large (the system is overdamped) then  ≈ 0. In this case the
“physicist” solution to this dilemma is to simply set  = 0 to remove the second order
term. Thus (s)he would analyse the 1-parameter, 1-dimensional system

φ 0 = sin φ(γ cos φ − 1) (7)

FAST-SLOW DYNAMICS

Thus, under the somewhat dubious sleight of hand, we obtain a system that we can
handle. As mathematicians, can we justify the physicist’s faith? Setting  = 0 is non-trivial
in this case since a second order equation requires two pieces of initial data whereas a first
order equation only requires one. It is highly unlikely that the solution to (7) would satisfy
both initial conditions.
We begin by rewriting the second order equation as a system of first order equations. Let
Φ = φ 0 and so the system becomes

φ0 = Φ
Φ 0 = − Φ + sin φ(γ cos φ − 1). (8)

Unless (7) holds then Φ 0 will be huge. So, by ignoring the second order term, we are
ignoring a rapidly changing transient phase. The system will eventually settle down in a
much slower long term behaviour. The “slow drift” phase will be given by (7). This split
between a fast mode and a slow mode is typical of many physical systems.

FAST-SLOW DYNAMICS

Another way of saying this is that the fixed points of the 2-dimensional system (8) are the
project onto those of the 1-dimensional system (7).
We now return to analyse (7). The fixed points are given by

sin φ = 0 or γ cos φ = 1.

Therefore φ = 0, ± π are fixed points for all γ. If γ > 1 then we get additional fixed points
FAST-SLOW DYNAMICS

What sort of bifurcation occurs at γ = 1? Expanding the right hand side of (7) as a Taylor
series about φ = 0, we obtain

φ 0 = (γ − 1) φ + 16 − 23 γ φ3 + O(φ5 ).

1 2
Therefore we have a supercritical pitchfork bifurcation at γ = 1, φ = 0 since 6
− 3
γ<0
at γ = 1.

FAST-SLOW DYNAMICS

The bifurcation diagram is

NUMERICAL COMPUTATION OF BIFURCATION DIAGRAMS

For all but the simplest dynamical system, we need to help of a computer to find the
bifurcation diagram. For the system (1) (with one parameter, λ), the bifurcation curve is
the set of points (λ, x) that satisfy

f(λ, x) = 0. (9)

Solving this equation numerically is inefficient at best.

Suppose we have a pair of values (λ0 , x0 ) with f(λ0 , x0 ) = 0. Let us assume that, in a
neighbourhood of (λ0 , x0 ), the zeros of f(λ, x) lie on a smooth curve. We can
parameterize this curve by s and so there will be two functions λ(s) and x(s) satisfying
λ(0) = λ0 and x(0) = x0 for which

f(λ(s), x(s)) = 0

for all s in a neighbourhood of 0.

NUMERICAL COMPUTATION OF BIFURCATION DIAGRAMS

Differentiating this equation with respect to s we obtain

∂f dλ ∂f dx
+ = 0.
∂λ ds ∂x ds
Therefore ( dλ
ds
, dx
ds
∂f
) must be a constant multiple of ( − ∂x ∂f
, ∂λ ). We can choose the
parameterization of the curve in such a way that the constant is 1. Thus the bifurcation
curve will be the orbit of the coupled system of first order ODEs
dλ ∂f
= −
ds ∂x
(10)
dx ∂f
=
ds ∂λ
satisfying the initial data

λ(0) = λ0
x(0) = x0 .
NUMERICAL COMPUTATION OF BIFURCATION DIAGRAMS

It is much more efficient to solve this initial value problem numerically than the original
equation (9) for the bifurcation curve. Therefore, in order to obtain a bifurcation diagram,
we

Step 1 Fix λ = λ0 and solve

f(λ0 , x) = 0
for x. Frequently there are values of λ0 for which this equation is relatively
easy to solve. Even if there is not, it is numerically much more efficient to
solve for only one variable.
Step 2 For each x0 found in step 1, solve the system (10) with initial data
(λ0 , x0 ).
Step 3 Repeat steps 1 and 2 as necessary for other values of λ since there may be
some components of the bifurcation curve that do not intersect the vertical
line λ = λ0 .