Nonlinear Dyn (2009) 58: 453–467

DOI 10.1007/s11071-009-9492-1

O R I G I N A L PA P E R

Higher-codimension bifurcations caused by delay

Mingshu Peng · Rong Yuan

Received: 8 November 2008 / Accepted: 10 March 2009 / Published online: 28 March 2009
© Springer Science+Business Media B.V. 2009

Abstract In this paper, we give a detailed study 1 Introduction

of rich dynamics in two-parameter families of two-
dimensional generalized delayed discrete Cournot
duopoly models. Multistability, such as the coexis- It is well known about the zero distribution of a poly-
tence of period-2/quasiperiodic (limit-cycle), chaotic/ nomial of the type
regular motions or synchronized/asynchronized solu-
tions are discussed. Complexity caused by delay, in- L(τ, a, α, b) = λτ (λ − a) − beiα
cluding the change of local stability regions and the
= λτ (λ − a) − (c + id), (1.1)
occurrence of higher-codimension bifurcations, is to
be discovered.
where a ∈ (−1, 1), b ∈ (0, ∞) and α ∈ [−π, π]. As to
the case of α = 0 or π and |a| < 1, we refer the readers
Keywords Nonlinear duopoly economic model · to Ref. [4], Refs. [1, 2] for a ∈ (0, 1) and Ref. [9] for
Higher-codimension bifurcation · Chaos · a ∈ (−1, 0).
Z2 symmetry · Delay In this paper, we will focus our attention on its dy-
namics as a passes through the critical value a = 0. It
is easy to find that there are τ + 1 roots of (1.1) on the
unit disk for a = 0 and b = 1. More clearly, eigenvalue
Support partially by NSFC(10871019), SRF for ROCS, SEM, problems of the following type
Scientific Research Foundation of Beijing Jiao Tong University
(2007XM050) (M. Peng), NSFC and RFDP (R. Yuan).  
L±
1 (λ; τ, ρ, μ) = λ λ − (1 − ρ) ± ρμ,
τ
M. Peng ()
Department of Mathematics, Beijing Jiao Tong University,
Beijing 100044, China or
e-mail: mshpeng@bjtu.edu.cn
 
R. Yuan L±
2 (λ; τ, ρ, μ) = λ λ − (1 − ρ) ± iρμ,
τ
School of Mathematical Sciences, Beijing Normal
University, Beijing 100875, China
e-mail: ryuan@bnu.edu.cn will be discussed.
454
Let us introduce a two-dimensional discrete de-
layed map
x(t + 1) = (1 − ρ)x(t) + ρμy(t − τ )
 
× 1 − y(t − τ )2 ,
(1.2)
y(t + 1) = (1 − ρ)y(t) + ρμx(t − τ )
 
× 1 − x(t − τ )2 ,
where ρ > 0 and μ > 0. System (1.2) without de-
lay, i.e., τ = 0, has been discussed in [8], which can
be viewed as a duopoly economic model. Such a
system usually consists of two dependent oscillators
with stronger/weaker coupling. Each oscillator has to
choose its action simultaneously. In the basic (syn-
chronized) case, these oscillators are basically inde-
pendent and have similar dynamical behavior after a
long-time run. Rich dynamical behavior usually oc-
curs in the asynchronized case.
One can find that system (1.2) has the following
symmetrical properties:
• If a sequence {(x, y)}∞ t0 −τ is a solution of model
(1.2), then (y, x) is also its solution.
• If a sequence {(x, y)}∞ t0 −τ is a solution of model
(1.2), then (−x, −y) is also its solution.
Furthermore, there may occur the following dynamics:
• Synchronization: x = y.
• Asynchronization:
(i) Antiphase states with x = −y.
(ii) Other types of asynchronization with x = ±y.
As to the above former two specific cases (x = ±y),
one may find that the dynamics is similar to that of
one-dimensional delayed maps and the details will be
omitted. Therefore the focus of this paper will be on
the latter case. Moreover, the effect of the time delay
will be explored clearly.
It is known that the delay increases the dimension-
ality, and hence the complexity. It is natural for the
inclusion of time delay in the realistic consideration
of finite transmission of the interaction, such as the
propagation of information through a network node or
“synapse.” Great efforts have been made on those do-
mains where delay is not the major factor, or where the
system becomes chaotic.
Therefore, much richer dynamics of system (1.2)
than that without delay can be expected. Actually,
M. Peng, R. Yuan
higher-codimension bifurcations, including codimen-
sion-(τ + 1) and -(τ + 2) bifurcations, will be discov-
ered. As to the best of our knowledge, there are fewer
papers to deal with such a bifurcation phenomenon.
As to the codimension-one/two bifurcation analysis,
we refer the readers to Refs. [2, 5] etc., and to Ref. [7]
for codimension-three/four bifurcations.
Under the restriction of global Lipschitz condi-
tions or the boundedness on the reaction function,
other types of two-dimensional discrete delayed neural
network (coupled oscillators) have been discussed in
[10, 11], etc.
This paper is organized as follows. In Sect. 2, we
give a local stability analysis of all equilibria. Sec-
tion 3 gives a detailed analysis of Neimark–Sacker bi-
furcations. Bifurcation diagrams of two-parameterized
families of two-dimensional delayed maps are pro-
posed in Sect. 4, and numerical simulation is also in-
cluded. The route to chaos by periodic doubling bifur-
cations and homoclinic bifurcations can be observed.
Finally, we draw our conclusions in Sect. 5.
2 Existence and stability of all equilibria
The fixed points of (1.2), i.e., x(t −τ ) = x(t −τ +1) =
· · · = x(t) = x and y(t − τ ) = y(t − τ + 1) = · · · =
y(t) = y, satisfy the following two equations:

(1 − ρ)x + ρμy(1 − y 2 ) = x,
(1 − ρ)y + ρμx(1 − x 2 ) = y,
which leads to

x = μy(1 − y 2 ),
y = μx(1 − x 2 ).
Obviously (0, 0) is the trivial zero equilibrium. Fur-
thermore, if μ > 1, then there occur two new nontriv-
ial equilibria by pitchfork bifurcations:
  
(I1 ) (x2 , y2 ) = 1 − 1/μ, 1 − 1/μ and
(I2 ) (−x2 , −y2 ).
If μ increases further and passes through the critical
value μ∗ = 2, there exist four new nontrivial equilibria
by pitchfork bifurcations:
(II1 ) (x3 , y3 )
Higher-codimension bifurcations caused by delay 455
    
μ+ μ2 − 4 μ− μ2 − 4  Λ1 (λ; τ, ρ, μ)Λ2 (λ; τ, ρ, μ) = 0. (2.2)
= , ,
2μ 2μ
At the trivial equilibrium x ∗ = y ∗ = 0, if μ > 1,
(II2 ) (y3 , x3 ), then it follows from Λ2 = λτ (λ − (1 − ρ)) − ρμ
that Λ2 (1) = ρ − ρμ < 0 and limλ→∞ Λ2 (λ) = +∞.
(II3 ) (−x3 , −y3 ), and
From the continuity, we know that Λ2 has a positive
(II4 ) (−y3 , −x3 ). real zero root with λ > 1. Hence (0, 0) is unstable.
If 0 < μ < 1, then it is easy to verify that there exist
Obviously, they are independent of the parameter
no positive roots of Λi (τ, ρ, μ) (i = 1, 2) lying in the
ρ (> 0) whether or not there exist nontrivial fixed
interval [1, ∞).
points.
In what follows, we need the following proposi-
Now we consider the local stability of system (1.2)
tions.
near the above fixed points.
For their symmetry, we will only consider the non-
negative fixed points. Proposition 2.1 Assume that λ = r exp(iθ ) is one of
The linearization of (1.2) at an equilibrium u∗ = the roots of the characteristic equation Λ(τ, ρ, μ) =
(x , y ∗ )T is given by
∗ λτ (λ − (1 − ρ)) ± ρμ. Then


x(t + 1) = (1 − ρ)x(t) + ρμ(1 − 3y ∗ 2 )y(t − τ ), dr


dρ
r=1 l
ρμ=b
y(t + 1) = (1 − ρ)y(t) + ρμ(1 − 3x ∗ 2 )x(t − τ ). θ=φ

∓[(τ + 1) cos(τ + 1)φ − τ (1 − ρ) cos τ φ]μ

The characteristic matrix is =
1 + τ 2 ρ 2 μ2 + 2τρμ cos((τ + 1)φ)

Qτ (u∗ , λ) = λτ λ − (1 − ρ) I − ρμM, (2.1) ((τ + 1) cos φ − τ (1 − ρ))

− (2.3)
1 + τ 2 ρ 2 μ2 + 2τρμ cos((τ + 1)φ)
where
  whose sign depends on the choice of ρ and μ. Specifi-
0 1 − 3y ∗ 2
M= . cally,
1 − 3x ∗ 2 0

dr 1+μ
2.1 Synchronized equilibria = >0
dρ −ρμ=ρ−2
r=1 τ (2 − ρ) + 1
θ=π
Let us first consider the synchronized equilibria, i.e.,
x ∗ = y ∗ . By choosing for μ > 0, and

α1 = (1, −1)T , α2 = (1, 1)T , dr μ−1
= = 0.
dρ ρμ=ρ
r=1 τρ +1
θ=0
we have
  Proof It follows from
Qτ (ρ, μ, λ)αi = λτ λ − (1 − ρ)
 

− (−1)i ρμ 1 − 3x ∗ 2 αi dλ λ(∓μ − λτ )
= ,
dρ (τ + 1)λτ +1 − τ (1 − ρ)λτ
= 0, i = 1, 2.
τ
dλ λ(∓μ − λ )
Therefore the characteristic equation is = τ +1 τ
,
dρ (τ + 1)λ − τ (1 − ρ)λ
det Qτ (ρ, μ, λ)
and
   

= λτ λ − (1 − ρ) + ρμ 1 − 3x ∗ 2
   
d dλ dλ
|λ|2 = λ +λ ,
× λτ λ − (1 − ρ) − ρμ 1 − 3x ∗ 2 dρ dρ dρ
456 M. Peng, R. Yuan

that critical values ρ ∗ (resp. μ∗ ), which satisfies


dr 1 d ρμ = βj∗  (1 − ρ)2 + 1
ρμ=b = |λ| ρμ=bl
2
dρ ρ=1 l 2 dρ ρ=1 1/2
θ=φ θ=φ
− 2(1 − ρ) cos φj ,
∓v  (φ)μ − ((τ + 1) cos φ − τ (1 − ρ))
= , j = 1, . . . , τ,
1 + τ 2 ρ 2 μ2 + 2τρμ cos(τ + 1)φ
where φj is a solution in (j π/(τ + 1), j π/τ )
where v(θ ) = sin(τ + 1)θ − (1 − ρ) sin τ θ and 1 +
+1)θ = 1−ρ .
sin τ θ 1
of sin(τ
τ 2 ρ 2 μ2 + 2τρμ cos(τ + 1)φ = τ + 1 − (1 − ρ)τ ·
cos φ > 0 for ρ ∈ (0, 2). • τ = 2m
Now the proof is completed. 
(i) Except one negative real root, all the roots of
Λ1 are distinct and complex.
Proposition 2.2 If λ = r exp(iθ ) is one of the roots of (ii) Except one positive real root λ ∈ (0, 1), all the
the characteristic equation Λ(τ, ρ, μ) = λτ (λ − (1 − roots of Λ2 are distinct and complex.
ρ)) ± ρμ. Then (iii) There exist a series of subsequently critical
eigenvalues (of Λi , i = 1, 2) −1, exp(±iφj )
dr
as ρ increases through a series of critical val-
dμ r=1 l
ρμ=b
θ=φ ues ρ ∗ , where ρ ∗ = 2/(1 + μ) or ρ ∗ satisfies
∓[(τ + 1) cos(τ + 1)φ − τ (1 − ρ) cos τ φ]ρ 
= ρμ = βj∗  (1 − ρ)2 + 1
1 + τ 2 ρ 2 μ2 + 2τρμ cos((τ + 1)φ)
1/2
> 0. (2.4) − 2(1 − ρ) cos φj ,

j = 1, . . . , τ,
Proof It is a direct consequence of the property
that ∓[(τ + 1) cos(τ + 1)φ − τ (1 − ρ) cos τ φ] > 0 where φj is a solution in ( τj+1
π jπ
, τ ) of sin τ θ
=
sin(τ +1)θ
[2, 4, 9] and ρ > 0.  1
1−ρ .

Now we can give a detailed study of local stability
analysis at the trivial equilibrium (0, 0):
Proposition 2.3
(i) If μ > 1, then the trivial equilibrium (0, 0) is un-
stable.
(ii) If 0 < μ < 1, then the zero solution is stable for
0 < ρ < 2/(1 + μ) and it becomes unstable for
ρ > 2/(1 + μ) by a flip bifurcation.
Furthermore,
• τ = 2m + 1
(i) All the roots of Λ1 (τ, ρ, μ) are distinct and
complex.
(ii) Except one positive real root λ ∈ (0, 1) and one
negative, all the roots of Λ2 (τ, ρ, μ) are dis-
tinct and complex.
(iii) There exist a series of subsequently critical
eigenvalues (of Λ1 , or Λ2 ) −1, exp(±iφj )
as ρ (resp. μ) increases through a series of
Secondly, we consider the stability of the non-
√
trivial synchronous equilibrium Ii = (± 1 − 1/μ,
√
± 1 − 1/μ). Similarly as in the above discussion, we
have the following:
Proposition 2.4
(i) If μ > 2, then both of the nontrivial equilibria
Ii (i = 1, 2) are unstable.
(ii) If 1 < μ < 3/2 (resp. 3/2 < μ < 2), then both of
the nontrivial equilibria Ii (i = 1, 2) are stable for
0 < ρ < 1/(2 − μ) (resp. 0 < ρ < 1/(μ − 1)) and
they become unstable for ρ > 1/(2 − μ) (resp.
ρ > 1/(μ − 1)) by a flip bifurcation. Further-
more, there exist a series of subsequently critical
eigenvalues (of Λ1 , or Λ2 ) −1, exp(±iφj ) as ρ
(resp. μ) increases through a series of critical val-
ues ρ ∗ (resp. μ∗ ), which satisfies

ρ|3 − 2μ| = βj∗  (1 − ρ)2 + 1
1/2
− 2(1 − ρ) cos φj ,
Higher-codimension bifurcations caused by delay 457

j = 1, . . . , τ, where φj is a solution in (j π/(τ + 1), j π/τ ) of

sin(τ +1)θ = 1−ρ .
sin τ θ 1
where φj is a solution in (j π/(τ + 1), j π/τ ) of
sin(τ +1)θ = 1−ρ .
sin τ θ 1
According to the above analysis and those in [8],
one can find that
2.2 Asynchronized equilibria
Proposition 2.6 The delay has no effect on the local
In this subsection, we consider local stability of the stability region
√ at the corresponding equilibrium for
3 2
asynchronized equilibria IIi (i = 1, 2, 3, 4). For its 0<μ< 2 .
symmetry, it suffices to consider the characteristic ma- √
trix (2.5)
 evaluated at the nontrivial fixed point II1 =
 If 9 − 2μ2 < 0, i.e., μ > 3 2 2 , then, if choosing
√ √
∗
u =(
μ+ μ2 −4
,
μ− μ2 −4
).   2  
2μ 2μ 2μ − 9(3 μ2 − 4 + μ) T
The characteristic matrix is η ∼ 1, i ,
2(2μ2 − 9)

  2  
Qτ (u∗ , λ) = λτ λ − (1 − ρ) I − ρμM, (2.5) ∗ 2μ − 9(3 μ2 − 4 − μ) T
η ∼ 1, i ,
2(2μ2 − 9)
where
⎛ √ ⎞ we have
0
−μ+3 μ2 −4     
M =⎝ √ 2μ ⎠. Qτ (ρ, μ, λ)η = λτ λ − (1 − ρ) − iρ 2μ2 − 9 η,
−μ−3 μ2 −4
2μ 0
and
The corresponding characteristic equation is     
 
2   QTτ (ρ, μ, λ)η∗ = λτ λ−(1−ρ) +iρ 2μ2 − 9 η∗ ,
det Qτ (u∗ , λ) = λτ λ − (1 − ρ) − ρ 2 9 − 2μ2
     and the polynomials Λl (τ, ρ, μ) (l = 1, 2) become
= λτ λ − (1 − ρ) + ρ 9 − 2μ2
  
     Λ1 (τ, ρ, μ) = λτ λ − (1 − ρ) + iρ 2μ2 − 9,
× λ λ − (1 − ρ) − ρ 9 − 2μ2
τ
  
Λ2 (τ, ρ, μ) = λτ λ − (1 − ρ) − iρ 2μ2 − 9.
 Λ1 (τ, ρ, μ)Λ2 (τ, ρ, μ) = 0. (2.6)
(2.7)
√
If9 − 2μ2 > 0, i.e., 2 < μ < 3 2
2 , then, similarly to Introduce the following notation:
the former case, it is easy to find that 
√ bs = 1 + (1 − ρ)2 − 2(1 − ρ) cos ψs ,
Proposition 2.5 If 2 < μ < 3 2 2 , then the nontrivial
 IIi (i = 1, 2, 3, 4) are stable for 0 < ρ <
equilibria where ψs , s ∈ N(1, τ + 1) lies in the open interval
2/(1 +  9 − 2μ2 ) and they become unstable for ρ > (φs−1 , φs ) such that
2/(1 + 9 − 2μ2 ) by a flip bifurcation.
⎧
Furthermore, there exist a series of subsequently
⎨cos(τ + 1)ψs − (1 − ρ) cos τ ψs = 0,
⎪
critical eigenvalues (of Λ1 , or Λ2 ) −1, exp(±iφj ) as sin(τ + 1)ψs − (1 − ρ) sin τ ψs = (−1)s−1 bs ,
ρ (resp. μ) passes through a series of critical values ⎪
⎩
ρ ∈ (0, 1) ∪ (1, 2)
ρ ∗ (resp. μ∗ ), which satisfies
 
(2.8)
ρ 9 − 2μ2 = βi∗ = (1 − ρ)2 + 1
and 0 = φ0 < φ1 < · · · < φτ < φτ +1 = π , and φs (s ∈
1/2 N (1, τ )) is one of the roots in ((s −1)π/τ, sπ/(τ +1))
− 2(1 − ρ) cos φj ,
(0 < ρ < 1) [4] or (sπ/(τ + 1), sπ/τ ) (1 < ρ < 2) [9]
+1)θ = 1−ρ . Furthermore, we find that
sin τ θ 1
j = 1, . . . , τ, of sin(τ
458 M. Peng, R. Yuan

Proposition 2.7 Remark Please see the stability region shown in Fig. 4
by the blue region for τ = 2 and the magenta region for
(i) If 0 < ρ < 1, then 1 − ρ − cos ψ1 < 0.
τ = 0, which gives a numerical support for our theo-
(ii) If 1 < ρ < 2, then 1 − ρ − cos ψτ +1 < 0.
retical analysis.
Proof (i) It follows from (2.8) that
By direct computation, it is easy to verify that
sin τ ψ1 sin ψ1
1 − ρ − cos ψ1 = − ,
cos τ ψ1 Proposition 2.9 Suppose that λ = r exp(iθ ) is one of
the roots of the characteristic equation Λ(τ, ρ, μ) =
and
λτ (λ − (1 − ρ)) ± iρμ. Then
dψ1 cos τ ψ1
=− . dr
dρ −τ b1 − sin(τ + 1)ψ1
dρ r=1 l
ρμ=b

Since ψ1 ∈ (0, θ1 ) ∈ (0, π/(τ + 1)), one can obtain θ=φ

that (τ + 1)ψ1 ∈ (0, π), sin τ ψ1 sin ψ1 > 0. More- ∓[(τ + 1) sin(τ + 1)φ − τ (1 − ρ) sin τ φ]μ
=
over, ψ1 = 2(τπ+1) and τ ψ1 = 2(ττ +1)
π
∈ (0, π/2) for 1 + τ 2 ρ 2 μ2 + 2τρμ cos((τ + 1)φ)
ρ = 1. Therefore dψ dρ |ρ=1 > 0 and τ ψ1 ∈ (0, π/2)
1
((τ + 1) cos φ − τ (1 − ρ))
for 0 < ρ < 1. Then we have 1 − ρ − cos ψ1 < 0 for − , (2.9)
1 + τ 2 ρ 2 μ2 + 2τρμ cos((τ + 1)φ)
0 < ρ < 1.
(ii) The proof is similar to that in case (i) and it is whose sign depends on the choice of ρ and μ and
omitted. 

dr


dμ
r=1 l
ρμ=b
In view of (2.7), one can find that the critical line
θ=φ
where the equilibrium IIi (i = 1, 2, 3, 4) loses its sta-
∓[(τ + 1) sin(τ + 1)φ − τ (1 − ρ) sin τ φ]ρ
bility is listed as follows: =
1 + τ 2 ρ 2 μ2 + 2τρμ cos((τ + 1)φ)
  > 0. (2.10)
Lτ =0 : ρ 2 2μ2τ =0 − 9 = 1 − (1 − ρ)2 ;
 
Lτ >0 : ρ 2 2μ2 − 9 Then we have the following proposition about the
⎧ properties of the characteristic equation (2.6).
⎪
⎪ 1 + (1 − ρ)2 − 2(1 − ρ) cos ψ1 ;
⎪
⎪
⎨ 0 < ρ < 1;
Proposition 2.10
=
⎪
⎪ 1 + (1 − ρ)2 − 2(1 − ρ) cos ψτ +1 ;
⎪
⎪ (i) There
⎩ 1 < ρ < 2. is no any real eigenvalue of (2.6).
(ii) b = (1 − ρ)2 + 1 − 2(1 − ρ) cos θ is monoton-
ically increasing with respect to θ in [0, π]
Then we have
for 0 < ρ < 1 (resp. decreasing in [0, π] for
Proposition 2.8 Line Lτ >0 stays much closer to the 1 < ρ < 2) with the anticlockwise property.
origin than the line Lτ =0 . (ii) If

Proof We only consider the case 0 < ρ < 1 (the proof ρ 2μ2 − 9
is similar for 1 < ρ < 2 and it is omitted): 
      = bs = 1 + (1 − ρ)2 − 2(1 − ρ) cos ψs ,
2ρ 2 μ2 − μ2τ =0 = ρ 2 2μ2 − 9 − ρ 2 2μ2τ =0 − 9
s ∈ N(1, τ + 1),
= 2(1 − ρ)(1 − ρ − cos ψ1 )
> 0. then the characteristic equation (2.6) has a pair
of conjugate complex eigenvalues exp(±iφs ),
The proof is completed.  which are simple.
Higher-codimension bifurcations caused by delay
(iii) If
 periodic doubling bifurcation and then syn-
0 < ρ 2μ2 − 9
 breaking)) Neimark–Sacker bifurcations for
< b1 = 1 + (1 − ρ)2 − 2(1 − ρ) cos ψ1

 0 < ρ < 1 (resp. 0 < ρ 2μ − 9 < bτ +1 =
for 2
1 + (1 − ρ) − 2(1 − ρ) cos ψτ +1 for 1 < ρ < 2),
2 ρ) cos ψ)1/2 where ψ ∈ (0, φ1 ) for 0 < ρ <
then all the eigenvalues lie inside the unit disk
and there are no eigenvalues
 with modulus equal
to 1, whereas if b < ρ 2μ2 − 9 < bs+1 (resp.
 s
bs+1 < ρ 2μ2 − 9 < bs ), there are only s (resp.
s − τ + 1) pairs of conjugate complex  eigenval-
 greater than 1. If ρ 2μ − 9 >
ues with modulus 2
bτ +1 (resp. ρ 2μ − 9 > b1 ), then all the τ + 1
2
pairs of conjugate complex eigenvalues lie out-
side the unit disk.
3 Standard bifurcation analysis and direction of
bifurcating solutions
In this section, we give a summary of the local sta-
bility analysis and a further discussion of the stability
problem of the bifurcating solutions.
Theorem 3.1
(i) If ρ > 2, all equilibria are all unstable.
√ ⎨cos(τ + 1)ψτ +1 − (1 − ρ) cos τ ψτ +1 = 0,
(ii) If μ ∈ (0, 1) (resp. (1, 2) or (2, 3 2/2)), then
(a) if 0 < ρ < 1, the trivial zero/nontrivial syn-
chronized/asynchronized equilibria Ii (i =
1, 2)/ IIi (i = 1, 2, 3, 4) are all locally asymp-
totically stable.
(b) asρμ (resp. ρ(3 − 2μ) (μ ∈ (1, 3/2) or
√ other from Λ2 , where α = ψτ +1 . Obviously bτ +1 =
ρ 9 − 2μ2 (μ ∈ (2, 3 2/2)) passes through
the critical value 2 − ρ, or ((1 − ρ)2 + 1 −
2(1 − ρ) cos φ)1/2 where φ ∈ (0, π/(τ + 1)),
system (1.2) first exhibits synchronous (resp.
asynchronized (symmetrical breaking)) pe-
riodic doubling bifurcation and then asyn-
chronous (symmetrical breaking) (resp. syn-
chronized) Neimark–Sacker bifurcations for
τ = 2m + 1 (resp. τ = 2m), whereas μ ∈
(3/2, 2), the synchronized state changes, i.e.,
if ρ(2μ − 3) (μ ∈ (3/2, 2)) passes through
the critical value 2 − ρ, or ((1 − ρ)2 + 1 −
2(1 − ρ) cos φ)1/2 where φ ∈ (0, π/(τ + 1)),
then system (1.2) first exhibits asynchronized
459
(symmetrical breaking) (resp. synchronous)
chronized (resp. asynchronous (symmetrical
τ = 2m√+ 1 (resp. τ = 2m). 
(iii) If μ > 3 2/2, then, as ρ 2μ2 − 9 passes
through the critical value ((1 − ρ)2 + 1 − 2(1 −
1 (resp. ((1 − ρ)2 + 1 − 2(1 − ρ) cos ψ)1/2
where ψ ∈ (φτ , π) for 1 < ρ < 2), system (1.2)
exhibits asynchronized (symmetrical breaking))
Neimark–Sacker bifurcations.
Moreover, the stability of the bifurcating solutions
or whether it is supercritical or subcritical bifurcation
depends on the choice of ρ or μ.
Proof We shall only consider the case (iii). As to the
case (i), it is a direct result of bifurcation analysis as in
[10], and for the case (ii), the proof is similar to that of
the case (iii) and the proofs are omitted.
There are two √ cases to consider:
√
Case (a). 3 2/2 < μ < 5: Then it is easy to
find that all the nontrivial asynchronized equilibria
IIi (i = 1, 2, 3, 4) are locally asymptotically stable if
0 < ρ ≤ 1. For its symmetry, we just consider II1 .
Choose ψτ +1 ∈ (φτ , φτ +1 ) such that (2.8) holds true,
i.e.,
⎧
⎪
sin(τ + 1)ψτ +1 − (1 − ρ) sin τ ψτ +1 = (−1)τ bτ +1 ,
⎪
⎩
ρ ∈ (1, 2),
and exp(±iα) is a pair of critical complex con-
jugate eigenvalues of (2.6), one from Λ1 and the
min1≤s≤τ +1 bs .
Rewrite the system (1.2) as a high-dimensional or-
dinary difference system without delay near the neigh-
borhood of the origin in the following way: Introduce
new variables Uj (t) = x(t − j ) for (j = 0, 1, . . . , τ )
and Uj +τ +1 (t) = y(t − j ) for (j = 0, 1, . . . , τ ), then
system (1.2) can be rewritten in another equivalent
form:
 
U (t + 1) = AU (t) + F U (t) , (3.1)
where

U (t) = x(t), x(t − 1), . . . , x(t − τ ),
460 M. Peng, R. Yuan
T T
y(t), y(t − 1), . . . , y(t − τ )  
× λ − (1 − ρ) ,
with
  with
A11 A12
A= , λ
A21 A22 ∗ = .
τ +1 τ
A11 = A22 2[(τ + 1)λ − τ (1 − ρ)λ ]
⎛ ⎞ Thus we have
1−ρ 0 ... 0 0
⎜ 1 0 ... 0 0⎟
⎜
=⎜ .
⎟ Aζ = λζ, AT ζ ∗ = λζ ∗ ,
.. .. .. .. ⎟ ,
⎝ .. . . . .⎠
0 0 ... 1 0 and
(τ +1)×(τ +1)
 √   ∗   
−ρμ+3ρ μ2 −4 ζ , ζ = 1, ζ ∗ , ζ = 0,
A12 = 01×τ 2μ ,
0τ ×τ 0τ ×1 where
p, q = p i qi and pi (or qi ) denotes the ith
 √  component of p (or q).
−ρμ−3ρ μ2 −4
A21 = 01×τ 2μ , In the remainder, we will compute thecoordinates
0τ ×τ 0τ ×1 to describe the center manifold C0 at ρ 2μ2 − 9 =
bτ +1 and λ = exp(iα).
 Let U (t) be the solution of sys-
and F (U (t)) = (F1 , 0 . . . , 0, Fτ +2 , 0, . . . , 0)T , where tem (3.1) as ρ 2μ − 9 = bτ +1 . Define
2

       
F1 = −ρ 3 μ μ − μ2 − 4 U2(τ 2
+ μU 3 zt = ζ ∗ , U (t) , Wt = U (t) − 2{zt ζ }.
+1) 2(τ +1)
 4  On the center manifold C0 we have
+ O U2(τ +1) ,
Wt = W (zt , zt ),
and
      where
Fτ +2 = −ρ 3 μ μ + μ2 − 4 Uτ2+1 + μUτ3+1
z2 z2
W (z, z) = W20 + W11 zz + W02
 4  2 2
+ O U(τ +1) .
z3
+ W30 + ··· ,
Since λ = exp(iα) is one of complex eigenvalues 6
of Λ2 and the corresponding eigenvector is given by
where z and z are local coordinates for center mani-
   fold C0 in the directions ofζ and ζ ∗ . For the solution
τ 2μ − 9(3 μ − 4 + μ)
2 2
ζ = λ , . . . , λ, 1, λ
τ
i, U (t) ∈ C0 of (3.1), since ρ 2μ2 − 9 = bτ +1 , we have
2(2μ − 9)
2
       
2μ2 − 9(3 μ2 − 4 + μ) T zt+1 = ζ ∗ , U (t + 1) = ζ ∗ , AU (t) + F U (t)
..., i ,   
2(2μ2 − 9) = exp(iα)zt + ζ ∗ , F Wt + 2{zt ζ } ,
the corresponding adjoint eigenvector is given by which can be rewritten in another equivalent form:

  k−1  
ζ ∗ = ∗ 1, λ − (1 − ρ) , . . . , λ λ − (1 − ρ) , zt+1 = exp(iα)zt + g(z, z) (3.2)
  with
2μ2 − 9(3 μ2 − 4 − μ)
i, . . . ,   
2(2μ2 − 9) g(z, z) = ζ ∗ , F Wt + 2{zt ζ }
 
2μ2 − 9(3 μ2 − 4 − μ) k−1 z2 z2
2(2μ2 − 9)
iλ = g20 + g11 zz + g02
2 2
Higher-codimension bifurcations caused by delay 461
 
z2 z  
+ g21 + ··· . (3.3) + 3g ∗ μ μ − μ2 − 4
6

It follows from U (t) = zt ζ + zt ζ + Wt that its × 6W20 (τ +1) (τ +1)
+ 12W11
(τ + 1)- and 2(τ + 1)-th components can be expressed
respectively as 2(τ +1)

6iW11 (3 μ2 − 4 + μ)
2
+ 
(τ +1) z (τ +1) 2μ2 − 9
Uτ +1 = z + z + W20 + W11 zz 
2 2(τ +1) 
3iW20 (3 μ2 − 4 + μ)
(τ +1) z
2   −  . (3.4)
+ W02 + O |z|3 , 2μ2 − 9
2
 
2μ − 9(3 μ2 − 4 + μ)
2 We will need to compute W20 and W11 in g21 . In view
U2(τ +1) = i[z − z]
2(2μ2 − 9) of (3.1), (3.2) and
2
2(τ +1) z
+ W20 Wt+1 = U (t + 1) − ζ zt+1 − ζ zt+1
2
2   1 2 z2
2(τ +1)
+ W11
2(τ +1) z
zz + W02 + O |z|3 , = W20 zt+1 + W11 zt+1 zt+1 + W02 t+1
2 2 2
z3
(s)
where Wkj denotes its sth component of the vector + W30 + ··· ,
6
Wkj . Thus
one can find, by comparing the coefficient of zt2 and
g(z, z)
zt zt which occur on the last equation, that
!     
=g ∗
3 μ μ − μ2 − 4 U2(τ
2
+ μU 3  
+1) 2(τ +1) A − exp(2iα)I W20
         
+ 3 μ μ − μ − 4 U(τ +1) + μU(τ +1)
2 2 3 3ρ μ(μ − μ2 − 4)(3 μ2 − 4 + μ)2
=− , 0,
2(2μ2 − 9)
"
   T
+ O |U |4 ,   
. . . , 0, −3ρ μ μ − μ2 − 4 , 0, . . . , 0
where
 + 2(ζg20 )
iρ 2 2μ2 − 9
g∗ =−
2[(τ + 1) exp(i(τ + 1)α) − τ (1 − ρ) exp(iτ α)]
and
ρbτ +1 [(sin(k + 1)α + kbτ +1 ) + i cos(k + 1)α]
=− .
2[1 + τ 2 bτ2+1 + 2kbτ +1 sin(τ + 1)α] (A − I )W11

Please note that bτ +1 = ρ 2μ2 − 9 and exp(i(τ +    
3ρ μ(μ − μ2 − 4)(3 μ2 − 4 + μ)2
1)α) − (1 − ρ) exp(iτ α) = ibτ +1 in the above last = , 0,
equality. 2(2μ2 − 9)
Comparing the coefficients with (3.3), we have   T
  
  . . . , 0, −3ρ μ μ − μ2 − 4 , 0, . . . , 0
3g ∗ μ(3 μ2 − 4 − μ) μ(μ − μ2 − 4)
g20 =
2μ2 − 9
+ 2(ζg11 ).
= g02 = g11 ,
!  "
∗ (3 μ2 − 4 − μ)3 i It is easy to verify that 1 and exp(2iα) are not
g21 = 6g μ 3 +
8(2μ2 − 9)3/2 eigenvalues of A as μ or ρ is fixed, so we have
462 M. Peng, R. Yuan

W20 4 Nonlinear dynamics

 −1
= A − exp(2iα)I We show our first interest in the specific case τ = 2.
#    
3ρ μ(μ − μ2 − 4)(3 μ2 − 4 + μ)2
× − , 4.1 τ = 2
2(2μ2 − 9)
  According to the detailed analysis of the root distrib-
 
0, . . . , 0, −3ρ μ μ − μ2 − 4 , ution of the eigenvalue problem evaluated at the cor-
responding equilibrium point in Sect. 2, we find that
T there exist
0, . . . , 0
• Codimension-4 bifurcations (CH4) at (ρ ∗ , μ∗ ) =
$ (1, 1) with respect to the trivial zero synchronized
equilibrium point (Fig. 1).
+ 2(ζg20 ) ;
• Codimension-3 (CH3) bifurcations at (1, 1), codim-
ension-2 (CH2) bifurcations at (2, 3/2) and codim-
W11 ension-4 (CH4) bifurcations at (1, 2), respectively,
= (A − I )−1 with respect to the nontrivial synchronized equilib-
# 
rium points I1,2 (Fig. 3).
 
3ρ μ(μ − μ2 − 4)(3 μ2 − 4 + μ)2 • Codimension-3(CH3) bifurcations at√(1, 2), codim-
× , ension-2 (CH2) bifurcations at (2, 3 2/2)
2(2μ2 − 9) √ and co-
dimension-3 (CH3) bifurcations at (1, 5), respec-
 
  tively, with respect to the nontrivial asynchronized
0, . . . , 0, −3ρ μ μ − μ2 − 4 , equilibrium points II1,2,3,4 (Fig. 4).
T As it is shown in Fig. 1 that there exist three curves
0, . . . , 0 and one line (μ = 1) passing through the critical point
$ (1, 1), there occurs a codimension-4 bifurcation: Pe-
riodic doubling bifurcations (P2), two successively
+ 2(ζg11 ) . branches of Neimark–Sacker (NS) bifurcations and
fold bifurcation (more precisely, pitchfork (PF) bifur-
Then by direction computation, one can get the cations).
(τ +1) 2(τ +1) (τ +1)
component elements W11 , W11 , W20 ,
2(τ +1)
W20 , g21 and the first Lyapunov coefficient
   
e−iα g21 (1 − 2e−iα )e−2iα
a(0) =  − g20 g11
2 2(1 − eiα )
1 1
− |g11 |2 − |g02 |2 .
2 4
Therefore, there exist unique and stable closed invari-
ant curves bifurcating from the nontrivial fixed points
if a(0) < 0; whereas if a(0) > 0, it is a subcritical
Neimark–Sacker √ bifurcation.
Case (b). μ > 5: The proof is similar to the above
and it is omitted. 

Remark As to the basic bifurcation theory, we refer

the reader to Refs. [3, 5]. Fig. 1 Codimension-4 bifurcations (CH4) at the critical point
(1, 1) for τ = 2
Higher-codimension bifurcations caused by delay 463

Fig. 2 Multistability (coexistence of multiple stable trivial at- ditions: x(−l) = 0.3, y(−l) = ±0.3, x(−l) = 0.1, y(−l) = 0.3,
tractors (invariant closed curves) and chaotic attractors) for x(−l) = 0.3, y(−l) = 0.1; and x(−l) = 0.63, y(−l) = 0.3, l ∈
τ = 2, μ = 0.8928 as ρ is varied under different initial con- N(0, τ )

Multistability is a well-known phenomenon in non-

linear systems, so it is also discovered and observed in
system (1.2), which is shown by computer simulation
in Fig. 2: Two different kinds of bifurcation diagrams
(periodic doubling bifurcations, and Neimark–Sacker
bifurcations) are depicted in Fig. 2(i) at first, then there
occur secondary symmetry-breaking bifurcations and
the stable synchronized period-2 solutions lose its sta-
bility and there exist new asynchronized period-2 so-
lutions, and finally periodic solutions lose its stabil-
ity by a Neimark–Sacker bifurcation and there oc-
cur stable limit cycles (quasiperiodic solutions). This
also illustrates that there exist much richer dynamics
in higher-dimensional systems when compared with Fig. 3 Higher-codimension bifurcations with respect to the
nontrivial equilibrium point II1 (similarly for IIi , i = 2, 3, 4)
one-dimension nonlinear maps. Phase portraits, re- at the critical points (1, 1), (3/2, 2) and (2, 1) respectively for
spectively, in Fig. 2(ii) and (iii), are shown together τ =2
by both x versus y and x(t) versus x(t − τ ). The co-
existence of four types of stable solutions can be ob- note that if (x, y) is one solution of system (1.2), then
served: synchronized solutions (x = y), antiphase so- (y, x) is also its solution.
lutions (x = −y), and two asynchronized symmetric In Fig. 3, there exists a codimension-4 bifurcation
quasiperiodic/chaotic solutions (Fig. 2(ii)/(iii)). Please (PF, NS1,2 and P2 respectively) at the critical point
464
(ρ ∗ , μ∗ ) = (1, 2) and a codimension-3 bifurcation (P2
and NS1,2 ) at (1, 1) with respect to the nontrivial equi-
librium I1 (Fig. 3), respectively. Since there is a change
of the sign of 3 − 2μ as μ passes through 3/2, there
occurs a cusp at (ρ ∗ , μ∗ ) = (2, 3/2) (denoted by HC2)
and there exists a codimension-2 (1:2 resonance with
double −1 eigenvalues) bifurcation. Similar phenom-
ena can be discovered for the nontrivial equilibrium I2 .
In Fig. 4, there exist two different types of codimen-
sion-3 bifurcations, respectively, at the critical point
M. Peng, R. Yuan
√
(ρ ∗ , μ∗ ) = (1, 5) (branched of NS1,2,3 ) and at (1, 2)
(branches of P2 and NS1,2 ) with respect to the nontriv-
ial equilibrium II1 . Similarly
√ as in Fig. 3, there is also a
cusp at (ρ ∗ , μ∗ ) = (1, 3 2/2) (denoted by HC2) and
there occurs a codimension-two (1:2 resonance with
double −1 eigenvalues) bifurcation. Similar phenom-
ena can be discovered for the nontrivial equilibrium
II2,3,4 .
By the way, when compared with √those in [8] with-
out delay effect (τ = 0), if μ > 3 2/2, the stability
region is becoming much narrower, which is shown
in Fig. 4 by the blue region and the magenta re-
gion, respectively. Obviously, the latter covers the for-
mer, which gives a numerical verification the theoretic
analysis in Proposition 2.8. This also implies that the
introduction of time lag may lead to the occurrence of
a much smaller stable region.

4.1.1 Rich dynamics

We perform our numerical simulation for ρ = 0.2 and

μ > 2.

(i) Local Neimark–Sacker bifurcation and global

homoclinic bifurcations

In Fig. 5(i), there exist two invariant closed curves near

the equilibrium points:
Fig. 4 Higher-codimension bifurcations with respect to the     
IIi , i = 2, 3, 4) at
nontrivial equilibrium point II1√(similarly for √ μ + μ2 − 4 μ − μ2 − 4
the critical points (1, 2), (2, 3 2/2) and (1, 5) respectively II1 = ,
2μ 2μ
for τ = 2

Fig. 5 Local Hopf bifurcation and global Homoclinic bifurcations as the parameter μ ≥ 2 is varied and ρ = 0.2
Higher-codimension bifurcations caused by delay 465

Fig. 6 Periodic doubling bifurcations of limit cycles as the parameter μ ≥ 2 is varied and ρ = 0.2

and (iii) Existence of period-3 limit cycles, local and

     global chaotic attractors, and the largest Lyapunov
μ− μ2 − 4 μ+ μ2 − 4 exponents
II2 = ,
2μ 2μ
In Fig. 7(i), there exist limit cycles with period-3,
respectively by Neimark–Sacker bifurcations. In Fig. 5(ii), which implies that there occurs chaotic behavior. Lo-
a figure-8-like homoclinic orbit can be observed. cal and global chaotic attractors are shown in Fig. 7(ii)
and (iii), respectively. We give evidence supports of
(ii) Periodic doubling bifurcations of limit cycles the existence of rich dynamics by the computation of
the largest Lyapunov exponents (Fig. 7(iv)): σ1 < 0
It is shown in Fig. 6(i)–(ii), or (iii)–(iv), that there exist (stable nontrivial equilibrium point) → σ1 = 0 (stable
periodic doubling bifurcations of limit cycles as μ is limit cycles by Hopf bifurcations) → σ1 > 0 (Chaotic
varied. behavior).
466
Fig. 7 Rich dynamics as the parameter μ ≥ 2 is varied and ρ = 0.2
4.2 General discussion of higher-codimension
bifurcations
It follows from the stability analysis and eigenvalue
problems discussed in Sect. 2 that there occur
• Codimension-(τ + 2) bifurcations at (ρ ∗ , μ∗ ) =
(1, 1) with respect to the trivial zero equilibrium
point: Periodic doubling bifurcations (P2), k branches
of Neimark–Sacker bifurcations (NS1,...,τ ) and pitch-
fork bifurcations (PF).
• Codimension-(τ + 1) bifurcations (P2 and NS1,...,τ )
at (ρ ∗ , μ∗ ) = (1, 1), codimension-2 bifurcations
(1:2 resonance) at (2, 3/2) and codimension-(τ + 2)
M. Peng, R. Yuan
bifurcations at (1, 2) with respect to the nontrivial
synchronized equilibrium points I1,2 , respectively.
• Two different types of codimension-(τ + 1) bi-
furcations with respect to the nontrivial asynchro-
nized equilibrium points II1,2,3,4 respectively: P2
and NS1,...,τ at (ρ ∗ , μ∗ ) = (1, 2), codimension-
√
2 bifurcations (1:2 resonance) at (2, 3 2 2 ) and
τ + 1 branches of √ Neimark–Sacker bifurcations
(NS1,...,τ +1 ) at (1, 5), respectively.
Because of the coexistence of multiple stable and
unstable trivial/nontrivial or regular/chaotic attrac-
tors, nonlocal bifurcations, such as heteroclinic and
homoclinic bifurcations and other types of higher-
Higher-codimension bifurcations caused by delay
codimension bifurcations, may be found. Except for
the route to chaos by periodic doubling bifurcations,
similar chaotic behavior acting like the Smale Horse-
shoe chaotic map can be observed. The existence of
chaotic behavior may be proved by means of the tech-
niques and methods developed by Marotto [6].
5 Conclusions
This paper focuses on time delay (τ ) effect and the
stronger/weaker diffusion coefficients on the gen-
eral case of the Cournot duopoly games, which can
model the dynamics of the production quantities of
two firms/competitors. Generalized Neimark–Sacker
bifurcation analysis is established in Sect. 3 and bi-
furcation diagrams of two-parameterized families of
delayed maps are proposed in Sect. 4.
In comparison with those in [8] without delay ef-
fect (τ = 0), there is no change of the number of equi-
librium√points for μ > 0 and of stability regions
√ for
μ < 3 2/2. But the stability region for μ > 3 2/2
(Fig. 4) becomes much narrower. Moreover, richer dy-
namics can be discovered, such as the occurrence of
higher-codimension bifurcations: Codimension-(τ +
1), (τ + 2) bifurcations (Figs. 1, 3 and 4), etc. There-
fore there exist distinct dynamics between a system
with and without delay effect.
Without the restriction of global Lipschitz condi-
tions or the eventually boundedness of the reaction
curves [10, 11], it may be very difficult to find a syn-
chronized region related to the parameters explicitly.
Moreover, chaotic behavior can be detected.
Multistability is discussed. This means that there
coexist multiple stable trivial/chaotic attractors, which
depend on initial conditions. Usually, there occur
higher-codimension bifurcations. The main reason
467
why such a phenomenon can be observed is that such
a given system is proposed to model the rich compet-
itive or cooperative (dynamical) behavior of multiple
anticipants or a complicated adjustment process.
Further study may focus on the boundary of the at-
tracting basin of multiple stable/unstable attractors and
chaotic attractors. It may be very interesting.
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