Limit Cycle Hop f

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    imit Cycles and Hopf

    imit Cycles and Hopf

    Bifurcationifurcation

    Chris InabnitChris Inabnit

    Brandon TurnerBrandon Turner

    Thomas BuckThomas Buck

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    Direction Field

    y

    dx

    dy+= 2

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    Let the functionsLet the functions FFandand GGhave continuoushave continuous

    first partial derivatives in a domainfirst partial derivatives in a domain DDof theof the

    xy-plane. A closed trajectory of the systemxy-plane. A closed trajectory of the system

    must necessarily enclose at least one criticalmust necessarily enclose at least one critical

    (equilibrium) point. f it encloses only one(equilibrium) point. f it encloses only one

    critical point! the critical point cannot be acritical point! the critical point cannot be a

    saddlesaddlepoint.point.

    "heorem"heorem

    ),( yxFdt

    dx= ),( yxG

    dt

    dy=

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    #raphical nterpretation#raphical nterpretation

    ydt

    dx = xdt

    dy =+

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    #raphical nterpretation#raphical nterpretation

    =

    x

    y

    y

    x=

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    $pecific %ase of "heorem$pecific %ase of "heorem

    Find solutions for the follo&in' systemFind solutions for the follo&in' system

    Do both functions have continuousDo both functions have continuousfirst order partial derivativesfirst order partial derivatives

    ++

    ++=

    )(

    )(22

    22

    yxyyx

    yxxyx

    y

    x

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    $pecific %ase of "heorem$pecific %ase of "heorem

    Critical point of the system is (0,0)Critical point of the system is (0,0)

    Eigenvalues are found by the correspondingEigenvalues are found by the corresponding

    linear systemlinear system

    hich turn out to be !hich turn out to be !

    =

    y

    x

    y

    x

    11

    11

    i1

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    hat does this tell ushat does this tell us

    "rigin is an unstable spiral point for both"rigin is an unstable spiral point for both

    the linear system and the nonlinearthe linear system and the nonlinear

    system!system!

    Therefore, any solution that starts nearTherefore, any solution that starts near

    the origin in the phase plane ill spiralthe origin in the phase plane ill spiral

    aay from the origin!aay from the origin!

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    ( )22 yxxyxdt

    dx++=

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    ( )22 yxyyxdt

    dy++=

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    "rajectories of the $ystem

    dt

    dx

    dt

    dy#orming a system out of and yields the tra$ectories shon!

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    *sin' +olar %oordinates

    %sing & ' r cos() y ' r sin() r

    ' &

    * y

    ( )22 yxxyxdt

    dx++= ( )22 yxyyx

    dt

    dy++=

    +oes to

    ( )21 rrdt

    dr =

    Critical points ( r ' 0 , r ' - )

    Thus, a circle is formed at r ' -

    and a point at r ' 0!

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    $tability of +eriod $olutions

    "rbital .tability .emi/stable

    %nstable

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    ,xample of $tability

    +iven the revious E1uation

    ( )2

    1 rrdt

    dr=

    If r 2 -,

    Then, dr3dt 4 0 (meaning the solution moves inard)

    If 0 4 r 4 -,

    Then, dr3dt 2 0 (meaning the solutions movies outard)

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    ifurcationifurcation

    Bifurcation occurs hen the solution of an e1uation reaches a critical

    point here it then branches off into to simultaneous solutions!

    5 simple e&ample of bifurcation is the

    solution of y' & !

    6hen & 4 0 , y is identical to 7ero!

    8oever, hen & 0 , a second

    solution (y ' *3/ &) emerges!

    Combining the to solutions, e see the

    bifurcation point at & ' 0 ! This type of

    bifurcation is called pitchfork bifurcation!

    29

    y ' 0 y ' &

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    opf ifurcation

    ( )22 yxxyxdt

    dx++= ( )22 yxyyx

    dt

    dy++=

    ( )2

    rrdt

    dr

    =

    Introducing the ne parameter ( : )

    Converting to polar form as in previous slide yields

    Critical oints are no

    r / 0 and r / 1

    If you notice, these solutions are

    e&tremely similar to those of the

    previous e&ample y' &

    r / 0

    r / 1

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    opf ifurcation

    5s the parameter : increases through the value 7ero, the previously

    asymptotically stable critical point at the origin loses its stability, and

    simultaneously a ne asymptotically stable solution (the limit cycle)

    emerges!

    Thus, : ' 0 is a bifurcation point! This type of bifurcation is called 8opf

    bifurcation, in honor of the 5ustrian mathematician Eberhard 8opf ho

    rigorously treated these types of problems in a -;

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    Boyce, 6illiam, and =irima, >ichard!Boyce, 6illiam, and =irima, >ichard!

    =ifferential E1uations=ifferential E1uations! 8oboken ?ohn 6iley @! 8oboken ?ohn 6iley @

    .ons, Inc!

    .ons, Inc!

    Bronson, >ichard!Bronson, >ichard! .chaumAs "utlines.chaumAs "utlines

    =ifferential E1uations=ifferential E1uations! c+ra/8ill! c+ra/8ill

    Companies, Inc!, -;;evieCliffAs Duick >evie=ifferential E1uations=ifferential E1uations! 6iley ublishing, Inc!,! 6iley ublishing, Inc!,

    -;;!-;;!

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