Created by: Claudia Neuhauser

Worksheet 9: Bifurcation
Nonlinear Differential EquationsBifurcations
Nonlinear, autonomous differential equations are of the form
(1)
) (x f
dt
dx

where f(x) is some nonlinear function !n e"am#les of this ty#e of equation is, for
instance, lo$istic $rowth
) % 1 ( % K N rN dt dN
, which can be sol&ed e"#licitly 'any
nonlinear differential equations are too com#licated to find e"#licit solutions by
inte$ration (f interest focuses on lon$)term beha&ior, it is not necessary to find the
solution of the differential equation e"#licitly (nstead, we can #erform an equilibrium
analysis
Equilibria and Stability
*oint equilibria of a differential equation
) (x f
dt
dx

are defined as the solutions of

+ ) ( x f
,olutions of this equation are the constant solutions of the differential
equation (1)
,u##ose that x-
is a #oint equilibrium of the differential equation
) (x f
dt
dx

We say that x- is locally stable if the solution returns to x- after a small #erturbation
.therwise we call x- unstable /here is a $ra#hical and an analytical way to determine
stability
Graphical Analysis
0or the $ra#hical analysis, we $ra#h f(x) as a function of x /he #oint equilibria are the
#oints of intersection of the $ra#h with the hori1ontal a"is /o determine stability, we
check how
) (x f
dt
dx

beha&es in a nei$hborhood of each #oint equilibrium (0i$ure 1)

) 1 )
Worksheet 9: Bifurcation
0i$ure 1: 2ocal stability can be analy1ed $ra#hically /he direction of the arrows indicates whether x will
increase or decrease at the location of the arrow /his allows us to determine stability
Analytical Analysis
/he analytical analysis is based on lineari1ation about the equilibrium /he lineari1ation
of f(x) about the equilibrium x-
is

( ) x x x f x f x f - ) - ( ) - ( ) (
+
+

! #erturbation about the equilibrium x-

can be written as x x z - Now, since
dt
dx
dt
dz

, we find
z x f
dt
dz
) - (
for z sufficiently small Com#arin$ this with e"#onential $rowth, it follows that x-
is
locally stable if
+ ) - ( < x f
, and unstable if
+ ) - ( > x f
When
+ ) - ( x f
, the linear
stability analysis is inconclusi&e /he number
) - (x f
is called an ei$en&alue 2ookin$ at
0i$ure 1, we can confirm that the characteri1ation usin$ the analytical a##roach a$rees
with the $ra#hical analysis: !t locally stable equilibria, the slo#e of the tan$ent line at the
equilibrium is ne$ati&e3 if the equilibrium is unstable, it is #ositi&e
Levins Model
!ndrewartha and Birch (1945) #ointed out the ecolo$ical im#ortance of s#atial structure
to the maintenance of #o#ulations based on studies of insect #o#ulations /hey obser&ed
that althou$h local #atches become frequently e"tinct, mi$rants from other #atches
subsequently recoloni1e e"tinct #atches, thus allowin$ the #o#ulation to #ersist $lobally
) 6 )
x
f(x)
Locally stable
Locally stable
Unstable
Worksheet 9: Bifurcation
(n 1979, 8ichard 2e&ins introduced the conce#t of meta#o#ulations (2e&ins,
1979) /his was a &ery influential #a#er that is hi$hly cited e&en today ! meta#o#ulation
is a collection of sub#o#ulations 9ach sub#o#ulation occu#ies a #atch, and different
#atches are linked &ia mi$ration of
indi&iduals between #atches (0i$ure 6)
,ub#o#ulations may $o e"tinct, thus
lea&in$ a #atch &acant :acant #atches
may be recoloni1ed by mi$rants from
other sub#o#ulations /his was a ma;or
theoretical ad&ance: /he meta#o#ulation
conce#t #ro&ided a theoretical framework
for studyin$ s#atially structured
#o#ulations, such as those studied by
!ndrewartha and Birch
0i$ure 6: ! schematic descri#tion of a meta#o#ulation model /he shaded #atches are occu#ied3 arrows
indicate mi$ration e&ents
(n 2e&ins model, we kee# track of the fraction of #atches that is occu#ied by
sub#o#ulations ,ub#o#ulations $o e"tinct at a constant rate and we can set the time scale
so that the rate is equal to 1 :acant #atches can be coloni1ed at a rate that is #ro#ortional
to the fraction of occu#ied #atches3 the constant of #ro#ortionality is denoted by r (f we
call p(t) the #ro#ortion of occu#ied #atches at time t, then writin$ p=p(t), we find
(6)
p p rp
dt
dp
) 1 (
/he first term on the ri$ht)hand side describes the coloni1ation #rocess Note that an
increase in the fraction of occu#ied #atches occurs only if a &acant #atch becomes
occu#ied (the term 1)p) /he minus si$n in front of the second term shows that an
e"tinction e&ent decreases the fraction of occu#ied #atches
/o find equilibria, we set
p p rp p f ) 1 ( ) (
and sol&e the equation
+ ) ( p f
for p:
(1 ) + rp p p
0actorin$ p yields
[ ]
(1 ) 1 + p r p
We find as one solution
+ - p
/he other solution satisfies
) < )
Worksheet 9: Bifurcation
r
p
r
p
p r
1
1
1
1
+ 1 ) 1 (



/hat is, the second solution is
r
p
1
1 -
/o make biolo$ical sense, we require the
solution to be between + and 1 ,ince r=+, we see that
- 1 p <
/o make sure that
- + p >
,
we need r>1
/o analy1e the stability of these equilibria, we use the $ra#hical a##roach
0i$ure <: /he left $ra#h is for +>r>1, the ri$ht $ra#h for r=1
We see that when +>r>1, there is only one biolo$ically rele&ant equilibrium, namely the
tri&ial equilibrium
+ - p
, which is locally stable When r=1, the tri&ial equilibrium
becomes unstable, and a second equilibrium a##ears,
r
p
1
1 -
, which is locally stable
(f we $ra#h the equilibria as a function of the #arameter r, we see that there is a
qualitati&e chan$e in beha&ior at r=1 (0i$ure 5) We call this a critical &alue r
c
, that is,
for r> r
c
?1 the beha&ior is qualitati&ely different from the beha&ior when r= r
c
?1: the
stability of the tri&ial equilibrium chan$es at r
c
=1 and a new and nontri&ial equilibrium
emer$es at r
c
=1
0i$ure 5 is called a bifurcation diagram /he word bifurcate means @to di&ide into
two #arts or branchesA Bence, a bifurcation dia$ram shows us at what #arameter &alues
additional solutions emer$e (or disa##ear)
) 5 )
-1.2
-1
-0.8
-0.6
-0.4
-0.2
0
0 0.2 0.4 0.6 0.8 1 1.2
p
f
(
p
)
-0.5
-0.4
-0.3
-0.2
-0.1
0
0.1
0.2
0 0.2 0.4 0.6 0.8 1
p
f
(
p
)
Worksheet 9: Bifurcation
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0 0.5 1 1.5 2 2.5 3
r
E
q
u
i
l
i
b
r
i
a
0i$ure 5: /he solid lines indicate locally stable equilibria3 the dashed line the unstable equilibrium
Bifurcation
2e&ins model is a $ood e"am#le of a model where the dynamics are described by a one)
#arameter family of differential equations
) , ( r x f
dt
dx

/he ri$ht)hand side de#ends on the #arameter r as well /he solution ty#ically chan$es
continuously with the #arameter r Bowe&er, there mi$ht be &alues where the beha&ior
chan$es qualitati&ely in the sense that there is a critical value r
c
so that for r> r
c
and r= r
c

the beha&iors are qualitati&ely different, for instance, an equilibrium mi$ht be locally
stable for r> r
c
and unstable for r= r
c

We will focus on point equilibria and look at a number of generic, one-parameter
models where the behavior of equilibria changes qualitatively as the parameter
changes.
addle!node bifurcation
/he $eneric model for this case is
(<)
6
x r
dt
dx
+
/he ri$ht)hand side of this differential equation is the function
6
) , ( x r r x f + that
de#ends continuously on the #arameter r (f we $ra#h this function as a function of x for
different &alues of r to determine equilibria, we see that for r>+, there are two equilibria,
which disa##ear when r becomes #ositi&e (0i$ure 4)
) 4 )
Worksheet 9: Bifurcation
-2
-1
0
1
2
3
4
5
6
-2.5 -1.5 -0.5 0.5 1.5 2.5
x
r=-1
r=0
r=1
0i$ure 4: When r is ne$ati&e, there are two equilibria, one unstable and one locally stable When r is
#ositi&e, there are no #oint equilibria
We can also $ra#h the equilibria as functions of r (0i$ure 7) /his fi$ure is another
e"am#le of a bifurcation dia$ram (t follows from 9quation (<) that equilibria e"ist when
r is ne$ati&e and that they are at r x t - We see from 0i$ure 4 that the #ositi&e
solution r x - is unstable, whereas the ne$ati&e solution r x - is locally stable
When r is #ositi&e, there are no #oint equilibria Below, we will in&esti$ate the case r=+
further
Bifurcation Diagram
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
-4 -3 -2 -1 0 1 2
r
0i$ure 7: Bifurcation dia$ram for the saddle)node bifurcation: !s r crosses +, the two equilibria disa##ear
/he locally stable solution is indicated by the solid line, the unstable one by the dashed line
"ranscritical #ifurcation
/he $eneric model for this case is
) 7 )
Worksheet 9: Bifurcation
(5)
6
x rx
dt
dx

/he ri$ht)hand side of this differential equation is the function
6
) , ( x rx r x f that
de#ends continuously on the #arameter r (f we $ra#h this function as a function of x for
different &alues of r to determine equilibria, we see that there are two equilibria /hese
equilibria chan$e stability as r chan$es from a ne$ati&e to a #ositi&e &alue
Task 1:
Cra#h
6
) , ( x rx r x f as a function of " for 1 r , + r , and 1 r 0ind all equilibria,
analy1e their stability, and construct a bifurcation dia$ram
$itchfor% #ifurcation
/he $eneric model for the su#ercritical case is
(4a)
<
x rx
dt
dx

/he $eneric model for the subcritical case is
(4b)
<
x rx
dt
dx
+
Task 2:
0or each of the two differential equations (4a) and (4b), com#lete the followin$ tasks:
(a) Cra#h
dt
dx
as a function of " for 1 r , + r , and 1 r
(b) 0ind all equilibria and analy1e their stability $ra#hically Construct a bifurcation
dia$ram
Task 3:
/he two sim#lest har&estin$ models are constant har&estin$ rate and #ro#ortional
har&estin$ rate !fter non)dimensionali1ation, the constant har&estin$ rate model is of the
form
(7)
h x x
dt
dx
) 1 (
where x re#resents the scaled #o#ulation si1e and h is the har&estin$ rate /he
#ro#ortional har&estin$ model is of the form
) D )
Worksheet 9: Bifurcation
(D)
hx x x
dt
dx
) 1 (
!s the #arameter h chan$es, the qualitati&e beha&ior of each of the models chan$es (n
each case, when h is too lar$e, the #o#ulation cannot be sustained
(a) 0or each model, determine the equilibria and the critical &alue of h where the beha&ior
chan$es qualitati&ely
(b) Eraw the bifurcation dia$ram for each of the two models and characteri1e the ty#e of
bifurcation that occurs
Task 4:
/he followin$ two #o#ulation models mimic features of ase"ual and se"ual re#roduction
/he ase"ual re#roduction model is of the form
(F)
x x ax
dt
dx
) 1 (
/he se"ual re#roduction model is of the form
(9)
x x ax
dt
dx
) 1 (
6
(n each case, the &ariable x re#resents a scaled #o#ulation si1e and the #arameter a is
assumed to be #ositi&e
(a) 0or both models, determine the equilibria and the critical &alue of a
(b) Eraw the bifurcation dia$ram for each of the two models and characteri1e the ty#e of
bifurcation that occurs
Ghosts
We return to the $eneric model for the saddle)node bifurcation
(1+)
6
x r
dt
dx
+
We learned abo&e that for r>+, there are two equilibria, one is locally stable, the other
unstable !s r increases, the two equilibria disa##ear /he critical &alue for this is when
r=+ !t the critical &alue, there is ;ust one equilibrium, namely at x=+ When r is sli$htly
) F )
Worksheet 9: Bifurcation
lar$er than +, a $host of this former equilibrium at x=+ can still be felt Namely, if we
start to the left of x=+, the solution will mo&e to the ri$ht but as it crosses x=+, its
mo&ement will slow down dramatically (t is #ossible to calculate the time it takes a
solution startin$ at at t=+ to reach at t=" We can find " by sol&in$ the
differential equation (1+) with the conditions
) + ( x
and
) (" x
We se#arate
&ariables in (1+) and com#ute the followin$ definite inte$rals


+

"
dt
x r
dx
+
6
/he inte$ral on the ri$ht)hand side is equal to " /he inte$ral on the left)hand side needs
more work We will use the substitution
r
x
u
and hence du r dx after factorin$ r
in the denominator
( )
( )
&
r
x
r
& u
r u
du
r
u r
du r
r
dx
x r
dx
r
x
+ +
+

,
_

+
arctan
1
arctan
1
1
1
1
6
6 6
1
6
/herefore,
r r r
x
r x r
dx
"

,
_

,
_

6 6
1
arctan
1
6
We thus find that the time it takes the solution to $o from at t=+ to at t=" is
r % /his shows that as r a##roaches + from the ri$ht, it takes the solution lon$er and
lon$er /he slowdown occurs when the solution #asses throu$h x=+
'opf #ifurcation
! &ery im#ortant bifurcation for two)dimensional systems is the 'opf bifurcation (t is
characteri1ed by the emer$ence of #eriodic solutions /he $eneric system that #roduces a
(su#ercritical) Bo#f bifurcation is $i&en by
(11)
[ ]
[ ] ) (
) (
6 6
6 6
y x r y x
dt
dy
y x r x y
dt
dx
+ +
+ +
) 9 )
Worksheet 9: Bifurcation
We see immediately that (+,+) is a #oint equilibrium /he followin$ analysis shows that
for r(+, the #oint equilibrium (+,+) is locally stable and for r>+, it is unstable Eefine
[ ]
[ ] ) ( ) , (
) ( ) , (
6 6
6 6
y x r y x y x g
y x r x y y x f
+ +
+ +
/hen,
< 6
6 <
) , (
) , (
y y x ry x y x g
xy x rx y y x f
+
+
/he Gacobian matri" is $i&en by
1
]
1

6 6
6 6
< 6 1
6 1 <
) , (
y x r xy
xy y x r
y x )
9&aluatin$ this at the equilibrium (+,+) yields
1
]
1

r
r
)
1
1
) + , + (
/he ei$en&alues of this matri" satisfy
+ 1 6 1 ) (
1
1
) + , + ( det
6 6 6
+ + +
1
]
1

r r r
r
r
)

/his yields
i r
r r r
t
+ t

6
) 1 ( 5 5 6
6 6
6 , 1

/his shows that the equilibrium (+,+) is locally stable for r>+ and unstable for r=+
omputer !ab "#n lass $$$$$$$$$$$$$$$$$$$$%
tep *
Hse the 9uler method to numerically a##ro"imate the three $eneric cases: ,addle)node
bifurcation, transcritical bifurcation, and su#ercritical #itchfork bifurcation /hat is, set
u# an 9IC92 s#readsheet for each of the three $eneric cases:
) 1+ )
Worksheet 9: Bifurcation
(a) ,addle)node bifurcation J9quation (<)K:
6
x r
dt
dx
+
Hse the 9uler method to numerically sol&e this equation When 1 r , there are two
equilibria, one #ositi&e at 1, one ne$ati&e at )1 /he ne$ati&e one is locally stable, the
#ositi&e one is unstable When r=+, there are no locally stable equilibria (i) *roduce one
$ra#h for 1 r when the initial &alue is L6, and another $ra#h when 1 r and the
initial &alue is 6 Confirm that when 1 r , the solution con&er$es to the locally stable
equilibrium #ro&ided the initial &alue is smaller than the unstable equilibrium (f the
initial &alue is $reater than the unstable equilibrium, the solution $oes to infinity (ii)
Confirm that when r=+, there are no locally stable equilibria by numerically sol&in$ the
equation for 1 r (Mou do not need to re#roduce a $ra#h for this case)
&o Step ' before proceeding with Step ("b%.
(b) /ranscritical bifurcation J9quation (5)K:
6
x rx
dt
dx

*roduce the followin$ two $ra#hs: (i) ,et < + r and initial &alue
1 +
+
x
(ii) ,et
< + r and initial &alue
1 +
+
x

0or each case, describe what you see and relate it to the analysis you did in /ask 1, in
#articular, relate your results to the bifurcation dia$ram
(c) ,u#ercritical #itchfork bifurcation J9quation (4a)K:
<
x rx
dt
dx

*roduce the followin$ three $ra#hs: (i) ,et 1 r and
+
+1 x
(ii) ,et 1 r and
1 +
+
x
(iii) ,et 1 r and
+
+1 x

0or each case, describe what you see and relate it to the analysis you did in /ask 6, in
#articular, relate your results to the bifurcation dia$ram
tep +
We are returnin$ to the saddle)node bifurcation we in&esti$ated in ,te# 1, #art (a) /he
task now is to simulate the effect of the $host /hat is, use the s#readsheet you set u# for
,te# 1(a) where you used the 9uler method to a##ro"imate the solution of
6
x r
dt
dx
+

J9quation (<)K But now, use the #arameter &alue for r=++< and the initial &alue
1
+
x
Eecrease the &alue of r in ste#s of +++4 until you reach +++4 !d;ust the
hori1ontal and &ertical a"es so that you can obser&e the slow)down .bser&e that the
solution s#ends much time around x=+
) 11 )
Worksheet 9: Bifurcation
tep ,
Hse 9ulerNs method to numerically a##ro"imate the solution of 9quation (11) ,how that
as r crosses + from the left to the ri$ht, a #eriodic solution a##ears /hat is, #roduce two
$ra#hs, one for +6 r , the other for +6 r Mou will see the emer$ence of a stable
limit cycle /his is called a 'opf bifurcation /he analytical analysis only shows that the
equilibrium (+,+) becomes unstable as r crosses + from the left to the ri$ht /his does not
im#ly that there will be a locally stable #eriodic solution /o show this requires a $lobal
analysis and the a##lication of the *oincarO)Bendi"on theorem, which is beyond this
course
)omework
(nclude the fi$ures you $enerated in ,te#s 1)< in your homework and com#lete /asks 1)5
in this worksheet /he homework is due on /hursday, No&ember 69
*eferences
!ndrewartha, BC and 2C Birch (1945) "he -istribution and Abundance of Animals.
Hni&ersity of Chica$o *ress
2e&ins, 8 (1979) ,ome demo$ra#hic and $enetic consequences of en&ironmental
hetero$eneity for biolo$ical control #ull. /ntomol. oc. Am. 14: 6<D)65+
) 16 )