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Bifurcation theory

From Wikipedia, the free encyclopedia

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 saddlenode (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):
2825
2828.Bibcode:1994PhRvL..73.2825P. doi:10.1103/PhysRevLett.73.2825.PMID 1005720
5.
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): 1538
1541.Bibcode:1995PhRvL..74.1538C. doi:10.1103/PhysRevLett.74.1538.PMID 1005905
4.
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 Letters277 (56): 456464. Bibcode:1997CPL...277..456F. doi:10.1016/S00092614(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): 1
128.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): 206214. arXiv:quantph/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): 87
94. 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): 593
612.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.

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