Bifurcation theory
Bifurcation theory
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Bifurcation theory

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Bifurcation theory

Bifurcation theory is the mathematical study of changes in the qualitative or topological structure of a given family of curves, 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 behavior. Bifurcations occur in both continuous systems (described by ordinary, delay or partial differential equations) and discrete systems (described by maps).

The name "bifurcation" was first introduced by Henri Poincaré in 1885 in the first paper in mathematics showing such a behavior.

It is useful to divide bifurcations into two principal classes:

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 (described by maps), 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 ordinary differential equation (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 saddle-node (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:

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').

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