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Abstract: In this paper we highlight some analytical and numerical discussion of Hopf bifurcation for the nonlinear two-dimensional chaotic map in the plane f : 2
2
given by f ( x, y)
(a bx
x 2 y, bx
Here we firstly show that if the nonlinear map f undergoes supercritical Hopf bifurcation, then f 2 undergoes subcritical Hopf bifurcation. Secondly, we show that our numerical and graphical investigations have established some fascinating observation between Hopf bifurcation and Period-doubling bifurcation. Key Words: Supercritical Hopf bifurcation / Subcritical Hopf bifurcation / Period-doubling bifurcation / Nonlinear / Chaotic. 2010 AMS Classification: 37 G 15, 37 G 35, 37 C 45
1. INTRODUCTION
In case of one-dimensional maps, the lack of hyperbolicity is usually a signal for the occurrence of bifurcations. In these systems, bifurcations occur when the eigenvalues of a periodic point is either +1 (the saddle node bifurcation) or -1 (the period-doubling bifurcation). For higher dimensional systems, these types of bifurcations also occur, but there are other possible bifurcations of periodic points as well. The most typical of these is the Hopf bifurcation. Although this type of bifurcation was known and understood by the great French mathematician Jules Henri Poincar as well as the Soviet mathematician Aleksandr Andronov, but Eberhadr Hopf (the German mathematician) was the first to extend these ideas to higher dimensional state spaces. In the theory of bifurcations, a Hopf bifurcation refers to the local birth and death of a periodic solution as a pair of complex conjugate eigenvalues of the linearization around the fixed point which crosses the imaginary axis of the complex plane as the parameter varies. Under reasonably generic assumptions about the dynamical system, we can expect to see a small amplitude limit cycle branching from the fixed point [1-3, 5-8]. We now highlight some useful concepts which are absolutely useful for our purpose.
{E t ( x 0 ) : t
t 0,1,2,3,.....}, where E ( x )
E E ... E ( x ) [9].
t times
1.2 Bifurcation
Bifurcation, as a scientific terminology, has been used to describe significant and qualitative changes that occur in the solution curves of a dynamical system, as the key system parameters are varied. Very frequently, it is used to describe the qualitative stability changes of the solution curves of a nonlinear dynamical system [7]. Many dynamical systems depend on parameters. Normally a gradual variation of a parameter in the system corresponds to the gradual variation of the solutions of the problem. However, there exits a large number of problems for which the number of solutions changes abruptly and the structures of solution manifolds vary dramatically when a parameter passes through some critical values. This kind of phenomenon is called bifurcation and these parameter values are called bifurcation values (or bifurcation points). In the case of a diffeomorphism E, period-doubling bifurcations occur when one of the
q eigenvalues of the derivative DE ( x )
1.
Bifurcation theory is a method for studying how solutions of a nonlinear problem and their stability changes as the parameter vary. The onset of chaos is often studied by bifurcation theory. For example, in parameterized families of one-dimensional map, chaos develops via period-doubling cascade [4].
xt 1
system at time t and E maps x t to the next state xt 1 . Starting with an initial data x 0 , repeated applications
satisfying the
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(C1) An isolated fixed point x * (b) exists, (C2) The map Eb is C k (k
(x * (b0 ); b0 ),
there is a fixed point of E , denoted by x * (b) , with the Jacobian matrix D x E (x * (b); b) having a single pair of purely imaginary (complex conjugate) eigenvalues, denoted by (b) and (b), cross the imaginary axis in the complex eigenplane as the parameter b passes through the origin. The fixed point is then a center for the linearised system, but for the nonlinear system the higher order terms will typically convert it into either an attracting or repelling focus. In the following, we describe a method for determining which of these two alternatives occurs; it involves making a series of coordinate changes to reduce the system to a normal form. Firstly, by making a linear change of coordinates we can
3) in the neighborhood of
(C3) The Jacobian D x E (x * (b); b) matrix possesses a pair of complex, simple eigenvalues (b) (b) i (b) and the critical value b b0
(b0 )
1,
d (b) db
(b b0 ) 0,
(C4) ( (b0 )) j
1, j
3,4.
0
0 and a
E( z)
A1z 2
B1zz
C1z 2
M1 z 2 z
...
k 1
z 2 zz z 2 . Then we the quadratic terms, we put w z expand E(w) , keeping only terms up to second order (and
noting, e.g. that the difference between
z2
and
w2
is third
order, so
E( z)
can be replaced by
2 zE ( z ) zE ( z ) C1 z
2
, etc.)
E (z) z
2 zE ( zz ) 2 z2 zz zz 2 z2
A1 z
B1 zz
O( b
1/ 2
) of x * (b), for b b( ) .
Again we have
x * (b) for
b( )
z2
zz
z 2.
(Stability) If r3
0 (respectively r3
0 ) then for r 0
*
(respectively r 0 ), the fixed point x (b( )) is stable (respectively unstable) and for r 0 (respectively r 0 ), the fixed point x * (b( )) is unstable (respectively stable) and the surrounding manifold H (b( )) is attracting (respectively repelling). When r3 0 (respectively r3 0 ) the bifurcation at b b( ) is said to be supercritical (respectively subcritical) [10]. Armed with all these ideas and concepts, we now proceed to concentrate to our main aim and objectives.
E (w)
and
we
C1 /(
2 ).
then the system reduces to E(w) higher order. Thus we can write
E ( w)
w pw 3
qw 2 w rww 2
sw 3 ....
where p, q, r, s are complex numbers. Thirdly, we eliminate as many of the third order terms as possible (by a similar procedure to that used in second step). We make a change of variable
2. GENERAL THEORY
We consider a discrete-time dynamical system
w dw3 ew 2 w jww 2 lw 3
2 x E ( x; b), x depending on the parameter b , where E is smooth. Suppose that for each b near the origin
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Under these situations, the system reduces to the normal form as
m1 1 x0 q1 M1 R1 y0 , r 1 bx0 bx0 2 x0 , s1
2 x0 y0 , N1 2 x0 y0 , n1 2 b 2 x0 y0 , p1 x0 , 0, u1 1, v1 0, w1 0,
0, t1
E( )
where,
H
(1 H
O(
2 x0 , S1
0, T1
y0 ,
(1 2 ) A1B1
2
1)
B1B1 1
2C1C1
3
M1
' ' We now iterate the system (1.2). Let f ( x1, y1)
' ' ( x2 , y2 ),
where Interestingly, Supercritical (respectively Subcritical) Hopf bifurcations occurs when H < 0 (respectively H > 0). If H = 0, we need to consider higher order terms to draw the conclusion.
' x2
m1 n1( m1 n1x w1 y 3 )
p1 y
q1x 2
r1xy
s1 y 2
t1x3
p1( M1
N1x
P y Q1x 2 1
3. OUR DISCUSSION
MAIN
ANALYTICAL
S1 y 2 T1x3 U1x 2 y V1xy 2 W1 y 3 ) q1 (m1 r1(m1 n1x ...)( M1 t1(m1 n1x ...)
3
To study the Hopf bifurcation in a concrete way, we now consider a nonlinear two- dimensional map and make the necessary analytic deduction to study their intrinsic properties. Our 2-D map is
f ( x, y ) (a bx x 2 y, bx
where the parameter b a 1.
y x2 y)
(1.1)
M1
2
N1(m1 n1x
3 2
p1 y q1x 2 N1x
3 2
r1xy
s1 y 2 t1x3 R1xy
u1x 2 y v1xy 2
w1 y 3 ) P ( M1 1 U1x y V1xy
P y Q1x 2 1
S1 y
T1x
Let ( x0 , y0 ) be a fixed point of the map f. Let us change to a new coordinate by the (x , y ) relation x x x0 , y y y0 so that (0,0) is a fixed point of the map f. Now x x x0 , y the system (1.1) becomes
' x1 1 b( x' ' y1
x0 ) ( x'
x0 )2 ( y '
y0 ) x0 x0 )2 ( y ' y0 ) y0
2 x0 y '
(m1 m1n1
2 2 M1 p1 m1 q1 m1M1r1 m1 M1u1 )
b( x'
' x1
x0 ) ( y'
bx0
y0 ) ( x'
2 ( n1
(1 x0 y0 x '2
2 x0 y0 ) ( b 2 x0 y0 ) x '
2 x0 x' y '
x' 2 y '
2 (1 x0 ) y '
' y1
(bx0
2 x0 y0 ) (b 2 x0 y0 ) x '
( y0 ) x'2
( 2 x0 ) x' y '
( 1) x' 2 y '
x' , y
y' .
m1
n1x
p1 y w1 y 3 Py 1
q1x 2
2
r1xy
s1 y 2
2
t1x3
u1x 2 y
3
v1xy 2
' y1
N1 p1 2m1n1q1 M1n1r m1N1r 2m1M1n1u1 1 1 2 m1 N1u1) x ( n1 p1 p1P 2m1 p1q1 M1 p1r m1P r 1 1 11 2 2 2 2m1M1 p1u1 m1 P u1 ) y (n1q1 +n1 q1 2m1q1 p1Q1 1 2 n1N1r1 M1q1r1 m1Q1r1 M1n1 u1 2m1n1N1u1 2 2m1M1q1u1 m1 Q1u1 )x 2 (2n1 p1q1 n1r N1 p1r 1 1 2 n1P r 2m1q1r M1r p1R1 m1r R1 2M1n1 p1u1 11 1 1 1 2 2m1N1 p1u1 2m1n1P u1 2m1M1r u1 m1 R1u1 ) xy 1 1 2 2 2 ( p1 q1 p1P r M1 p1 u1 2m1 p1P u1 ) y 2 (2n1q1 11 1 2 N1q1r1 n1Q1r1 n1 N1u1 2 M1n1q1u1 2m1N1q1u1 2m1n1Q1u1 ) x3 [1 / 2(2 P q1r 2 p1Q1r 2 N1r 2 2n1r R1 1 1 1 1 1 2 2n1u1 4n1N1 p1u1 P (2n1 4m1q1 )u1 4m1 p1Q1u1 1
(1.2
2 M1r u1 1
4m1N1r u1 1
4m1n1R1u1 4n1r1
q1 (4 p1q1
4n1r 1 2m1r U1 1
M1
N1x
Q1x
R1xy
S1 y
T1x
4m1u1 ) 2 p1U1
U1x 2 y V1xy 2
W1 y 3
2 p1r1R1
)
where
4n1 p1P u1 1
2
4( M1 p1
m1P )r u1 1 1
2 p1 P u1 y 3 1
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' y2 2 2 ( M1 m1N1 M1P m1 q1 m1M1R1 m1 M1U1) 1
A C ( D i )
B A (
z
0 0 A) i
x y.
C,
(n1N1
2 2m1M1n1U1 m1 N1U1) x ( N1 p1
This
implies
y.
2 2m1n1N1U1 2m1M1q1U1 m1 Q1U1)x 2 (2n1 p1q1 N1r1 N1 p1R1 n1P R1 2m1q1r1 M1r1R1 1 2 P R1 m1R1 1
where
C( 2i C
' z1
2i C and
2 2 2 2m1M1r1U1 m1 R1U1) xy ( p1 q1 p1P R1 M1 p1 U1 1 2 2 2m1 p1PU1) y 2 (2n1q1 N1q1R1 n1Q1R1 n1 N1U1 1 2 M1n1q1U1 2m1N1q1U1 2m1n1Q1U1 ) x3 2 [1 / 2(2 P q1R1 2 p1Q1R1 2 N1r1R1 2n1R1 2 N1u1 1 2 4n1N1 p1U1 P (2n1 4m1q1)U1 4m1 p1Q1U1 2m1R1U1 1
x' y'
, where x
x'
y'
Now
4m1n1R1U1 4m1N1r1U1 q1 (4 p1q1 4n1r1 4m1u1 ) M1(4 p1q1 4n1r1 4m1u1)U1 2 PU1 2M1R1u1 1
2 2 2 2m1 U1 )]x 2 y [1 / 2(4 p1q1r1 2 P r1R1 2 p1R1 1 2 2 N1 p1 U1 4n1 p1PU1 4( M1 p1 m1P )r1U1 1 1 2 2 3 4m1 p1R1U1)]xy p1 PU1 y 1 ' x2 m2 n2 x p2 y q2 x 2 r2 xy s2 y 2 t2 x3 u2 x 2 y v2 xy 2 w2 y 3 Thus ' y2 M 2 N 2 x P2 y Q2 x 2 R2 xy S2 y 2 T2 x3 U 2 x 2 y V2 xy 2 W2 y3
sy 2
tx3 ux 2 y vxy 2
wy3 )
Sy 2 Tx3 Ux 2 y Vxy 2 Wy 3 )
Q) x 2 R ' xy
z z
2
( r
R ) xy ( s V ) xy 2 ( w
S ) y2
( t
T ) x3
U ) x2 y ( v
W ) y3
where m2 , n2 , p2 ,....., M 2 , N2 , P ,..... etc. can be 2 determined from above . Proceeding in the same manner we can determine the expressions for any number of iterations of the map f.
R' U' z
z z z
z z
3 2
z z
z z
z z
z z S' 2
2
z2 2S '
Q' 2
2
+zz z2 U'
2
) S' 2
2
A B C D
of M are
Q' 2
2
z 2 z[
2
T'
3
( 3 2 )
V'
2
W'
3
( 3 2 )] .......
( say)
Q' 2
( q
Q)(
(Here the patial derivatives A, B, C and D are taken so that that the eigenvalues come out as complex numbers)
{ q ( i { 2(
} 2 2Q( Q{( A) 2
A)
2
A) }{ q (
If e
e1 ie2 ( say )
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R' ( r { 2r i { 2r R) R( R( A)}( A)} A) R ( R 2 A)
3T ' 2 3( t T) 2 A) i T }](l1 il2 ) A)}l1 Tl2 ] i ( 3)[ Tl1 A)}] [{( j1 ij2 (say ), A)2 A)
2 2
e3 ie4 (say )
S' 2 ( s { 3s S) 2
2
}(
2
A) }
{ s S(
A) iS } 2 e5 ie6 , ( say )
A)] i[ {(
2
S(
A)} i 2 S
2 (
U '( 2
A) ] l1 il2 ( say )
2 ) A)}{3( i(
2
Taking
Qv
' 2 2
[{ u U (
A) 2
2
} A)}
A1
'
' 2 2
2 ( j3
U( A)
A)] U {3(
)[ 2{ u U ( A) }]
[( e1 e3 4 2 2 G0 iH 0 , ( say )
e5 )
i (e21
e4
e6 )]
ij4 (say ),
V '( 2 (
2 2
) A)}3( A) A)
2
Again
R' ( ) R' ( A)}( ) ( r R)( ) A)}
)[{ v V (
V]
i( j5
{ v V(
A)}]
2{ 2r R( f3 if 4 (say )
A) i{2 R (
3W '
3 3{ w W ( j7 ij8 (say ),
A)} i( 3 3 W )
2S ' 2
2
2 2( s { s S(
S) A)} i (2 2 S ) f5 if 6 , ( say )
M1 [ 2
2
T'
3
( 3 2 ) W'
3
U'
2
( 2 1
) j4
V'
2
( 2 j7 )
B1 1
2Q '
2
R' (
2S '
) j3
( 3 2 )] j8 )]
2 2 2 3 2
i ( j2
j5
[( j1 8 3 3 R0 iS0 , ( say )
2
j6
4 2 2 I 0 iJ 0 , ( say )
Also
Q' 2 [{ q (
[( f1
f3
f5 ) i( f 2
f4
f 6 )]
i
3
i2
2 3
(
2
) i (3
2
K1 iK 2 ( say )
( 2
2 3
A)Q}{(
A)2 A)}
A)]
2
) i (3
}]
' A1
(1 2
R'
A)}( A)}
A) R(
R]
2i )(G0 iH 0 )( I 0 iJ 0 ) [{(1 2 ) G0 2 H 0}I 0 {(1 2 ) H 0 2 G0}J 0 ] i[{(1 2 )G0 2 H 0}J 0 {(1 2 ) H 0 2 G0}I 0 ]
' ' A3 iA4 ( say )
A)]
S' 2
After calculating above somewhat complicated expressions, we have the stability index H as (1 2 ) A B1 B1B1 2C1C1 1 1 H M1 3 2 3 1 1
(1 2 ) A1B1
3 2 ' A3
iA1 4
' ( A3
Re
(1 2 ) A1B1
00 X1 ( say )
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B1B1 1
2 I0 2 J0 i ) 1 2 (I0 2 J 0 )(
1 i )
2
1)
BB Re 1 1 1
00 X 2 ( say )
2C1C1
3
1 Re
2 2 2( P0 Q0 ) ( K1 1) iK 2
2 2( P0
2 Q0 ){( K1 1) iK 2} 2 ( K1 1)2 K 2
2C1C1
3
00 X 3 ( say )
M1
M1 C
1
R0
iS i R0
2
Re
M1
PV -0.840000 -0.845000
00 X4
REV 35.547664 35.645886 35.744326 35.842983 35.941858 36.040951 36.140262 36.239791 36.339537 36.439502 36.539684 36.640085 36.740704 36.841541 36.942597 37.043871 37.145363 37.247074
IEV 35.411240 35.509420 35.607817 35.706433 35.805266 35.904318 36.003589 36.103077 36.202784 36.302710 36.402853 36.503216 36.603797 36.704597 36.805615 36.906853 37.008309 37.109984
H 0.872926 0.873715 0.874490 0.875251 0.875998 0.876731 0.877451 0.878157 0.878850 0.879529 0.880195 0.880848 0.881488 0.882115 0.882728 0.883330 0.883918 0.884494
00 X 4 ( say )
Analogous theory can be developed for any number of iterations of the map f. To evaluate the values of H we compose a computer program and obtain the values of H for the maps
f and f 2
Table 1.1 (For the map f) PV -0.420000 -0.440000 -0.460000 -0.480000 -0.500000 -0.520000 -0.540000 -0.560000 -0.580000 -0.600000 -0.620000 -0.640000 -0.660000 -0.680000 -0.700000 www.ijsea.com REV -0.210000 -0.220000 -0.230000 -0.240000 -0.250000 -0.260000 -0.270000 -0.280000 -0.290000 -0.300000 -0.310000 -0.320000 -0.330000 -0.340000 -0.350000 IEV 0.681249 0.698856 0.716170 0.733212 0.750000 0.766551 0.782879 0.798999 0.814923 0.830662 0.846227 0.861626 0.876869 0.891964 0.906918 H -8.711063 -8.197007 -7.744707 -7.342201 -6.978884 -6.644871 -6.330438 -6.025507 -5.719211 -5.399610 -5.053740 -4.668285 -4.231255 -3.734987 -3.180244
-0.875000 -0.880000 -0.885000 -0.890000 -0.895000 -0.900000 -0.905000 -0.910000 -0.915000 -0.920000 -0.925000
In both of these tables PV, REV and IEV mean parameter value, x-coordinate of fixed point, y-coordinate of fixed point, real part of eigenvales and imaginart part of eigenvales respectively.
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Parameter Range From
0.05
0.40 To
50.30
From the above tables and figures we have found that while the map f undergoes supercritical Hopf bifurcation and f 2 undergo subcritical Hopf bifurcation. Furthermore, the graph in the Figure 1.3 shows that there is a close link between Hopf bifurcation and Period-doubling bifurcation.
Stability Index H
0.00
Map
0.10 50 40 30 20 10 0
f
f2
f4
Parameter Value b
Figure 1.1 five hundred points are plotted for the map f
0.84 To
50.64
8. Period-Doubling Tree
Stability Index H
0.4
1.2
0.3
1.0
0.2
0.1
0.8
0.0 50 40 30 20 10 0
0.6
Parameter Value b
Figure 1.2 five hundred points are plotted for the map f 2 .
0.9 0.8 0.7 P arameter b 0.6 0.5 0.4
Final state
1.0 0.9 0.8 0.7 0.6 0.5 0.4 Period doubling bifurcation value
Figure 1.4 The Period-Doubling Tree for the parameter range -0.945 b 0.4
9. CONCLUSIONS
2
The theory described in this paper can be used to determine the Hopf bifurcation values of any nonlinear maps and the behavior of Hopf bifurcation changes from supercritical to subcritical or vice-versa at the period-doubling points.
REFERENCES
8
[1] Das, N. and Dutta, T. K., Determination of supercritical and subcritical Hopf bifurcation on a two-dimensional chaotic model, International Journal of Advanced Scientific Research and Technology, Issue2, Vol. 1, February, 2012 [2] Davie, A. M. and Dutta, T K, Period-doubling in twoparameter families, Physica D, 64 (1993), 345- 354
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[3] Dutta T. K. and Das, N., Period Doubling Route to Chaos in a Two-Dimensional Discrete Map, Global Journal of Dynamical Systems and Applications, Vol.1, No. 1, pp. 6172, 2001 [4] Hilborn, Robert C., Chaos and Nonlinear Dynamics, Oxford University Press, 1994 [5] Hopf, E., Abzweigung einer periodischen Losung von einer stationaren Losung eines Differential systems, Ber. Verh. Sachs. Akad. Wiss. Leipsig Math.-Nat. 94(1942), 3-22, Translation to English with commentary by L. Howard and N. Kopell, in[81; 163-205] [6] Marsden, J. E. and McCracken, M., The Hopf Bifurcation and Its Applications, Springer-Verlag, New York, 1976 [7] Moiola, J. L. and Chen, G., Hopf Bifurcation Analysis: a frequency domain approach, World Scientific, 1996 [8] Roose, D. and Hlavacek, V., A Direct Method for the computation of Hopf bifurcation points, SIAM J. APPL. MATH., Vol. 45, No. 6, December 1985 [9] Sandri Marco, Numerical calculation of Lyapunov Exponents, University of Verona, Italy [10] Steeb, Willi-Hans in collaboration with Hardy, Y. and Stoop, R., The Nonlinear Workbook: (4th Edition), World Scientific, 2008
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