Dynsh 4

Dynamical Systems 2013
Class 4
Department of Electrical Engineering
Eindhoven University of Technology
Siep Weiland
Class 4 (TUE) Dynamical Systems 2013 Siep Weiland 1 / 29
Outline
1 Bifurcations
2 Example 1: Gravitation and rotation
3 Example 2: Population dynamics
4 Example 3: Catalyst reaction kinetics
Bifurcations
Outline
1 Bifurcations
Bifurcations
Summary of last class
Bifurcation diagram: graphs the transition of xed points as parameter of
the system is varied.
We disinguished:
Saddle-node bifurcations
creation of stable and unstable xed points out of the blue
Transcritical bifurcations
change of stability of a parameter independent xed point
4 3 2 1 0 1 2 3 4
4
3
2
1
0
1
2
3
4
parameter r
fixed point(s)
Bifurcation diagram
4 3 2 1 0 1 2 3 4
6
4
2
0
2
4
6
parameter r
fixed point(s)
Bifurcation diagram
Bifurcations
Summary of last class
Super critical pitchfork bifurcations
spin-o of multiple stable xed points from one
Sub critical pitchfork bifurcations
spin-o of multiple unstable xed points from one
4 3 2 1 0 1 2 3 4
3
2
1
0
1
2
3
parameter r
fixed point(s)
Bifurcation diagram
4 3 2 1 0 1 2 3 4
3
2
1
0
1
2
3
parameter r
fixed point(s)
Bifurcation diagram
Example 1: Gravitation and rotation
Outline
1 Bifurcations
Example 1: gravitation and rotation
Example 1: rotating ball in bowl
Physical parameters:
r : bowl radius, m: mass, : rotation
velocity, b: friction
(t): angle origin-vertical and
origin-mass
Forces acting on mass:
F
friction
= b : tangential friction force
F
grav
= mg: downward gravity
F
centr
= mr sin()
2
: sideways
centrifugal force
Projection along tangent on circle gives model
mr = b mg sin() + mr sin()
2
cos()
rotating ball in bowl
Nasty assumption:
friction b >> m is so large that 0.
Yields the simplied 1st order model
b mg sin() + mr sin()
2
cos() = 0
or
=
mr
2
b
sin() cos()
mg
b
sin() = f ()
Need to determine:
Fixed points
Set f () =
m
b
sin()
_
r
2
cos() g
= 0
Stability of xed points
Calculate sign of f

() at xed points.
determine xed points
Fixed points:
Set
f () =
m
b
sin()
_
r
2
cos() g
= 0
yields
sin() = 0 for
= k with k = 0, 1, . . .
r
2
cos() g = 0 for cos() =
g
r
2
.
This has solutions
_
none if
g
r
2
> 1
= cos
1
(g/r
2
) if
g
r
2
1
determine stability of xed points
Stability of xed points:
Calculate
f

() =
m
b
cos()
_
r
2
cos() g
mr
2
b
sin
2
()
and evaluate at xed points:
f

(0) =
m
b
(r
2
g) yields

= 0 stable if <
_
g
r

= 0 unstable if >
_
g
r
f

() =
m
b
(r
2
+ g) > 0 yields
= is unstable
if >
_
g
r
then
f

(cos
1
(g/r
2
)) =
mr
2
b
_
1 cos
2
(cos
1
(g/r
2
)
_
< 0
and hence two stable xed points at
= cos
1
(g/r
2
)
bifurcation diagram
Bifurcation diagram is of supercritical pitchfork type
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
3
2
1
0
1
2
3
parameter r*omega
2
/g
fix
e
d
p
o
in
t(s
)
Bifurcation diagram
Physical intuition: rotation speed high enough implies that down position
is no longer stable, ball searches new equilibria
time simulations
Suppose m = 0.01, r = 0.1, b = 1, g = 10. Then
=
_
g
r
= 10.
Trajectories (t) for dierent initial conditions
0 10 20 30 40 50 60
0.2
0.15
0.1
0.05
0
0.05
0.1
0.15
0.2
time t
so
lu
tio
n
p
h
i(t)
trajectories of angle phi(t)
0 10 20 30 40 50 60
1.5
1
0.5
0
0.5
1
1.5
time t
so
lu
tio
n
p
h
i(t)
trajectories of angle phi(t)
rotation speed = 8 <
rotation speed = 15 >
(simulations in IODE or using script in class 2 pp. 10)

conclusions on ball in rotating bowl
Bifurcation value at
=
_
(g/r ).
Flow diagrams on bowl surface follow from bifurcation diagram
Solutions (t) can be simulated using iode
For >
we have that |
| < /2
Taylor expansion of f (, ) around (
) = (0,
_
(g/r )) results in
equivalence between
= f (, )
and the normal form

X = RX X
3
.
Example 2: Population dynamics
Outline
1 Bifurcations
Example 2: population dynamics
Extension of logistic equation for population dynamics
N = r
0
N
_
1
N
_
p(N)
with growth rate r
0
, carrying capacity and death rate p(N).
Consider death rate due to predator function:
p(N) =
N
2
2
+ N
2
, > 0, > 0
Case = 1 and = 30 0 10 20 30 40 50 60 70 80 90 100
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
population dynamics -normalized model
Yields the four parameter model
N = r
0
N
_
1
N
N
2
2
+ N
2
Simplication by normalization: Set
x =
N
(scaled population size)

=
t
(scaled time unit)

k =

(parameter 1)
r =
r0
(parameter 2)
yields two parameter model:
x = rx
_
1
x
k
_
x
2
1 + x
2
Typical case for biological models is k > 100 and r 0.2.
xed points two parameter model
Fixed points:
x
= 0
one xed point x
satisfying r (1
x
k
) =
x
1+x
2
if
k = 2.5 and 0 r 1.5 r = 1 and 0 k 15.
0 2 4 6 8 10
0
0.1
0.2
0.3
0.4
0.5
0.6
x
r=1.5
k=2.5
0 2 4 6 8 10
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x
r=1
k=15
(click to animate)
one, two or three xed points x
satisfying r (1
x
k
) =
x
1+x
2
if
k = 8 and 0 r 1.5 r = 0.4 and 0 k 15.
0 2 4 6 8 10
0
0.1
0.2
0.3
0.4
0.5
0.6
x
r=1.5
k=8
0 2 4 6 8 10
0
0.1
0.2
0.3
0.4
0.5
0.6
x
r=0.4
k=15
(click to animate)
Conclusion
Apart from the xed point x
= 0, we have:
One additional xed point if
k is xed small (e.g. k = 2.5) and r varies, or
r is xed large (e.g. r = 1) and k varies
One, two, three additional xed points if
k is xed large (e.g. k = 8) and r varies, or
r is xed small (e.g. r = 0.4) and k varies
Gives four types of bifurcation diagrams:
Fixed points x
as function of r for xed small k

Fixed points x
as function of k for xed large r

Fixed points x
as function of r for xed large k

Fixed points x
as function of k for xed small r

Exercise: draw these four diagrams and determine stability of xed points!
With three xed points (case k is xed large or r is xed small):
One stable low level xed point: refuge
One stable high level xed point: outbreak
One unstable xed point in between refuge and outbreak
Conclusion
The complete bifurcation diagram should plot xed points x
as function
of two parameters k and r . (Three-dimensional plot).
We will look at projections of this 3D plot instead.
projection bifurcation diagram: x
as function of k
Here is one: (click to animate)
2 4 6 8 10 12 14 16
0
5
10
15
k
f
ix
e
d

p
o
in
t
s

x
*
r=0.4
xed points as function of k
all points are approximations, no stability indication.
Note the bifurcation points k
when r varies. What type are these?

projection bifurcation diagram: x
as function of r
Here is an other: (click to animate)
0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
5
10
15
r
f
ix
e
d

p
o
in
t
s

x
*
k=14
xed points as function of r
all points are approximations, no stability indication.
Note the bifurcation points r
when k varies. What type are these?

stability of xed points
Example
Projection of 3D bifurcation diagram in the k-r plane.
As follows: Let f (x) = r (1
x
k
)
x
1+x
2
. Then bifurcation points
(k
, r
, x
) satisfy:
f (x
) = 0 and f

(x
) = 0
This yields, after some simplication,
k
=
2x
3
x
2
1
and r =
2x
3
(1 + x
2
)
2
Thus, bifurcation points k
and r
can be viewed as functions of xed

points x
. This gives two curves k(x
) and r (x
), parametrized by x
, in
the k-r plane.
projected bifurcation points in k-r plane
Here is how this looks:
0 5 10 15 20 25 30 35 40
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
k
r
1 fixed point at small x: refuge
3 fixed points
1 fixed point at large x: outbreak
1 fixed point at small x: refuge
3 fixed points
1 fixed point at large x: outbreak
plot of (k
, r
) = (k(x
), r (x
)) as x
varies
questions on this population model
With this analysis, can you now answer the following questions?
Suppose x(t) represents the number of people with an infectious
disease at time t and you can inuence k through, e.g., medicine,
pharmacy, hygiene, quarantaine. How would you set k if r 0.55 and
x(0) is large (near outbreak)?
x(0) is between refuge and outbreak?
x(0) is below refuge?
What are critical values k
for k if r = 0.55?
What happens with x(t) if k varies around k
?
What if you set k just below k
and r happens to change?

Can you prevent from outbreaks/catastrophes? If so, how?
Example 3: Catalyst reaction kinetics
Outline
1 Bifurcations
Example 3: catalyst reaction
Consider model of chemical reaction
A + X
k1
2X; A + X
k2
2X; B + X
k3
C
Denition
Law of mass action: rate of an elementary reaction is proportional to the
product of the concentrations of the reactants.
Denote concentrations x = [X], a = [A], b = [B] and c = [C]. Then
reaction kinetics is described by
x = k
1
ax k
2
x
2
k
3
bx = (k
1
a k
3
b)x k
2
x
2
with positive reaction rate constants k
1
, k
2
, k
3
.
catalyst reaction - questions
Suppose surplus of catalyst A and reactant B, i.e., a and b are constant.
Questions:
1 Find all xed points of this equation and classify their stability
2 Determine the bifurcation value c
for the constant c = k

1
a k
3
b
and draw a bifurcation diagram for the complete reaction dynamics.
What kind of bifurcation is this?
3 Sketch (or simulate) the graphs of the concentration x(t) as function
of time t from dierent initial conditions.
See solutions of Homework set 2.
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Dynamical Systems 2013

rotation speed = 15 >

(simulations in IODE or using script in class 2 pp. 10)

(scaled population size)

(scaled time unit)

as function of r for xed small k

as function of k for xed large r

as function of r for xed large k

as function of k for xed small r

when r varies. What type are these?

when k varies. What type are these?

can be viewed as functions of xed

. This gives two curves k(x

and r happens to change?

for the constant c = k

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