Hopf Bifurcation Analysis: 0 Frequency Domain Approach

NcffiNEARSCJENcEN, *»'«»* V.
L21
Series Editor: Leon O. Chua
HOPF BIFURCATION ANALYSIS

Hopf Bifurcation Analysis Downloaded from www.worldscientific.com
0 Frequency Domain Approach

by BROWN UNIVERSITY on 06/05/13. For personal use only.
Jorge L Moiola
unlversldad Naclonal del Sur, Argentina
Guanrong Chen
university of Houston, Texas, USA
v> World Scientific

Singapore • New Jersey • London • Hong Kong
Published by
World Scientific Publishing Co Pte Ltd
P O Box 128, Fairer Road, Singapore 912805
USA office: Suite IB, 1060 Main Street, River Edge, NJ 07661
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE
British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.
HOPF BIFURCATION ANALYSIS — A FREQUENCY DOMAIN APPROACH

Copyright © 1996 by World Scientific Publishing Co. Pte. Ltd.
All rights reserved. This book, or parts thereof, may not be reproduced in anyform or by any means,
electronic or mechanical, including photocopying, recording or any information storage and
retrieval system now known or to be invented, without written permission from the Publisher.
For photocopying of material in this volume, please pay a copying fee through the Copyright
Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA.
ISBN 981-02-2628-4
This book is printed on acid-free paper.
Printed in Singapore by Uto-Print

II Frequency Domain Approach

HQPF BIFURCATION ANALYSIS
This page is intentionally left blank

WORLD SCIENTIFIC SERIES ON NONUNEAR SCIENCE
Editor Leon O. Chua

University of California, Berkeley
Series A. MONOGRAPHS AND TREATISES
Published Titles
Volume 1: From Order to Chaos
LP.Kadanoff
Volume 6: Stability, Structures and Chaos in Nonlinear Synchronization Networks
V. S. Afraimovich, V. I. Nekonon, G. V. Osipov, and V. D. Shalfeev
Edited by A V. Gaponov-Grekhov and M. I. Rabinovich

Volume 7: Smooth Invariant Manifolds and Normal Forms

/. U. Bronstein and A. Ya. Kopanskii
Volume &- Dynamical Chaos: Models, Experiments, and Applications

V. S. Anishchenko
Volume 12: Attractors of Quasiperiodically Forced Systems

T. KapitaniakandJ. Wojewoda
Volume 14: Impulsive Differential Equations

A M. Samoilenko and N. A Perestyuk
Volume 15: One-Dimensional Cellular Automata

B. Voorhees
Volume 16: Turbulence, Strange Attractors and Chaos

D.RueUe
Volume 17: The Analysis of Complex Nonlinear Mechanical Systems: A Computer

Algebra Assisted Approach
M. Lesser
Forthcoming Title*
Volume 9: Frequency-Domain Methods for NonSnear Analysis: Theory and Applications
G. A Leonov, D. V. Ponomarenko, and V. B. Smimova
Volume 13: Chaos in Nonlinear Oscillations: Controling and Synchronization

M. Lakshmanan and K. MutaS
Volume 18: Wave Propagation in Hydrodynamic Flows

A L Fabrikantand Yu. A Stepanyants
Volume 19: Continuum Mechanics via Problems and Excercises

M. E. EgSt, A N. Golubiatnikov, D. H. Hodges, J. A Kamenjargh, V. Kariikov,
A G. KuBkovsky, A G. Petrw, £ /. Sveshnlkova, and I. S. Shikina
Volume 23: From Chaos to Order

6. Chen and X. Dong

and
Dedicated to the memory of
Sheng Chen (1917-1979)

Lorenzo Bernardo Moiola (1900-1995)

Preface
The fundamental theory of periodic solutions (in particular, limit cycles) of

nonlinear ordinary differential equations (ODEs) was mainly attributed to
the great French mathematician Jules Henri Poincare (1854-1912). The idea
of representing the dynamics of a nonlinear ODE in the phase-space by using

what is called the Poincare return map today, and the preliminary results of
the limit cycles theory such as their existence and characteristics, are just
a few pieces of the most valuable legacies that Poincare left to the modern
scientific and engineering communities. The significance and generality of his
profound analysis has made an extraordinary impact on the analytical the
ories of nonlinear ODEs and dynamical systems, and has greatly motivated
his successors in the pursuit of the modern nonlinear sciences.
For two-dimensional ODE systems, the earlier conjecture about the exis
tence of periodic solutions given by Poincare was formally presented by the
Soviet mathematician A. A. Andronov and his colleagues. Ever since then,
this existence result for periodic solutions of two-dimensional ODEs has been
referred to as the Poincare-Andronov conjecture in the literature. Indepen
dently, the German mathematician E. Hopf published an elegant result that
shows the existence of limit cycles in n-dimensional ODE systems, for n > 2,
assuming only the smoothness of the nonlinear vector fields of the systems.
This is the celebrated Hopf Theorem. Basically, the theorem proves that the
amplitude and frequency of a periodic solution of such a system can be ap
proximately calculated when a key real parameter of the system is varied.
In addition, the theorem explains how the stability of the periodic solution,
which is bifurcating from the equilibrium can be determined as the key pa
rameter varies. For this reason, the result is also called the Hopf bifurcation
theorem. This important result was reconfirmed and applied about thirty
years later by many other researchers from different disciplinary fields.
All the aforementioned works use the state-space formulation, namely, a
system of nth-order ordinary differential equations. This will be referred to
as the "time domain" approach in this book. Yet there is another interesting
formulation of the same dynamical systems available in the literature. This
alternative representation applies the familiar engineering feedback systems
vii
viii Preface
theory and methodology: an approach described in the "frequency domain,"

the complex domain after the standard Laplace transforms have been taken
on the time domain state-space system. The frequency domain approach was
initiated by Allwright, Mees and Chua in the late 1970's. This new method
ology has an enjoyable engineering flavor and, indeed, possesses several ad
vantages over the classical time domain methods. A typical one is its pictorial
characteristic that utilizes advanced computer graphical capabilities and so
bypasses quite a lot of profound and difficult mathematical analysis. As a
result, it visualizes some fairly complex dynamical behavior. This book is
devoted to this frequency domain approach, for both regular and degenerate
Hopf bifurcation analyses.

It is perhaps important to point out at the very beginning of this book

that as we proceed with thorough discussions in the following chapters, the
reader will realize that many significant results and computational formu
las obtained in the studies of regular and degenerate Hopf bifurcations from
the time domain approach can also be translated and reformulated into the
corresponding frequency domain setting, and be reconfirmed and rediscov
ered by using the frequency domain methods. It is also worth mentioning
that some new results on other oscillatory phenomena, for example period-
doubling sequences, recently appeared in the literature were developed under
a frequency domainframeworkthat is very close to the one described in this
book. Looking into the near future, this stimulating and promising approach
may lead to new techniques for effectively controlling bifurcations and chaos.
In this book, we will show in detail how the frequency domain approach
can be used to obtain several types of standard bifurcation conditions for
general nonlinear dynamical systems. We will also demonstrate a very rich
pictorial gallery of local bifurcation diagrams for nonlinear systems under si
multaneous variations of several system parameters. In addition, in conjunc
tion with this graphical analysis of local bifurcation diagrams, we will present
the defining and nondegeneracy conditions for several degenerate Hopf bi
furcations. With a great deal of algebraic computation, we will also derive
some higher-order harmonic balance approximation formulas for analyzing
the dynamical behavior in small neighborhoods of certain types of degener
ate Hopf bifurcations that involve multiple limit cycles and multiple limit
points of limit cycles (i.e., coalescences between stable and unstable limit
cycles). These useful formulas enable us to better approximate the ampli
tude and frequency of oscillations that are "far away" from an equilibrium.
In this regard, with the improved approximations we are able to describe
more accurately those limit cycles that contain an important harmonic con
tent: the amplitudes of higher-order harmonics have comparable sizes with
respect to the amplitude of thefirst-orderharmonic. Because all these topics
Preface ix
are confronted in the current research, this book is designed and written in
a style of research monographs rather than classroom textbooks. Thus, the
most recent contributions to the field can be included with references.
The book is organized as follows. To prepare for the contents of the book,
in Chapter 1 we first review some fundamental mathematical concepts and
results of nonlinear dynamical systems in the time domain setting, which
will be helpful in one's reading through the entire book.
In Chapter 2, both the time domain and frequency domain approaches
to the classical Hopf bifurcation theorem will be introduced. A circuit ex
ample will be given to show that these two different versions of the regular
Hopf bifurcation theorem are indeed equivalent. We then comment on the

advantages as well as limitations of the frequency-domain approach. An ap

plication of the graphical (frequency domain) Hopf bifurcation theory to a
chemical reaction model will also be discussed in this chapter.
Chapter 3 is devoted to a study of some explicit formulas that can be used
as efficient conditions to recover the degenerate (i.e., singular) bifurcation
points of a dynamical system under simultaneous variations of several system
parameters. A graphical method for computing certain singularities that are
crucial to the understanding of the global dynamics will be developed. Some
engineering applications of this method will also be discussed.
Based on the formulas for approximating the periodic solutions emerg
ing from Hopf bifurcations, and for the continuation of certain bifurcation
points in a two-dimensional parameter set that were developed in the last
two chapters, we then present a methodology in Chapter 4 for computation
of the local bifurcation diagrams obtained near the simplest Hopf bifurcation
degeneracies. In this chapter, we first analyze the multiplicity of equilibrium
solutions; then discuss multiple Hopf bifurcation points; and finally show an
application of these results to the chemical reactor model discussed earlier.
Chapter 5 studies an extension of the validity domain for the periodic
solutions, where the technique of higher-order harmonic balance approxima
tions is applied under the variation of the main system parameter. The results
on the continuation of periodic solutions obtained from thefrequencydomain
approach will be verified and compared to those obtained by using the well-
known and effective AUTO program software. To develop higher-order Hopf
bifurcation formulas, we will describe a computational methodology that
uses very high-order (the fourth, sixth and eighth order) harmonic balance
approximations, for the calculation of periodic solutions of a general nonlin
ear dynamical system. A computational algorithm is derived in this chapter,
for the continuation of periodic solutions near degenerate Hopf bifurcation
points of certain types. The chapter finally offers a new method for efficiently
recovering multiple limit cycles, and discusses some related applications.
X Preface
In Chapter 6, we apply the frequency-domain methods developed in the

previous chapters to detect oscillations in a nonlinear feedback system that
contain time delays. As is well known, there will be an infinite number of
eigenvalues in the corresponding linearized system, so that it can be expected
that a great diversity of multiple and degenerate Hopf bifurcations exist as
compared to the nonlinear systems without time delays. Two different cases,
both important, will be considered: (i) systems that have time delay only in
the linear part; and (ii) systems that have time delays in both the linear and
the nonlinear parts.
Finally, in Chapter 7, we will develop some approximation formulas for
calculation of the defining conditions (i.e., stability indexes, or curvature

coefficients) for determining what type of bifurcation (supercritical or sub-

critical) is going to take place in a degenerate Hopf bifurcation that involves
the failure (vanishing) of some curvature coefficients. The approach takes
advantage of the higher-order harmonic balance approximations, to obtain
computational formulas for these coefficients. An application of these formu
las will be given to three well-known examples: the van del Pol equation, a
classical quadratic system, and a polynomic system with only cubic terms.
The present authors would like to express their acknowledgments to the
people who have helped in some way in the preparation of this research mono
graph. The first author would like to thank his wife Mariela and her parents
Bernardo and Lidia, for their patience, understanding, and encouragement.
The second author is very grateful to his wife, Helen Q. Chen, for her con
stant support. Among the colleagues who have supported this project and
made valuable suggestions, the authors would like to thank Professors Leon
O. Chua, Alfredo C. Desages, Eusebius J. Doedel, Ariel Fernandez, Alistair
Mees, Haluk Ogmen, Jos6 A. Romagnoli, Leang S. Shieh and Alberto Tesi.
In addition, the first author would like to take this opportunity to thank
his fellow colleagues and friends in Argentina: Liliana Castro, Hernan Cen-
dra, Hector Chiacchiarini, Celeste Colantonio, and Pedro Donate for shared
enthusiasm in the studies of nonlinear oscillations.
The first author would also like to acknowledge the fellowships provided
by the Rotary International Foundation during the academic year 1990-1991,
and by the National Council of Scientific Research of Argentina (CONICET)
during the year 1995, the support from the Electrical Engineering Depart
ment and PLAPIQUI of the Universidad Nacional del Sur, and the excellent
working environment provided by the Department of Electrical and Com
puter Engineering, University of Houston, where this author spent his sab
batical leave and finalized the manuscript. The second author is very grate
ful for the continued financial support from the Institute for Space Systems
Operations and the Energy Laboratory at the University of Houston. In
Preface XI
addition, he would like to acknowledge several active research grants from

NASA - Johnson Space Center, Dow Chemical Company, the Texas Ad
vanced Technology Program under the grant No. 003652023, the U. S. Office
of Naval Research through the contract N00014-94-1-0103, and the U. S.
Army Research Office under the grant DAAH04-94-G-0227.
Finally, the authors wish to express their sincere gratitude to the IEEE
Inc. and Elsevier Science Ltd. for the permission of reprinting several figures
taken from their own research papers published in the IEEE and Elsevier
journals, and to the editorial office of the World Scientific Publishing Com
pany for their kind assistance and cooperation, which made the writing and
publication of this book an enjoyable experience.

Jorge L. Moiola
Guanrong Chen
Houston, Spring of 1996

Contents
1. Introduction 1
1.1 Stability Bifurcations 3
1.2 Center Manifold Theorem 8

1.3 Limit Cycles and Degenerate Hopf Bifurcations 11
2. The Hopf Bifurcation Theorem 13

2.1 Introduction 14
2.2 The Hopf Bifurcation Theorem in the Time Domain 15
2.2.1 Preliminaries 16
2.2.2 The Hopf bifurcation theorem 20
2.3 The Hopf Theorem in the Frequency Domain 21
2.4 Equivalence of the Two Hopf Theorems 26
2.5 Advantages of the Frequency Domain Approach 31
2.6 An Application of the Graphical Hopf Theorem 34
3. Continuation of Bifurcation Curves on the Parameter Plane 43

3.1 Introduction 44
3.2 Static and Dynamic Bifurcations 45
3.2.1 Formulation of elementary bifurcation conditions 45
3.2.2 Applications of the frequency domain formulas 51
3.2.2.1 The saddle-node bifurcation 51
3.2.2.2 The transcritical bifurcation 52
3.2.2.3 The hysteresis bifurcation 54
3.2.2.4 The pitchfork bifurcation 56
3.2.2.5 Static bifurcation in chemical reactor models 58
3.3 Bifurcation Analysis in the Frequency Domain 62
3.3.1 Formulation of multiple crossings and determination of
degeneracies 62
3.3.2 Applications of the frequency domain formulas to multiple
bifurcations 67
3.4 Degenerate Hopf Bifurcations of Co-Dimension 1 76
xiii
xiv Contents
3.5 Applications and Examples 87

3.5.1 Continuation of bifurcation curves in the reactor with
consecutive reactions 87
3.5.2 Continuation of bifurcation curves in the reactor with
extraneous thermal capacitance 96
4. Degenerate Bifurcations in the Space of System Parameters 99

4.1 Introduction 100
4.2 Multiplicity of Equilibrium Solutions 102
4.3 Multiple Hopf Bifurcation Points 105
4.4 Degenerate Hopf Bifurcations and the Singularity Theory 129

4.5 Degenerate Hopf Bifurcations and Feedback Systems 140

4.6 Degenerate Hopf Bifurcations and the Graphical Hopf Theorem 150
4.6.1 Degenerate Hopf bifurcations of the Hom type 151
4.6.2 Degenerate Hopf bifurcations of the Hno type type 156
4.7 Some Applications 163
5. High-Order Hopf Bifurcation Formulas 171

5.2 Approximation of Periodic Solutions by Higher-Order Formulas 173
5.2.1 The algorithm 177
5.2.2 Some applications 178
5.3 Continuation of Periodic Solutions: Degenerate Cases 191
5.4 Local Bifurcation Diagrams and the Graphical Hopf Theorem 207
5.5 Algorithms for Recovering Periodic Solutions 209
5.5.1 The original formulation (OF) 209
5.5.2 The modified scheme (MS) 211
5.5.3 An iterative algorithm (IA) 211
5.6 Multiple Limit Cycles and Numerical Problems 212
6. Hopf Bifurcation in Nonlinear Systems with Time Delays 219

6.2 Conditions for Degenerate Bifurcations in Time-Delayed Systems... 222
6.3 Applications in Control Systems 228
6.3.1 Variable structure control and Smith's predictor 228
6.3.2 Cascade of time-delayed feedback integrators 231
6.4 Time-Delayed Feedback Systems: The General Case 240
6.5 Application Examples 244
6.5.1 Hopf bifurcation in a phase-locked loop circuit with time-delay 244
6.5.2 Hopf bifurcation and degeneracies in a nonlinear feedback
control system with two time-delays 247
Contents XV
7. Birth of Multiple Limit Cycles 255

7.2 Harmonic Balance and Curvature Coefficients 258
7.3 Some Application Examples 265
7.4 Controlling the Multiplicities of Limit Cycles 273
Appendix 275
A. Higher-Order Hopf Bifurcation Formulas: Part I 275
B. Higher-Order Hopf Bifurcation Formulas: Part II 294
C. Higher-Order Hopf Bifurcation Formulas: Part III 296
References 299
Author Index 311
Subject Index 319
1. Introduction
by NANYANG TECHNOLOGICAL UNIVERSITY on 09/30/15. For personal use only.
The concept of periodic solutions, including limit cycles, of nonlinear ordi

nary differential equations (ODEs) was mainly attributed to the great French
mathematician Jules Henri Poincare. The ideas of representing the dynamics

of a nonlinear ODE in the phase-space, using for example what is now called
the Poincare' return map, and describing the fundamental results about limit
cycles, such as their existence, are just a few pieces of the most valuable lega
cies that he left to the modern scientific and engineering communities. The
significance and generality of his profound analysis has created an extraordi
narily strong impulse to greatly motivate his successors in the investigation
and exploration of nonlinear dynamical systems, not to mention his influ
ence in many other areas of engineering and mathematics (see, for example,
Browder [1983]).
For two-dimensional ODE systems, the earlier conjecture about the ex
istence of periodic solutions given by Poincar£ was formally presented by
the Soviet mathematician A. A. Andronov and his colleagues [Andronov and
Chaikin, 1949; Andronov et al., 1966, 1973]. Ever since then, this existence
result on periodic solutions of two-dimensional ODEs was referred to as the
Poincare-Andronov conjecture in the literature. Independently, the German
mathematician E. Hopf published a result with some very simple statements,
proving the existence of limit cycles in an n-dimensional ODE system, for
n > 2, assuming only the smoothness of the nonlinear vector field of the
system [Hopf, 1942]. This is the celebrated Hopf Theorem. Basically, the
theorem shows that the amplitude and frequency of the periodic solution
of the equation can be calculated approximately when a key real parameter
of the equation varies. In addition, the theorem shows how the stability of
the periodic solution emanating (bifurcating) from the equilibrium is deter
mined as the key parameter varies. For this reason, the result is also called
the Hopf bifurcation theorem. This important result was rediscovered and
applied to various areas about thirty years later by many other researchers
from different disciplinary fields.
All the aforementioned works use the state-space formulation, namely,
a system of nth-order ordinary differential equations. This will be referred
I
2 1. Introduction
to as the "time domain" approach in this book. Yet another interesting for
mulation of the same dynamical systems is possible and, in fact, available
in the literature. This alternative approach employs the familiar engineering
feedback systems theory in terms of input-output relationships of a "closed-
loop system" described in the "frequency domain," the complex s-domain
after taking a standard Laplace transform on the time-domain state-space
system. The frequency-domain approach has several advantages over the clas
sical time-domain approach, which will be thoroughly discussed in this book.
More importantly, many significant results and computational formulas on

regular and degenerate Hopf bifurcations obtained in the time domain can
also be translated to the corresponding frequency domain setting, and be

rederived by using the frequency domain methods. This will be gradually
developed in the following chapters of the book.
Briefly, throughout this book, we will show how the frequency domain
approach can be used to obtain several types of bifurcation conditions for
nonlinear dynamical systems. We will also demonstrate a very rich pictorial
gallery of local bifurcation diagrams for nonlinear systems under simultane
ous variations of several system parameters. In addition, in the conjunction
with this graphical analysis of local bifurcation diagrams, we will present
the denning and nondegeneracy conditions for several degenerate Hopf bi
furcations. Moreover, with a great effort in algebraic computation, we will
derive some higher-order approximation formulas for analyzing the dynam
ical behavior in small neighborhoods of certain types of degenerate Hopf
bifurcations that involve multiple limit cycles and multiple limit points of
limit cycles (i.e., coalescences between stable and unstable limit cycles).
These useful formulas enable us to better approximate the amplitude and
frequency of oscillations that are "far away" from an equilibrium solution.
In this pursuit, with the improved approximations we are able to describe
more accurately some limit cycles that contain an important harmonic con
tent (i.e., the amplitudes of higher-order harmonics that have comparable
sizes with respect to the amplitude of the first-order harmonic).
To prepare for the contents of the book, in this chapter we first review
some fundamental mathematical concepts and results of nonlinear dynamical
systems formulated in the time domain setting, which are helpful in one's
reading of the entire text.
1.1 Stability Bifurcations

Bifurcation, as a scientific terminology, has been used to describe significant
and qualitative changes that occur in the solution curves of a dynamical sys
tem, as the key system parameters are varied. Very frequently, it is used to
described the qualitative stability changes of the solution curves of a nonlin
ear dynamical system [Guckenheimer & Holmes, 1983; Wiggins, 1990; Hale
& Kocak, 1991].

To introduce this important concept and some other related ones in the
theory of nonlinear dynamical systems, we start with a discussion on the

following two-dimensional autonomous system, which is perhaps the simplest
possible nonlinear dynamical system in a general form that can be used to
explore all the fundamental ideas of dynamics:
r-/(x, y) , (1.1)
{y = 9(x,y),
where / and g are smooth nonlinear functions of the time variable t, with
given initial values (xo,j/o)-
All the solution curves, also called trajectories or orbits, of the system
plotted in the x-y plane constitute the phase portrait of the system solutions,
where the x-y plane is usually called the generalized phase plane as compared
to the x-x phase plane of a one-variable dynamical system.
The equilibrium points of the system are the solutions that satisfy si
multaneously the two homogeneous equations / = 0 and 5 = 0, and will
be denoted by (x, y) below. An equilibrium is said to be stable if all the
nearby trajectories of the system (with different initial conditions) approach
this equilibrium; and unstable if they are moving away from it. Equilibria
can be classified, according to their stabilities, as stable or unstable node,
stable or unstable focus, saddle point, or center. Their geometric meanings
are illustrated in Fig. 1.1.
If we perturb an equilibrium solution by Ax and Ay, and then linearize
the nonlinear system (1.1) by a truncated Taylor series about this equilib
rium, we obtain the solutions for (Ax, Ay) as follows:
(Ax = a1ex>t + a2ex*t,

(1.2)
[Ay = a3eXtt + aAe^,
where the constant coefficients 01,02,03 and 04 are determined by the initial
conditions of system (1.1), and Ai and A2 are the eigenvalues of the Jacobian
4 1. Introduction
J:= /- /v (1.3)
9x gy
in which fx := df/dx, etc., all evaluated at the equilibrium (x,y). As is well
known,
A1(2 = i [ t r a c e ( J ) ± v / p ] , (1.4)
where, as usual, we define

trace (J) = fx + gy,
det (J) = fxgy - fvgx,

D = [trace (J)]2 - 4 det (J) .
If the two eigenvalues, Ai and A2, of J have nonzero real part, then the equi
librium (z, y) about which the linearization was taken is said to be hyperbolic.
The importance of hyperbolic equilibria can be seen from the following fun
damental result, which holds for higher-dimensional dynamical systems as
well.
itabli modi
♦*
Figure 1.1. Classification of equilibria.

Theorem 1.1. (Grobman-Hartman)

If (x,y) is a hyperbolic equilibrium of the nonlinear dynamical system
(1.1), then the dynamical behavior of the nonlinear system is qualitatively
the same as (i.e., topologically equivalent to) that of the linearized system
(1.5)
!]■'[;]•
in a neighborhood of the equilibrium (x, y).

This theorem shows that for the hyperbolic case, we may discuss the
linearized system instead of the original nonlinear system, in a study of

the system local dynamics behavior near the equilibrium (x,y). In other
words, this theorem shows that there exist some homeomorphic mappings
that map the trajectories of the nonlinear system into trajectories of its
linearized system in a neighborhood of the equilibrium. For non-hyperbolic
cases, however, the situations are much more complicated. For instance, its
bifurcation studies lead to the Hopf bifurcation conditions, which requires
some advanced mathematical analysis such as the center manifold theory
from differential geometry, which is a useful tool to be discussed in the next
subsection.
In general, however, "dynamical behavior" is referred to all the possible
nonlinear phenomena such as stabilities and bifurcations, chaos and attrac-
tors, equilibria and limit cycles, etc., even if the system depends on additional
parameters [Chen & Moiola, 1994]. In addition to bifurcations, some of these
important topics will also be briefly discussed in this book.
To continue our discussion and illustrate various bifurcation phenomena,
we now parametrize the nonlinear dynamical system (1.1), by including a
real parameter /x in it, as follows:
(x = f(x,y;n),
(1.6)
\y = 9(x,y;n).
Let (x,y) = {x(fio),y(tM))) be an equilibrium of the system at a particular

value of the parameter, /x = /xo, at which f(x, y; /xo) = 0 and g(x, y; ito) = 0 .
If the equilibrium is stable (resp., unstable) for /x > tio but unstable (resp.,
stable) for /x < /xo, then /xo is a bifurcation value of /x, and (0,0;/xo) will be
called a bifurcation point in the x-y-fi space of the system.
A few examples are now given to distinguish several typical bifurcations.
Example 1.1. The one-dimensional system
2
x = f(x; /i) = / i i - i
6 1. Introduction
has two equilibria: xi = 0 and Zj = ^t. If ^ is varied, then there are two
equilibrium curves as shown in Fig. 1.2. Since the Jacobian, J, for this one-
dimensional system is simply J = p, we see that for /i < HQ = 0, the
equilibrium xi = 0 is stable, but for p > HQ = 0 it changes to be unstable.
Thus, (£*i,/io) = (0,0) is a bifurcation point. In the figure, the solid-curves
are used to indicate stable equilibria and the dashed-curves, for the unstable
ones. Similarly, one can verify that (i2,/*o) is another bifurcation point. By
the nature of the bifurcation point (0,0) in the x-fi plane (see Fig. 1.2), it is
called a transcritical bifurcation.

i
' X
x= M
0
M
Figure 1.2. A transcritical bifurcation.

x = f(x;ii) = (i-x'1
has an equilibrium xi = 0 at /io = 0, and an equilibrium curve (x) 2 = n at
fi > 0, where £2 = y/Ji is stable and 13 = — y//! is unstable for /i > po — 0.
Hence, by the nature of the bifurcation point (0,0) in the x-\i plane (see
Fig. 1.3), this is called a saddle-node bifurcation.
* x
Figure 1.3. A saddle-node bifurcation.

x = f{x;fi) = ftx-x3
has an equilibrium curve x*i = 0, and an equilibrium curve (x) 2 = ft at fi > 0.
Since x*i = 0 is unstable for fi > ftQ = 0 and stable for ft < ftQ = 0, and since
the entire equilibrium curve (x) 2 = fi is stable for all fi > 0 at which it is
defined, based on the fact that the Jacobian J = — 2fi, this case is called a
pitchfork bifurcation, as depicted in Fig. 1.4.

— M
Figure 1.4. A pitchfork bifurcation.

Of course, not all nonlinear dynamical systems have bifurcations, as can
be easily verified by analyzing in the same way the following simple, yet
apparently similar, example:
x = /(x;/i) = fi-x3,
has an entire stable equilibrium curve as shown in Fig. 1.5, and hence does
not have any bifurcation.
Figure 1.5. An example with no bifurcations.

8 1. Introduction
For the parametrized nonlinear dynamical system (1.6), using the above
eigenvalue and Jacobian analysis, we can summarize all possible types of equi
librium solutions in Fig. 1.6 [Ajjarapu, 1993], to visualize the entire picture of
equilibria when varying trace (J) and det (J) for general two-dimensional sys
tems. Three-dimensional phase portraits can also be classified [Reyn, 1964],
which will not be further discussed in this chapter, however.
1.2 Center Manifold Theorem

There are some successful techniques available in the literature for simplify
ing, without any significant loss of important information, representation of
the solution trajectories of a nonlinear dynamical system in a neighborhood
of a non-hyperbolic equilibrium. The center manifold theorem is one of such
useful tools.
To introduce this notion, which works also for higher-dimensional sys
tems, we let (x; /io) be an equilibrium (need not be of hyperbolic type) of the
dynamical system
x = f(x;/i), (1.7)
and let Ea,Eu and Ee be the corresponding generalized eigenspaces of the
Jacobian of the system, defined by the real part of the eigenvalues of the
Jacobian, A = A(ô):
' < 0 defines Es ,

ft (A) I = 0 defines Ec,
> 0 defines Eu.
There exist a stable manifold, M„ an unstable manifold, Mu, and a center
manifold, Mc, that are tangential to Et, Eu and Ec, respectively, at the
equilibrium (X;A*O) [Carr, 1981; Wiggins, 1990]. Here, the important role
that the center manifold plays is that the asymptotic behavior of the overall
dynamics of the nonlinear system is preserved by those trajectories on the
center manifold, locally in a neighborhood of the equilibrium.
The reduction of the system dynamics to those reproduced by the center
manifold is the main subject of the theory. To characterize the trajectories of
the reduced dynamics on the center manifold, one usually reformulates the
system in a simpler form. Here, we will assume without loss of generality that
the unstable manifold is empty, so as to simplify the notation and discussion.
In this case, we have
\±c = Ac(n)xc + t ( x c , x,; /i),

(1.8)
[x, = AM(n)xt + f^Xc.x,;^),
where Xc 6 Rn' and x, € Rn', with nc + n, = n. In this form, which is

simpler than the system (1.7), the constant matrix Ac has n c eigenvalues
with a zero real part and A, has n, eigenvalues with a negative real part.
saddle point
X , > 0
A , < 0
X , > 0
A , < 0
JV
saddle point
nonlinearity governs
the stability
Figure 1.6. A summary of different equiUbrium solutions

for two-dimensional systems.
10 1. Introduction
Moreover, the nonlinear functions 4 and f, are C^-smooth, vanishing

simultaneously with their first derivatives at the equilibrium x. In system
(1.8), x c corresponds to the center manifold and x,, the stable manifold. By
the existence theorem [Carr, 1981], there is a center manifold, on which
x,=h(xc). (1.9)
This can be obtained (often numerically, according to the so-called approxi
mation theorem [Carr, 1981]) from the second equation of system (1.8). By
substituting it into the first equation of system (1.8), we obtain

ic = Ac(n)j.c + fc{xcMxc);n), (110)

which is sometimes called the center manifold equation of the nonlinear sys
tem (1.7). To this end, the equivalence theorem [Carr, 1981] states that the
asymptotic behavior of equation (1.10), as t -* oo, is topologically the same
as that of system (1.7), in a neighborhood of the equilibrium x. It turns out
that the reduced dynamics, at least in terms of dimension, of the center man
ifold equation can be much easierly understood and calculated, particularly
for bifurcation analysis. For this reason, equation (1.10) is also called the
bifurcation equation for the nonlinear system (1.7).
Essentially, the center manifold theorem consists of the aforementioned
three parts: the existence, approximation, and equivalence theorems.
Poincar^'s theory of normal forms provides an alternative approach to
local dynamics analysis, especially bifurcation analysis [Arnold, 1972; Wig
gins, 1990]. This technique, similar to the center manifold method, reduces
a given nonlinear system to the simplest possible form that preserves the
dynamics in a neighborhood of an equilibrium. The normal form technique
can also be combined with the center manifold theorem to further reduce the
local dynamics of the system.
To briefly describe Poincare's theory of normal forms, we let the given
system be
x = ylx + f(x), (1.11)
where A is a constant matrix in the Jordan canonical form and f a smooth
nonlinear function. Let the eigenvalues of A be {Ai, • • •, A n }. These eigenval
ues are said to be resonant if there is at least one index i, 1 < i < n, such
that
n
Xi — >,mj\j
i=i
with nonnegative integer coefficients {mj : j = 1, • • •, n} satisfying
i=i
Without getting into minor details, the foUowing theorem characterizes the
normal form method:
Theorem 1.2. (Poincare)
If the constant matrix A in system (1.11) has resonant eigenvalues, then
the system can always be reduced to the linear system

} = Ay,
by a series of suitable transformations of variables that yields x —► y.
For more details on the normal form theory, we refer to a thorough study
given by Bruno [1989].
1.3 Limit Cycles and Degenerate Hopf Bifurcations

To introduce the Hopf bifurcation theorem, which will be discussed in detail
in the next chapter, we first need the concept of limit cycles from nonlinear
dynamical systems. A periodic solution of a nonlinear dynamical system
corresponds to a closed orbit in the phase plane, as shown in Fig. 1.7, where
(a) shows an inner limit cycle, (b) an outer limit cycle, (c) a stable limit
cycle, (d) an unstable limit cycle, and (e) and (f) periodic orbits that may
be called saddle limit cycles.
(") (b) (c)
<<Q (') (f)

Figure 1.7. Periodic orbits and limit cycles.
12 1. Introduction
As mentioned at the beginning of this chapter, for two-dimensional dy

namical systems, the earlier conjecture on the existence of periodic solu
tions given by Poincare was first formally presented by Andronov et al.
[1973], and this existence of periodic solutions of two-dimensional systems
was then referred to as the Poincare-Andronov conjecture in the literature.
Hopf [1942] published independently the important Hopf bifurcation theo
rem, which proves the existence of limit cycles in an n-dimensional system,
n > 2, assuming only the smoothness of the nonlinear vector field of the
system. This celebrated Hopf bifurcation theorem will be further discussed

in the next chapter.
Several attempts have been made to generalize the original Hopf theorem
by relaxing some of its most restrictive conditions, in order to encompass
many other situations that can be encountered in a large class of nonlin
ear systems. These include cases like multiple limit cycles (appearing when
some stability indexes vanish at the criticality); multiple Hopf bifurcation
points (emerging near the failure of the transversality condition); emergence
of new periodic solutions (the so-called isolas) which are disconnected from
the steady-state curve and were created from the combination of the two
aforementioned failures, etc. The most remarkable works in this direction of
degenerate and multiple Hopf bifurcations include the contributions of Tak-
ens [1973], Chafee [1978], Hassard & Wan [1978], Kielhofer [1979], Golubisky
& Langford [1981], and Golubisky & Schaeffer [1985]. Excellent textbooks
describing these results and methods include Chow & Hale [1982] and Gol
ubisky & Schaeffer [1985].
The important and interesting topic of degenerate Hopf bifurcations will
be further studied in Chapter 4 of this book.
2. The Hopf Bifurcation Theorem
The Hopf bifurcation theorem provides a powerful analytical tool for explor
ing properties of periodic solutions of ordinary differential equations (ODEs).
Despite the simplicity of its statements, the implication of the Hopf theorem
is tremendous. A great deal of effort has been devoted to the investigation
and generalization of this classical bifurcation theorem since its invention by
E. Hopf in 1942, attributed also to J. H. Poincare and A. A. Andronov, due
to the discovery of a wide spectrum of ODEs in various applications that
possess periodic solutions. At the beginning of the development of the the
orem, it was first to establish a suitable theoretical framework for tackling
the problem, and then to make the calculation of periodic solutions possible
and easier. The progress of the investigation, however, has led to both the
quantitative and qualitative studies of the theory.
It has been found that the Hopf theorem can be formulated in both the
time and the frequency domains, where the latter refers to the complex s-
domain after taking a standard Laplace transform of the ODEs, usually with
zero-initial conditions. Compared to the classical time-domain analysis, the
frequency-domain approach was proposed much later - in the late 1970's -
by Allwright, Mees and Chua. It has been experienced that the frequency-
domain approach has certain merits over the familiar time-domain methods:
it takes advantage of the modern computer graphical capability and hence
bypasses quite a lot of profound and difficult mathematical analysis.
In this chapter, these two different approaches to the Hopf bifurcation
theorem will be discussed: first the classical time-domain setting and then
the frequency-domain formulation. Throughout the book, attention will be
focused on the frequency-domain approach. This relatively new technique
provides an effective methodology, with strong engineering flavor, for the
study of periodic solutions and their stabilities, by means of bifurcation for
nonlinear ODEs. This frequency-domain technique has been considered as
an efficient alternative to the classical time-domain method in solving many
practical problems.
In Section 2.1, we first give some historical remarks on the theory. Then,
in Section 2.2, the Hopf bifurcation theorem is presented in the classical time-
13
14 2. The Hopf Bifurcation Theorem
domain formulation, while Section 2.3 is devoted to the frequency-domain

version of the theorem. In Section 2.4, a circuit example is given to show
that these two different versions of the bifurcation theorem are indeed equiv
alent. We then comment on the advantages as well as limitations of the
frequency-domain approach in Section 2.5, leaving a classical chemical engi
neering example as an application of the theorem to Section 2.6.
2.1 Introduction
The original time-domain Hopf bifurcation theorem has several different

proofs given by quite different mathematical techniques, which can be found
in, for example, Poore [1976], Marsden k McCracken [1976], Hsu k Kazari-
noff [1976], Allwright [1977], and Mees & Chua [1979], among others.
It has been observed that the classical Hopf bifurcation theorem has two
significant limitations. First, the results obtained by the theorem are essen
tially local Although the valid regions for the existence of periodic solutions
can be somewhat extended, complicated conditions on approximations have
to be imposed. Second, many other complex and strange dynamic phenom
ena may emerge near the Hopf bifurcation points, and this requires a rather
different mathematical approach to pursue.
Several attempts have been made in order to generalize the original Hopf
theorem, by for instance relaxing some of its most restrictive conditions. The
goal has been to encompass many other situations that can be found, but
cannot be handled, by the classical version of the theorem, for a larger class
of nonlinear ODEs. These include cases like multiple limit cycles, multiple
bifurcation points, emergence of new periodic solutions (the so-called isolas)
that are disconnected from the steady-state curves, etc. The most remarkable
work in this direction include the contributions of Chafee [1968, 1978], Tak-
ens [1973], Hassard k Wan [1978], Kielhofer [1979], Gobber k Willamowsky
[1979], Golubitsky k Langford [1981], and Golubitsky k Schaeffer [1985].
Generalizations of the Hopf bifurcation theorem usually take into account,
at least implicitly, a multi-parameter variation in the original ODE setting.
Two important problems may be resolved from such generalizations: (i) how
to analyze different families of periodic solutions of ODEs, and how to group
them in both local and global bifurcation diagrams; and (ii) how to local
ize the most complex bifurcation singularities of a nonlinear ODE system,
surrounding which there is a great variety of local bifurcation diagrams.
Singularities of ODEs are important since they behave like some orga
nizing centers in the dynamics and, for most cases, local properties of the
dynamics appearing near these singular bifurcation points will remain the
same over a global region as those key system parameters are varied. In the
following few chapters, we will study these important singularities by using
some new methods developed from the frequency-domain approach.
To close this brief historical introduction, we would like to mention some
of the closely related contributions that have made possible a continuation
of the bifurcation points and, in the meantime, enable us to analyze the sta
bilities of the emerging limit cycles arising from a Hopf bifurcation. Among
many important theoretical results on numerical methods for solving var
ious bifurcation problems, we refer to the work of Keller [1977], Langford

[1977], and Seydel [1981,1988]. On the other hand, efficient algorithms and
implementations were suggested by Hassard et al. [1981], Aluko & Chang

[1984], Holodniok & Kubidek [1984], and Doedel [1986]. The work of Doedel
is perhaps one of the most accurate and powerful, which produces a pro
gram called AUTO for the analysis of bifurcations arising in many general,
higher-dimensional, nonlinear dynamical systems. The AUTO program per
mits not only the calculation of static bifurcations, an important issue re
lated to the multiplicity of steady-state solutions, but also the computation
of periodic solutions, periodic limit points, period-doubling sequences, etc.
(see, e.g., Doedel et al. [1991a,b]). Hence, this program overcomes part of
the aforementioned shortcomings of the Hopf bifurcation theory, providing
global bifurcation diagrams, i.e., those bifurcation graphs in which periodic
solutions are continued until other dynamic phenomena appear. However, it
should be noted that localization and evaluation of complex singularities can
lead to exhaustive computations, even if the efficient AUTO program is ap
plied, due to the multi-parametric nature of the problem. This difficulty calls
for combinations of different techniques: for example, a combination of the
analytic method proposed by Golubitsky & Schaeffer [1985] in conjunction
with the numerical computation power of AUTO.
2.2 The Hopf Bifurcation Theorem in the

Time Domain
In this section, we first introduce the classical Hopf bifurcation theorem for
mulated in the time domain. This classical theorem has been a very well-
known result in the fields of nonlinear dynamics, ordinary differential equa
tions, and control systems. Therefore, we will only outline the basic theory
with some brief remarks.
2.2.1 Preliminaries
The Hopf bifurcation theorem is about the appearance of periodic solutions
of an ODE when a real parameter of the equation varies. To introduce this
important result, we first need some mathematical notation and background
material.
Consider a general nth-order autonomous nonlinear ODE system
x€Rn,
x = f(x;/i),
with a real, variable parameter fi € R. We assume that the system is well
defined, with certain smoothness on the nonlinear vector field f, and has a
unique solution for each given initial value x(*o) = Xo for each fixed fi € R.
We also assume that the system has an equilibrium point, denoted by x.
We now linearize this ODE system about the existing equilibrium point
x, and obtain its linearized equation
x « A(/*)(x - x ) ,
where the Jacobian, A(/x), is assumed to have a single pair of purely imagi
nary (complex conjugate) eigenvalues.
When this pair of eigenvalues, denoted A(/x) and A*(/x), cross the imag
inary axis in the complex eigen-plane as the parameter fi varies, say at a
critical value \i = /*o, very rich dynamic phenomena can usually be observed
in this vicinity. For example, when fi varies near the criticality fiQ, limit cy
cles may emerge in a neighborhood of a steady-state solution of the system.
In other words, from the critical value fiQ, a branch of periodic solutions with
increasing amplitudes may be found - all depend on the particular nonlin
ear function f. When the parameter fi is continuously varied within a small
neighborhood of this critical value, limit cycles may emerge for those values
of fi that are smaller than HQ (this case is referred to as subcritical bifurcation)
or greater than /io (which is referred to as supercritical bifurcation).
On the other hand, it is possible that for certain values of /i, the system
only has a unique (local) steady-state solution, while for other values of
fi a steady-state solution and a periodic solution co-exist. In the study of
nonlinear dynamics, we usually need to determine for what values of fi a
branch of periodic solutions exists, under the assumption that all the other
eigenvalues of the Jacobian are located on the open left-half plane. This is, in
fact, the main contribution of Hopf in his fundamental bifurcation theorem.
To facilitate the presentation of the Hopf bifurcation theorem, we first
introduce some necessary concepts and terminologies.
Let us assume that f(x;/x) is an n x 1 vector-valued nonlinear function
in Ck, with k > 4, where i € f l " and fi 6 R. After calculating a somewhat
complicated expression, called the curvature coefficient or stability index,

which will be further discussed below, the stabiUty of the emerging limit cycle
(if it indeed appears) can be easily determined by simply examining the sign
of this expression. As an example, the phase portrait of a two-dimensional
system, which satisfies the aforementioned crossing condition of the Jacobian
eigenvalues under the parameter variation, is shown in Fig. 2.1. The stability
of the equilibrium point of this system changes from a stable focus (when
ft < Ho) to an unstable one (when \JL > fio). For the critical value (H = /<<))
we have a continuum of periodic solutions, also called periodic orbits, in the

phase plane if we only consider the dynamics of the linearized system. These
are non-isolated periodic orbits. The singularity at this critical value, fi = fto,
is known to be a center [Minorsky, 1962]. To study the stability of the steady-
state solution of the system, we usually consider the information provided
by its linearized system. In this example, one can see from the figure that
the stability of the steady-state solution has changed: the focus changes from
being stable to unstable. Hence, stability bifurcation, or simply bifurcation,
has occurred. If we further apply the Hopf theorem to this system, we can
determine whether or not the bifurcation is supercritical or subcritical. These
two situations are shown in Figs. 2.1 (a) and 2.1 (b), respectively. They may
seem to be visually undistinguishable. The reason for having these seemingly
undistinguishable figures is that we only used the information provided by the
linearized system, which is usually insufficient. The effect of the nonlinear
part, which has been lost in the linearization, can make a big difference.
This nonlinear effect, if needed, can be easily manifested by the appearance
of periodic orbits near the criticality.
Now, returning to Fig. 1.6 one can further understand the meaning of the
statement "nonlinearity governs the stability" indicated therein.
It should be noted that for the critical value /i = UQ, the theory of linear
systems predicts a continuum of periodic orbits as shown in Fig. 2.1. How
ever, the real situation in a nonlinear system is substantially different. The
Hopf bifurcation theorem can predict one limit cycle of zero amplitude for
the critical value /i = HQ. An illustrative diagram of this situation is shown in
Fig. 2.2, where local (supercritical) bifurcations for both linear and nonlinear
systems are depicted. For the linear case, the continuum of periodic orbits
obtained at (j. = /*o is a straight line (see Fig. 2.2 (a)). It is usually possible,
depending on the initial condition, to find one with a predetermined ampli
tude. For the nonlinear case, however, the situation is different: for ft = fig
we have a unique limit cycle of zero-amplitude, which implies the coalescence
of a zero-amplitude limit cycle with the steady-state point (see Fig. 2.2 (b)).
(b) kX
^<l^0
r JA = |x 0
iX.
M->M-t X,
H = H0
X
z
X,
Figure 2.1. Hopf bifurcations in the phase-plane:

(a) supercritical Hopf bifurcation;
(b) subcritical Hopf bifurcation.
Ampl.
L.
(a) (b)
Figure 2.2. Periodic solutions in (a) linear systems and (b) nonlinear
systems after a stable focus becomes an unstable focus.

The simplified local bifurcation diagram of Fig. 2.2 (b), instead of the
classical bowl of limit cycles shown in Fig. 2.1 (a), has been widely adopted
after the important work of Golubitsky & Langford [1981] and Golubitsky
& Schaeffer [1985]. In the sequel, we will only show the upper branch of the
limit cycles; a complete diagram with both upper and lower branches will be
presented elsewhere only when it is necessary for clarity. There are of course
other ways in representing different branches of limit cycles. For example,
many representation methods take into account a special measure on a norm
of the amplitudes. However, the one that we described here is very convenient
to use.
To distinguish all the possible bifurcation diagrams of Fig. 2.1, an ex
pression called the curvature coefficient is needed to compute. Suppose that
the real parts of the pair of complex eigenvalues of the Jacobian that move
to cross the imaginary axis are increasing as the value of p. increases. Then
one will obtain the result of Fig. 2.1 (a) when the stability index is negative.
On the other hand, Fig. 2.1 (b) corresponds to a positive stability index. As
an easy reference, in Fig. 2.3 we show the local bifurcation diagrams of the
supercritical and subcritical bifurcations, in the same simplified way as in
Fig. 2.2 (b).
L
Ampl.
W0 V=\L0 H
(a) (b)
Figure 2.3. Local bifurcation diagrams for
(a) the supercritical and (b) the subcritical cases.
2.2.2 T h e H o p f bifurcation t h e o r e m
To simplify the notation in our presentation of the Hopf bifurcation theorem,
and to visualize the geometric meaning of the results, we will restrict our
discussions on two-dimensional (second-order) systems of nonlinear ODEs,
although almost all the results and discussions given below can be extended
to general n-dimensional (nth-order) systems.
Consider, therefore, a second-order nonlinear autonomous ODE of the
form
x = f(x;/i), (2.1)
2
where x £ R , fi € R, and assume that all necessary conditions on the
nonlinear vector field f are satisfied, so that with any given initial value
xo belonging to a certain region of R?, the differential equation (2.1) has
a unique solution for each fixed parameter fi € R. The Hopf bifurcation
theorem on the stability of limit cycles for the nonlinear dynamic system
(2.1) is now stated as follows (see, for example, Arrowsmith & Place [1990]).
Theorem 2.1 (Poincare-Andronov-Hopf)
Suppose that the nonlinear autonomous system (2.1) has an equilibrium
point at the origin: x = 0, and that the associate Jacobian A. = |M ^ has
a pair of purely imaginary eigenvalues X(fi) and \*(fi). If
<*ft[A(/j)]
>0, (2.2)
»»=Mo
for some fio, where S{-} denotes the real part of the complex eigenvalues,
then
(1) /i = fio is a bifurcation point of the system;
(2) for close enough values fi < fio, the origin x = 0 is an asymptotically
stable equilibrium solution of the system;
(3) for close enough values ft > fio, the origin x = 0 is an unstable equilib
rium solution of the system; and
(4) for close enough values fi fi fio, the origin x = 0 is surrounded by a limit
cycle of magnitude 0(i/\fj^).
We will show a simple circuit example to illustrate meaningful applica

tions of this classical theorem later in Section 2.4, after we introduce the
frequency-domain analogue of this important result in the next section. The
circuit example will convince that the two versions of the Hopf bifurcation
theorem, in the time and frequency domains respectively, are indeed equiv
alent.
2.3 The Hopf Theorem in the frequency Domain 21
2.3 The Hopf Theorem in the Frequency

Domain
To introduce the frequency domain analogue of the classical Hopf theory, we
first provide some motivation and background material.
Consider a general n-dimensional nonlinear system
I™ (2.3)
where the vector-valued function f is assumed to satisfy the necessary

conditions for the unique solvability of the equation with the given zero-
initial value condition for casual signals, or with the initial value condition
x(—oo) = 0 in a general situation. We first reformulate the nonlinear system
(2.3) in a state-variable form:
j i = A* + * g (y), (2.4)
with the same initial value condition, where A is an n x n constant matrix

which can be arbitrarily chosen for convenience (such as nonsingular, stable,
etc.), B and C are nxp and m x n constant matrices (probably, B and/or
C do not appear in this reformulation), and g(-) is a p x 1 nonlinear function
belonging to C*, which is determined by the nonlinear f as well as the chosen
matrices A, B and C.
Then by introducing a "state-feedback control" u = g(y), we obtain a
typical linear system with a nonlinear feedback as follows:
'x = Ax + Bu,
<y = - C x , (2.5)
.« = g(y) •
The block diagram of this state-space feedback control system is shown in
Fig. 2.4.
Next, taking a Laplace transform £{■} on (2.5), with zero-initial condi
tions, yields
£{x} = [sI-A]-lBC{g(y)},
HZKf[ -++ -C
8U
Figure 2.4. The nonlinear feedback control configuration.

and so
£{y} = - C £ { x } = -C[sl - A]-lBC{g(j)} := -G(*)£{g(y)}, (2.6)
where
G(s) = C[sl - A]~lB (2.7)
is the standard transfer matrix of the linear part of the system.
Now, if we parametrize the above feedback control system as
pfc = A(Ai)x + B(p)u,
y = -C(/i)x, (2.8)
iU = g(y;M),
where fi is a (variable) real parameter, with the assumption that the matrix
A(y) is invertible for all values of \i (recall that A can be arbitrarily chosen),
then it follows from (2.6) and (2.8) that
£{y} = -G( a ;/i)£{g(y;/i)}. (2.9)
It follows from Eq. (2.9) that we may only deal with y(t; fi) (contained
in £{•} etc.) in the frequency domain, without directly considering x(t;/x).
In so doing, we first observe that if x(t; n) is an equilibrium solution of the
first equation of system (2.8), then
y(t;fi) = -C(fi)x(t;fi)
can be considered as the corresponding equilibrium solution in the frequency
domain setting. This equilibrium solution satisfies, by duality, the inverse
Laplace transform of Eq. (2.9), namely,
y(t;/i) = -G(0;/i)g(y(t;/i);/x), (2.10)
where by definition
in which A(n) has been chosen to be invertible for all /J, as mentioned above.
Usually, m < n in feedback systems. Hence, we can expect that the
frequency-domain version of the Hopf bifurcation theorem to be introduced
below will have a lower dimension and so requires much less computation
than its time-domain analogue.

Now, if we linearize the feedback system shown in Fig. 2.4 about the
equilibrium y(t;/i), then we obtain the system shown in Fig. 2.5, where the
Jacobian is given by
m-% (2.11)
V
-tr\s;v-j
J(\l)
Figure 2.5. Implementation of the linearized feedback control system.
To this end, an application of the generalized Nyquist stability criterion

(MacFarlane & Postlethwaite [1977]), with s = iu where i = y7—T, provides
the following result (see Fig. 2.5):
Lemma 2.1. If an eigenvalue of the corresponding Jacobian of the nonlinear
system (2.8), in the time domain, assumes a purely imaginary value iwo at
a particular value u = UQ, then the corresponding eigenvalue of the constant
matrix [G(iwo; HQ)J((IO)] in the frequency domain must assume the value
— 1 + tO at n = /xo-
Next, let A = A(»w;/i) be the eigenvalue of [G(tw; u) J(fi)] that satisfies
A(t'wo;/xo) = - 1 + tO.
Fix fx = ji and let u vary. Then a trajectory of the function A(w;/i), the
so-called "characteristic gain locus" or "eigenlocus" (Edmunds [1979]), can
be obtained. This locus is traced out at the frequency wo / 0. In much the
same way, a real zero eigenvalue (a condition for the static bifurcation) is
replaced by one characteristic gain locus that crosses the point (—1 + t'O)
with the frequency u»o = 0.
Consequently, we see that in the consideration of the Hopf bifurcation
theorem, we should take the following deference into account:
(i) In the time domain setting: the Jacobian A of the nonlinear system has
one single pair of purely imaginary eigenvalues 0 ± two a * A* = A*o> where
wo#0.
(ii) In the frequency domain setting: the "Jacobian" [G(iwo;no)J(fô)] has a

single real eigenvalue — 1 + iO at \t = /io.
Here, an advantage of the frequency-domain approach is observed: it can

reduce the dimension of the problem by one. This reduction sometimes is an
additional one to the reduction in the computation of the equilibria that we
pointed out after Eq. (2.10), i.e., m < n, when compared to the time-domain
approach.
Based on the result of Lemma 2.1, the AUwright-Mees-Chua approach
(Allwright [1977], Mees & Chua [1979], and Mees [1981]) to the Hopf bi
furcation theorem is developed as follows. For simplicity of notation, let us
consider here a system with a one-dimensional input u and a one-dimensional
output y, the "single-input/single-output" (SISO) system, where the system
state vector x can be of higher-dimension. Note that for SISO systems, the
"Jacobian" [G(tu;; /i)J(/x)] is only a scalar. By applying a second-order har
monic balance approximation [Mees, 1981] to the output, we have
J/(t)«j7+»
(l>i ■
where, again, y is the equilibrium point, £{•} is the real part of the complex
constant (or function), and the complex coefficients Yjt are determined by
the approximation as shown below: we first define an auxiliary vector
(2.12)
where /I is the fixed value of the parameter /i, w T and v are the left and
right eigenvectors of [G(iw;Ji)J(]i)], respectively, associated with the value
X(iw; jus), and
Pi = D2(VQ2 ® T + - V ® V 22 ) + ~D3Y<g>v<g>v
Z o
in which ~ denotes the complex conjugate as usual, w is the frequency of

the intersection between the A locus and the negative real axis closest to the
point (—1 + iO), ® is the tensor product operator, and
D2
dy*
v=w
D3 = ^ g ( y ; ? )
dy*
l
V 02 = - i [ I + G(0;fiJifl] G(0;Jl)D 2 v ® v,
V22 = - \ [I + G(2«5; /I) / ( ? ) ] _1 G(2*S; £)£>2v ® v ,

*b=Vo 2 |£-/*o|,
Vk=v|/I-ô[1/2,
Y2 = V w | / I - j i o | .
Then, the following Hopf bifurcation theorem (for SISO systems) formulated
in the frequency domain can be established (Mees & Chua [1979] and Mees
[1981]):
Theorem 2.2. (The Graphical Hopf Bifurcation Theorem)
Suppose that when w varies, the vector £1 (w) ^ 0, where £1 (w) is defined
in (2.12), and that the half-line, starting from —1 4- tO and pointing to the
direction parallel to that of(i(ui), Grst intersects the locus of the eigenvalue
\(iu>; Ji) at the point
P = \(Q;t) = -l+t1(w)02,
at which w = Q and the constant 9 — 8(G) > 0, as shown in Fig. 2.6. Suppose,
furthermore, that the above intersection is transversal, namely,
*{6(*>)} 3{fc(«D)}
det /o.
»{£A(W;/I) A *{£Hu,;ji) A
Then we have the following conclusions:
(1) The nonlinear system (2.8) has a periodic solution (output) y(t) =
y(t; y). Consequently, there exists a unique limit cycle for the nonlin
ear equation (2.3), i.e., i = f(x), in a bail of radius 0(1) centered at the
equilibrium point x.
(2) If the total number of anticlockwise encirclements of the point pi =
P + e£i(w), for a small enough e > 0, is equal to the number of poles of
X that have positive real parts, then the limit cycle is stable.
In the above, as usual, Met" denotes the determinant of a matrix, and

Ji{-} and ${•} are the real and imaginary parts of the complex number (or
function), respectively.
Thus, we have arrived at the frequency analogue (Theorem 2.2) of the
classical Hopf bifurcation theorem (Theorem 2.1).
3{C((o;ji)}
PR=X((b;VL)
0 9ty.«o;iA)}
p=-i+
0 fe,(«»l
Figure 2.6. The frequency domain version of the Hopf bifurcation theorem.
2.4 Equivalence of the Two Hopf Theorems

In this section, we show an example of a circuit to demonstrate the equiva
lence of the two versions of the bifurcation theorem in the time and frequency
domains.
Consider an example of the single tunnel-diode oscillator circuit shown
in Fig. 2.7 [Mees & Chua, 1979].
The circuit equation for the tunnel diode are given by
( d 1
7tiL = LVc>
±Vc = ±(KVB-Vc)-iL),
where h is the current-voltage characteristic function of the diode, which has
the general shape as shown in Fig. 2.8(a). To simplify the calculation, by
shifting the coordinates of VD and ID, we assume that h has the shape as
shown in Figure 2.8(b) in the following discussions.
2.4 Equivalence of the Two Hopf Theorem* 27
Figure 2.7. A simple tunnel-diode oscillator circuit.
UD=h(VD)
(a)
Figure 2.8. (a) The general shape of the function h.

(b) The coordinate-shifted shape of the function h.
In Fig. 2.8, we assume that h e C 5 with h(0) = 0 and
/i'(0) = 0, /i"(0)<0, /i'"(0)>0,

h'(V2) = 0, h"(V2) > 0, h'"{V2) > 0.
Moreover, set L = C = 1 and let Vg = /* be the parameter of the system.
Then, by introducing two new variables x\ = tj, and x2 = Vc, we can rewrite
the system as
(±i =x2,
1 i 2 = h(/i - x 2 ) - an .
It is clear that the origin ( x i , ^ ) = (0,0) is an equilibrium solution when

fi = 0, which can be verified, at least numerically, to be stable. Note that its
Jacobian has a pair of conjugate complex eigenvalues
AiÔO = - ! * ' G * ) ± V i - ( * w / 4 .
Since h'(0) = 0, Ai and A2 are purely imaginary at \i = 0. Observe, moreover,
that since h'(0) = 0 and h"(0) < 0 by assumption, we have
»{A 1 , 2 (0)} = - i / l ' ( 0 ) = 0,

3{A U (0)} = y/l - (h'{n))*/4 = 1,
^-»{AI, 2 (M)}|
a/x l/i=o
= - k£ ' ( 0 ) > 0 .
Hence, all the conditions stated in the classical Hopf bifurcation theorem
(Theorem 2.1) are satisfied. It then follows from the conclusions of the the
orem that
(a) n = 0 is a bifurcation point of the system.
(b) There exists an £1 > 0 such that the origin (xi,X2) = (0,0) is a stable
equilibrium solution for all — £1 < /x < 0.
(c) There exists an £2 > 0 such that the origin (xi, x 2 ) = (0,0) is an unstable
equilibrium solution for all 0 < /i < £2-
(d) There exists an £3 > 0 such that for all 0 < \i < £3 the origin
(xi,£2) = (0,0) is surrounded by a limit cycle of magnitude Oi/(\fi\).
Since h'"(0) > 0, the limit cycle surrounding the origin is stable [Mees
& Chua, 1979].
We remark that in a similar manner, the bifurcation can be analyzed for
another turning point of the current-voltage characteristic function h shown
in Fig. 2.8 (a), in which the coordinates of Vp and ID have to be shifted such
that the turning point is located at the origin.
Next, we show that the same conclusions can be drawn from the graph
ical Hopf bifurcation theorem (Theorem 2.2). In the same system of circuit
equations shown above, let
' 0 1 ' 0'
, B = 1
-1 -1
and
2.4 Equivalence of the Two Hopf Theorem* 2ft
where y = [j/i 1/2] = — Cx. Then we obtain a one-dimensional feedback

system as shown in Fig. 2.5, with
G(s;ii) = C[sI-A)]-1B= ~*
s2 + s + l '
To apply the graphical Hopf theorem, we first need to solve the equation
y=-G(0;/i)< ? (3/)
for an equilibrium solution y. The solution is y = 0 since G(0; /i) = 0. Then

we find the eigenvalue of the (one-dimensional) Jacobian
[G(^)JM] = {1_J%+J-KM + 1).

which is simply the Jacobian itself, namely,
Here, we note that we do not have two eigenvalues if the graphical Hopf
theorem is applied, verifying an advantage of this frequency domain ap
proach.
Since Of {A} = 0 when w = 1, we know that the first intersecting frequency
is at D = 1. Moreover, since A(tw; /J) = —1 yields a solution u> = 1 at \i — 0 by
the assumption h'(0) = 0, so that w = 1 and the bifurcation point is at fi = 0.
Furthermore, the right and left eigenvectors for the Jacobian [G(iw, Ji) J(p)]
associated with the eigenvalue A(w, Ji) for any fixed small Ji is w = v — 1 in
this scalar case. Consequently, it can be verified that the vector £i(w) defined
in Theorem 2, i.e., Eq. (2.12), has the expression
Si(Z) = -\h"'(0)-±(h"(0))>.
Next, we observe that h'"(0) > 0 and (/i"(0))2 > 0, the vector starting from
the point — 1 + t'O in the direction £i(w) is located in the third quadrant as
shown in Fig. 2.9.
Since the locus of A(w; /i) passes through the point — 1 + iO when (i = 0,
H = 0 is a bifurcation point. It then follows from the Nyquist criterion
(and the time-domain analysis as well) that in this case the diode system
has a stable equilibrium solution of zero amplitude, which corresponds to
(*i,*2) = (0,0).
from.),. <o2-Hy(i-f) 3^(co;^)}
m(»;^)}
Figure 2.9. The frequency graph (eigenlocus) of the tunnel diode oscillator.
The loci of the eigenvalue A(w;/I) corresponding to different values of
Ji are shown in Fig. 2.10. It follows from the graphical Hopf bifurcation
theorem that no limit cycle surrounding the origin exists if Ji < 0 or if
Ji > V2 (see Fig. 2.8 (b) for the definition of Va), while there is a stable limit
cycle surrounding the origin if 0 < Ji < £3 for some small £3 > 0 and for
Vj — £4 < Ji < V2 for some small £4 > 0.
It is clear that these conclusions are consistent with those predicted earlier
by the time-domain Hopf theorem, as they should.
(H=oo
p,<0 ri=rV=0 0<\X<V2
3fc(w;ii)} (0=oo
*&(©£)}
{L=V2 p>v2
Figure 2.10. The different eigenvalue loci of the tunnel-diode oscillator.
2.5 Advantages of the Frequency Domain Approach 31
2.5 Advantages of the Frequency Domain

Approach
The frequency domain approach to the Hopf bifurcation theory has certain
advantages as compared to its counterpart in the time domain. The most
significant ones are now summarized below, which will be further verified
and convinced as we gradually develop the theory in the rest of the book:
(a) It is particularly convenient if the user is interested in closed-loop sys

tems for applying and/or designing feedback controllers, and in analyzing

the desired or undesired bifurcation behavior of the control systems.
(b) It has a clear and useful graphical interpretation, not only for single-loop
but also for multi-loop feedback systems.
(c) It has a simple formula for the curvature coefficient, which does not use
any complex coordinates transform or sophisticated reduction of expres
sions.
(d) It is easy to manage by the user who knows only rudiments of the control
systems theory.
(e) It enables the user to extend the valid domain of limit cycles by using
more accurate approximations resulting from higher-order (higher than
the fourth order) harmonic balance approximations.
(f) It graphically assists the user in visualizing the effect of the failure of
certain hypotheses in the classical Hopf bifurcation theorem, which leads
to degenerate (i.e., singular) bifurcations.
As another side of the facts, however, there are two significant limitations
in this approach:
(a) Although this method reduces the order of the system and so it essen
tially deals with lower-order polynomials in the analysis of stabilities of
equilibrium solutions, the resulting characteristic equation is rather com
plicated: it appears to be an algebraic function, which has the frequency
variable w as a parameter of the characteristic loci.
(b) Many useful methods and significant results have been developed in the
time domain setting for analyzing dynamical behavior of nonlinear ODEs
arising from singular (especially, multiple) bifurcations as well as period-
doubling sequences, yet their corresponding frequency domain graphical
version has not been completed, and these tasks do not seem to be
straightforward.
At this point, however, it should be mentioned that some recent research
from thefrequency-domainapproach has already touched upon the nonlinear
dynamics arising from singular and multiple bifurcations as well as period-

doubling sequences, as can be seen from, for example, Genesio & Tesi [1991,
1992], and Piccardi [1994].
Throughout this book, we will present several simplifications of the
frequency-domain formulation and show some examples to illustrate the pow
erful capabilities of this approach. It is expected that in the near future, these
frequency-domain techniques and results can be much further extended, with
more applications in different areas such as robust stabilization of periodic
orbits, control of complex bifurcations, and regulation of chaotic dynamics

(see, for example, Chen & Moiola [1994], Abed [1995], and Abed & Wang
[1995]).
To further experience the advantages as well as limitations of the frequency-
domain methodology, we next discuss the stability analysis on equilibrium
solutions, using the graphical Hopf theorem as the main mathematical tool.
According to the generalized Nyquist criterion, in the study of stabilities
of equilibrium solutions, one has to count the number of counterclockwise
encirclements around the critical point (—1 + t'O) by the characteristic loci
of the system. If this number is equal to the number of poles of the charac
teristic polynomial that have a positive real part, then the system is stable.
For the nonlinear system (2.8), the characteristic polynomial P(A) is defined
after calculating the eigenvalues of G(s;/j.)J([i). If the given plant G(s;fi) is
stable, then all the poles of P(X) have a negative real part, so that the stabil
ity of the equilibrium solution reduces to counting the number of clockwise
encirclements by the characteristic loci around the point (—1 + tO). If this
number is zero, the equilibrium point is stable; otherwise it is unstable.
On the other hand, in the analysis of the stability of periodic solutions,
including equilibrium solutions, we assume that P(A) has no poles on the
right-half plane, and so the critical point (—1 + t'O) would be enclosed only
by the curve of A(«D; /x), the eigenvalue of G{iu); n)J(fi) at some value u = u.
In this case, the stability of the periodic solutions can be determined directly
by looking at the moving direction of the curve £i (w) defined in Eq. (2.12): if
£i(<U) points inward at the critical point (—1 + t"0), then the periodic solution
is unstable, while if it points outward the periodic solution is stable. These
two possibilities are shown in Fig. 2.11, where the local bifurcation diagrams
corresponding to supercritical and subcritical Hopf bifurcations are both
included for clarity. In Fig. 2.11, the half-line
£i = - l + 6 ( w ) 0 2
is called the amplitude locus.
2.5 Advantages of the frequency Domain Approach 33
3&(co;ii)} Ampl.k
^
5K{U<o£)}
W & K
Figure 2.11. Hopf bifurcation using the frequency domain method:

(a) supercritical bifurcation and (b) subcritical bifurcation.
In the above discussion, we should point out the correspondence of the
analogous form described in the time domain: the linear part of the system,
represented in this case by the characteristic locus X(iu,fi), is exactly the
same as that obtained in the time domain analysis, for both the subcritical
and the supercritical bifurcations. In other words, we cannot distinguish
which bifurcation is supercritical and which is subcritical based only on the
information provided by the linear part of the system.
To distinguish the supercritical and subcritical bifurcations, we need to
take into consideration the information provided by the nonlinear terms in
the formula £i(w) given by Eq. (2.12). In Fig. 2.11 (a), we do not find any
intersection between the two curves, i.e., the A and the straight-line whose
direction is given by fi(w) for /i < /*<>, while there is one intersection occuring
when fi> (iQ. Figure 2.11 (a) shows clearly the supercritical bifurcation, and
Fig. 2.11 (b) shows the subcritical case.
2.6 A n Application of the Graphical Hopf

Theorem
The graphical Hopf bifurcation theorem has recently found some applications
in nonlinear dynamics analysis in different areas, including aerospace systems
[Piper & Kwatny, 1992] and neural networks [Bressloff, 1994]. In this section,
we consider a nontrivial example widely discussed in the chemical engineering
literature. The model is a classical one in chemical reactor engineering [Uppal

et al., 1974, 1976]. The main purpose of the presentation is to show several
implications of the stability analysis for equilibrium solutions and limit cycles
based on the graphical Hopf bifurcation theorem [Colantonio et al., 1989].
The mathematical model of the first-order, irreversible, exothermic re
action A -* B that takes place in a Continuous-flow Stirred Tank Reactor
(CSTR) in its dimensionless form is given by
r
±i =-xi+D(l- Xl) exp [(x 2 )/(l + * a / 7 ) ] ,
(2.13)
kx2 = - x 2 + BD(1 - n ) exp [(*»)/(! + x 2 / 7 ) ] - 0(*a - *2c),
where D is the main bifurcation parameter and B,p and 7 are auxiliary
parameters. For simplicity, let us set x 2c -> 0 and 7 —► 00 [Uppal et al.,
1974], to obtain
(±1 = - xi + £>(1 - xi) exp(x 2 ),
(2.14)
\±2 = - (1 + P)x7 + BD{\ - xi) exp(x 2 ),
which can be expressed in the form given by Eq. (2.8) as
-1 0
A = B = C = h,
0 -1-/3
and g(y; D) — D ( l + y{) exp(—jfe). Using Eq. (2.6), we obtain
G{s) =
£/(s + l+p)\
The Jacobian J(D) is given by
J(£>) = [ D e x p ( - y 2 ) -D{\ + 1/1) exp(-y 2 )] = [ Ji J2] , (2.15)
where the equilibrium point y is obtained by solving the following equation:
- D ( l + yi)exp(-j/ 2 ) '
y = -G(0)g(y) =
L-lÛ(l + »i)exp(-%)J '
and the result is

(2.16.o)
(2.16.6)
The eigenvalues of G(s; D)J(D) are

Ai = 0, for all s, (2.17.a)
and
, , v »(Ji + J2B) + Ml + /?) + JiB

A2(s) = — (2 17 6)
(. + i)(. + i + /J) • - '
Here, we note that the unique relevant eigenvalue is A2(«, D) because Ai
is always zero. In the following, we obtain the characteristic shapes of the
eigenlocus A = A2, considering the variations of system parameters.
From Eq. (2.15), we have J2 = - ( 1 + m)Ji- Hence, Eq. (2.17) can be
rewritten as
[1-■§(! + &)]< + 1+£-■§(!+ft) (2.18)
A2(«) = J\
Since D,B and f3 are strictly positive, we can use this information to
simplify thejanalysis. The first consequence of that is J\ > 0 and, by denoting
o = Ji[l — B(l + yi)] and 6 = o +Ji/3, we can analyze three distinctive cases:
Cose 1: Let us suppose that a > 0. Then b > 0, and the eigenlocus Aj(iw)
has the graph shown in Fig. 2.12. As it is clearly appreciated from that plot,
this condition does not lead to any encirclement around the critical point
(—1 + iO), and so the equilibrium solutions are always stable. Notice that
since 0 > 0, the poles of Eq. (2.18) are always located in the left-half plane,
and so an application of the Nyquist stability criterion reduces to counting
the number of clockwise encirclements of A2 around the point (—1 +1'0).
n
3cC 2 ]
(0=0
9tfl.J
Figure 2.12. Case 1: the equilibrium solutions are always stable,

so that no bifurcation condition exists.
Case 2: Let a < 0 and 6 < 0. In this case, the expression of Aj becomes
<» + *) (2.19)
W*) = -(a + !)(* + 1 + 0 ) '
where c = — o and d = — 6 are both positive. Note that the poles of A2 are
Pi = —1 and P2 = —(1 +/?), respectively, while the zero is zj = —-. By using
the expressions of a and b, *j results in
* = !-_-£
c
B(l + y i ) - l
By taking into account the definitions of c and d, it can be verified that
0<^- <1 and 0<-<l.

5(l+yi)-l c
The pole-zero diagram for Case 2 is shown in Fig. 2.13 (a), while its
possible characteristic locus configuration is depicted in Figs. 2.13 (b) and
2.13 (c). Note that in this case it is possible to find adequate values of system
parameters such that static and Hopf (i.e., dynamic) bifurcation conditions
can be obtained. The eigenlocus Aîiur) of Fig. 2.13 (b) has two intersections
with the negative real axis: one for w, = 0 (the static frequency) and the
other for w# £ 0 (the Hopf frequency), and so by adjusting the values of
the bifurcation parameter it is possible that A2 passes through (—1 +1'0)
with frequency w, (the static bifurcation condition) or with frequency WH
(the Hopf bifurcation condition). On the other hand, the eigenlocus \i(iuj)
of Fig. 2.13 (c) presents only one intersection with the negative real axis,
raising solely the possibility for the static bifurcation condition after suitable
variation of the bifurcation parameter.
♦3[J]
(a)
-H—x—e- SR[s] 5Raj
Figure 2.13. Case 2: (a) pole-zero diagram;

(b) and (c) characteristic locus plot. Parameter values can
be adjusted to obtain static and Hopf bifurcation conditions.
Case 3: Finally, let us suppose o < 0 and b > 0. Then A2(tw) i 8 expressed as
follows:
A2( (2.20)
* ) - ~ ( * + l)(*+Cl + /3)
Since 6 and c are both positive, the zero of Xiis) is located on the right half-
plane as shown in Fig. 2.14 (a) (giving a non-minimum phase system). The
eigenlocus A2(tu;) has the distinctive shape depicted in Fig. 2.14 (b). Here, a
Hopf bifurcation condition can be obtained after a suitable selection of the
bifurcation parameter.
(a) <k3m
<o=0
-K- -K-
SRUJ 9tft,]
Figure 2.14. Case 3: (a) pole-zero diagram;

(b) characteristic locus plot after adjusting the bifurcation
parameter, it is possible to find a Hopf bifurcation.
Let usfixB = 22 and /? = 3 and permit the variation of D. The eigenlocus
Aj is drawn for Di = 0.085 and Dj = 0.086, and both loci are shown in the
same graph in Fig. 2.15 for simplicity. Also, in the picture we include the
direction of the vector £i(w), obtained after computing expression (2.12)
for the above parameter setting. It can be seen from the graph that the
vector points outwards, indicating the presence of stable periodic solutions
emanating from the Hopf bifurcation. We compute the periodic output y(t)
using the corresponding formulas, and then translate these results to the
original state variables, x, by simple reversing the sign. This is shown in
Fig. 2.15(b), where the two limit cycles are included in the same graph for
simplicity.
As long as D decreases, the amplitude of the oscillations increases and
the accuracy of the approximation degrades considerably. This fact is an in
evitable consequence of the validity of the local results: as D decreases the
system output goes away from the bifurcation point and the local approxima
tions are no longer valid. When this situation occurs, there are at least two
possible resolutions: (a) compute the periodic solution with a standard nu
merical integration program, or (b) apply the higher-order Hopf bifurcation
formulas to extend the domain of validity, which will be further discussed in
Chapter 5. At this point, the first resolution is straightforward and is hence
recommended.
In Fig. 2.15 (c), the limit cycle obtained for D = 0.0874 using respec
tively the frequency-domain formulas and the numerical integration method

is shown. In this figure, it is clear that the frequency domain approach gives
very good results, with much less computational effort as compared to the
standard numerical approach. Concerning with this, we should make clear
that the CPU time (on a VAX system) needed in the simulation was between
20 to 60 seconds when the numerical integrations were used, depending of
the step size and initial condition, etc., while it took only 4 to 5 seconds to
complete when the frequency-domain formulas were used.
The most interesting results are obtained for unstable periodic orbits. The
detection of such periodic phenomena with the frequency domain method is
illustrated in Fig. 2.16 (a) for B = 14, /? = 3 and D = 0.163 (the vector £i(w)
points inwards). It has been experienced that the computational effort spent
in calculating stable or unstable periodic orbits with the frequency method is
the same. Thus, this observation provides a clear advantage of the frequency
domain approach over the classical numerical integration method performed
in the time domain. In Fig. 2.16 (b), a comparison between the two results is
shown, in which we notice that the agreement between the two approaches
in the detection of the unstable periodic orbit is very clear.
Consider, finally, another set of parameters: B = 19, P = 3 and D =
0.1029. Under this condition, two intersections between the characteristic
locus A2 and the half-line L\ = - 1 + £i# 2 are detected (see Fig. 2.17).
This corresponds to a polycyclic configuration in the phase portrait, also
known as "nested limit cycles." The estimates of amplitude and frequency
are substantially better for the smaller cycle (unstable) than that for the
larger one (stable). This is in a complete agreement with the local nature of
the Hopf bifurcation theorem: the intersection located near the critical point
(—1 +*0), observed after varying appropriately the bifurcation parameter D,
is the natural candidate to shrink at the criticality (the limit cycle with zero
amplitude).
3GU •■*
0.0
-0J0
•1.40 -1.08 -0.76 -0.44 -0.12 0.2
51 [X,]
6.0
5.25
4.50
0.89 0.97
X1
6.0
53
4.60
0.904 0.9172 0.9304 0.9436 0.9568 0.97
Figure 2.15. (a) Characteristic loci and the detection of stable periodic
solutions for B = 22 and P = 3. D varies between 0.085 and 0.086.
(b) Stable limit cycles for DY = 0.085 and D2 = 0.086.
(c) Comparison of results between standard configuration method
and the frequency-domain method for D = 0.0874.
frequency-domain result, numerical integration result.
3 a 2 ] «•«
0.0
-0.08
•1.04 -1.008 -0.976 -0.944 -0.912 -0.88

X2 "
1.14
0.08
0.32 0.372 0.424 0.476 0.528 0.58
Figure 2.16. (a) Characteristic loci and the detection of an unstable

limit cycle for B = 14, fi = 3 and D = 0.163.
(b) Phase plot and comparison between numerical simulation and the
frequency domain approach for the corresponding unstable Umit cycle.
frequency-domain result, numerical integration result.
« «.03
3(X21
0.006
-0.03 ■ ■ I ■ ' ■ L
•1.04 -1.016 -0.992 -0.968 -0.944 -0.92

SRCC2]
Figure 2.17. Characteristic locus and the half-line L\\
Two intersections are detected corresponding to a polycyclic
configuration for B = 19, 0 = 3 and D = 0.1029.
The first intersection between X2 and the half-line L\ is closer to the

critical point (—1 + »0), which takes place at a frequency u>2 > 0. This
corresponds to an unstable limit cycle because the vector points inwards.
The other intersection, located far away from (—1 4- t'O), sets a frequency
(jj\ < t*i on the parametrized eigenlocus, which indicates a stable periodic
orbit surrounding the unstable one.
When the parameter D decreases from 0.1029, the aforementioned two
intersections approach each other until they coalesce at a singular value of D.
After that, they both disappear. This corresponds to a coalescence between

unstable and stable limit cycles (also known as a fold bifurcation of periodic
orbits), in which we may note that the half-line L\ is approximately tangent

to the eigenlocus A2.
In the following few chapters, we will discuss in more detail such co
alescences between stable and unstable periodic solutions. At the present
moment, we may keep in mind the above two simple application examples,
which can serve as an introduction of the frequency domain method for the
classical bifurcation analysis.
3. Continuation of Bifurcation Curves on the
Parameter Plane
In Chapter 2 we discussed how a (static or dynamic) bifurcation point can be

located via the classical or graphical Hopf theorem. After locating a bifurca
tion point, which emerges as the bifurcation parameter varies, the next step
is to carry out some necessary analysis, so as to recover the intrinsic dynam
ics of the system in a neighborhood of the point. However, a characterization
of the dynamics may be sensitively changed in a vicinity of the singularity,
if another parameter of the system also varies. The consideration of the sec
ond parameter variation usually enhances our knowledge about the system
properties and dynamical behavior. Yet some complicated phenomena may
arise in searching and understanding nonlinear dynamics, if two or more sys
tem parameters are varied simultaneously. For example, the multiplicities of
the bifurcation points that were detected by varying one system parameter
can change when another parameter is also varied. Since variation of system
parameters is related to the intrinsic sensitivity of the nonlinear system and
depends on the accuracy of the model, it is important to obtain some explicit
formulas that are capable of recovering the bifurcation points of the system
and their properties, under simultaneous variation of the Bystem parame
ters. When two system parameters are varied simultaneously, they usually
generate a bifurcation curve which can be indicated on the two-parameter
plane. This chapter is devoted to the objective of obtaining some explicit
expressions that can be used as conditions for singular (or, degenerate) bi
furcations emerging in the process of continuation of bifurcation curves on
such a two-parameter plane.
Most of the singularities discussed in the subsequent sections are well
known and have implicit or explicit formulas given in the time domain, which
were obtained by using the characteristic equation resulting from the lin
earized model of the system about an equilibrium point. The objective of
this chapter is to obtain analogous formulas in the frequency domain and, in
the meantime, to provide a graphical method for the computation of certain
singularities that are crucial in the understanding of the global dynamics
of a system. In Section 3.1, a brief historical review is first given. Then, in
43
44 3. Continuation of Bifurcation Curves on the Parameter Plane
Section 3.2, some preliminary results about static and dynamic bifurcations
are summarized, where the denning conditions of singularities will also be
derived. In Section 3.3, several examples are examined and analyzed from the
feedback system approach in the frequency domain, while Section 3.4 is de
voted to the denning conditions of the simplest degenerate Hopf bifurcations.
The chapter is finally closed by a discussion of some illustrative engineering
applications.
3.1 Introduction
One of the pioneering works showing distinctive bifurcation diagrams within

different regions on a phase plane was published in [Uppal et al., 1974], in
which several regions on the system-parameters plane were classified by the
continuation of static and dynamic bifurcation curves. These regions share
a similar local bifurcation structure, but they are distinguishable from one
region to any of its adjacent regions. These characteristics include many
significant features of the dynamics, such as the invariant number of Hopf
bifurcation points, the invariant number of the maximum multiplicity, the
number of equilibrium solutions, the local stabilities of limit cycles arising
from Hopf bifurcations, etc. This work, inspired by the graphical approach
of Andronov et al. [1966, 1973], characterizes the bifurcation curves that
produce some dramatic changes in the local (as well as global) bifurcation
diagrams on the phase plane. This seminal paper, showing also an application
of the elementary bifurcation theory to a two-dimensional chemical reactor
model, establishes a basis for analysis of degenerate Hopf bifurcations and
interactions between static and dynamic singularities. This work has made
a significant impact in many areas of applied mathematics and engineering,
particularly chemical engineering.
The procedure of this regional classification can be summarized as follows:
(1) calculate certain distinctive bifurcation curves emerging on the system-
parameters plane; and
(2) classify the regions bounded by these curves, where the method is to
assign to these regions their particular local bifurcation diagrams, using
either numerical integration or Hopf bifurcation formulas (given in the
time domain).
Since the paper of Uppal et al. [1974], many important works have em
ployed the same idea of examining ample areas in the system-parameters
space, based on an analytical machinery provided by the advanced bifur
cation theories. Notably, the underlying complexity of nonlinear dynamics
3.2 Static and Dynamic Bifurcation* 45
was analyzed by some powerful, yet very sophisticated, mathematical tech

niques such as the singularity theory [Golubitsky & Schaeffer, 1979, 1985;
Golubitsky et al., 1988]. The most important applications in this area were
described in the study of multiple equilibrium solutions (Balakotaiah & Luss
[1982a, 1982b, 1984], and Farr & Aris [1986]) and complex periodic behavior
(Planeaux & Jensen [1986], Farr & Aris [1987], Labouriau [1985,1989], and
Planeaux [1993]).
In the following few sections we show how the defining conditions for
certain static and dynamic bifurcations can be calculated via a formulation

given in the frequency domain. In particular, we discuss how the continuation
of bifurcation curves described by the classical time-domain formulation can

be analyzed by varying a second (auxiliary) parameter under the frequency-
domain framework. There are some existing programs that can produce the
continuation of bifurcation curves: the most well-known and effective one is
the AUTO program [Doedel, 1986], which will be applied to many numerical
calculations throughout this book.
3.2 Static and Dynamic Bifurcations

In this section, we study static and dynamic bifurcations formulated in the
frequency domain setting, under the framework introduced in Chapter 2.
3.2.1 Formulation of elementary bifurcation conditions

We first recall the definition of the matrix G(s; fi)J(fi) given in Eqs. (2.6)
and (2.10), Chapter 2, where \i is the main system parameter and G and J
have dimensions m x p and p x m , respectively. In this chapter, we assume
that the system contains a second parameter 7, used as an auxiliary system
parameter to the main parameter \i. For simplicity of notation, however, in
all the formulas given below we will not indicate explicitly this 7-dependence.
The new parameter, 7, can actually be extended to a vector of parameters.
As a matter of fact, to locate some of the singularities we will need the
variation of one, two, or more auxiliary parameters later, depending on,
roughly speaking, how many defining conditions the system has.
Bearing this convention in mind, let us now suppose that the eigenvalues
A = A(s, n) of the matrix G(s; /i) J((i) are given as usual by the following
algebraic equation:
det|AI-G(a;,i)J(/i)|:=/i(A,^)
=A* + at-i(s; /i)A' _1 + • • • + 0 l («; A»)A + ao(s; /x) = 0; (3.1)
where the integer t = min(m,p) (because both matrices G and J have a rank
at most t), and ajt(s; n) are rational functions in « of the form
ak(s;/!)=;£ P»-tijk*k-tl I £ a*-*.*'*-* (3-2)

*,=o ' /»=o
for some real functions j3»,,fc(/i) and a^^p) of the main bifurcation parame
ter fi (and the auxiliary parameter 7), t'i = 0,1,• • • ,?*, t 2 = 0,1, • • •,qt, and
fc = 0 , l , - - , * - l .
Using the following expressions:
9h
= 0, (3.3.a)
SA
dh
= 0, (3.3.6)
8s A
we now introduce the following concepts:

Definition 3.1. The pairs of values (Aj, Si) that satisfy simultaneously Eqs. (3.1)
and (3.3.a) are called the branch points on the frequency surface. The pairs
of values (Xi,Si) that satisfy simultaneously Eqs. (3.1) and (3.3.b) are called
the branch points on the gain surface. Branch points are also called singular
points.
We remark that a branch point on the frequency surface corresponds to
multiple roots of A, while a branch point on the gain surface corresponds to
multiple roots of s [Postlethwaite, 1979].
Next, we assume, for simplicity of presentation, that at(a; /j) has no poles
on the imaginary axis. In the bifurcation analysis formulated in the frequency
domain, we need to set A = —1 (see Lemma 2.1 of Chapter 2). We will only
consider the simpler case where A = —1 is a single root of the algebraic
polynomial equation (3.1), in order to avoid studying multiple crossings by
different characteristic loci at the critical point (—1+tO). Although these mul
tiple crossings correspond to multiple eigenvalues passing across the imag
inary axis in the time-domain formulation, there is a relation between the
frequency variable and gain surfaces that can be explored to discover the
equivalent bifurcation condition for different realizations in the frequency
domain. This, however, will not be further discussed.
It is clear that after imposing the condition A = — 1, there exists a con
straint between s = iuj and /x in the characteristic equation (3.1). We will
maintain this constraint throughout the chapter, so as to assure the condition
A = —1. Consequently, the bifurcation point condition on (A, s) described in
Definition 3.1 transfers to a condition on (s,fi).
Since we are only interested in the singularities located on the imaginary

axis of the Nyquist contour, we use s = iw with the bifurcation condition
A = —1 in Eq. (3.1), to obtain
t-i
h(-l,iu>;y) = ( - 1 ) ' + £ ( - 1 ) * ak(iw;/x) = 0. (3.4)
fc=0
By separating this equation into real (R) and imaginary (S) parts, we obtain
t-i
Fl(w,n)=X{h(-l,iu>;ii)} = ( - l ) ' + £ ( - l ) f c H { a t ( « ^ ) } =0,(3.5.a)

fc=0
and
«-i
F2{w,n) = ^{h(-l,icj;fi)} = £ ( - 1 ) * 3{ak(iw;n)} = 0, (3.5.6)
fc=0
respectively.
We remark that, from now on, a bifurcation condition will be imposed on
the pair of values (u, fi), and note also that any value of (u>o, no) can generally
be bifurcation points if certain conditions are satisfied. Since we maintain
all the smoothness assumptions for the nonlinear function g(-) defined in
Eq. (2.4), we only need to verify certain nondegeneracy conditions for these
points. Under such degenerate conditions, these points become bifurcation
points.
Now, we are ready to state the following results about singularities.
Proposition 3.1. A necessary condition for (wo. Mo) to be a singular point is
Fi(u>0,fio) = F2(uj0,fio) = 0. (3.6)
Proof. This follows immediately from a direct application of the generalized

Nyquist stability criterion, because the closed-loop characteristic polynomial
of the feedback system shown in Fig. 2.5 has at least one pole located on the
imaginary axis. 0
We will show a few more necessary conditions in the following. At this
point, we would like to mention that sufficient conditions, particularly suf
ficient conditions for distinguishing the different types of bifurcations, are
available in the literature [Hale & Kogak, 1991]. To this end, we have seen
that there must be some conditions for a degenerate bifurcation (i.e., singu
larity) to occur. We call such conditions the bifurcation conditions.
Definition 3.2. If u>o = 0, then the corresponding bifurcation condition is said

to be static, if OJQ ■/£ 0 then it is said to be dynamic (or a Hopf bifurcation).
We note that the static bifurcation condition corresponds to a single zero
eigenvalue and the dynamic bifurcation condition, to a single pair of pure
imaginary eigenvalues, when the whole setting is formulated in the time
domain.
Proposition 3.2. To have a static bifurcation condition, it is necessary that
Fl(0,iiO) = 0. (3.7)
Proof. We first rewrite the numerator polynomial of the expression ak(iu>; (M),
given in (3.2), in the following form: If pk is even,
Zk(iu;n) + iL>Uk(iu; n)
Pk/2 (p»-2)/2
:= £ (-imiJkfrW + ** £ (-l)j(hj+Uk({*)"2J ,
and if pt is odd,
Zk(iu>; n) + iwUk(icj; n)
(p*-i)/2 (P*-I)/2
:= £ (-lWW/V'+ta, £ (-l)*A>+i.*(/V.
j=0 i=0
In the same way, we can express the denominator polynomial as
Dk{iw;n) = Xk(iur,ii)+iuYk{iu;ii)
by changing /? and pk to be a and qk, respectively, in the above formulas. It

then follows that the imaginary part of ak(iw; /x) is
<*/„ /;,,. „U - , Uk^MWw; /j) - Yk(iw;n)Zk(iw\ JJ.)

3{afc(tu/; (i)) = w —— -=— , (3.8)
Dk{iw]n)Dk{iu;n)
where, as usual, ~ is the complex conjugate notation. Hence, Eq. (3.5.b) is
identically equal to zero when u = 0. Therefore, in order to have F2 = 0, as
required by Proposition 3.1, it is necessary that w = 0. Consequently, we can
only have a static bifurcation condition. For this condition, it is necessary to
satisfy i<i(0,/*o) = 0, again, according to Proposition 3.1. 0
We remark that this result can also be obtained by letting s = 0, i.e.,
t'w = 0, in Eq. (3.2) and A = - 1 in Eq. (3.1). The result is
M-i,o;/0 = (-i)' + B " 1 ) * ; ^ = °' <3-9)

which is the same as Eq. (3.5.a) with ui = 0, i.e., Fi(0,f*o) = 0.
Proposition 3.3. A necessary condition for having the singularity caused by
double zero eigenvalues in the time domain is equivalent to the following two
simultaneous conditions in the frequency domain setting:
Fi(0,fio) = 0 and - ^ ( 0 , / i o ) = 0.
We note that the double-zero condition here can be either two single zeros
or a zero of multiplicity two, as is known in the time domain formulation.
Proof. Having double zero eigenvalues corresponds to a degenerate static
bifurcation. Hence, it should satisfy the general static bifurcation condition
given in Proposition 3.2: i*i(0, HQ) = 0. As to the second condition, the proof
is simple if one takes into account both the generalized Nyquist stability
criterion and Definition 3.1, because s sweeps the classical Nyquist contour,
i.e., s = icj. Therefore, studying both ^ ( - = 0 and ^- = 0 is identical to
analyzing only f j | A _ _ ! = 0. The reason is that by assumption A = —1 is a
single root, it is well known that the multiplicity in 5 involves the vanishing
of both h(—l,s;/*o) and ^ | A _ _ 1 - Consequently, as can be easily verified
by the reader, we have ^j9-| w _ 0 = 0, so that only fj£f | _« = 0 has to be
satisfied, yielding the second condition of the proposition. []
It is now easy to observe that Eqs. (3.4) provide the necessary information
for obtaining the static and dynamic bifurcation conditions in the frequency
domain formulation: for static bifurcation conditions, only Fi(0,/io) = 0 has
to be considered, while for the dynamic ones, both FI(WQ,(MQ) = F2(wo,/io) =
0 need to be satisfied, with UQ £ 0.
In some applications, the parameter p is one of the steady-state variables.
In this case, several sets of singularities can be obtained using the successive
derivatives of Fi(0,/i) with respect to this (nominal) bifurcation parameter.
The calculation of these sets of singularities will help our understanding in
the classification of local bifurcation diagrams by solving for the multiplicity
of the equilibrium solutions. In this regard, we note that all the information
about a static bifurcation condition is contained in i*i(0, /*) = 0, as suggested
by the equivalent condition shown in Eq. (3.9). This equation will be a basis
for the analysis of the multiplicity of equilibrium solutions.
To be more precise, let us define a function
Si (A*. 9i. •••.%>,) = -Fi(0,/i) = 0,

in which qi, • ••, qPl are system parameters but the primitive dependence of
the formula on the variable w has vanished because w = 0 in static bifurca
tions. Here, we recall that the auxiliary parameter 7 introduced right after
Eq. (3.2) can actually be considered as a vector of p\ parameters. Using
H as a variable, we can predict the maximum number of steady-state solu
tions arising in the vicinity of a point in the space of parameters q\, • • •, qPl.
This can be done by finding, in a permissible region of the parameter space,
the singular point(s) of higher co-dimensions: they are characterized by the
greatest integer for which the following expressions have a solution in terms
of (/xo,<??,<&•••,<&):
Si(-) = 0,
. (3.10)
^-(•)=0, for l<fc<p,
and
dfik+i W F«-
In our formulation, the value of fiQ satisfying the equation
9i{Ho,q°,---iq°Pl)=0
corresponds to the static bifurcation condition, known as a fold in the catas
trophe theory terminology. The next singularity, in terms of order, will be a
cusp, which has the following defining conditions:
f 5i(-) = 0,
(3.11)
{*•>-■
as well as the nondegeneracy condition
0(-)£O. (3.12)
3.2.2 Applications of the frequency domain formulas

To describe how the frequency domain formulas introduced in the last sub
section can be applied, we first present a few simple but typical examples
that have static bifurcations. In these numerical examples, we will show how
the stability on each branch of the steady-state solution can be determined
by using the frequency domain formulas. Then, we will study two examples
of chemical reactors, one of them is the CSTR model discussed in Chapter
2, also by employing the formulas obtained in the last subsection.

3.2.2.1 The saddle-node bifurcation

Consider the following product-system (Hale & Kocak [1991]):
{ xi = - x i ,
i 2 = fi + x\,
which can be easily reformulated into the form of Eq. (2.8) by defining
-1/2 0' "1 0'
A= j
B =C=
*•* w
0 -1 0 1
and
\_ !/i/2 1
l
) ~ .-J/2 + A» + y | '
Its linear part is given by
0
G(s) =
The equilibrium points are obtained, by solving Eq. (2.10), as follows:
Vi = -Vi => Vi = 0,
The Jacobian matrix J calculated at the equilibrium point y is

1/2 0
J=
0 - 1 + 2y2
Thus, the eigenvalues of the open-loop matrix GJ are given by
-I—|-(.-^)(»-=i±S).
Note that the first eigenlocus

1/2
Ai(.) =
s + l/2
never pass through the critical point (—1+tO), while the second characteristic
locus
-1+2& -l±2y/=ji
Aa(«) =
s+1 3+ 1
may do so for certain values of the parameter (i. A necessary static bifurcation
condition arises when 8 = 0 and A2 = — 1, giving fi = 0. The stability of the

equilibrium solution path is determined by a direct application of the Nyquist
stability criterion as follows:
(i) For yj > 0 (£2 < 0), (yi,2/2)1 is stable, because A2(0) > —1, i.e., A2
does not encircle (—1 +1'0) following the Nyquist contour.
(ii) For j/2 < 0 (x 2 > 0), (2/1,3/2)2 is unstable, because A2(0) < —1, i.e.,
A2 encircles (—1 + j'0) one time clockwise, following the Nyquist contour.
This bifurcation diagram is shown in Fig. 3.1, in which, as we have pointed
out, the upper branch of equilibrium solutions in dashed-lines is unstable,
while the lower one in solid-lines is stable.
Figure 3.1. Saddle-node bifurcation diagram.
3.2.2.2 The transcritical bifurcation

Consider the following product-system
{ ii = -xi,
x 2 = A*x2 + Xj .
Following a similar procedure, we arrive at

1
0 yi/2
<?(*) = i+T72 and g(y;/i) =
0 &
The equilibrium solutions are given by
-(ti + i)y2 + i% = -y2 (j/2-^)y2 = o.

The two characteristic gain-loci are obtained as before, i.e.,

1/2
Ai(*) =
s +1/2 '
-(/i4-l)+2y 2
X2(s) =
a +1
The relevant eigenvalue for the bifurcation analysis is A2(s), because when
s = 0 and /x = 0 ($2 = 0)> the eigenvalue A2 = — 1. To analyze the stability
of the equilibrium solutions, we need to consider two cases:
(i) The equilibrium solution P/ = (yi,jfa)i = (0,0) gives
which leads to the following conclusions:

(i.a) for fi > 0, Pi is unstable because A2,p/(0) < —1; and
(i.b) for /i < 0, Pi is stable because A2,/>/(0) > —1.
(ii) The equilibrium solution Pn = (^1,1/2)2 = (0,A0 gives
A2 P
- "-7TT'
which yields the following conclusions:
(ii.a) for n < 0, P / / is unstable (j/2 < 0,X2 > 0), because A2,p„(0) < —1;
and
(ii.b) for fi > 0, Pn is stable (pi > 0,12 < 0), because A2,p/,(0) > —1.
The bifurcation diagram corresponding to a transcritical bifurcation, with
the stability analysis on each branch of the equilibrium solution, is shown in
Fig. 3.2.
Figure 3.2. Transcritical bifurcation diagram.
3.2.2.3 The hysteresis bifurcation

Consider the dynamical system
\*2 =n + x2-x\.
Its linear plant G(s) and nonlinear part g(y; n) are
3*7* ° Vi/2
G(s) = and g(y; /x) =
0 ^ .M-2y2 + i/i
The equilibrium point y are obtained by computing (2.10) as follows
yi = - y i yi=o
/* - 2y 2 + 2/2 = -fa i*-y2 + yt = 0-
Thus, according to different values of \i we have one or three steady-state
solutions. The expressions of the eigenvalues are
1/2
Ai(») =
s +1/2 '
- 2 + 3$
M(s) =
s+1
Again, the second eigenvalue passes through the critical point (—1 + »0) at
a = t'w = 0, when
- l = - 2 + 3S8 =► » £ # = ±l/>/3,
where the subscript ubtf is used to emphasize that y? is also a bifurcation
point. It follows that we have two static bifurcation (condition) points: they
correspond to the limit points (or folds) of the equilibrium branch satisfying
A» - Sa + vt = 0»
as shown in Fig. 3.3, when /x«/ = ±2/(3\/3)- These fold points are saddle-
node bifurcations.
We next analyze the stability of the equilibrium solutions by adding a
small perturbation 8 to the value of the static bifurcation points, i.e., by

setting
~<1,2) ~0,2) . r . 1 . r
Then the eigenvalue A2(s) can be expressed, near these bifurcation points,
as follows:
. - 1 ± QS/^+ZS2 -l±65/y/3
2
'»a S+ 1 S+ 1
for small 8 mO. First, consider j ^ = 8 + l/\/3 = — £2 , for which we have

two cases:
(a) For 8 > 0, y\ > ?4 « / (^2 < ^2,«/) > *ê corresponding eigenvalue
-1 + 68/V3
A rto =
2'Vi" 5+ 1
does not encircle ( - 1 +»0), i.e., A2~o)(0) > —1. Therefore, we have stable
equilibrium solutions.
(b) For 8 < 0, y\ < y ^ / (^2 > ^ w / ) ' **• follows from the expression
given above for A2 ~%iy that the equilibrium solutions are unstable.
Finally, let us consider the following perturbation:
#> = -l/i/§ + * = - ^ .
We need to discuss two cases:
(c) For 8 > 0, j/2 > l4,H/ (^2 < *2\w/)> t n e corresponding eigenlocus
. -l-M/^/3
X
*Z2) = »+l
encircles the point (—1 + »0), indicating that the equilibrium solutions are
unstable.
(d) For S < 0, yJj2) < 2^%/) (^ 2 ) > *2%/) > l t follows from the expression
just obtained for A, ~ta> that the equilibrium solutions are stable.
In Fig. 3.3, each portion of the equilibrium curve, corresponding to cases
(a), (b), (c), or (d), is shown to visualize the above analysis.
Figure 3.3. Hysteresis bifurcation diagram.
3.2.2.4 The pitchfork bifurcation

Consider the product-system given by
{ Xi = - X i ,
± 2 = A»X2 - X^ ,
which can be transformed into the feedback system configuration suggested

in Chapter 2, with
l
0 J/i/2
G(s) = i+T72 and g(y;/i) =
1
0 -(M + 1)2/2 + vl.
The steady-state solutions are obtained, after computing Eq. (2.10), as fol
lows:
Si=0
- ( / * + 1)2/2 + 2/2 = -2/2 2/2(2/2-/*) = 0.
There are three sets of equilibrium solutions: Pi : (j7i,2/2)1 = (0,0), PJI :
(2/1,52)2 = (0, ^//*), and Pin : (j/i.foh = (O.-yT*)- The characteristic gain
loci are
1/2
M«) = * + l/2'
A L
^> = JTT -
To analyze the stability of the equilibrium solution branches arising from the
static bifurcation condition (Aj = —1 and s = 0, for y. = 0), we consider two
cases:
(a) The equilibrium P/ : (0,0): This gives
-(M+l)
*2,P,(S) =
5+ 1
The equilibrium solution branch is unstable for /J > 0 and stable for /x <
0, because \2,p, does and does not encircle the critical point (—1 + tO),
respectively, when s sweeps on the classical Nyquist contour.
(b) The Pa and Pm equilibria satisfy (i = y^: This ^2,P,,,PIH yields
x -({i + 1) + 3/i 2/1-1

2,p„,Pln(s) =
s+1 s+1
From the above equation, it follows that equiUbria PJI and P\u exist and
are stable when /* > 0.
The above stability analysis is shown in Fig. 3.4.
Figure 3.4. Pitchfork bifurcation diagram.

3.2.2.5 Static bifurcations in chemical reactor models

In this subsection, we discuss two chemical reactors examples using the
frequency-domain formulas.
Example 3.1.
Let us return to the example of a CSTR model discussed in Chapter 2.
For convenience, we first rewrite the characteristic functions of the model,
Eq. (2.17), in the following form:

Ai=0, Va,
, Ji BJ2 (3-13)
2
a+ 1 S+1+/T
The condition for the static bifurcation is A2 = —1 and s = 0 (i.e., iw = 0),
and so Eq. (3.13) can be rewritten as
BJo
- - '-TTI= 0 '
1 J
Using Eqs. (2.15) and (2.16), after some simple algebraic manipulations, we
obtain
(314)
-'+iV&--
which leads to
(3.15)
B
The values of jfr that satisfy Eq. (3.15) must be real and be restricted to the
interval (—1,0), so that
(3.16)
The above expression gives double roots at — | when the discriminant van
ishes, i.e., when
5 = 4(1+/?), (3.17)
as pointed out in [Uppal et al., 1974]. The values of the parameters B and
/?, which satisfy Eq. (3.17), lead to a cusp singularity, that is, in this case,
the meeting point of two static bifurcation curves.
We may obtain similar results by separating Eq. (3.13) in its real and
imaginary parts, after setting
(3.18.o)
(3.18.6)
By calculating | S - | w = 0 = 0 and considering the static bifurcation condition

given in Eq. (3.14), we obtain the condition for a cusp point as follows:
1 B By! B
(l + yi) 2 1+/? (l + yi)(l+/J) 1+/3'
which yields
»i = ^ . (3-19)
under the condition /? > 0.

The multiplicity of a = 0 in Eq. (3.13) is identified with double zero eigen
values in the corresponding time-domain formulation. Hence, by calculating
6s ra+(i+vo(»+i) (*+i%)}Lo~0,
it follows that
+
l + yi (l + /?)8 '
and it is easy to see that yi = 0 is not a bifurcation point, so that
-rw,+wiw~0- (3M)
Using the static bifurcation condition Eq. (3.14) in Eq. (3.20), we obtain
1
Vi = - 1 + 0 '
which is the double-zero eigenvalue condition in the time-domain formula

tion.
Example 3.2.
We now consider the dimensionless differential equation model for a per
fectly mixed reactor with a cooling coil, in which two consecutive, irreversible,
exothermic, and first-order reactions A -* B -¥ C occur, as investigated by
Halbe & Poore [1981]:
xi = - x i + D ( l - x i ) exp (x 3 ) (3.21.a)
x 2 = - x2 + D{\ - xi) exp (x3) - DSx2 exp (x3) (3.21.6)
±3 = - (1 + P)x3 + DB(1 - xi) exp (x 3 ) + DBSax2 exp ( i 3 ) , (3.21.c)

where D is the main bifurcation parameter and B, S, a and P are the aux
iliary system parameters. A simple choice of the matrices A, B, C and the
vector g(-) is the following:
-1 0 0 1 0
A = 0 -1 0 , B = 1 -1 c = / 3l
0 0 -1-p B Ba
and
■D(l+yi)exp(-y3)
g(y) = -DSy2 exp (-j/ 3 )
Thus, the transfer function G(s) is given by

0
<?(*) = l/(s + l) - l / ( s + l)
B/(s+l+p) Ba/(s + l+p)
The equilibrium solutions are obtained by solving the following equation:
y = -G(0)g(y), (3.22)
which, after some simple algebraic manipulations, yields
Pi
D =-—-z-exp (y3), (3.23.a)
1 + J/i
~ ^ yi(l-t-vi)
V2 = (3.23.6)
i + (i - s)m '
Byy. BaSyj
yz = (l+P) (3.23.c)
(1 +/?)[! + (1-S)t?j] •
The so-called 5-curves of equilibrium solutions, in the chemical engineering
terminology, can be plotted by assigning to j/i some values from the interval
3.2 Static and Dynamic Bifurcation! 61
(—1,0) in Eq. (3.23). Using Eq. (3.23.a), we obtain the corresponding values
of the bifurcation parameter D for each specific value of j/i.
The Jacobian J(D) can be easily computed, which has the following form:
Jll 0 Jn Jn 0 -(i+yi)Ju
J(D) = (3.24)
0 J22 J73 0 SJn SfoJu
where Jn = D exp (-§3) = - y i / ( l + yi)-
The characteristic functions of the 3 x 3 matrix G(s)J(D) are given by
A3 = 0 and the roots of

A2 + ai (s; yi) A + ao (a; yi) = 0, (3.25)

where
J22-J11 B(Ji3 + aJ23)
ai(*;yi) =
a+1 s + l+P
, ^ N _ B[qJ 2 3 J n - J23 Ji3(l + <*)] J11J22
'o^1'" (* + l)(a + l+/3) (7TIF'
Note that, as in the previous example, we have introduced an artificial
bifurcation parameter yi, which is the first component of the steady-state
solution, because it is immediate to obtain D by using Eq. (3.23.a).
Now, letting A = —1 and s = iu in Eq. (3.25), applying Eqs. (3.23) and
(3.24), and then separating its result in real and imaginary parts, we obtain
b(l+P)
Fi(w,m)=l +
Pi P2
| c(l+/?-^) | d(l-u^)=Q^
(3.26.a)
P3 Pi
c2
visits-™ *» ( +/?v 2dw
= 0, (3.26.6)
^2(^,yi) = - — — — P*
Pl P2 P3
where
Vi(S+l)
a(yi) =
(i + yi) '
Byi[l + (1 S - Sa)yi]
KVi) =
(1+Vi-Sui)
MSt \ = -BSftll+a + il-S-Safa]
{Vl
' (l+Vi-SytXl+n)
62 3. Continuation of Bifurcation Curve* on the Parameter Plane
Pl = 1 + W2 ,
p2 = ( l + / 3 ) 2 + W 2 ,
P3 = [ l + / ? - a , 2 ] 2 + [(2+0)u;] 2 ,
p 4 = (1 - w 2 ) 2 + 4w2 .
The static bifurcation condition is then obtained in the following form:
*i(0,»i) = l - o + y - ^ + ^ + d = 0. (3.27)
For double roots at w = 0, we need to satisfy Eq. (3.27) and the following
condition:
dF2
dw ^'-OTff-W-'" 0 ' <3 28)
-
3.3 Bifurcation Analysis in the Frequency

Domain
In this section, we discuss other types of bifurcation conditions formulated
in the frequency domain. Although our attention will be focused on some
singularities related to multiple crossings of eigenvalues in the time-domain
setting, the results that we derive below should also help in understanding
degenerate Hopf bifurcations. After presenting the main results in this sec
tion, two examples will be given to show some applications of the resulting
formulas.
3.3.1 Formulation of multiple crossings and

determination of degeneracies
We first derive some formulas for multiple crossings.
Proposition 3.4. Some necessary conditions for having triple zero eigenvalues
in the time domain can be described by the following formulas given in the
frequency domain:
F1(0,/xo) = 0, (3.29.a)
^ ( 0 , ^ ) = 0, (3.29.6)
(0,Mo) = 0. (3.29.c)
dw2
Proof. Using Proposition 3.3, the conditions Fi(0,/*o) = 0 and f£f(0,/io) =
0 follow immediately. In the same manner as that shown in the proof of

Proposition 3.3, we can verify that the following conditions must be satisfied:
a2^ (0,/*o) =
0, and
&F2
(0,/xo)=0,
dw2 v , r u / ' dw2
where we have used the fact that
dh
M - i . *;/*>) = ds = 0,
A=-l ds2 \=-l
taking into account the multiplicity in a up to the second order. Then, by
using the same argument, we calculate &*§t{ak(iw; fi)}/dw2 and check if it is
identically zero for w = 0. After applying Eq. (3.8), the result is obtained as
&X[ak(iu>; n)] Uk(iw)Xk(iw) - Yk(iu>)Zk{iw)
+ wAk(iw),
dw Dk(iw)Dk(iw)
where
A ,. v U'k(iu)Xk(iu) + Uk(iu)X'k(iu) - Yj{iu)Zk(uj) - Yk(iw)Z'k(iw)
' Dk(iw)Dk(iw)
[Uk(iu)Xk(iu)-Yk(iv)£k(iu)] [Dk(iw)Dk(iw)}'
[Dk(iw)Dk(iw)]2
in which we have used the short-hand notation
du
rr'r \ * and Xi(tw) = -j± ,
etc. Note that Ak(0) = 0, because

dXk(iu) _ flnM _ dUk(iw) _ dzk{iw)
= Q,
dw «=0 dw u>=0 dw w=0
dw u>=0
and
d[Dk(iw)Dk(iw))
= 0.
dw u>=0
It then follows that

g'Slatfa;/.)] _= 2Ak(iu>) + uA'k(i(v). (3.30)
du>*
Evaluating Eq. (3.30) at w = 0, it is immediate to obtain
^K(0;/x)]_
and this means that

fc=0
as claimed.
We remark that Propositions 3.3 and 3.4 can also be established by using
the facts
dh
= 0
8s A=-l
when a = 0, and
dh. &h
= 0
ds A=-l
da2 A=-l
when s = 0, respectively, and that A = —1 is a single root of Eq. (3.1).

To pursue further, we need the following concept:
Definition 3.3. The following expression is called the determinant of degen
eracies:
M(w, fi) = det (3.31)

dF2/dfi dF2/d<j
We generally refer the situation as to a static degenerate bifurcation when
both Fi(0,(io) = 0 and Af(0,/xo) = 0. On the other hand, some kind of
degenerate Hopf bifurcation occurs when
Fi(w0,Ho) = 0,
F2(uo,Ho) = 0 ,
M{w0,no) = 0 ,
where WQ ^ 0, and ^-(wc/Jo) and ^(<*>o,/*o) a r e no

* simultaneously zero.
This determinant was first introduced in [Moiola et a/., 1990b] for the
continuation of static and dynamic bifurcation curves in the plane of two
parameters. Afterwards, it was analyzed in detail in [Moiola et al., 1990a,
1990c] in the study of some defining conditions for several degenerate Hopf
bifurcations.
Proposition 3.5. A static bifurcation degenerates when
| > M 0 ) = 0,
or
£<*">-o.
Proof. By Proposition 3.3, we know that the static bifurcation satisfies
^g-(0,/*o) = 0. It follows from Eq. (3.8) that ^-\u=0 = 0 as well. Thus,
Definition 3.3 shows that a static bifurcation degenerates when
M(0,„) = ^ ( 0 , ^ ) ^ ( 0 , ^ , ) - ^ ( 0 , ^ ) ^ ( 0 , ^ ) = 0 .
Because
Eq. (3.31) reduces to

dF-i dF?
M(0,/i)=
a7 ' "^f ( 0 ' / i o ) = 0-
(0 /lo)
°
Note that, as we have seen before, the singularities that are related to
the vanishing of -gjf-(0,/io) when \x is a steady-state variable can be cusp
points (if some other nondegeneracy conditions are also satisfied). Hence,
the simplest degenerate static bifurcation conditions are either cusp points
(T§"(0>/*O) = 0), double zero eigenvalues (^j£f (0,/io) = 0), or a combination
of these two singularities.
Proposition 3.6. Suppose that certain singularities satisfy the following con
ditions:
*i(wo, /*o) = fth.W)) = M(LJ0,(JO) = 0,

with wo £ 0, where ±WQ are not double roots of both FI(W0,HQ) and
F 2 (w 0 ,/io)- Then the time domain transversality condition will not be satis
fied.
Proof. A detailed proof will be given in the next section. Basically, it con
sists of steps for reducing the bifurcation Eqs. (3.5.a) and (3.5.b) to a single
formula and finding a condition for a maximum or a minimum, when the
characteristic locus crosses the critical point (—1 + t°0) at some u>o ^ 0. []
Proposition 3.7. The defining conditions for two pairs of purely imaginary
eigenvalues occurring in the time-domain setting can be described by the
following formulas given in the frequency domain:
Fi(w(htH>)=0, (3.32.o)
F2(vo,m>)= 0, (3.32.6)
|^(a>o,Mo) = 0, (3.32.C)
dF->
^(W0)Mo)=0, (3.32.d)
where U>Q ^ 0.
Proof. The first two equations correspond to the defining conditions in the
frequency domain for the Hopf bifurcation. It is easy to show that the re
maining equations correspond to the conditions of the multiplicity in s = iw
(see Definition 3.1), where s sweeps on the classical Nyquist contour. By
assumption, A = —1 is a single root of the characteristic polynomial given
by Eq. (3.1), which implies that a unique characteristic locus passes through
the criticality. {]
Note that Proposition 3.7 corresponds to the general case of multiplicities
for wo = 0 (double zero eigenvalues in the time domain) or for u>u ^ 0
(two pairs of purely imaginary eigenvalues in the time domain). Clearly,
Proposition 3.3 is a particular case of Proposition 3.7.
Note, however, that other bifurcation conditions exist when the charac
teristic locus passing through the criticality bends itself and crosses once
again the point (—1 + t'O) at another value of the frequency. This situation
can be formulated by the following equations:
*i(«b,Po) = 0, (3.33.o)
F2{oJo,lM>)=0, (3.33.6)
Fi(wi,Ho) = 0, (3.33.c)
F2(wi,/io)=0, (3.33.d)
where wo ^ wi. Note that this situation corresponds to two pairs of purely
imaginary eigenvalues in the time domain setting, one at ±iui0 and the other
at ±twi, if neither uo nor u\ is equal to zero.
A particular case arises when one of the frequencies is zero, which cor
responds to a single pair of purely imaginary eigenvalues at, for example,
±MJQ ^ 0 but ui = 0. By using the result of Proposition 3.2, we can describe
this situation in the following form:
F1(Ljo,fiO)=0, (3.34.a)
Fa(uo,iio) = 0, (3.34.6)
i J, i(0,w) = 0. (3.34.c)
3.3.2 Applications of the frequency domain formulas

to multiple bifurcations
In this subsection we present two system engineering examples to show the
detection of multiple bifurcation points using the formulas obtained in the
last subsection in the frequency domain setting.
Example 3.3
We consider the mathematical model of the Continuous-flow Stirred Tank
Reactor (CSTR) that has a single, irreversible, exothermic, first order reac
tion A —► B with extraneous thermal capacitance [Planeaux & Jensen, 1986]:
±i =-xi + D(l-x1) exp (x 2 ), (3.35.o)
± 2 = - (1 + 0 + pp)x2 + ppx3 + DB{1 - xi) exp ( i 2 ) , (3.35.6)
x3=pp(x2-x3)/e, (3.35.c)
where, again, D is the main bifurcation parameter and B,@,p and e are
system parameters. We can easily write the above system in the feedback
configuration discussed above, with
- 1 0 0
A = o -i-p-pp pp B = C = I3,
0 pp/e -pp/e
and
g(y) = - D ( i + y i ) e x P (-ya).
Consequently, G(«) is given by
l/(* + l)
G(s) = (s + Pp/e)B/D1 (3.36)
Bpp/ieD,)
where
£>! = s2 + ( 1 + /? + /3p + pp/e)s + (1 + p)Pp/e.
The equilibrium points are obtained by solving
y = -G(0)g(y). (3.37)
Equation (3.37) can then be rewritten as
(3.38.a)
»=B»i/(l+/J), (3.38.6)
j/3 = y 2 . (3.38.c)
Thus, the Jacobian J is given by
^ = [ - j / i / ( i + yi) yi «]•
The eigenvalues of the 3 x 3 transfer matrix G(s)J(yi) are obtained as
Ax = A2 = 0 V«, (3.39.a)
and
A3(8) (3.39.6)
" (i + R)(. + i ) + A • (3 396)
-
Note that we are studying a </iree-dimensional system, a state-space for
mulation, in the time domain, but end up with a unique relevant eigen
value using the frequency domain technique: the only interesting eigenvalue
is A3. For the bifurcation condition, we substitute A3 = — 1 and s = iu in
Eq. (3.39.b), and then rewrite it as
-1 - ~ft + Bvijiv+PPM /3 4(»

(1 + fc)(l + iw) + Dx(iw) K
■ '
Here, we consider j/i as a bifurcation parameter because the real param
eter D is given in terms of yi by Eq. (3.38.a). Splitting Eq. (3.40) into real
and imaginary parts, we can write
o i ~ \ 1 &
(l + wiKl+w2)
(3.41.a)
Di(iw)Di(iLJ)
and
,(3.41.6)
(l+yi)(l+w2) D!(tw)I>i(ta;)
where
fliWfliN = [(1 + P)Pp/e - w2]2 + CJ2(1 + p + pP + pp/ef.

Its static bifurcation points are the same as a CSTR model with reaction
A-± B (see Eq. (3.14)), which can be obtained by setting A3 = —1 and * = 0
in Eq. (3.39.b), or equivalently, by letting w = 0 in Eq. (3.41.a).

Before deriving some singular points, let us first consider Eq. (3.39.b) in
the following way:
l
MA,*) = A + ( 1 + vj{s + 1} - ( a 2 + bs + c) = 0,
where a = Pp/e, b=l+P + Pp + pp/e, and c = (1 + P)a.

To evaluate the multiplicity at * = 0, we need the following:
dh, ^ % ^ - c
) , (3.42)
= + = 0
ds
Using the static bifurcation condition stated in Eq. (3.14), the result is
*-=££>. <3-«>
which is the condition for having doble zero eigenvalues.
Because we have only one eigenvalue in the frequency domain, the con
dition for having triple zero eigenvalues in the time domain is obtained by
finding the values of the parameters that verify simultaneously Eqs. (3.14),
(3.43) and
^ + B [ ( l ^ ) a - W + 1A)]=0
(3.44)
ds1 .=O,A=-I 1+Vi a»(l + /J)»
By substituting Eqs. (3.14) and (3.43), and the values of a, b and c, in

Eq. (3.44), we arrive at
p2p(e + 1) -p[pe + e 2 (l + p)] -e2 = 0, (3.45)
which leads to
P
I 2p(e + l)
because /?° must be greater than zero.
Next, we depict the characteristic gain locus using the formulas obtained
in this section to gain an understanding of bow this unique relevant eigenvalue
modifies the shape of the locus and so can encompass different bifurcation
conditions.
In Fig. 3.5, for example, we show the Nyquist plot when the system has
two zero eigenvalues in the time domain, or equivalently, when the statement
of Proposition 3.3 is satisfied by using the frequency domain analysis.
3[X] °-62
0.476
0.332
0.188
0.0U
-0.1
-1.2 -0.96 -0.72 -0.48 -0.24 0
Figure 3.5. Double zero eigenvalues in the time domain approach

or double roots in u> = 0 in the frequency domain setting.
B = 12.4007936,/? = 1.5, e = 0.8, p = 1, and xi = 0.72.
Note that in the time domain, the pictorial view appears to be more
illustrative than that shown in the frequency domain, in the latter case we
may not be able to conclude anything, about what type of bifurcations the
system has, by only looking at the shape of this characteristic locus. However,
after small perturbations about the critical value of the main bifurcation
parameter and one auxiliary parameter in this singular condition case in
the frequency domain setting, we can find two substantially different shapes
of the unique characteristic locus, as those shown schematically in Fig. 3.6.
Hence, the shape of the eigenlocus shown in Fig. 3.5 is the limiting case,
under the multiplicity condition, of double roots at u = 0, within the cases
depicted in Fig. 3.6.
Note that the diagram Fig. 3.6 (a) has two intersections with the negative
real axis, and so the static (wo = 0) as well as the dynamic (wo ^ 0) bifurca
tions can take place. Suppose that both intersections move closer each other
after varying two bifurcation parameters. When both points coalesce at the
critical point (—1 + i0), we have the singular condition depicted in Fig. 3.5.
Continuing appropriately the variation of the bifurcation parameters from

this critical situation, we can obtain the diagram shown in Fig. 3.6 (b), when
only the static bifurcation condition is encountered and satisfied.
fSfc]
511X1
Figure 3.6. Characteristic loci obtained after perturbing the singular

condition on the locus shown in Fig. 3.5.
0.24
Figure 3.7. Zero eigenvalue and a pair of purely imaginary eigenvalues.

B = 11.2655162,/? = 0.2, e = 0.8, p = 1, and xx = 0.87878787.
Another bifurcation encountered corresponds to the situation when the

characteristic locus bends itself and crosses the criticality (—1 +t0) once again
at a different frequency. This situation corresponds to a zero eigenvalue plus
one pair of purely imaginary eigenvalues at itu/n. As we have seen before, this
situation must satisfy Eqs. (3.34). In Fig. 3.7, we depict the characteristic
locus under this condition. Note that the eigenlocus passes through the point
(—1 + »0) twice, at wx = 0 and WQ ^ 0, successively. This loop can be made
smaller as shown in Fig. 3.8, when another parameter of the real system
varies conveniently.
0.492
-1.2 -0.96 -0.72 -0.48 -0.24 0
Figure 3.8. Zero eigenvalue and a pair of purely imaginary eigenvalues.

B = 11.89684684,/? = 1.2, e = 0.8, p = 1, and xi = 0.75510204.
This can be implemented until the loop vanishes, when we obtain the
triple zero eigenvalue condition (see Eq. (3.29)), as shown in Fig. 3.9. Again,
this picture does not show any anomalous situation about the critical place
ment of the eigenvalues. However, small perturbations in the three indepen
dent system parameters reveal distinguishable shapes of the eigenloci and,
again, the feasibility of discovering what types of bifurcation conditions each
shape can have.
3[X] °-65
0.516
-09616 -07232 -04848 -0.2464 -0.008
Figure 3.9. Triple zero eigenvalues in the time domain approach,

or triple roots in w = 0 in the frequency domain.
B = 12.75796762,/? = 1.408068, e = 0.8, p = 1, and xi = 0.747487.
Example 3.4.
One of the most intensely studied problems in the field of wind engineer
ing is the vibration of bluff bodies, such as a tall building under a steady
incident flow of air. The mathematical model was developed in Poore &
Al-Rawi [1979], that is,
±i = i 3 , (3.46.a)
2 7 3 .
(3.46.6)
xo = — a x\ + aax2 x« + 0x4,
a (3.46.c)
X3 = X 4 ,
2 x 3 - 0xA, (3.46.d)
X4 =ao x\
where a is chosen as the main bifurcation parameter and a, b, a, P and 7

are system parameters. In the same way as we carried out the analysis in
the previous example, we can write Eqs. (3.46) in the form of Eq. (2.4) as
follows:
0 1 0 0■ -0-
-a2 0 0 b 1
A = , B = c = u,
0 0 0 1 0
aa2 0 -1 -P\ .0.
and
g(y) = -avm + Jyf •

Thus, the corresponding transfer matrix G(s) is given by
s2(s+p) + s
G(s) =
D2(s)
ao2s
where
D2{a) = s 4 + ps3 + (1 + a 2 )* 2 + *2(0 ~ <**)» + <? ■

The equilibrium solutions y of the system are obtained as the same as that
derived in the last example. It is easy to show, by using Eq. (2.10), that the
steady-state solutions and the Jacobian of the system are
V\ = V2 =J/3 =2/4 = 0 and J(a) = [0 -aa 0 0],

respectively. The corresponding eigenvalues in the frequency domain are
given by the following equation:
= A33 [AA + saas{s + p) + 1

det|AJ - G(s)J\ = = 0.
D2{s)
Here, the only relevant eigenvalue is
A = -saa{s2 + ps + l)/D2{s). (3.47)
Note that for this example we have four eigenvalues to consider in the
time domain, but only one in the frequency domain.
Since A = — 1 and s = iu>, Eq. (3.47) can be rewritten as

F^,a) = -l + ^±^L=Q, (3.48.a)
^,*) = ^f^f^=0, (3.48.6)

where
A\ = apaur ,
Ai = wao(u)2 — 1),
A3=w4-(l + a2)w2+a2,
AA=<Jj[-pJ2 + o2(p-ab)].
In Figs. 3.10 and 3.11, we show the characteristic loci before and after
the Hopf bifurcation condition is met, that is, before and after Eq. (3.4) is
satisfied at UQ ^ 0.
A more interesting picture is shown in Fig. 3.12, where two pairs of closed-
loop poles on the imaginary axis arise within the same parameter set. From
the equilibrium solutions, two branches of periodic orbits emerge after the
main bifurcation parameter is perturbed. Near this singularity some inter
actions between the two branches and some rich oscillatory behavior can be
found. This bifurcation condition corresponds to two pairs of purely imag
inary eigenvalues in the time domain: ±iwo and ±iu\ with wo,a»i ^ 0 and
wo ^ u>i. The characteristic locus shown in Fig. 3.12 also has a loop that
degenerates to a point when wo comes close to a>i and when both critical
frequencies coincide, which is shown in Fig. 3.13. The mechanism is analo
gous to the previous example, in which the loop shrink to a point, changing
the singularity from the situation of a zero eigenvalue plus one pair of purely
imaginary eigenvalues to the situation of triple zero eigenvalues. The sin
gularity shown in Fig. 3.13 corresponds to two pairs of purely imaginary
eigenvalues (or double roots) at ±two = ±iu>i in the time domain setting.
The bifurcation conditions for this singularity are the fulfillment of Eq. (3.32)
with wo i1 0.
-0.88 -0.56 0.24 0.08 0.4
Figure 3.10. Characteristic locus before Hopf bifurcation, a = 1.037,

a = 0.002, b = 0.4, a = 0.011,/? = 0.0083, and 7 = 0.666666.
0.6
3[X]
Figure 3.11. Characteristic locus after Hopf bifurcation, a = 1.038,

a = 0.002,6 = 0.4, a = 0.011,/? = 0.0083, and 7 = 0.666666.
0.6
3[X] 0.36 -
a=+<*>A
0.12
-0.12 -
-J--L J S^~--(o=6
-0.36 -
-0.6 1 1 ' '
-1.6 -0.4 0.2 0.8 1.4
SR[X]
Figure 3.12. Two pairs of purely imaginary eigenvalues (w0 / u>\ / 0)
a = 1.037, a = 0.002, b = 0.4, a = 0.011, /? = 0.0114, and 7 = 0.666666.
u
3[X]
0.76
0.32
-0.12
-0.56
-1
-1.4 -0.92 -0.44 0.04 0.52 1
9HX]
Figure 3.13. Two pairs of purely imaginary eigenvalues
(wo = ui # 0) a = 1.01106066,a = 0.000605,
6 = 0.4, a = 0.011, P = 0.0111216, and 7 = 0.66666.
3.4 Degenerate Hopf Bifurcations of

Co-Dimension 1
In this section, our objective is to obtain the denning conditions for the
simplest degenerate Hopf bifurcations, such as those that have one of the
following failures, in satisfying the regular conditions stated in the classical
Hopf bifurcation theorem (Theorem 2.1):
(a) The transversality condition is no longer valid, i.e., mathematically,
when
^»{A(M)}=0,
where A is the eigenvalue in the time domain formulation.

(b) The curvature coefficient has no sign definition, so that one cannot de
termine, with the approximation used, the stability of the emerging limit
cycles.
For simplicity of notation and discussion, we will label the first singularity
(case (a)), by Hoi, and the second (case (b)), Hw.
Note that the first degeneracy involves the interaction of two Hopf bifur
cation points in the vicinity of that critical point under the stated conditions,
while the second relates to the appearance of two nested limit cycles, emerg
ing from the same Hopf bifurcation point. In both cases, other nondegeneracy
conditions should be satisfied in order for the aforementioned phenomena to
appear.
Roughly speaking, the co-dimension number of a singularity relates to the

number of auxiliary parameters needed to be varied while the main bifur
cation parameter is varied, for the purpose of locating the degenerate bifur
cation in the space of system parameters. In other words, this co-dimension
number indicates the necessity in the regard of the number of auxiliary pa
rameters that are needed to make the description of the dynamics possible, in
the vicinity of the singularity. A rigorous definition of co-dimension numbers
can be found in, for instance, [Golubitsky & Schaeffer, 1985].
We next present some local bifurcation diagrams, which can be obtained

near this type of singularity by examining the corresponding characteristic
loci resulting from the graphical Hopf theorem (Theorem 2.2). As usual, we
assume that all the open-loop poles of the characteristic function h(X, s) (see
Eq. (3.1)) are located in the left half-plane, so that no clockwise encirclements
about the point (—1 + »0) occur. This means that a stable steady-state solu
tion exists.
We will only consider an auxiliary parameter p and focus our attention on
the unique eigenlocus that alters dramatically the stability of the equilibrium
solution. The purpose is to familiarize the appearance of a singular point in
the distinguished eigenlocus, A, when it moves to the critical point (—1 -HO)
as the main and the auxiliary parameters are varied simultaneously.
In so doing, we show the resulting characteristic gain locus and vector £i
under several conditions when the main and auxiliary parameters, p. and p,
are varied in the vicinity of that particular degenerate Hopf bifurcation (see
Figs. 3.14 (a) and 3.14 (b)). Note that for a specific value p = pi, two Hopf
bifurcation points can be encountered after varying the parameter p..
However, when p = fa the characteristic locus does not encircle the criti
cal point (—1+»0). Instead, the locus reaches the criticality when p. = p.$ with
a zero-speed of change (degenerate Hopf bifurcation). Then, the transversal-
ity condition of the classical Hopf bifurcation theorem fails when the char
acteristic locus assumes a minimum or a maximum at the criticality (i.e., at
A = — 1) with wo jt 0, under the bifurcation parameter variation.
Notice that the shapes of the characteristic loci shown in Fig. 3.14 (a) are
undistinguishable from those shown in Fig. 3.14 (b). The distinctive feature
to classify the different dynamic behaviors is provided by the direction of the
vector fi. Hence, in Fig. 3.14 (a) the periodic solution branches are separated
from the equilibrium solution when p = p}, while in Fig. 3.14 (b) there is no
periodic solutions for the same value of the parameter.
Having in mind the qualitative changes of the shape of the eigenlocus A,
we are now ready to present the main results.
We assume that the characteristic locus that is closest to the critical point
(—1 + tO) can be expressed as
six:
^ sod \k
o 910.1 ~i o 911X1 -
M3 SIX* 1
-v^^r> 9tOU 0
V —*/
Mo H, M, M, ji4 ^ ^ M7 M, M,
Figure 3.14 (a) Local bifurcation diagrams in the unfoldings

under the failure of the transversality condition, obtained by using
the Graphical Hopf Theorem (the vector £1 points inward).
,30.1 31X1
K ♦ 3ixi
H,
o SRtXl ^V o *IX
-1 o woi: -i
'*.
M-, "3a i 31X1
0 %PU oJRtX^
♦SIX 1 ♦ 31X1
o ftlXl ^ 0 ft PL) ' \ o stcu
e R
r i 0 (A, H 2 M, M4 ^ H6 m m M,
Figure 3.14 (b) Local bifurcation diagrams in the unfoldings

under the failure of the transversality condition, obtained by using
the Graphical Hopf Theorem (the vector £i points outward).
\ = Gi(w,n)+iG2(u,,n), (3.49)
so that when A = —1 in (uo,IM>), we have
Gi(w0,no) = Fi(w0,Ho) - 1,
G2(wo,/io) = F2(W0,/M,).
Thus, finding the extremal values of the locus at A = —1 is the same as

calculating the extremal values of G\ (w, (i) under the condition G2 (w, /*) = 0.
We have the following result.
Proposition 3.8. Suppose that (wo,/*o) satisfies the dynamic bifurcation con
dition
Fi(vo,(M)) = F2(w0,fi0) = 0.
Then we have the following:

(a) If GI(<JJ,H) has an extremal value at (wo,Mo) under the condition
G2(w,n) = 0, and if TE?| (<*,,,*) # 0, then M(u0,tM>), defined by
Eq. (3.31), is equal to zero, i.e., (WQ,HQ) is a degenerate dynamic bi
furcation.
(b) IfM^no) = 0 and f&| ( u B i | l f l ) * 0, or ^ | ( w d r f l o ) / 0, then (wj,,«,) is
a critical point of the function G\{w, /x) under the condition G2(w, /x) =
0.
Proof. Part (a). Let us suppose that ^ | ( u o r f l o ) = ^ | ( t a , 0 ) W ) ) # 0. Thus, by

the Implicit Function Theorem there exists a neighborhood E(U>O,HQ) such
that w = tj(fi) for all u € E(ujQ,fio) and
do; dF2 dF2

-J*2i l®Sh. 1
d
(wo .Mo) Of I " (<^0) ~ ~ W (wo ,Po)
Because the function G\(w,n) has an extremal value at (wo,Mo) and u =

w(/x) in f?(wo,/io)) it follows that we have H{y) = Gi(w(n),fj.) for all /x €
JS(wo,/xo).
Consequently, we have 4 j | . . = 0. Indeed, this can be calculated as
follows:
dH_ dGi dGidw

du ("o./io) d(i du dfJL
(b>o.Mo)
-l
dF2 dFi dF2 dFi dF2
du du du du dfi (wo.Mo)
-1
8F2
M = 0. (3.50)
du (wo .Mo)
Hence, Af(wo,/K)) = °- Th e proof is similar if ^ | ( u > 0 ^ j / 0.

Part (b). Let us assume, again, that ^jjf|- ) ^ 0- Following the

same reasoning as Part (a), and using Eq. (3.50), we can conclude that
^-\. . = 0, so that (wo.Mo) is a critical point of Gi(u,u) under the
condition G2(u,fi) = 0. Again, the proof is similar if ^ f L ^ » £ 0. Q
We next prove the following result. Let H(u) be the function, and fi €
E(wo,/io), the neighborhood, found in the proof of Proposition 3.8.
Proposition 3.9. Suppose that
0F2
/0, M(u0,no) = 0, and u0^0.
du (wo.Mo)
Then, we have the following:

(a) If X T | / _ \ ^ 0, then the transversality condition of the classical Hopf
bifurcation theorem fails.
(*>) U 0 I ( M = » ) =OaadsiS»[0b>i)0(»2)] = 1forsome M l </io < / i 2 ,
then the transversality condition of the Hopf theorem fails.
(c) ff 0 I ( ^ W ) = ° and « W » [ 0 ( / » I ) 0 ( M 2 ) ] = "I ** «>me W < «> <
fi2, then the transversality condition degenerates.
Proof. Parts (a) and (b) follow immediately from Part (b) of Proposition 3.8,
because in these two cases they are sufficient conditions for (UQ, UQ) to be an
extremal value of G\(u,u) under the condition G2(u, u) = 0.
Part (c). If the condition is satisfied, it means that H(u) has an inflection
point at /io • As a result, the function G\ (u, u) under the condition G2 (u, u) =
0 has no extremal value at (w0,Mo)- 0
The three conditions, (a)—(c) in the above proposition, can be easily

verified in applications: one may asume a unique extremum, two extrema (one
maximum and one minimum), and three extrema (in the order, for example,
of one minimum, one maximum and one minimum), and then calculate the
first and second derivatives for these three cases. In so doing, one will obtain
the following:
(i) For the case of a unique extremum, the second derivative has a definite
sign that gives a maximum or a minimum, verifying the condition stated
in Part (a).
(ii) For the case of two extrema, let us suppose that gradually they coalesce,
so that at the limiting case we have the inflection point, which verifies
the conditions stated in Part (c).

(iii) For the case of three extrema, we suppose that both minima get closer
and closer to the maximum until they coalesce at a singular point. Thus,
at the limit, only one minimum is obtained, verifying the conditions

stated in Part (b).
To conclude this discussion, we should point out that defining conditions
for the failure of the transversality condition is given, in the frequency do
main, by the following:
8FX dF2 dFi 6F3
= 0,
dfi dw dw dfi (<*>OiMo)
provided that ^j-j-L * and 7Jcf L v do not vanish simultaneously.

The other degenerate Hopf bifurcation, which we are interested in, is the
failure of the stability index (or curvature coefficient) that characterizes the
stability of the emerging limit cycle through Hopf bifurcation dynamics. The
formula for this curvature coefficient was first derived by Allwright [1977]
and is now given below, in notation similar to those used in Eq. (2.12):
wTG(tw,/Z)pi
= » (3.51)
i r
where
PI = C j k i i v + - v ® Vn + ^D3v ® v ( >v,
where ® is the tensor product notation, and

■\dG r
i= WT Jv, with v = 1 and v = l.
da (*=«*>)J
Eq. (3.51) is equivalent to Poore's formula [1976] for ODEs. If ox = 0 at the

criticality (w = wo) there is no sign definition to make possible the distinction
between the bowl-up or the bow I-down geometrical loci of limit cycles, which
were shown in Fig. 2.1, Chapter 2. As a matter of facts, the name curvature
3.4 Degenerate Hopf Bifurcation! of Co-Dimenmon 1 83
coefficient was adopted by the imaginary geometrical meaning of these two

(8ubcritical and supercritical) situations. In other words, if a\ = 0 the loci
of the limit cycles is more flat and, hence, more information in terms of
higher-order derivatives of the nonlinear function is needed to characterize
the situation.
We next use the graphical Hopf bifurcation theorem to gain an under
standing of this singular condition. Recall that when we state Theorem 2.2
in Chapter 2, we require that the following condition be satisfied:
R{fi(S)} 9{6(B)}
det ^0. (3.52)
%{d\/dw(Q)} 3{dA/<MD)}
Equation (3.52) means that the intersection between the characteristic gain
locus and the half-line starting from (—1+tO) is transversal, in order to apply
the theorem and to detect a limit cycle. On the other hand, recall that if
this determinant vanishes, under small perturbations of the main bifurcation
parameter fi and another auxiliary parameter, we can detect two, one or no
intersections.
The next proposition relates Eq. (3.52) to the curvature coefficient expres
sion, given by Eq. (3.51), at the criticality. It can be seen that the vanishing
of the curvature coefficient corresponds to the impossibility of determining
the stability of the emerging periodic orbits.
Proposition 3.10. If the vector £i(w0) is tangent to the characteristic gain
locus A(t'o/) at the critical point (—1 +1'0), then the first curvature coefficient
vanishes: <7i = 0.
Proof. We first calculate the expression for dX/ds. Let w T be the left eigen
vector of matrix G(s; fi)J(n), associated with the eigenvalue A(s), i.e.,
wTG(s)J = Aw T . (3.53)
Taking the derivative with respect to s on both sides of Eq. (3.53), we
obtain
[w']TGJ + wTG'J = A'wT + A[w']T, (3.54)

where we have used the short-hand notation G' = dG(s; n)/ds, and so on.
Multiplying both sides by the right eigenvector v of G(s; p)J({j) that is as
sociated with the eigenvalue A(s), and noticing that the two eigenvectors are
normalized such that w T v = 1, we obtain
[w']TGJv + w T G'JT = A' + A[w']Ty. (3.55)

From Eq. (3.55), it is easy to see that
w T G / Jv = A', (3.56)
since v is the right eigenvector of G(s;ft)J(fi).
After computing the complex scalar £x a t ^0 a n ( l using the condition of
parallelism between the characteristic gain locus and the amplitude locus L\
at the criticality, i.e., at fi = no (see Eq. (3.52)), we arrive at
R
»{6h)} *{£(<*>)} - * N } { £ ( ^ ) } =°- (3-57)
Note that, when s = iw, we have

d\ d\ _ .d\
ds d(iw) dui'
Let g£ = c + id, so that £ = d — ic, and let £i (wo) = a + ib. Then, from
Eq. (3.57) we obtain the following:
ad-cb = 0. (3.58)
On the other hand, the formula for the curvature coefficient (3.51) can be
rewritten, by using Eq. (3.56), as
It then follows from (i (UQ) = a +1'6 and A' = ^ = d — ic that
ax
~ ~ R \ d-fc / " * + ^ - (359)
Now, we can use the result of Eq. (3.58) to obtain o\ = 0, as claimed,

when the complex scalar £i(u>o) is tangent to the characteristic gain locus
\(iw) at the critical point (—1 +1'0). []
Before presenting some numerical results for application examples, which
will be given in the next section, we would like to return to the tunnel-
diode oscillator circuit studied in Chapter 2. We retain all the assumptions
and notation that were used therein, with the only exception that now the
current-votage characteristic function of the diode is relaxed in the following
way: an artificial parameter, denoted p, modifies the shape of the charac
teristic function "smoothly" from the situation shown in Fig. 2.8 (a) to the
situation that the two turning points first approach each other, then coalesce,
and finally disappear under its variation.
Mathematically, the singular condition of the coalescence can be de

scribed by /i"(0 = V2) = 0, so that
^{A W } = -ift»(0) = 0,
M=0
i.e., the failure of the transversality condition in the time domain formulation
occurs.
Repeating the following expression for A(w,/i):

\ = [h(n)-i] (1_u2)2 + u2 ,
and taking A = — 1, and then separating the real and imaginary parts, we
obtain
F(uu\-
F 1 ( w , / 0 _ - l1 +I ^_ M _- l ]_ ^ , (3.60.a)
„, . [%)-1M1-W2)
(3.60.6)
iav*">/*; — (1-W J ) 2 +W2 "
It is easy to verify by inspection that
dFx 8F2
= 0.
„=0 " »/* M=0
Hence, we have
dF1dF2 dFidF2]
M(w,n) = = 0,
[dfi 9w 9w 9/x J M=0
yielding the condition for the failure of the transversality described in the
frequency domain setting.
Moreover, for this critical condition the vector £j (w) gives
6 M = -^'"(o),
t'.e., the vector remains pointing outwards, but now in the direction of the
real axis. Equivalently, the curvature coefficient is
*-{S£i}~£»-(P><..
and so the limit cycle at the criticality is stable.
^01 V-02 \l V-t \i M-
Figure 3.15. Local bifurcation diagrams of different families of

characteristic current-voltage curves.
As a brief summary, we point out that this simple modification of the
current-votage characteristic function enables us to obtain three local bifur
cation diagrams in the unfoldings of the degenerate Hopf bifurcation. As we
have verified by the above calculations, the situation of the modified-tunnel-
diode oscillator is actually similar to the case shown in Fig. 3.14 (b), which
is replotted in Fig. 3.15. In the figure, pi corresponds to the original circuit
with two defined Hopf bifurcation points; p2, to the situation where the two
turning points of the modified current-voltage characteristic function coa
lesce (cut-off of the oscillations); and finally, p%, to the case that has no Hopf
bifurcations. All these observations coincide with the experimental results:
when we have a positive slope on the current voltage function there is no
oscillations.
3.5 Applications and Example* 87
3.5 Applications and Examples

In this section we present two examples in which the continuation of the
bifurcation curves in a two-parameter region is realized using the formulation
obtained in the frequency domain setting.
At this point of time, we can obtain the following singularities:
(ai) The meeting point (a singular point) of two static bifurcation curves.
This will be called the C-singvlarity below.

(as) Double zero eigenvalues encountered in the time domain setting. This
case is simply labeled as Fi in the following.

(83) Triple zero eigenvalues encountered in the time domain formulation.
(84) The meeting point of two dynamic bifurcation curves: xjR{A(/i)}|
= 0 but both ■£t^{H^)}\ft=flc ^ 0 and ai(w 0 ,/io) ^ 0. This singularity
is called H01 for simplicity in the following.
(as) One pair of purely imaginary eigenvalues plus a zero eigenvalue.
(ag) Two pairs of purely imaginary eigenvalues.
(a?) The Hopf bifurcation point, which has 01 = 0 but both ^3?{A(/i)}|
/ 0 and <72(wo,/<o) 7* 0, where a-i is the next curvature coefficient in
the normal Hopf expansion formula (see [Hassard & Wan, 1978] and
[Hassard et ai., 1981]). This singularity is called #10 below.
Now, we are in a position to discuss some applications and examples.
3.5.1 Continuation of bifurcation curves in the reactor

with consecutive reactions
Example 3.5.
Consider again the CSTR model analyzed before, in Example 3.2 (see
Eq. (3.21)). As we have seen, its characteristic function is given by a second-
order polynomial whose coefficients have been related to the steady-state
component yi, which plays the role of an artificial bifurcation parameter in
this example.
It was noted, by Halbe & Poore [1981] and Jorgensen et al. [1984], that
one of the three eigenvalues resulting from the linearized equations in the time
domain setting remains in the left half-plane for a wide range of the feasible
operative region. Moreover, Farr [1986] demonstrated that two situations
related to multiple crossings (triple zero eigenvalues, and a zero eigenvalue
plus one pair of purely imaginary eigenvalues) never take place in the feasible
region of the system parameter space. In addition to the singularities that are
related to the multiplicity of the equilibrium solutions, we have the following:
(i) A single real eigenvalue at the origin (see the Eq. (3.27)).
(ii) Double real eigenvalues at the origin (see the Eq. (3.28)).
(iii) A single pair of purely imaginary eigenvalues (see Eq. (3.26) with u =
wo ^ 0 therein).
Studying the corresponding characteristic loci, given by Eq. (3.25) with

5 = iu, we can distinguish one of the following behaviors (see the Nyquist
diagrams labeled Cases a—j in Fig. 3.16):
(1) a static bifurcation point, as in Cases b and e;

(2) a Hopf bifurcation point, as in Cases g and i; and

(3) no bifurcation point, as in the remaining Cases (a, c, d, f, h and j). The
equilibrium curve shown in Fig. 3.16 is the well-known S-curve and, in
this case, is distorted for the sake of visual clarity.
Stabilities of equilibrium points and limit cycles are determined by ap

plying the frequency domain formulas. The characteristic locus diagrams
(with the two eigenvalues) are very illustrative in analyzing stabilities of the
steady-state solutions. Note that in all the diagrams shown in Fig. 3.16, one
of the eigenloci always remains in the fourth quadrant: it never encircles the
critical point (—1 + iO) and hence does not yield any bifurcation condition.
On the other hand, the second eigenlocus looks like Cases 2 and 3 of the ex
ample discussed in Section 2.6. Remember that those cases are intrinsically
related to the appearance of static and dynamic bifurcations. Note also that
since the parameter /? is strictly positive, the open-loop poles are stable and
so the number of clockwise encirclements of the second eigenlocus around
the critical point (—1 + tO) gives the number of the closed-loop poles on the
right half-plane. Thus, in diagrams a, h and j of Fig. 3.16, the characteristic
loci do not encircle the critical point, as can be easily verified in the corre
sponding diagrams by plotting the Bpecular image (which is not shown in
the figure for the sake of visual clarity) to complete the entire trajectory of
8 on the classical Nyquist contour. On the other hand, in diagrams c and d
one encirclement is detected. This implies that there is one closed-loop pole
on the right half-plane. This situation occurs after passing through a static
bifurcation point, such as the one given in diagram b. From the second static
bifurcation point, labeled as e, through the next bifurcation point, i.e., the
Hopf bifurcation point (in g or i), the number of encirclements increases by
one. Therefore, equilibrium points like f have two closed-loop poles on the
right half-plane. From the dynamic bifurcation points g and i, through the
next bifurcation point, the number of encirclements is zero. We now conclude
this discussion by the following brief summary:
3.5 Applications and Example* 89
(i) Static bifurcation points: add or subtract one to the existing number
of encirclements, i.e., the number of closed-loop poles on the right half-
plane.
(ii) Dynamic bifurcation points: add or subtract two to the existing number
of encirclements, i.e., the number of closed-loop poles on the right half-
plane.
The limit points b and e, as we have said, are static bifurcations and
give multiplicity in the equilibrium solutions for some values of the main
bifurcation parameter D.
In the following, we use as starting points the static or dynamic bifurca
tion points {e.g., b, e, g, or i from Fig. 3.16), and vary an auxiliary parameter
(e.g., B, S, a or /?). Then, we continue the chosen bifurcation curve by re
quiring Eq. (3.26) be always satisfied. In other words, the procedure consists
of determining the bifurcation curves in the space of i i (= —j/i), D and an
auxiliary bifurcation parameter, which can be B, S, a or /?. These curves
show the local behavior of static and Hopf bifurcations. On the Hopf bi
furcation curve we study the stability of the emerging periodic solution by
computing at the same time the formula for the curvature coefficient o\: if
o\ is negative then the periodic solution would be stable and if 0\ is positive
then it would be unstable.
The main results are shown in the qualitative plots of Figs. 3.17-3.21.
The construction of bifurcation curves needs initial estimates of y\ and w
near a bifurcation point. Thus, Eq. (3.26) is solved by using a standard
numerical scheme, to find the zeroes of this system of nonlinear equations.
Then the auxiliary parameter is varied and Eq. (3.26) is solved again, using
the previous solutions as the new initial condition. Note that both static and
dynamic bifurcations are checked by the same formula. Thus, the frequency
domain approach is indeed an interesting alternative to the study of these
dynamic phenomena. The majority of research in this area has been devoted
to the time domain analysis, where computational algorithms generally do
not unify these two types of bifurcations in the same formulation (see, for
instance, Roose & Hlavacek [1985], for a thorough discussion of this issue
and for related references).
In Fig. 3.17 we show the link between a characteristic curve of the
equilibrium solutions with single multiplicity (a = 1) and a characteristic
curve which has, for certain values of D, up to three steady-state solutions
(a = 1.4). The curve with single multiplicity of equilibrium solution has four
Hopf bifurcation points, however, which give raise to unstable, stable, unsta
ble and stable periodic orbits for increasing values of i i . In this regard, we
see that the second and third Hopf bifurcation points join together in their
continuation when a bi-parameter variation is applied. It is interesting to
note that the unstable Hopf curve does not change its stability when it turns
into a Hopf degeneracy before joining the stable one. The meeting point of
these two Hopf curves, called Hoi, is classified by following some diagrams
similar to those shown in Figs. 3.14 (a) and 3.14 (b), with particular sta
bility assignments depicted in Fig. 3.17. In this case, the local bifurcation
diagrams have the shape shown in Fig. 3.14 (b), although the stability of the
equilibrium solutions as well as the stability of the branch of periodic orbits
are reversed.
The change of stability in the second Hopf curve corresponds to a degener

ate Hopf bifurcation H\Q. Note that Hoi and Hio singularities are very close
to each other, and if we vary an additional parameter we are in a position

to find a more complex degeneracy. We leave this discussion to the following
chapters, because we are interested only in a bi-parameter variation at this
point.
For a particular value of a, two static bifurcation curves emerge from a
cusp point (C in Fig. 3.17). That critical situation marks a dramatic change
in the shape of the equilibrium solution curves in the x\— D plane and, as
a result, multiplicity begins to exist. The values of the auxiliary parameter
a and the steady-state solution yi are: a = 1.059 and yi = —0.8279 for Hio,
a = 1.093 and yi = -0.8588 for H0i, and a = 1.0445 and yi = -0.948 for
the C-singularity.
The numbers 1 and 2, shown on the plots, indicate the number of encir
clements about the critical point (—1 + tO) by the characteristic gain loci.
This also corresponds to the number of eigenvalues in the time domain (or
closed-loop poles in the frequency domain) with the real part greater than
zero. Since the bifurcation curves are the limiting set in which the marked
number (1 or 2) varies, the areas bounded by such curves contain those
equilibrium points that share similar stability assignments.
Fig. 3.18 shows clearly what happens starting from the condition of the
steady-state curve, which was shown in Fig. 3.17, when o = 1.4 is fixed but
(3 is varied from 1.5 to 2.0. The starting and ending 5-curves have preserved
the multiplicity feature of the equilibrium solutions. Note, however, on the
right-hand side of the figure there are two extra Hopf bifurcation points.
For p = 1.9696 (yi = -0.81025) and p = 1.9587 (ft = -0.82793), there
are two degenerate Hopf bifurcation points, which are so close that it further
convinces that there is a complex degeneracy in the vicinity of the bifurcation.
Here, the first singularity is an Hio degeneracy, while the second is an Hoi
singularity. Note that, in the same plot, we include the characteristic locus
of the eigenvalue A that is closest to the critical point (—1 +1'0), together
with the vector £i for the Hio degeneracy. As we have showed, in Proposition
3.10, the vector is tangent to the locus A(tw) at the point (—1 +1'0).
3.5 Application* and Examples 91
From the two Hopf bifurcation points at /? = 1.5, the continuation pro
cedure shows that the lower Hopf curve has a change in stability through
an #io singularity, at /? = 1.8153 and §i = -0.62689. By slicing Figs. 3.17
and 3.18 with constant a and /?, respectively, we can find different local bi
furcation diagrams for this reactor model and, thus, can classify its different
dynamic behaviors.
Figure 3.16. 5-curve of equilibrium solution and its corresponding

characteristic loci for B = 8, S = 0.01, a = 1 and /? = 1.
stable steady-state, 4+4- unstable steady-state,
ooo unstable periodic orbit, •» stable periodic orbit.
92 3. Continuation of Bifurcation Curve* on the Parameter Plane
Figure 3.17. Plot of bifurcation curves on the steady-state manifold

for B = 8, S = 0.04,0 = 1.5 and a varies from 1.0 to 1.4.
an unstable, and •» stable Hopf bifurcation points.

for B = 8, S = 0.04, a = 1.4 and 0 varies from 1.5 to 2.0.
aoo unstable, and •» stable Hopf bifurcation points.
In Fig. 3.19, we plotted the curves that arises when the parameter B
is varied from 12 to 14, with the other auxiliary parameters being fixed at
S = 0.01, a = 0.6 and (3 = 1. One ofthejlopf bifurcation curves has a change
of the stability, the Hw degeneracy, at B = 12.3002 and ft = -0.8965; while
another Hopf curve ends at a meeting point of two static bifurcation curves.
In this latter situation, B = 12.3494(ft = —0.9885) and the curvature coef
ficient is less than zero (a stable Hopf bifurcation), very close to the critical
condition. The frequency of the periodic solution arising from this Hopf curve
gradually diminishes until it becomes zero at the singular bifurcation, which

corresponds to the case of double zero eigenvalues (in the time domain) and
a cusp point. Near this singularity, we find several features of the oscillatory
behavior of the Hopf bifurcation, which jumps either to a stable steady-state
or to a stable periodic orbit.
In Fig. 3.19, it can be seen that the multiplicity of the equilibrium points
may change from three to five. This is easily found by projecting the static
bifurcation curves onto the D-B plane and then applying a classification
technique from the catastrophe theory, which is a useful analytical tool from
the singularity theory [Balakotaiah & Luss 1984; and Farr & Aris 1986].
Fig. 3.20 shows a very interesting situation when B is varied from 9.0
to 18, while all the other auxiliary parameters remain being fixed, at S =
0.01, a = 1 and /? = 2. Starting from the left, a case without multipUcity, the
shape changes substantially as the parameter B reaches the value 11.4259
(ft = —0.9895), i.e., a cusp point. From that value, until the value of 11.637,
the multipUcity of the equilibrium solutions may be equal to three for certain
values of D and B. For the B values that are larger than 11.637, one may
be able to find several (up to five) steady-state solutions with appropriate
choice of the D-B parameters set. Again, the multipUcity of the equilibrium
solutions can be found by projecting the bifurcation curves on the D-B plane.
Moreover, in Fig. 3.20 we can find three degenerate Hopf bifurcation of
type ffio, and one of type HQI. The Hio singularities occur at_B = 9.3716
and ft = -0.551, B = 15.4645 and ft = -0.9254; and at B = 9.1992
with ft = —0.9908. The unique Hoi degeneracy occurs at B = 16.229 and
ft = —0.9409. The Hopf bifurcation curve in the lower part of the steady-
state manifold ends at a static bifurcation curve. Again, the frequency on the
Hopf curve gradually diminishes until it reaches zero at this singular meeting
point. This singularity is named i*i in Fig. 3.20, which occurs at B = 13.1804
and ft = -0.34096.

for 5 = 0.01, a = 0.6,3 = 1.0 and B varies from 12 to 14.
ODD unstable, and m stable Hopf bifurcation points.

for S = 0.01, a = 1.0,/? = 2.0 and B varies from 9.0 to 18.
OD unstable, and •» stable Hopf bifurcation points.
To conclude the analysis on this particular example, in Fig. 3.21 we visu

alize the static bifurcation curves, by projecting them onto the D-B plane.
On that plane, the catastrophe curves, as is well known, limit different regions
that have the same number of steady-state solutions: one, three, or five equi
librium solutions. Iirthis case, the auxiliary parameters are 5 = 0.01, a = 1.0
and B = 1.8, while B is varied from 6.0 to 18. Note that in Fig. 3.21 we have
found several H\o, Hoi and Fi singularities, although we do not include their
exact locations with respect to B and y\. This is because our emphasis in
that figure is on the projection of the static bifurcation curves, which give
raise a cross-section of the well-known butterfly catastrophe singularity.

and projection of static bifurcation curves on the plane D-B
(catastrophe sets). S = 0.01, a = 1.0, B = 1.8 and B varies from 6.0 to 18.
<H> unstable, and m stable Hopf bifurcation points.
Finally, we notice that the parameters set used in Fig. 3.21 is very close to
that used in Fig. 3.20. As a matter of fact, the third Hopf curve in Fig. 3.20
passes very closely to the static bifurcation curve, while in Fig. 3.21 the Hopf
curve intersects the static one at two J*i points. A small diagram showing
the characteristic locus plot at this singular condition is added in the right
upper corner of Fig. 3.21. This graph is similar to the one given in Fig. 3.5,
in the discussion of the F\ singularity (double zero eigenvalues in the time
domain).
3.5.2 Continuation of bifurcation curves in the reactor

with extraneous thermal capacitance
Example 3.6.
We now return to Example 3.3 (see Eqs. (3.35)). Instead of analytically
deriving the bifurcation conditions, we examine the static and Hopf bifurca
tion curves obtained from Eq. (3.41). Recall that in this example one eigen-
locus retains the information on the stability of the equilibrium solutions
given in the frequency domain. In contrast, the characteristic polynomial of
order three is needed in the time domain formulation.
In Fig. 3.22, we show some static and dynamic bifurcation curves. The
stability of the periodic solutions at the criticality and various shapes of
the unique characteristic locus in the frequency domain are shown in the
figure, at the values of B = 11, e = 0.8 and p = 1, while /3 is varied from
0.1 to 2.0. We include in the figure the stability results of the equilibrium
points, by adding the number of the total clockwise encirclements around
the critical point (—1 +1'0) by the characteristic locus. Note that the poles
of Eq. (3.39.b) are on the left half-plane, because the parameters /?, p and
e are strictly positive. Then, as mentioned before, we only need to take
into account the total number of clockwise encirclements around the point
(—1 + tO). These numbers and the corresponding eigenloci are shown in the
upper small diagrams labeled from 0 to 3. As in Example 3.5, the bifurcation
curves bound all the regions that have the same stability for the equilibrium
solutions. Hence, on the steady-state manifold, we include those numbers as
reference for the sake of visual clearity.
The stability of periodic orbits is determined by using the curvature co
efficient formula &i, when the third closed-loop pole is located on the left
half-plane (indicating a change of stability condition), or by analyzing the
stability of perturbations of the intersection point P between the vector £i
and the characteristic locus (see the lower small diagrams a—d in Fig. 3.22),
especially when the third closed-loop pole is located on the right-half plane.
3.5 Application* and Examples 97
In Fig. 3.22, the point e is an fTio-type degenerate Hopf bifurcation, while

the point a corresponds to a single zero-eigenvalue plus a single pair of purely
imaginary eigenvalues.
Figure 3.22. Manifold of steady-state solutions with bifurcation

curves, degeneracies and characteristic locus for B = 11, e = 0.8
and p = 1, while 0 is varied from 0.1 to 2.0.
Fig. 3.23 shows the situation in which the equilibrium solution, after
applying the generalized Nyquist stability criterion, is unstable: by analyzing
the stability of a closed orbit for those points that are above and below the
point P, we see that it is unstable. Hence, P does not represent a stable
periodic orbit: it only shows a semi-stable one, which is unstable anyway.
We finally note that the condition depicted in the diagram a of Fig. 3.22
shows an intersection between the static and dynamic bifurcation curves.
The characteristic locus passes through the critical point (—1 + tO) twice,
at the frequencies 0 and o>o / 0, respectively. The rich dynamics near that
special condition was once analyzed carefully in [Planeaux & Jensen, 1986].
The oscillatory behavior under this condition can also be recovered by using
the intrinsic harmonic balancing techniques [Yu & Huseyin, 1988].
f3UU
Figure 3.23. Characteristic locus and the vector d

for a semi-stable limit cycle.
4. Degenerate Bifurcations in the Space of
System Parameters
In Chapters 2 and 3, we presented some formulas for approximation of the

periodic solutions emerging from Hopf bifurcations and for continuation of

certain bifurcation points in a two-dimensional parameter set, where the
expressions were formulated in the frequency domain.
Yet we have not presented a methodology for computation of the local
bifurcation diagrams obtained near the simplest Hopf bifurcation degenera
cies. As the bifurcation curves are developing to be more complex when
more defining conditions are satisfied, which will be seen in this chapter, the
parameter space needs to be divided appropriately to reflect the distinct pe
riodic behaviors in different regions. In so doing, the computational effort is
reduced, because only certain defining conditions have to be calculated in or
der to continue the singular bifurcation points. After that, the corresponding
bifurcation diagrams can be constructed, at least locally. Moreover, we can
obtain several intersections of the degenerate bifurcations for the same set of
system parameters, which generates other more complex singularities. The
importance of detecting such higher-codimensional degeneracies is crucial for
analyzing all the distinctive features of the local dynamics that remain regu
larly (and, sometimes, globally) unchanged corresponding to a relative large
variation of system parameters.
In this chapter, based on the formulas for approximating the periodic so
lutions emerging from Hopf bifurcations, and for the continuation of certain
bifurcation points in a two-dimensional parameter set that were developed in
the previous two chapters, we present a methodology for computation of the
local bifurcation diagrams obtained near the simplest Hopf bifurcation de
generacies. More precisely, in Section 4.1 some brief historical remarks on the
aforementioned topics are first given. Then, in Section 4.2, the multiplicity
of equilibrium solutions is analyzed using the frequency-domain formulation
developed in Chapters 2 and 3. Section 4.3 is devoted to a discussion of
multiple Hopf bifurcation points, which are intimately related to degener
ate Hopf bifurcations of certain types. Section 4.4 has two subsections: the
first provides some analysis of degenerate Hopf bifurcations using the math-
99
100 4. Degenerate Bifurcations in the Space of System Parameters
ematical singularity theory; the second gives similar analysis by applying the
frequency-domain methods that employ effective graphical implications. Fi
nally, in Section 4.5, we show an application of these results to the chemical
reactor model discussed earlierly in Example 3.3 of Chapter 3.
4.1 Introduction
The earliest work that pointed out the possibility of analyzing different local
dynamic configurations under the variation of two system parameters were

presented by Minorsky [1962] and Andronov et al. [1966] in their excellent
treatises on oscillations. The first numerical implementation of the theory
on digital computers appeared about ten years later, which re-discovered the
Hopf bifurcation theorem and showed the powerful capability of analysis with
the help of the modern computer facilities. In a sense, the first engineering
application of the numerical Hopf bifurcation analysis was given in chemical
reactor systems, which have complex dynamics as we have seen in Chapter
3. Pioneering works in this field include Bilous & Amundson [1955], Aris
& Amundson [1958], Schmitz & Amundson [1963], and the recent report
of Uppal et al. [1974]. Although there have been some research on these
topics in the area of biology, the most sophisticated works with the richest
dynamic phenomena were those developed in the field of chemical reaction
engineering.
Since the work of Uppal et al. [1974], applications of the theory have
shown a considerable increase in different areas with higher complexity, due
essentially to the increasing computing capability and to the development of
powerful analytical tools such as the mathematical singularity theory. In the
near future, significant developments of both theory and applications can be
expected, on the basis of symbolic algebraic computations and supercomput-
ing (vector or parallel computing) capabilities. To gain some insights about
how very complex analyses could be developed, we may for instance compare
the works of Halbe & Poore [1981] with that of Farr & Aris [1987]. In the for
mer, the existence of several (up to only ten) local bifurcation diagrams in a
model of chemical reactors were predicted. However, the latter predicted the
existence of about one hundred local bifurcation diagrams using the math
ematical singularity theory. Moreover, the first work only showed the local
bifurcation diagrams while the latter obtained several global bifurcation di
agrams for a large set of system parameters.
Historically, the problems of multiplicities caused by static and dynamic
bifurcations were studied separately, due to their notable complexities. How
ever, since the work of Golubitsky & Schaeffer [1985], in which a general
theoretical analysis framework was formulated for both static and dynamic
bifurcations, a considerable amount of research have devoted to unifying the
discussions of different bifurcations. This chapter will follow this trend to
combine static and dynamic bifurcations in the study.
The main focus of the present chapter is on degenerate Hopf bifurcations.
Recall that the four basic hypotheses in the classical Hopf bifurcation theo
rem are: (1) a single pair of complex conjugate eigenvalues cross through the
imaginary axis when a real bifurcation parameter is varied to pass a critical
value; (2) this pair of eigenvalues cross the imaginary axis transversally; (3)
all the other eigenvalues remain on the left half-plane; and (4) a curvature
coefficient has a definite sign. In this chapter, we will always maintain the
hypotheses (1) and (3). The failure of hypothesis (1) corresponds to the ap
pearance of multiple crossings of eigenvalues, for which one has to carry out
the study case by case. Examples of such investigations include the works of
Langford [1979,1983], Guckenheimer [1984], Guckenheimer & Holmes [1985],
Golubitsky & Roberts [1987], and Crawford & Knobloch [1988], among oth
ers. Hypothesis (3) is usually considered to be part of hypothesis (1). On
the other hand, the failure of the transversality condition in hypothesis (2)
and the vanishing of the curvature coefficient mentioned in hypothesis (4) are
known as degeneracies: the first one corresponds to multiple Hopf bifurcation
points and the second, multiple limit cycles.
Among the most significant contributions in solving for the dynamics near
degeneracies of hypothesis failures (condition (2) and (4), respectively), we
have to mention the works of Andronov et al. [1973], Takens [1973], Flock-
erzi [1979], Kielhofer [1979], and Vanderbauwhede [1980]. In particular, a
thorough study of these two types of degeneracies was the excellent work of
Golubitsky & Langford [1981], where a methodology was given to analyze not
only the individual failure of the two hypotheses but also the combination of
them. Afterwards, other degenerate Hopf bifurcations of larger co-dimensions
were analyzed in the book of Golubitsky & Schaeffer [1985], completing in
an elegant form the investigation of the birth of certain global dynamics
structures using local resources.
Since Golubitsky and Langford's work [1981], which removed some re
markable limitations in theoretical analysis, several important applications
of the methodology were investigated, in biology (Labouriau [1983, 1985,
1989], Hassard & Shiau [1989]), chemical engineering (Planeaux & Jensen
[1986], Parr [1986], Planeaux [1993]), electrical engineering (Chen & Varaiya
[1988], Tan et al. [1993]), and combustion (Margolis & Matkowsky [1989]),
etc. Very recently, some techniques combining theoretical analysis with nu
merical calculations have been developed to optimize not only the computa
tional accuracy but also the consuming time in analysis and computing. Two
interesting reports containing this hybrid procedure were given by Hassard

& Shiau [1989] and Shiau & Hassard [1991], in biology. In these papers, the
efficient numerical implication techniques provided by the AUTO program
(Doedel [1986]) were combined with the powerful mathematical singularity
theory, to discover the periodic solutions that are far away from criticalities.
Although all of the aforementioned applications use extensively the re
sults provided by Golubitsky & Langford [1981], there are other independent
approaches that are also successful. For example, formulas given in Atadan
& Huseyin [1984,1986] and Huseyin [1986] employed the harmonic balancing
approximation method, and those given in Moiola et al. [1990a, 1991b] used
the engineering feedback systems theory together with higher-order harmonic

balance approximations.
It should be emphasized that the methodology developed by Golubitsky
and his colleagues, in Golubitsky & Langford [1981] and Golubitsky & Scha-
effer [1985], is very effective, and so is the mostly preferable approach to the
study of degenerate Hopf bifurcations. For this reason, we intend to develop
a frequency-domain methodology for the same purposes of analysis, in a way
parallel to the time-domain approach, by taking advantages of the computer
graphical capabilities as well as some useful techniques from the nonlinear
feedback control systems theory. This chapter is devoted to this objective,
so as to derive some useful frequency-domain formulas that are analogous to
the existing time-domain results for degenerate Hopf bifurcation analysis.
4.2 Multiplicity of Equilibrium Solutions

In this section, we derive some useful frequency domain formulas for ana
lyzing the multiplicity of the equilibrium solutions that start from the static
bifurcation points, i.e., the limit points of the steady-state solution curve
obtained by varying the main bifurcation parameter of the equation.
To picture more clearly these equilibrium solutions, the reader is referred
to Fig. 3.16, where associated with the static bifurcation points (or limit
points) "b" and "e," there exist two equilibrium solutions obtained by slightly
perturbing the main parameter /x. The projection of these limit points on
the axis of the bifurcation parameter divides the plane regions with different
numbers of steady-state solutions, as shown in the figure.
We have seen in the previous chapter that useful information for obtaining
the static bifurcation points is contained in the equation Fi(0,fi) = 0 (see
Eq. (3.7)). We use the word information here because we can obtain other
static (degenerate) bifurcations by considering a large parameter set starting
from this equation.
4.2 Multiplicity of Equilibrium Solution* 103
Let us recall Proposition 3.1 and suppose that [dF2/du>](0,n) ^ 0 in the

following. Thus, the case with double roots at w = 0 will not be considered.
As in Chapter 3, we also assume that the parameter (i itself is one of the
steady-state solutions. So the defining conditions for the meeting point of
two folds (cusp points) are given by
Fl(0,n)=0, (4.1.a)
7J57(O.M) = O, (4.1.6)
for a certain value /i = /io> while the nondegeneracy condition is given by

&Ft
-(0,H)*0. (4.2)
d^
Following the classification, the meeting point of two cusp points is known as
the swallowtail singularity. Using the formulation in the frequency domain,
we can see that the defining conditions are
F1(0,(JL) = 0, (4.3.a)
Op
-^(0,M)=0, (4.3.6)
^r(°./0=°. (4.3.c)
for a certain value fi = fio, while the nondegeneracy condition is given by
&F,
-{0,ri?0. (4.4)
0^
Again, the meeting point of two swallowtail curves in the space of system
parameters is known as the butterfly singularity. The defining conditions for
the butterfly are given by
fi(o,/0 = o, (4.5.a)
(4.5.6)
£<M-o.
0(0,,) = o, (4.5.c)
PFi (0,/i) = 0,
3 (4.5.d)
dfi
for a certain value /i = UQ, while the nondegeneracy condition has the ex
pression
^■(0,/i)#0. (4.6)
For the example given in the next section, the butterfly singularity is the
highest degeneracy that is encountered. In the unfoldings of this singularity,
up to five steady-state solutions are found.
To complete the classification, let us consider the meeting point of two
butterfly singularities obtained by varying five system parameters. This de
generacy is known as the wigwam singularity, and its defining conditions are
given by
Fi(0>Ai)=0, (4.7.o)
^L(0lAi)=0, (4.7.6)
dp
(0,M) = 0 , (4.7. c)
Off
&3F1
(0,/i)=0, (4.7.d)
dfi3
d*F,
^ r ( 0 , M ) = 0, (4.5.e)
for a certain value /i = fio, while the nondegeneracy condition is
0(°.M)/O. (4.8)
Recently, Farr & Aris [1986] found the wigwam singularity using a chemi
cal reactor model, and obtained up to seven steady-state solutions after vary
ing five parameters of the system. In some applications, the aforementioned
conditions can be obtained analytically without using any computational re
sources (see, for example, Balakotaiah & Luss [1986]). Yet in many other
applications, numerical solution is the only approach. For a complete clas
sification of multiplicities of equilibrium solutions, some other expressions
(e.g., Golubitsky & Schaeffer [1985]) have to be calculated in order to obtain
all the local bifurcation diagrams in the unfoldings of the singularities.
We are only interested in the locations of the singularities, using tech
niques from the frequency-domain approach. We have considered /i as one
of the components of the steady-state solutions. Extension immediately fol
lows if we take into account the variation of a second system parameter. The
reader is referred to Balakotaiah & Luss [1986] for a more rigorous treatment
of this case, together with the definition of other varieties that should be cal
culated in order to obtain a complete classification of the local bifurcation
diagrams, in the vicinity of the highest order singularities.
4.3 Multiple Hopf Bifurcation Point* 105
4.3 Multiple Hopf Bifurcation Points

In a similar way as we carried out the analysis for the multiplicity of equi
librium solutions in the last subsection, frequency-domain formulas for the
multiplicity of Hopf bifurcation points can be derived. Recall that using the
notation and assumptions of Proposition 3.8, we have shown that an appro
priate function H((i) = Gi(w(/x),/x) can be defined for all /x E E(u>o,no)> if
[dF2/dw](w0, /io) ^ 0 or if [dF2/dfj.](w0, no) ^ 0. In other words, if this func

tion satisfies H(f*o) = — 1 and U>Q / 0 then we have a characteristic locus
passing through the critical point (—1 + »'0), i.e., the dynamic bifurcation
condition is satisfied.
We now consider the successive higher-order derivatives of H(xx) with re
spect to the bifurcation parameter /x. We can find the following singularities:
(a)
H(^) = -l, (4.9.o)
^ ( / i o ) = 0, (4.9.6)
fH2 ( W > ) ^ 0 , (4.9.c)
which is the failure of the transversality condition of the classical Hopf

bifurcation theorem;
(b)
H(iio) = - l , (4.10.a)
-^(/*>) = 0, (4.10.6)
dPH,
-^-2-(A*o) = 0
> (4.10.c)
dfj?
cPH
-^(W)Ô, (4.10.d)
which is the failure of the transversality condition, up to the second-order

derivative (the so-called hysteresis singularity);
(c)
JJ(/io) = - l , (4.H.O)
dH, N n ,
-^-(/io) = 0, (4.11.6)
100 4. Degenerate Bifurcation* in the Space of System Parameters
j2rr
75J(PO) = 0, (4.11.c)
d?H
^ J ( « . ) = 0> (4.11.d)
j4rr
^■(WJ/O, (4-H.iO
which is the failure of the transversality condition, up to the third-order

derivative.
As distinctive features, the singularity denned in (a) reflects the inter
action up to two Hopf bifurcation points after slightly perturbing the main
bifurcation parameter \i and one additional (auxiliary) parameter of the sys
tem; the singularity denned in (b) indicates the interactions up to three Hopf
bifurcation points; while the singularity defined in (c) describes the interac
tions up to four Hopf bifurcation points.
We are now in a position to give a rigorous definition for a family of
degenerate Hopf bifurcations that has one of these distinctive interaction
features among the multiple bifurcation points. Recall that in Chapter 3
we used a simplified notation for the first member of this family: the H0\-
8ingularity. To be more precise, we will now include nondegeneracy conditions
for each member of this family. Let us consider the first three members of
the generic Hom family that involves up to "m +1" Hopf bifurcation points:
(i) The ffoi-singularity, whose defining conditions are
JT(Aio) = - l and
£jL(flo)=0, (4.12)
dp
and the nondegeneracy conditions are given by
-j^-MÔ and <TI(«O,/IO)^0, (4.13)

dfi'
where 0"i(-) is the curvature coefficient resulting from a second-order

harmonic balance approximation.
(ii) The 1?02-singularity (or hysteresis), whose defining conditions are
dH. . cPH,
H{n) = -l and JL(fi0})="(
= fl0) = 0, (4.14)
4> H?
and the nondegeneracy conditions are expressed as
J 3 JJ
-^-3-(/io)/0 and ^(wo./io) ^ 0. (4.15)
(iii) The i7o3-8ingularity, whose denning conditions are

dH, , <PH, . d3ff
J5T(/io) = - l and _^ f >o ) = — f
^(*>^ , ) = —^f a ) = 0 , (4.16)
and the nondegeneracy conditions are obtained as

d*H
—(/*<,)/0 and ai(^,/io)/0. (4.17)
We will show, by the end of this subsection, the existence of these first
three degeneracies in a particular application.
The second family of degenerate Hopf bifurcations comprises, as a dis
tinctive feature, the interactions among multiple limit cycles in the branches
of periodic solutions. We first point out that this family of degenerate Hopf
bifurcations presents some natural difficulties in finding the defining and non-
degeneracy conditions, because they are related to the expressions of higher-
order curvature coefficients. Historically, the second-order curvature coeffi
cient 02(100, fiq) was first formulated by Hassard k Wan [1978], the third-
order <T3(wo,/io)> by Gobber & Willamowski [1979] for a two-dimensional
system and by Farr et al. [1989] for an n-dimensional system. Afterwards, a
general expression for the nth-order <Tn(<*>o,f*o) w a s investigated by Kert&z
[1986] and Kert6sz & Kooij [1991]. We now define the first three members of
this second family of degenerate Hopf bifurcations.
(i) The i?io-singularity, whose defining conditions are
£T(/io) = - l and a1(w0,W))=0, (4.18)

—-(A*O)/0 and <7 2 (wo,/io)/0. (4.19)

dfi
In this case, <72(£**),/*<)) includes the information of higher-order deriva
tives of the nonlinear function g(y), denned in Eq. (2.4), up to the fifth-
order one. In other words, a fourth-order harmonic balance approxima
tion has to be calculated in order to obtain the expression of oÔ-
(ii) The H20 -singularity, whose defining conditions are
H(no) = -l and <7i((Jo,m>) = M(ô,/M>) = 0, (4.20)

(4.20)
and the nondegeneracy conditions are expressed as
JTT
6
— (W)^0 and < T 3 (WO,W))? 0. (4.21)
In this case, the curvature coefficient o~3(uo,iM}) involves a sixth-order

harmonic balance approximation, and it requires up to the seventh-order
derivatives of the nonlinear function g(y).
(iii) The .H3o-singularity, whose defining conditions are
ff(/xo) = - l and <7i(u0,(io) = 0, i = 1,2,3, (4.22)

—(/io)/0 and a4{wo,no)jto. (4.23)
Here, the curvature coefficient a<(-) involves an eighth-order harmonic

balance approximation and needs the expression up to the ninth-order
derivatives of g(y).
We remark that up to two, three and four limit cycles can be found in
the vicinity of H\o, #20 and if30-degeneracies, after varying two, three and
four system parameters, respectively.
We next introduce the third family of degenerate Hopf bifurcations. We
define it as the combination of the first two families: Hom and H„o. In this
case, the members of this family are the most difficult ones to characterize,
due essentially to the various possibilities that offer different combined fail
ures of the transversality condition and the vanishing condition of the curva
ture coefficients. The reader is referred to Golubitsky & Langford [1981] and
Golubitsky & Schaeffer [1985] for more details for these complex situations.
Here, we only discuss four members of this family.
(i) The Hu -degeneracy, whose defining conditions are
JIT
#(/io) = - l and -r(m>) = <Ti(u>0,iiO) = 0, (4.24)
dn
and the nondegeneracy conditions are
-^(/xoJ/O and a2(w0,fio)jtQ. (4.25)

dfi
This singularity involves generally the interactions between the bifurca
tion points (up to two) and the periodic solutions (up to two), in any of
the branches of the periodic solutions under investigation.
(ii) The ffia-degeneracy, whose defining conditions are
dH, . <PH
H(IM,) = -1 and —(t*o) = "xj(W)) = "i(wo.«i) = 0. (4-26)

d*H
-(AIQ)#0 and a 2 (wo,/io)^0. (4.27)
d/x:
In the vicinity of this singularity, one can find the interaction between
the Hopf bifurcation points (up to three) and the nested limit cycles (up
to two).
(iii) The i?2i-degeneracy, whose defining conditions are determined by
H(no) = -l and y(A*o) = î(wo,/xo) = ^2(^0, fM>) = 0, (4.28)
and the nondegeneracy conditions are
-^-2-(/io)^0 and o3{uo,Ho) * 0 . (4.29)
In the unfolding8 of this singularity one can obtain the interactions be
tween the Hopf bifurcation points (up to two) and the structures con
taining up to three limit cycles.
(iv) The .Hi3-degeneracy, whose defining conditions are given by
H(no) = - 1 , and
dH, . = d*H, , d3H.
■^*°) 7 j ( » ) = A5"(«>) = ^1(^0,^0) = 0, (4.30)
and its nondegeneracy conditions are given by

d*H
-^-(/xoJ/O and a2(wo,/io) ^ 0 . (4.31)
This singularity involves (up to four) Hopf bifurcation points and (up to
two) limit cycles.
Classification of the local bifurcation diagrams encountered in the un-
foldings of degeneracies H\\, Hn, #21, and #13 can be quite complicated,
and so usually involves the calculation of other coefficients in order to dis
tinguish one type of degeneracy from the other, even if they both satisfy the
corresponding (defining and nondegeneracy) conditions listed above.
We close this subsection by an application of the CSTR model with con

secutive reactions A -» B -»• C, which was discussed in Subsection 3.5.1. The
intention is to improve the presentation of the local bifurcation diagrams
given in Halbe & Poore [1981], by using more information on the oscilla
tory behavior (as described in Jorgensen et al. [1984]) and the implication of
degenerate Hopf bifurcations.
As we have seen in Subsection 3.5.1, Chapter 3, the static bifurcation
condition can be obtained by Eq. (3.27), namely,
i ? i(0,»i) = ff(yi) = l - a + r — + I - ^ + d = 0, (4.32)

where a(-), 6(-), c(-), and </(•) depend on yi, and they were defined in Chapter
3 (after Eq. (3.26)).
For double roots at u> = 0 of the above algebraic curve, we have shown
that Eq. (4.32) and the following condition have to be satisfied:
=8
^ ^ -(TW-(rW" M = 0 ' (4 33)
-
Calculating the partial derivatives of Eqs. (3.26) with respect to j/i, we obtain
dFi 1 da 1+0 db 1+P-ui2 dc 1 - w 2 dd lAni ,
-
-57- = -57- H "57" T "5T H ST , (4.34.a)
oyi Pi dyi P2 oyi P3 oyi P* oyi
and
dF2 w da w db (2 + j3)w dc 2u> dd
(4.34.6)
9v\ ~ Pidyi pa dyi P3 dyi PA dyi
are
da l+S
dyi ~ ( l + y i ) 2 '
db ^B[(l- 5)(1 - S - 5a)y? + 2(1 - S - Sa)yi + l]
dyi~ [1 + ( 1 - S ) y x ] 2
* = § {(l-S)(l-S-Scc)yl + 2(2-S)(l-S-Sa)fi
0yi l [ ( l - S ) # + ( 2 - S ) y 1 + l]2
[5 + 2a - 45(1 + a)]^ + 2(1 + a)yi 1
[ ( l - 5 ) y ? + ( 2 - S ) y 1 + l]3 /'
dd 2Syi
dyi (1+yi)3'
Calculating the partial derivatives of Eqs. (3.26) with respect to w, on the
other hand, we obtain the following expressions:
4.3 Multiple Hopf Bifurcation Pointa 111
(4.35.a)
!*EL - — (—\ - h— (—\

dw ~ dill \PlJ 8U) \ P 2 /
(4.35.6)
where
d_ (l_\ -2w
dw\pj~ p\ ;
fo \Pl J \ Pi J Pi'
du U J ~ P\ ;
du>\P2j \ P2 J P2 '
d_ /i+/?-^\ = _ 2 w A + ( l + / ? - < ^ ) ( 2 ^ + 2 + 2/3 + /? 2 )\ J_ .
5 W \ P 3 / V P3 / P3 '
2 2
A (i^ = (i _ 2^(2o> + 2 + 2/? + /? )\ J_.
du \P3J \ P3 J P3 '
f ( I z £ ) __*(, +31^1)1,
du \ p4 J \ Pi J Pi
8_ /u>_\ = / _ 4 ^ ( l + ^ ) \ J_
&" \P4 / V P4 ) Pi'
The defining conditions for a cusp point are given by Eq. (4.32) and the
following condition:
dgi 9F1 da 1 db 1
<fc+^) = 0 , (4.36)
-77- = "57-(0,y1) = d y 1 + / 9 + ldj/i +
P + 1 dyi dyi
dyi dyi
where
QiOii) ~ Fi(0,yi) ■
Moreover, the defining conditions for a cusp point and double roots at
u> = 0 are determined by Eqs. (4.32), (4.33), and (4.36). Taking the successive
derivatives of function pi(yi), we obtain the conditions for the swallowtail
singularity: they must satisfy Eqs. (4.32) and (4.36) and the following ex
pression:
w = -^(o.*) - - d ^ + ^ T I ^ + ^ T i ^ + - ^ "°' (4-37)

while the butterfly singularity conditions must satisfy Eqs. (4.32), (4.36) and
(4.37), as well as the following expression:
fgi _ &Fl / A A , _ d3a , 1 d36 , 1 d3c , d3(d)

= ( 0 , h)=
r w
dy\ "d^ ^TTdi ^ndW "^r_
+ + +
°-(4, 38)
To obtain the dynamic bifurcation condition, we need to satisfy Eq. (3.26)

with u; = (Jo jL 0. Using this condition in Eq. (3.26.b), we can rewrite it as
follows:
a_ = ±+cJ?±P) + 2d (4.39)
Pi W Pz PA
Then, substituting Eq. (4.39) into Eq. (3.26.a), we obtain
^fcj.t+s.s+ia.sLtsa.,. ,,.40)
Pi Pz Pi
Eq. (4.40) contains the information about Hopf and degenerate Hopf
bifurcation conditions of type Hom. Furthermore, the failure of the transver
sality condition can be easily calculated from Eqs. (4.34) and (4.35). Thus,
the determinant of the degeneracies is obtained as
dFi dF2 dF2 dFi
= 0. (4.41)
dyi du dyi du> (wo.$i)
We note that since the state-space model in this case is a three-dimensional
one (see Eq. (3.21)), two pairs of pure imaginary eigenvalues can never take
place. Hence, the vanishing of the determinant of the degeneracies is al
ways related to the failure of the transversality condition, for a solution of
u = wo jt 0.
We first derive the bifurcation curves that result from the static bifurca
tions. In Fig. 4.1, we show the projections of the static bifurcations curves on
the plane of the main bifurcation parameter D and the auxiliary parameter
a. Here, we should recall from Eq. (3.23.a) that D can be easily obtained by
using the value of the artificial bifurcation parameter ft.
In the middle of Fig. 4.1, we include a plot of the butterfly catastrophe
set. The upper small diagram in thefigureis obtained for the value j3 = 1.206,
while the lower small diagram is captured for the value /? = 1.3. In both of
these diagrams, all the other parameters are fixed, at B = 8 and S = 0.04.
Note that the upper and lower diagrams are cross-sections of the butterfly
catastrophe set for different values of the second auxiliary parameter, /3.
We now take a closer look at the lower diagram in Fig. 4.1. We add the
Hopf bifurcation curves into the diagram, as shown in the three-dimensional
plot, Figure 3.17-3.21, of Chapter 3. This enhanced picture is displayed in
Fig. 4.2, where all the degeneracies are indicated by the same notation used
before. Note that the slope (indicated by dashed-lines) of the local bifurcation
diagrams changes dramatically at the cusp point (C) shown in the figure.
Moreover, for a particular local bifurcation diagram, named "ai" in the
figure, the number of steady-state solutions may be five for appropriate values
of the main bifurcation parameter D. This situation can also occur from the
projections of the static bifurcation curves on the parameter D — a plane,
and can be used to find the corresponding cross-section of the aforementioned
catastrophe set.
In the small diagram at the upper left-corner of Fig. 4.2, we indicate the
stability of the Hopf bifurcations that are obtained by tracing the direction
of the half-line &. For simplicity, we use £, to denote the situation when
(i points outwards (the stable periodic solution), and £ u , when £i points
inward (unstable periodic solution). Also, we label £#,„ when £i is tangent
to the characteristic locus A. These stability results were actually obtained
by applying the formulas given in Proposition 3.10.
We now return to Fig. 4.1. Note that we can continue the three cusps
points plotted in the small diagrams therein, by varying an additional auxil
iary parameter using Eqs. (4.32) and (4.36). Fig. 4.3 shows the result, from
which we can see these continuations corresponding to different values of
the second auxiliary parameter S. Again, for each of these new structures,
two (singular) meeting points are recognized as the swallowtail singularities,
where Eqs. (4.32), (4.36), and (4.37) are satisfied simultaneously. Notice that
these singularities look like cusps in the a-(5 parameter plane. Fig 4.3 can
also be plotted in a three dimensional view, taking into account the presence
of the second auxiliary parameter S. The result is shown in Fig. 4.4, which
is known as the swallowtail catastrophe set.
From Fig. 4.3 we can repeat the same continuation procedure for the
swallowtail singularities in terms of a third auxiliary parameter. The two
swallowtail singularities coalesce for those values of 5 in between 0.07 and
0.08, as shown in Fig. 4.5. The meeting point of the swallowtail singularities is
the butterfly singularity, which satisfies Eqs. (4.32), (4.36), (4.37) and (4.38),
simultaneously.
Figure 4.1. Cross-section of the butterfly catastrophe set.

The upper diagram contains the projections of the static bifurcation
curves for /? = 1.206 and the lower one is that for (3 = 1.3.
10<
H01
c*
0 D
Figure 4.2. Plot of the steady-state manifold with

the static and dynamic bifurcation curves for
B = 8, S = 0.04, 0 = 1.3, and a varying from 0.7 to 1.3.
1.*
Figure 4.3. Continuation of the cusp singularity.

B = 8; S varies from 0.04 to 0.08 in the a-fi plane.
The numbers on the equilibrium manifold of Figure 4.2 correspond to

unstable closed-loop poles, while the numbers on the D-a plane indicate the
maximum number of steady-state solutions for the combination of parame
ters D and a in each indicated region.
Balakotaiah & Luss [1984] proved that the butterfly singularity is the
highest-order codimension singularity that can be found in this chemical
reactor model. In the vicinity of this singularity, all the distinctive bifur
cation diagrams related to the multiplicity of the equilibrium solutions can
be recovered by applying suitable perturbations in the auxiliary parameters

a, P and S. A complete classification of the characteristic local bifurcation
diagrams regarding with the multiplicity of equilibrium solutions for this re
actor model and other chemical reactors can be found in Balakotaiah & Luss
[1982a, 1982b, 1984, 1986].
Having indicated the appearance of the static bifurcations and singulari
ties, we now concentrate our attention on the information from some bifurca
tion curves that are obtained by varying a second auxiliary parameter of the
system. Concerning with this, and using some formulas derived in Chapter 3
and in this chapter, we can continue the singularities Hoi,Hio,C and F\ to
obtain those regions characterized by distinctive local bifurcation diagrams.
We first present an incomplete plot of the aforementioned singularities to
clarify the exposition. The purpose is to show the number of Hopf bifurcation
points in several regions of the system parameters space. To do so, we only
depict the degeneracies that affect the number of Hopf bifurcation points,
i.e., the Hoi-degeneracy that can be seen as the births (or deaths) of two Hopf
bifurcation points, and the F\-singularity that can be seen as the births (or
deaths) of a Hopf bifurcation point that coalesces with a static bifurcation.
Then, by crossing the Fi or ff"0i degeneracies, the number of existing Hopf
bifurcation points is increased (or decreased) by one or two, respectively.
In Fig. 4.6, we show the plot of these degeneracies plus the i7io singularity
in dashed-curves, where the latter is added therein for completeness: it does
not affect the number of Hopf bifurcation points in any region except their
stabilities. Start from the lower right corner: there is no Hopf bifurcation at
this corner, and so this region is labeled as number 0. When passing through
any one of the two Hoi degeneracies, the number changes to 2, indicating
that there are two Hopf bifurcation points. The maximum number of Hopf
bifurcation points takes place in the middle of the plot, in the region labeled
as number 4, which is bounded by three Hoi-curves and one Fi-singularity
curve. To the left of F\t a region with 3 Hopf bifurcation points is encoun
tered. Looking from this region downwards, after passing one Hoi-degeneracy
curve again, we found a region with only one Hopf bifurcation point. At the
right upper corner of the figure, two degenerate Hopf bifurcations of codi-
mension larger than one are encountered. One of them is the meeting point
of two Hoi curves, i.e., an Z/02-degeneracy; the other singularity is located
very close to 2Zo2, which verifies the conditions for an H\\ -degeneracy. For
simplicity we do not compute 02 on each one of the H\Q curves, so that other
degeneracies, mainly H20, can be found for this set of parameters.
Figure 4.4. Plot of the swallowtail singularity in the a-ftS space.

1.2
a
1.1
0.9
0.8
0.7
0.038 0.0448 0.0516 0.0584 0.0652 0.072
5 (S) to
Figure 4.5. Continuation of the swallowtail singularities
reach the butterfly singularity (B) with B = 8.0.
Figure 4.5. Continuation of the swallowtail singularities (S) to
reach the butterfly singularity (B) with B = 8.0.
0.8 1.08 1.36 1.64 1.92 2.2
Figure 4.6. Regions with the same number of Hopf bifurcation points
obtained from the information provided by the F\ and Hoi curves,
for B = 8.0 and S = 0.04. The dashed-line curves are depicted for
completeness of the figure, but they do not affect on the existing
number of Hopf points in each region.
In Figs. 4.7 and 4.8, we show the continuation of Hoi, H\o and F\, includ
ing the cusp curves (C). In Fig. 4.7, the parameters B = 8 and S = 0.04 are
fixed, while the main bifurcation parameter D and the two auxiliary param
eters a and /? are varied. In Fig. 4.8, the parameters or = 1.0 and S = 0.01
are fixed, while parameters D, B and (3 are varied.
Again, the Hio -degeneracy delimits the regions when a Hopf bifurcation
curve changes its stability. Ft and Hoi degeneracies confine the regions with
different numbers of Hopf bifurcation points, as we have seen in Fig. 4.6,
under the variation of the main bifurcation parameter D. The C-degeneracy
involves multiplicity in the steady-state manifold and confines different num
bers of steady-state solutions. When all degeneracies are depicted under the
variation of the auxiliary parameters a and /?, those singularities delimit the
regions that have distinctive local bifurcation diagrams, as the one shown in
Fig. 3.16.
In these figures, we do not plot the double limit variety in the interior
of the hysteresis (or cusp) curves for visual clarity. However, a complete
classification of the local bifurcation diagrams should include the plot of this
variety, so that more distinctive local bifurcation plots can be expected. We
prefer classifying the regions according to the number of Hopf bifurcation
points under the variation of the main bifurcation parameter D. Hence, the
regions labeled a«, i = 1,2,3, do not contain any Hopf bifurcation points
when D varies; regions bj, j = 1,2, • • •, 9, have two Hopf bifurcation points;
regions e*, fc = 1, • • •, 4, have only one; regions d/, I = 1, • • •, 10, have three;
and finally, regions e r , r = 1, • • •, 14, have four Hopf points. Figure 4.9 shows
in details all the local bifurcation diagrams.
1.8
Figure 4.7. Classification of the regions that have the same local
bifurcation diagrams obtained by including Fi-, Hoi; Hio- and C-
singularities. The appearance of two swallowtail points (S) and other
degenerate Hopf bifurcations is included {H\\ and H^)- The param
eter set is the same as that in Fig. 4.6.
The classification of local bifurcation diagrams given in Figs. 4.7 and 4.8
was presented in Moiola et al. [1990a], while an enhancement of Fig. 4.8,
with the same bifurcation curves, was given in Fair & Arts [1987], obtained
by using time-domain formulas.
In Fig. 4.7 we indicate other degenerate bifurcations that are the meet
ing points (for the same values D and j/i = —£i) of (i) the Hoi and Hw
degeneracies, which are called the H\\-degeneracy; (ii) the #oi and #oi de
generacies, which are called the Hos-degeneracy; and (iii) C and C, which are
denoted as S, among other most important ones. Near Hn, isolas of periodic
solutions are encountered, while the if02-degeneracy can be classified easily
by using the curvature coefficient formulas and the diagrams provided in the
next sections. This will be further discussed later. On the other hand, recall
that the two swallowtail singularities S have been given in the case a of the
Fig. 4.3, which is isolated from the rest of the dynamic bifurcations for the
sake of clarity.
20A
Figure 4.8. Classification of the regions that have the same local
bifurcation diagrams when a = 1 and S = 0.01 are fixed.
In Fig. 4.9 we include the local bifurcation plots for the corresponding
regions shown in Figs. 4.7 and 4.8, where the graphs are distorted for visual
clarity and where the static bifurcation points are indicated without showing
the exact slope of the equilibrium curve. Although a complex classification
can be easily obtained from the plot of the double-limit variety in the inte
rior of the cross-section of the static swallowtail catastrophe, we prefer this
representation for simplicity and easy understanding of the regions involved.
More regions will appear after plotting this double-limit variety and the left
part of Fig. 4.7 will become more difficult to explore. The local bifurcation
diagrams are shown in a quantitative form by summarizing both the static
and the dynamic bifurcations in the regions of the system parameters space.
Some specific questions about analysis of the multiplicity of steady-state so
lutions can be found in the original works of Balakotaiah & Luss [1984] and
Farr & Aris [1986].
We now show how the local bifurcation diagrams change after passing
through a degenerate bifurcation point. For example, by crossing through
the J7oi-degeneracy from region aj to bi in Fig. 4.7, we have two different
local bifurcation diagrams in each of these regions. The corresponding local
bifurcation plot in region b] is entirely similar to that of ai, but with two
Hopf points due to the crossing over that degenerate bifurcation point. In a
similar way, by crossing through the Hio-degeneracy from bi to bj, we found
that region bj has the same configuration as region bi, except that the lower
Hopf point has changed its stability. Taking into account the type of the
degeneracy crossed, we can find a new local bifurcation diagram.
Figure 4.9. Local bifurcation diagrams corresponding to

regions a;,bj,Ck, d* and e, of Figs. 4.7 and 4.8
after varying the main bifurcation parameter D.
We remark that the information presented by different local bifurcation
diagrams is essential to start with a preliminary analysis on the steady-state
and periodic behaviors of the system solutions. The classification of local
bifurcation plots provides a useful tool for continuing the global dynamics
(for example, case h% in Fig. 4.9 was obtained before that in Fig. 3.16), since
several global changes can take place near the vicinity of these singularities
and their interactions.
122 4. Degenerate Bifurcation* in the Space of Syitem Parameters
Observe also that some of the representations of the steady-state manifold

with the static and Hopf bifurcation curves, which are shown in Figs. 3.17 to
3.21, can be easily obtained from Figs. 4.7 and 4.8. For example, Figs. 3.17
and 3.18 can be obtained by fixing the values of /? = 1.5 and a = 1.4, re
spectively, and varying the remaining free auxiliary parameter indicated in
Fig. 4.7. In Fig. 4.7, this reduces to drawing a line at that fixed value of
the auxiliary parameter, taking into account the interactions between this
line and the crossing singularities caused by appropriately varying the re
maining auxiliary parameter. Similarly, Figs. 3.20 and 3.21 can be obtained
from Fig. 4.8 by varying appropriately the parameter B, while keeping the
auxiliary parameter /? at (5 = 2, and (3 = 1, respectively.

The forty local bifurcation diagrams depicted in Fig. 4.9 enhance the
pictorial view of the local dynamics for this chemical reactor model, which
were obtained from the ten characteristic local bifurcation plots provided by
Halbe & Poore [1981]. Note, however, that this number is not the decisive
because other intermediate local bifurcation diagrams can also appear from
the transitions between Fig. 4.7 and Fig. 4.8, and from appropriate variations
of the remaining auxiliary parameter. The task of finding and classifying all
the different local bifurcation diagrams seems to be formidable and realiz
able. We will not pursue any further in this direction, however, since the aim
of this discussion is merely to show an application of the developed formu
lation together with some graphical implications in the continuation of the
classification of the local dynamic behaviors.
We now consider the variation of one of the remaining parameters indi
cated in Fig. 4.7, for the main purpose of obtaining other degeneracies of
higher codimensions. We choose Fig. 4.7 because it has rich interactions be
tween static and dynamic bifurcation curves. In so doing, we first consider
the plot of the degenerate bifurcations obtained for the values of B = 8.0 and
S = 0.04. The first significant variation is the vanishing of the inner loop of
the i*\ singularities at the left lower corner of Fig. 4.7, and the appearance
of the two additional degenerate Hopf bifurcations (Hu and H02) as well
as the clear separation of the cross-section of the static swallowtail from the
now emerging cross-section of the dynamic swallowtail (see the curves Hoi
in Fig. 4.10).
The vanishing of the loop of the Fi singularities and the appearance of
the two additional degenerate Hopf bifurcations mentioned above was first
observed by Farr [1986] and Farr & Aria [1987], but on a different parameter
set. The collapse of that loop acts as one of the organizing centers of the dy
namics, because of the large number of different local bifurcation diagrams
encountered after applying small perturbations in the remaining auxiliary
parameters. Unfortunately, the study of the global behavior of that type
of singularities appears to be more difficult than one of its relatives: the

Bogdanov-Takens singularity (Tokens [1974] and Bogdanov [1981]), due es
sentially to the large number of equilibrium solutions and the change of the
stability of the emerging periodic solution involved in this system.
In the lower diagram of Fig. 4.10, we show a magnification of the degen
erate dynamic bifurcation curves for the sake of clarity. The cross-section
of this dynamic swallowtail has two pairs of symmetrical degenerate Hopf
bifurcations #10 and #02 > clearly very close to each other.
Increasing again the values of the parameter 5 from that of Fig. 4.10,
we obtain the plot of the degenerate bifurcations shown in Fig. 4.11 for the
value of S = 0.08.
1.2 1.48 1.76 2.04 2.32 2.6
Figure 4.10. Degenerate bifurcations in the parameters a-(3 plane after

varying the main bifurcation parameter D for B = 8 and S = 0.06.
As we have seen from the graphs of Figs. 4.3 and 4.5, the swallowtail
points S in Fig. 4.10 coalesce for a value of the parameter S between 0.07
and 0.08 (more specifically, S = 0.0718). Then, for combinations of the aux-
iliary parameters a and 0 that are below the C curve, there is no multiplicity
of steady-state solutions for any variation of the main bifurcation parame
ter D, while for combinations of a and /? above the C-curve the maximum
multiplicity of equilibrium solutions is three.
Figure 4.11. Degenerate bifurcations in the parameters

a-f3 plane for B = 8 and S = 0.08.
On the other hand, observe that the cross-section of the dynamic swallow
tail reduces in size considerably, approaching both extremes marked by the
/^-singularities. Note also that the two Hu -singularities follow closely the
movement of the J?o2-degeneracies. The dynamic behavior encountered near
the pair H\\— Hm is somewhat similar to that encountered in the vicinity
of the Hi2-degeneracy.
In Fig. 4.12 we show that the cross-section of the dynamic swallowtail
persists, though in a very small region of the system parameters a—fi plane.
This is more clearly visualized by the two small diagrams in the bottom of
Fig. 4.12 after making appropriate enlargements. In these magnifications,
we see that the left Hu -degeneracy of Fig. 4.11 moves rightwards and then
escapes from the "inner triangle of the cross-section of the dynamic swal
lowtail. On the other hand, the right Hn degeneracy of Fig. 4.11 moves
slowly to the right, until it coalesces with an fi"o2-degeneracy and, after that,
it moves slowly to the left, where it stays closely with the #02-degeneracy.
There is also an intermediate value S, between 0.08 and 0.1, in which both
singularities H02 and Hu on the right of Fig. 4.11 join together, resulting in
an ffo-degeneracy.
In Fig. 4.13 we show the curves of the degenerate bifurcations for the value
of S = 0.12. Note that the slope of the #01 degeneracies drastically change
with respect to the curves shown in Fig. 4.12. The two H02-degeneracies
coalesce for a certain value of 5 in between 0.1 and 0.12, resulting in the
£To3-degeneracy. After that, the collapsed singularity disappears from the
diagram of Fig. 4.13. Moreover, there is also a significant change in the H\$-
singularities from the situation of Fig. 4.12 to that shown in Fig. 4.13. Notice
that one of the H\o curves has a breakdown in its structure if one compares
Fig. 4.12 to Fig. 4.13. This is due to the fact that in the latter situation
there are only two Hopf bifurcation points for appropriate combinations of
the values of a and /?, in the upper region bounded by the Hoi curve, and
there is no Hopf bifurcation points in the region below this curve. As we
know, there are up to four Hopf bifurcation points in the interior of the
"triangle in the cross-section of the dynamic swallowtail (see Fig. 4.12).
They exist until this region collapses into a point in the aforementioned H03-
degeneracy. Here, one may recall the shape of the swallowtail catastrophe
depicted in Fig. 4.4.
At the same time, it can be seen fron Fig. 4.13 that the two H\\-
singularities are close to each other. To further clarify this situation, we need
a considerable enlargement of the lower (small) diagram of Fig. 4.13. This is
shown in the graphs collected in Fig. 4.14, from which the loop of the H\o-
degeneracy curve can be clearly identified (in the lower diagram of Fig. 4.14).
As shown in the general theory given by Golubitsky k Schaeffer [1985], the
ffio-degeneracy curve is tangent to the HQI curve at the Hu -singularity.
Finally, in Fig. 4.15 we include the degenerate bifurcations that occur af
ter the two Hn -singularities collapsed together and then disappeared, at the
value of 5 = 0.14. Note that since in Figs. 4.10-4.15 the auxiliary parameter
B was maintained constantly, after appropriately varying B, it is possible to
find the //13-degenerate Hopf bifurcation, which results from the joining of
the #03-8ingularity with any one of the two fi"n-degeneracies.
We should mention that if the computation of the curvature coefficients
02 and <73 would have been included, then other degenerate Hopf bifurca-
126 4. Degenerate Bifurcation* in the Space of Syatem Parametera
1.U
0L845
1.66 1.88 2.1 2.32
t
2.54# 2.76 238
2.5 2J51 Z52 2.53 2.54 2J55
P
a-P plane for B = 8 and S = 0.10.
tions and interactions could appear. However, the CPU time needed for this
computation might have grown substantially. The bifurcation sets that we
obtained here are a compromise between a fast (and accurate) computational
scheme and a complete classification of the degenerate Hopf bifurcations, as
well as other conflictive intersecting points.
Recently, the static and dynamic swallowtail singularities were discov
ered in this chemical reactor by Byeon & Chung [1989], within a region of
the parameter set that is very close to the one discussed here, using the math
ematical singularity theory in the time domain. In [Byeon & Chung, 1989],
several global (characteristic) bifurcation diagrams were also obtained. How
ever, as can be easily seen from a comparison of Fig. 4.9 to their results, the
number of local bifurcation diagrams that we obtained here is larger than
that they predicted.

oe-/3 plane for B = 8 and S = 0.12.
128 4. Degenerate Bifurcations in the Space of System Parametera
Q844
£94
2.838 2JB464 2.8548 2.8632 23716 238
Figure 4.14. Enlargement of the lower diagram of Fig. 4.13

to show the location of the H\\-degenerate Hopf bifurcations.
4.4 Degenerate Hopf bifurcations and the Singularity Theory 129

a-P plane for B = 8 and S = 0.14.
4.4 Degenerate Hopf bifurcations and the

Singularity Theory
In this section, we introduce some analysis on the degenerate Hopf bifurca
tions by applying the mathematical singularity theory.
There are some excellent expositions covering this important topic in
the literature. We will only describe the main results of the theory, without
proofs, for the completeness of the presentation.
We generally consider n-dimensional vector fields that depend smoothly
on the state variables as well as a p-dimensional vector of system parame
ters. Here, as before, a distinction between the main (or distinguished) bi
furcation parameter \i (i.e., the parameter associated with the classical Hopf
bifurcation theory) and other system parameters is necessary. Other system
parameters will be considered as perturbing (or auxiliary) parameters in a
(p — l)-dimensional parameter space. For simplicity of notation, in many
formulas to follow we do not indicate the dependence of the n-dimensional
vector field on the (p — l)-dimensional auxiliary parameters.
We next recall the classical Hopf bifurcation theorem, expressed in some

new notations that are convenient for the reader's reading of the singularity
theory literature. Briefly, we consider an n-dimensional nonlinear dynamic
equation of the form t> = f{v,fj) with the equilibrium (or steady-state) so
lution v = 0 that satisfies /(0,0) = 0. Assume that
(a) the Jacobian of /(•)> when (v,/j) is close to (0,0), has one pair of eigen
values a(n) ± iw(fj) satisfying a(0) = 0 and w(0) ^ 0, and there is no
other eigenvalues existing on the imaginary axis when (v,fi) = (0,0);

(b) [da/d(ji\(0) jt 0, that is, the crossing of the imaginary axis by the eigen
values a(fj) ± iw(fi) is transversal; and
(c) ^2 ^ 0> where /i2 is the stability (or curvature) coefficient.

Then, a unique branch of periodic solutions (limit cycles) will emerge from
(0,0). The stability and direction of the branch follow from the amplitude
expansion
p = fi2x2, (4.42)
where x is a measure of the amplitude of the limit cycle, as shown in Fig. 4.16,
and the stability of the periodic solution changes (i.e., from unstable to
stable, and vice versa), when fi passes through the critical value 0.
We also recall that if only hypothesis (a) is satisfied but one, or both,
of the hypotheses (b) and (c) do not hold, then the resulting bifurcation is
called a degenerate Hopf bifurcation.
Degenerate Hopf bifurcations can be analyzed by studying the singulari
ties of an implicitly denned equation, as discussed in Golubitsky & Langford
[1981]. This equation includes, at least locally, information about the dynam
ics of the original system. Here, by "localltf we mean that the equation is a
simplification of the dynamical system, which has the same periodic solutions
as the original system, in a small neighborhood of (0,0).
Figure 4.16. Supercritical and subcritical Hopf bifurcations.

Next, in view of the limit cycle characterized by the Hopf theorem, we
may assume that a periodic solution of the original system satisfies
4.4 Degenerate Bopf bifurcations and the Singularity Theory 131
r(l2'"):C = 0
' (4.43)
where x = 0 corresponds to the steady-state solutions, and i ^ O corresponds

to the nontrivial periodic solutions of the original system.
To this end, the singularity theory can be used to analyze the nontrivial
solutions of Eq. (4.43), by considering a perturbation of this equation caused
by the variation of the auxiliary parameters.
To describe the nontrivial solutions of Eq. (4.43), we substitute z — x2

and obtain a(z, fx)x = 0. Note that z > 0 and we prefer not to replace x here
by y/z, because we are only interested in the periodic solutions represented

byo(-,^) = 0.
The nondegeneracy conditions (b) and (c) stated in the classical Hopf
bifurcation theorem (Theorem 2.1, Chapter 2) can be written in a more
compact form (see Golubitsky & Langford [1981]) as
(6) 0(O) = -oM with a„ = ~ ( z , / i ) , (4.44.o)
i \ °» -da/dz .
(c) 2= (4446)
" "-^r-
We note that these expressions are difficult to evaluate analytically for
higher-dimensional nonlinear systems. Indeed, it is already not easy to eval
uate the lower-order partial derivatives of a(z, fi). For this reason, numerical
computation is often necessary (see Hassard et al. [1981], and Shiau & Has-
sard [1991]). To further simplify the notation, we let
di+ia
frzdifM (4.45)
Now, we are ready to introduce the basic notion of degenerate Hopf bifur
cations analysis by applying the singularity theory. The procedure consists
of three steps.
At the first step, the qualitative dynamic structure of the degeneracy is
identified with a simple polynomial, called the normal form, which was briefly
discussed in Chapter 1. This process is to obtain the partial derivatives of
a(z, fi) and their values. The vanishing of certain derivatives corresponds to
the defining conditions of the singularity, while definite signs (inequalities)
corresponds to the nondegeneracy conditions that limit, roughly speaking,
the complexity of the degeneracy. The theory provides a minimum num
ber of parameters that are required to build up a general neighborhood of
the corresponding normal form with all of its variants. Within this general
132 4. Degenerate Bifurcation! in the Space of System Parameters
neighborhood, all the distinctive dynamic features of the singularity can be

recovered by perturbing that minimum number of system parameters.
The second step consists of analyzing the normal form to determine all
the local bifurcation diagrams that can be obtained in the vicinity of the
singularity. Some qualitative elements divide the system parameters space
into regions, permitting a classification of the bifurcation diagrams. These
distinctive elements, known as transition varieties, are defined as subsets of
the auxiliary parameter vector p as follows:
Bo = {p : there exists fi such that

a(z,n) = a»(z,n) = 0 at (0,/*;p)} , (4.46.a)

Ho = {p : there exists /J such that
a(zyfi) = aM{z,n) = 0 at (0,/i;p)} , (4.46.6)
Hi = {p: there exist (z, fi) with z > 0 such that
a(z,n) = at(z, n) = axx(z, p) = 0 at (z,n;p)} , (4.46.c)
V = {p : there exist (i, z\, zj with z\ jt zi, z\, zi > 0 such that
a(z,fi) = zax(z,fi) = 0, at {zt,n;p) and (z2,n;p)} , (4.46.d)
Bi = {p: there exist (z, (j.) with z > 0 such that
o(z,/i) = ax(z,n) = a^(z,fi) = 0 at (z,/i;p)} . (4.46.e)
Using these transition sets, we can analyze variations of the normal forms,
which are polynomials by nature, under the influence of the system parame
ters. Nevertheless, the analysis still remains local, although a great diversity
of bifurcation diagrams can be obtained. The reason is simple: other dynamic
phenomena that are not covered by this theory can arise, also nearby the sin
gularities. Such phenomena include interactions of other periodic behaviors
and chaotic motions. Interesting examples of such interactions can be found
in Healy et al. [1991] and Ueda et al. [1994].
The third step in the analysis of degenerate Hopf bifurcations consists of
identifying (distinguishing) the parameters of the original systems and those
created by the perturbations of the normal forms. This is generally not a
difficult task, but it requires numerical computations. However, continuation
of the transition varieties given by Eqs. (4.46.c), (4.46.d) and (4.46.e) is very
difficult to perform, due to some unsolved numerical analysis problems.
We can characterize degenerate Hopf bifurcations by singularities belong
ing to one of the following three families:
(I) Singularities involving the failures of the second hypothesis of the Hopf
bifurcation theorem.
The nondegeneracy condition for the members of this family is ato =

ax(Q,[i) / 0. As usual, we label the members of this family by Hom, where
m is the number of the unfolding auxiliary parameters that are required for
a complete description of the singularity.
The defining conditions for a typical member H(,m of this family are
aoi(0,A«) = O02(0,/i) = • • • = ao,m(0,Ai) = 0 , (4.47)

with the nondegeneracy conditions
aio(0,/*) ^ 0 and oo, m+ i(0,^) / 0.

The normal forms and the associated bifurcation diagrams in terms of

the unfolding parameters are given below, for the first two members of the
ff0,m family.
(i) The Hoi -degeneracy.
The defining condition is OQI (0, fi) = 0 and the nondegeneracy conditions
are 002 / 0 and aio(0,/i) / 0. The normal forms of this singularity can
be one of the following:
(a) The normal form is
x(x 2 + fi2) = 0 (4.48)
at the singularity, while a perturbation in the unfolding parameter a

is given by
x(x 2 + /z2 + a ) = 0 . (4.49)
The local bifurcation diagrams corresponding to this type of singular

ity are given in Fig. 4.17.a., where unstable steady-state solutions or
unstable periodic solutions are indicated by dashed-lines and stable
equilibria (equilibrium or periodic solutions) are plotted in solid-lines.
Note that for a > 0 there is no Hopf bifurcation, while for a < 0 there
are two Hopf points. The classical Hopf bifurcation theory predicts
the existence of these two branches of periodic solutions, but not the
way in which both are joined for a < 0. The diagrams of Fig. 4.17 were
obtained in Fig. 3.14.b by employing the frequency-domain method
developed.
(b) The normal form is
x ( - x 2 + /x2) = 0, (4.50)
and its perturbation in the unfolding parameter a gives

134 4. Degenerate Bifurcations in the Space of Syatem Parameters
i ( - x 2 + / i 2 + o ) = 0. (4.51)
The local bifurcation diagrams corresponding to this type of singu
larity are given in Fig. 4.17.b. In this case, the classical Hopf theory
only predicts the bifurcation diagrams corresponding to a < 0. The
equivalent analysis given by the graphical Hopf bifurcation theorem
was given in Fig. 3.14.a. By reversing the stability of the steady-state
and periodic solutions, we can find two other variants of the situations
depicted in Fig. 4.17.a and 4.17.b, respectively.

(ii) The Hm-degeneracy.
The defining conditions for this type of singularity are Ooi(0,/i) =

003(0, n) = 0 and the nondegeneracy conditions are given by oio(0, fi) jt
0 and 003(0, (i) ^ 0. As in Case (i) above, we have two different subcases:
x(x2-M3)=0, (4.52)
and the perturbation in the unfolding parameters a and /? (the de
generate Hopf bifurcation of co-dimension 2) is
x ( x 2 - / i 3 + a + /J/i)=0. (4.53)
The unfolding parameters (a-/?) plane is divided by the transition
variety Bo as shown in Fig. 4.18. The numbers shown in the regions
of Fig. 4.19 indicate to which region the distinctive local bifurcation
diagram belongs.
x(x 2 +/x 3 ) = 0, (4.54)
and the corresponding unfolded normal form is given by
x(x 2 + /i 3 + a + /3/i) = 0. (4.55)

The local bifurcation diagrams for this case are shown in Fig. 4.20.
Note that for this case the transition variety BQ exists only for /? < 0.
(II) Singularities involving the failures of the third hypothesis in the classical
Hopf bifurcation theorem.
This family of degenerate Hopf bifurcations is a kind of complement of the
first family, instead of having a multiplicity in the number of Hopf bifurcation
points, it has a multiplicity in the number of periodic solutions of the system.
The nondegeneracy condition for this case is aoi(0,/*) ^ 0.
(a)
tx
coO a=0 a<0
\i
(b)
Figure 4.17. (a) Local bifurcation diagrams corresponding to Eq. (4.49).

(b) Local bifurcation diagrams corresponding to Eq. (4.51).
Figure 4.18. IVansition varieties in the unfolding parameters a-P plane

for an flo2-degeneracy with unfolded normal form given by Eq. (4.53).
tx
V
1 0 2
Figure 4.19. Local bifurcation diagrams corresponding to Eq. (4.53).
2 0 1
Figure 4.20. Local bifurcation diagrams corresponding to Eq. (4.55).
As before, we define the Hnfl-degeneracy to be one that satisfies the

following defining conditions:
oio(0, AO = 020(0, fi) = • • • = a„o(0, n) = 0, (4.56.a)
and the following nondegeneracy conditions:
OOI(0,M)^0, and a n+ i, 0 (0,/i) # 0. (4.56.6)

Formulas (4.56.a) are known as the curvature coefficients stability indexes

or focal indexes. Roughly speaking, the 7/no-degeneracy is related to the limit
points in the periodic branch and the multiple limit cycles. The normal forms
and their corresponding unfoldings are given below, but only for thefirsttwo
members of the family.
(i) The .ffio-degeneracy.
The defining condition for this type of singularity is aio(0,^) = 0, and
the nondegeneracy conditions are aoi (0, /i) jt 0 and 020 (0, /*) jt 0. Again,
we have the following two subcases to consider.
x(x* + n)=0, (4.57)
and its unfoldings are given by
x(x* + fi + ax2) = 0. (4.58)
Note that the limit point indicates the coalescence between the stable
and the unstable periodic solutions, as shown by LP in Fig. 4.21.a.
x(x*-n) = 0, (4.59)
and the unfoldings are given by
x(x*-fi + ax2) = 0. (4.60)
The local bifurcation diagrams of this case are shown in Fig. 4.21.b,
where, as in Fig. 4.21.a, it is clear that the periodic solution branch
emerges more "vertically" under the singular condition (a = 0) than
the one under the classical (nondegenerate) Hopf bifurcation condi
tion.
(ii) The H20-degeneracy.
The denning conditions for this case are aio (0, fi) = 020 (0, n) = 0 and the
nondegeneracy conditions are aoi(0,/x) jt 0 and 030(0, fi) / 0. We only
show one of the two normal forms for this singularity in the following,
because the other can be obtained in the same way.
The normal form that we show here is
x(x6-n)=0, (4.61)
and its unfoldings are given by

x(x 6 - A* + ax2 + Px*) = 0. (4.62)
The transition varieties in the unfolding parameters (a—P) plane can be seen
from Fig. 4.22. Note that when crossing through any one of these varieties,
the shape of the local bifurcation diagrams change substantially, as shown
in Fig. 4.23. Up to two limit points (LPl and LP2 in the figure) can be
obtained. Hence, for certain combinations of the auxiliary and the main
bifurcation parameters, up to three periodic solutions can be found.
(Ill) Singularities involving combined failures of the second and the third
hypotheses of the classical Hopf bifurcation theorem
These singularities differ significantly from the members of the two fam
ilies discussed above, due essentially to the presence of a modal parameter
used to characterize the rich dynamic behavior encountered in their unfold
ings. The simplest member of this family is denoted as the H\\-degeneracy,
which satisfies the defining conditions aio(0,/j) = ooi(0,/i) = 0.
(a) jLP
Z
Figure 4.21. (a) Local bifurcation diagrams corresponding to Eq. (4.58).

(b) Local bifurcation diagrams corresponding to Eq. (4.60).
138 A. Degenerate Bifurcation* in the Space of System Parameter!
Figure 4.22. Transition varieties for an Aw-degeneracy

with an unfolded normal form given by Eq. (4.62).
0 Ux
u. LP2
LP2
LP2<
>LP1
ILP1
S LP1
3 4 V
Figure 4.23. Local bifurcation diagrams of the unfolded
normal form given by Eq. (4.62).
The normal form for this type of singularity is
x(ex* + 2m/ix 2 + S/i2) = 0, (4.63)
where e = 8gn(o2o), <? = 8gn(ao2), and m is the modal parameter defined by

an
m =
M 0200021
The nondegeneracy conditions for this case are O2o(0,/i) jt 0, 002(0, /i) ^
0 and m 2 jt eS. Note that if m 2 = eS, then Eq. (4.63) can be factored. The
other nondegeneracy conditions have the following important implications:
(a) If 020(0, A*) = 0, then up to three nested limit cycles can be found.
(b) If 002(0, n) = 0, then up to three Hopf bifurcation points can appear in
the unfolding8.
However, there are several other possibilities, for which the reader is re
ferred to the book of Golubitsky & Schaeffer [1985].
We remark that the unfolded normal form requires two auxiliary param
eters, which leads to
x(ex* + 2mfix2 + <J/i3 + a + 2/?x2) = 0, (4.64)

There are three different situations, depending on the values off, 6 and m.
We only discuss one of them here, in order to show its complexity. Consider,
for this purpose, the case where e5 = —1. For this case, the transition varieties
and the corresponding local bifurcation diagrams are shown in Figs. 4.24 and
4.25, respectively, which depend on the sign of m. The corresponding normal
form for this case is
x(x* + 2mnx3-n3 + a + 2px*) = 0. (4.65)

Note that in Fig. 4.25 the local bifurcation diagrams present the inter
action between the Hopf bifurcation points (up to two) and the limit cycles
(up to two).
For other combinations of e, 6 and m, Golubitsky & Langford [1981]
showed the presence of isolas, i.e., periodic solution branches that are closed
structures of stable and unstable limit cycles connected by two limit points
but are isolated from the equilibrium curve. These structures are usually
too complex to locate, due to the disconnection of the steady-state solutions
and the absence of Hopf bifurcation points that can be used as initial (or
starting) conditions.
In Golubitsky & Schaeffer [1985], other members of the Hnm family are
analyzed in great details. Readers who are interested in applications are
referred to the theses of Labouriau [1983], Farr [1986] and Planeaux [1993],
in which a great variety of bifurcation diagrams were obtained by applying
systematically the powerful singularity theory. In the next section, we will
show how the graphical Hopf theorem, or the frequency domain approach,
can handle some of the degenerate Hopf bifurcations emerged from the first
and the second families.
Note that if we can derive equivalent formulas for the modal parameter
V by using the formulation in the frequency domain, then we can also
study degenerate Hopf bifurcations of the third family, using directly the
results of Golubitsky & Schaeffer [1985].
4.5 Degenerate Hopf Bifurcations and

Feedback Systems
In Section 3.4, Chapter 3, we denned some degenerate Hopf bifurcations of
co-dimension 1 with formulas given in the frequency domain, where for the
case of transversality condition failure we also showed how to obtain the
corresponding local bifurcation diagrams in a vicinity of the singularity.
Two procedures can be implemented for the study of degenerate Hopf

bifurcations, with the help of the frequency domain formulation:
a m=0
Ho. Uo
By
Bo' a Bo
P P
Figure 4.24. Transition varieties in the unfolding parameters a-0
plane for the Hn-singularity with the normal form given by Eq. (4.65).
X^ -\ 3>(m<0)
i_
3"(m>0) 4 5
Figure 4.25. Local bifurcation diagrams in the unfoldings of the
H\i-singularity with the normal form given by Eq. (4.65).
(i) The first procedure is to obtain the defining and nondegeneracy condi
tions formulated in the frequency domain and then apply the results of
Golubiteky & Schaeffer [1985] to sketch the associate bifurcation dia
grams of the detected singularity.
4.5 Degenerate Hopf Bifurcations and Feedback Syitems 141
(ii) The second procedure also needs to first obtain the defining and nonde
generacy conditions, but then it calculates the local bifurcation diagrams
using an appropriate higher-order harmonic balance approximation.
The second alternative uses the frequency domain approach extensively:
it first calculates the denning and nondegeneracy conditions and then com
putes the local bifurcation diagrams. Moreover, since not all the defining and
nondegeneracy conditions given in the procedure of Golubitsky & Schaeffer
[1985] were translated to a frequency domain analogue, the second alter
native usually presents a more interesting scenario for computing, although

approximately, all the local bifurcation diagrams, provided that an appro
priate higher-order harmonic balance approximation formula is available.

In this section, we follow the second procedure. We show how the graph
ical Hopf theorem can be applied to discover some typical local bifurcation
diagrams in the unfoldings of the degenerate Hopf bifurcations. First, we need
to compute a higher-order expansion of the nonlinear function g(y), which
was given in Eq (2.4) of Chapter 2, and then to employ a higher-order har
monic balance approximation in the calculation. In Mees [1981], a complete
formula for the fourth-order harmonic balance approximation were given,
and in Tang et al. [1983] general formulas for 2nth-order harmonic balance
approximations using a Volterra series expansion were presented. However,
those formulas are more or less implicit. Explicit formulas for the sixth- and
eighth-order harmonic balance approximations were derived in Moiola et al.
[1991b] and Moiola & Chen [1993a], respectively.
We first describe briefly the general procedure in obtaining these har
monic balance approximations. We next will discuss how to calculate the
local bifurcation diagrams in the unfoldings of the degeneracies.
We recall the graphical Hopf bifurcation theorem (Theorem 2.2) from
Chapter 2, where the following formula is key to the accuracy of the method:
\{iw) = - 1 + £x (u, n)P . (4.66)
A natural refinement of this formula is to extend it to include higher-order

terms, so as to obtain a better approximation of the graphical solution. For
this reason, we now assume that the nonlinear function g(y) is in C2r+1,
where the integer r > 4. Then, for 1 < q < r, we can write
A(iw) = - l + j ; & ( « , A » ) f l M , (4.67)
where each complex number &, which is identical to the term — Zk in Mees
[1981], depends on w and involves derivatives of g(y) up to order 2k + 1, all
evaluated at the equilibrium point y. Note that as 6 increases from zero, the
right-hand side of Eq. (4.67) traces out a curve, called the amplitude locus,
in the complex plane, starting from the critical point (—1 + »0). This curve
resembles the plot of the well-known describing function [Atherton, 1975].
We then need to find an intersection (or intersections) between this curve
and the "closest" eigenlocus, so as to detect a periodic orbit (or periodic
orbits) in the autonomous nonlinear feedback system (see Theorem 2.2 for
more details).
Recall from the theorem that if we have a transversal intersection between

these two curves, viewing from the characteristic locus and the amplitude lo
cus, then we can obtain good approximations of both the frequency and the
amplitude of the oscillatory solution. Moreover, the stabilities of the emerg

ing periodic solutions follow the same rules as those used in the first-order
approximation: for a stable transfer function G(s; fi)J(fi), if the amplitude
locus points outwards at the intersection then the limit cycle is stable, but
if it points inwards then the oscillatory solution is unstable.
In Mees [1981], it was suggested that the frequency used for calculating
(i should be u jt 0, where u> is such that 3{A(i£>)} = 0 and R{A(«D)} is close
to —1. We could use another resonant frequency up, of course, provided that
\u> — u)p\ < u>e, where w, must be sufficiently small in order to guarantee a
unique solution (9, ufc) for Eq. (4.66). The reader is referred to Lemma 3.1 of
Mees & Chua [1979] for more details. If Eq. (4.66) has a solution (wi, $i) that
satisfies the conditions of the graphical Hopf bifurcation theorem, then we
can recalculate d , now at u\, and then compute £a(wi). Again, the amplitude
locus will trace out a new curve, but now satisfies Eq. (4.67) with q = 2. If
Eq. (4.67) has a solution (w2,0a), we should recalculate £i(u»a) and £2(0*2),
and then compute (3(1^2). The calculation of all the vectors £* (k > 3) can be
obtained by following a simplified procedure proposed by Tang et al. [1983]
via a Volterra series expansion technique. However, in this book we choose to
show the calculations of these vectors up to order k = 4, using the standard
technique of harmonic balance approximation described in Mees [1981]. It
will be clear later that the amount of algebraic and vector calculations needed
for these approximations are quite formidable. However, the advantage is that
the formulas are immediately applicable, unlike other methods that require
additional operations such as changing variables, formulation reductions, and
denormalization.
Equivalent higher-order bifurcation formulas have also been obtained

from different approaches: up to the fourth-order, by Hassard & Wan [1978],
Golubitsky & Langford [1981], and Huseyin [1986]; and up to the sixth-order,
by Gobber & Willamowski [1979] (for two-dimensional systems), and Farr
[1986] and Farr et al. [1989] (for n-dimensional systems). However, all these
4.5 Degenerate Hopf Bifurcation* and Feedback Systems 143
expansions were derived only for the computation of curvature coefficients

but not for approximation of periodic solutions.
In the following, we describe a frequency-domain approach that provides
higher-order approximations to periodic solutions, and provide results on
both the amplitudes and the frequencies of the oscillatory solutions.
We first need some new notation adopted from Mees [1981]. Suppose that
the nonlinear system, with parameter /i, has oscillatory solutions of the form
y(t) = y + » { f^Yk exp(ikut)\ + 0(62"+1), (4.68)

where S = y/\n — HQ\ is sufficiently small, no is the value of the main bifur
cation parameter \x at the criticality, and
u = wq + 0{62"+1), (4.69)
Y° = *»VM+4jVo4 + " • + ^«Vo,2, + 0(<$ « ), 2 +1 (4.70.a)
Y I = * , V n + * » V l , + .. • + * 2 ' + l v 1 ) 2 , + 1 + o(<s2«+1>), (4.70.6)
Y2 = ^ v M - r ^ V 2 4 + -- • + *2*v2.2« + ° ( < * 2 , + 1 ) . (4.70.c)
Y3 = ^ V 3 3 + 05 V 3 5 + .. • + 0 2 « +1 V 3 , 2 , + i+O(<5 2 <*+ 1 >), (4.70.d)
k k 2 +l
Y = e <Pkq + 0{6 " ), (fc = 4 , - - . , 2 9 ) , (4.70.e)
where Vn = v in Eq. (2.12), and each 9kq in Eq. (4.70.e) is a vector-valued

polynomial function of degree (q —fc/2)in 02q. Moreover, the values of uq
and 0q are the solutions obtained by satisfying Eq. (4.67) when the iterative
procedure described above is applied, and the vectors Vj, depend on the
derivatives of g(y) at the equilibrium.
Since y(t) has frequency u, so does g(y(£)). Hence, we can obtain its
Fourier coefficients F* as functions of Y°, Y=", Y ± 2 , • • •, Y*', where Y~* =
Y*.
We need to solve the fundamental harmonic balance equations, or in other
words, the result of equating the input and output of the linear part, namely,
Y* = -G(ikw)¥k, (4.71)
for k = 0, ±1, • • •, ±2q.

Expanding g(y) in a Taylor series about y, substituting the trial expres
sion for y, and then using some trigonometrical properties, we can verify the
following results, which have up to eighth-order relevant terms:
po =DlYo + D* [ I Y 1 ® ? 1 + Y°®Y° + 5Y 2 ®? 2 + iY 3 ®Y 3 + iv*®Y< + • • •

it, I * St it it
1 1 9 1 2
I Y ^ Y ® ? + J Y W G Y + I Y ^ Y ® ? + Y°®Y°®Y°
2 8 8
+ - Y 1 ® ? ^ 3 + ^Y^Y2®?3 + JJY°®Y2®Y2 + ??1®?3®Y4 +. • •
4 4 2 4
+ |Y1®Y1®?1®Y1+3Y0®Y°®Y1®?1 + §Y°®Y1®Y1®Y2
4!
8 il
1 2
+ f-Y^Y^Y ®? + j^Y ®?^ ®? + i ? 1 ® ? 1 ® ? ^ 3
1 2 2
it it ^
1
+ 7Y ®Y ®Y ®? + --- l 1 3
+ ^Y°®Y ®Y 1 ®Y 1 ®? 1
1
4 5! 8
+ f Y^YW®? 1 ®? 2 + I Y 1 ® ? 1 ® * 1 ® ? 1 ® ^
8 8
+ 5Y°®Y°®Y°®Yl®Yl + • • ^Y^Y^Y^Y^Y1®?1
^ 6! 16
+ IJY^YWY1®?1®?3 + •
+ 5l
7!
^ Y ^ Y ^ Y W ® ? 1
® ? 1
® ? 1
16
+ l^Y^Y^Y^Y1®?1®?1®?2 + •
128
^Y^Y^Y^Y1®?1®?1®?1®?1 +• + •••, (4.72.o)
8! 128
F1 =DiYJ + El 2Y°®Y1 + Y ^ Y 2 + ? 2 ®Y 3 + Y 3 ®Y 4 + Y 4 ®Y 5 + • • •
2!
- Y W ® ? 1 + 3Y°®Y°®Y1 + ^Y^Y 2 ®? 2 + SY 0 ®? 1 ®^
3! 4 2
+ ^? 1 ®Y 1 ®Y 3 + -
4
■4!^ [2[ J Y ^ Y ^ Y W +2 iY^Y^Y1®?2
+ 3Y°®Yl®Y1®Yl + 4Y°®Y0®Y°®Y1 + • •
-Y x ®Y x ®Y l ®Y l ®Y l + ^ Y ^ Y ^ Y ^ Y 1 ® ? 3
5! 8 16
+ ^Y 1 ®? l ®Y 1 ®Y l ®Y 3 + --- ]
4.5 Degenerate Hopf Bifurcations and Feedback Syatenu 145
+ ? r v Y °® Y, ® Yl ®Y 1 ®Y 1 ®? 1
6! [ *
+ ^Y^Y^YW®?1®?2 +•••
16
35
7! —Y^Y^Y^Y 1 ®? 1 ®? 1 ®? 1
64
+ I J Y ^ Y ^ Y ^ Y ^ Y 1 ® ? 1 ® ? 3 + •••
^Y^Y^Y^Y^Y 1 ®? 1 ®? 1 ®? 1
8! O
+ ^Y^Y^Y^Y^Y 1 ®? 1 ®? 1 ®? 2 + •
16
^Y^Y^Y^Y^Y 1 ®? 1 ®? 1 ®? 1 ®? 1 + •
9!
(4.72.6)
F2 = A Y J + ^ iY^Y 1 + 2Y°®Y2 + ?X®Y3 + Y2®Y« + Y3®Y5 • • • 1
^ 3!
^ Y ^ Y W + ^ Y 1 ® ? ^ 2 + 3Y°®Y°®Y2 + ?Y2®Y2®Y2
+ ^Y1®Y2®Y3 + • • • + ^ fiY^Y^Y 1 ®? 1 + 3Y°®Y°®YJ®Y1
+ ^Y^Y^Y 2 ®? 2 + • ■ • + ^ [ ^ Y ^ Y ^ Y ^ Y W
+ ^Y^Y^Y^Y 1 ®-? 2 + ^Y°®Y1®Yl®Y1®Y1 + • • •
^Y^Y^YW®?1®?1
6!
+ ^Y^Y^Y^Y^Y1®?3 + •
16
105
Y^Y^Y^YW®?1®?1
7! 32
+ ^Y^YWaY^Y1®?1®?2 + • • •
Y^Y^Y^YW®?1®?1®?1 + • • (4.72.c)
8! 16
F3 =D1Y3 + ^ [ Y ^ Y 2 + 2Y°®Y3 + YJ®Y4 + ?2®Y5 + Y3®Y« + • • • j
+ ^ [ i Y W s Y 1 + 3Y°®Y1®Y2 + ^Y^Y^Y 2 + IYWSY 3
+ 3Y°®Y°®Y3 + . . . 1 + £ l f J Y ^ Y 1 ® ? 1 ® ^ + Y°«Yl®Y1®Yl
4! [2
4! [ 2
+ 6Y°®Y1®Y1®Y3 + • • • 1 + § • f ^ Y ^ Y ^ Y ^ Y 1 ® ? 1
5! [ 16
- ^ Y ^ Y ® ? ® * ^ + ^Y°®Yl®Yl®Y1®Y2 + • • •
1 1 3
8
8 2
^Y°®Y1®Y1®Y1®Y1®?1 + ^ Y ^ Y ^ Y ^ Y W s Y 2 + • • •
^ 6! o o
1 1 1
^Y^Y^Y^Y^Y ®? ®?
^ 7! 64
+ ^Y°®Y1®Y1®Y1®Y1®Y1®YJ + • • •
j Y°®Y1®Y1®Y1®Y1®Yl®?1®Y1 + . . . ! + . . . , (4.72.d)
YX®Y3 + | Y 2 ® Y 2 + 2Y°®Y4 + Y^Y 5 + ¥2®Y« + • • •
+ § [ j Y ^ Y W + 3Y°®Y1®Y3 + |?X®Y2®Y3 + J Y 1 ® ? 1 ® ^
lf
|Y°®Y2®Y2 +... 1 + ^ fI Y ^ Y ^ Y ^ Y 1 + ^ Y ^ Y W a Y 3
+ II Y 1 ® ? 1 ® ^ ® ^ + • • J• 1 o!+ §[4 f^Y^Y^Y^Y^Y2

+ |Y°®Y1®Y1®Y1®Y1 + H Y 1 ® Y , ® ? 1 ® Y 8 « Y 3 + • • •
88 44
6!
^ Y ^ Y ^ Y ^ Y ^ Y 1 ® ? 1 + jY°®Y°®Yl®Y1®Y1®Y1 + • • • 1
+ ^[^Y°®Y1®Y1®Y1®Y1®Y1®?1
+ ^Y^Y^Y^Y1®?1®?^ +•••
64
Yl Yl Yt Yl Yl Y, 1 1
+ IT f^ ® ® ® ® ® ®Y ®? + • • • + • • • , (4.72.e)
4.5 Degenerate Hopf Bifurcation* and Feedback Syrtema 147
2 3 5 l 2 T
F8 =C,Y 5 + ^ Y»®Y* + Y ®Y + 2Y°®Y + Y ®Y* + Y ®Y +
+ ^ f l y ^ Y ^ Y 3 + ^ Y ^ Y W + 3Y°®Y1®Y4 + J Y ^ Y ^ Y 4
3! [4 4 I
2 3
+ 3Y°®Y ®Y + • +
4!
i, ft
+ 3Y , ®? 1 ®Y J ®Y 3 + -- T -V^SY^Y^Y^Y 1
5! 16
3
+-Y^YW®?^ + ^Y l ®Y l ®Y l ®Y 2 ®Y 2 +
4 8
^Y^Y^Y^YWSY2 + JY^Y^Y^Y^Y^Y1 + • • ■
^ 6!
16 8
+
—Y^Y^Y^Y^Y^Y1®?1
7! 64
+ 1^Y°®Y1®Y1®Y1®Y1®Y1®YJ + •
16
+ £± f J L Y ^ Y ^ Y ^ Y ^ Y ^ Y ^ Y 1 ® ? 2 + • • +• (4.72./)
8! 16
5 2 4 3 3 8 T
F6 =Z?!Y» + |?- Y ^ Y + Y ®Y + iY ®Y + 2Y°®Y + Y'®Y + ■■■
- Y ' a Y ^ Y 4 + 7Y2®Y2®Y2 + ?Y1®Y2®Y3 + 3Y°®Y,®Y5 •

3! 4 4 2
i - Y ^ Y ^ Y ^ Y 3 + ?Yl®YJ®Y2®Y2 + ^ Y ^ Y 1 ® ? 1 ® ^ + •
4! 2 4 2
^ Y W s Y ^ Y W + ^Y°®Y1®Y1®Y1®Y3 + • • •
5! 16 2
i-Y^Y^Y^Y^Y^Y1 + ^Y^Y^Y^Y^Y^Y3 +
^ 6! 32 16
+ ^.[I-Y 0 ®Y 1 ®Y 1 ®Y 1 ®Y l ®Y 1 ®Y l
7! [32
+ îy^Y^Y^Y^Y^Y^Y2 + •••
-J-Y'gY^Y^Y^Y^Y^Y1®'?1 + • • • (4.72.9)
8! 16
148 4. Degenerate Bifurcation* in the Space of System Parameter*
r=D^ + ^. Y^Y* + Ya®Y8 + YS®Y4 + Y ^ Y 8 + 2Y°®Y7 + • • •
+ ?YW®Y 5 + J2 Y ^ Y ^ Y 4 + ?YX
®Y3®Y3 + 4?Y2®Y2®Y3 +
3! 4 4
+ ^ Y ^ Y ^ Y ^ Y 3 + i Y ^ Y ^ Y ^ Y 4 + ^ Y ^ Y ^ Y ^ Y 2 + •■ •
4!
+ ^Y^Y^Y^Y^Y3 + IY^Y^Y^Y'SY2 + ••
5! 16 8
+ 4Y1®Y1®Y1®Y1®Y1®YI + ^Y^Y^Y^Y^Y^Y3 +
6! 16 4
+ -^-Y^Y^Y^Y^Y^Y'gY1
7! 64
+ |iY 1 ®Y 1 ®Y 1 ®Y 1 ®Y 1 ®? 1 ®Y 3 +
+ ^Y^Y^Y^Y^Y^Y1®?^2 + ••• (4.72./i)

8! 16
and
I* = DlY« + § YX®Y7 + Y2®Y« + Y 3 ®Y 5 + iy4®Y4 •
+ 5i [|YX®Y2®Y5 + I Y W S Y 6 + |YX®Y3®Y4
+ ^Y 2 ®Y 2 ®Y 4 + ?Y 2 ®Y 3 ®Y 3 + • •
+ JY^Y^Y^Y* + I Y ^ Y ^ Y ' S Y 4 + §Y1®Y1®Y3®Y3 + •

4!
+ ^Y^Y^Y^Y^Y 4 + ^Y1®Y1®Y1®Y2®Y3 + • • • 1
5! 16 4 J
+ ^ Y ^ Y ^ Y ^ Y ^ Y ^ Y 3 + ^Y 1 ®Y 1 ®Y 1 ®Y 1 ®Y 2 ®Y 2 + • • • 1
6! 16 32 J
^-Y^Y^Y'SY^Y^Y^Y2 +•
^ 7! 64
+ -J-Y^Y^Y^Y^Y^Y^Y^Y1 + ••• | + •••. (4.72.t)

8!
4.5 Degenerate Hopf Bifurcations and Feedback Systems 149
In the above, ® is the tensor product notation and A is a short-hand

notation for the evaluation of the multilinear operator Dj(Y*® • • • ®Y n ) de
fined by the tth partial derivative of g(y) evaluated at y. Note also that
D\ = J. Using the expressions (4.72) in the fundamental harmonic balance
equations (4.71) and then replacing expressions (4.70), we obtain the follow
ing identities:
[G(ikw)Dl + I\Vkj = -G(iktj)Wkj. (4.73)

Note that G(ikw)D\ + / has an inverse when k ^ 1, so we can rewrite

Eq. (4.73) in a more compact form as
Vkj = -H(ikL>)Wkj, (4.74)
where
H{iku) = [G(ikw)Di + ^Giikw).
The dependence of \kj on W y is in the sense that each Vkj can be

calculated from Eq. (4.74) if Vij», j ' < j , are known. In this way, we obtain
the values of V 02 , V^; V33; V M , V 24 , V44; V-w, V58; V,*, Vas, V^, V*,,
and so on (see Appendix A). When k = 1, we need to impose restrictions
on V J J . An appropriate way to do this is to let Vn = v, which is the right
eigenvector of G{ikw)D\, and then maintain V y , j = 3,5, • • •, be orthogonal
to V n . The idea behind this is to allow 6 to maintain the amplitude of Y 1
in the direction of V n , such that the correction terms will not affect it in
any significant way.
Mathematically, the vectors Vij- can be obtained from
P[G{ikw)J + I}Vi,2j+i = -/ > G(Jfc«)W 1 ^ + 1 , (4.75.a)
and
Vi,2j+i is orthogonal to V n , (4.75.6)
where P = I — V n V u is the projection on an orthogonal subspace with

respect to V n , and j = 1,2, • • ■, q. Then, the fundamental harmonic balance
equation is given, for the value of k = 1, by
r
[G(t^)J + /]£v 1 , 2i+1 * 2 > +1
j=0
r
= - G(iku) Y, W li2i+1 0 2 >' +1 . (4.76)
150 4. Degenerate Bifurcations in the Space of System Parameter*
Recall that we are working on the expansion
A(i«) + l = « a 6 + « 4 6 + « 8 6 + ---, (4.77)

which is the expression to be solved graphically, and recall also that w T is
the left eigenvector of G{iw)J associated with A. Hence, we can multiply
both sides of Eq. (4.76) by w T to obtain
(*26 + *h + * 6 + • • •) £ * Tv w+i* 2i+1

r
= - w T G(iM £ WlM+lP*+l. (4.78)

i=i
Equating the coefficients for the same power terms of 0, we arrive at
& = -wTC?(ta;)W13 , (4.79.a)
fc = - w T G M W 1 5 - 6 w T V 1 3 , (4.79.6)
£P = -w T G(tw)W l i 3 r + 1 - £ r _iw T V 13 - 6 - 3 w T V 1 5 - • • • . (4.79.c)

From the above expressions it is clear that all the £r terms can be calcu
lated if the vectors Vitjr+i are known. To this end, we are ready to calculate
the amplitude locus from Eq. (4.67). Consequently, the graphical solution
can be obtained.
4.6 Degenerate Hopf Bifurcations and the

Graphical Hopf Theorem
In this section, we show an application of the graphical Hopf theorem to the
family Hom of degenerate Hopf bifurcations. Note that the vector £i is not
tangent to the eigenlocus A at the criticality, because for this family one of
the nondegeneracy conditions is 0i{wo,IM)) £ 0. The second-order harmonic
balance approximation is sufficient to classify the local bifurcation diagrams
of its unfoldings. On the contrary, the higher-order harmonic balance approx
imations developed in this section are necessary for the classification of the
HnO type of degenerate Hopf bifurcations, which will be further discussed in
Subsection 4.6.2 below.
4.6 Degenerate Hopf Bifurcation* and the Graphical Hopf Theorem 151
4.6.1 Degenerate Hopf bifurcations of the Hom type

In this subsection, we show how the local bifurcation diagrams in the unfold-
ings of the first two members of the Hom degeneracy family can be obtained
by using the graphical Hopf theorem. For this purpose, we only show the
complete diagrams for the Hoi-degeneracy.
Consider the different situations shown in Figs. 3.14 and those given
in Figs. 4.26, in order to have the four possibilities of stabilities for the
equilibrium and periodic solutions.

Recall that for the floi-degeneracy we need to vary two parameters: the
main bifurcation parameter /i and an auxiliary bifurcation parameter, say

a, as shown in Figs. 4.26.a and 4.26.b. For the if02-degeneracy, however, we
need to include one more auxiliary parameter, say P, as shown in Figs. 4.27.a
and 4.27.b.
Let us start with Fig. 4.26.a. In all the degeneracies of the H0m family,
we assume that <7i(wo>/*o) ^ 0, so that the amplitude locus Li, which was
obtained by using a second-order harmonic balance approximation, points
either outwards or inwards but will never be tangent to the characteristic
locus. This means that we have actually presumed that small variations in the
system parameters do not affect on the effective direction of the amplitude
locus L\. Under these assumptions, we can depict the characteristic gain
locus, which is the one closest to the point — 1 + tO, at different values of /*.
Once this is done, we obtain a characteristic gain surface, as shown in Fig.
4.26.a.
Next, let us consider the leftmost graph shown in Fig. 4.26.a, which cor
responds to a value a = aj of the auxiliary parameter. By varying the main
bifurcation parameter /x, we can find two Hopf bifurcation points associated
with the change of the stabilities of the equilibrium solutions. The dots in
that figure represent the stable limit cycles, while the small circles indicate
the unstable ones. We observe that the oscillatory branches of the periodic
solutions emerging from these two Hopf bifurcations grow in amplitude, fol
lowing the shape of the characteristic parabolic curve.
The periodic branches can be found by following the intersections be
tween the characteristic gain locus and the amplitude locus L\. To have a
better pictorial view about this, we show, in the lower part of Fig. 4.26.a.,
the moving curves of the corresponding eigenvalues under the variation of
the main bifurcation parameter, which were obtained from the time domain
formulas. This figure shows two crossings at the imaginary axis for two dif
ferent values of n, i.e., pi and /i 4 . For this local bifurcation diagram, we can
directly apply the graphical Hopf theorem, because all the statements of the
theorem are satisfied.
152 4. Degenerate Bifurcations in the Space of Syatem Parameter!
Now we can vary a and /i appropriately, so that the solution curves can
reach the HQI -singularity. In this case, the characteristic gain surface has a
tangency point with the vertical line passing through the point — 1 + t'O at
the values of a = ag and /x = m, as can be seen from the characteristic gain
surface shown in the center of Fig. 4.26.a. In other words, the characteristic
gain locus at the point —1 + tO, for this critical case, has either a maximum
or a minimum. This corresponds to the failure of the transversality condition
that is stated in the time domain formulation, for the values of (02,^7), as
indicated also in Fig. 4.26.a. In the same way as described before, we can
discover all the intersections between the characteristic gain locus and the
amplitude locus Li, so as to depict the oscillatory branches as shown at the

top part of Fig. 4.26.a.
oc=a, a=a, 2
a=a
1 3
» S I W J M , H, \ir |i, n, \LU \in
Figure 4.26.a. Local bifurcation diagrams in the unfoldings of

the flbi-degeneracy obtained by the graphical Hopf theorem
(the amplitude locus L\ points outwards).
Vo H-, H 2 H-, ]L4 \ls \i6 n Ji

I I I ! '
Figure 4.26.b. Local bifurcation diagrams in the unfoldings of

the Uoi-degeneracy obtained by the graphical Hopf theorem
(the amplitude locus L\ points inwards).
Finally, at the value of a = c*3, we observe no Hopf bifurcation. However,

we still can detect periodic solutions for different values of this parameter
set. As pointed out in Mees [1981], the method of harmonic balance approx
imation can handle this situation inherently, provided that the intersection
frequency u> of the characteristic locus A, which is closest to the point — 1+tO,
is close to the frequency u> that is the approximate solution given by the
graphical Hopf theorem.
Note that if the amplitude locus L\ points inwards, we end up with the
situation depicted in Fig. 4.26.b. In this case, we can only detect intersections
in a small interval of the variation of the main bifurcation parameter, that is,
in the range \J.\ < fi < /13 for a = a\. Also, we note that the amplitude locus
L\ may cut the characteristic gain locus again. However, this can happen
only for a very different value of the frequency w as compared to the value
G). In this case, the local approximation for recovering the periodic solution
is no longer valid.
By changing the stabilities of the equilibrium solutions appropriately, we
can easily obtain two other cases for the JTbi-degeneracy, and thus complete
the analysis of this type of singularities (see Figs. 3.14.a and 3.14.b). Observe
that the stabilities of the equilibrium solutions in both Figs. 4.26.a and 4.26.b
are the same. The direction of the amplitude locus only determines which
type of the local bifurcation diagrams we will obtain.

the .Ho2-degeneracy obtained by the graphical Hopf theorem
(the amplitude locus L\ points outwards).
Figs. 4.27.a and 4.27.b include the analysis of the local bifurcation dia
grams in the unfoldings of the .Hoj-degeneracy, from which we observe that
up to three Hopf bifurcations can be found under the perturbations of the
main bifurcation parameter fi and the two auxiliary parameters a and /?. We
have also included the variation of the eigenvalues, formulated in the time
domain, in the lower part of the figures for completeness. Note that the left
most characteristic gain surface has three intersections with the critical line
that passes through the point — 1 + <0, but only one intersection is detected
for the other surfaces. Again, by changing the stabilities of the equilibrium
solutions, and changing the stabilities of the limit cycles accordingly, we can
show two more figures. Altogether, these complete the analysis for the Hw
degeneracy. In these figures, we have presumed that the encirclement of the
critical point —1+tO indicates the existence of unstable equilibrium solutions.

the H02 -degeneracy obtained by the graphical Hopf theorem
(the amplitude locus L\ points inwards).
To gain more insights about the continuation of the oscillatory branches

for the iJom-degenerate Hopf bifurcations, we may apply the results of higher-
order Hopf bifurcation formulas given in Section 4.5 and Appendix A. Here,
continuation means to obtain the intersections between the characteristic
gain surface and the amplitude loci Lit i = 1, • • • ,4, for different values of
fi. Then, we can build up the branch of periodic solutions, as shown at the
top of Figs. 4.26 and 4.27, by using second-order, fourth-order, • • •, harmonic
balance approximations. Moreover, by carrying out a similar analysis, we can
study the i/03-degeneracy, so as to obtain the local bifurcation diagrams that
have been provided by Golubitsky & Schaeffer [1985]. In the next chapter, we
will show by a numerical example how higher-order harmonics can improve
the approximations in both amplitude and frequency of the periodic solu
tions, specially in discovering the local bifurcation diagrams in the vicinity
of a Hopf degeneracy of the H<jm type.

4.6.2 Degenerate Hopf bifurcations of the Hn0 type

In this subsection, we discuss the problem of how to obtain the local bi
furcation diagrams that are close to some Hopf degeneracies, including the
#10 type (vanishing of the first curvature coefficient) and the H20 type (van
ishing of the first and the second curvature coefficients). For the first case,
we need to use the amplitude locus L2 to analyze the dynamic behavior in
the unfoldings of the degeneracy. For the second case, we need to include
the information about the vector (3, and so we will use the amplitude locus
L3 to characterize the local bifurcation diagrams in the unfoldings of the
degeneracy.
We assume that the nondegeneracy condition (the transversality cross
ings of the eigenlocus) is satisfied, that is, Af(uo,/Jo) / 0- We will first
consider the problem of recovering the local bifurcation diagrams by using
the graphical Hopf theorem, when the first curvature coefficient vanishes.
After that, we will consider the case where both the first and the second
curvature coefficients {o\ andCTJ)vanish.
Recall that the amplitude locus Lq has the expression
L ^ - l + tfî+^fc+ ■••+«%■ (4.80)
We assume that <7i(a>o, /xo) = 0, where wo / 0 is the frequency at the critical-
ity, i.e., Eq. (3.4) is satisfied when /J. = HQ. Also, we asume that the second
curvature coefficient 01 (u>o, ftQ) jL 0 and M(u>o,no) / 0. The vector (1 (wo, /Jo)
is tangential to the characteristic locus that crosses the point — 1 + »0 at the
value of ai = wo- With only a second-order harmonic balance approximation,
we cannot discover the rich structure of bifurcation diagrams in the unfold
ings of the degeneracy involving regions up to two limit cycles. Hence, in
principle, we need to include the contributions of higher-order harmonics, up
to four (with q = 2 in Eq. (4.67)). When calculating &(<«>, A*), we may obtain
two possible directions of this complex scalar, as shown in Figs. 4.28.a and
4.28.b, in which the diagrams correspond to ^5 and Qj, where a is an un
folding or an auxiliary parameter. That is, £2 may point to either the outside
4.6 Degenerate Hopf Bifurcations and the Graphical Hopf Theorem 15?
or the inside of the characteristic locus. For simplicity, we further assume

that the equilibrium solution is stable when the characteristic locus does not
encircle the critical point — 1+t'O, as we always do throughout the book. This
is the condition that can generally be satisfied, and there are no technical
difficulties in considering open-loop poles of the transfer matrix G(s; fi)J(p)
located in the right-half s-plane.
MoHjh M, M> M ,
the .Hio-degeneracy obtained by the graphical Hopf theorem
(the amplitude locus L? points outwards at the degeneracy.)
In the same way as we did before, the stability of the emerging limit
cycle that is predicted by the classical Hopf bifurcation theorem can also be
predicted by the perturbed diagram here, by including the complex num
ber (2 and tracing out the amplitude locus Lj. In other words, instead
of having the half-line that starts from the criticality with the direction
given by {1 (see Fig. 2.11, Chapter 2), we now have a curve in the complex
plane starting from the point — 1 + »0, which is parameterized by 0. The
analysis of the stabilities of the periodic solutions can then be carried out
Mr, H, \h M, H 4 M, M» m H 8 M,
the Zfio-degeneracy obtained by the graphical Hopf theorem
(the amplitude locus I? points inwards at the degeneracy.)
4.6 Degenerate Hopf Bifurcation* and the Graphical Hopf Theorem 159
in the same way as before. For small variations in the main bifurcation param
eter fi and in the auxiliary parameter a, we can recover the local bifurcation
diagrams that were obtained by Golubistky & Langford [1981], as shown in
Fig. 4.21, in the unfoldings of that degeneracy. A complete picture describing
small variations of the system parameters shows the type of the degenearcy
curvature coefficients, which is depicted in Figs. 4.28.a and 4.28.b. Note that
according to the stability-change principle, we should have four different situ
ations. However, the other two results are immediately clear from Figs. 4.28.a
and 4.28.b.
Thus, by calculating (2 and depicting the amplitude locus, or equivalently,
by computing the second curvature coefficient <TJ and applying the results
of Golubitsky & Langford [1981], we can easily determine which situation
will occur. Note that up to two intersections can be found for certain values
of the system parameters: a = a\ and fi = /*2, where one corresponds to a
stable oscillation and the other, to an unstable one.
Now, we consider the case that <T\(uo,(io) = o^ô >/*<)) = 0> with wo / 0,
and (73(04),/in) / 0 and A/(u>o,Po) 5^ 0, that is, the case of an #20-degeneracy.
This singularity corresponds to the vanishing of the first and second curvature
coefficients and, as we have seen in Fig. 4.23, there are up to two limit
points on the periodic solution branch. Before presenting a classification of
the local bifurcation diagrams, we include the transition sets pointed out
by Golubitsky & Schaeffer [1985] for easy reference of the location of some
qualitatively different regions (see Fig. 4.29).
The classification of the local bifurcation diagrams for the J/20-degeneracy
needs to include the complex number £3, so as to capture all the dynamic
phenomena involved in the unfoldings of the degeneracy. Note that we cannot
obtain all the perturbed bifurcation diagrams in such unfoldings by using
only a fourth-order harmonic balance approximation. To classify the dynamic
behavior near this singularity, we have to calculate the harmonics up to the
sixth-order. For this purpose, we have to deal with the amplitude locus L3.
In Figs. 4.30.a and 4.30.b, we include the local bifurcation diagrams shown
in Moiola et al. [1991b] that correspond to the two subcases depending on the
direction of £3. The vector £3(0*0, /xo) points either to the outside (Fig. 4.30.a:
diagram a) or to the inside (Fig. 4.30b: diagram b) of the characteristic
locus. These allow us to classify different local bifurcation diagrams in the
unfoldings of the degeneracy by tracing out the corresponding amplitude
locus L3.
Each of the distinctive local bifurcation diagrams (0,1,2,3,4, Hi and V)
corresponds to several values of the main bifurcation parameter /i, which
depict their particular situations with an application of the graphical Hopf
theorem in the analysis.
160 4. Degenerate Bifurcation* in the Space of Syitem Parameter!
Figure 4.29. Transition sets for the ITao-degeneracy

in the unfolding parameters (a-/?) plane.
For example, we can observe that for region 4 with the value of fi shown
schematically by "t," the local bifurcation diagram has three nested limit
cycles. From the frequency domain approach, this situation can be detected
with three intersections between the characteristic eigenlocus A and the am
plitude locus L3.
The denning conditions of Hi and V are "obvious" from the plots. But
we should be very careful when trying to extend these results for a situation
that is far away from the degenerate condition in the space of the system
parameters fi, a and /?. The validity of these results relies on the assumption
that |^41 < |^31, which is true for proper transfer functions (see Mees [1981]).
More importantly, we should keep in mind that 0 must be small enough,
so that the 9s ^ contribution does not affect dramatically on the shape of
the amplitude locus or on the solutions (03,», u>3,») m the region of interest,
where 3 stands for the order of the amplitude locus (in this case £3) and
the index "t" corresponds to the possible number of intersections (t = 1,2,
or 3). Furthermore, we should notice that the transition varieties Hi and
V involve tangencies between the amplitude locus Lq (at least, for 4 = 3)
and the characteristic locus. As a result, there will be very time-consuming
computations to follow, as pointed out by Planeaux & Jensen [1986] and by
Fan & Aris [1987], even if some sophisticated algorithms such as the efficient
AUTO program is used.
To gain certain confidence in tracing out these varieties in the plane of
system parameters for a situation that is far away from the ^^-singularity,
we need to calculate (4 and correct the previous amplitude locus £3 by us
ing the more accurate L 4 . However, it is impossible to obtain approximate
predictions for a large class of nonlinear problems, even if it is near the
criticality. This is because the asymptotic series in Eq. (4.67), or the ap
proximate amplitude solution in Eq. (4.68), can diverge. This leads to some
more careful analysis of the region of convergence for the series, by vary-
ing 6, so that approximate solutions for the amplitude and frequency of the
periodic solutions can be obtained. After that, we can check the results by
using other reliable software packages (see Doedel & Heinemann [1983] and
Aluko & Chang [1984]), or by integrating the ordinary differential equations
numerically.

the JTao-degeneracy and the graphical Hopf theorem
(the amplitude locus £3 points outwards at the degeneracy).
162 4. Degenerate Bifurcation! in the Space of Syitem Parameter*
Finally, we notice that the locus Li fails to predict the periodic behavior
near the fTao-singularity, just like L\ fails to predict it in the unfoldings of
the J7io-degeneracy. We must keep in mind that we are working with an
approximation, and hence only for the situations that are very close to the
i/ w -degeneracy we can analyze the bifurcation diagrams by considering the
amplitude locus, at least up to Ljt+i.

the ffso-degeneracy and the graphical Hopf theorem
(the amplitude locus £3 points inwards at the degeneracy).
4.7 Some Application* 103
Another assumption has also been made in the reasoning, when two or
three intersections are detected. That assumption was that the highest-order
amplitude locus (L3) involved changes only slightly when we calculate it
at W34 (the frequency solution at the first intersection between L3 and the
characteristic locus), or at ^3,3 (the frequency solution at the second inter
section), or at ^3,3 (the frequency solution at the third intersection). This
is reasonable, because when they are very close to the i?2o-degeneracy, the
three frequencies are very close to each other. In other words, if
|«s,i - u*a\ < <*i and |w3)2 - W3)3| < 62 ,

then we have L3(u>3,i) « £3(^3,2) « £3 (^3,3) for very small 61 > 0 and
62 > 0 .
4.7 Some Applications

To conclude this chapter, we return to Example 3.3 studied in Section 3.3.2,
Chapter 3, in which the model is given by the frequency domain formulas
Eq. (3.39). We now calculate the appropriate vectors, which are given in
Appendix A, to obtain a sixth-order harmonic balance approximation.
In the Fig. 4.31, we show the local bifurcation diagram found by using
the AUTO program in a vicinity of the HTso-degeneracy, with the values of
B = 22.076, P = 4.63, e = 2, and p = 1. There are two Hopf bifurcation
points (HB) on the equilibrium solution curve. The two oscillatory branches
emerging from the criticality are connected. Note, however, that the left
most branch is almost vertical Hence, we expect to be able to find small and
large amplitude oscillatory solutions by varying slightly the main bifurcation
parameter. Moreover, if we enlarge this critical branch, we can see a rich con
figuration of nested limit cycles that are not easy to find from the first glance
at Figs. 4.32.a and 4.32.b. By making two more consecutive enlargements in
Figs. 4.33.a and 4.33.b, we found its finer structure. These enlargement were
made by using the AUTO program to plot out a small step-size of arclength
for the continuation of the bifurcated solutions.
With the shape of the plots given in Fig. 4.33.b, we can recover the
dynamical behavior of the periodic solution by using a sixth-order harmonic
balance approximation. Concerning with this, we compute the amplitude
loci L\, L? and L3 for the situations "a" and "b" of the main bifurcation
parameter D. The result is shown in Fig. 4.34.
• » 1.1 (.1 1.3 t.4

Figure 4.31. Bifurcation diagram obtained by AUTO
for B = 22.076, /? = 4.63, e = 2 and p = 1.
At the situation denoted by "a" in Fig. 4.34, we do not find any inter
section between the two loci for small values of 9, i.e., in the vicinity of the
critical point — 1 + t'0. However, one intersection can be detected between the
two loci for some much larger values of the amplitude 9. Such intersection
corresponds to a stable periodic solution, denoted by usl" in the figure. The
reason is that the amplitude locus L3 points outwards at that point. Varying
the main bifurcation parameter D, we found the case labeled by "b" in the
figure. For that particular situation, the results obtained by the AUTO pro
gram shows that there exist up to three limit cycles. On the other hand, by
plotting out the amplitude loci L? and L3, we can detect up to three intersec
tions between L3 (or L2) and the A(tw) locus. For smaller values of 9, these
two amplitudes loci coincide. In this case, the intersections denoted by asl"
and "ul " in the enlargement of the rightmost diagrams "b" correspond to
stable and unstable periodic solutions, respectively. The third intersection,
corresponding to a large value of 0, is shown only for the amplitude locus L%
and A. Although there is a similar intersection between Li and A, which is
not shown in Fig. 4.34, the parameterization values of w and 9 obtained from
it are the results of a situation that is far away from the critical frequency
u>, and is also far away from the amplitude 9 of the periodic solutions. For
this reason, the only valid intersection corresponding to the outer (stable)
limit cycle is the one given by the amplitude locus L%. Moreover, the inter
section between the amplitude locus I? and A corresponds to a frequency
£>2, substantially larger than the critical one £>. It can be verified by using
the AUTO program that the frequency of the fundamental harmonic of the
outer limit cycle is smaller than u, which completely agrees with the one
detected by the most accurate approximation involving the amplitude locus
L3 (see Fig. 4.34).
We then varied the parameter B from 22.076 to 22.074, and found the
local bifurcation diagram as shown in Fig. 4.35. In the situation denoted
by V therein, the amplitude locus L? intersects the characteristic locus A
at a position that is far away from the critical value of u>, which may give
erroneous approximations for the estimates of the amplitude and frequency
of the unique (stable) periodic solution. To clarify more the results, we have
added in Fig. 4.35 the directions of the complex scalars £i, (2 and (3. Note
that (1 is nearly tangent to the characteristic locus A, while (2 and (3 point
inwards and outwards, respectively, at the intersecting point between A(tu>)

and the negative real axis. Again, the amplitude locus £3 has an intersection
with A, denoted by usl" in the figure, which corresponds to the unique stable
(large amplitude) limit cycle.
>! *JS
us
ti55
•.13 (.15 1.17 «.1» ».21 t.23
Figure 4.32.a. Enlargement of the bifurcation diagram of Fig. 4.31.
* l OJS- ...
&SS-
(
•.75-
• . « ■
HB1
o«-
*.U2«
D
•.1424
Figure 4.32.b. Enlargement of the left branch of

the bifurcation diagram of Fig. 4.32.a.
0.75
0.65
0.55
0.141893 0.141895 0.141897 0.141899
Figure 4.33.a. Enlargement of the bifurcation diagram of Fig. 4.32.b.

to show the existence of nested limit cycles.
X,
0.75
< : .
0.65
>
0.55 1 i *
HB1 i ■ 1 1 1 ■ 1
D
0.1418930 0.1418934 0.1418938
Figure 4.33.b. Enlargement of the bifurcation diagram of Fig. 4.33.a.

4.7 Some Application* 167
0.002
■ V1 a
3[X]
-0.003
JU
X — \sl
-0.008 "
-1.00294
-09988
mi)
-0.008
-0.99825 0.994S
Figure 4.34. Local bifurcation diagram near an H20-singularity

using the frequency domain formulation, for
B - 22.076, P - 4.63, e = 2 and p = 1.
Situations: "a" — only one intersection between the amplitude locus
L3 and the characteristic locus A, corresponding to a stable periodic
solution; "b" — three intersections between the amplitude locus L$
and the characteristic locus A, corresponding to stable ("si"), unstable
(uttl") and then stable ("*/") periodic solutions.
9t[AJ 9t[X]
Figure 4.35. Local bifurcation diagram near an .ffjo-degeneracy
B = 22.074, P = 4.63, e = 2 and p = 1.
Situations: V — one intersection between the amplitude locus L% and
the characteristic locus A, corresponding to a stable periodic solution.
"d" — two intersections between the amplitude locus L3 and the charac
teristic locus A are obtained, corresponding to unstable uttl" and stable
u
s / " periodic solutions.
Examine now the situation shown in diagram "d" of Fig. 4.35. In this case,
there are two intersections between the amplitude locus £3 and the charac
teristic locus A, denoted by "ul" and usl ," which correspond to unstable
and stable limit cycles, respectively. Although we have used a sixth-order
harmonic balance approximation that involves the information up to the
seventh-order partial derivative of the nonlinear function, it is still difficult
to locate accurately the farthest limit point (considering its distance from
the equilibrium solutions) of the periodic branch. In fact, using an expression
involving an eighth-order harmonic balance approximation is still difficult to

locate that limit point. The explanation is simple: we have a C°° function
g(y) in the feedback path of the system, but we approximate it by a finite

number of its partial derivatives evaluated at the equilibrium solutions and
we truncate the approximate solution series at certain harmonics to main
tain a desired harmonic balance. Thus, the location of limit points of the
periodic branch (also called the saddle-node bifurcations of the periodic so
lutions) that are located far away from the equilibrium solutions, is very
difficult to find even if higher-order approximations are used. On the con
trary, those limit point of the periodic branch that are located close to the
equilibrium solutions can be detected very easily and very accurately, with
only the approximation given by the lower-order amplitude locus L^.
Finally, let us take a look at the local bifurcation diagram shown in
Fig. 4.36, in which the low-amplitude stable limit cycles disappear. This
occurs after a variation in the parameter B such that the variety "Ho (or
H\o in Fig. 4.29) is crossed. In the small diagram "e" in Fig. 4.36, for which
B = 22.07, a stable (large-amplitude) limit cycle is located by the amplitude
locus £3, as can be seen from the intersection denoted asln in the small
diagram V of the figure. However, in diagram "f," two intersections are
detected, which correspond to a pair of nested limit cycles: one is (small-
amplitude) unstable and the other is (large-amplitude) stable. Although the
results given by the amplitude locus L3 improve considerably the predictions
obtained by the amplitude locus L2, the limit point of the periodic branch is
approximately located on the left of its true position, where we consider the
results given by the AUTO program are exact. In addition, we note that in
the calculation of £1, £2 and £3 w e have used the intersecting frequency to.
Yet a more realistic and accurate intersection can be found if we recalculate
the amplitude locus L3 with the frequency of the intersection between L3
and A. This issue will be further discussed in the next chapter when deriving
algorithms for continuation of periodic trajectories.
170 4. Degenerate Bifurcations in the Space of Syatem Parameter*
D
0.995
0.99 5
*[X]
Figure 4.36. Local bifurcation diagram near an Hao-degeneracy
B = 22.07, (3 = 4.63, e = 2 and p = 1.
Situations: V — one intersection is detected.
T — two intersections are obtained.
5. High-Order Hopf Bifurcation Formulas
In the previous chapters we have discussed the recovery of periodic solutions

for systems with small variation of the main bifurcation parameter and,
oftentimes, in a neighborhood of a classical Hopf bifurcation point or one

of its possible degenerate cases.
In this chapter, we extend the domain of validity of the periodic solu
tions by computing several higher-order harmonic balance approximations
with respect to the variation of the main parameter. The results on the con
tinuation of periodic solutions obtained from the frequency domain approach
will be verified and compared to those obtained by using the AUTO program.
To develop higher-order Hopf bifurcation formulas, we will describe a com
putational method that uses very high-order (the fourth, sixth and eighth
order )-harmonic balance approximations, for the calculation of periodic so
lutions of a general nonlinear dynamical system. A computational algorithm
will also be derived in this chapter, for the continuation of periodic solutions
near degenerate Hopf bifurcation points of certain types. Each approxima
tion using higher-order harmonic balance formulas will be compared with
the results obtained by using the AUTO program, in models of ordinary
differential equations. For the purpose of comparison, we will show differ
ent numerical results (computer-graphic plots) to visualize the virtues and
defects of the frequency-domain approach. Such graphical diagrams include
several plots in the phase-plane, temporal diagrams, local bifurcation and
period diagrams, etc.
This chapter is organized as follows. As an introduction, in Section 5.1
we first give a very brief historical sketch for the development of higher-order
Hopf bifurcation formulas. Then, in Section 5.2, we describe the computa
tional methodology used for higher (fourth, sixth and eighth) order harmonic
balance approximations in the calculation of periodic solutions. A computa
tional algorithm is then given in Section 5.3, for the continuation of periodic
solutions near some types of degenerate Hopf bifurcations. In Section 5.4,
computations of local bifurcation diagrams presented in Chapter 4 will be
discussed, and the links between local and global behavior will be established
by using the structures of the bifurcation curves in the parameters plane. The
171
172 5. High-Order Hopf Bifurcation Formulas
chapter is ended by the description of a useful method for efficiently recov

ering multiple limit cycles, with the proposed technique given in Section 5.5
and its applications described in Section 5.6.
5.1 Introduction
As early as the time when the major efforts of the researchers were devoted to
obtaining more manageable Hopf bifurcation formulas, other attempts had
already been made in implementing more efficient, reliable, and accurate

numerical algorithms for analyzing periodic dynamical phenomena. Many
different numerical methods appeared: some of them were conceived for par
ticular or special applications, while some others were developed for general
dynamical problems. A comprehensive survey was given by Mittelmann &
Weber [1980], and another valuable one was provided by Doedel [1986].
As of today, the computer program AUTO given in [Doedel, 1986] still is
the most well-known and well-received software that performs the continua
tion of bifurcations for general ordinary differential equations. Its theoretical
framework was given by a classic paper of Keller [1977] on numerical solu
tions of bifurcation problems. An excellent exposition on the capabilities of
this program can be found in Doedel et al. [1991a, 1991b]. Although AUTO
is very convenient to apply, it has a shortcoming if we are interested only
in the location of the organizing centers of the dynamics. For example, the
first two generic members of the degenerate Hopf bifurcations, i.e., Hom and
H„o defined in Chapter 4, can hardly be located by a direct application of
this program, unless considerable computational effort is also devoted into
the algorithm. Indeed, the AUTO program is very effective for continuation
of periodic solutions although it might not be so for locating Hopf degen
eracies. A more desirable algorithm for obtaining expansions of various Hopf
formulas is the program BIFOR2 of Hassard et al. [1981], or its more up
dated version used in Hassard & Shiau [1989]. However, the estimations of
all but the first partial derivatives by a purely numerical means employed
in these algorithms degrade the accuracy of their higher-order expansions.
Thus, one generally prefers to use the AUTO program for verification or
comparison of numerical results as suggested by Planeaux & Jensen [1986],
Shiau & Hassard [1991], etc..
In this chapter, we use several higher-order harmonic balance approxima
tions to compute the emerging periodic solutions arising from Hopf bifurca
tion points. The presentation given here basically follows the style of Mees
& Allwright [1979], Hassard & Shiau [1989], and Shiau & Hassard [1991].
The formulas used in this chapter were first obtained by Mees [1981] using
5.2 Approximation of Periodic Solution* by Higher-Order Formula* 173
a fourth-order harmonic balance approximation and by Moiola et al. [1991b]

and Moiola & Chen [1993a] using sixth-order and eighth-order harmonic bal
ance approximations, respectively. Although the formulation is rather com
plex, which cannot be avoided by its nature, the painful computational bur
den can be considerably alleviated by using efiScient parallel computational
techniques and modern symbolic computation resources.
5.2 Approximation of Periodic Solutions by

Higher-Order Formulas
In Chapter 4, we showed how one can obtain the coefficients of a power series
for the graphical Hopf bifurcation analysis, in terms of 8 and the quantities
Y°, • • •, Yfc, where k = 2g, with q being the order of the harmonic balance ap
proximation used (see Eq. (4.67)). These algebraic expressions, particularly
those sixth- and eighth-orders, are very complex and difficult to compute: it
is already not easy even if one only wishes to implement them on a computer.
This troublesome problem can also be realized from the enormous increase
in the number of terms, for example from the expressions of £i to £« or from
V02 to Vo8, which are listed in Appendix A of the book.
In the following, we refer the reader to all the familiar notation denned
and used in the previous chapters, in order to avoid displaying a lengthy and
unnecessary list of symbols and formulas.
To approximate periodic solutions by using the second-order harmonic
balance approximation, the implemented algorithm consists of computing
the vectors V02 and V22 using the information about the right eigenvector
v = V u of G(s;n)J(fi), which is associated with A evaluated at u — u> (the
intersecting frequency between the characteristic locus X(iw) and the negative
real axis closest to the point (—1 + tO)). Using Eq. (2.12) of Chapter 2, we
can calculate the complex number £i(w) and, hence, solve the fundamental
equation
X(iw) = - 1 + 6 («)*», (5.1)

for 0 and a new value of w. Suppose that there is an intersection between the
two loci at the point (wi,i,#i,i), where the first subscript corresponds to the
order of the amplitude locus, and the second, to the step-number of iterations.
To accomplish this, we recalculate (1, but now at the frequency u>iti, and
then solve Eq. (5.1) again for 0 and a new value of u>. Then, denote the
new solution by (0/1,3, hf)- This process stops when the differences between
wij+1 and w i j , and between Oij+i and $ij, are both small enough. Then,
the solution (wij+i.tfij+i) is labeled as (&i,0i), which corresponds to a

second-order harmonic balance approximation. Using the formulas given by
Mees k Chua [1979], we can then calculate the periodic solution as follows:
Y? = Voa(&i)^, (5.2.o)
Y} = V u (&i)li + Viafa)*?, (5.2.6)
Y? = VM(«&i)$?, (5.2.c)
y(t) = y + * I £ Y f e x p ^ t ) | . (5.2.d)
To calculate the fourth-order harmonic balance approximation, we con

sider as an initial condition the solution pair obtained in the second-order
approximation, namely, the values of uî = (2»i and 02(i = 0\. We then
proceed in a similar manner, but now we include the information about the
amplitude locus I? in the fundamental equation, and rewrite it as
A(tw) = - 1 + 6 ( ^ + 6 ( * ) 0 * • (5.3)
After repeating a similar iterative procedure, we end up with a solution

(<2>2, 0 2 ), which is the solution obtained by using a fourth-order harmonic
balance approximation. Using these explicit formulas, we can recalculate the
periodic solution, now at (0*3,^2), as follows:
Y° = Vw(fis)fr? + Vo4((^)^, (5.4.a)

Yl = V u (u*)0 2 + VM(fia)«2 + V w ( w a ) ^ , (5.4.6)
Yl = V M ( ^ ) ^ + V 2 4 (<^)^, (5.4.c)
Y5=V33(^)^, (5.4.d)
Yj = V44(<^)^, (5.4.e)
J(t) = y + » I £ Y2fcexp(ifai2) 1 , (5.4./)
where the expression for V04, V15, V^, V33, and V44 were given by Mees
[1981].
In the same way, we can proceed with the algorithm by including the
sixth- and eighth-order harmonic balance approximations, that is, the ampli
tude loci Lz and L4, respectively, to find the corresponding solutions (^3,^3)
and (u>4, $4). The periodic solution using a sixth-order harmonic balance ap
proximation is given by
5.2 Approximation of Periodic Solutions by Higher-Order Formula* 175
Y§ = Vw(<&a)«3 + Vo4(<2*)^ + Vo6-(<2*)$, (5.5.o)

Y^ = Vn(fls)«, + V13(<I*)0f + V u ( w s ) ^ + V17(<2*)03T, (5.5.6)
Y | = Vaa(«s)^ + V24(<2<3)031 + V 2 6 (<^)^, (5.5.c)
Yj = V»(u*)*i + V35(<^)^ , (5.5.d)
Y$ = V44(W3)^ + V46(«3)^ , (5.5.e)
Yf=V5B(fls)^, (5.5./)
Yj=VM(ols)^> (5.5.0)
y(t) = y + K | £ Y3fcexp(ifc2*t) I , (5.5.ft)
where the explicit formulas for Voe, V17, V26, V35, V48, V55, and Vw are
given in Appendix A. Finally, the periodic solution using an eighth-order
harmonic balance approximation is obtained in the same way. The result is
Y°4 =Vo2(w4)^ + VM(<2>4)^ + Vo6(w4)^ + Vos(&»)3, (5.6.o)
Y\ =Vii(«,)« 4 + V 1 3 (w 4 )^ + V 18 («,)$S + V 1 T ( « i ) ^
+ V19((2>4)^, (5.6.6)
Yj =Vaa(«&4)^ + V24(<2>4)# + Vxfaffi + VM(«i)fl, (5.6.c)
7
Y2 =V33(w 4 )^ + V36((&4)«5 + V37(u>4)04 , (5.6.d)
Yj =V44(«a«)«J + V4«(w«)fl2 + V48(w«)«S , (5.6.e)
Y$ =V M ((2; 4 )^ + V 5 7 (w 4 )^, (5.6./)
Y | = V M ( « 4 ) ^ + VM(«&4)^ , (5.6.5)
Yj=V77(w4)tf47, (5.6.fc)
Yf =V 88 (u/ 4 )0«, (5.6.t)
y W =7 + » I £ Y4fcexp(tfa2;4t) 1 , (5.6. j)
where the remaining vectors are also given in Appendix A of the book.
Although an iterative scheme was suggested in Mees [1981] for calculating
an arbitrary higher-order approximation, explicit formulas for the vectors
Vij given in Appendix A are very convenient to use in solving problems with
certain symmetries, since some simplification of the formulas are immediate,
such as those shown in Appendices B and C.
In Fig. 5.1, we include schematically the stages of the algorithm for the
aforementioned four implemented harmonic balance approximations for a
given value of the parameter \i. By a glance at this figure, we see that the
176 5. High-Order Hopf Bifurcation Formula*
series converges if the higher-order approximations (say, L$ and L+) stay each
other closer than the lower-order ones (L\ and La). In other words, we can
observe that the intersections between L% and A(t'w), and that between L4
and A(tw), are closer than those between La and A(tu>), and those between £3
and A(tw). In some cases the improvement in the accuracy of the approximate
solutions given by L4 is very small, compared to the approximations given
by L3. Hence, we can expect, in such a case, that the sixth-order harmonic
balance solution provides enough accuracy in the detection of the limit cycle,
so that a greater effort in calculating the complex eighth-order approximation

becomes unnecessary.
Figure 5.1. Graphical evolution of the algorithm

for different harmonic balance approximations.
Let us call, for simplicity, L\ the approximation of the final result given
by Eq. (5.2), La the approximation of the result given by Eq. (5.4), and so
on. All of these approximations were calculated for a specific value of /x, e.g.,
H = m.
Now, we compute the approximations for the value /i = /ii + An, in order
to obtain a continuation of the bifurcated branch by taking the advantage
of the known tendency of different higher-order harmonic balance approx
imations. More specifically, we now use, as the initial value of (u, 6) when
H = /ii -I- An, the values (£><, &i), i = 1, • • •, 4, that correspond to the (i\ used
in the Lj approximation. Then, for the new value of fi, we need to reapply
the iterative procedure described above, by using the second, fourth, sixth,
or eighth-order harmonic balance approximation. With the only exception
at the criticality, all the initial conditions (u>i,$i) for the Li-approximations
are close to the true solution when compared to £M M , where the latter cor
responds to the intersecting frequency between A and the negative real axis
closest to the point (—1 -I- *0), for fi = (i\ + A\i.
5.2.1 The algorithm

The implemented algorithm is now summarized as the following steps:
(i) Calculate w and L\yk(u)), for a given value fi = /it, with k = 1, not
necessarily the value of fi at the criticality, where the first subscript of
the amplitude locus corresponds to the order of the harmonic balance
approximation, and the second one, to the given value of the main bi
furcation parameter.
(ii) Calculate the intersection between Li,fc(w) and A(tu>), using the iter
ative procedure illustrated at the beginning of this section, to obtain
Li,k(&i,k) = ^(twi^). In the same way, compute the more accurate

solutions that involve different approximations, such as L2,k(&2,k) =
H*&2,k)> L3,k{uJ3,k) = •M«&3,k), and L4tk(^t,k) = A(»W4,/fc)- The calcula
tion stops when a predesired, smaller error bound is satisfied.
(iii) Increase the integer value of k by one. Use thefinalresult of the preceding
approximation (vt,k,9i,k), which was obtained when fi = fik, as the initial
value for each new approximation (when /ijt+i = Mfc + A[i), t o continue
the algorithm.
(iv) Stop the calculation when fik+i > Umax (the maximum value of fi) or
when fik+i < fimin (the minimum value of fi) is satisfied.
We note that Afi can be either positive or negative, depending on the
assigned direction for the continuation of the periodic solutions. We also
note that the calculation of the periodic branch can stop at a given har
monic balance approximation if its corresponding amplitude locus has a non-
transversal intersection with the characteristic gain locus. This degenerate
condition between the two loci is related, almost always, to some limit points
in the bifurcated branch. These limit points indicate the coalescence between
the stable and unstable limit cycles. As we have been shown in Chapter 4,
these limit points will sometimes be detected for larger values of ft and will,
at other times, be detected for smaller values of fi, as compared to the true
values of fi. Again, this discrepancy is caused by the approximation of the
C°° nonlinear function by its finitely truncated Taylor series, and caused by
the fact that only limited number of harmonics were used. These two ap
proximations together affect the accuracy in the location of the limit points
of the periodic branch.
An application of the graphical Hopf theorem in the frequency domain
allows us to obtain the local bifurcation diagrams directly, in the set of real
auxiliary parameters. In other words, we can trace out the local bifurcation
plots in the space of system parameters, by adopting a certain degree of accu
racy via different higher-order harmonic balance approximations. In the next
section, we will compare the results obtained by using the above-described
algorithm (with different approximations) and those obtained by applying

the AUTO program.
5.2.2 Some applications

We now return to the example discussed in Section 4.7. As we have seen there,
for B = 22.076, 0 = 4.63, e = 1 and p = 1, two Hopf bifurcations points
were related. The periodic branches emerging from them are connected, as
shown schematically in Fig. 5.2.

Figure 5.2. Global bifurcation diagram for

B = 22.076, P = 4.63, e = 2.0, and p = 1.0.
In the following, we first consider the periodic branch emerging from the
point HB2 indicated in Fig. 5.2. This branch has the particular property of
having one periodic solution for each given value of D in a neighborhood of
the Hopf bifurcation point: unlike the branch starting from the point HBl
of Fig. 5.2, this branch does not have multiple periodic solutions.
In the following computations, we apply for simplicity an algorithm
that does not take into account any prescribed error bound, i.e., each
Li—approximation is calculated in u, and equations similar to (5.1) and (5.3)
are solved to obtain the pairs (u>, 0). The results turn out to be quite accu
rate, and the CPU time spent on the computations is minimum. In Section
5.3 below, to further improve the numerical results, the iterative algorithm
with a prescribed error bound will be applied to recover the characteris
tic local bifurcation diagrams in the unfoldings of certain degenerate Hopf
bifurcations.
In Fig. 5.3, we show the geometrical locus of the limit cycles obtained by
using the continuation algorithm described above, with different harmonic
balance approximations L\, La, L3, and L4, respectively.
In order to distinguish the distances from the equilibrium solutions to the
periodic branch, we have included the steady-state value for the component
5.2 Approximation of Periodic Solution* by Higher-Order Formulae 179
x\ in Fig. 5.3.a. This distance gives an idea of the magnitude of 6, which

is related to the radius of the convergence of the series given by Eq. (4.67).
The values plotted for the variables of the periodic branch are the attainable
maxima on all the components, that is, Xj = max { — Jft(t)}, where y is given
by Eq. (5.2.d) for Lu by Eq. (5.4.f) for £2, by Eq. (5.5.h) for L3, and by
Eq. (5.6.J) for LA, respectively, and T is the fundamental period of the limit
cycle (T = 2TT/W).
Figure 5.3. Continuation of the periodic solutions

starting from the point HB2 in Fig. 5.2, and
their comparison with the results given by AUTO.
The representation style of Fig. 5.3 is chosen for its direct comparison with
the results obtained by using the AUTO program. In Fig. 5.3.a, we can see
that the best approximation in the xi-component is L\, because the periodic
branch obtained by using an eighth-order harmonic balance approximation
is the nearest one, as compared to the results given by the AUTO program.
However, in Fig. 5.3.b, the best approximation seems to be L3, showing that
the L\ and Li approximations depart very noticeably from the assumed true
values given by AUTO, when the bifurcation parameter D is far away from
criticality.
Finally, in Fig. 5.3.c, we can realize that the best approximation is L4, as
it is supposed to be. Notice also that in this graph the approximations behave
naturally, i.e., the Lj— approximation improves the results obtained by using
L\ alone, and the L3—approximation gives even more accurate results than
using L? alone, and so on.
In Fig. 5.4, we show the variation of the fundamental period T of the
oscillatory branch vs. the main bifurcation parameter for the L\, L2, L3, and
^-approximations. They all give similar results to those obtained by using
the AUTO program. Note that the approximate periods given by Li, L 3 , and
L4 are very close to the true values of the period obtained by AUTO, while
the La—approximate period departs considerably from the true solution. To
understand this, we should point out that the amplitude locus L? has a
nontransversal intersection with the characteristic gain locus. In Figs. 5.5.a
and 5.5.b, we include the characteristic gain locus and the amplitude loci for
x? = -y% = 0.812 and x\ = -y\ = 0.793, respectively. Note that, in these
two figures, the intersections between the amplitude loci L\, L%, and Lt and
the characteristic gain locus A, are all transversal, while in Fig. 5.5.b the
amplitude locus L2 fails to have a transversal intersection with the locus A.
In the latter case, we proceed by calculating the next higher-order harmonic
balance approximation (L3), in which we consider the values given by the
L\-approximation, (wi,0i), as initial conditions.
However, we should also note that the intersections between the ampli
tude loci L\, L3, and L4 with A are close each other, indicating that a good
correspondence of these approximations with the convergence of the series.
Let us now plot the phase-portraits of the limit cycles for different values
of the main bifurcation parameter D, to see more clearly how the approxima
tions in the frequency domain work. The purpose is to compare the results
of the different harmonic balance approximations, and also compare them
with the results provided by the AUTO program.
First, we use D = 0.2125260876, which is a value of the main bifur
cation parameter that is very close to the Hopf bifurcation point HB2 in
Fig. 5.2. The periodic solutions have small amplitude, and all of the ampli-
tude loci (L\, • • •, L4) have the same direction, giving coincident results (see
also Fig. 5.6). Since the value of the solution 6 is very small, the power series
of Eq. (4.67) converges rapidly.
0.184 0.2045 0.225

Figure 5.4. Continuation of the period T obtained by the
In, • • •, ^-approximations and those obtained by AUTO
for the periodic branch emanating from the point HB2 in Fig. 5.2.
0.24
*[X]
Figure 5.5. Characteristic gain locus A and the amplitude loci

L\, • • ■,L4 obtained when: (a) Li has a transversal intersection
(xi = 0.812); (b) L% has a nontransversal intersection {x\ = 0.793).
0.M
0.00
»[X]
-1.06 -1.04 • 1.02 -1.00
Figure 5.6. Approximation of the unique limit cycle with different

amplitude locus expansions for D = 0.2125260876,
B = 22.076, /? = 4.63, e = 2.0 and p = 1.0 (0 « 0.7)
The periodic solutions obtained by using different harmonic balance ap
proximations are depicted in a type of phase-portrait diagram plotted in
Fig. 5.7. The /^-approximation gives the best result of the implemented har
monic balance approximations, when comparing it with the results obtained
by using the AUTO program.
However, the results given by the £3- and /^-approximations are indis
tinguishable, as appeared in Fig. 5.7.C. Thus, in this case it is unnecessary to
pursue the eighth-order harmonic balance approximation, because it would
yield the same result as that given by the sixth-order one in terms of accu
racy. The phase-portrait gives more information about the shape of the limit
cycle, as compared to the local bifurcation diagram shown in Fig. 5.3.
In Fig. 5.8, we include, in a dimensionless form, the temporal diagram of
the limit cycle (for the variable xi) obtained by computing the L\, • • •, L4-
approximations and the AUTO program, respectively. The phase shift be
tween a particular approximation and the corresponding result obtained by
AUTO is irrelevant, because we are interested in the nonwandering (limit
cycle) for t —► 00.
Let us diminish the value of the main bifurcation parameter (moving to
the left in Fig. 5.3). For D = 0.1826608935, we obtain the amplitude loci
Li,--,L\ and the characteristic gain locus, as shown in Fig. 5.9. As we
can see from the figure, the amplitude locus L3 is, again, very close to the
amplitude locus L4, but the other lower-order approximations, L\ and £2,
are separated apart. Plotting the phase-portraits as did before, we observe
that the L\- and La-approximations for the limit cycle are not as accurate
as what we obtained before, as can be seen from Fig. 5.10.
5.2 Approximation of Periodic Solution* by Higher-Order Formulas 183
Figure 5.7. A type of phase-portrait obtained by using the

2/1, • ■ •, /^-approximations, and their comparisons with the
results given by AUTO, showing the unique limit cycle
{D = 0.2125260876, B = 22.076, /3 = 4.63, e = 2.0 and p = 1.0)
184 5. High-Order Hopf Bifurcation formulas
1
(a)
0.88
^~C
V NUJTO / ^ S < AUTO ^
<•
1 LWj m»
076 ■
t
Figure 5.8. Temporal evolution for a period-one limit cycle obtained
by computing the L\, • • •, /^-approximations and by AUTO,
respectively (same parameter set as that in Fig. 5.7).
Examining Figs. 5.7 and 5.10, we notice that the shape of the limit cycle
changes from the classical elliptical one, which is near the Hopf bifurcation
point, to a closed curve with much more abrupt extremes that are far away
from the criticality. In other words, for the situation depicted in Fig. 5.7,
we can derive a formula for approximating the limit cycle by using two or
three harmonics; while for the case shown in Fig. 5.10, we need to include
up to six or eight harmonics. This observation can be easily illustrated by
Fig. 5.11, where the normalized temporal diagram obtained by using different
higher-order harmonic balance approximations is given. As we can see from
this plot, the L\- and ./^-approximations show much longer discrepancies, as
compared to the solution given by the AUTO program, than that given by
the Ly and ^-approximations.
*[AJ
-1.12 -1.08 -1.04 •1.00
Figure 5.9. Approximation of the limit cycle by locus

expansions with different amplitudes: D = 0.1826608935,
B = 22.076, P = 4.63, e = 2.0, and p = 1.0.
1.06
0.68 0.87 1.06

X,
Figure 5.10. A phase-portrait obtained with the L\,• ■ •,£<-
approximations and their comparisons with the results given
by AUTO, showing the unique limit cycle (D = 0.1826608935,
B = 22.076, P = 4.63, e = 2.0, and p = 1.0).
When the value of the main bifurcation parameter D decreases, the am
plitude of the periodic solution increases, and the shape of the limit cycle "de
teriorates" in the sense that the effects of the nonlinear part are much more
involved. For this reason, a much higher-order approximation is needed to
capture accurately the periodic phenomena. Suppose that all the information
of up to the ninth-order derivative and the eighth-order harmonic balance
approximation formulas are available. Then, we can show, as in Fig. 5.12,
the projection of the limit cycle encountered for the values D = 0.170954638
(xi = 0.793), B = 22.076, /? = 4.63, e = 2.0, and p = 1.0 in the plane

x\ — x2. We have seen from Fig. 5.5.b that the .^-approximation fails to
predict correctly the amplitude of the periodic solution. This can be clearly
visualized by the large cycle obtained by using the La-approximation, as
shown in Fig. 5.12.
1.05 -**
V—AUT0
0.865 y^MTO
!!=5^
s *s
0.68 •
0 0.5 1
t
Figure 5.11. Temporal evolution for a period-one limit cycle
obtained by using the L\, • • •,^-approximations and
AUTO, respectively (same parameter set as that in Fig. 5.9).
On the other hand, the L3- and /^-approximations give better values
for the predicted limit cycle, as compared to those obtained by the L\- and
La -approximations. More insights can be obtained from the temporal plots
of the period-one limit cycle shown in Fig. 5.13. Although more accurate
results have been obtained here than using the /^-approximation alone, the
Li-, L2-, and L3-approximations all capture some deficiencies in the shape
of the time solution.
Figure 5.12. A phase-portrait obtained by using the Li, ■ • ■, L 4 -

approximations and their comparisons with the results given
by AUTO, showing the unique limit cycle (D = 0.170954638,
B = 22.076, P = 4.63, e = 2.0, and p = 1.0).
1.22
w\ AUTO/
0.4
0.5
1.1 , ' \
40 v*.
V
//
/ J
' '/ ^ \ ~\ N T —
0.88-- ''7 ■ ^
*a
N
N
/ /A. ^4
^ Vfc «. ~~*' .«
' AUTO^ L ^ ^
0.66 ^4
1
0.5
t
Figure 5.13. Temporal evolution for a period-one limit cycle obtained
by using the Li, • • •, Lâpproximations and AUTO, respectively,
(same parameter set as that in Fig. 5.12).
Next, we further examine the process of recovering the outer limit cycle
that was founded in Fig. 4.34 (under the condition (b) therein), but now with
the eighth-order harmonic balance approximation L 4 . By plotting out the
amplitude loci L?, L% and L4, we can see that the outmost limit cycle (with
a large value of 6) is detected without much effort, as shown in Fig. 5.14.
Although it was not shown in this figure, both the £3 and L% loci have
intersections with the characteristic locus for larger values of 9 (in the case
of La-approximation, 9 is larger than 1). This was mentioned in the last
5.2 Approximation of Periodic Solution* by Higher-Order Formulas 189
section of Chapter 4. The fundamental period of the oscillatory solution

given by the AUTO program is 8.746 for the outmost limit cycle; while using
the 2/4-approximation we found the frequency to be 0.7155 (the fundamental
period T = 8.781). This is a very good agreement.
-!.••• ••»»» • Ml -«.»n .«.»<

mi
-I.MS
Figure 5.14. Characteristic and amplitude loci in the region of

three limit cycles. The arrows show the intersection between
the two loci that correspond to the outer stable limit cycle
of Fig. 4.34 (condition (b): D = 0.14189356,
B = 22.076, P = 4.63, e = 2.0, and p = 1.0).
The intersection between the amplitude locus L± and the characteristic

locus A occurs for the values of 6 near 0.67; while the intersection between £3
and A is at 6 « 1. This apparent small difference translates into a significant
one after calculating the periodic solution. In Fig. 5.15, we include the tem
poral evolution of the period-one limit cycle calculated by using the £3 and
^-approximations and by the AUTO program, respectively. Here, we notice
that the predictions with the eighth-order harmonic balance approximations
are better than those obtained with the La-approximations. Although in this
case we have seen that the ^-approximation can recover the local bifurca
tion diagrams in the unfoldings of the i72o-degeneracy, we need to compute
the amplitude locus L4 in order to improve the accuracy of the predicted
periodic solution.
To conclude this section, in Fig. 5.16 we compare the limit cycle obtained
by using the ^-approximation and the one given by the AUTO program,
in the phase-portrait. We should note that the closed orbit has one of its
"extremes'' with a sharp ending. This one, as indicated in the figure, is
recovered very accurately.
(a)
0.28 i£ L
0 0.5
0.74
(b)
0.61 A
c
AUTO
\
ÂUTO ^ S ^
0.48
0 0.5
Figure 5.1S. (a) Temporal evolution for a period-one limit cycle

obtained with the L3 and ^-approximations and AUTO,
respectively, for the outer limit cycle encountered in Fig. 5.14.
(b) Enlargement of the temporal evolution for a period-one limit
cycle obtained with the Lj-approximation and AUTO, respectively.
5.3 Continuation of Periodic Solutions:

Degenerate Cases
In this section, we show how one can recover the local bifurcation diagrams
in the space of the system parameters by perturbing a certain type of /Tom-
degeneracies. We first recall that each member of such degenerate Hopf bifur
cations has interactions with up to m+1 Hopf bifurcation points. Concerning

with this, and for the purpose of comparison, we compute the L\, • • ■ ,L*-
approximations to show the domains of validity for each of these higher-order
harmonic balance approximations. In so doing, we now use the algorithm de

scribed in Section 5.2.1. This computational scheme benefits from the fact
that the periodic branch does not have multiplicity of periodic solutions in
a very small neighborhood of the singularity. Thus, there is only one inter
section between any of the amplitude loci L\,--,LA and the characteristic
locus A, for values of u> close enough to the frequency u>.
We recall the chemical reactor model given by Eqs. (3.35), Chapter 3.
We now fix the parameters e = 4 and p = 1 in that example and vary ap
propriately other system parameters (D, B and /?). We will then obtain the
structure of degenerate bifurcations depicted in Fig. 5.17. In Fig. 5.17.a, we
notice the interaction between the Hoi -degeneracies (with two Hopf bifurca
tion points in their vicinity) when the bifurcation parameter D and another
auxiliary parameter are appropriately varied. These Hoi -degeneracies join
together with two ifo-degeneracies (with up to three Hopf points in their
neighborhood), after varying the main system parameter and other two aux
iliary parameters, as discussed in Chapter 4. As a reference, in Fig. 5.17.b, we
distinguish five regions, each has similar dynamic behavior, at least locally.
These regions are labeled (a), (b), (c), (d), and (e) for convenience; they
include all the local bifurcation diagrams when the two H02-degeneracies
collapse with an #03-degeneracy. As a matter of fact, the parameter set
explored there was chosen very near the H03 -degeneracy.
In the interior points of the cross-section of the dynamic swallowtail sin
gularity (region (a)), we can find up to four Hopf bifurcation points when
the main bifurcation parameter is varied. However, we have only two Hopf
points in regions (b), (d), and (e), and have none in region (c). Notice that
after crossing an HQI-degeneracy in the B-(3 parameter plane, the number of
Hopf points either increases or decreases by two in the interior of the new
region. In other words, the region (c) has no Hopf points, but the crossing of
each one of the nearest Hoi -degeneracies induces two Hopf bifurcation points
(in regions (d) and (e)). Similarly, by passing from region (d) or (e) to region
(a), we need to add two Hopf points to the existing number of Hopf points.
Conversely, by passing from region (a) to region (b), we need to subtract two
from the existing number of Hopf points.
In the following, we analyze the local bifurcation diagrams obtained by
applying the algorithm described in Section 5.2.1, in each one of the points
marked as a, b, c, d and e to characterize the different regions of Fig. 5.17.
Figure 5.16. A phase-portrait of the /^-approximation

and its comparisons with the results given by AUTO,
for the outer limit cycle of Fig. 5.14.
20.2 20.4 20.6
Figure 5.17. Degenerate Hopf bifurcations HQI and Hw

in the B-f3 plane for e = 4.0 and p = 1.0.
We start with region (a), whose auxiliary parameters B and (3 are 58.25
and 20.36, respectively. Fig. 5.18 shows the equilibrium curve and the four
Hopf bifurcation points, together with the connections of the oscillatory
branches obtained by using the AUTO program. In this figure, the stable
limit cycles are indicated by black circles; while the unstable limit cycles are
depicted by empty circles. The first Hopf bifurcation point (t.c, HBl) joins
with the fourth one (HB4) through a periodic branch with two limit points.
On the other hand, the second Hopf point (HB2) joins with the third one
(HB3) through the central periodic branch, which has no limit points.
D
Figure 5.18. Global bifurcation diagram obtained by using
AUTO for B = 58.25, /3 = 20.36, e = 4.0 and p = 1.0.
To show the continuation of the periodic branch, we have plotted the val
ues of Xjjmax, as we did before, for each of the harmonic balance approxima
tions. This permits direct comparisons between the results of the frequency
domain approach, where one should remember that Xj(t) = — Vj{t), and those
given by the AUTO program, in the so-called local bifurcation diagram repre
sentation. This representation will be used in all the remaining figures in this
chapter, which are associated with local bifurcation plots. For example, the
local bifurcation diagrams using different harmonic balance approximations
are shown in Fig. 5.19. More precisely, Fig. 5.19.a shows the continuation of
the periodic solutions from HBl; Fig. 5.19.b describes the interconnection
between HB2 and HBd; while Fig. 5.19.C indicates the bifurcated branch
emerging from HB4. In all these plots, the values of the equilibrium solutions
are included to indicate the separation between equilibrium and periodic so
lutions. Compared with Fig. 5.3.c, all the harmonic balance approximations
and the results given by AUTO agree very precisely.
The criterion for stopping the calculations for each of the approximations
is the detection of a nontransversal intersection between the characteristic
gain locus \(iu>) and the amplitude locus L{ (t = 1, • • • ,4). As an example,

when D — 0.29206 we have the configuration of ampUtude and characteristic
loci given by Fig. 5.20. In this figure we can see clearly that the ampUtude
locus Z>4 intersects \(iu>) at two values of w, which are very close to each other.
This fact indicates the presence of the left limit point shown in Fig. 5.18,
in the bifurcated branch of the periodic solution. The ampUtude locus L%
has also two intersections with A(tw), but are much more apart as compared
to the ones given by L4. The detection of the limit point by using the Z.3-
approximation is given for a smaller value of the main bifurcation parameter

D, as compared to the value for the /^-approximation.
0.74
x,
0.67
0.6
0.29 0.32 0.35
D
(b)
0.37 0.42 _0.47
0.91
* /
0.874
0.838. ■
0 55 0.58 0.61
D
Figure 5.19. Local bifurcation diagrams obtained by using
different harmonic balance approximations and AUTO:
(a) the oscillatory branch for HB1; (b) the periodic branch
connecting HB2 and HB3; (c) the oscillatory branch emerging
from HBA (B = 58.25, p = 20.36, e = 4.0 and p = 1.0).
5.3 Continuation of Periodic Solutions: Degenerate Case* 195
From Fig. 5.20, we notice that all the intersections between the different
harmonic balance approximations and the characteristic gain locus, which
indicates the existence of an unstable limit cycle, are very close to each other.
However, the second intersection between Lt and A(iu>), or between Lz and
A(tw), which indicates a stable limit cycle, is much more apart. This shows
the convergence of the series expansion of the periodic solution. For example,
for the intersection that indicates an unstable limit cycle, the convergence
of the series is clear because all the approximation results are very close to
each other; while for the intersections denoting a stable limit cycle, only the
approximations £3 and L4 seem to have certain tendency to converge, in the
detection of the closed orbit.

0.04
SIX] A
-0.08 - u ^7
(^
-0.2 SIM
-1.02 -0.94 -0.86
Figure 5.20. The characteristic gain locus and different amplitude loci.
The £4 amplitude locus is almost tangent to the characteristic lo
cus A(iw): this fact is considered and taken into account for end
ing computation of the ^-approximation. The parameters values are
D = 0.29206, B = 58.25, p = 20.36, e = 4.0, and p = 1.0.
To illustrate this concept in more details, let us consider the behavior
of the different higher-order approximations for a value of D in the central
periodic branch, that is, the connecting path between HB2 and HB3 (see
Fig. 5.19.b). For D = 0.41615, the characteristic gain locus and the amplitude
locus are both shown in Fig. 5.21, where we notice that the intersections of
all Li (»' = 1, • • •, 4) with A(t'u>) are coincident (see the circle in the expanded
diagram). Since the value of 9 is very small, all the approximations are very
close to each other and, as was shown in Fig. 5.19.b, all the results coincide
with the ones given by the AUTO program. However, we should also notice
that the amplitude loci L3 and £ 4 have a second intersection with A(MJ)
for those w values that are slightly separated from u>. These intersections
are denoted by black circles in Fig. 5.21, and they correspond to a stable
limit cycle. From Fig. 5.18, we know that this large amplitude stable limit
cycle surrounds the small amplitude unstable limit cycle. Moreover, both L\
and ^-approximations fail to predict accurately the presence of the large
amplitude limit cycle. We have thus verified that the prediction in frequency
196 S. High-Order Hopf Bifurcation Formulas
for the large amplitude oscillation is much more accurate, by using the value
given by the ^-approximation than the one given by L%.
In the same form as presented in Fig. 5.19, we can plot the variation of
the fundamental period T of the limit cycles vs. the bifurcation parameter D,
by using the same algorithm without any extra cost. This plot is presented
in Fig. 5.22 for the continuation of the periodic branches that emerge from
HBi (» = 1, • • •, 4). The results are also compared with the similar ones given
by the AUTO program. In the central diagram of Fig. 5.22, one can observe
that the results of all the approximations are undistinguishable.

-1.01 -0.999 -0.988
Figure 5.21. Detection of two limit cycles by using

the Lz and ./^-approximations for D = 0.41615,
B = 58.25, p = 20.36, e = 4.0 and p = 1.0.
5.3 Continuation of Periodic Solution!: Degenerate Cases 197
\//fl2
T (b)
ÂUTO,
0.99
^^HB3
0.78 •
0.382 0.422 0.462
D
0.6
T HB4 ^ " \
(c)
0.559 h ^^-
^ ^ ^ f 4 AUTO^
0.518 . T--
0.55 0.595 0.64
D
Figure 5.22. Continuation of the fundamental period of
the oscillatory solution by using different harmonic balance
approximations and AUTO: (a) the periodic branch arising from
HBl; (b) the oscillatory branch connecting HB2 and HB3;
(c) the periodic branch emerging from HBA
(B = 58.25, 0 = 20.36, e = 4.0, and p = 1.0).
By passing the Hoi-degeneracy from point (a) to point (b), we notice

that two Hopf points (in this case, HB2 and HBZ) disappear, as shown in
Fig. 4.26.b. The local bifurcation diagram for this condition is presented in
Fig. 5.23, plotted by using the AUTO program, when the auxiliary parame
ters are B = 58.3 and f3 = 20.348. The local bifurcation diagrams obtained
by using different harmonic balance approximations are shown in Fig. 5.24
for the purpose of comparison.
0.95
x,
0.795L
0.64
0.25 0.45 0.65
Figure 5.23. Bifurcation diagram obtained by using AUTO
for B = 58.3, /? = 20.348, e = 4.0, and p = 1.0.
Figues 5.24.a and 5.24.b show the branches of periodic solutions emerging
from HB\ for the state variables x\ and X2; while Fig. 5.24.C presents the
oscillatory branch emerging from HBA for the component x\. The calcula
tion of the £2, £3, and /^-approximations was ended when a non-transversal
intersection between the characteristic gain locus and the corresponding am
plitude locus was detected. Both £3 and £4 give good results, as can be seen
from the diagrams of these figures. The £1-approximation gives poor results
as compared to the higher-order ones, even if the value of the parameter is
chosen to be not so far away from the criticality.
Fig. 5.24.b shows clearly how the different higher-order harmonic balance
approximations separate from the solution given by the AUTO program. In
this figure, it is easy to verify that the /^-approximation gives much more
accurate values of 0 and CJ than the L\ does for the values of D < 0.31;
while £3 gives better approximations than £2, for the values of D < 0.29.
Again, the £4-approximation detects the limit point, which is not shown in
Fig. 5.24.a, of the periodic branch to the right; while £2 and £3 detect it to
the left, from its true position.
Now, we consider the point (d) in Fig. 5.17, where B = 58.4 and
P = 20.456. For this set of parameters, the system has the local bifurca
tion diagram shown in Fig. 5.25. In this figure, the Hopf points HBZ and
HBA, which were presented in Fig. 5.18 for point (a), disappear in the way
introduced by Fig. 3.14.a. Here, as before, the computations of equilibrium
and periodic solutions were carried out by using the AUTO program.
5.3 Continuation of Periodic Solutions: Degenerate Caae« 199
j ^"AUTO (c)
0.879
mT
0.838 1
0.568 0.599 0.63
D
Figure 5.24. Local bifurcation diagrams obtained by using different
harmonic balance approximations and AUTO: (a) the oscillatory branch
emerging from HBl in the state variable xi; (b) the periodic branch
arising from HBl in the state variable x^; (c) the oscillatory branch
emerging from HB4 (B = 58.3, 0 = 20.348, e = 4.0, and p = 1.0).
The continuations of the periodic orbits by using different higher-order

approximations and the AUTO program are included in Fig. 5.26, where the
upper diagram shows the periodic branch emerging from HB1; the central
diagram presents the variation of the fundamental period of the aforemen
tioned branch; while the lower diagram depicts the oscillatory branch arising
from HB2. In the last plot, we notice that all the approximations coincide
over a wide range of variations in the main bifurcation parameter, because
the amplitude 6 is small.
0.425 0.65
for B = 58.4, 0 = 20.456, e = 4.0, and p = 1.0.
Considering the situation of the point (e) in Fig. 5.17, we can draw the
local bifurcation diagrams by using the AUTO program as shown in Fig. 5.27.
The parameter set in this case is B = 58.04 and /3 = 20.276. The Hopf points
HB1 and HB2, which were presented in Fig. 5.18 for point (a), coalesce and
disappear in a similar way as that shown previously in Fig. 5.25 for Hopf
points HB3 and HB4. Again, we obtain the oscillatory branches arising
from Hopf bifurcation points HB3 and HBA, by applying the formulas in
the frequency domain. The different harmonic balance approximations Li
(i = 1,•••,4) for recovering the dynamic periodic behavior are shown in
Fig. 5.28, where in the upper and middle diagrams the oscillatory branch
emerging from HBZ is depicted for the state variables x\ and i j , while in the
lower diagram the periodic branch arising from HBA is plotted only for the
component xi. Notice that, as before, all the approximations give coincident
results, where the separation between the periodic and equilibrium solutions
is small, and this occurs for a wide range of the main bifurcation parameter
D.
The local bifurcation diagjam of the generic point indicated by (c) is
shown in Fig. 5.29.a, where B = 58.2 and /3 = 20.376. The corresponding
local bifurcation diagrams, obtained by using the AUTO program and the
harmonic balance approximations, are presented in Figs. 5.29.b and 5.29.c.
0.92

emerging from HBl in the state variable x\\ (b) the periodic branch
arising from HBl and its period; (c) the oscillatory branch emerging
from HB2 (B = 58.4, /? = 20.456, e = 4.0, and p = 1.0).
0.9896
0.8148
0.64
0.26 0.47 0.68

for B = 58.04, /? = 20.276, e = 4.0, and p = 1.0.
The Hopf bifurcation points HB3 and HBA of Fig. 5.27 disappear after
a crossing of the .Hoi- < i e g enerac y from point (e) to point (c). Although there
are no Hopf bifurcation points in Fig. 5.29, there still exist periodic solutions
in this configuration, which are very close to the equilibrium solutions. Here,
we should point out an important advantage of the frequency domain method
over other continuation techniques in the recovery of the oscillatory branch:
there is no need for initial conditions, which can be a Hopf bifurcation point,
to start the continuation process. The algorithm starts from any given value
of the parameter D, and then computes the periodic branch to the left or
to the right, depending of the sign of Ay,. When the periodic branch is
completely disconnected from the equilibrium solutions, i.e., when there is
no Hopf bifurcation points as in the case of isolas of periodic orbits, the
algorithm provides a good and natural starting point for the continuation
of limit cycles. The only limitation of these approximations in the frequency
domain approach is the determination of the value of 9. Conservatively, when
9 is less than 1 the approximations give good results, while for the values
of 9 that are larger than 1, we need to be very careful in extending the
computation of periodic solutions.
The oscillatory branches and equilibrium solutions for the state variables
xi and X2 are shown in Figs. 5.29.b and 5.29.C, respectively. Again, we notice
that in the center of the local bifurcation diagram all approximations coin
cide, but on the borders where 9 is larger, the approximations begin to sepa
rate from the true solution. This can be more clearly observed if we choose an
appropriate combination of B and (3 such that the oscillatory branch is much
more apart from the equilibrium solutions. For example, when B = 57.62372
and j3 = 20.376, we have the bifurcation diagram depicted in Fig. 5.30.a.
By running through the algorithm in the frequency domain, we notice that
5.3 Continuation of Periodic Solution*: Degenerate Case* 203
the approximation given by a second-order harmonic balance solution (L\

in Figs. 5.30.b and 5.30.c) does not coincide with the values given by the
AUTO program over a wide range of the bifurcation parameter D.

emerging from HBZ in the state variable x\; (b) the periodic branch
arising from HBZ in the state-variable xj; (c) the oscillatory branch
emerging from HBA (B = 58.04, /? = 20.276, e = 4.0 and p = 1.0).
To give a more clear view for the approximations of the periodic solutions
obtained from the frequency domain approach, we use the phase portrait
representation for a given value of the bifurcation parameter D. In so do
ing, we include the unstable limit cycle, found by using the AUTO program
and the harmonic balance approximations, respectively, for D = 0.313675
0.9A
Figure 5.29. No Hopf bifurcation in the parameter space

{B = 58.2, 0 = 20.376, e = 4.0 and p = 1.0):
(a) equilibrium and periodic solutions obtained by using AUTO;
(b) comparisons among different harmonic balance approximation
and the results given by AUTO for state-variable xi;
(c) in the same region as Fig. 5.29.b, for state-variable x 2 .
0.92
AUTO (b)
0.81 AUTO —
L
4
0.7 1
0.26 0.43 0.6
0.92
AUTO
< bW
A
0.86 - J>" f^" ..—*''
0.8 -"-"I
0.4 0.48 0.56
Figure 5.30. No Hopf bifurcation points in the parameter space

(B = 57.62372, £ = 20.376, e = 4 and p = 1):
(a) the global bifurcation diagram; (b) comparison among different
harmonic balance approximations and the results given by AUTO
for state-variable x\; (c) magnification of Fig. 5.30.b.
(B = 57.62372 and /? = 20.376), in Figs. 5.31.a and 5.31.b. From these figures
we can see that the £3 and /^-approximations give better results than Li
and Li- This can also be observed by examining Figs. 5.30.b and 5.30.C, but
only for the maximum values of x\(t) attained at that particular value of D.
Finally, we note that the values for e and p were both fixed in all the
computations described above. By varying either e or p, we can find the
coalescence of the two H02 -degeneracies into an #03 -degeneracy. As a matter
of fact, we have obtained all the characteristic local bifurcation diagrams
coexisting in the unfoldings of the £To3-degeneracy. As discussed before, the

local analysis of the family of Hopf degeneracies, in the concern of failures
of the transversality condition in the crossing of the eigenvalues, can be

studied by using the second-order harmonic balance approximation with a
correction by some higher-order ones (if we desire to improve the accuracy).
Yet, if we are interested in the computation of degenerate Hopf bifurcations
that involve multiple limit cycles on the periodic branch, we must calculate
higher-order approximations.
Figure 5.31. Phase-portraits of the unstable limit cycle for

D = 0.313675, B = 57.62372, P = 20.376, e = 4.0, and p = 1.0):
for different harmonic balance approximations and AUTO:
(a) comparisons among Li, La, and AUTO;
(b) comparisons among L3, L4, and AUTO.
5.4 Local Bifurcation Diagrams and the Graphical Hopf Theorem 207
5.4 Local Bifurcation Diagrams and the

Graphical Hopf Theorem
In Chapter 4, we have studied how to calculate some degenerate Hopf bi
furcations by using the formulation in the frequency domain, and how the
local bifurcation diagrams can be recovered by applying the graphical Hopf
theorem. In this section, we furthermore point out some links between the dy
namic local features observed in the (auxiliary) parameter bifurcation space

and the global dynamics obtained with respect to the main bifurcation pa
rameter ft. In so doing, we return to the example discussed in Section 4.3.
The plot presented in Fig. 4.7 therein will be enriched with the informa
tion of some global bifurcation plots obtained at some specific values of the
auxiliary parameters a and /?. This figure is now renamed as Fig. 5.32 for
convenience. The global bifurcation diagrams, labeled as m, n, o, p, q, r, and
s, respectively, coincide with some of the typical configurations obtained by
other researchers using the AUTO program.
0.8 1.08 1.36 1.64 1.92 2.2

Figure 5.32. Bifurcation curves in the a-0 plane ( 5 = 8 and 7 = 0.04).
In Fig. 5.32, we show the occurrence of the Fi-degeneracy (double zero
eigenvalues in the time domain), C-degeneracy (cusp or hysteresis singu
larity), S-degeneracy (swallowtail), JToi-degeneracy (failure of the transver-
sality condition in the Hopf bifurcation), 27io-degeneracy (vanishing of the
first curvature coefficient), as well as #11 and i/oa-degeneracies. In this re
actor model, the F3-degeneracy (triple zero eigenvalues in the time domain)
and the F3-degeneracy (a zero eigenvalue plus one pair of purely imaginary
eigenvalues) can never occur, for the system parameters chosen in the feasible
region (Farr [1986]).
In Fig. 5.33, each of the regions bounded by the bifurcation curves is
associated with a local bifurcation diagram. We concentrate our attention
on the six regions of Fig. 5.32 and on the corresponding local bifurcation
diagrams of Fig. 5.33. If we set the parameter a = 1.0, then we can vary
the value of f3 from the point marked m through the point s. In so doing,
we discovered a rich variety of global bifurcation diagrams. This was per

formed by using the AUTO program. As a matter of fact, the same has been
analyzed extensively in the pioneering work of Doedel [1984], but he did

not trace out the limiting degenerate bifurcation curves in the parameters
plane. We have condensed the information in Fig. 5.32, where the interac
tions among different static and dynamic bifurcation curves provide us with
a clear image of the intricacies of the global structure. As an example, we
note that the interaction among Hopf points 1, 2 and 3 (numbered according
to the increasing values of the steady-state solution) from the global dia
grams p, q, r, and s, can be predicted from the appearance of the H02 and
flii— degeneracies, by using only local analysis. Moreover, a detailed study
of the Hn-degeneracy, using the rigorous mathematical methodology devel
oped in Golubitsky & Schaeffer [1985], reveals the appearance of the isola
depicted in the global diagram s. Depending on the level of depth in comput
ing the defining and non-degeneracy conditions for higher-order singularities
or the organizing centers of the dynamics, we can explore the rich dynamics
from local to global in the parameter space of the system. Proceeding in this
way, the computational effort can be greatly reduced, because the procedure
consists of detecting the bifurcation curves and, in the case of Hopf bifur
cation, determining the stabilities of the emerging limit cycles. After that,
a detailed study by using the AUTO program was performed, where some
intersecting curves provided the crucial points for starting the analysis. The
first method (in detecting the bifurcation curves and in determining the sta
bilities of the limit cycles) gives a gross distinction among neighboring areas
with different local bifurcation diagrams, while the second technique (the ap
plication of the AUTO program near the higher-codimensional singularities)
yields the global bifurcation structure in a one-parameter plot. The com
bined (hybrid) procedure offers a fast computational scheme for analyzing
the dynamic behaviors for general dynamical systems.
The inclusion of a third auxiliary parameter in the computation of bi
furcation sets has been considered in Section 4.3, to show other types of
degenerate Hopf bifurcations with higher complexity. Similarly, the interac
tions among these bifurcations curves predict some phenomena appearing
5.5 Algorithm* for Recovering Periodic Solution! 209
in the global bifurcation diagrams. Since the computational effort in finding

those curves is tractable, it turns out to be promising even for deeper global
dynamical studies.
Figure 5.33. Local bifurcation diagrams belonging to the regions of Fig. 5.32.
5.5 Algorithms for Recovering Periodic

Solutions
We now provide more details about the procedures in calculating the solution
pair (<2>, 9) for different higher-order harmonic balance approximations.
5.5.1 The original formulation (OF)

This procedure was first suggested by Mees [1981] for the purpose of improv
ing approximations of both the amplitude and the frequency of limit cycles,
by using higher-order bifurcation formulas at the same time. The algorithm

is summarized as follows:
Step 1. Calculate £i(w) at w = w, where <Z> is thefrequencyof the intersection
between the A locus and the negative real axis that is closest to the point
( - 1 +10).
Step 2. Find the intersection between the amplitude locus L\ and the char
acteristic gain locus \(iu). Label the solution pair as (u>i,0i).
Step 3. Calculate &(«) at w = <2>i, using the frequency <2>i obtained at Step
2 above.
Step 4. Find the intersection between the amplitude locus Lj and the char
acteristic gain locus A(tu>), and label the solution pair as (w2,0a)-
Step 5. Repeat the previous procedure, until obtaining a 2g-order harmonic
balance approximation, i.e., successively calculate the amplitude loci Lq of
the original formulation (or, OF, for short):
C = - i + Zi(&)92 + 6(<2'i)04 + • • • + a<Vi)* 2 «, (5.7)(5-7)

and find the intersections between the amplitude loci and the characteristic
gain loci, resulting in the solutions (£>,, 0q).
At each step, the algorithm uses the previous prediction in frequency to
calculate the next complex vector of the approximation. Note that each £,
can be evaluated only once for all the amplitude loci, as Eq. (5.7) (the fast
algorithm) shows, or be recalculated (updated) at each step as follows:
Step (1):
Step (2):
^ P = - l + 6(^)«a+6(<&i)«*,
Step (q):
£? F = - 1 + 6(<Vi)* 2 + &(Vi)«* + • • • + ^(Vi)* 2 * •
This, actually, is the algorithm originally proposed by Mees [1981]. Note,
however, that both procedures are not suitable when the amplitude locus
Lq has no intersection with the characteristic gain locus A (as it occurs
near those degenerate Hopf bifurcations that involve multiple limit cycles),
but there indeed is a limit cycle. To overcome this difficulty, the following
modified scheme is more desirable.
5.5 Algorithm* for Recovering Periodic Solutions 211
5.5.2 The modified scheme (MS)

This modified procedure was proposed by Moiola & Chen [1993], based on
the analysis of some local bifurcation diagrams near the degenerate Hopf
bifurcations that involve multiple limit cycles and multiple limit points in
the bifurcated branch. Recall that we are dealing with multiple intersections
between the amplitude locus and the characteristic gain locus. Hence, we
need an extra index to characterize them. Let us denote by (w9)„, &q,n) the
nth solution obtained using the 2qth-order harmonic balance approximation

(or equivalently, the nth solution obtained by the amplitude locus Lq). Then,
the algorithm can be described as follows:
Step 1. Calculate 6 . 6 r " , ^ atw = w (the same as above), and find the
corresponding amplitude loci Lq, q = 1, • • • ,4, of the Modified Scheme (or,
MS, for short):
L\*s = -1 + 6(*)02 + 6(w)«* + • • • + UW2q • (5-8)
Step 2. For each Lq, find its intersection^) with the characteristic gain locus
A given by the pairs (&,,„, 0,>n).
Step 3. Discard the intersections that give the 9 values greater than a pre-
specified value, to ensure the convergence of the series.
The reason for keeping the frequency u> in the calculation of all the am
plitude locus approximations is based on the observation that the amplitude
of a limit cycle changes much more substantially near this kind of degenerate
Hopf bifurcations than the frequency does.
As we have shown in Section 5.2 above, an iterative procedure can com
pute the periodic branches more accurately. However, it is only suitable in
those regions where there is no multiplicities of limit cycles for the same
value of the main bifurcation parameter. This is outlined in the following.
5.5.3 An iterative algorithm (IA)

This algorithm keeps improving the accuracy of the graphical solution pair
(u>, 0) until some pre-specified error bounds in both u and 6 are satisfied.
The solution pair (Cjq^,6q^) denote the /ith iteration by using a 2gth-order
harmonic balance approximation. The iterate algorithm (or, IA, for short)
consists in the following steps:
Step 1. Calculate £i(u>) at u> = w and find the intersection between A and
L\. Label the solution (<*>i,i,0i,i).
Step 2. Calculate £i(w) again but now at w = u>i,i and find the new inter
section between A and L\. Label the solution pair ((^1^,^1,3).
Step 3. Repeat the above procedure with the Li-approximation, until the
pre-specified error bounds in frequency, eu, and in amplitude, eg, are both
satisfied:
|wi,fc+i - wi, t | < £w (5.9.a)
\0i,k+i - 61<k\ < e8. (5.9.6)
Label u»i = wi^+i and 0\ = 0i,*+i.

Step 4. Repeat steps 1—3, but now using, instead of L\, the approximations
Li, L3, • • •, successively, with £>i, wj, • • *, respectively, as starting values.
Mathematically, for a 2gth-order harmonic balance approximation we

have
*K,*+i) = - 1 + CiK.t)^ i f e + i + 6K, t )^,fc+i
+ -"+*«(««.*)«& + i. (5-10)
when (w,,k,0,,k) and (w,,k+i,0g,fc+i) satisfy the inequalities (5.9) given
above. The shortcoming of this procedure is the CPU time in the calcu
lations, specially those approximations with orders higher than six.
In the next section, we show some applications in locating multiple limit
cycles using the MS and IA algorithms, and compare the results with those
obtained by applying the AUTO program.
5.6 Multiple Limit Cycles and Numerical

Problems
Let us continue the analysis of the model for a continuously stirred tank
reactor with extraneous thermal capacitance, which was studied in Section
4.7.
Consider now a slightly different set of parameters, with B = 23.825
and P = 4.99, but p and e are the same as before. We have found a new
configuration for this reactor, involving four limit cycles in a very small range
of the main bifurcation parameter D. As a matter of fact, an #30-degeneracy
very close to this parameter set, as shown schematically in Fig. 5.34, is very
likely to be found. In the figure, the notation of Golubitsky & Schaeffer
[1985] for the bifurcation varieties V and H\ is used, while % corresponds to
our Hio-degeneracy. The local bifurcation diagrams 1 through 9 correspond
to the regions bounded by the bifurcation curves, when a, (3 and 7 are
the unfolding parameters of the associated normal form and /x is the main
bifurcation parameter.
5.6 Multiple Limit Cycle* and Numerical Problem* 213
oc* TO
«.
■Qjf,* y<0
2 2 p
LP3
LP3 ILP2
0
L, LP3
LP3 LP3
LP2 LP2^
LP2
,rzt LP1<
LP1
LP3
LP1
7 8 $
Figure 5.34. Local bifurcation diagrams in the unfoldings
of the H3o-degeneracy.
Some computed local bifurcation diagrams encountered by running the

AUTO program near the unfoldings of the H3o-degeneracy are depicted in
Fig. 5.35. To expedite the identification of these diagrams with those shown
in Fig. 5.34, the corresponding numbers are given for easy reference.
0.1370672 0.1370679 0.137

0.94
r~~~
mm *
* 1/
0.72
)
05
i\ . D
0.1368325 0.1368335 0.1368345
0.94
* I
0.72
0.5 I
0.136891 0.136892 0.136893
Figure 5.35. Local bifurcation diagrams obtained by AUTO:

1: B = 23.86; 2: B = 23.81; 5: B = 23.83,
and 8: B = 23.825 (e = 2, p = 1, 0 = 4.99).
S.6 Multiple Limit Cycles and Numerical Problems 215
Let us now consider the bifurcation diagram numbered as 8. Three dif

ferent values of the bifurcation parameter D are chosen to be the following:
(i) Case a: D = 0.136892. For this value, a large amplitude stable limit cycle
surrounding the equilibrium solution is found.
(ii) Case b: D = 0.136891776. For this value, a small amplitude unstable
and a large amplitude stable limit cycles are found.
(iii) Case c: D = 0.136891136. For this value, there is no limit cycle sur
rounding the steady-state solution.

In Fig. 5.36.a, we show the different amplitude locus approximations ob
tained by using the MS scheme, to capture the unique stable limit cycle
under the condition (i) shown above. The amplitude loci L\ and Lj both in
tersect A at a point far from the starting frequency u>, so that the predictions
in amplitude and frequency are very poor. On the other hand, the approx
imations of CJ and 9 given by the amplitude loci L2 and L< (indicated by
black circles in Fig. 5.36b), which is an enlargement of the region of interest
from Fig. 5.36a, are quite reasonable, considering them as approximations cf
a large amplitude limit cycle.
0.2
0.075
-0.05
-1.041 -1.0105 -0.98
mi
0.125
E-2
3[X]
0.625
E-3
0
-1.002 -1.001 -1
Figure 5.36. (a) Characteristic gain and amplitude loci

for the parameter set denoted by a in Fig. 5.35
(diagram 8); (b) enlargement of Fig. 5.36.a.
Let us now consider the value of the parameter D under condition (ii).
In this case, as we have seen in Fig. 5.35 (diagram 8), there are two limit
cycles. By using the MS scheme, we plot the amplitude loci Lz and L\ and
the characteristic gain locus A in Fig. 5.37. Both of these two approxima
tions have two intersections with A, which are indicated in the figure by u
(unstable) and s (stable). However, the I/3-approximation is almost tangent
to the characteristic locus at s. The predictions in frequency by using the
MS scheme are good, as compared to the more accurate results given by the
AUTO program. However, the approximation in amplitude of the outer limit

cycle is very poor.
-OJ0005
*M
-0.0005
-1.0005
mi
Figure 5.37. (a) Characteristic gain and amplitude loci Lz and L 4 for
the parameter set denoted by b in Fig. 5.35. (b) Enlargement of
Fig. 5.37.a., showing two intersections between ^-approximation
and A corresponding to stable and unstable limit cycles.
5.6 Multiple Limit Cycles and Numerical Problem* 217
In Fig. 5.38, we show the condition under which there is no limit cycle
(condition c in Fig. 5.35, diagram 8) and one of the approximations that
intersects A. Since the amplitude locus £3 has an intersection with A, it
predicts an unstable limit cycle. As we can see from the previous figure, a
higher (sixth) order approximation, L3, does not guarantee a true result,
which is the non-existence of a limit cycle for this set of parameters.
Q002
3[i]
-0.002
.004 -1001 -0998
Figure 5.38. Characteristic gain and amplitude loci for

the parameter set denoted by c in Fig. 5.35 (diagram 8).
Finally, let us consider a slightly modified set of parameters: B = 23.84
and P = 4.99, while p and e are the same as before. By using the IA scheme we
can depict the branch of periodic solutions emerging from the Hopf bifurca
tion as shown in Fig. 5.39. For the purpose of comparison, we have also added
the branch computed by the AUTO program. Although the predictions in
frequency are good, which are not included in the figure, the predictions in
amplitude are very poor. The reason for this discrepancy is the proximity of
the Hopf bifurcation point with a double-zero singularity, Fi, with respect to
this set of parameters. The starting frequency Q varies between 0.2 and 0.3,
and the complex coefficients £1, • • •, £4 are not in a decreasing order in mag
nitude (the absolute values). This affects the convergence of the amplitude
series. However, the recovery of multiple limit cycles by using the frequency
domain approach can be done for different amplitude locus approximations,
if one would like to verify the predictions of amplitude and frequency that
are obtained from a lower-order ones.
The main limitation of the frequency-domain approach, for cases where
the main bifurcation parameter values are far away from the criticality, is
the convergence in the amplitude series. However, it should be pointed out
that the dynamic behavior of a nonlinear system usually varies significantly
under very small perturbations in the main bifurcation parameter. As has
been widely experienced, this sensitivity makes it very difficult to recover

periodic solutions accurately, which is also a serious problem for many time-
domain methods that involve power series expansions.
0.9
x,
0.7
0.5
0.1367158 0.1367163 0.1367168
Figure 5.39. Continuation of the periodic branch by using

the /^-approximation (IA scheme) and AUTO:
(B = 23.84, p = 4.99, p = 1.0, and e = 2.0).
6. Hopf Bifurcation in Nonlinear Systems with
Time Delays
In this chapter, we apply the frequency-domain methods developed in the

previous chapters to detect oscillations in nonlinear feedback systems that

contain time delays. As is well known, there will be an infinite number of
eigenvalues in the transfer matrix of the corresponding linearized system, so
that a great deal of multiple and degenerate Hopf bifurcations may exist, as
compared to the nonlinear feedback systems without time delays.
We only study the configuration that is investigated throughout the book,
namely, the system with a linear feedforward path and a nonlinear feedback
path. Two different cases, both important, will be considered:
(i) systems that have time delay only in the linear feedforward path; and
(ii) systems that have time delays in both the linear feedforward and the
nonlinear feedback paths.
For the first case, two single-input single-output (SISO) feedback control
systems, which have an odd-nonlinearity in their feedback path, are used as
examples to show that the frequency-domain technique has very good agree
ment with a well-known and standard simulation method, but the former
requires much less computer time. Using these two examples, we first show
an application of the graphical Hopf theorem under the regular Hopf condi
tions, and then analyze the system behavior with the presence of degenerate
Hopf bifurcations and multiple crossings. For those feedback control systems
that have time delays in both the linear feedforward and the nonlinear feed
back paths, an interesting example from biology will be given, to analyze the
defining conditions for the occurrence of the simplest degenerate Hopf bifur
cations. In the aforementioned three examples, as well as some others that
have recently appeared in the literature, we will show a considerable sim
plification in the formulas that are used for recovering the system periodic
solutions.
This chapter is organized as follows. In Section 6.1 a brief historical review
is presented. In Section 6.2, some definitions and singularity conditions for
Hopf bifurcations will be reviewed for convenience, where the frequency-
219
220 6. Hopf Bifurcation in Nonlinear Systems with Time Delays
domain formulation is used for the systems that have time delays only in their
linear feedforward paths. Then, in Section 6.3, two examples are discussed.
The first example shows an application of the graphical Hopf Theorem in
time-delayed nonlinear systems under regular conditions; the second one has
some of the singularities discussed in Section 6.2, with detailed computations
of two periodic branches near a degenerate (complex) Hopf bifurcation point.
In Section 6.4, we study the case where time delays are also contained in the
nonlinear feedback path, and show how the corresponding Hopf bifurcation
formulas can be modified and applied. Finally, in Section 6.5, we show two
interesting applications of the new formulas in a circuit model and in a
biological dynamical system.
6.1 Introduction
Stability analysis for the control systems that have time delays in the feed
back paths has recently attracted increasing attention because there are
many biological, chemical, economical, electrical and physical processes in
which time delays of a feedback signal can significantly affect the overall
response of the entire system. In this research direction, some important
mathematical theories have been developed, in the field of time-delayed dif
ferential equations, known as difference-differential equations. A generalized
Nyqui8t-type criterion for the stability of time-delayed linear SISO feedback
systems was developed in the control engineering community [Tsypkin, 1946].
Ever since then, stability of time-delayed linear systems has been a focusing
topic of research, due to its significance and importance in the study of en
gineering and biological systems, as can also be seen from Bellman & Cooke
[1963].
In recent years, some fundamental theoretical results have been estab
lished for the purpose of simplifying computations in analyzing stabilities
of those systems that have a special type of polynomials, called qvasi-
polynomials, involved in their characteristic equations. Time delays are char
acterized by exponential functions in the system transfer functions, and so are
contained in the characteristic equations of the feedback systems. Different
techniques for solving the stability problem for linear time-delayed systems
are available in the literature. More specifically, some techniques were devel
oped based on an extension of certain existing graphical approaches, such as
the classical Nyquist plot and root-locus analysis for linear systems without
time delays [Edmunds, 1979; Suh & Bien, 1982], to the systems with delays.
Some other similar or equivalent methods were derived by using adaptive
stability tests or related techniques [Lee & Dianat, 1981; Thowsen, 1981;
Hamada k Anderson, 1983; Malek-Zavarei k Jamshidi, 1987; Stepan, 1989].

A more advanced approach was suggested based on the finite spectrum of
closed-loop system poles in a linear time-delayed system transfer function
[Manitius k Olbrot, 1979; Manitius, 1984; Watanabe et al, 1992]. It is in
teresting to note that some linear time-delayed systems stability and stabi
lization can be analyzed in a way that is independent of the delays [Brierley
et al, 1982; Kamen, 1982]. In addition, by considering perturbations in the
quasi-polynomial coefficients, it is possible to study the effect of the time de
lays on stability, where the technique is to move the roots of the polynomials
into a prescribed region, so as to maintain certain desired robust stability
properties [Barmish k Shi, 1989; Fu et al, 1989].

All of the aforementioned works dealt with linear systems, with the in
tention of preventing the closed-loop transfer function poles from locating
inside the closed right-half complex plane. For nonlinear feedback control
systems with time delays, different (generally, more advanced) mathematical
techniques are needed for stability analysis. In this pursuit, one of the most
celebrated contributions in detecting the appearance of periodic solutions in
time-delayed nonlinear feedback systems was given in Hale [1979], which pro
vides an extension of the classical Hopf bifurcation theorem. The continuum
of periodic orbits emerging from the critical conditions can also be analyzed
by using the graphical Hopf theorem. An application of this technique to
time-delayed nonlinear systems may seem to be somewhat straightforward,
based on the fundamental idea stated in Mees k Chua [1979]. However, time-
delayed nonlinear systems deal generally with the appearance of singularities,
especially those associated with multiple and degenerate Hopf bifurcations.
This is not a very simple task.
To study the complicated dynamical behavior of time-delayed nonlinear
systems, many investigators used some existing results on the dynamical
intricacies of nonlinear systems (without time delays), and then adapted
them to some special cases of time-delayed systems, as can be seen from
Hale [1991], Chow et al [1992], Hale k Huang [1993] and, also, Hale & Lunel
[1993]. However, even in some seemingly very simple cases, the dynamics can
be very complicated. Moreover, chaotic motion frequently appears [Boe k
Chang, 1991; Ueda et al., 1994]. Recently, dynamic behavior of time-delayed
nonlinear systems that have an odd-nonlinear function in the feedback path
was explored in several applications [Beuter et al, 1993; Rodet, 1993, and
Belair k Campbell, 1994]. Another interesting example with a more compli
cated function in the feedback path can be found in Campbell et al. [1995].
Actually, these types of examples can be analyzed by using the graphical
Hopf theorem, although these authors only used time-domain techniques, to
find the periodic solutions emerging from Hopf bifurcations.
This chapter is devoted to a study of time-delayed nonlinear systems from

the frequency-domain approach. The aim is twofold. First, we show, by two
examples of time-delayed nonlinear feedback systems, that the amplitudes of
the periodic orbits emerging from Hopf bifurcations (after varying the key
system parameter) can be quickly and accurately discovered if higher-order
harmonic balance approximations are applied. This will be compared to the
results obtained by using some standard simulation programs software. Sec
ond, we derive the conditions for the appearance of degenerate and multiple
Hopf bifurcations, in the aforementioned two examples, by using the formu

las developed in the previous chapters and in Moiola et al. [1996]. We are
especially interested in some of the failures of the classical Hopf bifurcation

hypotheses, i.e., the transversality condition, the curvature coefficient of the
periodic solution, and the multiple crossing of eigenvalues on the imaginary
axis. Throughout the discussions, stabilities of emerging periodic solutions
will also be determined.
For completeness, we also include the following results in this chapter:
(a) Simplified formulas for the second, fourth, sixth and eighth-order har
monic balance approximations that are used to compute periodic branches
in those SISO systems that have an odd (and memoryless) nonlinear
function in the feedback path. Two cases will be considered: (a.1) the
time delays are contained only in the linear feedforward path; and (a.2)
the time delays are also contained in the nonlinear feedback path.
(b) A necessary condition for the appearance of a static bifurcation, i.e.,
when one real eigenvalue of the characteristic quasi-polynomial passes
through zero as the key system parameter is varied.
6.2 Conditions for Degenerate Bifurcations in

Time-Delayed Systems
Consider a time-delayed, nonlinear and time-invariant system composing of
a transfer function in the feedforward path and a nonlinear, smooth and
memoryless function in the feedback path, in which the linear part is given
by
M "--1
G(«;/I)=C(M) 8i-M^)-Y.t =el"TiA^ B(a), (6.1)
where A,-(-), j = 0,1, • • • , M , are n X n matrices, £(•) is an n x p matrix, C(-)

an m x n matrix, /i € R the key bifurcation parameter, u€ R? the system
6.2 Conditions for Degenerate Bifurcation* in Time-Delayed Systems 223
input, and y e i f the system output. Let £{•}(«) be the Laplace transform
with zero-initial conditions, and Y(«) = C{y}(s) and U(«) = C{u}(s).
Equivalently, system (6.1) can be expressed in the state-space represen
tation as follows:
M
i = Ao(rii(t) + X ) At(nM* - Ti) + B((i)n, (6.2.o)
»=i
y = -C(/x)x(t), (6.2.6)
« = g(y;M), (6.2.c)
where g : i? m —► R? is a memoryless nonlinear function of the output y and

the bifurcation parameter /* that is assumed to be smooth up to Ck+l when
a fcth-order approximation is used, k = 4,6,8, •••. Eqs. (6.1) and (6.2) are
related by the formula
C{r}(*) = -G(w)£{u}{8).
We first note that the equilibrium points y of the system are obtained by
solving the following equation:
G(0;/i)g(y;/*) = - y . (6.3)
Denoting by J the Jacobian (matrix) of the linearized feedback function,

namely,
we have linear structures in both the feedforward and feedback paths. We can
then apply the Nyquist criterion to analyze the stability of the equilibrium
solution. Tb compare with the time-delayed linear feedback control systems,
the reader is referred to Edmunds [1979].
The characteristic quasi-polynomial of the linearized feedback system is
given by
det| XI - G(8; p)j\ =Xm + On,_i(«, e""; /xJA"*"1
+ -- + o o ( s , e - T ; / i ) = 0 , (6.4)
where e~*r is used, instead of e~* n , • • •,e~*™, for simplicity of notation.

Note that in some cases, if p < m, the order of the quasi-polynomial may be
smaller than m, due to the existence of (m—p) zero eigenvalues. Usually, m <
n, so that the frequency domain formulation provides a quasi-polynomial
with a lower order than its time domain analogue.
The critical stability condition is obtained when a single root A(«) of

Eq. (6.4), at a given critical value of fi = fio, satisfies A(a) = — 1 at a =
s0 = iu>Q (ioo jt 0). By considering the classical Nyquist contour (s = iu>),
replacing A(s) with —1 and separating real and imaginary parts in Eq. (6.4),
we end up with
t-i
Fi(u>o, fio) = ( - 1 ) ' + £ ( - l ) f c * {(*(«*, e~^T;/*,)} = 0, (6.5.a)
(6.5.a)
t=o
t-i
F2{u>o,fM>) = Yl(-l)kZ{ak(iwo,e-i**T;fio)}=0. (6.5.6)
(6.5.6)
fc=o
In general, Fi(u,fj) and F2(w, ji) depend on several parameters of the
system and, in particular, on the time-delays T<. From the classical Nyquist
analysis, it is clear that a small change in the key parameter \i may modify the
system stability dramatically. An application of the Hopf bifurcation theory
allows us to make an insightful analysis on the system oscillatory behavior.
For this purpose, let us first provide a Hopf bifurcation theorem for nonlinear
systems with delays, where we should note that a necessary condition for
having multiple equilibrium solutions is given by Eq. (6.5) when wo = 0 (the
static bifurcation singularity).
Theorem 6.1. (Hopf Bifurcation Theorem with Time Delays)
Suppose that g : Rm -¥ rV is C 4 and y is a locally unique equilibrium
solution ofEq. (6.3). Suppose also that the locus of the distinguished charac
teristic function X(s) intersects the negative real axis at A(t<D) that is closest
to the point (—1 + tO) when the variable s sweeps on the classical Nyquist
contour. Moreover, suppose that £i(*u>) is nonzero and the half-line starting
from (—1 + »0) in the direction defined by £i(t£>) first intersects the locus
of\(iu) at A(tai) = P = - 1 + 6(iw)0 a , where 6 = 0(\n - /i<,|*). Finally,
suppose that the following conditions are satisfied:
(i) The eigenlocus A has nonzero rate of change with respect to its param
eterization at the criticality (wo./io), i.e.,
dFi/dfi dF2/dn
M(OJ, n) = det #0. (6.6)
dFi/dw dFi/dw
(wo .Mo)
(ii) The intersection is transversal, i.e.,
N(IJJ, fj) = det *Ki(tt)} 9{6(i&)}l * 0 , (6.7)

»{A'(to»)} 3{A'(tw)}
6.2 Conditions for Degenerate Bifurcations in Time-Delayed Systems 225
where X'(i£>) = d\jda\ =iei.

(iii) There are no other intersections between any of the^ characteristic loci
and the line segment joining the point (—1 + »0) to P, at least within a
small neighborhood of radius 6 > 0.
Then, the system given by Eqs. (6.1)-(6.2) has a periodic solution y(t) of
frequencyw = v+0((r). Moreover, by applying a small perturbation around
the intersection P and using the generalized Nyquist stability criterion, the
stability of the periodic solution y(t) can be determined.

A proof of this theorem is indeed similar to the one without time delays,
given in Mees & Chua [1979], with the inclusion of the non-degeneracy con
dition given by Eq. (6.6) in accordance to the result of Mees & Allwright
[1979].
We first remark that in time-delayed nonlinear systems, it is natural to
consider several encirclements of the eigenloci about the origin after applying
the Nyquist stability criterion. In this case, other intersections between the
amplitude locus and the eigenlocus are expected. Since the results of the
Hopf bifurcation theorem are local, we consider the closest intersection to
the point (—1+t'O) as the fundamental one, and call it the "first" intersection.
We also remark that as we have seen in the previous chapters, the sta
bility of the periodic solution corresponding to the "first" intersection can
be determined by two equivalent methods, if a stable transfer function is
considered:
(a) Graphical method. If the vector &(iw) points outwards at the criticality,
then the periodic solution is stable, and if it points inwards the solution
is unstable.
(b) Analytical method. A negative curvature coefficient o\ implies a stable
periodic solution, while a positive one corresponds to an unstable one.
Note that in these two procedures, it is assumed that A is the unique eigen
locus encircling the critical point (—1 + t'O). However, we notice again that
the characteristic loci corresponding to feedback systems with time-delays
can have multiple encirclements about the origin or, even worse, about the
critical point (—1 +1'0), due to the nature of the exponential functions e~"T.
Hence, it is very important to take into account only the closest intersection
of the loci to the critical point in both of the two procedures. The other
intersections, if there is any, need a more careful study by using for example
higher-order Hopf bifurcation formulas, to confirm the accuracy of the pre
dicted oscillations. The other intersections may or may not represent limit
cycles of the time-delayed nonlinear system. In this case, other procedures
have to be used to confirm the results, although the frequency domain ap-
226 6. Hopf Bifurcation in Nonlinear Syctem* with Time Delays
proach is reliable in detecting this kind of polycyclic configuration (nested

limit cycles).
The quasi-polynomial given by Eq. (6.4) is called the eigenloci or charac
teristic loci when the variable a sweeps on the Nyquist contour. Thus, some
of the degenerate bifurcation conditions, which we are interested in, can be
obtained by graphical analysis using the plot of the characteristic locus A.
For simplicity, we assume that A = —1 is a single root of Eq. (6.4). We
summarize here the notion of the degenerate or multiple bifurcations for
convenient reference:
(a) failure of the transversality condition in the classical Hopf theorem (de
noted, for simplicity, as the .Hbi-degeneracy);

(b) vanishing of the curvature coefficient or stability index, o\, for the peri
odic solution emerging from the Hopf bifurcation (the JJio-degeneracy);
(c) combination of conditions (a) and (b) above (the H\\-degeneracy); and
(d) crossing of two pairs of complex conjugate eigenvalues on the imaginary
axis (the Ga-degeneracy).
These degeneracies (singularities) are important in understanding global
dynamical phenomena and in detecting some organizing centers of the dy
namics in the space of system parameters. Since time-delayed nonlinear sys
tems have infinite-dimensional spectra, such degeneracies are more common
than those in the nonlinear systems without delays.
Let us now characterize mathematically each of the aforementioned de
generacies.
Case (a) can be encountered when the determinant of degeneracies van
ishes for a certain critical bifurcation value (WQ,MO)> while BFi/duL. ..
and #F 2 /9w|, . .. are not simultaneously zero, in addition to the dynamic
bifurcation condition expressed in Eq. (6.5). Mathematically, we need to ver
ify the following defining conditions (d.c):
i ? iK»MS) = 0, F a («5,/i5) = 0, M(wJ,/i5) = 0, (6.8)

as well as the nondegeneracy conditions (n.d.c):
^K./iSJ/O, or ^±K,/iS)*0,
where wj / 0, H(fi) = Fi{ip(/i),fi) — 1 and i/>(p) C*11 D e appropriately

constructed from Eq. (6.5.b), as we have seen in Chapter 3.
6.2 Condition* for Degenerate Bifurcation* in Time-Delayed Syrtema 227
We shown, in Chapters 3 and 4, that this kind of degenerate Hopf bi

furcations involves interaction between branches emanating from two Hopf
bifurcation points. The distinctive point is, in the current situation, that the
appearance of the singularity is increased in time-delayed nonlinear systems,
due to the nature of the periodicity characteristic of the exponential functions
appearing in the system transfer functions.
For Case (b), the requirement for a transversal intersection can be ex
pressed in terms of the curvature coefficient or stability index, ai, as shown
in Chapter 3. The vanishing of o\ at the criticality means that the two curves
(i and A are parallel at this singular value. Moreover, the sign of the cur
vature coefficient indicates which type of Hopf bifurcations (subcritical or

supercritical) is going to emerge from the criticality. The failure of this con
dition can be formulated mathematically when the d.c. is satisfied by the
following expressions:
*iK.A*o)=°. *ato,/io)=0, <nK,/iS)=0, (6.9)

while the n.d.c. are given by:
M(u&,i$)?0, a 9 (w5,/*o)*0,
where WQ jt 0 and o~i{) is the curvature coefficient obtained by considering

higher-order terms (up to thefifth-orderderivatives of the nonlinear function
g(-) (Hassard & Wan [1978], Golubitsky & Langford [1981], and Stech [1985]).
This type of degenerate Hopf bifurcations generally involves limit points in
the periodic branches.
Case (c) can be found by combining the following d.c:
fi (wo\ MS) = 0, F2 (o>Z,ti) = 0, (6.MU)

»i K , Mo) = 0, M (Wo\ /ij) = 0, (6.10.6)
as well as the following n.d.c:
^1^*0, a2(w'Q,n'0)^0,
£ K- K. *, ^) )*/ 00 , or
or -^(u,
£■ 0 *,^)^0.
This kind of degenerate Hopf bifurcations is the most complicated to
analyze, and generally involves interactions between Hopf points and multiple
limit cycles.
Case (d) comprises two subcases:
228 6. Hopf Bifurcation in Nonlinear System* with Time Delay*
(d.l) Two pairs of imaginary eigenvalues with distinct frequencies, namely,

satisfying
*i(wo,Mo)=0, ft(«g,/io)=0> (6.11.a)
FiK,(<J)=0, F2(wJ,/iS)=0, (6.11.6)
where w<J ^ 0,u>* / 0,WQ ^ wj. Because we assume that A = —1 is a single
root in Eq. (6.4), this kind of multiple bifurcations generally involves a loop
of the characteristic eigenlocus (A) that passes through the critical point
( - 1 + tO) twice.
(d.2) Two pairs of imaginary eigenvalues with the same frequency a>J,
t.e., satisfying
*i(<"5'/*3)=0, F 9 («g,/i5)=0, (6.12.a)
^■K*,MS)=0, ^(^,^=0. (6.12.6)
where u>5 /= 0
In the next section we show the presence of the degenerate and multiple
bifurcations in two interesting examples from control systems engineering.
6.3 Applications in Control Systems

6.3.1 Variable structure control and Smith's predictor
Uncertain dynamical systems and processes in industries often contain time
delays. Also, variable structure control (VSC) [Utkin, 1977] is sometimes
used as an emergency control, activated when the main controllers fail. This
kind of controllers usually generate discontinuous control signals. A direct
application of such control signals to systems that have time delays in the
control inputs may lead to undesirable oscillatory behavior. VSC can be used,
together with a Smith predictor, to control these systems; but parametric un
certainty still introduces oscillations into the systems. Sometimes, oscillations
of amplitudes greater than a certain maximum value are dangerous for the
processes under control, or result in undesirable operation modes, dynamical
responses and control performance. For these cases, it is useful to evaluate
in advance the amplitudes of such oscillations and their dependence on the
controller parameters. We describe here an example of such a situation.
Consider the plant modeled by P(s) = Ke~tT/(s + pi), and a Smith
predictor composed of M(s) = Km/(s + p2) and Af<j(a) = Kme~*Tm /(s + fo)
(see Fig. 6.1), where K, Km, pi, j>2> 7", and r m are real parameters. Also,
6.3 Application* in Control System* 229
consider a nonlinear static controller of variable structure that generates a

control signal of the form
« = PVc + «nJ, (6.13)

where /? is a real parameter, and uni is the nonlinear part of the signal that
approximates the typical switching signal of the VSC, i.e.,
1 _ e-2VcM/<»
Uni=3c(v«A0 = - a 1 + e-2Vcl>/a '

(6.14)
in which a > 0 is a constant parameter and /x e R is the main bifurcation

parameter.
The three transfer functions in this configuration can be combined, by
simple algebraic manipulations, in a single linear operator:
G(s) = Di(») (6.15)

1-/MM*)'
where Di(s) = P(s) — Md(s) + M(«). Substituting the expressions P(s),
M(s), and Md(s) into Eq. (6.15), we arrive at
G{s) =
di(s,e-n
(a+Pi)(a+P2)-/?di(a,e-* T )'
where
di(s, e-T) = K{s + j>2)e-T + Km(s + pi)(l- e~"-).
Using yc = —j/i and gc(yc,n) = <7(j/i>/*)> we can find the equilibrium

point j/i by solving the equation
G{0)g[vi,it) = -iii.
Figure 6.1. The time-delayed nonlinear feedback system for

the example with variable control structure and the Smith predictor.
It can be easily verified that pi = 0 for /i > 0; and consequently, J =

9g/dyi\î=0 = n and A = fiG(iw).
Consider now the following parameter set:
Pi = 0.125, pa = l / 6 , A" = 0.175, JTm = 0.25,
T = 1.5, Tm = 1.3, /? = - 4 6 / 3 and a = 4.
The Nyquist plot of G(t'w) is shown in Fig. 6.2. When \x 2* 24.45, the charac
teristic locus A(tw) crosses the critical point (—1 + tO), satisfying the condi
tions of the Hopf bifurcation theorem. Increasing this critical value, we found
the periodic solution branch depicted in Fig. 6.3, after applying the formulas
given in the Appendix B, where
z= max |j/i(t)|.
In Fig. 6.3, we also compared the predicted solutions obtained by using

the graphical Hopf theorem with the solutions recovered by standard numer
ical simulations. Although the agreement between these two methods is very
good, computer simulations are more time-consuming to perform than the
frequency domain method.
0.02
0.01
-0.01
-0.02
-0.03
-0.04
-0.05
-0.06
-0.07
•0.08
-0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08
yi[G(i CO)]
Figure 6.2. Nyquist plot of Eq. (6.15) when pi = 0.125, pa = 1/6,
K = 0.175, Km = 0.25, T = 1.5, r r o = 1.3, P = - 4 6 / 3 , and a = 4.
6.3 Application* in Control Syatema 231
0.3S
Predicted (order 8)
Predicted (order 2)
Simulated
24.4 24.6 24.8 25 25.2 25.4 25.6 25.8 26
Figure 6.3. Local bifurcation diagram predicted and simulated with

z = max o<t<2ir/a |vi(*)l-
6.3.2 Cascade of time-delayed feedback integrators

This appUcation is inspired by one of the examples given in Fu et aL [1989]
for studying the stabilities of time-delayed linear systems. In Fig. 6.4, we
show a block diagram of the whole system, where the linear transfer function
between y and u is given by
1
G{,) =
(s + e - " - ) 2 '
in which a is the complex variable.
We start with r = 1, for simplicity, with the intention of having a simple
gain function after linearizing the feedback path. Consider the nonlinear C°°-
function
1 — e~2,tVc
flc(ye,M) = - 1 + e _ 2 M P e ,
where /x is the bifurcation parameter. Let yc := —j/i and g(yi, n) := gc(Vc, A*)-
Then the equilibrium point j/i is obtained by solving the equation
<?(0)ff(yi,AO = - » i , (6.16)
and is given by
yi=0 for /i€[-l,0)U(0,oo),
. i _e2M*J'
0i" = O, y1b'< = ±——^ for ^ G (-00,-1].
The linearization of g(yi, p) about yi gives J = dg/dyi L = /i(l — yj)

Figure 6.4. Cascade of time-delayed feedback

integrators with a nonlinear feedback path.
For this control system we have the following results.

Proposition 6.1. A pitchfork bifurcation is obtained when p = — 1.
Proof. The necessary condition for a static bifurcation is obtained when the
characteristic locus A = G(s)J passes through the critical point (—1 + »0) in
the complex plane with s = iu = 0. Then, it is easy to show that equation
- l = G(0)J = / i ( l - y 2 ) , (6.17)
for the equilibrium point yi = 0, gives fUnf = — 1.
We note that for /i € (-co, —1) three equilibrium points are obtained.
Now, let us analyze the stabilities of the steady-state solutions near the
value \i = —1. The equilibrium yi = 0 for (i e (—1 — S, — 1 + S) with S > 0
has the characteristic locus A = n/(s + e~*)2. This locus encircles the critical
point (—1 + tO) once when /x < —1, giving an unstable steady-state solution
that can be verified by the Nyquist stability criterion. On the other hand,
when /i > —1 there is no encirclements by A around the point (—1 + t'O),
and so the static-state solution is stable. Similarly, for j/i / 0, appearing for
H < —1, it can be shown that
4/ie2"*1
/*(!-*/?) = (l + e 2 M y,)2
<4/ie 2 'MVl
Then, by letting p -¥ —oo in this formula, it can be verified that the charac
teristic locus does not encircle the critical point, giving stable steady-state
solutions. Using graphical analysis, the stabilities of the bifurcated branches
can be immediately determined, because the slope of the curve at yi ^ 0 is
always less than 1.
Proposition 6.2. The Hopf bifurcation points are obtained when
2
= [*(p+i)-(-!)•
MP p=0,l,-
with critical frequencies WQP = (p + l/2)w. When p is even, the emerging

limit cycles are stable, while the periodic solutions are unstable ifpis odd.
Proof. The first part results easily by considering p. > 0, so that j/i = 0 is
the unique equilibrium and the Hopf bifurcation condition in the frequency
domain is given by A = — 1 = p/(iu> + e -M ") 2 .
The verification of the second part is much more laborious. It involves
the calculation of the first curvature coefficient (see Eq. (3.51), Chapter 3),
which is repeated here for convenience:
_ fw T GM P l (q,n
o\ ~ (6.18)
\ wTC(iw)Jv / '
where the notation has been defined in Chapter 2 (see Eq. (2.12)). More
precisely, in this SISO case we have w T = wT = v = v = 1 and pi(o;) =
—/i3/4. The expression G'(iw)J is given in this case by
1 2/i(l - e - * " )
G'(iu>)J = p^- (6.19)
ds[ (a + e - ) 2 J t=iu (iw + «-*")» '
Next, substituting (6.19) into (6.18), and then carrying out some algebraic
manipulations, we arrive at
" 2 cosw +a>sinw— 1
o\=- (6.20)
16 1 — C08W
Since the sign of the curvature coefficient evaluated at the criticality
determines the stabilities of the emerging limit cycles, substituting the ex
pression of a>op into Eq. (6.20) gives
** = -£[<-!>* (* + 5)*-i (6.21)
From Eq. (6.21), it can be seen that for even values of p, a\p < 0 corre
sponds to stable limit cycles, and for odd values of p, o\p > 0 yields unstable
limit cycles.
The local bifurcation diagram including both the static and the dynamic
types of bifurcations, obtained using the above propositions, is given in
Fig. 6.5.
■ ►
Figure 6.5. Local bifurcation diagram after varying \i.

stable steady-state, unstable steady-state
•-•-• stable limit cycles, o-o-o unstable limit cycles.
The Nyquist plot for n = 1 is given in Figs. 6.6.a and 6.6.b., where we
note that the variation of the parameter /i,
A=
(a + e-y
only changes the scale of the Nyquist plot. Also, note that the equilibrium
point is unstable for that value of \s. and a particular set of other parameters.
At the critical values of fip, the conditions of the Hopf bifurcation theorem
are satisfied.
By using the formulas given in Appendix B and the graphical Hopf the
orem, we recover the stable bifurcated branches arising from no and (i2. In
Fig. 6.7, we include those periodic solution branches calculated by applying
the frequency domain formulas and some standard simulation techniques.
The amplitude depicted in that local bifurcation diagram is
z= max |tfi(f)|.
Note that Hopf approximations work well near the bifurcation points. We
have also checked that the predicted frequency agrees with the result of the
numerical simulation for the same parameter variation.
Let us now suppose that the cascaded time-delayed feedback integrators
have different time-delays, say T\ and T2, as shown in Fig. 6.8. Then the
unique characteristic locus is given by
M (6.22)
(s + e- JT i)(a + e-* T ')
1 ■ *■ "~
(a)
3[G(i(0)] / 3«/2
-3
-4
-5
-6
-3 -2 -1 1 2 3
<R[ G(i co) ]
3[G(i(0>]
-0.035 -0.03 -0.02S -0.02 -0.015 -0.01 -0.005 0
<R[ G(i CO) ]
Figure 8.8. (a) Nyquist plot for the cascaded time-delayed

feedback integrators when \x = 1. (b) Enlargement of
the Nyquist plot when ft = 1 around the origin.
3.5 0.025
(") ^__^- !
3
15
—-
2 -
/s-
1.5
1
0.5 — Predicted — Predicted

Simulated Simulated
0
0.32 036 0.4 0.44 0.48 70
Figure 6.7. Local bifurcation diagram predicted and simulated:

(a) starting from /io; and (b) starting from p?.
y
■^ H +^v 1
s
ir ^) -
'
<
s
Fi /_
e- S T / ■
p -ST 7 *
-N
N-
Figure 6.8. Cascaded time-delayed feedback integrators
with a nonlinear feedback path T\ £T<I /= 1.
Consider now an arbitrary set of system parameters r\ jt TJ, with the
variable s sweeping on the classical Nyquist contour, under the assumption
that the bifurcation condition A = — 1 is satisfied. We first separate Eq. (6.22)
into real and imaginary parts as follows:
F1(LJ,^) = 1 +
MM = 0, (6.23.a)
A*(w)+ &(<**)
(6.23.6)
where
A{w) = CO8(TI + Ta)w — J2 + a/fain T\u + sin Tjw],
B(w) = w[co8Tiw + co8Tao;] — sin(Ti +TJ)(J,
6.3 Application* in Control Systems 237
with G(ioj) = l/[A(w) + iB(w)].

We note that for wo = 0, F2(0,fi) = 0 and Fi(0,n) = 1 + p = 0 give
H = — 1 as a static singularity. A straightforward graphical analysis, similar
to the one we have done above for the case Tj = T2 = 1 with perturbations
in fi around the value —1, shows the existence of a pitchfork bifurcation for
that critical value. The stability of each branch of this bifurcation can be
determined by using the generalized Nyquist stability criterion applied to
the unique eigenlocus after varying the bifurcation parameter fi.
We next consider dynamic (degenerate) bifurcations. The defining condi

tions for the floi-degeneracy (E°<- (6-8)) are
1+ ^ = 0 , (6.24*)
%')=0, (6.24.6)
M(u>'0,ti) = ^ ( ^ / ^ ^ ( u , ; , ^ ) = 0 , (6.24.c)
because ^ := 0, as can be verified from Eq. (6.23.b) using Eq. (6.24.b). The
expression SFj/flw evaluated at (wJ,/io) i 8 dFi/dui = —I*B'(WQ)/A(U>Q)3,
where B'(u>$) = dB/du>\u_u.. Here, we note that dFi/dfi(oj$,fi^) ^ 0, be
cause A(U>Q) = —fi and fi ^ 0, as stated earlier.
The curvature coefficient o\ in this case is given as follows:
ai(w,/i)
- *\4GWJJ - *\ 4ffH/ '
where
v C(CJ) + \D(w)
C(wi>) = '
ds [A(w) + # ) f
C(u) = — C08 T\IJ) — C08 T2W + Ul{T\ 8U1 T\LJ + T2 sin TjUj)
+ in + r2) CO8(TI + T2)U> ,
D{w) = — 2u + sin T\u + sin T2W + W(TJ COS TICJ + T2 COS T2O>)
- (TI + T 2 ) 8in(Ti + r2)w.
Consequently, <j\ can be expressed as
a,(«,, „) - T | c 2 ( w ) + i?2(u;) j • (6-25)

Eq. (6.25) evaluated at (WQ,/^) with the information of Eqs. (6.24.a) and
(6.24.b) is reduced to
CM)
*iK,ri) = - —
4 C*(W$) + Z? J K)
(6.26)
It can be easily verified that B'(w) = —C(u), so that for this exam
ple the failure of the transversality condition implies also the vanishing of
the curvature coefficient. Hence, an Jlu-type degenerate Hopf bifurcation
appears, under the conditions expressed in Eqs. (6.24.a)-(6.24.c), or equiva-
lently, Eqs. (6.24.a), (6.24.b), and <n = 0 in Eq. (6.26).
For the parameter values o/J Si 1.69053, fi S 1.85792, n Si 0.374408, and

T-X Si 1.483929, we obtain an Hi i-degeneracy. After perturbing slightly the
parameter T\ (T\ = 0.384408), we found the oscillatory branches as shown in
Fig. 6.9. The predicted set of limit cycles is obtained using the second and
eighth-order harmonic balance approximations. The periodic branch starting
at pi Si 1.8 is stable, while the other is unstable. The comparison between
simulation and the predicted results given by the algorithm is shown only
for the stable periodic solutions.
Finally, the double Hopf points (Gj) satisfying Eq. (6.11) are obtained at
ô = 16, UQ = 3, and u{ = 5, when the parameters' values are taken as TI =
r3 = ir/2 and Eq. (6.12) is satisfied, at ^ Si 4.1159 and w$ = wj 9< 2.2618
for n Si 2.9804 and r3 Si 1.1865. For the former case the Nyquist diagram
for G(s) is shown in Fig. 6.10.
0.6
— Order 8; Order 2; — Simulated
0.5
0.4
Stable
0.3
Ûnstable
0.2
0.1
1.8 1.9 2.1 2.2 23 2.4 25
Figure 6.9. Predicted and simulated amplitudes of the periodic

solutions as a function of n (n = 0.384408 and r3 = 1.483929).
6.3 Application! in Control Syitems 239
0.16
0.14
3[G(i(0)] 0.12
0.1
0.08
0.06
0.04
0.02
0
-0.02
-0.04
-0.12 -0.1 -0.08 -0.06 -0.04 -0.02 0
^[G(iOi)]
Figure 8.10. Nyquist plot for the double Hopf points appeared
at /ij = 16, U>Q = 3, w\ = 5, and n = TJ = 7r/2.
In the above, we have described the conditions on some degenerate Hopf

bifurcations and double Hopf singularities using the feedback systems theory
for time-delayed nonlinear systems, where the delay is contained in the linear
feedforward transfer function. These systems have much more proclivities to
exhibit, such as degenerate and multiple bifurcations (and their associated
complex dynamic behavior) due to the multiple nature of the closed-loop
transfer function poles. We have shown, in two simple but interesting ex
amples of nonlinear time-delayed feedback systems, the recovery of periodic
solutions under classical Hopf conditions, and the appearance of some singu
larities.
In the next section, we study a related, but slightly more complicated
case: a time-delayed nonlinear feedback system in which the delays are con
tained not only in the linear feedforward path but also in the nonlinear
feedback path.
240 6. Hopf Bifurcation in Nonlinear Systemi with Time Delays
6.4 Time-Delayed Feedback Systems: The

General Case
A preliminary attempt to link the results of the Hopf bifurcation theorem,
formulated in the frequency domain for feedback control systems, to nonlin
ear time-delayed feedback systems has been discussed in the last few sections,
where the time delays are presented only in the linear feedforward transfer
functions. The case where the time delays are also contained in the nonlinear
feedback paths has been left out there, because it turns out to be technically
difficult and computationally intensive. In this section, our intention is to

tackle this latter case, to obtain the corresponding Hopf bifurcation formu
las and to point out the differences between the two situations.
As an application of the new results to be presented in this section, we
will analyze two interesting examples taken from electrical engineering and
biology. The first example has one time-delay, but the second one has two
time-delays (see Section 6.5). For completeness, we also include the simplified
formulas for second, fourth, sixth and eighth-order harmonic balance approx
imations, which are included in Appendix C, for the biological example (see,
also, Moiola & Chen [1995]). To this end, it should be mentioned that ap
plying the frequency domain analysis to time-delayed biological systems has
already been studied before (see, for example, Linkens & Kitney [1982] and
Longtin & Milton [1989]).
We first consider the following time-delayed nonlinear differential equa
tion:
±(t) = i*o(/*)x(«) + A,(/*)x(t - r) + B( M )g[-C(/i)x(t - T); M] , .

(6.27)m
y(t) = -C(/i)x(t),
where AQ and A\ are n x n matrices, B is an n x p matrix, C a n m x n

matrix, (i € R the main bifurcation parameter, y 6 R™ the system output,
u = g[y(t — T); H] e B? the system input, with a smooth nonlinear function
g : JT" -¥ Ck+1(R?) (fc > 3), and r > 0 is a constant time-delay.
Taking Laplace transforms on both sides of Eq. (6.27), and then carrying
out some algebraic calculations, we obtain
[si-Ac- A,e-' r ]X( S ) = B£{g[-Cx(* - r); /*]} , (6.28)
which can be rewritten in the following form:
X(s) = [SI-AQ- Axe~"]-1B£{g[-Cx(t - r); /*]}, (6.29)
or, equivalently,
6.4 Tune-Delayed Feedback Systems: The General Case 241
C{y}(3) = -G(s;n)C{u}(s), (6.30)

where
G(a; n) = C[sl -AQ- Aie-r]-lB,
u = g[-Cx(t-r);Ai].
In Fig. 6.11, we show the nonlinear feedback system configuration de
scribed by Eq. (6.30).
The equilibrium solution y of this system is obtained from the following

equation:
G(0;/*)g(y) = - y .
u X
1 » G(s;[i)
y i d=0
g[y(t-t)]
+-—(_ +
Figure 6.11. The nonlinear feedback system configuration.
With the nonlinear feedback controller shown in Fig. 6.11 being linearized
at its equilibrium operating point y, we obtain the system shown in Fig. 6.12,
where J := 9g/9y| _—. The corresponding characteristic function is given by
det [XI - G{s; (i) J e - * r ] = 0. (6.31)

Note that the linearization of the nonlinear feedback path involves dynam
ics in this case, a different situation from the one considered in Sections 6.2
and 6.3.
H G(s;n)
d=0
Figure 6.12. The linearized feedback system.

Now, suppose that a second-order harmonic balance approximation for
the solution has the form
242 6. Hopf Bifurcation in Nonlinear Syatema with Time Delays
y(t) = y + » i £ Yfc exp{tfcart} I , (6.32)
where i = y/^1, u> is the fundamental frequency, and Yfc is a complex number
in thefcth-orderharmonic, satisfying
Y* exp{tJkw(t - T ) } = Y * e - * - T exp{tfcwt} = Y$ exp{ikut} ,
with the subindex ud" standing for delayed quantities.
For simplicity of notation, we drop the parameter /x in G(s; n) and write

G(»w) = G(s;n)\ _. . Then, equating the input and output of the linear part
gives
Yk = -G(ikw)Fk, fc = 0,l,2,
where F|j are the Fourier coefficients with delays, distinguishing themselves
from the corresponding ones given in Section 4.5, Chapter 4. By expanding
g[y(t — r)] in Taylor series about the equilibrium point y and substituting
the trial expression for y, which contain the time-delays, i.e.,
y(t-r)=y + » T Y k e - i k u T exp{ikwt] 1
lfc=0 J
( 1 \
=y + »iVY5exp{tfeWt}l,
lfc=o J
we obtain
Y° = - G(0)F°d
= - G(0) | JY° + ^ [ I Y 1 ? ^ - - ^ ^ ] + po J ,
Y 1 = - G{iw)¥d
= - G(tw){ JYle-*" + ^ |2Y°Y1e-*WT + Yê"*" 1 "
+ ^.\lY1Y1Y1e-iur + PiJ,
Y 2 = - G(»2w)F2
2 1 1 1 2fa,r
= -G(t2w){jY 2 e- < 2 u , T H1 ° [ Y Y r-' + P2}, (6.33)
2! 1.2
where ~ denotes the complex conjugate, po, pi and pi are higher-order
terms (quartic in |YX| and quadratic in |Y°| and jY2!), and D{ = (D*g)|~ is
the tth-order derivative evaluated at y.
6.4 Time-Delayed Feedback System*: The General Caae 243
Note that the difference between the harmonic balance formulation with
and without time-delays (in the nonlinear feedback controller) is the ap
pearance of the extra terms e~,kuT, where k corresponds to the fcth-order
harmonic to which it belongs. Moreover, notice that on the left-hand side of
Eq. (6.33) there is no time-delays involved, because the harmonic balance is
performed at the output of the linear feedforward path.
From Eq. (6.33) we can calculate Y° and Y 3 as functions of Y 1 , yielding
1 1
Y° = - [ / + G W J r ^ j l ^ i Y * ] },
Y2 = - [ / + G ( t 2 w ) J e - < 3 w r ] " 1 G ( » 2 a ; ) | ^ [ i Y 1 Y 1 e - a w r l | . (6.34)
Using Eq. (6.33), it can be seen that the complex number £i<j(tw), which is
used to calculate the amplitude of the emerging periodic solution, is given
by
(6.35)
where
Pi(w,v)=£>JVo2®Y+i*®V M J + ! # 3 ( * »▼«>▼),
and w T and v are the left and right eigenvectors of the matrix G(iu>) Je~wr,
respectively, associated with the value A that is the closest eigenvalue to the
critical point (—1 + t'O), and V02 and VJQ are given by Eq. (6.34) after the
replacements Y 1 = YO, Y° = VO202, and Y 2 = V M 0 2 , where 9 is a measure
of the amplitude of the periodic solution as before (compare Eq. (6.35) with
Eq. (2.12)).
Note that 6 is found by plotting out the characteristic gain locus A and
the complex number £w that satisfy the following equation:
X(icj; fi) = - 1 + faiiu,)?. (6.36)
Finally, the curvature coefficient or the stability index can be written as
aid (6 37)
■>i[fl(,)Jr.]LTj- '
We should note that since the linearized feedback controller now depends
on the variable s, the denominator of an has become different from the
classical value of o\, where the latter was given in, for example, Eq. (3.51)
of Chapter 3.
244 6. Hopf Bifurcation in Nonlinear Syrtem* with Time Delay*
6.5 Application Examples

6.5.1 Hopf Bifurcation in a phase-locked loop circuit
with time-delay
In this subsection we discuss an application of the computational formulas
derived in Section 6.4 to a nonlinear circuit: a phase-locked loop (PLL) circuit
with time-delay.
A PLL generally consists of a reference oscillator, a voltage controlled os

cillator (VCO) whose output signal has to be synchronized with the reference
signal, a low pass filter, and a phase detector. In the case of afirst-orderPLL,
the low pass filter only serves for eliminating higher-frequency components.
The finite propagation time of signals is taken into account by time-delayed
lines when working at higher-order frequencies. This circuit model can be
found in, for example, Wischert et al. [1994].
The first-order scalar nonlinear time-delayed differential equation for the
PLL is given by
x(t) = -A"sin[x(t -T)] + 8,
where x(t) is the phase difference, K represents the open-loop gain of the
PLL, r is the finite propagation time in the feedback loop (i.e., the time-
delay), and S is the frequency deviation, i.e., the relative detuning of the
input (reference) frequency from the free-running frequency of the VCO.
We should note that other more complicated models also exist in the
literature, basically taking into account the second derivative of x(t). For
our purpose of showing an application of the Hopf bifurcation theorem to
a nonlinear time-delayed system, we restrict our discussion to this (perhaps
the simplest) model.
Therefore, we can assume without loss of generality that the central fre
quency of the VCO is tuned to the reference frequency, i.e., S vanishes. Then,
we arrive at the following model:
x(t) = -Kan[x(t-T)].
We can also use the following (equivalent) representation:
s+ a
« = 9(y) = -ay + K sin[y(t - r)],
x= -y,
where a is a nonzero constant.
+ d=0
Figure 6.13. Configuration of the PLL model.
The configuration of this system is shown in Fig. 6.13. The equilibrium
point of this system is given by
G(0)« = - { - ay + Ksw[y{t - T)]} = -y,
which yields (for K £ 0) y = tv, t = 0,1, • • •. The linearized system in the

feedback path is
J = -a + K{-l)te—T, / = 0,1,2,--.
Thus, the characteristic locus is given by
- -a + K(-\)le—T
GJ = X = / = 0,1,2,..
s+a
The overall linearized system is shown in Fig. 6.14.
+ d=0
Figure 6.14. The linearized PLL system.
Next, applying the bifurcation condition A = — 1 and considering the

frequency sweeps on the Nyquist contour s = iw, we have
U T
- t w = Jf(-1) V , t = 0,1,2, • • • .
From this equation and the equilibrium solution condition, it can be shown
(see Wischert et al. [1994]) that the Hopf bifurcation frequency (at the criti-
cality) satisfies u>o = Ko, where Ko is the value of the bifurcation parameter
K at the criticality.
To determine the stability of the emerging periodic solutions from Hopf

bifurcations, we need to calculate the curvature coefficient given by Eq. (6.37).
Note that in this case the left and right eigenvectors w T and v are both equal
to 1, and the second derivative Da = (.D2<7)|~_0 = 0. Hence
!*(«, «)«-*■" = - ^ ( - l j ' e - * " , I = 0,1,2, • • • .

On the other hand, the denominator of on can be calculated as follows:
-a + t~-*T-\
K{-iye
w
Ts s+ a
= -^(-l)^_[-a^(-l)^] / = 0 1 ) V .. i
s+a (s + a)2
Now, considering the bifurcation condition A = — 1 and a = iut, we obtain
a simple form:
1 - Tif(-l)<e- <w » T
*-±(GJ) v = r^—
two + o
Combining the numerator and denominator together and then evaluating it
under the bifurcation condition, we can write Eq. (6.37) as
„ _ y f - [ X b ( - l ) V - * » T ] / 1 ~ TiTo(-l)V-*» T 1
°ld- *\ S(ivo + a) I icjo + a /'
which, after some calculations, yields
' " = ~ R l8(l-Tô(-Ve-^ T )|'

or in a more compact form,
aid
~ *\8(c + id)j- *\ %*+#)}- 8(1+^2)'
where c = 1 and d = LJQT. We note that for r > 0 the emerging limit cycles
are stable.
6.5.2 Hopf bifurcation and degeneracies in a nonlinear

feedback control system with two time-delays
In this subsection, we apply the formulas derived in Section 6.4, and some
results about degenerate bifurcations enunciated before, to a nonlinear feed
back system that has two time-delays. Such a feedback system has been
the subject of several recent investigations (see, for example, Beuter et al.
[1993] and Belair & Campbell [1994]), where the approach was taken from
the center manifold theory. However, similar systems were also studied by
Nussbaum [1975] and Hale & Huang [1993] theoretically, and by Mizuno &
Ikeda [1989] experimentally.

The system under consideration is described by
x(t) = fi[x(t - TI)] + f2[x(t - r 2 )], (6.38)
where
1 - e~2z
fi(z) = -Ai tanh(*) = - ^ 1 + e_2. > ' = 1.2,
in which Ai, i = 1,2, are positive constants. For simplicity of notation, we

only discuss the special case where Ai = 1 and A2 = A, which can be
obtained by an appropriate scaling in the variable x. It then follows from
Eq. (6.27) that Ao = Ax = 0. Let us include a term ax (a > 0) in Eq. (6.38)
as follows:
x(t) = ax(t) - ax(t) + fi[x(t - n)] + f2[x(t - r2)]. (6.39)

Then we can apply Eqs. (6.29) and (6.30), considering C = B = 1 therein,
and obtain
s+ a
u = -ay + gi[y(t - n)] + gi[y(t - T 2 )]
=ax + /![*(* - T,)] + f2[x{t - T2)] ,
x= -y.
The configuration of this system is illustrated in Fig. 6.15.
The equilibrium point can then be computed by solving the equation
The equilibrium point can then be computed by solving the equation
G(0)u = -{-ay + 9l[y(t - n)] + g2[y(t - T 2 )]} = -y,
G(0)u = =-{-ay
-{-ay + 9l[y(t - n)] + g2[y(t
^(t - T 2 )]} = -y,
which yields y = 0. To this end, the linearized system is given by
which yields y = 0. To this end, the linearized system is given by
u 1 X
r
A
k
\
\
(s+a)
-a * —
y
giW-T)] ,cK.>
1 m
+ d=0
82iyv- yj
Figure 6.15. Configuration of the biological system with two time-delays.
Cu = c{-ay{t)+^
y=0
*-*> + £ v=ov(t - r 2 ) + H.O.T.|.
Taking only the linear part and then applying the Laplace transform on it,
we arrive at the following equation:
J = -a + e—Tl + Ae~'r*. (6.40)
Thus, the characteristic locus is given by
- a + e - * T ' + Ae~tT*
GJ = \ = (6.41)
s+a
The linearized system is shown in Fig. 6.16.
Next, replacing the bifurcation condition A = — 1 in Eq. (6.41) and con
sidering the frequency sweeps on the Nyquist contour s = iw, we have
-iu = e - ^ r i + A e - ^ ' , (6.42)
which can be separated in the real and imaginary parts as follows:

F\(u,Tl,T2) = C08(wTi) + AcOS^Tj) = 0 ,
JF3 (u>, TI , T2) = u — sin(u/Ti) — A sin(wr2) = 0. (6.43)
(6.43)
+ d=0
Figure 6.16. The linearized biological system.

Let us now use T 2 as the main bifurcation parameter. The Hopf bifur
cation points satisfy Eq. (6.43) when w = wo, with wo / 0. The failure of
the transversality condition can be calculated by using the formulas given
before, so as to obtain a certain type of degenerate Hopf bifurcations that
involves interactions between two Hopf points. This is important in localizing
the boundaries of the classical (i.e., regular) Hopf bifurcation points. This
degenerate condition can be expressed as
dFidF2 dF2 8Fi
M=-
9r 2 du
= — w{yl8in(wT2) — AT\ sin[w(r2 — Tj)]} = 0. (6.44)
Using Eq. (6.43) and a trigonometric formula, we can write Eq. (6.44) in the
following form:
M = — wo {wo — sin(u/oTi)
- ATI [sin(w0T2) cos(w0ri) - sin(woTi) COS(W0T2)] }
= - o>o{wo — sin(woTi)
- ATI COB(UJ0TI) [sin(woT2) + A'1 sin(o;oT1)]}
= — wo [wo — 8in(woTi) — woTi cos(woTi)] = 0. (6.45)
Since WQ ^ 0, the degenerate bifurcation condition can be written as
wo - sin(woTi) = won COS(WOTI) . (6.46)

250 6. Hopf Bifurcation in Nonlinear System* with Time Delays
To determine the stability of the emerging periodic solution from the Hopf
bifurcation, we need to calculate the curvature coefficient using Eq. (6.37).
In this case, the left and right eigenvectors w T and v are both equal to 1,
and the second derivative D2 = (Z?aî)|—_0 = 0, t = 1,2, so that the term
Pi(o>, v)e~%UT = jD3e - "" T can be calculated as follows:
-Die""*"" = -
d39i d392
dy*
3
8 8 [ dy* y=0 v=o
iuTl iu
= -\[e~ +Ae- ^]
On the other hand, the denominator of aid can be calculated as follows:

—a + e~ + Ae~
w ds
8+ a
_ —r i e -' T ' - Arie—7* [-a + <T"X + Ae—**]
(6.47)
s+ a (s + a) 2
Now, substituting Eq. (6.41) into Eq. (6.47) and considering the bifurca
tion condition A = — 1, we obtain the following simple form:
-Tie-*""1 - Ar2e —HUT}
*T±(GJ) V =-
tu> + a uj + a
iu T
1_ Tie - ^ ^ _ AT 2 e~ » >
(6.48)
two + a
Furthermore, combining the numerator and denominator together and then
evaluating it under the bifurcation condition, we can write Eq. (6.37) as
f - [ e - ^ r » + Ae-^ T ») / 1 - Tie-**>ri - AT2e~iu°r* \
o\& (6.49)
\ 4{iw0 + a)
4(two I iwo + a J■I • )
A substitution of Eq. (6.42) into Eq. (6.49) gives

two
* -*{*(!-ne-*-won _ AT e-"*> >)}•
uss
2
T
or, in a more compact form,
aid
~ ~ *\ i(cTw) J " -*\ WT*)!
_ wo [ri sin(woTi) 4- AT2 sin(woT2)]
(6.50)
4(c* + cP) '
6.5 Application Example* 251
where
—
C = 1 — T\ COs(woTi) -^ T 2 COs(woT2) ,
d = T\ sin((«^)Ti) -I- AT2 sin(woTj).

Substituting in Eq. (6.50) the expression
j48in(woT2) = wo — sin(uioTi),
which is taken from Eq. (6.43), we finally arrive at

_ w{ - Tj 8Jn(aiQTi) + r2[sin(tJ0Ti) -Mo]}

aid (6.51)
~ 4(c2 + <P) '
which has the same set of zeroes as the stability index obtained in Belair &
Campbell [1994], where the center manifold analysis was employed.
In Appendix C, we show the modified formulas for this example, which
contain up to the eighth-order harmonics, to detect the amplitudes of periodic
solutions that are far away from the bifurcation point.
To have a more clear picture, we illustrate the modification of both the
amplitude locus and the characteristic locus for different nonlinear systems,
with or without time-delays, which may take a second-order harmonic bal
ance approximation or a higher-order one.
The simplest case is a nonlinear system without delay. In Fig. 6.17.a, the
graphical Hopf theorem is applied to the nonlinear system under considera
tion, using a second-order harmonic balance approximation
X(iw;/j)=-l + 6*a. (6.52)
;
3[JC1
iifcT \ ; 1
Figure 8.17.a. The second-order harmonic balance approximation

for the solution of a system without time-delays.
252 6. Hopf Bifurcation in Nonlinear System* with Time Delays
Here, one intersection between the characteristic locus A and the am
plitude locus L\ is detected, showing the existence of an unstable periodic
solution. Carrying out a higher-order expansion in a suitable combination of
the system parameters, in the form
A(fcr, fi) = - 1 + Zi62 + 6** + • • • + ^ , (6.53)
it is possible to find the second intersection between these two loci, yielding
a configuration of nested limit cycles. In Fig. 6.17.b, the large-amplitude un

stable (ulc2) or stable (slc2) limit cycles need to be confirmed by simulation
or other methods, since the approximation that we used here is local. How
ever, very good results have been obtained with this method, to capture up
to three nested limit cycles, as was shown in Chapter 4.
. .
3[JLl
_/ *dc1y< G> = 0
J■
9U3L]
Figure 6.17.b. A higher-order harmonic balance approximation
for the solution of a system withnot time-delays.
o — unstable periodic solution; • — stable periodic solution.
If we consider that the feedback system has a delay in the linear feedfor
ward part, the graphical approach would give a picture like Fig. 6.18.a. This
situation is very typical when more than one modes cross the imaginary axis
after having a classical Hopf bifurcation point for smaller values of the bifur
cation parameter. The second mode is unstable and is represented by the first
circle (ulc21, where the first number stands for the mode and the second for
the numberation of the cycle) closest to the critical point (—1+tO). The black
circle indicates that a stable limit cycle (slcll) - arising from the first mode -
persists, even after the parameter is varied. This phenomenon of persistence
of the first mode oscillation was reported by, for instance, Longtin & Milton
6.5 Application Example* 253
[1989]. The distinctive feature is that the amplitude and the waveform of the
cycle is substantially deformed, but its frequency is not. This observation
can be made relatively easily with the frequency domain approach.
tk
3[JC1 "^ ? / ^ \V to = 0
■ //Yufc2.?l / / I \
Figure 6.18.a. A higher-order harmonic balance approximation for

the solution of a system with a time-delay in the linear part.
3[JC1
0) = 0
'\. V \ \ '//
\-' \ \. 1 -^y \
Figure 6.18.b. A higher-order harmonic balance approximation for

the solution of a system with time-delays in linear and nonlinear parts.
254 6. Hopf Bifurcation in Nonlinear Syctema with Time Delays
Finally, we include in Fig. 6.18.D. the general situation of a nonlinear

system that has delays in both the feedforward linear part and the feedback
nonlinear part. In this case, the higher-order expansion has the form
\(iw; n) = -l + e-*" [fc*2 + 60* + — + tgP*], (6.54)
As shown in the graph, several periodic solutions can likely be found, al
though one needs to be careful in the approximations (and the existence) of
the large cycles because the frequency used to evaluate the vectors £i, • • •,£ p
is the one belonging to the first crossing.
7. Birth of Multiple Limit Cycles
In Chapter 3, we studied some explicit formulas that can be used as effi

cient conditions to recover the degenerate (i.e., singular) bifurcation points
of a dynamical system under simultaneous variations of several system pa

rameters. Based on the formulas for approximating the periodic solutions
emerging from Hopf bifurcations, and for the continuation of certain bifurca
tion points in a two-dimensional parameter set, we developed a methodology
in Chapter 4 for computing the local bifurcation diagrams obtained near the
simplest Hopf bifurcation degeneracies. In Chapter 4, we also analyzed the
multiplicity of equilibrium solutions and investigated multiple Hopf bifurca
tion points.
As we have seen in Chapter 4, using different orders of harmonic balance
approximations one can build up local bifurcation diagrams in the vicinity of
certain singularities, known as Hopf bifurcation degeneracies. Note, however,
that this treatment is completely numerical and has an upper bound value for
9 in the harmonic balance approximations. In this kind of numerical analysis,
the following phenomena may occur: (1) the expansion of the amplitude loci
causes the approximating series to diverge; or (2) other unexpected dynamics,
not covered by the Hopf bifurcation theory (e.g., period-doubling), emerge.
In this numerical study, we have observed that in addition to recovering
local bifurcation diagrams, it is usually helpful to have expressions for the
purpose of calculating defining conditions and non-degeneracy conditions,
for the singularities belonging to the family Hnfl of degenerate bifurcations:
in their unfoldings, up to n + 1 limit cycles may be found. In this chapter,
we will develop some approximation formulas for calculating such defining
conditions, called stability indexes or curvature coefficients. Once these con
ditions have been obtained, we can determine what type of bifurcations (su
percritical or subcritical) is going to take place, i.e., in geometrical terms we
can determine if a "limit cycle bowl" is open-up or open-down. We will take
advantage of higher-order harmonic balance approximations to obtain good
approximation formulas for these coefficients.
This chapter is organized as follows. In Section 7.1, we first give a brief
overview on the main references about calculations of curvature coefficients.
255
256 7. Birth of Multiple Limit Cycles
In Section 7.2, an iterative formulation for the computation of the first four
curvature coefficients is presented. Then, in Section 7.3, an application of
these approximation formulas is given to three well-known examples: the
van del Pol circuit, the classical quadratic system, and a polynomic system
with only cubic terms.
7.1 Introduction
The curvature coefficients, also known as stability indexes or focal values,

contain information about the stabilities of periodic solutions emerging from

Hopf bifurcation points of a nonlinear dynamic system. It is possible to
predict, after evaluating a somewhat complex formula at the critical value
^ = ô, whether or not a limit cycle emerging from the Hopf bifurcation
point is stable.
Andronov et al. [1973) obtained the first curvature coefficient using the
so-called succession functions. However, their approach was limited to two-
dimensional systems. Extensions of their method to n-dimensional systems
appeared later, in Poore [1976], Maraden & MacCraken [1976], Haasard &
Wan [1978], Mees k Chua [1979], Golubitsky & Langford [1981], and some
other papers, where expressions for the first curvature coefficient were ob
tained based on quite different mathematical methods.
In the case that the first curvature coefficient equals zero, the aforemen
tioned approaches have to be modified: the next curvature coefficient, called
the second coefficient, has to be calculated. If, furthermore, the second coef
ficient is also zero, then one has to compute the third one, and so on.
Computation of the second curvature coefficient was first presented in
Hassard & Wan [1978] (see also Hassard et al. [1981]). Using different meth
ods, other researchers have also derived equivalent expressions for the second
curvature coefficient, see for instance Golubitsky & Langford [1981]. Using a
method employing Lyapunov constants, Gobber & Willamowsky [1979] ob
tained, for two-dimensional systems, expressions for the first three curvature
coefficients. Later, Farr in his Ph.D. thesis [1986] extended the formulation
given in Golubitsky & Langford [1981] to include the third curvature co
efficient for n-dimensional systems. In his thesis, Farr proposed a general
formulation for this purpose, which is independent of any normalization in
frequency. The formulas given in the appendix of his thesis were also pre
sented in Farr et al. [1989], where the formulation was applied to a classical
quadratic planar system in order to determine the order of a weak focus.
Here, the order of a weak focus means the order of the least curvature co
efficient that has a definite sign at the criticality, while all the lower-order
curvature coefficients vanish. The order of a weak focus indicates how many
limit cycles can bifurcate from this special equilibrium point under small
perturbations in the system parameters.
Related to the topic of limit cycles, there is one of the most interesting
problems in mathematics, the Hilbert 16th problem, which refers to finding
the maximum number of limit cycles, H(n), arising from an nth-order planar
polynomic system. This problem is still unsolved; but for quadratic planar
systems the answer is very close to complete (see, for instance, Dumortier et
al. [1994]). As a matter of fact, the research papers on the maximum number
of limit cycles in planar polynomic systems, mainly quadratic and cubic
systems, have considerably increased over the last decade. At the beginning,
special attentions were given by Russian and Chinese mathematicians (e.g.,
Bautin [1952], Sibirskii [1965], Li [1983], Li [1985], Ye et al. [1986], and Liao
& Chern [1986]). Recently, this topic has also attracted special interest from
Western mathematicians, including Blows & Lloyd [1984], Lloyd et al. [1988],
Lloyd & Pearson [1990], Wang [1990], James & Lloyd [1991] and Zoladek
[1994]. A clearly written survey paper is Lloyd [1988], in which some historical
progress and contributions of other authors were summarized.
The use of symbolic programming allows efficient complex computations.
For instance, with the help of computer symbolic calculations, Lloyd et al.
[1988] and Kertesz & Kooij [1991] dealt with curvature coefficients of arbi
trary orders; James & Lloyd [1991] calculated the birth of multiple Hopf
bifurcations arising from ordinary differential equations; Franke & Stech
[1991] (see also the preliminary studies of Stech [1985], Aboud et al. 1988]
and Stepan [1987, 1989]) discussed some cases of degenerate (or nongeneric)
Hopf bifurcations in functional differential equations.
As we have seen from the previous chapters, there are some successful
applications of the frequency domain methods in engineering problems (e.g.,
Kwatny & Piper [1990], Colantonio el al. [1991], and Moiola et al. [1991a]).
Along this line, a derivation of the second curvature coefficient was given in
Moiola et al. [1991b], where the formulation obtained was only an approxi
mate one because it contains some truncated errors in the finite expansion
of the formula. To improve the approximation, in this chapter we will de
rive more accurate expressions for the curvature coefficients, using up to the
eighth-order harmonic balance approximation (i.e., up to the information of
the ninth-order derivative of the vector field).
7.2 Harmonic Balance and Curvature

Coefficients
In this section, we once again consider a dynamical system with a linear
feedforward path and a general nonlinear feedback path, as shown in Fig. 7.1,
which is described by
r
x = A(/i)x + B(/i)u,
y = -C(/x)x,
,u = g(y;M),
where A is an n x n matrix, B and C are n x p and m x n matrices, all
depending on a bifurcation parameter fi € R, and g(-) is a nonlinear func
tion belonging to C2'*"1"1^, in which q is the order of the harmonic balance
approximation that can be applied later.
" I I + X I , I X ^_
H~EK>^7JTL-£.
{ZH
go
Figure 7.1. The dynamical system with a linear feedforward
and a nonlinear feedback.
It is easy to verify (see Mees & Chua [1979]) that this system has a
linear feedforward transfer matrix G(s;n) = C[sl — A\~lB, obtained by
taking Laplace transforms £{•} with zero-initial conditions, and a nonlinear
feedback function £{g(y; fi)}. After linearizing the nonlinear path about an
equilibrium point y of the system defined as the solutions of G(0; fi)g(y; M) =
—y, we obtain its Jacobian J(fi) = 3* | _-\ Assuming that the overall system
transfer matrix G(s; fi)J(fi) possesses an eigenvalue A = —1, it is easy to
verify that the matrix G(5;n)J((i) has the same eigenvalue. Thus, at the
criticality /x = /xo, we have s = two and a = —two, which are actually two
corresponding eigenvalues in the standard time-domain formulation [Mees,
1981].
We now consider the case where the system parameter fi is increasing and
passing through the point po> so that the complex variable s moves into the
right-half plane and takes the value a + iw, where a and u are both positive
7.2 Harmonic Balance and Curvature Coefficient* 259
real numbers. We suppose that for a value of /i larger than no, the system
has a periodic solution. In the following, we use v and w T to denote the right
and left eigenvectors of the matrix G(s; pi)J{y) that are corresponding to the
eigenvalue X = —1, normalized by |v| = 1 and w T v = 1.
For the system transfer matrix, G(s; p)J(n), the following expression can
be used to detect periodic motions of the system output:
Y 1 = 0v + 0 3 V 13 + * 5 V 15 + ... , (7.1)
where Vi3, • • •, V i ^ + i are vectors orthogonal to v, q = 1,2, • • • and Y 1 (= E1

in Mees [1981]) is the first harmonic of the output y.

We first observe that for a given value of u> (approximation of the oscil
latory frequency), we have
G{ub) = G(s) + (-a + iSw)G'(s) + i ( - a + i8w)2G"{s) + ■■■ , (7.2)
where Sw = u> — <J, w is the imaginary part of the bifurcating eigenvalues,

and G'(a) and G"(s) are the first and second derivatives of G(s), respectively,
both with respect to s. On the other hand, we recall the following equation
of harmonic balance:
[G(iu)J +1] J2ViV+i02J+1 = -<?(*") £ w 1 ) 2 i + 1 0 2 ' + 1 , (7-3)

i=o i=i
where Vu = v, with
Wi,2<r+i = p , and Vi.2,+1, q = 1,2, • • • , (7.4)
which are already known (Mees [1981], Moiola et ol. [1991], and Moiola &
Chen [1993]), and are given in Appendix A.
In a general situation, we need to solve the following equation:
[G(iw)J+l] (yO+\13e3+\15ei+--- ) = -G(iw) [pi83+p29i+--- ].(7.5)
In so doing, by substituting (7.2) into (7.5) and then expanding the result in
terms of the coefficients V j ^ + i and pq, we obtain
G(s)J - (a - iSw)G'(s)J + ha - i5w)2G'\s)J + • • • + /
x (v0 + V 13 0 3 + Vi 5 0 5 + • • • - (a - iSu^'nO3 - (a - tfwjVis*5)

= - [G(s) - (a - i6v)G'(s) + ■■■]
x [pi03 + Pa*5 - (a - t ' M p V 3 - (a - i5u>)p'2ei + • • • ] , (7.6)
260 7. Birth of Multiple Limit Cycle*
where
V 13 = — — , V 15 =
da da '
and
dp i _/ dp2
are given in Appendix A.

Then by multiplying both sides of Eq. (7.6) by w T and using the fact
that w T is the left eigenvector of G(a)J corresponding to the eigenvalue —1,
we can rewrite Eq. (7.6) in the following form:
- (a - ifa)w T G'(«) JvO + \(a - i6(j)2wTG"{8)Jv9

- (a - iSu)wTG,(a)JW1393 + (a - i6<j)2wTG'(8)JV'uP + • ■ •
= - wTG(s)Vl03 + (a - i6uf)yrTG,{s)p103 - wrG(a)p29i
+ (a - i5w)wTG'(s)p2^ + (a - iS(j)wTG(a)p'193 + • • • . (7.7)
Consider now thefirst-orderapproximation, given by Mees & Chua [1979],
of the above expression:
. ... WTG(*W)P102 -o
v(a - tSw) = ' , , , , = 7i 0*. (7.8)
' w T G'(tw)Jv '
By substituting (7.8) into (7.7) and then grouping together all the coefficients
of equal powers in 9, we arrive at
- (a - Uu)wrCf(a)Jv6 + ^wTG"(a)Jy9i
-1iwTG,(8)JV1365 + ---
= - w T G ^ p , * 3 - TiCWPi* 5 + 0(8)129*
-7iG(s)p'105-7iG,(s)p207 + " (7.9)
In this expression, we can arrange the terms in 9 as follows:

-(a-iSu)wTG,(a)Jr9
= -w T G(«)p 1 0 3 + w T 7iG'(5)(JV 13 + p i ) + 7iG(*)p'i
-\'fiG"(»)Jy-G(8)V2 95 + --- (7.10)

For s = iw, (7.10) can be rewritten as
(a - i6u) = ±wTG(ta;)Pitf2 + ~w T f - 7 1 G , (ta/)(JV, 3 + Pl)
-7IGMP'I + \j2iG"(iu,)Jy + G(.' W ) B 0* + ■ ■ ■ , (7.11)
where TJ = wTG'(ta/)Jv.
In a simplified form, we can write Eq. (7.11) as follows:

( a - i < J w ) = 7 1 0 2 + 7 2 0 4 + O(0 5 ). (7.12)
Then, instead of using Eq. (7.8) as afirst-orderapproximation of (a — iSu),

we can use the more accurate expression Eq. (7.12).
Next, substituting (7.12) into (7.6) and then grouping coefficients of the
same power in $, we obtain
(a - iSu) = 7i & + T2*4 + 7306 + 0(97), (7.13)

where
T
73 = - w T G ( t w ) p j, - ^-w \c(iw) |p, + JYU) + G(iw)p'2
V
- 2vV C(tw) [Pi + JViz] + G M P ' I

+ 2l^wTG//(ta;)i7Y
-G"(tw)(pi + JV 13 ] + G'Mfo'i + J V U ]
+ ^MP"I
6*7
Again, we can let the better approximation (7.13) for (a — i6v) be rein
serted into (7.6), so that the coefficients up to the power 6 remain the same
as before in the new formula. We can then calculate the next higher-order
approximation. The result is
(a - iSw) = 7i 02 + T2*4 + 730* + 74** + 0{69), (7.14)

where
74 = - w T G M p 4 - ^ w T G'(iu) \p! + J V n ] + G(iw)p\
- 2vV C{UJ) [p, + JV 15 ] + G(tw)p'2

- 2 l w T G'(tw) (pa + JV 17 ] + G(tu>)p'3
+ 2L W T ^G"(iu>) [pj + JV 18 ] + C(tw)[p' 2 + JV'i 8 ]
+ ^HP"3 G"(»w) [pi + •'Vis]

+ 2G'(iw)[JV'13 + P'i] + G{iu)pHl

fewTG"'MJv-^wT [pi + JV 13 ]
2»7 6
+ j ^ M f e ' i + ^V'i3] + ^G'(io>) \p\ + JV"13) + iG(ia/)Pi"
+ £-wrG""(iu>)Jv.
24T)
The values of 71, 72 and 73 were given above, and it is easy to verify that
they remain the same in any higher-order approximations. The expression
of the vector pj was first given in Mees [1981], while that of P3 and p* were
first given in Moiola et al. [1991], and Moiola k Chen [1993], respectively.
Taking only the real and imaginary parts of Eq. (7.14), we obtain
a = S f r i } * 2 + » { 7 2 } ^ + *{-»}«" + » { 7 4 } ^ + ■ (7.15)
Let us see what happens when £{71} ^ 0. In this case, we use the ap
proximation
a«»{7i}^. (7.16)
To have a solution for small 0, we need to require that a and S{7i} have the
same sign, i.e., ao\ < 0, where <j\ = — R{7i} is the first curvature coefficient:
ai
-"*\wTG'M^J
Note that since a is positive, after increasing n from the criticality, the
equilibrium solution is unstable. But if the sign of o\ is negative, then the
periodic solution surrounding the equilibrium state is stable.
Let us suppose that o\ = 0 at the criticality. In order to determine the
stability of the emerging periodic solution, we need to consider the expansion
of a up to the coefficient of &*, i.e.,
a = »{7i}« 2 + » { 7 2 } ^ . (7-17)
By the same reasoning, o<i = — £{72} is the second curvature coefficient.

In a similar way, if both o\ and 03 are zero for certain critical combi
nations of the system parameters, then we need to explore the sign of the
coefficient of the term 0 s , and so on.
In the terminology of degenerate Hopf bifurcations, the degeneracies are
labeled as Hnm for simplicity: Hoo represents the classical Hopf bifurcation
without any degeneracy (i.e., without any failure of the curvature coefficients
or the transversality condition). The first subscript n indicates the order up
to which the curvature coefficients vanish at criticality, while the second

subscript m stands for the order up to which the derivatives of the formula
in the failure of the transversality condition vanish. In this chapter we are
focusing our attention only on the HTno-degeneracies, i.e., failures on the
curvature coefficients, not on the transversality condition. Note that multiple
limit cycles emerge when perturbing the curvature coefficients near the value
zero, after alternating the signs of the stability indexes in an increasing (or
decreasing) order. For example, to have four limit cycles in the vicinity of
a degenerate Hopf bifurcation: the H30-degeneracy, (i.e., at the criticality
we have o\ = 02 = 03 = 0 but 04 56 0), we need to perturb the system
parameters in such a way that, for example, a > 0, o\ < 0, aj > 0, 03 < 0,
and 04 > 0.
Calculation of the expressions 7>, i = 1, - - -, 4, can be performed in a more
compact form in the procedure described as follows. First, we can write the
equation of the harmonic balance as
/ + »=o " J Lfc=o j-i J

'
(7.18)
i=o Lfc=i i=i 3'
where
xi = ( - a + iSuY,
G(°>=G(a),
▼*+i = Vi ) 2 f c + i, A: = 0,1, •
v (i)
Y _ d'Yk+l fc = l , 2 , . . ; i = l , 2 , .
fc+1 - da*
JU) _ ^Pfc fc = l,2, ••- ; j = 1,2,• • •

Pfc
- dsi '
We then multiply both sides of Eq. (7.18) by w T and use the relation
wTG<°) J = - w T . Thus, Eq. (7.18) becomes
w x
z^
»=1
»!
,fc=0 j=l J
'
♦G(')
(7.19)
t!
t=o Lfc=i
Let us now suppose that x is given in a power series in $, such that
x = f ; sme2m (7.20)
m=0
Inserting the value of x given by (7.20) into (9.19), and then equating the
coefficients of the same power in 6, we obtain
50=0, (7.21.a)
<Ji = - - wTG<°>pi, (7.21.6)
S2=-[-wTG(°)p2 - Jiw T (G( 1 >p 1 + G C y 1 * )
- *i/3iv2 - Slfovi] , (7.21.c)
63=-\- wTG<°>p3 - <5iwTG(1)p3 - J2wTG<1)p1
- ^?w T G< 2 > Pl - S^CP^ - 62^2 - S2WTG^p\L)
- 61P1Y3 - 25x52^1 - <y?ftv2 - SfavP
- QmWtf - £wTG«>pP> - S\^] , (7.21.d)
<S4 = — f - G ( ( V - *3<3(1)Pi - SiG^V* ~ <*iG(1)P3

it
- |G(1)P(I2) "I****" Î G ( 0 ) PI 3 ) - torfV

- ^ ^ P i 1 ' ] - i [*3/?iT2 + 2W i ^ + far™
r3
+ -2L/31V22) + *?ft*3 + *20lT» + <*1 A*4 + <5|A»Vl + 2Jifc0»Yi
+ 26162p2r2 + SJp2Y3 + 3*toftTi + (J?/?2v(1) + ^/? 4 vi], (7.21.e)

where we have used
pi = ^wTG^(s)J, « = l,--,4.
The expressions obtained above are in a complete agreement with the ones
obtained before (denoted by *ft, i = 1, • • •, 4), when the following conditions
are satisfied:
H = -6i, « = !,••• , 4 . (7.22)
7.3 Some Application Examples

In this section, we show three typical and well-known examples as applica
tions of the theoretical results developed above: the van der Pol circuit, a
specific planar quadratic system, and a particular planar cubic system.
Example 7.1. The van der Pol circuit
The van der Pol circuit is an RLC circuit as shown in Fig. 7.2, which is
described by the Kirchoff law as follows:
{ *R = »L = - » c >
VR + VL = VC ,
where
^dvc rd»L ... x
»c = C—, vL = L— , t/fl = 4>{iR),
with R, L, and C being the resistance, inductance, and capacitance, and t
and t; being the current and voltage, respectively. In this circuit, the resistor
is actually an active device, or a device that is assumed to have a nonlinear
characteristic curve <f> in the VR-iji plane.
Figure 7.2. The van der Pol circuit.

Let us set t£, = x l t vc = — (^)^x 2 , and t = (LC)^2T. Then the new
(dimensionless) circuit system can be written as
| Xi = - X 2 - f(xi) ,
(7.23)
I ±2 = Xi ,
where f(x\) = y/C/L<j>(xi) and x denotes the derivative of x with respect to

the rescaled time-variable, r. Let us suppose that the resistance is described
by
/ ( l l ) = -/iXi + l \ ,
where fi is a real parameter. Then the system is indeed in a form of the well-
known van der Pol equation. Here, the parameter fi controls the amount of
"negative" resistance of the element R; it will be used as the bifurcation
parameter later on.
Using the corresponding representation in the frequency domain, we have
the following formulas:
-1 -1
A = B = and C = [1 0],
1 0
where one should not mix the constant matrix C with the capacitance, and
ff(yi) = -(A* + l)yi + j/i and yi = - x i .
Moreover, the transfer matrix G(s) and the Jacobian J (evaluated at the
equilibrium point of the circuit) are given by
For this system, the critical value for Hopf bifurcation is fx = 0, and this
can be easily verified by computing the eigenlocus A = — *(/*+1)/(* 2 +»+1),
with s = iw therein. The critical frequency is w = 1, and the right and left
eigenvectors are both equal to 1.
We are now in a position to compute the higher-order terms of the cur
vature coefficient, so as to analyze the stability of the bifurcating solution of
the circuit.
Since the nonlinear function has only a cubic term, the complex numbers
Voa and V22, which depend on the second derivatives, are both zero. Hence,
the complex number p\ defined in the Appendix can be easily calculated,
and the result is

3
*n
The first curvature coefficient can thus be computed by taking into account
that
the result is
(24)
where r)■ = wT[G'(s)\

L
t=t]
X 'l«=»J
Jv = 2.
It
It is also easy to verify that
is also easy to verify that V13
V13 =
= V04
Vfo == Vu
Vu ==p{p{ == 0,0,sosothat
thatthe
thenext
next
nonzero vector
nonzero vector used
used for
for computing
computing 01
02 is
is V33,
V33, which
which is
is given
given by by
V _ Mli\D3 - H
W - 3i
v H{ %)
*-- ? u-—r-n-
Next, the complex number P2 is similarly obtained as
Next, the complex number P2 is similarly obtained as
P2 = .D3V33
8 128
9»
The second curvature coefficient can be calculated now, by using the above
information, which is
+ »|2Îc( t -)(jvis + Pl )} + »{G(t)pi}

9 9
=0+- +0 = 0.
32 32
This result is the same as that obtained in Hassard et al. [1981], where a
different, but equivalent, formulation was derived.
Example 7.2. A planar quadratic system (Bautin [1952])
The following example has been frequently discussed in the literature,
since it is apparently simple but has very rich nonlinear dynamics. It requires
considerable effort to compute the curvature coefficients higher than the
first one for this system. Main references for this classical example include:
Bautin [1952], Li [1983], Blows & Lloyd [1984], Lloyd [1988], Rurr et al. [1989],
Kertesz & Kooij [1991], and Chow et al. [1994].
The system under consideration is given by the following ordinary differ

ential equations:
xi = —x-i + fixi — A31? + (2Aa + As)xiia + \^x\, (7.25.o)
i j = xi + /ixj + AJXJ -I- (2A3 + Aijxixj — AJXJ , (7.25.6)
where \i and A< (t = 2,3,4,5 and 6) are systems parameters.

This system can also be represented in the frequency domain, where
-1 0 1 0
A= B = and C
0 -1 0 1 -[.:]•
with
„/ v \_ f -(A* + l)vi + V2 - hvt + (2A2 + A5)yn/2 + A«j/2
EK7
' ~[-Vi-U* + l)v2 + A2y? + (2A3 + A4)yu& - A«j£ J '
in which x = —y.
The transfer matrix G(s) and the Jacobian J (evaluated at the equilib
rium point y = 0) are given by
G(s) =
and
J = - 0 * + i)
-1 -(/* + !)]'
The eigenvalues of G(s)J are
An =
-!-/* + « and A6 =
«+ l »+ l
One can see that the critical value for Hopf bifurcation is /i = 0. This is
because, after replacing s = iu> at CJ = 1, we have Aj, = —1, as required.
The right and left eigenvectors, after normalization, are given by
"$&] and wT = [ l / v ^ «'/v^] •
Next, by applying the formulas given in Mees [1981] we can obtain the
expressions for the vectors V02 and V22 as follows:
0
(7.26.a)
4
2(A2 + A 5 )+t(A4-2A«)
V w (7.26.6)
12 [3A3 + 2A4 - A6 + t(2A2 - A5)
To this end, the first curvature coefficient is obtained as
o\ = - y g A 5 ( A 3 - A « ) .
Let us now consider the case of o\ = 0. The only possibility for the origin
to be a focus of order two is A5 = 0, because it can be shown that under the
restriction A3 — A« = 0, the origin is a center. For this reason, we assume
that As = 0 in the following computations.
The following vectors, which are needed in the fourth-order harmonic
balance approximation, are obtained in terms of the system parameters:
v , _ _ _ L [ 3A 3 +4A4-5A«-*2A2 ]
(7.27.a)
36 [2A2 + t(-6A 3 - 5A4 + 4A6)
1 \tx - it2
V 13 = (7.27.6)
96v^ [*2 + **i.
in which
h = -8A3Ae - 10A§ + 18A§ + \\ + IZX3X4 - 9A4A<s,
t 2 = —28A2A3 -f- 28AsAg — 4A2A4;
- 1
V _ [gi+«ga (7.27.c)
33
192v^L53 + «'ff4
in which
gi = 3A3X, - 12A3A« - 1 5 ^ + 6A| + 6A§ + 3A^,
Pa = — 12A2A4,
& = 16A2A3 + I2A2A4 - 16A2A«,
54 = -25A3A4 + 20A3Ae + 13A4A« - 2Aj - 18A§ - 9Aj;
270 7. Birth of Multiple limit Cycle*
mi (7.27.d)
»7l2
in which
mi =90*2*6 + 90*2*3 - 180*2*3*6 + 18*2*3*4 ~ 18*2*4*6 ,
m2 =24*2* 6 - 38*3*! + 68*2 - 54Ag + 20*3*4*e
- 5*3*5 + 5*5*6 - 39A|A4 + 19* 4 *i - 140*2% + 140*2*6;
and
m 3 + M714
V24 = (7.27.e)
Il52 TU5 + «'mj
in which
m 3 =108*2*3 + 108*2*1 ~ 216*2*3*6 - 10*2*3*4 + 10*2*4*6 ~ 6*2*5 ,
m 4 =180*2*6 - 96* 3 *i - 72A§ - 12*| - 3*5 - 90*2*4 + 106*3*4*6
- 23*3*5 - 7*4*6 - 88*4*2 + 48*2*3 - 48*2*6 - 72*2*4,
m s =150*2*6 - 90*3*2 - 54*3 ~ 6*1 - 6*5 - 111*2*4 + 104* 3 *4* 6
- 49*3*5 + 7*5*6 - 65*4*2 + 48*2*3 - 48*2*6 - 72*2*4,
mt = - 84*2*2 - 84*2*2 + 168*2*3*6 - 34* 3 * 3 *4 + 34*2*4*6 - 6*2*4 •
Using these results, after some tedious algebraic calculations, we finally
arrive at
<72 = - i - [*2*3*5 + 5*2*2*4 - 10*2*3*4*6 - *2*5*6 + 5*2*4*2] . (7-28)
which can be rearranged as
°2 =
192 K*2*3*4 ~ * 2 * 4 * 6 ) (** + 5*3 ~ 5A«)1 •
This final formulation is identical to the one obtained by Farr et al. [1989].
Example 7.3. A planar cubic system (Sibirskii [1965])
This example was first discussed by Sibirskii [1965], and then by Blows
& Lloyd [1984], Lloyd [1988], and Lloyd et al. [1988].
There are other papers that are very closely related to the seminal work
of Sibirskii [1965], trying to generalize Sibirskii's earlier results and to solve
the classical Hilbert's 16th problem. In this pursuit, some representative
contributions were given by Lloyd & Pearson [1990], James & Lloyd [1991],
Li & Lin [1992], Guinez et al. [1993], and Zoladek [1994,1995].
The planar cubic system under consideration is described by
f i i = - i j + (o — w — 6)x\ + (3ft — ri)xlx2

I + (30 + ( - 3w - 2a)xix22 + (v- ft)x\,
(7.29)
I x2 = *i + (v + fi)x\ + (3w + 3* + 2a)x\x2
+ (r? - 3*0*1x2 + (w ~ 9 - a)x\,
where a, w, q, 9, ft, v, and £ are system parameters.
The matrices A, B, C and G(s), in the frequency domain formulation,
can be chosen in the same way as those shown in Example 2, while g(y) is
given by
-Vi + Jft-(a-w- 0)y% - (3/i - r})^y2

-(39 + £ - 3w - 2o)yu^ - (u - ft)y^
g(y) =
-Vi-V2~(v + f*)Vi ~ (3w + 3$ + 2a)y?y2
~(V ~ 3^)yil^ + (w - 0 - a)y%
where x = —y.
The eigenvalues of the matrix G(s)J are the same as those shown in
Example 2 with ft = 0 therein. Also, the eigenvectors v and w T can be
chosen as the same as those in Example 2.
Now, we can use the formulas given by Mees [1981] taking into account
that all the second-order derivatives evaluated at the equilibrium solutions
are zero (y = 0), to conclude that the vectors V02 and V23 are both zero.
After some easy computations, the first curvature coefficient is obtained
as
ffl = (7.30)
^ -
As can be easily seen from Eq. (7.30), o\ = 0 if £ = 0.
Then, before computing the vectors associated with the fourth-order har
monic balance approximation, we consider the case where £ = 0. It is easy
to see that the vectors VJJ, V04 and V24 are zero, and so the vectors needed
for computing a2 are only V13, V33 and P2. These vectors are given below:
-1 3v + i(a — 610)
VU = (7.31.a)
16-/2 6w — a + t3i/
1 2v-4ft + T) + »(-6o - Aw + 49)
v 3 3 = 32V2 I - 6 0 -4w-49 + i(-2u -4ft + ij) (7.31.6)
" — 40av + mi + i(84ftv — llurj
-1 +\2a9 + 168iu0 + m 2 )
P2 = (7.31.c)
25672 -84/11/ + Hi/77 - 12a0 - 168w9
+m2 + i (40ai/ + mi)
where
mi = 84i/0 - 12a/i - 7arj - 168w/i + 62WTJ ,
ro2 = -48i/ 2 -I- 8a2 - 16aw - 192w2 + 24/wj - 3t72 - 480s - 48/i2 .
Using the formula for <T2, which was given in Section 2, we obtain
a
* = ^2au- ( 7 - 32 )
In this case, we have two possibilities for Oi to be zero. One is a = 0.

This possibility is ruled out because in this situation the equilibrium point
is a center. Thus, the only possibility to have a weak focus is v = 0. We

will consider this situation in the following computation of the sixth-order
harmonic balance approximation.
To compute 0-3, we first need the expressions of the vectors V 13 , V15, V35.
By applying the formulas given in the Appendix we obtain
V'13= - i - [,"?• + • 1, (7.33.a)

3
32y/2[{-6w + a)t\
V 15 = ^ 7 = f *+*«* 1 , (7.33.6)
where
01 = 12a0 + 168tu0,
P2 = 12a/i + 7ar) + 168t»^ - 62WTJ;
and
BaO - 48tu0 + 93+ i(g* - 4»70)
VM = (7.33.c)
512-V/2 [9* + *rfi + t(-8a0 + 48w0 + 53)
where
53 = - 7 a 2 - 12tu2 + 44ou» + 4fit) - r? ,
34 = — 16a?7 + 16u/t7 + 80/i — 48w/x.
After some tedious algebraic computations, wefinallyobtain the following
expression for the third curvature coefficient:
(7.34)
This expression is equivalent to the result (up to a multiplication by a positive

constant) obtained by Sibirskii [1965] (see also, Chow et al. [1994]).
7.4 Controlling the Multiplicities of Limit Cycles 273
7.4 Controlling the Multiplicities of Limit

Cycles
Recently there has been some increasing interest in applying nonlinear con
trol and dynamics theories to ordering the responses of chaotic systems. This
has been known as controlling chaos and controlling bifurcations, and com
prehensive surveys were given by, for instance, Chen & Dong [1993], Chen &
Moiola [1994], Abed & Wang [1995], and Abed [1995].

In this pursuit, we point out that the results of curvature coefficients
computation obtained in this chapter can be applied to controlling the mul

tiplicity of limit cycles. The key is to choose appropriately a suitable com
bination of parameters that ensures, for example, a unique limit cycle. This
means that a proper and suitable selection of the system parameters should
be such that there is no alternation in sign in the curvature coefficients, so
as to avoid (at least locally) the presence of multiple limit cycles. In other
words, a proper selection of system parameters would be to ensure the pa
rameter variations such that the first, second and third curvature coefficients
are all negative.
To show a simple application, consider Example 7.3 discussed above. In
this case, we can choose a parameter £ < 0, so that the first curvature
coefficient has an invariant sign, yielding a stable periodic solution at the
Hopf bifurcation point. Moreover, from the expression (7.32) one can see
that the values of the parameters a and v have to be of the same sign in
order to ensure <72 < 0. Finally, noticing from Eq. (7.34) that a^ depends on
parameters a, u> and 0, one can see that in order to ensure a negative sign
for 03 there are four possibilities to consider:
(i) 8ign(a) = —1, sign(w) = 1 and sign(0) = 1.
(ii) sign(o) = 1, sign(w) = —1 and sign(0) = 1.
(iii) sign(a) = 1, sign(w) = 1 and sign(0) = —1.
(iv) sign(a) = —1, sign(w) = —1 and sign(0) = —1.
Note, however, that for a general nonlinear dynamical system it is neces
sary to use computer to implement the above formulation, and so to analyze
different possibilities of valid regions, at least locally, such that only one sta
ble limit cycle can appear. This methodology is also useful if we wish to avoid
other degenerate Hopf bifurcations, such as those that have simultaneous
failures of the transversality condition and the vanishing of some curvature
coefficients. In this case, the selection of system parameters, for the purpose
of satisfying a specific sign-definition of the curvature coefficients, leads to
a well-known local bifurcation diagrams (Golubitsky and Schaeffer [1985]).
Hence, a control system designer can first choose a desired (local) region and
then obtain the corresponding conditions in terms of the system parameters.
One advantage of the proposed methodology is that there will be no
need to modify the feedback control path by adding any nonlinear terms, to
drive the system orbit to a desired region: we can simply modify the system
parameters, a kind of parametric variations, according to the expressions
of the curvature coefficients, so as to achieve the goal. Note that for some
systems it may be easier to modify the system parameters than fabricating
an specific nonlinear feedback controller for the control of the appearance of

bifurcations. For other systems, however, modifying the nonlinear feedback
controller may be more convenient - sometimes it might even be necessary.

Appendix
A. Higher-Order Hopf Bifurcation Formulas:

Part I
Let v (= Vii) and w T be the right and left eigenvectors of the matrix GJ
by 46.246.29.140 on 04/25/16. For personal use only.
associated with the eigenvalue whose locus is located closest to the point
(—1 + »0), satisfying |v| = 1 and w T v = 1.
Consider the matrix
H(a)= [l + G(a)J]~lG(a)
evaluated at a given s = iu>.

Denote by I3jb(v, z, • • •) the fcth partial derivative of g(y) evaluated at y,
which is considered as a function (a multi-linear operator) of (v, z, • • •). For
example, ^ ( V ^ V ^ ) is a vector whose j t h component is the sum of all
terms of the form
where the indexes p, q, and r run from 1 through m, and the partial deriva
tives are evaluated at the equilibrium solutions y. Here, as usual, a - r " is the
complex conjugate notation.
The following relationships indicate the equivalence between our vectors
(in the frequency domain) and the vectors (in the time domain) used by Fan-
et ol. (1989):
Vn ~ c, V02 ~ ao , V 22 ~ a2 , Vi 3 ~ a i , V 33 ~ a3 , V M ~ b 0 ,
V 24 ~ ba, V ^ ~ b 4 , Vis ~ e i , Vja ~ c 2 , pi = PQ101.
The formulas for these Vy vectors were derived by Mees (1981), where
a second-order harmonic balance approximation was used. We include them
here for convenience:
275
276 Appendix
V02 = - \H(0)D2VU%I , (Al)
V22 = - ±H(2icj)D2V2n = -±H(2iu>)v22 , (A.2)
Pi =D2 jVuVaa + VnVM + g ^ V ^ V n , (A3)

6 = - wTG(iw)px. (AA)
The vector V13 is obtained by solving the following equation:
P[l+G(iu)J]Va = -PG(tu/) Pl , (A.5)
where P = I — VnV^, under the constraint V13 I V n .

The remaining vectors used for calculating £2 and a2 are the following:
V33 = - ^(SiwJ^DaVnVaa + \D3V3U J = -ij*(3iw)T33, (A6)
V04 = - ^ {z?2 [2Vg2 + V22V22 + V u V 1 3 + V«V 13 l
(A.7)
V24 = - ffi^J2£>2 [2V02V22 + VUV33 + V U V!
+ D 3 IV 2 1 V 0 2+V 11 V 11 V 22
12VnVl1/
#(2»w)
-V24, (A.8)
V44="
H(Aiw)
4 w
V44,
V^ + 2V11V33 + ^ 3 V 2 1 V 2 2 +
48 V n
/
(A.9)
D2
P2 =-2 t 12V„Vo4 + 2V02V13 + V22V33 + V n V 2 4 + V13V22
+ ^ [4V„ V22 + V2nV13 + V2XV33 + ^nVoaVaa
+ 2VnV22V22 + 2V11V11V13] + § ■ V?,V22
+ 6V21V11V02 + 3V11V21V22 4.
+
J ^ l v 3 V2 (A.10)
192 " "'
1 dH(S)
V'22 — — - V22, (All)
4 da «=2tw
pi=^2VnV22, (A.12)
and Vi5 is obtained by solving the equation

P[I + G{iu)J]Vu = -PG(iw)v2
under the constraint V15 i V n .
The complex number £2 is then given by

6 = -w T G(t W ) P 2-6w T V 1 3 , (A.13)
where £1 and & are equal to the complex numbers — z\ and —z2, respectively,
denned in Mees (1981).
Using a sixth-order harmonic balance approximation, we can compute
the following vectors that are needed for the calculation of (3 (see Moiola et
ol., 1991b) and CT3:
Voe = - J5T(0)|^ [v u V 1 5 + V n V 15 + V13V13 + 4V02VM
+ V22V24 + V22V24 + V 3 3 V 3 3
+£ VO2VHV13
1, 1,
+ V 02 V U V 13 + V M V U V U + jV?xV24 + -Yi{VM
+ ^V„V l3 V 2 2 + iv„V 13 V22 + §Vg2 + i v u ^
+ 2 V " V 2 2 V 3 3 + V02V22V22 VjjVuVu+Vu^Vw

32
+ 4Vg 2 V u V„ + 2Vo2V21V22 + 2Vo2V21V22 + 2V n V„ V B V a
+ |v?iV33 + 1*1*33 + j± [voaVfx^ + ^ V u ^
(A.14)
V35 = - H(3i«) j ^ [vnV 24 + V13V22 + 2V02V33 + VnV*
+ ^ fvJiVu + 4VoaVnVM + VnV^ + 2V n V n V 3 3

278 Appendix
+ ^ [ v ? 1 v 1 1 v „ + fv ra v; 1 ] + |iv! 1 * l ,}
= - tf(3iw)v35 , (A 15)
V26 = - H (2iw) V
15 + g V ?3 + 2V02V24 + 2V04V22
{#■■
+ VliV86+Vi3V33+Va2V44 aVoaVxiVia+VwV?!
+ $
+ V u VnV24 + V u VnVaa + V u VwVaa + 2V202V22
+ ;V|,V W + VUVMVJJ + 2VoaViiVs3 + J v ^ V *
| v u V 1 3 + V n VnV13 + 2V202 V u + V^VMVM

16
+ W M V U V H VM + iv u V^ 2 + V u VnV 3 3
Vi\V u V 22 + ivtiVaj + ^V 0 2 V n V u
64
+
I&V^"} = -^ 2 ^ 6 ' (A16)
_ 1 d*H{a)
V22 V22, (A.17)
" " 4 ~ d ^ ~ 4=2tfa>
Pi=^2VnV2'2) (A18)
P[l+G(iw)j]V'l3 = -PG'(iu,)(JV13 + P l ) - PG(tu) Pl
and V13 -L V u , (A19)
V'
'33
—- 1_ dH{s) I T33 - THCSiwJDaVuVja, (A.20)
4 ds l3=3iu
V« = - ^ {l? 2 [v22V22 + V22V22 + V u V 1 3 + V u Vi 3
+ ^ | V U V 2 2 + V ?11V22 r > (A.21)

- 1 dH (s)
VL = V24- ^{2D2[2V02V^
4 ds
+ V11V33
l l V a a +V'11*13
11V1, + /?3[v u v 11 v 22 ]J ) (A22)
A. Higher-Order Hopf Bifurcation Formula*: Part I 279
D2
P 2 = T 2V l l Vj 4 + 2V 02 Vi 3 + V22V33 + V22V33
H-VnV^ + VisVaa+VwYJa + fKv'13

+ VHV33 + 4VHV02V22 + 2V 1I Vj a V aa + 2VUV22V22
+ 2V 11 V 11 Vi 3 + V^V^+SVuV^V^ (A.23)
'-] 48
The vector P3 is obtained by computing the following:
D2
P 3 = T 2V 02 V 15 + 2Vo4V13 + 2V M V„ + V U V „
+ V 13 V 24 + V 15 V 22 + V22V35 + V24V33 + V33V44
+f V^Vxs + 2V tl V 13 V 13 + 2V„ V n V 1 5 + VnV213
+ 4Vg2V13 + SVC^VMVH + 2V U V2 2 V 24 + 2VUV22V24

+ 2V 13 V 22 V 22 + 4V02\ny2i + 4V M V U V 2 2 + 4V02V13V22
+ V?! V 35 -I- 2Vu V 13 V 33 + 4V02 V22V33 + Vi 2 V 33
+ 2V lI V a aV 4 4+2V 1 iV 3 3V33 V? 1 V U V24+V2 1 V 13 V22

16
+ 2VnViiVi 3 V 2 2 + « v ?i^24+Vf 1 V 1 3 V 2 2
+ 4V 0 2 V U V 1 1 V 1 3 + 2VQ2V2JVJ3 + 2V04V?1V11
+ f v & V n + 2 V n V u V22V33 + V ^ V ^ M + 4V 0 2 V U V22V22
+ 4V22VUV22 + 2VQ2V?! V33 + V U V| 2 V2 2 + ^ V u
^V? 1 V 11 V 13 + V?i V2nV13 + ivJiVgs + f v u V ^ V33

64
+ ^ V f j V n + 4V02VUV?! V 22 + JV02V?! V 22
+ 2V21V11V22V22 + iv? 1 V2 2
192 V 02 Vf 1 Vf 1
3
^ V « 11V M l (A.24)
+ 9216 )
and V17 is obtained by solving the equation

280 Appendix
P[I + G(iw)J]V17 = -PG(iw)p 3 , (A25)
under the constraint V17 ± V n .

The vector £3 is then given by
6 = -w T G(tw)p 3 - fcwTV13 - £,w T V 1 5 . (A26)
The equivalence between these vectors and those obtained in Farr et al.
(1989) are:
Vo6~ho, V 3 5 ~ e 3 , V 2 6 ~ h 2 , pi~PQ300,
V2'2~m2, tf-PQm, Vi3~*1(

V33~fc3, V ^ - f c o , V24~fc2) p 2 ~ P g 2 0 1 .
Here, we include the vectors used to approximate the periodic solution

emerging from the criticality (up to order q = 3):
2
V55=-ff(5»u;){^[\V U V 4 4 + V 2 2 V 3 3 + £i\l v v.
+
3! UVllV-
+ l^Vh] + f [^V*] + f [Ivf,] }, (A.27)
V46 = - -»{t[vn V35 + V
H(4icj 13 V 33 + VM V 24 + 2V02 V44
Z?3
+ VnV55 + :V?iV 24 + JVUVUVB + 3V W V„V33
3!
+
+ |vnV22V33 + IVnVnV^ + |v02Vi2
] ^ V?,V 13
+ ^V^VuVss + I v n V n V S j + W^VM
+
5! [ 4 V l l V u
v22 + ^v 02 v} 1 ■ $&**»}• (A28)
and
V 66 = - H(6icj){%- [VHVM + V 22 V 44 + i v f 3
I 2! L
+ ^ ^ ^ 4 4 + V ^ + 6 V „ V M V33
+
48
V?!V„ + ^ V 2 2 2
ii V » V 2 2 + 2 3 M ^ } - ^ 9 >
To compute (4 and the corresponding periodic solution, we need five

additional vectors that are obtained from an eighth-order harmonic balance
approximation solution, that is,
V37, V 57 , Vos, V28 and p 4 ,
(or equivalently, V19). We need to calculate them in the following specific
order:
V37 = - H(3iw)
{#" V 26 + V13 V24 + V15V22 + 2V02 Vss
+ 2V04V33 + V U V46 + V 13 V44 + V M V M

+ t f V^Vu + jV V? u 3 + 3V02V13VM + 3V02VUV24
+ 3Vo4VuV22 + IVUVMVM + ^V13V^ + | v „ VUVM
+ fvuVuVa, + IVuVuVss + 3V*2V33 + ^V22V22V33
+ SVoaVnV** + jVuVnVu + f ?iiV J
fvf^nVM + ^VfxV13V22 + 3V n V n V 13 V M
24
+ 3V02V?! Vis + V04V?! + 6V02VU V u V33 + I ^ V a V s ,
+ Jv?1V22V33 + BVgjVuVaa + f V U V ^ V M + SV^nV^
+ \ V 1 1 V? 1 V 4 4
120[^ Vl3 + I V " V l l V l 3
15,
+ y V?1V?1V33 + yVwVjjVuVz, + JV^V^VM
+ y VUV?X V222 + §!&¥?,] + ^ [ f V 02 Vi\V u
+ yV?1V?1V22 + A V f 1 v 2 2
240 >»*»]}• (A30)
V57 = - H(5UJ)1 ^ [VUV46 + V13V44 + V22V35 + V24V33
+ 2Vo2VM + V u V 66
+f 7 V n V 35 + ^VUV13V33
282 Appendix
+ |V U V22V24 + j V 1 3 V ^ + 3Vo2VUV44 + fjVllVjaV*
+ 3V02V22V33 + ^VnVuVss + -V„V?33

1.., .. 3„, „ .. 3
+ 5t
24
jVftVw + JVfiVwVa + j V j ^ n V *
+ 3V,iV„Va2V33 + ^ n V ^ + SVwlftVw + 3Vo2V„ V^

+ |v-v? l v«]+^gvi 1 ?„v ll + |v €i v? 1 '

+
&[s^»]}' (A.31)
- ff(o)|^ [iv u v 1 7 + !?„v 1T + ^v13v15 + iv 13 v 15

+ 2V02V06 + V04V04 + ivaaVjc + JVBV* + \\M^2t
+ ^33^35 + iv33V35 + 5V44V44 +

|Vo2VnV10
3!
+ ^V02V„V15 + |v 0 2V 13 V 13 + IVMVUVU + ^V04V11V13
+ fvoBVuVn + IvlVn + JVUVISVM + jV„V15V22

3 V , ,-> 3 „ „ ,-> . 3,
+ |v? 3 V 22 + ^VjiVaB + TVUVWVM + 7VuV15Vaa
8 8
+ gV?3V22 + 3Vg2Vo4 + jVuVaaVaa + JVIIVMVM
+ |v
4 13 V22V 33 + f4 VuVaVas + I4V U V M V M + 4JVUVMVM
+ |Vo2V22V24 + ^02^22 V24 + ^Vo4V22?22 + ^ 1 1 ^ 4 4
3,
+ 7V11V33V44 + ?V02V33V33 + |vi 2 V44 + £ ^ 4 4
4
jV^VnV^ + J J V ? ^ + IvnVuVwVu
+ JvuVfjVw + gV?xV?3 + 3V02aVuV13 + SVgaVuVw

+ eVoaVwVuVn + SVmVvVnVu + jVoa^Va.
+ f VMV&VM + 3V02VHVX3V22 + fvwV?, V«
3,-. 1
+ J V ^ V U V S S + JVJ 1 V 3 5 + jVf1V13V33 + 3Vo2VuV22V33
+ 3Vo2V U V22V 3 3 + j V „ V | 2 V 3 3 + j V u V l j V s a
+ JV?iVMV44 + JvJiVaaV* + |vnV„V33V M + V<2

V222V22j
+ 3Vg2V22V22 + -8V tf2 l 4-
+ 5 ,^
+ Y V 02 V nVnVi3 + f Vc^V^V2! + g V ^ V n ^
+ IvJjVisVja + y V11V21V13V22 + 5V32VUVU
+ yV n V 2 1 V 2 2V33 + y V J ^ U V M ^ + yVoaVuVuVaaVaa
+ f V022V21V22 + "v&VjjVn + IvwVfjVa + |vo 2 V? 1 V 33
gv^V^Vn + ^ V j ^ V , , + g v ^ V n ^
6!
+ §V U Vi\V33 + f V^V^V?! + ^V02V11V?1V22
+ jV 02 V? 1 V 11 V 2 2 + g V21VJ1V22V22 + g j ^ V S ,
+ ^V},^] + £ [gYnV?^ + jgv^V,,
64
+
+
128V"V"V" "8? [l28 V " V "J } ' (A.32)
284 Appendix
,{t[vnV„
- H(2iw)l -+ IV U V 1 7 + V 13 V 15 + 2V02V26 + 2V04V24
+ 2V06V22 + VnV 3 7 + V13V35 + V 15 V 33 + V22V4« + V24V44

+ V 3 3 V 5 5 ] + ^ 3Vo2V n V 15 + |v 0 2 V?3 + 3Vo4V u V 13
+ fVoeV?! + I v u V u V a e + | v n V 1 3 V 2 4 + §V U V 1 3 V 2 4
+ | v 1 3 V 1 3 V 2 2 + | v u V 1 5 V 2 2 + |v u Vi5Vaa + 3Vg2V24
2
+ 6V02Vo4V22 + TjV2 2V24 + ^
V?2^24 fvaaVaa
22^^V 2 4* + JJVIIVMVW
§i
+ |vuVa4Vss + |v,3V 2 2V 3 3 + SVMVUVM + 3Vo2V13V33

+ 3Vo4VuV33 + §V?iV« + ^VnV13V44 + ^ ^ 4 4
+ 5V22V33V33 + 3V02V22V44 + |ViiVaaV86 +

4! £v?i*»
+ fvJiVMVu + fvJiVuVM + I V n V u V j , + 6Vg 2 V u V 1 3
+ 6VQ2V04V?! + ^ ^ V M + ^ V ^ V ^ + SVuVuVaaVa
+ eVraVnVnVM + 6Vo2VuV13V22 + 6VoaViiVuV M
+ 6Vo4V u V u V22 + |v? 1 V 2 2V 2 4 + I V n V u V k + f V n ^ V w
+ fvjxVisVss + SVuVnVisVss + 4Vg2V22 + eVraVnVaaVss
+ f v u l ^ a V j s + 3VnV u V 2 2V44 + f ^ V ^ M + SVuVaVaaVa
+ SVoaV^Vaa + 6VS2V11V33 + 3V02V?1V44 + i ^ V w
y V?1V?1V24 + y V? 1 V 11 V 13 V 22 + y V n ^ V u V a a
5! _
+ ^Vf x V 2 4 + ^V? 1 V 1 3 V 2 2 + y VoaVjjVuVu + j ^ V ? ^
+ |Vo4V? x V u + 5\302\2n + jV? 1 V 1 1 V 2 3 V 3 3 + HvfxVaVas
+ y Vo2V?1V22V22 + WVgjVuVuVaa + y VoaVuV^Vas

i
+ " VuVuV^Vaa + j V n ^ V * + jV oa VJ l V| a + ^V?1V22V33
gv*1V11V13 + ^ V ^ V n + I v j ^ a , + y V ' ^ V , ,
6!
+ y V&V?^!! + f V02V?1V?1V22 + y VoaVjâ
105
+ YVnViiV22V22 + y Vu^VS, + Vo2Vf1V?:
li»li
7! 32
+ gVj.VuVa + ^VJ^VB
SM}' <*
and
#2
P4= 2V 02 V 17 + 2Vo4V15 + 2Vo6V13 + 2VOBV U
T
+ V U V28 + V 13 V 26 + V15V24 + V17V22 + V22V37 + V24V35
+ V26V33 + V33V46 + V35V44 + V44V55] + ^ 7V?xV1T
3, U V 1 3 V 1 5 + | v n V 1 3 V 1 5 + 7V? 3 V 13 + | v u V u V i 7
+ ^V
2
3.-.
+ 5 VnV13V15 + 3VfcVi» + 6Vo2Vo4V13 + SVwVwVn
+ W2MVn + ^VnV24V24 + ^V„V22V26 + IvnVaVae
+ |v13V22V24 + |v13V22V24 + IvwVaVa + 3V02y11V26

+ 3V02V13V24 + 3Vo2V15V22 + 3VuVo4V24 + 3Vo4V13V22
+ 3VO»V U VM + I ^ V s T + |V„V13V35 + |VUV15V33
+ T V ? 3 V 3 3 + 3V02V22V35 + 3V02V24V33 + 3V„4V22V33
+ Iv^Vas + IV22V24V33 + IVUV22V46 + ^VUV24V44

2
+ ^V13V22V44 + IvuVaaVas + ^ViiVaaVas + ^VnVaaVaa
+ 3V02V33V44 + |V U V44V44 + IV22V33V44 + |V U V33V 5 5
+ ^VaaVaaV85 + |v 11 V? 1 V 26 + Iv^VnVa*
4!
+ f ^ V u V a a + 3VuVi1V13Va4 + 3VU V13Vi3V23
286 Appendix
+ 3VUVUV16V22 + |v u Vf 3 V22 + iv^Vae + f V ^ V ^
+ fvJxVuVaa + |vnV? 3 V M + 6Vo2VnVuV15 + 3Vo2VuV?3

+ 6V02V„ V13V13 + 3Vo2V?,V18 + 8Vo4VnVuVu + 3V04V?1V13
+ SVwV^Vn + 4Vg2V13 + IZV&VMVH + SVUVUVMVM
+ SVnVn V24V33 + SûVisVaaVs, + SVUVUVMVM
+ IvJtVaaVas + f V ^ V ^ + S V n V u V a ^ + 6V02VUV22V24
+ 6V02VUV22V24 + eVoaVxaVMVn + BVMVUVMVM

+ evgjVnVa* + BVgaVwVaa + 12V02V04V11V23 + S V M ^ V J B

+ 6Vo2V11Vi3V33 + 3Vo4V?1V33 + SVnVaaVaaVM + ^ V ^
+ |Vl 3 V^V 22 + iv?,V46 + ^V?1V13V44 + 3VnV„V33V44
+ f ^ V s s V * +6Vo2VnV33V33 + |v„V| a V44 + f v n V ^
+ 6 V g 2 V 2 2 V 3 3 + SVoaV^Vaa + 6 V 0 2 V „ V 2 2 V 4 4 + | v 2 2 V * 3 V 3 3
+ SViiVaVaVra + f ^ V ^ Y * , +
5!
f v ? ^ + jV^VnV^
+ y v?iV11v13v13 + y v ^ v ? ^ + 1 v u v? lV ? 3 + ^ v } , v35
+ jVjiVisVss + IVuîVsB + I ^ V u V s s
+ Y V » V n V i3V33 + y V&lftVu + lSVgjVnVnVw
+ 15V02Vo4V?1V11 + y VMVUVJXVM + y VoaVJiVwVaa
+ 15Vo2Vi,V11Vi3V92 + yV04V11V?1V22 + yV 02 V? 1 V 13 V 22
+ ^V02V?1V24 + ^V04V?1V22 + ^V?,V„V 22 V 2 4

l l 4
+ TV^VUVJJVM + ^V^VUVMVM + ^V n V u V 1 3 V 2 2 V 2 2
+ ^ i V j 2 V « + y V^VnV^ + 15VoaVl,VllVaaV33
+ y V02V?1V22V33 + y VnVnV&Vas + y ^ V ^ V a
15 15,
+ 5VJ2V„ + WVgaVuVaaVaa + j V n V i ^ + lOV^VnVji
+ y Vg2V?,V33 + y V02V„V22V22 + IvoaVJjVa*
+ JjV?lV22V22V33 + ^^flV M + fv 02 v? 1 V? 1 v 13
6!
+ y VwVf^nV,, + y VMV^V?! + J ^ W M
+ H v J ^ w V a + y VjiVuVuVa + y V^V^Vj*
+ yViiV?1V13V22 + y VjjVJ^sVaa + WVjj^V,,
+ y V?1V?1VaaV33 + y VJJVUVMVSS + y VoaV^VuVaVn
+ y Vg2V„V?1V22 + y VgjVjxâ + y V02V„V?1VM

+ y VcVj^M + y Vnl^VkVaa + y V? 1 V 2 2 ^
+ ^ V n V j l V 4 4 + ±*UVU + y W ? ^ + {|Vf1V22V33
ID'S - 35v3 n
+
7! 16 32
+ y?v? 1 v} 1 v 33 + ^ l f c v j ^ + ^v02v?1V31V22
+ ^V02Vf1V11V22 + ^V?1V?1V22V22 + ^ V u ^ V j
, 21V5 y2
22
8!
fvo.Vf.V?, + g v ^ V *
+ ffv^v* +
A> 63 5 v i
"9Tl28 VllVl1
(A.34)
Then, V19 is obtained by solving the equation
P[I+ G{w)J]VK = -PG(tw)p4, (A35)
under the constraint V19 i V n .

Now, we can calculate (4 as follows:
288 Appendix
*4 = - w T G M p 4 - fcwTV13 - fcwTV15 _ ^ w T V 1 T . (AM)
To compute o± we need to calculate the following additional vectors

1 d3H(a)
v'" — _ l ▼22 > (A.37)
»22 _ 4 da3 t=1iu
(A.3S)
V" —-
1- <PH(a) I dH(a)
IJ=3UD IhViiVn
'33 V33 -
4 da1 l«=3tw da
- ^/f(3io;)£) 2 V u V2'2, (A.39)

P[l+G(iu>)J]V'{3 = -PG"M(JV,3 +pi) - 2PG'(iu,)(JV'13

+ P l ) - PG(tw) Pl ' and Vl'g J. V u , (4.40)
V^ = - ^ { D 2 [V2'3V22 + 2V 22 Vi 2 + V M V£,
+ V„ V/3 + V„ Vi'3] + ^ [ V ? ^ + V?, V&] J , M-41)

ldPH(a)\
v" —— ▼24
4 da2 \M=2iw
1 dH(a)
{2£> [2V02V22 + V u V 33 + V u V 1 3 |
2 da i=2iu> k 2 L J
+ D3 [V„ V „ V ' „ ] } - ^ ) {2/)2 [2V02Va'2 + V u V £

, (A.42)
+ ViiVS ,]+0,[v„V„^]},
Pa = : y [2VUV& + 2V02Vi'3 + V ^ a + 2VJJV33
+ V22V3'3 + V u V2'4 + Vi'aVw + 2V'13V22 + V 1 3 V^]

+ ^ [ V u V r 3 + ^ 1 V S 3 + 4 V 1 1 V o 2 V 2 '22!
+ 2 V n V^V 2 2 + 4V U VaaVa + 2 V n V22V2,
+ 2V„ VXJ V?,] + § • [ V H V ^ + 3VxxV?x V2'2] , M.43)
P[l+G(iu)j] V'x5 = - P C ( i w ) ( J V i 8 +pa) - PG(iw)ti
and Vi, J. V n , (X.44)
▼44
(D3 [2VJ2VJ2 + 2V U V^] + \D3V2n V ^ j , (A.45)

4
dH{s) I
vi, = - ▼35
- JT(3»u) { ^ [V„ V^ + V13 V22 + V13 V 2

'22
+ 2VQ2V33 + V u V^] + ^ [V?! Vi3 + 4VW V u '22

Va
+ 2V U V 22 V 22 + 2V n V n V 3 3 ] + ^ [Vj,VnVi,] J , (A.46)
V£6 = - ff(0){ ^ [vuV'15 + V n V 15 + V'13V13 + V13V13 + 4Vo2V;
+ V22V24 + V22V24 + V„VM + V22V24 + V^Vw + V^V^
+^ Vo2V„V'13 + V02VUV13 + V^VuVu + jVJ,V24
+ jV? x V 24 + ±VUV'13V22 + i v u V 1 3 V 2 2 + I V u V i , ^
+ ^VnVnVj, + iVuV^Vw + ^ V n ^ V ^ + iVnV^V^
+ ^ V U V22V33 + VQ2V22V22 + V o ^ V ^
VfiVnV'^ + VnVj, V13 + 2V02V?1V22 + 2\02Yl1Y222

32
+ 2V11V11V22V22 + 2VHVHVJ2VJ2 + i v ^ V ^ + iv^V!
^ V n V ^ + iv^VnV^]}, (A47)
64
V'
'26
— - dH(s) I ▼26
i«=2tw
- ff(2tW) j ^ [ v n V15 + V13V13 + 2V02V24 + 2V^V22

+ 2VQ4V2J + V u V33 + V'13V33 + V 13 V33 + V 22 V44
290 Appendix
2Vo2VnVi3 + V^V?! + V U V U V 24
+ VuVl,V M + VnV13V22 + VuVi3V22 + VnVxaV^
+ 2Vg2V22 + V ^ V ^ + \v\2%2 + Vn^Vsj
+ VnVaVj, + 2V02\llY33 + Jv^V^
\-VWn +V? x V u Vi 3 +V?1V22VM

16
+ V^VaaV^ + 4Vo2VnVii V^ + V?x V22V22

2
+ v? 1 v„v 3S (A.48)
«' - ^ 2 2V02V'15 + 2V^V13 + 2Vo4V'13 + 2V^V U + V u V^

p
3"T
+ V'13V24 + V13V24 + V'15V22 + V15V22 + V22V35 + V22V35
2
+ V24V33 + V24V33 + V33V44 + VaaV^ V
v
l l vV
15
^
+ 2VU V13V13 + 2V11V13V'13 + 2V u V n V 1 8 + 2V11V13V'13
+ ^ V k + SVOJV^VU + WuVajVa* + 2ViiVaaVa4
+ 2V U V 2 2 V 2 4 + WnVaaVj* + 2Vi3V22V22 + 2V13V22V22
+ 2V13V22V22 + 4Vo2V U V 24 + 4V^V U V22 + 4Vo4VUV22
+ 4V02Vi3V22 + 4Vo2V13V22 + V11V35 + 2V11Vi3V33
+ 2V U V 13 V33 + 4V03V22V33 + 4V02V2JV33 + 2 ^ ^ ^
+ V22V33 + 2V l iV a a V 4 4 + 2V U VaaV^ + 2V U V33V33
+ 2V U V33V M V 2 1 V U V 24 +V 2 1 V' 13 V22

16
13V22 + 2ViiV11V/13V22 + 2VHV11V13V22
+ 5 V u V24 + V?i V'13V22 + V*n \13V'2a + 4Vo2V11VuV,13
+ 2Vo2V21Vi3 + 2Vf(4V?1V11 + 2V u V l iV aa V 8 s
+ 2V1X V u V22V33 + V2! VijVaa + V^ VaaVjj
+ 4V02VUV22V22 + WoaVuVaaVaa + 4V2QV11V22
+ 2V02V?1V33 + ûVaVaaVaa + VnV^V^ + ^ V 44
,
|v?1V11V'1, + v?1V?1vi, + ivJ 1 Vj,

64
+ | V n V n V 3 3 + 4V 02 V 11 V 2 1 V 22 + iVoaV?!?!22
2«
+ 2V 2 1 V 11 V 22 V 22 + 2V?, VnVaVJa + 5 V 3 ,V 22 V 22
(A49)
For completeness, the ampUtudes of the harmonics Y* (k = 1, • • •, 8) needed

in the calculation of an eighth-order harmonic balance approximation are

listed in the following:
Y° =02VO2 + 0*VM + 08VO6 + ^V 0 8 , (A.5Q.a)

Y1 =0V„ + 0 3 V 13 + e 5 V 15 + 0TV17 + 0 9 V 19 , (A.50.6)
Y2 =0 2 V M + 0*VM + 06V26 + 0«V 28 , (A50.c)
Y3 = ^ V 3 3 + 0 5 V M + 0TV37 , (A.5Q.d)
Y* =0 4 V« + ^V46 + <?8V« , (A50.e)
Y5 =0 5 V 55 + 07V57, (A.50./)
Y6 =0 6 V 66 + e8V68 , (A.bO.g)
Y7 =0 7 V 7 7 , (i4.50.fc)
Y8 =0 8 Vgg, (A.5DA)
where the vectors V77, Vgg, V4g and Vgg are given, respectively, by
V77 = - H(7iu)I^fv„V66 + V 22 V M + V33V44 °3 ' T3 'V 1 1 V 5 5

3!
3„2
+ |v„V 2 2 V44 + j V „ V 2 3 + jV 2 2 V 3 3 Vf 1 V 22 V 33
4!
+ oV 3 1 V 44 + -V 1 1 V 3 2
+ t[^ V - + l V§ « Vl «
+
S[iV*V« 7! «"■]}• (A51)
Vgg = - ff (8tw) { ^ [ v „ VTT + V 22 V M + V 33 V 55 + l-\« V44
Ai | 3 , , , , „ , 3 2 ir , V.W..V.. 1 3 2
V
+ -gf I I V U V ^ V M + jV^Y* + ^V11V33V44 + jVfcV*
+ 7V22VIV,
4!
292 Appendix
5
+ 5VUV*2V33 + ^ V}!V44 + ^ V w V a a
5! 16
+ |v?!Vi,
6!
ivfcv. + g ^ * .
r>8
+S[^« 8! 128 V ? 1 J } ' (vi.52)
- H(Aiu)
{#" V37 + V 13 V 35 + V15V33 + V22V26
+ ^V24V24 + 2V02V46 + 2V04V44 + Vn V5T + V 13 V o5

+ V22V,
22*66 + 7V11VM + JfVnVwVM \
V U V U V M + ^VnViBVaa
3!
+ T V ? 3 V 2 2 + SVoaVnVjs + 3V02V13V33 + S V M V U V M
4
+ I V u V a V w + IVuV^Vas + 5VX3V2JV33 + | v , i V u V 4 e
+ |VnV 1 3 V44 + |V„V 1 3 V44 + 3Vo2V22V24 + ^Vo4V^
+ |^2aV§s + 3Vg2V44 + 3VO2VHV 5 5 + ^ 2 2 ^ 4 4
+ IVUVMVBB + |v?iV M + ^ V w +^V?,

4!
+ f v f ^ n V w + I ^ V u V s s + SVuVnVxgVss
+ S V U V U V M V M + ^ V u V n V ^ + | v „ V 1 3 V^
+ SVoaVjiVai + 6V02V11V13V22 + 3V04V?1V22

+ BVgaViiVss + 3VnV22VMV33 + 6V02VUV22V33
+ |V?iV§3 + 6VoaV„VnV44 + f ^ V a a V * .
+ I V?XV22V44 + S V ^ + IVUV^VM
+ iv^V 22 +
5!
" V J X V U V M V M + ^V?,V13V22
+ j V ' ^ n V M + ^V 02 V? 1 V 13 + \v<*V*u
+ ^V 11 V? 1 V2 2 V 3 3 + fvJxVaaVas + ^VoaVjiVnVjs
4 4 *
+ y V^V^V* + Hv B v l l V l l VL + y ViVf jVa, + f ^ V i
+ ¥ v - v H + £ HvJtVuV,, + ±Vli9 u +f V2^

+ jV?1Vf1V» + f v a ^ V u V a + g v ^ V f ,
+ JlvJiVaaVa ^VoaVf^n + ^ V j ^ j V a
16 7! 16 64
(A.53)
♦SW-I+TI&H}-
and
Voa = - H(6iu>
>{£h V 3 7 + V 1 3 V M + V23V46 + V 24 V44 + V33V35
+ 2V02V66 + V 1 1 V 7 7 1+^ jV^V^ + ^VUV13V44 + jV^V^
+ IVUVMVSS + ^VUVMVSS + ^ ^ V ^ V ^ + SVO^HVM

2
+ | v „ V22VSS + | v u V u VM + 3V02V22V44 + ^ V ,
+ |VUV33V44 ^V?,V35 + fv^VuV,, + I ^ V a V a *

4!
+ jVnVuVlj + jV?1Vi1V88 + 3V02V?1V44 + fiVwVuVajVss
+ V02V32 + ^V„ V22V33 + ^VnVnV 2 , + 3VUV„V22V44
+ fp f ^ V M + f VfiVuVa + IVMV^VM + f Vo2V2x V2

15
+ ^ [^V?iV« + H ^ V u V a + y V 0 2 V} I V M
+ fv31v11v222] + f[lv 02 v ?1 + | v ^ 1 1 v M
-f[^n]}. (A.54)
294 Appendix
B. Higher-Order Hopf Bifurcation Formulas:

Part II
The following are higher-order Hopf bifurcation formulas for the examples
discussed in Section 6.3. In those examples, we used the nonlinear function
(l_e(W«)Vi)
5 ( y i ,,x) = -a(1 + e(2/t/a)yi).
An important simplification can be made when the equilibrium point yi

is equal to 0, since gt := dkf/dy\ \~~ _ . = 0 when k is even. The values of gt

for k = 2q + 1, q = 1, • • •, 4, are:
53 = - 2 / t 3 / « 2 , 55 = 16/i 5 /* 4 . gj = -272M7<*6 , 59 = 7936/i 9 /" 8 .

By using the formulas available in Mees [1981] and Moiola & Chen [1993a]
for the SISO case, we have V02 = 0 , Vu = 1, V22 = 0, and
where w corresponds to the frequency of the characteristic locus A that is

closest to the point (—1 -I-1'0). The formula for the curvature coefficient is
_ G(i*)f
o\ =
4a2G'(iu>)'
where G'(tw) = dG/da| < = i i .
If only a second-order approximation is necessary, the expressions for the
0th, 1st and 2nd-order harmonics, and for the periodic solution, are given
respectively by
Y° = V0262=0, Y1 = V1J = 8,
Y2=V22§2=0, y\{t) = B cos(ta),
where 0 = ^J(A + 1)/A is obtained from Eq. (4.66), substituting A =

pG(iu>) and w = u in these particular cases.
To calculate the eighth-order harmonic balance approximation, we need
to define
B. Higher-Order Hopf Bifurcation Formula*: Part II 295
In the sequel, u> and 6 denote thefrequencyw and the values of 6, respectively,
that are the solutions of Eq. (4.67).
The rest of the calculations is now included in their logical order:
=
24"— '
6-<*»>[& + ! * ] .
V3i=-H(i3u))[^V33 + î],
V„=-IT(i5fl)[fv„ + i|5]>
&--«»>[?(^+**)+s(fr+i*)+fe.
V57 = - J5T(»5fi>)
2
V 77 = - JT(t"76) f (VBS + V3 3) + |^V 33 + 3 ^ ] ,
fc = - G(»w) \ j (\V37 + VbVb + V3SV35 + V»V»)
+§ ( ^ 3 5 + VM + 3Vs3^33 + JV55)
7S0 (^M + l V s s ) + wrao] •

where ~ denotes the complex conjugate of the expression.
In this case, Yk = 0 for k = 0,2,4,6,8. The expressions for the 1st, 3rd,
5th and 7th-order harmonics are given by
Y1=$, Y* = $iVu + 9iVu + 6'V„,
Y = e vii + e7vi7,
i 5
Y7 = FV77.
The periodic solution is given by
y(t) = v + » j£y2fc+1eO<2fc+1>'") 1 + o(s>),
where S = y/\(i — /xo| is sufficiently small, and v = u + 0 (S9).

296 Appendix
C. Higher-Order Hopf Bifurcation Formulas:

Part III
By modifying the formulas given in Appendix A according to the results
of Section 6.4, we can find the complex numbers ( 4 , q = l , - - ,4 for the
higher-order harmonic balance approximations for the example discussed in
Subsection 6.5.2 as follows.
First, we define
H(iku>) =G(ikw) [l + G(ikw) [ - a + e - t t 6 l i + Ae"'**7*]]~*

~iikw + e-ikC,T' + Ae-ik£rri \ '

for k = 3,5,7, where u> and 0 are the solutions of the following equation:
For simplicity, we write
fl2o+l — 3 = 1,2,
so that we have
53 = - 2 , 35 = 16, g\ = -272, p| = 7936,
with g$q+1 = Ag$q+l.
Because of the odd symmetry of the nonlinear function, all the even vec
tors are zero, i.e., V^9i2P = 0, p = q,q + 1, • • • ,4. The remaining non-zero
vectors are:
V33=-^l[e-^+Ae-^}gl
6 = - G(i&) [e-** + Ae-**] { ^ + ^33} ,
V3S = - H(i3u>) [ e " ^ ' + Ae'***] | ^ V 3 3 + ^ } ,
V„ = - H(iM) [e"«^ + Ae-***] {^33 + ^ J ,

C. Higher-Order Hopf Bifurcation Formulas: Part III 297
fe = - G(iZ) [e-**> + Ae-™>] { ^ (^VM + \v33V^
+ M+
64 15360 J '
V„ = - H(i5u>) [ c - « ^ + X e - * ^ ] {& Q v « + V„ + iv 3 2 3 )
33
"■"QG 46080 / '
Vrr = - H(i7u>) [e~i7^ + AT* 7 **] l& (V55 + V&)
_£s_v 37 1
384 3 3 322560/ '
€. = - G(to>) [ e - ^ 1 + Ae"*"'] { f (|V3 7 + V33V35
1
+ V33^35 + V33V55) + 1 1 ( ^ 3 5 + V35 + 3V33V33 + jV 55 )
7680'
where " denotes the complex conjugate of the expression.
In this case, Yk = 0, for k = 0,2,4,6,8. The expressions for the 1st, 3rd,
5th and 7th-order harmonics are given by
Y1 = 6, Y3 = 03V33 + ^Vas + 07V31,

r5 = tf6V66+«TV5T, Y7 = §7Vrr.
The periodic solution is given by
»(«) = y + » J^y2*+i e «(2*+i)««| +o(S°),
where S = \/|/i — fM)\ is sufficiently small, /*o is the value of /* at criticality,

andv = w + 0(69).

References
Abed, E. H. [1995] "Bifurcation-theoretic issues in the control of voltage col

lapse," Proc. of IMA Workshop onSys. Contr. Theory for Power Sys., Chow,
J. H., Kokotovic, P. V. k Thomas, R. J. (Eds.), Springer-Verlag, New York,

1-21.
Abed, E. H. k Wang, H. O. [1995] "Feedback control of bifurcation and chaos
in dynamical systems," in Nonlinear Dynamics and Stochastic Mechanics,

Namachchivaya, S. k Kliemann, W. (Eds.), CRC Press, Boca Raton, FL.,
153-173.
Aboud, N., Sathaye, A. k Stech, H. W. [1988] "BIFDE: Software for the inves
tigation of the Hopf bifurcation problem in functional differential equations,"
Proc. of the 27th Conf. on Decis. Contr., Austin, TX, 821-824.
Ajjarapu, V. [1993] "The role of bifurcation and continuation methods in the
analysis of voltage collapse," Sadhana, Proc. in Engr. Sci. of Indian Acad.
Sci. 18, 829-841.
Allwright, D. J. [1977] "Harmonic balance and the Hopf bifurcation theorem,"
Math. Proc. of Cambridge Phil. Soc. 82, 453-467.
Aluko, M. k Chang, H.-C. [1984] "PEFLOQ: An algorithm for the bifurca-
tional analysis of periodic solutions of autonomous systems," Comp. Chem.
Engng. 8, 355-365.
Andronov, A. k Chaikin, C. E. [1949] Theory of Oscillations, Princeton Uni
versity Press, Princeton, New Jersey (original version in Russian, 1937).
Andronov, A. A., Leontovich, E. A., Gordon, 1.1, k Maier, A. G. [1973] Theory
of Bifurcations of Dynamical Systems in the Plane, Israel Program for Sci.
Transl., Halstead Press, John Wiley, New York.
Andronov, A., Vitt, A. k Khaikin, S. [1966] Theory of Oscillators, Pergamon
Press, London.
Arts, R. k Amundson, N. R. [1958] "An analysis of chemical reactor stability
and control I. The possibility of local control with perfect or imperfect control
mechanism," Chem. Engng. Sci. 7,121-131.
Arnold, V. I. [1972] "Lectures on bifurcation in versal families," Russ. Math.
27, 54-123.
299
300 Reference*
Arrow8mith, D. K. & Place, C. M. [1990] An Introduction to Dynamical Sys

tems, Cambridge, U.K.
Atadan, A. S. & Huseyin, K. [1984a] "Symmetric and flat bifurcations: An
oscillatory phenomenon," Acta Mechanica 53, 213-232.
Atadan, A. S. & Huseyin, K. [1984b] "An intrinsic method of harmonic anal
ysis for nonlinear oscillations (a perturbation technique)," J. of Sound and
Vibration 95, 525-530.
Atadan, A. S. & Huseyin, K. [1986] "A double Hopf bifurcation phenomenon,"
Meccanica 21, 123-129.
Atherton, D. P. [1975] Nonlinear Control Engineering, Van Nostrand Reinhold,
London.
Balakotaiah, V. & Luss, D. [1982a] "Exact steady-state multiplicity criteria for
two consecutive or parallel reactions in lumped-parameter systems," Chem.

Engng. Sci. 37, 433-445.
Balakotaiah, V. & Luss, D. [1982b] "Structure of the steady-state solutions
of lumped-parameter chemically reacting systems," Chem. Engng. Sci. 37,
1611-1623.
Balakotaiah, V. & Luss, D. [1984] "Global analysis of the multiplicity features
of multi-reaction lumped-parameter systems," Chem. Engng. Sci. 39, 865-
881.
Balakotaiah, V. & Luss, D. [1986] "Steady-state multiplicity features of
lumped-parameter chemically reacting systems," in Dynamics of Nonlinear
Systems, Hlavacek, V. (Ed.), Gordon and Breach Science Publishers, New
York, 1-46.
Barmi8h, B. R. & Shi, Z. [1989] "Robust stability of perturbed systems with
time delays," Automatica 25, 371-381.
Bautin, N. N. [1952] "On the number of limit cycles which appear with the
variation of the coefficients from an equilibrium position of focus or center
type," Amer. Math. Soc. Transl. 100, Providence, RI, 1954. Reprinted in
Stability and Dynamic Systems, Amer. Math. Soc. Transl., Series 1, 5, 1962,
396-413 (original in russian in Mat. 56. {N.S.) 30, 1952, 181-196).
Belair, J. k Campbell, S. A. [1994] "Stability and bifurcations of equilibria in
a multiple-delayed differential equation," SIAM J. of Appl. Math. 54, 1402-
1424. R. & Cooke, K. [1963] Differential Difference Equations, Academic
Bellman,
Bellman, R. &
Press, New Cooke, K. [1963] Differential Difference Equations, Academic
York.
Press, A.,
Beuter, NewBelair,
York. J. & Labrie, C. [1993] "Feedback and delays in neurological
Beuter, A.,ABelair,
diseases: J. & study
modeling Labrie,using
C. [1993] "Feedback
dynamical and delays
systems," Bull, in
of neurological
Math. Biol.
diseases: A modeling study using dynamical systems," Bull, of Math. Biol.
55, 525-541.
55, 525-541.
References 301
Bilous, O. k Amundson, N. R. [1955] "Chemical reactor stability and sensi

tivity," AIChE J. 1, 513-521.
Blows, T. R. k Lloyd, N. G. [1984] "The number of limit cycles of certain
polynomial differential equations," Proc. of Royal Society of Edinburgh 98A,
215-239.
Boe, E. k Chang, H. -C. [1991] "Transition to chaos from a two-torus in a
delayed feedback system," Int. J. of Bifur. Chaos 1, 67-81.
Bogdanov, R. I. [1981] "Vereal deformation of a singularity of a vector field on
the plane in the case of zero eigenvalues," Sel. Math. Sov. 1, 389-421.
Bressloff, P. C. [1994] "Dynamics of compartmental model recurrent neural

networks," Phys. Rev. E., 50, 2308-2319.
Brierley, S. D., Chiasson, J. N., Lee, E. B. k Zak, S. H. [1982] "On stability

independent of delay for linear systems," IEEE Trans, on Auto. Contr. 27,
252-254.
Browder, F. E. [1983] The Mathematical Heritage of Henri Poincare", American
Mathematical Society 39, Providence, RI.
Bruno, A. D. [1989] Local Methods in Nonlinear Differential Equations, Springer-
Verlag, New York.
Byeon, K. H., k Chung, I. J. [1989] "Analysis of the multiple Hopf bifurcation
phenomena in a CSTR with two consecutive reactions -The singularity theory
approach," Chem. Engng. Sci. 44, 1735-1742.
Campbell, S. A., Belair, J., Ohira, T. k Milton, J. [1995] "Limit cycles, tori,
and complex dynamics in a second-order differential equation with delayed
negative feedback," J. of Dynamics and Diff. Eqns. 7, 213-236.
Carr, J. [1981] Applications of Center Manifold Theory, Springer-Verlag, New
York.
Chafee, N. [1968] "The bifurcation of one or more closed orbits from an equi
librium point of an autonomous differential system," J. of Diff. Eqns. 4,
661-679.
Chafee, N. [1978] "Generalized Hopf bifurcation and perturbation in a full
neighborhood of a given vector field," Indiana Univ Math. J. 27, 173-194.
Chen, G. & Dong, X. [1993] "From chaos to order — Perspectives and Method
ologies in controlling nonlinear dynamical systems," Int'l J. of Bifur. Chaos,
3, 1363-1410.
Chen, G. k Moiola, J. L. [1994] "An overview on bifurcation, chaos and non
linear dynamics in control systems," J. of Franklin Institute, 331B, 819-858.
302 Reference
Chen, R. L. & Varaiya, P. P. [1988] "Degenerate Hopf bifurcations in power

systems," IEEE Trans, on Circ. Sys. (Special issue on Chaos and Bifurca
tions in Circuits and Systems) CAS-35, 818-824.
Chow, S. -N. & Hale, J. K. [1982] Methods of Bifurcation Theory, Springer-
Verlag, New York.
Chow, S. -N., Hale, J. K. & Huang, W. [1992] "From sine waves to square
waves in delay equations," Proc. of Royal Soc. of Edinburgh, Sec. A - Math.
120, 223-229.
Chow, S. -N., Li, C. & Wang, D. [1994] Normal Forms and Bifurcation of
Planar Vector Fields, Cambridge University Press, Cambridge, UK.

Colantonio, M. C , Moiola, J. L., Desages, A. C. & Romagnoli, J. A. [1989]
"Hopf bifurcation in a CSTR using characteristic loci," Chem. Engng. Sci.
44, 595-602.
Colantonio, M. C , Padin, M., Desages, A. C , & Romagnoli, J. A. [1991]
"Application of higher-order bifurcation formulas," IEEE Trans, on Auto.
Contr. 36, 746-749.
Crawford, J. D. & Knobloch, E. [1988] "Classification and unfolding of degen
erate Hopf bifurcations with 0(2) symmetry: No distinguished parameter,"
Physica D 31, 1-48.
Doedel, E. J. [1984] "Continuation techniques in the study of chemical reaction
schemes," in Proceedings of the Special Year in Energy Mathematics, Gross
K. I. (Ed.), University of Wyoming, SLAM Publ., 103-138.
Doedel, E. J. [1986] "AUTO: Software for continuation and bifurcation prob
lems in ordinary differential equations," Monograph, Applied Mathematics,
Caltech.
Doedel, E. J. & Heinemann, R. F. [1983] "Numerical computation of periodic
solution branches and oscillatory dynamics of the stirred tank reactor with
A -*■ B -¥ C reactions," Chem. Engng. Sci. 38, 1493-1499.
Doedel, E. J., Keller, H. B. & Kernevez, J. P. [1991a] "Numerical analysis and
control of bifurcation problems I: Bifurcations in finite dimensions," Int. J.
of Bifur. Chaos 1, 493-520.
Doedel, E. J., Keller, H. B. & Kernevez, J. P. [1991b] "Numerical analysis and
control of bifurcation problems II: Bifurcations in infinite dimensions," Int.
J. of Bifur. Chaos 1, 745-772.
Dumortier, F., Roussarie, R. & Rousseau, C. [1994] "Hubert's 16th problem
for quadratic vector fields," J. of Diff. Eqns. 110, 86-133.
Edmunds, J. M. [1979] "Characteristic gain, characteristic frequencies and
stability," Int. J. of Contr. 29, 669-706.
Reference* 303
Farr, W. W. [1986] Mathematical Modelling: Dynamics and Multiplicity, Ph.D.

Thesis, University of Minnesota.
Farr, W. W. & Aris, R. [1986] " 'Yet who would have thought the old man
to have had so much blood in him?' - Reflections on the multiplicity of the
steady states of the stirred tank reactor," Chem. Engng. Sci. 41, 1385-1402.
Farr, W. W. & Aris, R. [1987] "Degenerate Hopf bifurcations in the CSTR
with reactions A -* B -¥ C," Canadian Math. Soc. Con}. Proc. 8, 397-418.
Farr, W. W., Li, C., Labouriau, I. S. & Langford, W. F. [1989] "Degenerate
Hopf bifurcation formulas and Hilbert's 16th Problem," SIAM J. of Math.
Anal. 20, 13-30.

Flockerzi, D. [1979] "Existence of small periodic solutions of ordinary differ
ential equations in R2" Arch. Math. 33, 263-278.
Franke, J. M. & Stech, H. W. [1991] "Extensions of an algorithm for the anal

ysis of nongeneric Hopf bifurcations, with applications to delay-difference
equations," in Delay Differential Equations and Dynamical Systems, Busen-
berg, S. & Martelli, M. (Eds.), Springer-Verlag, 161-175.
Fu, M., Olbrot, A. W. & Polis, M. P. [1989] "Robust stability for time-delay
systems: The edge theorem and graphical tests," IEEE Trans, on Auto.
Contr. 34, 813-820.
Genesio, R. & Tesi, A. [1991] "Chaos prediction in nonlinear control systems,"
Proceedings of the IEE, Part D: Contr. Theo. and Appls. 138, 313-320.
Genesio, R. & Tesi, A. [1992] "Harmonic balance methods for the analysis of
chaotic dynamics in nonlinear systems," Automatica 28, 531-548.
Gobber, F. & Willamowski, K. -D. [1979] "Lyapunov approach to multiple
Hopf bifurcation," J. Math. Anal. Appl. 71, 333-350.
Golubitsky, M. & Langford, W. F. [1981] "Classification and unfoldings of
degenerate Hopf bifurcations," J. of Diff. Eqns. 41, 375-415.
Golubitsky, M. & Roberts M. [1988] "A classification of degenerate Hopf with
0(2) symmetry," J. of Diff. Eqns. 69, 216-264.
Golubitsky, M. & Schaeffer, D. G. [1979] "A theory for imperfect bifurcation
via singularity theory," Commun. on Pure Appl. Math. 32, 21-98.
Golubitsky, M. & Schaeffer, D. G. [1985] Singularities and Groups in Bifurca
tion Theory, I, Appl. Math. Sci. 51, Springer-Verlag, New York.
Golubitsky, M., Stewart I. & Schaeffer, D. G. [1988] Singularities and Groups
in Bifurcation Theory, II, Appl. Math. Sci. 69, Springer-Verlag, New York.
Guckenheimer, J. [1984] "Multiple bifurcation problems of codimension two,"
SIAM J. Math. Anal. 15, 1-49.
304 Reference*
Guckeoheimer, J. k Holmes, P. [1983] Nonlinear Oscillations, Dynamical Sys

tems, and Bifurcations of Vector Fields, Springer-Verlag, New York.
Guinez, V., Saez, E. k Szant6, I. [1993] "Simultaneous Hopf bifurcations at
the origin and infinity for cubic systems," in Dynamical Systems, Bam6n, R.,
Labarca, R. k Lewowicz, J. (Eds.), Longman Scientific k Technical, 40-51.
Halbe, D. C. k Poore, A. B. [1981] "Dynamics of the continuous stirred tank
reactor with reactions A -* B -* C," Chem. Engng. Journal 21, 241-253.
Hale, J. K. [1979] Nonlinear Oscillations in Equations with Delays, Lect. on
Appl. Math. 17, Amer. Math. Soc. Press, 157-185.
Hale, J. K. [1991] "Dynamics and delays," in Delay Differential Equations and

Dynamical Systems, Busenberg, S. k Martelli, M. (Eds.), Springer-Verlag,
16-29.
Hale, J. K. k Huang, W. [1993] "Global geometry of the stable regions for two
delay differential equations," J. of Math. Anal. Appl. 178, 344-362.
Hale, J. K. k Kocak, H. [1991] Dynamics and Bifurcations, Springer-Verlag,
New York.
Hale, J. K. k Verduyin Lunel, S. M. [1993] Introduction to Functional Differ
ential Equations, Appl. Math. Sci. 99, Springer-Verlag, New York.
Hamada, N. & Anderson, B. D. O. [1983] "Simplified stability tests for delay-
differential systems," IEEE Trans, on Circ. Sys. 30, 488-492.
Hassard, B. D., Kazarinoff, N. D. k Wan, Y. H. [1981] Theory and Applications
of Hopf Bifurcation, London Math. Soc. Lecture Note Series 41, Cambridge
University Press, Cambridge, UK.
Hassard, B. D. k Shiau, L. J. [1989] "Isolated periodic solutions of the Hodgkin
- Huxley equations," J. of Theor. Biol. 136, 267-280.
Hassard, B. D. k Wan, Y. H. [1978] "Bifurcation formulae derived from center
manifold theory," J. of Math. Anal. Appl. 63, 297-312.
Healy, J. J., Broomhead, D. S., Cliffe K. A., Jones, R. k Mullin T. [1991] "The
origins of chaos in a modified Van der Pol oscillator," Physica D 48, 322-339.
Holodniok, M. k Kubicek, M. [1984] "New algorithms for evaluation of complex
bifurcation points in ordinary differential equations: A comparative numeri
cal study," Appl. Math. Comput. 15, 261-274.
Hopf, E. [1942] "Abzweigung einer periodischen Losung von einer stationaren
Losung eines Differentialsystems," Ber. Math. Phys. Klasses Sachs. Akad.
Wiss. 94, 3-22 [translated to English entitled "Bifurcation of a periodic so
lution from a stationary solution of system of differential equations" in The
Hopf Bifurcation and Its Applications, (by Marsden, J. E. k McCracken,
M.j, Springer-Verlag, New York, 1976, 163-205].
References 305
Hsu, I. D. & KazarinoflF, N. D. [1976] "An applicable Hopf bifurcation formula

and instability of small periodic solutions of the Field-Noyea model," J. of
Math. Anal. Appl. 55, 61-89.
Huseyin, K. [1986] Multiple Parameter Stability, Theory and Its Applications,
Oxford University Press, Oxford, UK.
James, E. M. & Lloyd, N. G. [1991] "A cubic system with eight small-
amplitude limit cycles," IMA J. of Appl. Math. 47, 163-171.
Jorgensen, D. V., Farr, W. W. k Aris, R. [1984] "More on the dynamics of the
stirred tank with consecutive reactions," Chem. Engng. Sci. 39, 1741-1752.
Kamen, E. W. [1982] "Linear systems with commensurate time delays: Sta

bility and stabilization independent of delay," IEEE Trans, on Auto. Contr.
27, 367-375.
Keller, H. B. [1977] "Numerical solution of bifurcation and nonlinear eigenvalue

problems," in Applications in Bifurcation Theory, Rabinowitz, P. H. (Ed.),
Academic Press, New York, 359-384.
Kertesz, V. [1988] "Multilinear maps and bifurcation theory," Colloquia Math-
ematica Societatis Jdnos Bolyai 53, Qualitative Theory of Diff. Eqns., 327-
338.
Kertesz, V. & Kooij, R. E. [1991] "Degenerate Hopf bifurcation in two dimen
sions," Nonlinear Analysis, Theory, Methods and Applications 17, 267-283.
Kielhofer, H. [1979] "Generalized Hopf bifurcation in Hilbert space," Math.
Meth. Appl. Sci. 1, 498-513.
Kwatny, H. G. & Piper, G. E. [1990] "Frequency domain analysis of Hopf
bifurcations in electric power networks," IEEE Trans, on Circ. Sys. 37,1317-
1321.
Labouriau, I. S. [1983] Applications of Singularity Theory to Neurobiology,
Ph.D. Thesis, University of Warwick.
Labouriau, I. S. [1985] "Degenerate Hopf bifurcations and nerve impulse,"
SIAM J. of Math. Anal. 16, 1121-1133.
Labouriau, I. S. [1989] "Degenerate Hopf bifurcations and nerve impulse: Part
2," SIAM J. of Math. Anal. 20, 1-12.
Langford, W. F. [1977] "Numerical solution of bifurcation problems for ordi
nary differential equations," Numer. Math. 28, 171-190.
Langford, W. F. [1979] "Periodic and steady-state mode interactions lead to
tori," SIAM J. of Appl. Math. 37, 22-48.
Langford, W. F. [1983] "A review of interactions of steady-state and Hopf bi
furcations," in Nonlinear Dynamics and Turbulence, Barenblatt, G. I., Iooss,
G. & Joseph, D. D. (Eds.), Pitman, Boston, 213-237.
306 Reference*
Lee, T. N. & Dianat, S. [1981] "Stability of time-delay systems," IEEE Trans.

on Auto. Contr. 26, 951-953.
Li, C. [1983] "Two problems of planar quadratic systems,'' Scientia Sinica -
Series A 26, 471-481.
Li, J. [1985] "Distribution of limit cycles of the planar cubic system," Scientia
Sinica - Series A 28, 35-46.
Li, J. k Lin, Y. [1992] "Global bifurcations in a perturbed cubic system with
^-symmetry,'' Ada Math. Appl. Sinica 8, 131-143.
Liao S. k Chern, S. S. (Eds.) [1986] Proc. of the 198S Beijing Symp. on Dif
ferential Geometry and Differential Equations, Science Press, Beijing, China.

Linkens, D. A. k Kitney, R. I. [1982] "Mode analysis of physiological oscillators
intercoupled via pure time delays," Bull, of Math. Bio., 44, 57-74.
Lloyd, N. G. [1988] "Limit cycles of polynomial systems - Some recent devel
opments," in New Directions in Dynamical Systems, Bedford, T. k Swift, J.
(Eds.), London Math. Soc. Lect. Note Series 127, 192-234.
Lloyd, N. G., Blows, T. R. & Kalenge, M. C. [1988] "Some cubic systems with
several limit cycles," Nonlinearity 1, 653-669.
Lloyd, N. G. k Pearson, J. M. [1990] "Conditions for a center and the bi
furcation of limit cycles in a class of cubic systems," in Bifurcations of Pla
nar Vector Fields, Franchise, J.-P. k Roussarie, R. (Eds.), Lecture Notes in
Mathematics 1455, Springer-Verlag, 230-242.
Longtin, A. k Milton, J. G. [1989] "Insight into the transfer function, gain, and
oscillation onset for the pupil light reflex using nonlinear delay-differential
equations," Biol. Cybern., 61, 51-58.
MacFarlane, A. G. J. & Postlethwaite, I. [1977] "The generalized Nyquist sta
bility criterion and multivariable root loci," Int. J. of Control 25, 81-127.
Malek-Zavarei, M. & Jamshidi, M. [1987] Time-delay Systems - Analysis, Op
timization and Applications, North-Holland Systems and Control Series 9,
North Holland.
Manitius, A. Z. [1984] "Feedback controllers for a wind tunnel model involving
a delay: Analytical design and numerical simulation," IEEE Trans, on Auto.
Contr. 29, 1058-1068.
Manitius, A. Z. k Olbrot, A. W. [1979] "Finite spectrum assignment problem
for systems with delays," IEEE Trans, on Auto. Contr. 24, 541-553.
Margoli8, S. B. k Matkowsky, B. J. [1989] "New modes of quasi-periodic com
bustion near a degenerate Hopf bifurcation point," SIAM J. of Appl. Math.
48, 828-853.
References 307
Maraden, J. E. & McCracken, M. [1976] The Hopf Bifurcation and Its Appli
cations, Springer-Verlag, New York.
Mees, A. I. [1981] Dynamics of Feedback Systems, John Wiley & Sons, Chich-
ester, UK.
Mees, A. I. & Allwright, D. J. [1979] "Using characteristic loci in the Hopf
bifurcation," Proc. Instn. Elect. Engrs. 126, 628-632.
Mees, A. I. & Chua, L. O. [1979] "The Hopf bifurcation theorem and its ap
plications to nonlinear oscillations in circuits and systems," IEEE Trans, on
Circ. Sys. 26, 235-254.
Minorsky, N. [1962] Nonlinear Oscillations, Van Nostrand, New York.

Mittelmann, H.D. & Weber, H. [1980] "Numerical methods for bifurcation
problems - A survey and classification," in Bifurcation problems and their

numerical solution, Mittelmann, H. D. & Weber, H. (Eds.) ISNM 54, Basel:
Birkhauser, 1-45.
Mizuno, M. & Dceda, K. [1989] "An unstable mode selection rule: frustrated
optical instability due to two competing boundary conditions," Physica D
36, 327-342.
Moiola, J. L. [1993] "On the computation of local bifurcation diagrams near
degenerate Hopf bifurcations of certain types," Int. J. of Bifur. Chaos 3,
1103-1122.
Moiola, J. L., Castro, L., Cendra, H. & Desages, A. C. [1990a] "Degenerate bi
furcations and catastrophe sets via frequency analysis," Dynamics and Stab.
of Syst. 5, 163-181.
Moiola, J. L. & Chen, G. [1993a] "Computation of limit cycles via higher-
order harmonic balance approximation," IEEE Trans, on Auto. Contr. 38,
782-790.
Moiola, J. L. & Chen, G. [1993b] "Frequency domain approach to computa
tional analysis of bifurcations and limit cycles: A tutorial," Int. J. of Bifur.
Chaos 3, 843-867.
Moiola, J. L. & Chen, G. [1995] "Hopf bifurcation in time-delayed nonlinear
feedback control systems," Proc. of Contr. Decis. Conf., New Orleans, LA,
Dec. 13-15, 942-948.
Moiola, J. L., Chiacchiarini, H. G. & Desages, A. C. [1996] "Bifurcations and
Hopf degeneracies in nonlinear feedback systems with time delay," Int. J. of
Bifur. Chaos, in press.
Moiola, J. L., Colantonio, M. C , Desages, A. C. & Romagnoli, J. A. [1990b]
"Bifurcations and degeneracies in a CSTR with reactions A —► B -¥ C:
Frequency domain analysis," Chem. Engng. Sci. 45, 297-305.
308 Reference*
Moiola, J. L., Desages, A. C. & Romagnoli, J. A. [1990c] "Bifurcations in

chemical reactors via feedback system theory,'' Chem. Engng. Set. 45, 1863-
1874.
Moiola, J. L., Desages, A. C. & Romagnoli, J. A. [1991a] "Computing bifur
cations points using characteristic gain loci," IEEE Thins, on Auto. Contr.
36, 358-362.
Moiola, J. L., Desages, A. C. & Romagnoli, J. A. [1991b] "Degenerate Hopf
bifurcations via feedback system theory: Higher-order harmonic balance,"
Chem. Engng. Set. 46, 1475-1490.
Moiola, J. L., Desages, A. C. & Romagnoli, J. A. [1991c] "Catastrophes, bi

furcations and degeneracies via feedback system theory," Latin Amer. Appl.
Res. 21, 77-92.
Nussbaum, R. [1975] "Differential delay equations with two time lags," Memo.
of Amer. Math. Soc. 16, 1-62.
Piccardi, C. [1994] "Bifurcations of limit cycles in periodically forced nonlinear
systems: The harmonic balance approach," IEEE Trans. on Ore. and Syst.
- Part 141, 315-320.
Piper, G. E. & Kwatny, H. G. [1992] "Complicated dynamics in spacecraft
attitude control systems," J. of Guid. Contr. Dynam., 15, 825-831.
Planeaux, J. B. [1993] Bifurcation Phenomena in CSTR Dynamics, Ph.D.
Thesis, University of Minnesota.
Planeaux, J. B. & Jensen, K. F. [1986] "Bifurcation phenomena in CSTR
dynamics: A system with extraneous thermal capacitance," Chem. Engng.
Sci. 41, 1497-1523.
Poore, A. B. [1976] "On the theory and application of the Hopf-Friedrichs
bifurcation theory," Archs. Ration. Mech. Anal. 60, 371-393.
Poore, A. B. & Al-Rawi, A. [1979] "Some applicable Hopf bifurcation formulas
and an application in wind engineering," in Annals of New York Academy of
Sciences, 590-604.
Postlethwaite, I. [1979] "Association between branch points and stationary
points on the gain and frequency surfaces" Int. J. of Contr. 29, 255-260.
Reyn, J. W. [1964] "Classification and description of the singular points of a
system of three linear differential equations," J. of Appl. Math. Phys. 15,
540-555.
Rodet, X. [1993] "Models of musical instruments from Chua's circuit with time
delays," IEEE Trans, on Circ. Sys. - Part II40, 696-701.
Roose, D. & Hlavacek, V. [1985] "A direct method for the computation of Hopf
bifurcation points," SIAM J. Appl Math. 45, 879-894.
References 309
Seydel, R. [1981] "Numerical computation of periodic orbits that bifurcate

from stationary solutions of ordinary differential equations,'' Appl. Math.
Comput. 9, 257-271.
Seydel, R. [1988] From Equilibrium to Chaos - Practical Bifurcation and Sta
bility Analysis, Elsevier, New York.
Schmitz, R. A. & Amundson, N. R. [1963] "An analysis of chemical reac
tor stability and control -Va. Two-phase systems in physical equilibrium-1,"
Chem. Engng. Sci. 18, 265-289.
Shiau, L. J. & Hassard, B. [1991] "Degenerate Hopf bifurcation and isolated
periodic solutions of the Hodgkin-Huxley model with varying sodium ion

concentration," J. of Theor. Biol. 148, 157-173.
Sibirskii, K. S. [1965] "On the number of limit cycles in a neighborhood of

singular points," J. of Diff. Eqns. 1, 36-47 (translated from Differentsial'nye
Uvavneniya 1, 1965, 53-66).
Stech, H. W. [1985] "Hopf bifurcation calculations for functional differential
equations," J. of Math. Anal. Appl. 109, 472-491.
St6pan, G. [1987] "Delay as bifurcation parameter," in Int. Series of Num.
Math. 79, Bifurcation: Analysis, Algorithms, Applications, Kfipper, T., Sey
del, R. & Troger, H. (Eds.), Dortmund, Birkhauser, 298-305.
Stepan, G. [1989] Retarded Dynamical Systems: Stability and Characteristic
Functions, Pitman Research Notes in Math. Series 210, Longman Scientific
& Technical.
Suh, H. H. & Bien, Z. [1982] "A root-locus technique for linear systems with
delay," IEEE Trans, on Auto. Contr. 27, 205-208.
Takens, F. [1973] "Unfoldings of certain singularities of vector fields: General
ized Hopf bifurcations," J. of Diff. Eqns. 14, 476-493.
Takens, F. [1974] "Singularities of vector fields," Publ. Math. IHES42, 47-100.
Tan, C. W., Varghese, M., Varaiya, P. P. & Wu, F. F. [1993] "Bifurcation and
chaos in power systems," Sadhana, Proc. in Engr. Sci. of Indian Acad. Sci.
18, 761-786.
Tang, Y. S., Mees, A. I. k Chua, L. O. [1983] "Hopf bifurcation via Volterra
series," IEEE Trans, on Auto. Contr. 28, 42-53.
Thowsen, A. [1981] "An analytic stability test for a class of time-delay sys
tems," IEEE Trans, on Auto. Contr. 26, 735-736.
Tsypkin, Ya. Z. [1946] "Stability of systems with delayed feedback," Avtomat.
Telemekh. 7, 107-129, (also in Frequency-Response Methods in Control Sys
tems, MacFarlane, A. G. J. (Ed.), IEEE Press, 1979, 45-56).
310 Reference*
Ueda, Y., Ohta, H. & Stewart, H. B. [1994] "Bifurcation in a system described

by a nonlinear differential equation with delay," Chaos 4, 75-83.
Uppal, A., Ray, W. H. & Poore, A. B. [1974] "On the dynamic behavior of
continuous stirred tank reactors," Chem. Engng. Sci. 29, 967-985.
Uppal, A., Ray, W. H. & Poore, A. B. [1976] "The classification of the dynamic
behavior of continuous stirred tank reactors -Influence of reactor residence
time," Chem. Engng. Sci. 31, 205-214.
Utkin, V. I. [1977] "Variable structure systems with sliding modes," IEEE
Trans, on Auto. Contr. 22, 212-222.
Vanderbauwhede, A. [1980] "An abstract setting for the study of Hopf bifur
cation," Nonlinear Anal. 4, 547-566.
Wang, D. [1990] "A class of cubic differential systems with 6-tuple focus," J.
of Diff. Eqns. 87, 305-315.

Watanabe, K., Nobuyama, E., Kitamori, T. & Ito, M. [1992] "A new algorithm
for finite spectrum assignment of single-input systems with time delay," IEEE
Trans, on Auto. Contr. 37, 1377-1383.
Wiggins, S. [1990] Introduction to Applied Nonlinear Dynamical Systems and
Chaos, Springer-Verlag, New York.
Wischert, W., Wunderlin, A., Pelster, A., Olivier, M. k Groslambert, J. [1994]
"Delay-induced instabilities in nonlinear feedback systems," Physical Review
£49,203-219.
Ye, Y. -Q., Cai, S., Chen, L., Huang, K., Luo, D., Ma, Z., Wang, E., Wang
M., & Yang, X. [1986] Theory of Limit Cycles, Transl. of Math. Monographs
66, Amer. Math. Soc.
Yu, P. & Huseyin, K. [1988] "A perturbation analysis of interactive static and
dynamic bifurcations," IEEE Trans, on Auto. Contr. 33, 28-41.
Zoladek, H. [1994] "On a certain generalization of Bautin's theorem," Nonlin-
earity 7, 273-279.
Author Index
A
Abed, E. H. 32, 273
Aboud, N. 257
Ajjarapu, V. 8
Al-Rawi, A. 73
Allwright, D. J. 14, 24, 82, 172, 225

Aluko, M. 15, 161
Amundson, N. R. 100
Anderson, B. D. O. 221
Andronov, A. A. 1, 12, 44, 100, 101, 256
Aris, R. 45, 87, 93, 100, 104, 110, 119, 120, 123, 160
Arnold, V. I. 10
Arrowsmith, D. K. 20
Atadan, A. S. 102
Atherton, D. P. 142
B
Balakotaiah, V. 45, 93, 104, 116, 120
Barmish, B. R. 221
Bautin, N. N. 257, 268
Belair, J. 221, 247, 251
Bellman, R. 220
Beuter, A. 221, 247
Bien, Z. 220
Bilous, O. 100
Blows, T. R. 257, 268, 270
Boe, E. 221
Bogdanov, R. I. 123
Bressloff, R C. 34
Brierley, S. D. 221
Broomhead, D. S. 132
Browder, F. E. 1
Bruno, A. D. 11
311
312 Author Index
Byeon, K. H. 127
C
Cai, S. 257
Campbell, S. A. 221, 247, 251
Carr, J. 8, 10
Castro, L. 65, 102, 119
Cendra, H. 65, 102, 119
Chafee, N. 12, 14
Chaikin, C. E. 1
Chang, H. -C. 15, 161, 221

Chen, G. 5, 32, 141, 173, 211, 240, 259, 262, 273, 294
Chen, L. 257
Chen, R. L. 101
Chern, S. S. 257
Chiacchiarini, H. G. 221
Chiasson, J. N. 221
Chow, S. -N. 12, 221, 268, 272
Chua, L. O. 14, 24, 25, 26, 28, 141, 142, 174, 221, 225, 256, 258, 260
Chung, I. J. 127
Cliffe K. A. 132
Colantonio, M. C. 34, 65, 257
Cooke, K. 220
Crawford, J. D. 101
D
Desages, A. C. 34, 65, 102, 119, 141, 159, 173, 221, 257, 259, 262, 277
Dianat, S. 220
Doedel, E. J. 15, 45, 102, 161, 172, 208
Dong, X. 273
Dumortier, F. 257
E
Edmunds, J. M. 23, 220, 223
F
Fair, W. W. 45, 87, 93, 100, 101, 104, 107, 110, 119, 120, 123, 139, 142, 160,
208, 256, 268, 270, 275, 280
Flockerzi, D. 101
Franke, J. M. 257
Fu, M. 221, 231
G
Genesio, R. 32
Author Index 313
Gobber, F. 14, 107, 142, 256

Golubitsky, M. 12, 14, 15, 19, 45, 77, 100, 101, 102, 104, 108, 125, 130, 131,
139, 140, 141, 142, 156, 159, 208, 227, 256, 273
Gordon, I. I. 1, 12, 44, 101, 256
Groslambert, J. 244, 246
Guckenheimer, J. 3, 101
Gui'fiez, V. 270
H
Halbe, D. C. 60, 87, 100, 110, 123
Hale, J. K. 3, 12, 47, 51, 221, 247

Hamada, N. 221
Hassard, B. D. 12, 14, 15, 87, 101, 102, 107, 131, 142, 172, 227, 256, 268
Healy, J. J. 132
Heinemann, R. F. 161
Hlavacek, V. 89
Holmes, P. 3, 101
Holodniok, M. 15
Hopf, E. 1, 12
Hsu, I. D. 14
Huang, K. 257
Huang, W. 221, 247
Huseyin, K. 98, 102, 142
I
Bceda, K. 247
Ito, M. 221
J
James, E. M. 257, 270
Jamshidi, M. 221
Jensen, K. F. 45, 67, 98, 101, 160, 172
Jones, R. 132
Jorgensen, D. V. 87, 110
K
Kalenge, M. C. 257, 270
Kamen, E. W. 221
Kazarinoff, N. D. 14, 15, 87, 131, 172, 256, 268
Keller, H. B. 15, 172
Kernevez, J. P. 15, 172
Kertesz, V. 107, 257, 268
Khaikin, S. 1, 44, 100
314 Author Index
Kielhofer, H. 12, 14, 101

Kitamori, T. 221
Kitney, R. I. 240
Knobloch, E. 101
Kosak, H. 3, 47, 51
Kooij, R. E. 107, 257, 268
Kubicek, M. 15
Kwatny, H. G. 34, 257
L
Labouriau, I. S. 45, 101, 107, 139, 142, 256, 268, 270, 275, 280
Labrie, C. 221, 247
Langford, W. F. 12, 14, 15, 19, 101, 102, 107, 108, 130, 131, 139, 142, 159,
227, 256, 268, 270, 275, 280

Lee, E. B. 221
Lee, T. N. 220
Leontovich, E. A. 1, 12, 44, 101, 256
Li, C. 107, 142, 256, 257, 268, 270, 272, 275, 280
Li, J. 257, 270
Liao S. 257
Lin, Y. 270
Linkens, D. A. 240
Lloyd, N. G. 257, 268, 270
Longtin, A. 240, 252
Luo,D. 257
Luss, D. 45, 93, 104, 116, 120
M
Ma, Z. 257
MacFarlane, A. G. J. 23
Maier, A. G. 1, 12, 44, 101, 256
Malek-Zavarei, M. 221
Manitius, A. Z. 221
Margolis, S. B. 101
Marsden, J. E. 14, 256
Matkowsky, B. J. 101
McCracken, M. 14, 256
Mees, A. I. 14, 24, 25, 26, 28, 141, 142, 143, 153, 160, 172, 174, 175, 209, 210,
221, 225, 256, 258, 259, 260, 262, 269, 271, 275, 277, 294
Milton, J. G. 221, 240, 252
Minorsky, N. 17, 100
Mittelmann, H.D. 172
Author Index 315
Mizuno, M. 247
Moiola, J. L. 5, 32, 34, 65, 102, 119, 141, 159, 173, 211, 221, 240, 257, 259, 262,
273, 277, 294
Mullin T. 132
N
Nobuyama, E. 221
Nussbaum, R. 247
O
Ohira, T. 221
Ohta, H. 132, 221

Olbrot, A. W. 221, 231
Olivier, M. 244, 246
P
Padrn, M. 257
Pearson, J. M. 257, 270
Pelster, A. 244, 246
Piccardi, C. 32
Piper, G. E. 34, 257
Place, C. M. 20
Planeaux, J. B. 45, 67, 98, 101, 139, 160, 172
Polis, M. P. 221, 231
Poore, A. B. 14, 34, 44, 58, 60, 73, 82, 87, 100, 110, 123, 256
Postlethwaite, I. 23, 46
R
Ray, W. H. 34, 44, 58, 100
Reyn, J. W. 8
Roberts M. 101
Rodet, X. 221
Romagnoli, J. A. 34, 65, 102, 141, 159, 173, 257, 259, 262, 277
Roose, D. 89
Roussarie, R. 257
Rousseau, C. 257
S
Saez, E. 270
Sathaye, A. 257
Schaeffer, D. G. 12, 14, 15, 19, 45, 77, 100, 101, 102, 108, 125, 139, 140, 141,
159, 208, 273
Schmitz, R. A. 100
Seydel, R. 15
316 Author Index
Shi, Z. 221
Shiau, L. J. 101, 102, 131, 172
Sibirskii, K. S. 257, 270, 272
Stech, H. W. 227, 257
Stepan, G. 221, 257
Stewart, H. B. 132, 221
Stewart I. 45
Suh, H. H. 220
Szanto, I. 270
T
Takens, F. 12, 14, 101, 123
Tan, C. W. 101
Tang, Y. S. 141, 142

Tesi, A. 32
Thowsen, A. 220
Tsypkin, Ya. Z. 220
U
Ueda, Y. 132, 221
Uppal, A. 34, 44, 58, 100
Utkin, V. I. 228
V
Vanderbauwhede, A. 101
Varaiya, P. P. 101
Varghese, M. 101
Verduyin Lunel, S. M. 221
Vitt, A. 1, 44, 100
W
Wan, Y. H. 12, 14, 15, 87, 107, 131, 142, 172, 227, 256, 268
Wang, D. 257, 268, 272
Wang, E. 257
Wang, H. 0 . 32, 273
Wang, M. 257
Watanabe, K. 221
Weber, H. 172
Wiggins, S. 3, 8, 10
Willamowski, K. -D. 14, 107, 142, 256
Wischert, W. 244, 246
Wu, F. F. 101
Wunderlin, A. 244, 246
Z
Yu, P. 98
Yang, X. 257
Ye, Y. -Q. 257
Zak, S. H. 221
Zoladek, H. 257, 270
Author Index
317

Subject Index
A
Advantage (of the frequency domain approach) 13, 31
Algorithm
— for recovering periodic solution 209

— for recovering periodic solution (Original Formulation) 209
— for recovering periodic solution (Modified Scheme) 211

— for recovering periodic solution (Iterative Algorithm) 211
— for the continuation of periodic solution 176
Allwright-Mees-Chua'8 approach 24
Amplitude locus 32, 142
Andronov 13
Approximation
— Li-approximations 176
— theorem 10
AUTO 15, 45, 102, 163, 171-218
B
Bogdanov-Takens singularity 123
BIFOR2 172
Bifurcation 3, 17
— birth 116
— condition 47
— curves 43, 45
— continuation 43, 87
— death 116
— degenerate 12, 64, 76, 101, 130, 140, 272
— dynamic 36, 45, 48
— equation 10
— pitchfork 7
— point 5
— saddle-node 6, 169
— static 15, 23, 36, 44, 45, 48, 102
— static degenerate 64
319
320 Subject Index
— subcritical 16
— supercritical 16
— theorem 20, 25
— theorem (with time-delays) 224
— transcritical 6
— value 5
Bogdanov-Takens singularity 123
Branch point
— on the frequency surface 46
— on the gain surface 46
Butterfly
— catastrophe 103, 113
— singularity 103
C
Cascade
— of time-delay integrators 231-239
Catastrophe theory 93
Center
— manifold 5, 7
— center manifold equation 10
— center manifold theorem 8
— singularity 3, 17
Characteristic
— gain locus 23
— gain surface 151
Coalescence 2
— condition 76
Co-dimension 77
Conjecture 1
Continuation
— method 15
— of bifurcation curve 43
— of oscillatory branch 155
— of periodic solution 172, 176
Control
— bifurcation 273
— chaos 273
— system 228
C-singularity 87
CSTR (Continuous Stirred Tank Reactor)
— with consecutive reactions A -4 B -+ C 60-62, 87-96, 110-129
Subject Index 321
— with extraneous thermal capacitance 67-72, 69-98, 163-170, 178-206,

212-218
— with reaction A -t B 34-41, 54-56
Cubic system 270-272
Curvature coefficient 17, 19, 83, 136, 255
Cusp 50, 58, 103
D
Degenerate
— cases (continuation of periodic solutions) 191
— dynamic bifurcation 76
— Hopf bifurcation 12, 64, 76, 101, 130, 140

— Hopf bifurcation (with delay) 222
Delays 219
Describing function 142
Determinant of degeneracy 64
Difference-differential equation 220
Double
— roots at w = 0 49, 59, 70
— zero eigenvalue 49, 59, 70
Dynamic
— bifurcation 36, 45, 48
— swallowtail singularity 123, 191
E
Eigenlocus 23, 226
Encirclement 25
Equilibrium
— center 3
— multiplicity 99
— node 3
— focus 3
— saddle 3
— 5-curve 60, 91
— solution 3
— 8 table 3, 5
— unstable 3, 5
Equivalence
— theorem 10
— two Hopf theorems 26
Existence theorem 10
322 Subject Index
F
Failure
— of the curvature coefficient 76
— of the transversality condition 76
First curvature coefficient 83
Focal
— index 136, 256
— values 256
Focus 3
Fold
— (equilibrium solution) 50, 103

— (periodic solution) 41
Fourier
— coefficient 143
— coefficient (with time delay) 242
Frequency domain 2
— approach 2, 13
— Hopf bifurcation in the frequency domain 21
— intersection (intersecting frequency) 24, 173
6
Generalized
— eigenspace 8
— Nyquist stability criterion 23
— phase plane 3
— stability criterion with time delay 225
Global bifurcation diagram 14, 15
Graphical Hopf bifurcation theorem 25
Grobman-Hartman (theorem) 5
H
Harmonic balance approximation
— eight-order 108, 175, 281, 291, 294
— fourth-order 107, 141, 174
— second-order 234, 106, 174, 275, 294
— sixth-order 108, 175, 277
Higher-order
— bifurcation formula 171, 275, 294, 296
— harmonic balance approximation (of periodic solution) 171
Hilbert 16th Problem 257
Homeomorphic mapping 5
Hopf 13
Subject Index 323
Hopf bifurcation theorem 1, 12

— frequency domain 21, 25
— time delay 224
— time domain 15, 20
Hyperbolic equilibrium 4
Hysteresis
— bifurcation 54
— singularity 105
I
Index (of stability) 17, 136, 255

Inner limit cycle 11
Intrinsic harmonic balance 98
Isola 12, 202, 208

J
Jacobian 3, 23
L
Laplace transform 2, 21
Limit cycle
— inner 11
— multiple 12, 255
— nested 38, 163
— outer 11
— saddle 11
— semi-stable 98
— stable 11
— unstable 11
Limit point (of periodic branch) 137
Limitation (of the frequency domain approach) 31
Local bifurcation diagram 2, 14, 118, 177, 193, 207
Locus
— amplitude 32
— characteristic 23
M
Manifold 8
— center 5, 7
— stable 8
— unstable 8
Modal parameter 137
Multiple
324 Subject Index
— bifurcations 67
— crossings 62
— Hopf bifurcations 12, 105
— Hopf bifurcation points 12, 105
— limit cycles 11, 101, 131, 205, 245
Multiplicity of steady-states 102
N
Nested limit cycles 38, 163
Node 3
Non-hyperbolic 5
Normal form 10, 131

Numerical problem 212
Nyquist stability criterion 23, 29

O
Orbit 3
Organizing center (of the dynamics) 14, 208
Oscillatory branch 151
P
Parameter 5
— main 129
— auxiliary (or perturbing) 129
Periodic solutions
— continuum 17
— higher-order approximation 173
— semi-stable 97
— stable 113
— unstable 113
Phase
— locked loop 244-246
— plane 3
— portrait 3
— space 1
Pitchfork bifurcation 7, 56
Planar polynomic system 268-270, 270-272
PLL (Phase-Locked Loop) 244-246
Poincare 1, 10, 13
— Poincare (theorem) 11
— Poincare-Andronov conjecture 1
— Poincare-Andronov-Hopf (theorem) 20
Polycyclic configuration 38
Subject Index 325
Product-system 51
Q
Quadratic system 257, 268-270
Quasi-polynomial 220
R
Reference oscillator 244
Resonant (eigenvalues) 10
Return map 1
S
Saddle 3
— node bifurcation 6, 51
— node bifurcation of periodic solution 169

Second curvature coefficient 107
Singularity
— Bogdanov-lakens singularity 123
— butterfly 103
— C-singularity 87
— dynamic swallowtail 123, 191
— /Tom-singularities 106
— ifno-singularitie8 107
— Hnm-8ingularities 108
— hysteresis 105
— theory 129
— wigwam 104
SISO (Single-Input Single-Output) 24
Smith predictor 228
Stability
— bifurcation 17
— criterion 23
— index 17, 136, 255
Stable limit cycle 11
Static bifurcation 15, 23, 36, 44, 45, 48, 102
— static degenerate bifurcation 64
Subcritical (Hopf) bifurcation 16
Supercritical (Hopf) bifurcation 16
Swallowtail
— dynamic 123
— singularity 103, 112
— static 123
326 Subject Index
T
Tensor product 24
Third curvature coefficient 263
Time
— delayed feedback systems 240
— delay 219, 223
Time domain 2
— Hopf bifurcation theorem 20, 25
— Hopf bifurcation theorem (with time delay) 224
Trajectory 3
Transcritical bifurcation 6, 52
Transition variety 132
Transversality condition 65, 77, 224
— failure 76
Triple zero eigenvalues 62, 69
Tunnel-diode oscillator 26, 84
Two-dimensional autonomous system 3
Two pairs of pure imaginary eigenvalues 66, 74
U
Unstable
— limit cycle 11
— periodic orbit 113
V
Van der Pol circuit 265-268
Variable structure control 228-231
VCO (Voltage Controlled Oscillator) 244
Vibration of bluff body 73-76
W
Weak focus 256
Wigwam singularity 104
Wing engineering 73-76

Hopf Bifurcation Analysis: 0 Frequency Domain Approach

Caricato da

Informazioni sul documento

Titolo originale

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

Hopf Bifurcation Analysis: 0 Frequency Domain Approach

Caricato da

Copyright:

Formati disponibili

NcffiNEARSCJENcEN, *»'«»* V.

HOPF BIFURCATION ANALYSIS

0 Frequency Domain Approach

v> World Scientific

British Library Cataloguing-in-Publication Data

HOPF BIFURCATION ANALYSIS — A FREQUENCY DOMAIN APPROACH

This book is printed on acid-free paper.

Printed in Singapore by Uto-Print

II Frequency Domain Approach

This page is intentionally left blank

Editor Leon O. Chua

Series A. MONOGRAPHS AND TREATISES

Edited by A V. Gaponov-Grekhov and M. I. Rabinovich

Volume 7: Smooth Invariant Manifolds and Normal Forms

Volume &- Dynamical Chaos: Models, Experiments, and Applications

Volume 12: Attractors of Quasiperiodically Forced Systems

Volume 14: Impulsive Differential Equations

Volume 15: One-Dimensional Cellular Automata

Volume 16: Turbulence, Strange Attractors and Chaos

Volume 17: The Analysis of Complex Nonlinear Mechanical Systems: A Computer

Volume 13: Chaos in Nonlinear Oscillations: Controling and Synchronization

Volume 18: Wave Propagation in Hydrodynamic Flows

Volume 19: Continuum Mechanics via Problems and Excercises

Volume 23: From Chaos to Order

This page is intentionally left blank

Sheng Chen (1917-1979)

This page is intentionally left blank

The fundamental theory of periodic solutions (in particular, limit cycles) of

of representing the dynamics of a nonlinear ODE in the phase-space by using

theory and methodology: an approach described in the "frequency domain,"

Hopf bifurcation analyses.

It is perhaps important to point out at the very beginning of this book

Hopf bifurcation theorem are indeed equivalent. We then comment on the

advantages as well as limitations of the frequency-domain approach. An ap­

In Chapter 6, we apply the frequency-domain methods developed in the

calculation of the defining conditions (i.e., stability indexes, or curvature

coefficients) for determining what type of bifurcation (supercritical or sub-

addition, he would like to acknowledge several active research grants from

publication of this book an enjoyable experience.

This page is intentionally left blank

1.2 Center Manifold Theorem 8

1.3 Limit Cycles and Degenerate Hopf Bifurcations 11

2. The Hopf Bifurcation Theorem 13

3. Continuation of Bifurcation Curves on the Parameter Plane 43

3.5 Applications and Examples 87

4. Degenerate Bifurcations in the Space of System Parameters 99

4.4 Degenerate Hopf Bifurcations and the Singularity Theory 129

4.5 Degenerate Hopf Bifurcations and Feedback Systems 140

5. High-Order Hopf Bifurcation Formulas 171

6. Hopf Bifurcation in Nonlinear Systems with Time Delays 219

7. Birth of Multiple Limit Cycles 255

The concept of periodic solutions, including limit cycles, of nonlinear ordi­

mathematician Jules Henri Poincare. The ideas of representing the dynamics

More importantly, many significant results and computational formulas on

also be translated to the corresponding frequency domain setting, and be

1.1 Stability Bifurcations

& Kocak, 1991].

theory of nonlinear dynamical systems, we start with a discussion on the

(Ax = a1ex>t + a2ex*t,

where, as usual, we define

det (J) = fxgy - fvgx,

Figure 1.1. Classification of equilibria.

Theorem 1.1. (Grobman-Hartman)

NcffiNEARSCJENcEN, »'«» V.

advantages as well as limitations of the frequency-domain approach. An ap

The concept of periodic solutions, including limit cycles, of nonlinear ordi

As mentioned at the beginning of this chapter, for two-dimensional dy

We will show a simple circuit example to illustrate meaningful applica

(a) It is particularly convenient if the user is interested in closed-loop sys