Analysis of Hopf and Takens–Bogdanov Bifurcations in a Modified van der Pol–Duffing Oscillator

We analyze a modified van der Pol–Duffing electronic circuit, modeled by a tridimensional autonomous system of differential equations with Z₂-symmetry. Linear codimension-one and two bifurcations of equilibria give rise to several dynamical behaviours, including periodic, homoclinic and heteroclinic orbits. The local analysis provides, in first approximation, the different bifurcation sets. These local results are used as a guide to apply the adequate numerical methods to obtain a global understanding of the bifurcation sets. The study of the normal form of the Hopf bifurcation shows the presence of cusps of saddle-node bifurcations of periodic orbits. The existence of a codimension-four Hopf bifurcation is also pointed out. In the case of the Takens–Bogdanov bifurcation, several degenerate situations of codimension-three are analyzed in both homoclinic and heteroclinic cases. The existence of a Hopf–Shil'nikov singularity is also shown.     

A partial differential equation with infinitely many periodic orbits: Chaotic oscillations of a forced beam

This paper delineates a class of time-periodically perturbed evolution equations in a Banach space whose associated Poincaré map contains a Smale horseshoe. This implies that such systems possess periodic orbits with arbitrarily high period. The method uses techniques originally due to Melnikov and applies to systems of the form x=f _o(X)+f ₁(X,t), where f _o(X) is Hamiltonian and has a homoclinic orbit. We give an example from structural mechanics: sinusoidally forced vibrations of a buckled beam.     

Bifurcations of Heteroclinic Orbits

The search for traveling wave solutions of a semilinear diffusion partial differential equation can be reduced to the search for heteroclinic solutions of the ordinary differential equation ü − cu̇ + f(u) = 0, where c is a positive constant and f is a nonlinear function. A heteroclinic orbit is a solution u(t) such that u(t) → γ ₁ as t → −∞ and u(t) → γ ₂ as t → ∞ where γ ₁, γ ₂ are zeros of f. We study the existence of heteroclinic orbits under various assumptions on the nonlinear function f and their bifurcations as c is varied. Our arguments are geometric in nature and so we make only minimal smoothness assumptions. We only assume that f is continuous and that the equation has a unique solution to the initial value problem. Under these weaker smoothness conditions we reprove the classical result that for large c there is a unique positive heteroclinic orbit from 0 to 1 when f(0) = f(1) = 0 and f(u) > 0 for 0 < u < 1. When there are more zeros of f, there is the possibility of bifurcations of the heteroclinic orbit as c varies. We give a detailed analysis of the bifurcation of the heteroclinic orbits when f is zero at the five points −1 < −θ < 0 < θ < 1 and f is odd. The heteroclinic orbit that tends to 1 as t → ∞ starts at one of the three zeros, −θ, 0, θ as t → −∞. It hops back and forth among these three zeros an infinite number of times in a predictable sequence as c is varied.     

Forced Symmetry-Breaking of Square Lattice Planforms

Equivariant bifurcation theory has been used to study pattern formation in various physical systems modelled by E(2)-equivariant partial differential equations. The existence of spatially doubly periodic solutions with respect to the square lattice has been the focus of much research. Previous studies have considered the four- and eight-dimensional representation of the square lattice, where the symmetry of the model is perfect. Here we consider the forced symmetry-breaking of the group orbits of translation free axial planforms in the four- and eight-dimensional representations. This problem is abstracted to the study of the action of the symmetry group of the perturbation on the group orbit of solutions. A partial classification for the behaviour of the group orbits is obtained, showing the existence of heteroclinic cycles and networks between equilibria. Possible areas of application are discussed including Faraday waves and Rayleigh–Bénard convection. Subsequent studies will discuss other two- and three-dimensional lattices.     

The Hopf bifurcation with symmetry for the Navier-Stokes equations in (Lp(Ω)) n,with application to plane poiseuille flow

The existence of periodic solutions of the Navier-Stokes equations in function spaces based upon (L _p())ⁿis proved. The paper has three parts, (a) A proof of the existence of strong solutions of the evolution equation with initial data in a solenoidal subspace of (L _p())ⁿ. (b) The evolution equation is restricted to a space of time periodic functions and a Fredholm integral equation on this space is formed. The Lyapunov-Schmidt method is applied to prove the existence of bifurcating time periodic solutions in the presence of symmetry. (c) The theory is applied to the bifurcation of periodic solutions from planar Poiseuille flow in the presence of symmetry (SO(2) x O(2) x S ¹) yielding new results for this classic problem. The O(2) invariance is in the spanwise direction. With the periodicity in time and in the streamwise direction we find that generically there is a bifurcation to both oblique travelling waves and to travelling waves that are stationary in the spanwise direction. There are however points of degeneracy on the neutral surface. A numerical method is used to identify these points and an analysis in the neighborhood of the degenerate points yields more complex periodic solutions as well as branches of quasi-periodic solutions.     

Global bifurcations in externally excited autoparametric systems

We consider an autoparametric system consisting of an oscillator coupled with an externally excited subsystem. The oscillator and the subsystem are in one-to-one internal resonance. The excited subsystem is in primary resonance. The method of second-order averaging is used to obtain a set of autonomous equations of the second-order approximations to the externally excited system with autoparametric resonance. The Šhilnikov-type homoclinic orbits and chaotic dynamics of the averaged equations are studied in detail. The global bifurcation analysis indicates that there exist the heteroclinic bifurcations and the Šhilnikov-type homoclinic orbits in the averaged equations. The results obtained above mean the existence of the amplitude-modulated chaos for the Smale horseshoe sense in the externally excited system with autoparametric resonance. Furthermore, a detailed bifurcation analysis of the dynamic (periodic and chaotic) solutions of the averaged equations is presented. Nine branches of dynamic solutions are found. Two of these branches emerge from two Hopf bifurcations and the other seven are isolated. The limit cycles undergo symmetry-breaking, cyclic-fold and period-doubling bifurcations, whereas the chaotic attractors undergo attractor-merging and boundary crises. Simultaneous occurrence of the limit cycle and chaotic attractors, homoclinic orbits, intermittency chaos and homoclinic explosions are also observed.     

Averaging Theory of Arbitrary Order for Piecewise Smooth Differential Systems and Its Application

The averaging theory for studying periodic orbits of smooth differential systems has a long history. Whereas the averaging theory for piecewise smooth differential systems appeared only in recent years, where the unperturbed systems are smooth. When the unperturbed systems are only piecewise smooth, there is not an existing averaging theory to study existence of periodic orbits of their perturbed systems. Here we establish such a theory for one dimensional perturbed piecewise smooth periodic differential equations. Then we show how to transform planar perturbed piecewise smooth differential systems to one dimensional piecewise smooth periodic differential equations when the unperturbed planar piecewise smooth differential systems have a family of periodic orbits. Finally as application of our theory we study limit cycle bifurcation of planar piecewise differential systems which are perturbation of a \(\Sigma \)-center.     

A Perturbation Method for Nonlinear Two-Dimensional Maps

A new perturbation method for a weakly nonlinear two-dimensional discrete-time dynamical system is presented. The proposed technique generalizes the asymptotic perturbation method that is valid for continuous-time systems and detects periodic or almost-periodic orbits and their stability. Two equations for the amplitude and the phase of solutions are derived and their fixed points correspond to limit cycles for the starting nonlinear map. The method is applied to various nonlinear (autonomous or not) two-dimensional maps. For the autonomous maps we derive the conditions for the appearance of a supercritical Hopf bifurcation and predict the characteristics of the corresponding limit cycle. For the nonautonomous maps we show amplitude-response and frequency-response curves. Under appropriate conditions, we demonstrate the occurrence of saddle-node bifurcations of cycles and of jumps and hysteresis effects in the system response (cusp catastrophe). Modulated motion can be observed for very low values of the external excitation and an infinite-period bifurcation occurs if the external excitation increases. Analytic approximate solutions are in good agreement with numerically obtained solutions.     

Multiplicity Results for Periodic Solutions to Second-Order Difference Equations

By using the Z _p geometrical index theory, some sufficient conditions on the multiplicity results of periodic solutions to the second-order difference equations

Computational methods for global analysis of homoclinic and heteroclinic orbits: A case study

In earlier paper we have developed a numerical method for the computation of branches of heteroclinic orbits for a system of autonomous ordinary differential equations in ⁿ . The idea of the method is to reduce a boundary value problem on the real line to a boundary value problem on a finite interval by using linear approximation of the unstable and stable manifolds. In this paper we extend our algorithm to incorporate higher-order approximations of the unstable and stable manifolds. This approximation is especially useful if we want to compute center manifolds accurately. A procedure for switching between the periodic approximation of homoclinic orbits and the higher-order approximation of homoclinic orbits provides additional flexibility to the method. The algorithm is applied to a model problem: the DC Josephson Junction. Computations are done using the software package AUTO.     

Three-mode interactions in harmonically excited systems with quadratic nonlinearities

An investigation is presented of the response of a three-degree-of-freedom system with quadratic nonlinearities and the autoparametric resonances ₃2₂ and ₂2₁ to a harmonic excitation of the third mode, where the _m are the linear natural frequencies of the system. The method of multiple scales is used to determine six first-order nonlinear ordinary differential equations that govern the time variation of the amplitudes and phases of the interacting modes. The fixed points of these equations are obtained and their stability is determined. For certain parameter values, the fixed points are found to lose stability due to Hopf bifurcations and consequently the system exhibits amplitude-and phase-modulated motions. Regions where the amplitudes and phases display periodic, quasiperiodic, and chaotic time variations and hence regions where the overall system motion is periodically, quasiperiodically, and chaotically modulated are determined. Using various numerical simulations, we investigated nonperiodic solutions of the modulation equations using the amplitudeF of the excitation as a control parameter. As the excitation amplitudeF is increased, the fixed points of the modulation equations exhibit an instability due to a Hopf bifurcation, leading to limit-cycle solutions of the modulation equations. AsF is increased further, the limit cycle undergoes a period-doubling bifurcation followed by a secondary Hopf bifurcation, resulting in either a two-period quasiperiodic or a phase-locked solution. AsF is increased further, there is a torus breakdown and the solution of the modulation equations becomes chaotic, resulting in a chaotically modulated motion of the system.     

STABILITY ANALYSIS OF LINEAR AND NONLINEAR PERIODIC CONVECTION IN THERMOHALINE DOUBLE－DIFFUSIVE SYSTEMS

ＳＴＡＢＩＬＩＴＹＡＮＡＬＹＳＩＳＯＦＬＩＮＥＡＲＡＮＤＮＯＮＬＩＮＥＡＲＰＥＲＩＯＤＩＣＣＯＮＶＥＣＴＩＯＮＩＮＴＨＥＲＭＯＨＡＬＩＮＥＤＯＵＢＬＥ－ＤＩＦＦＵＳＩＶＥＳＹＳＴＥＭＳＺｈａｎｇＤｉｍｉｎｇ（张涤明）;ＬｉＬｉｎ（李琳）;ＨｕａｎｇＨ...     

Variable-coefficient harmonic balance for periodically forced nonlinear oscillators

This paper explores the application of the method of variable-coefficient harmonic balance to nonautonomous nonlinear equations of the form XsF(X, t:), and in particular, a one-degree-of-freedom nonlinear oscillator equation describing escape from a cubic potential well. Each component of the solution, X(t), is expressed as a truncated Fourier series of superharmonics, subharmonics and ultrasubharmonics. Use is then made of symbolic manipulation in order to arrange the oscillator equation as a Fourier series and its coefficient are evaluated in the traditional way. The time-dependent coefficients permit the construction of a set of amplitude evolution equations with corresponding stability criteria. The technique enables detection of local bifurcations, such as saddle-node folds, period doubling flips, and parts of the Feigenbaum cascade. This representation of the periodic solution leads to local bifurcations being associated with a term in the Fourier series and, in particular, the onset of a period doubled solution can be detected by a series of superharmonics only. Its validity is such that control space bifurcation diagrams can be obtained with reasonable accuracy and large reductions in computational expense.     

Sensitivity analysis of the non-linear dynamic response of beams using space-time perturbation modes

The focus of the present work is directed towards the development of an effective reduced basis technique for calculating the sensitivity of the non-linear dynamic structural response of mechanical systems with respect to variations in the design variables.The proposed methodology is formulated within the context of a mixed space-time finite element method, which naturally allows the treatment of initial and boundary value problems. The time dependency of the solutions is implied in the assumed space-time modal shapes, and hence the partial differential equations of motion are directly reduced to a set of non-linear simultaneous equations of a purely algebraic nature.The independent field variables are approximated in terms of perturbations modes or path derivatives with respect to a load control parameter. These modes, extracting information about the kinematic and dynamic behavior of the structural system through the higher order derivatives of the strain and kinetic energies, are appropriate bases for non-linear dynamic problems. The sensitivity derivatives of the field variables are then approximated using a combination of perturbation modes and of their sensitivity derivatives.The resulting computational procedure offers high potential for the effective and numerically efficient sensitivity analysis of dynamic systems exhibiting periodic-in-time response. The proposed methodology is illustrated addressing non-linear beam problems subjected to harmonic loading and the results obtained are compared with those of a full finite-element model.Nomenclature (O, I _i), (is1, 2, 3) Inertial frame of origin O - (P, s _i), (is1, 2, 3) Local frame in the undeformed configuration - (Q, s _i ^*), (is1, 2, 3) Local frame in the deformed configuration - t Time - l Abscissa along the beam reference line - L Beam length - (·)s(·)/t Partial derivative with respect to time - (·)s(·)/l Partial derivative with respect to space - u Position vector of the beam reference line - r Rotation parameters - ds(u, r) Generalized displacement vector - R(r) Rotation tensor associated with r - (r) Tensor defined in equations (4) and (5) - s· Finite rotation vector - as(a _s, a _v) Conformal rotation vector - Angular velocity - ws(u, ) Generalized velocity vector - k Curvature - e Generalized strains - ps(h, l) Generalized momenta - fs(s, m) Generalized sectional stress resultants - f _es(S _e, m _e) Applied external loads - M Inertia tensor     

Hopf bifurcation and heteroclinic orbit in a 3D autonomous chaotic system

In this paper we revisit a 3D autonomous chaotic system, which contains both the modified Lorenz system and the conjugate Chen system, presented in [Huang and Yang, Chaos Solitons Fractals 39:567–578, 2009]. First by citing two examples to show the errors and limitations for the local stability of the equilibrium point S ₊ obtained in this literature, we formulate a complete determining criterion for the local stability of S ₊ of this system. Although the local bifurcation problem of this system, mainly for Hopf bifurcation, etc., has been studied, the invoking of incorrect proposition leads to an incorrect result for Hopf bifurcation. We then renew the study of the Hopf bifurcation of this system by utilizing the Project Method. The global bifurcation problem, relatively speaking, should be more difficult than the local bifurcation problem for a given system. However, the global bifurcation problem of this system, to the best of our knowledge, has not been investigated yet in the literatures. So next we consider the global bifurcation problem for this system, mainly for the existence of homoclinic and heteroclinic orbits. Our results, one of which shows the existence of two heteroclinic orbits, not only correct and further supplement the ones obtained in the literature, but also give something new to theoretically help fully understand the occurrence of chaos.     

Periodic solution and heteroclinic bifurcation in a predator–prey system with Allee effect and impulsive harvesting

In this article, we investigate a prey– predator model with Allee effect and state-dependent impulsive harvesting. We obtain the sufficient conditions for the existence and uniqueness of order-1 periodic solution of system (1.2) by means of the geometry theory of semicontinuous dynamic system and the method of successor function. We also obtain that system (1.2) exhibits the phenomenon of heteroclinic bifurcation about parameter $\alpha $ . The methods used in this article are novel and prove the existence of order-1 periodic solution and heteroclinic bifurcation.     

Transition layers for singularly perturbed delay differential equations with monotone nonlinearities

Transition layers arising from square-wave-like periodic solutions of a singularly perturbed delay differential equation are studied. Such transition layers correspond to heteroclinic orbits connecting a pair of equilibria of an associated system of transition layer equations. Assuming a monotonicity condition in the nonlinearity, we prove these transition layer equations possess a unique heteroclinic orbit, and that this orbit is monotone. The proof involves a global continuation for heteroclinic orbits.     

The Unstable Set of a Periodic Orbit for Delayed Positive Feedback

In the paper [Large-amplitude periodic solutions for differential equations with delayed monotone positive feedback, JDDE 23 (2011), no. 4, 727–790], we have constructed large-amplitude periodic orbits for an equation with delayed monotone positive feedback. We have shown that the unstable sets of the large-amplitude periodic orbits constitute the global attractor besides spindle-like structures. In this paper we focus on a large-amplitude periodic orbit \({\mathcal {O}}_{p}\) with two Floquet multipliers outside the unit circle, and we intend to characterize the geometric structure of its unstable set \({\mathcal {W}}^{u}\left( {\mathcal {O}}_{p}\right) \). We prove that \({\mathcal {W}}^{u}\left( {\mathcal {O}}_{p}\right) \) is a three-dimensional \(C^{1}\)-submanifold of the phase space and admits a smooth global graph representation. Within \({\mathcal {W}}^{u}\left( {\mathcal {O}}_{p}\right) \), there exist heteroclinic connections from \({\mathcal {O}}_{p}\) to three different periodic orbits. These connecting sets are two-dimensional \(C^{1}\)-submanifolds of \({\mathcal {W}}^{u}\left( {\mathcal {O}}_{p}\right) \) and homeomorphic to the two-dimensional open annulus. They form \(C^{1}\)-smooth separatrices in the sense that they divide the points of \({\mathcal {W}}^{u}\left( {\mathcal {O}}_{p}\right) \) into three subsets according to their \(\omega \)-limit sets.     

Travelling, non-periodic patterns in nonlinear stability problems

In this short note we present results on the existence of several classes of travelling, non-periodic solutions of the complex Ginzburg-Landau equation. First we give a very short introduction to the G-L equation and show its importance in nonlinear stability theory. We then study the G-L equation with complex coefficients and establish the existence of a 2-parameter family of quasi-periodic solutions and two different types of one-parameter families of heteroclinic orbits; all members of these families travel with a well-defined wave-speed. The heteroclinic solutions correspond to (travelling) soliton-like localized structures which connect different (stable) periodic patterns. Mathematically, these families of travelling solutions (quasi-periodic and heteroclinic) are continuations into the complex case of the stationary solutions of the real G-L equation.     

Heteroclinic cycles arising in generic unfoldings of nilpotent singularities

In this paper we study the existence of heteroclinic cycles in generic unfoldings of nilpotent singularities. Namely we prove that any nilpotent singularity of codimension four in \mathbbR⁴{\mathbb{R}^4} unfolds generically a bifurcation hypersurface of bifocal homoclinic orbits, that is, homoclinic orbits to equilibrium points with two pairs of complex eigenvalues. We also prove that any nilpotent singularity of codimension three in \mathbbR³{\mathbb{R}^3} unfolds generically a bifurcation curve of heteroclinic cycles between two saddle-focus equilibrium points with different stability indexes. Under generic assumptions these cycles imply the existence of homoclinic bifurcations. Homoclinic orbits to equilibrium points with complex eigenvalues are the simplest configurations which can explain the existence of complex dynamics as, for instance, strange attractors. The proof of the arising of these dynamics from a singularity is a very useful tool, particularly for applications.