Dynamics of Differential Equations

Prof. R.S. Mackay

Lent 1997

These notes are maintained by Paul Metcalfe.

Comments and corrections to pdm23@cam.ac.uk.

Revision: 2.6
Date: 2004/07/26 07:41:24

The following people have maintained these notes.

date

Paul Metcalfe

Contents
Introduction
1

Differential Equations
1.1 The Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 The Traditional Approach . . . . . . . . . . . . . . . . . . . . . .
1.3 The Geometric Approach . . . . . . . . . . . . . . . . . . . . . .
1.4 Basic Theorem of ODEs . . . . . . . . . . . . . . . . . . . . . .
1.4.1 Existance, uniqueness and continuity wrt initial conditions
1.5 Interval of definition of solutions . . . . . . . . . . . . . . . . . .

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1
1
1
2
3
3
4

Basic Examples and Ideas

2.1 The Ideal Pendulum . . . . . . . . . . . . . . . . . . . . . . .
2.2 The Damped Pendulum . . . . . . . . . . . . . . . . . . . . .
2.2.1 The effect of nonlinearity on stability of equilibria . .
2.2.2 Equivalence of attracting and asymptotically stable
2.3 Damped Pendulum with torque . . . . . . . . . . . . . . . . .
2.3.1 The Poincare - Bendixson Theorem . . . . . . . . . .
2.4 The van der Pol equation . . . . . . . . . . . . . . . . . . . .
2.4.1 Topics arising from the van der Pol equation . . . . .

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7
7
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10
12
13
20
21

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Bifurcations of 2D flows
3.1 Structural stability . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2 Saddle-node equilibria . . . . . . . . . . . . . . . . . . . . . . . . .
3.3 Other cases of degenerate equilibria . . . . . . . . . . . . . . . . . .
3.3.1 Imperfections . . . . . . . . . . . . . . . . . . . . . . . . . .
3.4 Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.5 Homoclinic Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . .
3.5.1 Finding homoclinic bifurcations in nearly Hamiltonian systems
3.6 Saddle-node of periodic orbits . . . . . . . . . . . . . . . . . . . . .

25
25
26
29
29
30
32
34
36

Introduction to dynamics in 3D
4.1 Time-T map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 Existence of periodic orbits . . . . . . . . . . . . . . . . . . . . . . .
4.3 Linear stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3.1 The Mathieu Equation . . . . . . . . . . . . . . . . . . . . .
4.4 Near-identity maps and averaging . . . . . . . . . . . . . . . . . . .
4.4.1 Application of averaging to the periodically forced van der Pol
equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37
37
38
39
40
41

iii

42

iv

CONTENTS
4.5

Differences from autonomous systems . . . . . . . . . . . . . . . . .

43

Introduction
These notes are based on the course Dynamics of Differential Equations given by
Prof. R.S. Mackay in Cambridge in the Lent Term 1997. These typeset notes are totally
unconnected with Prof. Mackay. Note that these notes are based on the first year of the
course. More material was lectured in 1998.
Other sets of notes are available for different courses. At the time of typing these
courses were:
Probability
Analysis
Methods
Fluid Dynamics 1
Geometry
Foundations of QM
Methods of Math. Phys
Waves (etc.)
General Relativity
Combinatorics

Discrete Mathematics
Further Analysis
Quantum Mechanics
Quadratic Mathematics
Dynamics of D.E.s
Electrodynamics
Fluid Dynamics 2
Statistical Physics
Dynamical Systems
Bifurcations in Nonlinear Convection

They may be downloaded from

http://www.istari.ucam.org/maths/.

vi

INTRODUCTION

Chapter 1

Differential Equations
1.1

The Problem

In this course, differential equation means a system of equations of the form

dxi
= vi (x(t)),
dt
with x Rn , t R and vi : Rn 7 R.1
In this course, we only study ordinary differential equations, as opposed to partial
differential equations. More precisely, we study autonomous ODEs, those with no
explicit time dependence in v. (Or the equation is invariant under a shift of the origin
in time.)
A restriction to autonomous DEs is not that much of a restriction, since the nonautonomous system x = f (x, t) can be reduced to the autonomous system x = f (x, ),
= 1.
We also restrict to coupled first-order ODEs. This again is little of a restriction
many higher order systems can be reduced to the first-order case, since if x
= f (x, x),

then introduce y = x to get the coupled system y = f (x, y), x = y.

We also only consider explicit systems, but if we have the implicit
system g(x, x)
=

0, and x0 , y0 such that g(x0 , v0 ) = 0, and the matrix gx ij is invertible at (x0 , v0 )
then v : U 7 Rn on a neighbourhood U of x0 such that for (x, x)
near (x0 , v0 ),
g(x, x)
= 0 x = v(x).

1.2

The Traditional Approach

Given v in terms of elementary functions, look for a general solution of x = v(x) in

terms of elementary functions. This has some drawbacks, not least of which is that it
is frequently hard to do (read impossible). We also need some valid definition of elementary function. And in any case the nicest definition of some elementary functions
is as the solution of certain ODEs, for example
1. exp(t) is the solution of x = x with x(0) = 1. The property exp(s + t) =
exp(s) exp(t) is easy to derive the ODE is autonomous so exp(s+t) is the solution after time t starting at exp(s). But the ODE is linear, so this is exp(s) exp(t).
1 Underlining

of vectors will be sporadic in these notes.

CHAPTER 1. DIFFERENTIAL EQUATIONS

2.


sin t
cos t

is the solution of
   
x
y
=
y
x
with the initial conditions x(0) = 0, y(0) = 0. Periodicity is easy to derive just note that H = (x2 + y 2 )/2 is conserved. Thus solutions remain on the unit
circle. The direction of rotation is constant, at constant speed. So (x(t), y(t))
must return to its initial conditions at some T > 0 (choose the least such). Then
by autonomy, (x(t + T ), y(t + T )) = (x(t), y(t)). Traditionally, set T = 2,
as a definition of . So the traditional approach is (ahem) circular.
Even if you allow solutions of (algebraic) equations in elementary functions and
integrals of elementary functions, there are still some equations which cannot be solved
(e.g. y = y 2 t). Thus we try a different approach to see what happens to solutions.

1.3

The Geometric Approach

This is due to Poincare. It has two senses.

pictorial
Let v define a vector field on a state space X = Rn (or more generally on some
differentiable manifold, eg S 1 R, S 2 , 2 = S 1 S 1 ). Under suitable conditions,
x = v(x) defines a flow : R X 7 X, (t, x0 ) 7 t (x0 ), the solution at time t with
x(0) = x0 . A picture showing how all the solutions move in X is called a phase
portrait. These are hard to draw when n > 3, but we shall restrict to n = 2 or n = 3.2

Kleinian
For Klein, the geometrical approach to a set of objects is to identify a group of transformations of the objects which we regard as taking each object to an equivalent one
and then studying the properties which are invariant under the group action.
The objects we will look at are the vector fields v on X with their associated differential equation x = v(x). The transformations we will use are change of variables
and time rescaling.
For change of variables, let y = h(x), with h a diffeomorphism. In this case,
hi
.
y = Dhh1 (y) v(h1 (y)), where Dh is the matrix of partial derivatives x
j
dx
For time rescaling, let ds
dt = (x) > 0, which implies that ds = v(x)/(x).
We will study the features of x = v(x) which are preserved by the group generated
by these kinds of transformations, for instance existance of a periodic orbit (but not its
formula or period).
The geometric approach does not try to obtain as much as the traditional approach,
but can get useful results where the traditional approach gets stuck.
2I

have problems when n = 3, let alone anything higher.

1.4. BASIC THEOREM OF ODES

1.4

Basic Theorem of ODEs

We would like to justify the idea of a flow with some sort of existance and uniqueness
results.
Definition. A map f : M1 7 M2 between metric spaces with metrics d1 and d2 is
Lipschitz if L R such that x, y M1 , d2 (f (x), f (y)) Ld1 (x, y). L is said to
be a Lipschitz constant.

Example
A map f : U 7 Rm , U open in Rn is C 1 (continuously differentiable) if
1. it is differentiable, that is a linear map Dfx : Rn 7 Rm such that
|f (x + h) f (x) Dfx h| = o(|h|).
2. Dfx depends continuously on x with respect to the operator norm kDfx k =
x h|
suph6=0 |Df
|h| .
Then f is Lipschitz on any convex compact set K U , with Lipschitz constant
L = kDfx k.
Proof. Given x, y K, let z(s) = x + s(y x) for 0 s 1. Then

 Z 1
Z 1

 

d



Dfx(s) (y x) ds K |y x| .
f (x(s)) ds = 
|f (y) f (x)| = 
0
0 ds

1.4.1

Existance, uniqueness and continuity wrt initial conditions

Theorem (Basic Theorem of ODEs). If v : U 7 Rn , U open in Rn , is locally Lipschitz, then y U , a neighbourhood V of y and > 0 such that x0 V ,
unique differentiable function x : [, ] 7 U such that x(0) = x0 and x(t)

=
v (x(t)) t [, ]. Furthermore, if the solution x(t) is denoted by t (x0 ), then
: [, ] V 7 U is Lipschitz.
Proof. 3 Given y U , choose a neighbourhood N = {x : |y x| b} on which v is
Lipschitz. Let L be the Lipschitz constant for v and K = supxN |v(x)|.
Now choose , b0 > 0 such that 1/L and b0 +K b. Let V = {x : |x y|
b0 }. Let
B = {Lipschitz functions x
: [, ] 7 Rn of constant K and x
(0) V } .
Given functions x
, y B, let d(
x, y) = supt[, ] |
x y|. Then (B, d) is a
complete metric space. Now, for x0 V , define a map Px0 : B 7 B by
Z t
(Px0 x
) (t) = x0 +
v(
x(s)) ds.
0

Fixed points of Px0 correspond to solutions of x = v(x) with x(0) = x0 . Now Px0
maps B into itself and contracts d (by at least L < 1). So by the contraction mapping
principle, Px0 has a unique fixed point x
that depends Lipschitz continuously on x0 . It
follows that : [, ] V 7 U is Lipschitz.
3 This

should be familiar from Analysis IB.

CHAPTER 1. DIFFERENTIAL EQUATIONS

Remarks
1. If v is C 1 , we can prove that is C 1 . Similarly, if v is C 1+Lip , C 2 , . . . , C ,
analytic, then so is .
2. x(t) is always one derivative smoother that v(x), since x = v(x).
1/2

3. If v is not locally Lipschitz then x may fail to be unique, for instance x = |x|
has solutions
(2t)2

0t2
4
x(t) = 0
for any T 2.
2tT

(tT )2
tT
4

This is the ODE for a particle sliding down a viscous slope of height h(x) =
3/2
23 |x| sgn(x).
4. We cannot take = , and may depend on x0 . For instance, take x = x2 ,

1
x(0) = x0 > 0. Thus x(t) = x1
as t % x1
0 t
0 . This is called
finite time blowup. It is not just a pathology: it is suspected that for many
solutions of the Euler equations
for a 3D fluid (and maybe even the Navier

 ui 

in finite time.
Stokes equations), supx  x

j

1.5

Interval of definition of solutions

There are several circumstances under which the solution x(t) starting from x0 is defined for all positive and negative time.
Theorem (Extension Theorem). Let K X be compact and v a C 1 vector field on
a neighbourhood of K. Then t (x0 ) is defined and C 1 for all x0 K and all t such
that s (x0 ) K 0 s t, plus a little more.
Proof. For all y K there exists a neighbourhood Vy and y > 0 such that t (x0 ) is
defined and C 1 for all x0 Vy , |t| . The sets {Vy : y K} form an open cover
of K, so by compactness a finite subcover {Vyi : i = 1, . . . , N }. Let = mini yi .
Then x0 K, t (x0 ) exists for at least |t| . If (x0 ) K then repeat argument.
Thus t (x0 ) is defined and C 1 as long as it remains in K, and for time more.
Corollary. The only way that a solution of a C 1 ODE can cease to exist is to leave
every compact set in bounded time.
We can use these results to get a couple of examples.
Example. If |v(x)| A |x| + B for some A > 0, B 0, then t (x) exists for all t
and |t (x)| (|x| + B/A) exp(A |t|).
Proof. Compare with r = Ar + B on R+ .
Example. If x = v(x, s), s = 1 then no solution remains in any compact set since s
is unbounded. But for any compact K X, solutions can be extended as long as they
remain in K R.

1.5. INTERVAL OF DEFINITION OF SOLUTIONS

Proof. Otherwise, let T1 be the infimum of positive times that solutions starting in
K {0} which do not cross K R but which cannot be continued to t = T . By
assumption T1 < . Then K [T1 , T1 ] is compact, so we can apply the extension
theorem and continue all solutions which do not cross K [T1 , T1 ] to t = T1 + 1 .
This is a contradiction.
We can often find a compact K which all solutions enter and remain inside. We
could also in principle rescale time to prevent finite-time blowup. Thus we shall henceforth assume that t (x0 ) is defined for all t.

CHAPTER 1. DIFFERENTIAL EQUATIONS

Chapter 2

Basic Examples and Ideas

We will introduce the theory of nonlinear systems by means of various examples.

2.1

The Ideal Pendulum

This has the ODE + sin = 0. (With appropriate rescaling of time and to remove
constants.) Writing as a linked first order system, we obtain
  

p

=
.
sin
p
Write x = (, p) X, where X is an infinite cylinder. Notice the conservation of
energy, that is, let H = 12 p2 cos . Then H = 0. Now, given E R, define
E = {x X : H(x) = E} .
Note that x(0) E x(t) E t. We say that E is invariant under the flow.
Now, if E < 1 then E = . If E = 1 then E = {(0, 0)} - it is an equilibrium
point.
If 1 < E < 1, then E is a closed curve. Now v 6= 0 on E . v is continuous
and E is compact. Thus E > 0 such that |v| E on E . Also, the length of E
is finite, so given x E , T > 0 such that T (x) = x. Thus E is a periodic orbit.
Physically, this corresponds to oscillations.
If E > 1 then E is two closed curves. v is non-zero, so we have two periodic
orbits. Physically, this is rotations.
If E = 1 then E consists of the equilibrium point x = (, 0) and two orbits which
are asymptotic to the equilibrium in both positive and negative time. They are called
homoclinic orbits to the equilibrium.
An orbit which is asymptotic to one equilibrium in positive time and another equilibrium in negative time is called a heteroclinic orbit.
Finding all the equilibria is easy you just have to set v(x) = 0.
The equilibrium = 0 and each of the periodic orbits are stable.
Definition. An invariant set for a flow : R X 7 X is (Lyapunov) stable if
neighbourhoods U of , a neighbourhood V of such that x0 V t (x0 )
U t 0.
7

CHAPTER 2. BASIC EXAMPLES AND IDEAS

Notes. Its useful to spot conserved quantities (if any exist). Some types of system for
which there exist useful conserved quantities are frictionless mechanical systems (in
which the Hamiltonian is conserved) and chemical reactions numbers of atoms of
each kind of element must be constant.

2.2

The Damped Pendulum

This has ODE + k + sin = 0, where k > 0. As a linked system, we obtain

  

p

=
.
kp sin
p
Now, H = 12 p2 cos is no longer conserved, but H = kp2 . Thus H decreases
along solutions (except when p = 0). H decreases strictly along all solutions except
on two equilibria at = 0, .
Theorem. If H (t (x)) < H (s (x)) for t > s and x is not an equilibrium then t (x)
tends to an equilibrium as t .
Proof. Given x X, then P = {y : H(y) H(x)} is compact. Therefore
(t (x))t has a limit point (in P ). Define
(x) = {Limit points of (t (x))t } .
Now (x) 6= (by compactness)1 . Note that d(t (x), (x)) 0, otherwise
 > 0 and tj such that 2 d(tj (x), (x)) . Now Q = {y : 2
d(y, (x) } is compact, so tj (x) has a limit point in Q. This is a contradiction.
Now H must be constant on (x). Otherwise, suppose , (x) with H() <
H(). Let  = H() H() > 0. Now t1 such that t1 (x) is close enough to that
H(t1 (x)) is within /3 of H(). Now, t2 > t1 such that t2 (x) is close enough to
that H(t2 (x)) is within /3 of H(). Thus H(t2 (x)) H(t1 (x)) /3 > 0
and t2 > t1 . This is a contradiction. Now (x) is invariant, since if tj (x) y, then
tj + (x) z by the continuity of .
Since H is constant on (x), (x) consists only of equilibria. In fact, (x) has to
be only a single equilibrium, as H(, 0) = 1 and H(0, 0) = 1.
More generally, we have La Salles Invariance Principle.
Theorem (La Salles Invariance Principle). If H : X 7 R is continuous, decreasing
along all solutions of a flow except at equilbria, and x0 X has a bounded orbit then
t (x0 ) converges as t to a connected subset of the set of equilibria on which H
is constant.2
The proof is left as an exercise.
We now need to examine the way that the orbits approach the equilibria and which
orbits converge to which equilibrium. The first step is to perform linear stability analysis of the equilibria. Linearise the system about = 0 or , p = 0. We obtain
1 (x) is called the -limit set of x. Similarly, as t there is the -limit set. For the advanced
student why and ?
2 Such a function H is called a Lyapunov function.

2.2. THE DAMPED PENDULUM

  
 

0
1

c k
p
p

where c = cos = 1.

This matrix has eigenvalues k2 k 24c .

At = , c = 1, so we have real eigenvalues, one positive and one negative.
Thus we have a saddle point.
At = 0, c = 1 so if 0 < k < 2 we have complex conjugate eigenvalues with
negative real part. This is a focus. If k > 2 we have a pair of negative real eigenvalues.
This is a node.
We wish now to ask which features of the linearised system survive the nonlinear
remainder term. In particular, does a sink attract all nearby orbits and does a saddle
have precisely two invariant curves through it?

2.2.1

The effect of nonlinearity on stability of equilibria

Definition. A sink is an equilibrium all of whose eigenvalues lie in the open left half
plane <() < 0.
Definition. An invariant T
set is attracting if it has a neighbourhood U such that
t (U ) U for t > 0 and t>0 t (U ) = .
Lemma. If A is a linear operator on a finite-dimensional real vector space E, and all
eigenvalues i of A have < <(i ) < , then there is an inner product on E such
that
2
2
|x| hx, Axi |x| .
Proof. We choose a basis for E such that A has real JNF with blocks of the forms
[1 ]

2
2

2
2


..
.

..

..


3

4
4

4
4


0

0


..

..

Now  can be chosen arbitrarily small (by rescaling of basis vectors), so that 3
 [, ] for all non-trivial blocks. Let xi be the co-ordinates
with respect to this
P
basis and choose the standard inner product hx, yi = i xi yi . The blocks contribute
additively to hx, Axi and the contributions are respectively
1 x21
2

2 |x|

xi xi+1 [3 , 3 + ] |x|

xi xi+2 [4 , 4 + ] |x| ,

3 |x| + 
4 |x| + 

2
2

10

CHAPTER 2. BASIC EXAMPLES AND IDEAS

where |x| refers only to components in the appropriate block and the inclusion is obtained using Cauchy-Schwarz. Summing over the blocks we obtain the result
2

|x| hx, Axi |x| .

Theorem. Every sink of a C 1 vector field is attracting.

Proof. If all eigenvalues have <(i ) < 0 then b > 0 such that <(i ) < b. The
2
2
d
|x| = 2hx, xi

lemma gives us an inner product with hx, Axi b |x| . So dt
2
2
2b |x| + o(|x| ), as x = Ax + o(|x|) as |x| 0. Now given c (0, b), there
2
2
d
exists > 0 such that dt
|x| 2c |x| for |x| . Let U = {x : |x| }. If
2
x(0) U then |x(t)| is non-increasing so that x(t) remains in U . Furthermore, for
2
d
x T
U \ {0}, dt log |x| 2c, so that |x(t)| |x(0)| ect . Thus t (U ) U t 0
and t0 t (U ) = {0}.
We can clearly assume that the stationary point is at the origin. Note that by reversing time, if all eigenvalues have <() > 0 then 0 is repelling.
Theorem. If A has an eigenvalue with < > 0 then 0 is unstable.
Proof. If A has an eigenvalue with < > 0 then using JNF or otherwise decompose
E = E1 E2 into invariant subspaces E1 and E2 such that all eigenvalues of B1 =
A |E1 have < > 0 and all eigenvalues of B2 = A |E2 have < 0. Now, a > 0
such that all eigenvalues of B1 have < > a. By the lemma there is an inner product
2
on E1 such that hx, B1 xi a |x| for all x E1 . Similarly, b > 0, there is an inner
2
product on E2 such that hy, B2 yi b |y| for all y E2 . Choose b (0, a). Take the
direct sum inner product on E and write z E as (x, y), with x E1 and y E2 .
Then v(x, y) = (B1 x, B2 y) + o(|x|).


2
2
Let C = {(x, y) : |x| |y|} and V (z) = 12 |x| |y| . Then
d
V (z) = hx, xi
hy, yi

dt
= hx, B1 xi + o(|x| |z|) hy, B2 yi + o(|y| |z|)
2

a |x| b |y| + o(|z| ).

2
Given (0, a b), > 0 such that V |x| on C U where U = {z :
|z| }. So V increases along all orbits in C U \ {0}. They cannot cross C
because V decreases across C. They cannot stay in C U for all t > 0 else by La
Salles Invariance Principle they converge to a set of equilibria with strictly larger V
than initially - but there are no equilibria except 0 in C U because V increases in
C U \ {0}, V (0) = 0 and V (z(0)) > 0.
Thus there exist points z arbitrarily close to 0 such that t (z) leaves U for some
t > 0. This contradicts stability of 0, hence 0 is unstable.

2.2.2

Equivalence of attracting and asymptotically stable

Suppose : R X 7 X is a continuous flow on a locally compact metric space X.

Definition. T
X is attracting for if compact K X such that t (K)
int K t > 0 and t0 t (K) = .

11

2.2. THE DAMPED PENDULUM

Definition. X is (Lyapunov) stable if neighbourhoods U of , a neighbourhood V of such that t (V ) U t 0.

Definition. X is asymptotically stable for if it is stable and a neighbourhood
W of such that x W , d(t (x), ) 0 as t +.
Theorem. X is attracting iff compact, invariant and asymptotically stable.
Proof of . t is continuous, K isTcompact, so tT
(K) is compact, therefore =
T

(K)
is
compact.
Now

(K)

t
s
t
t0
t0
t0 t (K) for s 0 so is
T
forward invariant. For s 0, s () = s ts t (K) = , so is backward
invariant too.
Now, let D(t) = supxK d(t (x), ). Then t (K) nested, so that D is nonincreasing. If D 9 0 as t then  > 0 such that t > 0, xt t (K) such that
= {x K : d(x, ) }, which is compact, so
d(xt , ) . The xt all lie in K

they have T
a limit point x
K. Now for all s, xt s (K) when t s, so x
s (K)
and x
s0 s (K). But d(
x, ) , giving a contradiction. So D(t) 0 as
t . In particular, d(t (x), ) 0 as t for all x K. Also, for all
neighbourhoods U of , T such that t (K) U for all t T or alternatively
such that D(T ) < inf xU
/ d(x, ), which is positive by the compactness of . Let
V = T (K). It is a neighbourhood of because t > 0 t (V ) int V . Thus
is stable.
Proof of . Let  = {x X : d(x, ) } and W be a neighbourhood of . Then
compact gives 0 > 0 such that  W  0 . Given  0 , there exists a
neighbourhood V of such that t (V ) 2 for all t 0 ( stable).
Also d(t (x, )) 0 x  , so x0  t0 and an open neighbourhood N of
x0 such that t0 (x) int V x N (as t0 is continuous). So t (x) 2 t t0 .
The neighbourhoods N form an open cover of the compact  , so finitely many suffice.
Let T () = maxi ti . Then t ( ) 2 for all t T (). So by iteration Tn () such
that t ( ) 2n for all t Tn ().
Then we define D : W 7 R+ by D(x) = supt0 d(t (x), ). If D(x) > 0 then
t1 (x) > 0 such that d(t (x), ) 21 D(x) for all t t1 (x). Then for all y near
enough to x the supremum of d(t (y), ) is attained in [0, t1 (x)] and D is continuous
at x.
If D(x) = 0 then x (by compactness) and  > 0 there exists a neighbourhood
V of such that y V d(t (y), )  t > 0 ( stable). So D(y) <  for y V
and D is continuous at x.
D is non-increasing along orbits and goes to zero along each orbit. Let w =
= {x W : D(x) w }
inf xW
d(x, ) > 0 by compactness of . Let K
/
2
T
K
t > 0 and

w
is compact, t (K)
t0 t (K) = , because K 2 and
T
so
t (w2) 2wn for t some Tn , so d(x, ) = 0 for all x t0 t (K)
for all t 0 because
x as is compact, and conversely each x lies in t (K)
is negatively invariant. To achieve t (K) int K t > 0 we modify D to
Z

D (x) =
es D(s (x)) ds.
0

Then D is decreasing along orbits except on . So defining K = {x W : D (x)

w
2 } we obtain attracting.

12

CHAPTER 2. BASIC EXAMPLES AND IDEAS

1. An equivalent definition of attracting is:T a compact neighbourhood K of
such that t (K) K for all t 0 and t0 t (K) = . One way to prove
the equivalence is to show that this second definition is equivalent to compact,
invariant and asymptotically stable. The proof of stability works as before and
the proof of gives a neighbourhood K.
2. Similarly, it is equivalent to
Trequire either compact K X and T > 0 such
that T (K) int K and t0 t (K)T= or compact neighbourhood K
and T > 0 such that T (K) K and t0 t (K) = .

2.3

Damped Pendulum with torque

This has the ODE + k + sin = F , with k, F > 0. The equivalent linked system is
= p
p = kp sin + F.
Alternative motivations for this differential equation come from AC electricity generation and the Josephson junction with steady current.
Again, we investigate how H = 12 p2 cos changes with time. H = kp2 + F p,
which is < 0 for p outside [0, F/k] but > 0 for p in (0, F/k). H is still useful. Let
E = maxp[0,F/k] H(, p) and choose any E 0 > E.
Proposition. For all x0 , t (x0 ) eventually enters H < E 0 and stays there forever
after. So H acts as a bounding function.
Proof. If H(x) > E then H < 0. Let M = inf t0 H(t (x)). If M > E 0 then
the flows must converge to a set of equilibria in {H = M } but there are none,
as equilibria must have H = 0. So all orbits eventually enter {H < E 0 }. Once in
{H < E 0 } they cannot escape: suppose is the time of first escape from {H < E 0 }
for the orbit of x. Then H( (x)) = E 0 . Thus H < 0 and it is not an escape but an
entry giving a contradiction.
We are left with analysing the dynamics in {H < E 0 }. We seek the equilibria,
which require p = 0 and sin = F . There are two equilibria if F < 1, one in F = 1
and none if F > 1. Performing linear stability analysis gives that one equilibrium is

2
2
a saddle and the other is a focus if k4 < 1 F 2 and a node if k4 > 1 F 2 .
The process of annihilation of saddle and node at F = 1 is called a saddle-node
bifurcation.
A number of questions spring to mind:
1. Where do the stable and unstable manifolds of the saddle go? The unstable
manifold (separatrix) is particularly important as it separates orbits which go
two opposite ways at the saddle. A reasonable guess is that the left branch of the
stable manifold goes into the sink, but what about the rest?
2. Where do the orbits go when F > 1, when there are no equilibria to converge
to?
We will tackle the second question first. We have an annulus A = {H < E 0 }
which no orbits can escape and which contains no equilibria. Imagine flattening the
annulus and regarding it as a subset of R2 .

2.3. DAMPED PENDULUM WITH TORQUE

2.3.1

13

The Poincare - Bendixson Theorem

Theorem (Poincare - Bendixson Theorem). If the forward orbit of x (o+ (x)) under
a C 1 vector field on an open subset U of the plane lies in a compact subset of U for all
t 0 then (x) is either a periodic orbit or contains an equilibrium.
Proof. Given x with o+ (x) bounded then (x) 6= (by compactness). Suppose (x)
contains no equilibria and take y (x). (x) is compact and invariant, so (y)
(x) and is non-empty. Take z (y). Then z is not an equilibrium, so there exists a
C 1 arc transverse to v through z. Then o+ (y) comes arbitrarily close to z as t goes
to , so in particular it crosses arbitrarily close to z.
If o+ (y) is not periodic then successive intersections with are distinct (by uniqueness in backwards time). But if the first two intersections are y1 6= y2 then o+ (x) is
eventually bounded away from y (by the Jordan Curve Theorem). So o+ (y) is periodic,
intersecting at one point only.
Now (x) is invariant so o+ (y) (x). Take a transverse section 0 at y. If
+
o (x) intersects 0 at y then o+ (x) is periodic and (x) = o+ (y). Else the successive
intersections xn on 0 converge monotonically to y. The return times n converge to
the period T of o+ (y), so are bounded, n < T 0 . Thus given  > 0, d(t (xn ), t (y)) <
 for all t [0, T 0 ] and xn close enough to y. But o+ (xn ) is trapped between the
piece from xn to xn+1 and o+ (y), so d(t (xn ), o+ (y)) <  for all t 0. Thus
(x) = o+ (y).
Definition. A periodic orbit such that x
/ with (x) = is called a limit cycle.
We apply Poincare-Bendixson to the damped forced pendulum for F > 1 to obtain
that for all x S1 R, (x) is a periodic orbit.
Now that we have the existance of a periodic orbit, we have further questions:
1. Is it unique?
2. What is the homotopy class of the periodic orbit(s)?
3. Is it (Are they) stable?
4. What if equilibria are present?
5. What are the possibilities when (x) contains an equilibrium?
In general uniqueness may not hold the ideal pendulum has uncountably many
periodic orbits. Even when true it is hard to prove, but for the damped forced pendulum
it is possible. The same technique will answer questions 2 and 3. The simplest case is
problem 2.
Consider an infinitesimal parallelipiped spanned by the columns of B moving with
the flow. The volume of the parallelipiped, V = det B.
Theorem. Under a vector field x = v(x),
dV
= (div v)V.
dt

14

CHAPTER 2. BASIC EXAMPLES AND IDEAS

Proof.
det B(t + h) = det(B(t) + hDvB(t) + o(h))
= det B (det(I + hDv + o(h))
= det B (1 + h div v + o(h))
as required.

Theorem. div v < 0 implies no invariant sets of positive volume.

Proof. Invariance implies that V (t) is constant, but div v < 0 implies that V decreases.

Proposition. There does not exist a contractible periodic orbit for the damped forced
pendulum.
Proof. Such an orbit bounds an invariant disk of area A > 0. But div v = k < 0,
giving a contradiction.
We must also have at most one non-contractible periodic orbit, for the area between
two non-contractible periodic orbits is an invariant annulus.
We now have the negative divergence test (or Dulac criterion) for non-existance of
periodic orbits for 2D vector fields. It is clear that div v > 0 is just as good, and so is
div(gv) 0 for g > 0, as
Z
M=
g dV
is a mass on .

Theorem. div v < 0 in 2D also implies that periodic orbits are attracting.
Proof. Given a periodic orbit such that div v < 0 in a neighbourhood of choose a
transverse arc to . Then, by continuity of , the forward orbits of points of near
(0) come
back to close to (0). In fact, by div v < 0 they come back closer by a
RT
div
v((t)) dt
factor e 0
, where T is the period of . We prove this as follows.
Take a volume A formed by letting an arc I from (0) on flow for a time  > 0.
After a time T we obtain a skewed parallelogram from A. The area A satisfies
RT
A(T )
e 0 div v((t)) dt ,
A(0)

so the height must decrease as the base stays the same length so
RT
|I 0 |
e 0 div v((t)) dt < 1.
|I|

Now choose an interval J small enough so the above applies. Let U be the
region swept out by t (J). Then t (U ) U for all t 0. After a time T + ,
t (U ) U 0 , which is the analog of U , but
started from T
J 0 , the first return of J to
R
0
div v dt
. U is thinner than U by a factor of e
. Thus t0 t (U ) = and is
attracting.

2.3. DAMPED PENDULUM WITH TORQUE

15

We will come across other ways of testing for homotopy class, uniqueness and
stability, but the negative divergence test is easiest if it works.
For the damped forced pendulum with F > 1, for all x S1 R, (x) is a
periodic orbit and is the same for all x S1 R. We can get more information about
it by considering nullclines, curves on which = 0 or p = 0.
Which direction does the periodic orbit rotate? = 0 iff p = 0 and p = 0 iff

. We obtain this picture.

p = F sin
k

16

CHAPTER 2. BASIC EXAMPLES AND IDEAS

{p > 0} because p(0) < 0 implies that p increases until positive and can never
go negative again. Thus
> 0 on . By periodicity spends some time in H < 0 and
R
some in H > 0, as H dt = 0. It spends some time in p > 0 and some in p < 0.
What about 0 < F < 1? It is important to decide where the stable and unstable
manifolds of the saddle go.

+
WD
must exit the annulus {H < E 0 } downwards and WL goes at least to the
p = 0 nullcline. There are three possible cases for the phase portrait, determined by
WU+

1. WU+ hits p = 0.
2. WU+ escapes annulus.
3. WU+ remains in annulus and converges to saddle after one revolution.

2.3. DAMPED PENDULUM WITH TORQUE

17

The first case happens with small k, because k = 0 conserves H = 12 p2 cos

F . This is the phase portrait.

WU+ hits p = 0 and hence does so for all nearby k. The second case occurs for k
large. If we rescale time by putting s = kt, then
p
d
=
ds
k
F sin
dp
= p +
.
ds
k
dp
But k is large, so we get d
ds = 0 and ds = p.
Both the first two cases are open, meaning that {(k, F ) (0, ) (0, 1) :
case 1 (case 2)} is open. But (0, ) (0, 1) is connected, so case 3 occurs in between. In case 3 we get homoclinic orbits those whose and limit sets consist of equilibria but are not themselves equilibria. For all x above the homoclinic,
(x) = homoclinic saddle.
When F = 1 we have a saddle-node instead of the saddle and sink. It has JNF


0 0
0 k

and the linearised system has a line of equilibria. The generic phase portrait near a
saddle-node equilibrium is

one sided stable manifold W (1D)

18

CHAPTER 2. BASIC EXAMPLES AND IDEAS

half plane stable manifold W + (2D)
two sided strong stable manifold W ++ (1D)

Definition. A strong stable manifold is a set



x : d(t (x), 0) d(x, 0)et
for > 0 small enough.
(We have the time reversed picture if the non-zero eigenvalue is positive.)
For the damped pendulum with torque F = 1 we obtain 3 cases according to the
behaviour of WU++ . See the next page for the pictures.
For F = 1 and k large we have a homoclinic to the saddle-node.

Crossing either of the curves where there is a homoclinc to the saddle-node or

saddle generates (or destroys) a periodic orbit in a homoclinic bifurcation.
Theorem (Extension of Poincare-Bendixson). If v is a planar C 1 vector field and
o+ (x) is bounded then (x) is non-empty, compact, connected and either a periodic
orbit or the union of a non-empty compact set of equilibria E and a possibly empty set
of trajectories whose and limit sets lie in E.
Proof. It is enough to consider the case where (x) contains both an equilibrium and
a non-equilibrium. Call the non-equilibrium (0) and its trajectory . Then ()
consists of equilibria, else is q () is not an equilibrium we can take a transverse
arc through q and = {q} by the same argument as before and is a periodic
orbit. But then (x) = by the same argument as before. Similiarly (x) consists of
equilibria.

2.3. DAMPED PENDULUM WITH TORQUE

The damped forced pendulum

19

20

2.4

CHAPTER 2. BASIC EXAMPLES AND IDEAS

The van der Pol equation

This is
x
+ (x2 )x + x = 0,

> 0.

Damping is positive for |x| > and negative for |x| < . A generalisation is
the system x
+ f (x)x + g(x) = 0.
We could write it as a Rsystem using y = x,
but it is more usual to introduce y =
x
x + F (x), where F (x) = 0 f (x) dx. Then
x = y F (x)
y = g(x).

This reflects the original motivation: an electronic oscillator. We find the equilibria
at g(x) = 0 and y = F (x).
For the van der Pol equation there is one equilbrium at the origin, a repelling focus
for 0 < < 2 or repelling node for > 2.

Every non-zero orbit moves from quadrant to quadrant clockwise. We try to find a
bounding function (H such that H is decreasing
R x when large and H is bounded below).
We try H = 21 y 2 + G(x), where G(x) = 0 g(x) dx. Now H = g(x)F (x), so H
does not provide a bounding function, though it does tell us that the origin is repelling.
It will be useful to consider the change H is H per half revolution.
We will assume that g(0) = 0, g 0 (x) > 0, f (0) < 0, f 0 (x) C > 0 so that F (x)
has precisely three zeroes at a < 0 < b.

21

2.4. THE VAN DER POL EQUATION

Let Y1 be the first intersection of the backwards orbit of (b, 0) with the y axis. For
Y Y1 the forward orbit of (0, Y ) must enter x b and hit the negative y axis at y 0 .
Z
HY Y 0 =

H dt

Z
=

g(x)F (x) dt.

We will break the path into three pieces.

g(x)F (x)
dx
y F (x)

g(x)
dx
y
1 F (x)

HY B =
0

Z
=
0

> 0 but decreases at Y increases. The same holds for HB 0 Y 0 .

Z
H

BB 0

g(x)F (x) dt
Z B
=
F (x) dy

B0

< 0 and decreases to as Y increases.

Hence HY Y 0 decreases to as Y increases and starts positive at y = Y1 . It
thus has a unique zero Y0 in between. If we assume further that g and F are both
odd then the phase portrait is symmetric with respect to reflection in y = x and so
the unique zero corresponds to a unique periodic orbit. It attracts the orbit of all nonzero points because they must cross the y axis and then H is driven monotonically to
H0 = H(0, Y0 ) at successive intersections.
If we do not assume odd symmetry then we need to consider the full revolution
to the positive y axis. If we let Y2 be the first intersection with the positive y axis
of the backward orbit from (a, 0) then for Y > max Y1 , Y2 we can divide the orbit
into five pieces and deduce that Hone revolution decreases as Y increases. Also, for
0 < Y min Y1 , Y2 , H > 0. Thus there must be a zero of H > 0, but we can no
longer be sure that it is unique. In general the question of the number of periodic orbits
is hard.

2.4.1

Topics arising from the van der Pol equation

Hopf bifurcation
As decreases through zero our periodic orbit shrinks to 0 at = 0 and is annihilated.
Similarly the source at 0 turns into a sink which attracts all orbits.

22

CHAPTER 2. BASIC EXAMPLES AND IDEAS

This is called Hopf bifurcation (Andronov, Poincare). It is very common, for instance feedback in a PA system as gain is increased, singing wires in the wind as speed
passes a critical value.
Nearly conservative systems
For small it isonly interesting to consider x small since energy decreases for large
amplitude (x ). Then the equation is close to the harmonic oscillator x
+ x = 0.
We can use this toHdetermine the approximate size and shape of the periodic orbit. We
compute H = g(x)F (x) dt around a periodic orbit of the harmonic oscillator
with radius r.
r3
cos3 t r cos t
H = r cos t
3


r2
2
= r
.
4
I


dt

To first order in we expect the periodic orbit of the van der Pol oscillator tobe
close to the periodic orbit of the harmonic oscillator for which H = 0, thus r 2
and T 2.
Relaxation Oscillators
For large, what is the periodic orbit? We rescale x by


x3
x = y
+x
3
x
y = .

and y by 2 to obtain

If is large then x is large unless y x3 x. Then y =

motion along the curve until the turning points.

gives the direction of

We can get the approximate period by integrating dt over the slow phases:
Z

2
3

T 2
23

dy
.
y

23

2.4. THE VAN DER POL EQUATION

We use y

x3
3

x and dy = (x2 1)dx. Thus T

(3 2 log 2) for large .

Poincare Index
Continuity of the vector field imposes strong restrictions of the possible arrangements
of equilibria and limit cycles.
Given a vector fields v on R2 and any simple closed curve on which v 6= 0 define
the index of to be the number of times v rotates around 0 for one revolution around
(taken anticlockwise).
For instance, a small curve around an attracting focus has index +1 and a small
curve around a saddle has index 1.

Index is preserved under continuous deformations of in the clan of curves

such that v 6= 0 on them. We can therefore defined the index of an isolated
equilibrium to be the index of all small enough curves aroung it. Attracting and
repelling foci/nodes, improper nodes, stars and centres have index +1, whereas
saddles have index 1. The index of a small curve surrounding no equilibria is
0.
The index of a sum of closed curves is the sum of the indices.
Hence the index of is the sum of the indices of the equilibria inside .
Index of a periodic orbit is +1.
So every periodic orbit must surround at least one equilibrium and the sum of the
indices of the equilibria surrounded must be +1.
Floquet multipliers of a periodic orbit
Take a transverse section to and let f : 7 be the first return map. Then (0)
is a fixed point of f .
Definition. = f 0 ((0)) is the (Floquet) multiplier of .
does not depend on the choice of and > 0 for orientable surfaces. If || < 1
the periodic orbit is attracting and if || > 1 the periodic orbit is repelling. We say that
is hyperbolic is || =
6 1.
In higher dimensions, the multipliers are the eigenvalues of Df(0) .

24

CHAPTER 2. BASIC EXAMPLES AND IDEAS

Chapter 3

Bifurcations of 2D flows
We have seen that the dynamics of planar vector fields is fairly simple the -limit
sets are of limited types. There can be interesting changes in qualitative behaviour as
parameters are varied (bifurcations).

3.1

Structural stability

The first step is a non-bifurcation result.

Theorem (Andronov-Pontryagin). Suppose a C 1 vector field v points inwards on
the disk D2 R2 , flow all its equilibria and periodic orbits are hyperbolic and
there are no saddle connections, then the flows for all C 1 -close vector fields v are
topologically equivalent, that is
(t,x) (h(x)) = h(t (x))
for some near-identity homeomorphism h : D2 7 D2 and continuous : R+ D2 7
R+ which is an orientation-preserving homeomorphism of R+ for each x D2 and
(t, s (x)) = (t + s, x).
Vector fields v such that all C 1 -close v have topologically equivalent flows are
called structurally stable.
Note. The C 1 -norm is kvk1 = supxD2 max (|v(x)| , kDv(x)k).
Well prove a small part of this and then investigate what happens when any of the
hypotheses are not satisfied.
Definition. An equilibrium x of a C 1 vector field v is non-degenerate if 0 is not an
eigenvalue of Dvx .
Theorem (Persistence of non-degenerate equilibria). If x0 is a non-degenerate equilibrium of C 1 vector field v0 and U is a neighbourhood of x0 then there exists a subneighbourhood V and  > 0 such that kv v0 k1 <  on V implies that v has a unique
equilibrium x
V , and it is non-degenerate and depends C 1 on v.
This is an application of the Implicit Function Theorem, an important result in
analysis which we will use frequently. Here is a general statement.
25

26

CHAPTER 3. BIFURCATIONS OF 2D FLOWS

Theorem (Implicit Function Theorem). Let X, Y and Z be open subsets of complete

normed vector spaces and F : X Y 7 Z be C 1 . Suppose F (x0 , y0 ) = z0 and
F
x : X 7 Z is invertible there. Then for all small enough neighbourhoods V of x0
there exists a neighbourhood W of y0 such that y W implies that !
x(y) V
with F (
x(y), y) = z0 . Furthermore, F
is
invertible
at
(
x
(y),
y)
and
the
mapping
 F 1xF
d
x
1
x
: W 7 V is C , with dy = x
y .
We will not prove this here, but we will apply it to three cases.
Persistence of Equilibria
Given a C 1 vector field v on Rn , let F (x, v) = v(x), F : Rn C 1 vector fields 7
Rn . If we have a vector field v0 and equilibrium x0 , F (x0 , v0 ) = 0. If F
x is invertible
at (x0 , v0 ) then there is a locally unique equilibrium x
(v) for each v near v0 . We
v
conclude by saying that F
x = x is invertible if no eigenvalue is 0.
Return map to a C 1 transverse section for a C 1 vector field is C 1
Suppose is a given C 1 transverse section to v. Suppose it is given by choosing 1
co-ordinate xn for which vn is non-zero on and let x0 stand for the remaining coordinates. Then has form xn = (x0 ) for some C 1 . We can also write as
{x : (x) = 0} for C 1 .
Now v induces a C 1 flow : R Rn 7 Rn , t x 7 t (x). Suppose x
and
x) for some t > 0. Then we would like to deduce that C 1 t(x), 7 R such
t(
that f (x) = t(x) (x) , so the return map f is C 1 . We apply the IFT to
F : (x0 , t) 7 (t (x0 , (x0 ))).
0
0
Now F (
x0 , t) = 0 and F
t = d v(t (x , (x )) 6= 0, so it is invertible. Hence there
0
0
exists a locally unique t(x ) such that F (x , t(x0 )) = 0. The return time t is C 1 .

Persistence of non-degenerate periodic orbits

Definition. A periodic orbit is non-degenerate if it has no Floquet multiplier +1.
A periodic orbit of v corresponds to a fixed point of the return map f to some
transverse section . Non-degenerate means that (I Dfx ) is invertible. It can be
proved that f depends C 1 on v. The equation to solve for a fixed point of f if f (x, v) =
x. We apply the IFT to F (x, v) = f (x, v) x, F : C 1 vector fields 7 . Now
F
x is invertible, so we can apply the IFT to get the required result.

3.2

Saddle-node equilibria

Definition. A saddle-node is an equilibrium with an eigenvalue 0, but this does not

suffice to determine the local phase portrait. In addition we require :1. 0 is a simple eigenvalue (multiplicity 1),
2. there is no other spectrum on the imaginary axis,
3. a non-degeneracy assumption on the quadratic part of the Taylor expansion (to
be revealed later).

3.2. SADDLE-NODE EQUILIBRIA

27

The linearised picture has a line of equilibria, which is not typical in nonlinear systems. We will find that all sufficiently smooth nonlinear systems possess an invariant
curve tangent to the 0-eigenvector such that the motion relative looks the same (topological equivalence) as for the linear system, but the dynamics on the invariant curve is
in general non-trivial. This invariant curve is called a centre manifold W c .

Theorem (Centre manifold theorem). Given an equilibrium with some spectrum on

the imaginary axis, let E c be the span of eigenvectors corresponding to eigenvalues on
the imaginary axis and let E h be the span of eigenvectors corresponding to eigenvalues
off the imaginary axis. Choose the corresponding co-ordinate system (c, h) and write
the vector field as c = C(c, h), h = H(c, h). Then there is a locally invariant submanifold of the form h = W (c) = o(|c|) and the dynamics is topologically equivalent
to
(
c = C(c, W (c))
.
h = H
h |0 .h
We will not prove this theorem, but knowing the result we can compute W c to any
desired accuracy by searching for it as a Taylor series and comparing coefficients. The
goal is to determine the dynamics c = C(c, W (c)) on W c to sufficiently high order to
determine its topological type.
Example.
(
x = x2 + xy + y 2 = X(x, y)
y = y + x2 + xy = Y (x, y)
Solution. This is already in a good co-ordinate system, c = x and h = y. We look for
y = W (x) = a2 x2 + a3 x3 + a4 x4 + . . . . Invariance means that the two expressions
for y on y = W (x) must be equal.
1. y = Y (x, W (x)) = (a2 x2 + a3 x3 + a4 x4 + . . . ) + x2 + x(a2 x2 + a3 x3 + . . . )
2
2
2
2
2. y = W
x X(x, W (x)) = (2a2 x + 3a3 x + . . . )(x + x(a2 x + . . . ) + (a2 x +
2
. . . ) ).

Comparing coefficients yields y = x2 x3 + o(x4 ) and the dynamics on W c is

x = X(x, W (x)) = x2 + x3 2x5 + o(x5 ). The first term suffices to determine local
topological type and the full local phase portrait is as above.
Example (Damped pendulum with F = 1).
(
= p
p = kp sin + 1
has an equilibrium at ( 2 , 0) with eigenvalue 0.

28

CHAPTER 3. BIFURCATIONS OF 2D FLOWS

Solution. It is not necessary to transform to co-ordinates in which E c and E h are axes.

We just need to shift the origin to ( 2 , 0) by using = 2 and look for an invariant
manifold tangent to E c . We set p = a2 2 + a3 3 + . . . and compare coefficients.
1 2
After some fiddling we get the center manifold p = 2k
2k13 3 + O(4 ) with
1 2
2k13 3 + O(4 ). Again the local picture is determined by the first
motion = 2k
term.
We can now give the non-degeneracy condition referred to earlier: the quadratic
part of the vector field on the centre manifold is non-zero.
Notes.
1. Centre manifolds are in general not unique, for instance x = x2 , y =
y: we can take any trajectory on the left the positive x axis.
2. But they all have the same Taylor expansion.
3. There is not necessarily any analytic centre manifold, and the Taylor expansion
need not converge, or if it does the limit need not be a centre manifold.
Now we want to find out what happens to a saddle-node if we change some parameters of the vector field. We consider the damped forced pendulum with F = 1+. We
add the equation = 0 and compute the 2D centre manifold p = W (, ) of the extended system, which should be tangent to the span of the eigenvectors and generalised
eigenvectors for eigenvalue 0, that is

1
0
0

and

0
1.
k
1

We write p = k + a11 2 + a12 + a22 2 + . . . and fiddle a bit to get p =

1 2
+ 2k
k13 + k15 2 + . . . , and the dynamics on the centre manifold is
(
= k +
= 0

1 2
2k

+ o(2 + ||)

This is easy to analyse, we have a curve of equilibria = 12 2 + o(2 ) and so

have an attracting and repelling equilibrium for each < 0 and no equilibria for > 0.

We put in contracting dynamics in the p direction to obtain the following transition.

3.3. OTHER CASES OF DEGENERATE EQUILIBRIA

29

This is called a saddle-node bifurcation. We obtain an equivalent picture whenever

we have a saddle-node equilibrium for = 0 such that the coefficient a 6= 0 in the CM
flow
(
= a + b2 + o(2 + ||)
.
= 0

3.3

Other cases of degenerate equilibria

If either a or b is zero we need to compute the flow on the centre manifold to higher
order.
The transcritical bifurcation
Here, a = 0 and b 6= 0 and x = bx2 +cx+d2 +O(3)
with c2 > 4bd. Then we obtain two curves of equilibria, both transverse to = const and the dynamics
looks like this.
Proof. If we ignore O(3) the equation for equilibria gives a line pair through (x, ) =
(0, 0). Write it as P Q = 0 by factorising the quadratic. Then to prove that there
is a curve of equilibria near P = 0, for F (P, Q) = P Q + O(3) write G(R, Q) =
F (RQ, Q) = RQ2 + Q3 O(1) and then let H(P, Q) = QG2 = R + QO(1). Then H
R is
invertible and H(0, 0) = 0, so by the IFT there is a locally unique solution R = R(Q),
ie P = QR(Q).
The transcritical bifurcation is common where 0 is always an equilibrium.
The pitchfork bifurcation
In this case a = b = 0,
x = cx + d2 + ex3 + o(x3 + 2 ),
with c, e 6= 0. There exist two curves of equilibria,
x dc and ec x2 . This is clear if there is
no remainder, and if the remainder is present the IFT
can be applied to scaled problems for x = () and
= x2 (x).
The picture depends on the sign of c and e. It is supercritical if ce < 0
one attracting equilibrium gives two attracting and one repelling as c increases. It is
subcritical if ce > 0, in this case one repelling equilibrium gives two repelling and
one attracting as c increases.
The pitchfork is common in systems with odd symmetry, x(x,

) = x(x,

).
Then a = b = d = 0.

3.3.1

Imperfections

If a one-parameter family of vector fields v has a saddle-node bifurcation and then

we make a small change to the family, represented by an additional parameter , then
we can make a 3D centre manifold (x, , ). (By the IFT) The curve ab x2 of
equilibria for  = 0 persists to a curve ab x2 + g(x, ) for some g, but all this

30

CHAPTER 3. BIFURCATIONS OF 2D FLOWS

does for small  is to move the saddle-node bifurcation by O() in (x, ), giving a
topologically equivalent bifurcation.

On a transcritical bifurcation
x = bx2 + cx + d2 + O(3) + f (x, , )

on the centre manifold.

We find generically one of two cases for  > 0 (depending on f ).

Lastly we consider the effect of imperfection on a pitchfork. x = cx + d2 +

ex3 +o(x3 +2 )+f (x, , ) on the centre manifold. Generically the pitchfork breaks
as shown (or the other way!).

3.4

Hopf Bifurcation

Another way the hypotheses of Andronov-Pontryagin is if there is an equilibrium with

a pair of eigenvalues on the imaginary axis. Suppose they are simple and there is no
other spectrum on the imaginary axis.
Suppose we have a one-parameter family of vector fields going through this case at
= 0. Then the equilibrium persists and moves smoothly with , so we could shift the
origin as a function of to keep the equilibrium at 0. Furthermore, simple eigenvalues
of a matrix A move smoothly with . Thus we have eigenvalues () () with
(0) = 0 and (0) 6= 0. Take a centre manifold and use polar co-ordinates (r, , ).
(r) : R+ 7 R
Theorem. Suppose 0 () 6= 0. Then, for r small, a smooth function
such that for =
(r) the orbit of (r, = 0) is periodic and
(0) = 0,
0 (0) = 0.
Proof. WLOG use co-ordinates so that the linear part is
  
 
x
() () x
=
y
() ()
y
and WLOG 0 () > 0, () > 0. Then, switching to polars, r = ()r + O(r2 )
dr
2
and = () + O(r). So d
= ()
() r + O(r ). Then the return map from = 0 to

31

3.4. HOPF BIFURCATION

= 2 is well defined: r0 = (r, ). Now a periodic orbit through r > 0, = 0 iff

(r, ) = r. It is most convenient to write this as
F (, r) = log (, r) log r = 0.
Since

d
d

log r =

+ O(r), F (, r) =

2()
() + O(r), so we can extend F to
20 (0)
6= 0, so we can apply the IFT
(0)

r = 0. Now F (0, 0) = 0 and F

(0, 0) =
to deduce a locally unique curve of solutions =
(r), provided we show that F is
C 1 . Now F is C 1 for r > 0 by the basic theorem of ODEs extended to time- and
parameter-dependent vector fields. But what about at r = 0?
To tackle this we will perform some further co-ordinate changes to simplify the
differential equations. It is easiest to do this in the complex co-ordinate z = re =
x + y. The linear part is already in the form z = z where = + . Suppose we
have a Taylor expansion
3

z = z + a11 z 2 + a12 z z + a22 z2 + O(|z| )

a11 , a12 , a22 C.

We seek to eliminate the quadratic terms by change of variable

z = w + b11 w2 + b12 ww
+ b22 w
2

b11 , b12 , b22 C.

3

The inverse function theorem gives w = z b11 z b12 z z b22 z2 + O0 (|z| ) Then
(after substituting and fiddling), we find that if we choose
a11
b11 =

a12
b12 =

a22
b22 =
3
2

we eliminate all quadratic terms to obtain w = w + O(|w| ). Now use polar cod
2
ordinates w = re to obtain d
log r =
+ O(r ). Then F = log (, r) log r =
F
2
1
2 ()
() + O(r ) is C at r = 0 also with r = 0. So the IFT gives a locally unique
solution =
(r) for r small and
(0) = 0,
0 (0) = 0.

Remarks
In fact 0 () > 0 WLOG, and then for (, r) small, F (, r) < 0 for <
(r)
so intersections with = 0 move towards 0 and for >
(r), F (, r) > 0 and
intersections with = 0 move away from 0.
If we carry out the elimination to higher order we can determine the topological
type of the flows for (, r) small.
4
Suppose w = w + a111 w3 + a112 w2 w
+ a122 ww
2 + a222 w
3 + O(|w| ). We try to
3
2
eliminate all cubic terms by change of variable w = v + b111 v + b112 v v + b122 v
v2 +
3
b222 v . We find that we cannot eliminate all the cubic terms, the best we can do is if
we choose
a111
b111 =
2
b112 = 0
a122
b122 =
2
a222
b222 =
3

32

CHAPTER 3. BIFURCATIONS OF 2D FLOWS

4

and we reduce the equation to v = v + av 2 v + O(|v| ), where a = a112 . This is

called a normal form. In polars,
(
r = r + <(a) r3 + O(r4 )
,
= + =(a) r2 + O(r3 )
so we expect a periodic orbit of radius r
Now

d
d

log r =
F =

+<(a) r 2
+=(a) r 2

2
[log r]

q
()
<(a)
.

+ O(r3 ) and





2
=(a) 2
2
=
r + O(r3 ).
+ <(a) r
1

2
0
Thus the solution curve has <(a)
0 () r . WLOG () > 0. If <(a) < 0 we get
a supercritical bifurcation and if <(a) > 0 we get a subcritical bifurcation.

3.5

Homoclinic Bifurcation

A third way in which Andronov-Pontryagin can fail is if there is a saddle connection.

Lets consider the simplest interesting case: a 2D vector field with a saddle and a
homoclinic orbit to it. Suppose this occurs at = 0 in a smooth one-parameter family
of vector fields v .
The saddle is hyperbolic (and therefore persistent), so we can take it at 0 for all
. It can also be proved that the local stable and unstable manifolds W = {x :
d(t (x), 0)  t 0} respectively, for  small, vary smoothly with , so for any
t > 0 so do t and W . In particular, if we choose a transverse section to the
homoclinic orbit at = 0 then the first intersections of t (W ) with vary smoothly
with .
Choose a co-ordinate s along with s+ = 0 WLOG

for all , oriented as shown. Assume ds

d 6= 0 (WLOG
> 0) and analyse the first return map from s > 0 to s0
on .
Clearly lims0 s0 (s) = s and s0 (s) is increasing, but
0
results will depend crucially on the slope ds
ds . This is
decided by the eigenvalues of the saddle as follows.
We can choose co-ordinates (depending smoothly on ) so that the linearisation at
0 is
(
x = ()x
, where < 0 and > 0 are the eigenvalues.
y = ()y

33

3.5. HOMOCLINIC BIFURCATION

Furthermore we make W go exactly along the axes
(
x = xf (x, y, )
y = yg(x, y, )

near 0

f (0, 0, ) =
g(0, 0, ) = .

Then we compute the transit map from x = to y = , , small.

Z
Z
f (x, y)
x
x
dt =
dy =
d(log y)
x
xy
g(x, y)

log y.

log x =

The slope is given by

x1

y0

 1

. This cannot be deduced by differentiaR

tion. Instead use volume changes by a factor e

x1 y
y0 x

=e

div v dt

div v dt

. Thus

e(ba)T ,

where the transit time

Z
T =

Z
dt =

dy
=
y

dy
1
1

log y = log .
yg

y0

  1
y0
1

. Caution: the is not strong

So x
y0

enough to deduce behaviour for = . To obtain the

return map to we must compose 3 maps. The first
and third are diffeomorphisms, as they are achieved in
bounded time, so they do not change the power law of
the second map. Hence we obtain:

For > an attracting periodic orbit is born as increases through 0. For < a
repelling periodic orbit is destroyed as increased through 0. The case = requires
further analysis.

34

CHAPTER 3. BIFURCATIONS OF 2D FLOWS

The period of the periodic orbit is dominated by the time spent near the saddle. For

> it has y0 C for some C, so T 1 log C

as & 0. For < it
has x1 C, so
Z
T =

1
x1
1

dx
log
log
as % 0.
x

C ||

Lets compute its Floquet multiplier. If >

slope at fixed point C

y0

 1
C

 1
0 as & 0.

If < ,
slope at fixed point C

x1

1
C

C ||

1
as % 0.

We define the Lyapunov (or Floquet) exponents of a periodic orbit to be the logarithm of the Floquet multiplier divided by the period. In both the above cases the
Lyapunov exponent is .
Note. In 2D there is only one Lyapunov
exponent and we can get it using
R
H volume
change: the Floquet multiplier is e div v dt , so the Lyapunov exponent is T1 div v dt,
the average of div v around the orbit.

3.5.1

Finding homoclinic bifurcations in nearly Hamiltonian systems

In 2D, a Hamiltonian system is one

(
x = H
y
y = H
x
for some H : R2 7 R. It automatically conserves H. If H has a saddle point s
then it gives a saddle equilibrium for v. The level set {H = H(s)} often contains a
homoclinic orbit.
In a Hamiltonian system the eigenvalues and always satisfy = , so we
cant immediately apply the previous results. But suppose we have a two-parameter
family v, of the form

x =


Hy
+ f, (x),
Hx

f0,0 0.

Then under suitable conditions, we will find a curve of homoclinic bifurcations in the
(, ) plane.
Choose a transverse section to the homoclinic orbit of (, ) = (0, 0). Then for
nearby (, ) the saddle persists and local stable/unstable manifolds move smoothly to
obtain.

35

3.5. HOMOCLINIC BIFURCATION

Let us evaluate H = H(s ) H(s+ ). We get a homoclinic orbit if H, = 0.

Now
Z s
Z s
dH
dH
H =
dt +
dt
dt
s+ dt
s
!
Z Z
s

(DH.f, (x) dt)

s+

Z s!
(f, .H) dt.

+
s+

To leading order in ,  we can

R evaluate this by integrating along the homoclinic
of ,  = 0. Define M (, ) = DH.f, (x(t)) dt. If M (, ) has a curve of simple zeroes then use the IFT to deduce that v, has a curve of homoclinic bifurcations

along a nearby curve .

Return to the DFP
If youve forgotten(!), this has equations = p and p = kp sin + F . The case
k = F = 0 is Hamiltonian, H(, p) = 21 p2 cos . This has two homoclinics to the
saddle at p = 0, = (or ) with equations p = 2 cos 2 .


Z
M (k, F ) =

DH
+

0
kp + F

Z
sin

dt =

0
kp + F


dt

kp2 + F p dt

=
+

Now use dt =

d
p .

=
Z

F 2k cos

M (k, F ) =

d
2

= 2F 8k
For k > 0, note that > . The
homoclinic bifurcation generates an
attracting periodic orbit.

Other cases of saddle connections:

n-D vector field with homoclinic to hyperbolic equilibrium
homoclinic to saddle-node
heteroclinic cycle
2 homoclinics to the same saddle.

36

CHAPTER 3. BIFURCATIONS OF 2D FLOWS

The energy method can also be used to find approximate periodic orbits for nearly
Hamiltonian systems. In general, Hamiltonian systems have a family of periodic orbits
labelled by energy. Choose a transverse section and compute H for the first return
for the perturbed system.
I
M (, , E) =
DH.f, dt,
(E)

where (E) is the periodic orbit of the unperturbed system with energy E. If M has a
simple zero as a function of E then v, has a periodic orbit near (E).

3.6

Saddle-node of periodic orbits

Take a periodic orbit with Floquet multiplier +1. Take a transverse section with
co-ordinate s. The return map f has f ((0)) = (0) and f 0 ((0))0 = +1. Suppose
f 00 6= 0. If we change a parameter then f changes smoothly with and we obtain (if
f
|0 > 0):

As increases through 0 an attracting and a repelling fixed point collide and annihilate.

This is a saddle-node bifurcation of periodic orbits. We can extend this to higher

dimensional vector fields by constructing a centre manifold for fixed points of the return
map f : 7 analogously to the centre manifold for equilibria.

Chapter 4

Introduction to dynamics in 3D
We restrict attention to periodically forced 2D systems, as many of the interesting phenomena already occur here.
For instance, the periodically forced van der Pol oscillator, x
+ (x2 )x + x =
A cos t, which may be rewritten as

x = y F (x)
y = x + A cos

for S1 . Remember that F (x) =

x3
x.
3

Or the periodically additively forced pendulum, + k + g sin = F + A cos t,

which is

= p
p = kp g sin + F + A cos .

=
The parametrically forced pendulum is + k + ( +  sin t) sin = 0 may be
written as

= p
p = kp ( +  sin ) sin , a vector field on S1 R S1 .

4.1

Time-T map

At least conceptually, dynamics of a periodically forced 2D system, x = v(x, t) =

v(x, t + T ) can be reduced to iteration of a 2D map f . Define s,t to be the map which,
gives x(t) given x(s), that is x(t) = s,t (x(s)). Then let f be 0,T , the time-T map.
Now 0,nT = f f = f n . So we can find x(nT ) from x(0) by iterating. Also,
mT +s,nT +t = 0,t f nm 1
0,s (0 s, t < T ), so we can get from any time to any
other time by knowing f and 0,s for s [0, T ).
The problem is that in general f is not explicitly available. But we can often get
sufficient information about f to determine a lot about the dynamics.
37

38

4.2

CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D

Existence of periodic orbits

The period of any periodic orbit of x = v(x, ), = 1, ST1 is a multiple of T .

Period T orbits correspond to fixed points of f , period nT orbits correspond to period
n orbits of f , or fixed points of f n . We therefore want the fixed points of a map. It is
sometimes easy.
Contraction Mapping
If f maps a closed set B into itself and contracts distances in B then f has a unique
attracting fixed point in B. We can often verify this even without a formula for f .
Example. We prove the existance of a periodic orbit for the van der Pol oscillator
x
+ (x2 )x + x = A cos t,

< 0.

2
Solution. We consider the Riemannian metric dl2 = dx2 + (dy ||
2 dx) . We find
1
1

||T
|| l for a line element. Thus l(T ) l(0)e 2
. In particular, after
that l
2
K
12 ||T
,
one period l(T ) l(0), = e
< 1. Let K = l(f (0)). For all R 1
f maps the disc of l-radius R into itself and contracts by at least . Thus f has a fixed
point in R2 which attracts all orbits. This is a globally attracting fixed point.

Lefschetz Index
This is the discrete-time analog of the Poincare index. Let be a simple closed curve
which passes through no fixed points. Then the index of under f is the number of
revolutions of f (x) x around 0 for one revolution of x about .

If the index of under f is non-zero then surrounds at least one fixed point. The
# Real positive multipliers > 1
index of a small curve about a non-degenerate fixed point is (1)
.
Perturbation
If the unforced case has an equilibrium then x = v(x), = 1 then this will persist for
 small in the system x = v (x, ), = 1 to give a periodic orbit.
If the equilibrium has eigenvalues j then the period-T orbit has multipliers ej .
The periodic orbit is therefore non-degenerate iff ej 6= 1 j.
Harmonic balance
Try Fourier series to get
x(t) =

X
nZ

xn e T

nt

4.3. LINEAR STABILITY

39

Energy balance
For nearly Hamiltonian systems the method of energy balance can be used as before.

4.3

Linear stability of periodic orbits of T -periodic vector fields

Given a T -periodic vector field x = v(x, t) and a periodic orbit (t) of period T ,
= Dv((t), t)x. Write this as x = A(t)x. Let (t) be the
linearise about it to get x

matrix solution of = A(t)(t) with (0) = I (the fundamental matrix solution).

Then the solution for any x0 is x(t) = (t)x0 . In particular, x(nT ) = (T )n x0 , so
stability is determined by the eigenvalues of (T ). These are the Floquet multipliers
because (T ) = Df , the derivative of the return map. (T ) is called the monodromy
matrix.


a b
In the 2D case, write (t) =
. Then the Floquet multipliers j are the roots
c d
q
tr2

of 2 tr + det = 0, that is = tr
2
4 det.
If both | | < 1 then the periodic orbit is attracting. If one of | | > 1 then
the periodic is unstable. The stability boundaries are given
by tr = 1 + det, tr =
H
(1 + det), det = 1 and tr2 4 det. Note that det = e tr A(t) dt > 0.

In practice, (T ) is not easy to calculate unless A(t) is constant, A(t) is piece-

40

CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D

wise constant or A(t) is diagonalisable by a constant matrix. But we can always get
det (T ) and we can compute tr (T ) to any desired accuracy by perturbation from a
known case.

4.3.1

The Mathieu Equation

This is x
+ k x + ( +  sin t)x = 0, the linearisation about = 0 of the parametrically
forced pendulum. The linked first order system is
(
x = y
y = ky ( +  sin t)x
or x = [C + P (t)] x. The solution for  = 0, > 0 is


1

cos t
sin t , where =
(t) =
.
sin t cos t
For shorthand we write this as eCt . Now (t) depends smoothly on  and so (t) =
eCt + B(t) + O(2 ), where B = CB + P (t)eCt , B(0) = 0. This is linear inhomogeneous, so we get the solution by variation of constants (or more accurately
convolution with impulse response)
Z t
B(t) =
eC(ts) P (s)eCs ds.
0

In particular, the (horrendous!) expression for B(2) is



Z 2 
1
0
0
cos (2 s)
cos s
sin (2 s)

sin
s
0

sin
(2

s)
cos
(2

s)

sin s
0


a b1
which we write as 1
(). Then det (2) = 1 and
c1 d1


sin s
ds
cos s

tr (2) = 2 cos 2 + (a1 + d1 ) + O(2 ).

It turns out that a1 () + d1 () = 0 so we need to compute to higher order to
see how tr (2) changes with . But we already see that the solution is linearly
stable provided that is not within O() of a half-integer, so let us restrict attention to
= n2 + with n N and = O(). There is a trick which will enable us to get
tr (2) to O(2 ) without computing (2) to O(2 ). Note that
det = ad bc =

(ad)2
4

(a + d)2
(a d)2

bc.
4
4
+bc

. Now a d = (a1 d1 ) + O(2 ) and



0
bc = ( 1 sin 2 + b1 )( sin 2 + c1 ). At = 12 , B(2) =
and hence
0
for = 21 + we obtain
Thus tr = 2 det 1

det

tr2
= 1 + 2 2 4 2 2 + O(3 )
4

4.4. NEAR-IDENTITY MAPS AND AVERAGING

and thus
tr = 2(1 +

41

2 2
 2 2 2 + O(3 )),
2

leading to instability in a wedge || 2 . If we now add damping k then det (T ) =

e2k < 1. We get stability iff |tr| 1 + det. Rewrite using the trick as (1 det)2
(a d)2 + 4bc. For k = O() this gives instability in a region 2 k 2 + 4 2 , which
is how you work a swing. For = n2 with n > 1 we find that B(2) = 0, so we need
to compute (2) to higher order. We obtain the stability diagram:

Notes.
1. Need to do nonlinear analysis to see where the instability leads, for the
parametrically forced pendulum with k > 0 the instability saturates onto a period 4 orbit (period-doubling bifurcation) near threshold.
2. There are thin strips of stability for < 0. Thus in principle one can stabilise
an inverted pendulum by choosing forcing frequency and amplitude correctly.
3. The nth tongue has a width = n for k = 0, but this is a special feature of the
forcing having only one Fourier component, and in general each opens linearly.

4.4

Near-identity maps and averaging

If the time-T map happens to be close to the identity, say f (x) = x + g(x), C then
it can be proved that there exists an asymptotic series
v(x,) = v1 (x) + 2 v2 (x) + . . .


(n) 
(n)
of autonomous vector fields such that n N, f 1  = O(n ), where 1 is the
time-1 map of v1 (x) + 2 v2 (x) + + n vn (x). It is clear that we can start with

42

CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D

(1)

v1 (x) = g(x): then f is the Euler step for 1 . Unfortunately the series often fails to
converge, but this flow approximation is still useful.
The first terms in the series can be computed explicitly for time-T maps of T periodic vector fields which are small on the scale of one period of the forcing, i.e.
x = v(x, t, ), period T , T  1, by the method of averaging. Crudely, we average
over one period and write
x
= 

1
T

v(
x, t, ) dt.
0

To make a proper derivation, and a procedure that can be pushed to arbitrarily

higher order, introduce a co-ordinate change x = y + w(y, t, ), w(y, t + T, ) =
w(y, t, ) and choose w to push the time-dependence of v to higher order:

1 

w
w
y =  I + 
v(y + w) + v(y + w, t, )
,
()
y
t
where we have split v = v + v into mean and zero-mean parts. The leading order
time-dependence can be eliminated by choosing
Z t
w(y, t, ) =
v(y, s, ) ds + w0 (y, ),
0

where w0 is chosen to give w zero mean. Then the time-dependence of the RHS of ()
is only via the terms w, and hence is O(2 ). This procedure can be iterated, but the
first step often suffices and it gives y = 
v (y, ) + O(2 ).
Example (A 1D example). x = x sin2 t.
Solution. This has w = y4 sin 2t and y = 2 y. Compare the exact solution x(t) =
t
1
t
x0 e( 2 4 sin 2t) with the approximate one x = y + w = x0 e 2 (1 4 sin 2t).

4.4.1

Application of averaging to the periodically forced van der

Pol equation

 3

x

=
y

3
y

=
x
+

cos

For , small, dynamics is close to rotation in x, y with frequency 1. So change

to rotating co-ordinates u, v for , , 1 small.
  
 
u
cos 1 sin x
=
.
v
sin 1 cos y
 
u
Now average
with respect to to obtain to leading order in :
v
(


u = 2 u v u4 (u2 + v 2 )


v = 2 u + v v4 (u2 + v 2 )
where =

1 2

and =

are assumed O(1).

4.5. DIFFERENCES FROM AUTONOMOUS SYSTEMS

43

We apply chapters 2 and 3 (and extensions) to obtain:

Entrainment to the forcing frequency in regions I, II and IVb, and for some initial
conditions in IVa, whereas in III and for other initial conditions in IVa the averaged
motion goes to a limit cycle, implying quasiperiodic oscillation. There is hysteresis on
crossing the cusp via II or IVa.
The time-dependent remainder terms which are ignored by averaging cause locking
of quasiperiodic motion to a ratio of the rotation frequency and fattening of the curve
OS of homoclinic bifurcations into a wedge of chaos.

4.5

Differences from autonomous systems

Given an autonomous vector field x = v(x) with an attracting periodic orbit of period
T , if we add equation = 1 on R/2Z we obtain an attracting invariant 2-torus for

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CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D

the full system.

Define the winding ratio of the flow on the torus to be

# revolutions in x y plane
.
t
# revolutions in

w = lim

Then w = 2
T and the motion is conjugate to = w, = 1. Now if we perturb
the system to x = v(x) + v1 (x, ) it can be proved that there is still an attracting
invariant 2-torus for small  and it has a winding ratio w() near w(0). But in general
the motion is not conjugate to a constant vector field: the phenomenon of frequency
locking occurs: w() will have intervals of  on which it is rational pq and the flow on
the (flattened) torus typically looks like:

i.e. some attracting and some repelling periodic orbits. Hence the
periodically forced van der Pol has
frequency locking regions (depending on ).
Given a saddle fixed point 0 for the time-T map f we can define
W (0) = {x : d(f n (x), 0) 0 as t } respectively.
They can be proved to be smooth curves tangent to the
stable and unstable eigenvectors respectively, just as
in the case of a vector field. But unlike vector field
vase, in discrete-time W + and W can cross each
other. The only constraint is the backward and forward images of any intersection give another intersection, because both W are invariant under f . Because
det Df > 0 this obliges a second orbit of intersections
in between.
A situation like this is almost certain to occur when an
autonomous family of vector fields with a homoclinic
bifurcation is forced periodically.

4.5. DIFFERENCES FROM AUTONOMOUS SYSTEMS

45

We get these portraits.

What are the consequences of transverse homoclinic orbits? If you follow W far
enough they are bound to intersect in yet another homoclinic orbit (typically two).

Obtain a box B bounded by pieces of W . Now consider its forward images. After
a finite number N of iterations, f N (B) B consists of 2 strips 0 and 1. Let g = f N .
Then we can prove that for all sequences a = (an )nZ {0, 1}. There exists a point
xa B such that g n (xa ) an for all n Z, which is deterministic chaos, behaviour

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CHAPTER 4. INTRODUCTION TO DYNAMICS IN 3D

as random as a sequence of coin tosses.

References
P.A. Glendinning, Stability, Instability and Chaos, CUP, 1994.
Fairly fun to read and probably the best book for the course.

P.G. Drazin, Nonlinear Systems, CUP, 1992.

Again a fairly fun read but not as relevant to the course.

Guckenheimer & Holmes, Nonlinear Oscillations, Dynamical Systems and Bifurcations of Vector Fields, Springer, 1983.
Rather above the level of this course but probably worth a bit of bedtime reading if
youre interested.

Clark Robinson, Dynamical Systems, CRC Press, 1994.

Feeling brave? This one certainly isnt bedtime reading.

Related courses
There is a course on Dynamical Systems in Part 2B.

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