Bifurcation theory

Phase portrait showing saddle-node bifurcation.

Bifurcation theory is the mathematical study of changes in the qualitative or topological structure of a given family, such as the integral curves of a family of vector fields, and the solutions of a family of differential equations. Most commonly applied to the mathematical study of dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden 'qualitative' or topological change in its behaviour.^[1] Bifurcations occur in both continuous systems (described by ODEs, DDEs or PDEs), and discrete systems (described by maps).

Bifurcation types

It is useful to divide bifurcations into two principal classes:

Local bifurcations, which can be analysed entirely through changes in the local stability properties of equilibria, periodic orbits or other invariant sets as parameters cross through critical thresholds; and
Global bifurcations, which often occur when larger invariant sets of the system 'collide' with each other, or with equilibria of the system. They cannot be detected purely by a stability analysis of the equilibria (fixed points).

Local bifurcations

Period-halving bifurcations (L) leading to order, followed by period doubling bifurcations (R) leading to chaos.

A local bifurcation occurs when a parameter change causes the stability of an equilibrium (or fixed point) to change. In continuous systems, this corresponds to the real part of an eigenvalue of an equilibrium passing through zero. In discrete systems (those described by maps rather than ODEs), this corresponds to a fixed point having a Floquet multiplier with modulus equal to one. In both cases, the equilibrium is non-hyperbolic at the bifurcation point. The topological changes in the phase portrait of the system can be confined to arbitrarily small neighbourhoods of the bifurcating fixed points by moving the bifurcation parameter close to the bifurcation point (hence 'local').

More technically, consider the continuous dynamical system described by the ODE

{\dot {x}}=f(x,\lambda )\quad f:\mathbb {R} ^{n}\times \mathbb {R} \rightarrow \mathbb {R} ^{n}.

A local bifurcation occurs at $(x_{0},\lambda _{0})$ if the Jacobian matrix ${\textrm {d}}f_{x_{0},\lambda _{0}}$ has an eigenvalue with zero real part. If the eigenvalue is equal to zero, the bifurcation is a steady state bifurcation, but if the eigenvalue is non-zero but purely imaginary, this is a Hopf bifurcation.

For discrete dynamical systems, consider the system

x_{n+1}=f(x_{n},\lambda )\,.

Then a local bifurcation occurs at $(x_{0},\lambda _{0})$ if the matrix ${\textrm {d}}f_{x_{0},\lambda _{0}}$ has an eigenvalue with modulus equal to one. If the eigenvalue is equal to one, the bifurcation is either a saddle-node (often called fold bifurcation in maps), transcritical or pitchfork bifurcation. If the eigenvalue is equal to −1, it is a period-doubling (or flip) bifurcation, and otherwise, it is a Hopf bifurcation.

Examples of local bifurcations include:

Saddle-node (fold) bifurcation
Transcritical bifurcation
Pitchfork bifurcation
Period-doubling (flip) bifurcation
Hopf bifurcation
Neimark (secondary Hopf) bifurcation

Global bifurcations

Global bifurcations occur when 'larger' invariant sets, such as periodic orbits, collide with equilibria. This causes changes in the topology of the trajectories in the phase space which cannot be confined to a small neighbourhood, as is the case with local bifurcations. In fact, the changes in topology extend out to an arbitrarily large distance (hence 'global').

Examples of global bifurcations include:

Homoclinic bifurcation in which a limit cycle collides with a saddle point.
Heteroclinic bifurcation in which a limit cycle collides with two or more saddle points.
Infinite-period bifurcation in which a stable node and saddle point simultaneously occur on a limit cycle.
Blue sky catastrophe in which a limit cycle collides with a nonhyperbolic cycle.

Global bifurcations can also involve more complicated sets such as chaotic attractors.

Codimension of a bifurcation

The codimension of a bifurcation is the number of parameters which must be varied for the bifurcation to occur. This corresponds to the codimension of the parameter set for which the bifurcation occurs within the full space of parameters. Saddle-node bifurcations and Hopf bifurcations are the only generic local bifurcations which are really codimension-one (the others all having higher codimension). However, often transcritical and pitchfork bifurcations are also often thought of as codimension-one, because the normal forms can be written with only one parameter.

An example of a well-studied codimension-two bifurcation is the Bogdanov–Takens bifurcation.

Applications in semiclassical and quantum physics

Bifurcation theory has been applied to connect quantum systems to the dynamics of their classical analogues in atomic systems,^[2]^[3]^[4] molecular systems,^[5] and resonant tunneling diodes.^[6] Bifurcation theory has also been applied to the study of laser dynamics^[7] and a number of theoretical examples which are difficult to access experimentally such as the kicked top^[8] and coupled quantum wells.^[9] The dominant reason for the link between quantum systems and bifurcations in the classical equations of motion is that at bifurcations, the signature of classical orbits becomes large, as Martin Gutzwiller points out in his classic^[10] work on quantum chaos.^[11] Many kinds of bifurcations have been studied with regard to links between classical and quantum dynamics including saddle node bifurcations, Hopf bifurcations, umbilic bifurcations, period doubling bifurcations, reconnection bifurcations, tangent bifurcations, and cusp bifurcations.

Notes

^ Blanchard, P.; Devaney, R. L.; Hall, G. R. (2006). Differential Equations. London: Thompson. pp. 96–111. ISBN 0495012653.
^ Gao, J.; Delos, J. B. (1997). "Quantum manifestations of bifurcations of closed orbits in the photoabsorption spectra of atoms in electric fields". Phys. Rev. A. 56 (1): 356–364. Bibcode:1997PhRvA..56..356G. doi:10.1103/PhysRevA.56.356.
^ Peters, A. D.; Jaffé, C.; Delos, J. B. (1994). "Quantum Manifestations of Bifurcations of Classical Orbits: An Exactly Solvable Model". Phys. Rev. Lett. 73 (21): 2825–2828. Bibcode:1994PhRvL..73.2825P. doi:10.1103/PhysRevLett.73.2825. PMID 10057205.
^ Courtney, M.; Spellmeyer, N; Kleppner, D; Gao, J; Delos, JB; et al. (1995). "Closed Orbit Bifurcations in Continuum Stark Spectra". Phys. Rev. Lett. 74 (9): 1538–1541. Bibcode:1995PhRvL..74.1538C. doi:10.1103/PhysRevLett.74.1538. PMID 10059054. {{cite journal}}: Explicit use of et al. in: |last2= (help)
^ Founargiotakis, M.; Farantos, S. C.; Skokos, Ch.; Contopoulos, G. (1997). "Bifurcation diagrams of periodic orbits for unbound molecular systems: FH2". Chemical Physics Letters. 277 (5–6): 456–464. Bibcode:1997CPL...277..456F. doi:10.1016/S0009-2614(97)00931-7.
^ Monteiro, T. S.; Saraga, D. S. (2001). "Quantum Wells in Tilted Fields:Semiclassical Amplitudes and Phase Coherence Times". Foundations of Physics. 31 (2): 355–370. doi:10.1023/A:1017546721313. {{cite journal}}: Unknown parameter |lastauthoramp= ignored (|name-list-style= suggested) (help)
^ Wieczorek, S.; Krauskopf, B.; Simpson, T. B.; Lenstra, D. (2005). "The dynamical complexity of optically injected semiconductor lasers". Physics Reports. 416 (1–2): 1–128. Bibcode:2005PhR...416....1W. doi:10.1016/j.physrep.2005.06.003. {{cite journal}}: Unknown parameter |lastauthoramp= ignored (|name-list-style= suggested) (help)
^ Stamatiou, G.; Ghikas, D. P. K. (2007). "Quantum entanglement dependence on bifurcations and scars in non-autonomous systems. The case of quantum kicked top". Physics Letters A. 368 (3–4): 206–214. arXiv:quant-ph/0702172. Bibcode:2007PhLA..368..206S. doi:10.1016/j.physleta.2007.04.003. {{cite journal}}: Unknown parameter |lastauthoramp= ignored (|name-list-style= suggested) (help)
^ Galan, J.; Freire, E. (1999). "Chaos in a Mean Field Model of Coupled Quantum Wells; Bifurcations of Periodic Orbits in a Symmetric Hamiltonian System". Reports on Mathematical Physics. 44 (1–2): 87–94. Bibcode:1999RpMP...44...87G. doi:10.1016/S0034-4877(99)80148-7.
^ Kleppner, D.; Delos, J. B. (2001). "Beyond quantum mechanics: Insights from the work of Martin Gutzwiller". Foundations of Physics. 31 (4): 593–612. doi:10.1023/A:1017512925106.
^ Gutzwiller, Martin C. (1990). Chaos in Classical and Quantum Mechanics. New York: Springer-Verlag. ISBN 0387971734.

References

Nonlinear dynamics
Bifurcations and Two Dimensional Flows by Elmer G. Wiens
Introduction to Bifurcation theory by John David Crawford
V. S. Afrajmovich, V. I. Arnold, et al., Bifurcation Theory And Catastrophe Theory, ISBN 3540653791

[1] Blanchard, P.; Devaney, R. L.; Hall, G. R. (2006). Differential Equations. London: Thompson. pp. 96–111. ISBN 0495012653.

[2] Gao, J.; Delos, J. B. (1997). "Quantum manifestations of bifurcations of closed orbits in the photoabsorption spectra of atoms in electric fields". Phys. Rev. A. 56 (1): 356–364. Bibcode:1997PhRvA..56..356G. doi:10.1103/PhysRevA.56.356.

[3] Peters, A. D.; Jaffé, C.; Delos, J. B. (1994). "Quantum Manifestations of Bifurcations of Classical Orbits: An Exactly Solvable Model". Phys. Rev. Lett. 73 (21): 2825–2828. Bibcode:1994PhRvL..73.2825P. doi:10.1103/PhysRevLett.73.2825. PMID 10057205.

[4] Courtney, M.; Spellmeyer, N; Kleppner, D; Gao, J; Delos, JB; et al. (1995). "Closed Orbit Bifurcations in Continuum Stark Spectra". Phys. Rev. Lett. 74 (9): 1538–1541. Bibcode:1995PhRvL..74.1538C. doi:10.1103/PhysRevLett.74.1538. PMID 10059054. {{cite journal}}: Explicit use of et al. in: |last2= (help)

[5] Founargiotakis, M.; Farantos, S. C.; Skokos, Ch.; Contopoulos, G. (1997). "Bifurcation diagrams of periodic orbits for unbound molecular systems: FH2". Chemical Physics Letters. 277 (5–6): 456–464. Bibcode:1997CPL...277..456F. doi:10.1016/S0009-2614(97)00931-7.

[6] Monteiro, T. S.; Saraga, D. S. (2001). "Quantum Wells in Tilted Fields:Semiclassical Amplitudes and Phase Coherence Times". Foundations of Physics. 31 (2): 355–370. doi:10.1023/A:1017546721313. {{cite journal}}: Unknown parameter |lastauthoramp= ignored (|name-list-style= suggested) (help)

[7] Wieczorek, S.; Krauskopf, B.; Simpson, T. B.; Lenstra, D. (2005). "The dynamical complexity of optically injected semiconductor lasers". Physics Reports. 416 (1–2): 1–128. Bibcode:2005PhR...416....1W. doi:10.1016/j.physrep.2005.06.003. {{cite journal}}: Unknown parameter |lastauthoramp= ignored (|name-list-style= suggested) (help)

[8] Stamatiou, G.; Ghikas, D. P. K. (2007). "Quantum entanglement dependence on bifurcations and scars in non-autonomous systems. The case of quantum kicked top". Physics Letters A. 368 (3–4): 206–214. arXiv:quant-ph/0702172. Bibcode:2007PhLA..368..206S. doi:10.1016/j.physleta.2007.04.003. {{cite journal}}: Unknown parameter |lastauthoramp= ignored (|name-list-style= suggested) (help)

[9] Galan, J.; Freire, E. (1999). "Chaos in a Mean Field Model of Coupled Quantum Wells; Bifurcations of Periodic Orbits in a Symmetric Hamiltonian System". Reports on Mathematical Physics. 44 (1–2): 87–94. Bibcode:1999RpMP...44...87G. doi:10.1016/S0034-4877(99)80148-7.

[10] Kleppner, D.; Delos, J. B. (2001). "Beyond quantum mechanics: Insights from the work of Martin Gutzwiller". Foundations of Physics. 31 (4): 593–612. doi:10.1023/A:1017512925106.

[11] Gutzwiller, Martin C. (1990). Chaos in Classical and Quantum Mechanics. New York: Springer-Verlag. ISBN 0387971734.

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