nldv computer session xiii

Using maple to analyse Hopf bifurcation in

multidimensional ODEs
Yu.A. Kuznetsov
Mathematical Institute
Utrecht University
Budapestlaan 6
3584 TA, Utrecht
November 22, 2011
1
This session is devoted to the symbolic computation of the rst Lyapunov coe-
cient l
1
for Hopf bifurcation in n-dimensional systems
x = F(x, ), x R
n
, R
1
, (0.1)
with n 2. The algorithm for computing l
1
can be summarized as follows.
Step 0: Find a critical parameter value
0
for which the system has an equilibrium
x
0
with eigenvalues
1,2
= i
0
,
0
> 0, and no other critical eigenvalues. For n = 3,
this can be achieved by solving for (x
0
,
0
) the system of algebraic equations
_
F(x, ) = 0,
det M(x, ) = 0,
where the matrix M is dened by
M =
_
_
_
a
22
+ a
11
a
23
a
13
a
32
a
33
+ a
11
a
12
a
31
a
21
a
33
+ a
22
_
_
_,
where a
jk
are the elements of F
x
(x, ). Then, one should check that the eigenvalues

1,2
of A = F
x
(x
0
,
0
) with
1
+
2
= 0, are purely imaginary, while
3
= 0.
Step 1: Compute complex vectors q, p C
n
such that
Aq = i
0
q, A
T
p = i
0
p, p, q = 1,
where A = F
x
(x
0
,
0
) and p, q =

n
k=1
p
k
q
k
.
Step 2: Find s R
n
and r C
n
from the linear systems
As = B(q, q), (2i
0
I
n
A)r = B(q, q),
where I
n
is the unit n n-matrix and the components of B(q, p) are dened by
B
i
(q, p) =

j,k=1,...,n

2
F
i
(x,
0
)
x
j
x
k

x=x
0
q
j
p
k
,
for i = 1, 2, . . . , n.
Step 3: Evaluate
l
1
=
1
2
0
Re [p, C(q, q, q) 2p, B(q, s) +p, B( q, r)] .
where B(q, p) is dened above and
C
i
(q, p, r) =

j,k,l=1,...,n

3
F
i
(x,
0
)
x
j
x
k
x
l

x=x
0
q
j
p
k
r
l
,
for i = 1, 2, . . . , n.
2
1 Hopf bifurcation in a feedback-control system
1.1 System description
Consider the following nonlinear dierential equation depending on positive parame-
ters (, ):
d
3
y
dt
3
+
d
2
y
dt
2
+
dy
dt
+ y(1 y) = 0,
which describes a simple feedback-control system of Lure type. By introducing x
1
=
y, x
2
= x
1
, and x
3
= x
2
, one can rewrite the equation as the equivalent third-order
system
_

_
x
1
= x
2
F
1
(x, , )
x
2
= x
3
F
2
(x, , )
x
3
= x
3
x
2
x
1
+ x
2
1
F
3
(x, , ).
(1.1)
1.2 Linear analysis
The equilibrum (0, 0, 0)
T
of (1.1) has eigenvalues
1,2
= i with
2
= > 0 at the
critical parameter value
=
1

.
At the critical parameter value the Jacobian matrix has the form
A =
_
_
_
0 1 0
0 0 1
1
2

2
_
_
_.
The vectors
q =
_
_
_
1
i

2
_
_
_, p =
1
2(
3
+ i)
_
_
_
i
i
3
1

2
_
_
_.
are eigenvectors of A and A
T
, corresponding to the eigenvalues i and i, respec-
tively:
Aq = iq, A
T
p = ip,
and satisfying
p, q = 1.
1.3 Nonlinear analysis
There is only one nonlinear (quadratic) term in (1.1). Therefore, the bilinear function
B(x, y), dened on two vectors x = (x
1
, x
2
, x
3
)
T
R
3
and y = (y
1
, y
2
, y
3
)
T
R
3
, can
3
be expressed as
B(x, y) =
_
_
_
0
0
2x
1
y
1
_
_
_,
while C(x, y, z) 0. Therefore,
B(q, q) = B(q, q) =
_
_
_
0
0
2q
2
1
_
_
_ =
_
_
_
0
0
2
_
_
_,
and solving the corresponding linear systems yields
s = A
1
B(q, q) =
_
_
_
2
0
0
_
_
_
and
r = (2iI A)
1
B(q, q) =
2
3(1 + 2i
3
)
_
_
_
1
2i
4
2
_
_
_.
Finally, the formula
l
1
=
1
2
Re [2p, B(q, s) +p, B( q, r)] =
1
2
Re(4 p
3
q
1
s
1
+ 2 p
3
q
1
r
1
)
gives the rst Lyapunov coecient
l
1
=

3
(1 + 8
6
)
(1 + 4
6
)(1 +
6
)
=
(1 + 8
3
)

(1 + 4
3
)(1 +
3
)
< 0.
The Lyapunov coecient is clearly negative for all > 0. Thus, the Hopf bifurcation
is nondegenerate and supercritical.
1.4 maple session
This section shows how to perform necessary computations in maple.
4
5
6
7
2 Additional problems
Study the Hopf bifurcation of the equilibrium (x, y, z) = (0, 0, 0) at = 0 in
the system
_

_
x = x + y,
y = x + y xz,
z = z + ax
2
,
Analyse the Lorenz system:
_

_
x = (x + y),
y = rx y xz,
z = bz + xy.
(i) Considering and b as symbolic coecents, compute a critical parameter
value r
H
> 0, corresponding to a Hopf bifurcation of nontrivial equilibria.
(ii) Fix = 10, b =
8
3
and compute symbolically the rst Lyapunov coecient
at the Hopf bifurcation for the corresponding r
H
. Is the bifurcation sub- or
supercritical?
8