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multiple time scale dynamics with two fast variables and one slow ...

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<strong>with</strong> F(z)=O(z 2 ) <strong>and</strong> M= (mi j). Taylor exp<strong>and</strong>ing F yields<br />

z ′ = Mz+ 1 1<br />

B(z, z)+ C(z, z, z)<br />

2 6<br />

where the multilinear functions B <strong>and</strong> C are given by:<br />

Bi(u, v) =<br />

Ci(u, v, w) =<br />

N ∂2 <br />

Fi(ξ)<br />

<br />

<br />

<br />

<br />

∂ξ j∂ξk<br />

N ∂3 <br />

Fi(ξ)<br />

<br />

<br />

<br />

<br />

∂ξ j∂ξk∂ξl<br />

j,k=1<br />

j,k,l=1<br />

u jvk<br />

<br />

ξ=0<br />

u jvkwl<br />

<br />

ξ=0<br />

The matrix M has eigenvaluesλ1,2=±iω0 forω0> 0. Let q∈C N be the eigenvec-<br />

tor ofλ1 <strong>and</strong> p∈C N the corresponding eigenvector of the transpose M T i.e.<br />

Mq=iω0q, M ¯q=−iω0 ¯q, M T p=−iω0p, M ¯p=iω0 ¯p<br />

where the the overbar denotes comp<strong>one</strong>ntwise complex conjugation. We can<br />

always normalize p so that the st<strong>and</strong>ard complex inner product <strong>with</strong> q satisfies<br />

¯p T q= N<br />

j=1 ¯p jq j= 1. The first Lyapunov coefficient of the Hopf bifurcation can<br />

then be defined by (Kuznetsov [88], p.180):<br />

l Ku<br />

1<br />

1 <br />

T T −1 T<br />

= ¯p C(q, q, ¯q)−2 ¯p B(q, L B(q, ¯q))+ ¯p B(¯q, (2iω0IN− M)<br />

2ω0<br />

−1 B(q, q)) (6.9)<br />

In the case of a <strong>two</strong>-dimensional vector field F= (F 1 , F 2 ) the formula (6.9) can<br />

be expressed in the simpler form (Kuznetsov [88], p.98):<br />

where<br />

l Ku<br />

1<br />

= 1<br />

2ω 2<br />

0<br />

Re(ig20g11+ω0g21) (6.10)<br />

g20= ¯p T B(q, q), g11= ¯p T B(q, ¯q), g21= ¯p T C(q, q, ¯q)<br />

It is important to note that l Ku<br />

1 is not uniquely defined until we choose a normal-<br />

ization of the eigenvector q. We adopt the convention using unit norm ¯q T q=1.<br />

153

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