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5.2.2 Planar Andronov-Hopf bifurcation

5.2.2 Planar Andronov-Hopf bifurcation

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138 CHAPTER 5. LOCAL BIFURCATION THEORY<br />

<strong>5.2.2</strong> <strong>Planar</strong> <strong>Andronov</strong>-<strong>Hopf</strong> <strong>bifurcation</strong><br />

What happens if a planar system has an equilibrium x = x 0 at some parameter<br />

value α = α 0 with eigenvalues λ 1,2 = ±iω 0 , ω 0 > 0 (Figure 5.2(b)) Generically,<br />

an <strong>Andronov</strong>-<strong>Hopf</strong> (or <strong>Hopf</strong>) <strong>bifurcation</strong> happens, as in the following example.<br />

Example 5.3 (Normal form of <strong>Andronov</strong>-<strong>Hopf</strong> <strong>bifurcation</strong>)<br />

Consider the following planar system:<br />

{<br />

ẋ1 = αx 1 − x 2 + sx 1 (x 2 1 + x2 2 ),<br />

ẋ 2 = x 1 + αx 2 + sx 2 (x 2 1 + x2 2 ), (5.16)<br />

where s = ±1. Let z = x 1 + ix 2 and ¯z = x 1 − ix 2 . Then (5.16) is equivalent to one<br />

complex equation<br />

ż = (α + i)z + sz 2¯z. (5.17)<br />

Using z = ρe iϕ , one can write system (5.16) in polar coordinates:<br />

{<br />

˙ρ = ρ(α + sρ 2 ),<br />

˙ϕ = 1.<br />

(5.18)<br />

Since the equations for ρ and ϕ are separated, one immediately gets the following<br />

two <strong>bifurcation</strong> scenarios. If s = −1, the origin is a globally asymptotically stable<br />

equilibrium of (5.18) for α ≤ 0. This equilibrium becomes unstable for α > 0 and<br />

is surrounded by a stable cycle, which is a circle of radius √ α. All nonequilibrium<br />

orbits tend to this cycle when time advances. This is a supercritical <strong>Andronov</strong>–<strong>Hopf</strong><br />

<strong>bifurcation</strong>(see Figure 5.6). If s = +1, the origin is locally acymptotically stable<br />

Figure 5.6: Supercritical <strong>Andronov</strong>-<strong>Hopf</strong> <strong>bifurcation</strong>.<br />

for α < 0 but is surrounded by an unstable circular cycle of radius √ −α. For<br />

α > 0 the equilibrium at the origin becomes unstable. No cycle is present and all<br />

nonequilibrium orbits diverge. This is a subcritical <strong>Andronov</strong>–<strong>Hopf</strong> <strong>bifurcation</strong> (see<br />

Figure 5.7). ✸<br />

Definition 5.4 A complex-valued function g = g(z, ¯z) is called a smooth function<br />

of (z, ¯z) if its real and imaginary parts are smooth functions of (x 1 , x 2 ), where z =<br />

x 1 + ix 2 .


5.2. ONE-PARAMETER LOCAL BIFURCATIONS IN ODES 139<br />

Figure 5.7: Subcritical <strong>Andronov</strong>-<strong>Hopf</strong> <strong>bifurcation</strong>.<br />

A smooth complex equation<br />

ż = g(z, ¯z), z ∈ C,<br />

is equivalent to a smooth real system<br />

ẋ = f(x), x ∈ R 2 ,<br />

where<br />

x =<br />

(<br />

x1<br />

x 2<br />

)<br />

, f(x) =<br />

( Re[g(x1 + ix 2 , x 1 − ix 2 )]<br />

Im[g(x 1 + ix 2 , x 1 − ix 2 )]<br />

)<br />

.<br />

Definition 5.5 Two complex smooth equations are called locally topologically equivalent<br />

near z = 0 if the corresponding planar real systems are locally topologically<br />

equivalent near x = 0.<br />

Local topological equivalence of parameter-dependent complex equations can be<br />

defined similarly.<br />

Theorem 5.4 A smooth complex equation<br />

ż = (α + i)z + sz 2¯z + O(|z| 4 ), s = ±1, (5.19)<br />

is locally topologically equivalent near the origin to equation (5.17).<br />

Proof:<br />

Step 1 (Existence and uniqueness of the cycle). Consider only the case s = −1, since<br />

the opposite one is similar. Our first aim is to construct a Poincaré map for (5.19).<br />

Write this equation with s = −1 in polar coordinates (ρ, ϕ):<br />

{<br />

˙ρ = ρ(α − ρ 2 ) + Φ(ρ, ϕ),<br />

(5.20)<br />

˙ϕ = 1 + Ψ(ρ, ϕ),<br />

where Φ = O(ρ 4 ), Ψ = O(ρ 3 ), and the α-dependence of these smooth functions is<br />

not indicated to simplify notations. An orbit of (5.20) starting at (ρ, ϕ) = (ρ 0 , 0)


140 CHAPTER 5. LOCAL BIFURCATION THEORY<br />

ϕ<br />

ρ1<br />

ρ 0<br />

ρ<br />

Figure 5.8: Poincaré (return) map near <strong>Hopf</strong> <strong>bifurcation</strong>.<br />

has the following representation (see Figure 5.8): ρ = ρ(ϕ, ρ 0 ), ρ 0 = ρ(0, ρ 0 ) with ρ<br />

satisfying the equation<br />

dρ<br />

dϕ = ρ(α − ρ2 ) + Φ<br />

1 + Ψ<br />

= ρ(α − ρ 2 ) + R(ρ, ϕ), (5.21)<br />

where R = O(ρ 4 ). Notice that the transition from (5.20) to (5.21) is equivalent to<br />

the introduction of a new time parametrization in which<br />

{<br />

˙ρ = ρ(α − ρ 2 ) + R(ρ, ϕ),<br />

˙ϕ = 1,<br />

In this system, the return time to the half-axis ϕ = 0 is the same for all orbits<br />

starting on this axis with ρ 0 > 0. Since ρ(ϕ, 0) ≡ 0, we can write the Taylor<br />

expansion for ρ(ϕ, ρ 0 ), which is a smooth function of its arguments, in the form<br />

ρ = u 1 (ϕ)ρ 0 + u 2 (ϕ)ρ 2 0 + u 3 (ϕ)ρ 3 0 + O(|ρ 0 | 4 ). (5.22)<br />

Substituting (5.22) into (5.21) and solving subsequently the resulting linear differential<br />

equations at corresponding powers of ρ 0 ,<br />

du 1<br />

dϕ = αu 1,<br />

du 2<br />

dϕ = αu 2,<br />

du 3<br />

dϕ = αu 3 − u 3 1 ,<br />

with the initial conditions u 1 (0) = 1, u 2 (0) = u 3 (0) = 0, we get<br />

u 1 (ϕ) = e αϕ , u 2 (ϕ) ≡ 0, u 3 (ϕ) = 1<br />

2α eαϕ (1 − e 2αϕ ).<br />

Notice that these expressions are independent of the term R(ρ, ϕ). Therefore, the<br />

Poincaré return map ρ 0 ↦→ ρ 1 = ρ(2π, ρ 0 ) has the form<br />

ρ 1 = e 2πα ρ 0 − e 2πα [2π + O(α)]ρ 3 0 + O(ρ4 0 ) (5.23)<br />

for all R = O(ρ 4 ). The map (5.23) can easily be analyzed for sufficiently small ρ 0<br />

and |α|. There is a neighborhood of the origin in which the map has only a trivial<br />

fixed point for small α < 0 and an extra fixed point, ρ (0)<br />

0 = √ α + · · ·, for small<br />

α > 0 (see Figure 5.9 ). The stability of the fixed points is also easily obtained from<br />

(5.23). Taking into account that a positive fixed point of the map corresponds to a


5.2. ONE-PARAMETER LOCAL BIFURCATIONS IN ODES 141<br />

ρ 1<br />

α < 0<br />

α > 0<br />

α = 0<br />

(0)<br />

ρ (α)<br />

0<br />

ρ 0<br />

Figure 5.9: Fixed points of the return map.<br />

limit cycle of the system, we can conclude that system (5.20) (or equation (5.19))<br />

with any O(|z| 4 ) terms has a unique (stable) limit cycle bifurcating from the origin<br />

and existing for α > 0 as in equation (5.19). Therefore, in other words, higher-order<br />

terms do not affect the limit cycle <strong>bifurcation</strong> in some neighborhood of z = 0 for |α|<br />

sufficiently small.<br />

Step 2 (Construction of a homeomorphism). The established existence and uniqueness<br />

of the limit cycle is enough for all applications. Nevertheless, extra work must<br />

be done to prove the topological equivalence of the phase portraits.<br />

( x 1 , x 2) ( x<br />

~<br />

1 ,<br />

~<br />

x 2)<br />

τ 0 τ 0<br />

ρ 0 ρ 0<br />

Figure 5.10: Construction of the homeomorphism near the <strong>Hopf</strong> <strong>bifurcation</strong>.<br />

Fix α small but positive. The real systems corresponding to (5.17) and (5.19)<br />

both have a unique limit cycle in some neighborhood of the origin. Assume that<br />

the time reparametrization resulting in the constant return time 2π is performed<br />

in (5.17) (see the previous step). Also, apply a linear scaling of the coordinates in<br />

(5.17) such that the point of intersection of the cycle and the horizontal half-axis is<br />

at x 1 = √ α.<br />

Define a map z ↦→ ˜z by the following construction. Take a point z = x 1 + ix 2<br />

and find values (ρ 0 , τ 0 ), where τ 0 is the minimal time required for an orbit of system<br />

(5.19) to approach the point z starting from the horizontal half-axis with ρ = ρ 0 .<br />

Now, take the point on this axis with ρ = ρ 0 and construct an orbit of (5.17) on the


142 CHAPTER 5. LOCAL BIFURCATION THEORY<br />

time interval [0, τ 0 ] starting at this point. Denote the resulting point by ˜z = ˜x 1 +i˜x 2<br />

(see Figure 5.10). Set ˜z = 0 for z = 0.<br />

The map constructed is a homeomorphism that, for α > 0, maps orbits of (5.19)<br />

in some neighborhood of the origin into orbits of (5.17) preserving time direction.<br />

The case α < 0 can be considered in the same way without the rescaling of the<br />

coordinates. ✷<br />

The proof of the following theorem will occupy the rest of the Section.<br />

Theorem 5.5 Suppose a two-dimensional system<br />

dx<br />

dt = f(x, α), x ∈ R2 , α ∈ R, (5.24)<br />

with smooth f, has for all sufficiently small |α| the equilibrium x 0 (α) with eigenvalues<br />

λ 1,2 (α) = µ(α) ± iω(α),<br />

where µ(0) = 0, ω(0) = ω 0 > 0.<br />

Let the following conditions be satisfied:<br />

(B.1) l 1 (0) ≠ 0, where l 1 is the first Lyapunov coefficient;<br />

(B.2) µ ′ (0) ≠ 0.<br />

Then, there are invertible coordinate and parameter changes and a time reparameterization<br />

transforming (5.24) near x 0 (α) into the system<br />

( ) ( ) ( )<br />

( )<br />

d y1 β −1 y1<br />

=<br />

+ s(y1 2 + y 2 y1<br />

dτ y 2 1 β y 2) + O(‖y‖ 4 ), (5.25)<br />

2 y 2<br />

where s = sign l 1 (0) = ±1. ✷<br />

Remark:<br />

One can merely say that (5.24) near (x 0 , α 0 ) is locally smoothly equivalent to<br />

(5.25) near the origin. ♦<br />

Since<br />

det f x (x 0 (0), 0) = λ 1 (0)λ 2 (0) = ω 2 0 ≠ 0,<br />

the Implicit Function Theorem guarantees the local uniqueness and smoothness of<br />

the equilibrium x 0 (α) of (5.24) for small |α|. Shifting the origin of the coordinate<br />

system to x 0 (α), we can then consider a smooth system<br />

ẋ = A(α)x + F (x, α), x ∈ R 2 , α ∈ R, (5.26)<br />

where F (x, α) = O(‖x‖ 2 ) and the matrix A(α) = f x (x 0 (α), α) has the eigenvalues<br />

λ 1,2 (α) = µ(α) ± iω(α),<br />

such that µ(0) = 0, ω(0) = ω 0 > 0. For small |α|,<br />

µ(α) = 1 2 TrA(α), ω(α) = 1 2√<br />

4 det A(α) − [TrA(α)]2 .


5.2. ONE-PARAMETER LOCAL BIFURCATIONS IN ODES 143<br />

Lemma 5.1 Let q(α) and p(α) be smooth vector-valued functions satisfying<br />

A(α)q(α) = λ(α)q(α), A T (α)p(α) = ¯λ(α)p(α), 〈p(α), q(α)〉 = 1,<br />

where 〈p, q〉 ≡ ¯p T q. Introduce<br />

z = 〈p(α), x〉 ∈ C.<br />

Then, for sufficiently small |α|, the system (5.26) is equivalent to one complex equation:<br />

ż = λ(α)z + g(z, ¯z, α),<br />

where g(z, ¯z, α) = 〈p(α), F (zq(α) + ¯z¯q(α), α)〉 = O(|z| 2 ) is a smooth function of<br />

(z, ¯z) and α.<br />

Proof:<br />

Let q(α) ∈ C 2 be an eigenvector of A(α) corresponding to the eigenvalue λ(α):<br />

A(α)q(α) = λ(α)q(α),<br />

and let p(α) ∈ C 2 be an eigenvector of the transposed matrix A T (α) corresponding<br />

to its eigenvalue λ(α):<br />

A T (α)p(α) = λ(α)p(α).<br />

It is always possible to normalize p with respect to q:<br />

〈p(α), q(α)〉 = 1,<br />

where 〈·, ·〉 means the standard scalar product in C 2 : 〈p, q〉 = ¯p 1 q 1 + ¯p 2 q 2 . Any<br />

vector x ∈ R 2 can be uniquely represented for any small α as<br />

x = zq(α) + ¯z¯q(α) (3.13)<br />

for some complex z. Indeed, we have an explicit formula to determine z:<br />

z = 〈p(α), x〉.<br />

To verify this formula (which results from taking the scalar product with p of both<br />

sides of (3.13)), we have to prove that 〈p(α), ¯q(α)〉 = 0. This is the case, since<br />

〈p, ¯q〉 = 〈p, 1¯λA¯q〉 = 1¯λ〈A T p, ¯q〉 = λ¯λ〈p, ¯q〉<br />

and therefore (<br />

1 − λ¯λ<br />

)<br />

〈p, ¯q〉 = 0.<br />

But λ ≠ ¯λ because for all sufficiently small |α| we have ω(α) > 0. Thus, the only<br />

possibility is 〈p, ¯q〉 = 0.<br />

The complex variable z obviously satisfies the equation<br />

ż = λ(α)z + 〈p(α), F (zq(α) + ¯z¯q(α), α)〉,


144 CHAPTER 5. LOCAL BIFURCATION THEORY<br />

having the required 2 form (3.12) with<br />

g(z, ¯z, α) = 〈p(α), F (zq(α) + ¯z¯q(α), α)〉. ✷<br />

There is no reason to expect g to be an analytic function of z (i.e., ¯z- independent).<br />

Write g as a formal Taylor series in two complex variables (z and ¯z):<br />

where<br />

g kl (α) =<br />

for k + l ≥ 2, k, l = 0, 1, . . ..<br />

Lemma 5.2 The equation<br />

g(z, ¯z, α) = ∑<br />

k+l≥2<br />

1<br />

k!l! g kl(α)z k¯z l ,<br />

∂k+l<br />

∂z k ∂¯z l 〈p(α), F (zq(α) + ¯z¯q(α), α)〉 ∣<br />

∣∣∣z=0<br />

,<br />

ż = λz + g 20<br />

2 z2 + g 11 z¯z + g 02<br />

2 ¯z2 + O(|z| 3 ), (5.27)<br />

where λ = λ(α) = µ(α) + iω(α), µ(0) = 0, ω(0) = ω 0 > 0, and g ij = g ij (α), can be<br />

transformed by an invertible parameter-dependent change of complex coordinate<br />

z = w + h 20<br />

2 w2 + h 11 w ¯w + h 02<br />

2 ¯w2 , (5.28)<br />

for all sufficiently small |α|, into an equation without quadratic terms:<br />

ẇ = λw + O(|w| 3 ).<br />

Proof: The inverse change of variable is given by the expression<br />

Therefore,<br />

= λz +<br />

w = z − h 20<br />

2 z2 − h 11 z¯z − h 02<br />

2 ¯z2 + O(|z| 3 ).<br />

ẇ = ż − h 20 zż − h 11 (ż¯z + z ˙¯z) − h 02¯z ˙¯z + · · ·<br />

( g20<br />

)<br />

2 − λh 20 z 2 + ( g 11 − λh 11 − ¯λh<br />

) ( g02<br />

11 z¯z +<br />

2 − ¯λh<br />

)<br />

02 ¯z 2 + · · ·<br />

= λw + 1 2 (g 20 − λh 20 )w 2 + (g 11 − ¯λh 11 )w ¯w + 1 2 (g 02 − (2¯λ − λ)h 02 ) ¯w 2 + O(|w| 3 ).<br />

Thus, by setting<br />

h 20 = g 20<br />

λ , h 11 = g 11<br />

¯λ , h 02 = g 02<br />

2¯λ − λ ,<br />

2 The vectors q(α) and p(α), corresponding to the simple eigenvalues, can be selected to depend<br />

on α as smooth as A(α).


5.2. ONE-PARAMETER LOCAL BIFURCATIONS IN ODES 145<br />

we “kill” all the quadratic terms in (5.27). These substitutions are correct because<br />

the denominators are nonzero for all sufficiently small |α| since λ(0) = iω 0 with<br />

ω 0 > 0. ✷<br />

Remarks:<br />

(1) The resulting coordinate transformation is polynomial with coefficients that<br />

are smoothly dependent on α. The inverse transformation has the same property<br />

but it is not polynomial. Its form can be obtained by the method of unknown<br />

coefficients. In some neighborhood of the origin the transformation is near-identical<br />

because of its linear part.<br />

(2) Notice that the transformation changes the coefficients of the cubic (as well<br />

as higher-order) terms of (5.27).<br />

(3) It is instructive to compare the above given proof of Lemma 5.2 with the<br />

corresponding proof in real notations. The equation (5.27) is equivalent to a real<br />

system<br />

{<br />

ẋ1 = µx 1 − ωx 2 + 1 2 a 20x 2 1 + a 11x 1 x 2 + 1 2 a 02x 2 2 + O(‖x‖3 ),<br />

ẋ 2 = ωx 1 + µx 2 + 1 2 b 20x 2 1 + b 11x 1 x 2 + 1 2 b 02x 2 2 + O(‖x‖3 ),<br />

(5.29)<br />

with µ = µ(α), ω = ω(α) as above and some smooth real functions a ij = a ij (α), b ij =<br />

b ij (α). The transformation (5.28) becomes<br />

{<br />

x1 = ξ 1 + 1 2 g 20ξ 2 1 + g 11 ξ 1 ξ 2 + 1 2 g 02ξ 2 2,<br />

x 2 = ξ 2 + 1 2 h 20ξ 2 1 + h 11 ξ 1 ξ 2 + 1 2 h 02ξ 2 2,<br />

where g ij and h ij are unknown real finctions of α. Writing (5.29) in the (ξ 1 , ξ 2 )-<br />

coordinates, one gets the system<br />

⎧<br />

⎪⎨<br />

⎪⎩<br />

˙ξ 1 = µξ 1 − ωξ 2 + 1(a 2 20 − µg 20 − 2ωg 11 − ωh 20 )ξ1<br />

2<br />

+ (a 11 + ωg 20 − µg 11 − ωg 02 − ωh 11 )ξ 1 ξ 2<br />

+ 1(a 2 02 + 2ωg 11 − µg 02 − ωh 02 )ξ2<br />

2<br />

+ O(‖ξ‖ 3 ),<br />

˙ξ 2 = ωξ 1 + µξ 2 + 1(b 2 20 + ωg 20 − µh 20 − 2ωh 11 )ξ1<br />

2<br />

+ (b 11 + ωg 11 + ωh 20 − µh 11 − ωh 02 )ξ 1 ξ 2<br />

+ 1(b 2 02 + ωg 02 + 2ωh 11 − µh 02 )ξ2<br />

2<br />

+ O(‖ξ‖ 3 ).<br />

(5.30)<br />

Thus, the requirement to have no quadratic terms in this system is equivalent to<br />

the linear algebraic system<br />

⎛<br />

⎜<br />

⎝<br />

µ 2ω 0 ω 0 0<br />

−ω µ ω 0 ω 0<br />

0 −2ω µ 0 0 ω<br />

−ω 0 0 µ 2ω 0<br />

0 −ω 0 −ω µ ω<br />

0 0 −ω 0 −2ω µ<br />

⎞ ⎛<br />

⎟ ⎜<br />

⎠ ⎝<br />

⎞<br />

g 20<br />

g 11<br />

g 02<br />

h 20<br />

⎟<br />

h 11<br />

⎠<br />

h 02<br />

⎛<br />

=<br />

⎜<br />

⎝<br />

a 20<br />

a 11<br />

a 02<br />

b 02<br />

b 11<br />

b 02<br />

⎞<br />

. (5.31)<br />

⎟<br />


146 CHAPTER 5. LOCAL BIFURCATION THEORY<br />

The matrix in the left-hand-side is nonsingular near <strong>Hopf</strong> <strong>bifurcation</strong>, since its determinant<br />

is equal to<br />

(9ω 2 + µ 2 )(ω 2 + µ 2 ) 2 ,<br />

which reduces to 9ω0 6 > 0 at α = 0. Thus, for any given quadratic coefficients<br />

a ij , b ij in (5.29), one can find from (5.31) g ij , h ij with i, j = 0, 1, 2, i + j = 2, such<br />

that system (5.30) will have no quadratic terms for all sufficiently small |α|. This is<br />

equivalent to Lemma 5.2. Clearly, the complex notation is simpler. ♦<br />

Lemma 5.3 The equation<br />

ż = λz + g 30<br />

6 z3 + g 21<br />

2 z2¯z + g 12<br />

2 z¯z2 + g 03<br />

6 ¯z3 + O(|z| 4 ),<br />

where λ = λ(α) = µ(α) + iω(α), µ(0) = 0, ω(0) = ω 0 > 0, and g ij = g ij (α), can be<br />

transformed by an invertible parameter-dependent change of complex coordinate<br />

z = w + h 30<br />

6 w3 + h 21<br />

2 w2 ¯w + h 12<br />

2 w ¯w2 + h 03<br />

6 ¯w3 ,<br />

for all sufficiently small |α|, into an equation with only one cubic term:<br />

where c 1 = c 1 (α).<br />

Proof:<br />

The inverse transformation is<br />

ẇ = λw + c 1 w 2 ¯w + O(|w| 4 ),<br />

Therefore,<br />

w = z − h 30<br />

6 z3 − h 21<br />

2 z2¯z − h 12<br />

2 z¯z2 − h 03<br />

6 ¯z3 + O(|z| 4 ).<br />

ẇ = ż − h 30<br />

2 z2 ż − h 21<br />

2 (2z¯zż + z2 ˙¯z) − h 12<br />

2 (ż¯z2 + 2z¯z ˙¯z) − h 03<br />

2 ¯z2 ˙¯z + · · ·<br />

(<br />

g30<br />

= λz +<br />

6 − λh ) (<br />

30<br />

z 3 g21<br />

+<br />

2 2 − λh 21 − ¯λh )<br />

21<br />

z 2¯z 2<br />

+<br />

(<br />

g12<br />

2 − λh )<br />

12<br />

−<br />

2<br />

¯λh 12 z¯z 2 +<br />

(<br />

g03<br />

6 − ¯λh 03<br />

2<br />

)<br />

¯z 3 + · · ·<br />

= λw + 1 6 (g 30 − 2λh 30 )w 3 + 1 2 (g 21 − (λ + ¯λ)h 21 )w 2 ¯w<br />

+ 1 2 (g 12 − 2¯λh 12 )w ¯w 2 + 1 6 (g 03 + (λ − 3¯λ)h 03 ) ¯w 3 + O(|w| 4 ).<br />

Thus, by setting<br />

h 30 = g 30<br />

2λ , h 12 = g 12<br />

2¯λ , h 03 = g 03<br />

3¯λ − λ ,<br />

we can annihilate all cubic terms in the resulting equation except the w 2 ¯w -term,<br />

which we have to treat separately. The substitutions are valid since all the involved<br />

denominators are nonzero for all sufficiently small |α|.


5.2. ONE-PARAMETER LOCAL BIFURCATIONS IN ODES 147<br />

One can also try to eliminate the w 2 ¯w-term by formally setting<br />

h 21 = g 21<br />

λ + ¯λ .<br />

This is possible for small α ≠ 0, but the denominator vanishes at α = 0: λ(0) +<br />

¯λ(0) = iω 0 − iω 0 = 0. To obtain a transformation that is smoothly dependent on α,<br />

set h 21 = 0, which results in<br />

c 1 = g 21<br />

2 . ✷<br />

Remarks:<br />

(1) The remaining cubic w 2 ¯w-term is called a resonant term. Note that its<br />

coefficient is the same as the coefficient of the cubic term z 2¯z in the original equation<br />

in Lemma 5.3<br />

(2) We leave to the reader a proof of Lemma 5.3 in real notations. ♦<br />

Lemma 5.4 (Poincaré normalization) The equation<br />

ż = λ(α)z +<br />

∑<br />

2≤k+l≤3<br />

1<br />

k!l! g kl(α)z k¯z l + O(|z| 4 ), (5.32)<br />

where λ(α) = µ(α) + iω(α), µ(0) = 0, ω(0) = ω 0 > 0, can be transformed by an<br />

invertible parameter-dependent change of complex coordinate, smoothly depending<br />

on the parameter,<br />

z = w + h 20(α)<br />

w 2 + h 11 (α)w ¯w + h 02(α)<br />

¯w 2<br />

2<br />

2<br />

+ h 30(α)<br />

w 3 + h 12(α)<br />

w ¯w 2 + h 03(α)<br />

¯w 3 + O(|w| 4 ),<br />

6 2<br />

6<br />

for all sufficiently small |α|, into an equation with only one cubic term:<br />

ẇ = λ(α)w + c 1 (α)w 2 ¯w + O(|w| 4 ), (5.33)<br />

where<br />

c 1 (0) =<br />

i (<br />

g 20 (0)g 11 (0) − 2|g 11 (0)| 2 − 1 )<br />

2ω 0 3 |g 02(0)| 2<br />

+ g 21(0)<br />

. (5.34)<br />

2<br />

Proof: The superposition of the transformations defined by Lemmas 5.2 and 5.3<br />

does the job. First, perform the transformation<br />

z = w + h 20<br />

2 w2 + h 11 w ¯w + h 02<br />

2 ¯w2 , (5.35)<br />

with<br />

h 20 = g 20<br />

λ , h 11 = g 11<br />

¯λ , h 02 = g 02<br />

2¯λ − λ ,<br />

defined in Lemma 5.2. This annihilates all the quadratic terms but also changes the<br />

coefficients of the cubic terms. The coefficient of w 2 ¯w will be 1 ˜g 2 21, say, instead of


148 CHAPTER 5. LOCAL BIFURCATION THEORY<br />

1<br />

g 2 21. Then make the transformation from Lemma 5.3 that eliminates all the cubic<br />

terms but the resonant one. The coefficient of this term remains 1 ˜g 2 21.<br />

Thus, all we need to compute, to get the coefficient c 1 in terms of the given<br />

equation (5.32), is a new coefficient 1 ˜g 2 21 of the w 2 ¯w-term after the quadratic transformation<br />

(5.35). For this, we can express ż in terms of w, ¯w in two ways. One way<br />

is to substitute (5.35) into the original equation (5.32). Alternatively, since we know<br />

the resulting form (5.33) to which (5.32) can be transformed, ż can be computed by<br />

differentiating (5.35),<br />

ż = ẇ + h 20 wẇ + h 11 (w ˙¯w + ¯wẇ) + h 02 ˙¯w,<br />

and then by substituting ẇ and its complex conjugate, using (5.33). Comparing<br />

the coefficients of the quadratic terms in the obtained expressions for ż gives the<br />

above formulas for h 20 , h 11 , and h 02 , while equating the coefficients in front of the<br />

w|w| 2 -term leads to<br />

c 1 = g 20g 11 (2λ + ¯λ)<br />

2|λ| 2 + |g 11| 2<br />

λ + |g 02| 2<br />

2(2λ − ¯λ) + g 21<br />

2 .<br />

This formula gives us the dependence of c 1 on α if we recall that λ and g ij are<br />

smooth functions of the parameter. At the <strong>bifurcation</strong> parameter value α = 0, the<br />

previous equation reduces to (5.34). ✷<br />

Definition 5.6 The number<br />

is called the first Lyapunov coefficient.<br />

l 1 (0) = 1 ω 0<br />

Re c 1 (0)<br />

One has<br />

l 1 (0) = 1<br />

2ω 2 0<br />

Re[ig 20 (0)g 11 (0) + ω 0 g 21 (0)]. (5.36)<br />

Lemma 5.5 Consider the equation<br />

dw<br />

dt = (µ(α) + iω(α))w + c 1(α)w|w| 2 + O(|w| 4 ),<br />

where µ(0) = 0, and ω(0) = ω 0 > 0.<br />

Suppose µ ′ (0) ≠ 0 and l 1 (0) ≠ 0. Then, the equation can be transformed by<br />

a parameter-dependent linear coordinate transformation, a time rescaling, and a<br />

nonlinear time reparametrization into an equation of the form<br />

du<br />

dτ = (β + i)u + su|u|2 + O(|u| 4 ),<br />

where u is a new complex coordinate, τ, β are the new time and parameter, respectively,<br />

and s = sign l 1 (0) = ±1.

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