bifurcation theory

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bifurcation theory
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{{Technical|date=June 2019}}(File:Saddlenode.gif|thumb|right|300px|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 behavior.BOOK, P., Blanchard, R. L., Devaney, Robert L. Devaney, G. R., Hall, Differential Equations, London, Thompson, 2006, 96–111, 978-0-495-01265-8, Bifurcations occur in both continuous systems (described by ODEs, DDEs or PDEs) and discrete systems (described by maps). The name "bifurcation" was first introduced by Henri Poincaré in 1885 in the first paper in mathematics showing such a behavior.Henri Poincaré. "L'Équilibre d'une masse fluide animée d'un mouvement de rotation". Acta Mathematica, vol.7, pp. 259-380, Sept 1885. Henri Poincaré also later named various types of stationary points and classified them.

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

(File:Chaosorderchaos.png|300px|right|thumb|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 fcolonmathbb{R}^ntimesmathbb{R}rightarrowmathbb{R}^n.
A local bifurcation occurs at (x_0,lambda_0) if the Jacobian matrix
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
Then a local bifurcation at occurs at (x_0,lambda_0) if the matrix
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 âˆ’1, it is a period-doubling (or flip) bifurcation, and otherwise, it is a Hopf bifurcation.Examples of local bifurcations include:

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: Global bifurcations can also involve more complicated sets such as chaotic attractors (e.g. crises).

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, 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,JOURNAL, Quantum manifestations of bifurcations of closed orbits in the photoabsorption spectra of atoms in electric fields, J., Gao, J. B., Delos, Phys. Rev. A, 56, 1, 356–364, 1997, 10.1103/PhysRevA.56.356, 1997PhRvA..56..356G, JOURNAL, Quantum Manifestations of Bifurcations of Classical Orbits: An Exactly Solvable Model, A. D., Peters, C., Jaffé, J. B., Delos, Phys. Rev. Lett., 73, 21, 2825–2828, 1994, 10057205, 10.1103/PhysRevLett.73.2825, 1994PhRvL..73.2825P, JOURNAL, Closed Orbit Bifurcations in Continuum Stark Spectra, Courtney, Michael, Jiao, Hong, Spellmeyer, Neal, Kleppner, Daniel, Gao, J., Delos, J. B., Phys. Rev. Lett., 74, 9, 1538–1541, 1995, 10059054, 10.1103/PhysRevLett.74.1538, 1995PhRvL..74.1538C, etal, molecular systems,JOURNAL, Bifurcation diagrams of periodic orbits for unbound molecular systems: FH2, M., Founargiotakis, S. C., Farantos, Ch., Skokos, G., Contopoulos, Chemical Physics Letters, 277, 5–6, 1997, 456–464, 10.1016/S0009-2614(97)00931-7, 1997CPL...277..456F, and resonant tunneling diodes.JOURNAL, Quantum Wells in Tilted Fields:Semiclassical Amplitudes and Phase Coherence Times, T. S., Monteiro, yes, D. S., Saraga, Foundations of Physics, 31, 2, 2001, 355–370, 10.1023/A:1017546721313, Bifurcation theory has also been applied to the study of laser dynamicsJOURNAL, The dynamical complexity of optically injected semiconductor lasers, S., Wieczorek, B., Krauskopf, T. B., Simpson, yes, D., Lenstra, Physics Reports, 416, 1–2, 2005, 1–128, 10.1016/j.physrep.2005.06.003, 2005PhR...416....1W, and a number of theoretical examples which are difficult to access experimentally such as the kicked topJOURNAL, Quantum entanglement dependence on bifurcations and scars in non-autonomous systems. The case of quantum kicked top, G., Stamatiou, yes, D. P. K., Ghikas, Physics Letters A, 368, 3–4, 2007, 206–214, 10.1016/j.physleta.2007.04.003, quant-ph/0702172, 2007PhLA..368..206S, and coupled quantum wells.JOURNAL, Chaos in a Mean Field Model of Coupled Quantum Wells; Bifurcations of Periodic Orbits in a Symmetric Hamiltonian System, J., Galan, E., Freire, Reports on Mathematical Physics, 44, 1–2, 1999, 87–94, 10.1016/S0034-4877(99)80148-7, 1999RpMP...44...87G, 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 classicJOURNAL, Beyond quantum mechanics: Insights from the work of Martin Gutzwiller, D., Kleppner, J. B., Delos, Foundations of Physics, 31, 4, 2001, 593–612, 10.1023/A:1017512925106, work on quantum chaos.BOOK, Martin C., Gutzwiller, Chaos in Classical and Quantum Mechanics, 1990, Springer-Verlag, New York, 978-0-387-97173-5, 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.

See also




  • BOOK, V. S., Afrajmovich, V. I., Arnold, Vladimir Arnold, Bifurcation Theory and Catastrophe Theory, 1994, 978-3-540-65379-0, etal,
  • BOOK, Stephen, Wiggins, Global bifurcations and Chaos: Analytical Methods, 1988, Springer, New York, 978-0-387-96775-2,weblink

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