Classifications of bifurcations

Suppose \(x=0 \in \mathbb{R}^n\) is a stationary point of the system of ODEs \(\dot{x}=f(x,\mu)\) if \(\mu=0\), and \(D_xf(0,0)\) has a single zero eigenvalue. (If the stationary point is \(x^*\) at \(\mu^*\), then we simply work in shifted coordinates \(x-x^*\) and \(\mu -\mu^*\)). Now we consider the extended centre manifold for the system governed by (\(x\in\mathbb{R}\)) \[ \dot{x} = f(x,\mu),\qquad \dot{\mu}=0 \] where \(f\) satisfies \(f(0,0)=0\) and \(f_x(0,0)=0\). Consider the Taylor series expansion of \(f\) for \(|x|, |\mu|\) small: \[\dot{x} = f(0,0) + f_x(0,0) x + f_\mu(0,0) \mu + \frac{1}{2!} (f_{xx} x^2 + f_{\mu \mu} \mu^2 + 2 f_{x \mu} x \mu ) + O(|x|^3,|\mu|^3)\] where all partial derivatives are evaluated at \((0,0)\).

By the assumption that \(f(0,0)=0\) (\(x=0\) is the stationary point on the centre manifold for \(\mu=0\)) and \(f_x(0,0)=0\) (there is a zero eigenvalue), the above Taylor series is simply \[\dot{x} = f_\mu(0,0) \mu + \frac{1}{2} \left(f_{xx}(0,0) x^2 + f_{\mu \mu}(0,0) \mu^2 + 2 f_{x \mu}(0,0) x \mu \right) + \cdots. \] Different bifurcations could occur, depending on whether the partial derivatives vanish or not.

Saddle-node Bifurcation \(\dot{x}=\mu - x^2\)

If both \(f_\mu(0,0)\) and \(f_{xx}(0,0)\) are non-zero, then \[ \dot{x} = f_\mu(0,0) \mu + \frac{1}{2} f_{xx}(0,0) x^2+ O(|x\mu|,|\mu|^2,\cdots) \approx \mu f_\mu(0,0) + \frac{x^2}{2}f_{xx}(0,0). \] The stationary points are \begin{equation}\label{snquad} x_\pm^* \approx \pm \sqrt{-\frac{2 f_\mu(0,0)}{f_{xx}(0,0)}\mu} \end{equation} if \(\mu f_\mu(0,0)/f_{xx}(0,0)\leq 0\). So the stability is determined for sufficiently small \(|x|\) and \(|\mu|\) by the sign of \(f_{xx}\) and \(f_\mu\): there is no solution, if \(\mu f_\mu/f_{xx}> 0\), and there are two solutions given by~\eqref{snquad} if \(\mu f_\mu/f_{xx}\leq 0\). Since \[ \left. \frac{\partial }{\partial x} f(x,\mu)\right|_{x=x_\pm^*} \approx x_\pm^*f_{xx}(0,0) = \pm \sqrt{-\frac{2 f_\mu(0,0)}{f_{xx}(0,0)}\mu}f_{xx}(0,0). \] Therefore, if \(\mu f_\mu/f_{xx}> 0\), \(x_+\) is stable, \(x_-\) unstable if \(f_{xx} <0\) and \(x_-\) is stable, \(x_+\) unstable if \(f_{xx} >0\) This is a \emph{saddle-node} bifurcation, also called tangential bifurcation or fold bifurcation.

Transcritical Bifurcation \(\dot{x} = \mu x-x^2\)

If in addition to \(f(0,0)=f_x(0,0)=0\), \(f_\mu(0,0)\) is zero, but \(f_{xx}(0,0)\neq0\), the ODE equation becomes \[ \dot{x} \approx \frac{1}{2} \Big(f_{xx}(0,0)x^2 + 2 f_{x \mu}(0,0) x \mu + f_{\mu \mu}(0,0) \mu^2\Big) \] Then the possible stationary points are \(x_\pm^* = k_\pm \mu\), where \[ k_\pm = \frac{- f_{x \mu} \pm \sqrt{ f_{x \mu}^2 - f_{xx} f_{\mu \mu} }}{ f_{xx}}. \] So if \(f_{x \mu}^2 - f_{xx}f_{\mu \mu}>0\), there are two branches of solutions which intersect at the bifurcation point \((0,0)\). This is a \emph{transcritical} bifurcation. Stability is determined by looking at the leading order terms of the derivative \(f_x(x, \mu )\) and a relatively simple manipulation shows that one branch is stable and the other is unstable, with stability being \emph{exchanged} as \(\mu\) passes through zero. To show the stability, \[ \left. \frac{\partial}{\partial x} f(x,\mu)\right|_{x=x_\pm^*}= f_{xx}(0,0)x_\pm^*+f_{x\mu}(0,0)\mu = \pm \mu \sqrt{ f_{x \mu}^2 - f_{xx} f_{\mu \mu} }. \] So the fixed point \(x_+\) is stable if \(\mu<0\) and unstable if \(\mu >0\); \(x_-\) has the opposite stability property.

Pitchfork Bifurcation \(\dot{x}=\mu x-x^3\)

If \(f_\mu(0,0)=f_{xx}(0,0)=0\) then \begin{equation}\label{pfeq} \dot{x} \approx \frac{1}{2} \big(f_{\mu \mu} \mu^2 + 2 f_{x \mu} x \mu \big) + \frac{1}{6} \big(f_{xxx} x^3 + f_{\mu \mu \mu} \mu^3 + \dots\big). \end{equation} If \(f_{x\mu}\neq 0\), there is one branch of solutions with \(x\approx -\frac{f_{\mu\mu}}{2f_{x\mu}}\mu\). However there is a second set of solutions by balancing the second term \(f_{x\mu}x\mu\) and the third terms \(f_{xxx}x^3\): \[ f_{x \mu} x \mu + \frac{1}{6} f_{xxx} x^3=0 \] from which, provided \(f_{xxx}\ne 0\), \begin{equation}\label{pfbif} x^2=-\frac{6f_{x\mu}}{f_{xxx}}\mu \end{equation} giving two new solutions in whichever sign of \(\mu\) makes the right hand side positive. There are no other ways of balancing leading order terms (by posing \(x\sim \mu^\alpha\)) so these are the only bifurcating solutions. Since \begin{equation}\label{pfst} \frac{\partial}{\partial x} f (x,\mu)=f_{x\mu}\mu+\frac{1}{2}f_{xxx}x^2+\cdots, \end{equation} we see that the solution \(x\approx -\frac{f_{\mu\mu}}{2f_{x\mu}}\mu\) is stable (locally) if \(f_{x\mu}\mu<0\) and unstable if \(f_{x\mu}\mu>0\). So the sign of \(f_{x\mu}\) determines on which side of \(\mu=0\) this branch is stable.

The stability of second set of solutions is determined by substituting (\ref{pfbif}) into (\ref{pfst}) giving \(-2f_{x\mu}\mu\) and so the stability is the opposite of the simple branch described above.

This is called a \emph{pitchfork} bifurcation: if the non-trivial branch is stable it is called a \emph{supercritical} pitchfork bifurcation and if the non-trivial branch is unstable it is called a \emph{subcritical} pitchfork bifurcation, as shown in Figure 5.8.

Figure 5.8 Two types of Pitchfork Bifurcation.

It should be noted that the classification of bifurcation is based on the behaviour near the bifurcation point: in saddle-node bifurcation, the number of fixed points is from zero to two, one stable and one unstable; in transcritical bifurcation, two fixed points always exist and exchange stability; in pitchfork bifurcation, the number of fixed points changes from one to three, and the stability is exchanged.