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Applied Mathematical Sciences
Yuri A. Kuznetsov
Elements
of Applied
Bifurcation
Theory
Fourth Edition
Founding Editors
F. John
J. P. LaSalle
L. Sirovich
Volume 112
Series Editors
Anthony Bloch, Department of Mathematics, University of Michigan, Ann Arbor,
MI, USA
C. L. Epstein, Department of Mathematics, University of Pennsylvania,
Philadelphia, PA, USA
Alain Goriely, Department of Mathematics, University of Oxford, Oxford, UK
Leslie Greengard, New York University, New York, NY, USA
Advisory Editors
J. Bell, Center for Computational Sciences and Engineering, Lawrence Berkeley
National Laboratory, Berkeley, CA, USA
P. Constantin, Department of Mathematics, Princeton University, Princeton, NJ,
USA
R. Durrett, Department of Mathematics, Duke University, Durham, CA, USA
R. Kohn, Courant Institute of Mathematical Sciences, New York University,
New York, NY, USA
R. Pego, Department of Mathematical Sciences, Carnegie Mellon University,
Pittsburgh, PA, USA
L. Ryzhik, Department of Mathematics, Stanford University, Stanford, CA, USA
A. Singer, Department of Mathematics, Princeton University, Princeton, NJ, USA
A. Stevens, Department of Applied Mathematics, University of Münster, Münster,
Germany
S. Wright, Computer Sciences Department, University of Wisconsin, Madison, WI,
USA
The mathematization of all sciences, the fading of traditional scientific boundaries,
the impact of computer technology, the growing importance of computer modeling
and the necessity of scientific planning all create the need both in education and
research for books that are introductory to and abreast of these developments. The
purpose of this series is to provide such books, suitable for the user of mathematics,
the mathematician interested in applications, and the student scientist. In particular,
this series will provide an outlet for topics of immediate interest because of the
novelty of its treatment of an application or of mathematics being applied or lying
close to applications. These books should be accessible to readers versed in
mathematics or science and engineering, and will feature a lively tutorial style, a
focus on topics of current interest, and present clear exposition of broad appeal.
A compliment to the Applied Mathematical Sciences series is the Texts in Applied
Mathematics series, which publishes textbooks suitable for advanced undergraduate
and beginning graduate courses.
Yuri A. Kuznetsov
Elements of Applied
Bifurcation Theory
Fourth Edition
Yuri A. Kuznetsov
Department of Mathematics
Utrecht University
Utrecht, The Netherlands
Department of Applied Mathematics
University of Twente
Enschede, The Netherlands
ISSN 0066-5452 ISSN 2196-968X (electronic)

ISBN 978-3-031-22006-7 ISBN 978-3-031-22007-4 (eBook)
https://doi.org/10.1007/978-3-031-22007-4
Mathematics Subject Classification: 34C23, 37Gxx, 37M20, 37-04
1st & 2nd editions: © Springer-Verlag New York 1995, 1998

3rd edition: © Springer Science+Business Media New York 2004
4th edition: © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer
Nature Switzerland AG 2023
This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether
the whole or part of the material is concerned, specifically the rights of reprinting, reuse of illustrations,
recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or
information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar
methodology now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors, and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, expressed or implied, with respect to the material contained herein or for any
errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional
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The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
To my family
Preface to the Fourth Edition
After almost two decades since the appearance of the third edition of this book, it
is time for a new revision of the text. While the original structure and selection of
material proved to be reasonable and can be preserved, the progress in research and
education asked for additions, improvements, polishing, and—unfortunately—error
corrections. Apparently, many people read and actually used the previous editions.
Moreover, by an agreement between Springer and Science Press (Beijing), a Chinese
translation has been published in 2010 that remained until now the most up-to-date
version.
As before, the book structure has been kept intact. Most of the changes reflect
recent theoretical and software developments in which the author was involved.
Hopefully, the book will remain readable for students and applied researchers with
a moderate mathematical background. Major changes in the fourth edition can be
summarized as follows.
Chapter 1. Introduction to Dynamical Systems. Appendix A is added that
discusses the general properties of orbits in planar autonomous ODEs, including
proofs of the classical Poinaré-Bendixson Theorem and Bendixson-Dulac Criterion.
While this material is treated in many standard textbooks, a brief summary of the
main ideas is included here for completeness. Another new Appendix C is added that
introduces an important class of infinite-dimensional dynamical systems, i.e., DDEs
(ordinary differential equations with finite time delays). Such equations describe
many important natural and industrial processes and appear, e.g., in the mathematical
modeling of epidemics or lasers with optical feedback. It is explained why such
systems have infinite-dimensional phase spaces, and how to determine the stability
of their equilibria.
Chapter 2. Topological Equivalence, Bifurcations, and Structural Stability
of Dynamical Systems. More results on the topological equivalence of scalar maps
are given, including a condition for the equivalence of strictly increasing maps, with
a proof based on the fundamental domains. This result is then used several times in
the other chapters.
Chapter 3. One-Parameter Bifurcations of Equilibria in Continuous-Time
Dynamical Systems. The construction of the local conjugating homeomorphism for
vii
viii Preface to the Fourth Edition
the Andronov-Hopf bifurcation in Appendix A is revised and is now based on the

local topological equivalence of the corresponding Poincaré maps. A proof of the
uniqueness of the bifurcating cycle at this bifurcation using the Bendixson-Dulac
Criterion is added as a new Exercise.
Chapter 4. One-Parameter Bifurcations of Fixed Points in Discrete-Time
Dynamical Systems. Recent elementary proofs of the local topological equivalence
of the normal forms for the fold and the period-doubling bifurcations of maps to their
perturbations are included. In particular, the new Appendix A presents a detailed
proof for the period-doubling case. The proof in Appendix B of the appearance of a
closed invariant curve via the Neimark-Sacker bifurcation is considerably improved
so that the uniqueness of the invariant curve in a non-shrinking neighborhood of the
bifurcating fixed point is now demonstrated.
Chapter 5. Bifurcations of Equilibria and Periodic Orbits in n-Dimensional
Dynamical Systems. The section on the computation of center manifolds for codim
1 bifurcations of ODEs and maps is completely rewritten. Here, the homological
equation technique for the simultaneous center manifold reduction and normalization
on the center manifold is introduced and applied for both ODEs and iterated maps.
This simplified the presentation. Moreover, a similar approach due to G. Iooss is
used in the new Appendix A to derive explicit formulas for the coefficients of the
critical normal forms on the periodic center manifolds near codim 1 limit cycles.
Thus, two approaches are used now for the analysis of bifurcations of limit cycles:
The center manifold reduction for Poincaré maps and a more recent one, based
on the center manifold reduction near the cycle in the original ODE system, that
completely avoids full Poincaré maps. Appendix B on (Andronov-)Hopf bifurcation
in reaction-diffusion systems is modified accordingly, while another Appendix C on
Hopf bifurcation in DDEs is added.
Chapter 6. Bifurcations of Orbits Homoclinic and Heteroclinic to Hyper-
bolic Equilibria. While the majority of the material is kept intact, some small
improvements have been introduced and the bibliographical notes are extended.
Chapter 7. Other One-Parameter Bifurcations in Continuous-Time Dynam-
ical Systems. Here, only minor misprints are corrected and some basic references
on quasi-periodic bifurcations are added.
Chapter 8. Two-Parameter Bifurcations of Equilibria in Continuous-Time
Dynamical Systems. The derivation of the smooth orbital normal form for the
Bogdanov-Takens bifurcation in planar ODEs is rectified.
Chapter 9. Two-Parameter Bifurcations of Fixed Points in Discrete-Time
Dynamical Systems. New sections presenting recent results on codim 2 bifurcations
of fixed points with three- and four-dimensional center manifolds, i.e., fold-Neimark-
Sacker, flip-Neimark-Sacker, and double Neimark-Sacker bifurcations, are added.
These bifurcations were not treated in the previous editions. Thus, all eleven codim 2
bifurcations of fixed points are now covered, including the computation of the critical
normal form coefficients on the center manifolds via the homological equation.
Chapter 10. Numerical Analysis of Bifurcations. In Appendix A, a self-
contained proof of the quadratic local convergence of Newton’s method to a regular
solution of a nonlinear system f (x) = 0 in Rn is added.
Preface to the Fourth Edition ix
Bibliographical notes in all chapters and References are updated. The text,
including some additional material provided to students as online notes, is used
many times in the Bachelor’s and Master’s courses on nonlinear dynamical systems
and their numerical analysis, both at the Utrecht University and the University of
Twente. The new approaches emerged in a joint work and numerous discussions
with many colleagues, in particular, with O. Diekmann and H. Hanssmann (Utrecht
University), W. Govaerts (Ghent University), S. van Gils and H. G. E. Meijer (Univer-
sity of Twente), and E. Doedel (Concordia University). The translator C. F. Jin of
the third edition into Chinese has found a number of unnoticed misprints in the third
edition, which are now corrected. Other remarks and suggestions from all over the
world have helped to improve the text.
There is one global change in the notation that is useful to mention here: An
element x ∈ Rn is written in one of the following equivalent forms:
⎛ ⎞
x1
⎜ ⎟
⎜ x2 ⎟
(x1 , x2 , . . . , xn ) = (x1 x2 · · · xn )T = ⎜ ⎟
⎜ .. ⎟,
⎝. ⎠
xn
which can be interpreted as an identification of Rn with its tangent space.

Let me conclude by acknowledging the constant support of my wife, Lioudmila,
and my daughters, Elena and Ouliana. My two grandchildren also became a constant
source of inspiration.
Utrecht, The Netherlands Yuri A. Kuznetsov

October 2022
Preface to the Third Edition
The years that have passed since the publication of the first edition of this book proved
that the basic principles used to select and present the material made sense. The idea
was to write a simple text that could serve as a serious introduction to the subject. Of
course, the meaning of “simplicity” varies from person to person and from country
to country. The word “introduction” contains even more ambiguity. To start reading
this book, only a moderate knowledge of linear algebra and calculus is required.
Other preliminaries, qualified as “elementary” in modern mathematics, are explicitly
formulated in the book. These include the Fredholm Alternative for linear systems
and the multidimensional Implicit Function Theorem. Using these very limited tools,
a framework of notions, results, and methods is gradually built that allows one to read
(and possibly write) scientific papers on bifurcations of nonlinear dynamical systems.
Among other things, progress in the sciences means that mathematical results and
methods that once were new become standard and routinely used by the research and
development community. Hopefully, this edition of the book will contribute to this
process.
The book’s structure has been kept intact. Most of the changes introduced reflect
recent theoretical and software developments in which the author was involved.
Important changes in the third edition can be summarized as follows. A new section
devoted to the fold-flip bifurcation for maps has appeared in Chapter 9. We derive
there a parameter-dependent normal form for the map having at critical parameter
values a fixed point with eigenvalues ±1, approximate this normal form by a flow,
present generic bifurcation diagrams, and discuss their relationships with the original
map. The treatment of the strong resonance 1:1 is extended considerably along similar
lines.
A modern technique, due to Coullet and Spiegel, of the simultaneous center mani-
fold reduction and normalization on the center manifold is introduced in Chapters 8
and 9. Using this technique, explicit formulas for the normal form coefficients for
codim 2 local bifurcations of n-dimensional ODEs and maps are derived, including
the fold-flip bifurcation. The resulting formulas are independent of n and equally
suitable for both symbolic and numerical evaluation in the original basis. The center
xi
xii Preface to the Third Edition
manifold computations for codim 1 local bifurcations in Chapter 5 were also recti-
fied. The reader should be warned that the scaling of some coefficients differs slightly
from that in the previous editions.
The Hénon map now plays a prominent role in the book. It is used to illustrate
the Smale horseshoe in Chapter 1 and the codim 1 bifurcation curves in Chapter 4.
In Chapter 7, it is shown that this map approximates rescaled return maps defined
near a nontransversal homoclinic orbit to a saddle limit cycle. Using these facts, we
sketch a proof of the classical results by Gavrilov and Shil’nikov concerning the
accumulation of folds and flips on this bifurcation.
Following numerous suggestions, two new appendices are included. Appendix
B to Chapter 3 gives a rather standard introduction to the theory of the Poincaré
normal forms of ODEs near an equilibrium. This provides the reader with a uniform
point of view on various normal form computations in the book. Appendix B to
Chapter 10 is devoted to an elementary treatment of the bialternate matrix product.
This product has proved to be an important tool in the numerical analysis of Hopf
and Neimark-Sacker bifurcations but it is not considered in the standard courses on
Linear Algebra.
While preparing this edition, I have corrected misprints and errors found in the
second edition. The bibliography was extended and checked against the AMS Math-
SciNet reference database; if known, the references to English translations are added.
All figures were revised, and in some cases relevant data were recomputed.
I am thankful to all colleagues for comments, suggestions, and discussions that
led to text improvements. Finally, may the constant support by my wife, Lioudmila,
and my daughters, Elena and Ouliana, be acknowledged.
Utrecht, The Netherlands Yuri A. Kuznetsov

April 2004
Preface to the Second Edition
The favorable reaction to the first edition of this book confirmed that the publication
of such an application-oriented text on bifurcation theory of dynamical systems
was well timed. The selected topics indeed cover major practical issues of applying
the bifurcation theory to finite-dimensional problems. This new edition preserves
the structure of the first edition while updating the context to incorporate recent
theoretical developments, in particular, new and improved numerical methods for
bifurcation analysis. The treatment of some topics has been clarified.
Major additions can be summarized as follows: In Chapter 3, an elementary proof
of the topological equivalence of the original and truncated normal forms for the fold
bifurcation is given. This makes the analysis of codimension-one equilibrium bifur-
cations of ODEs in the book complete. This chapter also includes an example of the
Hopf bifurcation analysis in a planar system using MAPLE, a symbolic manipulation
software. Chapter 4 includes a detailed normal form analysis of the Neimark-Sacker
bifurcation in the delayed logistic map. In Chapter 5, we derive explicit formulas
for the critical normal form coefficients of all codim 1 bifurcations of n-dimensional
iterated maps (i.e., fold, flip, and Neimark-Sacker bifurcations). The section on homo-
clinic bifurcations in n-dimensional ODEs in Chapter 6 is completely rewritten and
introduces the Melnikov integral that allows us to verify the regularity of the mani-
fold splitting under parameter variations. Recently proved results on the existence
of center manifolds near homoclinic bifurcations are also included. By their means
the study of generic codim 1 homoclinic bifurcations in n-dimensional systems is
reduced to that in some two-, three-, or four-dimensional systems. Two- and three-
dimensional cases are treated in the main text, while the analysis of bifurcations in
four-dimensional systems with a homoclinic orbit to a focus-focus is outlined in the
new appendix. In Chapter 7, an explicit example of the “blue sky” bifurcation is
discussed. Chapter 10, devoted to the numerical analysis of bifurcations, has been
changed most substantially. We have introduced bordering methods to continue fold
and Hopf bifurcations in two parameters. In this approach, the defining function
for the bifurcation used in the minimal augmented system is computed by solving
a bordered linear system. It allows for explicit computation of the gradient of this
xiii
xiv Preface to the Second Edition
function, contrary to the approach when determinants are used as the defining func-
tions. The main text now includes BVP methods to continue codim 1 homoclinic
bifurcations in two parameters, as well as all codim 1 limit cycle bifurcations. A
new appendix to this chapter provides test functions to detect all codim 2 homoclinic
bifurcations involving a single homoclinic orbit to an equilibrium. The software
review in the last appendix to this chapter is updated to present recently developed
programs, including AUTO97 with HomCont, DsTool, and CONTENT providing
the information on their availability by ftp.
A number of misprints and minor errors have been corrected while preparing
this edition. I would like to thank many colleagues who have sent comments and
suggestions, including E. Doedel (Concordia University, Montreal), B. Krauskopf
(VU, Amsterdam), S. van Gils (TU Twente, Enschede), B. Sandstede (WIAS,
Berlin), W.-J. Beyn (Bielefeld University), F.S. Berezovskaya (Center for Ecological
Problems and Forest Productivity, Moscow), E. Nikolaev and E.E. Shnoll (IMPB,
Pushchino, Moscow Region), W. Langford (University of Guelph), O. Diekmann
(Utrecht University), and A. Champneys (University of Bristol).
I am thankful to my wife, Lioudmila, and to my daughters, Elena and Ouliana,
for their understanding, support, and patience, while I was working on this book and
developing the bifurcation software CONTENT.
Finally, I would like to acknowledge the Research Institute for Applications of
Computer Algebra (RIACA, Eindhoven) for the financial support of my work at CWI
(Amsterdam) in 1995–1997.
Amsterdam, The Netherlands Yuri A. Kuznetsov

September 1997
Preface to the First Edition
During the last few years, several good textbooks on nonlinear dynamics have
appeared for graduate students in applied mathematics. It seems, however, that the
majority of such books are still too theoretically oriented and leave many practical
issues unclear for people intending to apply the theory to particular research prob-
lems. This book is designed for advanced undergraduate or graduate students in math-
ematics who will participate in applied research. It is also addressed to professional
researchers in physics, biology, engineering, and economics who use dynamical
systems as modeling tools in their studies. Therefore, only a moderate mathemat-
ical background in geometry, linear algebra, analysis, and differential equations is
required. A brief summary of general mathematical terms and results, which are
assumed to be known in the main text, appears at the end of the book. Whenever
possible, only elementary mathematical tools are used. For example, we do not try
to present normal form theory in full generality, instead developing only the portion
of the technique sufficient for our purposes.
The book aims to provide the student (or researcher) with both a solid basis
in dynamical systems theory and the necessary understanding of the approaches,
methods, results, and terminology used in the modern applied mathematics literature.
A key theme is that of topological equivalence and codimension, or “what one may
expect to occur in the dynamics with a given number of parameters allowed to vary.”
Actually, the material covered is sufficient to perform quite complex bifurcation
analysis of dynamical systems arising in applications. The book examines the basic
topics of bifurcation theory and could be used to compose a course on nonlinear
dynamical systems or systems theory. Certain classical results, such as Andronov-
Hopf and homoclinic bifurcation in two-dimensional systems, are presented in great
detail, including self-contained proofs. For more complex topics of the theory, such
as homoclinic bifurcations in more than two dimensions and two-parameter local
bifurcations, we try to make clear the relevant geometrical ideas behind the proofs
but only sketch them or, sometimes, discuss and illustrate the results but give only
references of where to find the proofs. This approach, we hope, makes the book
readable for a wide audience and keeps it relatively short and able to be browsed. We
also present several recent theoretical results concerning, in particular, bifurcations
xv
xvi Preface to the First Edition
of homoclinic orbits to nonhyperbolic equilibria and one-parameter bifurcations of

limit cycles in systems with reflectional symmetry. These results are hardly covered
in standard graduate-level textbooks but seem to be important in applications.
In this book we try to provide the reader with explicit procedures for application
of general mathematical theorems to particular research problems. Special attention
is given to numerical implementation of the developed techniques. Several examples,
mainly from mathematical biology, are used as illustrations.
The present text originated in a graduate course on nonlinear systems taught by
the author at the Politecnico di Milano in the Spring of 1991. A similar postgraduate
course was given at the Centrum voor Wiskunde en Informatica (CWI, Amsterdam)
in February, 1993. Many of the examples and approaches used in the book were first
presented at the seminars held at the Research Computing Centre1 of the Russian
Academy of Sciences (Pushchino, Moscow Region).
Let us briefly characterize the content of each chapter.
Chapter 1. Introduction to dynamical systems. In this chapter we introduce
basic terminology. A dynamical system is defined geometrically as a family of evolu-
tion operators ϕ t acting in some state space X and parametrized by continuous or
discrete time t. Some examples, including symbolic dynamics, are presented. Orbits,
phase portraits, and invariant sets appear before any differential equations, which are
treated as one of the ways to define a dynamical system. The Smale horseshoe is
used to illustrate the existence of very complex invariant sets having fractal struc-
ture. Stability criteria for the simplest invariant sets (equilibria and periodic orbits) are
formulated. An example of infinite-dimensional continuous-time dynamical systems
is discussed, namely, reaction-diffusion systems.
Chapter 2. Topological equivalence, bifurcations, and structural stability of
dynamical systems. Two dynamical systems are called topologically equivalent if
their phase portraits are homeomorphic. This notion is then used to define structurally
stable systems and bifurcations. The topological classification of generic (hyperbolic)
equilibria and fixed points of dynamical systems defined by autonomous ordinary
differential equations (ODEs) and iterated maps is given, and the geometry of the
phase portrait near such points is studied. A bifurcation diagram of a parameter-
dependent system is introduced as a partitioning of its parameter space induced
by the topological equivalence of corresponding phase portraits. We introduce the
notion of codimension (codim for short) in a rather naive way as the number of
conditions defining the bifurcation. Topological normal forms (universal unfoldings
of nondegenerate parameter-dependent systems) for bifurcations are defined, and an
example of such a normal form is demonstrated for the Hopf bifurcation.
Chapter 3. One-parameter bifurcations of equilibria in continuous-time
dynamical systems. Two generic codim 1 bifurcations – tangent (fold) and
Andronov-Hopf – are studied in detail following the same general approach: (1)
formulation of the corresponding topological normal form and analysis of its bifur-
cations; (2) reduction of a generic parameter-dependent system to the normal form
up to terms of a certain order; and (3) demonstration that higher-order terms do not
1 Renamed in 1992 as the Institute of Mathematical Problems of Biology (IMPB).

Preface to the First Edition xvii
affect the local bifurcation diagram. Step 2 (finite normalization) is performed by

means of polynomial changes of variables with unknown coefficients that are then
fixed at particular values to simplify the equations. Relevant normal form and nonde-
generacy (genericity) conditions for a bifurcation appear naturally at this step. An
example of the Hopf bifurcation in a predator-prey system is analyzed.
Chapter 4. One-parameter bifurcations of fixed points in discrete-time
dynamical systems. The approach formulated in Chapter 3 is applied to study
tangent (fold), flip (period-doubling), and Hopf (Neimark-Sacker) bifurcations of
discrete-time dynamical systems. For the Neimark-Sacker bifurcation, as is known,
a normal form so obtained captures only the appearance of a closed invariant curve
but does not describe the orbit structure on this curve. Feigenbaum’s universality in
the cascade of period doublings is explained geometrically using saddle properties
of the period-doubling map in an appropriate function space.
Chapter 5. Bifurcations of equilibria and periodic orbits in n-dimensional
dynamical systems. This chapter explains how the results on codim 1 bifurca-
tions from the two previous chapters can be applied to multidimensional systems.
A geometrical construction is presented upon which a proof of the Center Manifold
Theorem is based. Explicit formulas are derived for the quadratic coefficients of the
Taylor approximations to the center manifold for all codim 1 bifurcations in both
continuous and discrete time. An example is discussed where the linear approxima-
tion of the center manifold leads to the wrong stability analysis of an equilibrium.
We present in detail a projection method for center manifold computation that avoids
the transformation of the system into its eigenbasis. Using this method, we derive
a compact formula to determine the direction of a Hopf bifurcation in multidimen-
sional systems. Finally, we consider a reaction-diffusion system on an interval to
illustrate the necessary modifications of the technique to handle the Hopf bifurcation
in some infinite-dimensional systems.
Chapter 6. Bifurcations of orbits homoclinic and heteroclinic to hyperbolic
equilibria. This chapter is devoted to the generation of periodic orbits via homoclinic
bifurcations. A theorem due to Andronov and Leontovich describing homoclinic
bifurcation in planar continuous-time systems is formulated. A simple proof is given
which uses a constructive C 1 -linearization of a system near its saddle point. All codim
1 bifurcations of homoclinic orbits to saddle and saddle-focus equilibrium points in
three-dimensional ODEs are then studied. The relevant theorems by Shil’nikov are
formulated together with the main geometrical constructions involved in their proofs.
The role of the orientability of invariant manifolds is emphasized. Generalizations to
more dimensions are also discussed. An application of Shil’nikov’s results to nerve
impulse modeling is given.
Chapter 7. Other one-parameter bifurcations in continuous-time dynamical
systems. This chapter treats some bifurcations of homoclinic orbits to nonhyperbolic
equilibrium points, including the case of several homoclinic orbits to a saddle-saddle
point, which provides one of the simplest mechanisms for the generation of an infinite
number of periodic orbits. Bifurcations leading to a change in the rotation number
on an invariant torus and some other global bifurcations are also reviewed. All codim
xviii Preface to the First Edition
1 bifurcations of equilibria and limit cycles in Z2 -symmetric systems are described

together with their normal forms.
Chapter 8. Two-parameter bifurcations of equilibria in continuous-time
dynamical systems. One-dimensional manifolds in the direct product of phase and
parameter spaces corresponding to the tangent and Hopf bifurcations are defined and
used to specify all possible codim 2 bifurcations of equilibria in generic continuous-
time systems. Topological normal forms are presented and discussed in detail for the
cusp, Bogdanov-Takens, and generalized Andronov-Hopf (Bautin) bifurcations. An
example of a two-parameter analysis of Bazykin’s predator-prey model is consid-
ered in detail. Approximating symmetric normal forms for zero-Hopf and Hopf-Hopf
bifurcations are derived and studied, and their relationship with the original problems
is discussed. Explicit formulas for the critical normal form coefficients are given for
the majority of the codim 2 cases.
Chapter 9. Two-parameter bifurcations of fixed points in discrete-time
dynamical systems. A list of all possible codim 2 bifurcations of fixed points in
generic discrete-time systems is presented. Topological normal forms are obtained
for the cusp and degenerate flip bifurcations with explicit formulas for their coeffi-
cients. An approximate normal form is presented for the Neimark-Sacker bifurca-
tion with cubic degeneracy (Chenciner bifurcation). Approximating normal forms
are expressed in terms of continuous-time planar dynamical systems for all strong
resonances (1:1, 1:2, 1:3, and 1:4). The Taylor coefficients of these continuous-time
systems are explicitly given in terms of those of the maps in question. A periodically
forced predator-prey model is used to illustrate resonant phenomena.
Chapter 10. Numerical analysis of bifurcations. This final chapter deals with
numerical analysis of bifurcations, which in most cases is the only tool to attack real
problems. Numerical procedures are presented for the location and stability anal-
ysis of equilibria and the local approximation of their invariant manifolds as well as
methods for the location of limit cycles (including orthogonal collocation). Several
methods are discussed for equilibrium continuation and detection of codim 1 bifur-
cations based on predictor-corrector schemes. Numerical methods for continuation
and analysis of homoclinic bifurcations are also formulated.
Each chapter contains exercises, and we have provided hints for the most difficult
of them. The references and comments to the literature are summarized at the end of
each chapter as separate bibliographical notes. The aim of these notes is mainly to
provide a reader with information on further reading. The end of a theorem’s proof
(or its absence) is marked by the symbol , while that of a remark (example) is
denoted by (), respectively.
As is clear from this Preface, there are many important issues this book does not
touch. In fact, we study only the first bifurcations on a route to chaos and try to
avoid the detailed treatment of chaotic dynamics, which requires more sophisticated
mathematical tools. We do not consider important classes of dynamical systems such
as Hamiltonian systems (e.g., KAM-theory and Melnikov methods are left outside
the scope of this book). Only introductory information is provided on bifurcations in
systems with symmetries. The list of omissions can easily be extended. Nevertheless,
Preface to the First Edition xix
we hope the reader will find the book useful, especially as an interface between
undergraduate and postgraduate studies.
This book would have never appeared without the encouragement and help from
many friends and colleagues to whom I am very much indebted. The idea of such
an application-oriented book on bifurcations emerged in discussions and joint work
with A.M. Molchanov, A.D. Bazykin, E.E. Shnol, and A.I. Khibnik at the former
Research Computing Centre of the USSR Academy of Sciences (Pushchino). S.
Rinaldi asked me to prepare and give a course on nonlinear systems at the Politec-
nico di Milano that would be useful for applied scientists and engineers. O. Diekmann
(CWI, Amsterdam) was the first to propose the conversion of these brief lecture notes
into a book. He also commented on some of the chapters and gave friendly support
during the whole project. S. van Gils (TU Twente, Enschede) read the manuscript
and gave some very useful suggestions that allowed me to improve the content and
style. I am particularly thankful to A.R. Champneys of the University of Bristol, who
reviewed the whole text and not only corrected the language but also proposed many
improvements in the selection and presentation of the material. Certain topics have
been discussed with J. Sanders (VU/RIACA/CWI, Amsterdam), B. Werner (Univer-
sity of Hamburg), E. Nikolaev (IMPB, Pushchino), E. Doedel (Concordia Univer-
sity, Montreal), B. Sandstede (IAAS, Berlin), M. Kirkilonis (CWI, Amsterdam), J.
de Vries (CWI, Amsterdam), and others, whom I would like to thank. Of course,
the responsibility for all remaining mistakes is mine. I would also like to thank A.
Heck (CAN, Amsterdam) and V.V. Levitin (IMPB, Pushchino/CWI, Amsterdam) for
computer assistance. Finally, I thank the Nederlandse Organisatie voor Wetenschap-
pelijk Onderzoek (NWO) for providing financial support during my stay at CWI,
Amsterdam.
Amsterdam, The Netherlands Yuri A. Kuznetsov

December 1994
Contents
1 Introduction to Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Definition of a Dynamical System . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 State Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.3 Evolution Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.4 Definition of a Dynamical System . . . . . . . . . . . . . . . . . . . 7
1.2 Orbits and Phase Portraits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Invariant Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.1 Definition and Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.2 Smale Horseshoe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.3 Stability of Invariant Sets . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4 Differential Equations and Dynamical Systems . . . . . . . . . . . . . . . 20
1.5 Poincaré Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.5.1 Time-Shift Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.5.2 Poincaré Map and Stability of Cycles . . . . . . . . . . . . . . . . 28
1.5.3 Poincaré Map for Periodically Forced Systems . . . . . . . . 34
1.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.7 Appendix A: Planar ODE Systems . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.8 Appendix B: Reaction-Diffusion Systems . . . . . . . . . . . . . . . . . . . . 41
1.9 Appendix C: Differential Equations with Delays . . . . . . . . . . . . . . 44
1.10 Appendix D: Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . . 45
2 Topological Equivalence, Bifurcations, and Structural
Stability of Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.1 Equivalence of Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.2 Topological Classification of Generic Equilibria and Fixed
Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.2.1 Hyperbolic Equilibria in Continuous-Time
Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.2.2 Hyperbolic Fixed Points in Discrete-Time Systems . . . . 61
2.2.3 Hyperbolic Limit Cycles . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
xxi
xxii Contents
2.3 Bifurcations and Bifurcation Diagrams . . . . . . . . . . . . . . . . . . . . . . 68

2.4 Topological Normal Forms for Bifurcations . . . . . . . . . . . . . . . . . . 74
2.5 Structural Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
2.7 Appendix: Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3 One-Parameter Bifurcations of Equilibria in Continuous-Time
Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
3.1 Simplest Bifurcation Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
3.2 The Normal Form of the Fold Bifurcation . . . . . . . . . . . . . . . . . . . . 90
3.3 Generic Fold Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
3.4 The Normal Form of the Hopf Bifurcation . . . . . . . . . . . . . . . . . . . 97
3.5 Generic Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
3.7 Appendix A: Proof of Lemma 3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . 119
3.8 Appendix B: Poincaré Normal Forms . . . . . . . . . . . . . . . . . . . . . . . 122
3.9 Appendix C: Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . . 128
4 One-Parameter Bifurcations of Fixed Points in Discrete-Time
4.1 Simplest Bifurcation Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
4.2 The Normal Form of the Fold Bifurcation . . . . . . . . . . . . . . . . . . . . 133
4.3 Generic Fold Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
4.4 The Normal Form of the Flip Bifurcation . . . . . . . . . . . . . . . . . . . . 137
4.5 Generic Flip Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
4.6 The “Normal Form” of the Neimark-Sacker Bifurcation . . . . . . . . 144
4.7 Generic Neimark-Sacker Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . 148
4.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
4.9 Appendix A: Proof of Lemma 4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . 159
4.10 Appendix B: Proof of Lemma 4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
4.11 Appendix C: Feigenbaum’s Universality . . . . . . . . . . . . . . . . . . . . . 169
5 Bifurcations of Equilibria and Periodic Orbits
in n-Dimensional Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
5.1 Center Manifold Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
5.1.1 Center Manifolds in Continuous-Time Systems . . . . . . . 176
5.1.2 Center Manifolds in Discrete-Time Systems . . . . . . . . . . 182
5.2 Center Manifolds in Parameter-Dependent Systems . . . . . . . . . . . 184
5.3 Bifurcations of Limit Cycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
5.4 Computation of Center Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.4.1 Restricted Normalized Equations for ODEs . . . . . . . . . . . 192
5.4.2 Restricted Normalized Equations for Maps . . . . . . . . . . . 201
5.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
5.6 Appendix A: Periodic Normal Forms for Bifurcations
of Limit Cycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
Contents xxiii
5.6.1 Periodic Center Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . 209

5.6.2 Periodic Normal Forms for Codim 1 Bifurcations
of Limit Cycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
5.6.3 Critical Normal Form Coefficients . . . . . . . . . . . . . . . . . . 214
5.7 Appendix B: Hopf Bifurcation in Reaction-Diffusion
Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
5.8 Appendix C: Hopf Bifurcation in Delay Differential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
6 Bifurcations of Orbits Homoclinic and Heteroclinic
to Hyperbolic Equilibria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
6.1 Homoclinic and Heteroclinic Orbits . . . . . . . . . . . . . . . . . . . . . . . . . 229
6.2 Andronov-Leontovich Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
6.3 Homoclinic Bifurcations in Three-Dimensional Systems:
Shil’nikov Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
6.4 Homoclinic Bifurcations in n-Dimensional Systems . . . . . . . . . . . 261
6.4.1 Regular Homoclinic Orbits: Melnikov Integral . . . . . . . . 261
6.4.2 Homoclinic Center Manifolds . . . . . . . . . . . . . . . . . . . . . . 265
6.4.3 Generic Homoclinic Bifurcations in Rn . . . . . . . . . . . . . . 268
6.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
6.6 Appendix A: Focus-Focus Homoclinic Bifurcation
in Four-dimensional Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
6.7 Appendix B: Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . . 278
7 Other One-Parameter Bifurcations in Continuous-Time
Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
7.1 Codim 1 Bifurcations of Homoclinic Orbits
to Nonhyperbolic Equilibria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
7.1.1 Saddle-Node Homoclinic Bifurcation on the Plane . . . . . 282
7.1.2 Saddle-Node and Saddle-Saddle Homoclinic
Bifurcations in R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
7.2 Bifurcations of Orbits Homoclinic to Limit Cycles . . . . . . . . . . . . 294
7.2.1 Nontransversal Homoclinic Orbit to a Hyperbolic
Cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
7.2.2 Homoclinic Orbits to a Nonhyperbolic Limit Cycle . . . . 299
7.3 Bifurcations on Invariant Tori . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
7.3.1 Reduction to a Poincaré Map . . . . . . . . . . . . . . . . . . . . . . . 302
7.3.2 Rotation Number and Orbit Structure . . . . . . . . . . . . . . . . 304
7.3.3 Structural Stability and Bifurcations . . . . . . . . . . . . . . . . . 306
7.3.4 Phase Locking Near a Neimark-Sacker
Bifurcation: Arnold Tongues . . . . . . . . . . . . . . . . . . . . . . . 307
7.4 Bifurcations in Symmetric Systems . . . . . . . . . . . . . . . . . . . . . . . . . 310
7.4.1 General Properties of Symmetric Systems . . . . . . . . . . . . 311
7.4.2 Z2 -Equivariant Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
xxiv Contents
7.4.3 Codim 1 Bifurcations of Equilibria

in Z2 -Equivariant Systems . . . . . . . . . . . . . . . . . . . . . . . . . 315
7.4.4 Codim 1 Bifurcations of Cycles in Z2 -Equivariant
Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
7.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
8 Two-Parameter Bifurcations of Equilibria in Continuous-Time
8.1 List of Codim 2 Bifurcations of Equilibria . . . . . . . . . . . . . . . . . . . 327
8.1.1 Bifurcation Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
8.1.2 Codimension Two Bifurcation Points . . . . . . . . . . . . . . . . 331
8.2 Cusp Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
8.2.1 Normal Form Derivation . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
8.2.2 Bifurcation Diagram of the Truncated Normal
Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
8.2.3 Effect of Higher-Order Terms . . . . . . . . . . . . . . . . . . . . . . . 340
8.3 Bautin (Generalized Hopf) Bifurcation . . . . . . . . . . . . . . . . . . . . . . 342
Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
8.4 Bogdanov-Takens (Double-Zero) Bifurcation . . . . . . . . . . . . . . . . . 349
Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
8.5 Fold-Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
8.5.1 Derivation of the Normal Form . . . . . . . . . . . . . . . . . . . . . 366
Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
8.6 Hopf-Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
8.6.1 Derivation of the Normal Form . . . . . . . . . . . . . . . . . . . . . 384
Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
8.7 Critical Normal Forms for n-Dimensional Systems . . . . . . . . . . . . 404
8.7.1 The Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
8.7.2 Cusp Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
8.7.3 Bautin Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
8.7.4 Bogdanov-Takens Bifurcation . . . . . . . . . . . . . . . . . . . . . . 411
8.7.5 Fold-Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
8.7.6 Hopf-Hopf Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417
8.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
Contents xxv
8.9 Appendix A: Limit Cycles and Homoclinic Orbits

of Bogdanov Normal Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
8.10 Appendix B: Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . . 439
9 Two-Parameter Bifurcations of Fixed Points in Discrete-Time
9.1 List of Codim 2 Bifurcations of Fixed Points . . . . . . . . . . . . . . . . . 441
9.2 Cusp Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
9.3 Generalized Flip Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
9.4 Chenciner (Generalized Neimark-Sacker) Bifurcation . . . . . . . . . 452
9.5 Strong Resonances . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
9.5.1 Approximation by a Flow . . . . . . . . . . . . . . . . . . . . . . . . . . 456
9.5.2 1:1 Resonance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 459
9.5.3 1:2 Resonance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
9.5.4 1:3 Resonance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
9.5.5 1:4 Resonance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
9.6 Fold-Flip Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 502
9.7 Fold-Neimark-Sacker Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . 516
9.8 Flip-Neimark-Sacker and Double Neimark-Sacker
Bifurcations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527
9.8.1 Poincaré Normal Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 528
9.8.2 Reduction to an Amplitude Map . . . . . . . . . . . . . . . . . . . . 531
9.8.3 Bifurcations of the Truncated Amplitude Map . . . . . . . . . 534
9.8.4 Bifurcations of Truncated Normal Forms . . . . . . . . . . . . . 537
9.8.5 Effects of Higher-Order Terms . . . . . . . . . . . . . . . . . . . . . . 539
9.9 Critical Normal Forms for n-Dimensional Maps . . . . . . . . . . . . . . 539
9.9.1 Cusp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 540
9.9.2 Generalized Flip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
9.9.3 Chenciner Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
9.9.4 Resonance 1:1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 544
9.9.5 Resonance 1:2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545
9.9.6 Resonance 1:3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 546
9.9.7 Resonance 1:4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
9.9.8 Fold-Flip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
9.9.9 Fold-Neimark-Sacker . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 550
9.9.10 Flip-Neimark-Sacker . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 551
9.9.11 Double Neimark-Sacker . . . . . . . . . . . . . . . . . . . . . . . . . . . 552
9.10 Codim 2 Bifurcations of Limit Cycles . . . . . . . . . . . . . . . . . . . . . . . 553
9.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 562
10 Numerical Analysis of Bifurcations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 569
10.1 Numerical Analysis at Fixed Parameter Values . . . . . . . . . . . . . . . 570
10.1.1 Equilibrium Location . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570
10.1.2 Modified Newton’s Methods . . . . . . . . . . . . . . . . . . . . . . . 572
xxvi Contents
10.1.3 Equilibrium Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575

10.1.4 Location of Limit Cycles . . . . . . . . . . . . . . . . . . . . . . . . . . 579
10.2 One-Parameter Bifurcation Analysis . . . . . . . . . . . . . . . . . . . . . . . . 585
10.2.1 Continuation of Equilibria and Cycles . . . . . . . . . . . . . . . 586
10.2.2 Detection and Location of Codim 1 Bifurcations . . . . . . 591
10.2.3 Analysis of Codim 1 Bifurcations . . . . . . . . . . . . . . . . . . . 595
10.2.4 Branching Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 604
10.3 Two-Parameter Bifurcation Analysis . . . . . . . . . . . . . . . . . . . . . . . . 610
10.3.1 Continuation of Codim 1 Bifurcations
of Equilibria and Fixed Points . . . . . . . . . . . . . . . . . . . . . . 611
10.3.2 Continuation of Codim 1 Limit Cycle Bifurcations . . . . 617
10.3.3 Continuation of Codim 1 Homoclinic Orbits . . . . . . . . . . 620
10.3.4 Detection, Location, and Analysis of Codim 2
Bifurcations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 624
10.4 Continuation Strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 626
10.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 627
10.6 Appendix A: Convergence of Newton’s Methods . . . . . . . . . . . . . . 635
10.7 Appendix B: Bialternate Matrix Product . . . . . . . . . . . . . . . . . . . . . 638
10.8 Appendix C: Detection of Codim 2 Homoclinic Bifurcations . . . 643
10.8.1 Singularities Detectable via Eigenvalues . . . . . . . . . . . . . 644
10.8.2 Orbit and Inclination Flips . . . . . . . . . . . . . . . . . . . . . . . . . 646
10.8.3 Singularities Along Saddle-Node Homoclinic
Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 650
Appendix A: Basic Notions from Algebra, Analysis, and Geometry . . . . . 657

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 671
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 691
1
Introduction to Dynamical Systems
This chapter introduces some basic terminology. First, we define a dynamical system
and give several examples, including symbolic dynamics. Then we introduce the
notions of orbits, invariant sets, and their stability. As we shall see while analyzing
the Smale horseshoe, invariant sets can have very complex structures. This is closely
related to the fact discovered in the 1960s that rather simple dynamical systems may
behave “randomly,” or “chaotically.” Finally, we discuss how differential equations
can define dynamical systems in both finite- and infinite-dimensional spaces.
1.1 Definition of a Dynamical System
The notion of a dynamical system is the mathematical formalization of the general

scientific concept of a deterministic process. The future and past states of many
physical, chemical, biological, ecological, economical, and even social systems can
be predicted to a certain extent by knowing their present state and the laws governing
their evolution. Provided these laws do not change in time, the behavior of such a
system could be considered as completely defined by its initial state. Thus, the notion
of a dynamical system includes a set of its possible states (state space) and a law of
the evolution of the state in time. Let us discuss these ingredients separately and then
give a formal definition of a dynamical system.
1.1.1 State Space
All possible states of a system are characterized by the points of some set X . This set
is called the state space of the system. Actually, the specification of a point x ∈ X
must be sufficient not only to describe the current “position” of the system but also
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 1
Yu. A. Kuznetsov, Elements of Applied Bifurcation Theory, Applied Mathematical
Sciences 112, https://doi.org/10.1007/978-3-031-22007-4_1
2 1 Introduction to Dynamical Systems
Fig. 1.1 Classical pendulum
m
ϕ̇
to determine its evolution. Different branches of science provide us with appropriate

state spaces. Often, the state space is called a phase space, following a tradition from
classical mechanics.
Example 1.1 (Pendulum)

The state of an ideal pendulum is completely characterized by defining its angular
displacement ϕ (mod 2π) from the vertical position and the corresponding angular
velocity ϕ̇ (see Fig. 1.1). Notice that the angle ϕ alone is insufficient to determine
the future state of the pendulum. Therefore, for this simple mechanical system, the
state space is X = S1 × R1 , where S1 is the unit circle parametrized by the angle,
and R1 is the real axis corresponding to the set of all possible velocities. The set X
can be considered as a smooth two-dimensional manifold (cylinder) in R3 . ♦
Example 1.2 (General mechanical system)

In classical mechanics, the state of an isolated system with s degrees of freedom
is characterized by a 2s-dimensional real vector:
(q1 , q2 , . . . , qs , p1 , p2 , . . . , ps ),
where qi are the generalized coordinates, while pi are the corresponding generalized
momenta. Therefore, in this case, X = R2s . If k coordinates are cyclic, X = Sk ×
R2s−k . In the case of the pendulum, s = k = 1, q1 = ϕ, and we can take p1 = ϕ̇. ♦
Example 1.3 (Quantum system)

In quantum mechanics, the state of a system with two observable states is char-
acterized by a vector
a1
ψ= ∈ C2 ,
a2
where ai , i = 1, 2, are complex numbers called amplitudes, satisfying the condition
|a1 |2 + |a2 |2 = 1.
1.1 Definition of a Dynamical System 3
The probability of finding the system in the ith state is equal to pi = |ai |2 , i = 1, 2.
♦
Example 1.4 (Chemical reactor)

The state of a well-mixed isothermic chemical reactor is defined by specifying
the volume concentrations of the n reacting chemical substances
c = (c1 , c2 , . . . , cn ).
Clearly, the concentrations ci must be nonnegative. Thus,
X = {c : c = (c1 , c2 , . . . , cn ) ∈ Rn , ci ≥ 0}. ♦
Example 1.5 (Ecological system)

Similar to the previous example, the state of an ecological community within a
certain domain can be described by a vector with nonnegative components
N = (N1 , N2 , . . . , Nn ) ∈ Rn .
Here Ni is the number (or density) of the ith species or other group (e.g., predators
or prey). ♦
Example 1.6 (Symbolic dynamics)

To complete our list of state spaces, consider a set 2 of all possible bi-infinite
sequences of two symbols, say {1, 2}. A point ω ∈ X is the sequence
ω = {. . . , ω−2 , ω−1 , ω0 , ω1 , ω2 , . . .},
where ωi ∈ {1, 2}. Note that the zero position in a sequence must be pointed out; for
example, there are two distinct periodic sequences that can be written as
ω = {. . . , 1, 2, 1, 2, 1, 2, . . .},
one with ω0 = 1, and the other with ω0 = 2. The space 2 will play an important
role in the following.
Sometimes, it is useful to identify two sequences that differ only by a shift of the
origin. Such sequences are called equivalent. The classes of equivalent sequences
form a set denoted by 2 . The two periodic sequences mentioned above represent

the same point in 2 . ♦
In all the above examples, the state space has a certain natural structure, allowing
for comparison between different states. More specifically, a distance ρ between two
states is defined, making these sets metric spaces.
In the examples from mechanics and in the examples from chemistry and ecol-
ogy, the state space was a real vector space Rn of some finite dimension n, or a
(sub-)manifold (hypersurface) in this space. The Euclidean norm can be used to mea-
sure the distance between two states parametrized by the points x, y ∈ Rn , namely

n
ρ(x, y) = x − y = x − y, x − y = (xi − yi )2 , (1.1)
i=1
where ·, · is the standard scalar product in Rn ,

n
x, y = xT y = xi yi .
i=1
If necessary, the distance between two (close) points on a manifold can be measured as
the minimal length of a curve connecting these points within the manifold. Similarly,
the distance between two states ψ, ϕ of the quantum system from Example 1.3 can
be defined using the standard scalar product in Cn ,
n
T
ψ, ϕ = ψ ϕ = ψ i ϕi ,
i=1
with n = 2. Meanwhile, ψ, ψ = ϕ, ϕ = 1.

When the state space is a function space, there is a variety of possible distances,
depending on the smoothness (differentiability) of the functions allowed. For exam-
ple, we can introduce a distance between two continuous vector-valued real functions
u(x) and v(x) defined in a bounded closed domain ∈ Rm by
ρ(u, v) = u − v = max sup |ui (x) − vi (x)|.

i=1,...,n x∈
Finally, in Example 1.6 the distance between two sequences ω, θ ∈ 2 can be

measured by
+∞
ρ(ω, θ) = δωk θk 2−|k| , (1.2)
k=−∞
where
0 if ωk = θk ,
δ ωk θ k =
1 if ωk = θk .
According to this formula, two sequences are considered to be close if they have a
long block of coinciding elements centered at position zero (check!).
Using the previously defined distances, the introduced state spaces X are com-
plete metric spaces. Loosely speaking, this means that any sequence of states, all of
whose sufficiently future elements are separated by an arbitrarily small distance, is

convergent (the space has no “holes”).
According to the dimension of the underlying state space X , the dynamical sys-
tem is called either finite- or infinite-dimensional. Usually, one distinguishes finite-
dimensional systems defined in X = Rn from those defined on manifolds.
1.1.2 Time
The evolution of a dynamical system means a change in the state of the system
with time t ∈ T , where T is a number set. We will consider two types of dynamical
systems: those with continuous (real) time T = R1 , and those with discrete (integer)
time T = Z. Systems of the first type are called continuous-time dynamical systems,
while those of the second are termed discrete-time dynamical systems. Discrete-time
systems appear naturally in ecology and economics when the state of a system at a
certain moment of time t completely determines its state after a year, say at t + 1.
1.1.3 Evolution Operator
The main component of a dynamical system is an evolution law that determines the
state xt of the system at time t, provided the initial state x0 is known. The most
general way to specify the evolution is to assume that for given t ∈ T a map ϕt is
defined in the state space X ,
ϕt : X → X,
which transforms an initial state x0 ∈ X into some state xt ∈ X at time t:
xt = ϕt x0 .
The map ϕt is often called the evolution operator of the dynamical system. It might
be known explicitly; however, in most cases, it is defined indirectly and can be
computed only approximately. In the continuous-time case, the family {ϕt }t∈T of
evolution operators is called a flow.
Note that ϕt x may not be defined for all pairs (x, t) ∈ X × T . Dynamical systems
with evolution operator ϕt defined for both t ≥ 0 and t < 0 are called invertible. In
such systems the initial state x0 completely defines not only the future states of the
system, but its past behavior as well. However, it is useful to consider also dynamical
systems whose future behavior for t > 0 is completely determined by their initial
state x0 at t = 0, but the history for t < 0 can not be unambigously reconstructed.
Such (noninvertible) dynamical systems are described by evolution operators defined
only for t ≥ 0 (i.e., for t ∈ R1+ or Z+ ). In the continuous-time case, they are called
semiflows.
It is also possible that ϕt x0 is defined only locally in time, for example, for
0 ≤ t < t0 , where t0 depends on x0 ∈ X . An important example of such a behavior
is a “blow-up,” when a continuous-time system in X = Rn approaches infinity within
a finite time, i.e.,
ϕt x0 → +∞,
for t → t0 .
The evolution operators have two natural properties that reflect the deterministic
character of the behavior of dynamical systems. First of all,
(DS.0) ϕ0 = id,
where id is the identity map on X, id (x) = x for all x ∈ X . The property (DS.0)
implies that the system does not change its state “spontaneously.” The second prop-
erty of the evolution operators reads
(DS.1) ϕt+s = ϕt ◦ ϕs .
It means that
ϕt+s x = ϕt (ϕs x)
for all x ∈ X and t, s ∈ T , such that both sides of the last equation are defined.1
Essentially, the property (DS.1) states that the result of the evolution of the system
in the course of t + s units of time, starting at a point x ∈ X , is the same as if the
system were first allowed to change from the state x over only s units of time and
then evolved over the next t units of time from the resulting state ϕs x (see Fig. 1.2).
This property means that the law governing the behavior of the system does not
change in time: The system is “autonomous.”
For invertible systems, the evolution operator ϕt satisfies the property (DS.1) for t
and s both negative and nonnegative. In such systems, the operator ϕ−t is the inverse
to ϕt , (ϕt )−1 = ϕ−t since
ϕ−t ◦ ϕt = id.
A discrete-time dynamical system with integer t is fully specified by defining only

one map f = ϕ1 , called “time-one map.” Indeed, using (DS.1), we obtain
ϕ2 = ϕ1 ◦ ϕ1 = f ◦ f = f 2 ,
where f 2 is the second iterate of the map f . Similarly,
ϕk = f k
1 Whenever possible, we will avoid explicit statements on the domain of definition of ϕt x.

Fig. 1.2 Evolution operator
ϕt
xt+s
ϕs xs
x0 X
for all k > 0. If the discrete-time system is invertible, the above equation holds for
k ≤ 0, where f 0 = id.
Finally, let us point out that, for many systems, ϕt x is a continuous function of
x ∈ X , and if t ∈ R1 , it is also continuous in time. Here, the continuity is supposed
to be defined with respect to the corresponding metric or norm in X . Furthermore,
many systems defined on Rn , or on smooth manifolds in Rn , are such that ϕt x is
smooth as a function of (x, t). Such systems are called smooth dynamical systems.
1.1.4 Definition of a Dynamical System
Now we are able to give a formal definition of a dynamical system.

Definition 1.1 A dynamical system is a triple {T, X, ϕt }, where T is a time set, X
is a state space, and ϕt : X → X is a family of evolution operators parametrized by
t ∈ T and satisfying the properties (DS.0) and (DS.1).
Let us illustrate the definition by two explicit examples.
Example 1.7 (A linear planar system)

Consider the plane X = R2 and a family of linear nonsingular transformations on
X given by the matrix depending on t ∈ R1 :

eλt 0
ϕ = t
,
0 eμt
where λ, μ = 0 are real numbers. Obviously, it specifies a continuous-time dynamical

system on X . The system is invertible and is defined for all (x, t). The map ϕt is
continuous (and smooth) in x, as well as in t. ♦
Example 1.8 (Symbolic dynamics revisited)

Take the space X = 2 of all bi-infinite sequences of two symbols {1, 2} intro-
duced in Example 1.6. Consider a map σ : X → X , which transforms the sequence
ω = {. . . , ω−2 , ω−1 , ω0 , ω1 , ω2 , . . .} ∈ X
into the sequence θ = σ(ω),
θ = {. . . , θ−2 , θ−1 , θ0 , θ1 , θ2 , . . .} ∈ X,
where
θk = ωk+1 , k ∈ Z.
The map σ merely shifts the sequence by one position to the left. It is called a shift
map. The shift map defines a discrete-time dynamical system {Z, 2 , σ k } called the
symbolic dynamics, that is invertible (find σ −1 ). Notice that two sequences, θ and ω,
are equivalent if and only if θ = σ k0 (ω) for some k0 ∈ Z. ♦
Later on in the book, we will encounter many different examples of dynamical
systems and will study them in detail.
1.2 Orbits and Phase Portraits
Throughout the book, we use a geometrical point of view on dynamical systems. We

shall always try to present their properties in geometrical images since this facili-
tates their understanding. The basic geometrical objects associated with a dynamical
system {T, X, ϕt } are its orbits in the state space and the phase portrait composed
of these orbits.
Definition 1.2 An orbit starting at x0 is an ordered subset of the state space X ,
Or(x0 ) = {x ∈ X : x = ϕt x0 , for all t ∈ T such that ϕt x0 is defined}.
Orbits of a continuous-time system with a continuous evolution operator are

curves in the state space X parametrized by the time t and oriented by its direc-
tion of increase (see Fig. 1.3). Orbits of a discrete-time system are sequences of
points in the state space X enumerated by increasing integers.
Example 1.9 (Scalar maps)

Let f : R1 → R1 , x → x̃ = f (x) be a smooth map. There is a useful tech-
nique to visualize orbits of the corresponding discrete-time dynamical system: Stair-
case/cobweb diagrams, sometimes called Lemeray’s diagrams (Fig. 1.4). Consider
the graph of f in the (x, x̃)-plane together with the line x̃ = x. Take a point (a, a)
on this line and then produce the sequence of points
1.2 Orbits and Phase Portraits 9
Fig. 1.3 Orbits of a

continuous-time system
y0
x0
Fig. 1.4 Staircase diagram

x
(f 2 (a), f 3 (a))
(f (a), f 2 (a))
(f 2 (a), f 2 (a))
(a, f (a))
(f (a), f (a))
a f (a) f 2 (a)f 3 (a) x

(a, a)
(a, a), (a, f (a)), (f (a), f (a)), (f (a), f 2 (a)), (f 2 (a), f 2 (a)), . . .
by “jumping” vertically and horizontally between the graph of f and the line x̃ = x.
Now notice that the sequence obtained by taking the first coordinate of all odd points
composes the forward part
a, f (a), f 2 (a), . . . ,
of the orbit starting at a ∈ R. If f is invertible, the backward part can be constructed

in a similar manner by jumping between the line x̃ = x and the graph of f , that is,
in the opposite order. Notice that constant orbits
. . . , a, a, a, a, . . .
correspond to those points, where the graph of f intersects the line x̃ = x: f (a) = a.
♦
Orbits are often also called trajectories. If y0 = ϕt0 x0 for some t0 , the sets Or(x0 )
and Or(y0 ) coincide. For example, two equivalent sequences θ, ω ∈ 2 generate the
same orbit of the symbolic dynamics {Z, 2 , σ k }. Thus, all different orbits of the
symbolic dynamics are represented by points in the set 2 introduced in Example
1.6.
The simplest orbits are equilibria.
Definition 1.3 A point x0 ∈ X is called an equilibrium (fixed point) if ϕt x0 = x0
for all t ∈ T .
The evolution operator maps an equilibrium onto itself. Equivalently, a system
placed at an equilibrium remains there forever. Thus, equilibria represent the sim-
plest mode of behavior of the system. We will reserve the name “equilibrium” for
continuous-time dynamical systems, while using the term “fixed point” for corre-
sponding objects of discrete-time systems. The system from Example 1.7 obviously
has a single equilibrium at the origin, x0 = (0, 0)T . If λ, μ < 0, all orbits converge
to x0 as t → +∞ (this is the simplest mode of asymptotic behavior for large time).
The symbolic dynamics from Example 1.7 have only two fixed points, represented
by the sequences
ω 1 = {. . . , 1, 1, 1, . . .}
and
ω 2 = {. . . , 2, 2, 2, . . .}.
Clearly, the shift σ does not change these sequences: σ(ω 1,2 ) = ω 1,2 .
Another relatively simple type of orbit is a cycle.
Definition 1.4 A cycle is a periodic orbit, namely a nonequilibrium orbit L 0 , such
that each point x0 ∈ L 0 satisfies ϕt+T0 x0 = ϕt x0 with some T0 > 0, for all t ∈ T .
The minimal T0 with this property is called the period of the cycle L 0 . If a system
starts its evolution at a point x0 on the cycle, it will return exactly to this point after
every T0 units of time. The system exhibits periodic oscillations. In the continuous-
time case a cycle L 0 is a closed curve (see Fig. 1.5(a)).
Definition 1.5 A cycle of a continuous-time dynamical system, in a neighborhood
of which there are no other cycles, is called a limit cycle.
f 2(x0)
f (x0)
x0 x0
f N −1(x0)
L0 L0
(a) (b)
Fig. 1.5 Periodic orbits in (a) a continuous-time and (b) a discrete-time system
1.3 Invariant Sets 11
In the discrete-time case a cycle is a (finite) set of distinct points
f N0 (x0 ) = x0 , f (x0 ), f 2 (x0 ), . . . , f N0 −1 (x0 ),
where f = ϕ1 and the period T0 = N0 is obviously an integer (Fig. 1.5(b)). Notice

that each point of this set is a fixed point of the N0 th iterate f N0 of the map f . The
system from Example 1.7 has no cycles. In contrast, the symbolic dynamics (Example
1.8) have an infinite number of cycles. Indeed, any periodic sequence composed of
repeating blocks of length N0 > 1 represents a cycle of period N0 since we need to
apply the shift σ exactly N0 times to transform such a sequence into itself. Clearly,
there is an infinite (though countable) number of such periodic sequences. Equivalent
periodic sequences define the same periodic orbit.
We can roughly classify all possible orbits in dynamical systems into fixed points,
cycles, and “all others.”
Definition 1.6 The phase portrait of a dynamical system is a partitioning of the state
space into orbits.
The phase portrait contains a lot of information on the behavior of a dynamical
system. By looking at the phase portrait, we can determine the number and types
of asymptotic states to which the system tends as t → +∞ (and as t → −∞ if
the system is invertible). Of course, it is impossible to draw all orbits in a figure.
In practice, only several key orbits are depicted in the diagrams to present phase
portraits schematically (as we did in Fig. 1.3). A phase portrait of a continuous-time
dynamical system could be interpreted as an image of the flow of some fluid, where
the orbits show the paths of “liquid particles” as they follow the current. This analogy
explains the use of the term “flow” for the evolution operator in the continuous-time
case.
1.3 Invariant Sets
1.3.1 Definition and Types
To further classify elements of a phase portrait—in particular, possible asymptotic

states of the system—the following definition is useful.
Definition 1.7 An invariant set of a dynamical system {T, X, ϕt } is a subset S ⊂ X
such that x0 ∈ S implies ϕt x0 ∈ S for all t ∈ T .
The definition means that ϕt S ⊆ S for all t ∈ T . Clearly, an invariant set S consists
of orbits of the dynamical system. Any individual orbit Or(x0 ) is obviously an
invariant set. We always can restrict the evolution operator ϕt of the system to its
invariant set S and consider a dynamical system {T, S, ψ t }, where ψ t : S → S is the
map induced by ϕt in S. We will use the symbol ϕt for the restriction, instead of ψ t .
Fig. 1.6 Invariant torus
If the state space X is endowed with a metric ρ, we could consider closed invari-
ant sets in X . Equilibria (fixed points) and cycles are clearly the simplest exam-
ples of closed invariant sets. There are other types of closed invariant sets. The
next more complex are invariant manifolds, that is, finite-dimensional hypersurfaces
in some space R K . Figure 1.6 sketches an invariant two-dimensional torus T2 of
a continuous-time dynamical system in R3 and a typical orbit on that manifold.
One of the major discoveries in dynamical systems theory was the recognition that
very simple, invertible, differentiable dynamical systems can have extremely com-
plex closed invariant sets containing an infinite number of periodic and nonperiodic
orbits. Smale constructed the most famous example of such a system. It provides an
invertible discrete-time dynamical system on the plane possessing an invariant set
, whose points are in one-to-one correspondence with all the bi-infinite sequences
of two symbols. The invariant set is not a manifold. Moreover, the restriction of
the system to this invariant set behaves, in a certain sense, as the symbolic dynamics
specified in Example 1.8. That is how we can verify that it has an infinite number of
cycles. Let us explore Smale’s example in some detail.
1.3.2 Smale Horseshoe
Consider the geometrical construction in Fig. 1.7.Take a square S on the plane (Fig.
1.7(a)). Contract it in the horizontal direction and expand it in the vertical direction
(Fig. 1.7(b)). Fold it in the middle (Fig. 1.7(c)) and place it so that it intersects the
original square S along two vertical strips (Fig. 1.7(d)). This procedure defines a map
f : R2 → R2 . The image f (S) of the square S under this transformation resembles
a horseshoe. That is why it is called a horseshoe map. The exact shape of the image
f (S) is irrelevant; however, let us assume for simplicity that both the contraction and
expansion are linear and that the vertical strips in the intersection are rectangles. The
map f can be made invertible and smooth together with its inverse (a diffeomorphism).
The inverse map f −1 transforms the horseshoe f (S) back into the square S through
stages (d)–(a). This inverse transformation maps the dotted square S shown in Fig.
1.7(d) into the dotted horizontal horseshoe in Fig. 1.7(a), which we assume intersects
the original square S along two horizontal rectangles.
B C
f B
B C
S S
A D
D CA B
f −1
A D
A D
(a) (b) (c) (d)
Fig. 1.7 Construction of the horseshoe map
V1 V2 V11 V21 V22 V12

H21
H2
H22
H12
H1
H11
S ∩ f (S) S ∩ f (S) ∩ f 2 (S) S ∩ f −1 (S) S ∩ f −1 (S) ∩ f −2 (S)
(a) (b) (c) (d)
Fig. 1.8 Vertical and horizontal strips
Denote the vertical strips in the intersection S ∩ f (S) by V1 and V2 ,
S ∩ f (S) = V1 ∪ V2
(see Fig. 1.8(a)). Now make the most important step: Perform the second iteration
of the map f . Under this iteration, the vertical strips V1,2 will be transformed into
two “thin horseshoes” that intersect the square S along four narrow vertical strips:
V11 , V21 , V22 , and V12 (see Fig. 1.8(b)). We write this as
S ∩ f (S) ∩ f 2 (S) = V11 ∪ V21 ∪ V22 ∪ V12 .

H21
H22 f (H12) f (H22 )
H12 f (H21 )
f (H11)
H11
V11 V21V22 V12
f f
(a) (b) (c)
Fig. 1.9 Transformation f 2 (Hij ) = Vij , i, j = 1, 2
Similarly,
S ∩ f −1 (S) = H1 ∪ H2 ,
where H1,2 are the horizontal strips shown in Fig. 1.8(c), and
S ∩ f −1 (S) ∩ f −2 (S) = H11 ∪ H12 ∪ H22 ∪ H21 ,
with four narrow horizontal strips Hij (Fig. 1.8(d)). Notice that f (Hi ) = Vi , i = 1, 2,
as well as f 2 (Hij ) = Vij , i, j = 1, 2 (Fig. 1.9).
Iterating the map f further, we obtain 2k vertical strips in the intersection S ∩
f (S), k = 1, 2, . . .. Similarly, iteration of f −1 gives 2k horizontal strips in the
k
intersection S ∩ f −k (S), k = 1, 2, . . ..
Most points leave the square S under iteration of f or f −1 . Forget about such
points, and instead consider a set composed of all points in the plane that remain in
the square S under all iterations of f and f −1 :
= {x ∈ S : f k (x) ∈ S, for all k ∈ Z}.
Clearly, if the set is nonempty, it is an invariant set of the discrete-time dynamical

system defined by f . This set can be alternatively presented as an infinite intersection,
= · · · ∩ f −k (S) ∩ · · · ∩ f −2 (S) ∩ f −1 (S) ∩ S ∩ f (S) ∩ f 2 (S) ∩ · · · f k (S) ∩ · · ·
(any point x ∈ must belong to each of the involved sets). It is clear from this
representation that the set has a peculiar shape. Indeed, it should be located within
f −1 (S) ∩ S ∩ f (S),
which is formed by four small squares (see Fig. 1.10(a)).

f −1(S) ∩ S ∩ f (S) f −2(S) ∩ f −1(S) ∩ S ∩ f (S) ∩ f 2(S)
(a) (b)
Fig. 1.10 Location of the invariant set
Furthermore, it should be located inside
f −2 (S) ∩ f −1 (S) ∩ S ∩ f (S) ∩ f 2 (S),
which is the union of sixteen smaller squares (Fig. 1.10(b)), and so forth. In the limit,
we obtain a Cantor (fractal) set.
Lemma 1.1 There is a one-to-one correspondence h : → 2 , between points of
and all bi-infinite sequences of two symbols.
Proof:
For any point x ∈ , define a sequence of two symbols {1, 2}
ω = {. . . , ω−2 , ω−1 , ω0 , ω1 , ω2 , . . .}
by the formula
1 if f k (x) ∈ H1 ,
ωk = (1.3)
2 if f k (x) ∈ H2 ,
for k = 0, ±1, ±2, . . .. Here, f 0 = id, the identity map. Clearly, this formula defines
a map h : → 2 , which assigns a sequence to each point of the invariant set.
To verify that this map is invertible, take a sequence ω ∈ 2 , fix m > 0, and
consider a set Rm (ω) of all points x ∈ S, not necessarily belonging to , such that
f k (x) ∈ Hωk ,
for −m ≤ k ≤ m − 1. For example, if m = 1, the set R1 is one of the four intersec-

tions Vj ∩ Hk . In general, Rm belongs to the intersection of a vertical and a horizontal
strip. These strips are getting thinner and thinner as m → +∞, approaching in the
limit a vertical and a horizontal segment, respectively. Such segments obviously
intersect at a single point x with h(x) = ω. Thus, h : → 2 is a one-to-one map.
It implies that is nonempty.
Remark:
The map h : → 2 is continuous together with its inverse (a homeomorphism)
if we use the standard metric (1.1) in S ⊂ R2 and the metric given by (1.2) in 2 . ♦
Consider now a point x ∈ and its corresponding sequence ω = h(x), where h
is the map previously constructed. Next, consider a point y = f (x), that is, the image
of x under the horseshoe map f . Since y ∈ by definition, there is a sequence that
corresponds to y : θ = h(y). Is there a relation between these sequences ω and θ?
As one can easily see from (1.3), such a relation exists and is very simple. Namely,
θk = ωk+1 , k ∈ Z,
since f k (f (x)) = f k+1 (x). In other words, the sequence θ can be obtained from the
sequence ω by the shift map σ, defined in Example 1.8:
θ = σ(ω).
Therefore, the restriction of f to its invariant set ⊂ R2 is equivalent to the shift

map σ on the set of sequences 2 . Let us formulate this result as the following short
lemma.
Lemma 1.2 h(f (x)) = σ(h(x)), for all x ∈ .
We can write an even shorter one:
f | = h−1 ◦ σ ◦ h.
Combining Lemmas 1.1 and 1.2 with obvious properties of the shift dynamics
on 2 , we get a theorem giving a rather complete description of the behavior of the
horseshoe map.
Theorem 1.1 (Smale (1963)) The horseshoe map f has a closed invariant set
that contains a countable set of periodic orbits of arbitrarily long period, and
an uncountable set of nonperiodic orbits, among which there are orbits passing
arbitrarily close to any point of .
The dynamics on have certain features of “random motion.” Indeed, for any
sequence of two symbols we generate “randomly,” thus prescribing the phase point
to visit the horizontal strips H1 and H2 in a certain order, there is an orbit showing
this feature among those composing .
The next important feature of the horseshoe example is that we can slightly perturb
the constructed map f without qualitative changes to its dynamics. Clearly, Smale’s
construction is based on a sufficiently strong contraction/expansion, combined with
a folding. Thus, a (smooth) perturbation f˜ will have similar vertical and horizontal
strips, which are no longer rectangles but curvilinear regions. However, provided the
perturbation is sufficiently small (see the next chapter for precise definitions), these
strips will shrink to curves that deviate only slightly from vertical and horizontal
lines. Thus, the construction can be carried through verbatim, and the perturbed map
6
2
fα,β (R)
y 0 R
−3
fα,β (R)
−6
−4 −2 0 2 4
x
Fig. 1.11 Smale horseshoe in the Hénon map
f˜ will have an invariant set

on which the dynamics are completely described by
the shift map σ on the sequence space 2 . As we will discuss in Chap. 2, this is an
example of structurally stable behavior.
Remark:
One can precisely specify the contraction/expansion properties required by the
horseshoe map in terms of expanding and contracting cones of the Jacobian matrix
fx (see the literature cited in the bibliographical notes in Appendix D to this chapter).
♦
Example 1.10 (Hénon map)

Consider the following planar quadratic map depending on two parameters:

x y
fα,β : → . (1.4)
y α − βx − y 2
An equivalent map was introduced by Hénon (1976) as the simplest map with “ran-
dom dynamics.” The map fα,β is invertible if β = 0 and has the essential stretching
and folding properties of the horseshoe map in a certain parameter range.
For example, fix α = 4.5, β = 0.2, and consider the first two images fα,β (R)
2
and fα,β (R) of a rectangle R, shown in Fig. 1.11. The similarity to Fig. 1.9(c) is
obvious. ♦
1.3.3 Stability of Invariant Sets
To represent an observable asymptotic state of a dynamical system, an invariant set

S0 must be stable; in other words, it should “attract” nearby orbits. Suppose we have
a dynamical system {T, X, ϕt } with a complete metric state space X . Let S0 be a
closed invariant set.
Definition 1.8 An invariant set S0 is called stable if
(i) for any sufficiently small neighborhood U ⊃ S0 there exists a neighborhood
V ⊃ S0 such that ϕt x ∈ U for all x ∈ V and all t > 0;
(ii) there exists a neighborhood U0 ⊃ S0 such that ϕt x → S0 for all x ∈ U0 , as
t → +∞.
If S0 is an equilibrium or a cycle, this definition turns into the standard definition
of stable equilibria or cycles.
Property (i) of the definition is called Lyapunov stability. If a set S0 is Lyapunov
stable, nearby orbits do not leave its neighborhood. Property (ii) is sometimes called
asymptotic stability. There are invariant sets that are Lyapunov stable but not asymp-
totically stable (see Fig. 1.12(a)). In contrast, there are invariant sets that are attracting
but not Lyapunov stable since some orbits starting near S0 eventually approach S0 ,
but only after an excursion outside a small but fixed neighborhood of this set (see
Fig. 1.12(b)).
If x0 is a fixed point of a finite-dimensional, smooth, discrete-time dynamical
system, then sufficient conditions for its stability can be formulated in terms of the
Jacobian matrix evaluated at x0 .
Theorem 1.2 Consider a discrete-time dynamical system
x → f (x), x ∈ Rn ,
S0
S0 V
U U0
(a) (b)
Fig. 1.12 (a) Lyapunov versus (b) asymptotic stability

where f is a smooth map. Suppose it has a fixed point x0 , namely f (x0 ) = x0 ,

and denote by A the Jacobian matrix of f (x) evaluated at x0 , A = fx (x0 ). If all
eigenvalues μ1 , μ2 , . . . , μn of A satisfy |μ| < 1, then the fixed point is stable.
Recall that the eigenvalues are roots of the characteristic equation
det(A − μIn ) = 0,
where In is the n × n unit matrix.

The eigenvalues of a fixed point are usually called multipliers. In the linear case,
the theorem is obvious from the Jordan normal form. Theorem 1.2, being applied
to the N0 th iterate f N0 of the map f at any point of the periodic orbit, also gives a
sufficient condition for the stability of an N0 -cycle.
Stability of fixed points of a scalar diffeomorphism
x → x̃ = f (x), x ∈ R1 ,
defined by a strictly increasing function f : R1 → R1 can be fully understood geo-

metrically. Indeed, such a map can only have isolated fixed points. Depending on
behavior of the “displacement function” g(x) = f (x) − x near a fixed point x0 , there
are three possibilities for local orbit structure (see staircase diagrams in Fig. 1.13).
The point x0 is attracting if in its neighborhood g(x) < 0 for x < x0 and g(x) > 0
for x > x0 . The point x0 is repelling if in its neighborhood g(x) < 0 for x > x0 and
g(x) > 0 for x < x0 . Finally, the fixed point x0 is semistable if in its neighborhood
either g(x) > 0 or g(x) < 0 for x = x0 . A semistable point will be called positive
or negative according to the sign of g(x) near x0 . All orbits of f starting near an
attracting fixed point converge to it monotonously, so that it is stable. A repelling
fixed point is unstable, since all orbits of f starting near such a fixed point diverge
from it2 . Near a semistable point, orbits starting on one side from x0 converge to
this fixed point, while those starting on the other side from x0 diverge from it, so
such point is also unstable. Clearly, if μ = f (x0 ) < 1 then the fixed point x0 of f is
attracting (in accordance with Theorem 1.2).
Another important case where we can establish the stability of a fixed point of a
discrete-time dynamical system is provided by the following theorem.
Theorem 1.3 (Contraction Mapping Principle) Let X be a complete metric space
with distance defined by ρ. Assume that there is a map f : X → X that satisfies, for
all x, y ∈ X ,
ρ(f (x), f (y)) ≤ λρ(x, y),
with some 0 < λ < 1. Then the discrete-time dynamical system {Z+ , X, f k } has a
stable fixed point x0 ∈ X . Moreover, f k (x) → x0 as k → +∞, starting from any
point x ∈ X .
2 Notice that a repelling fixed point for f is an attracting fixed point for f −1 .
x
x
x

x
=x x
= f (x) x
= f (x)
x
=x x
=x
x
= f (x)
x0 x0 x0
x0 x x0 x x0 x
(a) (b) (c)
Fig. 1.13 Fixed points of monotone maps: attracting (a), repelling (b), and (positive) semistable (c)
The proof of this fundamental theorem can be found in any text on mathematical
analysis or differential equations. Notice that there is no restriction on the dimension
of the space X : It can be, for example, an infinite-dimensional function space. Another
important difference from Theorem 1.2 is that Theorem 1.3 guarantees the existence
and uniqueness of the fixed point x0 , whereas this has to be assumed in Theorem
1.2. Actually, the map f from Theorem 1.2 is a contraction near x0 , provided an
appropriate metric (norm) in Rn is introduced. The Contraction Mapping Principle
is a powerful tool: Using this principle, we can prove the Implicit Function Theorem,
the Inverse Function Theorem, as well as Theorem 1.4 ahead. We will apply the
Contraction Mapping Principle in Chap. 4 to prove the existence, uniqueness, and
stability of a closed invariant curve that appears under parameter variation from
a fixed point of a generic planar map. Notice also that Theorem 1.3 gives global
asymptotic stability: Any orbit of {Z+ , X, f k } converges to x0 .
Finally, let us point out that the invariant set of the horseshoe map is not stable.
However, there are invariant fractal sets that are stable. Such objects are called strange
attractors.
1.4 Differential Equations and Dynamical Systems
The most common way to define a continuous-time dynamical system is by differen-

tial equations. Suppose that the state space of a system is X = Rn with coordinates
(x1 , x2 , . . . , xn ). If the system is defined on a manifold, these can be considered as
local coordinates on it. Very often the law of evolution of the system is given implic-
itly, in terms of the velocities ẋi as functions of the coordinates (x1 , x2 , . . . , xn ):
ẋi = fi (x1 , x2 , . . . , xn ), i = 1, 2, . . . , n,
or in the vector form

ẋ = f (x), (1.5)
1.4 Differential Equations and Dynamical Systems 21
where the vector-valued function f : Rn → Rn is supposed to be sufficiently dif-

ferentiable (smooth). The function in the right-hand side of (1.5) is referred to as a
vector field since it assigns a vector f (x) to each point x. Equation (1.5) represents
a system of n autonomous ordinary differential equations, ODEs for short. Let us
revisit some of the examples introduced earlier by presenting differential equations
governing the evolution of the corresponding systems.
Example 1.1 (revisited)

The dynamics of an ideal pendulum are described by Newton’s second law,
ϕ̈ = −k 2 sin ϕ,
with g
k2 = ,
l
where l is the pendulum length, and g is the gravity acceleration constant. If we
introduce ψ = ϕ̇, so that (ϕ, ψ) represents a point in the state space X = S1 × R1 ,
the above differential equation can be rewritten in the form of equation (1.5):
ϕ̇ = ψ,
(1.6)
ψ̇ = −k 2 sin ϕ.
Here
ϕ
x= ,
ψ
while
ϕ ψ
f = .♦
ψ −k 2 sin ϕ
Example 1.2 (revisited)

The behavior of an isolated energy-conserving mechanical system with s degrees
of freedom is determined by 2s Hamiltonian equations:
∂H ∂H
q̇i = , ṗi = − , (1.7)
∂pi ∂qi
for i = 1, 2, . . . , s. Here the scalar function H = H (q, p) is the Hamilton function.

The equations of motion of the pendulum (1.6) are Hamiltonian equations with
(q, p) = (ϕ, ψ) and
ψ2
H (ϕ, ψ) = − k 2 cos ϕ. ♦
2
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kera. Mutta kaikkialla, missä se kohtasi otollista maaperää, sen
siunaukselliset vaikutukset tulivat näkyviin. Kristinusko kasvoi kuin
kuusi keväisen mäen rinteellä ja aloitti Suomen kansa uutta tuon
kuusen suojassa elämäänsä.
II.
Mutta nyt emme tahdo kauemmin viipyä menneissä tapahtumissa.

On vain virkistävää todeta, miten hyvä sanoma Jeesuksesta
Kristuksesta on lentänyt kuin muuttolintu maasta toiseen ja
pesiytynyt lopuksi meidänkin kaukaisille rannoillemme. Se on ollut
Hengen kultaista aikaa ja näin helluntaina on paikallaan muistaa
sekin.
Mutta nyt tarkastelemme näitä kotiseudun oloja. Täälläkin on

vallinnut hengen kevät aikoinaan, kun Laestadius, Lapin apostoli,
saarnasi näillä main. Hyvä sanoma Jeesuksesta Kristuksesta lensi
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Ihmiset heräsivät syntiunestaan ja tekivät parannuksen. Tuo vanha
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sydämiä voimallaan kautta koko Lapinmaan ja yhtenä miehenä
ylistettiin täällä silloin Jumalaa.
Missä on se hyvä sanoma nyt? Laestadius ja vanhimmat ovat

kuolleet. Heidän äänensä on iäksi vaiennut. Onko hyvä sanoma
mennyt heidän mukanaan hautaan?
Jumalan kiitos, ei ole. Se on vielä jäljellä, se voidaan vielä kuulla.

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Onko täällä sydämiä, jotka iloitsevat tästä äänestä? Onko
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Rakkaat ystävät! Tässä lähettää Jumala meille hengellisen sateen.

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Tämä maailma on kuin meri, myrskyä, kuolemaa ja tuhoa tuottava

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että sydämen valtaa ilo sitä katsellessa.
Kuulkaamme siis vielä kerran niitä suloisia sanoja, jotka tämän

päivän meille tuovat: »Niin on Jumala maailmaa rakastanut, että hän
antoi ainoan Poikansa, jotta, kuka ikänä häneen uskoo, ei hukkuisi,
vaan saisi iankaikkisen elämän».
Kiitos olkoon Jumalalle hyvästä sanomasta! Amen.

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Full Ebook of Elements of Applied Bifurcation Theory 4Th Edition Yuri A Kuznetsov Online PDF All Chapter

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Elements of Applied Bifurcation Theory

4th Edition Yuri A Kuznetsov

Elements of Sociology: A Critical Canadian Introduction

Elements of Category Theory 1st Edition Emily Riehl

Group Theory of Chemical Elements 1st Edition Abram I.

Randomness and Elements of Decision Theory Applied to

Theory of Applied Robotics Kinematics Dynamics and

Energy Transition and the Local Community A Theory of

Identical Relations in Lie Algebras 2nd Edition Yuri A

Revolution and the Rebirth of Inequality: A Theory

ISSN 0066-5452 ISSN 2196-968X (electronic)

Mathematics Subject Classification: 34C23, 37Gxx, 37M20, 37-04

1st & 2nd editions: © Springer-Verlag New York 1995, 1998

the Andronov-Hopf bifurcation in Appendix A is revised and is now based on the

which can be interpreted as an identification of Rn with its tangent space.

Utrecht, The Netherlands Yuri A. Kuznetsov

Utrecht, The Netherlands Yuri A. Kuznetsov

Amsterdam, The Netherlands Yuri A. Kuznetsov

of homoclinic orbits to nonhyperbolic equilibria and one-parameter bifurcations of

1 Renamed in 1992 as the Institute of Mathematical Problems of Biology (IMPB).

affect the local bifurcation diagram. Step 2 (finite normalization) is performed by

1 bifurcations of equilibria and limit cycles in Z2 -symmetric systems are described

Amsterdam, The Netherlands Yuri A. Kuznetsov

1 Introduction to Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

2.3 Bifurcations and Bifurcation Diagrams . . . . . . . . . . . . . . . . . . . . . . 68

5.6.1 Periodic Center Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . 209

7.4.3 Codim 1 Bifurcations of Equilibria

8.9 Appendix A: Limit Cycles and Homoclinic Orbits

10.1.3 Equilibrium Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575

Appendix A: Basic Notions from Algebra, Analysis, and Geometry . . . . . 657

1.1 Definition of a Dynamical System

The notion of a dynamical system is the mathematical formalization of the general

1.1.1 State Space

Fig. 1.1 Classical pendulum

to determine its evolution. Different branches of science provide us with appropriate

Example 1.1 (Pendulum)

Example 1.2 (General mechanical system)

Example 1.3 (Quantum system)

where ai , i = 1, 2, are complex numbers called amplitudes, satisfying the condition

Example 1.4 (Chemical reactor)

Clearly, the concentrations ci must be nonnegative. Thus,

Example 1.5 (Ecological system)

Example 1.6 (Symbolic dynamics)

ω = {. . . , ω−2 , ω−1 , ω0 , ω1 , ω2 , . . .},

where ·, · is the standard scalar product in Rn ,

with n = 2. Meanwhile, ψ, ψ = ϕ, ϕ = 1.

ρ(u, v) = u − v = max sup |ui (x) − vi (x)|.

Finally, in Example 1.6 the distance between two sequences ω, θ ∈ 2 can be

whose sufficiently future elements are separated by an arbitrarily small distance, is

1.1.3 Evolution Operator

which transforms an initial state x0 ∈ X into some state xt ∈ X at time t:

A discrete-time dynamical system with integer t is fully specified by defining only

where f 2 is the second iterate of the map f . Similarly,

1 Whenever possible, we will avoid explicit statements on the domain of definition of ϕt x.

Fig. 1.2 Evolution operator

1.1.4 Definition of a Dynamical System

Now we are able to give a formal definition of a dynamical system.

Example 1.7 (A linear planar system)

where λ, μ = 0 are real numbers. Obviously, it specifies a continuous-time dynamical

where ·, · is the standard scalar product in Rn ,

with n = 2. Meanwhile, ψ, ψ = ϕ, ϕ = 1.

where λ, μ = 0 are real numbers. Obviously, it specifies a continuous-time dynamical