Solution

ID: past-exam-of-the-mathematics-and-the-environment-and-mathematical-physiology-course-of-the-university-of-oxford/2009/b/6/d/iv/solution

For the first Hopf boundary of scalar delayed negative feedback, first, if a root has nonnegative real part then . For this is impossible, apart from the potential equality case , already excluded. Thus is necessary for instability, although not sufficient by itself.
At an imaginary root with , separate real and imaginary parts:
The first crossing uses for , and satisfies
The period is in scaled time; its physical value is . Higher-frequency branches have larger critical gains. For fixed , stability at zero delayed gain and absence of any earlier imaginary or zero-root crossing identify this lowest branch as the first stability boundary. Its crossing is transverse: implicit differentiation of gives at the imaginary root
For very small , , so and . Therefore is exact in the limit and is the leading approximation for small positive . At that limit first has an imaginary pair at ; subsequent pairs occur at and cannot be the first loss of stability. A nonlinear Hopf theorem, including its nondegeneracy conditions, is needed to turn the linear imaginary mode into a claim about a particular finite-amplitude periodic branch.

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