Solution

ID: past-exam-of-the-topics-in-applied-mathematics-course-of-the-university-of-oxford/2007/b/5/solution

The Lorenz equilibria satisfy , and . Thus
At the origin the third eigenvalue is and the other two solve . Hence the origin is stable for , has one zero eigenvalue at , and becomes a saddle equilibrium with one unstable direction for . The symmetry interchanges the new branches.
The nonzero-equilibrium characteristic polynomial is
Near its Routh-Hurwitz inequalities are strict, so both new branches are stable. More explicitly, center-manifold projection at gives
The linear coefficient crosses positively and the cubic coefficient is negative. Therefore the equilibrium bifurcation is a supercritical pitchfork at , not a saddle equilibrium-node.
For completeness, the later stability boundary satisfies
If , the nonzero branches remain linearly stable for all . If , they lose stability at
At that point and
This establishes a genuine transverse Hopf crossing. It is subcritical for these positive parameters, so it is not the supercritical Hopf normal form of a dynamical system from (c). One way to check its nonlinear sign is the cubic Hopf formula. At write and
For right and adjoint eigenvectors , , , the cubic coefficient has the sign of
Substitution and clearing positive factors reduces its sign to that of the following polynomial in :
Every term is positive. The radial cubic is therefore positive, giving the unstable small cycle on the stable-equilibrium side. There is no saddle equilibrium-node among the equilibrium branches for : the only zero-eigenvalue branch intersection is the symmetry-forced pitchfork. This does not rule out separate global bifurcations of periodic orbits.

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