Dynamical systems Created 2026-09-24 Updated 2026-10-13
The study of dynamical systems asks how a state changes in time: which states persist, which orbits repeat, and how a small perturbation changes the future. A dynamical system combines a state space with an evolution rule. For a seasonal population, the state might be its abundance and one step one generation; for a harmonic oscillator, a state vector includes both position and velocity. Choosing a sufficient state is essential: position alone does not determine where an oscillator moves next.
The two basic descriptions are a discrete dynamical system, , and an ordinary differential equation, . Repeated iteration of a map gives ; an autonomous differential equation with unique solutions gives a flow map . In either case, evolving for two successive durations agrees with evolving for their sum. The logistic map provides a particularly simple discrete dynamical system; the Lorenz system supplies a continuous-time example with a very different geometry.
Deterministic evolution says that the exact rule and exact initial condition specify one future. Predicting that future from measurements is a separate question. An instrument supplies a range of possible initial conditions, and a computation adds small errors. Near an asymptotically stable fixed point, nearby orbits converge and the long-term state can become easier to predict. With sensitive dependence on initial conditions, arbitrarily close starting states can eventually lead to a visible disagreement, even though each follows the same rule.
Much of the usefulness of dynamical systems comes from describing outcomes without writing every solution explicitly. Fixed points identify possible resting states; periodic orbits identify repeating behaviour; stability theory asks whether those behaviours survive small disturbances. A bifurcation diagram shows how changing a bifurcation parameter changes the possible outcomes. This is useful in population dynamics, where a stable abundance and an alternating abundance have different consequences, and in thermal convection, where a steady flow and a changing flow transport heat differently.
The beauty of the subject is that a small formula can organize a large variety of behaviour. The logistic map moves from an attracting fixed point to attracting periodic orbits and then to parameter values supporting sensitive motion. Its period-doubling cascade has a recognizable structure across many unimodal maps. Nevertheless, Devaney chaos, Glendinning chaos, and a positive Lyapunov exponent express different properties; a claim of chaos should specify its definition, its state space, and the parameter values under consideration.
Hopf normal form Created 2026-10-06 Updated 2026-10-14
The Hopf normal form is a local normal form of a dynamical system on the critical two-dimensional centre manifold. After shifting the equilibrium point and changing coordinates, its cubic truncation can be written
where is the critical eigenvalue real part, , , and . Smooth parameter dependence of the cubic coefficients and higher-order terms are omitted in this truncation. The real coefficient controls radial saturation; the imaginary coefficient changes the angular frequency with amplitude. This finite-order reduction, rather than literal equality to a cubic equation everywhere, is the meaning of the Hopf normal form for a general system.[ref]
In the cubic truncation, whenever . Substituting into the angular equation gives . For the full smooth system, the leading normal form radius satisfies and the period tends to . The exact circle and exactly constant angular frequency of the special model , , are conveniences of that model. In the original coordinates the small periodic orbit need not be a circle. Radial scaling can normalize a nonzero to or , so is a normalized leading amplitude, not a universal physical radius.
Figure 1.
Computed radius branches and radial drift for the two Hopf criticalities
. The exact cubic Hopf normal forms and , with nonzero angular motion understood. The upper bifurcation diagrams distinguish attracting solid branches from repelling dashed branches; is an equilibrium point, while a nonzero constant radius is a periodic orbit. Vertical arrows show radial motion at fixed . Below, the sign of shows why the nonzero roots attract or repel. Stability is within the reduced plane. These are original dimensionless calculations, not measured data; continuation away from zero is a property of the chosen cubic equations, not a global prediction of the local Hopf bifurcation theorem. Details.
Logistic map Created 2026-10-03 Updated 2026-10-14
The logistic map repeatedly applies a quadratic function:
The closed interval is a positively invariant set: . An orbit is the entire resulting sequence , not just one application of the formula. For example, with and , the first states are , approaching the fixed point .
As a simple model of population dynamics, is a scaled abundance in generation . When abundance is small, is close to ; increasing abundance reduces this per-capita multiplier. The falling side of the quadratic function represents sufficiently severe crowding reducing the next generation. The scale is not generally the carrying capacity: the positive fixed point is . The logistic map is a discrete-generation model; the continuous-time logistic growth equation has a different evolution rule and does not produce its period-doubling cascade.
The practical question is how abundance behaves after the initial adjustment: does it settle, alternate, or continue varying? The same formula permits all these possibilities. The following figure shows three orbits, their cobweb plots, and a bifurcation diagram. In a cobweb plot, moving vertically to calculates the next state, and moving horizontally to makes that value the input for the next step.
Figure 1. . All three upper examples start at . At , the orbit approaches a fixed point; at and , it approaches periodic orbits of periods two and four. Filled red marks in the cobweb plots indicate an attracting fixed point, while hollow red marks indicate a repelling one. The lower bifurcation diagram retains 240 orbit states per parameter after discarding 2000 initial steps. Each column samples one orbit, rather than all possible orbits; the highlighted period-three window shows why larger parameters need not mean sensitive attracting motion. Details.
The fixed points solve :
The second fixed point is in for and coincides with zero at . The derivative is , so the fixed-point multipliers are at zero and at . The fixed point stability for an iteration test gives an attracting zero for , and a locally asymptotically stable positive fixed point for . A multiplier of modulus one needs a nonlinear argument; the strict derivative test alone settles neither nor .
This derivative test has a direct interpretation. A small error obeys
At , the leading multiplier is : the error changes sign, explaining the alternating approach, while its magnitude eventually shrinks by approximately a factor per step. At , the multiplier is , and the positive fixed point repels nearby states. However, a different outcome has asymptotic stability: the logistic map two-cycle attracts nearby orbits.
For , the attracting period-two orbit has the two values
At they are approximately and , with and . Their periodic-orbit multiplier is , so a small displacement shrinks over two steps even though the fixed point is unstable. The brief algebraic justification is to factor , remove the fixed point factors, and multiply the two derivatives using the chain rule.
At , the positive fixed-point multiplier passes through and a period-doubling bifurcation creates the period-two orbit. At , its periodic-orbit multiplier passes through and an attracting period-four periodic orbit emerges. At , the period-four values are approximately in that order. Further period-doubling bifurcations accumulate near . Beyond that value there are also parameter windows with attracting periodic orbits, including a period-three window near . Neither a crowded numerical plot nor a parameter beyond the accumulation value proves sensitive dependence on initial conditions on the attracting set.
The endpoint supplies an analytically transparent example. The homeomorphism satisfies
where is the full tent map. Thus these maps have topological conjugacy; stretching and folding in the tent map explain sensitive dependence on initial conditions and Devaney chaos for on . This does not make every individual orbit nonperiodic: stays fixed, and follows . Sensitivity means that these exceptional orbits also have arbitrarily close initial states that eventually depart substantially.
Robert M. May's "Simple mathematical models with very complicated dynamics" (1976), Nature 261, pp. 459–467, reviewed how simple deterministic recurrence relations can pass from stable abundances through period-doubling cascades to irregular behaviour. May presented the logistic map as an especially accessible example and discussed the relevance of such models to population dynamics. The paper explicitly describes itself as a review of results found by several researchers, bringing their findings together for a broad scientific audience.[ref]
With the same prescribed , , and , replacing by changes both transport coefficients:
Hence the positive steady volume fluxes become
and the negative steady volume flux is
The bifurcation diagram undergoes a particularly simple rescaling:
Thus it contracts horizontally and vertically by the same factor. Its branch stability and saddle-node bifurcation structure persist, but the range of freshwater forcing that admits the stable positive circulation shrinks. At a fixed subcritical , the upper stable positive branch weakens, the lower unstable positive branch moves upward, and the reversed branch decreases in magnitude. These changes reduce the separation of the positive equilibria and the margin against an overturning transition. The right panel of the figure in 2(b) shows this for and .
For the present , a positive steady state exists only if
At equality the positive branches merge at ; below it only the reversed steady state remains. If a discovery merely revises our estimate of , it revises the inferred branch strengths and threshold, rather than itself causing an instantaneous physical transition. If the real effective were to decrease slowly through the critical value while stayed fixed, this model predicts loss of the positive steady circulation and transition to the reversed branch. Uncertainty in therefore translates directly into uncertainty in the model's freshwater threshold and its inferred proximity to a transition.
For the quadratic unimodal map, an attracting fixed point lies on the positive branch
Its multiplier has modulus less than one for and reaches at the first period-doubling bifurcation . The resulting two-cycle has points
Its periodic-orbit multiplier is , so it is attracting for and doubles at . Successive attracting periods are , with their parameter intervals shrinking toward .
A superstable periodic orbit contains the critical point zero, so its derivative product vanishes. Along the first period-doubling cascade, is the first-cascade parameter with a critical orbit of exact period , satisfying . For example, , , and . These are interior points of stability intervals, distinct from the bifurcation parameters .
The following bifurcation diagram shows attracting orbit values, including the first bifurcations and superstable points. At the accumulation parameter the limiting critical orbit is not a finite attracting cycle; its closure is the period-doubling limit set.
The Feigenbaum constants use the positive spatial-scaling convention. Their parameter definition is
The same limit is obtained from successive bifurcation parameters. To define spatial scaling without ambiguity about signs, let
This is the signed central return separation in the superstable orbit; its sign alternates between successive levels of the primary cascade. Then
Equivalently, the ratio of the corresponding unsigned separations tends to . Some conventions call the signed ratio itself ; here the spatial scale of the Feigenbaum renormalization fixed point is , matching the orientation reversal in the doubling operator.
Let and . The eigenvalues at the conductive equilibrium point are and , both negative since and . The coupled Jacobian matrix has characteristic polynomial
where
A simple zero eigenvalue occurs on . The reflection , with fixed, makes its generic steady-state bifurcation a pitchfork bifurcation.
For a nonzero imaginary pair, substitute into : the real and imaginary parts require and . Hence
With , this Hopf bifurcation curve is present only for . At its intersection with the pitchfork bifurcation curve,
and . The zero eigenvalue has geometric multiplicity one: its eigenvector has , . Thus this is a reflection-symmetric Bogdanov–Takens bifurcation, rather than two independent zero modes.
The Routh-Hurwitz stability criterion gives the stable trivial state below for and below for . The rest of the line , beyond , is a stationary bifurcation of an already unstable trivial state. Likewise the extension of below is only an algebraic line, since its putative frequency is not real. The middle panel of the bifurcation diagram in part 1(b) distinguishes the actual curves from this extension.
For , polar coordinates give and ; the remaining amplitude equation is . Interpret in the original complex coordinate, where the phase is undefined.
If , put . The full equilibrium points are . Their eigenvalues are
Thus is stable for and has a two-dimensional unstable manifold for . The point has a one-dimensional unstable manifold for and is repelling for . On they merge in a saddle-node bifurcation; the simultaneous zero and imaginary eigenvalues at give a fold-Hopf bifurcation.
A steady positive amplitude represents a full periodic orbit, not a full equilibrium. Solving the amplitude equations gives
It exists in the wedge . The transverse amplitude Jacobian matrix has characteristic polynomial . Its two transverse Floquet exponents have negative real part for and positive real part for ; the phase direction supplies the neutral Floquet multiplier one.
The wedge boundaries are Hopf bifurcations at from and from . The left branch is supercritical, producing a stable periodic orbit as loses stability; the right branch is subcritical in the oscillatory subspace, with an unstable periodic orbit on the side where the transverse complex pair of is stable. The real unstable direction of persists throughout. There are no full equilibrium points when , and then excludes a local periodic orbit. The right panel of the bifurcation diagram in part 1(b) shows the primary curves and the perturbed global curve calculated below.
For the perturbed amplitude equations, direct differentiation of the first integral gives
The axis connection contributes zero since . On the unperturbed interior heteroclinic orbit, and , so the first-order change is
The substitution gives
Consequently
The simple zero of this Melnikov energy-balance method calculation gives the heteroclinic splitting of a fold-Hopf amplitude cycle:
This is a leading persistence curve, not an exact parameter equality for the perturbed orbit. It lies between the two primary Hopf bifurcation curves near the origin and on the negative- side of the secondary torus curve . With the added term the primary Hopf bifurcation curves themselves shift to .
The sign of the amplitude balance also identifies the local torus branch. Over a small closed limiting contour, . Its enclosed-area form sets equal to minus the area-average of . This average tends to zero at the centre and to at the heteroclinic cycle. Near the centre, negative attracts trajectories toward the stable amplitude equilibrium; outside a zero-balance contour, decreases and the amplitude excursion grows. Thus the secondary bifurcation creates an unstable invariant torus on the stable-periodic-orbit side. Its continuation reaches the global connection as the balance tends to . The bifurcation diagram distinguishes this perturbed connection from the entire degenerate family present in the unperturbed system.
Write . A steady complex amplitude obeys , so
Thus every positive intensity root gives exactly one steady phase, and is impossible. The cubic intensity polynomial is . Its positive steady branch can be parameterized completely as
The two formulae join smoothly as a single curve at the maximum radius ; this joining point is not a saddle-node bifurcation. A turning point with respect to satisfies . Subtracting the equilibrium and derivative conditions gives
These points lie on . Since , its maximum is . Therefore there is exactly one distinct steady state for every when . One can also see uniqueness directly: is increasing and is decreasing when no turning points exist, and their respective ranges meet only at their common endpoint. At the equality there is a cusp bifurcation with a triple intensity root at .
When , the two turning intensities satisfy . Define and ; the curve has a local minimum at the former and a local maximum at the latter, with . There are three distinct steady intensities for , two distinct ones at an endpoint, and one otherwise. The bifurcation diagrams below show the folded small- curves and the unfurled large- curve, together with the linear stability calculated next. Both ends of the full branch have as , while its middle reaches the finite maximum .
Without the threefold rotation, a complex linear map need only commute with coordinate swapping and common phase. Commuting with makes its two diagonal entries equal and its two off-diagonal entries equal; common phase still forbids conjugate-linear terms. Thus the additional leading coupling is
where is a small complex symmetry-breaking coefficient and a small common diagonal shift can be absorbed into . The old rotation forbade these off-diagonal entries because the two coordinates have different rotation weights. Further symmetry-breaking cubic and quintic terms are also allowed; retaining only the new linear terms describes the leading onset splitting.
In symmetric and antisymmetric coordinates , , the eigenvalues are and . With , the two primary Hopf thresholds and frequencies are therefore
The reflection-preserving standing line remains invariant. The line also remains invariant because it is fixed by reflection combined with phase . Their generic periodic branches survive, now starting at separate thresholds when . If that real part vanishes, threshold coincidence is a nongeneric additional condition; frequency splitting may still occur.
The pure rotating-wave axes are not invariant: at the second equation has . Hence the old pure rotating-wave branches cease to be primary one-component branches from the origin. At fixed nonzero symmetry breaking, a simple Hopf onset has just the appropriate symmetric or antisymmetric mode. Away from the degenerate onset, normally hyperbolic rotating-wave periodic orbits may persist as mixed-mode periodic states with both components nonzero, paired by reflection. In common unfoldings such a pair is reached through a secondary reflection-breaking pitchfork bifurcation of periodic orbits from a standing branch. Its precise attachment, any folds, and stability depend on the nonlinear coefficients and cannot be fixed by symmetry alone.
The three rotationally conjugate orientations within each original standing family are no longer equivalent. Only the lines aligned with the surviving reflection symmetries are forced primary branches; other members can deform, pin to preferred orientations, or connect through secondary bifurcations. The generic bifurcation diagram thus replaces the coincident multi-branch Hopf onset by two separated simple Hopf onsets, removes the pure traveling-wave invariance, and unfolds the rotational degeneracies. This is the reflection-preserving splitting of a dihedral Hopf bifurcation; it does not by itself prescribe a unique global diagram.
The bifurcation diagram has boundary branches at and at . The former is stable for and a saddle for ; the latter is a saddle for and stable for . The origin is an unstable equilibrium for every ; its branch coincides in this projection with the branch, so it is shown separately in the caption.
The stable interior branch rises from at to at . The unstable interior branch falls from to over the same interval. These meet at the saddle-node bifurcation; at they meet the transcritical and pitchfork points respectively. There is bistability between the lower interior node and for .
Figure 1.
Equilibrium branches and stability for Question 14; the always unstable origin also projects to y equals zero
. Details.
The centre manifold theorem gives, near an equilibrium of a sufficiently smooth system, a local invariant manifold tangent to the generalized eigenspaces with zero-real-part eigenvalues, expressible as a graph of a function over them. Its reduced dynamics govern local equilibria and their stability in the presence of strictly stable transverse directions. The manifold need not be unique or analytic; finite Taylor jets can nevertheless be determined from invariance. Treating a parameter as a variable with gives the extended centre manifold for a parameter.
At the linearized block has eigenvalues , and the direction has eigenvalue . Thus the origin is a nonhyperbolic equilibrium, with stable dimension two and non-extended centre dimension one. The extended centre dimension is two. The transformed equations are
The graph of a function satisfies and , with invariance equations and . Symmetry permits odd and even in . Giving weight one and weight two, comparison yields
Here means terms of weighted order at least under the stated scaling. If , the pitchfork bifurcation is supercritical: stable branches appear for as the origin loses stability. If , it is a subcritical pitchfork bifurcation: unstable branches occur for , while the origin is stable there.
For , assign weight four. The leading cubic terms in cancel. The invariance equations now give and : first contributes at weight six and also first contributes there. Substitution then gives
The derivative along the nonzero branches is , so they are unstable. The origin is stable for , unstable for , and nonlinearly unstable at because the leading term is . This is a degenerate subcritical pitchfork bifurcation.
Figure 1.
Bifurcation diagram for the equilibrium branches
. Details.
After adding , the equilibrium equation is
The constant term breaks the reflection symmetry . Consequently each symmetry-forced pitchfork becomes an imperfect pitchfork bifurcation, while each crossing that produced a transcritical bifurcation is disconnected. The remaining generic turning points are saddle-node bifurcations. The lower row shows this unfolding for a representative small positive ; the upper row gives the unperturbed diagrams.
Figure 1.
Bifurcation diagrams for the equilibrium branches
. Details.
For , both pitchforks and both transcritical crossings are destroyed. For , the simultaneous fifth-order meeting splits into separated folds. For , both pitchforks become imperfect. Hence, under the allowed constant perturbation,
This is the structural stability of a bifurcation distinction between the nongeneric pitchfork and transcritical diagrams and the generic saddle-node diagrams left by their unfoldings.
At a non-axis fixed point the determinant and trace are
These formulas determine the solid stable and dashed unstable branches in the bifurcation diagram. The pair is born in a saddle-node bifurcation at . For , it exchanges branches with at and with at , both transcritical bifurcations. If , the saddle-node lies to the left of ; if , it lies to the right. For , the saddle-node and the collision at combine into a pitchfork bifurcation at .
At an equilibrium, the second equation gives . The first equation then gives
Hence the fixed-point branches in the plane are
and
The three branches meet at . The branch meets the positive square-root branch again when , so the second bifurcation value is
The Jacobian matrix at a general point is
On the branch it is triangular, with eigenvalues
Thus is unstable for , asymptotically stable for , and unstable for .
On a square-root branch write . Then
whose trace is and determinant is . The negative branch is therefore a saddle equilibrium for every . The positive branch is a saddle for and asymptotically stable for ; close to it is a stable node.
To resolve the nonhyperbolic point at , make the prescribed substitution
and append . The equations become
The centre subspace is . Seek the extended centre manifold for a parameter as
The centre-manifold invariance equation is
To second order, , so comparison of coefficients gives
and hence , . Therefore
Substitution into the equation gives the reduced flow
Its central branch is unstable for and stable for , while the two nonzero branches for are unstable. Thus the bifurcation at zero is a subcritical pitchfork bifurcation with reversed normal-form parameter , exactly as recorded by the extended centre manifold of the 2023 Cambridge quadratic-product system.
The complete bifurcation diagram is therefore as follows. For , only exists and is unstable. For , is stable while both and are saddles. For , is stable while and are saddles. At , and cross and exchange stability, so the bifurcation is transcritical. This gives the bifurcation diagram of the 2023 Cambridge quadratic-product system.
Finally consider the phase plane near with . If , the lower equilibrium is a stable node and the upper equilibrium is a saddle. If , the lower equilibrium is the stable node and the upper equilibrium is the saddle. In each case the saddle has one-dimensional stable and unstable manifolds; one unstable separatrix runs toward the nearby stable node, while the other runs out of the local neighbourhood. The two equilibrium branches and their local invariant manifolds exchange roles as passes through one, which is the standard local phase portrait of a transcritical bifurcation.
The fixed point branches and their stability are as follows.
  • has eigenvalues and , so it is unstable for every .
  • has and is stable for , then a saddle for .
  • exists for all ; it is a saddle for and stable for .
  • exists for . Its Jacobian matrix is
which is a negative-definite matrix, so this branch is stable.
Thus the -versus- bifurcation diagram has the stable branch up to , a stable branch joining the bifurcation points and , and the branch changing from unstable to stable at . The origin branch also lies at but remains unstable throughout.
Figure 1.
Fixed-point bifurcation diagram for the 2025 Paper II 2 system
. Stable branches are solid blue and unstable or saddle branches are dashed red. The interior branch emerges at mu equals 1 and joins the axial branch at mu equals 2. Details.
Use vertically and horizontally in the bifurcation diagram; the other coordinate is recovered from . The origin is the horizontal branch . Draw it solid on , where it is asymptotically stable, and dashed on the remaining hyperbolic intervals, where it is unstable. Its three nonhyperbolic fixed points in parameter space are marked at ; open markers distinguish these boundary cases from the strict linear stability classifications on the intervening intervals.
The nonzero fixed point branches are for and . Each is dashed because it is a saddle fixed point of a map, as proved in part (c). Near zero their shape is : the unstable branches lie on the same parameter side as the attracting origin, displaying the subcritical pitchfork bifurcation. The branches issuing from have . At no additional fixed point branch appears; the Floquet multipliers cross the unit circle at .
Figure 1.
Fixed-point bifurcation diagram: solid denotes attracting, dashed denotes unstable, and open circles mark the three unit-circle crossings at the origin. Nonzero branches are saddles.
Details.
The nonnegative bifurcation diagram has the branch for every , stable for and unstable for . At the stable positive branch emerges:
The figure in (iv) uses solid curves for stable steady states and a dashed curve for the unstable zero branch. At the meeting point the zero steady state is nonhyperbolic and attracts from the nonnegative side. If the equation is formally extended to negative , there is also the symmetric branch , giving a supercritical pitchfork bifurcation; its negative half is omitted in the biological diagram. This qualification avoids calling the single nonnegative square-root branch a full pitchfork by itself.
Write . The physically nonnegative branches, omitting , are
On both bifurcation diagrams, draw solid for and dashed for ; draw dashed for and solid for . The coexistence branch is dashed throughout its interior because it is a saddle point. It connects at to at , through two transcritical bifurcations when the branches are continued mathematically beyond the nonnegative quadrant.
Figure 1.
Stable boundary populations and the unstable coexistence threshold
. Original bifurcation diagrams for , . Solid branches are asymptotically stable, dashed branches unstable. The physically admissible coexistence branch joins the grey-only branch at to the red-only branch at . Details.