At , the two branches meet at . The eigenvalues there are and . For , the nonzero quadratic term and transverse stability identify a saddle-node bifurcation. If , it creates a sink equilibrium and a saddle equilibrium as increases; if , it creates a source equilibrium and a saddle equilibrium. At , the zero eigenvalue is double and the ordinary saddle-node description needs the two-parameter unfolding.
At , the origin and lower branch cross. Since , the branches cross transversely in the diagram. The origin changes from a sink equilibrium to a saddle equilibrium as increases through zero; the lower branch changes from a positive- saddle equilibrium to a negative- sink equilibrium. This is a transcritical bifurcation. A local centre-manifold calculation also gives , because and the transverse eigenvalue is .
The figure uses a representative ; the upper branch's additional Hopf change is indicated. For the upper branch is unstable everywhere on its existence interval. The exact trace criterion in part (a) specifies stability for every fixed positive .
Figure 1.
Equilibrium branches and the two-parameter diagram of the quadratic-product flow
. Details.
The change of time is , which is positive in the half-plane under consideration. Dividing the two approximate equations by gives
Set . The inhomogeneous system becomes , with eigenvalues . For , write . Integrating with the prescribed initial data gives
and
These expressions also verify both initial values and their initial derivatives. For fixed and small on the outgoing branch, the sine coefficient in is positive and dominates the initial cosine term. The first return to small is near the first positive zero, . Hence
The factor is a half-turn of the growing spiral, not its full rotation period. After this excursion the approximate trajectory approaches the small-, large- region. In the full system the term , omitted during the large excursion, allows the motion to descend along that region and return.
As , the rescaled excursion time diverges and the factor produces arbitrarily large excursions. At the critical value the matrix is a nontrivial Jordan block, and the limiting formula is
For the small outgoing initial data this is positive and unbounded: the unstable manifold no longer turns back. Below the two eigenvalues are real and positive, so there is again no oscillatory return. This quadratic escape desingularization explains loss of the periodic orbit at infinity, together with the unstable-manifold escape, as decreases through . It is not a finite homoclinic bifurcation to the origin. The divergent travel time must not be identified with the physical period without integrating ; the time change becomes singular near .
A global bifurcation joins two mechanisms: a long passage near a hyperbolic equilibrium point and a finite excursion returning the unstable manifold to its neighborhood. Eigenvalue ratios control the local passage, while the geometry of the global return decides reinjection, folding and trapping. In the real symmetric case there are two returning branches and a power-law cusp. In the saddle-focus case rotation adds infinitely many oscillations to that cusp. The following maps display both mechanisms explicitly.
For the Lorenz configuration, enter on at and leave on , where . Solving the linear flow gives a flight time
Put . The outgoing coordinates are
The smooth global map from each outgoing section to the incoming section has, to leading order,
up to the choice of which unstable branch carries the sign of . Reflection symmetry makes the offsets opposite and the leading coefficients equal. Since the stable transverse coordinate is multiplied by the higher power , it contributes only subleading terms to the leading scalar map. Absorbing powers of into a positive constant gives the Lorenz power return map
The line lies on the stable manifold and has no finite return; the discontinuity is therefore a genuine missing return, not an arbitrary value to assign at zero.
If , the derivative tends to zero. For , there are two attracting fixed points, with . They describe two symmetry-related one-lobe attracting flow periodic orbits. For , the orbit alternates between and , where ; its multiplier is . This represents one attracting flow periodic orbit traversing both lobes. At the two homoclinic loops meet: this is the contracting gluing scenario, with diverging flow period at the connection.
If , the local derivative is unbounded, and the small periodic orbits are repelling in the expanding return direction. For , the small positive fixed point has , with a multiplier tending to infinity; there is a symmetry-related negative fixed point as well. More complex motion follows from the two branches, not merely from a large derivative at one fixed point. Choose with . The inverse branches are
For sufficiently small positive , both lie inside , their images are disjoint, and their derivatives are . Nested inverse images for every infinite sign sequence therefore define a Cantor invariant set. Iterating the forward map shifts the sequence. This constructs periodic itineraries of every symbolic period and nonperiodic itineraries; transverse contraction in the full return turns the expanding two-strip mechanism into a horseshoe.
This is the local chaotic Lorenz mechanism. A robust attracting Lorenz set additionally needs a global trapping region and the appropriate return properties. The scalar asymptote and alone do not prove that every nearby orbit is attracted to one chaotic set; periodic windows, escaping orbits and other global returns must be distinguished. Symmetry is crucial to obtaining the two homoclinic branches together in a single parameter variation.
At the no-convection equilibrium , one eigenvalue is and the other two come from
Their trace and determinant are
A zero eigenvalue occurs at . If , the other two eigenvalues are negative, and the stationary bifurcation is the pitchfork analyzed in part (c). For the transverse eigenvalue is positive instead.
An imaginary pair occurs at , provided , because
The trace crosses zero with derivative . The cubic coupling is nondegenerate here: at criticality, putting reduces the oscillatory variables to
For , the forced second harmonic of has sine coefficient . Averaging the derivative of consequently gives . Thus the Hopf bifurcation is nondegenerate and supercritical.
The two thresholds meet at
Here the planar block is nonzero but has trace and determinant zero, while the third eigenvalue remains negative. It is a reflection-symmetric double-zero, codimension-two point; the ordinary simple-eigenvalue reduction of part (c) is not valid there.
Fix and . The noncritical eigenvalues at are and . Include the constant parameter as an additional centre variable. Symmetry permits expansions
where the omitted terms in the reduced equation have order . At , begins at cubic order, so begins at fourth order. The equation therefore gives .
The invariance equation for must retain . From the first equation,
Equating coefficients in gives
Hence
and the required reduced equation is
Both coefficients are positive. Thus the bifurcation is a subcritical pitchfork: the no-convection state is stable for and unstable for . The small nonzero branches lie on the stable-origin side,
and are unstable, since the derivative of the reduced vector field there is . Their two transverse directions remain stable, making them saddle equilibrium equilibria in the three-dimensional model. Setting without the invariance correction would incorrectly omit the common factor . This is the cubic centre-manifold reduction of porous magnetoconvection.
Figure 1.
Subcritical cubic onset and an example of bounded asymmetric quintic saturation
. Details.
Assume well-mixed populations, exponential prey growth without density regulation, predator mortality without food, and bilinear encounters. The Lotka-Volterra predator-prey model is
Its coexistence equilibrium is , . The Jacobian matrix there has eigenvalues , so it is a center equilibrium rather than an attracting equilibrium. More globally,
is a first integral: substituting the two equations into gives zero. It has a strict minimum at coexistence, diverges at the boundary and at infinity, and its other positive-quadrant level sets are closed periodic orbits. Small oscillations have frequency . In scaled variables and , the linearization is , .
Model an annual fixed quota as a pulse removing prey, , , with . Between pulses the original equations apply. In logarithmic coordinates the flow has zero divergence, but the pulse has determinant . Therefore a periodic annually harvested trajectory has return map determinant greater than one, and cannot have both multipliers inside the unit circle. It is unstable, even when a leading rotation-plus-translation approximation looks neutral. Near a nonresonant small-quota forced orbit this expansion destabilizes the original center equilibrium; resonant pulse timing can add secular effects. Quotas larger than the remaining prey are not biologically realizable and require stopping the model. This is fixed-quota harvesting of Lotka-Volterra populations.
The common continuous approximation to an annual quota gives . Its positive equilibrium is , , requiring . Its Jacobian matrix has trace and determinant , so this approximation also destabilizes coexistence. At small it is an unstable focus. A quota is a larger per-capita mortality when prey are scarce, which is the adverse feedback responsible for the result.
For abundance-triggered pulses, retain the same fixed prey removal and specify the crossing direction. The exact event-triggered harvesting by conserved energy calculation is
If prey abundance triggers the event at , this increment is the same at every event. A sufficiently high prey threshold with a modest quota gives : the orbit's oscillation energy decreases until it no longer crosses the threshold, after which harvesting stops. If , then and harvesting increases oscillations. At the balanced threshold satisfying , energy is unchanged and the ideal orbit is neutral. Thus the useful rule is harvesting at high prey abundance, not simply using any fixed threshold; the equality case supplies no asymptotic restoration.
A predator threshold does not hold prey abundance fixed. On a rising-predator crossing, , so a sufficiently small harvest initially lowers ; on a falling-predator crossing , it raises . Nevertheless the rising-predator rule is not a robust stabilizer in this conservative model. Its balanced return orbit has preharvest prey abundance
obtained by equating before and after the pulse. On the return section the derivative is
Its magnitude exceeds one because for . The balanced predator-triggered cycle is consequently unstable. At leading small-oscillation order its multiplier is , explaining a marginal alternation rather than stable damping. If the trigger is crossed in both directions, or a variable rather than fixed quota is used, a different return rule results and must be analyzed separately.
For conservation, the ideal model shows why fixed removals can be dangerous and why prey-based high-abundance feedback can be safer than a calendar quota or an unspecified predator threshold. These conclusions depend on the chosen pulse rule and on the absence of density dependence, refuges and stochasticity. They do not justify a universal numerical safe quota. A harvest policy needs a stopping threshold and the correct phase-dependent feedback, not merely a small nominal annual catch.
With susceptibility independent of size and infectivity proportional to size, define . The farm-size stratified SIR model is
An infectious size- farm has next-generation column . Its sole nonzero eigenvalue gives the basic reproduction number
again equal to the comparison SIR model.
Since every susceptible farm experiences the same force of infection, all ratios remain fixed. For a representative initial seed, and , uniqueness of the differential equations gives , , for all time. Consequently and
For this representative seed, the heterogeneous and homogeneous epidemics coincide exactly, and both susceptible and infected farm means stay at . This is the overlapping middle-column sketch above, not merely an approximation based on equal reproduction numbers.
With a nonrepresentative seed the susceptible mean remains its initial value, but the infected mean need not. The influx of new infectives has the constant susceptible mean, so
Thus it is pulled toward while incidence continues. Infectivity variation alone does not selectively remove large susceptible farms. The exact homogeneous reduction depends on the representative initial condition; specifying only and does not determine a trajectory for every possible seed.
Both weights now equal farm size, giving the farm-size stratified SIR model
The next-generation matrix is , whose nonzero eigenvalue is
The variance matters because large farms are both more likely to acquire infection and more effective sources afterward. This positive correlation increases the basic reproduction number relative to the homogeneous SIR model. In particular the heterogeneous population can permit invasion when the homogeneous comparison is subcritical.
Put . Apart from the negligible initial seed, . The susceptible mean obeys . For infectives, the incidence mean is again , and
The growing mode has mean , not . As the larger susceptible farms are depleted, the mean size of incoming infectives falls; the current infected mean follows it with a delay. These equations give the direction of change for any initial condition without imposing false monotonicity of the infected mean.
The weighted infected total satisfies , so the effective reproduction number declines from as the susceptible size distribution changes. The final size relation for an epidemic becomes
The right-column sketch illustrates the larger initial growth rate and preferential depletion of large farms. The homogeneous comparison has size in both transmission factors; it must not be assigned the heterogeneous second moment. The general conclusions are enhanced invasion and selective removal of large susceptible farms. The final unweighted fraction of farms infected has no universal ordering relative to the homogeneous comparison: higher transmission and stronger heterogeneity-induced depletion compete, and the displayed final-size equations determine the answer for a specified distribution. For example, with , the infinitesimal-seed attack fractions are approximately versus when the homogeneous reproduction number is , but versus when it is ; the two comparisons have opposite ordering.
The basic reproduction number is the expected value of secondary infections caused by one typical infectious individual introduced into an otherwise susceptible population. For a heterogeneous model it is the dominant eigenvalue of the next-generation operator, so the appropriate infected-type distribution is part of “typical.” A small introduction grows when and decays when , under the usual linear invasion assumptions.
The asymptotic susceptible level depends on the model. In a homogeneous SIS model with transmission rate and recovery rate , the positive endemic equilibrium has when . In a closed SIR model, however, the final size relation for an epidemic is
For an infinitesimal seed in a wholly susceptible population this becomes . The epidemic peak occurs at , and a nontrivial outbreak leaves . Thus is an endemic or instantaneous invasion threshold, not a universal final susceptible fraction.
For cooperative infections, let be the fractions carrying neither infection, only , only , and both, with sum one. Let , , assume each infection independently recovers at rate , and multiply susceptibility to the second infection by . One suitable pair of SIS models is
Recovery of one infection from leads to the other single-infection class, not directly to . The probability simplex is invariant. At the disease-free equilibrium the eigenvalues are , and . Therefore failure of both isolated and low-density invasion requires , . Enhancement of secondary susceptibility does not alter these linear thresholds because coinfection is second order at introduction.
For completeness, a joint positive equilibrium must have
and
To obtain these, divide the equilibrium equations for total and total prevalence by their positive prevalences, yielding and . Substitution into the balance gives the quadratic. Its discriminant must be nonnegative and the resulting positive. These conditions test equilibrium feasibility for unequal rates; stability must also be checked rather than inferred from the mere presence of a root.
A fully explicit Allee effect results in the symmetric permitted case , . The joint equilibria have
Two feasible positive equilibria coexist with the stable disease-free state exactly in the strict range
Indeed at the fold the two roots coalesce, and at the smaller-prevalence branch reaches the disease-free boundary. For , roots at do not give positive singly infected fractions. Strict inequalities exclude these marginal endpoints.
Here is the stability check underlying the cooperative SIS coinfection threshold. On the symmetric subspace put and . Then
At a positive equilibrium . Its two-dimensional Jacobian matrix has
The higher-prevalence branch has positive determinant and negative trace, while the lower-prevalence branch is a saddle equilibrium. The remaining antisymmetric mode, from , has eigenvalue . Thus the smaller susceptible root is a stable joint endemic equilibrium, separated from the stable zero state by a finite seeding threshold. Neither infection can persist alone in this range. Strong cooperation can sustain both infections after a sufficiently large joint introduction even though neither invades from rarity. The numerical condition belongs to the specified secondary-susceptibility model; alternative cooperation mechanisms need their own threshold calculation.
Assume a closed population with even size , unrelated founders, monogamous mating, nonoverlapping generations and exactly two offspring per couple. Sex labels are exchangeable for the autosomal calculation, with enough individuals of each sex to form the stipulated pairs. A randomly chosen distinct offspring pair are siblings with probability : among the pairs, exactly are within-family pairs. This fixed-family-size fact, rather than independent sampling of all parents, determines the recurrence.
First give the elementary chromosome-sharing idealization consistent with taking self-relatedness as one and ordinary sibling relatedness as . In this model each individual carries one ancestral label, passed through one randomly chosen parent. Let be mean sharing between distinct individuals, and let be the mean sharing between mates. Siblings share their parental label with probability . The average relatedness between parents from different couples is
To see the latter count, the ordered pairs from different couples are all ordered distinct pairs minus the ordered mating pairs. Each pair of parents from different couples contributes equally to the four possible cross-family offspring relationships. Combining sibling and nonsibling offspring gives
With random mating, in expectation, so gives
The mean sharing tends to one, on a generation scale of order . It is not linear indefinitely: repeated ancestry saturates the probability. This is an exact result for the stated one-label approximation, not an exact diploid formula after substantial inbreeding has developed.
Now prohibit full-sibling matings, with and representative sampling of allowed nonsibling mating pairs. The following closed recurrences assume that opposite-sex mating pairs have the same mean autosomal sharing as all nonsibling pairs; a sex-specific or assortative scheme requires separate mating means. In the exchangeable one-label model write for mean relatedness of a nonsibling pair, so . The two required recurrences are
The second relation includes sharing through grandparents and more distant ancestors; setting forever would be wrong. For , , the linear recurrence matrix is
Its eigenvalues are
both of magnitude less than one for . Thus even when siblings never mate. Explicitly, , where . Sibling avoidance prevents immediate close-relative matings, but it does not make the remaining population unrelated. In a fixed-two-offspring model it need not reduce average pairwise sharing at every generation: a smaller mating mean actually increases the displayed increment in .
For a fully diploid formulation, self-kinship also changes with inbreeding and cannot remain artificially fixed. Let be mean kinship coefficient between distinct individuals, mean inbreeding coefficient, and mean kinship of mates. A sibling pair has kinship , because parental self-kinship is . Repeating the pair count yields finite-population chromosomal coancestry:
Initially . For random mating take . An explicit solution is the affine matrix recurrence
Its characteristic polynomial is ; its two roots have magnitude less than one. Hence . The normalized relationship tends to one, while unnormalized additive relationship tends to two, demonstrating why that coefficient cannot always be read literally as a probability.
With sibling avoidance replace by the nonsibling mean and add
These equations compute every generation's kinship and inbreeding, including delayed consanguinity through cousins. Under random allowed mating in a connected closed population, backward ancestral gene-copy lineages have a positive chance to meet in each sufficiently long block of generations; repeated blocks force eventual coalescence. Thus sibling avoidance alone does not prevent long-term identity by descent and genetic drift. Maintaining distinct isolated breeding groups, introducing immigrants, or changing offspring-number variance gives a different model. The elementary exponential formula answers the fixed-self-sharing approximation; the diploid recurrences give the consistent inbreeding-aware answer.
Put , so and . The second equilibrium equation factors as . The resulting equilibria are
The mixed pair exists strictly when ; equality describes its merger with an axial equilibrium. At the eigenvalues of the Jacobian matrix are , and at they are . At a nonzero mixed equilibrium,
Thus both mixed equilibria are saddle equilibria. The axial equilibria are nodes when their two real eigenvalues have the same sign and saddles when the signs differ. In particular,
There are exactly three local bifurcation lines away from their common codimension-two intersection. On , and meet in a transcritical bifurcation, visible in on the invariant axis . On , the mixed pair meets in a pitchfork bifurcation. Eliminating near , for fixed nonzero , gives : this pitchfork is supercritical for and subcritical for . On , the mixed pair meets . Writing and , elimination gives . This pitchfork is subcritical for and supercritical for . A supercritical pitchfork here need not produce a stable mixed state: its other eigenvalue can already be positive. The negative mixed Jacobian determinant settles the full stability question. There is no Hopf bifurcation in this quadratic truncation.
Along , the axial curves are and . The mixed pair has the same plotted amplitude for its two signs of :
Consequently the mixed curves exist outside the interval whose endpoints are and . The stable portions of the axial curves are
For , stability passes directly from to at the transcritical bifurcation ; the two pitchfork bifurcations lie at and . For , loses stability at and becomes stable only at . Between these points none of the equilibria is stable. This local statement does not prescribe a bounded attractor of the quadratic truncation. All mixed portions are unstable.
Figure 1.
Even-odd mode bifurcations and amplitude branches; solid branches are stable, dashed branches unstable
. Details.