Hopf bifurcation

A Hopf bifurcation creates or destroys a small periodic orbit near an equilibrium point as a pair of complex conjugate eigenvalues crosses the imaginary axis. It explains how a resting state can give way to sustained oscillations: the linearization of a dynamical system supplies rotation and growth, while a nonlinear term can saturate that growth at a nonzero amplitude.

The simplest supercritical Hopf bifurcation is the exact Hopf normal formHere $z$ is a complex number, $\mu$ is the bifurcation parameter, and $\omega$ is the angular frequency. In polar coordinates $z=r{e}^{i\theta }$, the equations become $\dot{r}=\mu r-r^3$ and $\dot{\theta }=\omega$ for $r>0$. At $\mu <0$, each turn shrinks towards the equilibrium point. At $\mu >0$, small radii grow and large radii shrink towards $r=\sqrt{\mu }$, producing a limit cycle. For example, $\mu =0.04$ and $\omega =2$ give radius $0.2$, period $\pi$, and frequency $1/\pi$ cycles per unit time. The limiting angular frequency stays nonzero while the amplitude tends to zero: a tiny newborn oscillation can still repeat at a finite rate.

For a precise generic statement, consider a smooth function $f$ defining an autonomous differential equation $\dot{x}=f(x,\alpha )$ on ${\mathbb{R}}^n$, with a smooth branch of equilibrium points $x_{\ast }(\alpha )$ and critical parameter $\alpha =0$. Require:Then a locally unique branch of small periodic orbits, up to phase, emerges on the side $\beta a<0$. On the two-dimensional centre manifold, the branch attracts for $a<0$ and repels for $a>0$. Attraction in the full phase space additionally requires all remaining eigenvalues to have negative real part; any transverse unstable direction makes the periodic orbit unstable there.^[ref]

An eigenvalue-crossing bifurcation test alone cannot establish these nonlinear conclusions. For example, the purely linear equation $\dot{z}=(\mu +i\omega )z$ has the same crossing but no isolated periodic orbit: at $\mu =0$ every nonzero radius is constant, and at $\mu \ne 0$ none is. If the cubic coefficient vanishes, higher-order terms must be examined; a generalized Hopf bifurcation is one possible degeneracy. The usefulness of the generic theorem is that a large system can have its small oscillatory onset understood through one Hopf normal form, subject to these hypotheses and local limits.

A transverse eigenvalue crossing occurs when the real part of an eigenvalue passes through zero with nonzero parameter derivative. This spectral condition is separate from the nonlinear nondegeneracy conditions in the Hopf theorem.

The eigenvalue crossing speed is the derivative of the real part of a parameter-dependent eigenvalue at a stability boundary. A nonzero speed for an imaginary pair is the transversality condition in a generic Hopf bifurcation.

The first Lyapunov coefficient is the cubic radial coefficient in the center-manifold normal form of a smooth Hopf bifurcation, after an appropriate normalization. In $\dot{r}=\beta r+l_1{r}^3+\cdots$, its nonzero sign distinguishes stable and unstable bifurcating small cycles relative to the eigenvalue-crossing direction. If $l_1=0$, higher-order terms are required and the generic cubic Hopf theorem does not apply.

A real cubic $p(\lambda )={\lambda }^3+A{\lambda }^2+B\lambda +C$ has roots $-A,\pm i\sqrt{B}$ when $B>0$ and $AB=C$. For $A>0$ this gives a stable transverse third direction. To conclude a generic Hopf bifurcation as a parameter varies, also require a transverse crossing of the imaginary pair and a nonzero first Lyapunov coefficient. The algebraic imaginary-root condition alone is not sufficient.

For $\dot{r}=r(a-g(r))$, $\dot{\theta }=1$ and $g(r)=1+[1+(r-1{)}^2{]}^{-1}$, the origin loses stability at $a=3/2$ and a stable small circular orbit appears for larger $a$. Its radius is $1-\sqrt{(2-a)/(a-1)}\sim 2(a-3/2)$. The Cartesian vector field is continuously differentiable but not generally twice differentiable at the origin, so the usual smooth Hopf normal form and its square-root amplitude law do not apply directly. The explicit radial equation proves the transition.

Two complex Hopf amplitudes of even and odd spatial parity transform under reflection as $(A,B)\mapsto (A,-B)$. In a nonresonant double Hopf bifurcation, the cubic terms are $A|A{|}^2,A|B{|}^2$ and their $B$ counterparts. At equal temporal frequencies, common phase covariance also permits $B^2\overline{A}$ and $A^2\overline{B}$. Distinct frequencies alone do not guarantee nonresonance: a ratio of two allows the quadratic terms $B^2$ and $A\overline{B}$. The frequency assumptions must therefore be included when deriving the normal form of a dynamical system.

In the symmetric resonant cubic amplitude equation, put $A=\sqrt{r}{e}^{i\Omega t}$, $B=C{e}^{i\Omega t}$, with $d_R>0$, ${\beta }_R<0$. The transverse equation is $\dot{C}=-(d+\beta r)C-\beta r\overline{C}$. Its real matrix has trace $-2(d_R+{\beta }_{R}r)$ and determinant $|d{|}^2+2rQ$, where $Q=\mathrm{Re}(\beta \overline{d})$. A positive steady threshold requires $Q<0$; a simple zero eigenvalue also requires $Q\ne Q_{\ast }={\beta }_R|d{|}^2/(2d_R)$. A Hopf bifurcation requires $Q>Q_{\ast }$, giving a positive determinant at $r_H$. For $Q<Q_{\ast }$ the first instability is steady, producing reflection-related mixed phase-locked periodic branches. For $Q>Q_{\ast }$ it is Hopf, producing modulated oscillations, generically quasiperiodic in the original variables. Equality is a double-zero degeneracy.

A generalized Hopf bifurcation has a vanishing cubic radial coefficient and nonzero quintic coefficient. The two parameters unfold the eigenvalue real part and cubic coefficient. With $R=r^2$, periodic orbits satisfy $\tau +aR+b{R}^2=0$. Their saddle-node bifurcation curve is $\tau =a^2/(4b)$ with $R=-a/(2b)>0$, hence $ab<0$. For $b>0$ the smaller-radius limit cycle is stable and the larger one unstable where both exist; their collision explains why the criticality change of a Hopf bifurcation curve brings a saddle-node bifurcation of periodic orbits.

// Destination: partial-differential-equation.bigb

For $\ddot{q}=-{\omega }^{2}q+g_2{q}^2+g_3{q}^3+(\tau +f_{1}q+f_2{q}^2)\dot{q}+\cdots$, the Hopf bifurcation amplitude equation has cubic coefficient $(f_2+f_1{g}_2/{\omega }^2)/8$ in the leading position amplitude. The quadratic restoring term produces mean shift $g_2{r}^2/(2{\omega }^2)$ and second harmonic $-g_2{r}^2\cos (2\omega t)/(6{\omega }^2)$. Consequently $⟨q{\dot{q}}^2⟩=g_2{r}^4/8$ and $⟨q^2{\dot{q}}^2⟩={\omega }^2{r}^4/8$, giving the coefficient by energy averaging. A negative value gives a supercritical stable limit cycle; a zero value requires higher-order analysis.

In a supercritical Hopf bifurcation, a small periodic orbit attracts within the critical centre manifold on the side where the equilibrium point repels within that manifold. Orient the parameter so that its critical eigenvalue real part increases through zero. For the exact Hopf normal form $\dot{z}=(\mu +i\omega )z-|z{|}^{2}z$, with $\omega >0$, the nonzero constant radius solvesFor $0<r<r_{\ast }$ the radius grows; for $r>r_{\ast }$ it shrinks. A radial disturbance $\delta r$ therefore has leading equation $\dot{\delta r}=-2\mu \delta r$, since ${\partial }_r(\mu r-r^3){|}_{r_{\ast }}=-2\mu <0$. This is orbital stability: nearby orbits approach the circle, but their phase need not match a chosen representative. The exact angular frequency is $\omega$, so the period is $2\pi /\omega$ and the frequency is $\omega /(2\pi )$.

The Jacobian matrix at zero is $\left(\begin{array}{cc}\mu & -\omega \\ \omega & \mu \end{array}\right)$, with eigenvalues $\mu \pm i\omega$. Zero attracts for $\mu <0$ and repels for $\mu >0$. Exactly at $\mu =0$, $\dot{r}=-r^3$ givesThus zero still has asymptotic stability in this model, with algebraic decay, and there is no nonzero limit cycle at the threshold itself. As $\mu \downarrow 0$ on the cycle branch, both its radius $\sqrt{\mu }$ and its radial attraction rate $2\mu$ vanish. Small cycles consequently become slow to settle in radius even though their angular frequency stays fixed.

// Target: dynamical-systems.bigb

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 writtenwhere $\mu$ is the critical eigenvalue real part, $a=\mathrm{Re}\ell (0)$, $b=\mathrm{Im}\ell (0)$, and $\omega (0)>0$. Smooth parameter dependence of the cubic coefficients and higher-order terms are omitted in this truncation. The real coefficient $a$ controls radial saturation; the imaginary coefficient $b$ 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, $r_{\ast }^2=-\mu /a$ whenever $\mu a<0$. Substituting into the angular equation gives $\Omega =\omega (\mu )-b\mu /a$. For the full smooth system, the leading normal form radius satisfies $r_{\ast }^2=-\mu /a+o(|\mu |)$ and the period tends to $2\pi /\omega (0)$. The exact circle and exactly constant angular frequency of the special model $a=-1$, $b=0$, $\omega (\mu )=\omega$ are conveniences of that model. In the original coordinates the small periodic orbit need not be a circle. Radial scaling can normalize a nonzero $a$ to $-1$ or $+1$, so $\sqrt{|\mu |}$ is a normalized leading amplitude, not a universal physical radius.

In a subcritical Hopf bifurcation, the small periodic orbit repels within the critical centre manifold and lies on the side where the equilibrium point attracts within that manifold. With the critical eigenvalue real part increasing through zero, the positive cubic sign gives the exact radial Hopf normal formFor $\mu <0$, the nonzero radius is $r_{\ast }=\sqrt{-\mu }$. Radii below $r_{\ast }$ shrink to zero, whereas radii above it grow. The radial derivative at the cycle is $\mu +3r_{\ast }^2=-2\mu >0$, proving that the periodic orbit repels. For example, $\mu =-0.04$ gives an unstable circle of radius $0.2$: a radius of $0.1$ decays while one of $0.3$ grows. The unstable circle shrinks into zero as $\mu \uparrow 0$; at $\mu =0$, $\dot{r}=r^3$ already drives every small positive radius outward.

For $\mu >0$ there is no nonzero constant radius in this cubic model, and zero repels. In a general dynamical system, this says only that the nearby orbits leave the local neighbourhood. It does not guarantee a distant attracting limit cycle, a jump to a particular amplitude, or hysteresis. Additional nonlinear or global information is needed; the quintic radial Hopf equation illustrates one possible stabilizing extension. Reversing the parameter orientation reverses which numerical side contains the branch, so the defining distinction between supercritical Hopf bifurcation and subcritical Hopf bifurcation is their reduced stability and their relation to the equilibrium point, rather than the bare sign of an arbitrarily named parameter.