For a weak perturbation of a planar Hamiltonian system, integrate the first-order orbital derivative of the Hamiltonian along an unperturbed homoclinic orbit. This measures the first-order separation of stable and unstable manifolds on a transverse section. A simple zero as a parameter varies permits a nearby homoclinic connection by the implicit function theorem. The resulting leading balance is not a claim that the unperturbed separatrix remains an exact orbit after perturbation.
With the stated time rescaling, and , where primes refer to . Dividing by gives
At , put and define the Hamiltonian
Its orbital derivative is , so this is a conserved quantity. The Hamiltonian system has , .
For , set . The potential has a minimum at and a maximum at . The corresponding center equilibrium and saddle equilibrium have energies and . Levels contain closed ovals around , as well as separate unbounded components on the right. At , the center's ovals limit to a homoclinic orbit to the saddle, turning at . Its equation is
The same energy also has external unbounded saddle separatrices for . Levels above pass over the potential barrier and are open. Along the upper halves , so the closed loops are traversed clockwise. If , the two critical points coalesce into a degenerate equilibrium; if , the potential is strictly decreasing and there is no center or homoclinic loop.
Figure 1.
Hamiltonian level curves for kappa equal to one, showing the center, saddle and homoclinic loop
. Details.
Write . When the system gives and . Choosing
makes positive definite and radially unbounded, while its orbital derivative is
The set is . A trajectory remaining there must also have , so its largest invariant subset is the origin. The LaSalle invariance principle therefore proves that the origin is globally asymptotically stable. In the phase plane, on and on ; every nonstationary trajectory crosses the nested level curves of inward and tends to the origin.
At an equilibrium point, and
Hence the origin always exists, while exist for . At the Jacobian matrix is
A stationary bifurcation occurs when a real eigenvalue passes through zero, hence on
A Hopf bifurcation requires zero trace and positive determinant. At the origin this gives
and on either nonzero branch it gives
Thus the Hopf locus consists of the negative -axis and the ray in the first quadrant; the stationary locus is the -axis.
Now set , write , and append . At the extended centre manifold for a parameter is tangent to the -plane, so put . Its centre-manifold invariance equation is
Under the ordering , solving through cubic order gives
This is the pitchfork bifurcation normal form: is stable for and unstable for , while the two stable branches emerge for . The bifurcation is therefore a supercritical pitchfork bifurcation.
Keep the same function . For arbitrary its orbital derivative is
Let be a nonconstant orbit of the unperturbed system with period . Since
integration over one period gives
Consequently,
If a perturbed periodic orbit persisted and converged to as , its net change in over one period would vanish. The averaged first-integral obstruction to persistence of a periodic orbit would therefore require
When , the two leading terms have the same nonzero sign and their magnitude is bounded below by . Thus no unperturbed periodic orbit persists for sufficiently small with .
Let denote the flow map generated by .
is nonpositive on .
The First Lyapunov theorem says that the existence of such a function makes the origin Lyapunov stable. To prove it, choose a sufficiently small closed ball . By compactness and positive definiteness,
By continuity, some satisfies whenever . Along a trajectory beginning in , cannot increase. Such a trajectory therefore cannot reach the sphere , where . Hence it remains in for every , which is Lyapunov stability.
The LaSalle invariance principle says that if a trajectory remains in a compact positively invariant set on which , then it approaches the largest invariant subset of .
For
the orbital derivative is
Choosing cancels the mixed term. Taking gives
so
This function has positive definiteness near the origin, and
For and , both terms are nonpositive and equality holds only at . Thus is a strict Lyapunov function near the origin, and the Second Lyapunov theorem proves that the origin is asymptotically stable.