For κ=0 on the pitchfork curve, a leading centre-manifoldequation is x˙=(λx+x3)/κ+⋯. For κ<0, with unfolding parameter −λ, the pitchfork is supercritical and creates two sink equilibria from a sink equilibrium that becomes a saddle equilibrium. For κ>0 it is subcritical in the centre direction; the nonzero branches are unstable, and the transverse eigenvalue is also positive. The origin of parameter space is a reflection-symmetric double-zero degeneration.
To determine Hopf criticality at the origin, use the energyE=y2/2+λx2/2+x4/4, whose derivative is (κ−x2)y2. For a small nearly harmonicoscillation x=Rcos(λt), averaging gives R˙=κR/2−R3/8+⋯. Thus this Hopf bifurcation is supercritical and creates an attracting periodic orbit for κ>0. By the supplied opposite-criticality fact, the simultaneous Hopf bifurcations at the two nonzero equilibria are subcritical. A direct calculation confirms this: writing x=−λ+X, Y=−y/−2λ puts the cubic radial coefficient at 1/4>0, including the contribution from the quadratic terms.
The figure includes these local curves and the global curves derived below. All lines emerging from the double-zero point are local asymptotic sketches.
For α=−a02<0, the potential is a double well. Its minima are at u=±a0, where H=−a04/4; these are centre equilibria. The origin is a saddle equilibrium and has H=0. Energies −a04/4<H<0 give two separate closed contours, one in each well. Energies H>0 give a single closed contour surrounding both wells. The intervening figure-eight consists of two homoclinic loops:
At H=0, B=4/5. The derivative of the denominator diverges positively there, while that of the numerator stays finite, so B initially decreases. Rescaling at large H gives B(H)∝H, so it eventually increases. At its minimum the stable and unstable selected periodic orbits meet. Thus the outer-cycle fold in a weakly perturbed double-well oscillator has κfold=cf(−λ)+o(∣λ∣) with 0<cf<4/5; quadrature gives cf≃0.75226. The decreasing portion of B(H) selects the unstable periodic orbit, and the increasing portion selects the stable one, since the energy drift has sign β−B(H).
The two nonzero branches exist for μ≥−1/4, coincide at equality, and the lower branch coincides with the origin at μ=0. For −1/4<μ<0 both are in u>0; for μ>0, P− has u<0 and P+ has u>0.
At the origin, the eigenvalues are μ,−λ. At any nonzero equilibrium(s,s2), using μ=s2−s gives
The figure usesa representative λ>1/2; the upper branch's additional Hopf change is indicated. For λ<1/2 the upper branch is unstable everywhere on its existence interval. The exact trace criterion in part (a) specifies stability for every fixed positive λ.
The no-cycle region D continues around the double-zero point onto the λ<1/2 side. The sketches distinguish the boundary origin from the two interior equilibria and show the periodic orbit only in region C.
Since λ>1, the quadratic w2−w+λ is uniformly positive. At large u while 0≤w≤1, w˙ is bounded below by a positive multiple of u, whereas u˙/u≤μ+u. Thus w rises by a fixed amount per bounded increase in logu: the trajectory reaches w>1 and then w>1+μ/u, where u˙<0, before u can diverge. The same estimate bounds repeated outgoing excursions; large positive v also decreases when v>u2. Initially negative v increases until it becomes nonnegative. These nullcline and ratio estimates give bounded forward excursions.
The repelling upper equilibrium is therefore surrounded by recurrent trajectories, and the Poincaré-Bendixson alternative supplies periodic motion rather than a saddle equilibrium connection. The supercritical attracting periodic orbit persists in the displayed regime, with trajectories spiralling away from the upper equilibrium and approaching it. The last panel of the portrait figure shows this behavior; the boundary stable manifold of the origin is kept separate.
Set w=v−μ. The inhomogeneous system becomes (u,w)′=(u−w,λu), with eigenvalues(1±1−4λ)/2. For λ>1/4, write ω=4λ−1/2. Integrating with the prescribed initial data gives
These expressions also verify both initial values and their initial derivatives. For fixed μ>0 and small h,v0 on the outgoing branch, the sinecoefficient in u is positive and dominates the initial cosine term. The first return to small u is near the first positive zero, ωτ≃π. 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-u, large-v region. In the full system the term −λv, omitted during the large excursion, allows the motion to descend along that region and return.
For the small outgoing initial data this is positive and unbounded: the unstable manifold no longer turns back. Below 1/4 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 λ decreases through 1/4. It is not a finite homoclinic bifurcation to the origin. The divergent τtravel time must not be identified with the physical period without integrating dt=dτ/u; the time change becomes singular near u=0.
up to the choice of which unstable branch carries the sign of ν. Reflection symmetry makes the offsets opposite and the leading coefficients equal. Since the stable transverse coordinate is multiplied by the higher power ∣x∣γ, it contributes only subleading terms to the leading scalarmap. Absorbing powers of h into a positive constant gives the Lorenz power return map
The line x=0 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 δ>1, the derivativeAδ∣x∣δ−1 tends to zero. For μ<0, there are two attracting fixed points, x=±s with s=−μ+Asδ≃−μ. They describe two symmetry-related one-lobe attracting flowperiodic orbits. For μ>0, the orbit alternates between s and −s, where s=μ−Asδ≃μ; its multiplier is (Aδsδ−1)2<1. This represents one attracting flowperiodic orbit traversing both lobes. At μ=0 the two homoclinic loops meet: this is the contracting gluing scenario, with diverging flow period at the connection.
If δ<1, the local derivative is unbounded, and the small periodic orbits are repelling in the expanding return direction. For μ>0, the small positive fixed point has s≃(μ/A)1/δ, with a multiplier tending to infinity; there is asymmetry-related negative fixed pointas well. More complex motion follows from the two branches, not merely from a large derivative at one fixed point. Choose I=[−cμ,cμ] with 0<c<1. The inverse branches are
For sufficiently small positive μ, both lie inside I, their images are disjoint, and their derivatives are O(μ1/δ−1)→0. Nested inverse images for every infinite sign sequence therefore definea 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 scalarasymptote and δ<1 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 parametervariation.
Use a small incoming neighborhood of the stated section point (ρ,0,−μ). A nearby incoming cylinder r=ρ is smoothly equivalent to that section for this calculation. Denote the positive unstable passage coordinate by x=zin>0 and leave at z=h. Then
The global map is smooth in the outgoing Cartesian coordinates routcosθout and routsinθout. Its returned unstable coordinate therefore has the leading form
The returned radial section coordinate is ρ+O(xδ), supplying the thin transverse direction of the full two-dimensional return. In particular its determinant has order x2δ−1; the exponent is also obtained by integrating the flowdivergence λ++2λ− over the local flight. Thus δ>1/2 is the volume-contracting range. Corrections from the returned radial deviation enter at order x2δ, smaller than the fixed-point term x in this range. Only positive returned x on the chosen branch belong to the scalar return domain.
The right side tends to zero, while the phase runs through infinitely many rotations. There are therefore infinitely many positive fixed points accumulating at zero near successive cosine zeros. Their successive sizeratios tend to e−π/q and their derivative magnitudes diverge. In the full return they are saddle equilibriumperiodic orbits: one multiplier expands and the thin transverse direction contracts. Their flow periods grow as λ+−1log(h/x).
The oscillatory graph also supplies the complicated itineraries. Take a sufficiently small positive return interval. Near successive zero crossings, narrow monotone subintervals map across that interval with arbitrarily largeslope. Two or more inverse branches contract into it, so repeated inverse choices give symbolic invariant sets just as in part (a); lifting the strips to the thin two-dimensional return gives horseshoes and infinitely many periodic orbits. This explains the Shilnikov chaotic mechanism rather than only naming it.
Write α=π/3 and L=α2+π2=4π2/3. The primary streamfunction mode describes a single roll spanning the box, while the first magnetic mode describes the distortion of the vertical field by that roll. The second magnetic mode is independent of height and has twice the horizontal wavenumber, as generated by interaction of the first two modes. Take
For example the coefficient of a in b′ is (π/L)(42)/(32/π)=1, and that of ab in c′ is 3. The linear momentumcoefficients become r=Rα2/L3=9R/(64π4) and q=Qπ2/L2=9Q/(16π2). Therefore
A zero eigenvalue occurs at r=1+q. If q<ζ/σ, the other two eigenvalues are negative, and the stationary bifurcation is the pitchfork analyzed in part (c). For q>ζ/σ the transverse eigenvalue is positive instead.
An imaginary pair occurs at r=1+ζ/σ, provided q>ζ/σ, because
The trace crosses zero with derivativeσ>0. The cubic coupling is nondegenerate here: at criticality, putting K=σζq reduces the oscillatory variables to
For a=Rcos(ωHτ), the forced secondharmonic of c has sinecoefficient 9R2ζωH/[2K(ζ2+4ωH2)]. Averaging the derivative of (a′2+ωH2a2)/2 consequently gives −9ζωH2R4/[8(ζ2+4ωH2)]<0. Thus the Hopf bifurcation is nondegenerate and supercritical.
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 μ=r−1−q and 0<q<ζ/σ. The noncritical eigenvalues at μ=0 are −ζ and σq−ζ<0. Include the constant parameteras an additional centre variable. Symmetry permits expansions
where the omitted terms in the reduced equation have order μ2a,μa3,a5. At μ=0, a′ begins at cubic order, so c′=caa′ begins at fourth order. The cequation therefore gives c2=3/ζ2.
Both coefficients are positive. Thus the bifurcation is a subcritical pitchfork: the no-convection state is stable for μ<0 and unstable for μ>0. The small nonzero branches lie on the stable-origin side,
The quintic term points inward for sufficiently large ∣a∣, so all forward solutions are bounded and approach equilibria in this scalar problem. The quadratic term breaks a↦−asymmetry. Besides a=0, the equilibrium diagram is
η=g(a)=a−Ca2+a4,a nonzero equilibrium is stable iff ag′(a)>0.
This stability criterion follows from f′(a)=−ag′(a) on the equilibriumcurve, where g′=1−2Ca+4a3. Near zero the new branch is a=η+O(η2), crossing the trivial branch transcritically. It is unstable for small negative η and stable for small positive η; the trivial branch has the opposite stability.
The negative-amplitude part of g has exactly one minimum. Above its negative fold value but below zero, a stable finite-amplitude negative state coexists with the stable origin, separated by an unstable negative equilibrium. This gives hysteresis and finite-amplitude triggering of convection. For positive η the origin is unstable and stable nonzero states provide saturation. Additional positive-amplitude folds depend on C: g′ has two positive roots for C>3/2, adouble root at C=3/2 and none for C<3/2, so further multistability can occur. The right-hand figure illustrates C=1, without those extra positive folds; it does not assume that every possible C2 gives that same detailed diagram. These are the qualitative changes in quintic saturation of a symmetry-broken pitchfork.