Past exam of the nonlinear systems course of the University of Oxford / 2023 / 2

The fixed point equations give $x=\mu y$ andThus the origin exists for every real $\mu$. The nonzero fixed points arewith the same sign in both positions. At $\mu =0$ or $\mu =1$ these expressions coalesce with the origin and do not give additional fixed points. There are no nonzero real fixed points for $0<\mu <1$.

The Jacobian matrix at the origin and its characteristic polynomial areThe fixed-point multipliers areBy the Jury stability criterion, both lie strictly inside the unit circle exactly whenThe last condition always holds, since ${\mu }^2+\mu +2=(\mu +1/2{)}^2+7/4$. Therefore the origin is asymptotically stable exactly for $-1<\mu <0$ among the hyperbolic parameter values.

For completeness, its linear stability throughout the parameter line is as follows. When $\mu <-1$, the complex-conjugate Floquet multipliers have modulus $|\mu |>1$, so the origin repels. When $-1<\mu <-1/3$, their modulus is $|\mu |<1$, so it attracts with oscillation. At $\mu =-1/3$ the repeated Floquet multiplier is $1/3$, still attracting. For $-1/3<\mu <0$, both Floquet multipliers are real and in $(0,1)$. For $0<\mu <1$, $p(1)<0$ and $p(0)>0$, so one Floquet multiplier lies in $(0,1)$ and the other exceeds one: the origin is a saddle fixed point of a map. For $\mu >1$, the complex-conjugate Floquet multipliers have modulus $\mu >1$, so it repels.

Possible changes at the unit circle are exhausted by $p(1)=0$, $p(-1)=0$, or a nonreal pair with product one. They giveAt $\mu =0$ the Floquet multipliers are $0,1$; the nonzero fixed point branches in part (a) meet the origin, and part (c) identifies a subcritical pitchfork bifurcation. Indeed at $\mu =0$ the exact restricted map is $y\mapsto y+y^3$, which makes the origin unstable despite its neutral linear direction.

At $\mu =-1$ the Floquet multipliers are $i,-i$: this is a 1:4 strong resonance of a planar map, coinciding with the change from repelling to attracting as $\mu$ increases. A generic nonresonant Neimark–Sacker bifurcation conclusion would be unjustified. At $\mu =1$ there is a double Floquet multiplier $+1$; the matrix has a nontrivial Jordan block, and the two further nonzero fixed point branches meet the origin. Linear stability alone is inconclusive at these unit-modulus boundary values. The repeated Floquet multiplier at $\mu =-1/3$ is strictly inside the unit circle and gives no bifurcation.

Adjoin ${\mu }_{n+1}={\mu }_n$. At the origin the stable direction is the $x$ axis, with Floquet multiplier zero, while the $y$ and parameter directions have Floquet multiplier one. By the centre manifold theorem for a discrete dynamical system, write the extended centre manifold asOn it the scalar map is $Y=(1+\mu )y-\mu h(y,\mu )+y^3$. Its discrete centre-manifold invariance equation isPut $h=h_2+O({\rho }^3)$ with $\rho =|y|+|\mu |$. Since $Y=y+O({\rho }^2)$, the quadratic equation is simply $h_2(y,\mu )=\mu y$. ThusIn particular, setting the stable variable identically to zero would lose the leading parameter correction. The reduced map through total degree three isIn the natural pitchfork bifurcation scaling $\mu =O(y^2)$ this has leading form $y_{n+1}=y_n+\mu y_n+y_n^3$. Its nonzero fixed points satisfy $y^2\sim -\mu$, and their reduced fixed-point multipliers satisfy $1-2\mu +O({\mu }^2)>1$ for small $\mu <0$. The transverse Floquet multiplier remains inside the unit circle. Therefore the bifurcation at $\mu =0$ is a subcritical pitchfork bifurcation: the origin attracts for small negative $\mu$, each nonzero branch is a saddle fixed point of a map, and the origin is a saddle fixed point of a map for small positive $\mu$.

An exact check uses the full Jacobian matrix on either nonzero branch. Its trace is $T_{\ast }=1-2\mu +3{\mu }^2$ and its determinant is $D_{\ast }={\mu }^2$. Thuswhenever a nonzero branch exists. Also $p_{\ast }(0)={\mu }^2>0$, so one real Floquet multiplier lies in $(0,1)$ and the other in $(1,\infty )$. This proves that each nonzero branch is a saddle fixed point of a map throughout $\mu <0$ and $\mu >1$, in particular near the requested bifurcation.

Use $y$ vertically and $\mu$ horizontally in the bifurcation diagram; the other coordinate is recovered from $x=\mu y$. The origin is the horizontal branch $y=0$. Draw it solid on $-1<\mu <0$, 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 $\mu =-1,0,1$; open markers distinguish these boundary cases from the strict linear stability classifications on the intervening intervals.

The nonzero fixed point branches are $y=\pm \sqrt{\mu (\mu -1)}$ for $\mu <0$ and $\mu >1$. Each is dashed because it is a saddle fixed point of a map, as proved in part (c). Near zero their shape is $y\sim \pm \sqrt{-\mu }$: the unstable branches lie on the same parameter side as the attracting origin, displaying the subcritical pitchfork bifurcation. The branches issuing from $\mu =1$ have $y\sim \pm \sqrt{\mu -1}$. At $\mu =-1$ no additional fixed point branch appears; the Floquet multipliers cross the unit circle at $\pm i$.