Past exam of the topics in applied mathematics course of the University of Oxford / 2008 / B / 8

Let $S(x,y,z)=(-x,-y,z)$. In the first two components of the vector field, replacing $x,y$ by their negatives changes the sign of the whole component; in the third, the product $xy$ is unchanged. Thus $F(Sv)=SF(v)$, establishing the symmetry, with solutions mapped to solutions by $S$.

At an equilibrium point, positivity of $a$ makes $y=x$. The remaining equations give $x(2c-a-z)=0$ and $z=x^2/b$. Hencewhere the two nonzero equilibrium points exist when $0<a<2c$. They merge with the origin at $a_p=2c$, in a pitchfork bifurcation.

At the origin the Jacobian matrix and its eigenvalues areAt $a=2c$ these are $0,-c,-b$. To see the local pitchfork bifurcation dynamics more explicitly put $\delta =2c-a$, $y=x+v$, and use $z=x^2/b+\cdots$ on the center manifold. The equations becomeAt $\delta =0$, invariance at cubic order gives $v=-x^3/(bc)+\cdots$, hence the reduced equation isIt has the supercritical pitchfork bifurcation form as $\delta$ increases, with the two branches $x\simeq \pm \sqrt{b\delta }$ attracting near onset while the origin becomes unstable.

For $0<a<2c$, the determinant of the planar block is $a(a-2c)<0$, so the origin has one positive and two negative eigenvalues and is a saddle equilibrium. At $a=c$, the planar eigenvalues are explicitly $\pm c$. For $a>2c$, the planar trace $c-a$ is negative and its determinant positive, so the origin is asymptotically stable. To distinguish its type putFor $2c<a<a_{\ast }$ both planar eigenvalues are real negative, giving a stable node. At $a=a_{\ast }$ they coincide at $-c/\sqrt{3}$; the planar block is not a scalar matrix, so it is a defective stable node. For $a>a_{\ast }$ they are nonreal with negative real part, giving a stable spiral in the planar block together with the stable third direction. This refines the requested node-versus-saddle classification.

The origin cannot have a Hopf bifurcation: a planar imaginary pair would require trace zero, namely $a=c$, but the determinant there is $-c^2<0$, so the pair is real and of opposite signs.

For either nonzero equilibrium point put $s=\pm \sqrt{b(2c-a)}$. The Jacobian matrix isIts characteristic polynomial isA nonzero imaginary root of an equation $i\omega$ requires, by separating real and imaginary parts, ${\omega }^2=B$ and $AB=C$. Equivalentlyso the candidate Hopf bifurcation values areAt such an admissible value the factorization is $p(\lambda )=(\lambda +A)({\lambda }^2+bc)$, giving the pair $\pm i\sqrt{bc}$ and a negative third eigenvalue $-A$, since $A=C/B>0$ on the nonzero branches.

The mathematical model parameter restrictions matter. A real candidate requires $b/c\le 17/8$, and the nonzero equilibrium points also require $0<a_h<2c$. The upper-sign value is admissible for $0<b/c<17/8$; the lower-sign value additionally requires $b/c>1$. For fixed $b,c$, differentiation of the characteristic equation at the imaginary root of an equation gives the eigenvalue crossing speedThus the transverse eigenvalue crossing condition holds except at the coincident-root case $b/c=17/8$, $a_h=3c/4$. At a transverse eigenvalue crossing, a generic nonzero first Lyapunov coefficient gives a Hopf bifurcation. The displayed radical is the spectral threshold; it does not justify an unconditional generic-Hopf claim for all positive mathematical model parameters, nor does it by itself exclude a degenerate Hopf bifurcation point. For example $b>17c/8$ yields no real candidate at all. The cubic Routh-Hurwitz stability criterion gives local Lyapunov stability on the side with $A>0$ and $AB-C>0$, where

For the modified equation, the planar block at the origin is $\left(\begin{array}{cc}-a& a\\ c& c\end{array}\right)$, with determinant $-2ac<0$ for the stipulated positive mathematical model parameters. Thus the origin is always a saddle equilibrium for nonzero $a,c$ in that mathematical model parameter range. The nonzero equilibrium points now satisfy $y=x$, $z=2c$ and $x^2=2bc$, so they areFor $b,c>0$ these branches stay a positive distance from the origin and do not merge with it as $a$ varies. The origin also has no zero eigenvalue for $a,c>0$. Therefore the pitchfork bifurcation is absent in the modified system.