We consider the bifurcation diagram in a suitable parameter plane of a quadratic vector field in $ \mathbb{R}^3 $ that features a homoclinic flip bifurcation of the most complicated type. This codimension-two bifurcation is characterized by a change of orientability of associated two-dimensional manifolds and generates infinite families of secondary bifurcations. We show that curves of secondary $ n $-homoclinic bifurcations accumulate on a curve of a heteroclinic bifurcation involving infinity.
We present an adaptation of the technique known as Lin's method that enables us to compute such connecting orbits to infinity. We first perform a weighted directional compactification of $ \mathbb{R}^3 $ with a subsequent blow-up of a non-hyperbolic saddle at infinity. We then set up boundary-value problems for two orbit segments from and to a common two-dimensional section: the first is to a finite saddle in the regular coordinates, and the second is from the vicinity of the saddle at infinity in the blown-up chart. The so-called Lin gap along a fixed one-dimensional direction in the section is then brought to zero by continuation. Once a connecting orbit has been found in this way, its locus can be traced out as a curve in a parameter plane.
Citation: |
Figure 1. Bifurcation diagram of system (2) showing: the curve of primary homoclinic bifurcation (brown), along which the homoclinic orbit changes at $ \mathbf{C}_{\rm in} $ from being orientable along $ \mathbf{H_o} $ to being non-orientable along $ \mathbf{H_t} $; curves $ \mathbf{SNP} $ and $ \mathbf{SNP^3} $ (green) of saddle-node bifurcation of periodic orbits; the first two curves $ \mathbf{PD} $ and $ \mathbf{PD^2} $ (red) of a cascade of period-doubling bifurcations; and the curves $ \mathbf{H^n} $ (increasingly darker shades of cyan) of $ n $-homoclinic bifurcations for $ n = 2, 3, 4, 5 $, and $ 6 $. On $ \mathbf{H^n} $ there are points $ \mathbf{C^n_{\rm O}} $ of orbit flip bifurcations (blue dots) and on $ \mathbf{H^2} $ there is a point $ \mathbf{C^2_{\rm I}} $ of inclination flip bifurcation (open dot). Panel (a) shows the $ (\alpha, \beta) $-plane, while panel (b) shows the $ (\alpha, \hat{\beta}) $-plane, where $ \hat{\beta} $ is the distance in the $ \beta $-coordinate from the curve $ \mathbf{H_{o/t}} $ of primary homoclinic bifurcation, which is now at $ \hat{\beta} = 0 $ (brown horizontal line). Panel (c) is an enlargement of the $ (\alpha, \hat{\beta}) $-plane near $ \mathbf{C}_{\rm in} $
Figure 2. Phase portraits of system (2) along $ \mathbf{H_{t}} $, at $ \mathbf{C}_{\rm in} $ and along $ \mathbf{H_{o}} $ with enlargements near the saddle $ \mathbf{0} $ (top row). Shown are the saddle $ \mathbf{0} $, the homoclinic orbit $ \mathbf{\Gamma_{\rm HOM}} $ (brown curve) formed by one branch of $ W^s(\mathbf{0}) $, the other branch of $ W^s(\mathbf{0}) $ (cyan curve), a first part of $ W^{u}(\mathbf{0}) $ (red surface), and $ W^{uu}(\mathbf{0}) $ (magenta curve). Here $ (\alpha, \beta) = (5.8, 1.7010) $ in panel $ \mathbf{H_{o}} $, $ (\alpha, \beta) = (5.3573, 2.1917) $ in panel $ \mathbf{C}_{\rm in} $ and $ (\alpha, \beta) = (5.1, 2.717) $ in panel $ \mathbf{H_{t}} $
Figure 3. The primary homoclinic orbit on $ \mathbf{H_t} $ and the $ n $-homoclinic orbits $ \mathbf{H^2} $ to $ \mathbf{H^6} $ of system (2) for $ \alpha = 5.3 $, shown in $ \mathbb{R}^3 $ in brown and increasingly darker shades of cyan to match the colors of the corresponding bifurcation curves in Fig. 1
Figure 4. Dynamics at infinity for system (5), or system (4) with $ \bar{w} = 0 $, shown in the $ (\bar{x}, \bar{z}) $-plane in panel (a). Panel (b) shows the projection of panel (a) onto the corresponding Poincaré half-sphere with $ y_{\rm s} > 0 $ in the compactified $ (x_{\rm s}, y_{\rm s}, z_{\rm s}) $-cordinates
Figure 5. Dynamics near the equilibrium $ (\bar{x}, \bar{z}, \bar{w}) = (0, 0, 0) $ of system (4). The behavior in the $ (x_{\rm B}, z_{\rm B}) $-plane, that is, the blow-up chart (6) with $ w_{\rm B} = 0 $, is shown in panel (a). It corresponds to the dynamics on a half-sphere around the origin in the $ (\bar{x}, \bar{z}, \bar{w}) $-space, as is illustrated in panel (b); compare also with Fig. 4(a)
Figure 6. Numerical simulations suggest the existence of a cylinder-shaped separatrix $ S_{\rm c} $ of system (6) between trajectories that converge to the equilibrium $ (x_{\rm B}, z_{\rm B}, w_{\rm B}) = (0, -\alpha, 0) $, such as the orange trajectory, and those that do not, such as the blue trajectory. Panel (a) shows the $ (x_{\rm B}, z_{\rm B}, w_{\rm B}) $-space near $ (0, -\alpha, 0) $ and panel (b) the associated intersection sets with the plane defined by $ z_{\rm B} = -\alpha $
Figure 7. The separatrix $ S_{\rm c} $ (purple surface) as represented locally by the cylinder $ C_{r^*} $, shown in the $ (\bar{x}, \bar{z}, \bar{w}) $-space of system (4). Panel (a) shows $ S_{\rm c} $ emerging from the blown-up half-sphere, while in panel (b), $ S_{\rm c} $ is a cone that emerges from the origin
Figure 8. Set-up with Lin's method to compute a connecting orbit from $ \mathbf{q}_\infty $ to $ \mathbf{0} $ with two orbit segments that meet in the common Lin section $ \Sigma $ (green plane), illustrated in compactified Poincaré coordinates. Panel (a) shows the initially chosen orbit segments $ \mathbf{u} $ (cyan) to $ \mathbf{0} $ and $ \mathbf{u}_{\rm B} $ (magenta) from $ \mathbf{q}_\infty $ for $ \beta = 1.8 $ that define the Lin space $ Z $ (which appears curved in this representation); note that the Lin gap $ \eta $ is initially nonzero. Panel (b) shows the situation for $ \beta = 2.08874 $ where $ \eta = 0 $ and $ \mathbf{u} $ and $ \mathbf{u}_{\rm B} $ connect in $ \Sigma $ to form the heteroclinic connection; here, $ \alpha = 5.3 $
Figure 9. Bifurcation diagram of system (2) with the additional curve $ \mathbf{Het^\infty} $ (magenta) of heteroclinic bifurcation involving the point $ \mathbf{q}_\infty $ at infinity. Panel (a) shows how $ W^s(\mathbf{0}) $ spirals towards infinity in the $ (x, y, z) $-space to form the heteroclinic connection on $ \mathbf{Het^\infty} $ for $ \alpha = 5.3 $ and $ \beta = 2.08874 $; see Fig. 3 for comparison. Panel (b) shows the overall bifurcation diagram in the $ (\alpha, \hat{\beta}) $-plane and panel (c) is an enlargement near the point $ \mathbf{C}_{\rm in} $; see Fig. 1 for details on the other bifurcation curves
Figure 10. To the left of the curve $ \mathbf{Het^\infty} $ in the $ (\alpha, \hat{\beta}) $-plane, the stable manifold of $ W^s(\mathbf{0}) $ approaches, but does not connect to $ \mathbf{q}_\infty $, because it lies outside $ S_{\rm c} $ (a). To the right of $ \mathbf{Het^\infty} $, it lies inside $ S_{\rm c} $ and so connects to $ \mathbf{q}_\infty $. The illustration in compactified Poincaré coordinates is for $ \alpha = 5.3 $ with $ \beta = 2.9 $ in panel (a) and $ \beta = 2.8 $ in panel (b)
Figure 11. Set-up with Lin's method to compute a connecting orbit from $ \mathbf{q}_\infty $ to a saddle periodic orbit $ \Gamma_o $ (green curve) with two orbit segments that meet in the common Lin section $ \Sigma $ (green plane), illustrated in compactified Poincaré coordinates for $ \alpha = 6.2 $ and $ \beta = 1.6 $. Panel (a) shows the initially chosen orbit segments $ \mathbf{u} $ (cyan) to $ \Gamma_o $ and $ \mathbf{u}_{\rm B} $ (magenta) from $ \mathbf{q}_\infty $ that define the Lin space $ Z $ (which appears curved in this representation); note that the Lin gap $ \eta $ is initially nonzero. Panel (b) shows the situation where $ \eta = 0 $ and $ \mathbf{u} $ and $ \mathbf{u}_{\rm B} $ connect in $ \Sigma $ to form the heteroclinic connection
[1] | P. Aguirre, B. Krauskopf and H. M. Osinga, Global invariant manifolds near homoclinic orbits to a real saddle: (Non)orientability and flip bifurcation, SIAM J. Appl. Dyn. Syst., 12 (2013), 1803-1846. doi: 10.1137/130912542. |
[2] | P. Aguirre, B. Krauskopf and H. M. Osinga, Global invariant manifolds near a Shilnikov homoclinic bifurcation, J. Comput. Dyn., 1 (2014), 1-38. doi: 10.3934/jcd.2014.1.1. |
[3] | A. Algaba, M. C. Domínguez-Moreno, M. Merino and A. Rodríguez-Luis, Study of a simple 3D quadratic system with homoclinic flip bifurcations of inward twist case $ \mathbf{C}_{\rm in} $, Commun. Nonlinear Sci. Numer. Simul., 77 (2019), 324-337. doi: 10.1016/j.cnsns.2019.05.005. |
[4] | R. Barrio, S. Ibáñez and L. Pérez, Hindmarsh–Rose model: Close and far to the singular limit, Phys. Lett. A, 381 (2017), 597-603. doi: 10.1016/j.physleta.2016.12.027. |
[5] | R. Barrio, M. A. Martínez, S. Serrano and A. Shilnikov, Macro- and micro-chaotic structures in the Hindmarsh–Rose model of bursting neurons, Chaos, 24 (2014), 11pp. doi: 10.1063/1.4882171. |
[6] | L. A. Belyakov, Bifurcation set in a system with homoclinic saddle curve, Mat. Zametki, 28 (1980), 911-922. |
[7] | L. A. Belyakov, Bifurcations of systems with a homoclinic curve of the saddle-focus with a zero saddle value, Mat. Zametki, 36 (1984), 681-689. |
[8] | A. R. Champneys and Y. A. Kuznetsov, Numerical detection and continuation of codimension-two homoclinic bifurcations, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 4 (1994), 785-822. doi: 10.1142/S0218127494000587. |
[9] | A. R. Champneys, Y. A. Kuznetsov and B. Sandstede, A numerical toolbox for homoclinic bifurcation analysis, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 6 (1996), 867-887. doi: 10.1142/S0218127496000485. |
[10] | B. Deng, Homoclinic twisting bifurcations and cusp horseshoe maps, J. Dynam. Differential Equations, 5 (1993), 417-467. doi: 10.1007/BF01053531. |
[11] | E. Doedel, AUTO: A program for the automatic bifurcation analysis of autonomous systems, Congr. Numer., 30 (1981), 265-284. |
[12] | E. J. Doedel and B. E. Oldeman, AUTO-07p: Continuation and Bifurcation Software for Ordinary Differential Equations, Department of Computer Science, Concordia University, Montreal, Canada, 2010. Available from: http://www.cmvl.cs.concordia.ca/. |
[13] | F. Dumortier, Local study of planar vector fields: Singularities and their unfoldings, in Structures in Dynamics: Finite Dimensional Deterministic Studies, Studies in Mathematical Physics, 2, Elsevier Science Publishers, Amsterdam, 1991,161–241. doi: 10.1016/B978-0-444-89257-7.50011-5. |
[14] | F. Dumortier, J. Llibre and J. C. Artés, Qualitative Theory of Planar Differential Systems, Universitext, Springer-Verlag, Berlin, 2006. doi: 10.1007/978-3-540-32902-2. |
[15] | A. Giraldo, B. Krauskopf and H. M. Osinga, Saddle invariant objects and their global manifolds in a neighborhood of a homoclinic flip bifurcation of case B, SIAM J. Appl. Dyn. Syst., 16 (2017), 640-686. doi: 10.1137/16M1097419. |
[16] | A. Giraldo, B. Krauskopf and H. M. Osinga, Cascades of global bifurcations and chaos near a homoclinic flip bifurcation: A case study, SIAM J. Appl. Dyn. Syst., 17 (2018), 2784-2829. doi: 10.1137/17M1149675. |
[17] | E. A. González Velasco, Generic properties of polynomial vector fields at infinity, Trans. Amer. Math. Soc., 143 (1969), 201-222. doi: 10.1090/S0002-9947-1969-0252788-8. |
[18] | A. J. Homburg, H. Kokubu and M. Krupa, The cusp horseshoe and its bifurcations in the unfolding of an inclination-flip homoclinic orbit, Ergodic Theory Dynam. Systems, 14 (1994), 667-693. doi: 10.1017/S0143385700008117. |
[19] | A. J. Homburg, H. Kokubu and V. Naudot, Homoclinic-doubling cascades, Arch. Ration. Mech. Anal., 160 (2001), 195-243. doi: 10.1007/s002050100159. |
[20] | A. J. Homburg and B. Krauskopf, Resonant homoclinic flip bifurcations, J. Dynam. Differential Equations, 12 (2000), 807-850. doi: 10.1023/A:1009046621861. |
[21] | A. J. Homburg and B. Sandstede, Homoclinic and heteroclinic bifurcations in vector fields, in Handbook of Dynamical Systems, 3, Elsevier, New York, 2010,381–509. |
[22] | M. Kisaka, H. Kokubu and H. Oka, Bifurcations to $N$-homoclinic orbits and $N$-periodic orbits in vector fields, J. Dynam. Differential Equations, 5 (1993), 305-357. doi: 10.1007/BF01053164. |
[23] | B. Krauskopf and T. Rieß, A Lin's method approach to finding and continuing heteroclinic connections involving periodic orbits, Nonlinearity, 21 (2008), 1655-1690. doi: 10.1088/0951-7715/21/8/001. |
[24] | B. Krauskopf, H. M. Osinga and J. Galán-Vioque, Numerical Continuation Methods for Dynamical Systems. Path Following and Boundary Value Problems, Understanding Complex Systems, Springer, Dordrecht, 2007. doi: 10.1007/978-1-4020-6356-5. |
[25] | Y. A. Kuznetsov, O. De Feo and S. Rinaldi, Belyakov homoclinic bifurcations in a tritrophic food chain model, SIAM J. Appl. Math., 62 (2001), 462-487. doi: 10.1137/S0036139900378542. |
[26] | X.-B. Lin, Using Mel'nikov's method to solve Šilnikov's problems, Proc. Roy. Soc. Edinburgh Sect. A, 116 (1990), 295-325. doi: 10.1017/S0308210500031528. |
[27] | D. Linaro, A. Champneys, M. Desroches and M. Storace, Codimension-two homoclinic bifurcations underlying spike adding in the Hindmarsh–Rose burster, SIAM J. Appl. Dyn. Syst., 11 (2012), 939-962. doi: 10.1137/110848931. |
[28] | K. Matsue, On blow-up solutions of differential equations with Poincaré-type compactifications, SIAM J. Appl. Dyn. Syst., 17 (2018), 2249-2288. doi: 10.1137/17M1124498. |
[29] | M. Messias, Dynamics at infinity and the existence of singularly degenerate heteroclinic cycles in the Lorenz system, J. Phys. A, 42 (2009), 18pp. doi: 10.1088/1751-8113/42/11/115101. |
[30] | M. Messias, Dynamics at infinity of a cubic Chua's system, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 21 (2011), 333-340. doi: 10.1142/S0218127411028453. |
[31] | B. E. Oldeman, B. Krauskopf and A. R. Champneys, Numerical unfoldings of codimension-three resonant homoclinic flip bifurcations, Nonlinearity, 14 (2001), 597-621. doi: 10.1088/0951-7715/14/3/309. |
[32] | B. Sandstede, Verzweigungstheorie Homokliner Verdopplungen, Ph.D thesis, University of Stuttgart in Stuttgart, Germany, 1993. |
[33] | B. Sandstede, Constructing dynamical systems having homoclinic bifurcation points of codimension two, J. Dynam. Differential Equations, 9 (1997), 269-288. doi: 10.1007/BF02219223. |
Bifurcation diagram of system (2) showing: the curve of primary homoclinic bifurcation (brown), along which the homoclinic orbit changes at
Phase portraits of system (2) along
The primary homoclinic orbit on
Dynamics at infinity for system (5), or system (4) with
Dynamics near the equilibrium
Numerical simulations suggest the existence of a cylinder-shaped separatrix
The separatrix
Set-up with Lin's method to compute a connecting orbit from
Bifurcation diagram of system (2) with the additional curve
To the left of the curve
Set-up with Lin's method to compute a connecting orbit from