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Cascades of Global Bifurcations and Chaos
near a Homoclinic Flip Bifurcation: A Case Study

Andrus Giraldo222Department of Mathematics, The University of Auckland, Private Bag 92019, Auckland 1142, New Zealand ([email protected], [email protected], [email protected]) , Bernd Krauskopf222Department of Mathematics, The University of Auckland, Private Bag 92019, Auckland 1142, New Zealand ([email protected], [email protected], [email protected]) , and Hinke M. Osinga222Department of Mathematics, The University of Auckland, Private Bag 92019, Auckland 1142, New Zealand ([email protected], [email protected], [email protected])
Abstract

We study a specific homoclinic bifurcation called a homoclinic flip bifurcation of case C, where a homoclinic orbit to a saddle equilibrium with real eigenvalues changes from being orientable to nonorientable. This bifurcation is of codimension two, meaning that it can be found as a bifurcation point on a curve of homoclinic bifurcations in a suitable two-parameter plane. In fact, this is the lowest codimension for a homoclinic bifurcation of a real saddle to generates chaotic behavior in the form of (suspended) Smale horseshoes and strange attractors. We present a detailed numerical case study of how global stable and unstable manifolds of the saddle equilibrium and of bifurcating periodic orbits interact close to a homoclinic flip bifurcation of case C. This is a step forward in the understanding of the generic cases of homoclinic flip bifurcations, which started with the study of the simpler cases A and B. In a three-dimensional vector field due to Sandstede, we compute relevant bifurcation curves in the two-parameter bifurcation diagram near the central codimension-two bifurcation in unprecedented detail. We present representative images of invariant manifolds, computed with a boundary value problem setup, both in phase space and as intersection sets with a suitable sphere. In this way, we are able to identify infinitely many cascades of homoclinic bifurcations that accumulate on specific codimension-one heteroclinic bifurcations between an equilibrium and various saddle periodic orbits. Our computations confirm what is known from theory but also show the existence of bifurcation phenomena that were not considered before. Specifically, we identify the boundaries of the Smale–horseshoe region in the parameter plane, one of which creates a strange attractor that resembles the Rössler attractor. The computation of a winding number reveals a complicated overall bifurcation structure in the wider parameter plane that involves infinitely many further homoclinic flip bifurcations associated with so-called homoclinic bubbles.

1 Introduction

Homoclinic bifurcations lie at the heart of complicated dynamics in smooth vector fields. Apart from being interesting objects of study in their own right, homoclinic bifurcations appear in many applications, such as mathematical biology [22, 23], laser physics [39, 40] and electronic engineering [19]; more on their relevance for applications can be found, for example, in [14]. Indeed, the study of homoclinic bifurcations is important as a first step in the pursuit of understanding complex behavior that arises in mathematical models of different physical phenomena. Since the work of Shilnikov [35] on homoclinic bifurcations to a saddle focus (with complex eigenvalues), which is now called a Shilnikov bifurcation, a lot of attention has focused on the consequences of the existence of homoclinic bifurcations. Famously, the Shilnikov bifurcation, subject to certain eigenvalue conditions, is the only homoclinic bifurcation of codimension one that generates chaotic behavior in the form of (suspended) Smale–horseshoe dynamics; see [17] for a comprehensive review. This contrasts the situation of a codimension-one homoclinic bifurcation of a real saddle (with only real eigenvalues), which does not generate any nearby chaotic behavior. However, near the codimension-two homoclinic bifurcation of the real saddle, known as the homoclinic flip bifurcation, (suspended) Smale–horseshoes [15] and strange attractors [26, 27] arise when certain eigenvalue and geometric conditions are satisfied. More generally, homoclinic flip bifurcations can be of different cases (discussed below), and these cases act as organizing centers for the creation of periodic orbits and multi-pulse solutions [15]. Specifically, the existence of homoclinic flip bifurcations explains the creation of spiking behavior in mathematical models of neurons such as the Hindmarsh–Rose system [23].

This paper is about the homoclinic flip bifurcation of case C, which is the most complicated case that features chaotic dynamics. We consider here the defining situation of a three-dimensional vector field with a real saddle equilibrium. Without loss of generality, we assume that this equilibrium has two different real stable eigenvalues, and one unstable eigenvalue. Generically, at the moment of a codimension-one homoclinic bifurcation of a real saddle equilibrium, the two-dimensional stable manifold forms either a topological cylinder or a Möbius band as it is followed locally around the homoclinic orbit. The homoclinic flip bifurcation is characterized as the moment when this stable manifold changes from orientable to nonorientable [17, 18, 36, 43]. A homoclinic flip bifurcation has different unfoldings depending on the eigenvalues of the saddle equilibrium. In general, three generic cases have been identified, denoted A, B and C [17]. In case A a single attracting (or repelling) periodic orbit is created. The unfolding of case B involves saddle periodic orbits, and its unfolding features the main branch of homoclinic bifurcation, as well as only a single curve of saddle-node bifurcation, a single curve of period-doubling bifurcation and a single curve of homoclinic bifurcation of a period-doubled orbit [13, 17, 18]. Finally, the unfolding of case C gives rise to period-doubling cascades, nn-homoclinic orbits, for any nn\in\mathbb{N}, a region of Smale–horseshoe dynamics [9, 15, 33], and strange attractors [26, 27]. Importantly, case C constitutes the homoclinic bifurcation of a real saddle with the lowest codimension that generates chaotic dynamics. The unfoldings for the three cases have been studied theoretically with different techniques including return maps [9, 15], Shilnikov variables [18] and Lin’s method [33]. The unfoldings for both cases 𝐀\mathbf{A} and 𝐁\mathbf{B} have been determined and proven for any vector field of dimension n3n\geq 3. The exact nature of the unfolding of case C is not as well understood as that for cases A and B; in particular, the complete unfolding is not known because infinitely many saddle periodic orbits are created and the interactions of their respective stable and unstable manifolds give rise to many other global bifurcations. This complexity is associated with the existence of Smale–horseshoes dynamics, which were conjectured to be part of the unfolding of a homoclinic flip bifurcation in [9] and subsequently proven in [15] to exist under specific eigenvalue and geometric conditions that define case C. More specifically, cascades of period-doubling and homoclinic bifurcations are featured in the unfolding to explain the annihilation process of the infinitely many saddle periodic orbits that exist in the Smale–horseshoe region [15]. However, the literature does not yet provide an understanding of the boundaries of the Smale–horseshoe region, the nature of additional bifurcations due to interactions of manifolds, or the implications of such interactions for the reorganization of basin of attraction in phase space. Moreover, all results concerning the dynamics and unfolding of case C have only been proven for three-dimensional vector fields. To conclude this discussion, in contrast to the other two cases, the understanding of case C is not as complete.

The existing theoretical results concerning the unfoldings of the homoclinic flip bifurcation of case C hold in a tubular neighborhood of the homoclinic orbit; they were obtained with well-known techniques by studying the family of local diffeomorphism defined on a Poincaré section. In this paper we adopt a complementary point of view. Thanks to advances in two-point boundary value problem (2PBVP) continuation techniques [38], we compute relevant invariant manifolds [20] and their interactions in a three-dimensional vector field introduced by Sandstede [34], which exhibits a homoclinic flip bifurcation of case C. In this way, we are able to present the overall dynamics near this bifurcation, beyond considering intersection sets on a Poincaré section. More specifically, our focus is on the role of global invariant manifolds of saddle equilibria and saddle periodic orbits in the organization of the three-dimensional phase space. These objects and surfaces rearrange themselves in sequences of global bifurcations that arise from the codimension-two homoclinic flip bifurcation point of case C. Our illustrations go well beyond the sketches of manifolds in earlier works (see, for example, [9, 16, 17]) in that we show these objects beyond a tubular neighborhood of the homoclinic orbit. Furthermore, to enhance the illustrated geometric properties of these objects, all our illustrations of the three-dimensional phase space are accompanied by animations. By studying the interactions of these manifolds in phase space, we find additional bifurcation phenomena in the specific case study of Sandstede’s model, which have been conjectured or not even considered before as part of the known literature of homoclinic flip bifurcation. In this way, our results contribute to the goal of finding the unfolding of the homoclinic flip bifurcation of case C, by presenting a set of relevant bifurcation phenomena that are involved.

As in previous work for cases A [1] and B [13], we consider the three-dimensional vector field

Xs(x,y,z):{x˙=P1(x,y,z):=ax+byax2+(μ~αz)x(23x)+δz,y˙=P2(x,y,z):=bx+ay32bx232axy2y(μ~αz)δz,z˙=P3(x,y,z):=cz+μx+γxz+αβ(x2(1x)y2),X^{s}(x,y,z):\begin{cases}\dot{x}=P^{1}(x,y,z):=ax+by-ax^{2}+(\tilde{\mu}-\alpha z)x(2-3x)+\delta z,\\ \dot{y}=P^{2}(x,y,z):=bx+ay-\frac{3}{2}bx^{2}-\frac{3}{2}axy-2y(\tilde{\mu}-\alpha z)-\delta z,\\ \dot{z}=P^{3}(x,y,z):=cz+\mu x+\gamma xz+\alpha\beta(x^{2}(1-x)-y^{2}),\end{cases} (1)

which was introduced by Sandstede in [34] as a model containing homoclinic flip bifurcations of all three different cases. We choose parameters as discussed in section 2.1, such that the equilibrium located at the origin 03\textbf{0}\in\mathbb{R}^{3} is a saddle with two different real negative (stable) and one positive (unstable) eigenvalues λss<λs<0<λu\lambda^{ss}<\lambda^{s}<0<\lambda^{u}. Then the origin has a two-dimensional stable manifold Ws(0)W^{s}(\textbf{0}) and a one-dimensional unstable manifold Wu(0)W^{u}(\textbf{0}), which consist of the points in phase space that converge to 0 forward and backward in time, respectively. In particular, system eq. 1 is at a homoclinic bifurcation when Ws(𝟎)Wu(𝟎)W^{s}(\mathbf{0})\cap W^{u}(\mathbf{0})\neq\emptyset, that is, at the moment when there exists a trajectory that converges both to 𝟎\mathbf{0} forward and backward in time. System eq. 1 exhibits a homoclinic bifurcation for μ=0\mu=0 [34], which is a homoclinic flip bifurcation of case C when α0.3694818\alpha\approx 0.3694818. We denote this point by 𝐂𝐈\mathbf{C_{I}} throughout this paper, and we study the bifurcation diagram of system eq. 1 in the (α,μ)(\alpha,\mu)-plane near 𝐂𝐈\mathbf{C_{I}}.

1.1 The codimension-two homoclinic flip orbit

Refer to caption
Figure 1: The stable manifold Ws(𝟎)W^{s}(\mathbf{0}) of system eq. 1 in 3\mathbb{R}^{3} at a codimension-one orientable and nonorientable homoclinic bifurcation in panels (a) and (b), respectively; panel (c) shows Ws(𝟎)W^{s}(\mathbf{0}) at a codimension-two inclination flip bifurcation. Here, Ws(𝟎)W^{s}(\mathbf{0}) is rendered transparent with one half colored dark blue and the other half light blue. The unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) is colored red and the homoclinic orbit is labeled Γhom\Gamma_{\rm hom}. The one-dimensional strong stable manifold Wss(𝟎)W^{ss}(\mathbf{0}) is highlighted by a blue curve. The common parameter values for all three panels are (a,b,c,β,γ,μ,μ~)=(0.7,1,2,1,2,0,0)(a,b,c,\beta,\gamma,\mu,\tilde{\mu})=(0.7,1,-2,1,2,0,0); furthermore, α=0.2\alpha=0.2 in panel (a), α=0.5\alpha=0.5 in panel (b) and α0.3694818\alpha\approx 0.3694818 in panel (c). See also the accompanying animation ( GKO_Cflip_animatedFig1.gif).

Figure 1 shows phase portraits of system eq. 1 at three different points along the homoclinic bifurcation curve given by μ=0\mu=0 in the (α,μ)(\alpha,\mu)-plane. The individual panels show the homoclinic orbit together with the associated stable and unstable manifolds of 0, where the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) is rendered in two shades of blue to illustrate its orientability; here, every trajectory that forms Ws(𝟎)W^{s}(\mathbf{0}) has arclength four. The homoclinic orbit 𝚪hom\mathbf{\Gamma_{\rm hom}} is the branch of Wu(𝟎)W^{u}(\mathbf{0}) (red curves) that lies in Ws(𝟎)W^{s}(\mathbf{0}). The homoclinic bifurcations in panels (a) and (b) in fig. 1 are of codimension one, because they fullfil the following genericity conditions [15, 18]:

  • (G1)

    (Non-resonance) |λs|λu|\lambda^{s}|\not=\lambda^{u};

  • (G2)

    (Principal homoclinic orbit) In positive time the homoclinic trajectory approaches the equilibrium tangent to the eigenvector ese^{s} associated with λs\lambda^{s};

  • (G3)

    (Strong inclination) The tangent space TWs(𝟎){\rm{T}}W^{s}(\mathbf{0}) of the stable manifold Ws(𝟎)W^{s}(\mathbf{0}), when followed along 𝚪hom\mathbf{\Gamma_{\rm hom}} backward in time, converges to the plane spanned by the eigenvectors associated with λss\lambda^{ss} and λu\lambda^{u}.

These three properties ensure that a portion of Ws(𝟎)W^{s}(\mathbf{0}) close to 𝚪hom\mathbf{\Gamma}_{\rm hom} folds over and closes along a trajectory of Ws(𝟎)W^{s}(\mathbf{0}) tangent to the strongest stable eigenvector of 𝟎\mathbf{0}, that is, along the strong stable manifold Wss(𝟎)W^{ss}(\mathbf{0}) (blue curve); hence, locally near 𝚪hom\mathbf{\Gamma_{\rm hom}}, the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) is topologically equivalent to a cylinder, in fig. 1 (a), or a Möbius band, in fig. 1 (b); see [1] for more details. Recall that, for μ=0\mu=0, system eq. 1 always exhibits a homoclinic bifurcation; hence, it seems that one can transition between panels (a) and (b) by varying α\alpha continuously. However, a cylinder and a Möbius band are not homeomorphic surfaces, so there must exist a transition point, where Ws(𝟎)W^{s}(\mathbf{0}) does not close in either of the two ways depicted in panels (a) and (b). This transition case is shown in panel (c) of fig. 1 for α0.3694818\alpha\approx 0.3694818, where a homoclinic flip bifurcation takes place, which is called an inclination flip (IF). At this bifurcation point genericity condition (G3) is not fulfilled and Ws(𝟎)W^{s}(\mathbf{0}) does not close along Wss(𝟎)W^{ss}(\mathbf{0}); see fig. 1 (c). It was proven in [9, 15, 18] that the inclination flip bifurcation is one mechanism by which one can transition between the orientable and nonorientable case of a homoclinic bifurcation of codimension one. It is not the only known mechanism: a transition in orientability of the homoclinic bifurcation may also occur via a so called orbit flip bifurcation, which corresponds to a homoclinic bifurcation that does not fulfill condition (G2). Both inclination and orbit flip are codimension-two homoclinic flip bifurcations whose unfolding can be of cases A, B and C.

For the purpose of this paper, we only consider the inclination flip bifurcation of case C, which occurs if one of the following eigenvalue conditions are satisfied [17]:

|λss|<λuor2|λs|<λu,|\lambda^{ss}|<\lambda^{u}\quad\text{or}\quad 2|\lambda^{s}|<\lambda^{u}, (2)

and the following geometric conditions are met:

  1. (i)

    |λs||λss|/2|\lambda^{s}|\neq|\lambda^{ss}|/2

  2. (ii)

    If |λs|<|λss|/2|\lambda^{s}|<|\lambda^{ss}|/2, the homoclinic orbit converges to 𝟎\mathbf{0} tangent to ese^{s} in a typical way. Geometrically, this means that the homoclinic orbit is not contained in the one-dimensional leading (weak) stable manifold tangent to 𝟎\mathbf{0}, which exists uniquely as a smooth manifold under these eigenvalue conditions; for further details see [17].

  3. (iii)

    If |λs|>|λss|/2|\lambda^{s}|>|\lambda^{ss}|/2, the invariant manifold of the homoclinic orbit, which is tangent to the span{es,eu}\{e^{s},e^{u}\} backward in time, has a nondegenerate quadratic tangency with Ws(𝟎)W^{s}(\mathbf{0}) along the homoclinic orbit.

1.2 Bifurcation diagram of case C

The literature distinguishes between two different unfoldings of a homoclinic flip bifurcation of case C [15]. These are given by global conditions regarding the geometry of the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) during the creation of the Smale–horseshoe, and they are called an outward twist 𝐂out\mathbf{C_{\rm out}} and an inward twist 𝐂in\mathbf{C_{\rm in}} in the literature [9, 15]. Both twist cases contain the same codimension-one bifurcation curves but their relative positions differ. In particular, we find that the homoclinic flip bifurcation point 𝐂𝐈\mathbf{C_{I}} found for system eq. 1 corresponds to the outward twist case.

Refer to caption
Figure 2: Sketch of the theoretical unfolding of an outward twist point 𝐂𝐨𝐮𝐭\mathbf{C_{out}} of case 𝐂\mathbf{C} from [16, Fig. 5]. [Reproduced from Journal of Dynamics and Differential Equations, Resonant Homoclinic Flip Bifurcations, 12(4), 2000, pages 807-850, A. J. Homburg and B. Krauskopf, ©Plenum Publishing Corporation 2000 with permission of Springer.]

Figure 2 shows a sketch of what is known theoretically about the unfolding of a homoclinic flip bifurcation of case C for an outward twist 𝐂𝐨𝐮𝐭\mathbf{C_{out}} [15, 16]. The unfolding consists of an orientable homoclinic bifurcation curve Ho1H_{o}^{1} that becomes nonorientable (twisted) Ht1H_{t}^{1} after transitioning through the codimension-two flip bifurcation point 𝐂𝐨𝐮𝐭\mathbf{C_{out}}. Furthermore, the following bifurcation curves emanate from 𝐂𝐨𝐮𝐭\mathbf{C_{out}}: a saddle-node bifurcation SN1SN^{1} of periodic orbits, an infinite sequence of period-doubling bifurcations labeled PDnPD^{n}, n=1,2,4,8,n=1,2,4,8,..., and an infinite sequence of nn-homoclinic bifurcations labeled HtnH_{t}^{n}, n=2,4,8,n=2,4,8,..., where tt indicates that these are codimension-one nonorientable (twisted) homoclinic bifurcations. The value of nn indicates the number of loops made by the homoclinic orbit before it connects back to the equilibrium point. As each homoclinic bifurcation occurs, a saddle periodic orbit with nn loops is created. The Smale–horseshoe region lies in between the period-doubling and homoclinic cascades; however, the boundaries of this region are not identified in the sketch. Note that the orientability of the saddle periodic orbits, labeled 1u1^{u} and 2u2^{u}, is not explicitly stated in fig. 2, meaning that labels are not unique to each saddle periodic orbit.

To explain the overall structure of the unfolding, we start with the orientable saddle periodic orbit 1u1^{u} that bifurcates from the orientable homoclinic bifurcation Ho1H_{o}^{1}. This same label 1u1^{u} is also used for the nonorientable saddle periodic orbit that bifurcates from Ht1H_{t}^{1}. Note in the sketch that the orientable and nonorientable saddle periodic orbits persist throughout the cascades of period-doubling and homoclinic bifurcations, and they disappear in the saddle-node bifurcation SN1SN^{1}, after the nonorientable saddle periodic orbit becomes an attracting periodic orbit, labeled 1s1^{s}, in the period-doubling bifurcation PD1PD^{1}. Even though it is not illustrated in fig. 2, the unfolding is known to have infinitely many saddle-node bifurcation curves that also emanate from 𝐂𝐨𝐮𝐭\mathbf{C_{out}} and occur along the period-doubling cascade [17].

Refer to caption
Figure 3: Bifurcation diagram in the (α,μ)(\alpha,\mu)-plane near an homoclinic flip bifurcation 𝐂𝐈\mathbf{C_{I}} of system eq. 1. The inset shows an enlargement of the indicated area. Shown are the curves of homoclinic bifurcation 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}} (brown), saddle-node bifurcations 𝐒𝐍𝐏\mathbf{SNP} of periodic orbits (dark-green), period-doubling bifurcations 𝐏𝐃\mathbf{PD} (red), heteroclinic bifurcations 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} from 𝟎\mathbf{0} to Γt\Gamma_{t} (magenta), heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} from 𝟎\mathbf{0} to Γo\Gamma_{o} (purple) and codimension-one homoclinic bifurcation bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} of Γo\Gamma_{o} (violet). The Smale–horseshoe region 𝐒𝐇\mathbf{SH} is the gray region. The other parameter values are (a,b,c,β,γ,μ~,δ)=(0.7,1,2,1,2,0,0)(a,b,c,\beta,\gamma,\tilde{\mu},\delta)=(0.7,1,-2,1,2,0,0).

Most of the literature on case C does not delve into details about bifurcations related to interactions of manifolds of saddle periodic orbits. This is also the case in fig. 2 where the bifurcation diagram only shows local bifurcations of saddle periodic orbits and homoclinic bifurcations of the real saddle. For ease of exposition and in contrast to fig. 2, we label the orientable saddle periodic orbit that bifurcates from Ho1H_{o}^{1} as Γo\Gamma_{o}, and the nonorientable saddle periodic orbit that bifurcates from Ht1H_{t}^{1} as Γt\Gamma_{t} throughout this paper.

1.3 Computing the bifurcation diagram near 𝐂𝐈\mathbf{C_{I}}

By computing the interaction of the manifolds of these saddle periodic orbits with other objects, we are able to present what is known about the unfolding of case C in a new light, namely, as part of the bifurcation diagram in the (α,μ)(\alpha,\mu)-plane of system eq. 1. Throughout this paper, we center our attention on the saddle periodic orbits Γo\Gamma_{o} and Γt\Gamma_{t}, and their corresponding global manifolds. As a starting point, we show in fig. 3 the bifurcation diagram for system eq. 1 in the (α,μ)(\alpha,\mu)-plane near the homoclinic flip point 𝐂𝐈\mathbf{C_{I}} of case C. Note that we changed the orientation of the μ\mu-axis from top to bottom in the bifurcation diagram for ease of comparison. Figure 3 shows the principal homoclinic branch (brown curve) together with representative period-doubling 𝐏𝐃\mathbf{PD} (red curves) and saddle-node 𝐒𝐍𝐏\mathbf{SNP} (green curves) bifurcations of periodic orbits. To exemplify the relevance of the global bifurcations concerning saddle periodic orbits, we also compute representative codimension-one heteroclinic and homoclinic bifurcations in system eq. 1 of the saddle periodic orbits Γo\Gamma_{o} and Γt\Gamma_{t}, labeled 𝐂𝟎Γo\mathbf{C}_{\mathbf{0}}^{\Gamma_{o}} and 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right] for m=1,2,3,4m=1,2,3,4. At first glance, the period-doubling and saddle-node bifurcation curves are indiscernible near the inclination flip point 𝐂𝐈\mathbf{C_{I}} in fig. 3. To visualize these curves, the inset shows an enlargement of a region of the bifurcation diagram that distinguishes the first three computed period-doubling bifurcation 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}}, 𝐏𝐃Γt2\mathbf{PD}_{{}^{2}\Gamma_{t}} and 𝐏𝐃Γt4\mathbf{PD}_{{}^{4}\Gamma_{t}} of a period-doubling cascade. Furthermore, it shows the saddle-node bifurcation curves 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}}, 𝐒𝐍𝐏Γo3\mathbf{SNP}_{{}^{3}\Gamma_{o}}, 𝐒𝐍𝐏Γo4\mathbf{SNP}_{{}^{4}\Gamma_{o}} and 𝐒𝐍𝐏Γo5\mathbf{SNP}_{{}^{5}\Gamma_{o}} which are responsible for the disappearance of the orientable saddle periodic orbits created during the homoclinic cascade, as will be discussed in detail in section 5. In fact, by computing representative codimension-one homoclinic bifurcations close to 𝐂𝐈\mathbf{C_{I}}, with an implementation of Lin’s method in Auto [8], we are able to obtain the bifurcating saddle periodic orbits; this allow us to find the subsequent saddle-node bifurcation curves presented in fig. 3. For the remainder of this paper, the subindices in the label of each saddle-node bifurcation 𝐒𝐍𝐏\mathbf{SNP} of periodic orbits refers to the orientable saddle period orbit involved. The same applies to the period-doubling bifurcations 𝐏𝐃\mathbf{PD}, where the subindices refer to the corresponding nonorientable saddle periodic orbit involved. Note how the saddle-node bifurcation curves accumulate onto the codimension-one homoclinic bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} (violet curve) of Γo\Gamma_{o} where the stable and unstable manifolds of Γo\Gamma_{o} have a tangency. We identify the curve 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} as one of the boundaries of the Smale–horseshoe region 𝐒𝐇\mathbf{SH} (gray region), as it delimits the region in the bifurcation diagram where there exist structurally stable homoclinic orbits of Γo\Gamma_{o}.

Overall, the computed fig. 3 agrees well with the sketch in fig. 2; however, one of the most apparent differences are the curves 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right], with m=1,2,3,4m=1,2,3,4, of heteroclinic connecting orbits between 𝟎\mathbf{0} and Γt\Gamma_{t} (magenta curves). For each of these heteroclinic bifurcation curves, we find many homoclinic and heteroclinic bifurcation curves accumulating on it; these are not shown in fig. 3 because they lie very close to the curves 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right]. We describe in more detail these accumulation cascades in section 5. Notice in fig. 3 how the sequence of heteroclinic bifurcation curves 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right] accumulates onto the heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} (purple curve) of a heteroclinic connecting orbit between 𝟎\mathbf{0} and Γo\Gamma_{o}, which corresponds to the other boundary of the Smale–horseshoe region 𝐒𝐇\mathbf{SH} in the bifurcation diagram. Both boundary curves, 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} and 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, were not included or studied in the theoretical unfolding as shown in fig. 2. Furthermore, the bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} acts as mechanism to destroy a strange attractor, which was conjectured to exist close to the inclination flip point due to the cascades of period-doubling and saddle-node bifurcation [26, 27]; this will be discussed in more detail in section 7.

The main purpose of this paper is to perform a detailed study of the role of representative invariant manifolds in the reorganization of phase space at different codimension-one bifurcations in the bifurcation diagram of system eq. 1 near the point 𝐂𝐈\mathbf{C_{I}}. In this way, we obtain new insights into the bifurcation structures that must be expected as part of the unfolding of the inclination flip bifurcation of case C. Of particular interest is to understand the nature and roles of the infinitely many cascades of codimension-one homoclinic and heteroclinic bifurcations, the boundaries in parameter plane of the Smale–horseshoe regions, and the existence and annihilation of strange attractors, etc. To present our results, we choose parameter values in (α,μ)(\alpha,\mu)-plane close to 𝐂𝐈\mathbf{C_{I}} and provide representative figures of the relevant objects in phase space, as well as their intersection sets with a suitable sphere. This allows us to show the consequences of different codimension-one bifurcations for the organization of phase space, and to present an overall picture of the unfolding through the bifurcation diagram of 𝐂𝐈\mathbf{C_{I}} in the (α,μ)(\alpha,\mu)-plane. Motivated by the existence of infinitely many homoclinic and heteroclinic bifurcations, we define a winding number ζ\zeta as a topological invariant for system eq. 1. We compute the value of ζ\zeta for system eq. 1 as α\alpha and μ\mu vary over a grid. Such a two-parameter sweep allows us to identify open regions in the (α,μ)(\alpha,\mu)-plane with constant winding number, both near 𝐂𝐈\mathbf{C_{I}} and even further away from this central codimension-two point. The respective boundaries of these regions correspond to codimension-one homoclinic bifurcation curves. Hence, this parameter sweep contributes to obtaining a clearer picture of how the infinitely many homoclinic bifurcation are organized and accumulate onto heteroclinic bifurcations curves of the saddle periodic orbit Γt\Gamma_{t}. Furthermore, by considering a larger parameter range in the (α,μ)(\alpha,\mu)-plane, we are able to identify and characterize a phenomenon where two different homoclinic bifurcation curves emanating from 𝐂𝐈\mathbf{C_{I}} meet and create a structure referred to as a homoclinic bubble [16]. Such homoclinic bubbles do not arise as part of the unfolding in a small neighborhood of a codimension-two homoclinic flip bifurcation; however, they have been shown to be part of the unfolding of a codimension-three resonant homoclinic flip bifurcation, where they constitute a mechanism of transition between cases B and C [16, 28].

The organization of this paper is as follows. In section 2 we introduce some notation; here, we also present the parameter values used, and give the definition of the winding number ζ\zeta. We present, in section 3, the bifurcation diagram of system eq. 1 near 𝐂𝐈\mathbf{C_{I}}. Section 4 then focusses on the transition through the main codimension-one homoclinic bifurcation curve, section 5 on the homoclinic and heteroclinic cascades, section 6 on the Smale–horseshoe region, and section 7 on the period-doubling cascade and the existence of a strange attractor that resembles the Rössler attractor. Finally, we characterize, in section 8, the bubble phenomenon arising in the bifurcation diagram of 𝐂𝐈\mathbf{C_{I}}. We end in section 9 with a discussion and an outlook on future research.

The computations in this paper are performed with the pseudo-arclength continuation package Auto [10, 11] and its extension HomCont [8]. More specifically, global manifolds are computed with a two-point boundary value problem set-up [6, 20] and the heteroclinic orbits are obtained with Lin’s method [21, 44]. The parameter sweeping of ζ\zeta in parameter plane, visualization and post-processing of the data are performed with Matlab®.

2 Notation and set-up

We choose parameters such that the Jacobian Df(𝟎)Df(\mathbf{0}) of 0 has two stable and one unstable eigenvalues, λss<λs<0<λu\lambda^{ss}<\lambda^{s}<0<\lambda^{u} with eigenvectors ess,ese^{ss},e^{s} and eue^{u}, respectively. The global stable manifold Ws(0)W^{s}(\textbf{0}) is a surface foliated by trajectories that converge to 0 as tt\rightarrow\infty, and global unstable manifold Wu(0)W^{u}(\textbf{0}) consist of two trajectories that converge to 0 as tt\rightarrow-\infty. The manifold Ws(𝟎)W^{s}(\mathbf{0}) and Wu(𝟎)W^{u}(\mathbf{0}) are immersed manifolds in 3\mathbb{R}^{3}: they are as smooth as ff and tangent to the linear spaces spanned by the stable and unstable eigenvectors of 𝟎\mathbf{0}, respectively [31]. Furthermore, associated with λss\lambda^{ss}, there is a unique one-dimensional strong stable manifold Wss(𝟎)Ws(𝟎)W^{ss}(\mathbf{0})\subset W^{s}(\mathbf{0}), defined as the subset of points on Ws(𝟎)W^{s}(\mathbf{0}) that converges to 𝟎\mathbf{0} tangent to the eigenvector esse^{ss}.

System eq. 1 has a second equilibrium 𝐪\mathbf{q} for the parameters chosen, which is a stable focus that lies near 𝟎\mathbf{0}. We denote its basin of attraction as (𝐪)\mathcal{B}(\mathbf{q}). The set (𝐪)\mathcal{B}(\mathbf{q}) is an open connected set of 3\mathbb{R}^{3} and consists of all points in phase space that converge to 𝐪\mathbf{q}. We also denote by Wss(𝐪)(𝐪)W^{ss}(\mathbf{q})\subset\mathcal{B}(\mathbf{q}) the subset of points that converge to 𝐪\mathbf{q} tangent to the eigenvector associated with the real eigenvalue of 𝐪\mathbf{q}, which is the largest eigenvalue in modulus.

Let Γ\Gamma be a periodic orbit of system eq. 1. We denote the two nontrivial Floquet multipliers of Γ\Gamma by Λ1,Λ2\Lambda_{1},\Lambda_{2}\in\mathbb{C}; they are the eigenvalues of the variational equation of system eq. 1 along Γ\Gamma at time TT, where TT is the period of Γ\Gamma. Note that the Floquet multipliers of Γ\Gamma in a three-dimensional vector field are always such that their real parts have the same sign; each one has an associated eigenfunction that is referred as the Floquet bundle [37]. If Λ1,Λ2\Lambda_{1},\Lambda_{2}\in\mathbb{R} and 0<|Λ1|<1<|Λ2|0<|\Lambda_{1}|<1<|\Lambda_{2}| then one speaks of a saddle periodic orbit. A saddle periodic orbit has stable Ws(Γ)W^{s}(\Gamma) and unstable Wu(Γ)W^{u}(\Gamma) manifolds which consist of points that converge to Γ\Gamma forward and backward in time, respectively. As for the saddle equilibrium case, the associated stable and unstable manifolds of a saddle periodic orbit are two dimensional immersed manifolds; they are tangent to the Floquet bundle of the periodic orbit associated with Λ1\Lambda_{1} and Λ2\Lambda_{2}, respectively [31]. If 0<Λ1<1<Λ20<\Lambda_{1}<1<\Lambda_{2}, one speaks of an orientable saddle periodic orbit, which we denote by Γo\Gamma_{o}, and its stable and unstable manifolds Ws(Γo)W^{s}(\Gamma_{o}) and Wu(Γo)W^{u}(\Gamma_{o}), respectively, are topological cylinders [29, 37]. Similarly, if Λ2<1<Λ1<0\Lambda_{2}<-1<\Lambda_{1}<0, then the saddle periodic orbit is nonorientable, denoted Γt\Gamma_{t}, and Ws(Γt)W^{s}(\Gamma_{t}) and Wu(Γt)W^{u}(\Gamma_{t}) are locally topological Möbius bands [29, 37].

Let S1,S2,S3S_{1},S_{2},S_{3} be hyperbolic saddle invariant objects of system eq. 1 with manifolds Wu(S1)W^{u}(S_{1}), Ws(S2)W^{s}(S_{2}), Wu(S2)W^{u}(S_{2}) and Ws(S3)W^{s}(S_{3}) that are all two-dimensional. If there exist structurally stable heteroclinic orbits from S1S_{1} to S2S_{2} and from S2S_{2} to S3S_{3}, that is, if Wu(S1)Ws(S2)W^{u}(S_{1})\cap W^{s}(S_{2}) and Wu(S2)Ws(S3)W^{u}(S_{2})\cap W^{s}(S_{3}) are non-empty transversal intersections, then we use the notation S1S2S3S_{1}\rightarrow S_{2}\rightarrow S_{3} to represent this situation.

2.1 Sandstede’s Model

System eq. 1 was constructed specifically to study different homoclinic flip bifurcations in three-dimensional vector fields [34]. It is a very convenient vector field, because its parameter can be chosen in such a way that either one of the cases A, B and C occur for both inclination and orbit flip bifurcations. System eq. 1 has been used extensively, particularly to study numerically transitions between the three cases as codimension-three phenomena due to resonance [28], and to investigate the unfoldings of homoclinic flip bifurcations of cases A and B [1, 13].

Note that 𝟎\mathbf{0} is an equilibrium of XsX^{s} for all parameter values. We use the parameter ranges found in [28] as a reference to study case C in the (α,μ)(\alpha,\mu)-plane and fix parameters as given in table 1. Since δ=0\delta=0, the zz-axis is invariant under the flow of system eq. 1 and the eigenvalues of 𝟎\mathbf{0} are given by

λ1,2=a±b2+4μ~2 and λ3=c.\lambda_{1,2}=a\pm\sqrt{b^{2}+4\tilde{\mu}^{2}}\text{ and }\lambda_{3}=c.
aa bb cc β\beta γ\gamma μ~\tilde{\mu} δ\delta
0.7 1.0 -2.0 1.0 2.0 0.0 0.0
Table 1: Parameter values chosen for an inclination flip of case 𝐂\mathbf{C} in system eq. 1.

The inclination flip bifurcation point 𝐂𝐈\mathbf{C_{I}} of case C unfolds with respect to α\alpha and μ\mu. At 𝐂𝐈\mathbf{C_{I}}, the equilibrium 𝟎\mathbf{0} has eigenvalues λ1=1.7\lambda_{1}=1.7, λ2=0.3\lambda_{2}=-0.3 and λ3=2\lambda_{3}=-2, which confirms that 2|λs|<λu2|\lambda^{s}|<\lambda^{u} as required for case C. Note that the strong stable manifold Wss(𝟎)W^{ss}(\mathbf{0}) is the zz-axis.

For our chosen parameters, there exists a stable equilibrium 𝐪\mathbf{q}, which is the same equilibrium that appears in the discussion of cases A and B in [1, 13]. However, unlike for these two cases, the stability of 𝐪\mathbf{q} is not of relevance in our study of case C. More specifically, we find that the orientable saddle periodic orbit Γo\Gamma_{o} takes on the role of q; in particular it is responsible for the creation of a fold bifurcation F in case C. For the case C considered in this paper, the equilibrium 𝐪\mathbf{q} is attracting and identifying its basin of attraction is critical for understanding the reorganization of phase space close to 𝐂𝐈\mathbf{C_{I}}; see section 3.

2.2 Definition of the winding number

The unfolding of an inclination flip bifurcation of case C is characterized by the existence of kk-homoclinic orbits for any kk\in\mathbb{N} [15]. In [28], these codimension-one homoclinic bifurcations in the parameter plane are studied via the continuation of solutions to a suitable two-point boundary value problem (2PBVP) during the transition between cases B and C. A drawback of this technique is the limitation of sampling only a small number of these bifurcation curves, which increases the risk of missing subtle interactions in the parameter plane. We define a winding number ζ\zeta for system eq. 1 and run a two-parameter sweep in the (α,μ)(\alpha,\mu)-plane to complement the 2PBVP approach of finding bifurcation curves. Parameter sweeping techniques have been used in part to understand the nature of cascades of homoclinic bifurcation close to Bykov T-points in the Lorenz system [5] and Shimizu-Morioka system [5, 42]. It is also useful to illustrate spike adding in neuron models; for example, see [3, 4]. By combining continuation and parameter sweeping, we are able to characterize different phenomena not only in the vicinity of the homoclinic flip bifurcation point of case C, but also far away from it.

Refer to caption
Figure 4: Illustration of the change of the winding number ζ\zeta for system eq. 1. Shown are Wu(𝟎)W^{u}(\mathbf{0}) (red curve), Wss(𝟎)W^{ss}(\mathbf{0}) (dark-blue curve) and Wss(𝐪)W^{ss}(\mathbf{q}) (cyan curve), Σ\Sigma (green plane), the boundaries V\partial V (blue planes). The parameter values are μ=0.001\mu=0.001, μ=0.0\mu=0.0 and μ=0.001\mu=-0.001 for panels (a), (b) and (c), respectively. Furthermore, α=0.5\alpha=0.5 and the other parameter values are as given in table 1.

The value of ζ\zeta encodes the number of rotations that Wu(𝟎)W^{u}(\mathbf{0}) makes around a tubular neighborhood of the homoclinic orbit that exists at the central singularity. In the present setting, ζ\zeta can be defined conveniently as the number of rotations around the one-dimensional manifold Wss(𝐪)W^{ss}(\mathbf{q}), which always goes through ‘the hole’ of any such tubular neighborhood. To define the quantity ζ\zeta formally, let V:={p=(x,y,z)3|x0 and y0}V:=\{p=(x,y,z)\in\mathbb{R}^{3}\;|\;x\leq 0\text{ and }y\leq 0\} and let V\partial V be its boundary. Since we set b=1>0b=1>0 and δ=0\delta=0 in table 1, we have x˙<0\dot{x}<0 on {x=0}V{y=0}\{x=0\}\cap V\setminus\{y=0\} and y˙<0\dot{y}<0 on {y=0}V{x=0}\{y=0\}\cap V\setminus\{x=0\}. Furthermore, the zz-axis, {x=0}{y=0}\{x=0\}\cap\{y=0\}, is a subset of VV and it is invariant. Hence, VV is a positively invariant set for system eq. 1, i.e., ϕt(V)V\phi^{t}(V)\subset V for all t0t\geq 0 where ϕt\phi^{t} is the flow defined by system eq. 1. Therefore, any intersection of Wu(𝟎)W^{u}(\mathbf{0}) with V\partial V must be transversal and Wss(𝐪)W^{ss}(\mathbf{q}) cannot intersect V\partial V. We view ζ\zeta, that is, the number of rotations that Wu(𝟎)W^{u}(\mathbf{0}) makes around Wss(𝐪)W^{ss}(\mathbf{q}), as a kind of linking number, which can only vary through bifurcation. Indeed, Wss(𝐪)W^{ss}(\mathbf{q}) never intersects V\partial V, and Wu(𝟎)W^{u}(\mathbf{0}) cannot follow Wss(𝐪)W^{ss}(\mathbf{q}) to undo itself by restriction of the flow of system eq. 1; therefore, we may view these orbits segments as closed curves by identifying their endpoints.

Homoclinic bifurcations are a mechanism for ζ\zeta to change, as is illustrated in fig. 4 for system eq. 1 with α=0.5\alpha=0.5 and three different values of μ\mu. In panel (a) the manifold Wu(𝟎)W^{u}(\mathbf{0}) loops once around Wss(𝐪)W^{ss}(\mathbf{q}) before reaching V\partial V, that is, ζ=1\zeta=1. As μ\mu decreases, system eq. 1 goes through a homoclinic bifurcation at μ=0\mu=0 in panel (b), after which Wu(𝟎)W^{u}(\mathbf{0}) makes an extra turn around Wss(𝟎)W^{ss}(\mathbf{0}) before intersecting V\partial V, as shown in panel (c); hence, ζ\zeta increases to 2.

In practice, we calculate ζ\zeta by counting the number of intersections of Wu(𝟎)W^{u}(\mathbf{0}) with Σ:={(x,y,z)3:x=𝐪x}\Sigma:=\left\{(x,y,z)\in\mathbb{R}^{3}:x=\mathbf{q}_{x}\right\}, where 𝐪x\mathbf{q}_{x} is the xx-component of 𝐪\mathbf{q}, and dividing this number by two; see fig. 4. The parameter sweeps of ζ\zeta shown in figs. 5, LABEL:, 22, LABEL: and 23 are performed on a 1000×10001000\times 1000 grid over the corresponding parameter ranges.

3 Bifurcation diagram near 𝐂𝐈\mathbf{C_{I}}

Refer to caption
Figure 5: Bifurcation diagram in the (α,μ)(\alpha,\mu)-plane near an inclination flip bifurcation 𝐂𝐈\mathbf{C_{I}} of case C of system eq. 1, with coloring of regions according to the winding number ζ\zeta as given by the colorbar. The inset shows an enlargement of the region indicated in the main panel. Shown are the curves of homoclinic bifurcation 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}} (brown), non-principal homoclinic bifurcation (cyan), saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} and 𝐒𝐍𝐏\mathbf{SNP^{*}} of periodic orbits (dark green), Hopf bifurcation 𝐇𝐁\mathbf{HB} (light green), period-doubling bifurcation 𝐏𝐃\mathbf{PD} (red), fold bifurcation curve 𝐅\mathbf{F} of heteroclinic orbits from Γo\Gamma_{o} to 𝟎\mathbf{0} (blue) and its extension 𝐅\mathbf{F^{*}} (blue dashed curve), heteroclinic bifurcation 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} from 𝟎\mathbf{0} to Γt\Gamma_{t} (magenta), heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} from 𝟎\mathbf{0} to Γo\Gamma_{o} (purple) and codimension-one homoclinic bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} of Γo\Gamma_{o} (violet). The curves 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} and 𝐒𝐍𝐏\mathbf{SNP^{*}} meet at the cusp point 𝐂𝐏\mathbf{CP}, and 𝐒𝐍𝐏\mathbf{SNP^{*}} ends at the generalized Hopf bifurcation point 𝐆𝐇𝐁\mathbf{GHB}. The curve 𝐅\mathbf{F} meets 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} at a codimension-two heteroclinic cycle point 𝐇𝐞𝐭Cycle\mathbf{Het_{\rm Cycle}}; the Smale–horseshoe region 𝐒𝐇\mathbf{SH} (gray region) is indicated. We denote by 𝟏\mathbf{1}, 𝟐\mathbf{2}, 𝟑\mathbf{3} and 𝟒\mathbf{4} four different regions close to the 𝐂𝐈\mathbf{C_{I}} point and the line α=0.5\alpha=0.5 (dashed). The other parameters are as in table 1.

We now present more details of the bifurcation diagram shown in fig. 3. Namely, fig. 5 shows it over a slightly larger range of the (α,μ)(\alpha,\mu)-plane together with the parameter sweep of ζ\zeta where the colors indicate the value of the winding number ζ\zeta; the inset shows an enlargement of the indicated region of the main panel. At first glance, we distinguish the curves of period-doubling, saddle-node and heteroclinic bifurcations presented in fig. 3. Recall that the subindices in the label of each saddle-node bifurcation 𝐒𝐍𝐏\mathbf{SNP} and period-doubling bifurcation 𝐏𝐃\mathbf{PD} of periodic orbits refers to the orientable and nonorientable saddle period orbit involved, respectively. Specifically for this bifurcation diagram, we only compute and label one of the infinitely many saddle-node and period-doubling curves that emanate from 𝐂𝐈\mathbf{C_{I}}, namely, the saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} of Γo\Gamma_{o} (green curve) and period-doubling bifurcation 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}} of Γt\Gamma_{t} (red curve).

We now discuss the overall features of the bifurcation diagram in fig. 5; further details will be presented in later sections. Note that, in between successive curves 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right], with m=1,2,3,4m=1,2,3,4, of heteroclinic connecting orbits between 𝟎\mathbf{0} and Γt\Gamma_{t} (magenta curves), there exist big regions of the (α,μ)(\alpha,\mu)-parameter plane with constant values of ζ\zeta. The value of ζ\zeta in these regions increases as we approach the bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} (purple) of a heteroclinic connecting orbit between 𝟎\mathbf{0} and Γo\Gamma_{o}. This indicates the existence of more bifurcation curves 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right], for m>4m>4. The labels of the codimension-one heteroclinic bifurcation are deliberately chosen to encode information of the corresponding heteroclinic orbit in phase space. Figure 6 shows, in phase space, representative heteroclinic orbits 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} and 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} (red curves) together with the saddle periodic orbits Γt\Gamma_{t} (purple curve) and Γo\Gamma_{o} (green curve) at the moment of the corresponding heteroclinic bifurcation. For simplicity, we use the same label of the heteroclinic bifurcation to refer to the corresponding orbit in phase space. The heteroclinic orbit is formed by one branch of Wu(𝟎)W^{u}(\mathbf{0}), which is the branch shown in fig. 6. In panel (a1), the heteroclinic orbit 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] makes an excursion close to the (x,y)(x,y)-plane, and then follows Γo\Gamma_{o} for one rotation before accumulating onto Γt\Gamma_{t}. In panels (a2)-(a5), the branch of Wu(𝟎)W^{u}(\mathbf{0}) also accumulates onto Γt\Gamma_{t}, but only after making two, three, four and five rotations near Γo\Gamma_{o}, respectively. Hence, the number of rotations that the respective heteroclinic orbit of 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} makes in phase space around Γo\Gamma_{o} increases until it reaches its limiting case, where the number of rotations around Γo\Gamma_{o} has increased to infinity, at 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} as shown in panel (b). This accumulation is seen in fig. 5, where the cascade 𝐐𝟎Γt[mΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[m\Gamma_{o}\right] accumulates on the final codimension-one heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} of a connecting orbit between 𝟎\mathbf{0} and Γo\Gamma_{o} (dark-purple curve). Note also that the winding number ζ\zeta is at its computational maximum after this curve; this is due to the accumulation of the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) onto 𝐪\mathbf{q} after 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} is crossed, as will be detailed in section 6. This curve 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} represents the last moment where system eq. 1 exhibits a homoclinic or heteroclinic bifurcation close to 𝐂𝐈\mathbf{C_{I}}, after which the dynamics are complicated due to the existence of structurally stable homoclinic orbits of Γo\Gamma_{o}.

Refer to caption
Figure 6: Configuration of the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) of system eq. 1 in 3\mathbb{R}^{3} at the codimension-one heteroclinic bifurcations. Shown are the heteroclinic branch of Wu(𝟎)W^{u}(\mathbf{0}) (red), and the periodic orbits Γo\Gamma_{o} (purple) and Γt\Gamma_{t} (green). Panels (a1)-(a5) illustrate connections from 𝟎\mathbf{0} to Γt\Gamma_{t} and panel (b) shows the connection from 𝟎\mathbf{0} to Γo\Gamma_{o}. Here, we used α=0.5\alpha=0.5 and the respective μ\mu-values for each panel are given in table 3.

It was proved under the conditions of case C that a Hénon-like attractor unfolds from 𝐂𝐈\mathbf{C_{I}} [26]. The Smale–horseshoe region was conjectured to be bounded by a first quadratic tangency between the stable and unstable manifolds of a saddle periodic orbit [26]. However, it was not even clear at the time that such a first tangency existed in the unfolding of an inclination flip point. We have found this first tangency and it corresponds to the bifurcation curve 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} (violet curve) in fig. 5 where the stable and unstable manifolds of Γo\Gamma_{o} have a tangency. After leaving the Smale–horseshoe region through 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}, we find a strange attractor in phase space whose corresponding branched manifold resembles that of the Rössler attractor. This attractor exists during a reverse period-doubling cascade which terminates at the bifurcation 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}}, where the saddle periodic orbit Γt\Gamma_{t} changes to an attracting periodic orbit Γta\Gamma^{a}_{t} and the corresponding attracting periodic orbit Γta2{}^{2}\Gamma^{a}_{t} of twice the period disappears. Then Γta\Gamma^{a}_{t} disappears in the saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} with Γo\Gamma_{o}.

Note in fig. 5 that we also find a bifurcation curve 𝐅\mathbf{F}, similar to the ones found in [1, 13], that represents the moment when Ws(𝟎)W^{s}(\mathbf{0}) becomes tangent to Wu(Γo)W^{u}(\Gamma_{o}). If one follows the curve 𝐅\mathbf{F} in fig. 5, one sees that it intersects the curve 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} at a point that we labeled 𝐇𝐞𝐭Cycle\mathbf{Het_{\rm Cycle}} which is seen more clearly in the corresponding enlargement. At this point, there exists a codimension-two heteroclinic cycle between 𝟎\mathbf{0} and Γo\Gamma_{o} in system eq. 1. The unfolding of this cycle has been studied theoretically [7, 24] as an organizing center for the creation of chaotic regions in the parameter plane and the creation of multi-pulse homoclinic solutions that exhibit flip bifurcations close to it. This agrees with our computations, because the Smale–horseshoe region 𝐒𝐇\mathbf{SH} in fig. 5 also unfolds from the point 𝐇𝐞𝐭Cycle\mathbf{Het_{\rm Cycle}}; moreover, different homoclinic bifurcation branches in the bifurcation diagram exhibit inclination flip bifurcations, as will be discussed in detail in section 8.

Finally, note in fig. 5 that the additional stable equilibrium 𝐪\mathbf{q} of system eq. 1 goes through a Hopf bifurcation labeled 𝐇𝐁\mathbf{HB} (light-green curve) and becomes an unstable saddle focus. On the curve 𝐇𝐁\mathbf{HB}, there exists a generalized Hopf bifurcation point 𝐆𝐇𝐁\mathbf{GHB}, which gives rise to a curve (dark-green) of saddle-node bifurcation 𝐒𝐍𝐏\mathbf{SNP^{*}} at which Γo\Gamma_{o} and an attracting periodic orbit Γa\Gamma^{a} are created. The curve 𝐒𝐍𝐏\mathbf{SNP^{*}} ends in a cusp bifurcation point 𝐂𝐏\mathbf{CP} with the curve 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}}; see the inset in fig. 5. The periodic orbits Γo\Gamma_{o} and Γt\Gamma_{t} disappear on the other side of 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} and only Γa\Gamma^{a} persists; hence, the bifurcation curves 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} and 𝐅\mathbf{F} disappear at the point 𝐂𝐏\mathbf{CP} and the curve 𝐒𝐍𝐏\mathbf{SNP^{*}}, respectively. In particular, we find another curve 𝐅\mathbf{F^{*}} (dashed blue line), which represents the moment when Ws(𝟎)W^{s}(\mathbf{0}) becomes tangent to Wu(𝐪)W^{u}(\mathbf{q}); this curve constitutes the extension of 𝐅\mathbf{F} past its intersection with 𝐒𝐍𝐏\mathbf{SNP^{*}}.

𝟏\mathbf{1} 𝟐\mathbf{2} 𝟑\mathbf{3} 𝐇𝐨\mathbf{H_{o}} 𝐇𝐭\mathbf{H_{t}}
𝟏𝐨\mathbf{1_{o}} 𝟏𝐭\mathbf{1_{t}}
α\alpha 0. 200 0. 500 0. 200 0. 500 0. 200 0. 500
μ\mu 0. 050 0. 001 0-0. 001 0-0. 002 0. 000 0. 000
Table 2: Representative parameter values for the open regions 𝟏\mathbf{1} 𝟑\mathbf{3} and the homoclinic bifurcations 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}}, as used in fig. 7; all other parameter values are as in table 1.
Refer to caption
Figure 7: Phase portraits of system eq. 1 in regions 𝟏\mathbf{1} 𝟑\mathbf{3} of the (α,μ)(\alpha,\mu)-plane and along the bifurcations 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}} near the inclination flip point 𝐂𝐈\mathbf{C_{I}}. Shown are Ws(𝟎)W^{s}(\mathbf{0}) (blue surface), Wss(𝟎)W^{ss}(\mathbf{0}) (blue curve), Wu(𝟎)W^{u}(\mathbf{0}) (pink curve), Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface) and Ws(Γt)W^{s}(\Gamma_{t}) (purple surface). The outer rims of the two-dimensional stable manifolds are highlighted in black. The (α,μ)(\alpha,\mu)-values for each panel are given in table 2. See also the accompanying animation ( GKO_Cflip_animatedFig7.gif).

4 Transition through the homoclinic bifurcations

In order to illustrate the difference between crossing the orientable homoclinic bifurcation 𝐇𝐨\mathbf{H_{o}} and the nonorientable homoclinic bifurcation 𝐇𝐭\mathbf{H_{t}} in fig. 5, we choose representative points in the regions 𝟏\mathbf{1} to 𝟑\mathbf{3} and at the bifurcations 𝐇𝐭\mathbf{H_{t}} and 𝐇𝐨\mathbf{H_{o}}; see table 2 for the precise parameters chosen. In particular, we choose two points in region  𝟏\mathbf{1}, labeled 𝟏𝐨{\color[rgb]{0,0,1}\mathbf{1_{o}}} and 𝟏𝐭{\color[rgb]{0,0,1}\mathbf{1_{t}}}, which are close to 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}}, respectively. The phase portraits with the respective global invariant objects in 3\mathbb{R}^{3} are shown in fig. 7.

Region 𝟏\mathbf{1} is characterized by the existence of the orientable saddle periodic orbit Γo\Gamma_{o}, the saddle equilibrium 𝟎\mathbf{0} and the stable-focus 𝐪\mathbf{q}. Panel 𝟏𝐨{\color[rgb]{0,0,1}\mathbf{1_{o}}} of fig. 7 shows the corresponding phase portrait, which consists of the stable manifolds Ws(𝟎)W^{s}(\mathbf{0}) (blue surface) and Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface), and the unstable manifolds Wu(𝟎)W^{u}(\mathbf{0}) (red curve) and Wu(Γt)W^{u}(\Gamma_{t}) (orange surface). Note that Ws(Γo)W^{s}(\Gamma_{o}) is a topological cylinder that bounds the basin of attraction (𝐪)\mathcal{B}(\mathbf{q}) of 𝐪\mathbf{q}. The manifold Ws(𝟎)W^{s}(\mathbf{0}) accumulates from the outside onto Ws(Γo)W^{s}(\Gamma_{o}) backward in time. One of the sheets that form Wu(Γo)W^{u}(\Gamma_{o}) lies inside the topological cylinder Ws(Γo)W^{s}(\Gamma_{o}) and, as such, it accumulates onto 𝐪\mathbf{q}; the other sheet is bounded by Wu(𝟎)W^{u}(\mathbf{0}). The accumulation of Ws(𝟎)W^{s}(\mathbf{0}) onto Ws(Γo)W^{s}(\Gamma_{o}) and the fact that Wu(𝟎)W^{u}(\mathbf{0}) bounds one sheet of Wu(Γo)W^{u}(\Gamma_{o}) are due to the λ\lambda-lemma [31, 41]: the existence of a nontransversal intersection between Ws(𝟎)W^{s}(\mathbf{0}) and Wu(𝟎)W^{u}(\mathbf{0}) implies the existence of a structurally stable heteroclinic orbit from Γo\Gamma_{o} to 𝟎\mathbf{0}. Notice that Wu(𝟎)W^{u}(\mathbf{0}) spirals once around Γo\Gamma_{o} before escaping to infinity, so that ζ=1\zeta=1 for this region. The boundary between regions 𝟏𝐨{\color[rgb]{0,0,1}\mathbf{1_{o}}} to 𝟐\mathbf{2} is the codimension-one orientable homoclinic bifurcation 𝐇𝐨\mathbf{H_{o}}. At this bifurcation, the saddle periodic orbit Γo\Gamma_{o} becomes the homoclinic orbit 𝚪hom\mathbf{\Gamma_{\rm hom}} and the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) closes along its strong stable manifold Wss(𝟎)W^{ss}(\mathbf{0}) in a topological cylinder; see panel 𝐇𝐨\mathbf{H_{o}} of fig. 7. However, the moment one transitions into region  𝟐\mathbf{2}, the homoclinic orbit 𝚪hom\mathbf{\Gamma_{\rm hom}} disappears, allowing Wu(𝟎)W^{u}(\mathbf{0}) to accumulate onto 𝐪\mathbf{q}; see panel  𝟐\mathbf{2} of fig. 7. Hence, the ζ\zeta-value in this region is infinite.

We now focus on the transition through the codimension-one nonorientable homoclinic bifurcation 𝐇𝐭\mathbf{H_{t}}. At the point  𝟏𝐭\mathbf{1_{t}}, system eq. 1 is close to a nonorientable homoclinic bifurcation. Note that the computed manifolds in panels  𝟏𝐭\mathbf{1_{t}} and 𝟏𝐨\mathbf{1_{o}} are topologically equivalent, but the way Ws(𝟎)W^{s}(\mathbf{0}) approaches backward in time onto Wss(𝟎)W^{ss}(\mathbf{0}) vastly differs. In particular, note in panel  𝟏𝐭\mathbf{1_{t}} how the bottom part of the outer layer of Ws(𝟎)W^{s}(\mathbf{0}) that accumulates onto Ws(Γo)W^{s}(\Gamma_{o}) twists as it gets closer to Wss(𝟎)W^{ss}(\mathbf{0}). In the transition from region 𝟏𝐭{\color[rgb]{0,0,1}\mathbf{1_{t}}} to region  𝟑\mathbf{3}, system eq. 1 exhibits the bifurcation 𝐇𝐭\mathbf{H_{t}} illustrated in panel 𝐇𝐭\mathbf{H_{t}} of fig. 7. At this bifurcation, the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) closes along its strong stable manifold Wss(𝟎)W^{ss}(\mathbf{0}) in a topological Möbius band. In contrast to 𝐇𝐨\mathbf{H_{o}}, the saddle periodic orbit Γo\Gamma_{o} does not become the homoclinic orbit 𝚪hom\mathbf{\Gamma_{\rm hom}} at the bifurcation 𝐇𝐭\mathbf{H_{t}}. Then in region  𝟑\mathbf{3}, the saddle periodic orbit Γo\Gamma_{o} persists and 𝚪hom\mathbf{\Gamma_{\rm hom}} bifurcated into the nonorientable saddle periodic orbit Γt\Gamma_{t}; see panel  𝟑\mathbf{3} of fig. 7. Its stable manifold Ws(Γt)W^{s}(\Gamma_{t}) (purple surface) accumulates onto Γo\Gamma_{o} backward in time, and Ws(𝟎)W^{s}(\mathbf{0}) lies in between Ws(Γo)W^{s}(\Gamma_{o}) and Ws(Γt)W^{s}(\Gamma_{t}). Contrary to region  𝟐\mathbf{2}, the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) spirals twice around Ws(Γo)W^{s}(\Gamma_{o}) and then escapes to infinity, so that ζ=2\zeta=2 for this region. Furthermore, the two-dimensional stable and unstable manifolds in region  𝟑\mathbf{3} have transverse intersections; in particular, we have a configuration of the form ΓoΓt𝟎\Gamma_{o}\rightarrow\Gamma_{t}\rightarrow\mathbf{0}, that is, there exist heteroclinic orbits from Γo\Gamma_{o} to Γt\Gamma_{t} and from Γt\Gamma_{t} to 𝟎\mathbf{0}.

By applying the λ\lambda-lemma [31, 41] in a Poincaré section of Γt\Gamma_{t}, we can show that ΓoΓt𝟎\Gamma_{o}\rightarrow\Gamma_{t}\rightarrow\mathbf{0} implies, in fact, the existence of infinitely many heteroclinic orbits from Γo\Gamma_{o} to 𝟎\mathbf{0}. Hence, we have the following:

Remark 4.1.

The phase portrait in region  𝟑\mathbf{3} is topological equivalent to that in region  𝟒\mathbf{4} for case B if we contract Γo\Gamma_{o} to the point 𝐪\mathbf{q}; see [13].

Refer to caption
Figure 8: Illustration of the intersection of the stable manifolds of 𝟎\mathbf{0} and Γo\Gamma_{o} in system eq. 1 with the sphere 𝕊\mathbb{S}^{*} of radius 0.60.6 and center (0.5,0,0)(0.5,0,0); see also the accompanying animation ( GKO_Cflip_animatedFig8.gif). The left panel shows Ws(𝟎)W^{s}(\mathbf{0}) (blue surface), Wss(𝟎)W^{ss}(\mathbf{0}) (blue curve) and Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface) inside 𝕊\mathbb{S}^{*} (green suface). The right panel shows only the corresponding intersection sets W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) (blue curve), W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) (blue dots), and W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) (cyan curve) on 𝕊\mathbb{S}^{*}; the red dot is the stereographic projection point on 𝕊\mathbb{S}^{*}. The values of α\alpha and μ\mu correspond to region 𝟏𝐭{\color[rgb]{0,0,1}\mathbf{1_{t}}} and are given in table 2; compare with the corresponding panel in fig. 9.

4.1 Intersection sets with a sphere

We study now the intersection sets of the stable manifolds with the sphere 𝕊:={x3:xc=R}\mathbb{S}^{*}:=\{x\in\mathbb{R}^{3}:\mid\!\mid\!x-c\!\mid\!\mid=R\}, where c:=(cx,cy,cz)=(0.5,0,0)c:=(c_{x},c_{y},c_{z})=(0.5,0,0) and R=0.6R=0.6. Since 𝕊\mathbb{S}^{*} is a compact set, all intersections of the stable manifolds with 𝕊\mathbb{S}^{*} are bounded. In particular, two-dimensional manifolds (in general position) lead to curves on 𝕊\mathbb{S}^{*}, while one-dimensional stable manifolds intersect 𝕊\mathbb{S}^{*} in points. This is illustrated in fig. 8 for the invariant manifolds in region 𝟏𝐭{\color[rgb]{0,0,1}\mathbf{1_{t}}}.

Next, we stereographically project these intersection sets onto one of the tangent planes of 𝕊\mathbb{S}^{*} to present them as two-dimensional pictures. More precisely, we first apply the transformation

π=(uu,vv,ww),\pi=\left(\frac{u}{\mid\!\mid\!u\!\mid\!\mid},\frac{v}{\mid\!\mid\!v\!\mid\!\mid},\frac{w}{\mid\!\mid\!w\!\mid\!\mid}\right),

formed by the vectors

u=(0.5706,0.1854,0)T,v=(1,(ux+uz)/uy,1)T and w=u×v.u=(0.5706,0.1854,0)^{T},v=(1,-(u_{x}+u_{z})/u_{y},1)^{T}\text{ and }w=u\times v.

We rotate and translate points (x,y,z)𝕊(x,y,z)\in\mathbb{S}^{*} to points (x,y,z)(x^{\prime},y^{\prime},z^{\prime}) on the sphere of radius R=0.6R=0.6 centered at the origin, that is, (x,y,z)=π(xc)(x^{\prime},y^{\prime},z^{\prime})=\pi(x-c). This transformation rotates the stereographic point, the red dot in fig. 8, so that it corresponds to the south pole of the transformed sphere. We then use stereographic projection from the south pole onto the tangent plane at the north pole, via the transformation

(x,y,z)(RxR+z,RyR+z).(x^{\prime},y^{\prime},z^{\prime})\mapsto\left(\frac{Rx^{\prime}}{R+z^{\prime}},\frac{Ry^{\prime}}{R+z^{\prime}}\right). (3)

This particular stereographic projection was chosen to improve the visibility of certain features of the intersection sets specific to case C.

Refer to caption
Figure 9: Stereographic projections of the intersection sets of the invariant manifolds with 𝕊\mathbb{S}^{*} in regions 𝟏\mathbf{1} 𝟑\mathbf{3} and at the homoclinic bifurcations 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}} near the inclination flip point 𝐂𝐈\mathbf{C_{I}}. The left and right columns show the transition through the homoclinic bifurcations 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}}, respectively. Shown are W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) (dark-blue curves), W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) (light-blue dots), W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) (cyan curve), W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) (purple curve) and ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}) (shaded yellow region). See table 2 for the respective parameter values.

Figure 9 shows the same series of phase portraits from fig. 7 in terms of their intersection sets of stable manifolds with 𝕊\mathbb{S}^{*}. The left column of fig. 9 illustrates the transition through 𝐇𝐨\mathbf{H_{o}} and the right column through 𝐇𝐭\mathbf{H_{t}}. Starting from panel  𝟏𝐨\mathbf{1_{o}} in fig. 9, note how the intersection set W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) (cyan curve) is made up of two topological circles that bound the disconnected basin ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}), that is, ^(𝐪)=W^s(Γo)\partial\widehat{\mathcal{B}}(\mathbf{q})=\widehat{W}^{s}(\Gamma_{o}). The intersection W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) (blue curve) is a single curve that accumulates in a spiralling manner backward in time onto W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). The accumulation is as expected: the λ\lambda-lemma implies that the transversal heteroclinic orbit from Γo\Gamma_{o} to 𝟎\mathbf{0} causes W^s(0)\widehat{W}^{s}(\textbf{0}) to spiral around W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). Note that these phenomena are only observed if the sphere 𝕊\mathbb{S}^{*} is chosen small enough. At the moment of the bifurcation, shown in panel 𝐇𝐨\mathbf{H_{o}}, the curve W^s(0)\widehat{W}^{s}(\textbf{0}) closes back on itself along W^ss(0)\widehat{W}^{ss}(\textbf{0}) and W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) disappears as Γo\Gamma_{o} becomes the homoclinic orbit Γhom\Gamma_{\rm hom}; the basin ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}) is now bounded by a subset of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}), that is, ^(𝐪)W^s(𝟎)\partial\widehat{\mathcal{B}}(\mathbf{q})\subset\widehat{W}^{s}(\mathbf{0}). Hence, at 𝐇𝐨\mathbf{H_{o}}, the boundary of the basin of attraction of 𝐪\mathbf{q} is contained in Ws(𝟎)W^{s}(\mathbf{0}). As soon as we enter region  𝟐\mathbf{2}, the entire intersection set W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) becomes the boundary of ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}), which is now a connected region that is topologically equivalent to an open disk; see panel  𝟐\mathbf{2}.

In panel  𝟏𝐭\mathbf{1_{t}} of fig. 9, one sees the same topological configuration as in panel  𝟏𝐨\mathbf{1_{o}}, because both phase portraits are from the same region; however, note how only one end of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) gets close to both points in W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) in panel  𝟏𝐭\mathbf{1_{t}}. At the nonorientable homoclinic bifurcation 𝐇𝐭\mathbf{H_{t}}, the intersection set W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) connects back on itself at W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) in a different way, as is illustrated in panel 𝐇𝐭\mathbf{H_{t}} of fig. 9. Here, W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) does not bound two open regions as in panel 𝐇𝐨\mathbf{H_{o}}. Instead, at 𝐇𝐭\mathbf{H_{t}} the two segments that form W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) accumulate onto the two topological circles W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) due to the persistence of the heteroclinic orbit from Γo\Gamma_{o} to 𝟎\mathbf{0}. The nature of ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}) and its boundary is unchanged from panel  𝟏𝐨\mathbf{1_{o}}. As one transitions to region  𝟑\mathbf{3}, the homoclinic orbit 𝚪hom\mathbf{\Gamma_{\rm hom}} becomes the periodic orbit Γt\Gamma_{t} and the intersection set W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) (purple curve) is a single curve that accumulates at both ends onto W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) backward in time, due to the existence of a heteroclinic orbit from Γo\Gamma_{o} to Γt\Gamma_{t}. As mentioned before, there are infinitely many heteroclinic orbits from Γo\Gamma_{o} to 𝟎\mathbf{0} in region 𝟑\mathbf{3}. Since 𝕊\mathbb{S}^{*} is a sufficiently small sphere that is transverse to W^s(𝟎)\widehat{W}^{s}(\mathbf{0}), there exist infinitely many curves in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}). One curve in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) accumulates onto a single topological circle of W^s(Γo)\widehat{W}^{s}(\Gamma_{o}), and all other cuves accumulate onto both topological circles of W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). These sets of curves get arbitrary close to W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) from both sides; we say that W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) is a geometric accumulation curve of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}). In panel  𝟑\mathbf{3} of fig. 9 we only show three of these infinitely many intersection curves of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}), namely, the outer curve that accumulates onto the single topological circle of W^s(Γo)\widehat{W}^{s}(\Gamma_{o}), and two other curves that track W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) on both sides. We remark that the intersection sets shown in fig. 9 are homotopic to the intersection sets shown in [13] for the transition through 𝐇𝐨\mathbf{H_{o}} and 𝐇𝐭\mathbf{H_{t}} in case B, provided one contracts W^ss(Γoa)\widehat{W}^{ss}(\Gamma^{a}_{o}) to W^s(𝐪)\widehat{W}^{s}(\mathbf{q}) through 𝐇𝐨\mathbf{H_{o}} and blows up W^s(𝐪)\widehat{W}^{s}(\mathbf{q}) to a closed curve through 𝐇𝐭\mathbf{H_{t}} in case B.

The fact that ΓoΓt𝟎\Gamma_{o}\rightarrow\Gamma_{t}\rightarrow\mathbf{0} implies the existence of infinitely many structurally stable heteroclinic orbits from Γo\Gamma_{o} to 𝟎\mathbf{0} is going to be a recurrent phenomenon for different equilibria and saddle periodic orbits. For ease of exposition, we summarize the consequences in general terms:

Proposition 4.2.

Let A,BA,B and CC be hyperbolic saddle equilibria or periodic orbits of system eq. 1. If ABCA\rightarrow B\rightarrow C then there exist infinitely many structurally stable orbits from AA to CC. Furthermore, if Ws(A)W^{s}(A) intersects 𝕊\mathbb{S}^{*} transversally then there exist infinitely many curves in W^s(C)\widehat{W}^{s}(C). Each curve in W^s(C)\widehat{W}^{s}(C) accumulates onto W^s(A)\widehat{W}^{s}(A) backward in time, and W^s(B)\widehat{W}^{s}(B) is a geometric accumulation curve of W^s(C)\widehat{W}^{s}(C).

Proof.

The proof follows from the λ\lambda-lemma and is a variation of the proof given in [13] for the case 𝐪Γt𝟎\mathbf{q}\rightarrow\Gamma_{t}\rightarrow\mathbf{0}. ∎

5 Cascades of homoclinic and heteroclinic bifurcations

We now focus our attention on the invariant manifolds of system eq. 1 during the cascades of homoclinic and heteroclinic bifurcations, which we study and illustrate along the line α=0.5\alpha=0.5 in the (α,μ)(\alpha,\mu)-plane.

5.1 Transition through 𝐇𝐭𝟐\mathbf{{}^{2}H_{t}}

Refer to caption
Figure 10: Stereographic projection of the intersection sets of the invariant manifolds with 𝕊\mathbb{S}^{*} before, at, and after the moment of the codimension-one homoclinic bifurcation 𝐇𝐭𝟐\mathbf{{}^{2}H_{t}} in panels (a), (b1) and (b2), and (c), respectively. Panel (a) shows a sketch of the stereographic projection in region  𝟑\mathbf{3}; panels (b1) and (b2) show a sketch and the computed projections of system eq. 1 at 𝐇𝐭𝟐\mathbf{{}^{2}H_{t}}, respectively; and panel (c) shows a sketch after 𝐇𝐭𝟐\mathbf{{}^{2}H_{t}}. The color code and labeling of the regions is as in fig. 9. Panel (b2) is for parameter values (α,μ)=(0.5,0.002880267)(\alpha,\mu)=(0.5,-0.002880267).

Starting from region  𝟑\mathbf{3}, we first encounter the codimension-one nonorientable homoclinic bifurcation 𝐇𝐭2{}^{2}\mathbf{H_{t}} which is shown in fig. 10 as a stereographic projection of the stable invariant objects on 𝕊\mathbb{S}^{*} that exist in phase space. Panel (a) shows a sketch of the intersection sets in region  𝟑\mathbf{3} shown in fig. 9. The pink region indicates the relative location of the infinitely many curves in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) that accumulate geometrically onto W^s(Γt)\widehat{W}^{s}(\Gamma_{t}). At the moment of the codimension-one homoclinic bifurcation 𝐇𝐭2{}^{2}\mathbf{H_{t}}, the outer-most curve in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) that connects both topological circles of W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) splits into two curves that close on W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) at the two points W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}); see the sketch in panel (b1) of fig. 10 and the associated computed phase portrait on 𝕊\mathbb{S}^{*} in panel (b2). The bifurcation 𝐇𝐭2{}^{2}\mathbf{H_{t}} gives rise to the saddle periodic orbit Γt2{}^{2}\Gamma_{t}, and we find the following transversal connections: ΓoΓt2𝟎\Gamma_{o}\rightarrow{{}^{2}\Gamma_{t}}\rightarrow\mathbf{0}, ΓoΓtΓt2\Gamma_{o}\rightarrow{\Gamma_{t}}\rightarrow{{}^{2}\Gamma_{t}} and ΓoΓt2Γt\Gamma_{o}\rightarrow{{}^{2}\Gamma_{t}}\rightarrow\Gamma_{t}. Panel (c) illustrates the situation by way of a representative sketch. Note how the two curves of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) that end at W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) in panel (b1) give rise to the two light-green regions, which represent the accumulation onto W^s(2Γt)\widehat{W}^{s}(^{2}\Gamma_{t}) (dark-cyan curves) of infinitely many curves in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) and W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) due to the existence of ΓoΓt2𝟎\Gamma_{o}\rightarrow{{}^{2}\Gamma_{t}}\rightarrow\mathbf{0} and ΓoΓt2Γt\Gamma_{o}\rightarrow{{}^{2}\Gamma_{t}}\rightarrow{\Gamma_{t}}; we refer to 4.2. Both circles in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) bound one of these two regions, but only one circle in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) bounds the other region. Furthermore, since ΓoΓt𝟎\Gamma_{o}\rightarrow{\Gamma_{t}}\rightarrow{\mathbf{0}} and ΓoΓtΓt2\Gamma_{o}\rightarrow{\Gamma_{t}}\rightarrow{{}^{2}\Gamma_{t}}, the pink region must contain infinitely many curves of W^s(2Γt)\widehat{W}^{s}(^{2}\Gamma_{t}), and infinitely many curves in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) also accumulate geometrically onto these curves. The existence of both pink and light-green regions is important. As μ\mu decreases, the outer-most curve from the region that is closest to W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) will meet W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) at a certain value μ\mu^{*}; depending on whether this is a curve from W^s(𝟎)\widehat{W}^{s}(\mathbf{0}), W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) or W^s(2Γt)\widehat{W}^{s}(^{2}\Gamma_{t}), system eq. 1 exhibits a particular corresponding codimension-one homoclinic or heteroclinic bifurcation. Furthermore, as the infinitely many curves in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) accumulate onto either W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) or W^s(2Γt)\widehat{W}^{s}(^{2}\Gamma_{t}), infinitely many homoclinic bifurcations must occur before a codimension-one heteroclinic bifurcation can take place. Whenever a homoclinic bifurcation occurs, the above sequence of different kinds of bifurcations occurs again; that is, an additional saddle periodic orbit is created, accompanied by two regions of accumulation with respect to the stable manifold of the new saddle periodic orbit. Moreover, an accumulation of intersection curves from this stable manifold is created inside the already existing regions. In addition, the closer W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) lies to W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) or W^s(2Γt)\widehat{W}^{s}(^{2}\Gamma_{t}), the higher the number of rotations are for both the homoclinic orbit and the bifurcating saddle periodic orbit.

5.2 Transition through 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right]

Refer to caption
Figure 11: The stable manifold Ws(Γt)W^{s}(\Gamma_{t}) (purple surface) of the nonorientable saddle periodic orbit Γt\Gamma_{t} (green curve), together with Wu(𝟎)W^{u}(\mathbf{0}) (red curve) and Wss(𝟎)W^{ss}(\mathbf{0}) (blue curve) before, at, and after the moment of the codimension-one heteroclinic bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] of system eq. 1 in rows (a), (b) and (c), respectively. The left column shows Ws(Γt)W^{s}(\Gamma_{t}) in a tubular neighborhood of Γt\Gamma_{t}, and the right column shows a larger part of Ws(Γt)W^{s}(\Gamma_{t}). Rows (a), (b) and (c) are for (α,μ)=(0.5,0.002)(\alpha,\mu)=(0.5,-0.002), (α,μ)=(0.5,0.002880324)(\alpha,\mu)=(0.5,-0.002880324) and (α,μ)=(0.5,0.0035)(\alpha,\mu)=(0.5,-0.0035), respectively. See also the accompanying animation ( GKO_Cflip_animatedFig11.gif).

We illustrate in fig. 11 the transition through the codimension-one heteroclinic bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] and its effect on the reorganization of the stable manifold Ws(Γt)W^{s}(\Gamma_{t}) (purple surface) in phase space. The left column shows Ws(Γt)W^{s}(\Gamma_{t}) in a tubular neighborhood of Γt\Gamma_{t}, showing that Ws(Γt)W^{s}(\Gamma_{t}) is topologically a Möbius band. The right column (2) shows a larger part of Ws(Γt)W^{s}(\Gamma_{t}). Panels (a1) and (a2) show Ws(Γt)W^{s}(\Gamma_{t}), at μ=0.002\mu=-0.002, before the bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] and the associated first homoclinic cascade; panels (b1) and (b2) are at the moment of the bifurcation, when μ0.002880324\mu\approx-0.002880324; and panels (a3) and (b3) are for μ=0.0035\mu=-0.0035, in region  𝟒\mathbf{4} past the first cascade; see fig. 5.

We first focus on the local behavior in a tubular neighborhood. In panel (a1), the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) (red curve) makes one rotation close to Γo\Gamma_{o} and one close to Γt\Gamma_{t} and then escapes to infinity. As discussed before, a sequence of homoclinic bifurcations must occur before the bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] is exhibited by system eq. 1. During this sequence, the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) gains turns around Ws(Γt)W^{s}(\Gamma_{t}), thus increasing ζ\zeta, until its limiting case at the bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right]. However, note how the first loop of Wu(𝟎)W^{u}(\mathbf{0}) is still close to Γo\Gamma_{o} before accumulating onto Γt\Gamma_{t}; this situation is the same as in panel (a1) of fig. 6. After 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right], a sequence of homoclinic bifurcations occur which decreases the winding number of Wu(𝟎)W^{u}(\mathbf{0}) around Ws(Γt)W^{s}(\Gamma_{t}), thus decreasing ζ\zeta. Finally in region  𝟒\mathbf{4}, the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) makes two rotation close to Γo\Gamma_{o} and one again close to Γt\Gamma_{t} before escaping to infinity; see panel (c1). In particular, the orientation of the homoclinic bifurcation of 𝟎\mathbf{0} that follows, depends on how Wu(𝟎)W^{u}(\mathbf{0}) passes near Γo\Gamma_{o} and Γt\Gamma_{t}.

We gain a deeper understanding by studying a larger portion of Ws(Γt)W^{s}(\Gamma_{t}) as shown in the right column of fig. 11. Panel (a2) illustrates how Ws(Γt)W^{s}(\Gamma_{t}) spirals around Ws(Γo)W^{s}(\Gamma_{o}) due to the presence of heteroclinic orbits from Γo\Gamma_{o} to Γt\Gamma_{t}; the outer rim of the computed part of Ws(Γt)W^{s}(\Gamma_{t}) is highlighted as the black curve. Note how part of Ws(Γt)W^{s}(\Gamma_{t}) gets close to Wss(𝟎)W^{ss}(\mathbf{0}) before starting to spiral again. In panel (b2), this part of Ws(Γt)W^{s}(\Gamma_{t}) has disappeared, and the existence of the heteroclinic orbit 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] forces Ws(Γt)W^{s}(\Gamma_{t}) to accumulate onto Wss(𝟎)W^{ss}(\mathbf{0}) backward in time. After the bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right], the manifold Ws(Γt)W^{s}(\Gamma_{t}) no longer accumulates onto Wss(𝟎)W^{ss}(\mathbf{0}); see panel (c2). Observe that Ws(Γt)W^{s}(\Gamma_{t}) in panel (c2) seems identical to Ws(Γt)W^{s}(\Gamma_{t}) in panel (b2), but it exhibits one additional loop. This extra loop would spread out if a much larger portion of Ws(Γt)W^{s}(\Gamma_{t}) were computed, and it would get close to Wss(𝟎)W^{ss}(\mathbf{0}) in the same way as in panel (a2).

Refer to caption
Figure 12: Stereographic projection of the intersection sets of the invariant manifolds with 𝕊\mathbb{S}^{*} at the codimension-one heteroclinic bifurcation 𝐐𝟎Γt\mathbf{Q}^{\Gamma_{t}}_{\mathbf{0}}, in region  𝟒\mathbf{4}, and at the codimension-one heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}^{\Gamma_{o}}_{\mathbf{0}} in rows (a) and (b), respectively. The left column shows the computed projections and the right column corresponding sketches. The color code and labeling of the regions is the same as in fig. 9. Panels (a1), and (b1) are for (α,μ)=(0.5,0.002880324)(\alpha,\mu)=(0.5,-0.002880324) and (α,μ)=(0.5,0.0035)(\alpha,\mu)=(0.5,-0.0035), respectively.

Figure 12 illustrates the transition to region  𝟒\mathbf{4} on the level of the intersection sets of the invariant objects with 𝕊\mathbb{S}^{*}. Panels (a1) and (a2) are stereographic projections of the intersection sets with 𝕊\mathbb{S}^{*} at the moment of the first codimension-one heteroclinic bifurcation 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] of Γt\Gamma_{t}. At the moment of the bifurcation the curve W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) (purple) splits into two curves that meet at the two points in W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}); see panel (a1). This phenomenon is illustrated more clearly in the sketch shown in panel (a2), where the accumulation of curves in W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) is represented by the pink shading. As mentioned before, each homoclinic bifurcation creates a saddle periodic orbit that gives rise to two new accumulation regions in the intersection set with 𝕊\mathbb{S}^{*}; these are shaded in panel (a2) with different tones of cyan and the label indicates the intersection curve of the principal stable manifold. Only two pairs of accumulation regions are indicated in panel (a2). The gray region represents the infinitely many regions created in further homoclinic bifurcations and specifies their relative location in the stereographic projection. It is clear from panels (a1) and (a2) of fig. 12 that, after crossing of 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right], there is another cascade of homoclinic bifurcations that terminates on the homoclinic bifurcation associated with the blue curve in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) that bounds the pink region in panel (a2); this last homoclinic bifurcation corresponds to the last bifurcation that system eq. 1 exhibits before transitioning into region  𝟒\mathbf{4} in fig. 5. Panels (b1) and (b2) in fig. 12 show the situation in region  𝟒\mathbf{4} on the level of the stereographic projections. In particular, each accumulation region is represented by the main intersection curve of the stable manifold of the saddle periodic orbit that exists on it. Observe how one of the curves of W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) and, thus, the corresponding accumulation region accumulate onto a single topological circle of W^s(Γo)\widehat{W}^{s}(\Gamma_{o}), while the other curve accumulates on both topological circles of W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). This is true for each of the accumulation regions of the different saddle periodic orbits, while they accumulate at the same time onto W^s(Γt)\widehat{W}^{s}(\Gamma_{t}) (gray region).

5.3 Transition through 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}

Refer to caption
Figure 13: The stable manifold Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface) of the orientable saddle periodic orbit Γo\Gamma_{o} (purple curve), together with Wu(𝟎)W^{u}(\mathbf{0}) (red curve) and Wss(𝟎)W^{ss}(\mathbf{0}) before, at, and after the moment of the codimension-one heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}^{\Gamma_{o}}_{\mathbf{0}} of system eq. 1 in rows (a), (b) and (c), respectively. The left column shows Ws(Γt)W^{s}(\Gamma_{t}) in a tubular neighborhood of Γt\Gamma_{t}, and the right column shows a larger part of Ws(Γt)W^{s}(\Gamma_{t}). Rows (a), (b) and (c) are for (α,μ)=(0.5,0.002)(\alpha,\mu)=(0.5,-0.002), (α,μ)=(0.5,0.004861805)(\alpha,\mu)=(0.5,-0.004861805) and (α,μ)=(0.5,0.005)(\alpha,\mu)=(0.5,-0.005), respectively. See also the accompanying animation ( GKO_Cflip_animatedFig13.gif).

The final step at the end of all cascades is the heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}. The two-dimensional stable manifold Ws(Γo)W^{s}(\Gamma_{o}) does not interact with any saddle invariant object, and it retains its topological properties during the cascades of homoclinic and heteroclinic bifurcations. However, this changes as soon as Ws(Γo)W^{s}(\Gamma_{o}) intersects Wu(𝟎)W^{u}(\mathbf{0}) at the bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, which is illustrated in fig. 13. Specifically, the left column shows Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface), together with Wu(𝟎)W^{u}(\mathbf{0}) (red curve), in a tubular neighborhood of Γo\Gamma_{o} and the right column shows larger parts of these manifolds. Panels (a1) and (a2) show, at μ=0.002\mu=-0.002, the situation before the bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, that is, during the homoclinic and heteroclinic cascades; panels (b1) and (b2) are for μ0.004861805\mu\approx-0.004861805 at the moment of the bifurcation 𝐐𝟎Γo\mathbf{Q}^{\Gamma_{o}}_{\mathbf{0}}; and panels (a3) and (b3) are for μ=0.005\mu=-0.005, after the bifurcation. It seems that, in the vicinity of Γo\Gamma_{o}, the transition through 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} does not manifest itself as any topological change for Ws(Γo)W^{s}(\Gamma_{o}), apart from its relative position with respect to Wu(𝟎)W^{u}(\mathbf{0}). Hence, in panels (a1), (b1) and (c1), one sees Wu(𝟎)W^{u}(\mathbf{0}) outside, at, and inside the topological cylinder Ws(Γo)W^{s}(\Gamma_{o}), respectively. The difference becomes apparent only when we consider a larger portion of phase space. In panel (a2), the stable manifold Ws(Γo)W^{s}(\Gamma_{o}) is still a topological cylinder, but note how part of Ws(Γo)W^{s}(\Gamma_{o}) lies close to Wss(𝟎)W^{ss}(\mathbf{0}). The moment 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} occurs, in panel (b2), one trajectory of the unstable manifold manifold Wu(𝟎)W^{u}(\mathbf{0}) lies inside Ws(Γo)W^{s}(\Gamma_{o}) which forces Ws(Γo)W^{s}(\Gamma_{o}) to accumulate onto Wss(𝟎)W^{ss}(\mathbf{0}) backward in time. After the bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, as shown in panel (c2) of fig. 13, the lower half of Ws(Γo)W^{s}(\Gamma_{o}) starts to spiral around its upper half. The spiralling accumulation is due to the existence of structurally stable homoclinic orbits of Γo\Gamma_{o}. Note in panel (c2) that one branch of Wu(𝟎)W^{u}(\mathbf{0}) lies in the basin (𝐪)\mathcal{B}(\mathbf{q}) and the other one lies in the positive invariant set VV, as defined in section 2.2. Hence, the winding number ζ\zeta is infinite and there cannot be any homoclinic or heteroclinic bifurcations occurring after 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}. This implies that 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} marks the end of the homoclinic and heteroclinic cascade in the (α,μ)(\alpha,\mu)-plane.

5.4 Computation of bifurcation sequences

To determine different homoclinic and heteroclinic cascades, and to understand their organization in the parameter plane, we computed representative bifurcation points and their corresponding μ\mu-values along the line α=0.5\alpha=0.5. These are listed in table 3, which also lists the sequence of further bifurcations past these cascades. We first discuss the global bifurcations up to 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} and then the remaining bifurcations.

As μ\mu decreases from the primary homoclinic bifurcation 𝐇𝐭\mathbf{H_{t}} at μ=0\mu=0, we encounter homoclinic and heteroclinic cascades in a particular order, followed by saddle-node and period-doubling bifurcations of periodic orbits. As mentioned before, a saddle periodic orbit is created for each homoclinic bifurcation that occurs as μ\mu decreases; e.g., the saddle periodic orbits Γt\Gamma_{t} and Γt2{}^{2}\Gamma_{t} are created from the homoclinic bifurcations 𝐇𝐭\mathbf{H_{t}} and 𝐇𝐭2{}^{2}\mathbf{H_{t}}, respectively. We now employ a similar notation as used for the heteroclinic bifurcations to denote the subsequent homoclinic bifurcations where the corresponding orbit makes rotations around certain saddle periodic orbits before accumulating backward and forward in time to 𝟎\mathbf{0}. For ease of exposition, we append this information in their corresponding labels. For example, 𝐇𝐨[nΓo,mΓt]\mathbf{H_{o}}\!\left[n\Gamma_{o},m\Gamma_{t}\right] represents the codimension-one orientable homoclinic bifurcation where the corresponding orbit makes nn turns around Γo\Gamma_{o} and then mm turns around Γt\Gamma_{t} before accumulating forward in time to 𝟎\mathbf{0}. In particular, the homoclinic bifurcations 𝐇𝐨[nΓo,mΓt]\mathbf{H_{o}}\!\left[n\Gamma_{o},m\Gamma_{t}\right] or 𝐇𝐭[nΓo,mΓt]\mathbf{H_{t}}\!\left[n\Gamma_{o},m\Gamma_{t}\right], for n,mn,m\in\mathbb{N}, in table 3 create saddle periodic orbits that make n+m+1n+m+1 loops (the first rotation cannot be assigned to any saddle periodic orbit) and have the same orientation as the homoclinic bifurcation. Heuristically, one can get information about the orientation of the homoclinic bifurcation by looking at the parity of mm, that is, the number of times the corresponding orbit of the homoclinic bifurcation rotates around Γt\Gamma_{t} in phase space before converging to 𝟎\mathbf{0}. In general the first turn changes the orientation of the homoclinic bifurcation to nonorientable, and every time a rotation occurs around Γt\Gamma_{t}, the orientation swaps; hence, for odd mm the corresponding bifurcation is nonorientable and for even mm it is orientable. For example, observe in table 3 that the homoclinic cascade of the form 𝐇𝐭[Γo,mΓt]\mathbf{H_{t}}\!\left[\Gamma_{o},m\Gamma_{t}\right], with mm even, increases in the number of rotations around Γt\Gamma_{t} until it accumulates onto 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right]; the number of rotations then starts decreasing, with mm odd, up to 𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right]. In particular, 𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right] is the last bifurcation that occurs before transitioning into region  𝟒\mathbf{4}. Note that between 𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right] and 𝐇𝐭[2Γo]\mathbf{H_{t}}\!\left[2\Gamma_{o}\right] there is a larger gap in μ\mu compared to the previous homoclinic bifurcations. This is due to the termination and the start of new homoclinic and heteroclinic cascades, respectively. In particular, these two homoclinic bifurcations are related as they create the saddle periodic orbits Γo3{}^{3}\Gamma_{o} and Γt3{}^{3}\Gamma_{t}, which disappear in the saddle-node bifurcation 𝐒𝐍𝐏Γo3\mathbf{SNP}_{{}^{3}\Gamma_{o}}. Because ζ\zeta remains constant at ζ=3\zeta=3, we also have numerical evidence that in this gap there cannot exist additional homoclinic or heteroclinic bifurcations.

Bifurcation μ×[103]\mathbf{\mu}\times[10^{-3}] Bifurcation μ×[103]\mathbf{\mu}\times[10^{-3}]
𝐇𝐭\mathbf{H_{t}} 0.0 𝐇𝐭[5Γo]\mathbf{H_{t}}\!\left[5\Gamma_{o}\right] -4.619987
𝐇𝐭𝟐\mathbf{{}^{2}H_{t}} -2.880268 𝐐𝟎Γt2[5Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[5\Gamma_{o}\right] -4.619993
𝐇𝐭[Γo,2Γt]\mathbf{H_{t}}\!\left[\Gamma_{o},2\Gamma_{t}\right] -2.880324 𝐐𝟎Γt[5Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[5\Gamma_{o}\right] -4.620120
𝐇𝐭[Γo,4Γt]\mathbf{H_{t}}\!\left[\Gamma_{o},4\Gamma_{t}\right] -2.880324 𝐇𝐨[5Γo,Γt]\mathbf{H_{o}}\!\left[5\Gamma_{o},\Gamma_{t}\right] -4.620128
𝐇𝐭[Γo,6Γt]\mathbf{H_{t}}\!\left[\Gamma_{o},6\Gamma_{t}\right] -2.880324 𝐇𝐭[6Γo]\mathbf{H_{t}}\!\left[6\Gamma_{o}\right] -4.704132
𝐇𝐭[Γo,8Γt]\mathbf{H_{t}}\!\left[\Gamma_{o},8\Gamma_{t}\right] -2.880324 𝐇𝐨[6Γo,Γt]\mathbf{H_{o}}\!\left[6\Gamma_{o},\Gamma_{t}\right] -4.704235
𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right] -2.880324 𝐇𝐭[7Γo]\mathbf{H_{t}}\!\left[7\Gamma_{o}\right] -4.757563
𝐇𝐨[Γo,7Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},7\Gamma_{t}\right] -2.880324 𝐇𝐨[7Γo,Γt]\mathbf{H_{o}}\!\left[7\Gamma_{o},\Gamma_{t}\right] -4.757636
𝐇𝐨[Γo,5Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},5\Gamma_{t}\right] -2.880324 𝐇𝐭[8Γo]\mathbf{H_{t}}\!\left[8\Gamma_{o}\right] -4.792227
𝐇𝐨[Γo,3Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},3\Gamma_{t}\right] -2.880324 𝐇𝐨[8Γo,Γt]\mathbf{H_{o}}\!\left[8\Gamma_{o},\Gamma_{t}\right] -4.792278
𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right] -2.880325 𝐇𝐭[9Γo]\mathbf{H_{t}}\!\left[9\Gamma_{o}\right] -4.815051
𝐇𝐭[2Γo]\mathbf{H_{t}}\!\left[2\Gamma_{o}\right] -3.816057 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} -4.861805
𝐐𝟎Γt2[2Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o}\right] -3.816058 𝐅\mathbf{F} -7.054355
𝐐𝟎Γt[2Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[2\Gamma_{o}\right] -3.816233 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} -7.076705
𝐐𝟎Γt2[2Γo,Γt]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o},\Gamma_{t}\right] -3.816233 𝐒𝐍𝐏Γo10\mathbf{SNP}_{{}^{10}\Gamma_{o}} -7.077572
𝐇𝐨[2Γo,Γt]\mathbf{H_{o}}\!\left[2\Gamma_{o},\Gamma_{t}\right] -3.816234 𝐒𝐍𝐏Γo9\mathbf{SNP}_{{}^{9}\Gamma_{o}} -7.078122
𝐇𝐭[3Γo]\mathbf{H_{t}}\!\left[3\Gamma_{o}\right] -4.249463 𝐒𝐍𝐏Γo7\mathbf{SNP}_{{}^{7}\Gamma_{o}} -7.080554
𝐐𝟎Γt2[3Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[3\Gamma_{o}\right] -4.249465 𝐒𝐍𝐏Γo6\mathbf{SNP}_{{}^{6}\Gamma_{o}} -7.083202
𝐐𝟎Γt[3Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[3\Gamma_{o}\right] -4.249668 𝐒𝐍𝐏Γo5\mathbf{SNP}_{{}^{5}\Gamma_{o}} -7.088049
𝐐𝟎Γt2[3Γo,Γt]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[3\Gamma_{o},\Gamma_{t}\right] -4.249669 𝐒𝐍𝐏Γo4\mathbf{SNP}_{{}^{4}\Gamma_{o}} -7.097747
𝐇𝐨[3Γo,Γt]\mathbf{H_{o}}\!\left[3\Gamma_{o},\Gamma_{t}\right] -4.249669 𝐒𝐍𝐏Γo3\mathbf{SNP}_{{}^{3}\Gamma_{o}} -7.120570
𝐇𝐭[4Γo]\mathbf{H_{t}}\!\left[4\Gamma_{o}\right] -4.483178 𝐏𝐃Γt8\mathbf{PD}_{{}^{8}\Gamma_{t}} -7.151054
𝐐𝟎Γt2[4Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[4\Gamma_{o}\right] -4.483183 𝐏𝐃Γt4\mathbf{PD}_{{}^{4}\Gamma_{t}} -7.153300
𝐐𝟎Γt[4Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[4\Gamma_{o}\right] -4.483359 𝐏𝐃Γt2\mathbf{PD}_{{}^{2}\Gamma_{t}} -7.163762
𝐐𝟎Γt2[4Γo,Γt]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[4\Gamma_{o},\Gamma_{t}\right] -4.483360 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}} -7.211185
𝐇𝐨[4Γo,Γt]\mathbf{H_{o}}\!\left[4\Gamma_{o},\Gamma_{t}\right] -4.483359 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} -7.386406
Table 3: Computed μ\mu-values at a selection from the infinitely many bifurcations points along the slice α=0.5\alpha=0.5 of system eq. 1. The color of each bifurcation point matches the corresponding curve in fig. 5. We also show the heteroclinic bifurcation 𝐐𝟎Γt2\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}} from 𝟎\mathbf{0} to Γt2{}^{2}\Gamma_{t} (gray). The ordering and clustering of these bifurcations is illustrated in fig. 14.

We also present in table 3 the μ\mu-values of representative codimension-one heteroclinic bifurcations from 𝟎\mathbf{0} to Γt2{}^{2}\Gamma_{t}. For example, at the heteroclinic bifurcation 𝐐𝟎Γt2[2Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o}\right], system eq. 1 exhibits a heteroclinic orbit that connects 𝟎\mathbf{0} to Γt2{}^{2}\Gamma_{t} while rotating twice around Γo\Gamma_{o}. This shows that there exist additional cascades inside the cascade 𝐇𝐨[2Γo,mΓt]\mathbf{H_{o}}\!\left[2\Gamma_{o},m\Gamma_{t}\right] with mm even, and the same holds for the cascade 𝐇𝐭[2Γo,mΓt]\mathbf{H_{t}}\!\left[2\Gamma_{o},m\Gamma_{t}\right] with mm odd, as our topological sketch in panel (b2) of fig. 12 suggests due to the λ\lambda-lemma. In general, there must be cascades of the form 𝐇𝐨/𝐭[2Γo,mΓ]\mathbf{H_{o/t}}\!\left[2\Gamma_{o},m\Gamma^{*}\right], mm\in\mathbb{N}, where Γ\Gamma^{*} is a different saddle periodic orbit, accumulating onto heteroclinic bifurcations 𝐐𝟎Γ[2Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma^{*}}\!\left[2\Gamma_{o}\right]. Therefore, there exist entire clusters of cascades. These clusters of cascades are repeated starting from 𝐇𝐭[2Γo]\mathbf{H_{t}}\!\left[2\Gamma_{o}\right] and ending at 𝐇𝐨[2Γo,Γt]\mathbf{H_{o}}\!\left[2\Gamma_{o},\Gamma_{t}\right], and again for the pair 𝐇𝐭[3Γo]\mathbf{H_{t}}\!\left[3\Gamma_{o}\right] and 𝐇𝐨[3Γo,Γt]\mathbf{H_{o}}\!\left[3\Gamma_{o},\Gamma_{t}\right], and so on. In general, the center of each cluster corresponds to the heteroclinic bifurcation 𝐐𝟎Γt[nΓo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[n\Gamma_{o}\right], with n=2,3,4,5,n=2,3,4,5,..., which occurs only once in each cluster. For example, note from table 3 that the heteroclinic bifurcation 𝐐𝟎Γt[2Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[2\Gamma_{o}\right] lies in between the bifurcations 𝐐𝟎Γt2[2Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o}\right] and 𝐐𝟎Γt2[2Γo,Γt]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o},\Gamma_{t}\right]. Furthermore, the last orientable homoclinic bifurcation from the second cluster, i.e., 𝐇𝐨[2Γo,Γt]\mathbf{H_{o}}\!\left[2\Gamma_{o},\Gamma_{t}\right], is associated with the first nonorientable homoclinic bifurcation in the second cluster, i.e. 𝐇𝐭[3Γo]\mathbf{H_{t}}\!\left[3\Gamma_{o}\right], because they create the saddle periodic orbits Γo4{}^{4}\Gamma_{o} and Γt4{}^{4}\Gamma_{t} that disappear in the saddle-node bifurcation 𝐒𝐍𝐏Γo4\mathbf{SNP}_{{}^{4}\Gamma_{o}}. These two homoclinic bifurcations also form a large region in the bifurcation diagram fig. 5 with ζ=4\zeta=4 constant. After 𝐇𝐨[2Γo,Γt]\mathbf{H_{o}}\!\left[2\Gamma_{o},\Gamma_{t}\right] occurs, the rotation of Wu(𝟎)W^{u}(\mathbf{0}) around Γt\Gamma_{t} moves closer to Γo\Gamma_{o} as μ\mu decreases, until it becomes 𝐇𝐭[3Γo]\mathbf{H_{t}}\!\left[3\Gamma_{o}\right]. Similarly, the third cluster of cascades ends with the orientable homoclinic bifurcation 𝐇𝐨[3Γo,Γt]\mathbf{H_{o}}\!\left[3\Gamma_{o},\Gamma_{t}\right], which is associated with the first homoclinic bifurcation 𝐇𝐭[4Γo]\mathbf{H_{t}}\!\left[4\Gamma_{o}\right], because they create Γo5{}^{5}\Gamma_{o} and Γt5{}^{5}\Gamma_{t} which disappear in 𝐒𝐍𝐏Γo5\mathbf{SNP}_{{}^{5}\Gamma_{o}}; these two homoclinic bifurcations also form a large region in the bifurcation diagram fig. 5, now with ζ=5\zeta=5. In general, the last orientable homoclinic bifurcation of a cluster and the first nonorientable homoclinic bifurcation in the following cluster of cascades bound a large region in the bifurcation diagram fig. 5 with the number of their loops corresponding to the value of ζ\zeta. We are able to compute the homoclinic clusters up to 𝐇𝐨[8Γo,Γt]\mathbf{H_{o}}\!\left[8\Gamma_{o},\Gamma_{t}\right] and 𝐇𝐭[9Γo]\mathbf{H_{t}}\!\left[9\Gamma_{o}\right], and detect the heteroclinic bifurcations up to 𝐐𝟎Γt[5Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[5\Gamma_{o}\right]. The cascade ends on 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, which marks the start, as μ\mu decreases, of a regime with transversal homoclinic orbits of Γo\Gamma_{o}, that is, the existence of Smale–horseshoe dynamics [32].

Refer to caption
Figure 14: Sketch of the bifurcation sequence along the slice α=0.5\alpha=0.5 for the bifurcation diagram of system eq. 1 in fig. 5. Here, μ\mu decreases to the right; see also table 3.

5.5 Graphical representation of the bifurcation sequence

Figure 14 presents a sketch of the bifurcation sequence along the slice α=0.5\alpha=0.5 from table 3. Here, we illustrate how the infinitely many homoclinic and heteroclinic bifurcations organize themselves according to our discussion in the previous paragraph. The intersection sets presented in fig. 12 give us a good explanation for the gap between 𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right] and 𝐇𝐭[2Γo]\mathbf{H_{t}}\!\left[2\Gamma_{o}\right] in fig. 14 and the corresponding gap between the μ\mu-values in table 3: the curves in W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) involved in these two bifurcations are the boundaries of their respective clusters of accumulation, which are locally isolated. Notice that this is the case for all pairs of homoclinic bifurcations 𝐇𝐨[mΓo,Γt]\mathbf{H_{o}}\!\left[m\Gamma_{o},\Gamma_{t}\right] and 𝐇𝐭[(m+1)Γo]\mathbf{H_{t}}\!\left[(m+1)\Gamma_{o}\right], as found for m=1,2,3,4,5,6,7,8,9m=1,2,3,4,5,6,7,8,9 in table 3. Furthermore, each gap provides a parameter window during which the extra loop of Wu(𝟎)W^{u}(\mathbf{0}), created in the respective codimension-one heteroclinic bifurcation 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}, moves closer to Γo\Gamma_{o}; recall that the next homoclinic bifurcation of Γo\Gamma_{o} will be nonorientable. During these gaps, the value of the winding number ζ\zeta remains constant and is given by the number of loops of the homoclinic orbits that bound the region in (α,μ)(\alpha,\mu)-plane. Note that after every cluster of accumulation, the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) gains a rotation that lies closer to Γo\Gamma_{o}. This means that, as μ\mu decreases, the ζ\zeta value in each gap increases until it reaches infinity at 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}. It was proven in [15, Theorems 2 and 5] that these homoclinic bifurcations follow a specific symbolic ordering that is related to their orientation. In particular, the homoclinic bifurcations presented in table 3 follow this ordering, and the gaps in fig. 14 correspond to the isolation regions described in these theorems. We remark that this is the first time that this ordering of homoclinic bifurcation cascades has been computed in a specific vector field. Going beyond known results, we are also able to identify the codimension-one heteroclinic bifurcations 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} as the limiting curves of these cascades. Moreover, we explain how 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} acts as boundary curve of the region in the parameter plan where these homoclinic cascades can exist.

Figure 14 also illustrates the order of further bifurcations past 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} that are computed and listed in table 3. There is a Smale–horseshoe region 𝐒𝐇\mathbf{SH} after transitioning through 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}; this region is discussed in more detail in section 6. Inside 𝐒𝐇\mathbf{SH}, the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) becomes tangent to the unstable manifold Wu(Γo)W^{u}(\Gamma_{o}) of Γo\Gamma_{o} at the bifurcation 𝐅\mathbf{F}, which plays the same role as the fold bifurcation curve of the heteroclinic orbit from 𝐪\mathbf{q} to 𝟎\mathbf{0} for cases A and B in [1, 13]. The other boundary of the Smale–horseshoe region 𝐒𝐇\mathbf{SH} is the codimension-one homoclinic bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} of Γo\Gamma_{o}, where Wu(Γo)W^{u}(\Gamma_{o}) and Ws(Γo)W^{s}(\Gamma_{o}) have a quadratic tangency. Past this bifurcation, there are no more homoclinic orbits of Γo\Gamma_{o} and one finds small regions of existence of chaotic attractors [26], which are then destroyed via (reversed) period-doubling and saddle-node cascades of periodic orbits. This is discussed in more detail in section 7. The right-most period-doubling cascade in fig. 14, the one ending with 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}}, changes Γt\Gamma_{t} into an attracting periodic orbit Γta\Gamma^{a}_{t} when Γta2{}^{2}\Gamma^{a}_{t} disappears. The orbit Γta\Gamma^{a}_{t} then disappears in the saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}}, where it merges with the only other remaining periodic orbit Γo\Gamma_{o}; this marks the entry into region  𝟐\mathbf{2}.

6 Smale–horseshoe region

Refer to caption
Figure 15: Stereographic projection of the intersection sets of the invariant manifolds with 𝕊\mathbb{S}^{*} at, and after the codimension-one heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}^{\Gamma_{o}}_{\mathbf{0}} in rows (a) and (b), respectively. Column (1) shows the computed projections and column (2) shows corresponding sketches. The color code and labeling of the regions is the same as in fig. 9. Panels (a1) and (b1) are for (α,μ)=(0.5,0.004861805)(\alpha,\mu)=(0.5,-0.004861805) and (α,μ)=(0.5,0.0065)(\alpha,\mu)=(0.5,-0.0065), respectively.

Figure 15 shows the transition from the bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} to the Smale–horseshoe region on the level of the intersection sets with the sphere 𝕊\mathbb{S}^{*}. As before, the left column shows the numerically computed curves and the right column shows sketches where the gray and brown regions highlight the relative positions of the accumulation regions; each accumulation region is represented by the main intersection curve of the stable manifold of the saddle periodic orbit that exists on it. We present the stereographic projection at the codimension-one bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} in panels (a1) and (a2). Notice in panel (a1) how one of the topological circles in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) forms a connecting curve between the two intersection points in W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}), as a consequence of Ws(Γo)W^{s}(\Gamma_{o}) accumulating on Wss(𝟎)W^{ss}(\mathbf{0}) backward in time; see fig. 13. In this limiting case, all the accumulation regions accumulate onto this single curve W^s(Γo)\widehat{W}^{s}(\Gamma_{o}), while spiraling around the other topological circle in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). The boundary of ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}) is formed by W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) and the segment of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) in beween the two points W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}). Before W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) connects the two points in W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) at 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, infinitely many heteroclinic and homoclinic bifurcations must occur as the corresponding intersection sets accumulate in a spiraling manner onto W^s(Γo)\widehat{W}^{s}(\Gamma_{o}); see panels (b1) and (b2) of fig. 12. This explain why the cascades of heteroclinic bifurcations 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} and homoclinic bifurcation accumulate onto the bifurcation curve 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} in fig. 5.

Refer to caption
Figure 16: Configuration in phase space of Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface) and Wu(Γo)W^{u}(\Gamma_{o}) (orange surface) of system eq. 1 in the Smale–horseshoe region. Panel (a) shows a big part of Ws(Γo)W^{s}(\Gamma_{o}) and Wu(Γo)W^{u}(\Gamma_{o}) in phase space; while panel (b) shows an enlargement of two transversal homoclinic orbits (maroon and lilac curves) of Γo\Gamma_{o}. Panels (c1) and (c2) show the xx-component of the transversal homoclinic orbits of Γo\Gamma_{o} separately; while panel (c3) shows them together. Also shown are Wu(𝟎)W^{u}(\mathbf{0}) (red curve) and Wss(𝟎)W^{ss}(\mathbf{0}) (blue curve). The panels are for (α,μ)=(0.5,0.0065)(\alpha,\mu)=(0.5,-0.0065). See also the accompanying animation ( GKO_Cflip_animatedFig16.gif).

In panels (b1) and (b2) of fig. 15, after the heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, the curve W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) that connected the two points W^ss(𝟎)\widehat{W}^{ss}(\mathbf{0}) now accumulates onto the topological circle in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) that persists through this bifurcation. This accumulation is a consequence of the existence of the homoclinic orbits of Γo\Gamma_{o} and the λ\lambda-lemma. Since there are infinitely many homoclinic orbits and heteroclinic cycles, there are infinitely many intersection curves in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}), W^s(Γt)\widehat{W}^{s}(\Gamma_{t}), W^s(2Γt)\widehat{W}^{s}(^{2}\Gamma_{t}), etc., that accumulate onto the topological circle in W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). Hence, the accumulation region in the intersection sets is more complicated; we illustrate this change by the brown shading in panel (b2). Note also that the boundary of the basin of attraction ^(𝐪)\partial\widehat{\mathcal{B}}(\mathbf{q}) of 𝐪\mathbf{q} after the bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} in panels (b1) and (b2) has changed from two topological circles to a topological circle with two handles, that is, ^(𝐪)W^s(𝟎)W^s(Γo)\partial\widehat{\mathcal{B}}(\mathbf{q})\subset\widehat{W}^{s}(\mathbf{0})\cup\widehat{W}^{s}(\Gamma_{o}).

6.1 Dynamics inside the region 𝐒𝐇\mathbf{SH}

Past the codimension-one heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} of system eq. 1, we find structurally stable homoclinic orbits of Γo\Gamma_{o}; hence, there exist Smale–horseshoe dynamics in phase space [32]. Figure 16 (a) shows such homoclinic orbits (maroon and lilac curves) in more detail. The manifolds Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface) and Wu(Γo)W^{u}(\Gamma_{o}) (orange surface) intersect along the homoclinic orbits Γo\Gamma_{o}. To illustrate further how these manifolds interact, the accompanying animation shows the manifold Ws(Γo)W^{s}(\Gamma_{o}) from fig. 16 (a) as it is grown in size. Note how the outer boundary of the lower half of the topological cylinder Ws(Γo)W^{s}(\Gamma_{o}) (black curve) accumulates in a spiraling fashion onto the top half of Ws(Γo)W^{s}(\Gamma_{o}). Panel (b) shows an enlargement of panel (a) around the homoclinic orbits, where this accumulation is illustrated more clearly. The time series of the xx-component of the two homoclinic orbits are shown in panels (c1) and (c2), and together in panel (c3). The lilac orbit moves faster away from Γo\Gamma_{o} than the maroon orbit. The existence of these homoclinic orbits implies infinitely many secondary homoclinic orbits of Γo\Gamma_{o} [32]. In addition, their existence also implies the appearance of heteroclinic cycles between different saddle periodic orbits, such as Γo\Gamma_{o}, Γt\Gamma_{t}, Γt2{}^{2}\Gamma_{t}, etc., due to the accumulation of their stable manifolds backward in time onto Ws(Γo)W^{s}(\Gamma_{o}) and the accumulation of Wu(Γo)W^{u}(\Gamma_{o}) onto their respective unstable manifolds.

6.2 Transition through 𝐅\mathbf{F}

Refer to caption
Figure 17: Phase portraits of the transition through the bifurcation curves 𝐅\mathbf{F} (left column) and 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} (right column) in system eq. 1. Shown are the effect of the transitions with respect to Ws(𝟎)W^{s}(\mathbf{0}) and Wu(Γo)W^{u}(\Gamma_{o}) (left column), and with respect to Ws(Γo)W^{s}(\Gamma_{o}) and Wu(Γo)W^{u}(\Gamma_{o}) (right column). Shown are Ws(𝟎)W^{s}(\mathbf{0}) (blue surface), Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface) and Wu(Γo)W^{u}(\Gamma_{o}) (orange surface); also shown are the corresponding tangency orbits (white and blue curves), Wu(𝟎)W^{u}(\mathbf{0}) (red curve), and Wss(𝟎)W^{ss}(\mathbf{0}) (blue curve). Panels (a1), (a2) and (a3) are for (α,μ)=(0.5,0.0065)(\alpha,\mu)=(0.5,-0.0065), (α,μ)=(0.5,0.007054355)(\alpha,\mu)=(0.5,-0.007054355) and (α,μ)=(0.5,0.00706)(\alpha,\mu)=(0.5,-0.00706), respectively. Panels (b1), (b2) and (b3) are for (α,μ)=(0.5,0.00706)(\alpha,\mu)=(0.5,-0.00706), (α,μ)=(0.5,0.007076705)(\alpha,\mu)=(0.5,-0.007076705) and (α,μ)=(0.5,0.0071)(\alpha,\mu)=(0.5,-0.0071), respectively. See also the accompanying animation ( GKO_Cflip_animatedFig17.gif).

The numerical results shown in table 3 and fig. 5 indicate that the fold bifurcation 𝐅\mathbf{F}, in the vicinity of 𝐂𝐈\mathbf{C_{I}}, occurs before the intersection between Wu(Γo)W^{u}(\Gamma_{o}) and Ws(Γo)W^{s}(\Gamma_{o}) becomes tangential, that is, before the bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}. The left column of fig. 17 illustrates the crossing of 𝐅\mathbf{F}, that is, the moment Wu(Γo)W^{u}(\Gamma_{o}) (orange surface) is tangent to Ws(𝟎)W^{s}(\mathbf{0}) (blue surface). Note the transversal intersection between Ws(𝟎)W^{s}(\mathbf{0}) and Wu(Γo)W^{u}(\Gamma_{o}) in panel (a1) that persists since its creation in region  𝟏\mathbf{1}. Since ΓoΓt𝟎\Gamma_{o}\rightarrow\Gamma_{t}\rightarrow\mathbf{0}, there exist infinitely many heteroclinic orbits from Γo\Gamma_{o} to 𝟎\mathbf{0}, of which we only show two in panel (a1) (green curves). As 𝐅\mathbf{F} occurs, which is illustrated in panel (a2), the stable manifold Ws(𝟎)W^{s}(\mathbf{0}) goes through a quadratic tangency with Wu(Γo)W^{u}(\Gamma_{o}); this is similar to cases A and B [1, 13], where Ws(𝟎)W^{s}(\mathbf{0}) exhibited a quadratic tangency with Wu(𝐪)W^{u}(\mathbf{q}). In particular for case C, the infinitely many heteroclinic orbits merge in a tangent heteroclinic orbit, shown as the white curve in panel (a2). After the transition through 𝐅\mathbf{F} shown in panel (a3), Ws(𝟎)W^{s}(\mathbf{0}) no longer intersects Wu(Γo)W^{u}(\Gamma_{o}); hence, Ws(𝟎)W^{s}(\mathbf{0}) no longer accumulates onto Ws(Γo)W^{s}(\Gamma_{o}) and the unstable manifold Wu(𝟎)W^{u}(\mathbf{0}) no longer bounds Wu(Γo)W^{u}(\Gamma_{o}). In fact, we find that Ws(𝟎)W^{s}(\mathbf{0}) no longer intersects any unstable manifold of any other saddle periodic orbit.

7 Transition to a strange attractor and period-doubling cascade

Past 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} one finds chaotic attractors, and cascades of period-doubling and saddle-node bifurcations. This allows system eq. 1 to transition back to region  𝟐\mathbf{2}; see section 4.

7.1 Transition through 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}

Refer to caption
Figure 18: Stereographic projection of the intersection sets of the invariant manifolds with 𝕊\mathbb{S}^{*} after crossing the bifurcation curves 𝐅\mathbf{F} (top row) and 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} (bottom row). The left column shows the computed projections and the right column shows the corresponding sketches. The color code and labeling is the same as in fig. 9. Panels (a1) and (b1) are for (α,μ)=(0.5,0.00706)(\alpha,\mu)=(0.5,-0.00706) and (α,μ)=(0.5,0.0071)(\alpha,\mu)=(0.5,-0.0071), respectively.

The right column of fig. 17 illustrates the crossing of 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}, that is, the last tangency between Wu(Γo)W^{u}(\Gamma_{o}) (orange surface) and Ws(Γo)W^{s}(\Gamma_{o}) (cyan surface). After the transition through 𝐅\mathbf{F} and before 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} occurs, the intersection between Ws(Γo)W^{s}(\Gamma_{o}) and Wu(Γo)W^{u}(\Gamma_{o}) still persists, as shown in panel (b1). As μ\mu is decreased, system eq. 1 must exhibit a sequence of codimension-one homoclinic bifurcations of secondary tangencies between Ws(Γo)W^{s}(\Gamma_{o}) and Wu(Γo)W^{u}(\Gamma_{o}) [32], until it reaches the last homoclinic tangency at 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}; shown in panel (b2). The bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} represents the last intersection (blue curve) between Wu(Γo)W^{u}(\Gamma_{o}) and Ws(Γo)W^{s}(\Gamma_{o}). After the transition through 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}, shown in panel (b3), the manifold Ws(Γo)W^{s}(\Gamma_{o}) stops accumulating on itself, because it no longer intersects Wu(Γo)W^{u}(\Gamma_{o}).

Figure 18 shows additional details of the transition through 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} by considering corresponding intersection sets with the sphere 𝕊\mathbb{S}^{*}. Row (a) shows the situation in between the bifurcations 𝐅\mathbf{F} and 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} were the intersection set W^s(𝟎)\widehat{W}^{s}(\mathbf{0}) is formed by a single closed curve; the left column shows the computed stereographic projections and the right column the corresponding sketches. Hence, the accumulation region (brown region) that is sketched in panel (a2) does not contain any intersection curves of W^s(𝟎)\widehat{W}^{s}(\mathbf{0}). We find that the other intersection curves do not go through any significant changes for parameter values in between the bifurcations 𝐅\mathbf{F} and 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}. Panels (b1) and (b2) illustrate the consequence of crossing 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}. In particular, the intersection set W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) now consists of two single closed curves that do not accumulate onto any other intersection curve. Nevertheless, the existence of nontransversal intersections of the unstable manifolds of other saddle periodic orbits with Ws(Γo)W^{s}(\Gamma_{o}) forces the other intersection curves to accumulate onto W^s(Γo)\widehat{W}^{s}(\Gamma_{o}). Since there are no homoclinic orbits of Γo\Gamma_{o} anymore, we color the accumulation region light gray in panel (b2). As we will see in the next section, this region may correspond to the basin of attraction of a strange attractor or of an attracting periodic orbit. Note also that W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) is a topological annulus. The insets in panels (a1) and (b1) show enlargements around one of the topological circles of Ws(Γo)W^{s}(\Gamma_{o}), illustrating the accumulation of Ws(Γo)W^{s}(\Gamma_{o}) on itself and the lack of it before and after the transition through 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}}, respectively.

7.2 Evidence of the chaotic attractor

Refer to caption
Figure 19: Approximation of the chaotic attractor of system eq. 1 close to the codimension-one homoclinic bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} of Γo\Gamma_{o}. Panel (a) shows three trajectories (red, blue and green), with initial conditions that differ in the sixth decimal place. Panel (b) shows a portion of Wu(Γo)W^{u}(\Gamma_{o}). Here (α,μ)(0.5,0.007076768)(\alpha,\mu)\approx(0.5,-0.007076768).
Refer to caption
Figure 20: First return map of the scaled xx-coordinates of the three trajectories shown in fig. 19 at the Poincaré section y=0y=0. The line xi+1Sc=xiScx_{i+1}^{\rm S_{c}}=x_{i}^{\rm S_{c}} is indicated (cyan dashed line) and the points are colored according to their corresponding trajectories in fig. 19.

Figure 19 shows a chaotic attractor in the phase space of system eq. 1 for μ=0.007076768\mu=-0.007076768. Panel (a) shows trajectories of three different initial conditions that agree up to five decimal places. The trajectories are shown after their transients have been discarded, to illustrate that they are attracted to a lower-dimensional object in phase space. In particular, the trajectories do not remain arbitrarily close to each other as time progresses, but they do remain arbitrarily close to Wu(Γt)W^{u}(\Gamma_{t}), which is shown in panel (b). This evidence suggests the existence of a chaotic attractor, which would be contained in the closure of Wu(Γo)W^{u}(\Gamma_{o}).

As further evidence, fig. 20 shows the successive returns xiScx_{i}^{\rm S_{c}} to the plane y=0y=0 of the xx-coordinates of each of these three trajectories, plotted as xi+1Scx_{i+1}^{\rm S_{c}} versus xiScx_{i}^{\rm S_{c}}, where xiScx_{i}^{\rm S_{c}} is scaled to the interval [0,1][0,1]. Clearly, the return map in fig. 20 is a unimodal map, which is effectively another clear indication that system eq. 1 has a chaotic attractor. In fact, it was proven that the Poincaré return map close to an inclination flip bifurcation of case C, up to some CrC^{r}-rescaling, is CrC^{r}-close to the family of unimodal maps ψa¯(u,v)=(0,1a¯v2)\psi_{\overline{a}}(u,v)=(0,1-\overline{a}v^{2}) [26]. We infer from figs. 19, LABEL: and 20 that the strange attractor contained in the closure of Wu(Γo)W^{u}(\Gamma_{o}) can, therefore, be identified with a template that appears to be equivalent to the template of the Rössler attractor [12]. We conjecture that this strange attractor is destroyed in the tangency 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} between Wu(Γo)W^{u}(\Gamma_{o}) and Ws(Γo)W^{s}(\Gamma_{o}); however, the situation might be more complicated and involve a loss of hyperbolicity at a first period-doubling bifurcation, as considered in [2].

7.3 Transition through 𝐏𝐃\mathbf{PD} back to region  𝟐\mathbf{2}

Refer to caption
Figure 21: Stereographic projection of the intersection sets of the invariant manifolds with 𝕊\mathbb{S}^{*} before (top row) and after (bottom row) the last saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} of periodic orbits. The left column shows the computed projections and the right column shows the corresponding sketches. The color code and nomenclature of the regions is the same as given in fig. 9. Panels (a1) and (b1) are for (α,μ)=(0.5,0.0073)(\alpha,\mu)=(0.5,-0.0073) and (α,μ)=(0.5,0.0074)(\alpha,\mu)=(0.5,-0.0074), respectively.

The saddle periodic orbits that are created during the homoclinic and heteroclinic cascades disappear in cascades of period-doubling and saddle-node bifurcations as μ\mu is decreased. During this process the intersection sets of different stable manifolds disappear with the corresponding periodic orbits. In fact, the accumulation region alternates between being a basin of attraction of an attracting periodic orbit and that of a strange attractor. This is caused by the saddle-node bifurcations that create periodic windows and start different period-doubling cascades [12]. These period-doubling and saddle-node cascades terminate at the final saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}}, which marks the transition back to region  𝟐\mathbf{2}.

Figure 21 illustrates the moment before and after the bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} on the level of the intersection sets of invariant manifolds with 𝕊\mathbb{S}^{*}; as before, the left column shows the computed stereographic projections and the right column the corresponding sketches. In panels (a1) and (a2), after the period-doubling bifurcation 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}}, all periodic orbits have disappeared with the exception of Γo\Gamma_{o} and Γt\Gamma_{t}, which is now attracting periodic orbit Γta\Gamma^{a}_{t}. Immediately after the period-doubling bifurcation, Γta\Gamma^{a}_{t} has a nonorientable strong stable manifold Wss(Γta)W^{ss}(\Gamma^{a}_{t}); however, Γta\Gamma^{a}_{t} becomes an attracting periodic orbit Γoa\Gamma^{a}_{o} with an orientable strong stable manifold before reaching 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}}. This transition from having a nonorientable and an orientable strong stable manifold occurs via a crossing of the curves 𝐂𝐂𝚪𝐚\mathbf{CC^{-}_{\Gamma^{a}}} and 𝐂𝐂𝚪𝐚+\mathbf{CC^{+}_{\Gamma^{a}}} where the Floquet multipliers of Γta\Gamma^{a}_{t} (Γoa\Gamma^{a}_{o}) change from being real positive (negative) to complex conjugate. In between these curves, the attracting periodic orbit Γa\Gamma^{a} does not have a well-defined strong stable manifold [13]. We discuss the existence of the curves 𝐂𝐂Γa±\mathbf{CC}^{\pm}_{\Gamma^{a}} in more detail in section 8, where we study the bifurcation diagram of system eq. 1 over an even larger parameter range. On the level of the intersection sets shown in fig. 21(a), the former accumulation region has now become the basin of attraction ^(Γta)\widehat{\mathcal{B}}(\Gamma^{a}_{t}) of Γta\Gamma^{a}_{t} (green). Furthermore, the basin ^(𝐪)\widehat{\mathcal{B}}(\mathbf{q}) is a disconnected region with boundaries W^s(Γo)\widehat{W}^{s}(\Gamma_{o}) and W^s(𝟎)\widehat{W}^{s}(\mathbf{0}). After, the saddle-node bifurcation 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}}, which marks the disappearance of Γa\Gamma^{a} and Γo\Gamma_{o}, we find ourselves again in region  𝟐\mathbf{2}, as is illustrated in panels (b1) and (b2). Hence, these panels are topological equivalent to panel  𝟐\mathbf{2} of fig. 9.

8 Global picture in the (α,μ)(\alpha,\mu)-plane

Refer to caption
Figure 22: Bifurcation diagram of system eq. 1 for a larger region in the (α,μ)(\alpha,\mu)-plane than shown in fig. 5. Panels (b) and (c) are enlargements as indicated in panel (a). The color code of the regions and labeling of the curves are the same as in fig. 5. We also show the curve 𝐐𝟎Γt2\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}} (gray), and the curves 𝐂𝐂Γa±\mathbf{CC}^{\pm}_{\Gamma^{a}} and 𝐂𝐂Γa2\mathbf{CC}^{-}_{{}^{2}\Gamma^{a}} (orange) of Γa\Gamma^{a} and Γa2{}^{2}\Gamma^{a}, respectively.

Homoclinic flip bifurcations arise in different mathematical models that describe physical phenomena [23, 43]. Certainly from the applications point of view, it is of interest to study how the bifurcation curves that emanate from the homoclinic flip bifurcation point of case C are organized beyond a small neighborhood of this central codimension-two point. Hence, we now focus on the role of the homoclinic flip bifurcation point 𝐂𝐈\mathbf{C_{I}} as an organizing center for dynamics and bifurcations in a larger region of the (α,μ)(\alpha,\mu)-plane. The overall structure of the bifurcation set in such a larger parameter range features further codimension-two bifurcation phenomena that occur at some distance from 𝐂𝐈\mathbf{C_{I}}. As a particular type of bifurcation structure we find homoclinic bubbles, which are known to arise as a mechanism for transitioning between cases B and C in parameter slices near a codimension-three homoclinic flip bifurcation [16]. We show that homoclinic bubbles organize the different bifurcation curves that emerge locally from 𝐂𝐈\mathbf{C_{I}} more globally in the (α,μ)(\alpha,\mu)-plane.

Figure 22 shows the numerically computed bifurcation diagram of 𝐂𝐈\mathbf{C_{I}} for a much larger parameter range in panel (a), as well as two enlargements in panels (b) and (c). In particular, the parameter sweep of ζ\zeta now plays an even more prominent role in discerning small and subtle interactions of the different bifurcation curves. In fig. 22, we recognize from fig. 5 and table 3 the principal homoclinic branch (brown curve) with 𝐂𝐈\mathbf{C_{I}}, as well as the curves of saddle-node bifurcation 𝐒𝐍𝐏\mathbf{SNP} (dark-green), of period-doubling bifurcation 𝐏𝐃\mathbf{PD} (red), of homoclinic bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} (violet), of heteroclinic bifurcation 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} (magenta), 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} (purple) and 𝐐𝟎Γt2[2Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o}\right] (gray), and of homoclinic bifurcation 𝐇𝐨[mΓo,nΓt]\mathbf{H_{o}}[m\Gamma_{o},n\Gamma_{t}] 𝐇𝐭[mΓo,nΓt]\mathbf{H_{t}}[m\Gamma_{o},n\Gamma_{t}] (cyan curves). Note also the region 𝐒𝐇\mathbf{SH} where Smale–horseshoe dynamics occurs, and the curve 𝐇𝐁\mathbf{HB} of Hopf bifurcation (green curve) that transforms 𝐪\mathbf{q} into an unstable saddle focus. Panel (a) shows that the curve 𝐇𝐁\mathbf{HB} does not interact with any other bifurcation curve for μ\mu-values larger than that at the generalized Hopf bifurcation point 𝐆𝐇𝐁\mathbf{GHB}. We also observe more clearly the curve 𝐅\mathbf{F^{*}} (dashed blue); recall that this curve represents the moment when Ws(𝟎)W^{s}(\mathbf{0}) becomes tangent to Wu(𝐪)W^{u}(\mathbf{q}), and it is the extension of the curve 𝐅\mathbf{F} past its intersection with 𝐒𝐍𝐏\mathbf{SNP^{*}}, as shown in fig. 5. At first glance, 𝐅\mathbf{F^{*}} seems to bound the region where the homoclinic curves exists, but this is not the case, as we are going to discuss in more detail in the following section. We also show the curves 𝐂𝐂Γa\mathbf{CC}^{-}_{\Gamma^{a}} and 𝐂𝐂Γa+\mathbf{CC}^{+}_{\Gamma^{a}} (orange) which represent the moment the Floquet multipliers of the attracting periodic orbit Γa\Gamma^{a} become complex conjugate with negative and positive real parts, respectively. In addition, we also present the curve 𝐂𝐂Γa2\mathbf{CC}^{-}_{{}^{2}\Gamma^{a}} (dark orange) of the attracting periodic orbit Γa2{}^{2}\Gamma^{a}; these are visible in panels (b) and (c).

The curves 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} shown in fig. 22 extend to the top part of the figure in panel (a). They represent the extensions of the heteroclinic bifurcation curves in fig. 5 past the transition of Γt\Gamma_{t} to the attracting periodic orbit Γta\Gamma^{a}_{t}, where 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} corresponds to the intersection of the two-dimensional strong stable manifold Wss(Γta)W^{ss}(\Gamma^{a}_{t}) with Wu(𝟎)W^{u}(\mathbf{0}), which is also a codimension-one phenomenon. As such, these curves terminate at the respective curve 𝐂𝐂Γa\mathbf{CC}^{-}_{\Gamma^{a}}, that is, at the moment when Wss(Γta)W^{ss}(\Gamma^{a}_{t}) is no longer well defined. This also holds for the heteroclinic bifurcation 𝐐𝟎Γt2[2Γo]\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}}\!\left[2\Gamma_{o}\right] (gray curve), which can be seen to terminate at 𝐂𝐂Γa2\mathbf{CC}^{-}_{{}^{2}\Gamma^{a}} in fig. 22(b).

8.1 Cascades of inclination flip bifurcations

The larger parameter range in fig. 22(a) reveals how the homoclinic bifurcations, which were hard to discern in fig. 5, fan out and are more distinguishable. Furthermore, we clearly see how each homoclinic bifurcation curve encloses a region in the (α,μ)(\alpha,\mu)-plane with a constant ζ\zeta value; indeed, the ζ\zeta-value in each region increases as a heteroclinic bifurcation 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} or 𝐐𝟎Γt2\mathbf{Q}_{\mathbf{0}}^{{}^{2}\Gamma_{t}} is approached; see also section 5.

It is an important feature of fig. 22 that many of the homoclinic, saddle-node and period-doubling bifurcation curves emanating from 𝐂𝐈\mathbf{C_{I}} end at other codimension-two inclination flip bifurcation points. Notably, the principal homoclinic branch goes through a secondary inclination flip bifurcation 𝐁𝐈\mathbf{B^{*}_{I}} of case B, which is the end point of the curves 𝐇𝐨𝟐\mathbf{{}^{2}H_{o}} and 𝐏𝐃Γt\mathbf{PD}_{\Gamma_{t}}. Moreover, other homoclinic curves exhibit inclination flip bifurcations 𝐂𝐈𝐧\mathbf{C^{n}_{I}} of case C, where nn represents the number of loops that the corresponding homoclinic orbit makes in phase space.

The bifurcation diagram near one of these inclination flip points, 𝐂𝐈𝟑\mathbf{C^{3}_{I}}, is shown in fig. 22(b). Notice how 𝐂𝐈𝟑\mathbf{C^{3}_{I}} is responsible for the transformation of the orientable homoclinic bifurcation 𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right] to the nonorientable homoclinic bifurcation 𝐇𝐭[2Γo]\mathbf{H_{t}}\!\left[2\Gamma_{o}\right], both of which emanate from the initial inclination flip bifurcation 𝐂𝐈\mathbf{C_{I}}. Recall that these homoclinic bifurcations are related as they represent the last and the first bifurcation of their respective accumulation cluster, as discussed in section 5.4. Moreover, they create the saddle periodic orbits Γo3{}^{3}\Gamma_{o} and Γt3{}^{3}\Gamma_{t}, respectively, and they bound a region in the parameter plane where ζ=3\zeta=3; see also fig. 14. So it does not come as a surprise that 𝐒𝐍𝐏Γo3\mathbf{SNP}_{{}^{3}\Gamma_{o}} (green curve) ends at the bifurcation point 𝐂𝐈𝟑\mathbf{C^{3}_{I}}, as this bifurcation curve is responsible for the disappearance of Γo3{}^{3}\Gamma_{o} and Γt3{}^{3}\Gamma_{t}; indeed 𝐒𝐍𝐏Γo3\mathbf{SNP}_{{}^{3}\Gamma_{o}} plays the same role as 𝐒𝐍𝐏Γo\mathbf{SNP}_{\Gamma_{o}} in the unfolding of 𝐂𝐈\mathbf{C_{I}}. In Figure 22(c) we observe that 𝐇𝐨[Γo,Γt]\mathbf{H_{o}}\!\left[\Gamma_{o},\Gamma_{t}\right] turns around before reaching 𝐂𝐈𝟑\mathbf{C^{3}_{I}}, and then the curve continues smoothly past 𝐂𝐈𝟑\mathbf{C^{3}_{I}} as 𝐇𝐭[2Γo]\mathbf{H_{t}}\!\left[2\Gamma_{o}\right] before returning to 𝐂𝐈\mathbf{C_{I}}. This same scenario can also be observed for the inclination flip points 𝐂𝐈𝟓\mathbf{C^{5}_{I}} and 𝐂𝐈𝟕\mathbf{C^{7}_{I}}. Moreover, fig. 22(c) shows that there exist infinitely many regions with constant ζ\zeta in between the two inclination flip points 𝐂𝐈𝟑\mathbf{C^{3}_{I}} and 𝐂𝐈𝟓\mathbf{C^{5}_{I}}. The boundaries of each of these regions are homoclinic bifurcation curves emanating from 𝐂𝐈\mathbf{C_{I}}, which also exhibit an inclination flip bifurcation of case C along them and then come back to 𝐂𝐈\mathbf{C_{I}} as an homoclinic bifurcation curve of the opposite orientation. As a consequence, the respective saddle-node and period-doubling bifurcation curves extend from 𝐂𝐈\mathbf{C_{I}} to this additional inclination flip bifurcation point.

Refer to caption
Figure 23: Comparison of a theoretical and numerical inclination flip bubble. Panel (a) shows the sketch of an inclination flip bubble from [16, Fig. 12]; panel (b) shows a region of fig. 22 in the (α,μ)(\alpha,\mu^{*})-plane, where μ:=μ+0.1246α0.06644\mu^{*}:=\mu+0.1246\alpha-0.06644. Color code of the regions and nomenclature of the curves are as in fig. 22. [The inset is reproduced from Journal of Dynamics and Differential Equations, Resonant Homoclinic Flip Bifurcations, 12(4), 2000, pages 807-850, A. J. Homburg and B. Krauskopf, ©Plenum Publishing Corporation 2000 with permission of Springer.]

8.2 Homoclinic bubbles

This type of overall bifurcation structure generated by a particular homoclinic curve is called a homoclinic bubble [16]. Recall our discussion of the gaps between accumulation clusters along the slice μ=0.5\mu=0.5, which we found in table 3 and sketched in fig. 14. Figure 22 (a) shows that the pairs of homoclinic bifurcations 𝐇𝐨[mΓo,Γt]\mathbf{H_{o}}\!\left[m\Gamma_{o},\Gamma_{t}\right] and 𝐇𝐭[(m+1)Γo]\mathbf{H_{t}}\!\left[(m+1)\Gamma_{o}\right], as found for m=1,2,3,4,5,6,7,8,9m=1,2,3,4,5,6,7,8,9 in table 3 form bubbles in the parameter plane. In particular, identified cascades of these bubbles explain the disappearance of the infinitely many codimension-one curves that emanate from the unfolding of case C during a transition to case B. In fact, two types of bubbles were conjectured [16] and subsequently confirmed numerically [28]: one is characterized by a homoclinic-doubling cascade and the other by an additional homoclinic flip bifurcation of case C. Figure 23 (a) shows the theoretical sketch of a single homoclinic kk-bubble, for kk\in\mathbb{N}, of the latter type, reproduced from [16]. Notice how an orientable kk-homoclinic bifurcation curve HokH_{o}^{k} emanates from the principal homoclinic flip bifurcation point 𝐂𝐨𝐮𝐭\mathbf{C_{out}} and then exhibits an inclination flip bifurcation 𝐂𝐨𝐮𝐭k\mathbf{C}^{k}_{\mathbf{out}}, after which it is the nonorientable kk-homoclinic bifurcation curve HtkH_{t}^{k}. In this way, the homoclinic and period-doubling bifurcation curves of the form 2nk2^{n}k, for nn\in\mathbb{N}, emanating from 𝐂𝐨𝐮𝐭\mathbf{C_{out}} disappear in the unfolding of 𝐂𝐨𝐮𝐭k\mathbf{C}^{k}_{\mathbf{out}}. For any kk\in\mathbb{N}, there exists kk-bubbles that annihilate all the corresponding 2nk2^{n}k curves of 𝐂𝐨𝐮𝐭\mathbf{C_{out}}. Those are exactly the bifurcation structures we observe in the bifurcation diagram of fig. 22 in the transition between the inclination flip points 𝐂𝐈\mathbf{C_{I}} and 𝐁𝐈\mathbf{B^{*}_{I}}.

Figure 23(b) shows a different enlargement of the bifurcation diagram of 𝐂𝐈\mathbf{C_{I}}. Here, we use the coordinate transformation μ:=μ+0.1246α0.06644\mu^{*}:=\mu+0.1246\alpha-0.06644 and plot the bifurcation diagram in the (α,μ)(\alpha,\mu^{*})-plane to improve visualization and comparison with the sketch in panel (a). The homoclinic curve 𝐇𝐭𝟐\mathbf{{}^{2}H_{t}} exhibits the inclination flip bifurcation 𝐂𝐈𝟐\mathbf{C_{I}^{2}}, which allows 𝐇𝐭𝟐\mathbf{{}^{2}H_{t}} to become 𝐇𝐨𝟐\mathbf{{}^{2}H_{o}} so it can disappear at 𝐁𝐈\mathbf{B^{*}_{I}}. This is one of the most important curves in the transition between the two cases [16]. However, it does not form a bubble as presented in [16] because both homoclinic curves do not emanate from the same point 𝐂𝐈\mathbf{C_{I}}. Nevertheless, the inclination flip point 𝐂𝐈𝟐\mathbf{C_{I}^{2}} plays the same role as the homoclinic flip point 𝐂𝐨𝐮𝐭k\mathbf{C}^{k}_{\mathbf{out}} of a kk-bubble for k=2k=2 in terms of absorbing/generating the respective bifurcation curves. Notice in fig. 22(b) how the cascade of nonorientable homoclinic bifurcation curves (cyan) of the form 𝐇𝐭[Γo,nΓt]\mathbf{H_{t}}\!\left[\Gamma_{o},n\Gamma_{t}\right], for n=2,4,6,8n=2,4,6,8, and the period-doubling bifurcation curves 𝐏𝐃Γt2\mathbf{PD}_{{}^{2}\Gamma_{t}} and 𝐏𝐃Γt4\mathbf{PD}_{{}^{4}\Gamma_{t}} (red) connect the points 𝐂𝐈\mathbf{C_{I}} and 𝐂𝐈𝟐\mathbf{C^{2}_{I}} as sketched in panel (a).

The same phenomenon occurs at the points 𝐂𝐈𝟑\mathbf{C^{3}_{I}}, 𝐂𝐈𝟓\mathbf{C^{5}_{I}}, and 𝐂𝐈𝟕\mathbf{C^{7}_{I}}, but the curves are much closer together. Figure 23(b) clearly shows the complicated structure of how some homoclinic bifurcation curves create bubbles and others connect to inclination flip points on bubbles. It also shows how infinitely many homoclinic bubbles accumulate on 𝐐𝟎Γt[Γo]\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}}\!\left[\Gamma_{o}\right], which is illustrated by the increase of ζ\zeta. Furthermore, notice how the ζ\zeta-value also increases in the different regions in between bubbles, such as those of 𝐂𝐈𝟑\mathbf{C^{3}_{I}}, 𝐂𝐈𝟓\mathbf{C^{5}_{I}} and 𝐂𝐈𝟕\mathbf{C^{7}_{I}}, each of which is associated with a codimension-one heteroclinic bifurcation of the type 𝐐𝟎Γ\mathbf{Q}_{\mathbf{0}}^{\Gamma^{*}} for a suitable saddle periodic orbit Γ\Gamma^{*}; see section 5. The accumulation of these homoclinic bifurcation curves and bubbles onto a heteroclinic bifurcation of the form 𝐐𝟎Γt\mathbf{Q}_{\mathbf{0}}^{\Gamma_{t}} was not identified in either in [16] or [28]. Another interesting detail about the bubbles in Figure 22(b) is how they seem to be bounded by a single smooth curve, where the inclination flip points 𝐂𝐈𝟑\mathbf{C^{3}_{I}}, 𝐂𝐈𝟓\mathbf{C^{5}_{I}} and 𝐂𝐈𝟕\mathbf{C^{7}_{I}} occur along it. At first glance, it appears that this curve is 𝐅\mathbf{F^{*}}, that is, the fold curve of a tangency between Wu(𝐪)W^{u}(\mathbf{q}) and Ws(𝟎)W^{s}(\mathbf{0}), as shown in panel (a) and (b) in fig. 22. However, fig. 23 (b) indicates that this is not the case. This boundary curve represents a boundary crisis [30], and infinitely many inclination flip bifurcations of case C occur along it. We believe that this curve of boundary crisis involves the tangency of an, as yet, unknown invariant object.

Finally, we remark that the eigenvalues of 𝟎\mathbf{0} do not change as α\alpha and μ\mu vary in the bifurcation diagrams shown in fig. 22 and fig. 23; see section 2.1. This raises the question of the existence of 𝐁𝐈\mathbf{B^{*}_{I}} in fig. 22, because it fullfils the eigenvalue conditions of case C. Preliminary work suggest that it also fullfils the necessary geometry condition for case C. On the other hand, our bifurcation analysis clearly identifies the point 𝐁𝐈\mathbf{B^{*}_{I}} as an inclination flip bifurcation of case B. Further analysis of this codimension-two point is beyond the scope of this paper, and left for future work.

9 Discussion

We conducted a detailed case study of a codimension-two inclination flip bifurcation point 𝐂𝐈\mathbf{C_{I}} of case C in Sandstede’s model eq. 1. More specifically, we presented the bifurcation set in the (α,μ)(\alpha,\mu)-parameter plane and illustrated the associated dynamics at representative parameter points in regions of distinct qualitative behavior. This required the computation of relevant global invariant manifolds of saddle objects in phase space, as well as many curves of homoclinic, heteroclinic, saddle-node and period-doubling bifurcations. Moreover, we calculated a winding number and identified the regions where it is constant.

Near the central point 𝐂𝐈\mathbf{C_{I}} in the (α,μ)(\alpha,\mu)-plane we found a very complicated structure of bifurcations. As predicted by what is known about the theoretical unfolding [15], we identified cascades of local and global bifurcations, as well as regions with Smale–horseshoe dynamics and strange attractors. We clarified the precise arrangement of these different ingredients and, moreover, identified a number of new bifurcations near 𝐂𝐈\mathbf{C_{I}}. Specifically, we found that cascades of homoclinic bifurcations accumulate on codimension-one heteroclinic bifurcations between a nonorientable saddle periodic orbit Γt\Gamma_{t}, and the central equilibrium 𝟎\mathbf{0}; different types of cascades can be distinguished by the number of rotations that the global orbit makes near the saddle periodic orbit. Moreover, we identified the boundaries of the Smale–horseshoe region: the codimension-one heteroclinic bifurcation 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}}, where there is a connecting orbit from 𝟎\mathbf{0} to the orientable saddle periodic orbit Γo\Gamma_{o}; and the codimension-one homoclinic bifurcation 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} of Γo\Gamma_{o} (which was conjectured to exist in [26]).

We proceeded by considering the bifurcation set in the (μ,α)(\mu,\alpha)-plane more globally, further away from the central point 𝐂𝐈\mathbf{C_{I}}, to determine the overall organization of the emanating curves of codimension-one bifurcations. First of all, we found that the region with Smale–horseshoe dynamics is, in fact, bounded, because the curves 𝐐𝟎Γo\mathbf{Q}_{\mathbf{0}}^{\Gamma_{o}} and 𝐓𝐚𝐧Γo\mathbf{Tan}_{\Gamma_{o}} intersect to form a codimension-two heteroclinic cycle between 𝟎\mathbf{0} and the orientable saddle periodic orbit Γo\Gamma_{o}. Zooming out even more, revealed a complex overall picture involving the transition to an inclination flip bifurcation of case B. A prominent feature of it are bubbles formed by certain homoclinic bifurcation curves in parameter plane, which exhibit an additional homoclinic flip bifurcation of case C that changes the orientation of the respective homoclinic bifurcation. Such bubbles were proposed as a crucial ingredient in the transition between cases B and C in a codimension-three resonant homoclinic flip bifurcation [16], and then found numerically in [28]. We identified infinitely many homoclinic bubbles in the (μ,α)(\mu,\alpha)-plane, clarified the role of heteroclinic bifurcations for their organization and described their accumulation on a specific boundary curve.

The detailed numerical investigation presented here identified several generic bifurcation phenomena that were not considered before, as part of the unfolding of a homoclinic flip bifurcation of case C or otherwise. Now that they are known and described, they can be studied theoretically by considering them in a more abstract and general setting. Hence, an advanced numerical study as presented here can contribute to a better understanding of theoretical constructs, especially in situations when the theory is very intricate. In this context it will be interesting to study, in the same spirit, the configuration of manifolds responsible for the inward twist case 𝐂𝐢𝐧\mathbf{C_{in}}, which features a related but different unfolding [15]. However, at present, we are not aware of a concrete example of this codimension-two phenomenon in a three-dimensional vector field.

More generally, the results presented here can be seen as a showcase of the capabilities of advanced numerical methods based on two-point boundary value problems for the bifurcation analysis of a given system with complicated global bifurcations. In particular, homoclinic flip bifurcations have been found, for example, in the Hindmarsh–Rose model of a spiking neuron, where they explain the creation of large spiking excursions of periodic orbits in the presence of slow-fast dynamics [23]. Further study of the role of global bifurcations in systems with multiple time scales is a promising direction for future research from both a theory and an applications point of view; for a recent example see [25].

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