Discrete Dynamical Systems - Key Proof
We prove that when a multiplier of a fixed point passes through , a period-2 orbit bifurcates. This is the fundamental mechanism of the period-doubling route to chaos.
Setup: Consider a one-parameter family of maps with a fixed point satisfying . Assume the multiplier passes through transversely: and .
Step 1: Period-2 orbits as fixed points of
Period-2 points satisfy but . Near the bifurcation, we analyze to find its fixed points. At , is a fixed point of with multiplier:
This is a non-hyperbolic situation requiring higher-order analysis.
Step 2: Taylor expansion of near
Expand around , :
where . Computing involves derivatives of the composition . For generic maps, (non-degeneracy).
Step 3: Change of variables
Let and study . Fixed points of satisfy , or equivalently:
For small , this simplifies to:
Rearranging: where (combining coefficients).
Step 4: Bifurcation condition
For period-2 orbits to exist, we need , requiring . Assuming (genericity), period-2 points emerge when and have the same sign. Specifically:
For (if ), two new fixed points of appear, corresponding to a period-2 orbit with and .
Step 5: Stability of the period-2 orbit
The multiplier of the period-2 orbit is . Computing:
For small , this is approximately . The sign determines stability. For supercritical bifurcations (common case), the period-2 orbit is stable immediately after bifurcation when the fixed point becomes unstable.
Conclusion: At where the multiplier of crosses , a pair of period-2 points bifurcates. For (or depending on parameters), a stable period-2 orbit exists, while the original fixed point becomes unstable. This is the period-doubling (flip) bifurcation.
The period-doubling bifurcation is the discrete analog of the Hopf bifurcation. Just as Hopf creates periodic orbits from fixed points, flip bifurcations double the period of existing cycles. Cascades of flip bifurcations () lead to chaos, with universal scaling governed by Feigenbaum constants.
This proof technique—reducing to studying the iterated map , expanding around the bifurcation point, and analyzing stability—generalizes to other discrete bifurcations. The key is identifying the critical degeneracy (multiplier at or on unit circle) and computing normal forms to determine post-bifurcation behavior. This systematic approach makes bifurcation analysis tractable even for complex maps.
The period-doubling bifurcation exemplifies how small parameter changes can fundamentally alter dynamics. Understanding this mechanism explains the ubiquitous period-doubling cascades observed from fluid experiments to electronic oscillators, providing a universal language for describing transitions to chaos across diverse physical systems.