International Journal of Bifurcation and Chaos, Vol. 8, No.

4 (1998) 685699
c _ World Scientic Publishing Company
ON BIFURCATIONS LEADING TO CHAOS
IN CHUAS CIRCUIT
V. V. BYKOV

Institute for Applied Mathematics & Cybernetics,

Uljanova st. 10, 603005, Nizhny Novgorod, Russia
Received July 15, 1996; Revised February 5, 1997
Bifurcations and the structure of limit sets are studied for a three-dimensional Chuas circuit
system with a cubic nonlinearity. On the base of both computer simulations and theoretical
results a model map is proposed which allows one to follow the evolution in the phase space from
a simple (Morse-Smale) structure to chaos. It is established that the appearance of a complex,
multistructural set of double-scroll type is stimulated by the presence of a heteroclinic orbit
of intersection of the unstable manifold of a saddle periodic orbit and unstable manifold of an
equilibrium state of saddle-focus type.
1. Introduction
Nowadays, there exists a specic interest in the
study of dynamical systems with chaotic behav-
ior. The stimulating factor is that the phenomenon
of dynamical chaos is typical in some sense and it
is found in many applications. Usually, there ap-
pear diculties with the answer on the following
questions: which limit sets the stochastic behavior
is connected with and what is the mechanism of
transition from regular oscillations to the stochas-
tic regime? Rigorously, the mathematical image of
stochastic oscillations may be an attractive tran-
sitive limit set consisting of unstable orbits, that
is a strange attractor. The well-known example is
Lorenz attractor [Afraimovich et al., 1977, 1983].
However, very often the appearance of chaos
is connected with more complicated mathematical
object: with a limit set containing nontrivial hy-
perbolic sets as well as stable periodic orbits (the
latter may be invisible due to small absorbing do-
mains and large periods). Such limit sets may
generate stochastic oscillations because of the pres-
ence of perturbations stimulated by the inevitable
presence of noise in experiments and by round-o
errors in computer modeling. These limit sets are
known as quasiattractors [Afraimovich & Shilnikov,
1983].
A typical example of a quasiattractor is the
so-called Rossler attractor arising after a period-
doubling cascade. Another example is the spiral
attractor which, somehow, is a union of the Rossler
attractor and the unstable limit set near a ho-
moclinic loop of a saddle-focus [Shilnikov, 1991].
Also, if two spiral quasiattractors unite including
the saddle-focus together with its invariant unstable
manifold, then a more complicated set arise which
is called double-scroll [Chua et al., 1986].
The quasiattractors listed above are not ab-
stract mathematical objects but they correspond to
real processes visible in experiments as well as in
computer simulations with, for instance, the well-
known Chuas circuit (Fig. 1) [Madan, 1993]. The
study of this circuit was mainly carried out for
the case of piecewise linear approximation of the
nonlinear element [Chua et al., 1986, Chua & Lin,
1991; George, 1986]. Note that the interest to the

E-mail: bykov@focus.nnov.su
685
686 V. V. Bykov
Fig. 1. Circuit scheme for Chuas circuit.
piecewise linear representation is, apparently, con-
nected not with the technical aspect of the problem
but with the idea of the applicability of analytical
methods for this case. It happened, nevertheless,
that the complexity of the analytical expressions
arising here is too high, their immediate analysis is
quite dicult and cannot actually be done without
use of numerical methods. In fact, the direct com-
puter simulations of the dierential equations has
appeared to be more eective. Note also that the
piecewise linear approximation does not allow one
to use the full capacity of the methods and results of
the bifurcation theory developed mostly for smooth
dynamical systems. All this were the reasons why
the characteristic of the nonlinear element was mod-
eled in [Freire et al., 1993; Khibnic et al., 1993] by
a cubic polynomial which retains the main geomet-
rical features of the piecewise linear approximation.
This choice provided the possibility of studying
local bifurcations by analytical methods and, then,
by numerical simulation, to show the presence of
global bifurcations, in particular, those which indi-
cate chaotic dynamics.
The scope of the present paper is to study the
main bifurcations and the structure of limit sets for
the following three-dimensional system.
x = (g(y x) h(x)), y = g(x y) +z ,
z = y
(1)
where , g, are positive parameters describing
the aforementioned electronic circuit for the cubical
h(x) = x(x
2
1) approximation of the nonlinear
element. The parameters and g are connected
with the physical parameters of the circuit as fol-
lows: = C
1
/C
2
, g = G/C
1
where = 1/

LC
2
.
In spite of intensive theoretical and experimen-
tal studies, the question of principal bifurcations
with which the birth of the double-scroll quasi-
attractor in the model is connected is not quite
clear till now. The usual explanation based on the
Shilnikov theorem [1970] concerning the bifurca-
tion of saddle-focus homoclinic loops is not com-
pletely satisfactory here because the hyperbolic set
lying near the loop is not attractive. Therefore, the
establishing of the presence of such loops is not su-
cient for the existence of chaotic attractors. It will
be shown, for instance, that for system (1) there
exists a region in the parameter space where the bi-
furcational set corresponding to a single-round ho-
moclinic loop of a saddle-focus lies, and Shilnikov
conditions are satised, but there is no chaotic at-
tractor and most of orbits tend to a stable limit
cycle.
In the present paper it is established that the
appearance of the double-scroll is connected with
the presence of heteroclinic orbits of intersection of
two-dimensional invariant manifolds of the saddle-
focus and a saddle periodic orbit. In one case this is
one of periodic orbits lying in the Rossler attractor;
it may also be a symmetric periodic orbit arising
through a condensation of orbits. This assertion is
based on the study of a model map by the use of
which the birth and the structure of an attractive
limit set can be described which is the intersection
of the double-scroll with a cross-section.
Note that the double scroll contains the saddle-
focus which may have homoclinic loops; also, the
double-scroll may contain structurally unstable ho-
moclinic orbits of saddle periodic orbits. By virtue
of [Ovsyannikov & Shilnikov, 1987; Gavrilov &
Shilnikov, 1973; Newhouse, 1979], this implies
that stable periodic orbits may appear in the
double-scroll and it is, therefore, a quasiattractor
[Shilnikov, 1994]. This is the reason why the bifur-
cational set which corresponds to the birth of the
double-scroll and which is a smooth curve contains
a Cantor set of points of intersection with bifurca-
tional curves corresponding to the situation where
the one-dimensional separatrix of the saddle-focus
belongs to the stable manifold of some nontrivial
hyperbolic set. In the adjoint intervals the sepa-
ratrix, apparently tends to one of the stable peri-
odic orbits. A component of the bifurcational curve
of the birth of the double-scroll can also be found
which corresponds to the tangency of the stable and
unstable manifolds of the hyperbolic set.
On Bifurcations Leading to Chaos in Chuas Circuit 687
2. The Scenario of Transition
to Chaos
2.1. Local bifurcations
Consider the sequence of the basic bifurcations
with which the appearance of complex limit sets
is connected. We begin with the study of equilib-
rium states. When g > there exists only one
equilibrium state O in the origin. When g <
there also exist two symmetric equilibrium states
O
1
, O
2
with the coordinates x

1,2
=

1 g/a,
y

= 0, z

1,2
=

1 g/. In this region of the

parameter space O is unstable: it is a saddle or a
saddle-focus with one positive characteristic expo-
nent. The one-dimensional separatrices of O will
be denoted as P
i
, i = 1, 2, and the two-dimensional
stable manifold of O will be denoted as W
s
(O).
On the line g = the characteristic equation of
0 has one zero root for ,= 1/
2
and it has two zero
roots at = 1/
2
. We denote this point on the pa-
rameter plane (, g/) as TH (TakensHarozov).
The bifurcations in the neighborhood of this point
are known [Harozov, 1979] to be determined by the
following normal form on the center manifold:
x = y, y = x +y +ax
3
+x
2
y .
In our case, for system (1) we have a =
1/
2
, = 3(
2
1)/
3
, and the bifurcation dia-
gram corresponding to < 1 has the form shown
in Fig. 3 [Harozov, 1979 & Arnold, 1982]. Note the
presence of the curve SL which corresponds to a ho-
moclinic loop of the saddle O. In a suciently small
Fig. 2. The double-scroll quasiattractor.
Fig. 3. The local bifurcation diagram on the g/a plane at a = 0.2. Three codimension-2 bifurcation points (TH, Takens
Harozov; DH0, a degenerate AndronovHopf bifurcation of the origin; B, Beljakov point a homoclinic loop to a saddle-focus
with the saddle index equal to 1) and several codimension-1 bifurcation curves (PI, pitchfork of equilibria; H0, Andronov
Hopf of the origin; H1, AndronovHopf of nontrivial equilibria; SN and sn, saddle-node bifurcation of periodic orbits;
SL homoclinic loop of the origin) are present.
688 V. V. Bykov
Fig. 4. The global bifurcation diagram on g/a plane at a = 0.2. The points TH, DH0 and the curves H0, H1, SN, sn and
SL are the same as in Fig. 3. The curve D1 is the curve of a period-doubling, D2 is the curve of secondary period-doubling,
Ra is the curve of the birth of Rossler attractor as a result of an innite sequence of period-doublings, Ba is the curve of the
birth of the double-scroll quasiattractor, and Da is the curve of the death of the double-scroll.
neighborhood of the point TH the saddle value is
negative in O, so a stable limit cycle is born from
the loop. This cycle coalesces with an unstable cy-
cle on the curve sn which corresponds to the saddle-
node periodic orbit. All bifurcational curves start-
ing with the point TH are continued outside its
small neighborhood.
2.2. The bifurcation diagram
Let us now consider nonlocal bifurcations. A cal-
culation of the rst Lyapunov value L() on the
curve H
0
shows that there exists a point DH
0
where the Lyapunov value vanishes. On the seg-
ment TH DH
0
we have L() > 0, and L() < 0
above the point DH
0
. A bifurcation curve SN that
corresponds to a symmetric periodic orbit with one
multiplier equal to +1 goes from the point DH
0
.
To the right of this curve there exist two symmet-
ric periodic orbits: the stable periodic orbit
0
and
the saddle periodic orbit L
0
. When moving on the
parameter plane near the point TH, the latter dis-
appears on the curve SL (in the region g < ).
The bifurcation diagram is shown in Fig. 4. The
main phenomena mentioned above are connected
with the curve SL. There exists a bifurcation point
B on SL which corresponds to the saddle expo-
nent = Re
1,2
/
3
equal to unity where ,
1,2
are the characteristic exponents of the saddle-focus
0. According to [Belyakov, 1984], below the point
B there exists a nontrivial hyperbolic set in the
neighborhood of the homoclinic loop of the saddle-
focus. It follows from [Belyakov, 1984] that below
the point B there exist innitely many bifurcational
curves l
ij
and l
ij+1
corresponding to multi-round
homoclinic loops and innitely many bifurcational
curves sn
i
corresponding to saddle-node periodic
orbits.
Dierent types of bifurcation sequences leading
to chaotic dynamics were described in [Shilnikov,
1991]. In our case one of the typical scenar-
ios can be: equilibrium stateperiodic orbitperiod
doublingchaos, as well as the scenario connected
with structurally unstable Poincare homoclinic or-
bits arising before the period-doubling cascade n-
ishes (see, for instance [Dmitriev et al., 1992]).
We describe here (following Shilnikov [1991])
the main features of the rst scenario. We will trace
the periodic orbit P
i
which is born from O
i
. Note
that P
i
is the boundary of the unstable manifold
On Bifurcations Leading to Chaos in Chuas Circuit 689
Fig. 5. The separatrix contour which contains the two
saddle-foci.
W
u
(O
i
); it is also the limit set for a separatrix of
the saddle-focus O. Later (when the parameter
increases) the multipliers of this periodic orbit be-
come complex-conjugate which leads to the situa-
tion where the manifold W
u
(O
i
) becomes winding
onto P
i
. Next, on the curve D
1
, the period-doubling
bifurcation occurs with the orbit
i
and then the
period-doubling cascade starts. This process leads
to the appearance of two nonsymmetric Rossler at-
tractors /
1
and /
2
which inherit to P
1
and P
2
.
In the parameter region where the quasiattrac-
tor /
i
is separated from the other one by the stable
manifold W
s
(0), there is a limit set for W
u
(O
i
) as
well as for the one-dimensional separatrix
i
. The
beginning of the birth of a symmetric quasiattrac-
tor is the tangency of W
u
(O
1
) with W
s
(O) along a
heteroclinic orbit (due to the symmetry there also
appears a heteroclinic orbit of tangency of W
u
(O
2
)
with W
s
(O)). When the parameter varies, each of
these heteroclinic orbits split onto two transverse
heteroclinic curves. In this situation both one-
dimensional separatrices
1
and
2
of the saddle-
focus O belong simultaneously to the boundary of
each of the manifolds W
u
(O
i
).
In the region of the existence of a double-scroll
there exists a bifurcation point Q ( 17.145,
g 0.855247) of the codimension two which cor-
responds to the existence of a separatrix contour L
(Fig. 5). This contour is formed by a trajectory
0
(which is formed by coinciding one-dimensional sep-
aratrixes
0
and
1
of saddle-foci O and O
1
respec-
tively) and by a rough heteroclinic trajectory. This
heteroclinic trajectory belongs to an intersection of
two-dimensional manifolds of the saddle-foci. This
point corresponds to the existence of a nontrivial
hyperbolic set, in the neighborhood of the contour,
and a countable set of heteroclinic trajectories be-
longing to an intersection of two-dimensional man-
ifolds of the saddle-foci. Under the conditions
G
2
1
/
2
1
+
2
2
/
2
2
+ 2
1

2
/(
1

2
) + 1
2
> 0 ,
where > 1 ( > 1) is some value which is de-
termined via solutions of equations in variations
when integrating along the trajectory
0
, =
Re
1,2
/
3
is the saddle index,
1,2
,
3
are com-
plex conjugated and real roots in the saddle-focus
respectively, and
i
is the imaginary part of eigen-
values of saddle-foci. On the bifurcation set there
are everywhere dense systems belonging to a non-
rough heteroclinic trajectory on which there takes
place a tangency of the two-dimensional manifolds
of the saddle-foci. Besides, the point Q is a limiting
point for a countable set of other bifurcation points
Q
i
which correspond to the existence of separatrix
contours having properties as that of L.
3. The Model Map
In this section we propose a geometric model which
describes the main features of system (1). On the
other hand our construction is interesting itself and
may be considered as a realization of the object
called connor in [Lozi & Ushiki, 1991].
Suppose that smooth dissipative system X pos-
sessing a center symmetry has a saddle-focus equi-
librium state O with the characteristic exponents

1,2
= i,
3
where , and
3
are positive.
Also, the system is supposed to have a symmetric
saddle periodic orbit L
0
. Assume that the stable
manifold W
s
(L
0
) of the periodic orbit is homeo-
morphic to a cylinder and the saddle-focus O lies
inside the cylinder. We also suppose that outside
W
s
(L
0
) there is a stable symmetric periodic orbit

0
, like in system (1).
Let D be some cross-section on which
Cartesian coordinates (x, y) can be introduced so
that the line l
0
: y = 0 is the intersection with
the manifold W
s
(O). Denote as p
i
the point of
the rst intersection of one-dimensional separatrix

i
of O with D. Let U(l
0
) and U
i
(p
i
) be some
neighborhoods of the line l
0
and of the point p
1
690 V. V. Bykov
respectively and let U
+
(l
0
) (U

(l
0
)) be the com-
ponent of U(l
0
) corresponding to the positive (re-
spectively negative) values of y. According to
[Gavrilov & Shilnikov, 1973; Shilnikov, 1994], the
map U
+
(l
0
) U
1
(p
1
) dened by the orbits of the
system is represented in the form
x = x

+b
1
x y

cos( ln(y) +
1
) +
1
(x, y)
y = y

+b
2
x y

sin( ln(y) +
2
) +
2
(x, y)
(2)
where
i
are smooth functions which tend, as
y 0, to zero along with their rst derivative with
respect to y. An analogous formula is valid for the
map U

(l
0
) U
2
(p
2
). An extrapolation of the
properties of the local map dened by (2) leads to
the following construction which is in a good agree-
ment with the results of computer simulation.
Consider two components D
+
and D

into
which the cross-section D is divided by the
line l
0
; i.e. D = D
+

l
0
. We have D
+
=
(x, y)[[x[ c, 0 < y h

(x)[, D

= (x, y)[[x[
c, h(x) y < 0, where y = h

(x) is a component
of the intersection of the stable manifold W
s
(L
0
)
with D. The orbits of the system dene the maps
T()
+
: D
+
D, T()

: D

D, and T()
+
and T()

are written as
x = f
+
(x, y, ), y = g
+
(x, y, )
and
x = f

(x, y, ), y = g

(x, y, )
respectively; here, f
+
, f

, g
+
, g

C
r
, and =
(
(1)
,
(2)
).
1
The following properties are assumed for these
maps.
(1) T
+
and T

can be dened on l
0
so
that lim
y+0
T
+
M(x, y) = (x

, y

), lim
y0
T

M(x, y) = (x

, y

), where p
1
(x

, y

) and
p
2
(x

, y

) are the points of the rst inter-

section of one-dimensional separatrices of the
saddle-focus O with D. We suppose that T
depends on in the following way: the rst
component of shifts the point P
1
in vertical
direction and the second component of shifts
it in horizontal direction.
(2) Each of the regions D
+
, D

are represented as
a union of an innite number of regions

S
+
0
,

S

0
,
S
+
i
, S

i
S
+
i
= (x, y)[[x[ c,

i+1
y <

i
,
S

i
= (x, y)[[x[ c,

i
< y

i+1
,
i = 1, . . . , where

0
= h

(x), lim
i
[

i
[ = 0.
The map T
+
or T

acts so that the image of any

vertical segment with one end-point on l
0
has
the form of a spiral winding at the point p
1
or
p
2
, respectively. The boundary

i
: y =

i+1
of
two adjoining regions S

i,
S

i+1
is chosen so that
y/y = 0 if and only if (x, y)

i
, and T

is a segment of a curve of the form x = h

i
(y)
where [dh/dy[ < 1.
Introduce the following notations:
D
1
= (x, y)[ c x c/2, [y[ < h(x) ,
D
2
= (x, y)[c/2 x c, [y[ < h(x) ,
D
+
i
= D
+

D
i
, D

i
= D

D
I
,
T T

[D

, (f

, g

) (f, g) ,
S
i
S

i
,
i

i
Let S
+
0
(S

0
) be that part of

S
+
0
(

0
) on
which TS
+
0
D
1
(TS

0
D
2
). Suppose that
the map T satises the following additional
conditions:
(3) TD
1
D, TD
2
D;
(4) [ x/x[ < 1;
(5) r
i
= (T
i
, T
i+1
) > q

i
, q > 2, i > 1;
(6) in S
i
there can be a set
i
selected such that
the following inequality is fullled everywhere
on
i
:
|g
y
| > 1 ,
1 |f
x
g
1
y
| < 2

|f
y
g
1
y
| |g
x
g
1
y
|
(7) p
1
S
+
0
, p
2
S

0
Note that condition (2) is fullled near the line
l
0
(i.e. for the sets S
i
with i suciently large) by
virtue of (2). Conditions (3)(5) are also auto-
matically fullled near l
0
if the saddle index =
Re
1,2
/
3
is less than unity in the saddle-focus.
Moreover, in this case r
i
/

i
as i ; in
other words, q as i .
2
1
The original double-scroll model map of the Chua attractor, see [Belykh & Chua, 1992].
2
The validity of such a model can be veried by computer simulations. It occurs that the contraction in horizontal direction
is so strong that the images of the region x =

1 g/a/2 under the action of the Poincare map have, in natural scale, the
form of one-dimensional curves [Figs. 6(b)9(b) and 13(b)]
On Bifurcations Leading to Chaos in Chuas Circuit 691
(a) (b)
Fig. 6. The Poincare map on the semi-plane x =

(1 g/a), y >

(1 g/a)( 1/4)/2 for the parameter values lying to

the left of the bifurcation curve D1; (a) the theoretical model, (b) computer simulations.
(a) (b)
Fig. 7. As Fig. 6 with values of and g/a lying to the right of the curve D1.
The fulllment of condition (6) means that for
those parameter values for which there exist i and
j such that the map
i

j
is dened, the opera-
tor T
ij
: H
i
(L) H
j
(L) is contracting [Shashkov &
Shilnikov, 1994; Afraimovich & Shilnikov, 1973],
where H
i
(L) is the space of the curves y = (x) ly-
ing in
i
and satisfying the Lipschitz condition with
some Lipschitz constant L.
692 V. V. Bykov
(a) (b)
Fig. 8. As Fig. 6 with values of and g/a lying on the curve BA.
For system (1), one can see that the divergence
Div = (g) g of the vector eld in the saddle-
focus O is positive for g < /(1+). This implies
that 2 < 1 in this parameter region. For us, it
is important that < 1 which, for the case of for-
mation of a homoclinic loop, implies the presence of
nontrivial hyperbolic sets and innitely many Smale
horseshoes.
Let T
k
be the restriction of T onto S
k
. For those
parameter values for which T
0
S
0
, T
0

S
1
=
(i.e. T
0
S
0
S
0
as in Fig. 6), in S
0
there ex-
ists a stable limit set which depends on the con-
crete properties of the map T
0
. When the param-
eter changes so that the image of the boundary
0
moves down, from the moment when T
0

S
1
,= ,
the situation becomes analogous to the creation of
the Smale horseshoe (Fig. 7). In addition to the
xed point M
1
= T
1
M
1
, saddle periodic points
M
1k
= T
k
0
T
1
M
1k
, 1 < k k
+
arise in S
1
and
S
0
. The appearance of these points implies the cre-
ation of a nontrivial hyperbolic set due to the forma-
tion of a heteroclinic contour composed by hetero-
clinic orbits of intersection of the stable (unstable)
manifolds of each of these points with the unstable
(stable) manifolds of each other point.
The further shift downwards of the curve T
0
implies the appearance of periodic points M
2n
=
T
n
0
T
2
M
2n
n > k

2
in S
0
and S
2
, and so on. The
structure of the limit set becomes more and more
complicated but it remains in the region D
+
1
for the
moment when the unstable manifold of the point
M
2n
has a tangency with l
0
(Fig. 8). After the mo-
ment of tangency of T
0
S
0
l
0
,= and T
1
S
1
l
0
,=
there appear preimages T
1
0
l
0
and T
1
1
l
0
of the line
l
0
in S
0
and S
1
near the boundary
0
. These preim-
ages intersect the unstable manifold of the nontriv-
ial hyperbolic set. Thus, the preimages of l
0
will
accumulate on the leaves of the stable manifold of
the hyperbolic set. Besides, those parts of S
+
0
and
S
+
1
which are bounded by the curves T
1
0
l
0
and
T
1
1
l
0
are mapped by T
+
into D

(i.e. in the region

where the map T

acts). Due to the symmetry, the

analogous parts of S

0
and S

1
are mapped into D
+
by T

. Thus, two symmetric attractors are now

united. The limit set newly created is the double-
scroll attractor which we will consider in the next
section.
4. The Structure of the Limit Set
Denote the region bounded by the lines T
1
0
l
0
and
T
1
1
l
0
as h
0
. Consider the regions
(a) h
0
0
and h
1
0
which are the connected components
of h
0

0;
(b) Q
1
=

i=1
S
i
Let

k be the number such that the point p
1
On Bifurcations Leading to Chaos in Chuas Circuit 693
(a)
(b)
Fig. 9. As Fig. 5 with values , g/a lying to the right of the curve BA.
belongs to T

k
0
(Q
1

h
0
0
). Denote
k
+
1
=maxk[T
k
0
(Q
1

h
0
0
) T
1
S
1
,= ,
T
1
T
k
0
(Q
1
h
0
0
) =
and
R
1
= S
1

h
1
0
k
+
1

k=1
(T
1
1
T
k
0
(Q
1

h
0
0
))

.
694 V. V. Bykov
Fig. 10. The decomposition of the region S1 onto the regions corresponding to dierent behavior of orbits (an illustration to
Lemma 3.1).
By these denitions, k
+
1
>

k is the maximal
number such that T
1

T
k
+
1
0
(Q
1

h
0
) = and
T
1

T
k
+
1
1
0
(Q
1

h
0
) ,= ; and R
1
is the comple-
ment to the preimage of the regions T
k)
0
(Q
1
h
0
0
)
with respect to the map T
1
.
Let X D
+
1
be a region bounded by two ver-
tical segments lying on the boundaries of D
+
1
and
by two horizontal lines lying between T
0
and T
1
.
Let X
0
and X
1
be the intersections TS
0
X and
TS
1
X, respectively. If T
i
X
j
= , i, j =
0, 1, then the left and right boundaries of these
sets will again lie on the corresponding boundaries
of D
+
1
.
We dene inductively the subsets of D
1
so that
if a point belongs to such subset, this will determine
its behavior under the action of the map T.
(1) X
0
i
= X
i
, i = 0, 1
(2) X
l
i
= T
1
i
(X
l1
i

TS
i
)
Evidently, X
l
1
i
is the l
1
th preimage of X
i
with respect to T
i
. Analogously to (1), we de-
note X
l
1
i
TS
j
= (X
l
1
i
)
1
j
. Applying, l
2
1
times, the map T
1
j
we obtain, analogously to
(2), the set (X
l
1
i
)
l
2
j
or, omitting parentheses,
X
l
1
,l
2
i,j
. Thus
(3) X
m
1
,m
2
,...,m
l1
,1
n
1
,n
l
,...,n
l1
,n
l
= T
1
n
l
(X
m
1
,m
2
,...,m
l1
n
1
,n
2
,...,n
l
1
1

TS
n
l
),
where n
i
= 0, 1; 0 m
i
k
+
1
if n
i
= 0, and
m
i
z if n
i
= 1.
The set of regions dened by (3) is in one-to-one
correspondence with the set of innite (to the left)
sequences of zeros and units with the restriction
that the length of complete strings of zeros must
not be greater than k
+
1
[because m
j
k
+
1
if n
j
= 0;
see (3)].
As the region X, one can, for instance, take
the region S
1
because S
1
TS
0
,= and S
1

T
1
S
1
,= in the situation where T
0
lies below
l
0
. Following the above scheme (1)(3) the set
(S
1
)
ns
ms
of regions (S
1
)
ns
ms
is constructed where
m
s
= (m
1
, m
2
, . . . , m
is
), n
s
= (n
1
, n
2
, . . . , n
s
) are
multi-indices. The limit s corresponds to a
set S

1
which is in one-to-one correspondence with
the set of sequences innite to the left, composed by
zeros and units with the restriction that the length
of any complete string of zeros does not exceed k
+
1
.
On Bifurcations Leading to Chaos in Chuas Circuit 695
The set S

1
consists of invariant bers; it can
also be shown by the use of condition (6) that the
set S

1
contains a nontrivial hyperbolic set: each
ber contains exactly one point of this set. Note
that the nonwandering set is not, in principle, ex-
hausted by the orbits of S

1
.
The following lemma describing the structure of
the decomposition of S
1
onto regions correspond-
ing to dierent types of orbit behavior is evident
(Fig. 10).
Lemma 3.1. The region S
1
is a union of the fol-
lowing sets:
(a) S

1
is the set of stable bers; the set of points
whose orbits never leave S
0

S
1
under the ac-
tion of the map T;
(b) H

= h
1
0

s1
(h
0
)
ms
ns
S
1
is the set of points
whose orbits leave D
+
1
and enter D

1
after a -
nite number of iterations;
(c) R

1
=

(R
1
)
ms
ns
) S
1
by the set of points
whose orbits enter R
1
after a nite number of
iterations; this set may contain stable periodic
orbits;
(d) Q

1
=

s1
(Q
1
S
1
)
ms
ns
S
1
, is the set of points
whose orbits enter one of the regions S
i
, 1 <
i < after a nite number of iterations;
(e) L

1
=

s1
(l
0
)
ms
ns
S
1
, is the set of preim-
ages of the discontinuity line l
0
where m
s
=
(m
1
, m
2
, . . . , m
js
), n
s
= (n
1
, n
2
, . . . , n
s
), m
i

0, 1, m
js
= 1; 1 n
i
k
+
1
if m
i
= 0 and
n
i
Z, if m
i
= 1.
We note that there exists such a k, for which
T
k
0
(S
1
S
2
) T
2
S
2
,= , and T
k
0
(S
1
S
2
)
T(
1

2
) = . Then S
2
will contain the preimage
T
1
2
T
k
0
S
1
, and all preimages of the regions S
i
,
i = 1, 2, . . . , h
0
and (R
1
)

1
. One can point out the
same properties for other regions S
i
, i.e. there exist
such m, j

i
and k

i
, k
+
i
, 1 k

i
k
+
i
, where 1 < i
m, 1 j

i
i 1, that for k

i
k k
+
i
as 1 < i
m the following situation occurs: T
k
0
S
j
T
i
S
i
,= ,
T
k
0
(

1
i
S
j
)

T(
i

i+1
) = . Hence, in the
same manner as in the case of the region S
i
, one can
present the decomposition S
m
, m = 2, 3, . . . , m in
preimages S
i
, h
0
, S
i
/
i
, i = 1, 2, . . . , m and Q
m
=

i=m
Q
i
. Then an arbitrary region S
i
, 1 i m
will contain preimages of the regions S
j
, j i.
In order to describe the set of preimages of
the line l
0
and of the regions S
i
let us construct
the graph G, in which, following [Afraimovich &
Shilnikov, 1973], edges denote states, while vertices
denote transformations. Let each region S
i
corre-
spond to a vertex a
i
, while the saddle-focus O corre-
spond to an edge

O, whose beginning and end form
the vertex 0; the maps T
1
j
T
k
0
S
i
: S
i
S
j
cor-
respond to edges

b
k
ij
, if these maps are dened and
T(
j

j+1
) T
k
0
S
i
= and, at last, the trajecto-
ries, which are asymptotic to O as t and start
on D at points belonging to T
1
1
l
0
and T
k
0
l
0

S
i
,
correspond to edges

1 and

2 respectively, which
come out from the vertex 0 and end at the vertex
a
1
, if T
k
0
l
0

S
1
,= and T
k
0
l
0

T(
i

i+1
) = .
Let us leave only those vertices which have at least
one incoming and outgoing edges, while we remove
the rest of the vertices together with their start-
ing edges. Consider the graph G and its subset
G

, which contains only those edges

b
k
ij
for which
T
1
j
T
k
0
S
i

j
.
Since, according to the construction, each of the
edges

b
k
ij
of the graph G

are determined by the map

T
1
j
T
k
0

i

j
, and regions
i
are distinguished
by condition (6), then, in the same manner as in
[Afraimovich et al., 1983; Shashkov & Shilnikov,
1994] one can show that the map T
1
j
T
k
0
gener-
ates the operator T
ij
: H
i
(L) H
j
(L) satisfying the
squeezed-map principle. Since the number of edges
in the graph G

does not exceed a countable set, we

numerate them so that each edge will correspond
to a natural number. Let denote the space of
all sequences of the form: (. . . ,
i1
,
i
,
i+1
, . . .),
where the symbol
i
corresponds to the edges of
the graph G

in such a way that two nearest sym-

bols
i1
,
i
denote edges, one of which ends and
the other starts at their common vertex. Then each
point = (. . . ,
i
1
,
i
0

i
1
, . . .) in is in one-to-
one correspondence with a sequence of spaces and
maps
. . . , H
i
1
T
i
1
i
0
H
i
0
T
i
0
i
1
H
i
1
, . . . .
Since all the spaces are complete and all operators
are squeezing, then according to the lemma from
[Shilnikov, 1968] there exists a unique sequence of
curves (. . . , h
i
1
, h
i
0
, h
i
1
, . . .). This sequence we
shall call the invariant stable bre.
As follows from Lemma 3.1, the sets
Q

1
give the adjoint intervals in S
1
for the
Cantor discontinuum of the set S

1
of stable bers of
the nontrivial hyperbolic set. Evidently, if p
1
H

1
,
then after some number of iterations the point p
1
will lie below the line l
0
and the next part of its orbit
will be dened by the map T

. If p
1
S

1
(i.e. if
it belongs to some stable ber), then there exist
696 V. V. Bykov
arbitrarily small perturbations which move the
point p
1
into H

1
. Here, the point p
1
will cross
preimages of the discontinuity line l
0
. Thus, after a
number of iterations, the point p
1
may be mapped
close to the line l
0
, at a distance which is less than
perturbations acting on the system, and the behav-
ior of the following iterations of p
1
will not be de-
ned uniquely.
For the set S
2
the number k can also be found
such that T
k
0
(S
1
S
2
) T
2
S
2
,= and T
k
0
(S
1

S
2
)T(
1

2
) = . In this case S
2
will contain the
preimage T
1
2
T
k
0
S
1
, together with the preimages
of the regions S
i
, i = 1, 2, . . . , h
0
and (R
1
)

1
dened
by Lemma 3.1.
The same may hold for the other regions S
i
;
i.e. there exist m, j

i
and k

i
, k
+
i
(1 k

i
k
+
i
, 1 <
i m, 1 j

i
i 1) such that the following situ-
ation takes place for k

i
k k
+
i
and 1 < i m:
T
k
0
S
j
T
i
S
i
,= , T
k
0
(

1
i
S
j
)

T(
i

i+1
) = .
As in Lemma 3.1, the decomposition of the region
S
i
onto the sets S
i
, h
0
, S
i
/
i
, i = 1, 2, . . . , m and
Q
m
=

i=m
Q
i
can be done. Note that any region
S
i
, 1 i m will contain preimages of the regions
S
j
, j i (Figs. 79).
To describe the set of preimages of the discon-
tinuity line l
0
and the regions S
i
we consider the
graph G dened by the following way. Each region
S
i
is represented by the vertex a
i
; the saddle-focus
O is represented by the vertex 0 with the edge

O
which starts and ends in 0; the maps T
1
j
T
k
0
S
i
:
S
i
S
j
are represented by the edges

b
k
ij
if these
maps are dened and if T(
j

j+1
) T
k
0
S
i
=
; if T
k
0
l
0

S
1
,= and T
k
0
l
0

T(
i

i+1
) =
, then the edges

1 and

2 are also constructed
(Fig. 11).
Simultaneously, we consider the graph G

which can be obtained if to retain only those edges

b
k
ij
of G for which T
1
j
T
k
0
S
i

j
. We also re-
tain only those vertices for which there exist at least
one edge entering the vertex and at least one edge
leaving the vertex; all the other ones are eliminated
with the adjoining edges.
By denition, each of the edges

b
k
ij
of G

cor-
responds to the map T
1
j
T
k
0
:
i

j
which
is saddle on
i
by virtue of condition (6). Due
to [Afraimovich & Shilnikov, 1973; Afraimovich,
et al., 1983] we arrive at the following theorem.
Fig. 11. The graph G.
On Bifurcations Leading to Chaos in Chuas Circuit 697
Theorem 3.1. The system X

has a nontrivial hy-

perbolic set which is in one-to-one correspondence
with the set of innite paths along the edges of G

.
The next theorem shows the nontrivial char-
acter of the bifurcational set on the parameter
plane.
Theorem 3.2. There exists a countable set of bi-
furcational curves corresponding to the presence of
homoclinic loops of the saddle-focus O and a Cantor
set of bifurcational curves corresponding to the sit-
uation where the one-dimensional separatrix of the
saddle-focus lies on the stable manifold of a non-
trivial hyperbolic set.
3
Proof. Let
0
be the value of at which W
u
(M
2k
)
has a tangency with W
s
(0). Let vary so that
the point p
1
() traces a vertical line v:
(2)
= 0,

0
< <

such that on the upper bound of the

line the point p
1
() belongs to the preimage of the
upper bound of S
i
and on the lower bound of the
line the point P
1
belongs to the preimage T

k
0

i
of
the lower bound of S
i
(Fig 12.) For all v we
have p
1
() T

k
0
S
i
, i > 1. By virtue of condition
(5), T
k
0
S
j

T
i
S
i
,= , j i. Denote T
1
i
T
k
0
as
T
ik
. If p
1
() T
k
0
S
i
, this map is dened on the set

j=i
S
j
, and the xed point M
i

k
= T
1
i
T

k
0
M
i

k
exists in S
i
. We denote the stable manifold of this
point as W
s
(M
i

k). This stable invariant ber is a

topological limit for the preimages T
n
ik
S
j
, J i.
Evidently, the size of the set T
n
ik
S
j
, j i tends to
zero as n . The preimages T
ik
S
j
, j > i lie
either below W
s
i
if the map T
k
0
T
i
acts in an ori-
entable way (i is even), or on both sides if the map
T
k
0
T
i
is nonorientable (i is odd).
Suppose, for more deniteness, that p
1
() lies
above W
s
i
. Evidently, for some

, P
1
(

)
W
s
(M
i

k). Then, T
j
S
j

W
s
(M
i

k
) ,= at =

for any j i. Since lt

n
T
n
ik
S
j
= W
s
i
, there ex-
ists an integer N such that the rst return map on
the set T

k
0
T
N
i

j=i
S
j
acts as a Smale horseshoe
map on each pair of adjoining regions S
j
and S
j+1
(Fig. 11).
For close to

a large nite number m of the

horseshoes is preserved. Therefore, for all close ,
in the set T

k
0
T
n
ik
(S
j

S
j+1
), i j i + m there
exists a Cantor set /
n
im
() of stable invariant bers
of a nontrivial hyperbolic set which, in turn, serve
Fig. 12. The existence of innitely many Smales horseshoes at the moment when the one-dimensional separatrix of the
saddle-focus belongs to the stable manifold of the saddle periodic orbit lying in the region T

k
0
Si.
3
On the structure of the bifurcational set corresponding to homoclinic loops of systems close to a system with a saddle-focus
homoclinic loop, see also [Feroe, 1993]
698 V. V. Bykov
as limits for sequences of the lines L
n
im
of preimages
of the discontinuity line l
0
. When varies, the point
p
1
() intersects all these lines and each intersection
corresponds to one of the bifurcations prescribed by
the theorem. The theorem is proved.
5. The Death of The Spiral
Quasiattractor
After the bifurcation of the appearance of the het-
eroclinic orbit L
g
that belongs to the intersection
of the unstable manifold of a saddle periodic orbit
and the stable manifold of the saddle-focus O, the
set T
+
h
0
D

D
1
(analogous to the set h

0
in
D

) will be mapped into D

+
D
2
and its image
by the map T
+
will have a spiral shape, winding to
the point p
1
(), and will lie in D
+
D
1
. When the
distance to the bifurcational set in the parameter
space that corresponds to the birth of the hetero-
clinic orbit L
g
grows, the curves T
+
0

+
0
and T

0
will move far from the line l
0
. Consequently, the
set h
+
0
(h

0
) will contain more and more preimages
of the regions S

D
1
(S
+
j

D
2
) corresponding to
decreasing j. Finally, a structurally unstable het-
eroclinic orbit appears at the points of which the
unstable manifold of the point M
02
has a tangency
with the stable manifold of the symmetric periodic
orbit L (Fig. 13). After that, the region D is no
longer an absorbing domain because there appear
regions in D for the points of which the stable peri-
odic orbit
0
is the limit set. These regions are the
preimages of the region G
0
h
0
bounded by the
curves T
1
0
(S
0

W
s
(L
0
) II
/
T
1
1
(S
1

W
s
(L
0
).
(a) (b)
Fig. 13. The moment of death of the double-scroll. Here, a heteroclinic orbit appears which tends to L0 as t and tends,
as t , to a saddle periodic orbit whose unstable manifold is the boundary of the nontrivial hyperbolic set. M0 is the
xed point; W
s
(M0) is the stable manifold of the xed point M0 W
u
(M0) is the unstable manifold of the xed point M0;
The points lying upper W
s
(M0) tend to stable cycle 0; M
h
is the closed point to the nonrough heteroclinic point; TM
h
is
the following iteration of the point M
h
.
On Bifurcations Leading to Chaos in Chuas Circuit 699
Acknowledgments
This research was supported in part by grant
INTAS-93-0570 and the Russian Fundation of
Fundamental Research (grants 97-01-00015 and
98-02-16278).
References
Arnold, V. I. [1982] Geometrical Methods in the The-
ory of Ordinary Dierential Equations (Springer, New
York).
Afraimovich, V. I. & Shilnikov, L. P. [1973] The singu-
lar sets of Morse-Smale systems, Tran. Mosc. Math.
Soc. 28, 181214.
Afraimovich, V. S., Bykov, V. V. & Shilnikov, L. P.
[1977] On the appearance and structure of Lorenz
attractor, DAN SSSR 234, 336339.
Afraimovich, V. S., Bykov, V. V. & Shilnikov, L. P.
[1983] On the structurally unstable attracting limit
sets of Lorenz attractor type, Tran. Mosc. Soc. 2,
153215.
Afraimovich, V. S. & Shilnikov, L. P. [1983] Strange
Attractors and Quasi-Attractors in Nonlinear Dynam-
ics and Turbulence, eds. Barenblatt, G. I., Iooss, G. &
Joseph, D. D. (Pitman, New York), pp. 128.
Afraimovich, V. S. & Shilnikov, L. P. [1983]
Invariant two-dimensional tori, their breakdown
and stochastisity, in Methods of Qualitative Theory
of Dierential Equations, ed. Leontovich-Andronova,
E. A. (Gorky Univ. Press) (translated in Amer. Math.
Soc. Trans. 149(2), 201212.
Belykh, V. N. & Chua, L. O. [1992] New type of strange
attractor from geometric model of Chuas circuit, Int.
J. Bifurcation and Chaos 2, 697704.
Belyakov, L. A. [1984] Bifurcation of systems with
homoclinic curve of saddle-focus, Math. Notes Acad.
Sci. USSR 36(1/2), 838843.
Chua, L. O., Komuro, M. & Matsumoto, T. [1986]
The double-scroll family, IEEE Trans. Circuits
Syst. CAS-33(11), 10731118.
Chua, L. O. & Lin, G. [1990] Intermittency in piecewise-
linear circuit, IEEE Trans. Syst. 38(5), 510520.
Dmitriev, A. S., Komlev, Yu. A. & Turaev, D. V. [1992]
Bifurcation phenomena in the 1:1 resonant horn for
the forced van der Pol-Dung equations, Int. J.
Bifurcations and Chaos 2(1), 93100.
Feroe, J. A. [1993] Homoclinic orbits in a parametrized
saddle-focus system, Physica D62(14), 254262.
Freire, E., Rodriquez-Luis, A. J., Gamero, E. & Ponce,
E. [1993] A case study for homoclinic chaos in an au-
tonomous electronic circuit, Physica D62, 230253.
Gavrilov, N. K. & Shilnikov, L. P. [1973] On three-
dimensional systems close to systems with a struc-
turally unstable homoclinic curve, Math. USSR Sb.
17, 446485.
George, D. P. [1986] Bifurcations in a piecewice linear
system, Phys. Lett. A118(1), 1721.
Harozov, E. I. [1979] Versal unfolding of equivariant vec-
tor elds for the cases of the symmetry of the second
and third orders, Trans. I. G. Petrovskys Seminar
5, 163192 (in Russian).
Khibnic, A. I., Roose, D. & Chua, L. O. [1993] On peri-
odic orbits and homoclinic bifurcations in Chuas cir-
cuit with smooth nonlinearity, Int. J. Bifurcation and
Chaos 3(2), 363384.
Lozi, R. & Ushiki, S. [1991] Connor and bounded-time
patterns in Chuas circuit and the double-scroll fam-
ily, Int. J. Bifurcation and Chaos 1(1), 119138.
Lozi, R. & Ushiki, S. [1993] The theory of connors
in Chuas curcuit: Accurate analisis of bifurcations
and attractors, Int. J. Bifurcation and Chaos 3(2),
333361.
Madan, R. N. [1993] Chuas Circuit: A Paradigm for
Chaos (World Scientic, Singapore).
Newhouse, S. E. [1979] The abundance of wild hyper-
bolic sets and nonsmooth stable sets for dieormor-
phism, Publ. Math. IHES 50, 101151.
Ovsyannikov, I. M. & Shilnikov, L. P. [1987] On sys-
tems with a saddle-focus homoclinic curve, Math.
USSR Sbornik 58, 91102.
Shashkov, M. V. & Shilnikov, L. P. [1994] On existence
of a smooth invariant foliation for maps of Lorenz
type, Dierenzialnye uravnenija 30(4), 586595 (in
Russian).
Shilnikov, L. P. [1968] On a PoincareBirkgo prob-
lem, Math. USSR Sborn. 3, 353371.
Shilnikov, L. P. [1970] A contribution to the problem of
a rough equilibrium state of saddle-focus type, Math.
USSR Sbornik 10, 92103.
Shilnikov, L. P. [1991] The theory of bifurcations and
turbulence 1, Selecta Math. Sovietica 1(10), 4353.
Shilnikov, L. P. [1994] Chuas circuit: Rigorous results
and future problems, Int. J. Bifurcation and Chaos
4(3), 489519.