Local Dynamics Analysis of a Four-Dimensional Hyperchaotic Lorenz System

The local dynamical behaviors of a four-dimensional hyperchaotic Lorenz system, including stability and bifurcations, are investigated in this paper by analytical and numerical methods. The equilibriums and their stability under different parameter conditions are analyzed by applying Routh-Hurwitz criterion. The results indicate that the system may exist one, three and five equilibrium points for different system parameters. Based on the central manifold theorem and normal form theorem, the pitchfork bifurcation and Hopf bi-furcation are studied respectively. By using the Hopf bifurcation theorem and calculating the first Lyapunov coefficient, the Hopf bifurcation of this system is obtained as supercritical for certain parameters. Finally, the results of theoretical parts are verified by some numerical simulations.


Introduction
In 1963, Lorenz, an American meteorologist, discovered the first chaotic attractor while studying the atmospheric motion, which started the study of chaos.The Lorenz model also has become a classical model in the field of chaos.
Based on Lorenz system, many scholars proposed Lorenz-like systems, which are widely used in image encryption, secure communication and many other fields.Perevoznikov et al. [1] considered two methods of stability analysis of systems described by dynamical equations through Lorenz and Rossler Model Problems.Liu et al. [2] gave new insights into a new Lorenz-like chaotic system from the literature.Wu et al. [3] investigated the stability of equilibrium points et al. [8] investigated the bifurcation characteristics of the active magnetic bearing-rotor system subjected to the external excitation analytically.Wang et al. [9] presented a two-dimensional simplified Hodgkin-Huxley model under exposure to electric fields, and the Hopf bifurcation of this model was analyzed both analytically and numerically.Wen et al. [10] obtained the Hopf bifurcation associated with positive non-homogeneous steady states of a reaction-diffusion-advection logistic model, with two non-local delayed density-dependent terms and zero-Dirichlet boundary conditions.Li et al. [11] studied a four-dimensional inertial two-nervous system with delay and obtained the critical value of zero-Hopf bifurcation by analyzing the distribution of eigenvalues.
The following manuscript is organized as follows: a four-dimensional hyperchaotic Lorenz system is presented in the next section.In Section 3, the equilibrium points and their stability are studied.The pitchfork bifurcation and Hopf bifurcation are analyzed in Section 4. In the last section, numerical simulations are presented to verify the theoretical results.

Dynamic Modeling
Wang et al. [12] proposed a four-dimensional hyperchaotic system by adding the nonlinear controller to Lorenz system, and analyzed its basic dynamic characteristics.On the basis of these works, Xie et al. [13] proposed a plaintext related color image encryption algorithm based on multiple chaotic maps to solve the problem of color image encryption and the local dynamics analysis of this system is carried out.The specific model is shown in the following: ( ) x a y x w y bx y xz z xy cz w yz dw Where [ ] T , , , x y z w are the state variables, , , , a b c d are controllable parameters.
, the system is in a hyperchaotic state [13].Its hyperchaotic state can be observed by Figure 1.

Equilibrium Analysis
In this section, the stability of the equilibrium points of this system will be analyzed.
Theorem 1.Let , 0 t t < .And the system has three equilibrium points as long as it meets any of the following conditions: 1) 2) 0 ∆ > and also 1 0 t > , 2 0 t < ; 3) 0 ∆ > and also 1 0 t < , 2 0 t > .The system has five equilibrium points as long as it meets the condition: both Proof 1. Solving the equations to find the equilibrium points of system (1): ( ) , the system has three equilibrium points as following: S 0 ; Where > , the system has three equilibrium points.The equilibrium points in the former case are 0 S ; respectively.And the equilibrium points in the other case are S 0 ; , the system has five equilibrium points.The equilibrium points are S 0 , M 1 , M 2 , N 1 , N 2 .Therefore, Theorem 1 is proved.
Then the stability will be discussed.Choosing case as an example and the analysis process for other situations are similar.Based on Theorem 1, the system has equilibrium points S 0 , M 1 , M 2 , N 1 , N 2 when Since the system has symmetry, the stability of M 2 , N 2 are same as the M 1 , N 1 .The Routh-Hurwitz criterion is applied to analyze stability of S 0 , M 1 , N 1 , and the following theorems are obtained.Theorem 2. When ( ) ( ) Proof 2. The Jacobian matrix of system (1) at S 0 is as following: . And characteristic roots are 2 All characteristic roots have negative real parts if these parameters satisfy ( ) ( ) Applying the Routh-Hurwitz criterion [14] we can know S 0 is asymptotically stable.Similarly, when the parameters simultaneously satisfy ( ) ( ) Proof 3. The Jacobian matrix of system (1) at M 1 is as following: The characteristic polynomial of this matrix is where ( ) Calculating the following determinants: According to Routh-Hurwitz critetion, the equilibrium point M 1 is asymptotically stable.
The analysis process of equilibrium N 1 is the same as that of M 1 .Simply replace the value of t 1 with t 2 in the coordinate of equation M 1 , then the stability of point N 1 can be obtained.

Pitchfork Bifurcation
In this section, the pitchfork bifurcation of equilibrium point S 0 is investigated.b is set to the bifurcation parameter, which leads to the following theorem.Proof 4. The Jacobian matrix of S 0 is , respectively.In other words, the system has one zero eigenvalue and the others with non-zero real parts.The corresponding eigenvectors of these four eigenvalues are calculated as follows: Using the following transformation Then system (1) becomes ( ) where 0 0, 0,0 0, 1, 2,3 , , h h h have expressions of the following forms: ( ) ( ) ( ) According to the chain rule for derivatives, we have where ( ) Substituting Equations ( 4)-( 6) to Equation (7), and comparing the coefficients of the corresponding terms with equal exponents, we can calculate the expressions of i h as follows: ( ) ( ) x b a a a a x ac a c )( ) Finally, substituting expressions ( 8)- (10) to Equation (3), we can obtain the vector field of the system on the central manifold.

(
)( ) ) ) According to the pitchfork bifurcation theory [17], when parameter b crosses the critical value 1 b = , the pitchfork bifurcation occurs at the equilibrium point S p .

Hopf Bifurcation
This section focuses on Hopf bifurcation with a as the bifurcation parameter.
Theorem 5. Assume < , when the parameter a crosses the critical value −1, the Hopf bifurcation will occur at the point S 0 .
Proof 5.The characteristic polynomial of Jacobian matrix of the system at S 0 is From calculating, we obtain ( ) where F x has Taylor expansion near the S 0 : Letting n q ∈  is the complex eigenvector which is corresponding to the eigenvalue p q = .From calculation we have the value of q and p: ( ) The critical real eigenspace c T corresponds to 3 4 , λ λ and su T corresponds to 1 2 , λ λ are both two-dimensional and is spanned by { } , Req Imq .For any Therefore, system (33) has the following form in the coordinate system (36): where q p q q q p q q q H q q p q q q p q q q The central manifold c W has an expression: ( ) According to all the above formulas, the following results can be obtained: 2 6 2 6 0,,0, i,0 , 0,0, 2,0 , 0,0, i,0 .
n l Re p q q q p q A q q p q I A q q Therefore, the Hopf bifurcation is subcritical.

Numerical Simulations
In this section we present some numerical simulations of system (1) to verify the above theoretical analysis.For showing the stability of the equilibrium point S 0 of system (1) under the parameter conditions satisfying Theorem 1, we give the time histories of the solutions by Fourth-order Runge-Kutta methods.The parameters are chosen to be ( ) ( ) − , satisfying the first and second cases of Theorem 1, respectively.According to Figure 2, it can be seen that the equilibrium solution is asymptotically stable when the conditions of Theorem 1 are satisfied.
The bifurcation of the system is analyzed in Section 4. According to the results of the theoretical analysis, choosing at this point, the parameter conditions for the system to generate Hopf bifurcation are satisfied.We give the time histories, Lyapunov exponential spectrum, projections of four-dimensional phase portrait diagram of the model at this time.
Figure 3(a) shows that in this case the system is in periodic motion and also in a steady state.From the Lyapunov exponents spectrum in Figure 3(b), we can see the Lyapunov characteristic index satisfy ( ) 0, , , − − − which means stable closed orbit will occur.Figure 4 and Figure 5 show the two-dimensional and three-dimensional projections of the system when the Hopf bifurcation condition is satisfied, respectively.

Conclusion
The local dynamics of a new four-dimensional Lorenz-like system is investigated with both analytical and numerical methods in this paper.Starting with a discussion of the number of equilibrium points, the stability is analyzed under different parameters by applying the Routh-Hurwitz criterion.The parameter conditions corresponding to the occurrence of pitchfork bifurcation and Hopf bifurcation, respectively, are given, and the related properties of the bifurcations are analyzed.Finally, numerical simulations verify the correctness of the theoretical parts and show the change in the number of equilibrium points as the pitchfork bifurcation parameter crosses the critical value.

Figure 1 .
Figure 1.The projections of system (1) when 10 a = , 28 b = , 8 3 c = , 1 d = − .(a) The three-dimensional projection of x-z-w plane; (b) The two-dimensional projection of x-y plane; (c) The two-dimensional projection of y-z plane; (d) The two-dimensional projection of x-z plane.
it's easy to obtain the equilibrium point

Theorem 4 .
Assuming the parameters satisfy conditions that 1 a ≠ − , 0 c ≠ , 0 d ≠ , the pitchfork bifurcation occurs when the parameter b crosses the critical value 1 b = .
central manifold theorem[15] [16]  is used to analyze the stability of point S 0 when 1 b = .Constructing the following local central manifold represented by the two-parameter family x 1 and b. δ and δ are sufficiently small.

1 ,
The equilibrium point of this system in this expression is pitchfork bifurcation occurs, letting ( ) F x b x =  , we calculate the value at 1 b = of the following equations: , which satisfy the two conditions for generating Hopf bifurcation.According to Hopf bifurcation theory the system generates Hopf bifurcation at S 0 .Normal form theory[15] [16][18] and central manifold theorem are used for further analysis.According to the conclusion of Theorem 5, the specific values of the relevant parameters are set to 1− to satisfy the conditions for the Hopf bifurcation to occur.The corresponding eigenvalues of these − respectively.Converting the system (1) to the following normal form: 3 i λ = , n p ∈  is adjoint eigenvector which meets T i p p = −  and the standardized condition , 1 , by combining the quadratic forms with respect to z and z in the invariance condition in c W , we can obtain

Figure 4 .
Figure 4.The two-dimensional projection of system (1).(a) The two-dimensional projection of x-y plane; (b) The two-dimensional projection of z-w plane.

Figure 5 .
Figure 5.The three-dimensional projection of system (1).(a) The three-dimensional projection of x-y-z space; (b) The three-dimensional projection of x-y-w space.