IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS—I: REGULAR PAPERS, VOL. 53, NO.

8, AUGUST 2006 1839

Torus Birth Bifurcations in a DC/DC Converter

Zhanybai T. Zhusubaliyev and Erik Mosekilde

Abstract—Considering a pulsewidth modulated dc/dc con- crosses out through the unit circle, and the global bifurcations
verter as an example, this paper describes a border-collision (homoclinic and heteroclinic bifurcations) where a connection
bifurcation that can lead to the appearance of quasi-periodicity is established from a saddle and back to the same (or to
in piecewise-smooth dynamical systems. We demonstrate how a
two-dimensional torus can arise from a periodic orbit through a another) saddle along one of its stable directions (see, for
bifurcation in which two complex-conjugate Poincaré character- example, [9]).
istic multipliers jump abruptly from the inside to the outside of The second type of bifurcations, referred to as border-collision
the unit circle. The torus may be ergodic or resonant. However, bifurcations [8], [10]–[15], are connected with situations where
in both cases the diameter of the torus develops approximately one of the arcs of the periodic trajectory becomes tangent to a
linearly with the distance to the bifurcation point as opposed to the
characteristic parabolic form of the well-known Neimark–Sacker sewing surface, i.e., a surface that divides the phase space into do-
bifurcation. The paper also considers the birth of a torus via a mains of different dynamics. Within each such domain the system
subcritical Neimark–Sacker bifurcation in the piecewise-smooth is smooth, but the equations of motion change abruptly from one
system. Particular emphasis is given to the development of reso- domain to the next. This type of bifurcation, which typically in-
nance zones via border-collision bifurcations. volves abrupt jumps in the Poincaré characteristic multipliers of
Index Terms—Border-collision bifurcations, piecewise-smooth the orbit, cannot occur in smooth dynamical systems.
dynamical systems, quasi-periodicity. A simple type of border-collision bifurcation consists in the
continuous transformation of a solution from one type into an-
other with the preservation of the cycle period. Here, the solu-
tion type is determined by the number of sections from which
I. INTRODUCTION
the cycle is sewed up [15]. However, more complicated phe-
BROAD range of practical applications lead us to consider nomena are also possible, including new types of direct transi-
A piecewise-smooth dynamical systems [1]. These include
electronic circuits [2], power converters, relay systems, and dif-
tions to chaos, and the merging and disappearance of solutions
of different types [1], [16]–[28]. The extraordinary complexity
ferent types of pulsewidth modulated control systems [3]. Other and large variety of nonlinear dynamic phenomena that one can
examples arise in mechanical engineering [4], digital electronics observe in piecewise-smooth systems are associated with the in-
[5], and human decision-making behavior [6], [7]. The phase terplay between local and homoclinic bifurcations on one side
trajectories of such systems are “sewed” together from separate and different forms of border-collision bifurcations on the other
smooth parts. A classical example is a forced mechanical os- [7], [29]–[34]. Border-collision related bifurcations also include
cillator that operates across the boundary between regions with sliding and grazing bifurcations [20], [35]–[37].
different force terms [8]. In each subregion the system may be The purpose of this paper is to discuss a new type of
linear and fully integrable. With the abrupt change in the force border-collision bifurcation that leads to the birth of a two-di-
at the border between the subregions, the acceleration will also mensional (2-D) torus. This phenomenon resembles the
change abruptly. However, both the position and the velocity well-known Neimark–Sacker bifurcation in several respects.
will vary continuously across the border. However, rather than through a continuous crossing of a pair
For piecewise-smooth dynamical systems, one can, in gen- of complex-conjugate eigenvalues of the monodromic matrix
eral, distinguish between two types of bifurcation. through the unit circle, the border-collision bifurcation involves
The first type is similar to the bifurcations we know for a jump of the multipliers from the inside to the outside of the
smooth dynamical systems. These include the local bifurcations unit circle. Moreover, by contrast to the parabolic growth in
(saddle-node, pitchfork, period doubling, and Neimark–Sacker amplitude of the quasi-periodic oscillations characterizing a
(Andronov–Hopf) bifurcations), where a periodic orbit loses Neimark–Sacker bifurcation, we observe a linear growth in
its stability as one of its multipliers (or a pair of multipliers) amplitude as the system moves away from the bifurcation point.
As a concrete example, we have chosen to analyze a dc/dc
converter with multilevel pulsewidth modulation as applied in
Manuscript received August 3, 2005; revised March 23, 2006. This work
was supported by the Scientific Program “Universities of Russia” under Project
modern power electronics [38]–[41]. Having established the
UR.03.01.004, by the Russian Foundation for Basic Reseach under Grant 06-01- equations of motion for this system we first examine the birth
00811, and by the Danish Natural Science Foundation through the Center for of a 2-D torus via a subcritical Neimark–Sacker bifurcation. A
Modelling, Nonlinear Dynamics, and Irreversible Thermodynamics (MIDIT).
This paper was recommended by Associate Editor B. Shi.
particularly interesting point in this connection is the form of
Zh. T. Zhusubaliyev is with the Department of Computer Science, Kursk State the resonance zones on the surface of the torus. These zones
Technical University, Kursk 305040, Russia (e-mail: zhanybai@[Link]). are delineated by border-collision bifurcations, and we show
E. Mosekilde is with the Complex Systems Group, Department of Physics, that they are supported by points on the saddle-node bifurca-
The Technical University of Denmark, 2800 Lyngby, Denmark (e-mail: Erik.
Mosekilde@[Link]). tion curve at which the unstable torus born in the subcritical
Digital Object Identifier 10.1109/TCSI.2006.879060 Neimark–Sacker bifurcation is stabilized.
1057-7122/$20.00 © 2006 IEEE

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1840 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS—I: REGULAR PAPERS, VOL. 53, NO. 8, AUGUST 2006

Fig. 1. Power electronic converter with multilevel pulsewidth modulation. (a) Coupling diagram. Here, S/H is the sample-and-hold circuit. (b) Time diagrams to
illustrate the law of control pulse generation for the two levels. V and V are the ramp signals for the first and the second level, respectively. The control
parameters and  are the amplification and transfer constants of the corrector.

We have previously performed a series of detailed analyses The scheme is implemented by using two ramp signals
of the form of the resonance zones for various pulsewidth mod- — between 0 and , and between and
ulated control systems [22], [23]. However, the precise location —both driven by the same clock. Control of the considered
of the tip of these zones for a subcritical Neimark–Sacker bifur- converter is based on the pulsewidth-modulation method of
cation has not been revealed. the first kind [38]. At the beginning of each ramp cycle, the
Next, we consider a border-collision bifurcation leading to sample-and-hold circuit remembers the value of the corrector
the birth of a 2-D torus. We follow the variation of the multi- output signal and holds this value during the whole ramp
pliers for the various modes as the system passes through the cycle. In Fig. 1(b), the output voltage of the sample-and-hold
bifurcation point, and we show how the torus develops linearly circuit (control voltage) is denoted as .
from the periodic orbit undergoing the torus birth bifurcation. If the value of is between 0 and (zone 1), it is
If the torus is born as a resonance torus, the amplitudes of the compared with to generate a pulsewidth modulated signal
resonant cycles lying on the torus surface similarly grow in a that drives the switch. If is between and
linear fashion as the distance to the bifurcation point increases. (zone 2), it is compared with to generate the signal .
If then the duration of the two pulses and
II. SYSTEM DESCRIPTION AND METHODS OF is equal to the period of the ramp signal. In the case ,
BIFURCATION ANALYSIS the duration of both pulses is equal to 0. The converter output
Let us consider a dc/dc converter with multilevel pulsewidth voltage is synthesized from two voltage levels [38], [41],
modulation [38]–[41] as an example of a piecewise-smooth dy- i.e., .
namical system that can demonstrate a quasi-periodic route to The behavior of such a converter is described by a set of
chaos when the parameters are changed. three coupled ordinary differential equations with discontinuous
Multilevel converters (or inverters) [38]–[41] have recently right-hand sides
attracted significant interest in the power industry [42]–[44],
and systems of this type have been used for ac–dc, ac–dc–ac, (1)
dc–ac, and dc–dc power conversion in high-power applications.
Multilevel converters contain two or more voltage levels, and with
a desired output voltage waveform can, therefore, be synthe-
sized with less distortion, lower switching frequency, higher ef-
ficiency, and lower-voltage devices [40], [41].
Fig. 1(a) shows the coupling diagram for a converter with two
voltage levels [38], [40]. In this diagram MPM is the multilevel
pulse modulator, VS is the voltage sensor, CORRECTOR rep-
resents a proportional-plus-integrating (PI) feedback link. The
generation of control pulses is illustrated in Fig. 1(b).

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ZHUSUBALIYEV AND MOSEKILDE: TORUS BIRTH BIFURCATIONS IN A DC/DC CONVERTER 1841

Here

(4)

(5)

and . The function is defined as the in- with

teger part of its argument. and represent, respectively, the
current in the inductance coil and the voltage over the capacitor
of the LC-filter, and is the output voltage of the corrector’s
integrator. and are the inductance and the capacity of the
LC-filter, and is a resistor characterizing the dissipation in the
filter inductance coil and the converter. is the load resistance,
and is the input voltage. is the number of voltage
levels. is the time constant, and and are, respectively, the
amplification and the transfer constants of the corrector.
is the reference voltage, and is the transfer constant of the Having the results expressed in terms of the variables , ,
voltage sensor. As previously indicated, determines the am- one can always return to the variables , , by means
plitude of the ramp signals and and is the period of the inverse transformation (2).
of these signals. In order to proceed with the problem, let us illustrate how one
In the present analysis, we have assumed the following pa- can construct a stroboscopic mapping for the time-continuous
rameter values: 104 V, , 0.1 H, system (3). It follows from the expression for the control pulse
F, , 10 V, 5 V, , s, [(1) and (5), see also Fig. 1(b)] that during the time period
s. These parameter values correspond to the values
one can find in typical engineering applications [38], [40]. The
amplification and transfer constants of the corrector and
,
are considered as control parameters.
With the assumed parameter values, the eigenvalues , , Here, is the switching instant of the converter in the th ramp
and of the matrix are real and negative cycle, and is the number of the zone (first or second) in which
and the th switching occurs.
Within the domain the system (3) takes
with the form

with the solution

We can pass from the state variables , , to the dimen- or, at the time of switching
sionless variables , , through the affine transformation

Here, we have introduced the notation

In the subsequent time interval , the system (3)

(2)
takes the form

Substituting (2) into (1) and solving with respect to the deriva-
tives, we obtain [1]
with the solution

(3)

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1842 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS—I: REGULAR PAPERS, VOL. 53, NO. 8, AUGUST 2006

Hence, by combining the two solutions, for we obtain Substituting into the expression

or
[see (9)] we find
(6)

with .
Let us substitute in (6), where
is the pulse ratio. We then obtain the three-dimensional
(3-D) stroboscopic mapping where

(7)

where the variables and for are determined by

(8)
Using (8), one obtains the system of transcendental equations
.
with respect to , [1]
In this way, the state variables at time are
mapped into the state variables one ramp period later. The
function is defined from (5) as

(9) (11)

The period of a periodic solution to the dynamical system The above algorithm allows us to determine not only the stable
(1) is a multiple to the external action period, i.e., , -cycles, but the unstable cycles as well. If are
. We shall denote a motion with such a period as the solutions of (11) then the -cycle , ,
an -cycle. can be evaluated according to (10).
In order to describe the type of the periodic solution The local stability of an -cycle is determined by the
we have introduced a symbolic characterization specifying eigenvalues of the monodromic matrix (also referred to as
the sewing sequence for the trajectory [1]. This charac- Poincaré multipliers of the time-continuous system). These are
terization is given by a sequence of symbols , the roots of the equation
. Symbolic sequences ,
, and
that transform one into the other
under cyclic permutation of the components represent periodic The monodromic matrix can be determined by the recurrent for-
solutions of the same type. mula
Using the recurrence relations (7) and the periodicity condi-
tions , one obtains the explicit expression

or

(12)
(10)

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ZHUSUBALIYEV AND MOSEKILDE: TORUS BIRTH BIFURCATIONS IN A DC/DC CONVERTER 1843

where

(13)

(14)

Here , are the solutions of (11); is the zero

matrix, and is the unit matrix.
The Poincaré characteristic multipliers determined in this
way measure the factors by which the distance of a trajectory
to an adjacent periodic orbit increases in various directions (the
eigendirections for ) for each return of the trajectory to a
given Poincaré section.
The phase space of the 3-D map (7), (8) is divided into four
regions , , , and . In each region, the system has a
smooth functional form, but the regions are separated by three
planes (borders): , ,
and with

Fig. 2. Domains of existence for different dynamical modes in the parameter

plane ( ; ). Different shades of gray mark the domains with periodic dynamics
while aperiodic (quasiperiodic or chaotic) domains are white. In the boxes along
the lower and right-hand edges of the phase diagram, the background color for
the rotation number indicates the level of complexity of the periodic solutions
[5]: white corresponds to the first level of complexity, gray to the second, and
Border-collision bifurcations occur when the periodic orbit black to the third level.
crosses one of these boundaries. It is easy to prove the fol-
lowing.
1) On the boundaries and the derivatives
are continuous [see (13)]. The discontinuities of
the multipliers relate to the discontinuities of the deriva-
tives on these boundaries [see (13)].
2) On the boundary the derivatives
are continuous (see (12)). The discontinuities of the mul-
tipliers relate to the discontinuities of on this boundary
[see (8)]. Therefore, the derivatives [see (13)]
also display the discontinuity.

III. SUBCRITICAL TORUS BIFURCATION Fig. 3. Waveform of the state variable x for the period-1 cycle ( :
= 5 0;
 = 0:5).
Fig. 2 presents a phase diagram for the various dynamical
modes observed within the plane of control parameters . case. The parameter values correspond to a point situated within
Let us examine how the dynamics of the system changes when the domain (see Fig. 2).
the parameters and are varied within the limits indicated on Similarly, the second type corresponds to the case where
this diagram. and the control pulse is produced by the
Domains of stability for period-1 cycles (fixed points of the modulator of the second level. Then, . The period-1
map) are denoted as and in the chart of the dynamical cycle changes its type on the border between the two zones
modes. Here, the first subscript indicates the period of the cycle (levels).
and the second is introduced in order to distinguish between do- The domain relates to various forms of quasi-periodic
mains of stability for cycles of different types. It is clear from behavior.
the diagram shown in Fig. 1(b) that when the converter operates The domain to the left is bounded by the line of a
in a period-1 mode then only one pulsewidth modulated signal subcritical Neimark–Sacker bifurcation. Fig. 4 displays two bi-
(either or ) can be generated. Hence, two types of furcation diagrams calculated for the section
period-1 cycles are possible for a system with two-level modu- . The diagrams were obtained for dif-
lation. The first type corresponds to the case where the control ferent scanning directions of the parameter : Fig. 4(a) for in-
voltage lies between 0 and and the control pulse is creasing and Fig. 4(b) for decreasing values of . The variations
produced by the modulator of the first level. is then con- of the absolute values of the multipliers for the period-1 cycle
stant and equal to zero [see Fig. 1(b)]. Fig. 3 shows the wave- for this section are shown in Fig. 5. This diagram illustrates how
form of the voltage over the capacitor of the LC-filter for this a pair of complex-conjugate multipliers for the 1-cycle leave the

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1844 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS—I: REGULAR PAPERS, VOL. 53, NO. 8, AUGUST 2006

Fig. 4. Bifurcation diagrams showing the subcritical Neimark–Sacker bifurca-

tion in which the stable period-1 orbit (fixed point in the Poincaré section) is
transformed into a 2-D torus. These scans were performed for  = 0:43: (a)
for increasing values of , and (b) for decreasing values.

Fig. 6. Waveform of the state variable x (a) and projection of the Poincaré
section (b) for the quasi-periodic orbit ( = 14:4;  = 0:1).

of this basin becomes quite small, and random disturbances,

which are always present, can switch the system into another
mode even before the fixed point becomes unstable. This is a
well-known phenomenon for smooth dynamical systems [45].
Fig. 5. Variation of the stability of the fixed point associated with the bifurca- Fig. 6(a) shows the typical waveform of the voltage for the
jj
tion diagram shown in Fig. 4. 1: Variation of the absolute value  of the com- quasi-periodic mode. Fig. 6(b) gives the 2-D projection of the
plex-conjugate multipliers  =  6
j of the fixed point. 2: The absolute
value of the real multiplier  . The bifurcation value is 
14:16.  = 0:43. Poincaré section of this oscillatory mode.
When comparing Figs. 3 and 6, one may note that birth of
quasi-periodic oscillations leads to a considerable increase of
unit circle at a point lying on the curve . On the oscillation amplitude.
this curve, the unstable 2-D torus disappears as it merges with Fig. 7 shows a schematic illustration of the subcritical
the fixed point and the fixed point turns into an unstable focus. Neimark–Sacker bifurcation. In Section V, we shall present
In Fig. 2, the dashed line schematically shows the boundary a very different transition from a period-1 cycle to an er-
to the left from which there exists a single stable fixed point. godic torus in which the bifurcation is associated with the
Between the lines and the stable fixed point coexists abrupt change of the eigenvalues of the monodromic matrix
with the stable 2-D torus. (border-collision bifurcation). First, however, let us consider
Hard hysteretic transitions from one dynamical mode to an- the organization of the resonance tongues on the torus surface.
other take place on the boundaries and . For example,
with increasing a hard transition from the fixed point to quasi- IV. RESONANCE TONGUES AND BORDER-COLLISION
periodic oscillations takes place. Similarly, if the system follows BIFURCATIONS
the quasi-periodic oscillations with decreasing and intersects In the chart of dynamical modes shown in Fig. 2, gray
the boundary , one observes the reverse transition to the fixed shaded regions in the quasi-periodic domain mark the reso-
point. It is evident, that before the fixed point loses its stability, nance tongues. Like for smooth systems, the resonance tongues
the basin of attraction of this mode or, more exactly, the radius can be ordered in accordance with the level of complexity [5],

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ZHUSUBALIYEV AND MOSEKILDE: TORUS BIRTH BIFURCATIONS IN A DC/DC CONVERTER 1845

Fig. 7. Subcritical Neimark–Sacker bifurcation in a piecewise-smooth dynam-

ical system. This diagram is not distinguishable from a similar diagram for a
smooth system. However, the organization of the resonance tongues on the sur-
face of the torus is very different.

Fig. 8. Resonance tongue 5 with the rotation number 1 : 9. Thick lines

[46]. Tongues of the first level of complexity have rotation num- mark the outer boundaries of the tongue that are the border-collision bifurca-
bers of the form , (see tion curves N N . is the curve of subcritical Neimark–Sacker bifurcation,
Fig. 2). Between any two tongues of ’th level of complexity, and N N
is the saddle-node curve of torus stabilization. The curve will be
discussed in Section V.
with the rotation numbers and there
are two infinite sequences of tongues of the ’th level of
complexity with the rotation numbers

and

Here, is the number of the tongue in the sequence.

The first sequence accumulates in the tongue with the rotation
number and the second accumulates in the tongue with
the rotation number .
The chart of dynamical modes shown in Fig. 2 exhibits reso-
nance tongues with a level of complexity up to three. The level
of complexity is indicated by the background color of the rota-
Fig. 9. Magnified region V of Fig. 8. The point P
supports the resonance
tion number: White corresponds to the first level of complexity, P
tongue 5 . Within the triangle AB the stable fixed point coexists with the
gray to the second, and black to the third. stable resonance period-9 cycle.
The tongues are bounded by the curves where stable
and unstable cycles of different type merge and disappear in a
border-collision bifurcation. the point . This section is denoted as in Fig. 9. The solid
Fig. 8 shows the two-parameter bifurcation diagram for the lines in the bifurcation diagram mark the stable cycles and the
resonance tongue with the rotation number . A mag- dashed lines mark the unstable cycles. The line 1 shows the
nified part of this diagram, indicated by the small circle V , is period-1 cycle and the other lines correspond to a pair of stable
displayed in Fig. 9. Our investigations demonstrate that the res- and saddle period-9 cycles. As before, is the pulse ratio for
onance tongue is supported by the codimension-2 bifurcation th zone. It should be noted that some of , for the
point lying on the saddle-node bifurcation curve . Thick stable period-9 cycle are very close to each other and overlap
lines mark the outer boundaries of the tongue. The left in this diagram. As a result, only five branches of nine can be
boundary of the domain is the bifurcation line where easily distinguished in the figure.
the fixed point (unstable focus) again becomes a stable focus. Let us consider Fig. 10 in more detail. The resonance torus
A detailed description of the bifurcational transitions that occur arises together with an unstable torus at the point (see Fig. 9).
on the line will be given below. The resonant torus is the union of the saddle cycle, its unstable
Fig. 10 shows a bifurcation diagram calculated for manifold, and the stable cycle. With increasing the unstable
the section torus merges with the stable fixed point and disappears on the
passing through line .

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1846 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS—I: REGULAR PAPERS, VOL. 53, NO. 8, AUGUST 2006

Fig. 10. Birth of a resonant period-9 torus at the point P . At the point lying
on the curve N the stable and saddle 9-cycles annihilate through a border-
collision bifurcation. At the point the unstable 2-D torus disappears as it
merges with the fixed point and the fixed point turns into an unstable focus. The
scan is performed along the line in Fig. 9. Fig. 12. Bifurcation diagram illustrating the birth of the resonance torus and
of the unstable torus in a piecewise-smooth dynamical system. Also illustrated
are some of the corresponding phase portraits.

Fig. 11. Poincaré section showing the resonance torus with its stable and saddle
period-9 cycles. Also shown is the unstable torus (dashed curve) and the stable
period-1 cycle (sfp). The control parameters are = 14:155298 and  =
0:42563794. Stable M and unstable manifolds of the saddle are shown in the
inset.
Fig. 13. Boundaries for a simple change of solution type (dashed lines). The
symbolic representation lists the sequences of points along the period-9 cycle
in accordance with the zone (1 or 2 as defined in Fig. 1) in which they fall.
The stable fixed point coexists with the stable resonance pe-
riod-9 cycle within the triangle AB . Fig. 11 provides an il-
lustration of the numerically calculated 2-D projection of the
Poincaré map. In this diagram black circles mark the points of . In each of these regions the types of stable and unstable
the stable 9-cycle and the fixed point. Open circles mark the cycles lying on the surface of 2-D torus are fixed. The symbolic
points of the saddle 9-cycle. A small section of the resonance characterization for these cycles are given in the diagram. The
torus rt near the points of the stable resonance and saddle cy- upper string is for the stable cycle and the lower is for the un-
cles is sketched in the inset. The dashed curve outlines the cross stable. By a change of solution type we refer to a border-col-
section of the unstable torus ut that separates the basins of at- lision bifurcation in which the symbolic representation of the
traction of the stable orbits. The bifurcation diagram in Fig. 12 orbit changes, i.e., the sequence of points along the orbit that
illustrates the described bifurcational transitions and the associ- falls in zone 1, respectively in zone 2, is altered.
ated changes in the phase portrait.
In the point (see Fig. 9) the stable and saddle 9-cycles V. TORUS BIRTH VIA BORDER-COLLISION BIFURCATION
annihilate through a border-collision bifurcation.
With changing parameters within the resonance tongue, both Let us now consider the behavior of the dynamical system (1)
the stable 9-cycle and the unstable 9-cycle undergo border-col- along the line to the right in Figs. 2 and 8. One can obtain
lision bifurcations of the simple change of the solution type. the equation for this line directly from (11) for (period-1
Fig. 13 provides a magnification of that part of the resonance cycle, or fixed point)
tongue where these bifurcations take place. This part is indicated
as V in Fig. 8. The line (2 –3) and (1 –2) in Fig. 13 are
the boundaries where the simple change of solution type occurs
for the stable and unstable cycles, respectively. These lines di-
vide the resonance tongue into three regions , , and

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ZHUSUBALIYEV AND MOSEKILDE: TORUS BIRTH BIFURCATIONS IN A DC/DC CONVERTER 1847

where

(15)

Switching from the first zone to the second occurs when

[see Fig. 1(b)]. In this case, the fixed point changes its type.
Substituting into (15) and taking into account that
and give

By solving this equation with respect to one can obtain the

equation for the line in the form

(16)

On the line (for example, with decreasing ) the period-1

cycle changes its type and becomes an unstable focus in a
border-collision bifurcation. This causes a stable 2-D torus to
arise from the fixed point. The torus may be ergodic or resonant.
In the latter case a pair of cycles (stable and unstable) lying on
the surface of the 2-D torus arise from the fixed point. We refer
to such a bifurcation as a border-collision bifurcation for the
birth of a 2-D resonance torus.
The range of along the line where border-collision tran-
sitions of the form fixed point 2-D ergodic torus takes place
is filled with intervals (black stripes on the line that sup-
port the resonance tongues) where a 2-D resonance torus softly
arises from the fixed point. Such intervals are located every-
where dense along the line . Nevertheless, we have reasons
to suppose that the total length of all intervals on where an
ergodic torus arises is finite.
The resonance tongue is supported by the segment CD
of the border-collision line (see Fig. 8). This segment is of Fig. 14. Border-collision bifurcation for the birth of a 2-D resonance torus. (a)
nonzero length. Let us analyze first what happens on the seg- Bifurcation diagram. Solid lines mark points of the stable cycles and dashed
ment CD when moving from the domain (see Fig. 2) to the lines show the unstable cycle. is the bifurcation point. (b) Variation of the
resonance tongue. Fig. 14(a) displays the bifurcation diagram jj
absolute value  of the complex-conjugate multipliers  =  6  of the
fixed point. The absolute value of the real multiplier  is less than unity. (c)
for the section . On Multiplier diagram for 9-cycle. Solid lines mark the multipliers of the stable
the segment CD of the line a pair of complex-conjugate cycle and dashed lines show the multipliers of the unstable cycle.  = 0:337.
multipliers of the fixed point jump out from the unit circle, and
the fixed point becomes an unstable focus [see Fig. 14(b)]. One
can see from Fig. 14(a) that the loss of stability of the fixed point Fig. 15(a) illustrates the border-collision bifurcation for the
is accompanied by the soft appearance of a pair of 9-cycles (one birth of a 2-D resonance torus. Also shown in this figure are two
of which is stable, the other being a saddle) that lie on the sur- of the corresponding phase portraits. Fig. 15(b) is a numerically
face of 2-D torus. It should be noted that the stable 9-cycle is obtained Poincaré section showing the newly born resonance
a node. A multiplier diagram for 9-cycle is given in Fig. 14(c). torus with its stable and saddle period-9 cycles.
The solid lines in Figs. 14(a) and (c) correspond to the stable On those parts of the line that lie outside the resonance
9-cycle and the dashed lines to the saddle cycle. tongues a stable 2-D ergodic torus arises from the fixed point.
Along the curves (Fig. 8), being supported by the points It is well-known that a 2-D torus can arise from a periodic orbit
C and D, a border-collision bifurcation on the 2-D torus takes through a Neimark–Sacker bifurcation. This bifurcation occurs
place. This results in a change of the rotation number. Within the when a pair of complex-conjugate multipliers cross out through
resonance tongue, the torus winding is periodic, i.e., the rotation the unit circle. If the bifurcation is subcritical, an unstable torus
number is rational (and constant). When leaving the tongue on merges with the stable cycle and disappears. This causes the
the lines the winding becomes quasi-periodic and the rota- stable cycle to lose its stability. Such a transition is observed on
tion number starts to vary. the line . However, along the line the 2-D torus arises

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1848 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS—I: REGULAR PAPERS, VOL. 53, NO. 8, AUGUST 2006

Fig. 16. Border-collision bifurcation for the birth of a 2-D ergodic torus.  =
0:389453. (a) Bifurcation diagram. is the bifurcation point. (b) Variation of
jj
the absolute value  of the complex conjugate multipliers  =  6 j of
the fixed point. The absolute value of the real multiplier  is less than unity.

Fig. 15. (a) Sketchy bifurcation diagram for the border-collision bifurcation
for the birth of a 2-D resonant torus. (b) Poincaré section showing the newly
born resonance torus with its stable and saddle period-9 cycles. = 16:0,  =
0:362. Black dots show the stable node and white the saddle. ufp is unstable
focus. Stable M and unstable M manifolds of the saddle are shown in the
inset.

from the periodic orbit through a completely different mecha-

nism.
Fig. 16 displays the results of a bifurcation analysis for such
a transition, calculated in the section
. Fig. 16(a) is the bifurcation diagram and
Fig. 16(b) is the multiplier diagram for the period-1 cycle. When
crossing the line with decreasing the stable fixed point
changes its type and becomes an unstable focus in a border-col- Fig. 17. Border-collision bifurcation for the birth of a 2-D ergodic torus. Note,
lision bifurcation where a pair of complex-conjugate multipliers how the torus grows linearly in amplitude as the system moves away from the
jump out of the unit circle. One can see how the stable 2-D torus bifurcation point.
grows linearly in amplitude as the system moves away from the
bifurcation point. This bifurcation does not differ in principle
from the border-collision bifurcation for the birth of a 2-D res- 2-D tori are born. is the point of subcritical Neimark–Sacker
onance torus described above. The only difference is that when bifurcation: The unstable 2-D torus disappears as it merges with
the 2-D torus arises the rotation number of the trajectory is irra- the fixed point and the fixed point turns into an unstable focus
tional. We refer to bifurcations of this type as a border-collision (see Fig. 7). At the point the 2-D ergodic torus arises from
bifurcation for the birth of a 2-D ergodic torus. the fixed point through a border-collision bifurcation.
A sketch of the bifurcation diagram for such a bifurcation is Equation (16) for the bifurcation curve does not contain
presented in Fig. 17. the parameter . As a result, this curve is a vertical straight line
Fig. 18 displays the bifurcation diagram calculated for the in the parameter plane (see Figs. 2 and 8).
section . This diagram To better illustrate the bifurcation behavior of the system we
illustrates the birth of a 2-D ergodic torus through bifurcations present the chart of the dynamical modes in the parameter plane
of different types. At the point a pair of stable and unstable for as shown in Fig. 19. The Neimark–Sacker

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ZHUSUBALIYEV AND MOSEKILDE: TORUS BIRTH BIFURCATIONS IN A DC/DC CONVERTER 1849

have been obtained in collaboration with Prof. S. Banerjee’s

group and will be published in a separate paper.

VI. CONCLUSION
Most of the results in nonlinear dynamics that have been ob-
tained over the last decades relate to smooth dynamical systems.
The bifurcations that can occur in piecewise-smooth systems
have been investigated only to a much lesser degree, and many
details still remain to be understood. Nonetheless, this area is of
enormous significance in connections with many practical ap-
Fig. 18. Birth of a 2-D ergodic torus through bifurcations of different types. plications in engineering, economics, and other fields.
At the point a pair of stable and unstable 2-D tori are born. is the point In this paper, we illustrated how a subcritical
of subcritical Neimark–Sacker bifurcation. is the point of border-collision
bifurcation for the birth of 2-D ergodic torus. Neimark–Sacker (or Andronov–Hopf) bifurcation man-
ifests itself in a piecewise-smooth dynamical system. A
main result in this connection was the demonstration that
the resonance tongues, as bounded by border-collision
bifurcations, are supported by points on the saddle-node
bifurcation curve at which the unstable torus born in the
subcritical Neimark–Sacker bifurcation turns stable.
We also studied the formation of a 2-D torus via a border-
collision bifurcation. This transition is distinguished from the
classic Neimark–Sacker bifurcation by the following character-
istics: i) a pair of complex conjugated multipliers jump abruptly
from the inside to the outside of the unit circle, and ii) the (res-
onant or ergodic) torus that develops in the bifurcation grows
linearly in amplitude as the system moves away from the bifur-
cation point.
The bifurcation we have examined may be characterized as a
supercritical border-collision bifurcation for the birth of a 2-D
torus. We have found other regions in the parameter plane, how-
ever, where system (1) displays a subcritical version of the same
bifurcation.
Fig. 19. Chart of the dynamical modes in the parameter plane ( ; E ) for
 = 1. 5 is the domain of stability for the fixed point. N is the Neimark
–Sacker bifurcation boundary. N is a curve of border-collision bifurcation for
the birth of 2-D torus. The curves N and N are supported by the point P
ACKNOWLEDGMENT
of codimension two.
The authors would like to thank Y. A. Kuznetsov and H.
Osinga for their careful reading and constructive suggestions
on a draft of the manuscript. S. Banerjee, M. di Bernardo, A.
bifurcation curve is supported by the curve in the point Champneys, J. Hogan, M. Homer, B. Peckham, and P. Piiroinen
of codimension two. are acknowledged for clarifying discussions.
In the points of the curve the period-1 cycle changes its
type and, depending on the parameter values, we may observe a
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