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Practice Problems For Final Exam

This document contains solutions to practice problems for a final exam on differential equations. The problems involve finding and classifying bifurcations in various dynamical systems as parameters are varied. Key bifurcations identified include a saddle-node bifurcation, Hopf bifurcation, and transcritical bifurcation. Dissipativity of one system is also shown when a parameter exceeds a threshold value. An ellipsoidal trapping region is identified for the Lorenz system.

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97 views5 pages

Practice Problems For Final Exam

This document contains solutions to practice problems for a final exam on differential equations. The problems involve finding and classifying bifurcations in various dynamical systems as parameters are varied. Key bifurcations identified include a saddle-node bifurcation, Hopf bifurcation, and transcritical bifurcation. Dissipativity of one system is also shown when a parameter exceeds a threshold value. An ellipsoidal trapping region is identified for the Lorenz system.

Uploaded by

krishna
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 1280 Practice Problems for Final Exam

Part 3 (Chapters 8 and 9)

Spring 2016 Solutions

1. For the system


ẋ = −6x + 3y + µ, ẏ = x2 + y

find and classify bifurcations that occur as µ varies.

Solution: x-nullcline: y = 2x − 13 µ, y-nullcline: y = −x2 .


q
1 1
Their intersections occur when 2x − 3
µ 2 2
= −x , x + 2x − 3
µ = 0, x = −1 ± 1 + 13 µ.

There are two FPs when 1 + 13 µ > 0 or µ > −3; one FP when µ = −3; and no FPs
when µ < −3. Therefore µc = −3.

µ < µc

µ = µc

µ > µc

At µ = µc the tangential condition gives 2 = −2x, x = −1 and the FP when µ = µc is


(−1, −1).
 
−6 3
Jacobian is A =
2x 1
Consider the case of two FPs (µ > −3).
" #
q −6 3
When x = −1 + 1 + 13 µ A = q
−2 + 2 1 + 13 µ 1
q
τ = −5, ∆ = −6 1 + 13 µ < 0 and the FP is a saddle.
" #
q −6 3
When x = −1 − 1 + 31 µ A = q
−2 − 2 1 + 13 µ 1
q q
τ = −5 < 0, ∆ = 6 1 + 13 µ > 0 and τ 2 − 4∆ = 25 − 24 1 + 13 µ > 0 when µ is near
µc = −3. Hence, this FP is a stable node.
The system undergoes a saddle-node bifurcation at µc = −3.

2. For the system


ẋ = µx − 4x + 5y − x3 , ẏ = −x + µy + 2y 3

find and classify bifurcations that occur at the origin as µ varies.

Solution: It is easy to check that the origin is a FP.


 
µ−4 5
Jacobian is A = T = µ − 2, ∆ = µ2 − 4µ + 5, T 2 − ∆ = −1
−1 µ
Then λ = (µ − 2) ± i and the eigenvalues cross the imaginary axis from left to right as
values of µ change from µ < 2 to µ > 2.
The system undergoes a Hopf bifurcation at µc = 2.

3. For the system


x
ẋ = −µx + y, ẏ = −y
1+x
find and classify bifurcations that occur as µ varies.

Solution: It is easy to check that the origin is a FP.


x
The other FP can be found from the equation µx = which gives x∗ = 1
µ
− 1,
1+x
y ∗ = µx∗ = 1 − µ.
Note that if µ = 1 then x∗ = 0 and the second FP coincides with the origin.

Page 2
 
−µ 1
Jacobian is A = 1
(1+x)2
−1
1 4
τ = −µ − 1, ∆ = µ − (1+x)2
, τ 2 − 4∆ = (µ − 1)2 + (1+x)2
> 0 for all values of µ and x.
At the origin τ = −µ − 1, ∆ = µ − 1. When µ is near 1 τ < 0 and ∆ changes its sign.
∆ < 0 and the origin is a saddle when µ < 1; ∆ > 0 and the origin is a stable node when
µ > 1. Hence a bifurcation occur at the origin at µc = 1.
 
At (x∗ , y ∗ ) = µ1 − 1, 1 − µ τ = −µ − 1, ∆ = µ − µ2 = µ(1 − µ). When µ is near 1
τ < 0 and ∆ changes its sign. ∆ < 0 and the FP is a saddle when µ > 1; ∆ > 0 and
the origin is a stable node when µ < 1. Hence a bifurcation occur at the FP at µc = 1.
Since the second FP approaches the origin as µ approaches 1 from either side, the bifurcation
is transcritical.

4. The purpose of this problem is to analyze roughly the following system

ẋ = 2y + µx + 6x3 y 2 , ẏ = −2x + µy + 5y 4

(a) Write the system in polar coordinates

1 1
Solution: ṙ =(xẋ + y ẏ) = (2xy + µx2 + 6x4 y 2 − 2xy + µy 2 + 5y 5 )
r r
1
µr2 + 6r6 cos4 θ sin2 θ + 5r5 sin5 θ

=
r
ṙ = µr + 6r5 cos4 θ sin2 θ + 5r4 sin5 θ
1 1
θ̇ = 2
(xẏ − y ẋ) = 2 (−2x2 + µxy + 5xy 4 − 2y 2 − µxy − 6x3 y 3 )
r r
1
= 2 −2r2 + 5r5 cos θ sin4 θ − 6r6 cos3 θ sin3 θ

r
θ̇ = −2 + 5r3 cos θ sin4 θ − 6r4 cos3 θ sin3 θ

(b) Assume that r  1 and write the system in polar coordinates where O(rn ) terms
in θ̇ are dropped (n = 1, 2, 3 . . . ).

Solution: The system in polar coordinates is

ṙ = µr + 6r5 cos4 θ sin2 θ + 5r4 sin5 θ, θ̇ ≈ −2

(c) Average terms over one revolution in ṙ and rewrite the system.

Page 3
Solution:
Z2π
1
µr + 6r5 cos4 θ sin2 θ + 5r4 sin5 θ dθ

ṙ =
2π
0

Z2π
1
= µr dθ + 6r5 hcos4 θ sin2 θi + 5r3 hsin5 θi
2π
0
 
1 5 3 4
= µr + 6r · +0=r µ+ r
16 8

The system in polar coordinates is


 
3 4
ṙ ≈ r µ + r , θ̇ ≈ −2
8

(d) Find and classify bifurcations that occur as µ varies.

Solution: There isqa FP at the origin when r = 0. If µ < 0 then there is a limit
cycle of radius r = 4 − 83 µ which disappears when µ > 0.

(And also remember that r  1 and hence |µ|  1).


Hence a supercritical Hopf bifurcation occurs at µc = 0.
This fact is also supported by linearization at the origin:
 
µ 2
Jacobian is A =
−2 µ
Then λ = µ ± 2i and the eigenvalues cross the imaginary axis from left to right as
µ increases from negative to positive values.

5. Show that the system


ẋ = −2x3 + 3x2 y − x − xz 2 , ẏ = x2 + xy 2 − cyz 2 + z 3 , ż = x3 + y 3 + xy − 4y 2 z

is dissipative when c > −1.

Solution: For a dissipative system V̇ < 0, where V is the volume.


¯ · f̄ dV < 0 or ∇
¯ · f̄ < 0.
R
That is equivalent to ∇
V

¯ f̄ =
We have ∇· ∂ ∂
(−2x3 + 3x2 y − x − xz 2 )+ ∂y ∂
(x2 + xy 2 − cyz 2 + z 3 )+ ∂z (x3 + y 3 + xy − 4y 2 z)
∂x

Page 4
= (−6x2 + 6xy − 1 − z 2 ) + (2xy − cz 2 ) + (−4y 2 ) = −1 − 6x2 + 8xy − 4y 2 − (1 + c)z
= −1 − 6x2 + 8xy − 4y 2 − (1 + c)z 2 = −1 − 2x2 − 4x2 + 8xy − 4y 2 − (1 + c)z 2
= −1 − 2x2 − 4(x − y)2 − (1 + c)z 2 ≤ −1 < 0
if 1 + c > 0. Hence the system is dissipative when c > −1.

6. Show that there is an ellipsoidal trapping region E of the form rx2 +σy 2 +σ(z−2r)2 ≤ R2
for the Lorenz system
ẋ = σ(y − x), ẏ = rx − y − xz, ż = xy − bz

Solution: Let A = rx2 + σy 2 + σ(z − 2r)2 . Then Ȧ = 2rxẋ + 2σy ẏ + 2σ(z − 2r)ż.
Ȧ = 2rxσ(y − x) + 2σy(rx − y − xz) + 2σ(z − 2r)(xy − bz)
= −2σ (rx2 + y 2 + bz 2 − 2brz) = −2σ (rx2 + y 2 + b(z − r)2 − br2 ).
So, if rx2 + y 2 + b(z − r)2 − br2 > 0 then Ȧ < 0 and A decreases along trajectories of
the Lorenz system.
In other words, A decreases along trajectories outside the ellipsoid rx2 +y 2 +b(z−r)2 ≤ br2 .
Take R2 > br2 .
Then A decreases along trajectories on the ellipsoid rx2 + y 2 + b(z − r)2 = R2 .
The last means that all trajectories go inside the ellipsoid.
Hence the ellipsoidal region E : rx2 + σy 2 + σ(z − 2r)2 ≤ R2 is a trapping region for the
Lorenz system.

Page 5

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