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HW 4 Sol

The document discusses linear systems of differential equations and their stability properties. Several examples are provided and analyzed, showing how the eigenvalues and eigenvectors of the coefficient matrix determine whether the origin is a center, node, spiral or saddle point. Graphs illustrate the phase portraits and trajectories for different types of systems.

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Prabhat Ranjan
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0% found this document useful (0 votes)
30 views

HW 4 Sol

The document discusses linear systems of differential equations and their stability properties. Several examples are provided and analyzed, showing how the eigenvalues and eigenvectors of the coefficient matrix determine whether the origin is a center, node, spiral or saddle point. Graphs illustrate the phase portraits and trajectories for different types of systems.

Uploaded by

Prabhat Ranjan
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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Solutions 4

5.1.10 !
0 1
a) The coefficient matrix has τ = 0, so the origin is a centre and it is
−4 0
Liapunov stable. The origin is not asymptotically stable though, as it is not attracting.
c) In this system x is never changed. If we start at a point (x0 , y0 ) where x0 is positive,
then the solution of ẏ = x0 is y = x0 t, which goes arbitrarily large in the long run (it
approaches either ∞ of −∞ depending on the sign of x0 ). So in this case the origin is
unstable.
e) Notice that the system is already decoupled. Since 0 is a stable fixed point for both
systems of x and y, an arbitrary flow starting at any point always gets closer to the origin
as time evolves, so it is asymptotically stable (both attracting and Liapunov stable).

x’=y x’=0 x’=−x


y’=−4x y’=x y’=−5y

10 10 10

8 8 8

6 6 6

4 4 4

2 2 2

0 0 0
y

−2 −2 −2

−4 −4 −4

−6 −6 −6

−8 −8 −8

−10 −10 −10

−10 −8 −6 −4 −2 0 2 4 6 8 10 −10 −8 −6 −4 −2 0 2 4 6 8 10 −10 −8 −6 −4 −2 0 2 4 6 8 10


x x x

5.2.4 !
5 10
The coefficients matrix is , which has τ = 4, ∆ = 5. The characteristic
−1 −1
equation is λ2 − 4λ + 5 = 0, hence λ1 = 2 + i, λ2 = 2 − i.. The corresponding eigenvectors
are v1 = −3− i, v = −3+i.
1 2 1
1
2

x ’ = 5 x + 10 y
y’=−x−y

−1

−2

−3

−3 −2 −1 0 1 2 3
x

The origin is an unstable spiral.

5.2.6 !
−3 2
The coefficients matrix is , which has τ = −5, ∆ = 4. The characteristic
1 −2
equation is λ2 + 5λ + 4 = 0, hence λ1 = −4, λ2 = −1. The corresponding eigenvectors are
 1
v1 = −21 , v2 = 1 .
x’=−3x+2y
y’=x−2y

0
y

−1

−2

−3

−3 −2 −1 0 1 2 3
x

The origin is a stable node. The two eigendirections are indicated in black. The trajec-
tories approach the origin (t → ∞) tangential to the slow eigendirection v2 . Also, as time
goes backwards (t → −∞), the trajectory asymptotes with the fast eigendirection v1 .
3

5.2.8 !
−3 4
The coefficients matrix is , which has τ = 0, ∆ = −1. The characteristic
−2 3
equation is λ2 − 1 = 0, hence λ1 = 1, λ2 = −1. The corresponding eigenvectors are
1 2
v1 = 1 , v2 = 1 .

x’=−3x+4y
y’=−2x+3y

0
y

−1

−2

−3

−3 −2 −1 0 1 2 3
x

The origin is a saddle point. The two eigendirections are shown in black. Arrows indicate
stable vs unstable manifolds.

5.2.10 !
0 1
The coefficients matrix is , which has τ = −2, ∆ = 1. The characteristic
−1 −2
equation is !λ2 + 2λ + 1 = 0, hence λ1 = λ2 = −1. An eigenvector v = (v1 , v2 ) satisfies
1 1 v1
 0

v2 = 0 , which has a nontrivial solution (v1 , v2 ) = (−1, 1). Since there is
−1 −1
only one eigenvector, the origin is a degenerate node. Trajectories asymptote the eigendi-
rection as t → ±∞.
4

x’=y
y’=−x−2y

−1

−2

−3

−3 −2 −1 0 1 2 3
x

5.2.13 !
0 1
The coefficients matrix is , which has τ = −b/m < 0, ∆ = k/m > 0,
−k/m −b/m
τ 2 − 4∆ = b2 /m2 − 4k/m. We distinguish the cases:

i) ∆ > 0 or b > 4km: real negative eigenvalues. The origin is a stable node.

ii) ∆ < 0 or b < 4km: imaginary eigenvalues with negative real part. The origin is a
stable spiral.

iii) ∆ = 0 or b = 4km: double negative eigenvalue. The origin is a degenerate stable
node.
√ √
In plots below: i) m = 1, k = 1, b = 4. Eigenvalues λ1 = −2 + 3, λ2 = −2 − 3. Slow
√ √
eigendirection (−2 − 3, 1), fast eigendirection (−2 + 3, 1).
ii) m = 1, k = 1, b = 1
x’=y x’=y
y’=−x−4y y’=−x−y

10 10

8 8

6 6

4 4

2 2

0 0
y

−2 −2

−4 −4

−6 −6

−8 −8

−10 −10

−10 −8 −6 −4 −2 0 2 4 6 8 10 −10 −8 −6 −4 −2 0 2 4 6 8 10
x x

In the borderline case iii) illustrated below: m = 1, k = 1, b = 2. Double eigenvalue


λ = −1 with eigendirection (−1, 1). Trajectories approach the eigendirection as t → ±∞.
5

x’=y
y’=−x−2y

10

y 0

−2

−4

−6

−8

−10

−10 −8 −6 −4 −2 0 2 4 6 8 10
x

Physically, the different behaviours are due to the size of the friction measured by the
parameter b. Case i) corresponds to overdamping, ii) to underdamping and case iii) to
critical damping.

5.3.4 !
a b
The coefficients matrix is , which has τ = 0, ∆ = −a2 + b2 . The character-
−b −a
√ √
istic equation is λ2 − a2 + b2 = 0, hence λ1 = a2 − b2 , λ2 = − a2 − b2 . The corresponding
1 0
eigenvectors are v1 = √a2 −b2 −a , v2 = √a2 −b2 +a . If a2 −b2 > 0 then the origin is a saddle
 
b
− b √
2 2
point and the relationship will be explosive. Their feelings are opposite, since a −b
b
−a
<0
2 2
(see the left figure for a = 2, b = 1). If a − b < 0 then the origin is a centre and the
relationship will be cyclical (see the right figure for a = 1, b = 2).
x’=2x+y x’=x+2y
y’=−x−2y y’=−2x−y

3 3

2 2

1 1

0 0
y

−1 −1

−2 −2

−3 −3

−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3
x x

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