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Non Linear Dynamics Notes

Ramesh Kadambi

January 8, 2017

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These are notes created from Strogatz and contain verbatim statements and figures from the book.
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Chapter 1

Flows On The Line - Strogatz

1.1 Introduction
1. Nonlinear dynamics deals with systems of equations of the form,
x 1 = f1 (x1 , , xn )
x 2 = f2 (x1 , , xn )


x n = fn (x1 , , xn )
In contrast to linear systems, non-linear systems do not satisfy the condition of linearity.
2. Non-linear systems are divided into autonomous and non-autonomous systems. The autonomous systems do not explicitly
depend on time, non-autonomous systems do.

Example:

x = f (x) autonomous
x = f (x) + t non-autonomous

3. Geometric approach to analysing non-linear systems. Interpret the differential equation as a vector field.
Example:
x = sin(x)
dx
dt =
Zsinx
integrating both sides t = csc(x)dx = ln | csc(x) + cot(x)| + C

Given initial conditions x(0) = x0 , C = ln | csc(x)+cot(x)| t = ln | csc(x 0 )+cot(x0 )


csc(x)+cot(x) |. The difficulty in interpreting the above
result is obvious. Despite being able to solve the system analytically, we are left with the following difficult unanswered
questions.
(a) Suppose x0 = 4 ; describe the qualitative features of the solution x(t) for all t > 0. In particular as t ?
(b) For an initial condition x0 , what is the behaviour of x(t) as t ?
The asymptotic behaviour of the system is unknown or difficult to answer despite the solution of the system.
4. The problem is visualized graphically with a plot of x vs x. We interpret x as the position of an imaginary particle moving
along the real line, and x as the velocity of the particle. The differential equation x = sin(x) represents a vector field on
the line; it is the velocity vector x at each x. The velocity vector is sketched by plotting x versus x and drawing arrows on the
x axis to indicate the corresponding velocity vector at each x. The arrows point to the right when x > 0 and to the left
when x < 0. It makes sense since a positive velocity increases x, a negative velocity decreases x.

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4 CHAPTER 1. FLOWS ON THE LINE - STROGATZ

Figure 1.1: Graphical solution to the non-linear ode x = sin(x)

- 4

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Figure 1.2: Plot of x versus t based on the graphical solution. This is only a qualitative indication and not a solution.

5. The points where x = 0 are called fixed points. The solid black dots are stable fixed points (also called attractors or sinks).
The unstable fixed points are the open circles (also knowns as repellers or sources).
6. Figure 1.1 shows that a partice starting at x0 = 4 moves to the right faster and faster until it crosses
2 (where sin(x)
reaches its peak). Then the particle decelerates to the stable fixed point at x = .
7. In general one can come to the conclusion that if x > 0 the particle moves in the direction of increasing x (to the right by
convention) and asymptotically approaches the nearest stable fixed point. Similarly if x < 0 the particle moves to a stable
fixed point to the left. If x = 0, then x remains constant.

1.2 Fixed Points and Stability


1. The proposed graphical solution can be generalized to any first order ODE x = f (x). We just need to draw
the graph of f (x) and then use it to sketch the vector field on the real line. We imagine a fluid flowing
along the real line with a local velocity of f (x). The imaginary fluid is called phase fluid, and the real line
phase space. The flow is to the right where f(x) > 0 and to the left where f(x) < 0. A solution starting at
x0 is obtained by placing the imaginary particle (phase point) at x0 and watch how it is carried along the
flow. As time goes by the phase point follows a trajectory x(t) based on x0 , representing the solution to
the differential equation. The picture itself is called the phase portrait.
2. The appearance of the phase portrait is determined by the fixed points x defined by f (x ) = 0; these correspond to the
stagnation point of the flow.
3. Fixed points represent equillibrium solutions with respect to differential equation.
1.2. FIXED POINTS AND STABILITY 5

f (x) = x2 1

Ex Find all the fixed points of x = x2 1, and classify their stability.

Sol Fixed points are determined by the equation f (x) = 0 x2 1 = 0 x = 1. The flow is to the right where x2 1 > 0
and to the left where x2 1 < 0.

Note that the definition of stable equillibrium is based on small disturbances; certain large disturbances
may fail to decay. In our example, all small disturbances around x = 1 will decay. However, any distur-
bance that takes the point beyond x = 1 will be repelled to . To lay emphasis on this fact we say the
point x = 1 is locally stable, but not globally stable.

4. The pictorial analysis does not provide quantitative insights. However, it does provide relevant and usefule qualitative
information about the non-linear system.

Ex Consider the following electrical circuit. A resistor R and a capacitor C in series with a batter of constant dc voltage Vo .
Suppose that the switch is closed at t = 0, and there is no charge on the capacitor initially. Let Q(t) denote the capacitor
at t 0. Sketch the graph of Q(t).
C

Vo


Sol The governing differential equation is as follows. Vo + RQ(t) + Q/C = 0 Q = Vo
Q
R RC
6 CHAPTER 1. FLOWS ON THE LINE - STROGATZ

Q
Q

Q
Q

t
The point Q = CVo is globally stable. No matter what the initial state the system returns to Q .

Ex Sketch the portrait corresponding to x = x cos(x), and determine the stability of all the fixed points.

Sol We will solve this graphically. The roots of x cos x are the points of interesection of the line y = x and y = cos x. We have
the following, x > 0 x cos x > 0 and similarly x < 0 x cos x < 0. We solve this equation graphically by plotting
y
y=x y = cos x

y = x and y = cos x.

1.3 Population Growth


1. A naive model of population growth is of the form N = rN (r is the growth rate and N is the population), results in
exponential population growth.

2. A more sophisticated model would decrease the growth rate beyond a certain level of population. The growth rate would
depend on the population. The equation would be of the form N = f (N )N , where r = f (N ).

N
3. Choosing r = 1 K, where K is the carrying capacity, we have the following equation for population growth.

 
N
N = N 1 , N 0
K

N

N 1
4. The fixed points of the equation are N = 0, N = K. 5
1.4. LINEAR STABILITY ANALYSIS 7

r = 2, No = 11, 6, K = 5

5. The plot N versus t: t

6. We solve the equation fairly easily.


r
N = N (K N )
K
K
dN = rdt
N (K N )
Integrating both sides
Z Z
K
dN = rdt
N (K N )
Z Z Z
1 1
dN + dN = rdt
K N N
log(K N ) + log(N ) = rt + c
N
log( ) = rt + c
K N
N
= cert
K N
N (cert + 1) = Kcert
cKert
N=
(cert + 1)
K
N=
1 + cert
K
c= 1
No

1.4 Linear Stability Analysis


1. We work around a valid fixed point of the system x = f (x). We consider a solution a small perturbation away from x .
We write the solution as (t) = x(t) x , we therefore have, = x = x = f (x) = f (x + ).

2. Assuming that f is sufficiently smooth, and using Taylor expansion. We have, f (x + ) = f (x ) + f 0 (x ) + O( 2 ). Since
x is a fixed point of f (x), we have f (x ) = 0 = f 0 (x ).

3. The equation (2) decays if f 0 (x ) < 0, grows exponentially if f 0 (x ) > 0. If f 0 (x ) = 0 the non-linear terms are significant
and we will need to perform non-linear analysis.

4. The magnitude of the slope f 0 (x ) determines how stable a given fixed point is. The magnitude plays the role of the growth
or decay rate. Its reciprocal is a characteristic time scale, it determines the time required for x(t) to variy significantly
in the neighborhood of x .

Ex Using linear stability analysis, determine the stability of the fixed points for x = sin x.
8 CHAPTER 1. FLOWS ON THE LINE - STROGATZ

Sol The fixed points of x = sin x are solutions to sin x = 0 x = k k {0, 1, }. Following in the footsteps of the linear
stability analysis, we look at

1 if k is odd
f 0 (x? ) = cos(k) =
1 if k is even

The stable points are k, k {1, 3, 5, } and unstable points are k, k {0, 2, 4, 6 }, which agrees with out earlier
graphical solution 1.1.

Ex Classify the fixed points of the logistic equation, using the linear stability analysis. Find the characteristic time scale in
each case.

Sol The logistic equation is N = rN (1 K 0 2rN


N ). The fixed points are N = K, N = 0. f (N ) = r K , we have, f (0) =
0
0 1
r, f (K) = r. The point N = 0 is unstable and the point N = K is stable. The characteristic time scales, |f 0 (N )| = 1r .

Ex What can be said about points where f 0 (x ) = 0?

Sol This is a case by case scenario. Let us look at, the following cases, (a) x = x3 (b) x = x3 (c) x = x2 and (d) x = 0.
x x

x3

x x

x3

x x
2
x

x x

Essentially from the graphs we have,

(a) The point x = 0 is stable, globally at that, since x < 0, x > 0 and particles approach 0, x > 0, x < 0 and the
particles approach 0 again.
(b) The point x = 0 is unstable. In this case the opposite of (a) is true, x < 0, x < 0 and particles are repelled to ,
similarly, x > 0, x > 0 and particles are repelled to .
(c) The point x = 0 is semi-unstable, for points x < 0, x > 0 the particles move in the direction of the fixed point the
system is stable, however, for points x > 0, x > 0, the particles move away from the fixed point, it is unstable.
(d) Here every point x is a fixed point. The perturbations neither grow nor decay. They just stay there.
1.5. EXISTENCE AND UNIQUENESS 9

Remark 1. Note that all these stability analysis are based on small moves around the equilibrium position or fixed point.
The question of what is small is based on order of magnitude.

Remark 2. Do not get confused between x = dx(t) dt and f 0 = df (x)


dx . The fixed points are points where the time derivative are
0
zero. The stable points are points where f (x ) < 0.

1.5 Existence and Uniqueness


In this section we investigate the existence and uniqueness of solutions. We first see an example that establishes that solutions
need not be unique/exist.
1
Ex Show that the solution to x = x 3 starting from xo = 0 is not unique.

Sol This needs to be revisited. I do not quite understand the argument of uniqueness.

1.6 Potentials
The notion of potentials comes from the idea of potential energy. A particle is pictured sliding down the walls of a potential well,
where the potential V (x) is defined by
dV
f (x) =
dx
.

1. The negative sign in the definition of V follows the standard convention in physics; it implies that a particle always moves
down hill (from higher potential to lower).
dV 2
2. The change of potential w.r.t time is computed as dV (x(t)) = dV dx
= f (x) = dV dV

dt dx dt . Given x dx , we have dt = dx .

dV dV 2

3. The rate of change in potential dt = dx 0. This implies that V (t) decreases along trajectories.
dV dV
4. The potential is constant fixed points whenever dx = 0. This follows from the fact that x = f (x) = dx = 0 at fixed points.

5. Local minima of V (x) correspond to stable fixed points.

6. Local maxima of V (x) correspond to unstable fixed points. Since the only trajectory possible from a local maxima is away
from it.

Ex Graph the potential of the system x = x, identify all the equllibrium points.

Sol We basically have dV


dx = x
dV
dx = x V (x) = 21 x2 + C. We choose arbitrarily C = 0. The only fixed point x is at 0
and is stable.
V (x) x
x2

x x

Ex Graph the potential for the system x = x x3 , and identify equillibrium points.
10 CHAPTER 1. FLOWS ON THE LINE - STROGATZ

x4 x2
Sol We have dV 3
dx = x x
dV
dx = x3 x V (x) = 4 2 + C. We again choose C = 0. The plots are shown below.
V (x) x

x x

x x3

There are 3 fixed points in all x {1, 0, 1}. The points x {1, 1} are stable. The point x = 0 is unstable. The
stable fixed points also form the local minima for V (x). The potential is often called the double well potential .
Chapter 2

Bifurcations - Strogatz

Qualitative aspects of a non-linear system can change as parameters change. Here we study the change in the nature of fixed
points when parameters change.

Definition 3. Bifurcation is a qualitative change in the system behaviour as a result of change in some parameter of the system.

1. Bifurcations provide models of transition and instabilities as some control parameter is varied.

2.0.1 Saddle Node Bifurcation


The saddle point bifurcation is the basic mechanism by which fixed points are created and destroyed. The prototypical example
of a saddle node bifurcation is given by the first order system.

x = r + x2

.

1. The fixed poitns of the system are at x = r.

2. Clearly, for r < 0 we have two symmetric roots about the origin x = r.

3. As r increases and becomes positive the two roots approach each other and at r = 0 we have a semi-stable fixed point at
the origin.

4. As r becomes positive the fixed points move to the imaginary plane and disappear from the plot of x = f (x).
x x x r>0
r=0
r<0

x x x

5. A bifurcation diagram is a plot of the motion of fixed points with changing parameter value. Strogatz motivates the
bifurcation diagram very well. We will re-visit this another day to finish the notes.

6. In the biforcation diagram the stable node is represented by a solid line and the unstable by a dotted line.

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12 CHAPTER 2. BIFURCATIONS - STROGATZ

7. The bifurcation diagram for the saddle node bifurcation is shown below.
x

unstable

stable

8. The saddle node bifurcation goes by many names, fold bifurcation, turning point bifurcation, blue sky bifurcation.

Ex Give linear stability analysis of the fixed points for the system x = r x2 .

Sol The fixed points of the system are x = r. The pictures are as given below. The analyisis steps are,

(a) The fixed points are x = 0 x2 r = 0 x = r.
(b) The stability of the fixed points implied by f 0 = d
dx (r x2 ) = 2x.

i. f 0 (x ) < 0 are stable points, f 0 (x ) < 0 2x < 0 x > 0
r is stable.
0 0

ii. f (x ) > 0 are unstable points, f (x ) > 0 2x > 0 x < 0 r is unstable.
iii. f 0 (x ) = 0 is the bifurcation point, f 0 (x ) = 0 2x = 0 x = 0 r = 0. This is the value of r where the
fixed points coalesce.

x
x x

x
x x

r>0
r=0 r<0

Ex Show that the first order system x = r x ex undergoes a saddle-node bifurcation as r is varied, and find the value of
r at the bifurcation point.

Sol First order of business is to find the fixed points.

x = 0 r x ex = 0
x + ex = r

This is an equation that cannot be explicitly solved. We will plot the functions to see what the function looks like for
different values of r ie. r > 0, r < 0 and r = 0. We can then see the behaviour of the fixed points.
13

x
x
x

x
x
x

r>0

r=1
r<0
Clearly we see that there is a bifurcation point. In order to find it, we use a trick. The bifurcation point is the value
where the functions ex and r x are tangential to each other, ie. function values and their derivatives
are the same. We therefore have,

ex = r x (2.0.1)
x
e = 1 x = 0 r = 1 substituting the value of x into (2.0.1).

Remark 4 (Example Solution). Strogatz does the first part differently. He plots r x and ex and uses the intersection
points to figure out the stable points. I just plotted the function itself which is as easy to do.

Remark 5 (Normal Forms). In a certain sense the examples x = r x2 and x = r + x2 are representative of all saddle
node bifurcations. The idea is that close to the bifurcation pont, the dynamics typically look like x = r + x2 or x = r x2 .

Ex Consider the system x = r x ex . In order to investigate the system, we will linearize the system around its fixed
points as determined in 2.0.1 i.e. {0, 1}. We have,

1 1
ex = exo exo (x xo ) + exo (x xo )2 (1)n exo (x xo )n
2 n!

(a) expanding around the bifurcation point 0 we have,

ex = 1 x + x2 + O(x)3
r x ex = r x 1 + x x2 + O(x)3
= r x2
the normal form for saddle node bifurcations.

(a) Analysis around the bifurcation point


To understand why saddle node bifurcations typically have this algebraic form. We just ask ourselves what should be
the local behavior for two roots/fixed points to coalesce and disappear.
i. The first observation is that there have to be atleast 2 fixed points.
ii. The function f (x, r) is locally parabolic (convex/concave).
x

f (x)
r > rc

r < rc
x
14 CHAPTER 2. BIFURCATIONS - STROGATZ

Expanding the function f (x, rc ) around the critical parameter value (x , rc ) we have,

x = f (x, r)

f f 1 2 f

= f (x , rc ) + (x x ) + (r rc ) + (x x ) +
x (x ,rc )
r (x ,rc ) 2
x2 (x ,rc )


f
We have f (x , rc ) = 0 by definition of a fixed point and x = 0 due to the tangency condition
(x ,rc )
of saddle point bifurcation. We therefore have,

x = a(r rc ) + b(x x )2 +


f 1 f
where a = x and b = 2 x2 .
(x ,rc ) (x ,rc )

It is clear from 8(a)ii that the dominant terms around the saddle point are of the form r x2 .

2.0.2 Transcritical Bifurcations


Transcritical bifurcations have a fixed point that exists for all values of a parameter and is never destroyed. However such a fixed
point may change its stability as the paramter changes value. The prototypical/normal form for a transcritical bifurcation is

x = rx x2

x
x x

. x
x x
r>0

r=0
r<0

1. The fixed points are at x {0, r}.

2. As seen in the graphs for different values of r, we have.

r range x stability
r<0 0 stable
r unstable
r=0 0 bi-stable
r>0 0 unstable
r stable

3. As seen in the table, we see that the fixed point x = 0 changes its stability.

4. The bifurcation diagram is as follows,


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x stable

unstable
stable r

unstable

2.0.3 Pitchfork Bifurcation


This bifurcation if commong to physical problems that have symmetry. In such problems fixed poits tend to appear and disappear
in pairs. There are different types of pitchfolr bifurcation, the simpler type is the supercritical bifurcation.
The normal form for supercritical pitchfork bifurcation is x = rx x3 .

1. The fixed points corresponding to x = 0 are, x {0, + r, r} with two roots at 0.

2. The graphs are as given below for different values of r.


x
x x

x
x x

r>0
r=0
r<0

3. The bifurcation diagram is as follows.


x

stable

stable r unstable

stable
16 CHAPTER 2. BIFURCATIONS - STROGATZ

2.0.4 Subcritical Pitchfork Bifurcation

In supercritical bifurcation the cubic term is stabilizing, it acts as a restoring force and pulls x(t) back toward x = 0.
If instead the cubic term were destabilizing, as in x = rx + x3 , we would have a subcritical pitchfork bifurcation. The
bifurcation diagram is shown below.
x x

stable
unstable

stable r unstable stable rs r unstable

unstable
unstable

stable


4. The non-zero unstable bifurcation points x = r exist only below the bifurcation (r < 0) (motivates the term
subcritical).

5. The origin is stable for (r < 0) and is unstable for (r > 0).

6. As opposed to the supercritical pitchfork bifurcation the cubic term does not have a stabilizing effect for (r > 0). It aids
in driving the trajecteries to . This leads to the blow-up.

7. It can be shown that x(t) in finite time.

8. As with other bifurcations the supercritical bifurcation is sometimes called forward bifurcation, and subcritical bifurcation
is called inverted/backward bifurcation.

9. It may so happen that a higher order term may have a stabilizing effect. Consider x = rx + x3 x5 . The bifurcation plot
is shown above.

10. The bifurcation diagram displays hysterisis. The fixed point is unstable at r = 0, at which point a small push will cause
the system to jump to one of the stable wings. On the way down the wing stable points are stable to well below zero, so
the jump does not occur until r = rs .

11. Such layering of alternate stable vs unstable fixed points are fairly frequent occurrence.

12. The jump behavior does not usually happen with super critical bifurcation.

13. The origin is not a globally stable fixed point. It is only locally stable. It is stable to small perturbations.

2.1 Overdamped Bead on a Rotating Hoop


The figure below shows FBD of a over damped bead on a rotating hoop. The equations of motion are as follows,

mr = mg sin b + m 2 cos
= r sin
mr = mg sin b + m 2 r sin cos
2.1. OVERDAMPED BEAD ON A ROTATING HOOP 17

m 2 cos

m 2

r
mg sin + b
mg cos + m 2 sin + m 2 r
m mg
We therefore have,
Since the system is assumed to be over damped. We can ignore the term mr.

b = m 2 r sin cos mg sin

1. The fixed points are given by,

= 0
2
m r sin cos mg sin = 0
g
sin = 0, cos = 2
r

1
Defining = 2 r
we have,
g

1 = n where n {0, 1, 2 }
1
cos 2 =


<1
=1
>1

cos

Graphical Solution to fixed points. Fixed points at < 1 on the hoop. Fixed points > 1 on the hoop.

2. The graphical solution shown in figure illustrates that < 1 the only fixed point is = 0 as the hoop starts spinning
faster and two fixed points appear on either side of 0 and move towards 2 . The bifurcation plot is given below.
18 CHAPTER 2. BIFURCATIONS - STROGATZ

Bifurcation plot beed and the hoop.


2.2 Dimensional Analysis and Scaling


The objective of dimensional analysis and scaling is to represent the physical system in non-dimensional terms. The process is
also used to find if the factors or parameters that were ignored is justified.

1. We will first look at non-dimensionalizing the time derivative. We therefore will use a normalized time variable = Tt , where
T is a characteristic time scale to be chosen later. The right choice of T will leave the derivatives , ,
dimensionless.
t
Rewriting the equations in terms of T we have,

d d 1 d
= =
d dt T d
d d 1 d d 1 1 d2
= + = 2 2
dt d T d dt T T d
substituting into your governing equation we have,

mr d2 b d
= mg sin + m 2 r sin cos
T 2 d 2 T d
We divide the equation by mg and we have,

r d2 b d 2 r
( ) = sin ( ) + ( ) sin cos
gT 2 d 2 mgT d g
r
All the terms in the parenthesis are dimensionless. In order for our assumption to hold we require that gT 2 << 1 and
b b b r m2 rg
mgT O(1). We choose T = mg , which will leave mgT = O(1). It is an interesting fact and as if magic gT 2 = b2 =
M 2 LLT 2 2

M 2 L2 T 4 T 2 is dimensionless b = MTLT
1 = M LT 11 and mg = M LT 2
.

Note the unit of T = secs (T ) since every coefficient is dimensionless, one can choose T to be any combination of parameters
from a given dimensionless group of which T is a part of.

No T The Dimensionless DE
b m2 rg 2 r
1 mg b2 + sin + g sin cos
2
1
+ g2 r sin + mr
b
sin cos
2

1
pg
3 n where n = r + mgr + sin n sin cos
b

Our justification for dropping is based on the following argument using the equation 1. If b2 >> m2 rg we could ignore
the second order term.
1 This N
is rotational damping coefficient, rad .
s
2.3. IMPROPER/IMPERFECT BIFURCATION 19

2.3 Improper/Imperfect Bifurcation


It is not true that one finds symmetry as we did earlier in pitchfork bifurcation scenarios. The normal form for improper
bifurcation is given by
x = h + rx x3
.

2.3.1 Fixed Points


The fixed points are a tricky beast now. There are two parameters. We use our good old trick that x = 0 h = x3 rx. The
fixed points are points of intersection of h and x3 rx. The fixed points are intersections of horizontal lines h with the cubic
x3 rx.
Plot for values r < 0 Plot for values r > 0
x3 + 2x, r < 0

x3 2 x, r > 0

h=1
h < hc

x x

h > hc
h = 1

2.3.2 Bifurcation Point


The point of bifurcation is where the line x = h and x3 rx are tangential to each other. Given that x = h is a constant, the
bifrucation points are the minima and maxima of x3 rx.
d 3
(x rx) = 3x2 r = 0 r = 3x2
dx r
r
xmax =
3
pr pr pr
= 3r r
3
 pr
The critical value hc for bifurcation is the value of the function at xmax = 3. hc = ( 3) r 3 3 =
{ 23 r 3r , 23 r 3r }. Plotting hc vs r we have,
p p

Plot of hc vs r Plot of x vs rh=0 Plot of x vs rh6=0 Plot of x vs hr>0 Plot of x vs hr0


hc x x x x
h=0 h 6= 0 r>0
r <= 0
r r r h 6= 0 h h
r>0

1. The above plot of hc vs r is called the stability diagram.


2. The bifurcations meet tangentially at (r, h) = (0, 0).
3. The bifurcation in co-dimension2 ie: there are 2 parameters.
4. Read Strogatz for the details.
20 CHAPTER 2. BIFURCATIONS - STROGATZ

2.3.3 The Budworm


The proposed model for the budworm population is given below,
 
N
N = RN 1 p(N )
K

The models assumption are enumerated below,

1. The budworm population grows according a logistic equation with growth rate of R and carrying capacity of K.

2. After the population of the bud worms hits a particular level there is predation by birds.

The bird predation occurs at three different levels.

1. When the budworms are scarce, predation levels are low.

2. As the population increases an reaches a threshold or critical level, the predation by birds rises.

3. As the population grows beyond a certain level, the predation saturates as the birds are eating as much as they can without
impact on the population growth.

The predation model based on the above assumption is as given below,

BN 2
p(N ) =
A2
+ N2
BN 2
 
N
N = RN 1 2 (2.3.1)
K A + N2

2.3.4 Non-Dimensionalizing the Equation


The model (2.3.1) has 4 parameters, {R, K, A, B}. We would like to reduce the parameters via non-dimensionalizing (2.3.1).
We divide (2.3.1) by B and let x = N
A . Clearly N and A are of the same dimension (population levels).

N2
 
1 R N
N = N 1 2
B B K A + N2
N
Let x = N = Ax
A
dN dx
=A
dt dt
A dx RA A2 x2
= x x
B dt B BK 1 + x2

Our next step is to non-dimensionalize time we choose the following, = Bt


A . Clearly from the predation equation we have B is
A
the number of bud worms eaten per unit time. The dimension of B is units of time (the time required to reach the critical level
of predation). We now have,

B A
= tt=
A B
dx dx d
=
dt d dt
B dx
=
A d
RA K
choosing r = , k= and substituting into (2.3.1) we have,
B A
dx x x2
= rx(1 ) (2.3.2)
d k 1 + x2
2.3. IMPROPER/IMPERFECT BIFURCATION 21

2.3.5 Fixed Point Analysis

dx
We have x = 0 d = 0. Applying to (2.3.2), we have:

x x2
rx(1 ) =0
k 1 + x2
x = 0 is always a fixed point. The remaining fixed points satisfy the equation,
 x x
r 1 =
k 1 + x2
kx
r(k x) =
1 + x2

First we will investigate points where r = 0 and k = 0. r = 0 has only one root, x = 0. On the other hand of k = 0, the solution
is uninteresting, x = 0. Given r = 1 we have,

k
(1 + x2 )(k x) =
x
r
k
k + kx2 x x3 = x
r
3 2 k
x kx + (1 + )x k = 0 (2.3.3)
r

kx
The above does not lead us anywhere. We will resort to our conventional approach of graphing the two functions r(kx) and 1+x2 .

Fixed Points Graphical Solution


f (x)

x
22 CHAPTER 2. BIFURCATIONS - STROGATZ

Plot x vs x
x
0.5

0
12 3 4

x
0 5 10 15 20
Some observations,

1. The non-dimensionalization was clever to facilitate the graphical solution of the roots. One side of the solution is fixed
while the other side changes.

Point Stable?
origin (1) unstable
2. The stability of the points is clear from the plot of x vs x. 2 stable
3 unstable
4 stable

3. Depending on the slope for a given fixed value of k, there can be 1, 2 or 3 fixed points. It is clear from the cubic form of
the equation (2.3.3).

4. In the configuration of r and k with 3 fixed points (shown in figure), the behaviors are classified as below,
point description
1 unstable
2 refuge This is the point one would like to keep the bud worms for pest controls.
3 unstable point Threshold, if the budworm population rises above this level, it may jump to the outbreak leve.
4 outbreak level This is where the budworm population catastrophically increases.

5. Once k is fixed, the line r(1 xk ) rotates about k as r changes. The number of fixed points change decreasing from 3. The
fixed points coalesce in a saddle node bifurcation.
Figure illustrating saddle point bifurcation
f (x)
0.5

0 x
0 5 10 15 20
2.4. WHAT IS LARGE? 23

2.3.6 Bifurcation Curves


The bifurcation happens when the line r(1 xk ) is tangential to x
1+x2 . We there fore have,

r 1 1 x2
= 2 2
(1 + x2 2x2 ) =
k (1 + x ) (1 + x2 )2

substituting for r in our original equation we have,

k(1 x2 )
r=
(1 + x2 )2
2
k(1 x ) x x
2 2
(1 ) =
(1 + x ) k 1 + x2
2x3
k= 2 (2.3.4)
x 1
2x3
r= (2.3.5)
(1 + x2 )2

The equations (2.3.4), (2.3.5) are in parametric form.


0.8

0.6

0.4
r

0.2

0
0 10 20 30 40
k

2.4 What is Large?


In most fields problems do not have exact solutions. Specialists in the field approximate the real-life system to facilitate approx-
imate solutions. The approximations may be purely numerical, purely analytical or a combination of the two.

The first step towards solving a problem is mathematical modeling. A means by which the chosen problem is posed in mathe-
matical terms. The process of mathematical modeling involves keeping certain elements, neglecting some and approximating yet
others. Dimensional analysis facilitates such approximations by doing the following
1. Reduce the number of parameters in the problem.
2. Bring to fore the relative importance of the parameters and their impact on system behavior.
24 CHAPTER 2. BIFURCATIONS - STROGATZ
Chapter 3

Linear Systems - Strogatz

1. One dimensional phase spaces flow is extremely confined and all trajectories are forced to move monotonically or remain
constant.
2. The objective is to study linear systems and make connections to classification of non-linear systems.

3.1 Defintions and Examples


Definition 6. A two dimensional linear system if a system of the form.

x = ax + by
y = cx + dy

1. Linear system in Matrix form x = Ax.


2. x = 0 x = 0 if A is of full rank, so x = 0 is always a fixed point for any choice of A.
3. The solutions of x = Ax can be visualized as trajectories moving on the (x, y) plane (phase plane).
Ex 5.1.1 Consider a spring mass system given by, m
x + kx = 0.
4. Our objective is to develop methods for deducing behavior without actually solving the differential equations.
5. We can write it in matrix form as follows:

Let v = x
k
    
v 0 m v
= (3.1.1)
x 1 0 x

k
6. The system (3.1.1) assigns a vector (x, = (v, 2 x), where
v) m = 2 .
7. We will follow the same approach we did previously in solving one dimensional
 systems. We will look at the vector fields.
v
As before the direction of the vector field depends on the sign of . Positive values increase the value of the function
x
and negative values decrease.
8. In the phase space (v, x), the direction is the vector sum when (v, x)
are not zero. On the x-axis, we have (x, v)
=
(0, 2 (x)) v < 0, the arrow is pointing downwards (negative v-direction) for +ve, x and pointing upwards for ve, x
(positive v-direction). Similarly on the y-axis we have, x = 0 and (x,
v)
= (v, 0), and as before the vectors point to the
right/left (+ve x, -ve x) depending on the sign of v = x.

9. At any other location the direction of the vector is such that the (x, v) components of the vector are (x, = (v, 2 x).
v)
This is equivalent to a fluid particle flowing with a local velocity (x, = (v, 3 x) starting with an initial velocity vector
v)
(xo , vo ).
10. The imaginary phase point starts at (xo , vo ) and flows along the vector field.

25
26 CHAPTER 3. LINEAR SYSTEMS - STROGATZ

11. The flow shown in figure 3.1a swirls around the origin.

12. The origin is special, a phase point placed at there would remain motionless since (x,
v)
= (0, 0). The origin is hence a
fixed point.

13. Phase points placed anywhere else will circulate around the origin. These trajectories are called closed orbites.

14. The figure 3.1b is called the phase portrait.

Vector field

1.0
1.0

0.5
0.5

disp
0.0

0.0
-0.5

-0.5
-1.0

-1.0

-1.0 -0.5 0.0 0.5 1.0 -1.0 -0.5 0.0 0.5 1.0

vel

(a) Vector field for spring mass (b) Orbits for spring mass

15. The fixed point (0, 0) corresponds to static equilibrium of the spring mass. The orbits correspond to the oscillatory motion
of the spring mass. The point on the orbit where the displacement is maximum the velocity is zero and vice versa. The
shapes of the orbits satisfy the equation 2 x2 + v 2 = C where C 0 is a constant.

 
a 0
Ex: 5.1.2 Solve the linear system . Graph the phase portrait as a varies from to , showing qualitatively different
0 1
cases.

Sol. This is a decoupled system of equations (diagonal matrix).

    
x a 0 x
=
y 0 1 y
x = ax, y = y

The solutions are fairly straight forward,

x = x0 eat y = yo et
3.2. LANGUAGE OF STABILITY 27

Figure 3.2: Phase plots from strogatz for different values of a

16. The figure illustrates the different phase diagrams for varying a.
a Phase plot Behaviour
< 1 For a < 1 both solutions are stable and (0, 0) is a stable fixed point. Both (x, y) decay to zero with
time no matter the initial condition. x decays faster than y and solutions approach the fixed point along
y axis. The slower of the two decays decides the approach to the fixed point.
= 1 The solution are both stable with the origin as a stable fixed point. Both (x, y) = (xo et , yo et ) decay
at the same rate no matter where they start. The phase plot is a system of straight lines whose slope is
determined by the initial condition ( xy = xy00 ).
1 < a < 0 Both solutions are stable with fixed point at origin (0, 0). y decays faster than x. The solutions approach
the fixed point along x axis.
=0 Here x = xo is a constant solution and becomes the fixed point. The coordinates (x, y) = (xo , yo et )
(xo , 0) as t .
a>0 The solution for x is unstable and exponentially increases. The coordinates (x, y) = (xo eat , yo et )
(, 0) as t . A strange effect is when y0 starts on the y axis, the solution (x, y) = (0, y0 et ). The
solution decays along the y-axis to the saddle point x = 0. Similarly if the solution starts on x-axis, it just
goes along the x-axis to . The y-axis is the stable manifold and x-axis is the unstable manifold
of the saddle point x .

Definition 7 (Stable Manifold). The stable manifold is defined as the set of initial conditions x0 such that x(t) x as
t .
Definition 8 (Unstable Manifold). The unstable manifold is defined as the set of initial conditions such that x(t) x
as t .

17. Trajectories : Typically trajectories of unstable solutions, asymptotically approach the unstable manifold as t and
the stable manifold as t . Similarly the trajectories of stable solutions, asymptotically approach the stable manifold
as t and the unstable manifold as t .

3.2 Language of Stability


Definition 9 (Attracting Fixed Point). A fixed point x is an attracting fixed point if all trajectories that start near x approach
x as t . If all trajectories are attracted to the fixed point x it is called globally attracting. Mathematically for each 
there exists a time t > 0 such that x(t) B(x , ).
28 CHAPTER 3. LINEAR SYSTEMS - STROGATZ

Definition 10 (Liapunov Stable Fixed Point). A fixed point x is liapunov stable if all trajectories that start sufficiently close
to x remain close to it for all time. Mathematically this would mean if a trajectory starts inside an open ball remains inside
the ball, x(t0 ) B(x , r ) t x(t) B(x , r ).

Example: In Figure 3.2 (a-d) the origin is a Liapunov Stable.

Definition 11. A fixed point that is Liapunov stable but not attracting is neutrally stable.

Example: In figure 3.2(d) the fixed points are Liapunov stable but not attracting and hence neutrally stable. Nearby points
are neither attracted not repelled by neutrally stable fixed points.

Note that attracting fixed points and liapunov stability do no imply each other. They are orthogonal ideas.

liapunov stability Attracting?


stable (neutrally stable) non-attracting
unstable attracting
stable attracting / globally attracting
unstable non-attracting

Definition 12 (Stable Fixed Point). A fixed point is said to be stable if it is both Liapunov stable and attracting.

Definition 13 (Unstable Fixed Point). A fixed point is said to be unstable if it is neither attracting or Liapunov stable.

3.3 Classification of Linear Systems


The objective of this section is to classify a systems described by a full rank coupled matrix A. Our objective is to classify all
possible phase portraits that occur. It was found in the examples there possibly exist manifolds tthat played a crucial geometric
role. These manifolds determined the direction of the trajectories as t . They determined the direction of the trajectories
as t . These manifolds also contained straight line trajectories that started and stayed in the manifold forever. The
trajectories exhibited exponential growth or decay.

The general problem is of the form,

x = Ax

1. We seek (solutions) trajectories of the form

x(t) = et v (3.3.1)

. Where F and 0 t and v V a vector space.

2. The objective is to determine the solutions corresponding to v 6= 0. If solutions exist they correspond to exponential
motion spanned by v.

Substituting our guess into our equation we have,

x = vet
x = Ax vet = Aet v
cancelling the non-zero scalar factor et we have
Av = v
Av = Iv (A I)v = 0 (3.3.2)

1. (3.3.2) is an eigen value problem. is an eigen value and v an eigen vector.

2. (3.3.1) is called the eigen solution.


3.3. CLASSIFICATION OF LINEAR SYSTEMS 29

The solution to the (3.3.2) is obtained by finding the eigen values of the matrix A given by the roots of the characteristic
equaiton |A I| = 0. For a 2x2 matrix A we have,
 
a b
A=
c d
The characteristic equation is given by
 
a b
=0
c d
2 (a + d) + ad bc = 0
2 + = 0
where
= trace(A) = a + d
= |A| = ad bc

2 4
1,2 = (3.3.3)
2
1. If (3.3.3) are two distinct values (1 6= 2 ), then the corresponding vectors v1 , v2 are linearly independent and span the
plane. Any initial value x0 = c1 v1 + c2 v2 .
2. The solutions
x(t) = c1 e1 t v1 + c2 e2 t v2
.
Figure 3.3: x0 as the sum of eigen vectors v1 , v2

3. The above solution is a general solution since,


(a) it is a linear combination of solutions to x = Ax.
(b) it satisfies the initial condition x0 = x(0) (Figure 3.3).
(c) the existence and uniqueness theorems imply it is the only solution.
Ex: 5.2.1 Solve the initial value problem x = x + y, y = 4x 2y, subject to the initial condition (x0 , y0 ) = (2, 3).
Sol: In matrix form we have,
    
x 1 1 x
=
y 4 2 y
We find the eigen values using the equation (3.3.3). We have
= 1, = 6

1 1 + 24
1,2 = = {3, 2}
2
30 CHAPTER 3. LINEAR SYSTEMS - STROGATZ

The eigen vectors are as follows,

  
1+3 1 v1  
= 0 0
4 2 + 3 v2
      
4 1 v1   1 1
= 0 0 v1 = similarly v2 =
4 1 v2 4 1

The solution therefore is,

   
1 1 2t
x(t) = c1 e3t + c2 e
4 1

Applying the initial condition we have,

     
2 1 1
= c1 + c2 c1 = 1, c2 = 1. (3.3.4)
3 4 1

The equation (3.3.4) expresses the initial condition as the linear combination of the eigen vectors. In example 5.1.2, we
classified the system based on the parameter value a. Here we will look at characterizing the system using the eigen
values/vectors.
3.3. CLASSIFICATION OF LINEAR SYSTEMS 31

Table 3.1: Classification of Linear System x = Ax.

Eigen Values,
Example Phase Portrait Observations
Vectors

Two real roots


5.2.2 1,2 = {2, 3}, This is similar to solution of Example 5.1.2 where a > 0. The
2 4 > 0 difference is the direction vector of the stable and unstable
manifolds, corresponding to the two distinct   real eigen val-
1
ues. As observed before we have the vector corresponding
1
to the +ve eigen value 2 = 2 is the unstable manifold, where
1
as the eigen vector is the stable manifold. The origin
4
is a saddle point since one solution is unstable while the
other is stable. As with all saddle points the trajectory
approaches the unstable manifold as t and the
stable manifold as t .

2 < 1 < 0,
5.2.3 This is the scenario where the origin is a stable fixed point.
2 4 > 0
Both solutions are negative and real. As previously observed
in example 5.1.2 case (a). The solution approaches the fixed
point tangentially along the slower eigen direction, spanned
by the eigenvector with the smaller ||. The eigen vectors are
not mutually perpendicular. In negative time t the
trajectories become parallel to the fast eigen-direction. The
unstable version is obtained by reversing thedirection
of the arrows and making the origin unstable fixed
point.


5.2.5 2 4 0 This is the case of two complex conjugate roots. The cases
are
(a) Two imaginary roots. In this case figure (a) the trajec-
tories are ellipses around a neutrally stable origin.
(b) Tow complex conjugate roots with stable and unstable
real roots. The phase portrait is a spiral figure(b). The
stable portrait spirals towards the origin, while the un-
stable portrait spirals out.

The case of equal roots. This is the case where we have two real roots.
(a) Suppose 1,2 = and there exist two independent vectors corresponding to the eigenvalue, then every vector spanned
by the eigenvectors is an eigenvector with this same eigenvalue .-

Ax0 = A(c1 v1 + c2 v2 ) = c1 Av1 + c2 Av2 = c1 v1 + c2 v2 = x0

It can be shown that if there are two equal roots with two linearly-independent eigen vectors, then the matrix
32 CHAPTER 3. LINEAR SYSTEMS - STROGATZ
 
0
A= . If 6= 0 then all trajectories are straight lines through the origin x(t) = et x0 (since both solutions are
0
the same). This is the same situation as 5.1.2b. The direction of the trajectories (towards or away from origin) will
depend on 1,2 < 0 or 1,2 > 0.

 
b
(b) The case of equal roots but a single eigen vector solution. This happens when the matrix A = . It can be
0
clearly seen that there is only one eigen-vector.

  
b v1
(A I)v = 0 A = =0
0 v2
  
0 b v1
= 0 v1 = 0, v2 = c c R
0 0 v2

Figure: Degenerate node Phase Portrait Figure: Equal roots and distinct eigen vectors

When there is only one eigendirection the fixed point is a degenerate node. The phase portrait is shown in Figure.
As t the trajectories become parallel to the sole eigendirection. The degenerate node can be seen as a con-
tinuous transformation via rotation of two distinct eigendirections till they line up as one. Strogatz refers to this as
scissoring them together, in reality the degenerate node is a boundary between spiral and a node.

4. The figure shows the classification of Fixed points of linear system via (, )
Figure S: Regions of stability
3.3. CLASSIFICATION OF LINEAR SYSTEMS 33

Regions Behavior

<00< < 2 4 This implies that the system has two real roots of opposite signs. This would mean that
the fixed points are all saddle points.
>0
(a) 2 4 > 0 (a) We have two real roots since > 0, 2 4 > 0 > 0. The stability is determined
by the sign of . These are the regions marked as stable/unstable nodes.
(b) 2 4 < 0
(b) We have two complex conjugate roots. The stability is again determined by the sign
(c) 2 = 4
of . We see stable/unstable spirals.
(c) This is the border. We have two equal real roots. Degenerate nodes, stars live
here. The stability of the nodes are again determined by the sign of .

=0 This is the region of 0 eigen value (we have at least one zero eigen value). The origin is
not the only fixed point here. We either have a line of fixed points or an entire plane if
A = 0. This corresponds to the Figure 3.2d.

"The Figure S shows that saddle points, nodes and spirals are major types of fixed points; they occur in the large
open regions of (, ) plane. Centers, stars, degenerate nodes, and non-isolated fixed points are borderline cases that
occur along curves in the (, ) plane. Of these borderline cases, centers are by far the most important. Centers
occur very commonly in frictionless mechanical systems".1

5. Characterization of fixed points.

Table 3.2: Fixed point types and classification

Fixed Point Type Condition Description


saddle point <0 This has both stable and unstable paths leading from it. This is a result of real
solutions that have opposite signs.
node > 0, 2 4 > 0 A node is a result of real solutions with the same sign. The node is either stable
or unstable.
center =0 A center results from two purely imaginary conjugate roots.
spiral 6= 0, 2 4 < 0 A spiral is a result of complex conjugate roots.
star 2 4 = 0 A star is a result of two equal eigen values.
degenerate 2 4 = 0 A degenerate occurs when there is only one eigen-direction resulting from a single
eigen value.
non isolated =0 One of the eigen values is zero.

3.3.1 Love Affairs


In this section we will look at a model of Love Affairs. Our first model is very simple. Quoting Strogatz, "Romeo is in love
with Juliet, but Juliet is a fickle lover. The more Romeo loves her, the more Juliet wants to run away from Romeo and hide.
But when Romeo gets discouraged and backs off, Juliet begins to find him strangely attractive. Romeo on the other hand tends
to echo her: he warms up when she loves him, and grows cold when she hates him". The system of equations is given below,

R = aJ
J = bR

where R(t) = Romeos love/hate for Juliet at time t, J(t) = Juliets love/hate for Romeo at time t, a, b are positive parameters.
Clearly,

R
    
0 a R
=
b 0 J J
1 Quoting from Strogatz.
34 CHAPTER 3. LINEAR SYSTEMS - STROGATZ

From our table we have = 0 and = ab > 0. We have a complex conjugate pair whose real part is zero. The trajectories are
essentially elliptical orbits around the neutrally stable fixed point at the origin (Figure 3.4). There is only one quadrant when
both feel attracted/love for each other.

Figure 3.4: Romeo Juliet Love Hate

 
a b
A more general lovers model is given by a full matrix A = , leading to the governing equations,
c d

R
    
a b R
=
J c d J

Ex: 5.3.1 What happens when two identically cautious lovers get together?

R
    
a b R
Sol The system is = . Where a is a measure of cautiousness and b is a measure of responsiveness. Our solution
J b a J
is as follows,

= 2a, = (a b)(a + b)
p
2a 4a2 4(a2 b2 )
1,2 = =ab
  2
1
v1 =
1
 
1
v2 =
1
   
1 (ab)t 1
v(t) = c1 e + c2 e(a+b)t
1 1

Our several scenarios are as follows,


Scenario {a, b, , } The love Effect

a > 0, b > 0, a = b = 0 One of the eigen values is zero.


(a) This is the case where they are more responsive than cau-
tious. We therefore have an unstable fixed point at (0, 0).
The love affair just explodes either into mutual hate or mu-
a < 0, b > 0, a 6= b = 2a < 0 tual love. As seen all trajectories approach R = J, so their
(a) < 0, < 0 a2 < b2 feelings are mutual. This is a consequence of our model,
(b) < 0, > 0 a2 > b2 where the amount of like/dislike is the same for both ie a/b.
(b) Here they are more cautious than responsive. This is the
case of a stable fixed point of (0, 0). The love affair fizzles
out by mutual consent.
3.3. CLASSIFICATION OF LINEAR SYSTEMS 35
36 CHAPTER 3. LINEAR SYSTEMS - STROGATZ
Chapter 4

Phase Portraits - Strogatz

The study of non-linear systems begins in the earnest. The objective is to build on the linear system theory that has been
developed thus far. The study will progress as below,

1. Consider general properties.

2. Classify the kinds of fixed points that arise.

3. Build on the knowledge of linear systems.

4.0.1 Phase Portraits


Our objective is to look at the general form of a vector field on the phase plane given by,

x 1 = f1 (x1 , x2 )
x 2 = f2 (x1 , x2 )

where f1 , f2 are given functions. In vector notation we have x = f (x). Where, x = (x1 , x2 ) and f (x) = (f1 (x), f2 (x)).

1. We also have x is a point in the phase plane. x is the velocity vector at x.

2. The solution x(t) is the path of a phase point along the vector field, corresponding to a trajectory on the phase plane.

3. For nonlinear systems, there is typically no hope of finding trajectories analytically. Even with explicit formulas available,
they are often complex to provide insight.

4. The approach is to obtain qualitative insights into the behavior of solutions.

5. Determine a phase portrait based on the properties of f (x).

6. Some salient features of the phase portrait.

(a) The fixed points; points satisfying f (x ) = 0.


(b) The closed orbits. These correspond to solutions for which x(t + T ) = x(t) t, for some T > 0.
(c) The arrangement of trajectories near fixed points and closed orbits.
(d) The stability and instability of fixed points and closed orbits.

4.0.2 Numerical Computation of Phase Portraits


The system of equations 4.0.1 can be solved by numerical integration. The standard method used is the Runge Kutta Method in
vectorized form. The integration is followed by plotting the velocity vectors at each point in the phase plane.

Ex 6.1.1 Consider the system x = x + ey , y = y. First use qualitative arguments to obtain information about the phase portrait.
Then, using a computer, plot the direction field. Finally use, the Runge Kutta method to compute several trjectories, and
plot them on the phase plane.

37
38 CHAPTER 4. PHASE PORTRAITS - STROGATZ

Sol: Looking at the given equations we have,

y = 0 y = 0 (4.0.1)
x = 0 x + ey = 0 x + 1 = 0 x = 1 (4.0.2)
t t
y = y y(t) = yo e y = yo e
lim y(t) = 0 lim x = x + 1
t t

From equations (4.0.1), (4.0.2) tells us that the fixed point is (1, 0). The paths can start in any of the 4 quadrants.
We first sketch the nullclines where either x = 0 or y = 0. This kind of follows from our linear system analysis. The
nullclines serve the same purpose as the eigen directions of our linear problem? The line y = 0 y = 0 so one of the
nullclines is the x-axis. Similarly if x = 0 x = ey y = log(x) We also have, x > 0 x + ey > 0 x >

Figure 4.1: Nullclines for x = x + ey , y = y

3 2 1 1 2 3
1 x

ey (t x > 1). Similarly y > 0 y > 0 y < 0.

1. The nullclines are analogous to eigen-directions of linear systems. Flows do not cross the nullclines when the system of
equations have a unique solution.

2. The nullclines partition the region into quadrants where the derivatives x,
y have different signs.

3. The nullclines establish the flow fields for the system.

4.1 Existence Uniqueness and Topological Consequences


Theorem 14 (Existence and Uniqueness Theorem n dimensions). Consider the initial value problem x = f (x), x = x0 . Suppose
fi
f is continuous and all its partial derivatives xj
, i, j = {1, , n}, are continuous for x in some open connected set D Rn .
Then for x0 D, the initial value problem has a solution x(t) on some interval (, ) about t = 0 and the solution is unique.

There are some interesting consequences of the existence and uniqueness theorem (14).

1. The uniqueness of solutions implies that trajectories do not intersect.

2. Since the trajectories do not intersect the phase portrait has a clear structure to it.

3. In two dimensional phase spaces. In the presence of a closed orbit C in the phase plane any trajectory starting inside C
remains in C.

4. Trajectories starting within closed orbits will approach fixed points inside the orbit if any. If there are none then the
trajectory will approach the closed orbit.
4.2. FIXED POINTS AND LINEARIZATION 39

Table 4.1: Consequences of theorem 14

Non Intersecting Paths Closed Orbits

Theorem 15 (Poincare-Bendixson Theorem). For vector fields on a plane, if a trajectory is confined to a closed, bounded region
and here are no fixed points in the region, then the trajectory must eventually approach a closed orbit.

4.2 Fixed points and Linearization


Consider the nonlinear system
x = f (x)
. Let (x1 , x2 ) be a fixed point of the system,
f1 (x1 , x2 ) = 0, f2 (x1 , x2 ) = 0
. Consider a small disturbance around the fixed point
u = x1 x1 , v = x2 x2
. Our objective is to answer the question will the disturbance decay or grow?. In order to answer the question we derive
the differential equations for u, v. We therefore have,
u = x1 since x1 is a constant
= f1 (x1 + u, x2 + v) by substitution

f1 f1
v + O(u2 , v 2 , uv) Multi dimensional Taylor series expansion.

= f1 (x1 , x2 ) + u+
x1
(x ,x ) x
2 (x ,x )
1 2 1 2


f1 f1
=u + v + O(u2 , v 2 , uv) since f1 (x1 , x2 ) = 0
x1 (x ,x ) x2 (x ,x )
1 2 1 2

similarly we have
v = x2

f2 f2
=u +v + O(u2 , v 2 , uv)
x1 (x ,x ) x2 (x ,x )
1 2 1 2

writing the system in matrix form we have,


  " f1 f1 #  
u u
= x 1
f2
x2
f2 + O(u2 , v 2 , uv)
v v

x1 x2
(x1 ,x2 )
" #
f1 f1
x1 x2
The matrix f2 f2 is called the Jacobian.
x1 x2
40 CHAPTER 4. PHASE PORTRAITS - STROGATZ

4.3 Is it Safe to Ignore the Nonlinear Terms?


It is tempting to just drop the non-linear terms and proceed with the linear analysis. However, the nonlinear terms can be
ignored as long as the fixed point for the linearized system is not one of the borderline cases. If the linearized system
predicts a saddle, node or a spiral, then the fixed point is really a saddle, a node, or a spiral of the original non-linear problem.
The borderline cases (centers, degenerate nodes, stars, or non-isolated fixed points) are much more delicate. These can be altered
by small non-linear terms.

Ex: 6.3.1 Find all the fixed points of the system x = x + x3 , y = 2y, and use linearization to classify them. Then check the
conclusion by deriving the phase portrait for the full nonlinear system.

Sol. Computing the fixed points we have,

fixed points:

x = 0 = x + x3 x = 0, x = 1
y = 0 = 2y y = 0
Pf = {(0, 0), (1, 0), (1, 0)}

Jacobian: We compute the Jacobian at the fixed points, we have

1 + 3x2 0
 
J=
0 2
 
1 0
J(0,0) =
0 2
 
2 0
J(1,0) =
0 2
 
2 0
J(1,0) =
0 2

Just looking at 4.3 we see that this is a diagonal matrix and

(a) (0, 0) is a stable node.


(b) (1, 0), (1, 0) are saddle points.

From our nonlinear system equations we see that the nullclines,

(a) x = 0 x = 0, x = 1, are the invariant since x = 0 on them.


(b) y = 0 y = 0, the invariant horizontal line.
(c) The point (0, 0) attracting stable point, since x3 < x, 1 x 1 x > 0 x (1, 0), x < 0 x (0, 1) and
y < 0 y > 0, y > 0 y < 0 .
(d) The points (1, 0), (1, 0) are unstable since x3 > x x < 0 x < 1, x > 0 x > 1.
(e) The phase portrait is symmetric since x x and y y the equations are invariant.

v = x v = x = x x3 = v + v 3
u = y u = y = 2y = 2u

The trajectories from the nonlinear system are given below.


4.3. IS IT SAFE TO IGNORE THE NONLINEAR TERMS? 41

Figure 4.2: Trajectories of example 6.3.1

Ex: 6.3.2 Consider the system

x = y + ax(x2 + y 2 )
y = x + ay(x2 + y 2 )

where a is a parameter. Show that the linearized system incorrectly predicts that the origin is a center for all values of a,
whereas in fact the origin is a stable spiral if a < 0 and unstable spiral if a > 0.

Sol: We proceed with the solution as usual, out steps start with the fixed points

x = 0 y + ax(x2 + y 2 ) = 0
y = 0 x + ay(x2 + y 2 ) = 0

It can be clearly seen that the origin (0, 0) is a valid solution. A thing to note about the original problem is that it is a
polynomial in x, y and hence resembles a Taylor series. We can just drop the higher order terms to linearize it. We now
compute the jacobian the usual way,

3ax2 + ay 2 1 + 2ay
 
J=
1 + 2ay ax2 + 3ay 2
 
0 1
J( 0, 0) =
1 0
the eigen values are

1 2
1 = 0 + 1 = 0 = i

From 4.3 we see that the (0, 0) is a center.


A thing to note in the linearization process is that, we have lost the parameter a in the process. We now switch to polar
co-ordinates to continue the analysis,

r 2 = x2 + y 2
x = r cos
y = r sin
x = r cos r sin = r sin + ar3 cos
y = r sin + r cos = r cos + ar3 sin
rr = xx + y y = r cos (r sin + ar3 cos ) + r sin (r cos + ar3 sin ) = ar4
r = ar3
xy y x
similarly we can solve for = =1
r2
42 CHAPTER 4. PHASE PORTRAITS - STROGATZ

We now analyze the stability of the fixed points in the polar coordinates. Clearly from 4.3 we have r < 0 a < 0, r >
0 a > 0, we have all trajectories rotating about the origin at the same angular velocity, but for a < 0 it is a stable spiral
and a > 0 it is an unstable spiral, and a center for a = 0.

Figure 4.3: Trajectories of 6.3.2

The problem illustrates why centers are delicate. All trajectories are required to close perfectly after one cycle. The
slightest miss converts the center into a spiral.

Similarly stars and degenerate nodes can be altered by nonlinearities, but unlike centers their stability does not change. A stable
star may be changed into a stable spiral but not an unstable spiral. The figure ?? shows why this is the case. Centers are on the
border of stable and unstable spirals. However, stars and degenerate nodes are at the boundary of stable/unstable nodes and
stable/unstable spirals

Figure 4.4: Regions of Stability

If our interest was only in stability we can ignore the the degenerate nodes as their stability does not change. We can classify
the nonlinear system as follows,
4.4. HYPERBOLIC FIXED POINTS,TOPOLOGICAL EQUIVALENCE AND STRUCTURAL STABILITY 43

Table 4.2: Coarse Fixed Point Classification

Robust Cases
Repellers Both eigen values have positive real part.

Attractors Both eigen values have negative real part.

Saddles The eigen values are mixed with one negative and one positive.

Marginal Cases:

Centers Both eigen values are imaginary.


Higher-order and isolated fixed At least one of the eigen values is zero.
points:

In essence, from the point of view of stability, the marginal cases are those where at least one eigenvalue satisfies Re() = 0.

4.4 Hyperbolic Fixed Points,Topological Equivalence and Structural Stability


Definition 16 (Hyperbolic Fixed Points). Hyperbolic fixed points are fixed points where both eigen values of the linearized system
have non-zero real part. These are points that either exponentially grow or decay. Hyperbolic fixed point stability is not affected
by small non-linear terms. Non hyperbolic fixed points are fragile.

4.4.1 Rabbits vs Sheep


The model

x = x(3 x 2y)
y = y(2 x y)
where x(t) = population of rabbits
y(t) = population of sheep
x, y 0

We find the fixed points first,

x = 0 = x(3 x 2y) 3x x2 2xy = 0


y = 0 = y(2 x y) 2y xy y 2 = 0
x = 0, y = 0 : 3 x 2y = 0, 2 x y = 0 3 x 2(2 x) = 3 x 4 + 2x = 0 x = 1
x = 0 2y y 2 = 0 y = 0, y = 2;
y = 0 3x x2 = 0 x = 0, x = 3;
x=1y=1
Fp = {(0, 0), (0, 2), (3, 0), (1, 1)}
Compute the Jacobian:
 
3 2x 2y 2x
J=
y 2 x 2y
44 CHAPTER 4. PHASE PORTRAITS - STROGATZ
 
3 0
J(0,0) = 1,2 = {3, 2}unstable node
0 2
 
1 0
J(0,2) = 1,2 = {2, 1}stable node
2 2
 
3 6
J(3,0) = 1,2 = {3, 1}stable node
0 1

 
1 2
J(1,1) = 1,2 = {1 + 2, 1 2}saddle point
1 1

The construction of the phase portrait from the results of the linear system is a process of piecing the trajectories based on the
characteristics of the nodes. The table below outlines the trajectories at each eigen-value.
4.4. HYPERBOLIC FIXED POINTS,TOPOLOGICAL EQUIVALENCE AND STRUCTURAL STABILITY 45

Table 4.3: Phase portrait construction

Fixed
Eigenvalues Description
Point

The fixed point (0, 0) is unstable. The trajecto-


ries leave the origin tangential to the eigen-direction
 
0
corresponding to the eigen value = 2, v = ,
1
    which spans the y-axis. The phase portrait looks
0 1
(0, 0) 1,2 = {2, 3} v1,2 = ,
1 0

like,

The fixed point is stable. The trajectories approach



1
the fixed point tangential to = 1, v = . The
2
   
1 1
(0, 2) 1,2 = {2, 1} v1,2 = ,
0 2

phase portrait looks like,

The fixed point is stable. The trajectories


  approach
1
the fixed point tangential to v = . The phase
3
   
0 1
(3, 0) 1,2 = {2, 1} v1,2 = ,
2 3

portrait looks like,

Thefixed point is a saddle point. The phase portrait


   
1 1

(1, 1) 1,2 = 1 2 v1,2 = ,
2 2

looks like,

The complete reconstructed phase portrait is given below,


46 CHAPTER 4. PHASE PORTRAITS - STROGATZ

Figure 4.5: Phase Portaits

(a) Intuitive construction (b) Computer generated

In the real world once the linear problem is solve and the fixed points obtained one can use intuition to complete the picture
using the local information at the fixed points. In our case the different pieces from the table 4.3 put together leads to the 4.6
(a). Here we see there are trajectories leaving the unstable origin (0, 0) and the saddle point. Trajectories arriving at the saddle
points, stable nodes. There are trajectories that do not go to either of the stable nodes by end up in the saddle point. These
trajectories are a part of the stable manifold of the saddle.

Figure 4.6: Completing the Phase Portrait

(a) The different fixed points and Trajectories (b) Intuitive Completion of Trajectories

There is an interesting observation to be made of the phase portrait 4.5 (b). There is no equilibrium state where there are
both rabbits and sheep to be found. There are either rabbits or sheep. This phenomenon is named the principle of competitive
exclusion.

4.4.2 Basin of Attraction and Other Terms


Definition 17. Given an attracting fixed point x , we define its basin of attraction to be the set of initial conditions x(t) x
as t .

Definition 18. A stable manifold that separates the basins of two nodes is called the basin boundary.

The different regions for the rabbit-sheep problem is given below.

Figure 4.7: The different regions of stability


4.5. CONSERVATIVE SYSTEMS 47

4.5 Conservative Systems


Consider the age old consequnce of Newtons Second Law m x = F (x) where F (x) is some nonlinear force. Under the as-
sumption that F is independent of both x,
t, i.e there is no damping forces or a time-dependent driving force. We can show that
energy is conserved.

Let V (x) be the potential energy of the system. We define F (x) = dVdx(x) . Then,

dV
m
x+ =0 (multiplying both sides by x)

dx  
dV d 1 2
mx
x + x =0 mx + V (x) = 0
dx dt 2
integrating we have for any solution x(t)
1
Ex(t) = mx 2 + V (x) (The conservation of energy)
2

Definition 19. A conserved quantity is a real valued continuous function E(x) that is constant on trajectories (x(t)).
Definition 20. Systems for which a conserved quantity exists are called conservative systems.

1. To avoid trivial solution/values one requires that E(x) be non-constant over every open set. If not a constant function
E(x) = 0 would qualify as a conserved quantity and every system would be conservative.
2. The conservation is along a path x(t) and not the entire space.
Ex 6.5.1 Show that conservative systems cannot have attracting fixed points.

Proof. Let x be a fixed point of a conservative system. Since x is a fixed point, x| x = 0 V (x ) = E(x ). Essentially
this implies the energy be constant on all points of its basin of attraction, since all trajectories in the basin of attraction
lead to x . This contradicts the definition of a conservative system. One needs dissipation for the system under no
external influences to come to rest (fixed point).

3. Since attracting fixed points cannot occur, only saddles and centers are the only feasible fixed points in conservative
sytems.
Ex 6.5.2 Consder a particle of mass m = 1 moving in a double well potential, V (x) = 21 x2 + 14 x4 . Find and classify all the
equilibrium points for the system. Plot the phase portrait and interpret the results physically.
Sol. First order of business fixed points.
dV
= 0 x + x3 = 0
dx
x = 0, x2 1 = 0
x = {0, 1}

Note that the higher order term is a cubic and not a quadtratic term. This is mostly due to the fact that it is a model of
a physical system such as a spring/mass. The force vs displacement is either an odd or an even function in such cases. As
pointed out in class by Dr. Nat with his anecdote of Mr Ali, trying to fit data from a biological system to a spring mass
equivalent model. Given that we have a conservative system,
dV
m
x+ =0
dx
x + x3 = 0
x
= x x3
x
defining the phase space as (v = x,
x) we have
v = x x3
x = v
48 CHAPTER 4. PHASE PORTRAITS - STROGATZ

0 1 3x2
 
J=
1 0
 
0 1
J(0,0) =
1 0
 
0 2
J(1,0) =
1 0

= {1, 2i}

Table 4.4: Classification of fixed points

Fixed point Jacobian/Eigen


 Values
 Description
0 1
x = (x, x)
= (0, 0) = 1, J0 = Saddle node. Here = 0, = 1 < 0, from 3.2 we have a saddle point.
1 0


 
0 2
x = (x, x)
= (1, 0) = 2i, J1 = A center. In this scenario, = 0, = 2 > 0 resulting in a center.
1 0


 
0 2
x = (x, x)
= (1, 0) = 2i, J1 = A center. In this scenario, = 0, = 2 > 0 resulting in a center.
1 0

We use the fact that at fixed points both x


, x are zero in the above table. The trajectories are shown below.

Figure 4.8: Trajectories Ex 6.5.1

Some observations about the trajectories,


(a) The directions of the flow are determined by y = x. Given that x = x the x-axis splits the plane on the top where x
is +ve and the plane below the x-axis where x is -ve. The flow in the top half is to the right. The flow on the bottom
half is to the left. The orientation of the neighboring trajectories follow from continuity.
(b) The fact that we have two centers should cause concern about the accuracy of the linear analysis. However, since the
system is conservative, all trajectories follow the conservation law,
1 2 1 2 1 4
E= x x + x = C
2 2 4
The trajectories are therefore closed curves defined by contours of constant energy 3b.
(c) Each of the neutrally stable centers are surrounded by small closed orbits. There are also large orbits that encircle
the three fixed points.
(d) The solutions are typically periodic, except for the equilibrium solutions and two very special trajectories: these are
trajectories that appear to start and end at the origin, ie: they approach the origin as t . Orbits of this type
that start and end at the same fixed point are called homoclinic orbits. These are common in conservative systems.