Objectives: Objectives:

- Use eigenvalues and eigenvectors of the Jacobian matrix to characterize the phase-
plane behavior.
- Predict the phase-plane behavior close to an equilibrium point, based on the
linearized model at that equilibrium point.
- Predict qualitatively the phase-plane behavior of the nonlinear system, when there
are multiple equilibrium points.
Phase Phase- -plane analysis plane analysis: : one of most important techniques for studying the behavior of
nonlinear systems.
Eigenvalue Eigenvalue/eigenvector analysis /eigenvector analysis: predict fast and slow (or stable and unstable)
initial conditions.
Eigenvalue: speed of response / Eigenvector: principal direction
1. Linear System Examples 1. Linear System Examples
Ex.1 Ex.1) A stable equilibrium point (node sink node sink):
Steady state: (0,0), Jacobian
Eigenvalues: -1, -4, Eigenvectors:
Nonlinear Systems Analysis Nonlinear Systems Analysis
I. Phase I. Phase- -Plane Analysis Plane Analysis
2 2
1 1
x 4 x
x x


&
&

,
_

4 0
0 1
4 for
1
0
, 1 for
0
1

,
_

,
_

Ex.2 Ex.2) An unstable equilibrium point (saddle saddle):

Steady state: (0,0), Jacobian
Eigenvalues: -1, 4, Eigenvectors:
Separatrix Separatrix: a line in the phase-plane that is not crossed by any trajectory.
Eigenvectors are the separatrices in the general case.
In the above example, separatrices are the coordinates axes.
Phase Phase- -plane for the node sink problem plane for the node sink problem
2 2
1 1
x 4 x
x x

&
&

,
_

4 0
0 1
4 for
1
0
, 1 for
0
1

,
_

,
_

Phase Phase- -plane for the saddle problem plane for the saddle problem
Ex.3 Ex.3) Another saddle problem
Steady state: (0,0), Jacobian
Eigenvalues:
Eigenvectors:
2 1 2
2 1 1
x x 2 x
x x 2 x

+
&
&

,
_

1 2
1 2
2 1
for
4896 . 0
8719 . 0
, for
9628 . 0
2703 . 0

,
_

,
_

5616 . 2 , 5616 . 1
2 1

Phase Phase- -plane for the saddle problem plane for the saddle problem
Unstable subspace
Stable subspace
Ex.4 Ex.4) Unstable focus (spiral source spiral source)
Steady state: (0,0), Jacobian
Eigenvalues:
(positive real part of eigenvalue unstable)
Ex.5 Ex.5) Center
Steady state: (0,0), Jacobian
Eigenvalues:
(sinusoidal periodic solution)
2 1 2
2 1 1
x x 2 x
x 2 x x
+
+
&
&

,
_

1 2
2 1
j 2 1 , j 2 1
2 1
+
Phase Phase- -plane for the unstable focus problem plane for the unstable focus problem
2 1 2
2 1 1
x x 4 x
x x x
+

&
&

,
_

1 4
1 1
j 7321 . 1 0 , j 7321 . 1 0
2 1
+
Phase Phase- -plane for the center problem plane for the center problem
2. Generalization of Phase 2. Generalization of Phase- -plane Behavior plane Behavior
Eigenvalues:
Sinks (stable nodes): Re(
1
)<0 and Re(
1
)<0
Saddles (unstable): Re(
1
)<0 and Re(
2
)>0
Sources (unstable nodes): Re(
1
)>0 and Re(
2
)>0
Spirals:
1
and
2
are complex conjugates. If Re(
1
)<0 then stable,
if Re(
1
)>0 then unstable.
1
]
1

22 21
12 11
a a
a a
A where x A x&
2
) A det( 4 )) A ( tr ( ) A ( tr
2
t

Autonomous system:
trajectories cannot cross in the plane.
Non-autonomous system:
trajectories could cross
Generalization of phase Generalization of phase- -plane behavior: plane behavior:
3. Nonlinear Systems 3. Nonlinear Systems
Ex. 6 Ex. 6) Nonlinear (Bilinear) system
Steady states:
Jacobian matrix:
Case 1) Steady state 1 (Trivial) Case 2) Steady state 2 (Nontrivial)
Eigenvalues: Eigenvalues:
Eigenvectors: Eigenvectors:
) 3 z ( z
dt
dz
) 1 z ( z
dt
dz
2 1
2
1 2
1
+
+
3 z , 1 z : nontrivial
0 z , 0 z : trivial
s 2 s 1
s 2 s 1


1
]
1

+
+

s 1 s 2
s 1 s 2
z 3 z
1 z z
J
3 , 3
2 1

2 1
for
866 . 0
5 . 0
, for
866 . 0
5 . 0

,
_

,
_

Phase Phase- -plane plane
around trivial point around trivial point
1 , 3
2 1

2 1
for
1
0
, for
0
1

,
_

,
_

fast stable
slow stable
Phase Phase- -plane plane
around nontrivial point around nontrivial point
Phase Phase- -plane of plane of
nonlinear system nonlinear system
Ex. 7 Ex. 7) Bioreactor with Monod kinetics
Determine the stability of the steady states and plot the phase-plane around the
steady states.
Difference between center and limit cycle Difference between center and limit cycle
- Center trajectories can be found in the linear or linearized systems with the largest
real part of the eigenvalues of zero value (in marginal point.)
depend on the initial conditions
- Limit cycle can occur in
nonlinear systems:
isolated closed orbit
(related to Hopf bifurcation)
Y
x
D ) x s (
dt
dx
x ) D (
dt
dx
1
2 f
2
1
1

0 . 4 s , 4 . 0 Y , 12 . 0 k , 53 . 0
,
x k
x
f m max
2 m
2 max

+

Center Center
Limit cycle Limit cycle