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Phase Plane Analysis: - Main Ideas

This document discusses phase plane analysis for nonlinear systems. It begins by introducing phase plane analysis and its limitations to second-order autonomous nonlinear systems. It then discusses analyzing the local behavior of nonlinear systems by linearizing around equilibrium points. An example of a tunnel-diode circuit system is analyzed through finding its equilibrium points, linearizing around them to determine local behavior, and using phase plane analysis to understand global behavior.

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Elizabeth Johns
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56 views18 pages

Phase Plane Analysis: - Main Ideas

This document discusses phase plane analysis for nonlinear systems. It begins by introducing phase plane analysis and its limitations to second-order autonomous nonlinear systems. It then discusses analyzing the local behavior of nonlinear systems by linearizing around equilibrium points. An example of a tunnel-diode circuit system is analyzed through finding its equilibrium points, linearizing around them to determine local behavior, and using phase plane analysis to understand global behavior.

Uploaded by

Elizabeth Johns
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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Purdue University ME677 Phase Plane Analysis Bin Yao Slide 1

PHASE PLANE ANALYSIS


Main Ideas
A visual technique by drawing derivative vector (or tangent vector) on a phase
plane to see how the solutions of a nonlinear system evolve qualitatively
Limitations
Effective for Second-Order Autonomous Nonlinear Systems only:
( )
( )
1 1 1 2
2 2 1 2
,
,
x f x x
x f x x
=

Phase Plane
2 2 1 2
1 1 1 2
( , )
( , )
dx f x x
dx f x x
=
( )
1 2
2 1
e.g.,
sin
x x
x x
=

-5 -4 -3 -2 -1 0 1 2 3 4 5
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
MATLAB: QUIVER(X,Y,U,V)
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 2
LTI System:
Qualitative Behavior of Linear System
= x Ax

1
,
r

= x = Mz A MJ M

0
( )
t
t e =
A
x x
0
( ) , or ( )
( ) ( )
t
t t
t t
= =
=
r
J
r
z J z z e z
x Mz

1
2
0 1
, , , or
r
o |
| o

( ( ( (
=
( ( ( (

J
Second-order LTI System:
z plane x plane
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 3
Stable Node ( )
Qualitative Behavior of Linear System
z plane
x plane
1 2
0 & 0 < <
Unstable Node ( )
1 2
0 & 0 > >
Reverse the arrows in the above plots
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 4
Saddle Point ( )
Qualitative Behavior of Linear System
z plane
x plane
1 2
0 & 0 < >
Saddle Point ( )
1 2
0 & 0 > <
Swap the two axis in the above plots
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 5
Stable Focus Point ( )
Qualitative Behavior of Linear System
z plane
x plane
1,2
, & 0 j o | o = <
Reverse the arrows in the above plots
Unstable Focus ( )
1,2
, & 0 j o | o = >
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 6
Center Point ( )
Qualitative Behavior of Linear System
z plane
x plane
1,2
j | =
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 7
Simple Stable Repeated Eigenvalues ( )
Qualitative Behavior of Linear System
z plane
x plane
1 2
0 & 0 k = = < =
Simple Unstable Repeated Eigenvalues ( )
1 2
0 & 0 k = = > =
Reverse the arrows in the above plots
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 8
Stable Repeated Eigenvalues ( )
Qualitative Behavior of Linear System
z plane
x plane
1 2
0 & 1 k = = < =
Unstable Repeated Eigenvalues ( )
1 2
0 & 1 k = = > =
Reverse the arrows and mirror image w.r.t. axis in the above plots
2
z
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 9
One or Both Eigenvalues are zero
Qualitative Behavior of Linear System
x plane
x plane
1 2
0 & 0 = <
1 2
0 = =
x plane
1 2
0 & 0 = >
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 10
Equilibrium Points of Nonlinear Systems
Equilibrium Points:
1. Newton-Raphson Method
1 1 2
1 2
2 1 2
( , ) 0
( , )
( , ) 0
e e
e e
e e
f x x
x x
f x x
=

Numerical Equilibrium Finding Methods:


( ) ,
n
x f x x R = e
( ) 0
e e
f x x =
Want
Start
Since
if
then
( ) 0
e
f x =
( ) 0
o
f x =
1
( ) ( )
i i i
i
f
f x f x x
x
+
c
~ + A
c
1
( ) ( ), 0 1
i i
f x f x o o
+
= < <
1
( ) 0
i
f x
+

( ) ( ) ( )
i i i i
f x f x J x x o = + A
2
( )[ 1] ( )
i i i
x J x f x o A =
2. Steepest Descent Method
2
( ) ( ) ( )
T
i i i
V f x f x f x = =
2 2
T T
V f
f f J
x x
c c
= =
c c
2 ( ) ( ), 0
T
i
T
i i
V
x
x
J x f x
|
| |
c
| |
A =
|
c
\ .
= >
( )
i
J x
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 11
Local Behavior via Linearization
Linearization at Equilibrium Points for Local Behavior of Nonlinear
Systems (if H.O.T. can be neglected and the linearized system is
structurally stable):
1 1 1
2 2 2
e
e
x x x
x x x
o
o
= +
= +
1 1
1 1 1 1 2 1 2
1 2
1 1
1 2
1 2
( , ) . . .
e e
e e
e e
f f
x x f x x x x H OT
x x
f f
x x
x x
o o o
o o
c c
= = + + +
c c
c c
~ +
c c

1 1
1
1 2
1
1 2
2
2 2
2
1 2
and
e e
e e
A
f f
x
x x
x
of A
x
f f
x
x x
o
o

o
o
(
c c
( (
c c
(
( (
=
(
( (
c c
( (

c c
(

If the origin of the linearized system is structurally stable (i.e., stable


or unstable node with distinct eigenvalues, focus, saddle point), then,
in a small neighborhood of the equilibrium point, the solutions of the
nonlinear system will behave similarly.
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 12
System:
Example Tunnel- Diode Circuit
1 1 2 1
2 1 2 2
1
[ ( ) ]
1
[ ] ,
R
L
x h x x x v
C
x x Rx u x i u E
L

= + =

= + = =

2 3 4 5
( ) 17.76 103.79 229.62 226.31 83.72 h v v v v v v = + +
Assume
12 6
1.5 , 2 2 10 . 5 5 10 R kr C pF F L H H

= = = = =
1 1 2
2 1 2
0.5[ ( ) ]
0.2[ 1.5 ]
x h x x
x x x u
= +


= +

Purdue University ME677 Phase Plane Analysis Bin Yao Slide 13


Example Tunnel- Diode Circuit
Equilibrium Points (Assume u = E = constant):
1 2
1 2
0 0.5[ ( ) ]
0 0.2[ 1.5 ]
h x x
x x E
= +
= +
1 2
2 1
1.5
( )
e e
e e
x E x
x h x
=

Purdue University ME677 Phase Plane Analysis Bin Yao Slide 14


Example Tunnel- Diode Circuit
Local Behavior Around Equilibrium Points:
Assume the case for
2
1.2 E =
1 2
:(0.063,0.758) , :(0.285,0.61), u u
3
:(0.884,0.21) u
1 1
1 2 1
2 2
1 2
0.5 ( ) 0.5
0.2 0.3
e
e
e
f f
x x h x
f
A
f f x
x x
c c
(
(
' c c
( c
(
= = =
(
c c c
(

(
c c

At
1
: u
1 1 2
3.598 0.5
3.57, 0.33
0.2 0.3
A

(
= = =
(


( ) 0 I A v =
3.598 0.5
0
0.2 0.3
x
y
v
v

+ (
(
=
(
(
+


0.2 ( 0.3) 0
x y
v v + + =
0.2
0.3
x
x
y
x
v
v
v
v
v

(
(
(
= =
(
(


+
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 15
Example Tunnel- Diode Circuit
Local Behavior Around Equilibrium Points:
At
2
: u
1
3.57: =
1
1
0.06 0.06
x
x
v
v
v
( (
= =
( (

For
2
1
6.67 6.67
x
x
v
v
v
( (
= =
( (

For
2
0.33 =
2 1 2
1.82 0.5
1.77, 0.25
0.2 0.3
A
(
= = =
(


For
1
1.77: =
1
1
0.097
v
(
=
(


For
2
0.25: =
2
1
4
v
(
=
(


At
3
: u
For For
3 1 2
1.427 0.5
1.33, 0.4
0.2 0.3
A

(
= = =
(


1
1
0.19
v
(
=
(

1
1.33: =
2
1
2
v
(
=
(

2
0.4: =
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 16
Example Tunnel- Diode Circuit
Global Behavior via Phase Plane Analysis:
Regions that
1 2 1
2 1 2
0 ( )
0
x x h x
x E x Rx
> >

`
> > +
)

2
0 x =

1
0 x =

1 2
0, 0 x x < >
1 2
0, 0 x x > >
1 2
0, 0 x x > <
1 2
0, 0 x x > >
1 2
0, 0 x x < <
Purdue University ME677 Phase Plane Analysis Bin Yao Slide 17
System:
Example Second-Order System
( )
1 2
2 1
sin
x x
x x
=

Local Behavior around Equilibrium Points:


1
2
, 0,1,...
0
e
e
x k k
x
t = =

( )
1
0 1
cos 0
e
e
f
A
x
x
(
c
= =
(

c

At
1
2 :
e
x nt =
1,2
0 1
1 0
A j
(
= =
(


At
1
(2 1) :
e
x n t = +
1,2
0 1
1
1 0
A
(
= =
(

Eigenvectors for
1
1: =
1
1
1
v
(
=
(

Eigenvectors for
2
1: =
2
1
1
v
(
=
(


Purdue University ME677 Phase Plane Analysis Bin Yao Slide 18
System:
Example Second-Order System
( )
1 2
2 1
sin
x x
x x
=

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