Question 1

a)
A fixed (or stationary) point is a point at which x=0 . This system has two fixed
points at

x=0 and
x=k
1
a/ k
2
.
Graphically (fig 1) it can be demonstrated that

x=0 is an unstable fixed point and that

x=k
1
a/ k
2
is stable
From a chemist's point of view

x=0 is a state in which there is no reaction due to

there being no chemical present to react with molecule A.
!oint
x=k
1
a/ k
2
is the stable reaction where the system is in e"uilibrium with #
being created at the same rate as it degrades into and A. The system will tend to this
point.
!erhaps it should be noted that the x is only defined for x0 . This would imply a
negative amount of chemical $ meaningless from the chemist's point of view$
b) Figure 2 shows how x tends to
x=k
1
a/ k
2
given various initial conditions$ unless
the initial value is %ero. &otice that below
x=k
1
a/ k
2
the curve is a logistic curve$
whereas above this the curve that of exponential decay.
Figure 2
1

x=k
1
axk
2
x
2
0 10 20 30 40 50 60 70 80 90 100
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
t
x
0
Figure 1
c)
Adding a third reaction to the system'
(y the )aw of *ass Action the reaction is now'
+o if written in the form
d)
This chemical system has fixed points at

x=0
and .

x=( k
1
ak
3
b)/ k
2
or

x=(c
1
)/ k
2
. ,f
k
3
bk
1
a
then
c
1
is negative$ pointing to a mathematical fixed point
below %ero (although clearly not relevant to the physical system)$ as indicated in (fig 3).
Also consider the derivative of x at %ero.
d

x
dx
=( k
1
ak
3
b)2k
2

x
This is clearly
negative at $ indicating a stable point.
To the chemist this is indicating an experiment where all of chemical is used up to
create chemical ($ leading to the stable point of -.
2
A+X
k
1
-
=2X
A+X
k
2
-
=2X
B+X
k
3
-
=C
x=k
1
axk
2
x
2
k
3
bx
x=( k
1
ak
3
b) xk
2
x
2
x=c
1
xc
2
x
2
c
1
=k
1
ak
3
b c
2
=k
2

x=( k
1
ak
3
b)/ k
2
Figure 3
Question 2
a)
The system
,n matrix from the system is
.learly the system has a fixed point at (/$/).
&ext consider the matrix
and the trace and determinant
0sing these facts it is possible to determine the nature of the fixed points (Fig 4)
,f is negative (/$/) will be a saddle$ if h is %ero there will be a non isolated fixed point$
that is a point on a manifold line of fixed points.
1owever if (/$/) is not a saddle point it will be a stable point as the trace is independent of
h.
The red line on the graph (fig 4) denotes the points at which T
2
=4 $ in this case
when h 2/ . ,f is greater than one $(/$/) will be a spiral node$ otherwise it will be a stable
sin3 node. +hould h exactly e"ual one$ the fixed point will be a star node.
Given that the trace cannot e"ual %ero there is no possibility that the node is a
centre of a fixed orbit.
3
x = xhy
y = xy
(
x

y
)
=
(
1 h
1 1
) (
x
y
)
(
1 h
1 1
)
T=2 =h+1
Figure 4
To summarise (Chart 1)
h h1 h=1 1h0 h=0 h>0
&ode +addle !oint &on isolated fixed point +table &ode +table +tar +table +piral
b)
Ta3ing the system
( a ) ,f h is set to h=0 then the system becomes decoupled. ,t is clear from
inspection that there exists a fixed point at the origin (/$/)
This matrix has a determinant of 45 so the point will be a saddle point. As the matrix
is diagonalised it is simple to see the eigenvectors and values are 5
(
0
1
)
and 45
(
1
0
)
$
essentially showing that the x4axis is a stable manifold$ and that the y4axis is unstable.
( b ) +etting'
6ifferentiating with respect to t gives'
and then substituting the e"uations for x and y 7
which then rearranges to give'
( c ) (y separation of variables

4

x = y+hx( x
2
+y
2
)
y = x+hy( x
2
+y ?
2
)
r
2
=x
2
+y
2
2r
dr
dt
=2

x x+2

y y
2r
dr
dt
=2x( y+hx( x
2
+y
2
))+2y( hx( x
2
+y
2
)x)
2r

r=2xy2yx+2h( x
2
+y
2
)( x
2
+y
2
)=2hr
4
dr
dt
=hr
3
(
x

y
)
=
(
1 0
0 1
) (
x
y
)
Chart 1
dr
dt
=hr
3

r
3
dr =

1dt
8here c and 9 are un3nown constants of integration.
As t - the denominator will also tend towards infinity$ regardless of the
magnitude of 9$ therefore r will tend to /. Given that the radius of tra:ectories is decreasing
to %ero$ this would suggest that (/$/) is now a stable spiral.
c)
.onsider the system


This system has the nullclines7
8hich intersect at the fixed points7
Graphically'
To analyse the nature of these fixed points the system is linearised about the saddle
points$ generating the ;acobian matrix'
5
y=!1
y=x
3
(1, 1)
(1 ,1)
J =
(

2
x
xt

2
x
yt

2
y
xt

2
y
yt
)
=
(
0 2y
3x
2
1
)
dx
dt
=y
2
1
dy
dt
=x
3
y
Figure 5
2r
2
= t +c
r=
1
. 2t+K
lim
t -
r=0
and corresponding determinant and trace7
At point ( -1, -1)
(oth the determinant and trace are positive$ and
T
2
4 = 23 0
. This is evidence
that (-1 , -1) is a stable spiral. To determine the nature of this spiral it is necessary to
consider some trial points
!oint ( 45 $4/.< ) ( 45$ 45.5 ) (4 /.< $ 45) (45.5 $ 45)

dx
dt
=y
2
1
4/.5< /.#5 / /

dy
dt
=x
3
y
4/.5 /.5 0.271 0.331
+3etching these points (Fig 6) and the associated changes in x and y shows that this in
an anti clockwise sink spiral.
8hereas at point (1,1) $ the determinant is 4=$ which is evidence of a saddle node.
>ecall the ;acobian matrix$ at (1,1)'
6
= 6x
2
y
T = 1
=6
T=1
Figure 6
J has eigenvectors and respective eigenvalues
(
1
1
)
$ # and
(
2
3
)
$ 4? which
correspond to the manifolds of the saddle node. Given that the first eigenvalue is positive
(
1
1
)
is the unstable manifold.
A s3etch of the phase portrait (Fig 7)7
.losed orbits
To exclude the possibility of closed orbits$ by 6ulac's criterion it is sufficient to find a
continuous and differentiable )yapunov function G( x , y) such that
7
J =
(
0 2
3 1
)

x
(
G
dx
dt
)
+

y
(
G
dy
dt
)
Figure 7
is consistently positive or consistently negative ( x , y)
+uch a function would be the positive constant
C
2
which is clearly continuous and
differentiable.

This is clearly negative$ for all values of x and y$ therefore there are no closed orbits in
this system.
8

x
(
C
2 dx
dt
)
+

y
(
C
2 dy
dt
)
=C
2
0+C
2
(1)=C
2
Question 3
a)
a chaotic dynamical system
A chaotic dynamical system is a system in which relatively minor differences is the
initial conditions of a system lead to vastly different behaviour of the system. The system is
thus hard to predict over a long period of time. ( True' a computerised system can perform
several iterations very fast$ but there is no way to predict the outcome without running
every iteration $ e"ually by its nature a chaotic system is very susceptible to computational
rounding errors).
Howeer a chaotic system should not be confused with a random system (although
it may appear so). These systems are deterministic$ in that if the initial conditions and
nature of the system is 3nown then it is possible to 3now the system at any time t. .rucially
if an experiment with a chaotic system was repeated with exactly the same initial
conditions it would reach the same state.
A classical example of a chaotic system that was studied by !oincar@ is the three
mass problem. ,llustrated (Fig !) a diagram by 6* 1arrison of Toronto 0niversity
5
This shows the motion of a planet$ being affected by the gravity of two similar suns$
following standard &ewtonian physics. ,f this simulation does have a periodic path$ it could
not be predicted how long it is. These two simulations differ only in the initial position of the
orbiting plant$ but are mar3edly different.
1 DM Harrison , Physics Flash Aniati!ns , ni!"rsity o# $oronto
9
Figure %
Figure %
b) Chaos can never occur in the phase plane
A phase plane is a system in which only two dimensions are considered$ such as
the problems considered earlier in this piece of the form'
,nitially it is tempting to cite the diagram above (Fig!) as a counter example of a
chaotic system in # dimensions. This is a fallacy$ the three mass problem also accounts for
the velocity vectors of the planet changing through gravitational acceleration$ so it is not
two4dimensional.
The tra:ectories of the planets cross$ impossible in a two4dimensional system$ as
this would imply the existence of a point A at which ( x , y) will have two separate
directions(Fig ").
6ue to this the !oincar@4(endixson theorem states that as tra:ectories cannot
cross$ in any phase plane region that a s#ooth tra:ectory enters but does not leave$ then it
must either tend to a fixed point or a closed orbit$ as in such a system tra:ectories can be
predicted to tend towards an orbit or a fixed point$ is not chaotic.
1owever +prott
#
references the example of two dimensional systems that have a
discontinuity in them. The example given is the 6ixon system$ '
This system does not brea3 the !oincar@4(endixson Theorem as this system is not
smooth$ in that at the point (/$/) both x and y are indeterminate. Four such systems
were plotted (Fig 1$% &erleaf)% with an initial position of (/.A$/.A)$ "=0.1 and
= 0.65 0.6& 0.70 0.71| .
# +prott$ ;.. (#/5/) 'legant Chaos . +ingapore ' 8orld +cientific pp 5/< 4 55A
10
(
x

y
)
=
(
a b
c d
) (
x
y
)
Figure &

x =
xy
x
2
+y
2
+"x

y =
y
2
x
2
+y
2
+#y+#1
,t should be pointed out that a graphical explanation is somewhat insufficient$ due to
the nature of these computer generated plots are not smooth functions$ but rather maps
generated at small intervals.
1owever the plots do seem to indicate a sensitivity to initial conditions$ and a hard
to predict behaviour$ and by passing through the point (/$/)$ the tra:ectory is able to both
escape and re-enter a region enclosed by a tra:ectory$ (Fig 11) demonstrated by changing
the plot colour midway. +omething which would be impossible without the indeterminate
point.
11
- 1 . 5 - 1 - 0 . 5 0 0 . 5 1 1 . 5
- 1 . 5
- 1
- 0 . 5
0
0 . 5
1
1 . 5
x
y
- 1 . 5 - 1 - 0 . 5 0 0 . 5 1 1 . 5
- 1 . 5
- 1
- 0 . 5
0
0 . 5
1
1 . 5
- 1 . 5 - 1 - 0 . 5 0 0 . 5 1 1 . 5
- 1 . 5
- 1
- 0 . 5
0
0 . 5
1
1 . 5
- 1 . 5 - 1 - 0 . 5 0 0 . 5 1 1 . 5
- 1 . 5
- 1
- 0 . 5
0
0 . 5
1
1 . 5
Figure 10
+o does this constitute a chaotic system in the two4dimensional phase planeB 8hile
a graphical demonstration of this sort is not a conclusive proof$ there is some evidence
that a chaoticCli3e system can occur in the phase plane.
12
- 1 - 0 . 8 - 0 . 6 - 0 . 4 - 0 . 2 0 0 . 2 0 . 4 0 . 6 0 . 8 1
- 0 . 3
- 0 . 2
- 0 . 1
0
0 . 1
0 . 2
0 . 3
0 . 4
0 . 5
0 . 6
0 . 7
Figure 11
(ibliography
Arrowsmith$ 6.9. D !lace$ ..*. (5<<#) (yna#ical )yste#s. )ondon' .hapman and 1all
Glendinning$ !. (5<<E) )ta*ility% +nsta*ility and Chaos. .ambridge' .ambridge 0niversity
!ress
1arrison$ 6.*.(#/55) Flash ,ni#ations for -hysics Available at'
http'FFwww.upscale.utoronto.caFGeneral,nterestF1arrisonFFlashFGchaos
Accessed 5?F/?F#/5#
!er3o$ ) (5<<5) (ifferential './ations and (yna#ical )yste#s (#
nd
ed). &ew Hor37
+pringer
+prott$ ;.. (#/5/) 'legant Chaos . +ingapore ' 8orld +cientific
13
Appendicies
%%%% Code to see how the chemical system in Q1 tends to a fixed point
k1a = 0.5;
k2 =0.25;

for 0 = 0!0.1!5
x"1# = 0;
t"1# = 0;
for $ = 2!1!100
t"$# = t"$%1# & 0.1
x"$# = x"$%1# & 0.1'"k1a'"x"$%1## % k2'"x"$%1##(2#
end
hold on
plot"x)*r*#

end


%%%% Code to plot the +ixon system for different ,al-es of .)/

h = 0.001

. = 0.1
/ = 0.05
x"1# = 0.5
y"1# = 0.5
for $ = 2!1!100000

dotx = x"$%1#'y"$%1#1"x"$%1#(2 & y"$%1#(2# % .'x"$%1#;

doty = "y"$%1#(2#1"x"$%1#(2 & y"$%1#(2# % /'y"$%1# & / % 1;

x"$#= x"$%1# & h'dotx;
y"$#= y"$%1# & h'doty;
end
plot"x)y)*r*#



%%%% Code to plot the +ixon system for different ,al-es of .)/
clear

h = 0.01

. = 0.1
/ = 0.20
x"1# = 0.5
y"1# = 0.5
3im = 5000
for $ = 2!1!3im

dotx = x"$%1#'y"$%1#1"x"$%1#(2 & y"$%1#(2# % .'x"$%1#;

doty = "y"$%1#(2#1"x"$%1#(2 & y"$%1#(2# % /'y"$%1# & / % 1;

x"$#= x"$%1# & h'dotx;
14
y"$#= y"$%1# & h'doty;
end
plot"x)y)*r*#
hold on
x1"1# = x"3im# ; y1"1# = y"3im#;
%%% Chan4e the plot colo-r at a halfway point )
for i = 2!1!3im

dotx = x1"i%1#'y1"i%1#1"x1"i%1#(2 & y1"i%1#(2# % .'x1"i%1#;

doty = "y1"i%1#(2#1"x1"i%1#(2 & y1"i%1#(2# % /'y1"i%1# & / % 1;

x1"i#= x1"i%1# & h'dotx;
y1"i#= y1"i%1# & h'doty;
end
plot"x1)y1)*5*#
15