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M2A1: Double Taylor Series & The Jacobian Matrix 1 Double Taylor Series

The document discusses the double Taylor series expansion and the Jacobian matrix. It can be summarized as follows: 1) The double Taylor series expansion expresses a function F(x,y) as a power series involving its partial derivatives, evaluated at a point (x0,y0). This allows approximating F near that point. 2) For a system of differential equations describing variables x(t) and y(t), the Jacobian matrix contains the partial derivatives of the functions F and G defining the system, evaluated at a critical point (x0,y0). 3) The eigenvalues and eigenvectors of the Jacobian matrix determine the general solution near the critical point and describe the behavior of trajectories in

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sompongt
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109 views

M2A1: Double Taylor Series & The Jacobian Matrix 1 Double Taylor Series

The document discusses the double Taylor series expansion and the Jacobian matrix. It can be summarized as follows: 1) The double Taylor series expansion expresses a function F(x,y) as a power series involving its partial derivatives, evaluated at a point (x0,y0). This allows approximating F near that point. 2) For a system of differential equations describing variables x(t) and y(t), the Jacobian matrix contains the partial derivatives of the functions F and G defining the system, evaluated at a critical point (x0,y0). 3) The eigenvalues and eigenvectors of the Jacobian matrix determine the general solution near the critical point and describe the behavior of trajectories in

Uploaded by

sompongt
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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M2A1: Double Taylor Series & the Jacobian Matrix

1 Double Taylor Series


Recall the single Taylor expansion of a function F(x) about a point x
0
. Let x x
0
= h,
then
F(x) = F(x
0
) + h
dF(x
0
)
dx
+
h
2
2!
d
2
F(x
0
)
dx
2
+ . . . (1)
where we are using the notation
1
dF(x
0
)
dx
=
dF
dx

x=x
0
d
2
F(x
0
)
dx
2
=
d
2
F
dx
2

x=x
0
. (2)
For the double Taylor expansion, consider the function F(x, y) which we desire to expand
about the point (x
0
, y
0
). Let
x x
0
= h and y y
0
= k. (3)
Lemma 1 The double Taylor Series expansion for F(x, y) about the point (x
0
, y
0
) is
F(x, y) = F(x
0
, y
0
) + h
F(x
0
, y
0
)
x
+ k
F(x
0
, y
0
)
y
+
1
2!

h
2

2
F(x
0
, y
0
)
x
2
+ 2hk

2
F(x
0
, y
0
)
xy
+ k
2

2
F(x
0
, y
0
)
y
2

+ . . . (4)
where we are using the notation
F(x
0
, y
0
)
x
=
F
x

x=x
0
,y=y
0

2
F(x
0
, y
0
)
x
2
=

2
F
x
2

x=x
0
,y=y
0
etc (5)
Proof: Consider the single Taylor expansion of F(x
0
+ h, y
0
+ k) in terms of h at xed
y
0
+ k
F(x
0
+ h, y
0
+ k) = F(x
0
, y
0
+ k) + h
F(x
0
, y
0
+ k)
x
+
h
2
2!

2
F(x
0
, y
0
+ k)
x
2
+ . . . (6)
Now we take the three terms on the RHS of (6) and perform on each of them a single
Taylor expansion about y
0
in k
F(x
0
, y
0
+ k) = F(x
0
, y
0
) + k
F(x
0
, y
0
)
y
+
k
2
2!

2
F(x
0
, y
0
)
y
2
+ . . . (7)
F
x
(x
0
, y
0
+ k) =
F(x
0
, y
0
)
x
+ k

2
F(x
0
, y
0
)
yx
+ . . . . (8)

2
F(x
0
, y
0
)
x
2
=

2
F(x
0
, y
0
)
x
2
+ . . . . (9)
Substituting these into (6) and displaying terms up to order h
2
, k
2
, hk, we obtain (4).
1
In the lectures, for shorthand, it is possible that I may also use
dF
dx

x=x
0
= F
x
0
.
1
2 The Jacobian Matrix
Now consider, as in the lectures, the pair of ODEs in the variables x(t) and y(t)
x = F(x, y) y = G(x, y). (10)
Critical (or equilibrium or xed) points (x
0
, y
0
) are found by solving F(x
0
, y
0
) = 0 &
G(x
0
, y
0
) = 0 simultaneously; there may be several solutions. To study the behaviour
near a particular point (x
0
, y
0
) we look at the linear part of F and G by using the double
Taylor expansion as in 1 above. We write h(t) = x(t) x
0
and k(t) = y(t) y
0
to get
x = F(x, y)

h = h
F(x
0
, y
0
)
x
+ k
F(x
0
, y
0
)
y
+ . . . (11)
y = G(x, y)

k = h
G(x
0
, y
0
)
x
+ k
G(x
0
, y
0
)
y
+ . . . (12)
It is valid to neglect higher order terms O(h
2
, k
2
, hk) in equations (11) and (12) provided
we remain close to the critical point (x
0
, y
0
). These can now be written in matrix form

X = AX (13)
where X(t) = (h, k)
T
. The matrix A
A =

F
x

(x
0
,y
0
)
F
y

(x
0
,y
0
)
G
x

(x
0
,y
0
)
G
y

(x
0
,y
0
)

(14)
is called the Jacobian matrix. Clearly, its eigenvalues are important. The general solution
of (13) is
X = a
1
e

1
t
+a
2
e

2
t
(15)
where
1,2
are the eigenvalues of A and a
1,2
are its eigenvectors
2
. Lets write
a
1
=

p
1
q
1

a
2
=

p
2
q
2

(16)
then we have
X = p
1
e

1
t
+ p
2
e

2
t
Y = q
1
e

1
t
+ q
2
e

2
t
(17)
NOTE: If F and G are linear in the rst place with no additive constants then there is
only one xed point (x
0
, y
0
) = (0, 0) and h = x and k = y.
2
I am assuming that the arbitrary constants associated with these eigenvectors are part of a
1,2
.
2

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