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LADE23 Nonlinear Systems

1) The document discusses nonlinear systems of differential equations and methods for analyzing them, including identifying equilibrium points, nullclines, and phase portraits. 2) Linearized stability analysis involves taking the Jacobian matrix at equilibrium points to determine stability based on eigenvalues. 3) Examples analyzed include the simple pendulum, damped pendulum, SIR epidemic model, and systems exhibiting nodes, saddles, centers, and a limit cycle.

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Roumen Guha
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61 views

LADE23 Nonlinear Systems

1) The document discusses nonlinear systems of differential equations and methods for analyzing them, including identifying equilibrium points, nullclines, and phase portraits. 2) Linearized stability analysis involves taking the Jacobian matrix at equilibrium points to determine stability based on eigenvalues. 3) Examples analyzed include the simple pendulum, damped pendulum, SIR epidemic model, and systems exhibiting nodes, saddles, centers, and a limit cycle.

Uploaded by

Roumen Guha
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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Linear Algebra and Differential Equations

Lecture 23
Nonlinear Systems of Differential Equations

July 28, 2016

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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Nonlinear systems
Consider the nonlinear system
x0 = y

y 0 = 3x 2 1

To understand the dynamics of this system first we will identify the


equilibrium points
x0 = y0 = 0

1
( , 0)
3

1
( , 0)
3

To understand the flow we will also identify the nullclines, where the flow
is purely horizontal or purely vertical. The x nullcline is when x 0 = 0 and
the motion is purely vertical. In this example the x nullcline is the x axis
and the motion
is upwards for 3x 2 1 > 0. The y nullclines are the lines

x = 1/ 3. The motion is positive in the upper half plane and negative


in the lower half plane.

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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This system can be integrated to obtain the trajectories


dy
3x 2 1
=
dx
y

1 2
y = x3 x + C
2

The phase portrait looks like

The equilibrium point at (0, 1/ 3) is a center and (0, 1/ 3) is a saddle.

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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Linearized Stability Analysis


Given the system
x 0 = f (x, y )

y 0 = g (x, y )

Let (x ? , y ? ) be an equilibrium point. As we did in the one dimensional


case, we will expand the equations in a Taylor series about the equilibrium
point. Near the equilibrium point
f (x, y ) f (x ? , y ? ) + fx (x ? , y ? )(x x ? ) + fy (x ? , y ? )(y y ? )
g (x, y ) g (x ? , y ? ) + gx (x ? , y ? )(x x ? ) + gy (x ? , y ? )(y y ? )
The system of equations near (x ? , y ? ) has the form
0 



x x?
fx (x ? , y ? ) fy (x ? , y ? )
x x?
=
y y?
y y?
gx (x ? , y ? ) gy (x ? , y ? )
The coefficient matrix is called the Jacobian and it indicates the type of
equilibrium point (x ? , y ? ) is.

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For the example the Jacobian is



J=

0
6x

1
0

So at (1/ 3, 0)

J=

0
1

2 3 0

p
with eigenvalues 2 3 and it is a saddle, as we deduced from the phase
portrait.

At (1/ 3, 0) the Jacobian is




0 1
J=
2 3 0
with eigenvalues i

p
2 3 and it is a center.

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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The simple pendulum


The oscillations of a mass hanging from a string

are governed by the DE

g
sin = 0
L
We can re express this as a first order system

 0 
v

=
gL sin
v
00 +

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The equilibrium points are given by


v =0

sin = 0

= N

The Jacobian matrix is



J=

0
1
gL cos 0

So for even N we have a center, for odd N a saddle.

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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Damped Pendulum
If we consider adding friction, the DE system is modified to be

 0 
v

=
gL sin cv
v
with c > 0. Calculating the Jacobian


0
1
J=
gL cos c
For n odd the determinant is negative andthe equilibrium is a saddle. For
n even the characteristic equation is
!
r
g
1
4g
2 + c + = 0
=
c c 2
L
2
L
So the equilibria are stable: nodes if c 2 >

4g
L

and spirals if c 2 <

4g
L

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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Phase plane plot


A phase plane plot for c 2 <

4g
L .

Linear Algebra and Differential EquationsLecture 23 Nonlinear Systems


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The SIR model for epidemics


The SIR model consists of the three DEs
x 0 = axy
y 0 = axy by
z 0 = by
x is the number of healthy people, y is the number of sick people, z is the
number of immune people, and a and b are positive constants.
Firstly note we only have to consider the first two equations since
(x + y + z)0 = 0

x +y +z =N

The equilibria are given by


xy = 0

axy by = 0

y =0

Linear Algebra and Differential EquationsLecture 23 Nonlinear July


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The Jacobian matrix is



J=

ay
ay

ax
ax b

0
ax
0 ax b

On the y axis the Jacobian is


J(x, 0) =

with eigenvalues 0, ax b so the equilibria are stable if x <


unstable if x > ba

ba
a

and

We can solve for the trajectories using the DEs


dy
axy by
b
=
= 1 +
dx
axy
ax
y = x =

b
ln x + C
a

Linear Algebra and Differential EquationsLecture 23 Nonlinear July


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A phase plot for the system is shown below

So the epidemic starts if the number of healthy people is greater than b/a,
the number of sick of people increases until the number of healthy people
reaches b/a then the number of sick people decreases.

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Another example
Analyze the system
x 0 = 2 cos x cos y

y 0 = cos x 2 cos y

The equilibria are given by


cos x ? = cos y ? = 0
The Jacobian is


J=

x? =

2 sin x ? sin y ?
sin x ? 2 sin y ?

For ( 2 , 2 )

J( , ) =
2 2

2 1
1 2

y? =

with eigenvalues = 1, 3 so it is an unstable node.

Linear Algebra and Differential EquationsLecture 23 Nonlinear July


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For ( 2 , 2 )

J( , ) =
2 2

2 1
1 2

the determinant is negative it is a saddle.


For ( 2 , 2 )

J( , ) =
2 2

2 1
1 2

the determinant is negative it is also a saddle.


For ( 2 , 2 )

J( , ) =
2 2

2 1
1 2

with eigenvalues = 1, 3 so it is a stable node.

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Phase plot
A phase plane plot looks like

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Another example
The system of equations
x0 = 9 x2 y2
y0 = 3 x y2
has critical points given by
9 x2 y2 = 0
3 x y2 = 0

with solutions (3, 0), (2, 5), (2 5).


The Jacobian is


J=

2x
1

2y
2y

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At (3,0)

J=

6 0
1 0

with eigenvalues = 0, 6 so a stable node.

At (2, 5)


4 25
J=
1 2 5
which is a saddle since the determinant is negative.

At (2. 5)


4 2 5
J=
1 2 5
with characteristic equation
2

(4 + 2 5) + 10 5 = 0

=2+

q
5

98 5

thus it is an unstable spiral.

Linear Algebra and Differential EquationsLecture 23 Nonlinear July


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Phase plane

Linear Algebra and Differential EquationsLecture 23 Nonlinear July


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Yet another example: A Limit Cycle


Consider the system
x 0 = x y x(x 2 + y 2 )

y 0 = x + y y (x 2 + y 2 )

The origin is an equilibrium point. The Jacobian is




1 1
J=
1 1
which gives rise to an unstable spiral.
Now multiply the first equation by x and the second by y and add them.
xx 0 + yy 0 = x 2 + y 2 (x 2 + y 2 )2

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Now change to polar coordinates


rr 0 = r 2 r 4

r 0 = r (1 r 2 )

If the point is inside the circle r = 1, r 0 > 0 and the point moves outwards.
If the point is outside the circle r 0 < 0 and the point moves towards the
origin. So eventually all the trajectories tend to the circle r = 1.
The phase portrait is

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