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Problem
Problem
= x,
= y + xn+1 ,
(x, y) R2 , (1)
where n is an integer, and , , are parameters (real numbers) that may be positive, negative, or zero.
(x, y) = (0, 0) is the only equilibrium point for this vector field. Analyze the stability as a function of
, , and n. In particular, you will need to determine conditions under which the origin is hyperbolic
and nonhyperbolic.
Compute the stable, unstable, and center manifolds of the origin as a function of , , and n, when
they exist.
Solution: Clearly, (x, y) = (0, 0) is the only equilibrium point for this vector field.
To analyze the stability, first we need to compute the linearised stability or in other words, the Jacobian
of the system at (0,0)
Jf (0, 0) =
0
Case 1:
If < 0 and < 0 , the origin is stable.
Case 2:
2a) If > 0 and < 0
or
2b) If < 0 and > 0, the origin will be a saddle.
Case 3:
If > 0 and > 0 , the origin is unstable.
Recall that a fixed point of an autonomous vector is called hyperbolic if none of the eigenvalues of
the matrix associated with the linearization of the vector field about the fixed point have zero real
part.
Thus if or has zero real part, they are non-hyperbolic, otherwise hyperbolic.
These equation above can be solved explicitly
For Case 2a) Clearly x = 0 is an invariant set. It is infact the global stable manifold of the origin.
Method 1:
y
y
=
+ xn
x
x
n+1
With y(x)= n+ x
+ cx
By putting initial condition y(0)= 0, this imply c = 0 for the curve to pass through the origin.
y(x) =
n+1
n+ x
n+1
n+ x
Method 2:
By solving x = x We have x = x0 et
Thefore, y = y + (x0 et )
n+1
y = y + xn+1
etn+t
0
xn+1
etn+tt
0
n+
xn+1
0
n+
xn+1
0
)(etn+tt 1)
u(t) = u0 + ( n+
xn+1
0
)
n+
xn+1
0
+ ( n+
)(etn+t )
Trajectories with initial conditions satisfying this curve decay to zero at an exponential
rate as t .
From this, we can see that trajectories with initial conditions satisying
y0 =
xn+1
0
n+
is the trajectories starting in the global unstable manifold approach (x, y) = (0, 0) at an
exponential rate as t
The case for 2b is similar to 2a.
n+
is positive
n+
is negative
By the Stable, Unstable and Center Manifold theorem, the fixed point (0,0) posseses a
local invariant unstable manifold which is tangent to the respective invariant subspaces
of (1) at the origin and, hence, are locally representable as graphs.
Example :
Consider the vector field:
x = x,
y = 2y + 2x3 ,
(x, y) R2 , (2)
2x3
5
2x3
5
Figure 4: The yellow line is the trajectories of (2) with initial conditions x(0)=1 , y(0)=1
Figure 5: The yellow line is the trajectories of (2) with initial conditions x(0)=-1 , y(0)=1
Figure 6: The yellow line is the trajectories of (2) with initial conditions x(0)=-0.1 , y(0)=1
Figure 7: The yellow line is the trajectories of (2) with initial conditions x(0)=0.1 , y(0)=1
Figure 8: The yellow line is the trajectories of (2) with initial conditions x(0)=-0.1 , y(0)=-1
Figure 9: The yellow line is the trajectories of (2) with initial conditions x(0)=0.1 , y(0)=-1
7
= x,
(x, y) R2 ,
(3)
where n is an integer, and , , , are parameters (real numbers) that may be positive, negative, or
zero.
Similarly, we can see that (x, y) = (0, 0) is the only equilibrium point for this vector field.
Notice that x = 0 is an invariant manifold, and infact it is a stable manifold if is negative and positive
if otherwise.
These equations can be solved explicitly
For Case 2a) where x = 0 is infact the global stable manifold of the origin.
Method 1:
y
y
=
+ xn + f (t)
x
x
xn+1
( +n
+1)
f (t)
+1
+ Cx
and again we want this curve to pass through the origin and thus C=0
Therefore, y(x) =
xn+1
+1)
( +n
f (t)
+1
Method 2:
By solving x = x We have x = x0 et
Thefore, y = y + (x0 et )
n+1
+ x0 et f (t)
y = y + xn+1
etn+t + x0 et f (t)
0
Let y = uet
y => ue
t + uet = y + xn+1
etn+t + x0 et f (t)
0
Thus, u = xn+1
etn+tt + x0 ett f (t)
0
Rt
Rt
u(t) = u0 + 0 xn+1
etn+tt dt+ 0 x0 ett f (t)dt
0
Notice that Integration by part of
Rt
0
k=0
u(t) = u0 +
etn+tt
xn+1
0
n+
xn+1
0
n+
+ x0
k=0
0
So y(t)et = y0 + ( n+
)(etn+tt 1) + x0
y(t) = et (y0
xn+1
0
)
n+
xn+1
0
+ ( n+
)(etn+t ) + x0
k=0
k=0
Trajectories with initial conditions satisfying this curve decay to zero at an exponential
rate as t .
From this, we can see that trajectories with initial conditions satisying
y0 =
xn+1
0
n+
x0
k=0
(1)k+1 f k (0)
()k+1
is the trajectories starting in the global unstable manifold approach (x, y) = (0, 0) at an
exponential rate as t
Example
Now consider the following non-autonomous vector field:
x =
x,
2y + 2x3 + xsin(t),
2x3
5
(x, y) R2 ,
(4)
xsin(t)
3
10
Figure 11: The unstable manifold of (4) with different values of t in large scale
The phase potrait of (4) with different initial conditions are plotted.
11
12
13
14
Lets see what happen if we choose initial conditions for the trajectories that lies in one of the unstable
manifold,
ie x(0) = 1, y(0) = 0.4
we obtain x(t) = et and y(t) = e2t ( e
3t
(3sin(t)cos(t))
10
2e5t
5 )
e2t
10
Note that the trajectory is trapped in between these three unstable manifold because it is an invariant
manifold.
For small , we expect the trajectory to behave like equation (2) where is 0 in that case.
15
However, when epsilon increases, i.e = 100 the trajectory will be more steep as the unstable manifold
3
is given by y = 2x5 + 100xsin(t)
3
16
= x,
= 2y + 2x3 + t,
(x, y) R2 ,
(5)
Clearly , the origin is no longer a fixed point. However, it has infinite fixed point with ( 0 , 2t ) which
is actually on the y- axis. For x = 0, y = 2y + t if time is negative, then y- axis is a stable manifold,
but for t 2y, it will be the unstable manifold
17
y=
2x
3
t
2
The phase diagram for the trajectories withtime from t=-100 to 100 are plotted.
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19
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