6PAM1030

Nonlinear Systems

Dr Raj Tiwari
Slides and notes borrowed from
Dr S. Kane and Dr Jim Collett

First-Order Autonomous Differential Equations

Time of Flight
p.r.tiwari@herts.ac.uk
First-Order Autonomous Systems
Outline

The lecture will investigate the following

• Time of motion and Terminating times

• Estimating time of motion

First-Order Autonomous Systems
Time of Motion

• If a nonlinear differential equation is used to model a physical system has an attracting fixed
point and your initial starting point is x0 in an open invariant set then you may calculate the
time of motion.

• The time of flight is the time taken to reach the fixed point. This can either be done in a finite
time or it can take forever to reach the fixed point.

• The time of flight can also be calculated when the trajectory is tending to ±∞

• In many situations the defining differential equation it may not be possible to find an explicit
analytic solution or may be difficult to solve (see class Exercise 4)

• We shall develop a technique to allow us to estimate the time of motion.

First-Order Autonomous Systems
Terminating time

• The motion of a dynamical system is said to be terminating if it reaches a fixed point

(or ±∞) in a finite time.

• Consider the dynamical system

= f ( x ), x (t0 ) = x0
dx
dt
Then by separation of variables the time taken, t01, to reach some point x1 is given by

t1 x1 dx
t 01 =  dt = 
t0 x0 f (x )
 First-Order Autonomous Systems
Terminating time

From our phase portrait analysis we know that

• If 𝑓 𝑥0 > 0, then 𝑥 𝑡 increases with t and hence 𝑥1 > 𝑥0

• If 𝑓 𝑥0 < 0, then 𝑥 𝑡 decreases with t and hence 𝑥0 > 𝑥1

In the second case we reverse the order of integration, so that we are going from the lowest to
the highest point and use the absolute value of the function 𝑓 𝑥 . Hence
x0 dx
t 01 = 
x1 f (x )

When estimating t01 it is important you do the above if required.

First-Order Autonomous Systems
Estimating Times of motion

• An estimate or lower and upper bounds can for the time of motion can be found without
having to explicitly evaluate the integral for t01.

• This is achieved by bounding the value of the integral using the following fundamental result
from calculus

If 𝜙 𝑡 ≥ 𝜓 𝑡 ∀ 𝑥 ∈ 𝑎, 𝑏 then

  (t )dt    (t )dt
b b

a a
First-Order Autonomous Systems
Exercise 5 – Time of Motion

Estimate the time of motions for the following dynamical system

= ( x − 1)( x − 2 )( x − 3)
dx
dt
when
i) 2 < 𝑥0 < 3
ii) 𝑥0 > 3

where 𝑥 0 = 𝑥0
First-Order Autonomous Systems
Exercise 5 –Phase portrait

Open Invariant Sets

S1 = (− ,1)
S2 = (1,2 )
𝑆1 𝑆3 𝑆4

𝑆2 S3 = (2,3)
S4 = (3,+ )

Fixed point at x=2 is attracting for

initial points in S2 and S3

Fixed point at x=3 is repelling for initial

points in S4
First-Order Autonomous Systems
Exercise 5 Solution – Case (i)
First-Order Autonomous Systems
Exercise 5 Solution – Case (i)

• So the lower bound to t01 is tending to infinity meaning that 𝜏01 → ∞ as t increases

• Hence for the initial condition 𝑥 0 = 𝑥0 with 2 < 𝑥0 < 3, the phase curve will not reach the
fixed point at x=2 in a finite time.
First-Order Autonomous Systems
Exercise 5 Solution – Case (ii)
First-Order Autonomous Systems
Exercise 5 Solution – Case (ii)

• Since the lower and upper bounds are finite by squeezing the time of motion for 𝑥0 > 3 must
also be finite

• Hence the phase curve “escapes” to infinity in

For example if x0=4 then

1 1
 t 01 
18 2
The actual time of motion is 0.1438 which lies in the above range.
First-Order Autonomous Systems
Summary

From this lecture you should have an understanding of

• What an time of motion is

• How to estimate the time of motion