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Plase Plane Analysis: Sakina Fathel Xurshid
Plase Plane Analysis: Sakina Fathel Xurshid
Soran University
Faculty of Sciences
Department of Mathematics
Prepared by:
Supervised by:
Introduction 2
Bibliography 29
I
Acknowledgments
Sakina
Soran
May, 2023
i
Contents
ii
Introduction
Study of the Phase Plane Analysis in Mathematical Biology, requires systems of two lin-
ear ODE of the first order. In this research we will be mostly interested in sub-systems
describing the interaction of two Species. Denoting by x (t) and y (t) the time-dependent
population densities of the Two species, a general evolution equation describing the in-
teraction species would be of the form
dx dy
= f (x, y), = g(x, y)
dt dt
This is a system of first order ODEs which autonomous, i.e. time t does not appear
explicitly in the tow velocity functions f and g. Time evolution depends only on the
current state (x, y) of the system. As in the case of dynamics of single species, there is a
tool-set for the qualitative analysis of systems that falls short of a fully fledged solution
of the ODEs. in particular leading to a classification of the possible forms of stationary
points in a two-species system. The phase plane is then first set-up by drawing straight
lines representing the two eigenvectors. Then the phase plane is plotted by using full lines
instead of direction field dashes. The signs of the eigenvalues will tell how the system’s
phase plane behaves: If the signs are opposite, the intersection of the eigenvectors is a
saddle point. If the signs are both positive, the eigenvectors represent stable situations
that the system diverges away from, and the intersection is an unstable node. If the signs
are both negative, the eigenvectors represent stable situations that the system converges
towards, and the intersection is a stable node.
1
Introduction CONTENTS
2
Outline of the Chapters
Chapter 1 is devoted to Phase portrait properties and how to find its steady
states.
3
Chapter 1
4
Phase plane analysis CHAPTER 1. PHASE PLANE ANALYSIS
dx
ẋ = = f (x, y)
dt (1.1)
dy
ẏ = = g(x, y)
dt
where functions f and g are smooth and t > 0. The initial condition for system
1.1 is
x(0) = x0 and y(0) = y0 . (1.2)
def dx
ẋ = = ax + by
dt
def dy
ẏ = = cx + dy
dt
where a, b, c, d are constants. Otherwise, the system 1.1 is called nonlinear.
We can represent solutions of system 1.1 with initial condition 1.2 as tra-
jectoris (or integral paths) in the x − y plane, which is called phase plane. We
can can solve the system 1.1 graphically for any number of initial conditions,
and plot the solutions. This graph is called phase plane portrait.
Gradient of the phase trajectories passing through the point (x0 , y0 ) is given
by
dy g(x, y) g(x0 , y0 )
= |(x0 ,y0 ) =
dx f (x, y) f (x0 , y0 )
If g(x0 , y0 ) = 0 and f (x0 , y0 ) ̸= 0, then we have
g(x, y)
|(x ,y ) = 0
f (x, y) 0 0
5
Phase plane analysis CHAPTER 1. PHASE PLANE ANALYSIS
g(x, y)
|(x ,y ) → ∞
f (x, y) 0 0
which gives vertical line segments in the phase plane.
f (x∗ , y ∗ ) = g(x∗ , y ∗ ) = 0
Note 2. Fixed points are also called equilibria or stationary points because x and y do
not depend on t there.
x = x∗ + x̂, y = y ∗ + ŷ (1.3)
dx̂
dt
= f (x∗ + x̂, y ∗ + ŷ)
(1.4)
dŷ
dt
= g(x∗ + x̂, y ∗ + ŷ)
6
Phase plane analysis CHAPTER 1. PHASE PLANE ANALYSIS
∂f ∗ ∗ ∂f
f (x∗ + x̂, y ∗ + ŷ) = f (x∗ , y ∗ ) + x̂ (x , y ) + ŷ (x∗ , y ∗ ) + h.o.t
∂x ∂y
∂f ∗ ∗ ∂f
= x̂ (x , y ) + ŷ (x∗ , y ∗ ) + h.o.t
∂x ∂y
and, similarly,
∂g ∗ ∗ ∂g
g(x∗ + x̂, y ∗ + ŷ) = g(x∗ , y ∗ ) + x̂ (x , y ) + ŷ (x∗ , y ∗ ) + h.o.t
∂x ∂y
∂g ∗ ∗ ∂g
= x̂ (x , y ) + ŷ (x∗ , y ∗ ) + h.o.t
∂x ∂y
where f (x∗ , y ∗ ) = 0 and g(x∗ , y ∗ ) = 0 as (x∗ , y ∗ ) is a steady state. Taking into
account linear terms only, we can now re-write the system 1.5 in matrix form:
∂f ∂f
∂x
(x∗ , y ∗ ) ∂y
(x∗ , y ∗ )
x̂˙
x̂
=
(1.5)
ŷ˙
∂g ∂g
ŷ
∂x
(x∗ , y ∗ ) ∂y
(x∗ , y ∗ )
Definition 3. (Jacobian)
7
Phase plane analysis CHAPTER 1. PHASE PLANE ANALYSIS
Matrix J defined as
∂f ∂f
∂x
(x∗ , y ∗ ) ∂y
(x∗ , y ∗ )
fx fy
J= = |(x∗ ,y∗ ) (1.6)
∂g ∂g
gx gy
∂x
(x∗ , y ∗ ) ∂y
(x∗ , y ∗ )
Since system 1.5 is linear, we can look for solutions of the form
x̂ c1
u = ceλt , where u = and u =
ŷ c2
det(J − λI) = 0
fx − λ fy 1 1 1
= 0 ⇒ λ1,2 = trJ ± [(trJ)2 − 4detJ] 2
gx gy − λ 2 2
8
Phase plane analysis CHAPTER 1. PHASE PLANE ANALYSIS
Following Definition 4 , for linear stability we need trJ < 0 and detJ > 0.
9
Chapter 2
Eigenvalues of the Jacobian matrix can be real, complex, equal etc, therefore,
we have to separate them into different cases.
Suppose λ1 , λ2 are real and distinct and the corresponding eigenvectors are
denoted by v1 and v2 . Therefore,
Jv1 = λ1 v1 , Jv2 = λ2 v2
u = C1 v1 + C2 v2
dC1 dC2
= λ1 C1 , = λ2 C 2
dt dt
10
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
and so,
u = C10 eλ1 t v1 + C20 eλ2 t v2 (2.1)
Consider λ1 , λ2 which are real and distinct and let λ1 and λ2 have the
same sign.
This means that all solutions tend to (0, 0) as t → ∞ (sinceλ1 < λ2 <
0).
Close enough to the origin, all solutions tend to zero along the vec-
tor v1 .
11
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
The solution still has the form 2.1 but now all solutions tend away
from the origin (0, 0).
Saddle
Definition 8. (Saddle)
A steady state in this case is called a saddle point singularity. It is always
unstable
12
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
dx
dt
= y − x3
(2.2)
dy
dt
= 1 − xy
(a) Fined the equilibria of the system and analyses their stability.
Solution. the equilibria (u∗ , v ∗ ) of the system (1) satisfy the following system of
equation
y ∗ − x∗3 = 0. y ∗ = x∗3
⇒
1 − x∗ y ∗ = 0 1 = x∗4
which gives (x∗ , y ∗ ) = (1, 1) and (x∗ , y ∗ ) = (−1, −1) In order to analyses the stability
of theses steady states, we start by calculating the Jacobian matrix J:
∗2
fx fy −3x 1
J= (x∗ ,y ∗ ) =
∗ ∗
gx gy −y −x
first, we start by analysing the stability properties of the steady state (x∗ , y ∗ ) =
(1, 1). At (x∗ , y ∗ ) = (1, 1) the Jacobian J has the form
−3 1
J= .
−1 −1
the characteristic equation has a double root λ1 = λ2 = −2 this means that the
steady state (x∗ , y ∗ ) = (1, 1) is stable node. Now, at a steady state (x∗ , y ∗ ) =
13
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
√ √
(−3 − λ)(1 − λ) − 1 = 0 ⇒ λ2 + 2λ − 4 = 0 ⇒ λ1 = −1 + 5 and λ2 = −1 − 5.
This means that the equilibrium (x∗ , y ∗ ) = (−1, −1) is a saddle point , and there
for it is unstable.
Solution. the phase portrait of system (1) is sketched in figure 1. It clearly shows
that (x∗ , y ∗ ) = (1, 1) is a stable node (all trajectories go into that steady state ),
and the steady state (x∗ , y ∗ ) = (−1, −1) is a saddle point (all trajectories go away
from it).
Figure 1 sketch of the phase portrait of system (1). the steady state (x∗ , y ∗ ) = (1, 1)
is a stable node and the steady state (x∗ , y ∗ ) = (−1, −1) is a saddle.
14
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
where α and β are real and * denotes complex conjugate. We also have two
complex eigenvectors v1 and v2 associated with these eigenvalues, i.e.
Jv1 = λ1 v1 , Jv2 = λ2 v2
15
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
and they complex conjugate of each other (v1 = v2∗ ). The solution u can now
be found as before in the form
but now Ci0 , λi and vi , i = 1, 2 are complex, and thus is u. Let u be real,
therefore,
u = C10 eλ1 t v1 + C10∗ eλ2 t v2 = C10 eλ1 t v1 + (C10 eλ1 t v1 )∗
and this is real since for any complex number z, the following is true:z + z ∗ 2R.
After some calculations, we have
M1 K1
u = eαt [Mcos(βt) + Ksin(βt)] = eαt cos(βt) + sin(βt)
M2 K2
16
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
2. α < 0. In this case we have the same situation as before but now x̂
and ŷ are exponentially decaying and oscillating as time increases. This
situation is illustrated in Figure 4.
Definition 11. (Stable spiral) An equilibrium point in this case is called a stable
spiral since the integral paths go toward the equilibrium point.
17
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
Example 14. Consider a lake in which people regularly go fishing .We wish to model
the fish fishermen interaction under the following assumption :
* The presence of fishermen depresses fish growth at a rate jointly proportional to the
fish and fishermen populations.
18
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
* Fishermen are attracted to the lake at a rate proportional to the amount of fish in the
lake.
* Fishermen are discouraged from the lake at a rate directly proportional to the number
of fishermen already there. a mathematical model for this situation is:
dN N
dt
= rN (1 − K
) − bN M,
(2.3)
dM
dt
= cN − dM.
Solution. Let N(t) be the fish population and M(t)be the fishermen population.fish pop-
ulation grows logistically and fishermen population grows with a rate proportional to
the amount of the fish.Taking into account these assumptions together with the assump-
tions given in the statement of the problem, we have the following mathematical model
describing fish-fishermen interaction:
Where r,K,b,c and d are positive constants .The system (2) has 5 parameters,so we
should try to reduse the number of model parameters ,This can be done using non-
(dimensionalisation)**. Let N = N ∗ u, M = M ∗ v and t = t∗ t and substitute these
variable into the system (2):
N ∗ du ∗ N ∗u ∗ ∗ du ∗ N ∗u
. = rN u(1 − − bN m uv, ⇒ = rt u(1 − − bt∗ M ∗ uv,
t∗ dr K dr K
M ∗ dv ∗ ∗ dv cN ∗ t∗
. = cN u − dm v, ⇒ = u − dt∗ v.
t∗ dr dr M∗
Let
1 r
N ∗ = K, t∗ = , M∗ =
r b
19
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
du
dr
= u(1 − u) − uv,
(2.4)
dv cbK
dr
= r2
u − dr v.
Let α = d/r and β = cbK/r2 and substituting these into the system (3) give a non-
dimensionalised system
du
dr
= u(1 − u) − uv,
(2.5)
dv
dr
= βu − αv.
(b) calculate the steady states of non-dimensional model study their stability
properties and draw a phase portrait.
β
(u∗ , v ∗ ) = (0, 0) and (u∗ , v ∗ ) = ( α+β
α
, α+β )
In order to determine the stability of these states ,we first calculate the Jacobian J at a
steady state (u∗ , v ∗ ) as
∗ ∗ ∗
fu fu 1 − 2u − v −u
J= (u∗ ,v ∗ ) =
gv gv β −xα
20
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
At a zero steady state (u∗ , v ∗ ) = (0, 0) ,the Jacobian has the form
1 0
J=
β α
Since λ1 > 0 and λ2 < 0,the zero equilibrium of the system (4), (u∗ , v ∗ ) = (0, 0) is a
saddle point At the seady state (u∗ , v ∗ ) = (α/(α + β), β/(α + β)), the Jacobian is
α α
− (α+β) − (α+β)
J=
β −α
α
λ2 + ( + α)λ + α = 0
(α + β)
This means that the steady state (u∗ , v ∗ ) = (α/(α + β), β/(α + β)) is
a stable node if
1
α( + 1)2 > 4
α+β
a stable spiral if
1
α( + 1)2 < 4
α+β
The phase portraits of system (4)are sketched in figure 2(when non-zero steady state is a
21
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
stable node )and in figure 3 (for parameter values, where non-zero steady state is a stable
spiral )
Figure 2: sketch of the phase portrait of system(4) parameter values are α = 4 and
β = 1.The trivial steady state is a saddle point and a non-trivial steady state is a stable
node.
(c) what would be the effect of adding fish to the lake at a constant rate?
Discuss it by modifying the mathematical model form part(a).
Solution. If fish is added to the lake at a constant non-dimensionless rate γ, the system
(4) becomes
22
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
du
dt
= u(1 − u) − uv + γ
(2.6)
dv
dt
= 1βu − αv
The qualitative behavior of the system(5) is the same as that of system(4)but steady state
levels of fish and fishermen are increased ,and (0.0)is not a steady state anymore
23
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
Example 17. the interaction between two populations with demitasses N1 and N2 is
modeled by
dN1 N1
dt
= rN1 (1 − K
) − αN1 N2 (1 − e−bN1 ),
(2.7)
dN1
dt
= −dN2 + eN2 (1 − e−bN1 )
24
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
e d
N1 = N1∗ u N2 = N2∗ v t = t∗ τ α= δ= , β = bK. (2.8)
τ τ
N1∗ du ∗ N1∗ u ∗
∗
. = rN 1 u(1 − ) − αN1∗ N2∗ uv(1 − e−bN1 u ),
t dτ K
N2∗ dv ∗
∗
. = −dN2∗ v + eN2∗ v(1 − e−bN1 u ),
t dτ
which can be re-written as
du N ∗u ∗
= rt∗ u(1 − 1 ) − αt∗ N2∗ uv(1 − e−bN1 u ),
dτ K
dv ∗
= −dt∗ v + et∗ v(1 − e−bN1 u ),
dτ
letting
r 1
N1∗ = K, N2∗ = , t∗ =
α r
given
du
= u(1 − u) − uv(1 − e−bKu ),
dτ
dv d e
= v + v(1 − e−bKu ),
dτ r r
using the substitution
e d
α= , δ= , β = bK
r r
we obtain the non-dimiensionalised system
25
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
du
dr
= u(1 − u) − αv(1 − e−βα ),
(2.9)
dv
dr
= −δv + αv(1 − eβu ).
(b) determine the equilibria of the non-dimensional system and note any
parameter restrictions show that a non-zero N2 -population can exist if
β > βc = ln(1 − δ/α).
∗
u∗ (1 − u∗ ) − u∗ v ∗ (1 − e−βu ) = 0,
∗
−δv ∗ + αv ∗ (1 − e−βv ) = 0
the solution of this system are (u∗ , v ∗ ) = (0, 0)(both species die out), (u∗ , v ∗ ) = (1, 0)
(the first species survive and the second species die out) and a non-zero steady state
(both species survive ), which can be found as a solution of
1 − u∗ − v ∗ (1 − e−βu∗ ) = 0.
−δv ∗ + αv ∗ (1 − eβu∗ ) = 0
1 δ δ
u∗ = − ln(1 − ) > 0 if δ < α ⇒ ln(1 − ) < 0
β α α
α 1 δ δ
v∗ = (1 + ln(1 − )) > 0 if β > ln(1 − ), δ < α.
δ β α α
therefor the non-trivial steady state
1 δ α 1 δ
(u∗ , v ∗ ) = ( ln(1 − ), (1 + ln(1 − )))
β α δ β α
26
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
(c) Analyse the linear stability of the equilibria in the case of the non-zero
steady state determine its stability with out classifying it.
Solution. in order to analyses the stability of the equilibria we first calculate the
Jacobian matrix component and construct the Jacobian matrix J.Recall that
therefor
fu = 1 − 2u − v(1 − e−βu ) − βuve−βu ,
fv = −u(1 − e−βu ),
gu = αβve−βu
gv = −δ + α(1 − e−βu )
We can now write the Jacobian matrix for any steady state (x∗ , y ∗ ) as
∗ ∗ −βu∗ ∗ ∗ −βu∗ ∗ −βu∗
fu fu 1 − 2u − v (1 − e ) − βu v e −u (1 − e )
J= (u∗ ,v ∗ ) = ∗ ∗
gv gv αβv ∗ e−βu −δ + α(1 − e−βu )
(1 − λ)(δ − λ) = 0 ⇒ λ1 = 1, λ2 = −δ
Since λ1 > 0 and λ2 < 0 the steady state (x∗ , y ∗ ) = (0, 0) is a saddle At the steady
27
ClassificationCHAPTER
of the fixed 2.
points
CLASSIFICATION OF THE FIXED POINTS
∗
trJ = −u∗ + βu∗ (1 − u∗ − v ∗ ) = −u∗ + β(−u∗ v ∗ e−βu ) < 0
and
δ
detJ = δβuv(1 − )>0
α
Since trJ < 0 and detJ > 0 the non-trivial steady state
1 δ α 1 δ
(u∗ , v ∗ ) = ( ln(1 − ), (1 + ln(1 − )))
β α δ β α
Is stable
28
Bibliography
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dia,2009.
29