Non-Linear Systems and the Phase

Plane
Lecture 1.1

Paul White
 Outline
• “Quotes” and preamble.
• State-space
• Phase plots
• Trajectories and phase portraits
• Equilibrium points
• Solutions of linear equations

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 Non-Linear Systems
“The study of non-linear systems is like the
study of non-elephant biology” S. Ulam

Linear systems are an exceptional case, not the norm.

Stanislaw Ulam: 1909-1984

I would argue: “The study of non-linear systems is like the study

of non-mermaid biology”

There is no such thing as a linear system in the real world, we

might be able to learn a lot by studying linear systems, but they
are only ever an approximation (i.e. a model).

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 Models
George Box
“All models are wrong but some are useful.” (1919- 2013 )
G.E.P. Box

A linear model is only ever an approximation

to a real world system.
The form of a perfect linear system’s response
does not change with the size of the input.

So for example, scaling the input to a linear

system will scale the output accordingly
– this can never be true for a real-world system,
it implies the system never breaks, i.e. it is
indestructible. 4
 Scope of these Lectures
• There is no single method for studying non-linear systems,
rather there is a toolbox of approaches which help in some
circumstances.
• There are some generic features observed in many non-linear
systems.
• These lectures will introduce some of those and the methods
for analysis.
• We shall (generally) not look at systems of order higher than 2.

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 State-Space Representation
• We shall assume 2nd order equations of the form:
 x1 
= x =  f ( x, t )
 x2 
• Or in terms of a coupled pair of equations
x1 = f1 ( x1 , x2 , t )
x2 = f 2 ( x1 , x2 , t )

where x is referred to as the state vector, t represents time and

dots denoted derivatives with respect to (wrt) time.

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 Linear Time-Invariant Systems
• A second order linear time-invariant system is defined by the
equation
x1 = ax1 + bx2 + u1 ( t )
x2 = cx1 + dx2 + u2 ( t )
where a, b, c and d are fixed constants. In matrix form we
write
 x1   a b   x1 
x =   =     + B u = Ax + B u
 x2   c d   x2 

where A is a constant matrix,

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 Higher Order ODEs
• We can express a higher order differential equation for a single
variable, as a first order vector equation (i.e. in state-space
form) using the follow standard “trick”.
• As an example consider the 2nd order (linear) ODE
x + 2ζω0 x + ω0 2 x = u ( t )

• By defining x2 = x and x1 = x then Mass, spring, damper system

x=
1 x=
2 f1 ( x1 , x2 , t )
x2=  x= u ( t ) − 2ζω0 x2 − ω0 2 x1= f 2 ( x1 , x2 , t )
x1= 
 0 1  0 
x  −ω 2  x +   u (t )
 0 −2ζω0  1 
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 Autonomous Systems
• An autonomous system is one for which there is no input.
• We shall in fact spend most of our time analysing non-linear
autonomous systems.
Short-hand notation for just
• Without an input that means that saying f1 and f2 no longer
depend on t.
f1 ( x1 , x2 , t ) = f1 ( x1 , x2 )
f 2 ( x1 , x2 , t ) = f 2 ( x1 , x2 )

• This actually requires the additional assumption that the

system is time-invariant (does not change with time) – relaxing
that assumption is beyond the scope of this course.