Non-Linear Systems and the Phase

Plane
Lecture 1.3

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

2
 Critical Points/ Equilibrium Points/
Singular Points
• Points where f= 1 ( x1 , x2 ) 2 ( x1 , x2 )
f= 0 are called singularities,
critical points or equilibrium points.
=
• Clearly at these points: x1 0= and x2 0 so x1 and x2 are not
changing – they have reached an equilibrium.

• An autonomous linear system of equations has the form

x = Ax
• For this system there is generally a single equilibrium point at
the origin x=0 (there are only degenerate counter examples).
• For a non-linear system there may be multiple equilibrium
points which can be away from the origin.
3
 Equilibrium Points for 2nd Order ODEs

• For a state-space representation derived from a 2nd order ODE,

i.e. a representation of the form
x1 = x2
x2 = f 2 ( x1 , x2 )

• The equilibrium points are given by

x2 = 0
f 2 ( x1 ,0 ) = 0

i.e. the equilibrium points must lie on the x1-axis.

• Note this not true for general state-space models.
4
 Forms of Solution for 1st Order Linear
Systems
• Initially let us review the form of solutions for linear first
order equations.
x =
λx Ceλt
⇒ x=

• The form of the solution depends on the value of λ.

– If λ is real and negative, x decays exponentially (stable).
– If λ is real and positive, x grows exponentially (unstable).
– If λ is zero, the solution is a constant (degenerate solution)
– If λ is complex
• If Re{λ} is negative, solution oscillates as it decays (stable).
• If Re{λ} is positive, solution oscillates as it grows (unstable).

5
 Solutions for 2nd Order Linear System

• A general pair of 1st order linear differential equations:

x1 ax1 + bx2
= (1)
=x Ax ⇒
2 cx1 + dx2
x= (2)

where a, b, c and d are the elements of A.

• There are several methods for solving these equations, we
shall adopt a very direct method.
• Multiplying (2) by b and differentiating (1) wrt to t gives

x1 ax1 + bx2
= (3)
=
bx2 bcx1 + bdx2 (4)

6
• Using (2) to express bx2 and substituting into (4) gives
bx2 =bcx1 + d ( x1 − ax1 ) (5)
• Finally using (3) to express bx2 and substitute into (5) gives

x1 − ax1 = bcx1 + d ( x1 − ax1 )


x1 − ( a + d ) x1 + ( ad − bc ) x1 =
⇒  0

x1 − αx1 + βx1 = 0
where α = a + d which is the trace of A and β = ad − bc which
is the determinant of the matrix A.
• Similarly, for x2 one gets an equation of the same form:
x2 − ( a + d ) x2 + ( ad − bc ) x2 =
 0

x2 − αx2 + βx2 = 0

• So there is a single form of equation, 

x − αx + βx = 0, which
controls x1 and x2. 7
 Form of Solutions
• The solution to 
x − αx + βx = 0

• Has the form x ( t ) C1eλ t + C2 eλ t

= 1 2

where C1 and C2 are arbitrary constants dependent upon the

initial conditions, and λ1 and λ2 are the solutions to the
characteristic equation:
λ 2 − αλ + β = 0
α + α 2 − 4β α − α 2 − 4β
= λ1 = λ2
2 2
λ1 and λ2 are the eigenvalues of the system matrix A
As in x = Ax
8
 Eigenvalues of A
• To show λ1 and λ2 are the eigenvalues of A.
a b 
A= 
 c d 
• Eigenvalues of A are given by solving
a − λ b 
= A − λI =  0
 c d − λ
( a − λ )( d − λ ) − bc
= 0 ⇒ λ 2 − ( a + d ) λ + ad − bc
= 0
⇒ λ 2 − αλ + β = 0
• Using definitions of α and β from previous slides.
• This is exactly the equation from the last slide, demonstrating
that λ1 and λ2 are the eigenvalues of A.
9
 Possible Forms of Solution
• λ1 and λ2 are real and both positive
– Unstable solution
• λ1 and λ2 are real and both negative
– Stable solution
• λ1 and λ2 are real and have opposite signs
– Unstable solution
• λ1 and λ2 are complex conjugates and positive real parts
– Unstable solution
• λ1 and λ2 are complex conjugates and negative real parts
– Stable solution
• λ1 and λ2 are complex conjugates and zero real parts
– Marginally stable solution

10
 Forms of Solutions in Phase Plane (1)

• Node (real λ1 and λ2 of same sign)

– Unstable node, λ1 and λ2 positive
– Stable node, λ1 and λ2 negative

Stable Node Unstable Node

11
 Forms of Solutions in Phase Plane (2)

• Saddle Point (λ1 and λ2 opposite signs)

12
 Forms of Solutions in Phase Plane (3)

• Focus (complex λ1 and λ2 assuming a, b, c and d are real, then

λ1 = λ2 * )
– Unstable (positive real λ1 and λ2)
– Stable (negative real λ1 and λ2)
Stable Unstable

13
 Forms of Solutions in Phase Plane (4)

• Centre (zero real parts of λ1 and λ2)

14
 Comments
• All of the forms of solutions around an equilibrium point in
the phase plane are the result of combining 2 first order
solutions:
– A stable node is 2 stable non-oscillating first order equations
– An unstable node is 2 unstable first order equations
– A stable focus is 2 stable oscillating first order equations
– An unstable focus is 2 unstable oscillating first order equations
– A centre is 2 non-decaying first order equations
• These structures are typically rotated in the phase plane.
• The above is most readily apparent when the solution is
expressed through matrix exponentials (not as shown here).

15
 Information in the Eigenvectors
• The eigenvalues of A allow one to determine the nature of an
equilibrium point (i.e. whether it is a focus, node, saddle or
centre and whether it is stable or unstable).
• The eigenvectors define the directions along which trajectories
converge.
• For example, the eigenvector associated with a positive
eigenvalue, defines the line trajectories approach as time tends
to infinity.

16