MAM1043H Second Semester Notes

Lecture Notes - Modelling & Applied
Computing MAM1043H (2021) - Semester 2

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Mam1043H
2021

Non-Linear
Dynamics
Introduction
1. Understanding what a dynamical system is.
2. Knowing how to write the maths of a dynamical system.
3. Knowing how to understand the interactions of dynamical
systems through quantitative and qualitative means.
Exponential Growth
𝑑𝑑𝑑𝑑 (𝑡𝑡)
= 𝑘𝑘𝑘𝑘(𝑡𝑡)
𝑑𝑑𝑑𝑑
o The rate of change of population (𝑃𝑃) with time is
proportional to the population that you have at that time.
Logistic Equation
𝑑𝑑𝑑𝑑(𝑡𝑡 ) 𝑃𝑃(𝑡𝑡)
= 𝑘𝑘𝑘𝑘(𝑡𝑡) �1 − �
𝑑𝑑𝑑𝑑 𝑀𝑀
o 𝑀𝑀 is a carrying capacity, related to the max. size of
population that the environment can sustain.
Pendulum
𝑑𝑑 2 𝜃𝜃(𝑡𝑡) 𝑔𝑔
= − sin (𝜃𝜃(𝑡𝑡))
𝑑𝑑𝑡𝑡 2 𝑙𝑙
o Relates the acceleration of the angle to the angle itself.
o The rate of change of angular velocity related to how far
from the lowest position the pendulum is.

(A system is a group of interacting/interrelated elements that

act according to a set of rules to form a unified whole.)
Dynamical Systems are systems of interacting elements

which are described by differential equations.
 All about how something changes in time.
 All about the interaction of something, either with itself
or in some environment.
History of Dynamics
[Dynamical Systems can be written in the form of something
called a Difference Equation…
 Has no derivatives.
 Can be thought of as taking discrete time-steps.
 Jumps by a single time interval, rather than moving along
continuously as it does in a differential equation.]
1. Gravity, and Newton’s and Kepler’s Laws.

2. Chinese Astronomy, the planet’s movements.
Two-Body Problem of Celestial Mechanics → Can’t be solved.
What do we mean by solved?

 Write down a set of equations that encodes the
dynamics of this system, which takes the form of
differential equations.
 Then, find solutions to these equations, which will
correspond to function(s) of time which satisfy the
equation(s).
Generally, when we say that someone “solved” a dynamical

system, we mean that they found all of the solutions.

Chaos: the sensitivity of a system to initial conditions.

 Always a time-scale associated with the system.
 For short times, can still make predictions.
 But, over long times, no longer can.
Systems of Differential Equations

First Order Systems of Differential Equations
o Only have first derivatives.

o As we change initial conditions, we’ll see different future
trajectories.
Second Order Differential Equation
o Can take any 2nd DE and return two 1st DE’s.
1. Define a new variable as the first derivative.

2. First derivative of new variable is the second derivative.
Phase Space
…a way to plot the full dynamics over time.
− Gives state of particles, in terms of position and velocity.

− Plots out the full configuration of your system.
− More than just where things are.
− Contains info at any one moment about how fast particles
are going, which can be in term of linear/angular velocity,
or any other way their position is changing w/ time.
− As the system moves through time, traces out a path.

[Position Space only tells you where the particles are, and a
path in Position Space tells you where they are over time.]
• Start with a 2nd-Order DE.

• Convert into two 1st -Order DE, in 𝑥𝑥1 and 𝑥𝑥2 .
• Phase Space is 2-dimentional.
Can end up with a higher dimensional Phase Space, but that

is harder to plot.
 Particle moves in 3D space.
 At any point in time, can be completely described by its
position and velocity – both 3D quantities.
 Therefore, the Phase Space is 6-dimensional.
Problems on the Line:

 1D problems, which have a 2D Phase Space.
 Position of or object is given by a single number.
[External (Periodic) Force is something that exerts a force on

your system, but don’t take into account what happens to the
object doing the forcing.]
NON-AUTONOMOUS SYSTEM
 A system which has explicit time-dependence
We can take a 𝑛𝑛𝑡𝑡ℎ Non-Autonomous DE and convert it into a

system of (𝑛𝑛 + 1) First-Order, Autonomous DEs.
𝑥𝑥1 (𝑡𝑡 ) = 𝑥𝑥(𝑡𝑡)

𝑥𝑥2 (𝑡𝑡 ) = 𝑥𝑥′(𝑡𝑡)
𝑥𝑥3 (𝑡𝑡 ) = 𝑡𝑡
𝑥𝑥3′ (𝑡𝑡) = 1

Transient Behaviour: When there is some initial behaviour,

which is dependent on the initial
conditions.
…Following this, it settles down to a Steady-State Behaviour,

which is determined by the forcing term.
Acceleration?
o Generally, if you know where you are in the Phase Space
given by position and velocity, the acceleration is already
determined for you.
o Would need a direction in Phase Space for acceleration if
you had a 3rd-Order DE.
Degrees of Freedom
 The variables which define the state of the system,
which can very independently.
 Must set them independently.
 And perfectly well-define state of system.
 E.g. – position, velocity, but not acceleration.
 This is because once you’ve chosen the position and
velocity, you are not free to choose acceleration as it is
given to you by the equation of motion.
𝑛𝑛𝑛𝑛𝑛𝑛(𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑜𝑜𝑜𝑜 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹)

= 𝑛𝑛𝑛𝑛𝑛𝑛(𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑜𝑜𝑜𝑜 𝑃𝑃ℎ𝑎𝑎𝑎𝑎𝑎𝑎 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆)
= 𝑛𝑛𝑛𝑛𝑛𝑛(𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 − 𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂, 𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴 𝐷𝐷𝐷𝐷𝐷𝐷)
Spectrums of Systems of DEs

Simplest: just one variable 𝑥𝑥1 .
Continuous Systems: infinite number of interacting 𝑥𝑥𝑖𝑖 ’s.

• Quantum Field Theory
Linear and Non-Linear Functions
Homogenous Equation: every term is of 1st Order.
Inhomogeneous Equation: if there are constant terms.
Systems of Linear 1st-Order DEs are always possible to solve.

 Complex behaviour is when we have non-linear DEs.

Flows on the Line
Fixed Points and Trajectories

𝒙𝒙 ∶ ℝ → ℝ
This is called a Flow (Equation) on a Line.

• Imagine 𝑥𝑥(𝑡𝑡) us the position on a line at time 𝑡𝑡.
• Dynamical equation tells you how to move along the line.
• Particularly, tells you your velocity (𝑥𝑥̇ ) at any point.
• 𝑥𝑥0 is the position we start at time 𝑥𝑥 = 0.
• We have a function 𝑛𝑛(𝑥𝑥0 ); it’s always an integer.
− Plot 𝑥𝑥̇ against 𝑥𝑥; this graph tells us the velocity.

− 𝑥𝑥̇ tells how fast we are moving along line for a given 𝑥𝑥.
When 𝑥𝑥̇ > 0, →

When 𝑥𝑥̇ < 0, ←
o Closer we get to intersection point w/ 𝑥𝑥-axis, the smaller
the magnitude of our velocity will be.
Fixed Points
 Intersection points; when velocity is zero.
 𝑥𝑥̇ = 0
 If a flow starts at one of these points, it never moves.
 Only moving along the 𝑥𝑥-axis.

 Vertical axis gives use info about how fast we are

moving, but nothing more.
Unstable Fixed Points: points we move away from. ∘

Stable Fixed Points: points we move towards. ∎
Trajectories
 Plot 𝑥𝑥 as a function of 𝑡𝑡.
Fixed Points and their Stability

Phase Portrait
 Plot 𝑥𝑥̇ against 𝑥𝑥.
Flow Diagram
 Just arrows on the number line.

Fixed Points are sometimes called “Equilibrium Solutions” /

“Steady-State Solutions” / “Constant Solutions”.
Linear Stability Analysis

𝒙𝒙̇ = 𝒇𝒇(𝒙𝒙)
𝒙𝒙(𝒕𝒕) = 𝒙𝒙∗ + 𝜼𝜼(𝒕𝒕)
𝒙𝒙̇ (𝒕𝒕) = 𝜼𝜼̇ (𝒕𝒕)
Sub: 𝒇𝒇(𝒙𝒙∗ + 𝜼𝜼)
𝒇𝒇(𝒙𝒙∗ + 𝜼𝜼) = 𝒇𝒇(𝒙𝒙∗ ) + 𝜼𝜼𝒇𝒇′ (𝒙𝒙∗ ) + 𝑶𝑶(𝜼𝜼𝟐𝟐 )
Since 𝑓𝑓(𝑥𝑥 ∗ ) = 0, 𝒇𝒇(𝒙𝒙∗ + 𝜼𝜼) = 𝜼𝜼𝒇𝒇′ (𝒙𝒙∗ ) + 𝑶𝑶(𝜼𝜼𝟐𝟐 )
𝜼𝜼̇ (𝒕𝒕) = 𝜼𝜼(𝒕𝒕)𝒇𝒇′(𝒙𝒙∗ )
 𝑂𝑂(𝜂𝜂2 ) is read as “terms of order 𝜂𝜂2 ”.

 Small compared to the second term as long as 𝜂𝜂 is small.
 We ignore these; simply to remind that we have thrown
away higher order terms due to the approximated.
 This approximation is only true close to the Fixed Points.
𝑓𝑓′(𝑥𝑥 ∗ ) is just a constant.

′ ∗
Solution: 𝜂𝜂 = 𝜂𝜂0 𝑒𝑒 𝑓𝑓 (𝑥𝑥 )𝑡𝑡
 If you start off with a small perturbation away from 𝑥𝑥 ∗ then if
𝑓𝑓 ′ (𝑥𝑥 ∗ ) > 0, this perturbation will grow exponentially.
• If 𝑓𝑓′(𝑥𝑥 ∗ ) is large and positive, then it is an unstable fixed

point, and will move very quickly away.
If the function has a very small slope as it passes through a

Fixed Point, then we would be moving very slowly.
If the function has a very large slope as it passes through a

Fixed Point, then we would be moving very fast.
What about if 𝒇𝒇′ (𝒙𝒙∗ ) = 𝟎𝟎?

 Have to look at 𝑓𝑓 ′ ′(𝑥𝑥 ∗ )
 Can be a Half-Stable Fixed Point
OR….

…Or trivial case, where 𝑥𝑥̇ (𝑡𝑡) = 0,

meaning all points are fixed points; never go anywhere.
Existence and
Uniqueness of
Solutions
Gradient at 𝑥𝑥 = 0 is infinite.
Infinitely Unstable Fixed

Point, with infinite number of different behaviours starting at
𝑥𝑥 = 0.

If a solution exists and is unique,

it doesn’t always last forever.
Absence of Oscillations
What does it mean for a Solution to Oscillate?
• Has to go through some point.
• Then, at some time later, pass back through that point
the other way.
• Movement direction of 𝑥𝑥 on line is determined by 𝑓𝑓(𝑥𝑥).
Potentials
−𝑽𝑽′ (𝒙𝒙) = 𝒙𝒙̇
In the Potential Graph,

Fixed Points are local maxima and minima.


Bifurcations
…the points where the Fixed Points of a system alter in
number or type.
Free Parameter:
e.g. – Growth Rate, Carrying Capacity, Frictional Term,
External Magnetic Field.
Non-Free Parameter:
e.g. – Plank’s Constant, Speed of Light…anything else in
the system which can’t take on different values.
Saddle Node Bifurcations

Vector Field
Bifurcation Diagram
 Gives summary of not just of the Fixed Points of single eq.,
but whole family as we change some parameter.

• Solid Lines: Stable Fixed Points

• Dashed Lines: Unstable Fixed Points
Saddle Node Bifurcation

− Two fixed points come together and are ‘destroyed’.
− ‘Collide’ and annihilate with one another, leaving no fixed
point at all after this point.
− Point at which this happens is called Critical Point (𝑟𝑟𝑐𝑐 ).
− AKA Fold or Blue Sky.
Transcritical Bifurcations
e.g. – Population Dynamics.
o Will always be a Fixed Point at zero population.
Normal Forms: Most basic example that exhibits a

particular type of Bifurcation.
Sweeping Fixed Point swings

from one direction, coalesces
with the other; exchanging
stabilities.
 This change can happen at any point, not only 𝑥𝑥 = 0.

Transcritical Bifurcation occurring close to 𝑥𝑥 = 1 and 𝑟𝑟𝑐𝑐 = −1
 All Saddle Node Bifurcations close to the Critical Point

can be turned into the form by change of variables.
𝑥𝑥̇ = 𝑟𝑟 + 𝑥𝑥 2
 All Transcritical Bifurcations can be put into the form by

an appropriate change of variables:
𝑥𝑥̇ = 𝑟𝑟𝑟𝑟 − 𝑥𝑥 2
Pitchfork Bifurcations
Supercritical Pitchfork Bifurcation [−𝒙𝒙𝟑𝟑 ]
𝑥𝑥̇ = 𝑟𝑟𝑟𝑟 − 𝑥𝑥 3
• Just like the Saddle Node Bifurcation, but with an extra
factor of 𝑥𝑥; same Fixed-Point behaviour.
• But, with an extra Fixed-Point at 𝑥𝑥 = 0.

With very small change in 𝑡𝑡,

the behaviour changes from
exponential decay of 𝑥𝑥 over
time, to a much shallower
form of decay; Slow decay
…Critically Slowing Down.
Bifurcation Diagram
Subcritical Pitchfork Bifurcations [+𝒙𝒙𝟑𝟑 ]

𝑥𝑥̇ = 𝑟𝑟𝑟𝑟 + 𝑥𝑥 3
o Look similar.
o But, change in sign of 𝑥𝑥 3 .
𝑟𝑟 > 0
 Exponentially unstable.
𝑟𝑟 > 0
 Unstable, but will decay very slowly.

Bifurcation Diagram
Goes off to infinity (𝑥𝑥 = 0.1);

really, really unstable.
…which is pushed by the

cubic term.
Combinations of Bifurcations
Red: Pitchfork Bifurcation
Blue: Saddle-Node Bifurcation

Chaos and the Logistic Map

(Difference Equation)
The Logistic Map

𝑷𝑷𝒏𝒏 = 𝒓𝒓𝑷𝑷𝒏𝒏−𝟏𝟏(𝟏𝟏 − 𝑷𝑷𝒏𝒏−𝟏𝟏 )
 When 𝑃𝑃0 < 0 or 𝑃𝑃0 >, will end up flying off to −∞.
Two Fixed Points (when 𝑃𝑃0 = 0 or 𝑃𝑃0 = 1)

• One at 0.
• …and another one.
𝑟𝑟−1
𝑃𝑃𝑛𝑛 = 0 & 𝑃𝑃𝑛𝑛 = 𝑟𝑟
…when 𝑟𝑟 ≤ 1: One Fixed Point @ 𝑃𝑃 = 0.

𝑟𝑟−1
…when 𝑟𝑟 > 1: Second Fixed Point @ 𝑃𝑃 = .
𝑟𝑟

When 𝑃𝑃0 = 0.5…

o Now bounces between two values.
o 𝑃𝑃𝑛𝑛 = 𝑃𝑃𝑛𝑛−2
 𝑃𝑃𝑛𝑛 = 0.677?
 True Fixed Point.
 Never varies, but it is unable.
 Start anywhere away from it, and it will end up bounding
between these two values of 0.558 and 0.765.

What if you start close to the true, but unstable Fixed Point?
For 𝑟𝑟 < 3, will reach a Fixed Point and
stay there.
For 𝑟𝑟 > 3, you’ll find two points that you

jump between.
In fact, as 𝑟𝑟 → ∞, splits indefinitely;

jumping all over the place.
Chaotic…
If you change 𝑟𝑟 just slightly,
behaviour changes a huge
amount.
Chaos: Sensitivity to the

parameters.
…Islands of Calm.
(Indeed, within the Chaos, keep seeing Islands of Calm.)
Look at the times that the period doubling occurs, and see
how much 𝑟𝑟 is needed to increase until the next one.
 Get a constant related to this: Feigenbaum Constant
 𝛿𝛿 = 4.669 …
 Appears all over in nature in Chaotic Systems.

Imperfect Bifurcations and Catastrophes

What about multiple parameters?
Remember: Supercritical Pitchfork Bifurcation

𝑥𝑥̇ = 𝑟𝑟𝑟𝑟 − 𝑥𝑥 3 ⇒ 𝑉𝑉(𝑥𝑥 ) = 𝑥𝑥 4 − 𝑟𝑟𝑥𝑥 2
(Imagine a ball in some honey)
Fixed Points are…

• Local Minima and Maxima of 𝑉𝑉(𝑥𝑥).
• Zeroes of 𝑥𝑥̇ .
There is a perfect symmetry to these Potentials:

 𝑥𝑥 → −𝑥𝑥: Reflecting around the vertical axis.
 With the original DE, then 𝑥𝑥 → −𝑥𝑥 leaves exactly the same,
which tells you that this is a symmetry.
We can add a term which will break that symmetry:

𝒙𝒙̇ = 𝒉𝒉 + 𝒓𝒓𝒓𝒓 − 𝒙𝒙𝟑𝟑
𝟏𝟏 𝟏𝟏
𝑽𝑽(𝒙𝒙) = 𝒙𝒙𝟒𝟒 − 𝒓𝒓. 𝒙𝒙𝟐𝟐 − 𝒉𝒉𝒉𝒉
𝟒𝟒 𝟐𝟐
(No symmetry with 𝑥𝑥 → −𝑥𝑥.)
Fixed Points in the 2D Parameter Space of (𝑟𝑟, ℎ)

Bifurcation Analysis
ℎ=0
Pitchfork Bifurcation
With 𝑟𝑟 = 3…
𝑟𝑟𝑟𝑟 > 𝑥𝑥 3 − 1
1 + 𝑟𝑟𝑟𝑟 − 𝑥𝑥 3 > 0
𝒙𝒙̇ > 𝟎𝟎
…𝑥𝑥 is increasing, moving to the right: towards Fixed Point.
Similarly, just to the right of this FP, 𝒙𝒙̇ > 𝟎𝟎.
Thus, Stable FP.

[Repeat for all the FPs]

Saddle-Node Bifurcation appears.


Linear Systems in 2 Dimensions

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Lecture Notes - Modelling & Applied

Computing MAM1043H (2021) - Semester 2

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

(A system is a group of interacting/interrelated elements that

Dynamical Systems are systems of interacting elements

1. Gravity, and Newton’s and Kepler’s Laws.

Two-Body Problem of Celestial Mechanics → Can’t be solved.

What do we mean by solved?

Generally, when we say that someone “solved” a dynamical

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

Chaos: the sensitivity of a system to initial conditions.

Systems of Differential Equations

o Only have first derivatives.

Second Order Differential Equation

o Can take any 2nd DE and return two 1st DE’s.

1. Define a new variable as the first derivative.

− Gives state of particles, in terms of position and velocity.

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

• Start with a 2nd-Order DE.

Can end up with a higher dimensional Phase Space, but that

Problems on the Line:

[External (Periodic) Force is something that exerts a force on

We can take a 𝑛𝑛𝑡𝑡ℎ Non-Autonomous DE and convert it into a

𝑥𝑥1 (𝑡𝑡 ) = 𝑥𝑥(𝑡𝑡)

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

Transient Behaviour: When there is some initial behaviour,

…Following this, it settles down to a Steady-State Behaviour,

𝑛𝑛𝑛𝑛𝑛𝑛(𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑜𝑜𝑜𝑜 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹)

Spectrums of Systems of DEs

Continuous Systems: infinite number of interacting 𝑥𝑥𝑖𝑖 ’s.

Linear and Non-Linear Functions

Homogenous Equation: every term is of 1st Order.

Inhomogeneous Equation: if there are constant terms.

Systems of Linear 1st-Order DEs are always possible to solve.

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Flows on the Line

Fixed Points and Trajectories

This is called a Flow (Equation) on a Line.

− Plot 𝑥𝑥̇ against 𝑥𝑥; this graph tells us the velocity.

When 𝑥𝑥̇ > 0, →

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

 Vertical axis gives use info about how fast we are

Unstable Fixed Points: points we move away from. ∘

Fixed Points and their Stability

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Fixed Points are sometimes called “Equilibrium Solutions” /

Linear Stability Analysis

 𝑂𝑂(𝜂𝜂2 ) is read as “terms of order 𝜂𝜂2 ”.

𝑓𝑓′(𝑥𝑥 ∗ ) is just a constant.

• If 𝑓𝑓′(𝑥𝑥 ∗ ) is large and positive, then it is an unstable fixed

If the function has a very small slope as it passes through a

If the function has a very large slope as it passes through a

What about if 𝒇𝒇′ (𝒙𝒙∗ ) = 𝟎𝟎?

Downloaded by: raymondmamabolo | raymondmamabolo@icloud.com

…Or trivial case, where 𝑥𝑥̇ (𝑡𝑡) = 0,

Infinitely Unstable Fixed

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If a solution exists and is unique,

In the Potential Graph,

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Saddle Node Bifurcations