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Linear systems in R2

We consider now the particular case of R2 . Because of the low space dimension, the previous analysis simplies and we can distinguish all possible cases. Despite the space dimension being this low, most of the features regarding the stability of the origin are retained; thus the 2dimensional situations serve as useful guides for higher dimensional cases.

6.1
Let

Spectral analysis in R2
u = Au, u R2 , , a, b, c, d R.

where A=

a b c d

Then the eigenvalues, i , of A are the solutions of det (A I) = which says that Now recall that the determinant of A is given by 2 (a + d) + ad bc = 0. det A = ad bc and the trace of a matrix A, tr A, is the sum of its diagonal elements, which in the 2 dimensional case means tr A = a + d. Thus the eigenvalues are the solutions of 2 tr A + det A = 0. Solving this quadratic, you obtain = 1 1 tr A 2 2 tr A2 4 det A. (63) (62) a b c d = 0,

Moreover, labelling the eigenvalues 1 and 2 (even if they coincide), we have ( 1 )( 2 ) = 2 (1 + 2 ) + 1 2 , so equating coecients with (1) yields tr A = 1 + 2 , det A = 1 2 . (64) (65)

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Thus, in this 2 dimensional situation, we can determine the properties of the linear system purely in terms of the trace and determinant of the matrix A. Having done this once, when looking at examples it will be sucient just to nd the trace and determinant of the matrix A to determine the behaviour of the dynamical system and whether the xed point 0 is (Lyapunov/QAS) stable or unstable. First note that if det A = 0 then by (65) there is an eigenvalue = 0, and we are in a so-called degenerate situation where not only the origin is a xed point, but a whole subspace of R2 is. Secondly note that by (63) the sign of tr A2 4 det A will determine whether the eigenvalues are real or complex. Finally note that the signs of tr A and det A will also play an important role. With this in mind, consider gure 2, which shows the det A tr A plane divided into eight regions based on the above. Now, whatever the values of det A and tr(A), you can simply read o from the picture what type of xed point you have. We will study each in turn.

6.2

Unstable node

Suppose tr A > 0 and tr A2 > 4 det A > 0. Then 0 < tr A2 4 det A < tr A2 , and by (63) the two eigenvalues are positive and distinct. Thus the xed point is unstable. Such a xed point is often called an unstable node or source. Let the eigenvalues be 1 > 2 > 0 with corresponding eigenvectors v 1 and v 2 . Then you have the general solution u(t) = c1 e1 t v 1 + c2 e2 t v 2 , with phase portrait as shown in gure 3.

6.3

Stable node

Suppose tr A < 0 and tr A2 > 4 det A > 0. Then 0 < tr A2 4 det A < tr A2 , and by (2) the two eigenvalues are negative and distinct. Thus the xed point is stable. Such a xed point is often called a stable node or sink. Let 1 < 2 < 0 with corresponding eigenvectors v 1 and v 2 . Then you have general solution u(t) = c1 e1 t v 1 + c2 e2 t v 2 , and phase portrait as shown in gure 4. This is essentially the same shape as the unstable node, with the direction of the arrows reversed. However, in order to present a variety of pictures, whereas in gure 3 the eigenvectors were close to orthogonal, this time they meet at quite an acute angle.

6.4

Saddle point

Suppose det A < 0.

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Then tr A2 < tr A2 4 det A, and by (2) both eigenvalues are real with one positive and one negative. Thus the xed point is unstable. We refer to such a xed point as a saddle point. Let 1 < 0 < 2 with corresponding eigenvectors v 1 and v 2 . Then again you have general solution u(t) = c1 e1 t v 1 + c2 e2 t v 2 , and phase portrait as shown in gure 5.

6.5

Unstable focus

Suppose tr A > 0 and tr A2 < 4 det A. Then tr A2 4 det A < 0, and by (2) you have a complex conjugate pair of eigenvalues, 1 = + i, 2 = i. Moreover by (3), 0 < tr A = 1 + 2 = + i + i = 2 = 2 Re 1 = 2 Re 2 . Thus the complex conjugate pair of eigenvalues have positive real part and the xed point is unstable. Such a xed point is called an unstable focus. Let the corresponding eigenvectors be x iy, then the general solution is given by u(t) = et c1 cos(t) + c2 sin(t) x + c2 cos(t) c1 sin(t) y ,

and phase portrait as shown in gure 6. The spiral can be clockwise or anticlockwise depending on the eigenvectors.

6.6

Stable focus

Suppose tr A < 0 and tr A2 < 4 det A. Then tr A2 4 det A < 0, and by (2) you have a complex conjugate pair of eigenvalues, 1 = + i, 2 = i. Moreover by (3) 0 > tr A = 1 + 2 = + i + i = 2 = 2 Re 1 = 2 Re 2 . Thus the complex conjugate pair of eigenvalues have negative real part and the xed point is stable. Such a xed point is called a stable focus. Let the corresponding eigenvectors be x iy, then the general solution is given by u(t) = et c1 cos(t) + c2 sin(t) x + c2 cos(t) c1 sin(t) y ,

and phase portrait as shown in gure 7. The spiral can be clockwise or anticlockwise depending on the eigenvectors.

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6.7

Linear centre

Suppose tr A = 0 and det A > 0. Then by (2) the eigenvalues are = det A. Thus the eigenvalues have zero real part and the linearisation does not, in general, determine the stability of the xed point. Such a xed point is referred to as a linear centre. We will study the dynamics of the non-linear equations for this case in a later section of the course. For now note that if you let the eigenvectors be x iy, then the general solution of the linearised problem is given by u(t) = c1 cos(t) + c2 sin(t) x + c2 cos(t) c1 sin(t) y, with phase portrait as shown in gure 8. The ow can be clockwise or anticlockwise depending on the eigenvectors.

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6.8

Unstable star or unstable improper node

Suppose tr A > 0 and tr A2 = 4 det A. Then you have repeated eigenvalues = 1 = 2 = 1 tr A > 0. Thus, the xed point is 2 unstable; however, there are two separate cases to consider since, for a repeated eigenvalue, there may exist one or two independent eigenvectors if the eigenvalue is defective or not, respectively. Unstable star If the repeated eigenvalue is not defective then there exist two independent eigenvectors v 1 and v 2 . So you have the general solution u(t) = et (c1 v 1 + c2 v 2 ), with phase portrait as shown in gure 9. Unstable improper node If the repeated eigenvalue is defective (in other words its algebraic multiplicity is 2 and its geometric multiplicity is 1) then there exists at most one linearly independent eigenvector v, and the general solution is u(t) = u1 (t) + u2 (t), u1 (t) = c1 et v, u2 (t) = c2 et (tv + w),

where w (which is automatically linearly independent from v) solves Aw w = v. This vector, which is not an eigenvector, is referred to sometime as generalised eigenvector. To avoid showing very similar pictures, only one example of each sub-case of 6.8 and 6.9 is displayed; the phase portrait of the unstable improper node is the same as gure 10 with the direction of the arrows reversed, i.e., pointing away from the xed point.

6.9

Stable star/stable improper node

Suppose tr A < 0 and tr A2 = 4 det A. Then you have repeated eigenvalues = 1 = 2 = 1 tr A < 0. Thus the xed point is 2 stable; however, as in VII, there are two sub-cases to consider, depending on the number of independent eigenvectors. Stable star If there exist two independent eigenvectors v 1 and v 2 then you have general solution u(t) = et (c1 v 1 + c2 v 2 ). This is as case VII(a), except now the xed point is stable; the phase portrait is the same as gure 9 with the direction of the arrows reversed, i.e., pointing towards the xed point.

ADE (G1156) Spring 2006 Handout 6: Linear systems in R2 Stable improper node If there exists only one eigenvector v, the general solution is u(t) = u1 (t) + u2 (t), u1 (t) = c1 et v, u2 (t) = c2 et (tv + w),

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where w (which is automatically linearly independent from v) solves Aw w = v. The phase portrait is shown in gure 10.

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tr(A)

VII Unstable Star, Unstable Improper Node

I Unstable Node

IV Unstable Focus III Saddle Point VI Linear Centre O det(A)

V Stable Focus

II Stable Node

VIII Stable Star, Stable Improper Node

Figure 2: The graph tr A = 2 det A, and the coordinate axes, together cut the plane into the regions where the dierent types of xed point are found

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v1

v2

Figure 3: Unstable node.

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v2

v1

Figure 4: Stable node.

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v2 v1

Figure 5: Saddle point

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Figure 6: Unstable focus

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Figure 7: Stable focus

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Figure 8: Linear centre

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v1

v2

Figure 9: Unstable star

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Figure 10: Stable improper node