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Stability of linear differential equation systems

Stability of linear differential equation systems

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Published by Dan Drake
A short article/note on deciding the stability of 2-by-2 linear differential equation systems.
A short article/note on deciding the stability of 2-by-2 linear differential equation systems.

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Published by: Dan Drake on May 27, 2008
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05/26/2013

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Stability behavior of linear differential equation systems
This is a note about first-order 2
×
2 linear differential equation systems:dd
t
x
=
A
x
,
where
A
is a 2
×
2 real-valued matrix. I’m assuming you know a bit about these, from, say Zilland Cullen or another basic differential equations book.Let
τ 
be the trace of 
A
and ∆ its determinant; the eigenvalues of 
A
can be written in terms of 
τ 
and ∆:
λ
=12
τ 
±
 
τ 
2
4∆
.
These linear systems all have a single critical point at the origin, and the eigenvalues determine thebehavior of the system there. Since
τ 
and ∆ determine the eigenvalues, we can plot the behaviorof these systems on a (
τ,
∆) plane.
τ 
=
τ 
2
4
stable spiralunstable spiralsinksaddle pointsourcedeg. sourcedeg. sinkcenter
Green background means the origin is stable ; areas with a red or yellow background areunstable . The orange axes and plots are a representative picture of what solutions near theorigin will look like for such a trace and determinant; the actual appearance will depend on theeigenvectors. The blue axes represent the complex plane and we draw dots where the eigenvalues1
 
will be. Note that, for repeated roots, there is one big dot, which is supposed to stand for tworoots stacked on top of one another.
1
For example, for the stable spiral, we drawIn orange, we have plotted actual solutions
x
(
t
) to such a system, and in blue we’ve drawnroots with a negative real part and nonzero complex part, because such a system will have thosekind of roots.Each pair of plots is positioned in the (
τ,
∆) plane at the origin of the orange axes—so, forexample, the orange origin of the degenerate sink plot lies precisely on the parabola ∆ =
τ 
2
/
4,and the orange origin of the center plot is exactly on the positive ∆ axis.For saddle points, we only draw one orange plot, because they look roughly the same regardlessof the trace. We do, however, draw three different blue plots, corresponding to negative, zero, andpositive trace.Notice that there are three different kinds of two-dimensional plots in the figure! Given a matrix
A
, we we can plot solutions to the DE system in an (
x,y
) plane (orange plots), the eigenvalues canbe placed in the complex plane (blue plots), and we classify stability behavior in the (
τ,
∆) plane.Quite a large number of concepts all come together in the main figure.
Stability on the axes and the parabola
The
τ 
and ∆ axes, along with the parabola ∆ =
τ 
2
/
4, are colored black in the main figure, but wecan figure out the stability behavior for those places too. Here’s a picture of those axes and theparabola, made very fat since that’s what we are interested in:4 67251 3In region 1—that is, the part of the parabola ∆ =
τ 
2
/
4 with
τ <
0—our system has a singlenegative eigenvalue. We may or may not have two linearly independent eigenvectors, but in anycase, our solutions will be linear combinations of terms of the form exp(
λt
)
v
and
t
exp(
λt
)
w
with
λ
negative. As
t
goes to infinity, such terms will
always
go to
0
, so everything in region 1 is stable .By a similar argument, everything in region 3 is unstable .In region 2, the systems have purely imaginary eigenvalues and all the solutions are periodic,and hence region 2 is stable . On the other side of the ∆ axis in region 7, we always have onepositive and one negative eigenvalue, so all such systems are in region 7 are unstable at the origin.
1
The radius of those larger dots is
√ 
2 times that of the smaller dots, so the area of the big dots is exactly thesame as the sum of the areas of two small dots!
2

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