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This is a note about ﬁrst-order 2 × 2 linear diﬀerential equation systems: d x = Ax, dt where A is a 2 × 2 real-valued matrix. I’m assuming you know a bit about these, from, say Zill and 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 ∆: 1 τ ± τ 2 − 4∆ . λ= 2 These linear systems all have a single critical point at the origin, and the eigenvalues determine the behavior of the system there. Since τ and ∆ determine the eigenvalues, we can plot the behavior of these systems on a (τ, ∆) plane. ∆ ∆=

τ2 4

stable spiral

unstable spiral

deg. sink center

deg. source

sink

source

τ

saddle point

Green background means the origin is stable ; areas with a red or yellow background are unstable . The orange axes and plots are a representative picture of what solutions near the origin will look like for such a trace and determinant; the actual appearance will depend on the eigenvectors. The blue axes represent the complex plane and we draw dots where the eigenvalues 1

will be. Note that, for repeated roots, there is one big dot, which is supposed to stand for two roots stacked on top of one another.1 For example, for the stable spiral, we draw

In orange, we have plotted actual solutions x(t) to such a system, and in blue we’ve drawn roots with a negative real part and nonzero complex part, because such a system will have those kind of roots. Each pair of plots is positioned in the (τ, ∆) plane at the origin of the orange axes—so, for example, 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 regardless of the trace. We do, however, draw three diﬀerent blue plots, corresponding to negative, zero, and positive 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 can be 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 we can ﬁgure out the stability behavior for those places too. Here’s a picture of those axes and the parabola, made very fat since that’s what we are interested in:

2 1 3

4

5

6

7

In region 1—that is, the part of the parabola ∆ = τ 2 /4 with τ < 0—our system has a single negative eigenvalue. We may or may not have two linearly independent eigenvectors, but in any case, 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 one positive and one negative eigenvalue, so all such systems are in region 7 are unstable at the origin.

√ radius of those larger dots is 2 times that of the smaller dots, so the area of the big dots is exactly the same as the sum of the areas of two small dots!

1 The

2

In region 4, the trace is negative and the determinant is zero, so one eigenvalue is zero and the other is negative. Any such system will have two linearly independent eigenvectors and all solutions are described by C1 exp(λt)v1 + C2 v2 , which for any choice of C1 and C2 goes to C2 v2 as t goes to inﬁnity; region 4 is stable . Everything works the same in region 6 but (most of) the solutions go oﬀ to inﬁnity. (If C1 is zero, those solutions will be constant and not go to inﬁnity.) All such systems in region 6 are unstable . We are left with region 5: the origin. If the trace and determinant are zero, then the only eigenvalue is zero. The matrix A could be the zero matrix, in which case we clearly have a stable critical point at the origin. On the other hand, we might have a defective matrix: say that v is the eigenvector for such a matrix and w the generalized eigenvector; then all solutions to the system are given by C1 v + C2 (v + tw), which is clearly unstable because of the tw term. Therefore, systems in region 5 could be stable or unstable. Let’s color it half green and half red. Putting all these things together and coloring the regions according to their stability or instability, we can re-draw our diagram:

2 1 3

4

5

6

7

This means you can classify the stability behavior of any 2 × 2 linear DE system simply by ﬁnding its trace and determinant, and as long as one of those is nonzero, you know how the system will behave—and if both are zero, the system will be unstable unless it’s the zero matrix.

This document may be distributed and modiﬁed under the terms of the Creative Commons Attribution-Share Alike 3.0 license. See http://creativecommons.org/licenses/by-sa/3.0/. Dan Drake (http://mathsci.kaist.ac.kr/~drake) 16 September 2010 3

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.

- Homogeneous Differential Equations
- differential equations
- Differential Equations
- Differential Equations
- first order differential equations
- Linear Differential Equations
- intro to differential equations
- Differential Equations
- Notes on Diffy Qs
- Mathematics - Advanced Mathematical Methods in Science and Engineering (Hayek)
- Differential Equations - Linear, Nonlinear, Ordinary, Partial

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