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4 views9 pagesCalculus III, Engineering Mathematics. Vector Calculus, differential equations, How to sketch phase portraits, step by step guide. Used for university.

Apr 10, 2016

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Calculus III, Engineering Mathematics. Vector Calculus, differential equations, How to sketch phase portraits, step by step guide. Used for university.

© All Rights Reserved

4 views

Calculus III, Engineering Mathematics. Vector Calculus, differential equations, How to sketch phase portraits, step by step guide. Used for university.

© All Rights Reserved

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of 2d Systems:

Classification

Case A: T 2 4D > 0

real distinctqeigenvalues

1,2 = (T

T 2 4D )/2

General Solution:

(v1 , v2: eigenvectors)

1 t

2+

x(t) = c1e v1 + c2 e v2

L1,2 : Full lines generated by v1,2

Half line trajectories:

if c2 = 0 x(t) = c1 e1tv1

trajectory is half line

H1+ = {x = v1 | > 0} if c1 > 0

H1 = {x = v1 | < 0} if c1 < 0

Same for H2 if c1 = 0, c2 > 0 or < 0

The 4 half line trajectories separate

4 regions of R2

H1+

2v

v2

v1

x

2v

v1

2v

v

v2

2v

H1

2 t

Phase portrait:

Sketch trajectories. Indicate

direction of motion by arrows pointing in the direction of increasing t

Direction of Motion on Half Line

Trajectories:

If 1 > 0 then x(t) = c1 e1tv1

moves out to for t

(outwards arrow on H1+ )

approaches 0 for t

If 1 < 0 then x(t) = c1 e1tv1

approaches 0 for t

(inwards arrow on H1+ )

moves out to for t

1

Subcases of Case A

Saddle

1 > 0 > 2

Half line trajectories

L2

Nodal sink

1 < 2 < 0

Nodal source

1 > 2 > 0

Half line trajectories

L2

L2

fast

fast

x

slow

slow

Generic Trajectories

Generic Trajectories

L2

Generic Trajectories

L

L1

Generic trajectory in

each region approaches

L1 for t

L2 for t

: fast escape to

Generic trajectory is

parallel to L1 for

t

tangent to L2 for

t

L1

: fast approach to 0

Generic trajectory is

parallel to L1 for t

tangent to L2 for t

2

Nodal Sink

Nodal Source

Saddle

Ex.: A =

1

4

2 1

Ex.: A =

1 = 3 v1 = [2, 1]T

2 = 3 v2 = [1, 1]T

Ex.: A =

5

5

5

5

3 1

1 3

30

x

y

20

10

15

x and y

x and y

x

y

20

15

20

x=3xy, y=x3y

1 = 4 v1 = [1, 1]T

2 = 2 v2 = [1, 1]T

x=3x+y, y=x+3y

3 1

1 3

1 = 4 v1 = [1, 1]T

2 = 2 v2 = [1, 1]T

x=x+4y, y=2xy

x and y

10

10

10

5

20

30

0

0.5

0.5

0

2.5

1.5

0.5

0.5

1.5

2.5

4D T 2/2

General Solution: x(t) = et[c1 (u cos t w sin t) + c2(u sin t + w cos t)]

Subcases of Case B

Center: = 0

growing oscillations

trajectories are

outgoing spirals

x(t) periodic

trajectories are

closed curves

y

decaying oscillations

trajectories are

ingoing spirals

x

x

c > 0 counterclockwise

Direction of Rotation: At x = [1, 0]T : y = c. If

c<0

clockwise

Borderline Case:

Center ( = 0) is border between spiral source ( > 0) and spiral sink ( < 0).

4

Center

Spiral Source

Spiral Sink

4 10

Ex.: A =

2

4

2+i

= 2i v =

1

0.2

1

0.2

1

Ex.: A =

Ex.: A =

1 0.2

1 0.2

1

1

= 0.2 + i v =

= 0.2 + i v =

i

i

x=4x10y, y=2x4y

x=0.2x+y, y=x0.2y

x=0.2x+y, y=x+0.2y

1

0.5

0.5

0.5

0.5

2

1

1

5

0.5

0.5

x

y

5

4

x and y

x and y

x

y

0.5

x and y

0.5

1

0

0

1

2

2

1

5

5

20

15

10

10

15

20

Assume T 2 4D = 0 single eigenvalue = T /2

Assume generic case: (A I) 6= 0 single eigenvector v

Let (A I)w = v General solution:

only two half line solutions on straight line generated by v

Degenerate Nodal Source:

T >0

borderline case

nodal source

spiral source

T <0

borderline case

nodal sink

spiral sink

Assume D = 0, T 6= 0 eigenvalues 1 = 0, 2 = T

Let v1, v2 be the eigenvectors General solution:

line of equilibrium points generated by v1

infinitely many half line solutions on straight lines

parallel to line generated by v2

Unstable SaddleNode:

T >0

borderline case

nodal source

saddle

Stable SaddleNode:

T <0

borderline case

1=0

2>0

nodal sink

saddle

1=0

2<0

Five Generic Cases:

D=T2/4

D

if D < 0

saddle

degenerate

degenerate

nodal source

nodal sink

if D > 0 and

spiral

spiral

T >0

source

source

sink

T <0

sink

center

nodal

nodal

T 2 > 4D node

source

sink

2

T < 4D spiral

T

Borderline Cases:

unstable

saddle

stable

saddlenode

saddlenode

if T = 0 and D > 0 center

8

5

if D = 0, T 6= 0 saddle-node Ex.: A =

D = 6

10 7

if T > 0 unstable

saddle

if T < 0 stable

D = 2, T = 3

2 0

if T 2 = 4D, A 6= (T /2)I, and

Ex.: A =

1 1

T 2 4D = 1

nodal sink

10 25

D = 25

Ex.: A =

5

10

T =0

Other Special Case: A = I, 6= 0

center

only half

line

solutions

from

origin

c = 5 > 0 counterclockwise

unstable

>0

direction of rotation

Name:

star if

8

stable

<0

T < 0 d. nodal sink

a b

, classify the type of phase portrait.

c d

In the case of centers and spirals you may also be asked to determine the

direction of rotation.

a b

2. Given a matrix A =

, sketch the phase portrait.

c d

The sketch should show all special trajectories and a few generic trajectories.

At each trajectory the direction of motion should be indicated by an arrow.

1. Given a matrix A =

In the case of centers, sketch a few closed trajectories with the right

direction of rotation. For spirals, one generic trajectory is sufficient.

In the case of saddles or nodes, the sketch should include all half line

trajectories and a generic trajectory in each of the four regions separated

by the half line trajectories. The half line trajectories should be sketched

correctly, that is, you have to compute eigenvalues as well as eigenvectors.

In the case of nodes you should also distinguish between fast (double

arrow) and slow (single arrow) motions (see p.2).

3. Given A, find the general solution (or a solution to an IVP), classify the

phase portrait, and sketch the phase portrait.

9

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