Home Work 2

Nonlinear Analysis

1. For the following dynamical systems

. .
1) x  y, y   x  a (y  x 2 )
.
. . .
2) x  yz, y  x  y, z 1  x 2

a) Find all fixed points and classify them

b) Sketch the phase space and possible Poincare section

Solution
Let
.
xy (1)
.
y   x  a (y  x 2 ) (2)

From equation (1)

.
x0

Therefore y = 0
.
From equation (2), at equilibrium y  0
.
0   x  a (y  x 2 )

x  a y  ax 2

But y = 0 from equation 1

x  a (0)  ax 2

x ax 2

x x
ax   1
 1
x
a

 1 
The coordinate of the x and y is  , 0  and fixed point
 a 

.
.
x 
Let vector variable V, V  f (V) where V   . 
y
 

.
x  0 1 
f(V) = f  .  =  1  D(V)
  2ax 
y
 

 0 1  1
 1 x
 2ax 
but
 a

 0 1 
 
 1  1  
 2a  
  a  

 0 1
 1  2


Finding the eigenvalues of the Jacobian matrix

 0 1
 1  2   


  2     (11)  0

 2  2  1  0

2      1  0

(  1)  1(  1)  0
(  1) (  1)  0

1, 2  1

Finding the eigenvectors of the matrix  x1 , x 2 

0 1 1   x1 
 1 2  1 x 
  2

x1  x 2  0 (3)

x1  x 2  0 (4)

From equation (3)

x 2  x1

x1  1, then x 2  1

 x1  1
Hence    
x2  1

Q.1 (2)
.
x  yz (1)
.
y  xy (2)
.
z 1  x 2 (3)

From equation (3), at equilibrium

.
z0

0 1  x 2

x2  1

x  1

x   1; x  1, x   1
.
From equation (2), at equilibrium y  0
0  xy

x y

If x = 1 then y= 1 and if x   1 y  1 from the above relation

.
From equation (1), at equilibrium x  0

but y =1 or y = -1
z=0

The fixed points of (x, y, z) are 1, 1, 0 and  1, 1, 0

But from equation (1) it involves product rule of differentiation, so we obtain

.
x  y.1  z.1

but y = 1 and z = 0
.
xy 0 (6)

The Jacobian matrix is given as

 0 1 0
 1 1 0   D f 

 2x 0 0

Jacobian matrix for linearized system at the fixed point x = 1

 0 1 0
  
 
Df  y  =  1 1 0
   2 1
 0 0 

Finding the eigenvalues of the matrix

 0 1 0 
 1 1   0 

 2 0 0   

Determinant of 3  3 matrix is given by

 1 0  1 0  1  1
0   1   0 
 0 0  2 0  2 0 
0  1 0  0 11 0   2  0    0 1 0  (2  1) 

0+0+0=0
  1          2   1     0  0

     2   0  0

 2  3  0  0

2  1     0

1, 2  0 and 3   1

Finding the eigenvectors

 00 1 0   x1  0 
 1 1  0 0  x   0 
  2  
 2 0 0  0  x 3  0

x1  x 2  0 7
2x1  0  8
From equation (8), x1  0

From equation (7)

x1  x 2  0

x1  x 2

x1  0 and x 2  0

It follows that x 3  0

0
The eigenvector is  0 
 0 

The condition is that if some of the Real () < = 0 or some of the Real () = 0 we cannot decide

phase portrait and Poincare map

Question 2
Given the system

x ''  x '  x 3  x  0

Show that the equilibrium (0, 0) is globally asymptotically stable.

Solution

Let x '  y 2 (1)

It follows that ( x  y1 )

y'2  y 2  y13  y1  0 (2)

y'2   y13  y1  y2 3

From equation (1) at equilibrium x '  0

y2  0

Hence y2  0

 y* 
Let V =  1*  we have the matrix of the form y ' = AV
 y 2 

Jacobian of the matrix is given as

 0 y2 
 3 
  y1  y1  y2 

Jacobian matrix for linearized system

  0 1
Df (y1 ) =  
 3y1  1 1 
2

 0 1  y1* 
   *  0
 3y1  1 1 
2
 y 2 

y*2  0

 3y 2
1  1 y1*  y*2  0

But y*2  0
 3y2
1  1 y1*  0  0

0
y1* 
 3y12  1
y1*  0

Therefore (0, 0) is the equilibrium point and therefore globally asymptotically stable

Since x ''  y'2 it the derivative y 2 of which is the point of inflection of the first differential of
y1'  y

Question 3
Show that the van der Pol equation

d2 y dy
2
 (y 2  )  2 y  0
dt dt
undergoes a Hopf bifurcation of the steady state (0, 0) as the parameter  is increased from -1 to

1. At what value of  does the bifurcation occurs? Sketch the bifurcation diagram

Solution

dy
Let y  y1 , y2  (1)
dt

 y2    2 y1   y12    y2
d
(2)
dt

From equation (1) at equilibrium y 2 = 0

From equation (2) at equilibrium

dy 2
0
dt
0   2 y1   y12    y 2

but y 2  0

0   2 y1   y12    0

0
y1  , y1  0
2

 y1 y2   0 0 is the fixed point

Bifurcation occurs at   1 where the phase plane shows a limit cycle and the two trajectories

approaching it.

Question 4

For Henon map, b=0.4,

x n 1  a  x n2  byn
yn 1  x n

1) Find the p-2 points and classify them.

2) Plot the bifurcation diagram by varying a from 0 to 1.25

Solution

x n 1   2xx n  by

y n 1  x n

 x n 1   2x  b  x n 
      
 y n 1  1 0  y n 
b = 0.4

Point 2

Applying the condition Re ( ) = 1 it is linearly stable

We fixed the point (0.5, 0.5) and (1, 1)

 2  0.5   0.4 
 
1 0 

 1  0.4 
 
 1 0

 1    0.4 
 
 1  

  1      0.4 1

2    0.4  0

1  12  4  0.4 

2

1  1  1.6

2

1  0.775i

2

1   0.5  0.3875i and  2   0.5  0.3875i

Conclusion: Stable, sink

Point (1, 1)
 2 1  0.4 
 
1 0 

 2  0.4 
 
1 0

 2    0.4 
 
1 

  2     1 0.4

2  2   0.4  0

2  22  4(0.4)

2

2  4  1.6

2

2  2.6

2

2  1.612
1    0.194
2

2  1.612
2    1.806
2

Conclusion: Stable, sink

dx n 1
 a  x 2n  by n
dt
dx n 1
 0
dt

a  x 2n  byn  0

Let f 2  x   a and f1  x   x n2  byn

dx n 1
 f 2  x   f1  x 
dt

dx n 1
At equilibrium  0
dt

f2  x   f1  x 

f 2  x   a  1.25

a > 0 no fixed points but saddle node bifurcation occurs at bifurcation value of a = 0