Applied Nonlinear Dynamics (SS 2019) - Solutions to selected problems from exercise 2

Dr. Alexander Schaum

Chair of Automatic Control, Christian-Albrechts-University Kiel

E 1.1 Use r2 = x2 +y 2 and θ = arctan xy , derive with respect to time (chain rule) and do some algebraic

manipulations. Hint: It holds that d arctan(x)

dx
1
= 1+x 2.

E 1.2 The derivation can be found almost completely in the lecture notes.
E 1.3 a) The eigenvalues are given by λ1 = −1 and λ2 = −2. Correspondingly, the origin is asymptotically
stable, or more precisely, a stable node. The eigenvectors are given by
   
2 1
v1 = , v2 =
3 1
 
leading to the transformation matrix T = v 1 v 2 . A simple calculation shows that
     
1 1 −1 −4 2 2 1 −1 0
T −1 AT = =
(−1) −3 2 −3 1 3 1 0 −2

Setting ξ = T −1 x it follows that

   −t 
−1 0 e 0
ξ̇ = ξ, ξ(0) = ξ 0 = T −1 x0 , ⇒ ξ(t) = ξ0
0 −2 0 e−2t
and thus
 −t
1 e−t
     
e 0 2 0 1 1 −1
x(t) = S(t)x0 = T ξ(t) = T T −1 x0 = x0
0 e−2t | {z } 3 1 0 e−2t (−1) −3 2
=ξ0 | {z }
=S(t)
 −t −2t
−2e−t + 3e−2t 2e−t − 2e−2t
   
2e e −1 1
= x = x
3e−t e−2t 3 −2 0 −3e−t + 3e−2t 3e−t − 2e−2t 0
| {z }
=S(t)

The solutions are illustrated in Figure 1. It can be seen, that a behavior similar to a Jordan block
is achieved, given that the eigenvectors are quite close to another.
E 1.3 b) The dynamics matrix is given in the real Jordan normal form with eigenvalues λ12 = −1 ± i.
Correspondinlgy the origin is a stable spiral. Using the transformation into polar coordinates (cp.
E 1.2) we obtain
q
ṙ = −r, r(0) = r0 = x201 + x202
 
x02
θ̇ = −1, θ(0) = θ0 = arctan
x01
with solutions

r(t) = r0 e−t , θ(t) = θ0 − t

or equivalently in cartesian coordinates

x1 (t) = r(t) cos(θ(t)) = r0 e−t cos(θ0 − t)

= r0 e−t (cos(θ0 ) cos(t) + sin(θ0 ) sin(t))
= e−t (x01 cos(t) + x02 sin(t))
x2 (t) = r(t) sin(θ(t)) = r0 e−t sin(θ0 − t)
= r0 e−t (sin(θ0 ) cos(t) − cos(θ0 ) sin(t))
= e−t (−x01 sin(t) + x02 cos(t))

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 Applied Nonlinear Dynamics (SS 2019) - Solutions to selected problems from exercise 2
Dr. Alexander Schaum
Chair of Automatic Control, Christian-Albrechts-University Kiel

Figure 1: Solution curves for problem 1.4 a) showing a stable node.

or summarizing in vector notation

 
cos(t) sin(t)
x(t) = e−t x .
− sin(t) cos(t) 0
| {z }
=S(t)

The solution are illustrated in Figure 2 showing the predicted behavior of a stable spiral.

Figure 2: Solution curves for problem 1.4 b) showing a stable spiral.

E 1.3 c) The unique eigenvalue is given by λ1 = −3 with algebraic multiplicity α1 = 2. Considering the
matrix (λ1 I − A) yields
 
−1 −1
(λ1 I − A) = , rank (λ1 I − A) = 1
1 1

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 Applied Nonlinear Dynamics (SS 2019) - Solutions to selected problems from exercise 2
Dr. Alexander Schaum
Chair of Automatic Control, Christian-Albrechts-University Kiel

implying that the geometric multiplicity is γ1 = 1 (The kernel of (λ1 I − A) is of dimension 1).
Thus, generalized eigenvectors need to be constructed using the associated Jordan chain

(λ1 I − A)v 1 = 0
(λ1 I − A)h1,2 = v 1

yielding
   
1 1
v1 = , h1,2 = .
−1 0

The associated transformation matrix

   
1 1 0 −1
T −1 =
 
T = v1 h1,2 = ,
−1 0 1 1

yields to the Jordan block

     
0 −1 −2 1 1 1 −3 1
J1 = T −1 AT = = .
1 1 −1 4 −1 0 0 −3

The transformed dynamics

ξ = T −1 x, ξ̇ = T −1 AT ξ = J1 ξ, ξ(0) = ξ 0 = T −1 x0

or equivalently

ξ˙1 = −3ξ1 + ξ2 , ξ1 (0) = ξ10

ξ˙2 = −3ξ2 , ξ2 (0) = ξ20

has solutions (using the variations of constants formula for the solution of ξ1 )
  −3t
te−3t
 
ξ + tξ20 e
ξ(t) = e−3t 10 = ξ .
ξ20 0 e−3t 0

The solution in original coordinates is thus given by

 −3t
te−3t −1

e
x(t) = S(t)x0 = T T x0
0 e−3t
  −3t
te−3t 0 −1
   
1 1 e
= x0
−1 0 0 e−3t 1 1
  −3t
−(1 − t)e−3t
 
1 1 te
= −3t x0
−1 0 e e−3t
(1 + t)e−3t te−3t
 
= x
−te −3t
(1 − t)e−3t 0
| {z }
=S(t)

Figure 3 shows the behavior of the solutions illustrating that the origin is a degenerated node (the
transition between a stable node and a spiral).

E 1.3 d) Follows similarly. The eigenvalues are given by λ1 = 2 and λ2 = −1 implying an (unstable)
saddle.
E 1.4 Follows from direct calculations.

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Applied Nonlinear Dynamics (SS 2019) - Solutions to selected problems from exercise 2
Dr. Alexander Schaum
Chair of Automatic Control, Christian-Albrechts-University Kiel

Figure 3: Solution curves for problem 1.4 c) showing a degenerated stable node.