ONE DIMENSIONAL

FLOWS

Lecture 2: Flows on the

Line
2. Flows on the Line

Consider the one-dimensional dynamical sys-

tem
ẋ = f (x) (1)
as a first order system. NB f is not explicitly
time-dependent.

2.1 A geometric way of thinking

Here we learn to interpret a differential equa-

tion as a vector field. Consider

ẋ = sin x (2)
with x = x0 at t = 0.

This happens to be exactly solvable, but the

solution is difficult to interpret...

cosecx0 + cot x0
 
t = ln (3)
cosecx + cot x
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1. For x0 = π/4, what are the features of
x(t) for all t > 0? What happens as t →
∞?

2. For an arbitrary x0, what happens as t →

∞?

These questions are hard to answer from the

formula above, yet constitute a form of “un-
derstanding” of the system!?

Graphical analysis of ẋ = sin x...

Think of t as time, x as position of an imag-

inary particle moving along the real line and
ẋ as the velocity of that particle. Hence, the
differential equation ẋ = sin x represents a
vector field on the line.
2
A more physical picture...

Think of a fluid flowing steadily along the x

axis with a velocity that varies from place to
place as ẋ = sin x.

• Flow is to the right when ẋ > 0

• Flow is to the left when ẋ < 0

• Flow is zero when ẋ = 0 ⇒ fixed points

• ≡ stable fixed points (or “attractors” or

“sinks”...)

◦ ≡ unstable fixed points (or “repellers” or

“sources”...)

Now we can answer the questions on the pre-

vious slide by starting our imaginary particle
at x0 and watching how it is carried along by
the flow.
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Answer to 1. - Particle starting at x0 = π/4
moves to the right in fig. 2.1.1 faster and
faster until it crosses x = π/2 (where sin x is a
maximum). The particle then starts slowing
down and eventually approaches the stable
fixed point at x = π from the left.

Answer to 2. - Same reasoning applies to

any x0.

A qualitative understanding is sufficient to

start with!
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Fixed points and Stability

For a general 1-dimensional system ẋ = f (x)

• An imaginary fluid [phase fluid] flowing

along the real line x [phase space]

• To find the solution to ẋ = f (x) given

x = x0 at t = 0 we place an imaginary
particle [a phase point] at x0 and watch
how it is carried along by the fluid flow.

• As the imaginary particle moves along the

x axis, its position as a function of time
is given by x(t) [trajectory].

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• A picture like Fig. 2.2.1 which shows all
the qualitatively different trajectories of
the system is called the phase portrait

• The appearance of the phase portrait is

controlled by the fixed points x∗ defined
by f (x∗ ) = 0

• Fixed points represent (stable or unsta-

ble) equilibrium solutions of ẋ = f (x)

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Example 2.2.1

Find all fixed points for ẋ = x2 −1 and classify

their stability

Solution:

• Fixed points obtained from f (x∗ ) = 0 ⇒

x∗ = ±1

• Stability obtained from vector field sketch....

• NB Definition of stable equilibrium is based

on small disturbances. Hence x∗ = −1 is
locally but not globally stable.

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2.3 Population Growth

Verhulst (1838) suggested the logistic equa-

tion
N
 
Ṅ = rN 1 − (4)
K
where N (t) is the population at time t, r is
the growth rate (r > 0) and K represents the
carrying capacity of the population

• K → ∞ ⇒ N (t) ∝ ert hence population

keeps growing!

• Finite K models effect of overcrowding

and limited resources

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• stable equilibrium at N = K: if N is dis-
turbed slightly from K the disturbance
decays and N (t) → K as t → ∞

• unstable equilibrium at N = 0: small pop-

ulation grows exponentially fast and runs
away from N = 0

• For N (t = 0) > 0 population always ap-

proaches the carrying capacity K!

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2.4 Linear Stability Analysis

The rate of decay to a stable fixed point x∗

is obtained by linearizing about x∗....

Let η(t) = x(t) − x∗ be a small perturbation

away from x∗. Differentiating η(t) gives
d
η̇ = (x − x∗ ) = ẋ (5)
dt
since x∗ is constant. Hence (via a Taylor
expansion)

η̇ = ẋ = f (x) = f (x∗ + η) (6)

= f (x∗ ) + ηf 0(x∗ ) + O(η 2) (7)
which is

η̇ = ηf 0(x∗ ) + O(η 2 ) (8)

since f (x∗ ) = 0, thus

η̇ ' ηf 0(x∗ ) (9)

which is a linear equation in η.

Hence the slope f 0(x∗ ) at the fixed point

determines its stability
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Examples: Using linear stability analysis, de-
termine stability for the following

Example 2.4.1 ẋ = sin x (cf page 1)

• Fixed points f (x) = sin x = 0 ⇒ x∗ = kπ

(k = 0, ±1, ±2 etc.)

(
+1 k even : unstable
• f 0 (x∗) = cos kπ =
−1 k odd : stable

Example 2.4.2 Ṅ = rN (1 − N/K) (cf page 8)

• Fixed points f (N ) = rN (1 − N/K) = 0 ⇒

N ∗ = 0, K

(
2rN r N = 0 : unstable
• f 0 (N ) = r− =
K −r N = K : stable

• Characteristic time scale is |f 0(N ∗ )|−1 =

1/r
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Example 2.4.3 Situations where f 0(x∗ ) = 0.

Note that nothing can be said in general! We

can use graphical methods...

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2.5 Existence and uniqueness of ẋ = f (x) solutions

We need to beware of pathological cases...

Example 2.5.1 ẋ = x1/3 with x(0) = 0

• Fixed points f (x) = 0 ⇒ x∗ = 0

• There are now many solutions! x(t) = 0

for all t, or x(t) = (2t/3)3/2

• The vector field shows that x∗ = 0 is very

unstable (since f 0(0) → ∞)

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Existence and Uniqueness Theorem

• Consider ẋ = f (x) with x(0) = 0.

• Suppose that f (x) and f 0(x) are contin-

uous on an open interval R of the x-axis
and that x0 is a point in R.

• Then the initial value problem has a so-

lution x(t) on some time interval (−τ, τ )
about t = 0 and the solution is unique.

In other words...

“If f (x) is smooth enough, then solutions

exist and are unique.”

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Example 2.5.2

ẋ = f (x) = 1 + x2 with x(0) = x0

• f (x) and f 0(x) are continuous for all x, so

solutions exist and are unique for any x0

• But they do not necessarily exist for all

time...!?

For example, consider x0 = 0 ⇒ x(t) = tan t

This solution exists only for −π/2 < t < π/2

because x(t) → ±∞ as t → ±π/2.

Thus for |t| > π/2 no solution exists given

x0 = 0....!

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2.6 The Impossibility of Oscillations

There are no periodic solutions to the equa-

tion ẋ = f (x) since ẋ = f (x) corresponds to
flow on a line.

Hence, “you never come back to your start-

ing place!”

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2.7 Potentials

There’s another way to visualize the dynam-

ics of ẋ = f (x) (by analogy with Classical
Mechanics) by considering
dV (x)
f (x) = −
dx

where V (x) is a potential energy function.

Imagine a particle sliding down the potential

V (x) which has a thick layer of viscous “goo”
on the walls

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i.e. it has negligible inertia (so mẍ  bẋ,
where b is the resistive force due to the “goo”)

Using the chain rule

dV dV dx dx dV
= =− = f (x)
dt dx dt dt dx

so that

dV dV 2
 
=− ≤0
dt dx

Hence V (t) decreases along trajectories and

the particle moves towards lower potential.
Local minima (maxima) of V (x) are stable
(unstable) fixed points.

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