Phase Plane Analysis of

Linear and Non-Linear

Dynamical Systems
1| Introduction

1.1| Phase – Space Dynamics

A mechanical system can be described completely by the Hamiltonian of the
system H(q,p,t), where q is the generalized coordinates of the system and p is
the generalized conjugate momenta of the system. The analysis of q with
respect to time provides information regarding the path taken by the system but
provides no information regarding the motion of the system. Conversely,
analysis of p with respect to time reveals the time evolution of the momentum,
and thus the energy of the system, but provides no information regarding the
position of the system. Analysis of p with respect to q permits the examination
of both position and momentum evolution of the system without explicit
correspondence to time.

In dynamical system theory, a phase space is a space in which all possible states
of a system are represented, with each possible state corresponding to one
unique point in the phase space. For mechanical systems, the phase space
usually consists of all possible values of position and momentum variables. The
concept of phase space was developed in the late 19th century by Ludwig
Boltzmann, Henri Poincaré, and Josiah Willard Gibbs.

The analysis of p with respect to q is known as phase-space dynamics and

involves expressing the Hamiltonian or equations of motion of the system of
interest in terms of p and q only. The resulting equation can then be plotted in
momentum-space to provide a visual representation of the system’s behaviour.
One of the benefits of phase-space dynamics is that every phase-point on the
phase-space plot represents the complete physical state of the system under
consideration.

In a phase space, every degree of freedom or parameter of the system is

represented as an axis of a multidimensional space; a one-dimensional system is

1
called a phase line, while a two-dimensional system is called a phase plane. For
every possible state of the system or allowed combination of values of the
system's parameters, a point is included in the multidimensional space. The
system's evolving state over time traces a path (a phase space trajectory for the
system) through the high-dimensional space. The phase space trajectory
represents the set of states compatible with starting from one particular initial
condition, located in the full phase space that represents the set of states
compatible with starting from any initial condition. As a whole, the phase
diagram represents all that the system can be, and its shape can easily elucidate
qualities of the system that might not be obvious otherwise. A phase space may
contain a great number of dimensions.

For simple systems, there may be as few as one or two degrees of freedom. One
degree of freedom occurs when one has an autonomous ordinary differential
equation in a single variable, dy/dt=f(y), with the resulting one-dimensional
system being called a phase line, and the qualitative behaviour of the system
being immediately visible from the phase line. The phase space of a two-
dimensional system is called a phase plane, which occurs in classical mechanics
for a single particle moving in one dimension, and where the two variables are
position and velocity. In this case, a sketch of the phase portrait may give
qualitative information about the dynamics of the system.

In applied mathematics, the phase space method is a technique for constructing

and analysing solutions of dynamical systems, that is, solving time-dependent
differential equations.

Phase plane analysis is a method of analysing systems in which we plot the time
derivative of the system’s position as a function of position for various values of
initial conditions. It is mainly concerned with the graphical study of second
order systems described by

̇ ( )

̇ ( )

Geometrically, the state space of this system is a plane having as

coordinates. This plane is called phase plane. The solution of the above
equations with time varies from zero to infinity can be represented as a curve in

2
the phase plane. Such a curve is called a phase plane trajectory. A family of
phase plane trajectories is called a phase portrait of a system.

The method consists of first rewriting the equations as a system of differential

equations that are first-order in time, by introducing additional variables. The
original and the new variables form a vector in the phase space. The solution
then becomes a curve in the phase space, parameterized by time. The curve is
usually called a trajectory or an orbit. The (vector) differential equation is
reformulated as a geometrical description of the curve, that is, as a differential
equation in terms of the phase space variables only, without the original time
parameterization. Finally, a solution in the phase space is transformed back into
the original setting.

1.2| Singular Points

A singular point is an equilibrium point in phase space, it is the point at
which ̇ , and defines a point at which the system can stay forever. For a
linear system there is usually only one singular point.

Singular points are very important features in the phase plane. Examining the
singular points can reveal a great deal of information about the properties of a
system. In fact, the stability of linear systems is uniquely characterized by the
nature of their singular points.

Consider the following phase trajectory of a first order system,

Figure 1.1

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The arrows in the figure denote the direction of motion, and whether they point
toward the left or the right at a particular point is determined by the sign of ̇ at
that point. It is seen from the phase portrait of this system that the equilibrium
point is stable, while the other two are unstable.

1.3| Advantages of Phase Plane Analysis

 It is graphical analysis and the solution trajectories can be represented by
curves in a plane
 Provides easy visualization of the system qualitative
 Without solving the nonlinear equations analytically, one can study the
behaviour of the nonlinear system from various initial conditions.
 There are lots of practical systems which can be approximated by second-
order systems, and apply phase plane analysis.

1.4| Limitations of Phase Plane Method

 It is restricted to at most second-order

 Graphical study of higher-order is computationally and geometrically
complex.

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2.0| Linear dynamical system

Linear dynamical systems are dynamical systems whose evaluation functions

are linear. Linear dynamical systems can be solved exactly. We will be dealing
with damped and undamped harmonic oscillators.

2.1| The harmonic oscillator

The harmonic oscillator, which we are about to study, has close analogy in
many other fields, although we start with a mechanical example of a weight on
a spring, or a pendulum with a small swing, or certain other mechanical devices,
we are really studying a certain differential equation, Some of the phenomena
involving this equation are the oscillations of a mass on a spring; the
oscillations of charge flowing back and forth in an electrical circuit; the
vibrations of a tuning fork which is generating sound waves; the analogous
vibrations of the electrons in an atom, which generate light waves, such as a
thermostat trying to adjust a temperature; complicated interactions in chemical
reactions; the growth of a colony of bacteria in interaction with the food supply
and the poisons the bacteria produce, all these phenomena follow equations
which are very similar to one another, and this is the reason why we study the
mechanical oscillator in such detail. The equations are called linear differential
equations with constant coefficients. A linear differential equation with constant
coefficients is a differential equation consisting of a sum of several terms, each
term being a derivative of the dependent variable with respect to the
independent variable, and multiplied by some constant.

Thus,

( )

is called a linear differential equation of order n with constant coefficients (each

ai is constant).

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 Figure 2.1

2.2| Undamped Oscillator

Since we have the freedom to choose the origin of our coordinate system, we
can choose it to coincide with the equilibrium position of our oscillator. The
force that is responsible for the harmonic motion can be expanded around the
equilibrium position:

F( ) = + ( ) + ( ) + ( ) + …….

Where is the force at x = 0. Since x = 0 is the equilibrium point, the force at

this point must be 0. If the displacement x is small, we can ignore all terms
involving x2 and higher powers. The force can thus be approximated by

F( ) = ( ) =

Since the force F is equal to ma, we can rewrite the previous equation as

+ =0

Or,

+ =0

Where is the angular frequency of the harmonic motion. The most general
solution of this differential equation is A sin( t - φ). The amplitude and the
phase angle must be determined to match the initial conditions. The total energy
of the harmonic oscillator is constant, but the kinetic and potential energy
components of the total energy are time dependent.

As seen we can say that the differential equation governing the motion of a
harmonic oscillator

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 ̈

Where m is the mass, k is the spring constant, and x is the displacement of the
mass from equilibrium, for the phase plane analysis of this simple harmonic
oscillator, since it is a linear equation it will be easy to solve it analytically, but
it will be cumbersome to solve non-linear equations in that way, so we should
deploy methods to deduce the behaviour of the equation without actually
solving them.

The motion in the phase plane is determined by a vector field that comes from
the differential equation stated above. To find this vector field, (the state of the
system is characterized by its current position x and velocity v) if we know the
values of both x and v, then the differential equation uniquely determines the
future states of the system. Therefore we rewrite the equation in terms of x and
v, as follows,

̇ , ̇

This system assigns a vector ( ̇ ̇ ) ( ) at each point( ), and

therefore represents a vector field on the phase plane. The total energy of the
system , so the graph of against will be an ellipse.
So the graphs are a series of ellipses with different total energies of the system
and amplitudes. The total energy is fixed by your initial conditions, so each
combination of ( ) and ̇ ( ) will produce a specific ellipse in the phase
diagram. The Hamiltonian for simple harmonic motion is given

Where is the generalized momentum conjugate to . Let’s say and is

what we normally think of as momentum. Hamilton’s equations then give us a
pair of couple differential equations that we can solve for the position and
momentum at a given time, which we may then plot to get an ellipse like above.
Solving this gives us,

By Newton's Second Law, the force acting on the body is so is directed

towards the origin and is proportional to the distance from the origin. Such a
force is obtained for the extensions from its rest position of a coiled spring.

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Now each trajectory lies on a curve in phase space with the equation:

( ), for a constant.

For E < 0, there are no solutions,

For E = 0, the motion is trivial: x and p are zero for all time.

For E > 0, the curve is an ellipse, symmetrical about the origin.

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2.2.1| Phase Portrait: undamped harmonic oscillator

This system assigns a vector ( ̇ ̇ ) ( ) at

each point( ), and therefore represents a vector
field on the phase plane.

On the x-axis, = 0 and so( ̇ ̇ ) ( ). 2 X Hence the vectors point

vertically downward for positive x and vertically upward for negative x, as x
gets larger in magnitude, the vectors ( ) get longer. Similarly, on the v-
axis, the vector field is ( ̇ ̇ ) ( ) , which points to the right when
and to the left when .
Figure 2.2
As we move around in phase space, the vectors change
direction as shown in Figure. To find the trajectory
starting at ( ), we place an imaginary particle or
phase point. In the plot the flow swirls about the origin.
A phase point placed there would remain
motionless, because ( ̇ ̇) ( )
when( ) ( ), hence the origin is a fixed point.
But a phase point starting anywhere else would circulate
around the origin and eventually return to its starting point. Figure 2.3
Such trajectories form closed orbits.

The fixed point ( ) ( ) corresponds to static equilibrium of the system:

the mass is at rest at its equilibrium position and will remain there forever, since
the spring is relaxed. The closed orbits correspond to periodic motions, i.e.,
oscillations of the mass. The shape of the closed orbits also has an interesting
physical interpretation. The orbits are actually ellipses given by the equation
where is a constant.

Although the trajectory of the particle in real space is one way to visualize the
information of the motion of the oscillators, in general it does not provide
information about important parameters such as the total energy of the system.
More detailed information is provided by phase diagrams; they show
simultaneous information about the position and the velocity of the particle

9
(which is the information that is required to uniquely specify the motion of the
simple harmonic oscillator).

The phase diagram for a one-dimensional oscillator is a two dimensional figure

showing velocity versus position. Figure (1) shows a phase diagram for a one
dimensional simple-harmonic oscillator.

A few important observations about phase diagrams can be made:

• Two phase paths cannot cross. If they would cross at a particular point, then
the total energy at that point would not be defined (it would have two possible
values).

• The phase paths will be executed in a clock-wise direction. For example, in the
upper right corner of the phase diagram, the velocity is positive. This implies
that x must be increasing. The x coordinate will continue to increase until the
velocity becomes equal to zero.

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2.3| Damped Harmonic Oscillator

The damped harmonic oscillator is a classic problem in mechanics. It

describes the movement of a mechanical oscillator under the influence of a
restoring force and friction. When the motion of an oscillator reduces due to an
external force, the oscillator and its motion are damped. These periodic motions of
gradually decreasing amplitude are damped simple harmonic motion. An example
of a damped simple harmonic motion is a simple pendulum.

Figure 2.4

In the damped simple harmonic motion, the energy of the oscillator dissipates
continuously. But for a small damping, the oscillations remain approximately
periodic. The forces which dissipate the energy are generally frictional forces. A
mass attached to the free end of a spring with spring constant k is subject to a
damping force c. A mass on an ideal spring exhibits simple harmonic
oscillations and is described by the following differential equation:

When the oscillations are subject to a damping force, the motion is described
by:

Or

̈ ̇

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To analyse the system using phase analysis rewriting the second order
differential equation as two first order differential equations;

̇ ̇

The presence of the velocity-dependent term in the equation complicates the

problem; simple sine or cosine solutions do not work, as can be verified by
trying them and thus phase space analysis would be perfect in understanding the
system.

Unlike in the case of undamped harmonic oscillator, the solutions of the

damped harmonic oscillator are complex in nature and analysing the phase
portrait of the system will help in understanding the mechanics of the system.

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2.3.1| Phase Portrait: Damped harmonic oscillator

The phase plot clearly shows how the

momentum and displacement diminish
with time resulting in a dramatic spiral
trajectory. It also shows how the
damping force is reduced with
diminishing momentum, a fact that is
easily implied from the velocity term
of the differential equation. The
time dependence of the phase-space

Figure 2.5
trajectory of this system can be demonstrated
even more profoundly with the use of a three-
dimensional phase plot as shown. In this plot, the vertical axis is time and the
trajectory shows how the amplitude and momentum (and thus the energy) of the
oscillations diminish rapidly at first, but more gradually as the oscillations
become smaller and less energetic.

Figure 2.6

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3| Non-Linear Systems

A system is defined to be nonlinear if the laws governing the time evolution of

its state variables depend on the values of these variables in a manner that
deviates from proportionality. the behaviour of a nonlinear system is described
in mathematics by a nonlinear system of equations, which is a set of
simultaneous equations in which the unknowns appear as variables of
a polynomial of degree higher than one or in the argument of a function which
is not a polynomial of degree one.

As nonlinear dynamical equations are difficult to solve we will be discussing

how phase plane analysis simplifies the method to analyse a system. Earlier we
dealt with linear systems like the harmonic oscillator (the phase plane analysis
seemed effective even though the equations were easy to solve, so it is evident
how effective the phase analysis would be in the case of non-linear systems).
We will be dealing with the Duffing oscillator in the non-linear systems.

3.1| Duffing Oscillator

The Duffing Equation is an externally forced and damped oscillator equation

that exhibits a range of interesting dynamic behaviour in its solutions. While,
for many parameter values, the solutions of the system represent a mass-spring
system whose response to displacement from equilibrium is characterized by a
restoring force exhibiting both linear and cubic features, the system’s solutions
readily transition to chaotic behaviour. Here we consider an intermediate
situation where the dynamics is described by a single ordinary differential
equation, called the Duffing equation. In order to get chaos in such a simple
system, we will need to add both a driving force and friction.

The duffing oscillator is characterized by the duffing equation given by

̈ ̇ ( )

This is a second order non-linear oscillator equation with constant coefficients.

14
 The ( ) term is responsible for the periodic external force, where is
the strength of the force and the frequency of forcing
 The classical restoring force can be seen from the term , which obeys
Hooke’s law, while the term represents the cubic restoring force that
controls the non-linear response of the system
 The term ̈ is the acceleration of the system
 The term ̇ represents the linear damping in the system

Now, to analyse the solution of the equation lets convert the non-linear
equations into a system of first order differential equations as,

̇ ( )

With the above information we can plot the phase plane of the system and thus
analyse it.

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3.1.1| Phase Portrait: Duffing Oscillator

Consider the duffing equation, ̈ (taking ).

In this case the damping as well as the restoring force is absent and the phase
portrait of the system is shown below.

Figure 3.0

From the phase-plane solution, we see that the parametric curve does in fact
orbit the set of equilibrium solutions. The equilibrium (0,0) seems to be unstable
while the other equilibria (±1, 0) appear to be centres. This system is non-
chaotic in nature.

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4| Inference
4.1| Transition To Chaos

We saw in the special case of the Duffing Equation (above) that the phase-space
solutions conserved energy and resulted in solution curves that followed a
single, exact trajectory without deviation. To eliminate conservation of energy
(and to allow the potential for chaotic behaviour in the Duffing system) two
additional terms must be included in the system. A term, ̇ must be included to
allow damping in the system and a term, ( ) must be included to allow
external forcing of the system.

As mentioned earlier, in the duffing

equation represents the strength of the
external driving force of the non-linear
system. Even slight increase in the
driving force has a drastic impact on the
dynamics of the system. Thus increasing
the driving force changes the system
from deterministic dynamics to chaotic
dynamics.

Let’s plot the phase trajectory of the

Figure 3.1
duffing oscillator by changing and fixing
the other constants.

 At and at timespan

The solution appears to show a very

strange and rather an unpredictable
behaviour. But a closer examination
shows us that at the end of the plot the
solution reaches a single orbit.

Figure 3.2

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 At and at timespan

The solution almost show similar

behaviour as in the previous case,
however at the end the solution
approaches a single curve composed
of two nested orbits and this
demonstrate period doubling.

Figure 3.3

 At and timespan [0,3000]

The initial behaviour is just as
unpredictable as the last two cases,
but finally the solution settled down
to a single nested orbit revealing
bifurcation in the system. The final
parameter values reveal that the
system has transitioned from the
phase space where bifurcation occurs
into a region of chaos. Thus as the
magnitude of external force

Figure 3.4
is increasing the system starts
transiting to chaotic dynamics,
and is seen when is about 0.35.

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4.2| Conclusion

The phase planes of both linear and non-linear dynamical systems were
analysed and the behaviour of solution was inferred. In the case of linear
systems, even though the systems were easy to solve analytically the phase
plane provided an insight about the behaviour of the solutions. The method is
most applicable in the case of non-linear system of equations and in our project
we considered the Duffing oscillator, which is a forced as well as a damped
oscillator. Given the difficulty in solving non-linear equations, a graphical
analysis of the system seemed to be effective. The phase plane analysis of the
non-linear Duffing oscillator revealed some intresting dynamics. The transition
of the system from deterministic to chaotic behaviour was observed and using
matlab the phase portraits for the system for different parameter values were
observed. Thus in the case of the non-linear system the phase plane analysis
seemed to be effective than the conventional analytical methods. This report
investigated the Duffing Equation for a range of parameter values. We found,
due to energy conservation, that the Duffing Equation is unable to exhibit chaos
when the oscillator is undamped and unforced (that is, ). To allow for
chaos, energy conservation is eliminated by including both a damping and an
external forcing term. Then we see, as the magnitude of external forcing is
increased, the system moves through a region of period-doubling bifurcations
and then transitions to a chaotic regime. The transition to chaos appears to occur
between . and .

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5|Appendix
5.1| Appendix 1
Conversion of the undamped harmonic oscillator equation to a System of
ODEs:

Let ̇ , and ̈ ̇

Since, ̈

5.2|Appendix 2
Conversion of the damped harmonic oscillator equation to a System of ODEs:

Let ̇ , and ̈ ̇

We know, ̈ ̇

̇ ̇

5.3|Appendix 3
Conversion of the non-linear Duffing oscillator equation to a System of ODEs:

Let ̇ and ̈ ̇,

We know, ̈ ̇ ( )

̇ ( )

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5.4|Appendix 4
Derivation for the energy of the harmonic oscillator system

̇ ---- (1)

̇ --- (2)
( )
( )

Rearranging and integrating,

(Multiplying both sides by m)

(taking C=E)

5.4|Appendix 4
5.4.1|Matlab Codes
 Phase portrait of undamped harmonic oscillator

function phase_portraits()
close all
clc
xinitial = [5;0];
tspan = [0 10];
[tout,stateout] = ode45(@Derivatives,tspan,xinitial);
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 %%%%% phase plot
figure()
xout = stateout(:,1);
xdotout = stateout(:,2);
plot(xout,xdotout)

function dstatedt = Derivatives(t,state)

x = state(1);
xdot = state(2);

k = 10;
m = 1;
c = 0;

xdbldot = -k/m*x -c/m*xdot;

dstatedt = [xdot;xdbldot];

 Phase portrait of damped harmonic oscillator

function phase_portraits()
close all
clc
xinitial = [5;0];
tspan = [0 10];
[tout,stateout] =
ode45(@Derivatives,tspan,xinitial);

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 %%%%%plotting w.r.t time
plot(tout,stateout)
%%%%% phase plot
figure()
xout = stateout(:,1);
xdotout = stateout(:,2);
plot(xout,xdotout)

function dstatedt = Derivatives(t,state)

x = state(1);
xdot = state(2);

k = 10;
m = 1;
c = 0;

xdbldot = -k/m*x -c/m*xdot;

dstatedt = [xdot;xdbldot];

 Phase portrait of Duffing oscillator

function duffing_oscillator

figure(1)
fid = fopen('double.dat','w');

amp=0.42; % control parameter

b=0.5;
alpha=-1.0d0;
beta=1.0d0;
w=1.0;
tspan = 0:0.1:500;
x10 = 0.5021; x20 = 0.17606;
y0 = [x10; x20];
op=odeset('abstol',1e-9,'reltol',1e-9);

23
[t,y] = ode45(@(t,x)
f(t,x,b,alpha,beta,amp,w),tspan,y0,op);
x1=y(:,1); x2=y(:,2);
plot(x1,x2);
function dy = f(t,y,b,alpha,beta,amp,w)
x1 = y(1); x2 = y(2);
dx1=x2;
dx2=-b*x2-alpha*x1-beta*x1^3+amp*sin(w*t);
dy = [dx1; dx2];

24
 Reference

 Strogatz, Steven H. (Steven Henry) author. Nonlinear Dynamics

and Chaos: with Applications to Physics, Biology, Chemistry, and
Engineering. Boulder, CO :Westview Press, a member of the
Perseus Books Group, 2015
 Dichter, Mitchal. Author. Student Solutions Manual for
Nonlinear Dynamics and Chaos, 2nd edition

Websites

 https://ocw.mit.edu/courses/mathematics/18-03-differential-
equations-spring-
2010/readings/supp_notes/MIT18_03S10_chapter_26.pdf
 https://www.ndsu.edu/pubweb/~novozhil/Teaching/266%20D
ata/lecture_23.pdf
 https://tutorial.math.lamar.edu/classes/de/phaseplane.aspx
 https://myweb.ntut.edu.tw/~jcjeng/Phase%20plane%20analysi
s.pdf
 http://howellkb.uah.edu/DEtext/Additional_Chapters/Part6/N
onLinSys1.pdf
 https://www.hindawi.com/journals/aav/2014/465489/
 https://demonstrations.wolfram.com/PhasePlaneTrajectoriesO
fTheUnforcedDuffingOscillator/

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