6PAM1030

Nonlinear Systems

Dr Raj Tiwari
Slides and notes borrowed from
Dr S. Kane and Dr Jim Collett

First-Order Autonomous Differential Equations

Introduction
p.r.tiwari@herts.ac.uk
First-Order Autonomous Systems
Outline

The lecture will investigate the following

• What is an autonomous system

• Fixed Points

• Phase space, Phase curves & trajectories

• Phase portraits & Open Invariant Sets

First-Order Autonomous Systems
Definition

A first-order autonomous dynamical system is described by the differential equation

= f (x )
dx
dt
The given function f(x) is known as the velocity function

The independent variable, t, does not explicitly appear in the velocity function.
This the defining property of an autonomous system.

The future evolution of the system only depends

on the present value of the dependent variable x
First-Order Autonomous Systems
Class Exercise 1

State which of the following first-order equations are autonomous:

= ( x − 1)( x − 2 )
dx
1)
dt J Autonomous

dx
2)
dt
= sin( x ) + x 2.3 J Autonomous

dx
3)
dt
= x sin(t ) L Non-autonomous
First-Order Autonomous Systems
Class Exercise 2

A lot can be learned about the behavior of an autonomous differential equation by just
investigating the nature of the velocity function.

Consider the differential equation:

dx
= x2
dt
Without explicitly solving the differential equation determine what happens to x(t) as t increases?
First-Order Autonomous Systems
Class Exercise 2 - Solution

For this example the velocity function is :

f ( x) = x2
which is a monotonic increasing function and always positive.

Since the velocity function is always positive

dx
f ( x) = x  0 
2
0
dt
And hence x(t) increases as t increases.

i.e. without solving the differential equation we know that x(t) is an increasing function of t.
First-Order Autonomous Systems
Class Exercise 2 – Solution - Check

Using separation of variables the first-order differential equation may be solved to give
−1
x (t ) =
c+t

So the analysis of the velocity

function gives the same
qualitative information as
solving the differential equation
First-Order Autonomous Systems
Fixed Point

A point 𝑥 ∗ ∈ ℝ is a fixed point of the autonomous first-order differential equation

= f (x )
dx
dt
If and only if
f (x* )  0
If a system is at a fixed point then it will stay there forever as at the fixed point

dx
=0
dt
First-Order Autonomous Systems
Class Exercise 3

Determine the all the fixed points of the following autonomous first-order differential equations
dx
1) = ( x − 2)( x + 3) 𝑥 = −3, +2
dt

dx
2) = e3 x + 1 No fixed points
dt
3) dx
= sin(x ), 𝑥∈ℤ
dt
So a nonlinear system can have either none, a finite number or a infinite number of
fixed points.
First-Order Autonomous Systems
Phase Space

The phase space, G, is defined as the set of all admissible values of x

Examples

1) If x denotes a population density then 𝑥 ∈ ℝ+

(population can never be negative but could be zero)

2) If 𝑓 𝑥 = 𝑔(𝑥) then Γ = 𝑥; 𝑔 𝑥 ≥ 0

3) If 𝑓 𝑥 = sin(1Τ𝑥) then Γ ∈ ℝ\ 0
First-Order Autonomous Systems
Phase Curve (Orbit)

The set of values 𝑥 𝑡 ; 𝑡 ∈ ℝ where 𝑥 𝑡 is the solution of

= f (x )
dx
dt
with initial condition 𝑥 𝑡0 = 𝑥0 is called the phase curve or orbit through 𝑥0

The collection of possible phase

curves is known as the Phase Flow of
the dynamical system
First-Order Autonomous Systems
Trajectory (Solution Curve)

The set of points (t, 𝑥 𝑡 ) where 𝑥 𝑡 satisfies

= f (x )
dx
dt
with initial condition 𝑥 𝑡0 = 𝑥0 is called the trajectory or solution curve through 𝑡0 , 𝑥0 .
First-Order Autonomous Systems
Phase Portrait

A graphical representation of the Phase Space including a graph of the Phase Flow and Velocity
information is known as the Phase Portrait

The behavior of Nonlinear (Dynamical) systems and hence the corresponding phase portrait is
determined by the Fixed Points and Open Invariant Sets of the system.
First-Order Autonomous Systems
Open Invariant Sets

Consider the autonomous nonlinear (dynamical) system

= f ( x ), x (0) = x0
dx
dt
with phase space Γ.

Then a set of values, 𝑆 ⊆ Γ, is called an open invariant set of the autonomous nonlinear
system if for all 𝑥0 ∈ 𝑆 and for all 𝑡 ≥ 0, 𝑥 𝑡 ∈ 𝑆.
First-Order Autonomous Systems
Exercise 3

Consider the autonomous nonlinear first-order differential equation

= ( x − 1)( x − 2 )( x − 3)
dx
dt
a) Determine the fixed points of the system
b) Construct the Phase portrait
c) State the open invariant sets and describe what happens to the phase curves in each set as t
increase in value
First-Order Autonomous Systems
Exercise 3 - Solution

Open Invariant Sets

S1 = (− ,1)
S2 = (1,2 )
𝑆1 𝑆3 𝑆4

𝑆2 S3 = (2,3)
S4 = (3,+ )

Details of construction
given during lecture
First-Order Autonomous Systems
Exercise 3 – Interpretation of Open Invariant Sets

𝑆1 = −∞, 1
In this range f(x) is negative and hence x(t) moves away from the fixed point at x=1 as t
increases

𝑆2 = 1,2
In this range f(x) is positive and hence x(t) moves towards the fixed point at x=2 as t increases.

𝑆3 = 2,3
In this range f(x) is negative and hence x(t) decreases towards the fixed point at x=2 as t
increases

𝑆4 = 3, +∞
In this range f(x) is positive and hence x(t) moves away from the fixed point at x=3 as t
increases.
First-Order Autonomous Systems
Exercise 3 – Interpretation of Open Invariant Sets

So depending on which open invariant set 𝑥 𝑡0 = 𝑥0 lies determines the behavior of the phase
curve x(t) and obviously the trajectory (t,x(t))

• For example if 𝑥0 lies in 𝑆2 then as 𝑡 → ∞, 𝑥(𝑡) → 2

• But if 𝑥0 lies in 𝑆4 then 𝑥(𝑡) will become unbounded as 𝑡 → ∞

So a lot of qualitative information maybe obtained about the solution graphically without actually
having to solve the differential equation.

You can confirm the above by explicitly solving the differential equation …
First-Order Autonomous Systems
Types of Fixed Points

From the previous example we identified two types of fixed point, attracting or repelling.

• For an attracting fixed point the phase curves, x(t), moves towards the fixed point on either
side

• For a repelling fixed point the phase curves, x(t), move away from the fixed point on either
side

A third situation could occur i.e. another type of fixed point

First-Order Autonomous Systems
Types of Fixed Points

Consider the velocity function

f ( x ) = ( x − 1)
2
First-Order Autonomous Systems
Types of Fixed Points

• Notice for this example the velocity function has a repeated root at the fixed point and hence
the velocity function is tangential to the horizontal axis.

• To either side of the fixed point 𝑓(𝑥) > 0 and so on one side we have attraction and the other
side repelling.

• Such a fixed point is known as a Shunt

On a phase portrait a shunt is indicated by

or
First-Order Autonomous Systems
Exercise 4

Consider the autonomous nonlinear first-order differential equation

dx
= − x + x3
dt
a) Construct the phase portrait and associated invariant sets.
b) Determine the solution of the system in the two case
i) 𝑥 0 = 1/2
ii) 𝑥 0 = 3/2
Do your solutions agree with the qualitative information from the phase portrait?

c) In each case how long does it take for the solution to reach the fixed point or to become
unbounded?
First-Order Autonomous Systems
Exercise 4 - Solution

1 1
𝑥 0 = ⇒𝑥 𝑡 =
2 1+3𝑒 2𝑡

𝑥 𝑡 → 0 as 𝑡 → ∞

Takes an infinite time to reach the

fixed point

3 1
𝑥 0 = ⇒𝑥 𝑡 =
2 5
1−9𝑒 2𝑡

1 9
𝑥 𝑡 → ∞ as 𝑡 → ln
2 5

Takes a finite time to become

unbounded
First-Order Autonomous Systems
Summary

From this lecture you should have an understanding of

• What an autonomous system is

• Construction and interpretation of Phase portraits for 1D systems

• The qualitative information which can be obtained from phase portrait analysis
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