Qualitative behavior near equilibrium points

Linear systems
Eigenvalues of the system
Nonlinear systems
Phase portraits
Local behavior near • Limited to second order
equilibrium point systems

Linearization
Jacobian linearization
˙ 1= 𝑎11 ( 𝑥1 − 𝑝 1 )+ 𝑎12 ( 𝑥 2 − 𝑝 2 ) + 𝐻𝑂𝑇
𝑥
𝑥˙ 1= 𝑓 1 ( 𝑥 1 , 𝑥2 ) 0=𝑓 1 ( 𝑝1 ,𝑝2 ) ˙ 2 =𝑎 21 ( 𝑥1 − 𝑝 1 ) +𝑎 22 ( 𝑥 2 − 𝑝2 ) + 𝐻𝑂𝑇
𝑥

Let is the equilibrium point

𝑎 11 𝑎 12
0

𝑥˙ 1= 𝑓 1 ( 𝑝 1 ,𝑝 2 ) +
𝜕 𝑓 1 ( 𝑥1 , 𝑥 2 )
𝜕 𝑥1 |
𝑥=𝑝
( 𝑥1 −𝑝 1 ) + 𝜕 𝑥2 |
𝜕 𝑓 1( 𝑥1 , 𝑥2)
𝑥=𝑝
( 𝑥 2 − 𝑝 2 )+ 𝐻𝑂𝑇

0
𝑥˙ 2 = 𝑓 2 ( 𝑝1 , 𝑝 2) +
𝜕 𝑓 2( 𝑥1, 𝑥2)
𝜕 𝑥1 |
𝑥=𝑝
( 𝑥 1 − 𝑝1 ) +
𝜕 𝑓 22 ( 𝑥1 , 𝑥 2 )
𝜕 𝑥2 |
𝑥 =𝑝
( 𝑥 2 −𝑝 2 ) + 𝐻𝑂𝑇

𝑎 21 𝑎 22
 Jacobian linearization
˙ 1= 𝑎11 ( 𝑥1 − 𝑝 1 )+ 𝑎12 ( 𝑥 2 − 𝑝 2 ) + 𝐻𝑂𝑇
𝑥
𝑥˙ 1= 𝑓 1 ( 𝑥 1 , 𝑥2 ) ˙ 2 =𝑎 21 ( 𝑥1 − 𝑝 1 ) +𝑎 22 ( 𝑥 2 − 𝑝2 ) + 𝐻𝑂𝑇
𝑥

Define and
𝑧=
˙ 𝐴𝑧
𝑧˙ 1=𝑎11 𝑧 1 +𝑎 12 𝑧 2 + 𝐻𝑂𝑇

[ ]|
𝜕𝑓1 𝜕𝑓1
𝐴=
[ 𝑎1 1
𝑎 21
𝑎 12
𝑎 22 ]
=
𝜕 𝑥1
𝜕𝑓2
𝜕 𝑥2
𝜕𝑓2
=
𝜕𝑓
𝜕𝑥 |
𝑥=𝑝
𝑧˙ 2 =𝑎 21 𝑧 1 +𝑎 22 𝑧 2+ 𝐻𝑂𝑇

Sufficiently small neighborhood of equilibrium point,

𝜕 𝑥1 𝜕 𝑥2 𝑥 =𝑝
HOT are very small
Jacobian Matrix
evaluated at the Jacobian Matrix 𝑧˙ 1=𝑎11 𝑧 1 +𝑎 12 𝑧 2
equilibrium point
𝑧˙ 2 =𝑎 21 𝑧 1 +𝑎 22 𝑧 2
 Jacobian linearization
𝑥˙ 1= 𝑓 1 ( 𝑥 1 , 𝑥2 ) Trajectories of the nonlinear system in a small neighborhood
of equilibrium point are close to the trajectories of its
linearization about that point

𝑧=
˙ 𝐴𝑧
Origin of linearized state equations is a

[ ]|
𝜕𝑓1 𝜕𝑓1 • Stable (unstable) node,
• a stable (unstable) focus, or
𝐴=
[ 𝑎1 1
𝑎 21
𝑎 12
𝑎 22 ]
=
𝜕 𝑥1
𝜕𝑓2
𝜕 𝑥2
𝜕𝑓2
=
𝜕𝑓
𝜕𝑥 |
𝑥=𝑝
• a saddle point,
𝜕 𝑥1 𝜕 𝑥2 𝑥 =𝑝
In a small neighborhood of the equilibrium point, the
trajectories of the nonlinear system will behave like
Jacobian Matrix • Stable (unstable) node,
evaluated at the Jacobian Matrix • a stable (unstable) focus, or
equilibrium point • a saddle point,

If eigenvalues of are on imaginary axis, the qualitative behavior of nonlinear system can not be predicted
 Qualitative behavior near equilibrium points

[ ][
𝜕𝑓1 𝜕𝑓1
Tunnel Diode Circuit
]
0 .5 𝜕 h
𝜕𝑓 𝜕 𝑥1 𝜕 𝑥2 − 0.5
= = 𝜕 𝑥1
𝜕𝑥 𝜕𝑓2 𝜕𝑓 2

𝑥˙ 1=0.5 [ −h ( 𝑥 1 )+𝑥 2 ]
−0.2 − 0.3
𝜕 𝑥1 𝜕 𝑥2

𝜕h 2 3 4
=17.76 −207.58 𝑥 1+688.86 𝑥 1 − 905 𝑥1 + 418 𝑥1
𝜕 𝑥1
( 0.063,0 .758 ) , ( 0.285,0 .61 ) , ( 0.884 , 0.21 ) Stable node

𝐴 1=
𝜕𝑓
𝜕𝑥 | [
𝑥=𝑄1
= −3.59 0.5
−0.2 −0.3 ] 𝜆 ( 𝐴1 ) : − 3.57 , −0.33

Saddle

𝐴 2=
𝜕𝑓
𝜕𝑥 | [
𝑥=𝑄2
=
1 .82 0.5
− 0.2 − 0.3 ] 25

Stable node

2 3
h ( 𝑥1 ) =17.76 𝑥1 −103.79 𝑥 +229.62 𝑥 −226.31 𝑥 +83.72 𝑥
1 1
4
1
5
1
𝐴 2=
𝜕𝑓
𝜕𝑥 | [
𝑥=𝑄2
=
−1.427 0.5
− 0.2 − 0.3 ] 𝜆 ( 𝐴 3 ) : −1.33 , −0.4
Qualitative behavior near equilibrium points
Pendulum

𝑥
˙ 1= 𝑥 2 𝐴 1=
𝜕𝑓
𝜕𝑥 | [
𝑥=𝑄1
= 0 1
−10 −1 ]
𝜆 ( 𝐴 1 ) : − 0.5 ± 𝑗 3.12
( 0,0 ) , ( ± 𝜋 , 0 ) , ( ± 2 𝜋 , 0 ) , ⋯
Stable focus

[ ]
𝜕𝑓1 𝜕𝑓1
𝜕𝑓
𝜕𝑥
=
𝜕 𝑥1
𝜕𝑓2
𝜕 𝑥1
𝜕 𝑥2
𝜕𝑓 2
𝜕 𝑥2
=
[0
−10 cos 𝑥 1
1
]
−1
𝐴 2=
𝜕𝑓
𝜕𝑥 | [
𝑥=𝑄
= 0
2
1
10 −1 ]
𝜆 ( 𝐴 2 ) : −3.7 , 2.7

Saddle
 If eigenvalues of are on imaginary axis, the qualitative behavior of nonlinear system can not be predicted

Example
𝐴=
𝜕𝑓
𝜕𝑥 | [
𝑥=𝑥 𝑒𝑞
=
0 −1
1 0 ] 𝜆 ( 𝐴): ± 𝑗

Near equilibrium point behavior

of the nonlinear system can not be
predicted
𝑥𝑒𝑞 =( 0,0 )

[ ]
𝜕𝑓1 𝜕𝑓1
𝜕𝑓
𝜕𝑥
=
𝜕 𝑥1
𝜕𝑓2
𝜕 𝑥1
𝜕 𝑥2
𝜕𝑓 2
𝜕 𝑥2
=
[
𝜇 ( 3 𝑥 21+ 𝑥 22 )
1− 2 𝜇 𝑥1 𝑥 2
− 1− 2𝜇 𝑥 1 𝑥 2
𝜇 ( 𝑥 21 +3 𝑥 22) ]
𝜇< 0
𝜇> 0