Phase plane analysis of nonlinear

systems

Dr. Muhammad Abid

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Phase portraits
Trajectory is the plot of in plane for a given
initial condition

𝑥˙ 2 = 𝑓 2 (𝑥1 , 𝑥 2 )
plane is called state plane or phase plane.
Graphical method for analysis
of 2nd order systems
Qualitative behavior of systems Phase portrait is plot of trajectories in phase
Can handle hard nonlinearities plane for various initial conditions
Limited to 2nd order systems

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Phase portrait of a simple system
Spring
Mass-spring system
Mass
𝑥˙ 2 = 𝑓 2 (𝑥1 , 𝑥 2 )
𝑥+
¨ 𝑥=0 Let and , then

2
𝑥˙ 1=𝑥 2
1
𝜆2 +1=0 ⇒ 𝜆= ± 𝑗
x2

0 𝑥 ( 𝑡 ) =𝑐 1 cos 𝑡 +𝑐 2 sin 𝑡

-1
𝑥 ( 0 )=𝑥 0 , 𝑥 ( 𝑡 ) =𝑥0 cos𝑡
-2
-2 -1 0 1 2 𝑥2 + 𝑥
˙ 2= 𝑥 20
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Phase portraits for linear systems
2

Qualitative behavior can be 0

-1

described by eigenvalues of -2
0 2 4 6

the system matrix

1

0.5

-0.5
0 2 4 6

0.5

-0.5
0 1 2 3
1

0.5

-0.5
0 2 4 6
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Phase portraits for linear systems
Qualitative behavior can be
described by eigenvalues of
the system matrix
Qualitative behavior by
𝑥˙ 2 =𝑐 𝑥 1+ 𝑑 𝑥 2
phase portraits
𝑏 𝑥˙ 2 =𝑏𝑐 𝑥 1+𝑏𝑑 𝑥 2
𝑥+𝛼
¨ 𝑥+
˙ 𝛽 𝑥=0 𝑥¨ 1=𝑎 𝑥˙ 1+𝑏 𝑥˙ 2 ¿ 𝑏𝑐 𝑥 1+ 𝑑 ( 𝑥˙ 1 − 𝑎 𝑥 1)

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Phase portraits for linear systems
Qualitative behavior can be
described by eigenvalues of
the system matrix
Qualitative behavior by
phase portraits
1. are real and have same sign
𝑥+𝛼
¨ 𝑥+
˙ 𝛽 𝑥=0
2. are real and have opposite sign
𝜆2 +𝛼𝜆+ 𝛽=0 3. are complex conjugate with non-zero
𝜆1 𝑡 𝜆2 𝑡
real part
𝑥 ( 𝑡 ) =𝑘1 𝑒 +𝑘 2 𝑒 𝑓𝑜𝑟 𝜆1 ≠ 𝜆2
4. are complex conjugate with zero real
𝑥 ( 𝑡 ) =𝑘1 𝑒
𝜆1 𝑡
+𝑘 2 𝑡𝑒
𝜆1 𝑡
𝑓𝑜𝑟 𝜆1= 𝜆2 part
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1. are real and have same sign
2. are real and have opposite sign Stable focus

3. are complex conjugate with non-zero

real part
4. are complex conjugate with zero real
part Unstable focus

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1. are real and have same sign
2. are real and have opposite sign Stable focus

3. are complex conjugate with non-zero

real part
4. are complex conjugate with zero real
part Unstable focus

Stable node

8 Unstable node
1. are real and have same sign
2. are real and have opposite sign Stable focus

3. are complex conjugate with non-zero

real part
4. are complex conjugate with zero real
part Unstable focus

Stable node
Centre

9 Unstable node
1. are real and have same sign
2. are real and have opposite sign Stable focus

3. are complex conjugate with non-zero

real part
4. are complex conjugate with zero real
part 𝜆1 𝑡 𝜆2 𝑡
Unstable focus
𝑥 ( 𝑡 ) =𝑘 1 𝑒 +𝑘 2 𝑒 𝑓𝑜𝑟 𝜆1 ≠ 𝜆2

Stable node
Centre

10 Saddle Unstable node

Phase portraits for nonlinear systems
Example: Pendulum

𝑥˙ 1=𝑥 2
𝑥
˙ 1= 𝑥 2
𝑥2 =0
( 0,0 ) , ( ± 𝜋 , 0 ) , ( ± 2 𝜋 , 0 ) , ⋯

Stable focus Saddle

Phase portraits for nonlinear systems
Tunnel Diode Circuit

𝑥˙ 1=1/𝐶 [ − h ( 𝑥1 ) +𝑥 2]

𝑥˙ 1=0.5 [ −h ( 𝑥 1 )+𝑥 2 ]

0=0.5 [ − h ( 𝑥1 ) + 𝑥 2]
( 0.063,0 .758 ) , ( 0.285,0 .61 ) , ( 0.884 , 0.21 )

Stable node Saddle

Phase portraits for nonlinear systems
Van der Pol Equation: Limit Cycle

𝑥
˙ 1= 𝑥 2
Limit cycles are different from center
Stable and unstable limit cycle

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Constructing phase portraits

Computer generated Several different computer programs are available to

construct phase portraits
Analytical method
pplane8.m, Simulink XY plotter
Method of isoclines

• Simple differential equations

• Piecewise linear systems

• More computations are required

• Can handle all nonlinearities

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MATLAB to generate phase portraits
Generate phase portraits of the following systems

𝑥
˙ 1= 𝑥 2

𝑥
˙ 1= 𝑥 2

Home Work: Use MATLAB to generate phase portraits for

systems in Exercise problem 2.3 in book by Hassan Khalil

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Analytical Methods to Construct Phase portraits
Approach 1
𝑥+
¨ 𝑥=0 𝑥 ( 0 )=𝑥 0 , 𝑥 ( 𝑡 ) =𝑥0 cos𝑡
𝑥˙ 2 = 𝑓 2 (𝑥1 , 𝑥 2 ) 𝑥2 + 𝑥
˙ 2= 𝑥 20
 Solve to get and
 Elliminate to get a relation 𝑥+
¨ 𝑥=0 𝑑 𝑥2 − 𝑥1
between and =
𝑑 𝑥1 𝑥2
Let and , then
 Approach 2 𝑥2 𝑑 𝑥 2=− 𝑥1 𝑑 𝑥 1
 Eliminate time variable by
noting that
𝑥˙ 1=𝑥 2 𝑥2 (𝑡) 𝑥1 (𝑡 )

∫ 𝑥2 𝑑 𝑥 2=− ∫ 𝑥1 𝑑 𝑥1
𝑥 2 (0 ) 𝑥 1 (0)

 Solve for relation between 𝑥 22 𝑥21 𝑥 21 (0)

=− +
and 𝑥21 + 𝑥 22= 𝑥 20 2 2 2
Analytical Methods to Construct Phase portraits
Example: Satellite control using ON-OFF thrusters
¨
𝜃=𝑢 𝑥˙ 1=𝑥 2 𝑥˙ 1=𝑥 2
{
𝑢= − 𝑈 𝜃 > 0
𝑈 𝜃 <0 𝑥1 =
1 2
𝑥 +𝑐
2𝑈 2 2
˙
𝑥1 ≜ 𝜃 , 𝑥 2 ≜ 𝜃

𝑥˙ 1=𝑥 2
𝑥 22 𝑥2 ( 0 )
− =−𝑈 𝑥 1+ 𝑈 𝑥1 ( 0)
2 2

1 2
𝑥1=− 𝑥 +𝑐
2𝑈 2 1
Method of Isoclines to construct phase portraits

𝑥˙ 2 = 𝑓 2 (𝑥1 , 𝑥 2 )
1. Obtain a field of directions of
Slope of the tangent to a trajectory at a point in tangents to trajectories
phase plane
2. Phase plane trajectories from field
directions

Isocline is locus of the points with a given tangent slope

Method of Isoclines to construct phase portraits
Example 𝑥2

𝑥+
¨ 𝑥=0

𝑥˙ 1=𝑥 2 (direction of Slope of isocline

tangent to a line
trajectory) 𝑥1
0 infinity
1 - 1 (- 45o)
1 -1 1
𝑥2 =− 𝑥 1
𝛼 Infinity 0

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