Lecture 11: Two-dimensional ows in phase space

In two or more dimensions, trajectories have more room to manoeuvre, and hence a wider range of behaviour is possible. 11.1 Linear systems A two-dimensional linear system has the form: x = ax + by, y = cx + dy, where a, b, c, d are parameters. Equivalently: = Ax x where (11.2) (11.1)

or

A=

2 0

x=

x v

At each (x, v ), we obtain a vector (x, v ) = (v, 2x), analogous to a uid velocity for a uid ow in the phase plane. Phase portrait:
v

Here: A= a b c d , x= x y . (x,y) = (0,0) is a xed point. Trajectories form closed orbits about (0, 0) oscillations. Note 2 x2 + v 2 is constant along each trajectory this is simply the energy. b. Uncoupled linear equations a. Simple harmonic oscillator x = v, v = 2 x, x y = 0 0 1 x y .

Solutions can be visualised as trajectories moving around the (x, y ) plane, or in phase space. This is best illustrated by examples:

(NB: with = 1, this reduces to the equations for particle locations in the straining ow, Problem Set 1, Question 2.)

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FFC 11-2

Solution:

x y

x0 et y0 et

11.2 Classication of general linear systems Consider a general 2 2 matrix A such that = Ax. x To solve, try: x(t) = vet where v is a constant vector

Phase portraits:

x
(a) < 1 ( b) = 1 ( c) 1 < < 0

vet = Avet Av = v. Hence, if we solve for the eigenvectors, v, and eigenvalues, , of A, we obtain two independent solutions from which the general solution can be written as a weighted sum, x = c1 v1e1 t + c2 v2 e2 t .

(d) = 0

(e) > 0

A has eigenvalues: 1,2 =

x = 0 is an attracting xed point in (a) - (c) since x(t) x as t . x = 0 is called Lyapunov Stable in (a) - (d) since all trajectories that start suciently close to x remain close to it for all time. The xs in (d) are Lyapunov stable but not attracting: they are neutrally stable a line of xed points. If a xed point is both Lyapunov stable and attracting we call it stable, or sometimes asymptotically stable. x = 0 is unstable in (e) because it is neither attracting nor Lyapunov stable.
FFC 11-3

2 4 2 where = tr(A) = a + d, = |A| = ad bc. Alternatively, you can solve |A i I| = 0. Example: 1 = 2, x y 1 1 x y

(11.3)

(11.4)

= 1 1

4 2

. v2 = 1 4 .

solution grows

v1 =

2 = 3,

solution decays

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i s imaginary the xed point is a centre; perturbations rotate about the xed point without growing or decaying. (cf. vorticity)

x
i s complex xed point is a unstable/stable spiral; perturbations both rotate and grow/decay. (cf. both vorticity and divergence) Note that the eigenfunctions give the orientations of the straight line segments passing through the xed point. General possibilities: i s negative the xed point is stable and an attractor; all perturbations decay. (cf. convergent uid ow) i s positive the xed point is unstable and a repeller; all perturbations grow. (cf. divergent uid ow) i s both positive and negative the xed point is a saddle point; some perturbations decay, others grow. (cf. straining uid ow problem set 1, Q2)
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non-isolated xed points saddle points unstable spirals centres

1 = 2 star node or degenerate node.

Regime diagram:

unstable nodes

2 4 = 0

stable spirals

stable nodes stars, degenerate nodes

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11.3 Nonlinear systems Now consider a nonlinear two-dimensional system: = f ( x) , x where f is a nonlinear operator. Infer stability of xed points by solving for small perturbations: i = x or x = J x + O( x2 ), (11.6) fi xj + O ( x2 ), xj (11.5)

11.4 Simple pendulum a. Conservative pendulum Consider a simple, nondimensional pendulum: + sin = 0, which can be broken down into: = , = sin .

= Setting = 0, the xed points are at = 0, = n (n = 0, 1, ... ). Dening: x= , f ( x) = 0 1 sin J= 0 1

where J is the Jacobian matrix, Jij = fi/ xj . This is just a Taylor expansion about the xed point. If x is aligned with one of the eigenfunctions of J such that Jei = i ei , then the eigenvalue i indicates whether the anomaly grows or decays: x = i x + O( x2 ). The eigenvalues of J are found by solving: |J i I| = 0. This is best illustrated through an example. (11.7)

cos 0

|J I| =

cos 0

= 2 + cos = 0

at the xed points, = i (n even),

= 1 (n odd).

These correspond to centres (n even; pendulum at the lowest possible point) and saddle points (n odd; pendulum at the highest possible point).

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b. Damped pendulum Now consider the addition of linear damping: = , = sin r .

11.5 Continuity equation for ows in phase space In problem set 1, we derived a form of the continuity equation for a compressible uid: D V = V u, Dt where V 1 is the volume of a uid parcel. Precisely the same derivation can be applied to the change of volume of elements moving in phase space: = + r + cos = 0. r 2
2

The xed points are unchanged from the undamped case. However, the stability properties of the even xed points are modied: |J I| = 0 1

cos r

D V = V Dt

i=1

x i , xi

(11.8)

At the xed points, i assuming weak damping, r 1.

(n even),

1 (n odd),

where xi (i = 1, ..., n) are the phase space variables, x i are the phase space velocities, and D = Dt
n

Thus, the even xed points are now stable attractors (decaying orbits) whereas the odd xed points remain as unstable saddle points. All trajectories eventually end up at one of the attractors:

x i
i=1

xi

is the Lagrangian derivative in phase space ( / t = 0 by assumption). The above holds for a dynamical system of any dimension. a. Liouvilles theorem A non-dissipative system (e.g., an undamped pendulum) is described by

Hamiltonian dynamics: p i = H , qi q i = H , pi (11.9)

where the phase space variables, xi, are the momentum and position variables, pi and qi , and H (pi, qi, t) is the Hamiltonian.

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From the denition of a Hamiltonian system, (11.9), it follows that the phase space velocities are non-divergent:
n

This is an incredibly powerful result! It immediately follows that all trajectories for the damped pendulum are drawn towards an attractor. In the case of the damped pendulum, this will be one of the stable xed points. More generally, the attractor could be a limit cycle or a strange attractor, as we shall discover over the next three lectures.

i=1

i p i q + p i qi

=0

(11.10)

(cf. incompressible uid ow). Substituting into (11.8), we obtain: D V = 0. Dt (11.11)

(11.10) and (11.11) are equivalent statements of Liouvilles theorem for a non-dissipative Hamiltonian system. Because the volume is conserved by elements moving in phase space, a Hamiltonian system can never converge on an attractor. This is related to conservation of energy in a time-invariant Hamiltonian system. An example is the pendulum, for which + = 0. b. Dissipative systems and attractors Now consider a dissipative system such as the damped pendulum, for which + = r,

i.e, the volume of any elements moving in phase space must decay exponentially: V = V0 ert .
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