9.

3-4: Phase Plane Portraits

Classication of 2d Systems: b : T = a + d, D = ad bc, p() = 2 T + D x = Ax, A = a cd Case A: T 2 4D > 0 real distinct eigenvalues 1,2 = (T T 2 4D )/2
General Solution: (v1 , v2: eigenvectors)
H v
y

2+

2v

H1+ 2v v
1 1
x

v1
x

v2 2v v1

v2 2v H
2 2

H1
2 t

x(t) = c1e v1 + c2 e v2 L1,2 : Full lines generated by v1,2

Half line trajectories: if c2 = 0 x(t) = c1 e1tv1 trajectory is half line H1+ = {x = v1 | > 0} if c1 > 0 H1 = {x = v1 | < 0} if c1 < 0 Same for H2 if c1 = 0, c2 > 0 or < 0 The 4 half line trajectories separate 4 regions of R2

1 t

Phase portrait: Sketch trajectories. Indicate direction of motion by arrows pointing in the direction of increasing t Direction of Motion on Half Line Trajectories: If 1 > 0 then x(t) = c1 e1tv1 moves out to for t (outwards arrow on H1+ ) approaches 0 for t If 1 < 0 then x(t) = c1 e1tv1 approaches 0 for t (inwards arrow on H1+ ) moves out to for t
1

Subcases of Case A Saddle 1 > 0 > 2

Half line trajectories
L2
y

Nodal source 1 > 2 > 0

Half line trajectories
L2
y

Nodal sink 1 < 2 < 0

Half line trajectories
L2
y

fast
x

fast
x x

slow
L
1

slow

Generic Trajectories
y

Generic Trajectories
L2
y

Generic Trajectories
L
2
y

L
x

L1

L1

Generic trajectory in each region approaches L1 for t L2 for t

: fast escape to Generic trajectory is parallel to L1 for t tangent to L2 for t

: fast approach to 0 Generic trajectory is parallel to L1 for t tangent to L2 for t

2

Phase Portraits and Time Plots for Cases A (pplane6) Nodal Sink Nodal Source Saddle
Ex.: A = 1 4 2 1 Ex.: A = 3 1 1 3 Ex.: A = 3 1 1 3

1 = 3 v1 = [2, 1]T 2 = 3 v2 = [1, 1]T

x=x+4y, y=2xy
5

1 = 4 v1 = [1, 1]T 2 = 2 v2 = [1, 1]T

x=3x+y, y=x+3y
5

1 = 4 v1 = [1, 1]T 2 = 2 v2 = [1, 1]T

x=3xy, y=x3y
5

y
5 0 5

5 5

5 5 0 5

Time Plots for thick trajectory

30 20 10

Time Plots for thick trajectory

20

Time Plots for thick trajectory

20

x
y x and y

x y
x and y

x y

15

15

x and y

10

10

10 20 30 0.5 0 0.5 1 5 5

0 2.5 2 1.5 1 0.5 0

0 0 0.5 1 1.5 2 2.5

Case B: T 2 4D < 0 = + i ; = T /2, =

4D T 2/2

complex eigenvector v = u + iw complex no half line solutions General Solution: x(t) = et[c1 (u cos t w sin t) + c2(u sin t + w cos t)]

Subcases of Case B Center: = 0

x(t) periodic trajectories are closed curves
y

Spiral Source: > 0

growing oscillations trajectories are outgoing spirals
y

Spiral Sink: < 0

decaying oscillations trajectories are ingoing spirals
y

x x

Direction of Rotation: At x = [1, 0]T : y = c. If

c > 0 counterclockwise c<0 clockwise

Borderline Case: Center ( = 0) is border between spiral source ( > 0) and spiral sink ( < 0).
4

Phase Portraits and Time Plots for Cases B (pplane6) Center Spiral Source Spiral Sink
Ex.: A = 4 10 2 4 2+i 1 Ex.: A = 0.2 1 1 0.2 1 i Ex.: A = 0.2 1 1 0.2 1 i

= 2i v =

= 0.2 + i v =
x=0.2x+y, y=x+0.2y
1

= 0.2 + i v =
x=0.2x+y, y=x0.2y
1

x=4x10y, y=2x4y
2 0.5

0.5

0.5

0.5

2 1 5 0 5 1 0.5 0 0.5 1 1 1 0.5 0 0.5 1

Time Plots for thick trajectory

5 4 3 2

Time Plots for thick trajectory

Time Plots for thick trajectory

3 2 1

x y
x and y

3 2 1 0 1

x y
x and y

x and y

1 0 1 2 3 4 5 5 0 5

0 1 2 3

2 20 15 10 5 0 5

4 5 0 5 10 15 20

Degenerate Node: Borderline Case Spiral/Node Assume T 2 4D = 0 single eigenvalue = T /2 Assume generic case: (A I ) = 0 single eigenvector v Let (A I )w = v General solution:

x(t) = c1etv + c2et(w + tv)

only two half line solutions on straight line generated by v Degenerate Nodal Source: T >0
borderline case
y

Degenerate Nodal Sink: T <0

borderline case
y

nodal source spiral source

nodal sink spiral sink

SaddleNode: Borderline Case Node/Saddle Assume D = 0, T = 0 eigenvalues 1 = 0, 2 = T Let v1, v2 be the eigenvectors General solution:

x(t) = c1v1 + c2e2 tv2

line of equilibrium points generated by v1 innitely many half line solutions on straight lines parallel to line generated by v2 Unstable SaddleNode: T >0
borderline case
y

Stable SaddleNode: T <0

borderline case
y

nodal source saddle

nodal sink saddle

2>0

2<0

1=0

1=0

9.4: The (T, D)Plane: = T/2 T 2 4D/2 Five Generic Cases: D=T2/4 D if D < 0 saddle degenerate degenerate nodal source nodal sink if D > 0 and spiral spiral T >0 source source sink T <0 sink center nodal nodal T 2 > 4D node source sink 2 T < 4D spiral T Borderline Cases: unstable saddle stable saddlenode saddlenode if T = 0 and D > 0 center 8 5 if D = 0, T = 0 saddle-node Ex.: A = D = 6 10 7 if T > 0 unstable saddle if T < 0 stable D = 2, T = 3 2 0 Ex.: A = 1 1 T 2 4D = 1 if T 2 = 4D, A = (T /2)I , and nodal sink T > 0 d. nodal source 10 25 D = 25 T < 0 d. nodal sink Ex.: A =
5 10 T =0 Other Special Case: A = I , = 0 center only half line solutions from origin c = 5 > 0 counterclockwise unstable >0 direction of rotation Name: star if 8 stable <0

Typical Homework and Exam Problems

a b , classify the type of phase portrait. c d In the case of centers and spirals you may also be asked to determine the direction of rotation. 1. Given a matrix A = 2. Given a matrix A = a b , sketch the phase portrait. c d The sketch should show all special trajectories and a few generic trajectories. At each trajectory the direction of motion should be indicated by an arrow. In the case of centers, sketch a few closed trajectories with the right direction of rotation. For spirals, one generic trajectory is sucient. In the case of saddles or nodes, the sketch should include all half line trajectories and a generic trajectory in each of the four regions separated by the half line trajectories. The half line trajectories should be sketched correctly, that is, you have to compute eigenvalues as well as eigenvectors. In the case of nodes you should also distinguish between fast (double arrow) and slow (single arrow) motions (see p.2). 3. Given A, nd the general solution (or a solution to an IVP), classify the phase portrait, and sketch the phase portrait.
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