M2A1: Double Taylor Series & the Jacobian Matrix

1 Double Taylor Series

Recall the single Taylor expansion of a function F(x) about a point x
0
. Let x x
0
= h,
then
F(x) = F(x
0
) + h
dF(x
0
)
dx
+
h
2
2!
d
2
F(x
0
)
dx
2
+ . . . (1)
where we are using the notation
1
dF(x
0
)
dx
=
dF
dx

x=x
0
d
2
F(x
0
)
dx
2
=
d
2
F
dx
2

x=x
0
. (2)
For the double Taylor expansion, consider the function F(x, y) which we desire to expand
about the point (x
0
, y
0
). Let
x x
0
= h and y y
0
= k. (3)
Lemma 1 The double Taylor Series expansion for F(x, y) about the point (x
0
, y
0
) is
F(x, y) = F(x
0
, y
0
) + h
F(x
0
, y
0
)
x
+ k
F(x
0
, y
0
)
y
+
1
2!

h
2

2
F(x
0
, y
0
)
x
2
+ 2hk

2
F(x
0
, y
0
)
xy
+ k
2

2
F(x
0
, y
0
)
y
2

+ . . . (4)
where we are using the notation
F(x
0
, y
0
)
x
=
F
x

x=x
0
,y=y
0

2
F(x
0
, y
0
)
x
2
=

2
F
x
2

x=x
0
,y=y
0
etc (5)
Proof: Consider the single Taylor expansion of F(x
0
+ h, y
0
+ k) in terms of h at xed
y
0
+ k
F(x
0
+ h, y
0
+ k) = F(x
0
, y
0
+ k) + h
F(x
0
, y
0
+ k)
x
+
h
2
2!

2
F(x
0
, y
0
+ k)
x
2
+ . . . (6)
Now we take the three terms on the RHS of (6) and perform on each of them a single
Taylor expansion about y
0
in k
F(x
0
, y
0
+ k) = F(x
0
, y
0
) + k
F(x
0
, y
0
)
y
+
k
2
2!

2
F(x
0
, y
0
)
y
2
+ . . . (7)
F
x
(x
0
, y
0
+ k) =
F(x
0
, y
0
)
x
+ k

2
F(x
0
, y
0
)
yx
+ . . . . (8)

2
F(x
0
, y
0
)
x
2
=

2
F(x
0
, y
0
)
x
2
+ . . . . (9)
Substituting these into (6) and displaying terms up to order h
2
, k
2
, hk, we obtain (4).
1
In the lectures, for shorthand, it is possible that I may also use
dF
dx

x=x
0
= F
x
0
.
1
2 The Jacobian Matrix
Now consider, as in the lectures, the pair of ODEs in the variables x(t) and y(t)
x = F(x, y) y = G(x, y). (10)
Critical (or equilibrium or xed) points (x
0
, y
0
) are found by solving F(x
0
, y
0
) = 0 &
G(x
0
, y
0
) = 0 simultaneously; there may be several solutions. To study the behaviour
near a particular point (x
0
, y
0
) we look at the linear part of F and G by using the double
Taylor expansion as in 1 above. We write h(t) = x(t) x
0
and k(t) = y(t) y
0
to get
x = F(x, y)

h = h
F(x
0
, y
0
)
x
+ k
F(x
0
, y
0
)
y
+ . . . (11)
y = G(x, y)

k = h
G(x
0
, y
0
)
x
+ k
G(x
0
, y
0
)
y
+ . . . (12)
It is valid to neglect higher order terms O(h
2
, k
2
, hk) in equations (11) and (12) provided
we remain close to the critical point (x
0
, y
0
). These can now be written in matrix form

X = AX (13)
where X(t) = (h, k)
T
. The matrix A
A =

F
x

(x
0
,y
0
)
F
y

(x
0
,y
0
)
G
x

(x
0
,y
0
)
G
y

(x
0
,y
0
)

(14)
is called the Jacobian matrix. Clearly, its eigenvalues are important. The general solution
of (13) is
X = a
1
e

1
t
+a
2
e

2
t
(15)
where
1,2
are the eigenvalues of A and a
1,2
are its eigenvectors
2
. Lets write
a
1
=

p
1
q
1

a
2
=

p
2
q
2

(16)
then we have
X = p
1
e

1
t
+ p
2
e

2
t
Y = q
1
e

1
t
+ q
2
e

2
t
(17)
NOTE: If F and G are linear in the rst place with no additive constants then there is
only one xed point (x
0
, y
0
) = (0, 0) and h = x and k = y.
2
I am assuming that the arbitrary constants associated with these eigenvectors are part of a
1,2
.
2