Homework Assignment 1 - Nonlinear Dynamics

Tim Jensen
January 30, 2012
Problem 2.2.3
The equation that we want to analyze graphically is
x = x x3

(1)

The graphical analysis is represented by figure 1, where the curve f (x) = x has been
plotted along with the vector field and the fixed points of the system.

Figure 1: Graphical analysis of equation (1) with vector field and fixed points on the real
axis. Stable and unstable points are indicated as in Strogatz.
From this figure we see that x = 1 and 1 are stable fixed points, while x = 0 is an
unstable fixed point. In figure 2 I have sketched the graph of x(t) for different initial
conditions.

Figure 2: Sketch of various qualitative solutions corresponding to different initial conditions

What we see is that for x > 1 and x

iq

1
3; 1

the velocity of the particle will decrease

i q h
towards the fixed point x = 1, while if x 0; 13 , the particles velocity will increase
q
while moving towards x = 1 and then decrease from x = 13 towards x = 1. For x < 0
the situation is the same, but the imaginary particle will converge towards x = 1.
The analytical solution can be obtained by
x = x x3
Z x
dx
t=
3
x0 x x
x

1
1
t = ln (x 1) + ln(x) ln (x + 1)
2
2
x
0

1
1
2t = ln (x0 1) ln (x0 ) + (x0 + 1) ln (x 1) ln (x) + (x + 1)
2
2

2
x0 1
x
e2t =
x0 x2 1
x2 1
x20 1 2t

=
e
x0
x

(2)

Problem 2.2.4
The equation under consideration is
x = ex sin x

(3)

Which is analyzed graphically in figure 3. Which has the periodic behavior of the sine
function, meaning that it has a fixed point at every n for all integers of n, but is multiplied
by the exponential function ex , meaning that the amplitude of the periodic motion varies.
For x < 0 the amplitude converges towards , while it converges towards 0 for x > 0. The
unstable fixed points are at even n, while the stable fixed points are at odd n.

Figure 3: Graphical analysis of equation (3)

The graph of x(t) is sketched for different initial conditions in figure 4, but I was unable to
determine any analytical solution.

Figure 4: Sketch of various qualitative solutions corresponding to different initial conditions

Problem 2.2.8
We see that the solution must have zeros at x = 1, x = 0 and x = 2, which suggests the
terms x + 1, x and x 2. Since we need a parabola at x = 1, we square this part, such
that one solution is the polynomial
f (x) = (x 2) x (x + 1)

(4)

which is plotted in figure

Figure 5: The plot of equation (4) along with the 1-dimensional graphical figure from p.37
in Strogatz. The box represents a half-stable point.

Problem 2.2.13
The velocity v(t) of a skydiver falling to the ground is given by the formula
k 2
v
(5)
m
where m is the mass of the skydiver, g is the gravitational acceleration (assumed constant)
and k > 0 is a constant related to the air resistance.
v = g

a) Obtain the analytical solution, assuming that v0 = v(0) = 0

The analytical solution is obtained as
k
dv
= g v2
dt
m
r
Z v
dv
m
t=
=
tanh1
k 2
gk
v0 g m v
!
r
r
gm
gk
v(t) =
tanh
t
k
m

k
v
gm

!v
r

m

tanh1
 =

gk
v0

k
v
gm

!
(6)

b) Find the limit as t

As t tanh 1, meaning that the limiting or terminal velocity will be

p gm
k

c) Give a graphical analysis of this problem and re-derive a formula for the
terminal velocity
A graphical analysis of equation (5) is given in figure 6. The physical interpretation
however is that the x-direction points the same way as the gravitational field, i.e.
downwards from the jumping point towards earth, and the negative values of x therefore
has no physical meaning. This would require an upward motion in the gravitational field,
governed by the same laws as the downward one.

Figure 6: Graphical analysis of equation (5)

The terminal velocity vf is at the steady-state of the system, which is given by the
requirement that
r
k 2
gm
v = g vf = 0

vf =
m
k

(7)

Problem 2.3.3
The growth of cancerous tumors can be modeled by the formula
N = aN ln (bN )

(8)

where N (t) is proportional to the number of cells in the tumor and a, b > 0 are parameters.
a) Interpret a and b biologically
The parameter a determines the slope of the curve f (N ) = N and can thus be interpreted
as how fast the tumor grows. The parameter b determines the steady-state of the system
since ln(1) = 0, so N = 1/b is the fixed point. Since this is a stable steady-state b
determines when the tumor stops growing.
b) Sketch the vector field and graph N (t) for various initial values
The vector field along with the curve f (N ) = N is shown in figure 7.

Figure 7: Graphical analysis of equation (8)

In order to sketch the graph we need to determine the maximum of the curve f (N )
df (N )
= a [ln (bNmax ) + 1] = 0
dN

(bNmax ) = 1
1

Nmax =
eb
Now, the graph of N (t) is sketched for different initial conditions in figure 8.

(9)

Figure 8: Sketch of various qualitative solutions corresponding to different initial conditions

Problem 3.1.3
This problem is an example of a saddle-node bifurcation, where two steady-states are
created as the bifurcation parameter r is varied. It concerns the equation
x = r + x ln (1 + x)

(10)

The vector field along with the graph f (x) = x is plotted for the qualitatively three
different cases in figure .

(a) r > 0

(b) r = 0

(c) r < 0

Figure 9: The three qualitatively three different vector fields (the box represents a half-stable
point)
From this we see that a saddle-node bifurcation occurs at r = 0, since two steady-states
occurs for r < 0 and there was none for r > 0. The bifurcation diagram is shown in figure
10.

Figure 10: Bifurcation diagram of equation (10)

Problem 3.2.3
This problem is an example of the transcritical bifurcation, where the stability of two
steady-states sudden changes as we vary the bifurcation parameter r. The equation is
x = x rx (1 x)

(11)

The qualitatively different vector fields are shown in figure .

(a) r < 1

(b) r = 0

(d) r = 1

(c) 0 < r < 1

(e) r > 1

Figure 11: The qualitatively different vector fields (the box represents a half-stable point)
8

To find the critical value of r, we use the alternative analysis where the two functions
f (x) = x

g(x) = rx (1 x)

(12)

must be equal to one another. This gives us that

1
(13)
r
But at the critical point there is the extra requirement that f 0 (x) = g 0 (x), which gives us
the extra piece of information
x = rx (1 x)

x=1

1
1

2 2r
Plugging this into equation (13) gives us the transcritical bifurcation point
1 = r 2rx

x=

(14)

1
1
1

=1

rcritical = 1
(15)
2 2r
r
Notice that the qualitative change coming from r < 0 to r = 0 and then on as 0 < r < 1 is
not a transcritical bifurcation. The transcritical bifurcation is characterized by the two
fixed points approaching each other and then changing stability as they cross, for increasing
value of r. In this non-transcritical case as r increases and approach zero, the stable point
goes to infinity, which is easily seen in the bifurcation diagram in figure 12.

Figure 12: Bifurcation diagram of equation (11), blue line represents stable steady-state,
while red line represents unstable steady-state
Then at r = 0 there is no stable point, only the unstable steady-state at x = 0 and then as
r > 0 the stable fixed point reappears at minus infinity. From there the stable fixed point
approaches zero as a transcritical bifurcation.

Problem 3.4.2
The pitchfork bifurcation is represented by one stable fixed point that suddenly splits into
two stable fixed points and one unstable fixed points as the bifurcation parameter r is
varied. In this problem we will investigate the expression
x = rx sinh(x)

(16)

The critical value of r is found by plotting the to functions f (x) = rx and g(x) = sinh(x) in
the same plot as in figure 13. For r = 1 we see that the two function are tangent to one
another in one point.

Figure 13: Plot of f (x) = rx and g(x) = sinh(x) for r = 1

The qualitatively different vector fields are plotted in figure . Notice that the fixed point is
still stable for r = 0, but only weakly so, since the linearization vanishes.

(a) r < 1

(b) r = 1

(c) r > 1

Figure 14: The qualitatively different vector fields of equation (16)

This is a supercritical pitchfork bifurcation where the hyperbolic term is stabilizing,
meaning that it pulls x(t) bach towards x = 0. This is also evident from the bifurcation
diagram in figure 15.

10

Figure 15: Bifurcation diagram of equation (16)

11