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Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Linear 2D (Planar) Systems


Piyush Patel
Department of Mathematics Faculty of Science The Maharaja Sayajirao University of Baroda, Vadodara.

June 17, 2010

Linear Systems of ODE


Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Consider the (homogeneous) linear two-dimensional autonomous systems of the form dx dy = x = ax + by , = y = cx + dy , dt dt where a, b, c, d are constants. (1)

Linear Systems of ODE


Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Consider the (homogeneous) linear two-dimensional autonomous systems of the form dx dy = x = ax + by , = y = cx + dy , dt dt where a, b, c, d are constants. This system (1) is linear as the terms in x, y , x, and y are all linear. (1)

Linear Systems of ODE


Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Consider the (homogeneous) linear two-dimensional autonomous systems of the form dx dy = x = ax + by , = y = cx + dy , dt dt where a, b, c, d are constants. This system (1) is linear as the terms in x, y , x, and y are all linear. System (1) can be written in the equivalent matrix form as x = Ax, x R2 and A = a b c d (2) (1)

Linear Systems of ODE (contd.)


Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Denition Every solution of (1) and (2), say (t) = (x(t), y(t)), can be represented as a curve in the plane. The solution curves are called trajectories or orbits. The existence and uniqueness theorem guarantees that trajectories do not intersect cross. Note that there are an innite number of trajectories that would ll the plane if they were all plotted. However, the qualitative behavior can be determined by plotting just a few of the trajectories given the appropriate number of initial conditions.

Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Denition The phase portrait is a two-dimensional gure showing how the qualitative behavior of system (1) is determined as x and y vary with t. With the appropriate number of trajectories plotted, it should be possible to determine where any trajectory will end up from any given initial condition.

Outline
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

1 Solution of the System 2 Classication 3 Phase Portrait

Homogeneous Linear Systems: Uncoupled


Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Two types of linear systems: 1 Uncoupled linear systems 2 Coupled linear systems Uncoupled system: The most simple homogeneous linear system is the uncoupled system for which the coefcient matrix A is diagonal. For Example: The linear system x = Ax with a 0 A= , where a and b are real numbers, is an 0 b uncoupled system. The solution of this system is very easy to obtain and is given by x(t) = where c = x(0). eat 0 0 ebt c,

Homogeneous Linear Systems: Coupled


Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Coupled system: When the system is coupled, but the coefcient matrix A is diagonalizable, then we can obtain the solution as follows:
Reduce the given coupled system to an uncoupled system using the transformation x = Py, where P is an invertible matrix (whose columns consists of generalized eigenvectors of A) such that B = P 1 AP is a diagonal matrix. 2 Obtain the vector y by solving the uncoupled system y = By. 3 Obtain the required solution x of the given system using the transformation y = P 1 x.
1

Note that the matrix B will have one of the following forms: 0 1 a b B= , B= , B= , 0 0 b a where a, b, , are real constants.

Exponential of Matrix
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Denition Let A M2 (R). Then for t R,

At

=
k=o

Ak t k . k!

Now we can compute the matrix eAt for any 2 2 matrix A. Using the some simple results of theory of Exponential of operators, we can compute eBt , where B as above, as follows: 1 t et 0 eBt = , eBt = et , t 0 1 0 e eBt = eat cos bt sin bt sin bt cos bt ,

Fundamental Theorem
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Theorem (Fundamental Theorem for Linear Systems) Let A M2 (R). Then for a given x0 R2 , the initial value problem x = Ax, x(0) = x0 has a unique solution for all t R which is given by x(t) = eAt x0 .

It follows from the fundamental theorem and form of the matrix eBt that the solution of the initial value problem y = By , y (0) = x0 is given by y(t) = eBt x0 . Thus the solution of our original coupled system x = Ax, x(0) = x0 is

Outline
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

1 Solution of the System 2 Classication 3 Phase Portrait

Classication
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

The critical points may be classied depending upon the type of eigenvalues. So accordingly we list the phase portrait that result from these solutions. 0 Real Distinct eigenvalues: B = . 0
If all the eigenvalues are distinct, real, and positive, then the critical point is called an unstable node. If all the eigenvalues are distinct, real, and negative, then the critical point is called an stable node. If one of the eigenvalue is positive and other negative, then the critical point is called a saddle point.

Classication
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

a b . b a (The type of phase portrait depends on the values of a and b.) Complex Eigenvalues ( = a ib): B =
If a > 0, then the critical point is called an unstable focus. If a = 0, then the critical point is called a center. If a < 0, then the critical point is called a stable focus. If b < 0, then the trajectories spiral counter-clockwise around the origin. If b > 0, then the trajectories spiral clockwise around the origin.

If A is not in real canonical form, then the phase portrait should look similar but may be rotated, ipped, stretched, skewed, etc.

Outline
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

1 Solution of the System 2 Classication 3 Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

Phase Portrait
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

References
Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

S. Lynch, Dynamical Systems with Applications using MATLAB, Birkhauser Boston, 2004. L. Perko, Differential Equations and Dynamical Systems, 3/e, Springer-verleg, New York Inc., 2001. V. Raghvendra, Lecture Notes: Linear Systems and Phase Portraits, ATML-ODE (MSU-BARODA), June 2-15, 2011.

Linear 2D (Planar) Systems Piyush Patel Introduction Solution of the System Classication Phase Portrait

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