The Phase Plane: Linear Systems

There are many differential equations, especially nonlinear

ones, that are not susceptible to analytical solution in any
reasonably convenient manner.
Numerical methods provide one means of dealing with these
equations.
Another approach, presented in this chapter, is geometrical in
character and leads to a qualitative understanding of the
solutions rather than to detailed quantitative information.
Solutions of Second Order Linear Systems
A second order linear homogeneous system
x' = Ax, where A is a 2 x 2 constant matrix
x is a 2 x 1 vector.
We assume x = e
rt
, then

x = e
rt
is a solution of x' = Ax
if r is an eigenvalue and
is an eigenvector of matrix A.
( ) 0 I A A A = = = r r e e r
rt rt
Equilibrium Solution, Phase Portrait
Solutions x for which Ax = 0 correspond to equilibrium
solutions, and are called critical points.
We assume A is nonsingular, or detA = 0, and hence x = 0 is
the only critical point for the system x' = Ax.
A solution of x' = Ax is a vector function x = |(t) that satisfies
the differential equation, and can be viewed as a parametric
representation for a curve in the x
1
x
2
-plane.
This curve can be regarded as a trajectory traversed by a
moving particle whose velocity dx/dt is specified by the
differential equation.
The x
1
x
2
-plane is called the phase plane, and a representative
set of trajectories is a phase portrait.
Characterizing Equation by Trajectory Pattern
In analyzing the system x' = Ax, we must consider several
cases, depending on the nature of the eigenvalues of A.

Now our main goal is to characterize the differential
equation according to the geometric pattern formed by its
trajectories.

In each case we discuss the behavior of the trajectories in
general. These are the basic ingredients of the qualitative
theory of differential equations.
Case 1: Real Unequal Eigenvalues
of the Same Sign (1 of 3)
When the eigenvalues r
1
and r
2
are both positive or both
negative, the general solution for x' = Ax is

Suppose first that r
1
< r
2
< 0, and that the eigenvectors
(1)

and
(2)
are as shown below.
It follows that x 0 as t for all solutions x, regardless
of the values of c
1
and c
2
.
t r t r
e c e c
2 1
) 2 (
2
) 1 (
1
x + =
Case 1: Nodal Sink (2 of 3)
If the solution starts at an initial point on the line through

(1)
, then c
2
= 0 and the solution remains on this line for all t.
Similarly if the initial point is on the line through
(2)
.
The solution can be rewritten as

Since r
1
- r
2
< 0, for c
2
= 0 the term c
1

(1)
e
(r1 - r2)t
is negligible
compared to c
2

(2)
, for large t.
Thus all solutions are tangent to
(2)
at the
critical point x = 0 except for solutions
that start exactly on the line through
(1)
.
This type of critical point is called a node
or nodal sink.
( )
| |
) 2 (
2
) 1 (
1
) 2 (
2
) 1 (
1
2 1 2 2 1
x c e c e e c e c
t r r t r t r t r
+ = + =

Case 1: Nodal Source (3 of 3)
The phase portrait along with several graphs of x
1
versus t
are given below. The behavior of x
2
versus t is similar.
If 0 < r
2
< r
1
, then the trajectories will have the same pattern
as in figure (a) below, but the direction will be away from
the critical point at the origin. In this case the critical point
is again called a node or a nodal source.
Case 2: Real Eigenvalues
of Opposite Sign (1 of 3)
Suppose now that r
1
> 0 and r
2
< 0, with general solution

and corresponding eigenvectors
(1)
and
(2)
as shown below.
If the solution starts at an initial point on the line through
(1)
,
then c
2
= 0 and the solution remains on this line for all t. Also,
since r
1
> 0, it follows that ||x|| as t .
Similarly if the initial point is on the line through
(2)
, then
||x|| 0 as t since r
2
< 0.
Solutions starting at other initial points
have trajectories as shown.
,
2 1
) 2 (
2
) 1 (
1
t r t r
e c e c x + =
Case 2: Saddle Point (2 of 3)
For our general solution

the positive exponential term is dominant for large t, so all
solutions approach infinity asymptotic to the line determined
by the eigenvector
(1)
corresponding to r
1
> 0.
The only solutions that approach the critical point at the
origin are those that start on the line determined by
(2)
.
This type of critical point is called a saddle point.
, 0 , 0 ,
2 1
) 2 (
2
) 1 (
1
2 1
< > + = r r e c e c
t r t r
x
Case 2: Graphs of x
1
versus t (3 of 3)
The phase portrait along with several graphs of x
1
versus t
are given below.
For certain initial conditions, the positive exponential term
is absent from the solution, so x
1
0 as t .
For all other initial conditions the positive exponential term
eventually dominates and causes x
1
to become unbounded.
The behavior of x
2
versus t is similar.
Case 3: Equal Eigenvalues (1 of 5)
Suppose now that r
1
= r
2
= r. We consider the case in which
the repeated eigenvalue r is negative. If r is positive, then the
trajectories are similar but direction of motion is reversed.
There are two subcases, depending on whether r has two
linearly independent eigenvectors or only one.
If the two eigenvectors
(1)
and
(2)
are linearly independent,
then the general solution is

The ratio x
2
/x
1
is independent of t, but depends on the
components of
(1)
and
(2)
and on c
1
and c
2
.
A phase portrait is given on the next slide.
rt rt
e c e c
) 2 (
2
) 1 (
1
x + =
Case 3: Star Node (2 of 5)
The general solution is

Thus every trajectory lies on a line through the origin, as seen
in the phase portrait below. Several graphs of x
1
versus t are
given below as well, with the case of x
2
versus t similar.
The critical point at the origin is called a proper node, or a
star point.
0 ,
) 2 (
2
) 1 (
1
< + = r e c e c
rt rt
x
Case 3: Equal Eigenvalues (3 of 5)
If the repeated eigenvalue r has only one linearly
independent eigenvector , then the general solution is

For large t, the dominant term is c
2
te
rt
. Thus every
trajectory approaches origin tangent to line through the
eigenvector .
Similarly, for large negative t the dominant term is again
c
2
te
rt
, and hence every trajectory is asymptotic to a line
parallel to the eigenvector .
The orientation of the trajectories
depends on the relative positions
of and q, as we will see.
( )
rt rt rt
e te c e c x + + =
2 1
Case 3: Improper Node (4 of 5)
We can rewrite the general solution as

Note that y determines the direction of x, whereas the scalar
quantity e
rt
affects only the magnitude of x.
For fixed values of c
1
and c
2
, the expression for y is a vector
equation of line through the point c
1
+ c
2
q and parallel to .
Using this fact, solution trajectories can be sketched for given
coefficients c
1
and c
2
. See phase portrait below.
When a double eigenvalue has only
one linearly independent eigenvalue,
the critical point is called an improper
or degenerate node.
( ) t c c c e e t c c c
rt rt
y y x
2 2 1 2 2 1
, + + = = + + =
Case 3: Phase Portraits (5 of 5)
The phase portrait is given in figure (a) along with several
graphs of x
1
versus t are given below in figure (b).
When the relative orientation of and q are reversed, the
phase portrait given in figure (c) is obtained.
Case 4: Complex Eigenvalues (1 of 5)
Suppose the eigenvalues are i, where and are real,
with = 0 and > 0.
It is possible to write down the general solution in terms of
eigenvalues and eigenvectors. However, we proceed in a
different way here.
Systems having eigenvalues i are typified by


We introduce the polar coordinates r, u given by
2 1 2
2 1 1
x x x
x x x




+ =
'
+ =
'

|
|
.
|

\
|

=
'
x x
1 2
2
2
2
1
2
tan , x x x x r = + = u
Case 4: Polar Equations (2 of 5)
Differentiating the polar equations

with respect to t, we have


or

Substituting

into these derivative equations, we obtain
2 1 2 2 1 1
, x x x x x x + =
'
+ =
'
1 2
2
2
2
1
2
tan , x x x x r = + = u
( ) ( )
2
1
1 2 2 1
2
2
2
1
1
/ /
sec , 2 2 2
x
dt dx x dt dx x
dt
d
dt
dx
x
dt
dx
x
dt
dr
r

=
|
.
|

\
|
|
.
|

\
|
+
|
.
|

\
|
=
|
.
|

\
|
u
u
( ) ( )
2
1 1 2 2 1
2
2 2 1 1
sec , x x x x x x x x x r r
'

'
=
' '
+
'
=
'
u u
u =
'
=
'
, r r
Case 4: Spiral Point (3 of 5)
Solving the differential equations

we have

These equations are parametric equations in polar
coordinates of the solution trajectories to our system x' = Ax.
Since > 0, it follows that u decreases as t increases, so the
direction of motion on a trajectory is clockwise.
If < 0, then r 0 as t , while r if > 0.
Thus the trajectories are spirals, which approach or recede
from the origin depending on the sign of , and the critical
point is called a spiral point in this case.
u =
'
=
'
, r r
) 0 ( , ,
0 0
u u u u

= + = = t ce r
t
Case 4: Phase Portraits (4 of 5)
The phase portrait along with several graphs of x
1
versus t are
given below.
Frequently the terms spiral sink and spiral source are used to
refer to spiral points whose trajectories approach, or depart
from, the critical point.
0
1 2
2
2
2
1
2
2
1
2
1
,
tan ,
u u
u

+ = =
= + =
|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
'
'
=
'
t ce r
x x x x r
x
x
x
x
t
Ax x
Case 4: General System (5 of 5)
It can be shown that for any system with complex eigenvalues
i, where = 0, the trajectories are always spirals.
They are directed inward or outward, respectively, depending
on whether is negative or positive.
The spirals may be elongated and skewed with respect to the
coordinate axes, and the direction may be either clockwise or
counterclockwise. See text for more details.
Case 5: Pure Imaginary Eigenvalues (1 of 2)
Suppose the eigenvalues are i, where = 0 and real.
Systems having eigenvalues i are typified by


As in Case 4, using polar coordinates r, u leads to

The trajectories are circles with center at the origin, which
are traversed clockwise if > 0 and counterclockwise if < 0.
A complete circuit about the origin occurs in a time interval
of length 2t /, so all solutions are periodic with period 2t /.
The critical point is called a center.
1 2
2 1
0
0
x x
x x

=
'
=
'

|
|
.
|

\
|

=
'
x x
0
, u u + = = t c r
Case 5: Phase Portraits (2 of 2)
In general, when the eigenvalues are pure imaginary, it is
possible to show that the trajectories are ellipses centered at
the origin.
The phase portrait along with several graphs of x
1
versus t are
given below.
Behavior of Individual Trajectories
As t , each trajectory does one of the following:
approaches infinity;
approaches the critical point x = 0;
repeatedly traverses a closed curve, corresponding to a periodic
solution, that surrounds the critical point.
The trajectories never intersect, and exactly one trajectory
passes through each point (x
0
, y
0
) in the phase plane.
The only solution passing through the origin is x = 0. Other
solutions may approach (0, 0), but never reach it.
Behavior of Trajectory Sets
As t , one of the following cases holds:
All trajectories approach the critical point x = 0. This is the case when
the eigenvalues are real and negative or complex with negative real
part. The origin is either a nodal or spiral sink.
All trajectories remain bounded but do not approach the origin, and
occurs when eigenvalues are pure imaginary. The origin is a center.
Some trajectories, and possibly all trajectories except x = 0, tend to
infinity. This occurs when at least one of the eigenvalues is positive or
has a positive real part. The origin is a nodal source, a spiral source,
or a saddle point.
Summary Table
The following table summarizes the information we have
derived about our 2 x 2 system x' = Ax, as well as the stability
of the equilibrium solution x = 0.
Eigenvalues Type of Critical Point Stability
0
2 1
> > r r
Node Unstable
0
2 1
< < r r
Node Asymptotically Stable
1 2
0 r r < <
Saddle Point Unstable
0
2 1
> = r r
Proper or Improper Node Unstable
0
2 1
< = r r
Proper or Improper Node Asymptotically Stable
i r r =
2 1
,

Spiral Point

0 >
Unstable

0 <
Asymptotically Stable
i r i r = =
2 1
,

Center Stable

Autonomous Systems and Stability
In this section we draw together and expand on geometrical
ideas introduced earlier for certain first order equations and
for second order linear homogeneous systems with constant
coefficients.
These ideas concern the qualitative study of differential
equations and the concept of stability.
Initial Value Problem
We are concerned with systems of two simultaneous
differential equations of the form

We assume that the functions F and G are continuous and
have continuous partial derivatives in some domain D of xy-
plane.
If (x
0
, y
0
) is a point in D, then there exists a unique solution x =
|(t), y = (t), defined in some interval I containing t
0
,
satisfying the initial conditions
) , ( / ), , ( / y x G dt dy y x F dt dx = =
0 0 0 0
) ( , ) ( y t y x t x = =
Vector Form
We can write the initial value problem

in vector form:


or

where x = xi + yj, f(x)=F(x,y)i + G(x,y)j, x
0
= x
0
i + y
0
j, and


In vector form, the solution x = |(t) = |(t)i + (t)j is a curve
traced out by a point in the xy-plane (phase plane).
0 0 0 0
) ( , ) ( ), , ( / ), , ( / y t y x t x y x G dt dy y x F dt dx = = = =
0
0
) ( ), ( / x x x f x = = t dt d
|
|
.
|

\
|
=
|
|
.
|

\
|
=
|
|
.
|

\
|
'
'
=
'
0
0 0
,
) , (
) , (
y
x
y x G
y x F
y
x
x x
|
|
.
|

\
|
=
|
|
.
|

\
|
=
1
0
,
0
1
j i
Autonomous Systems
For our initial value problem

note that the functions F and G depend on x and y, but not t.
Such a system is said to be autonomous.
The system x' = Ax, where A is a constant matrix, is an
example of an autonomous system. However, if one or more
of the elements of the coefficient matrix A is a function of t,
then the system is nonautonomous.
The geometrical qualitative analysis can be extended to two-
dimensional autonomous systems in general, but is not as
useful for nonautonomous systems.
0 0 0 0
) ( , ) ( ), , ( / ), , ( / y t y x t x y x G dt dy y x F dt dx = = = =
Phase Portraits for Autonomous Systems
Our autonomous system

has a direction field that is independent of time.
It follows that only one trajectory passes through each point
(x
0
, y
0
) in the phase plane.
Thus all solutions to an initial value problem of the form

lie on the same trajectory, regardless of the time t
0
at which
they pass through (x
0
, y
0
).
Hence a single phase portrait displays important qualitative
information about all solutions of the system.
) , ( / ), , ( / y x G dt dy y x F dt dx = =
0 0 0 0
) ( , ) ( ), , ( / ), , ( / y t y x t x y x G dt dy y x F dt dx = = = =
Stability and Instability
For the following definitions, we consider the autonomous
system x' = f(x) and denote the magnitude of x by ||x||.
The points, if any, where f(x) = 0 are called critical points. At
these points x' = 0 also, and hence critical points correspond
to constant, or equilibrium, solutions of the system of
equations.
A critical point x
0
is said to be stable if, for all c > 0 there is a o
> 0 such that every solution x = |(t) satisfying |||(0) - x
0
|| < o
exists for all positive t and satisfies |||(t) - x
0
|| < c for all t > 0.
Otherwise, x
0
is unstable.
Asymptotic Stability
A critical point x
0
is said to be asymptotically stable if it is
stable and if there exists a o
0
> 0 such that if a solution x = |(t)
satisfies |||(0) - x
0
|| < o
0
, then |(t) x
0
as t .
Thus trajectories that start sufficiently close to x
0
not only
stay close to x
0
but must eventually approach x
0
as t .
This is the case for the trajectory in figure (a) below but not
for the one in figure (b) below.
Thus asymptotic stability is a stronger property than stability.
However, note that

does not imply stability.
0
) ( lim x =

t
t
|
The Oscillating Pendulum
The concepts of asymptotic stability, stability, and instability
can be easily visualized in terms of an oscillating pendulum.
Suppose a mass m is attached to one end of a weightless rigid
rod of length L, with the other end of the rod supported at the
origin O. See figure below.
The position of the pendulum is described by the angle u,
with the counterclockwise direction taken to be positive.
The gravitational force mg acts downward,
with damping force c|du /dt |, c > 0, always
opposite to the direction of motion.
Pendulum Equation
The principle of angular momentum states that the time rate
of change of angular momentum about any point is equal to
the moment of the resultant force about that point.
The angular momentum about the origin is mL
2
(du /dt ), and
hence the governing equation is


Here, L and Lsinu are the moment arms
of the resistive and gravitational forces.
This equation is valid for all four sign
possibilities of u and du /dt.
u
u u
sin
2
2
2
mgL
dt
d
cL
dt
d
mL =
Autonomous Pendulum System
Rewriting our equation in standard form, we obtain

To convert this equation into a system of two first order
equations, we let x = u and y = du /dt. Then

To find the critical points of this autonomous system, solve

These points correspond to two physical equilibrium positions,
one with the mass directly below point of support (u = 0), and
the other with the mass directly above point of support (u =
t).
Intuitively, the first is stable and the second is unstable.
L g mL c = = = +
'
+
' '
2 2
, , 0 sin e u e u u
y x y y x e =
'
=
'
sin ,
2
0 , 0 sin , 0
2
= = = = y n x y x y t e
Stability of Critical Points: Damped Case
If mass is slightly displaced from lower equilibrium position, it
will oscillate with decreasing amplitude, and slowly approach
equilibrium position as damping force dissipates initial energy.
This type of motion illustrates asymptotic stability.
If mass is slightly displaced from upper equilibrium position, it
will rapidly fall, and then approach lower equilibrium position.
This type of motion illustrates instability
See figures (a) and (b) below.
Stability of Critical Point: Undamped Case
Now consider the ideal situation in which the damping
coefficient c (or ) is zero.
In this case, if the mass is displaced slightly from the lower
equilibrium position, then it will oscillate indefinitely with
constant amplitude about the equilibrium position.
Since there is no dissipation in the system, the mass will
remain near the equilibrium position but will not approach it
asymptotically. This motion is stable but not asymptotically
stable. See figure (c) below.
Determination of Trajectories
Consider the autonomous system

It follows that

which is a first order equation in the variables x and y.
If we can solve this equation, then the implicit expression for
the solution, H(x,y) = c, gives an equation for the trajectories
of

Thus the trajectories lie on the level curves of H(x,y).
Note this approach is applicable only in special cases.
) , ( / ), , ( / y x G dt dy y x F dt dx = =
), , ( / ) , ( / y x F y x G dx dy =
) , ( / ) , ( / y x F y x G dx dy =
Example 1
Consider the system

It follows that

The solution of this separable equation is

Thus the trajectories are hyperbolas, as shown below.
The direction of motion can by inferred
from the signs of dx/dt and dy/dt in the
four quadrants.
x dt dy y dt dx = = / , /
dx x ydy y x dx dy = = / /
c x y y x H = =
2 2
) , (
Example 2: Separable Equation (1 of 2)
Consider the system

It follows that


The solution of this separable equation is

Note that the equilibrium points are found by solving

and hence (-2, 2) and (2, 2) are the equilibrium points.
2
3 12 / , 2 4 / x dt dy y dt dx = =
( ) ( )dx x dy y
y
x
dx
dy
2
2
3 12 2 4
2 4
3 12
=

=
c x x y y y x H = + =
3 2
12 4 ) , (
2 , 2 0 3 12 , 0 2 4
2
= = = = y x x y
Example 2: Phase Portrait (2 of 2)
We have

A graph of some level curves of H are given below.
Note that (-2, 2) is a center and (2, 2) is a saddle point.
Also, one trajectory leaves the saddle point (at t = -), loops
around the center, and returns to the saddle point (at t = ).
c x x y y y x H = + =
3 2
12 4 ) , (
Almost Linear Systems
Earlier we gave an informal description of the stability
properties of the equilibrium solution x = 0 of the 2 x 2 system
x' = Ax. The results are summarized in Table.
We required detA = 0, and hence x = 0 is the only critical point
of the system x' = Ax.
Now that we have precisely defined the concepts of
asymptotic stability, stability, and instability, we can restate
these results in the Theorem I, on the next slide.
Theorem I
The critical point x = 0 of the 2 x 2 linear system x' = Ax is
(1) asymptotically stable if the eigenvalues r
1
and r
2
are real
and negative or have negative real part;
(2) stable, but not asymptotically stable, if r
1
and r
2
are pure
imaginary;
(3) unstable if r
1
and r
2
are real and either is positive, or if they
have positive real part.
Perturbations
Thus by Theorem I, the eigenvalues r
1
, r
2
of A determine the
type of critical point at x = 0 and its stability characteristics.
Now r
1
, r
2
depend on the coefficients in the system x' = Ax,
which in turn may depend on physical measurements.
Since these measurements are typically subject to small
uncertainties, it is of interest to investigate whether the small
changes (perturbations) in the coefficients can affect the
stability or instability of a critical point and/or significantly
alter the pattern of the trajectories.
Perturbations in Pure Imaginary Eigenvalues
Recall that the eigenvalues r
1
and r
2
of A are the roots of the
polynomial equation det(A-rI) = 0.
It can be shown that small perturbations in some or all of the
coefficients are reflected in small changes in the eigenvalues.
The most sensitive situation occurs when r
1
= i and r
2
= - i,
that is, when the critical point is a center.
Small changes to the coefficients results in r
1
, r
2
taking on new
values: r
1
= ' + i' and r
2
= ' - i', where ' ~ 0 and ' ~ .
Perturbations and Centers
Thus r
1
, r
2
become r
1
= ' + i' and r
2
= ' - i'.
If ' = 0, which almost always happens, then trajectories of
perturbed system are spirals rather than closed curves.
The system is asymptotically stable if ' < 0; unstable if ' > 0.
Thus small perturbations in coefficients may change a stable
system into an unstable one, and in any case may be expected
to alter radically the trajectories in the phase plane.
Perturbations in Equal Eigenvalues
Another slightly less sensitive case occurs when r
1
= r
2
, that is,
when the critical point is a node.
Small perturbations in the coefficients will normally cause the
two equal roots to separate (bifurcate).
If the separated roots are real, then the critical point remains
a node, but if the separated roots are complex conjugates,
then the critical point becomes a spiral point.
Here, the stability or instability of the system is not affected
by small changes in the coefficients, but the trajectories may
be altered considerably.
Perturbations in Other Cases
In all other cases the stability or instability of the system is not
changed, nor is the type of critical point altered, by
sufficiently small perturbations in the coefficients of the
system.
For example, if r
1
and r
2
are real, negative, and unequal, then
a small change in the coefficients will neither change the sign
of r
1
and r
2
nor allow them to coalesce. Thus the critical point
remains an asymptotically stable node.
Nonlinear Systems
Consider a nonlinear two-dimensional autonomous system
x' = f(x)
Our main object is to investigate the behavior of trajectories
of this system near a critical point x
0
.
We do this by approximating the nonlinear system near a
critical point x
0
by an appropriate linear system, whose
trajectories are easy to describe.
The crucial question is whether the trajectories of the linear
system are good approximations to those of nonlinear system.
For convenience, assume critical point is at the origin, x
0
= 0.
This involves no loss of generality, since in general the
substitution u = x x
0
shifts the critical point to the origin.
Nonlinear and Nearby Linear Systems
First, we consider what it means for a nonlinear system to be
close to a linear system.
Accordingly, suppose that x' = f(x) = Ax + g(x).
Assume that x = 0 is an isolated critical point of this system.
This means that there is some circle about the origin within
which there are no other critical points.
In addition, assume that detA = 0, and hence x = 0 is also an
isolated critical point of the system x' = Ax.
For the nonlinear system x' = f(x) to be close to the linear
system x' = Ax, we must assume that g(x) is small.
Almost Linear Systems: Vector Form
Recall: x' = f(x) = Ax + g(x), where g(x) is small.
More precisely, assume the components of g have continuous
first partial derivatives and satisfy the limit condition


Thus ||g(x)|| is small compared to ||x|| near the origin.
Such a system is called an almost linear system in the
neighborhood of the critical point x = 0.
0
) (
lim =

x
x g
0 x
Almost Linear Systems: Scalar Form
Recall: x' = f(x) = Ax + g(x), where


In scalar form, if we let


then

and the corresponding limit condition is
0
) (
lim =

x
x g
0 x
|
|
.
|

\
|
=
|
|
.
|

\
|
=
) , (
) , (
) ( ,
2
1
y x g
y x g
y
x
x g x
, ) , ( ) , ( ) ( ,
2
2
2
1
2 2
y x g y x g r y x + = = + = x g x
0
) , (
lim and 0
) , (
lim
2
0
1
0
= =

r
y x g
r
y x g
r r
Example 1: Nonlinear System (1 of 2)
Consider the system


Note that (0, 0) is a critical point and detA = 0.
It can be shown that the other critical points are (0, 2), (1, 0)
and (0.5, 0.5). Thus (0, 0) is an isolated critical point.
The limit condition


is more readily verified if we use polar coordinates x = rcosu
and y = rsinu .
|
|
.
|

\
|


+
|
|
.
|

\
|
|
|
.
|

\
|
=
|
|
.
|

\
|
'
'
2
2
25 . 0 75 . 0
5 . 0 0
0 1
y xy
xy x
y
x
y
x
0
) (
lim =

x
x g
0 x
Example 1: Almost Linear System (2 of 2)
Using polar coordinates x = rcosu and y = rsinu, we have






Thus


and hence our system is almost linear near the origin.
( )
( ) u u u
u u u
u u u
u u u
2
2 2 2 2
2
2
2 2 2 2
1
sin 25 . 0 sin cos 75 . 0
sin 25 . 0 sin cos 75 . 0 25 . 0 75 . 0 ) , (
, sin cos cos
sin cos cos ) , (
+ =

=

=
+ =

=

=
r
r
r r
r
y xy
r
y x g
r
r
r r
r
xy x
r
y x g
0
) , (
lim and 0
) , (
lim
2
0
1
0
= =

r
y x g
r
y x g
r r
Example 2: Pendulum System
The motion of a pendulum system is given by

or


Note detA = 0, and critical points are (nt , 0) for n = 1, 2,.
Thus (0, 0) is an isolated critical point, with g
1
(x,y) = 0 and


where, from the Taylor series representation of sinx,

Thus this system is almost linear.
y x y y x e =
'
=
'
sin ,
2
|
|
.
|

\
|

|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
'
'
x x y
x
y
x
sin
0 1 0
2
2
e
e
, 0
cos
lim
) (sin
lim
) , (
lim
3 3 2
0
2
0
2
0
=

=

=

r
r
r
x x
r
y x g
r r r
u e e
+ + =
5
2
3
1
sin x a x a x x
General Nonlinear System (1 of 3)
Consider the general nonlinear system x' = f(x), or

We will show that this system is almost linear near a critical
point (x
0
, y
0
) whenever the functions F and G have continuous
partial derivatives up to order 2.
To see this, we use Taylor expansions about the point (x
0
, y
0
)
to write F(x,y) and G(x,y) in the form


where
) , ( ), , ( y x G y y x F x =
'
=
'
) , ( ) )( , ( ) )( , ( ) , ( ) , (
), , ( ) )( , ( ) )( , ( ) , ( ) , (
2 0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0 0
y x y y y x G x x y x G y x G y x G
y x y y y x F x x y x F y x F y x F
y x
y x
q
q
+ + + =
+ + + =
0
) ( ) (
) , (
lim
) ( ) (
) , (
lim
2
0
2
0
2
) , ( ) , ( 2
0
2
0
1
) , ( ) , (
0 0 0 0
=
+
=
+

y y x x
y x
y y x x
y x
y x y x y x y x
q q
Rewriting General Nonlinear System (2 of 3)
We have F(x,y) and G(x,y) in the form


Since (x
0
, y
0
) is a critical point, F(x
0
, y
0
) = G(x
0
, y
0
) = 0. Also,
note that dx /dt = d(x - x
0
)/dt and dy /dt = d(y - y
0
)/dt.
Thus the original system of equations

reduces to
) , ( ) )( , ( ) )( , ( ) , ( ) , (
), , ( ) )( , ( ) )( , ( ) , ( ) , (
2 0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0 0
y x y y y x G x x y x G y x G y x G
y x y y y x F x x y x F y x F y x F
y x
y x
q
q
+ + + =
+ + + =
) , ( ), , ( y x G y y x F x =
'
=
'
|
|
.
|

\
|
+
|
|
.
|

\
|

|
|
.
|

\
|
=
|
|
.
|

\
|

) , (
) , (
) , ( ) , (
) , ( ) , (
2
1
0
0
0 0 0 0
0 0 0 0
0
0
y x
y x
y y
x x
y x G y x G
y x F y x F
y y
x x
dt
d
y x
y x
q
q
General Nonlinear System: Almost Linear (3 of 3)
Thus our system of equations can be written as


In vector notation,


Thus if F and G are twice differentiable, then the nonlinear
system of equations x' = f(x) is almost linear, and the linear
system that approximates the nonlinear system is given by
|
|
.
|

\
|
+
|
|
.
|

\
|

|
|
.
|

\
|
=
|
|
.
|

\
|

) , (
) , (
) , ( ) , (
) , ( ) , (
2
1
0
0
0 0 0 0
0 0 0 0
0
0
y x
y x
y y
x x
y x G y x G
y x F y x F
y y
x x
dt
d
y x
y x
q
q
( ) ( ) ( ) ( )
|
|
.
|

\
|
=
|
|
.
|

\
|

= + =
) , (
) , (
, where ,
2
1
0
0 0
y x
y x
y y
x x
d
d
dt
d
q
q
x x u x u x
x
f u
|
|
.
|

\
|

=
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
=
|
|
.
|

\
|
0
0
2
1
2
1
0 0 0 0
0 0 0 0
2
1
where ,
) , ( ) , (
) , ( ) , (
y y
x x
u
u
u
u
y x G y x G
y x F y x F
u
u
dt
d
y x
y x
Example 3: Pendulum System (1 of 2)
The motion of a pendulum system is given by

Thus

The critical points are (nt , 0) for n = 0, 1, 2,.
Since F and G are twice differentiable, the system of
equations is almost linear near each critical point. We have

To find the approximating linear system at (x
0
, y
0
), we use
y x y y x e =
'
=
'
sin ,
2
y x y x G y y x F e = = sin ) , ( , ) , (
2
e = = = =
y x y x
G x G F F , cos , 1 , 0
2
|
|
.
|

\
|

=
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
=
|
|
.
|

\
|
0
0
2
1
2
1
0 0 0 0
0 0 0 0
2
1
where ,
) , ( ) , (
) , ( ) , (
y y
x x
u
u
u
u
y x G y x G
y x F y x F
u
u
dt
d
y x
y x
Example 3:
Approximating Linear Systems (2 of 2)
To find the approximating linear system at (x
0
, y
0
), we use


with

At the origin, the approximating linear system is


At (t , 0), the approximating linear system is
|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
y
x
y
x
dt
d
e
2
1 0
|
|
.
|

\
|

=
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
=
|
|
.
|

\
|
0
0
2
1
2
1
0 0 0 0
0 0 0 0
2
1
where ,
) , ( ) , (
) , ( ) , (
y y
x x
u
u
u
u
y x G y x G
y x F y x F
u
u
dt
d
y x
y x
|
|
.
|

\
|

|
|
.
|

\
|

=
|
|
.
|

\
|

y
x
y
x
dt
d
t
e
t
2
1 0
e = = = =
y x y x
G x G F F , cos , 1 , 0
2
Theorem II
Consider the almost linear system x' = Ax + g(x). Let r
1
and r
2

be the eigenvalues of A. Then the type and stability of the
critical point (0,0) of the linear system x' = Ax and the almost
linear system x' = Ax + g(x) are as given in the table below.
Linear System Almost Linear System
Eigenvalues Type Stability Type Stability
0
2 1
> > r r
Node Unstable Node Unstable
0
2 1
< < r r
Node Asymptotically
Stable
Node Asymptotically
Stable
1 2
0 r r < <
Saddle Point Unstable Saddle Point Unstable
0
2 1
> = r r
Proper or
Improper Node
Unstable Node or
Spiral Point
Unstable
0
2 1
< = r r
Proper or
Improper Node
Asymptotically
Stable
Node or
Spiral Point
Asymptotically
Stable
i r r =
2 1
,

0 > Spiral Point Unstable Spiral Point Unstable
0 < Spiral Point Asymptotically
Stable
Spiral Point Asymptotically
Stable
i r i r = =
2 1
,
Center Stable Center or
Spiral Point
Indeterminate

Theorem II Discussion (1 of 2)
Since nonlinear term g(x) is small compared to the linear term
Ax when x is small, we hope that the trajectories of the linear
system x' = Ax are good approximations to those of nonlinear
system, at least near the origin.
Theorem II(9.3.2) states that this is true in many but not all
cases. For small x, the nonlinear terms are small and do not
affect the stability and type of critical point as determined by
linear term, except in two sensitive cases: r
1
and r
2
pure
imaginary, and r
1
and r
2
real and equal.
As we have seen earlier, small changes in eigenvalues can
alter the type and stability of the critical point for a linear
system, but only in these two cases. Thus a small nonlinear
term might have a similar effect for these two cases as well.
Theorem II Discussion (2 of 2)
Even if the critical point is of the same type as that of the
linear system, the trajectories of the almost linear system may
be much different in appearance than for the linear system,
except very near the critical point.
However, it can be shown that the slopes at which the
trajectories enter or leave the critical point are given
correctly by the linear equation.
Damped Pendulum System (1 of 2)
Recall that the motion of a pendulum system is given by

Near the origin these nonlinear equations are approximated
by


whose eigenvalues are


The nature of the solutions to the linear and nonlinear
systems depends on the sign of
2
4e
2
, as examined on the
next slide.
y x y y x e =
'
=
'
sin ,
2
|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
'
'
y
x
y
x
e
2
1 0
2
4
,
2 2
2 1
e
= r r
Damped Pendulum System (2 of 2)
Thus we have the following cases:
If
2
4e
2
> 0, then the eigenvalues are real, unequal, and negative.
The critical point (0,0) is an asymptotically stable node of the linear
system, and of the almost linear system.
If
2
4e
2
= 0, then the eigenvalues are real, equal, and negative. The
critical point (0,0) is an asymptotically stable (proper or improper)
node of the linear system. It may be either an asymptotically stable
node or a spiral point of the almost linear system.
If
2
4e
2
< 0, then the eigenvalues are complex with negative real
part. The critical point (0,0) is an asymptotically stable spiral point of
the linear system, and of the almost linear system.
Hence the origin is a spiral point of the nonlinear system if the
damping is small, and a node if damping is large enough. In
either case, the origin is asymptotically stable.
2
4
,
2 2
2 1
e
= r r
Pendulum System: Small Damping (1 of 5)
Consider the small damping case,
2
4e
2
< 0.
The direction of motion of the spirals near (0,0) can be
obtained directly from the equations

For the point at which a spiral intersects the positive y-axis, at
x = 0 and y > 0, it follows that dx/dt > 0. Thus the point (x,y)
on the trajectory is moving to the right, so the direction of
motion spirals clockwise.
y x dt dy y dt dx e = = sin / , /
2
Pendulum System: Small Damping (2 of 5)
The direction of motion of the spirals near (2nt , 0) is the
same as near the origin.
As before, this can be obtained directly from the equations

We can expect this on physical grounds, since all these critical
points correspond to the downward equilibrium position of
the pendulum.
y x dt dy y dt dx e = = sin / , /
2
Pendulum System: Small Damping (3 of 5)
Next, consider the critical point (t, 0). Here, the nonlinear
equations are approximated by the linear system


whose eigenvalues are


One eigenvalue (r
1
) is positive and the other (r
2
) is negative.
Therefore, regardless of the amount of damping, the critical
point (t , 0) is an unstable saddle point both of the linear
system and of the almost linear system.
,
1 0
2 |
|
.
|

\
|

|
|
.
|

\
|

=
|
|
.
|

\
|

y
x
y
x
dt
d
t
e
t
2
4
,
2 2
2 1
e +
= r r
Pendulum System: Small Damping (4 of 5)
To examine the trajectories near the saddle point (t, 0) in
more detail, consider the general solution of the linear system:


Since r
1
> 0 and r
2
< 0, it follows that the solution that
approaches zero as t corresponds to C
1
= 0.
For this solution v/u = r
2
, thus slope of entering trajectories is
negative; one lies in second quadrant (C
2
< 0) and the other
lies in the fourth quadrant (C
2
> 0).
For C
2
= 0, we obtain a pair of trajectories exiting from the
saddle point. They have slope r
1
> 0; one lies in first quadrant
(C
1
> 0) and the other lies in the third quadrant (C
1
< 0).

|
|
.
|

\
|

=
|
|
.
|

\
|
|
|
.
|

\
|
+
|
|
.
|

\
|
=
|
|
.
|

\
|
y
x
v
u
e
r
C e
r
C
v
u
t r t r
t
where ,
1 1
2 1
2
2
1
1
Pendulum System: Small Damping (5 of 5)
The analysis at (t, 0) can be repeated to show that the critical
points (nt, 0), n odd, are all saddle points oriented in the
same way as the one at (t, 0).
These critical points all correspond to the upward equilibrium
position of the pendulum, so we expect them to be unstable.
Diagrams showing the trajectories in the neighborhood of two
saddles points are given below.
Example 4: Pendulum System (1 of 6)
The motion of a certain pendulum system is given by

where x = u and y = du /dt.
Note that e
2
= 9, and thus the damping coefficient, = 1/5, is
relatively small. It follows that
2
4e
2
< 0 here.
The phase portrait for this system is given below.
5 / sin 9 , y x y y x =
'
=
'
Example 4: Critical Points (2 of 6)
The critical points are (nt , 0) for n = 0, 1, 2,.
Even values of n, including (0,0), correspond to the downward
position of the pendulum, while odd values correspond to the
upward position.
Near each of the asymptotically stable critical points, the
trajectories are clockwise spirals that represent a decaying
oscillation about the equilibrium solution.
Example 4: Whirling (3 of 6)
The wavy horizontal portions of the trajectories for larger
values of |y| represent whirling motions of the pendulum.
A whirling motion cannot continue indefinitely, since
eventually the angular velocity y is so much reduced by
damping that the pendulum can no longer go over the top,
and instead begins to oscillate about its downward position.
Example 4: Separatrix (4 of 6)
The trajectories that enter the saddle points separate the
phase plane into regions. Such a trajectory is called a
separatrix. Each region contains exactly one of the spiral
points.
The initial conditions on x = u and y = du /dt determine the
position of an initial point (x, y) in the phase plane.
The subsequent motion of the
pendulum is represented by the
trajectory passing through the
initial point as it spirals toward
the asymptotically stable
critical point in that region.
Example 4: Basins of Attraction (5 of 6)
The set of all initial points from which the trajectories
approach an asymptotically stable critical point is called the
basin of attraction, or the region of asymptotic stability, for
that critical point.
Each asymptotically stable critical point has its own basin of
attraction, which is bounded by the separatrices through the
neighboring unstable saddle points.
The basin of attraction is shown
in blue on the graph.
Example 4: Asymptotic Stability (6 of 6)
An important difference between nonlinear autonomous
systems and the linear systems x' = Ax discussed earlier is
illustrated by the pendulum equations.
Recall that x' = Ax has only the single critical point x = 0 if detA
= 0. Thus if the origin is asymptotically stable, then not only
do the trajectories that start close to the origin approach the
origin, but every trajectory approaches the origin. In this case
the critical point x = 0 is globally asymptotically stable.
This property is not true in general for nonlinear systems, and
thus it is important to determine, or estimate, the basins of
attraction for each asymptotically stable critical point.
Competing Species
In this section we explore the application of phase plane
analysis to some problems in population dynamics.
These problems involve two interacting populations and are
extensions of those discussed , which dealt with a single
population.
Although the relationships discussed here are overly simple
compared to the complex relationships in nature, it is still
possible to acquire some insight into ecological principles
from a study of these model problems.
Logistic Equations
Suppose that in some closed environment there are two
similar species competing for a limited food supply.
For example, two species of fish in a pond that do not prey on
each other but do compete for the available food.
Let x and y be the populations of the two species at time t.
As discussed, assume that the population of each species, in
the absence of the other, is modeled by the logistic equation.
Thus

where c
1
and c
2
are the growth rates of the two populations,
and c
1
/o
1
and c
2
/o
2
are their saturation levels.
), ( / ), ( /
2 2 1 1
y y dt dy x x dt dx o c o c = =
Competing Species Equations
However, when both species are present, each will impinge on
the available food supply for the other. In effect, they reduce
each others growth rates and saturation populations.
The simplest expression for reducing growth rate of species x
due to the presence of species y is to replace the growth
factor c
1
- o
1
x by c
1
- o
1
x - o
1
y, where o
1
is a measure of the
degree to which species y interferes with species x.
Similarly, we model the reduced growth rate of species y due
to presence of species x by replacing the growth factor c
2
-
o
2
y by c
2
- o
2
y - o
2
x.
Thus we have the system of equations
) ( / ), ( /
2 2 2 1 1 1
x y y dt dy y x x dt dx o o c o o c = =
Example 1: Population Equations (1 of 8)
Consider the system of equations

To find the critical points, we solve

obtaining (0,0), (0,0.75), (1,0), and (0.5,0.5). These critical
points correspond to equilibrium solutions.
The first three points involve the extinction of one or both
species. Only the fourth critical point corresponds to the long
term survival of both species.
Other solutions are represented as trajectories in the xy-plane
that describe the evolution of the populations over time.
) 5 . 0 75 . 0 ( / ), 1 ( / x y y dt dy y x x dt dx = =
, 0 ) 5 . 0 75 . 0 ( , 0 ) 1 ( = = x y y y x x
Example 1: Direction Field (2 of 8)
A direction field for our system of equations is given below.
Only the first quadrant is depicted, as this corresponds to
positive population size.
The heavy dots in the figure correspond to the critical points.
Based on the direction field, (0.5,0.5) attracts other solutions
and therefore appears to be asymptotically stable.
The other three critical points
appear to be unstable.
To confirm these observations,
we can examine the linear
approximations to each point.
Example 1: Linearization (3 of 8)
Our system of equations,

is almost linear, since F and G are twice differentiable.
To obtain the linear system near a critical point (x
0
, y
0
), we use
the results of Section 9.3, given below.


Thus
|
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.
|

\
|

=
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
=
|
|
.
|

\
|
0
0
0 0 0 0
0 0 0 0
where ,
) , ( ) , (
) , ( ) , (
y y
x x
v
u
v
u
y x G y x G
y x F y x F
v
u
dt
d
y x
y x
) 5 . 0 75 . 0 ( / ), 1 ( / x y y dt dy y x x dt dx = =
|
|
.
|

\
|
|
|
.
|

\
|


=
|
|
.
|

\
|
v
u
x y y
x y x
v
u
dt
d
0 0 0
0 0 0
5 . 0 2 75 . 0 5 . 0
2 1
Example 1: Critical Point at (0,0) (4 of 8)
For the critical point (0,0), the approximating linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus the origin is an unstable node of both the linear and
nonlinear systems. The trajectories near origin are all tangent
to y-axis, except for one trajectory that lies along the x-axis.
|
|
.
|

\
|
|
|
.
|

\
|
=
|
|
.
|

\
|
y
x
y
x
dt
d
75 . 0 0
0 1
|
|
.
|

\
|
= =
|
|
.
|

\
|
= =
1
0
, 75 . 0 ;
0
1
, 1
) 2 (
2
) 1 (
1
r r
t t
e c e c
y
x
75 . 0
2 1
1
0
0
1
|
|
.
|

\
|
+
|
|
.
|

\
|
=
|
|
.
|

\
|
Example 1: Critical Point at (1,0) (5 of 8)
For the critical point (1,0), the approximating linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus (1,0) is an unstable saddle point of both the linear and
nonlinear systems. One pair of trajectories approach (1,0)
along the x-axis, while all other trajectories depart from (1,0).
|
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.
|

\
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.
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\
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=
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.
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\
|
v
u
v
u
dt
d
25 . 0 0
1 1
|
|
.
|

\
|

= =
|
|
.
|

\
|
= =
5
4
, 25 . 0 ;
0
1
, 1
) 2 (
2
) 1 (
1
r r
t t
e c e c
v
u
25 . 0
2 1
5
4
0
1
|
|
.
|

\
|

+
|
|
.
|

\
|
=
|
|
.
|

\
|

Example 1: Critical Point at (0,0.75) (6 of 8)
For the critical point (0,0.75), the linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus (0,0.75) is an unstable saddle point of both the linear
and nonlinear systems. One pair of trajectories approach
(0,0.75) along y-axis, while all other trajectories depart from
(0,0.75).
|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
v
u
v
u
dt
d
75 . 0 375 . 0
0 25 . 0
|
|
.
|

\
|
= =
|
|
.
|

\
|

= =
1
0
, 75 . 0 ;
3
8
, 25 . 0
) 2 (
2
) 1 (
1
r r
t t
e c e c
v
u
75 . 0
2
25 . 0
1
1
0
3
8

|
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.
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\
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+
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|
.
|

\
|

=
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.
|

\
|
Example 1: Critical Point at (0.5,0.5) (7 of 8)
For the critical point (0.5,0.5), the linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus (0.5,0.5) is an asymptotically stable node of both the
linear and nonlinear systems.
|
|
.
|

\
|
|
|
.
|

\
|


=
|
|
.
|

\
|
v
u
v
u
dt
d
5 . 0 25 . 0
5 . 0 5 . 0
|
|
.
|

\
|
= ~

=
|
|
.
|

\
|

= ~
+
=
1
2
, 854 . 0
4
2 2
;
1
2
, 146 . 0
4
2 2
) 2 (
2
) 1 (
1
r r
t t
e c e c
v
u
854 . 0
2
146 . 0
1
1
2
1
2

|
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.
|

\
|
+
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|
.
|

\
|

=
|
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.
|

\
|
Example 1: Phase Portrait (8 of 8)
A phase portrait is given below, along with the direction field,
for our nonlinear system

Note that the quadratic terms in these equations are all
negative, and hence x' < 0 and y' < 0 for large x and y.
Thus the trajectories are directed inward towards (0.5,0.5).
) 5 . 0 75 . 0 ( / ), 1 ( / x y y dt dy y x x dt dx = =
Example 2: Population Equations (1 of 9)
Consider the system of equations

The critical points are (0,0), (1,0), (0,2), and (0.5,0.5). These
critical points correspond to equilibrium solutions.
The first three points involve the extinction of one or both
species. Only the fourth critical point corresponds to the long
term survival of both species.
Other solutions are represented as trajectories in the xy-plane
that describe the evolution of the populations over time.
) 75 . 0 25 . 0 5 . 0 ( / ), 1 ( / x y y dt dy y x x dt dx = =
Example 2: Direction Field (2 of 9)
A direction field for our system of equations is given below,
where the heavy dots correspond to the critical points.
Based on the direction field, (0.5,0.5) appears to be a saddle
point, and hence unstable, while (1,0) and (0,2) appear to be
asymptotically stable.
Thus only one species will eventually
survive, and this species is determined
by the initial conditions.
Example 2: Critical Point at (0,0) (3 of 9)
For the critical point (0,0), the approximating linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus the origin is an unstable node of both the linear and
nonlinear systems. All trajectories leave the origin tangent to
y-axis, except for one trajectory that lies along the x-axis.
|
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.
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\
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.
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\
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=
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.
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\
|
y
x
y
x
dt
d
5 . 0 0
0 1
|
|
.
|

\
|
= =
|
|
.
|

\
|
= =
1
0
, 5 . 0 ;
0
1
, 1
) 2 (
2
) 1 (
1
r r
t t
e c e c
y
x
5 . 0
2 1
1
0
0
1
|
|
.
|

\
|
+
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.
|

\
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=
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.
|

\
|
Example 2: Critical Point at (1,0) (4 of 9)
For the critical point (1,0), the approximating linear system is


The general solution for this linear system is


Thus (1,0) is an asymptotically stable node of both the linear
and nonlinear systems.
One pair of trajectories approach (1,0) along the x-axis
All other trajectories approach (1,0) tangent to the line with
slope 3/4, determined by the eigenvector
(2)
.
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.
|

\
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.
|

\
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=
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.
|

\
|
v
u
v
u
dt
d
25 . 0 0
1 1
t t
e c e c
v
u
25 . 0
2 1
3
4
0
1

|
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.
|

\
|

+
|
|
.
|

\
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=
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|
.
|

\
|
Example 2: Critical Point at (0,2) (5 of 9)
For the critical point (0,2), the linear system is


The general solution for this linear system is


Thus (0,2) is an asymptotically stable node of both the linear
and nonlinear systems.
One trajectory approaches (0,2) along the line with slope 3,
determined by the eigenvector
(1)
.
All other trajectories approach (0,2) along the y-axis.
|
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.
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\
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.
|

\
|


=
|
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.
|

\
|
v
u
v
u
dt
d
5 . 0 5 . 1
0 1
t t
e c e c
v
u
5 . 0
2 1
1
0
3
1

|
|
.
|

\
|
+
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|
.
|

\
|
=
|
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.
|

\
|
Example 2: Critical Point at (0.5,0.5) (6 of 9)
For the critical point (0.5,0.5), the linear system is


The eigenvalues and eigenvectors are




and hence the general solution for this linear system is
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.
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\
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.
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\
|


=
|
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.
|

\
|
v
u
v
u
dt
d
125 . 0 375 . 0
5 . 0 5 . 0
( )
( )
|
|
.
|

\
|
~
|
|
.
|

\
|
+
= ~

=
|
|
.
|

\
|

~
|
|
.
|

\
|

= ~
+
=
5687 . 0
1
8 / 57 3
1
, 7844 . 0
16
57 5
;
3187 . 1
1
8 / 57 3
1
, 1594 . 0
16
57 5
) 2 (
2
) 1 (
1

r
r
t t
e c e c
v
u
7844 . 0
2
1594 . 0
1
5687 . 0
1
3187 . 1
1

|
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.
|

\
|
+
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|
.
|

\
|

=
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.
|

\
|
Example 2: Critical Point at (0.5,0.5) (7 of 9)
Thus for the critical point (0.5,0.5), we have


It follows that (0.5,0.5) is an unstable saddle point of both the
linear and nonlinear systems.
One pair of trajectories approaches (0.5,0.5) as t , while
the others depart from (0.5,0.5).
The entering trajectories approach (0.5,0.5) tangent to the
line with slope of 0.5687, determined by the eigenvector
(2)
.
t t
e c e c
v
u
7844 . 0
2
1594 . 0
1
5687 . 0
1
3187 . 1
1

|
|
.
|

\
|
+
|
|
.
|

\
|

=
|
|
.
|

\
|
Example 2: Phase Portrait (8 of 9)
A phase portrait is given below, along with the direction field.
Of particular interest is the pair of trajectories that enter the
saddle point. These trajectories form a separatrix that divides
the first quadrant into two basins of attraction.
Example 2: Phase Portrait (9 of 9)
Trajectories starting above the separatrix approach the node
at (0,2), while those below approach the node at (1,0).
If initial state lies on separatrix, then the solution will
approach the saddle point, but the slightest perturbation will
send the trajectory to one of the nodes instead.
Thus in practice, one species will
survive the competition and the
other species will not.
Coexistence Analysis (1 of 7)
Examples 1 and 2 show that in some cases the competition
between two species leads to an equilibrium state of
coexistence, while in other cases the competition results in
eventual extinction of one of the species.
We can predict which situation will occur by examining the
governing equations

Note that this system is almost linear, since F and G are
quadratic polynomials.
There are four cases to be considered, depending on the
relative orientation of the lines
) ( / ), ( /
2 2 2 1 1 1
x y y dt dy y x x dt dx o o c o o c = =
0 , 0
2 2 2 1 1 1
= = x y y x o o c o o c
Coexistence Analysis: Nullclines (2 of 7)
The graphs below show the relative orientation of the lines

The lines are called the x and y nullclines, respectively,
because x' = 0 on the first and y' = 0 on the second.
The heavy dots represent equilibrium solutions.
Thus sustained coexistence is not possible in cases (a) and (b).
We show that sustained coexistence happens only in case (d).
0 , 0
2 2 2 1 1 1
= = x y y x o o c o o c
Coexistence Analysis: Linear System (3 of 7)
Let (X,Y) be a critical point, with corresponding linear system


Since (X,Y) is a critical point, we solve

to obtain nonzero values of X and Y, as given below:


Further, with (X,Y) a critical point, the linear system reduces to
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.
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\
|


=
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.
|

\
|
v
u
X Y Y
X Y X
v
u
dt
d
2 2 2 2
1 1 1 1
2
2
o o c o
o o o c
0 , 0
2 2 2 1 1 1
= = X Y Y X o o c o o c
2 1 2 1
2 1 1 2
2 1 2 1
1 2 2 1
,
o o o o
o c o c
o o o o
o c o c

= Y X
|
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.
|

\
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|
.
|

\
|


=
|
|
.
|

\
|
v
u
Y Y
X X
v
u
dt
d
2 2
1 1
o o
o o
Coexistence Analysis: Eigenvalues (4 of 7)
The eigenvalues of the linear system are


If o
1
o
2
o
1
o
2
< 0, then the eigenvalues are real and of
opposite sign, and hence (X,Y) is an unstable saddle point, and
thus sustained coexistence is not possible.
If o
1
o
2
o
1
o
2
> 0, then the eigenvalues are real, negative and
unequal, or complex. It can be shown that the eigenvalues
are not complex, and hence (X,Y) is an asymptotically stable
node, and thus sustained coexistence is possible.
In Example 1, o
1
o
2
o
1
o
2
= (1)(1) - (1)(0. 5) = 0.5 > 0.
In Example 2, o
1
o
2
o
1
o
2
= (1)(0.25) - (1)(0.75) = -0.5 < 0.
( )
2
) ( 4 ) (
2 1 2 1
2
2 1 2 1
2 , 1
XY Y X Y X
r
o o o o o o o o + +
=
Coexistence Analysis: Case (c) (5 of 7)
In case (c), we have


These inequalities, together with


yield o
1
o
2
o
1
o
2
< 0.
Therefore sustained coexistence is not
possible in case (c).
2 1 1 2
1
1
2
2
1 2 2 1
2
2
1
1
or , or o c o c
o
c
o
c
o c o c
o
c
o
c
> > > >
, 0 , 0
2 1 2 1
2 1 1 2
2 1 2 1
1 2 2 1
>

= >

=
o o o o
o c o c
o o o o
o c o c
Y X
Coexistence Analysis: Case (d) (6 of 7)
In case (d), we have


These inequalities, together with


yield o
1
o
2
o
1
o
2
> 0.
We can also show that the other critical
points are unstable, and thus the two
populations approach the equilibrium
state of coexistences in case (d).
2 1 1 2
1
1
2
2
1 2 2 1
2
2
1
1
or , or o c o c
o
c
o
c
o c o c
o
c
o
c
< < < <
, 0 , 0
2 1 2 1
2 1 1 2
2 1 2 1
1 2 2 1
>

= >

=
o o o o
o c o c
o o o o
o c o c
Y X
Discussion of Coexistence Conditions (7 of 7)
For our competitive species equations,

sustained coexistence is possible when o
1
o
2
o
1
o
2
> 0.
The os are a measure of the inhibitory effect that the growth
of each population has on itself.
The os are a measure of the inhibitory effect that the growth
of each population has on the other species.
Thus when o
1
o
2
o
1
o
2
> 0, the competition is weak, and the
species can coexist.
When o
1
o
2
o
1
o
2
< 0, the competition is strong, and the
species cannot coexist one must die out.
) ( / ), ( /
2 2 2 1 1 1
x y y dt dy y x x dt dx o o c o o c = =
Predator-Prey Systems
In the previous Section we discussed a model of two species
that interact by competing for a common food supply or other
natural resource.
In this section we investigate the situation in which one
species (the predator) preys on the other species (the prey),
while the prey lives on some other source of food.
For example, foxes and rabbits in a closed forest.
Again we emphasize that a model involving only two species
cannot fully describe the complex relationships among
species that occur in nature.
Nevertheless, the study of simple models is the first step
toward an understanding of more complicated phenomena.
Assumptions
Let x and y be the populations of the prey and predator,
respectively, at time t.
We make the following assumptions:
In the absence of the predator, the prey grows at a rate proportional
to the current population; thus dx/dt = a x, a > 0, when y = 0.
In the absence of the prey, the predator dies out at a rate proportional
to the current population; thus dy/dt = -cy, c > 0, when x = 0.
The number of encounters between predator and prey is proportional
to the product of their populations. Each such encounter tends to
promote the growth of the predator and to inhibit the growth of the
prey. Thus the growth rate of the predator is increased by a term of
the form xy, while the growth rate of the prey is decreased by a
term o xy, where and o are positive constants.
Predator-Prey Equations
Thus we have the system of equations


The constants a, c, o, are all positive, where a, c are the
growth rate of prey and death rate of predator, respectively,
and o, are measures of the effect of the interaction
between the two species.
The predator-prey equations are known as the Lotka-Volterra
equations. Although they are rather simple equations, they
do characterize a wide class of problems.
Our goal here is to determine the qualitative behavior of the
solutions for arbitrary positive initial values x and y.
( )
( ) x c y xy cy dt dy
y a x xy ax dt dx

o o
+ = + =
= =
/
, /
Example 1: Population Equations (1 of 8)
Consider the system of equations

The critical points are (0,0) and (3,2).
Given below is a direction field for this system of equations,
with the critical points indicated as heavy dots.
The trajectories appear to be closed curves surrounding the
critical point (3,2).
0 , , 25 . 0 75 . 0 / , 5 . 0 / > + = = y x xy y dt dy xy x dt dx
Example 1: Critical Point at (0,0) (2 of 8)
For the critical point (0,0), the approximating linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus (0,0) is an unstable saddle point of both the linear and
nonlinear systems. One trajectory approaches (0,0) along the
y-axis, while all other trajectories depart from (0,0).
|
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\
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|
.
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\
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=
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.
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\
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y
x
y
x
dt
d
75 . 0 0
0 1
|
|
.
|

\
|
= =
|
|
.
|

\
|
= =
1
0
, 75 . 0 ;
0
1
, 1
) 2 (
2
) 1 (
1
r r
t t
e c e c
y
x
75 . 0
2 1
1
0
0
1

|
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.
|

\
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+
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|
.
|

\
|
=
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.
|

\
|
Example 1: Critical Point at (3,2) (3 of 8)
For the critical point (3,2), the approximating linear system is


The eigenvalues and eigenvectors are


Thus (3,2) is stable center point of the linear system, but is
indeterminate for the nonlinear systems, by Theorem II.
To find the trajectories for the linear system, we have
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=
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\
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\
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\
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=
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\
|
2
3
,
0 5 . 0
5 . 1 0
y
x
v
u
v
u
v
u
dt
d
|
|
.
|

\
|
= =
|
|
.
|

\
|

= =
3 /
1
,
2
3
;
3 /
1
,
2
3
) 2 (
2
) 1 (
1
i
i
r
i
i
r
v
u
v
u
du
dv
dt du
dt dv
3 5 . 1
5 . 0
/
/
= = =
Example 1: Critical Point at (3,2) (4 of 8)
Near the critical point (3,2), we thus have

The solution to this separable equation is

Thus the trajectories of the linear system are ellipses centered
at the critical point (3,2), and are elongated horizontally.
Returning to the nonlinear system

we have
v u du dv 3 / / =
0 , 3
2 2
> = + k k v u
0 , , 25 . 0 75 . 0 / , 5 . 0 / > + = = y x xy y dt dy xy x dt dx
xy x
xy y
dx
dy
5 . 0
25 . 0 75 . 0

+
=
Example 1: Critical Point at (3,2) (5 of 8)
Thus


The solution to this separable equation is

It can be shown that the graph of this equation, for a fixed c,
is a closed curve about the point (3,2).
Thus the critical point (3,2) is also a center of our nonlinear
system, and hence the predator and prey populations exhibit
a cyclic variation about the equilibrium solution (3,2).
This behavior is seen in the phase portrait on the next slide.
c x y y x = + 25 . 0 5 . 0 ln ln 75 . 0
( )
( )
dx
x
x
dy
y
y
y x
x y
dx
dy 25 . 0 75 . 0 5 . 0 1
5 . 0 1
25 . 0 75 . 0 +
=

+
=
Example 1: Phase Portrait (6 of 8)
Given below is a phase portrait for our nonlinear system.
For some initial conditions, the trajectories represent small
variations in x and y about (3,2), and are almost elliptical in
shape, as the linear analysis suggests.
For other initial points, the oscillations in x and y are more
pronounced, and the shape of the trajectories are significantly
different from an ellipse.
Note that the trajectories are
traversed counterclockwise.
Example 1: Population Equations (7 of 8)
A phase portrait along with population graphs x(t) and y(t), for
a typical set of initial conditions, are given below.
Note from both of these figures that the oscillation of the
predator population lags behind that of the prey.
Example 1: Population Equations (8 of 8)
Starting with a state in which both populations are relatively
small, the prey first increase because of little predation.
Then the predators, with abundant food, increase in population.
This causes heavy predation, and the prey tend to decrease.
Finally, with a diminished food supply, the predator population
also decreases, and the system returns to original state.
General Predator-Prey Equations (1 of 7)
The general system of equations


can be analyzed in the same way as in Example 1.
The critical points are the solutions of the equations

yielding the points (0,0) and (c/, a/o).
We next examine the solutions of the corresponding linear
system near each critical point.
( )
( ) x c y xy cy dt dy
y a x xy ax dt dx

o o
+ = + =
= =
/
, /
( ) ( ) , 0 , 0 = + = x c y y a x o
General System: Critical Point at (0,0) (2 of 7)
For the critical point (0,0), the approximating linear system is


The eigenvalues and eigenvectors are


and hence the general solution for this linear system is


Thus (0,0) is an unstable saddle point of both the linear and
nonlinear systems. One trajectory approaches (0,0) along the
y-axis, while all other trajectories depart from (0,0).
|
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|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
y
x
c
a
y
x
dt
d
0
0
|
|
.
|

\
|
= =
|
|
.
|

\
|
= =
1
0
, ;
0
1
,
) 2 (
2
) 1 (
1
c r a r
t c t a
e c e c
y
x

|
|
.
|

\
|
+
|
|
.
|

\
|
=
|
|
.
|

\
|
1
0
0
1
2 1
Critical Point at (c/, a/o): Linear System (3 of 7)
For the critical point (c/, a/o), the linear system is


The eigenvalues are

Thus (c/, a/o) is stable center point of the linear system, but
is indeterminate for the nonlinear systems, by Theorem II.
To find the trajectories for the linear system, we have
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=
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.
|

\
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.
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\
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\
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=
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|

\
|
o

o
o
/
/
,
0 /
/ 0
a y
c x
v
u
v
u
a
c
v
u
dt
d
ac i r ac i r = =
2 1
,
v c
u a
v c
u a
du
dv
dt du
dt dv
2
2
) / (
) / (
/
/
o

o
o
= = =
Critical Point at (c/, a/o): Ellipses (4 of 7)
Near the critical point (c/, a/o), we thus have


The solution to this separable equation is

Thus the trajectories of the linear system are ellipses centered
at the critical point (c/, a/o).
Returning to the nonlinear system

we have
( )
( ) y a x
x c y
dx
dy
o

+
=
( ) ( ) 0
2 2
2
2
= + = dv v c du u a
v c
u a
du
dv
o
o

0 ,
2 2 2 2
> = + k k v c u a o
( ) ( ) x c y dt dy y a x dt dx o + = = / , /
Critical Point at (c/, a/o):
Nonlinear System (5 of 7)
Thus


The solution to this separable equation is

It can be shown that the graph of this equation, for a fixed C,
is a closed curve about the point (c/, a/o).
Thus the critical point (c/, a/o) is also a center of our
nonlinear system, and hence the predator and prey
populations exhibit a cyclic variation about (c/, a/o).
C x x c y y a = + o ln ln
( )
( )
dx
x
x c
dy
y
y a
y a x
x c y
dx
dy o
o
+
=

+
=
Critical Point at (c/, a/o):
Small Deviations and Linear System (6 of 7)
The cyclic variation of the predator and prey populations can
be analyzed in more detail when the deviations from the
point (c/, a/o) are small and the linear system can be used.
The solution of the linear system


can be written in the form


where the constants K and | are determined by the initial
conditions.
|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
v
u
a
c
v
u
dt
d
0 /
/ 0
o
o
( ) ( ) |
o
|

+ = + = t ac K
a
c a
t v t ac K
c
t u sin ) ( , cos ) (
Critical Point at (c/, a/o): Small Deviations and
Elliptical Approximation (7 of 7)
The equations below are good approximations to the nearly
elliptical trajectories near (c/, a/o).


We can use them to draw several conclusions about the cyclic
variation of the predator and prey on such trajectories:
The predator and prey population sizes vary sinusoidally with period
2t /(ac)

. This oscillation period is independent of initial conditions.

The predator and prey populations are out of phase by one-quarter of
a cycle. The prey leads and the predator lags.
The amplitudes of oscillations are Kc/ for the prey, and (c/a)

Ka/o
for the predator, and hence depend on initial conditions and
parameters.
The average predator and prey populations over one complete cycle
are c/ and o /a, respectively same as equilibrium populations.
( ) ( ) |
o
|

+ = + = t ac K
a
c a
t v t ac K
c
t u sin ) ( , cos ) (
Modified Predator-Prey Equations
Cyclic variations of predator and prey, as predicted by our
equations, have been observed in nature; see text.
One criticism of the Lotka-Volterra equations is that in the
absence of the predator, the prey will grow without bound.
This can be corrected using a logistic model for x when y = 0.
As a result of this modification, the critical point at (c/, a/o)
moves to (c/, a/o - o c/o ) and becomes an asymptotically
stable point. It is either a node or a spiral point, depending on
the parameters in the differential equations.
In either case, other trajectories are no longer closed curves
but approach the critical points as t .