Section 5.

7
Applications to Differential Equations
 Dynamical System
Dynamical
System

Continuous Time Discrete Time

Dynamical System Dynamical System

Linear Differential Linear Difference

Equation Equation
 Continuous Dynamical System
Linear Differential Equation
State Variable

Present State
Future State
System Matrix
Differential Equation
Differential Equation
Differential Equation
 Continuous Dynamical System

Step1: Determine State Variables

 Continuous Dynamical System
Step2: Determine System Matrix

NodeA
 Continuous Dynamical System
Step2: Determine System Matrix

NodeA
 Continuous Dynamical System
Step2: Determine System Matrix

NodeA
 Continuous Dynamical System
Step2: Determine System Matrix

NodeA
1
2
0.5
 Continuous Dynamical System
Step 3: Find Eigen values of system matrix A
 Continuous Dynamical System
Step 4a: Find Eigen vectors of system matrix A

Suppose x2=2
 Continuous Dynamical System
Step 4b: Find Eigen vectors of system matrix A

Suppose x2=1
 Continuous Dynamical System
Step 5: Find Eigen Functions of system matrix A

Step 6: Write State Variable as linear combination of Eigen functions

 Continuous Dynamical System
Step 7: Write initial vector as linear combination of Eigen Functions
 Continuous Dynamical System
Step 8: Write State Variable as linear combination of Eigen functions

Step 9: Analyze state vector at t=

As both Eigen values are
negative system will go to
zero

Go to Zero
Go to Zero
 Continuous Dynamical System
When all the Eigen values are distinct, real and
negatives, the system response will be called Over-
Damped
 Continuous Dynamical System

Step1: Determine State Variables

 Continuous Dynamical System
Step2: Determine System Matrix
 Continuous Dynamical System
Step2: Determine System Matrix

NodeA
 Continuous Dynamical System
Step2: Determine System Matrix

NodeA
 Continuous Dynamical System
Step2: Determine System Matrix

0.1
NodeA

0.8
0.4
 Continuous Dynamical System
Step 3: Find Eigen values of system matrix A
 Continuous Dynamical System
Step 4: Find Eigen vectors of system matrix A

Let
then
 Continuous Dynamical System
Step 5: Find Eigen Functions of system matrix A
 Continuous Dynamical System
Step 6: Find Real Functions of Eigen Function
 Continuous Dynamical System
Step7: Write state variable as linear combination of Real Eigen Function
 Continuous Dynamical System
Step 8: Write initial vector as linear combination of Real Eigen Functions
 Continuous Dynamical System
Step 9: Write state variable as linear combination of Real Eigen Function

Step 10: Analyze state vector at t= As Real Part of Eigen values

are negative, system will go
to zero

Goes to Zero
 Continuous Dynamical System
When all the Eigen values are complex and negatives,
the system response will be called Under-Damped
Continuous Dynamical Systems and Stability

Stability Real Complex

Stable <0 Re <0
Stable =0 Re =0
Unstable >0 Re >0
 Continuous Dynamical System
Question: Consider a system matrix A of a discrete dynamical system

Analyze its long term behavior and find whether it has internal
stability? Let initial vector be

Solution:
Step 1: Find Eigen values of system matrix A
 Continuous Dynamical System
Step 2a: Find Eigen vectors of system matrix A

Suppose x2=1
 Continuous Dynamical System
Step 2b: Find Eigen vectors of system matrix A

Suppose x2=1
 Continuous Dynamical System
Step 3: Find Eigen Functions of system matrix A

Step 4: Write State Variable as linear combination of Eigen functions

 Continuous Dynamical System
Step 5: Write initial vector as linear combination of Eigen Functions
 Continuous Dynamical System
Step 6: Write State Vector as Linear Function of Eigen functions

Step 7: Analyze state vector at k=

Unstable