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Lecture 20
Linear Systems of Differential Equations
=
gL sin
Geometrically we can view this as a recipe for the tangent vector to the
solution in the plane, which is called the phase plane.
Dividing the equations gives
g sin
dv
=
d
L
g
cos = C
L
Uncoupled Equations
Consider the DE
x
y
0
=
a 0
0 1
x
y
y = C2 e t
When a = 0, every point on the x axis is a fixed point and the phase plane
looks like
In both cases all the trajectories end at the origin. The difference is in the
decay rates of x and y . For a < 1, x decays more rapidly. Then x is
called the fast direction.
Some definitions
In the previous example when a < 0 then
lim x(t) = 0
for any initial condition. In this case the origin is called a stable node also
called an attractor or a sink.
If x and y are exponentially increasing then all the trajectories move away
from the origin. In this case the origin is an unstable node or repellor or a
source.
For a > 0 we have a saddle. If your initial condition is on the y axis then
the trajectory tends to the origin as t . The y axis is called the stable
manifold. The x axis is called the unstable manifold since for an initial
condition on the x axis, then the trajectory tends to the origin as t .
Av = v
An Example
Analyze the DE
x
y
0
=
1 1
2 4
2 1
2 1
v1
v2
x
y
2 5 + 6 = 0
=
0
0
= 2, 3
1
1
1
2
v=
v=
1
1
e
2t
+ C2
1
2
e 3t
The trajectories move away from the origin and eventually end up parallel
to y = 2x which is the fast manifold.
x
y
0
=
3 5
4
1
x
y
= 1 4i
v=
1 2i
2
cos 4t 12 sin 4t
25 sin 4t
C
1
t
x=e
C2
sin 4t
cos 4t + 12 sin 4t
The effect of the matrix is to rotate a vector and the magnitude of x is
decreasing due to the e t term so the trajectories spiral in to the origin.
Repeated roots
x
y
0
=
=0
3 1
4
1
x
y
2 + 2 + 1 = 0
v=
= 1
1
2
2 1
4
2
Aw + w = v
w1
1
=
w2
2
w=
0
1
x
y
0
=
=0
3 2
9
3
x
y
2 + 0 = 0
= 3i
v+ =
2
3 3i
2
3 3i
2
3 + 3i
p
1
2 4
2