Final Review: APMA4101

• Structure of the final Exam

• Overview of the Course
• Quick review of relevant material up to midterm
• Review of material after midterm
• Analysis of Autonomous Planar Dynamical systems
• Constructing Phase portraits: A recipe
•Special Cases: Conservative/Hamiltonian/Gradient
• Index Theory
• Ruling out Limit Cycles
• PB theory and trapping regions for limit cycles
• Analysis of the Lorenz system
• Linear analysis in higher dimensions
• Discrete Dynamical Systems
 Overview of Exam
• Exam: 4:10-7:00 pm Dec 13, Hamilton 602
• No more than 5 (multi-part) questions (similar
in style to the midterm)
• Closed Book: no calculators, books, notes
• Might provide a small cheat sheet
• 50% of course grade
•I will be at the final (this time), so if there are
any questions about any of the questions,
please ask me!
 Pre-Midterm Material
• Classify and solve 1st-order ODE IVP’s
• Understand Existence and uniqueness of solutions
to Autonomous Dynamical systems
0
X = F (X),
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X(0) = X0
•Basic Numerical methods for solving ODE IVP’s
• 1-D Systems: Flow on a line and bifurcation
analysis
•Solution of Linear Dynamical systems
0
X = AX
<latexit sha1_base64="Ji49StLYS6wq4Kj0fS2DcaNkpcs=">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</latexit>

•Canonical Forms
•Classification of Linear systems on Tr,Det, plot
 Stability of Fixed Points
(Strogatz Ch 5, HSD, cos 2-4)
p
T r(J(X ⇤ )) ± T r2 4|J(X ⇤ )|
=
2
de sinks

es e
urc at
ge

so ner
ne

ge
rat

stable unstable

de
e

spirals spirals
attractors repellers

centers

sinks sources
Singular systems |A|=0

saddles
HSD Figure 4.1
Phase portraits in
canonical form
 Pre-Midterm Material
• Classify and solve 1st-order ODE IVP’s
• Understand Existence and uniqueness of solutions
to Autonomous Dynamical systems
0
X = F (X),
<latexit sha1_base64="nlZImaQRngH1gSg1LM7cVavhr/s=">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</latexit>
X(0) = X0
•Basic Numerical methods for solving ODE IVP’s
• 1-D Systems: Flow on a line and bifurcation
analysis
•Solution of Linear Dynamical systems
0
X = AX
<latexit sha1_base64="Ji49StLYS6wq4Kj0fS2DcaNkpcs=">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</latexit>

•Canonical Forms
•Classification of Linear systems on Tr,Det, plot
 Post-Midterm Material

Analysis of Autonomous Planar Dynamical systems

• Constructing Phase portraits: A recipe
• Special Cases: Conservative/Hamiltonian/Gradient
• Index Theory
• Ruling out Limit Cycles
• Poincaré-Bendixson theory:
• finding trapping regions for limit cycles
• Bifurcation analysis on the phase-plane

Analysis of the Lorenz system

• Linear analysis in higher dimensions
• Discrete Dynamical Systems
 Analysis of Autonomous Planar Dynamical
systems
Constructing Phase portraits: A recipe

• Sketch the Null-Clines

• Consider global directions of flow
• Identify all fixed points - graphically/analytically
• Classify fixed points on Tr(J), det(J) diagram
• Sketch in trajectories

Bifurcation diagram
• plot fixed point “location” against control parameter
• classify fixed point type as a function of r and label
• Identify and classify bifurcations
• zero eigenvalue bifurcations
(saddle node, transcritical, super/sub-critical pitchfork)
• Hopf bifurcations (super/sub-critical, degenerate)
 Example from Homework
x0 = rx y
2
0 x
y = y
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1 + x2

Null Clines
 Pseudo-bifurcation diagram

x*_coord

Null Clines Pseudo-bifurcation diagram

 Analysis
Fixed Points: intersection of null-clines
x2
rx =
1 + x2
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2
x(rx
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x + r) = 0

x⇤0 = 0
p
⇤ 1+ 1 4r2 1
xp = , 0
p2r 2
1 1 4r2 1
x⇤m = , 0
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2r 2

Null Clines
 Analysis
Fixed Points: intersection of null-clines

x⇤0 = 0
p
⇤ 1+ 1 4r2 1
xp = , 0
p2r 2
x*_coord

1 1 4r2 1
x⇤m = , 0
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2r 2

r
 Analysis
Classification of Fixed Points

0 x⇤0 = 0
x = rx y p
2 ⇤ 1+ 1 4r2 1
0 x xp = , 0
y = y 2r 2
1 + x2 p
1 1 4r2 1
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x⇤m = , 0
Jacobian <latexit sha1_base64="XfntNJo4w8Gqts/970GvnIqZ5js=">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</latexit>
2r 2

r 1
J(x) = 2x
(1+x2 )2 1
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 Analysis
Classification of Fixed Points
⇤
x0 =0
p
⇤ 1+ 1 4r2 1
xp = , 0
p2r 2
⇤ 1 1 4r2 1
xm = , 0
<latexit sha1_base64="XfntNJo4w8Gqts/970GvnIqZ5js=">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</latexit>
2r 2

r 1
J(x) = 2x
(1+x2 )2 1
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Tr(J) = r 1
2x⇤
|J| = ⇤ 2 2 r
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(1 + x )
 Analysis
Classification of Fixed Points Tr(J) = r 1
2x⇤
|J| = r
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(1 + x⇤ 2 )2
Special Cases: Conservative Systems
dx
=y 
dV (x) dt d 1 2
ẍ = V + y =0
dx dy dV dt 2
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=
dt dx
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Hamiltonian:
dx @H
= H(x, y) = C
dt @y <latexit sha1_base64="bRqH5BIF6gOxW+vjVq62yYeedwg=">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</latexit>

• Only fixed points Saddles & Centers (Tr(J) = 0

dy @H
= • Can have homoclinic orbits
<latexit sha1_base64="fKycp3GfdNhgZo/vDJl3GQiQaxo=">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</latexit>
dt @x • Linear analysis is robust
 Example: The non-linear pendulum
d✓
=!
✓ dt
`
˙ ✓ˆ
v = ✓` d!
<latexit sha1_base64="YWF7qX+NduFrYxQGvdQ2uZOtUbY=">AAACHHicbVDLSgMxFM3UV62vUZdugkVwVWZE0I1QdOOygm2FzlAy6W0bmnmQ3CmUoVs/wy9wq1/gTtwKfoD/YdoOYlsPBE7OuTf35gSJFBod58sqrKyurW8UN0tb2zu7e/b+QUPHqeJQ57GM1UPANEgRQR0FSnhIFLAwkNAMBjcTvzkEpUUc3eMoAT9kvUh0BWdopLZNh/SKep0YMw/7gGzsgZRen/3e23bZqThT0GXi5qRMctTa9rd5jqchRMgl07rlOgn6GVMouIRxyUs1JIwPWA9ahkYsBO1n05+M6YlROrQbK3MipFP1b0fGQq1HYWAqQ4Z9vehNxP+8VordSz8TUZIiRHw2qJtKijGdxEI7QgFHOTKEcSXMrpT3mWIcTXhzU1CYhcclk4u7mMIyaZxVXMPvzsvV6zyhIjkix+SUuOSCVMktqZE64eSRPJMX8mo9WW/Wu/UxKy1Yec8hmYP1+QNNo6KS</latexit>

= sin ✓
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dt 1 2
mg Contour plot of E =
<latexit sha1_base64="214+ZbglaGew9BtB85rlaxFbKb4=">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</latexit>
cos ✓ + !
2
Special Cases: Gradient Systems
dx @V
=
dx dt @x
= rV dy @V
<latexit sha1_base64="ioS7SjCZmoMxq66QOk2OGweWJaU=">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</latexit>
dt =
<latexit sha1_base64="q+mpHGr9Skf9u6uz8unse7K8GF0=">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</latexit>
dt @y

Example

1 2 1 2
V (x, y) = x + 2xy + y
2 2
<latexit sha1_base64="5Vm9Y/yLxKKNxHR1RArJB4+d9Gg=">AAACKnicbVDLSsNAFJ3UV62vqEs3g0WoKCUJgm6EohuXFewD2rRMppN26GQSZibSEPIXfoZf4Fa/wF1xq//h9LFoqwdmOJxzL/fe40WMSmVZYyO3tr6xuZXfLuzs7u0fmIdHdRnGApMaDlkomh6ShFFOaooqRpqRICjwGGl4w/uJ33gmQtKQP6kkIm6A+pz6FCOlpa5ZrpdGl8k5vIVtXyCc2lnqZKOOAy+gM0r0vyAnHadrFq2yNQX8S+w5KYI5ql3zp90LcRwQrjBDUrZsK1JuioSimJGs0I4liRAeoj5pacpRQKSbTu/K4JlWetAPhX5cwam62JGiQMok8HRlgNRArnoT8T+vFSv/xk0pj2JFOJ4N8mMGVQgnIcEeFQQrlmiCsKB6V4gHSAehdJRLUxTVC2cFnYu9msJfUnfKtuaPV8XK3TyhPDgBp6AEbHANKuABVEENYPAC3sA7+DBejU9jbHzNSnPGvOcYLMH4/gV+2qVj</latexit>

• Only fixed points Saddles, Sinks and Sources

• All eigenvalues of J are real
• Cannot have limit cycles!
 Index Theory F

1
def: The index of a closed curve C, Ic = [ ]c
2⇡
C
Properties
1. Invariant with C if the curve does not intersect any fixed points
2.If C does not contain any fixed points, then IC = 0
3. Invariance to time reversal: i.e. changing the sign of F does not
change IC
4. IC = 1 for a closed orbit
5. Can define Index of a Fixed point: saddle = -1, all others 1 + weird
6. The index of an arbitrary curve isX
the sum of the indices of the
fixed points it contains, i.e. Ic = Ik
k
7. Every limit cycle must contain at least 1 fixed point and it can’t
be a single saddle
 Ruling out Limit Cycles

• Index theory (some times: no fixed points, no LC)

• Energy Arguments:
•Gradient systems: V̇ < 0 on all trajectories <latexit sha1_base64="p25RXXec1zxRX/h/nqi7ZS917G4=">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</latexit>

• Damped oscillators: Ė < 0 on all trajectories <latexit sha1_base64="7AclD/X3ICXUChbSbdXqN8VQvPE=">AAADyHicbVLLbtNAFJ3WPIp5tbBkY5FUYtPITkFlwSIiQkKsitS0lWyrGo/H8SjzsGbGLZHlDf/AFpZ8E3/DtRNo7HQky9f3nOM5584kBWfG+v6fnV3n3v0HD/ceuY+fPH32fP/gxblRpSZ0RhRX+jLBhnIm6cwyy+lloSkWCacXyWLa4BfXVBum5JldFjQWeC5Zxgi20AqjVNnqU+198Pyr/YE/8tvlbRfBuhig9Tq9Otj9DXJSCiot4diYMPALG1dYW0Y4rd2oNLTAZIHnNIRSYkFNXLWea+8QOqmXKQ2PtF7b3VRUWBizFAkwBba56WNN8y4sLG32Pq6YLEpLJVltlJXcs8prBuClTFNi+RIKTDQDrx7JscbEwpg6u1gGhjsxqpRmvU4i4FtTSW+IEgLLtIqS6zoMYniLahDUAG+C07qKGtNJUk372Jleg1pUUAMq8IJiOFQL5rpcruQ8xSZvtgrHVMTVoet5rSBR38IBGBhGYmLzCEZl8qNILKiWRyeijOBwcAphoxyYDatFxoB0qNAY1lGeMc43xCvK8NacsnnfmxLMmgUrIE2ri7DWeAlHDGPrRebbOf5Ha0Lc/qur03fo/lE7P6hd14WrHfQv8nZxPh4Fx6N3X98OJh/Xl3wPvUKv0RsUoBM0QZ/RKZohghT6gX6iX84Xp3BunOWKuruz1rxEneV8/wvPOURR</latexit>

• Lyapunov Functions
• Dulac’s Criterion: if can find g(x) such that <latexit sha1_base64="QXngi3JiFUigDNhWDaxUFOs8EPk=">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</latexit>

r· g(x)F (x) has a single sign over some domain R

<latexit sha1_base64="iCIrPUwZyfJ6k1bqiopJPx8K7lQ=">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</latexit>

has a single sign over some simple domain R, then

there can be no closed orbits in R
 Finding Limit Cycles
Poincaré-Bendixson Theorem
• Theorem: Suppose
(1) R is a closed ,bounded subset of the plane
(2) ẋ = f (x) is C1 on an open set containing R
(3) R does not contain any fixed points
(4) There exists a trajectory C that is “confined” in R for all
time t.
Then: either C is a closed orbit or approaches a closed orbit
as
 Poincaré-Bendixson Theorem
Finding trapping regions in polar coordinates (with or without time reversal):
See lecture 18 for a recipe
Polar Coordinates
✓ ◆
Example: 1
3 3
ẋ = x y x ṙ = r r 1 sin 2✓
2
ẏ = x + y y3 r2
✓˙ = 1 sin 2✓
<latexit sha1_base64="+86BkYyKg2soGGYmNUryAsjWBoQ=">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</latexit>
2

Radial Trapping region:

p
1<r<
<latexit sha1_base64="rNoIXVWABd0Fe2N6s2z6j4A4KN8=">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</latexit>
2

Also considered time reversed

system
 Liénard Systems
ẍ + f (x)ẋ + g(x) = 0
(1) f(x) and g(x) are continuously differentiable for all x
(2) g(-x) = -g(x), g is odd
(3) g(x) > 0 for x > 0
(4) f(-x) = f(x), f is even Z x
(5) The odd function F (x) = f (u)du
0
has a single root at x=a, F(x)<0 for x<a and is positive
non-decreasing and F ! 1 as x ! 1
Then the system has a unique, stable limit cycle surrounding
the origin in the phase plane
 Liénard Systems
Example: van der Pol oscillator
ẋ = µ(y F (x))
ẍ + µ(x2 1)ẋ + x = 0 can rewrite as
x´ = mu(y - (x³/3 -x)) <latexit sha1_base64="S6kdDcAEwVkTrMDZOkG02JJdtao=">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</latexit>
ẏ = x/µ
mu=1.5
y´ = -x/mu
3

x´ = mu(y - (x³/3 -x))

2.5
y´ = -x/mu

2 2

1.5

1 1

0.5

x
y 0
0

-0.5

-1
-1

-1.5
-2

-2
-10 10 30 50

0 20 40
-2.5
t

-3
-3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3

x
 Bifurcation analysis on the plane
• 0 eigenvalue bifurcations
• Saddle Node
de sinks

es e
urc at
ge

•Transcritical

so ner
ne

ge
•supercritical pitchfork
rat

stable unstable

de
e

spirals spirals •subcritical pitchfork

attractors repellers • Hopf Bifurcations
centers

sinks sources
Singular systems |A|=0

saddles
 The Lorenz Equations
A 3-D non-linear system with three parameters

ẋ = (y x)
ẏ = rx y xz
ż = xy bz

where
Prandtl number
r Rayleigh number
b a geometric factor
 The Lorenz Equations
•Low order Approximation of Thermal convection PDE’s
•Standard Fixed point analysis and bifurcations
Behavior of the unstable
 The Lorenz Equations
Behavior of the unstable manifold r > 1

r=3 r=10

r=15
r=24
 The Lorenz Equations
• Can demonstrate Chaos: sensitivity to initial conditions in some
parameter ranges
• Can argue that there are no stable periodic orbits, in trapping region
of “Strange Attractor”

r=28
 Discrete Dynamical Systems
xn+1 = f (xn )
<latexit sha1_base64="nhdIf8hzVGf23+MQ3d3YkAurC7M=">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</latexit>

Examples:

⇢
2xn xn < 1/2
xn+1 =
2(1 xn ) xn > 1/2 xn+1 = rxn (1
<latexit sha1_base64="ZUsWG5gH0bGagkPYjdOlE+9ccV0=">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</latexit>
xn )
 Discrete Dynamical Systems
xn+1 = f (xn )
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Understand:
• Cobweb diagrams (how to iterate graphically)
• Stability of fixed points x⇤ = f (x⇤ ) <latexit sha1_base64="/eXvR3Ea0mSZGaxRbWuctqolb5w=">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</latexit>

0 ⇤
|f (x )| < 1 Stable
0 ⇤
|f (x )| > 1 Unstable
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•How to find 2-cycles, p-cycles