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Introduction
Ing. Jaroslav Jra, CSc.
Definition
Dynamical system is a system that changes over time according to a
set of fixed rules that determine how one state of the system moves to
another state.
Dynamical system is a phase space together with a transformation of
that space
x (t ) [ x1 (t ), x2 (t ),......, xn (t )]
A function can be described by a single function or by a set of functions
dx1
x 1 f1 ( x1 , x2 ,...., xn )
dt
dx2
x 2 f 2 ( x1 , x2 ,...., xn )
dt
.
.
dxn
x n f n ( x1 , x2 ,...., xn )
dt
Nonlinear
Autonomous
Nonautonomous
Conservative
Nonconservative
Discrete
Continous
One-dimensional
Multidimensional
f ( x) f ( x)
f ( x y ) ( x y ) 2 x 2 2 xy y 2 f ( x) f ( y ) x 2 y 2
f (5 x) (5 x) 2 25 x 2 5 f ( x) 5 x 2
System B:
y (t ) 10 x(t )
System A:
Start with a delay of the input
Clearly
nonautonomous.
System B:
Start with a delay of the input
Clearly
x(0) x 0
x(k 1) f ( x(k ))
x(k ) f k ( x0 )
The system can be solved by iteration calculation. Typical example is annual
progress of a bank account. If the initial deposit is 100000 crowns and annual
interest is 3%, then we can describe the system by
x(0) 100000
x(k 1) 1.03 x(k )
x(k ) 1.03k *100000
x(0) x0
x f ( x)
For example, vertical throw is described by initial conditions h(0), v(0)
and equations
h(t ) v(t )
v(t ) g
x(k 1) ax(k ) b
x(t ) ax(t ) b
where a,b are constants.
Multidimensional system is described by a vector of functions like
x (k 1) Ax (k ) B
x(t ) Ax (t ) B
a12
a22
a32
a13
a23
a33
Matrix B
b11 b12
B b21 b22
b31 b32
b13
b23
b33
Vector C
c
1
C c2
c3
a11b13 a12b23 a13b33
Determinant
1 0 0
E 0 1 0
0 0 1
d11
D
d12
d 21
d 22
a12
a22
a32
a13 a11
a23 a21
a33 a31
a12
a22
a32
det( A ) a11a22 a33 a12 a23a31 a13 a21a32 a11a23a32 a12 a21a33 a13 a22 a31
a b
c
d
a b
1
A
c
d
1 a b
1 a b
c d
c
d
det( A)
ad
cb
Au u
For the eigenvalue calculation we use the formula
det( A E) 0
( A E)u 0
a11
a
21
Two-dimensional example:
a12
a22
u1
u 0
2
1 0
0
2
0
0
...
0
0
0
k
x (k ) A x (0)
x (k 1) Ax (k )
Raising matrices to the power is quite difficult, but in case of diagonal matrix we
simply have:
1k
A
0
2
0
0
0
...
0
0
dx
Ax (t )
dt
x (t ) x0 exp( At )
Using matrices as an argument for the exponential function is much more difficult
than raising them to the power, but in case of diagonal matrix we can write:
e 1 t
exp( At )
0
2t
0
0
0
0
...
nt
0 e
4 2
A
1 5
Characteristic equation
2
4
det( A E) det
0
5
1
(4 )(5 ) 2 2 9 18 0
1 6; 2 3
Eigenvalues
Eigenvector calculation
2
4 1
1
5 1
u1 2 2
u 1 1
u1
u 0
2
4 2
1
2
5 2
2u1 2u2 0
u1 2u 2 0
u1 u2 0
u1 2u 2 0
1
u1
1
2
u2
u1 1 2 u1
u 1 2 u 0
2
2
Jacobian matrix is the matrix of all first-order partial derivatives of a vectoror scalar-valued function with respect to another vector. This matrix is
frequently being marked as J, Df or A.
dx1
x 1 f1 ( x1 , x2 ,...., xn )
dt
dx2
x 2 f 2 ( x1 , x2 ,...., xn )
dt
.
.
dxn
x n f n ( x1 , x2 ,...., xn )
dt
f1
x
1
f 2
J x1
...
f n
x1
f1
x2
f 2
x2
...
f n
x2
f1
xn
f 2
...
xn
...
f n
...
xn
...
Phase Portraits
A phase space is a space in which all possible states of a system are
represented, with each possible state of the system corresponding to
one unique point in the phase space.
Differential equation
where x is displacement, v is
velocity, A is amplitude
and is angular frequency.
x A cos(t )
v A sin(t )
Now we separate sine and cosine functions, raise both equations to the power
of two and finally we add them.
x
cos(t )
A
v
sin(t )
A
x
A
cos 2 (t )
2
sin 2 (t )
x
A
x
A
cos 2 (t ) sin 2 (t ) 1
x
A
x
v
1
10
y 2y 2 y 0
y 2y 2 y
y1 y
y2 y
y 1 y
y 2 y 2 y 2 y
y 1 y2
y 2 2 y2 y1
2
y1 (0) y (0) 1
y2 (0) y (0) 0
Overdamped oscillator
= 10s-1; = 20s-1
x(0)=1m; v(0)=0 m/s
Underdamped oscillator
= 10s-1; = 1s-1
x(0)=1m; v(0)=0 m/s
STABLE
MARGINALLY STABLE
UNSTABLE
x(t ) x0 e rt
This model is not realistic, because bacteria population goes to the for r>0.
Actually, as the number of bacteria rises, they crowd each other, produce more
toxic waste products etc. Instead of constant relative perish rate p we will assume
relative perish rate dependent on their number px. Now the number of bacteria
increases by bx and their number decreases by px2.
New differential equation will be
dx
2
bx px
dt
Differential equation,
initial number of bacteria
x(0)=x0
dx
bx px 2
dt
b~
x p~
x2 0
~
x (b p~
x) 0
~
x1 0
b
~
x2
p
dt
x
1 .0
0 .8
0 .0 5
b /p
0 .6
0 .4
0 .0 0
0 .2
0 .0
10
20
30
40
0 .0 5
0 .1 0
0 .2
0 .4
0 .6
0 .8
1 .0
dr
ar grw
dt
dw
bw hrw
dt
Phase portrait
With higher rabbit natality and higher wolf mortality together with higher wolf
aggressivity the changes are quicker
a=0.75; b=0.2; g=0.03; h=0.01
Phase portrait
With extremely low rabbit natality and low wolf mortality togehter with high wolf
aggressivity both civilizations will vanish
a=0.01; b=0.05; g=0.05; h=0.05
Phase portrait
a=0.2;
b=0.1;
g=0.002;
h=0.001;
tend=200;
a=0.2;
b=0.1;
g=0.002;
h=0.001;
tend=200;
x0 = [100; 25];
[t, xvec] = ode45(@f, [0, tend], x0);
x0 = [100; 25];
[t, xvec] = ode45(@f, [0, tend], x0);
x = xvec(:, 1);
y = xvec(:, 2);
x = xvec(:, 1);
y = xvec(:, 2);