First-Order Systems of Ordinary Differential Equations

Compute the coefficient matrix of the linearization of the system of differential equations at each stationary point of the system.

Exercise 1

\(x' = x + y^2 \hspace{0.4 in} y' = x + y\)

Exercise 2

\(x'=x-xy, \hspace{0.4in} y' = y+2xy\)

Exercise 3

\(x' = (1+x)\sin(y) \hspace{0.4 in} y' = 2 - x - \cos(y)\)

Exercise 4

\(x' = x-y^2 \hspace{0.4 in} y' = y - x^2 \)

Exercise 5

\(x' = 1 - xy \hspace{0.4 in} y' = x - y^2 \)

Exercise 6

\(x' = y \hspace{0.4 in} y' = x + 2x^3 \)

For 7-18, determine the stability and classify each stationary point of the system

Exercise 7

\(x' = x, \hspace{.4in} y' = -2y + x^3\)

Exercise 8

\(x' = 2 - y, \hspace{.4in} y' = 3 - x^2\)

Exercise 9

\(x' = -(2+y)y, \hspace{.3in} y' = x(1-y) \)

Exercise 10

\(x' = 1-y \hspace{0.4 in} y' = x^2 - y^2 \)

Exercise 11

\(x' = -x + 2xy \hspace{0.4 in} y' = y - x^2 - y^2 \)

Exercise 12

\(x' = 4x-y \hspace{0.4 in} y'=5x-x^2\)

Exercise 13

\(x' = -x-x^2, \hspace{.4in} y'= y + 2xy \)

Exercise 14

\(x' = (1+x)(y-x) \hspace{0.4 in} y' = (2 - x)(y+x)\)

Exercise 15

\(x' = 1+2y, \hspace{.3in} y'= 1-3x^2 \)

Exercise 16

\(x' = -x + y + x^2, \hspace{.3in} y' = y - 2xy \)

Exercise 17

\(x' = (12 - 2x - 3y)x, \hspace{.3in} y' = (5x-15)y\)

Exercise 18

\(x' = x-x^2-xy, \hspace{.3in} y' = \frac{1}{2}y - \frac{1}{4}y^2 - \frac{3}{4}xy\)

Exercise 19

Derive and explain the linearization of a system of differential equations,
\(x' = f(x,y)\) and \(y'=g(x,y)\). That is, show how
\[\frac{d}{dt} \begin{pmatrix} \tilde{x} \\ \tilde{y} \end{pmatrix} = \begin{pmatrix} \partial_xf(x_o,y_o) & \partial_yf(x_o,y_o) \\ \partial_xg(x_o,y_o) & \partial_yg(x_o,y_o) \end{pmatrix} \begin{pmatrix} \tilde{x} \\ \tilde{y} \end{pmatrix}\]

Exercise 20

Sketch the phase portrait of \(x' = y\), \(y'= \sin(x)\) using the methods of this chapter. Compare it the the phase portrait of the methods used in the previous chapter, “Integral Methods to Autonomous Planar Systems".

Exercise 21

Consider the nonlinear planar system \[\begin{split} x^\prime &= 1-y\\ y^\prime &= x^2 - y^2 \end{split}\] Determine the stability and classify each stationary point of the system if possible. Sketch a phase portrait.

Exercise 22

Consider the system \[x^\prime = -y + x^3 + xy^2,\quad y^\prime = x + y^3 + yx^2.\]

  1. Linearize the system about \((0,0)\) and classify this stationary points. What can you say about the stability of \((0,0)\)?

  2. Show that \(V(x(t),y(t)) = x(t)^2 + y(t)^2\) is strictly increasing in \(t\) away from \((x,y) = (0,0)\). What can you deduce about the stability of \((0,0)\)?

Exercise 23

A damped pendulum of mass \(m\) and lenght \(\ell\) moving in a plane can be described by the equation \[m\ell\theta^{\prime\prime} = -\gamma\theta^\prime - ma\sin{(\theta)}.\] where \(\gamma >0\) is the damping coefficient of the pendulum. This can be written as a system \[x^\prime = y, \quad y^\prime = -2\mu y - \omega^2\sin(x),\] where \(x = \theta\), \(y=\theta^\prime\), \(\mu = \gamma/(2m\ell)\) and \(\omega^2 = a/\ell\). Answer the following

  1. Find all stationary points and write the Jacobian matrix at each of the stationary points.

  2. Determine the type and stability of each stationary point when \(\mu^2 >\omega^2\).

  3. Determine the type and stability of each stationary point when \(\mu^2 < \omega^2\).

  4. Determine the type and stability of each stationary point when \(\mu^2 = \omega^2\).

The following questions are related to a special type of differential system of the form \[\begin{split}x^\prime &= -\partial_xU(x,y)\\y^\prime &= -\partial_yU(x,y)\end{split}\]referred to as a gradient system.

Exercise 24

Show that a planar system \[x^\prime = f(x,y), \quad y^\prime = g(x,y)\] is a gradient system if and only if \[\partial_yf(x,y) = \partial_xg(x,y).\]

Exercise 25

Show that a linear planar system \(\xBld^\prime = \ABld\xBld\) is a gradient system if and only if \(\ABld = \ABld^T\).

Exercise 26

Suppose that \((x_0,y_0)\) is a stationary solution of the gradient system \(x^\prime = -\partial_xU(x,y), \quad y^\prime = -\partial_yU(x,y)\), then clearly \((x_0, y_0)\) is also a critical point of \(U(x,y)\). Show the following

  1. If \((x_0,y_0)\) is a strict local minimum of \(U(x,y)\), then \((x_0,y_0)\) is either a node or radial sink.

  2. If \((x_0,y_0)\) is a strict local maximum of \(U(x,y)\), then \((x_0,y_0)\) is a node or radial source.

  3. If \((x_0,y_0)\) is a saddle point of \(U(x,y)\), then \((x_0,y_0)\) corresponds to a saddle.

  4. Can a gradient system have critical points that correspond to spirals or centers? Give an example or show why not.

Exercise 27

If \((x(t),y(t))\) is a solution to a gradient system. Show that \(U(x(t),y(t))\) is always stricly decreasing in \(t\) except at stationary points.

Exercise 28

Show that if \[x^\prime = f(x,y), \quad y^\prime = g(x,y)\] is Hamiltonian, then \[x^\prime = g(x,y), \quad y^\prime = -f(x,y)\] is a gradient system.