First-Order Systems of Ordinary Differential Equations

For problem 1-8, given the eigenpairs, \((\lambda, \vBld)\), sketch the corresponding phase portrait. (The matrix \(\ABld\) is provided when necessary.)

Exercise 1

\(\left(1, \begin{pmatrix} 2 \\ 1 \end{pmatrix} \right) \hspace{0.9 in} \left(2, \begin{pmatrix} -1 \\ 1 \end{pmatrix} \right)\)

Exercise 2

\(\left(-1, \begin{pmatrix} 2 \\ 1 \end{pmatrix} \right) \hspace{0.8 in} \left(-3, \begin{pmatrix} -1 \\ 4 \end{pmatrix} \right)\)

Exercise 3

\(\left(5, \begin{pmatrix} 1 \\ 2 \end{pmatrix} \right) \hspace{0.9 in} \left(3, \begin{pmatrix} 1 \\- 1 \end{pmatrix} \right)\)

Exercise 4

\(\left(0, \begin{pmatrix} 1 \\ 1 \end{pmatrix} \right) \hspace{0.9 in} \left(-2, \begin{pmatrix} -5 \\ 1 \end{pmatrix} \right)\)

Exercise 5

\(\left(2, \begin{pmatrix} 3 \\ 1 \end{pmatrix} \right) \hspace{0.9 in} \left(-1, \begin{pmatrix} 1 \\ -1 \end{pmatrix} \right)\)

Exercise 6

\(\left(-2, \begin{pmatrix} -1 \\ 1 \end{pmatrix} \right) \hspace{0.7 in} \left(-4, \begin{pmatrix} 1 \\ 1 \end{pmatrix} \right)\)

Exercise 7

\(\left(-1 + i2, \begin{pmatrix} 2i \\ 1 \end{pmatrix} \right) \hspace{0.4 in} \left(-1 - i2, \begin{pmatrix} -2i \\ 1 \end{pmatrix} \right) \hspace{0.4 in} {\bf A} = \begin{pmatrix}-1 & -4 \\ 1 & -1 \end{pmatrix}\)

Exercise 8

\(\left(i, \begin{pmatrix} 1 \\ 2 - i \end{pmatrix} \right) \hspace{0.7 in} \left(-i, \begin{pmatrix} 1 \\ 2 + i \end{pmatrix} \right) \hspace{0.7 in} {\bf A} = \begin{pmatrix}2 & -1 \\ 5 & -2 \end{pmatrix} \)

For problems 9-20 sketch the phase portraits of the following system of differential equations. Determine the stability of each system (whether the system is stable or unstable and whether or not it is attracting or repelling)

Exercise 9

\({\bf x}' = \begin{pmatrix} -2 & 0 \\ 0 & -2 \end{pmatrix} {\bf x}\)

Exercise 10

\(\displaystyle \frac{\dee}{\dt} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} \)

Exercise 11

\({\bf x}' = \begin{pmatrix} -1 & -1 \\ 1 & -3 \end{pmatrix} {\bf x}\)

Exercise 12

\({\bf x}' = \begin{pmatrix} 2 & \frac{3}{2} \\ -\frac{3}{2} & -1 \end{pmatrix} {\bf x}\)

Exercise 13

\(\displaystyle \frac{\dee}{\dt} \begin{pmatrix} x\\y \end{pmatrix} = \begin{pmatrix} 1 & \frac{1}{2} \\ 4 & 2 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} \)

Exercise 14

\({\bf x}' = \begin{pmatrix} 2 & 2 \\ -1 & 4 \end{pmatrix} {\bf x}\)

Exercise 15

\(\displaystyle \frac{\dee}{\dt} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix} 3 & 0 \\ 0 & 3 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} \)

Exercise 16

\({\bf x}' = \begin{pmatrix} 4 & -1 \\ 1 & 2 \end{pmatrix} {\bf x}\)

Exercise 17

\({\bf x}' = \begin{pmatrix} -3 & 2 \\ -2 & 1 \end{pmatrix} {\bf x}\)

Exercise 18

\({\bf x}' = \begin{pmatrix} 1 & 2 \\ -5 & -1 \end{pmatrix} {\bf x}\)

Exercise 19

\(\displaystyle \frac{\dee}{\dt} \begin{pmatrix} x\\ y \end{pmatrix} = \begin{pmatrix} -2 & 1\\ -1 & -2 \end{pmatrix} \begin{pmatrix} x\\ y \end{pmatrix}\)

Exercise 20

\( \displaystyle \frac{\dee}{\dt} \begin{pmatrix} x\\ y \end{pmatrix} = \begin{pmatrix} 2 & -1\\ 0 & 3 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} \)

For problems 21-26 sketch the phase portrait as well as the trajectory associated with the initial condition. Determine the stability of each system. (Make sure to clearly label the trajectory)

Exercise 21

\( \displaystyle \frac{\dee}{\dt} \begin{pmatrix} x\\ y \end{pmatrix} = \begin{pmatrix} 0 & -2\\ 2 & 0 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix}, \hspace{.5in} \begin{pmatrix} x(0) \\ y(0) \end{pmatrix} = \begin{pmatrix} 2 \\ -1 \end{pmatrix} \)

Exercise 22

\({\bf x}' = \begin{pmatrix} -3 & 2 \\ -1 & -1 \end{pmatrix} {\bf x}, \hspace{.5 in} {\bf x}(0) = \begin{pmatrix} 1 \\ -2 \end{pmatrix}\)

Exercise 23

\({\bf x}' = \begin{pmatrix}3 & -2 \\ 3 & -1 \end{pmatrix}{\bf x}, \hspace{.65 in} {\bf x}(0) = \begin{pmatrix} 3 \\ 1 \end{pmatrix}\)

Exercise 24

\(\displaystyle \frac{\dee}{\dt} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix}2 & 4 \\-1 & -2 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} , \hspace{.5 in} \begin{pmatrix} x(0) \\ y(0) \end{pmatrix} = \begin{pmatrix} 1 \\ 1 \end{pmatrix}\)

Exercise 25

\(\displaystyle \frac{\dee}{\dt} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix} 1 & 1 \\ 4 & -2 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} , \hspace{.65 in} \begin{pmatrix} x(0) \\ y(0) \end{pmatrix} = \begin{pmatrix} 0 \\ 2 \end{pmatrix}\)

Exercise 26

\({\bf x}' = \begin{pmatrix} 5 & -1 \\ 3 & 1 \end{pmatrix} {\bf x}, \hspace{.65 in} {\bf x}(0) = \begin{pmatrix} 1 \\ \frac{1}{2} \end{pmatrix}\)

Exercise 27

Consider the linear system given by \[\xBld^\prime = \begin{pmatrix} 1 & \alpha \\ 0 & 1 \end{pmatrix} \xBld.\] Sketch the phase portrait, and classify the behavior and stability near the origin when \(\alpha = 1\), \(\alpha = -1\) and \(\alpha = 0\). Can you see how the phase portrait might transform as \(\alpha\) moves from \(1\) to \(0\) to \(-1\)?

Exercise 28

Consider the linear system given by \[\xBld^\prime = \begin{pmatrix} 1 & \alpha \\ -\alpha & 1 \end{pmatrix} \xBld.\] Sketch the phase portrait and classify the behavior and stability near the origin when \(\alpha =1\), \(\alpha = -1\) and \(\alpha = 0\). Can you see how the phase portrait might transform as \(\alpha\) moves from \(1\) to \(0\) to \(-1\)?

Exercise 29

Consider the linear system given by \[\xBld^\prime = \begin{pmatrix} 2\alpha & 1\\ -1 & 0 \end{pmatrix} \xBld.\] Sketch the phase portrait and classify the stability near the origin when \(\alpha = 2\), \(\alpha =1\), \(\alpha=.5\), \(\alpha = 0\), \(\alpha = -.5\), \(\alpha=-1\), \(\alpha = -2\). There is a critical value \(\alpha_0\) such that \(\alpha > \alpha_0\) and \(\alpha< \alpha_0\) have different stability (i.e. the system changes from unstable to stable). What is \(\alpha_0\)?

Problems 30-33 apply to the planar system \(\xBld^\prime = \ABld\xBld\).

Exercise 30

Show that the origin is attracting if and only if \(\text{tr}\left(\ABld\right)<0\) and \(\det\left(\ABld\right) > 0\).

Exercise 31

Show that the origin is repelling if and only if \(\text{tr}\left(\ABld\right) >0\) and \(\det\left(\ABld\right) >0\).

Exercise 32

Is it true that the origin is stable if and only if \(\text{tr}\left(\ABld\right) \leq 0\) and \(\det\left(\ABld\right) \geq 0\)? State why or why not.

Exercise 33

Is it true that the origin is unstable if and only if \(\det\left(\ABld\right) \leq 0\)? State why or why not.