2 Second-Order Systems

Second-order autonomous systems occupy an important place in the study of nonlinear

systems because solution trajectories can be represented in the plane. This allows for easy
visualization of the qualitative behavior of the system.
A second-order autonomous system is represented by two scalar differential equations
x&1 = f1 ( x1 , x2 )

x1 ( 0 ) = x10

x&2 = f 2 ( x1 , x2 )

x2 ( 0 ) = x20

The locus in the x1 x2 plane of the solution x ( t ) for all t 0 is a curve that passes
through the point x0 . The x1 x2 plane is usually called the state plane or the phase plane.
f1 and f 2 expresses the tangent vector x& ( t ) to the curve.

Example 1 : If f ( x ) = ( 2 x12 , x2 ) , then at x = (1,1) , we draw an arrow pointing from (1,1)

to (1,1) + ( 2,1) = ( 3, 2 ) . Repeating this at every point in a grid covering the plane, we
obtain a vector field diagram.

Example.2: Pendulum without friction

x&1 = x2
x&2 = 10sin x1

1.1 Qualitative Behavior of 2-Order Systems near Equilibrium Points

Consider the linear time-invariant system x& = Ax where A is a 2 2 real matrix. The
solution of the equation for a given state x0 is given by

x ( t ) = M exp ( J r t ) M 1 x0
where J r is the real Jordan form of A and M is a real nonsingular matrix such that
M 1 AM = J r . Depending on the eigenvalues of A , the real Jordan form may take one of
three forms

1 0
0 ,
2

k
0 , and

where k is either 0 or 1. The first form corresponds to the case when the eigenvalues 1
and 2 are real and distinct, the second form corresponds to the case when the
eigenvalues are real and equal, and the third form corresponds to the case of complex
eigenvalues 1,2 = j .

1.1.1 Real Distinct Eigenvalues

In this case 1 and 2 are different from zero and M = [ v1 , v2 ] , where v1 and v2 are the
real eigenvectors associated with 1 and 2 . The change of coordinates z = M 1 x
transforms the system into two decoupled first-order differential equations,
z&1 = 1 z1 , z&2 = 2 z2
whose solution, for a given initial state ( z10 , z20 ) , is given by

z1 ( t ) = z10 e1t , z2 ( t ) = z20e2t

Eliminating t between the two equations, we obtain
z2 = cz12 / 1

where c = z20
Three cases:

( z10 )

2 / 1

Stable node: Both eigenvalues are negative

Unstable node: Both eigenvalues are positive

Saddle point: Eigenvalues have different sign

1.1.2 Complex Eigenvalues

The change of coordinates z = M 1 x transforms the system into the form
z&1 = z1 z2 , z&2 = z1 + z2
The solution of these equations is oscillatory and can be expressed more conveniently in
polar coordinates.

z
r = z12 + z2 2 , = tan 1 2
z1
where we have two uncoupled first-order differential equation:

r& = r and & =

The solution for a given initial state ( r0 ,0 ) is given by

r ( t ) = r0e t and ( t ) = 0 + t
When < 0 , the spiral converges to the origin; when > 0 , it diverges away from the
origin. When = 0 , the trajectory is a circle of radius r0 .
Three cases
Stable focus: < 0

Unstable focus: > 0

Circle: = 0

1.1.3 Nonzero Multiple Eigenvalues

The change of coordinates z = M 1 x transforms the system into the form
z&1 = z1 + kz2 , z&2 = z2
whose solution, for a given initial state ( z10 , z20 ) , is given by

z1 ( t ) = et ( z10 + kz20t ) , z2 ( t ) = et z20

Eliminating t , we obtain the trajectory equation
z
k z
z1 = z2 10 + ln 2
z20 z20

Two cases:

k = 0 ( < 0, > 0 ) :

k = 1 ( < 0, > 0 ) :

1.1.4 One or more Eigenvalues are zero

When one or both eigenvalues of A are zero, the phase portrait is in some sense
degenerate. Here, the matrix A has a nontrivial null space. Any vector in the null space of
A is an equilibrium point for the system; that is, the system has an equilibrium subspace,
rather than an equilibrium point. The dimension of the null space could be one or two; if it
is two, the matrix A will be the zero matrix. When the dimension of the null space is one,
the shape of the Jordan form of A will depend on the multiplicity of the zero eigenvalue.
When 1 = 0 and 2 0 , the matrix M is given by M = [ v1 , v2 ] where v1 and v2 are the
associated eigenvectors.

Two cases:

1 = 0 and ( 2 < 0, 2 > 0 ) :

1 = 0 2 = 0 :