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r = A
(A rI ) = 0
(2 of 3)
(3 of 3)
(2 of 3)
(3 of 3)
(1 of 5)
(2 of 5)
(3 of 5)
(4 of 5)
(5 of 5)
(1 of 5)
x1 = x1 + x2
x
x2 = x1 + x2
(2 of 5)
or
rr = x1 x1 + x2 x2 , sec 2 = ( x1 x2 x2 x1 ) x12
Substituting
x1 = x1 + x2 , x2 = x1 + x2
into these derivative equations, we obtain
r = r , =
(3 of 5)
we have
r = ce t , = t + 0 , 0 = (0)
(4 of 5)
(5 of 5)
(1 of 2)
The trajectories are circles with center at the origin, which are
traversed clockwise if > 0 and counterclockwise if < 0.
A complete circuit about the origin occurs in a time interval of
length 2 /, so all solutions are periodic with period 2 /.
The critical point is called a center.
(2 of 2)
Summary Table
The following table summarizes the information we have
derived about our 2 x 2 system x' = Ax, as well as the stability
of the equilibrium solution x = 0.
Eigenvalues
r1 > r2 > 0
r1 < r2 < 0
r2 < 0 < r1
r1 = r2 > 0
r1 = r2 < 0
r1 , r2 = i
>0
<0
r1 = i , r2 = i
Center
Stability
Unstable
Asymptotically Stable
Unstable
Unstable
Asymptotically Stable
Unstable
Asymptotically Stable
Stable
Vector Form
We can write the initial value problem
dx / dt = F ( x, y ), dy / dt = G ( x, y ), x(t0 ) = x0 , y (t0 ) = y0
in vector form:
x F ( x, y ) 0 x0
, x =
x = =
y G ( x, y )
y0
or
dx / dt = f (x), x(t0 ) = x 0
Autonomous Systems
For our initial value problem
dx / dt = F ( x, y ), dy / dt = G ( x, y ), x(t0 ) = x0 , y (t0 ) = y0
Asymptotic Stability
A critical point x0 is said to be asymptotically stable if it is
stable and if there exists a 0 > 0 such that if a solution x = (t)
satisfies ||(0) - x0|| < 0, then (t) x0 as t .
Thus trajectories that start sufficiently close to x0 not only
stay close to x0 but must eventually approach x0 as t .
This is the case for the trajectory in figure (a) below but not for
the one in figure (b) below.
Thus asymptotic stability is a stronger property than stability.
However, note that
lim (t ) = x 0
t
Pendulum Equation
The principle of angular momentum states that the time rate of
change of angular momentum about any point is equal to the
moment of the resultant force about that point.
The angular momentum about the origin is mL2(d /dt ), and
hence the governing equation is
2
d
d
mL2 2 = cL
mgL sin
dt
dt
Determination of Trajectories
Consider the autonomous system
dx / dt = F ( x, y ), dy / dt = G ( x, y )
It follows that
dy / dx = G ( x, y ) / F ( x, y ),
Example 1
Consider the system
dx / dt = y, dy / dt = x
It follows that
dy / dx = x / y
ydy = x dx
(1 of 2)
It follows that
dy 12 3 x 2
=
dx
4 2y
(2 of 2)
We have
H ( x, y ) = 4 y y 2 12 x + x 3 = c
Theorem 9.3.1
The critical point x = 0 of the 2 x 2 linear system x' = Ax is
(1) asymptotically stable if the eigenvalues r1 and r2 are real
and negative or have negative real part;
(2) stable, but not asymptotically stable, if r1 and r2 are pure
imaginary;
(3) unstable if r1 and r2 are real and either is positive, or if they
have positive real part.
Perturbations
Thus by Theorem 9.3.1, or Table 9.1.1, the eigenvalues r1, r2
of A determine the type of critical point at x = 0 and its
stability characteristics.
Now r1, r2 depend on the coefficients in the system x' = Ax,
which in turn may depend on physical measurements.
Since these measurements are typically subject to small
uncertainties, it is of interest to investigate whether the small
changes (perturbations) in the coefficients can affect the
stability or instability of a critical point and/or significantly
alter the pattern of the trajectories.
Nonlinear Systems
Consider a nonlinear two-dimensional autonomous system
x' = f(x)
Our main object is to investigate the behavior of trajectories of
this system near a critical point x0.
We do this by approximating the nonlinear system near a
critical point x0 by an appropriate linear system, whose
trajectories are easy to describe.
The crucial question is whether the trajectories of the linear
system are good approximations to those of nonlinear system.
For convenience, assume critical point is at the origin, x0 = 0.
This involves no loss of generality, since in general the
substitution u = x x0 shifts the critical point to the origin.
lim
x 0
g ( x)
x
=0
g ( x)
x
=0
x = , g (x) = 1
y
g 2 ( x, y )
then
x = x2 + y 2 = r,
g (x) = g12 ( x, y ) + g 22 ( x, y ) ,
r
r
(1 of 2)
x 2 xy
x 1 0 x
=
+
2
y 0 0.5 y 0.75 xy 0.25 y
Note that (0, 0) is a critical point and detA 0.
It can be shown that the other critical points are (0, 2), (1, 0)
and (0.5, 0.5). Thus (0, 0) is an isolated critical point.
The limit condition
lim
x 0
g ( x)
x
=0
(2 of 2)
Thus
lim
r 0
g1 ( x, y )
g ( x, y )
= 0 and lim 2
=0
0
r
r
r
sin x x
y y
0
0
r
r
r
(1 of 3)
where
lim
( x , y ) ( x0 , y 0 )
1 ( x, y )
( x x0 ) + ( y y0 )
2
lim
( x , y ) ( x0 , y 0 )
2 ( x, y )
( x x0 ) + ( y y0 )
2
=0
(2 of 3)
Since (x0, y0) is a critical point, F(x0, y0) = G(x0, y0) = 0. Also,
note that dx /dt = d(x - x0)/dt and dy /dt = d(y - y0)/dt.
Thus the original system of equations
x = F ( x, y ), y = G ( x, y )
reduces to
d x x0 Fx ( x0 , y0 ) Fy ( x0 , y0 ) x x0 1 ( x, y )
dt y y0 Gx ( x0 , y0 ) G y ( x0 , y0 ) y y0 2 ( x, y )
dt y y0 Gx ( x0 , y0 ) G y ( x0 , y0 ) y y0 2 ( x, y )
In vector notation,
x x0
1 ( x, y )
du df 0
, (x ) =
x u + (x ), where u(x ) =
=
dt dx
2 ( x, y )
y y0
( )
dt u2 Gx ( x0 , y0 ) G y ( x0 , y0 ) u2
u 2 y y0
(1 of 2)
dt u2 Gx ( x0 , y0 ) G y ( x0 , y0 ) u2
u 2 y y0
Example 3:
Approximating Linear Systems
(2 of 2)
dt u 2 Gx ( x0 , y0 ) G y ( x0 , y0 ) u 2
u 2 y y0
with
Fx = 0, Fy = 1, Gx = 2 cos x, G y =
= 2
dt y y
Theorem 9.3.2
Consider the almost linear system x' = Ax + g(x). Let r1 and r2
be the eigenvalues of A. Then the type and stability of the
critical point (0,0) of the linear system x' = Ax and the almost
linear system x' = Ax + g(x) are as given in the table below.
Eigenvalues
r1 > r2 > 0
r1 < r2 < 0
r2 < 0 < r1
r1 = r2 > 0
r1 = r2 < 0
r1 , r2 = i
>0
<0
r1 = i , r2 = i
Linear System
Type
Node
Almost
Type
Node
Linear System
Stability
Unstable
Asymptotically
Stable
Unstable
Node
Asymptotically
Stable
Unstable
Proper or
Improper Node
Proper or
Improper Node
Unstable
Node or
Spiral Point
Node or
Spiral Point
Unstable
Spiral Point
Spiral Point
Unstable
Asymptotically
Stable
Stable
Spiral Point
Spiral Point
Unstable
Asymptotically
Stable
Indeterminate
Node
Saddle Point
Center
Stability
Unstable
Asymptotically
Stable
Saddle Point
Center or
Spiral Point
Asymptotically
Stable
(1 of 2)
(2 of 2)
(1 of 2)
2 4 2
r1 , r2 =
2
(2 of 2)
(1 of 5)
(2 of 5)
(3 of 5)
= 2
dt y y
(4 of 5)
v
v y
r1
r2
(5 of 5)
(1 of 6)
(2 of 6)
Example 4: Whirling
(3 of 6)
Example 4: Separatrix
(4 of 6)
The trajectories that enter the saddle points separate the phase
plane into regions. Such a trajectory is called a separatrix.
Each region contains exactly one of the spiral points.
The initial conditions on x = and y = d /dt determine the
position of an initial point (x, y) in the phase plane.
The subsequent motion of the
pendulum is represented by the
trajectory passing through the
initial point as it spirals toward
the asymptotically stable
critical point in that region.
(5 of 6)
(6 of 6)
Logistic Equations
Suppose that in some closed environment there are two similar
species competing for a limited food supply.
For example, two species of fish in a pond that do not prey on
each other but do compete for the available food.
Let x and y be the populations of the two species at time t.
As in Section 2.5, assume that the population of each species,
in the absence of the other, is modeled by the logistic equation.
Thus
dx / dt = x( 1 1 x), dy / dt = y ( 2 2 y ),
where 1 and 2 are the growth rates of the two populations,
and 1/1 and 2 /2 are their saturation levels.
(1 of 8)
(2 of 8)
Example 1: Linearization
(3 of 8)
dt v Gx ( x0 , y0 ) G y ( x0 , y0 ) v
v y y0
Thus
d u 1 2 x0 y0
=
dt v 0.5 y0
x0
u
0.75 2 y0 0.5 x0 v
(4 of 8)
(1)
1
= ;
0
r2 = 0.75,
( 2)
0
=
1
(5 of 8)
(1)
1
= ;
0
r2 = 0.25,
( 2)
4
=
5
(6 of 8)
(1)
8
= ;
3
r2 = 0.75,
( 2)
0
=
1
(7 of 8)
0.146, = ; r2 =
0.854, =
r1 =
4
4
1
1
= c1 e
+ c2 e
v
1
1
(8 of 8)
(1 of 9)
(2 of 9)
(3 of 9)
(1)
1
= ;
0
r2 = 0.5,
( 2)
0
=
1
(4 of 9)
(5 of 9)
(6 of 9)
;
=
3 57 / 8 1.3187
1
1
5 57
( 2)
0.7844 , =
r2 =
16
3 + 57 / 8 0.5687
5 + 57
r1 =
0.1594 ,
16
(1)
0.1594 t
1 0.7844 t
= c1
e
e
+ c2
v
1.3187
0.5687
(7 of 9)
u
e
e
= c1
+ c2
0.5687
1.3187
v
(8 of 9)
(9 of 9)
Coexistence Analysis
(1 of 7)
(2 of 7)
(3 of 7)
1 X
u
2 2 2Y 2 X v
1 X u
2Y v
(4 of 7)
(5 of 7)
(6 of 7)
(7 of 7)
Assumptions
Let x and y be the populations of the prey and predator,
respectively, at time t.
We make the following assumptions:
In the absence of the predator, the prey grows at a rate proportional to
the current population; thus dx/dt = a x, a > 0, when y = 0.
In the absence of the prey, the predator dies out at a rate proportional to
the current population; thus dy/dt = -cy, c > 0, when x = 0.
The number of encounters between predator and prey is proportional to
the product of their populations. Each such encounter tends to promote
the growth of the predator and to inhibit the growth of the prey. Thus
the growth rate of the predator is increased by a term of the form xy,
while the growth rate of the prey is decreased by a term xy, where
and are positive constants.
Predator-Prey Equations
Thus we have the system of equations
dx / dt = ax xy = x(a y ),
dy / dt = cy + xy = y ( c + x )
The constants a, c, , are all positive, where a, c are the
growth rate of prey and death rate of predator, respectively,
and , are measures of the effect of the interaction between
the two species.
The predator-prey equations are known as the Lotka-Volterra
equations. Although they are rather simple equations, they do
characterize a wide class of problems.
Our goal here is to determine the qualitative behavior of the
solutions for arbitrary positive initial values x and y.
(1 of 8)
x, y > 0
(2 of 8)
(1)
1
= ;
0
r2 = 0.75,
( 2)
0
=
1
(3 of 8)
u x 3
=
v y 2
3i (1) 1
;
, =
2
i / 3
r2 =
3i ( 2) 1
, =
2
i / 3
(4 of 8)
u 2 + 3v 2 = k , k > 0
Thus the trajectories of the linear system are ellipses centered
at the critical point (3,2), and are elongated horizontally.
Returning to the nonlinear system
dx / dt = x 0.5 xy, dy / dt = 0.75 y + 0.25 xy, x, y > 0
we have
dy 0.75 y + 0.25 xy
=
dx
x 0.5 xy
(5 of 8)
Thus
0.75 + 0.25 x
dy y ( 0.75 + 0.25 x )
1 0.5 y
=
dy =
dx
dx
x(1 0.5 y )
y
x
The solution to this separable equation is
0.75 ln x + ln y 0.5 y 0.25 x = c
It can be shown that the graph of this equation, for a fixed c, is
a closed curve about the point (3,2).
Thus the critical point (3,2) is also a center of our nonlinear
system, and hence the predator and prey populations exhibit a
cyclic variation about the equilibrium solution (3,2).
This behavior is seen in the phase portrait on the next slide.
(6 of 8)
(7 of 8)
A phase portrait along with population graphs x(t) and y(t), for
a typical set of initial conditions, are given below.
Note from both of these figures that the oscillation of the
predator population lags behind that of the prey.
(8 of 8)
(1 of 7)
(2 of 7)
(1)
1
= ;
0
r2 = c,
( 2)
0
=
1
(3 of 7)
c / u
,
0 v
u x c /
=
v y a /
Thus (c/, a/) is stable center point of the linear system, but is
indeterminate for the nonlinear systems, by Theorem 9.3.2.
To find the trajectories for the linear system, we have
dv / dt dv
( a / )u
2a u
=
=
= 2
du / dt du
( c / )v
cv
(4 of 7)
dy =
dx
dx
x(a y )
y
x
The solution to this separable equation is
a ln y y + c ln x x = C
It can be shown that the graph of this equation, for a fixed C, is
a closed curve about the point (c/, a/).
Thus the critical point (c/, a/) is also a center of our
nonlinear system, and hence the predator and prey populations
exhibit a cyclic variation about (c/, a/).
c / u
0 v
c
K sin act +
a
c
K sin act +
a
Physical Principles
Liapunovs second method is a generalization of two physical
principles for conservative systems.
The first principle is that a rest position is stable if the
potential energy is a local minimum, otherwise it is unstable.
The second principle states that the total energy is a constant
during any motion.
To illustrate these concepts, we again consider the undamped
pendulum, which is a conservative system.
(1 of 5)
(5 of 5)
Suppose (x1, y1) is near (0,0), and that V(x1, y1) is very small.
The energy equation of the corresponding trajectory is
V ( x1 , y1 ) = mgL(1 cos x) + (1 / 2)mL2 y 2
This is an ellipse enclosing the origin. The smaller V(x1, y1) is,
the smaller the axes of the ellipse are.
Physically, this trajectory corresponds to a periodic solution,
whose motion is a small oscillation about equilibrium point.
Recalling
dV ( , )
dx
2 dy
= mgL sin x + mL y ,
dt
dt
dt
(2 of 2)
Definitions: Definiteness
Let V be defined on a domain D containing the origin. Then
we make the following definitions.
V is positive definite on D if V(0,0) = 0 and V(x, y) > 0 for all
other points (x, y) in D.
V is negative definite on D if V(0,0) = 0 and V(x, y) < 0 for all
other points (x, y) in D.
V is positive semi-definite on D if V(0,0) = 0 and V(x, y) 0
for all other points (x, y) in D.
V is negative semi-definite on D if V(0,0) = 0 and V(x, y) 0
for all other points (x, y) in D.
Example 1
Consider the function
V ( x, y ) = sin (x 2 + y 2 )
Example 2
Consider the function
V ( x, y ) = ( x + y )
Theorem 9.6.1
Suppose that the origin is an isolated critical point of the
autonomous system
dx / dt = F ( x, y ), dy / dt = G ( x, y ),
If there is a function V that is continuous and has continuous
first partial derivatives, is positive definite, and for which
V& = Vx ( x, y ) F ( x, y ) + V y ( x, y )G ( x, y )
is negative definite on a domain D in the xy-plane containing
(0,0), then the origin is an asymptotically stable critical point.
If V& negative semidefinite, then (0,0) is a stable critical point.
See the text for an outline of the proof for this theorem.
Theorem 9.6.2
Suppose that the origin is an isolated critical point of the
autonomous system
dx / dt = F ( x, y ), dy / dt = G ( x, y )
Let V be a function that is continuous and has continuous first
partial derivatives.
Suppose V(0,0) = 0 and that in every neighborhood of (0,0)
there is at least one point for which V is positive (negative).
If there is a domain D containing the origin such that
V& = Vx ( x, y ) F ( x, y ) + V y ( x, y )G ( x, y )
is positive definite (negative definite) on D, then the origin is
an unstable critical point.
See the text for an outline of the proof for this theorem.
Liapunov Function
The function V in Theorems 9.6.1 and 9.6.2 is called a
Liapunov function.
The difficulty in using these theorems is that they tell us
nothing about how to construct a Liapunov function, assuming
that one exists.
In the case where the autonomous system represents a physical
problem, it is natural to consider first the actual total energy of
the system as a possible Liapunov function.
However, Theorems 9.6.1 and 9.6.2 are applicable in cases
where the concept of physical energy is not pertinent.
In these cases, a trial-and-error approach may be necessary.
(1 of 3)
use Theorem 9.6.1 show that (0,0) is a stable critical point, and
use Theorem 9.6.2 to show (, 0) is an unstable critical point.
Let V be the total energy function
V ( x, y ) = mgL(1 cos x) + (1 / 2)mL2 y 2
and let
(2 of 3)
(3 of 3)
Theorem 9.6.3
Suppose that the origin is an isolated critical point of the
autonomous system
dx / dt = F ( x, y ), dy / dt = G ( x, y )
Let V be a function that is continuous and has continuous first
partial derivatives.
If there exists a bounded domain DK containing the origin on
which V(x, y) < K, with V is positive definite and
V& = Vx ( x, y ) F ( x, y ) + V y ( x, y )G ( x, y )
negative definite, then every solution of the system above that
starts at a point in DK approaches the origin as t .
Thus DK gives a region of asymptotic stability, but may not be
the entire basin of attraction.
Theorem 9.6.4
Let V be the function defined by
V = ax 2 + bxy + cy 2
Then V is positive definite if and only if
a > 0 and 4ac b 2 > 0,
and is negative definite if and only if
a < 0 and 4ac b 2 > 0.
Example 4
Consider the system
dx / dt = x xy 2 , dy / dt = y x 2 y
= 2a ( x 2 + x 2 y 2 ) + b(2 xy + xy 3 + x 3 y ) + 2c( y 2 + x 2 y 2 )
(1 of 7)
(2 of 7)
We have
du / dt = 0.5u 0.5v u 2 uv,
dv / dt = 0.25u 0.5v 0.5uv v 2
[(
) (
= u 2 + 1.5uv + v 2 + 2u 3 + 2u 2 v + uv 2 + 2v 3
is negative definite.
)]
Example 5:
Derivative With Respect to System
To show that
[(
) (
V& = u 2 + 1.5uv + v 2 + 2u 3 + 2u 2 v + uv 2 + 2v 3
(3 of 7)
)]
) (
H (u, v) = u 2 + 1.5uv + v 2 + 2u 3 + 2u 2 v + uv 2 + 2v 3
(4 of 7)
7r 3 ,
Example 5:
Asymptotically Stable Critical Point
(5 of 7)
{(u, v) : u
+ v 2 < 1 / 28 },
Example 5:
Region of Asymptotic Stability
(6 of 7)
Example 5:
Estimating Basin of Attraction
The disk
(7 of 7)
(1 of 8)
=
2
2
y x + y y (x + y )
It can be shown that (0, 0) is the only critical point and that
this system is almost linear near the origin.
The corresponding linear system
x 1 1 x
=
y 1 1 y
has eigenvalues 1 i, and hence the
origin is an unstable spiral point.
(2 of 8)
(3 of 8)
dx / dt = x + y x x 2 + y 2 , dy / dt = x + y y x 2 + y 2
Then
x
dy
dx
+y
= x 2 + xy x 2 x 2 + y 2 xy + y 2 y 2 x 2 + y 2
dt
dt
) (
= x +y x +y
2
2 2
Thus
dr
r
= r 2 (1 r 2 )
dt
Example 1:
Critical Points for Equation of Radius
(4 of 8)
(5 of 8)
dx / dt = x + y x x 2 + y 2 , dy / dt = x + y y x 2 + y 2
Then
) (
dx
dy
y x
= xy + y 2 xy x 2 + y 2 + x 2 xy + xy x 2 + y 2 = x 2 + y 2
dt
dt
It follows that
2 d
2 d
y
dt
dt
= r2 r2
d
= r2
dt
d
= 1
dt
Example 1:
A Solution to Polar Equations
Our original nonlinear system
(6 of 8)
dx / dt = x + y x x 2 + y 2 , dy / dt = x + y y x 2 + y 2
r (dr / dt ) = r 2 (1 r 2 ), d / dt = 1
One solution to this system is
r = 1, = t + t0
where t0 is an arbitrary constant.
As t increases, a point on this solution
trajectory moves clockwise around the
unit circle.
Example 1:
General Solution to Polar Equations
(6 of 8)
Other solutions of
dr
r
= r 2 (1 r 2 )
dt
1
1 + c0 e
2t
, = t + t 0
Example 1:
Initial Value Problem in Polar Form
The solution satisfying the initial value problem
dr
d
2
2
= r (1 r ),
= 1; r (0) = , (0) =
r
dt
dt
is given by
r=
1
1 + [(1 / ) 1] e
2
2t
, = (t )
(8 of 8)
Limit Cycle
In the previous example, the circle r = 1 not only corresponds
to periodic solutions of the system
dx / dt = x + y x x 2 + y 2 , dy / dt = x + y y x 2 + y 2
Theorem 9.7.1
Consider the autonomous system
dx / dt = F ( x, y ), dy / dt = G ( x, y ),
Let F and G have continuous first partial derivatives in a
domain D in the xy-plane.
A closed trajectory of the system must necessarily enclose at
least one critical (equilibrium) point.
If encloses only one critical point, the critical point cannot be a
saddle point.
Theorem 9.7.2
Consider the autonomous system
dx / dt = F ( x, y ), dy / dt = G ( x, y ),
Let F and G have continuous first partial derivatives in a
simply connected domain D in the xy-plane.
If Fx + Gy has the same sign throughout D, then there is no
closed trajectory of the system lying entirely within D.
(1 of 2)
dx / dt = x + y x x 2 + y 2 , dy / dt = x + y y x 2 + y 2
Then
Fx + G y = 2 4(x 2 + y 2 ) = 2(1 2r 2 )
Thus Fx + Gy > 0 on 0 r < (1/2), so there is no closed
trajectory in this simply connected circular disk.
From Example 1, there is no closed trajectory in r < 1.
Thus the information given in
Theorem 9.7.2 may not be the
best possible result.
Example 2:
Annular Region and Theorem 9.7.2
(2 of 2)
Note that
Fx + G y = 2(1 2r 2 ) < 0 on r > 1 / 2
However, Theorem 9.7.2 does not apply since the annular
region r > (1/2) is not simply connected.
Thus we cannot use Theorem 9.7.2 to conclude that there is no
closed trajectory lying entirely within r > (1/2).
In fact, from Example 1, we know that r = 1 is a closed
trajectory for the system that lies entirely within r > (1/2).
dx / dt = x + y x x 2 + y 2 , dy / dt = x + y y x 2 + y 2
(1 of 13)
(2 of 13)
y 1 y
(3 of 13)
(4 of 13)
(5 of 13)
(6 of 13)
(7 of 13)
(8 of 13)
Given below are the graphs for the two trajectories previously
mentioned, along with corresponding graphs of u versus t.
The solution solution that is initially smaller gradually
increases in amplitude, while larger solution gradually decays.
Both solutions approach a stable periodic motion that
corresponds to the limit cycle.
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Given below are the graphs for the two trajectories previously
mentioned, along with corresponding graphs of u versus t.
The graph of u versus t shows that there is a phase difference
between the two solutions as they approach the limit cycle.
The plots of u versus t are nearly sinusoidal in shape,
consistent with the nearly circular limit cycle in this case.
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Example 4: Discussion
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Lorenz Equations
While studying these phenomena, the American meteorologist
Lorenz was led to a nonlinear autonomous third order system
dx / dt = ( x + y ),
dy / dt = rx y xz,
dz / dt = bz + xy
These equations are known as the Lorenz Equations.
Note that the second and third equations involve quadratic
nonlinearities.
However, other than being a third order system, superficially
these equations seem no more complicated that the competing
species or predator-prey equations.
Critical Points
To find the critical points of the Lorenz equations, we solve
( x + y ) = 0, rx y xz = 0, bz + xy = 0
0 y
1
y = r
z 0
z
0
8
/
3
10
r
0
1
0
0
= (8 / 3 + ) 2 + 11 10(r 1) = 0
8/3
8
11 81 + 40r
11 + 81 + 40r
, 3 =
1 = , 2 =
3
2
2
1 = , 2 =
11 81 + 40r
11 + 81 + 40r
, 3 =
2
2
b(r 1) , b(r 1) , r 1
is
10
u
1
v =
w 8(r 1) / 3
10
u
1
8(r 1) / 3 v
w
8(r 1) / 3
8/3
0
b(r 1) , b(r 1) , r 1
P3 = b(r 1) , b(r 1) , r 1
Solution Graph
A plot of computed values of x versus t for a typical solution
with r > r2 is shown below.
This graph resembles a random vibration, even though the
Lorenz equations are deterministic and the solution is
completely determined by the initial conditions.
Nevertheless, the solution also exhibits a certain regularity in
that the frequency and amplitude of the oscillations are
essentially constant in time.
Strange Attractors
The attracting set in this case, although of zero volume, has a
complicated structure and is called a strange attractor.
The term chaotic has come into general use to describe the
solutions shown on the previous slide.
To determine how and when the strange attractor is created, it
is illuminating to investigate solutions for smaller values of r.
For r = 21, solutions starting
at three different initial points
are shown here.