Peter Skott

14 February 2008

797n - Macro III

1

Local stability of two-dimensional systems of

non-linear dierential equations

Let
x_ = f (x; y)
y_ = g(x; y)
First step: nd an equilibrium (x*,y*) such that
f (x ; y )
g(x ; y )

=
=

0
0

Second step: derive a rst-order Taylor-approximation for (x;

_ y)
_ in the neighbourhood of (x ; y ):
x_
y_

fx (x ; y ) fy (x ; y )
gx (x ; y ) gy (x ; y )

x
y

x
y

=A

x
y

x
y

where A is the Jacobian matrix.

Local asymptotic stability is determined by the real part of the eigenvalues
of A. The eigenvalues in turn are calculated as the roots of the characteristic
polynomium
2
TR + D = 0
where
T R is the sum of the diagonal elements of the Jacobian matrix
D is the determinant of the Jacobian matrix.
Stability requires that the real part of both roots be negative. This condition is
satised if and only if (show this!)
D>0
TR < 0