Chapter 3 Equilibrium Solution and Stability of FO DE PDF

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EEE 285 Applied Differential Equations

Chapter 3: Equilibrium Solution and Stability of
First Order Differential Equations
Prof. Dr. Ahmet Uar
Dr. Ahmet Uar EEE 285 Chapter 3 1
Equilibrium Solution and Stability of First Order

Differential Equations
In previous chapter the methods are given to find all solutions of the differential
equations in the following forms;
dy
f (t ) (1)
dt
dy
f ( y) (2)
dt
dy
f (t , y) (3)
dt
to answer specific numerical questions such as the general solution (time
response) yc(t).
When a given differential equation is difficult or impossible to solve explicitly
then it is important to extract qualitative information about general properties
of its solutions.
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Consider a given differential equations in the following form
dy
f (t , y ); y (0) y 0 (1)
dt
The time response of the particular solution yp(t) obtained from general solution
yc(t) may grow without bound as t , or approaches to a finite limit, or is a
periodic function of t.
yp(t)
yp(t) yp(t)
y(0) y(0)
y(0)
0 t (time)
0 t (time) 0 t (time)
c) The time response yp(t)
a) The time response yp(t) b) The time response yp(t)
is a periodic function of t.
grows without bound as t. approaches a finite limit as t.
In this chapter we introduce some of the more important qualitative questions

that can sometimes be answered for equations that are difficult or impossible to
solve.

Example 3.1: Let start with the simple first order differential equations given in
Eq.(1) that can be solved explicitly which represents the temperature of a body.
dy
k ( y A), (k 0), y (0) y 0 (1)
dt
where y(t) denote the temperature of a body with initial temperature y(0) = y0
and A is constant and represents the temperature of the body when it is in
thermal equilibrium with the surrounding medium. The general solution is
dy dy
kdt kdt ln( y A) kt C1 ( y A) e kt C1
( y A) ( y A)
y A Ce kt , C eC1 yc (t ) A Ce kt , t 0
The constant C for particular solution of above initial value problem is
y (0) y0 A Ce k ( 0 ) C y0 A
Substituting C in the general solution leads to following particular solution yp(t);
y p (t ) A ( y 0 A)e kt , t 0
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Example 3.1: From the particular solution;
yp(t)
y p (t ) A ( y 0 A)e kt , t 0 y01
y02
it follows immediately that lim y p (t ) A
t
yeq=A
so the temperature of the body approaches that y03
of the surrounding medium. y04=0

t
Thus the constant function yp(t) A is a solution of Eq. (1) and corresponds to the
temperature of the body when it is in thermal equilibrium with the surrounding
medium.
Remark: For different body initial temperature y(0) = y0 the temperature of the
body approaches yp(t) reach to a certain limit which is yp(t) A and is called
equilibrium point.
If the initial temperature start at y(0) = A the temperature of body stay there for
ever. This particular solution is called the equilibrium solution, yp(t) A.

Example 3.1: The particular solutions of linear first order differential equations in
Eq.(1) are shown in Figure 1 for different initial conditions.
yp(t)
dy y01
f ( y ) k ( y A), (k 0), y (0) y0 (1)
dt y02
However plotting the vector field dy/dt as a function yeq=A
of y itself contains many dynamic properties of the y03
given first order differential equation and is called
y04=0
the phase diagram (vector field). Figure 1: Time response t
The differential in Eq. (1) has the phase diagram shown in f(y) = -k(y-A)
Figure 2 where arrows on the y axis indicates the
corresponding velocity vector for each y(0). The velocity
arrows point to the right when velocity is positive f(y)=y>0 0 y (0) yeq=A y
y2(0)
and to the left when velocity is negative f(y)=y<0. 3
Figure 2: Phase diagram
At the equilibrium point f(y) =y=A there is no flow and has the constant solution
y(t)A. The particular solution for y(0) = A is the equilibrium solution and is yp(t)A.
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Example 3.2: The following nonlinear differential equations is known the logistic
equation to model a population x(t) inhabits an environment with carrying capacity
M > 0 (the maximum population that this environment can sustain on a long term
basis)
dx
kx( M x) (1)
dt
where the constant k >0 is positive.
The equilibrium points (critical points) of the logistic equation in (1) is obtained
letting the vector field to be zero;
dx The equilibrium points of a nonlinear system are;
0
dt dx
f ( x ) f ( xeq ) 0
kx( M x ) 0 dt
xeq1 0, xeq1 M xeq [ xeq1 xeq 2 xeqn ]T
Thus it has two equilibrium points are xeq1 = 0 and xeq2 = A.


Example 3.2: The general solution of the given the logistic-equation solution is
dx dx 1
kx( M x) kdt dx k dt
dt x ( M x) x ( M x)
a b 1 1 1 1
( x ( M x) )dx k dt Partial fractions; a , b
( M x) x 0 M x xM

M
1 1 1
[ ( )dx ] k dt
M x ( M x) 1 1
b ax a ln(b ax ) C
1
[ln | x | ln | x M |)] Mkt C
M
| x| |x| x
ln M ( kt C1 ) e M ( kt C1 ) Ce Mkt , C e MC1
|M x| |M x| M x
MCe Mkt
x
1 Ce Mkt
MCe Mkt
The general solution is x c (t )
1 Ce Mkt
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Example 3.2: The constant C for a particular solution of the logistic-equation
solution for x0 = x(0) is obtained from the general solution and is.
MCe Mkt MCe Mkt x0
x c (t ) Mkt
x ( 0 ) Mkt
x0 C
1 Ce 1 Ce M x0
x0 Mkt
M e
M x0 Mx0 e Mkt Mx0
x p (t ) Mkt

1
x0
e Mkt M x 0 x 0 e x0 ( M x0 )e Mkt
M x0
The particular solution of the logistic-equation solution is
Mx0
x p (t )
x0 ( M x0 )e Mkt
Note that the initial values x0 =0 and x0 = M yield the equilibrium solutions and are;
Mx0 Mx0
x p (t ) 0 and x p (t ) M
x0 (M x0 )e Mkt x 0 x0 (M x0 )e Mkt
0 x0 M
of the logistic-equation solution Eq. (1).


Example 3.2: Particular solution curves of the logistic equation
dx Mx0
kx( M x); x(0) x0 (1) x p (t ) (2)
dt x0 ( M x0 )e Mkt
are depicted in Figure 1. xp(t)
Figure 1 shows that if x0 > 0, then xp(t)M as x01
t. But if x0 < 0, then the denominator of
particular solution in Eg. (2) initially is positive,
xeq2=M
but vanishes when
1 ( M x0 )
t t1 ln 0.
kM x0 x0i>0
Because the numerator in (2) is negative, x0 < 0, xeq1= 0 t
in this case, it follows that x0j<0
lim x p (t ) if x0 0
t t1
Figure 1: Time response
Note that the initial values x0 = 0 and x0 = M yield the equilibrium solutions.
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Example 3.2: Figure 1 shows the time response x(t). of the logistic equation using
the particular (explicit) solution xp(t) for different initial states, xp(t)=x0.
Mx0
x p (t ) xp(t)
x0 ( M x0 )e Mkt
x01
Stability of Equilibrium (Critical) Points: Figure 1 xp(t)
xeq2=M
illustrates the concept of stability of Equilibrium
(Critical) Points xeq1= 0 and xeq2=M. Figure 1 shows x0i>0
that every solution either approaches the equilibrium
solution xp(t) M as t increases, or diverges away
from the other equilibrium solution xp(t) 0. xeq1= 0
t
x0j<0
The equilibrium (critical) points xeq2=M is stable,
because for each > 0, there exists > 0 such that xp(t)
| x0 M | implies that | x(t ) M | for t > 0. of the logistic equation
The equilibrium (critical) points xeq1=0 is unstable, because for each > 0, there
exists > 0 such that | x M | implies that | x(t ) M | for t > 0.
0

Stability of Equilibrium (Critical) Points:
Example 3.2: Figure 1shows a "wider view" of the solution curves of a logistic
equation with k=1 and M=4. Note that the strip 3.5<x<4.5 enclosing the stable
equilibrium curve xeq2=4.
xp(t)
Note that the strip 3.5 < x < 4.5 enclosing the stable 4.5
xp(t)
equilibrium curve xeq2= 4 acts like a funnel-solution xeq2=4
curves (moving from left to right) enter this strip 3.5
and thereafter remain within it.
By contrast, the strip -0.5 < x < 0.5 enclosing the x0i>0
unstable solution curve xeq1= 0 acts like a spout-
solution curves leave this strip and thereafter 0.5
remain outside it. xeq1= 0
t

-0.5
Thus the critical point xeq2=M is stable, whereas the
critical point xeq1=0 is unstable. x0j<0 xp(t)
of the logistic equation
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Stability of Equilibrium (Critical) Points: xp(t)
x01
Example 3.2: Figure 1 shows that every solution
either approaches the equilibrium solution xp(t) M xeq2=M
as t increases, or diverges away from the other
equilibrium solution at xp(t) 0. x0i>0
xeq1= 0
t
The behaviour of solutions of the logistic equation x0j<0
in (1)
dx Figure 1: Time response
kx( M x ); x (0) x0 (1) of xp(t).
dt
is summarized in terms of their initial values-by means of the phase diagram
obtained by plotting the vector field dx/dt versus x .
f(x) = kx(M-x)
Figure 2 shows the phase diagram of the logistic
equation in Eq. (1) where both equilibriums xeq1=0 xeq2=M
points are indicated with circuits. The empty x0j(0)<0 x0i(0)>0 x01(0) x
circuit represents xeq1=0 and bolded circuit
Figure 2: Phase diagram.
represents xeq2=M.

Stability of Equilibrium (Critical) Points: f(x) = kx(M-x)
Example 3.2: Remark 1: The phase diagram plotted
in Figure 1 indicates that xp(t)M as t if either xeq1=0 xeq2=M
x0 > M or 0 < x0 < M, whereas xp(t) as t x0j(0)<0 x0i(0)>0 x01(0) x
increases if x0 < 0. The fact that M is a stable
Figure 1: Phase diagram.
equilibrium point would be important, for instance,
if we wished to conduct an experiment with a value
of M.
Remark 2: Related to the stability of the limiting solution M = a/b of the logistic
equation
dx
ax bx 2 ; x(0) x0
dt
is the "predictability" of M for an actual population. The value M of the limiting
population predicted by a logistic equation not only is a stable equilibrium
(critical) point of the differential equation; this value also is "stable" with respect
to small perturbations of the constant coefficients in the equation.
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Pictures are often more helpful than formulas to analyze nonlinear systems.
Consider the following autonomous first-order differential equation-one in
which the independent variable t does not appear explicitly in f(y) (the
terminology here stemming from the Greek word autonomos for
"independent," e.g., of the time t).
dy
f ( y) (1)
dt
where y(t) is the system state and is a real valued function of time t, f(y) is a smooth
real valued function of y called vector field, and y0 is the state initial condition.
As seen in the case of the logistic equation

f(y)
the phase diagram which is plotting the
vector field dy/dt versus y and contains many
dynamic properties of the given first order
differential equation be seen readily. 0 Phase diagram (Vector field) y

A Geometric Way of Thinking: The phase diagram (Vector field):
Consider the following first order differential equation;
dx (1)
f ( x) sin x
dt
where x(t) is the system state and is a real valued function of time t, f(x) = sinx is
a smooth real valued function of y called the phase diagram (vector field), and
x0 is the state initial condition. The phase diagram of the given differential
equation in (1) is plotted in Figure.
The first order differential equation f(x)
represents a the phase diagram on
f(x) > 0 f(x) > 0
the line: it dictates the velocity
dx/dt=x vector at each position x. -2 - 0 2 x
f(x) < 0 f(x) < 0
The arrows on the x axis indicates the
corresponding velocity vector at each x. The phase diagram
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The phase diagram (Vector field): Equilibrium (critical) Points and Solution:
Consider the autonomous first order differential equation; x = f(x)
x f ( x) sin x, x (0) x0 t t 0 (1)
Mathematically equilibrium (critical)
- 0 - 2 x
points xeq are defined by
f ( xeq ) 0, t t 0 (2)
The phase diagram
Note that this equation must be satisfied all future time (t t0), implying that
the system should be able to stay at the point xeq all the time.
Definition 3.1: A state xeq is an equilibrium (critical) point/state of the system
in Eq. (1) if once x(t) is equal to xeq, it remains equal to xeq for t t0.
Definition 3.2: A solution xp(t) = xeq where xeq is such that f(xeq) = 0 is an
equilibrium solution of the above differential equation.

Stability of Equilibrium (critical) Points and Solution:
Consider the autonomous first order differential equation;
x f ( x), x (0) x0 t t 0 (1)
The equilibrium points xeq are; f ( xeq ) 0, t t 0

Definition 3.3: The equilibrium state, xeq, or equilibrium solution xp(t) = xeq, is
called stable if for any given t0 and positive , there exists a positive (, t0) such
that
xp(t)
|| x0 xeq ||
x0
implies xeq t
|| x p (t; x0 , t0 ) xeq || for all t t0.
Time response of xp(t).

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x f ( x), x(0) x0 t t 0 (1)
The equilibrium points xeq are; f ( xeq ) 0, t t0
Definition 3.4: The equilibrium state, xeq, is called convergent if for any given t0
there exists 1(t0), such that
|| x0 xeq || 1 implies Lim( x p (t; x0 , t0 ) xeq ) 0 for all t t0.
t
Definition 3.5: The equilibrium state, xeq, is called asymptotically stable, if it is

stable and convergent.
xp(t)
|| x0 xeq || 1 implies
x0 1
|| x p (t; x0 , t0 ) xeq || and xeq t
Lim ( x p (t ; x0 , t0 ) xeq ) 0 for all t t0.
t
Dr. Ahmet Uar EEE 285 Chapter 3

Time response of xp (t). 19

x f ( x), x(0) x0 t t 0 (1)
Equilibrium points xeq are; f ( xeq ) 0, t t0

Definition 3.6: The equilibrium state, xeq, or equilibrium solution xp(t)= xeq, is
called unstable if for any given t0 and positive , there exists a positive (, t0)
such that
xeq(t)
|| x0 xeq ||
x0
implies xeq t
|| x p (t; x0 , to ) xeq || for all t t0.
Time response of xp(t).

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The phase diagram (Vector field): Stability of Equilibrium (critical) Points and
Solution:
Consider the nonlinear autonomous first order differential equation :
dy f(y)
f ( y ) sin y , y (0) y0 (1)
dt
f(y) > 0 f(y) > 0
The phase diagram (Vector field) of
the system is plotted in Figure. -2 - 0 2 y
The arrows point to the right when f(y) < 0 f(y) < 0
f(y)>0 and to the left when f(y)< 0.
At the points where f(y)=0 there no The phase diagram
flow; such points therefore called
Equilibrium (critical) Points. f ( y eq ) 0 y eq k , k 0 ,1, 2 ,...,
There are two kinds of fixed points in the phase diagram: solid blue dots
represent asymptotically stable equilibrium points (often called attractor or sink,
because the flow is toward them) and open circles represent unstable
equilibrium points (also known as repellers or sources).

To emphasize our point about formulas versus picture, consider the following
initial value problem;
dy
f ( y ) sin y, y (0) y0 (1)
dt
Since its separable then
dy dy
y sin y dt
dt sin y
which implies the general solution
1
t dy csc ydy ln | csc y cot y | C
sin y
To evaluate the constant C leads to C ln | csc y 0 cot y 0 |
csc y0 cot y0
Hence the desired particular solution is t ln | |
csc y p (t ) cot y p (t )
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dy
The system is f ( y) sin y, y(0) y0 (1)
dt
csc y0 cot y 0
and its desired particular solution is t ln | |
csc y p (t ) cot y p (t )
This result is explicit and exact, but a headache to
interpret. y(t) y (t) =? when as t
p
y0=/4
Let answer the following questions;
Question 1: Suppose y(0)=y0 =/4; describe t
0 Figure 1: The time response
the qualitative features of the solution yp(t) for
y(t)
all t>0. In particular, what happens as t ?
y0= yp(t) =? when as t
Figure 1.
y0=/2
Question 2: For an arbitrary initial condition
y0=0
y0, what is the behaviour of yp(t) as t ? 0 t
Figure 2. y0=-/2
y0=- Figure 2: The time response

dy
The nonlinear system: f ( y ) sin y, y (0) y0 (1)
dt
In contrast, a graphical analysis of the system is clear and simple as shown in
following figure , the phase diagram of the system.
f(y)
f(y) > 0 f(y) > 0
yeq= -2 yeq= - yeq =0 yeq = yeq =2 y

f(y) < 0 f(y) < 0
The phase diagram

f ( y eq ) 0 y eq k , k 0 ,1, 2 ,...,
Let answer both questions with the results of the vector field of the system.
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Q1: Suppose y0 =/4; describe the qualitative features of the solution yp(t) for all
t>0. In particular, what happens as t?
f(y)
The vector field of the system
f(y) > 0 y0=/4
shows that a particle starting
yeq=-2 yeq=0 yeq= yeq=2 y
at y0=/4 moves to the right yeq=-
faster as faster until it crosses
The phase diagram
yp(t)=/2 (where f(y)=siny
reach its maximum). yp(t)
yeq=
Then the particle starts slowing
down and eventually approaches the
stable fixed point yp(t) from the
left. Thus, the qualitative from of the y 0= / 4
solution yp(t) is as shown. yeq=0 t
The time response of the
solution yp(t) for y0 =/4.

Q. 2: For an arbitrary initial condition y0, what is the behaviour of yp(t) as t ?
f(y)
f(y) > 0 y0=/4

yp(t)
yeq= -2 yeq= - yeq=0 yeq= yeq=2 y
yeq= 2
The phase diagram y01

The same reasoning applies to and initial yeq=
condition y0. The phase diagram of the system y02
shows that if f(y) > 0 initially, the particle heads
to the right and asymptotically approaches the yeq=0
t
nearest stable fixed point. Similarly, if f(y) < 0 y03
initially, the particle asymptotically approaches yeq= -
the nearest stable fixed point to its left. If f(y)=0
y04
then yp(t)= yeq remains constant the qualitative
form of the solution for initial condition is yeq= -2
sketched as;
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Example 3.3: Consider the following autonomous first order differential equation.
dx
x2 1 (1)
dt
a) Find all equilibrium points of given first order differential equation.
b) Plot the phase diagram of the differential equation.
c) Study the stability of all equilibrium points and equilibrium solutions.
d) Find the stable ranges of equilibrium points, if exists.
Solution: a) The equilibrium points are;
f(x)
f ( x) x 2 1 f ( xeq ) 0
xeq1 1
xeq 1
xeq 2 1 xeq2= -1
0 x
xeq1= 1
b) The phase diagram is plotted in Figure 1 and Figure 1: The phase diagram of
the equilibrium points are shown. the differential equation in (1).

Example 3.3: The autonomous first order differential equation.
dx
x2 1 (1) f(x)
dt
x04 x03 x01
Solution: c) The phase diagram shows x02
the equilibrium point at xeq1= 1 and xeq2= -1

0 xeq1= 1 x
its solution is unstable. But the
equilibrium point at xeq2= -1 and its Figure 1: The phase diagram of
solution is stable. the differential equation in (1).
d) The equilibrium point at xeq2 = -1 is stable for - x < 1.
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Homework 3.1: Consider the following autonomous first order differential
equation
dx
x2 1
dt
a) Solve the initial value problem when x(0) = 0.
b) Solve the initial value problem for x(0) = 2.
c) Solve the initial value problem when x(0) = -2 and plot xp(t) versus t, 0t 5.

Homework 3.2: Consider autonomous first order differential equation
dx
x x3
dt
a) Solve the initial value problem when x(0) = 0.5.
b) Solve the initial value problem for x(0) = -0.5.
c) Solve the initial value problem when x(0) = 2.
d) Solve the initial value problem for x(0) = -2.
e) Plot the phase diagram of the differential equation and indicate all equilibrium
points of the differential equation.
f) Study the stability of all equilibrium points and equilibrium solutions.
g) Compare the results of a, b, c, d with f.
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Homework 3.3: Consider autonomous first order differential equation
dx
x x3
dt
a) Solve the initial value problem when x(0) = 0.5 and plot xp(t) versus 0t 5.
b) Solve the initial value problem when x(0) = -0.5 and plot xp(t) versus 0t 5.
c) Solve the initial value problem when x(0) = 2 and plot xp(t) versus 0t 5.
d) Solve the initial value problem when x(0) = 2 and plot xp(t) versus 0t 5.
e) Plot the phase diagram of the differential equation and indicate all equilibrium
points of the differential equation.
f) Study the stability of all equilibrium points and equilibrium solutions.
g) Compare the results of a, b, c, d with f.

Homework 3.4: Consider the following autonomous first order differential
equations
dx dx
1) x x2 3) x3
dt dt
dx dx
2) x2 4) cos x
dt dt
a) Find all equilibrium points of the differential equations.

b) Plot the phase diagram of the differential equations.
c) Study the stability of all equilibrium points and equilibrium solutions of each
differential equation.
d) Find the stability ranges of equilibrium points of each differential equation.
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Example 3.4: Consider the electrical circuit shown in Figure. A resistor R and
capacitor C are in series with a battery of constant DC voltage V0. Suppose that
the switch S is closed at t = 0, and there is no charge on the capacitor initially.
Let Q(t) denote the charge on the capacitor at time t 0. Plot the grapy of Q(t).
a) Write the differential equation i

for charge on the capacitor Q(t). S
R
dQ V0 C Q(0)=0
f (Q)
dt
b) Plot the phase diagram for the differential equation of charge on the
capacitor Q(t).
c) Find equilibrium points.
d) Study the stability of equilibrium points and their solutions.
e) Plot the time response of Q(t) for Q0=0.

Example 3.4:
i
Solution: a) When S is closed the total
voltage on the circuit is S R
V0 C Q(0)=0
1
V0 Ri Q 0 (1)
C
where i is the current flowing through the capacitor and causes charge the
accumulate on the capacitor at rate
dQ (2)
i
dt
Substitute in equation (1) leads to autonomous first order differential equation
dQ 1
V0 R Q0
dt C
dQ V Q
and f (Q ) 0 (3)
dt R RC
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Example 3.4:
Solution: b) The phase diagram for the differential equation of charge on the
capacitor Q(t) is plotted in Figure 1.
f(Q)
Figure shows the phase diagram of f(Q) is a
strait line with a negative slope. V0
V Q R
Q f (Q) 0
R RC
The flow is to the right where f(Q)>0 an to the left 0 Q01 Qeq=CV Q02 Q
where f(Q)<0. Figure 1: The phase diagram
V0 Q
c) The circuits has an equilibrium point and is; f (Qeq ) 0 Qeq CV0
R RC
d) Since the flow is always toward equilibrium point of Qeq=CV0. Thus the
equilibrium point and its solution are asymptotically stable.
In fact the equilibrium point is globally asymptotically stable, in the sense that it is
approached from all initial conditions.

Example 3.4:
Solution: e) The time response of Q(t) for Q0=0. f(Q)
V0
dQ V Q
f (Q ) 0 R
dt R RC
To sketch Q(t), we start a phase point at 0 Q01 Qeq=CV Q02 Q
the origin of the Figure 1 and imagine how
it would move. Figure 1: The phase diagram
The flow carries the phase point
Q(t)
monotonically toward Qeq=CV0. Its speed
dQ/dt decreases down, as shown in the Qeq=CV0
Figure 2.
Homework 3.5: Solve the following initial value
problem Q0=0
dQ V0 Q
; Q (0) 0 0 t
dt R RC Figure 2: Time response
and compare its results with results of Figure 2. of Q(t) for Q0=0
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The equilibrium of linear differential equations:
Consider the following linear differential equation where a 0.
x (t ) ax(t )
1) The linear system has an equilibrium point

only and is origin, xeq = 0. x (t ) a>0
2) If a > 0 the slope of phase diagram (vector field) of the x02 xeq = 0 x01 x
system at origin is positive a > 0 then the equilibrium point
and its solutions are unstable, Figure 1. Figure 1: The phase diagram
x (t )
3) When a < 0 the slope of phase diagram (vector field) at a<0
origin is negative the equilibrium point and its solutions
xeq = 0 x01 x
are asymptotically and globally stable, Figure 2. x02
Figure 2: The phase diagram

The equilibrium of linear differential equations:
Consider the following linear differential equation where a 0.
x (t ) a>0
x (t ) ax(t )
x02 xeq = 0 x01 x
Remarks:
The linear differential equation have an Figure 1: The phase diagram
equilibrium point only and is origin, xeq = 0.
If a linear differential equation is stable, it x (t )
means it is globally stable. a<0
If a linear differential equation is unstable, it x02 xeq = 0 x01 x
means it is globally unstable for all initial
conditions taken from - to , (- < x0< ). Figure 2: The phase diagram
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The equilibrium of autonomous nonlinear differential equations:
The stability of the equilibrium points of the nonlinear differential equations in
the following form
x (t ) f ( x)
can be determined from the phase diagram (vector field).
However when the system has equilibrium point at origin, xeq = 0, its stability is
best determined case-by-case basis, using graphical methods.
Consider the following systems;
x x 3 (1) x x 3 ( 2)
x x 2
(3) x x 2
( 4)
where each has a fixed point at xeq = 0 with f(xeq)=0.

The stability of the equilibrium point at xeq = 0 is different in each case and can
be seen directly from the phase diagram (vector field).

The phase diagram (vector field) of the nonlinear

x ( t ) x 3
differential equations in (1) shows that it is stable.
x x 3 (1)
xe1 = 0 x
The phase diagram (vector field) of the nonlinear

differential equations in (2) shows that it is unstable.
x ( t ) x 3
x x 3
( 2)
xe1 = 0 x
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The phase diagram (vector field) of the nonlinear autonomous differential
equations in (3) shows that it has a hybrid case well call semistable (half-stable),
since the fixed point is attracting from the left and repelling from the right.
We therefore indicate this type of fixed
x (t ) x 2
point by a half-filled circle. x02 x01
x x 2
(3) xe1 = 0 x
The phase diagram (vector field) of the Unstable side Stable side
nonlinear differential equations in (4) shows
that the fixed point is attracting from the
right and repelling from the left. x (t ) x 2
x x 2 ( 4)
x02 xe1 = 0 x01 x
Stable side Unstable side

Potential energy of autonomous first-order differential equations:
There is another way to visualize the dynamics of the autonomous first-order
differential equations
x f (x) (1)
based on the physical idea of potential energy.
We picture a particle sliding down the walls of a potential well, where the
potential energy V(x) is defined by
dV V(x) (a)
f ( x) (2)
dx
Let imagine the particle is heavily damped-
its inertia is completely negligible compare x
to the damping force and the force due to
Figure 1: Potential energy V(x)
the potential.
For example, suppose that the particle has to slog through a thick layer of goo
that covers the walls of the potential as shown from the following Figure 1.
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Potential energy V(x) of autonomous first-order differential equations:
The negative sign in the definition of V(x) follows the standard convention in
physics; it implies that the particle always move downhill as the motion proceed.
To see this, we think of x as a function of t, and then calculate the time derivative
of V(x(t)).
dV V(x) (a)
x ( x) f ( x) (1)
dx
Using the chain rule, we obtain dV dV dx
dt dx dt x
Now for the first order system x dx dV
dt dx Figure 1: Potential energy V(x)
dV
since x f ( x ) , by the definition of the potential.
dx
2
dV (t ) dV
Hence, 0
dt dx
Thus V(t) decreases along trajectories, and so the particle always moves
toward lower potential.

If the particle happens to be at an equilibrium point where dV(xeq)/dx=0, then
V(xeq) remains constant. This is to be expected, since V(x)/dx implies
dx/dt=f(x)=0; equilibria occur at the fixed points, xeq1, of the vector field.
dV
x ( x) f ( x) (1) V(x)
dx
V ( x) f ( x) dx C (2)
xeq2
where C is arbitrary constant, xeq1 x
However we usually chose C =0.
The local minima of V(x) correspond

to stable fixed points, as we would Stable equilibrium Unstable equilibrium
expect intuitively, and local maxima (fixed) point (fixed) point
correspond to unstable fixed points. Figure 1: Potential energy V(x)
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Example 3.5: Graph the potential for the following system, and identify all
equilibrium points.
dx
x (1) V(x)
dt (2) (1)
Solution: We need to find V(x) such that
V ( x) f ( x) dx xdx xeq=0 x
1
x2 C, C 0
2 Stable equilibrium
1 (fixed) point
x2 (2)
2 Figure 1: Potential energy V(x)
The only equilibrium point occurs at xeq=0, and is stable.

Example 3.6: Plot the potential for the following autonomous first-order
differential equation, and identify all equilibrium points.
x x x 3 (1)
Solution: The potential energy, V(x) is;
dV
f ( x) V(x)
dx x01
3 dV x02
xx
dx
dV xdx x 3 dx -1 1 x
3
xeq1=0
dV xdx x dx
1 1 xeq3= -1 xeq2= 1
V x 2 x 4 C (2)
2 4 Figure 1: Potential energy V(x)
For C = 0 The potential energy, V(x) is depicted in Figure 1.
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Example 3.6: The autonomous first-order differential equation
V(x)
x01 x02
x x x 3
xeq1=0
The potential energy xeq2= -1 xeq3= 1
is x
-1 1
1 1
V x2 x 4 Unstable equilibrium
2 4
(fixed) point
Stable equilibrium Stable equilibrium

(fixed) point (fixed) point
Figure 1: Potential energy V(x)
The local minima at xeq= 1 correspond to stable equilibria, and the local
maximum at xeq= 0 corresponds to an unstable equilibrium. The potential energy
function of the system shown in the Figure is often called a double-well potential,
and system is said to be bistable, since it has two stable equilibria.

In this chapter we introduce some of the more important qualitative questions
that can sometimes be answered for equations that are difficult or impossible to
solve.
Here we will focus on particular stable solution of autonomous linear
differential equations. Consider first order differential equations in Eq.(1)
dy
y A; y (0) y0 (1)
dt
where the differential is defined by the single parameter , the system time
constant, A is a forcing function and y0 is the state initial condition.
The time response of the particular solution yp(t) of the differential equation in
(1) is depends to the sign of the parameter .
It grows without bound when < 0 and approaches a finite limit when > 0 as
t,
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Time response of linear autonomous first order differential equations:
Consider autonomous first order differential equation in (1) with A = 0;
dy
y A; y(0) y0 (1)
dt
The particular solution yp(t) grows without bound when < 0 (unstable solution)
and approaches a finite limit when > 0 (stable solution) as t,
a) The particular solution yp(t) of b) The particular solution yp(t) of

differential equation grows without differential equation approaches a
bound as t . finite limit as t .
yp(t) yp(t) dy
y 0; 0, y( 0) y0
y(0) dt
y(0) dy
y 0; 0, y(0) y0
dt
0 t (time) 0 t (time)

Time response of linear autonomous first order differential equations:
The particular solution yp(t) of following linear autonomous first order differential
equation is potted in Figure 1 and Figure 2 for > 0 and < 0 respectively.
1
dy y(t) t
y 0; y (0) y0 (1) y p (t ) y (0)e , t 0
dt y2(0) ts=4
Result 1: If > 0, the response yp(t) is an y = 0
exponential decay from the initial value
eq 2 3 4 5 t (time)
y3(0)
y(0) toward zero (towards to equilibrium The natural The forced
yeq=0), and first order differential (transient), ytr(t) (steady state), yssr(t)
equation in (1) is stable, Figure 1. Figure 1:
Result 2: If < 0 the response yp(t) y(t)

1
t
grows exponentially (get away from the y2(0)
y p (t ) y (0)e , t 0
equilibrium yeq=0) for any initial value of
yeq= 0 2 3 4 5
y(0) and given first order differential t (time)
y3(0)
equation in (1) is unstable, Figure 2.
Figure 2:
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Time response of stable linear autonomous first order differential equations:
Consider the following stable linear autonomous first order differential
equation with A>0; dy
y A; 0, y(0) y0 (1)
dt
The particular solution yp(t) approaches a finite limit and can be considered by two
parts, yp(t) = ytr(t) + yssr(t).
ytr(t) represents the transition of y(t)
the response leads to a certain level y3(0)
A/ and is called the transient
(natural) response. The transient
y (0) = A/
(natural) response simply depends 2 ts=4
on the nature of the differential y1(0) = 0 2 3 4 5 t (time)
equation. y4(0)
Figure shows the transient (natural) The natural The forced
response starts at t= 0 and ends at (transient), ytr(t) (steady state), yssr(t)
ts=4/ which is called settling time.

The stable linear autonomous first order differential equation with constant
input A>0 has time response y(t) = ytr(t) + yssr(t).
dy y(t)
y A; 0, y (0) y0
y3(0)
dt
Figure shows that the differential
equation solution has a constant y2(0) = A/
level at A/ after settling time ts=4
y1(0) = 0 2 3 4 5 t (time)
t>ts=4, and do not changed with
y4(0)
time for ts=4/ t . This part of The natural The forced
the solution yssr(t) is depends on (transient), ytr(t) (steady state), yssr(t)
the characteristic of input
(forcing) function A only and is y (t ) ytr (t ) y ssr (t ), t 0
called the steady state (forced) ytr (t ), 0 t t s 4 , y ssr (t ), t s t
response.
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The stable linear autonomous first order differential equation in (1) with A = 0;
dy y(t)
y 0; 0, y(0) y0 (1)
dt y3(0)
has the general solution yc(t);
1
t y2(0)
yc (t ) Ce
, t0 ts=4
y1(0) = 0
and its particular solution yp(t) is 2 3 4 5 t (time)
y4(0)
1
t
The natural The forced
y p (t ) y (0)e , t0 (transient), ytr(t) (steady state), yssr(t)
The natural (transient) response ytr(t) represents the first part of particular
solution yp(t) for t=0 t ts=4/.
The steady state (forced) response yssr(t) represents the second part of particular
solution yp(t) for ts=4/ t .
Result: The particular solutions yp(t) approach the finite limit y(t)=0 at settling
time ts=4/ for both A=0 and A0.

Example 3.7: Consider the series RL Electric Circuit in Figure where i is the
current A (amperes), t is time (seconds).
i L=0.1
E(t)=48 R= 11
Assume that the circuit contains as an electromotive force, EMF, a battery of

E=48 V (volts), which is constant, E(t)=E, a resistor of R=11 (ohms), and an
inductor of L=0.1 H (henrys), and that the initial current is i(0)=i0.
a) Obtain the mathematical model of the series RL Electric Circuit.
b) Find the general solution for the current i(t).
c) Find the initial value problem for the initial state current i(0)=i0.
d) Plot time response of the current i(t) for the selected initial states; i0 =0, 2,
48/11,6 and 8.
e) Is the circuits stable, why. Can we make circuits unstable, why.
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Example 3.7: Physical Laws to have mathematical model. A current i in the circuit
causes a voltage drop Ri across the resistor (Ohms law) and a voltage drop
Li=Ldi/dt across the conductor, and the sum of these two voltage drops equals
the EMF (Kirchhoffs Voltage Law, KVL).
di (t )
i L=0.1 V L (t ) L
dt
E(t)=48 R=11
VR (t ) Ri (t )
Solution: a) According to these laws the mathematical model of the RL-circuit is

di(t )
L Ri (t ) E (t )
dt dy
di(t ) R 1 f (t , y)
i (t ) E (t ) dt
dt L L
di (t ) R 1 dy
i (t ) E (t ); i (0) 0,2, 48 / 11,6, 8. f (t , y ); y (0) a
dt L L dt

Example 3.7: i L=0.1
E(t)=48 R=11
Solution: b) The problem is become to solve a linear first order differential

equation. One of the methods given in the previous chapter can be used to find
the general solution of the following linear first order differential equation.
di(t ) R 1 dy
i (t ) E (t ) P ( x ) y Q( x )
dt L L dx
R 1
then P (t ) and Q (t ) E (t )
L L R R
(t ) e L e L
dt t
1. The integrating factor is;
R R R
t di (t ) t R t 1
2. Multiply both sides by (t); eL e L i (t ) e L E (t )
dt L L
3. Recognize the left-hand side as
d RL t R
t
R
t 1
the derivative of a product: [e i] Dt [e L i] e L E (t )
dt L
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Example 3.7:
dy
i
P ( x ) y Q( x )
L=0.1 dx
E(t)=48 R=11
di(t ) R 1
i (t ) E (t )
dt L L
Solution: b) Find the general solutions of the linear differential equation
3. Recognize the left-hand side as the derivative of a product:
d RL t R
t
R
t 1
[e i ] Dt [e L i ] e L E (t ) where E(t) is constant, E(t)=E,
dt L
4. Integrate this equation;
R R R
t t 1 t 1 L Rt R
t 1
R
t
Dt [e L i]dt e L L
Edt e L i E e L C e L ( Ee L C )
L R R
R 11
1 t 48 t 48
The general solutions is ic (t ) E Ce L Ce 0.1 Ce 110 t
R 11 11

Example 3.7:
dy
i L=0.1 P ( x) y Q ( x )
dx
E(t)=48 R=11
di(t ) R 1
i (t ) E (t )
dt L L
48
Solution: c) Using the general solutions; ic (t ) Ce110t
11
48 48 48
Ce110 t i(0) i0 Ce110 (0 ) i0 C i0
11 11 11
Substituting C in the general solutions then the desired particular solution (for
the given initial value problem) of i(t) is
48 48 48
i(t ) (i0 )e 110 t i0e 110t (1 e 110 t )
11 11 11
48
i p (t ) i (0)e 110t (1 e 110t )
11
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Example 3.7:
di (t ) R 1
i
i (t ) E (t ); i (0) i0
L=0.1 dt L L
E(t)=48 R=11 R R
t E (t ) t
i p (t ) i (0)e L (1 e L )
R
0 i =8
Solution: d) Using the
desired particular solution i(t)
(initial value problem) ip(t); i0= 6 E
i0= 48/11 R
4
48
i p (t ) i (0)e 110 t (1 e 110t ) Settling time, ts
11
i0= 2 1 1
ts 4 4 0.036
R/L 11 / 0.1
i0= 0
0 0.01 0.02 0.03 0.04 0.05 t

Example 3.7:
di (t ) R 1
i L=0.1 i (t ) E (t ); i (0) a
E(t)=48 R=11 dt L L
R R
i(0)=8
t
L
E (t ) t
i p (t ) i (0)e (1 e L )
R
i(t)
Solution: d) Results:
i(0)= 6 E
The transient response and
the steady state responses i(0)= 48/11 R
are shown in Figure where 4
the time constant is Settling time, ts
L i(0)= 2 1 1
ts 4 4 0.036
R R/L 11 / 0.1
settling time is. i(0)= 0
L 0 0.01 0.02 0.03 0.04 0.05 t
t s 4 4 0.03 s
R Transient response Steady state
response
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Example 3.7: di (t ) R 1
i L=0.1 i (t ) E (t ); i (0) a
E(t)=48 R=11 dt L L
Solution: e) Both R and L R
t E (t ) R
t
L
are positive and in the i0=8
i p (t ) i(0)e (1 e L )
R
form of
i(t)
dy
y f (t ) i0=6 E
dt
L di (t ) 1 i0=48/11 R
i (t ) E (t ) 4
R dt R
the time constant is positive Settling time, ts
> 0 and the circuit is stable. i0=2 1 1
ts 4 4 0.036
Practically if only if we find a R/L 11 / 0.1
negative resistor, R<0, or i0=0
inductor L<0 then the circuit is 0 0.01 0.02 0.03 0.04 0.05 t
becomes unstable. Otherwise it
Transient response Steady state
is stable. response

Homework 3.6: Consider the series RL Electric Circuit given in Figure which
is forced with a periodic electromotive force, EMF, E(t)=E0sint V (volts)
where i is the current A (amperes), t is time (seconds) and the initial state of
current is i(0)=i0.
i L
E(t)=E0sint R
a) Obtain the Mathematical Model of the series RL Electric Circuit in Figure.

b) Solve the mathematical model of the circuit and find the general solution
for the current i(t).
c) Find the initial value problem for the initial state current i(0).
d) Plot time response of the current i(t) for the selected initial states; i(0)=0,
2, 48/11,6 and 8 Ampers.
e) Can we make the circuit be unstable by input voltage E(t). Why?
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Homework 3.7: Consider the differential equations 1 through 4.
dx dx
x4 (1) x2 4x (2 )
dt dt
dx dx
( x 2) 2 (3) x 2 5x 4 (4 )
dt dt
a) Solve the equation f(x) = 0 to find the equilibrium (critical) points of the given
autonomous differential equation;
dx
f (x)
dt
b) Construct the corresponding phase diagram for the differential equation.
Analyze the sign of f(x) to determine whether each critical point is stable or
unstable.
c) Solve the differential equation explicitly for xc(t) in terms of t.
d) Use the particular (exact) solution obtained for x(0)= x0 selected nearby of the
equilibrium (critical) points to sketch typical solution curves for the given
differential equation, and verify visually the stability of each critical point.

Homework 3.8: Consider the two differential equations
dx
( x 1)( x 2)( x 3) (1)
dt
dx
(1 x)(2 x)(3 x) ( 2)
dt
a) For one of these equations, only the equilibrium (critical) point xeq=2 is stable;
for the other equation, xeq=2 is the only unstable equilibrium (critical) point.
Construct phase diagrams for the two equations to determine which is which.
b) Without attempting to solve either equation explicitly xc(t), make rough sketches
of typical solution curves xp(t) for each in terms of t.
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EEE 285 Applied Differential Equations
Chapter 3: Equilibrium Solution and Stability of First

Order Differential Equations
Remarks and Questions?
33

Chapter 3 Equilibrium Solution and Stability of FO DE PDF

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11/12/2016

EEE 285 Applied Differential Equations

Prof. Dr. Ahmet Uar

Dr. Ahmet Uar EEE 285 Chapter 3 1

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 2

Equilibrium Solution and Stability of First Order

In this chapter we introduce some of the more important qualitative questions

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

of the surrounding medium. y04=0

Equilibrium Solution and Stability of First Order

Figure 2: Phase diagram

Equilibrium Solution and Stability of First Order

Thus it has two equilibrium points are xeq1 = 0 and xeq2 = A.

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

of the logistic-equation solution Eq. (1).

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

As seen in the case of the logistic equation

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 17

Equilibrium Solution and Stability of First Order

x f ( x), x (0) x0 t t 0 (1)

The equilibrium points xeq are; f ( xeq ) 0, t t 0

Time response of xp(t).

Equilibrium Solution and Stability of First Order

Definition 3.5: The equilibrium state, xeq, is called asymptotically stable, if it is

Dr. Ahmet Uar EEE 285 Chapter 3

Equilibrium Solution and Stability of First Order

x f ( x), x(0) x0 t t 0 (1)

Equilibrium points xeq are; f ( xeq ) 0, t t0

Time response of xp(t).

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 22

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

f(y) > 0 f(y) > 0

yeq= -2 yeq= - yeq =0 yeq = yeq =2 y

The phase diagram

Equilibrium Solution and Stability of First Order

Equilibrium Solution and Stability of First Order

f(y) > 0 y0=/4

The phase diagram y01

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 27

Equilibrium Solution and Stability of First Order

the equilibrium point at xeq1= 1 and xeq2= -1

d) The equilibrium point at xeq2 = -1 is stable for - x < 1.

Dr. Ahmet Uar EEE 285 Chapter 3 28

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 29

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 30

Equilibrium Solution and Stability of First Order

Dr. Ahmet Uar EEE 285 Chapter 3 31