INDIAN INSTITUTE OF TECHNOLOGY ROORKEE

PHASE POTRAITS
PRESENTATION III

PRESENTED BY:-
MAJ MIHIR GHOOI
DEEPAK DUBEY
MOREIRA FERNANDES
INTRODUCTION

Phase portraits

Geometric representation of trajectories of a dynamical sys in ph

plane.

Depicts system trajectories with arrows and stable states with dots.

Tool in studying dynamical systems.

Gives info regarding chosen parameter value.

Graphical tool, visualizes how solutions of a given system of

differential equations behave in the long run.

2
DEFINITIONS

Dynamical system is a system in which function describes time

dependence of a point in a geometrical space.

Autonomous system is a system of ordinary differential equations that

does not explicitly depend on time.

Critical points on the graph of a function are points where the derivative
is zero.

Locus in x1-x2 plane of solution x(t) is called Trajectory.

Family of phase plane trajectories for different initial conditions is called

Phase Portrait of the system.

3
METHODS TO FIND PHASE POTRAITS

VECTOR FIELD METHOD

ISOCLINE METHOD

DELTA METHOD

PELLS METHOD, etc

4
VECTOR FIELD METHOD

= f(x) = [f1(x); f2(x)] , = (1, 2)

To each vector (x1, x2) a vector

known as vector field (f1, f2) is
associated.

Example

1= 2x12
2= x2

1= x2
2= -10sinx1
5
ISOCLINE METHOD

Means same slope.

Consider
S(x) = dx2/dx1= f2(x1; x2)/f1(x1; x2)

An isocline is defined as s(x) = c

That is S(x) = dx2/dx1= f2(x1; x2)/f1(x1; x2) = c

All points on the curve f2 =c f1 have the same tangent slope

c.

6
ISOCLINE METHOD ALGORITHM

Draw curve f2(x) = cf1(x) with

different values of c.

Draw small lines with slope c on

each curve.

Direction of the line at a point will be

given by the sign of f1 and f2 at the
point.

These small lines of all isoclines

constitute the phase portrait.

7
ISOCLINE METHOD ALGORITHM
Pendulum without Friction: 1= x2 2= -sin(x1)

Pendulum with Friction: 1= x2 2= -0.5x2-sin(x1)

8
USING PHASE POTRAITS

Consider a Linear system = Ax, where matrix A is a 2X2

diagonal matrix.

1 = -6x1
2 = -3x2

1 = 6x1
2 = 3x2

9
 Eigen values
Gives us info about how fast the rate will be
Gives us idea about the nature of the convergence
I-A=0 gives the different Eigen values

Eigen vector
Gives us idea about how the data will be spread in any system
Gives us information about axes along which the system tends to
stretch /compress / flip
For a 22 matrix AX=x will give us Eigen vector

Jordan form

; ;
10
Modal coordinate vs XY plane

Modal coordinate
Datas are transformed into a coordinate system where their eigen
vectors represents two orthogonal axes
Matrix A is transformed into Jordan form (replacing x=Mz, M=[v1 v2])
Gives clear idea about the comparative magnitude of the eigen
values
Mathematically we can see its movement

XY plane-
More realistic view of how our datas converge/diverge
Can be directly drawn, no need of modal coordinate
Both of them gives idea about stability of the system

11
Phase portrait in Modal coordinate

Transformed system results in following equation

Solution for initial condition (z10,z20)

Replacing time of first equation into second results

Vary initial condition to vary C thus we get phase portrait.

Phase portrait depends on sign of .

12
Procedure to draw phase portrait in XY
plane(2nd order)
Find critical points:
Eg: x=4x-3y ,y=6x-7y have critical point at (0,0)
construct a phase plot (y vs x)
find eigen values and eigen vector of the system equation
eigen values are (-5 and 2) and corresponding eigen vectors are [1;3] and
[3;2] and draw corresponding vector axes
if eigen value is ve then solution
will grow towards critical point and
if it is positive then soln will flow
away from the critical point
(ie diverging)
decide the direction of flow of the flow
on the axes corresponding to eigen
vectors. And all other soln follow the
direction of the flow of the vector axes.
13
Different possible cases

real and different eigen values

both positive
both negative
one positive and one negative
real and same eigen values
both positive
both negative
both zero (doubly degenerate form)
complex eigen values where real part is
positive
negative
zero

14
 Real and different eigen values

both positive

A= = v1= v2=

15
Real and different eigen values

both negative

A= = v1= v2=

16
Real and different eigen values

One negative and one positive

4 0 4 5 0
A= = v1= v2=
2 -1 -1 2 1

17
Real and different eigen values

One negative and one positive

1 .5 0 1 1
A= = v1= v2=
2 1 2 -2 2

18
Real and same eigen values

Both are positive

2 -3 3 3
A= = v1= v2=
1/3 4 3 -1

19
Real and same eigen values

Both are negative

-7 1 -5 1
A= = v1= v2=
-4 -3 -5 2

20
Real and same eigen values

Both are zero

1 -1 0 1
A= = v1= v2=
1 -1 0 1

21
Real and same eigen values

Both are same with k=0

-3 0 3 1 0
A= = v1= v2=
0 -3 3 0 1

22
Complex eigen values

Real part -ve

-1 3 -2+3i
A= =
-3 -4 -2-3i

23
Complex eigen values

real part is +ve

A= =
1 3 2+3i

-3 4 2-3i

24
Complex eigen values

Real part is zero

0 1 2.24i
A= =
-5 0 -2.24i

25
26
Local Behaviour of Nonlinear Systems

Perturbations and reaction of the system around equilibrium points determines

the degree of validity of the behaviour analysis through linearization

Example:
Consider the linear perturbation case:
A A + A, where A is the small perturbation
Positive (Negative) eigenvalues of A remain positive (negative) under small
perturbations.

Therefore, node or saddle point or focus equilibrium point remains the same under
small perturbations. There are called structural stable

27
Local Behaviour of Nonlinear Systems

For eigenvalues on the j axis no matter how small perturbation is,

it changes the sign of eigenvalue.

Different Perturbations:
1 1 1
1 0 0

28
Qualitative Behaviour Near Equilibrium
Points

Qualitative behaviour of second-order nonlinear system can be

investigated by
1. Generating phase portrait of system globally by computer
programs
2. Linearization of the system around equilibrium point

29
Linearization of the system around equilibrium
point
Let (0) = (10 , 20 ) are equilibrium points of
. 1 = 1 (1 , 2 )
(1)
. 2 = 2 (1 , 2 )

1 , 2 are continuously differentiable about (10 , 20 );

Since we are interested in trajectories near (10 , 20 ) , define
1 = 10 + 1 Where 1 , 2 are small perturbations from
2 = 20 + 2 equilibrium point

Expanding (1) into Taylor series and neglecting the higher order terms we get:
. 1 = 11 1 + 12 2
.. 2 = 21 1 + 12 2

30
Linearization of the system around equilibrium
point
In vector form:
1 1
11 12 1 2 Jacobian Matrix
= 21 = 2 2
21
1 2

The trajectories of the nonlinear system in a small neighbourhood of an equilibrium

point are close to the trajectories of its linearization about that point:
If the origin of the linearized state equation is a stable (unstable) node, or a
stable (unstable) focus or a saddle point
Then in a small neighbourhood of the equilibrium point, the trajectory of the
nonlinear system will behave like a stable (unstable) node, or a stable (unstable)
focus or a saddle point.

31
Example 1.: Tunnel Diode Circuit

Global Phase Portrait generated by computer Program

32
Example 1.: Tunnel Diode Circuit

Linearization around the equilibrium points

1 = 0.5( 1 + 2 )
. 2 = 0.2(1 1.52 + 1.2)

1 = 17.761 103.7912 + 229.6213 226.33114 + 83.7215

.5(1 ) .5
=
.2 .3

1 = 17.76 207.581 + 688.8612 905.2413 + 418.614

Eigen values of the matrix at equilibrium point:

For Q1=(0.0626, 0.7582) 1 = -3.57, -0.33
For Q2=(0.2854, 0.6098) 2 = 1.77, -0.25
For Q3=(0.8844, 0.2104) 3 = -1.33, -0.4

33
Example 1.: Tunnel Diode Circuit

Linearization around the equilibrium points

3.598 0.5 1.82 0.5 1.427 0.5

1 = 2 = 3 =
0.2 0.3 0.2 0.3 0.2 0.3

Eigen values of the matrix at equilibrium point:

1 = -3.57, -0.33
2 = 1.77, -0.25
3 = -1.33, -0.4

34
Example 1.: Tunnel Diode Circuit

Global Phase Portrait generated by Linear System

35
Example 1.: Pendulum

Global Phase Portrait generated by computer Program

1 = -0.25 j0.97
2 = -1.28, 0.78

36
Linearization of the system around equilibrium
point
Exception: If the Jacobian matrix has eigenvalues on j, then the qualitative
behaviour of nonlinear system near the equilibrium point could be quite distinct
from the linearized one.

37
Numerical Construction of Phase Portrait

Step 1. Find the Equilibrium points

Step 2. Determine the type of isolated equilibrium point via

linearization

Step 3. Draw the trajectories:

3.1: Select bounding box
3.2: Select initial conditions
3.3: Calculate the trajectories

38
39