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Original Title: Long Term Behaviour

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of the long-term behavior of the integral curves; among others, the terms

fence, funnel and separatrix were introduced.

Fences and funnels are used to nd out for certain where trajectories

go at scales you cant see: small scales (where the picture is too small to

decide on crossings) and the largest scales (off the screen) that are relevant

to long-term behavior. Let us start by dening what a fence is.

1. Fences

A lower fence for the equation y = f ( x, y) is a curve that blocks an

integral curve from crossing from above. To nd such a fence look for a

curve so that all the direction eld elements along the curve point up from

it. The gure below shows two curves with the direction eld sketched

along them. The lower curve is a lower fence. Since any integral curve

crossing the fence must cross tangent to the slope eld it cannot cross it

from above.

Likewise an upper fence is a curve that blocks integral curves from

crossing from below.

Start between

stay between

Fig. 1. Solutions will be squeezed between the upper and lower fences.

Technically a lower fence is a curve y = L( x ) such that L ( x ) < f ( x, L( x )).

(This may look difcult, but it just says the slope of the curve is always less

than the slope of the direction eld at each point.)

Remark 1. Fences neednt be dened for all x; for instance, they could

be dened only on an interval. The best sort of fences for understanding

long-term behavior are dened for all x c, for a fairly small constant c.

Remark 2. Since integral curves cant cross an integral curve itself is both

an upper and a lower fence.

Two of the most useful are using pieces of isoclines and using straight line

segments.

OCW 18.03SC

Example. In the isoclines applet video we found fences for the equation

y = y2 x.

Here is a screenshot showing the isoclines m = 0 and m = 1 and some

integral curves. (The isoclines are the yellow, sideways pointing parabolas.)

Notice that the bottom half of the isocline m = 0 is a lower fence and for

x large enough the bottom half of the isocline m = 1 is an upper fence.

only for x is large enough. If you look carefully youll see one of the integral

curves crossing it from above near x = 1.

2

OCW 18.03SC

2. Funnels

An important use of fences is to construct funnels. A funnel for the

equation y = f ( x, y) consists of a pair of fences; one lower fence L( x ) and

one upper fence U ( x ), with the properties:

1. For x large the lower fence is below the upper fence, i.e. L( x ) < U ( x ).

2. The two fences come together asymptotically, i.e. U ( x ) L( x ) is small

for large x.

In gure 2 above the bottom parts of the two isoclines m = 0 and m =

1 act as a funnel once x is large enough. (It is clear from the picture that

x > 2 will work.) Thus the integral curves that end up between

them are

trapped there. The bottom half ofthe isocline m = 0 is y = x and the

bottom half of m = 1 is y = x 1. Thus, for the solutions between

them we have the highly accurate estimates

x < y( x ) < x 1,

which is valid for large x.

satsify the funnel condition U ( x ) L( x ) 0 as x .

Caution. Not all pairs of close upper / lower fences form a funnel. For

example, if gure 2 the upper and lower branches of the isocline m = 0 are

upper and lower fences. So solutions that lie between them, stay between

them. It is not a funnel, because the two curves dont come asymptotically

together as x gets large.

Here is another example. Consider the differential equation

= x 2y. (This is one of the ones available on the isoclines applet.) One

upper fence is the nullcline, with equation y = x/2; one lower fence is the

m = 2 isocline, with equation y = x/2 1. These two fences do not form a

funnel: they are parallel, at constant distance one apart.

y

OCW 18.03SC

3. Separatrices

Denition. A separatrix is an integral curve such that integral curves

above it behave entirely differently from integral curves below it as x in

creases to innity.

Example. In the isoclines applet video, we saw that there was one special

solution, which as time increases just gets closer and closer

to the upper

y

=

x.

All

solutions

it take off for + at some point. This integral curve is called a sepatratrix.

On the screenshot in gure 2 the sepatratrix is marked with red dots.

The name separatrix comes from the fact that it separates solutions with

radically different behavior.

Can you nd some separatrices for the other differential equations on

the applet?

MIT OpenCourseWare

http://ocw.mit.edu

Fall 2011

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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