LLC1UIL 4

Autononous Systons and StaIIIIty

An n&nn& jn is a syslom of oioinaiy oiloionlial oqualions of lho foim
da
l
dt
= 1
l
(a
l
, . . . , a

)
da
2
dt
= 1
2
(a
l
, . . . , a

)
.
.
.
da

dt
= 1

(a
l
, . . . , a

)
oi, in vocloi nolalion,
x

= F(x)
1hal is lo say, an aulonomous syslom is a syslom of ODLs in which lho unooilying vaiiaLlo t ooos nol
appoai oxplicilly in lho oolning oqualions.
Foi oxamplo, homogonoous linoai sysloms of lho foim
x

= Ax
whoio A is a conslanl maliix aio aulonomous (wilh F(x) = Ax).
Whal`s ospocially nico aLoul aulonomous linoai sysloms is lhal lho associaloo oiioclion lolo plols aio
inooponoonl of t, ano so ono can gol a faiily gooo iooa of whal lho solulions look liko Ly slaiing lho
oiioclion lolo associaloo wilh lho vocloi-valuoo funclion F(x).
In lhis locluio wo shall focus on lho Lohavioi of solulions noai :..n| .n.
IiiiNi+icN 4.1. .n x
0
. n cr1I1cuI o1uI J: nn n&nn& jn
x

= F(x) (1)
.J F(x
0
) = 0.
1ho lisl lhing lo poinl oul is lhal if x
0
is a ciilical poinl of (1) lhon lho conslanl funclion
x(t) = x
0
is always a solulion of lho oiloionlial oqualion: foi
0 =
dx
0
dt
=
dx
dt
(t) = F(x(t)) = F(x
0
) = 0
IiiiNi+icN 4.2. :..n| .n x
0
J nn n&nn& jn . n.J h sIuIIc .J h J||&.nj nJ..n
h|J:
1: nnj 0, h: r. n c 0 &h hn .J 1(t) . n |&.n J x

= F(x) n.Jj.nj
|1(0) x
0
| < c
l
d. ^ITC`C`CIS SYSTI`S ^`I ST^IIIITY 2
hn J: n|| t 0, 1(t) r. ;n n |&.n) nnJ n.]
|1(t) x
0
| < .
1hal is, is lo say lhal if x
0
is a ciilical poinl, lhon if a solulion slails ol closo lo x
0
", lhon il slays closo
lo x
0
foi all posilivo t.
l
A iolaloo Lul oislincl concopl is lhal of an asyntotIcaIIy staLIe ciilical poinl:
IiiiNi+icN 4.8. :..n| .n x
0
J nn n&nn& jn . n.J h usnIoI1cuII sIuIIc .J h
J||&.nj nJ..n h|J:
Jh: r. n c
0
0 &h hn .J 1(t) . n |&.n J x

= F(x) n.Jj.nj
|1(0) x
0
| < c
0
hn
lim

1(t) = x
0
.
Asymplolic slaLilily is a Lil sliongoi lhan moio slaLilily; Locauso lho slaLilily jusl ioquiios lhal solulions
lhal slail noai a ciilical poinl novoi sliay fai fiom lhal ciilical poinl, asymplolic slaLilily, on lho olhoi
hano, ioquiios lhal solulions slailing noai lho ciilical poinl x
0
havo lo ovonlually (woll, in lho limil t =
anyway) solllo in al x
0
.
Hoio is a simplo physical silualion lhal oislinguishos Lolwoon asymplolically slaLlo ano slaLlo ciilical
poinls. Consiooi a ponoulum.
Ono possiLlo molion is lho ponoulum jusl iosling al 0 = 0. 1his coiiosponos lo lho solulion al a ciilical
poinl. If you oisplaco lho ponoulum Ly a small anglo c ano lhon lol go, lhoio aio lwo possiLililios.
In lho fiiclionloss caso, lho ponoulum jusl iocks Lack ano foilh inoolniloly Lolwoon 0 = c ano 0 = c, Lul
always wilh [0 (t) 0[ _ c. In lhis silualion 0 = 0 is a slaLlo ciilical poinl Lul nol an asymplolically slaLlo
ciilical poinl (as lho ponoulum conlinuos lo iock Lack ano foilh foiovoi).
In lho (moio ioalislic) caso whoio lhoio is fiiclion al play, lhon ovonlually lho iocking molions oio oown lo
lho sloaoy iosl posilion. So foi a oampoo ponoulum (moaning a ponoulum wilh fiiclion acling) 0 = 0 is an
asymplolically slaLlo ciilical poinl.

This is fho goonofiic infoipiofnfion givon in fho foxf; buf if`s nof guifo nccuinfo. \hnf fho fosf ionlly snys is fhnf
if

is n ciificnl poinf, by foicing solufions fo pnss fhiough n snnll onough -noighboihood niound

, you cnn nlvnys onsuio

fhnf fhoy novoi sfiny oufsido nn -noighboihood of

.
l. ST^IIIITY CI II`I^I ^ITC`C`CIS SYSTI`S 3
Lol`s now look al lho oxamplo of a ponoulum a Lil moio quanlilalivoly. 1ho iolalional molion analog of
Nowlon`s socono law is
tornc = (rotatio:a| i:crtia) (a:pn|ar accc|cratio:)
oi
d
2
0
dt
2
=
1
:1
2

:p1sin0 c1
d0
dt

Hoio :1
2
is lho momonl of inoilia of a mass : oisplacoo fiom lho pivol poinl Ly a oislanco 1 (lho longlh
of lho ponoulum sliing). 1ho loim :p1sin0 = r F

(oi al loasl lho iolovanl compononl on lho iighl

hano sioo). 1ho loim c1

iopiosonls lho foico of fiiclion. Wo can iowiilo lhis oqualion as

d
2
0
dt
2

d0
dt
.
2
sin0 = 0
whoio
=
c
:1
. =

p
1
1o viow lhis socono oiooi oiloionlial oqualion as an aulonomous syslom of lisl oiooi oiloionlial oqualions
wo sol
a
l
= 0
a
2
=
d0
dt
lo gol
da
l
dt
= a
2
da
2
dt
= .
2
sin(a
l
) a
2
1hus, foi lhis syslom
F(x) =

a
2
.
2
sin(a
l
) a
2

1ho ciilical poinls aio lhon lho solulion of F(x) = 0

==

a
2
= 0
.
2
sin(a
l
) a
2
= 0
==

a
2
= 0
a
l
= / , /
Now a
2
= 0 ==

= 0, moaning al lhoso ciilical poinls lho ponoulum is al iosl. 1ho ciilical

poinls whoio a
l
= 0, 2, 4, . . . coiiospono lo lho ponoulum iosling al lho Lollom of ils swing; lhoso
aio asymplolically slaLlo ciilical poinls (if c ,= 0). 1ho ciilical poinls whoio a
l
= , 8, , . . .
coiiospono lo lho ponoulum iosling al lho lop of ils swing. 1hoso aio lho unslaLlo ciilical poinls.
1. StaLIIIty oI LInear Autononous Systens
Wo havo alioaoy oiscussoo lho solulions of aulonomous sysloms of lho foim
x

= Ax (2)
Nolo lhal so long as A is a nonsingulai maliix (i.o. so long as lho only solulion of Ax = 0 is x = 0), wo
will havo only ono ciilical poinl, namoly x
0
= 0.
2. IITII`I`^TIC` CI TI^JICTCIIIS d
Whon wo woio oxamining lho solulions of linoai sysloms of lho foim (2),wo founo woio lhioo Lasic casos foi
2 2 sysloms. Wo`ll now look al lhoso Lasic casos again lo assoss lhoii slaLilily aiouno lho ciilical poinl
x
0
= 0.
If A has lwo ioal oigonvaluos r
l
, r
2
ano lwo coiiosponoing oigonvoclois
(l)
,
(2)
, lho gonoial solulion
of (2) look lho foim
x(t) = c
l
c

(l)
c
2
c

(2)
Lvioonlly, such solulions will Lo slaLlo ano asymplolically slaLlo al 0 whonovoi r
l
ano r
2
aio Lolh
nogalivo. If, howovoi, ono oi Lolh of lho oigonvaluos aio posilivo lhon x(t) will Lo unslaLlo as
lim

|x(t)|
in lhoso casos.
If A has a paii of complox oigonvaluos r ij
l
, lhon lho solulions of (2) will look liko
x(t) = c

cos (jt 0
0
)
sin(jt 0
0
)

ano so solulions will Lo slaLlo ano asymplolically slaLlo if r < 0, slaLlo if r = 0, ano unslaLlo if
r 0.
If A is non-oiagonalizaLlo wilh a singlo oigonvaluo r, lhon lho solulion of (2) will look liko
x(t) = c
l
c

c
2

tc

whoio is lho oigonvocloi of A coiiosponoing lo lho oigonvaluo r ano j is lho solulion of (ArI) j =
. Again is lho oxpononlial facloi c

lhal oiclalos lho Lohavioi of solulions noai 0 foi posilivo t.

x
0
= 0 will Lo slaLlo ano asymplolically slaLlo if r is nogalivo, unslaLlo if r _ 0. (Whon r = 0, lho
facloi of t in lho socono solulion will ooslaLilizo lho gonoial solulion).
2. DeternInatIon oI TrajectorIes
Foi lwo oimonsional aulonomous sysloms lho liajocloiios of solulions can somolimos Lo founo Ly oliminaling
lho appoaianco of lho unooilying vaiiaLlo t fiom lho syslom of oiloionlial oqualions - via lho ioonlily
dj
da
=

.
Inoooo, if
da
dt
= 1 (a, j)
dj
dt
= G(a, j)
lhon a ano j aio iolaloo Ly lho following lisl oiooi oiloionlial oqualion
dj
da
=
G(a, j)
1 (a, j)
(8)
Lolow wo givo somo oxamplos, wo lno lho liajocloiios of an aulonomous syslom Ly solving (8).
x\:iii 4.4. Fino lho ciilical poinls ano liajocloiios of lho syslom
da
dt
= 4 2j
dj
dt
= 12 8a
2
2. IITII`I`^TIC` CI TI^JICTCIIIS 5
Wo havo
0 = F(a, j) =

4 2j
12 8a
2

==

4 2j = 0
12 8a
2
= 0
==

j = 2
a = 2
1hus, lho ciilical poinls aio (2, 2) ano (2, 2).
Noxl wo havo
dj
da
=
djdt
dadt
=
12 8a
2
4 2j
oi
8a
2
12 (4 2j)
dj
da
= 0
1his ODL is sopaiaLlo ano so wo can solvo il liko

8a
2
12

da

(4 2j) dj = C
== a
3
12a 4j j
2
= C
oi
j
2
4j a
3
12a C = 0
j =
4

16 4 (a
3
12a C)
2