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Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

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Centres and foci 

Next special case we consider is the dynamical system of the form

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Fig. 8.9. Phase portrait for dynamical system (8.20). Blue line represents unstable manifold, red line represents stable manifold.

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics         (8.21)

Matrix of this system is

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics      (8.22)

System (8.21) is little trickier to solve. Let us switch to polar coordinate system by usual transformation

x = r cos θ; y = r sin  θ;

where r = r(t) and θ = θ(t). Inverse transformation reads

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

These relations can be used to find

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Now we use (8.21) to derive corresponding equations for r and θ:

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

We can see that dynamical system (8.21) in polar coordinates decouples to two independent equations for coordinates r and θ,

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics          (8.23)

First we solve equation for r. Let us write it in the form

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

which integrates to

log r = α t + log C

where the integration constant has been written as a logarithm (see footnote on page 162). Exponentiating the last equation we arrive at

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Obviously, at time t = 0 we have r(0) = C and so we write the solution in the form

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Next we solve equation for θ. This is trivial since we have

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

which integrates to

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

where the integration constant has been denoted by θ0 and represents the value of θ at t = 0. Summa summarum, solution of system (8.23) acquires the form

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics        (8.24)

Hence, solution of original system (8.21) in the Cartesian coordinates reads

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics        (8.25)

 Suppose that α = 0 so that

  Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Clearly, this represents motion at constant angular velocity β and constant radius r0 and therefore the phase trajectories are circles of radius r0. If 
α ≠ 0, the radius of the "circle" will be

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

and hence the trajectory will be a spiral. If α > 0, the radius will increase exponentially and the spiral will tend to in nity. If, on the other hand, α < 0, the radius will decrease exponentially and the phase tra jectories will spiral towards the origin. All cases are plotted in gure 8.10 by Mathematica commands

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

and can be classi ed as follows:

  • α = 0 Critical point is called centre. Tra jectories are circles centred at the origin.  
  • α > 0 Critical point is called unstable focus, tra jectories are spirals escaping to in nity.
  • α < 0 Critical point is called stable focus, tra jectories are spirals tending to the origin.

Parameter β  has the meaning of angular velocity. If it is zero, spirals become straight lines and dynamical system reduces to previous case (8.17). If it is non-zero, its sign determines the sense of rotation: tra jectories orbit the origin in a clockwise sense for β  > 0 and in a counter-clockwise sense for β < 0.

Let us now analyse critical points of system (8.21) in terms of eigenvalues of matrix (8.22)

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

We can use Mathematica to nd the eigenvalues and eigenvectors of matrix (8.22) by

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

which shows that this matrix has two eigenvalues

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

with eigenvectors

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

In other words, eigenvalues and eigenvectors of matrix J satisfy relations

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

The rst observation is that the eigenvectors are complex and hence there are no neither stable nor unstable manifolds, i.e. there is no real direction which is mapped to the same direction. The only exception is when β = 0 since in this case dynamical system (8.21) reduces to (8.17) and the eigenvectors become real.

Second, eigenvalues λ1,2 are mutually complex conjugated (as well as the eigenvectors),

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Fig. 8.10. Classi cation of critical points for the system (8.21): a, b) centre, c) unstable focus, d) stable focus.

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

where the bar denotes the complex conjugation. Hence, even if the dynamical system is not of the form (8.21), we can conclude, that if the matrix J has two complex conjugated eigenvalues

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

the critical point is stable/unstable focus or a centre, depending on the values of α and β as classi ed above.

Example. Consider dynamical system

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

This system is not of the form (8.21) but we can apply the criterion based on the analysis of eigenvalues. In Mathematica we type

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

where we have used Expand in order to simplify the expression for eigenvectors (try this code without Expand). We have found two eigenvalues

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

which are mutually complex conjugated. In this case, parameters α and β are

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Parameter α is positive and so the critical point is an unstable focus. Tra jectories of dynamical system considered:

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Another example is the system

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Eigenvalues are found by

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Hence, now the eigenvalues are

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

which means that

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Since α = 0, critical point is a centre rather than focus. Tra jectories of this dynamical system are the following:

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

 

General case

In the previous two sections we studied two special cases of planar linear dynamical systems given by matrices

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

However, we have seen that the analysis can be performed using the eigenvalues of these matrices. Now we consider general linear planar dynamical system

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics (8.26)

Let us find the eigenvalues and eigenvectors of this general matrix. Recall that the determinant of matrix J is

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

The trace of the matrix is de ned as a sum of its diagonal elements, i.e.

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Eigenvalues λ are defined by equation

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

where e is an eigenvector. The last equation can be rewritten in the form

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

where I is the unit matrix 2 x 2 so that

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

This equation is a homogeneous system of linear equations which has non-trivial solutions only if the determinant of the system is zero:

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

This determinant reads

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Expanding the brackets we arrive at

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

or, equivalently

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

This is a quadratic equation for λ and its solutions are

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics              (8.27)

Now we can summarize the classification of critical points as follows.

Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics
Dynamical systems - 4 Notes | Study Physics for IIT JAM, UGC - NET, CSIR NET - Physics

Moreover, if the real parts of eigenvalues λ1,2 are non-zero, critical point is called hyperbolic, otherwise it is called non-hyperbolic.

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