4.3 Final exam, May 10, 2020
4.3.1 What will be covered
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4.3.2 Questions
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4.3.3 My exam
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4.3.3.1 Problem 1
Figure 4.8:Problem description
Part 1
Equilibrium points are found by solving for in
The first obvious solution is . To find other solutions, then from (1) and solving for gives
Substituting (3) into (2) results in
The above shows that is a solution and is the second solution. But gives which we already
found earlier. So now we look at the solution for from the second case which gives the following
This gives solutions or . But gives from (3) which we already found earlier. So now we look at
the solution for from the second solution which gives
Therefore the roots are, by using the quadratic formula or
Since we are looking for real solutions, then the above is not a solution that we can
accept. This shows that there is only one equilibrium point Using the computer, the
phase plot for the non-linear is given below. The red point is the equilibrium point
The following is the same phase plot, but made for a much larger domain of the state variables
.
Figure 4.10:Phase plot using larger domain
Figure 4.11:code used for the above plot
Part 2
The linearized system at the equilibrium point is given by
Where the matrix is the Jacobian matrix when evaluated at the equilibrium point. The
Jacobian matrix is given by
Where . Therefore
Using the above in (2) gives the Jacobian matrix as Then the linearized system around now is
found as
Part 3
From part (2) above, we found the linearized system around to be Now we find the eigenvalues
of . Solving
Therefore the eigenvalues are . Now we find the corresponding eigenvectors of .
For we solve for from
First equation gives . Let then . Hence the eigenvector associated with is
For we solve for from
First equation gives . Let then . Hence the eigenvector associated with is
Summary of results for part 3
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Linearized system at |
Eigenvalues |
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Part 4
Since the system is non-linear, and one of the eigenvalues is zero, then the equilibrium point is
called defective. What this means is that it is not possible to conclude that the origin is stable or
not. Even though the second eigenvalue is negative, we can not conclude that the non-linear
system is stable at the origin since one eigenvalue is zero.
This only happens for non-linear systems. If the actual system was linear, then we could have
concluded it is stable. But not for non-linear systems.
Part 5
Considering system and neighborhood around the origin point . Here the origin is always taken
as the equilibrium point. But any other equilibrium point will also work in this definition, since
we can always translate the system to make the equilibrium point as the origin. So it is easier to
always take the equilibrium point as the origin.
Now, let solution that start at time from point be called . Then we say that the the solution at
is stable in the sense of Lyapunov if for each and we can find such that implies for all
.
The above is basically what the book gives as the definition of Lyapunov stability.
The following is a diagram made to help explain what the above means, and also I give may be a
little simpler definition as follows.
Lyapunov stability intuitively says that if we start with initial conditions at time somewhere
near the equilibrium point (this is the domain ) then if the solution is always bounded from
above for any future time by some limit (which depends on how far the initial conditions are
from the origin, and the time the solution started), then that the origin is called a stable
equilibrium point in the sense of Lyapunov.
This basically says that solutions that starts near the equilibrium point will never go too far away
from the origin for all time.
To make this more mathematically precise
,
we say that for any we can find such that for any . In this both and are some positive
quantities and depends on choice of and depends on .
This diagram helps illustrate the above definition.
Figure 4.12:Graphical representation of Lyapunov stability
In the above diagram, we start with the system in some initial state shown on the left where we
have the norm where depends on . Now, if we can always find such that the solution norm for
any time in the future where depends on , then we say the equilibrium point is stable in the
sense of Lyapunov.
Part 6
The theorem that gives the conditions for Lyapunov stability is given in theorem 8.8 in the book.
This is what it basically says. If given the system with and , then assuming we can
find what is called the Lyapunov function for this system with the following three
conditions
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is continuously differentiable function in and (positive definite or positive
semidefinite) for all points away from the origin, or everywhere inside some fixed
region around the origin. This function represents the total energy of the system (For
Hamiltonian systems). For non-Hamiltonian systems we have to work harder to find
it.
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. This condition says the system has no energy when it is at the equilibrium point.
(rest state).
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The orbital derivative along any solution trajectory is (negative definite or negative
semi-definite) for all points, or inside some fixed region around the origin. This
condition says that the total energy is either constant in time (the zero case) or the
total energy is decreasing in time (the negative definite case). Both of which indicate
that the origin is a stable equilibrium point.
If such could be found, then these are sufficient conditions for the stability of equilibrium point.
If is strictly negative definite, then we say the equilibrium point is asymptotically stable. If is
negative semidefinite, then the equilibrium point is stable in the sense of Lyapunov.
asymptotically stable have stronger stability.
Negative semi-definite means the system, when perturbed away from the origin, a solution
trajectory remains around the origin since its energy do not increase nor decrease. So it is stable.
But asymptotically stable equilibrium is a stronger stability. It means when perturbed from the
origin the solution will eventually return back to the origin since the energy is always decreasing.
Global stability means everywhere, and not just in some closed region around the origin. Local
stability means in some closed region around the origin. Global stability is stronger stability
than local stability. Sometimes it is easier to determine local stability than global
stability.
Part 7
Let . Condition (2) is satisfied, since when then
Condition (1) is also satisfied since both terms are positive if we choose . This makes for non
zero . We now need to check the third condition. This condition is always the hardest one to
check. The orbital derivative is
But
Eq(1) now becomes
We see that is we choose then the first term above which is is always negative (or negative
semidefinite for ) and can not be positive.
Let us try , (we only need to find one value to make it valid Lyapunov function). This means our
choice of Lyapunov function becomes The above now becomes
Since the terms inside are all squares, then this shows . It can not be positive. The maximum it
can be is zero and this is at the origin only. This shows origin is indeed stable in the sense of
Lyapunov because now all the three conditions given above are satisfied. Plotting the Lyapunov
for some region around the origin gives
Figure 4.13:Graphical representation of Lyapunov function used
Figure 4.14:Code used for the above
The following shows the orbital derivative plot also in a region around the origin showing it is
indeed negative definite.
Figure 4.15:Graphical representation of
Figure 4.16:Code used for the above
The following plot shows Lyapunov function and the orbital derivative function found above in
the same plot. These functions can only meet at the equilibrium point which is the origin in this
case if the system is stable in the sense of Lyapunov.
Figure 4.17:Combined Graphical representation of and Lapunov function
Figure 4.18:Code used for the above
Part 8
limit set, is the set of all points that are the limit of all positive orbits . In other words, given a
specific orbit that starts at some initial conditions point and if as this orbit terminates at point
then is in the limit set of such orbit.
To find the limit set, we need to find the points where solutions terminate at them eventually
(attractive or saddle points). But from above, we found that there is only one critical point,
which is the origin, and that this point was stable. And since for all points away from the
origin and zero only at the origin, then the origin is asymptotically stable equilibrium.
This means all orbits have their limit as the origin. Hence limit set is the origin
point.
Part 9
Poincare-Bedixon theorem for , says that having positive, bounded, non-periodic orbit of the
system , then the limit set contains either a critical point or consists of closed orbit. In this,
means a solution orbit which as goes to or terminates at a point in the limit set. In this we also
require that has continuous first partial derivatives and that solutions exist for all time
.
Part 10
Since a limit cycle implies closed orbit, and since we found that in part 8 the limit set contains a
critical point (the origin), then by Poincare-Bedixon, it is not possible for the system to have a
limit cycle in its limit set.
4.3.3.2 Problem 2
Figure 4.19:Problem description
Part 11
A fixed point of a map is one which is mapped to itself. In other words, all points that satisfy
where is the map.
Part 12
From (2)
Hence we need to solve for in the following
Hence is a fixed point, and . Or For real , the RHS must be positive and also . Hence we
need . And now the remaining fixed points are given by . Hence the fixed points are
Part 13
By definition, for a map with fixed point then
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is sink of
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is source if
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Unable to decide if
Therefore, we now apply the above on the two non-zero fixed points found in part
12.
For
Evaluating the above at gives
Since then and . Hence . This means which implies that is a sink. To verify this, the was
plotted for which shows it is indeed smaller than one over this range of .
Figure 4.20:Plot of showing it is less than
For , evaluating found in Eq (1) above, at this fixed point gives
Which gives the result above which is . This means This means is also a sink.
What the above analysis means, is that if we start near one of these fixed points, then map
iteration (the discrete orbit sequence) will converge to the sink fixed point. For illustration, let us
choose . For this the fixed point is . We expect if we start the sequence near , say at , then the
discrete orbit will approach as more iterations of the map are made. Let us find out.
Plugging in numerical values gives
We see that the map discrete orbit is given by Where in this case. The same thing will
happen if we choose to start near the other fixed point using the same used in this
example. This will now give . If we start the sequence now near , say at , then the
discrete orbit will approach as more iterations of the map are made. Let us find out.
Plugging in numerical values gives
We see that the map discrete orbit is given by where in this case. The above verifies that are
fixed point of type sink.
Part 14
The fixed point is given by solving which gives Let us apply . Using seed , a very small value.
Therefore
Choosing this results in
We now see that for and for and for and for and so on. In other words, the sequence is
Hence, from the above we see that the map has discrete period of . We notice also
that the orbit is switching back and forth around , the fixed point found for above for
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