Phase Plane Analysis : Phase Plane Analysis Dongsup Kim
Department of Biosystems, KAIST
Fall, 2004
Phase-plane analysis, I : Phase-plane analysis, I Two differential equations and solutions,
Eliminating the variable t,
Phase plane
Trajectories
Phase portraits phase plane
Predator-Prey Model : Predator-Prey Model Canadian lynx and snowshoe hare pelt-trading records of the Hudson Bay Company over almost a century
Phase-plane analysis, II : Phase-plane analysis, II Suppose tow coupled differential equations,
The steady state solution satisfy
Theorem: trajectories can cross one another only at steady-state points.
Proof: in phase space,
Except for the case where f=g=0 (steady-state points), dy/dx (slope) is uniquely specified. If trajectories cross at (x0, y0), there would be more than one slope at that point. Therefore, no trajectory crossing except at steady-state points.
Phase-plane analysis, III : Phase-plane analysis, III Phase portraits near steady states: behavior at the immediate neighborhood of the steady-state points.
New variables,
Assuming x’ and y’ are small perturbations, linearize the eq.
in matrix notation,
Eliminating y’,
Phase-plane analysis, IV : Phase-plane analysis, IV 2> 4: real roots
Case I: >0, <0 1>0, 2>0: unstable node
Case II: >0, >0 1<0, 2<0: stable node
Case III: <0 1>0, 2<0: saddle point
2< 4: complex roots
Case IV: >0 p<0: stable spiral
Case V: <0 p>0: unstable spiral
Case VI: =0 p=0: center
Unstable node Stable node Saddle point
Phase-plane analysis, V : Phase-plane analysis, V Proposition: The long-term behavior of a system of linear equations is such that each variable either goes to zero or becomes arbitrarily large with the exception of a few special cases that essentially never occur. If an actual nonclosed system exhibits robust stable behavior, then a model reflecting this behavior must be nonlinear.
Predator-Prey model
Phase-plane analysis, VI : Phase-plane analysis, VI Example:
Steady-state solutions:
Linearization:
Stability:
(0,0): <0 saddle point
(v,s): >0, >0 stable node
Phase-plane analysis, VII : Phase-plane analysis, VII Qualitative behavior of the phase plane
Find the steady-state points, and examine their stability
Plot horizontal nullclines where g(x,y)=0, and indicate by small line segments that trajectories have horizontal tangents along these curves
Plot vertical nullclines where f(x,y)=0, and indicate by small line segments that trajectories have vertical tangents along these curves
Indicate by arrows whether the horizontal tangents point to the left (dx/dt<0) or to the right (dx/dt>0), and whether the vertical tangents point upward (dy/dt>0) or downward (dy/dt<0)
Place further small arrows to indicate the direction of trajectories along the axes x=0 and y=0
Try to combine all the foregoing information into a consistent picture
Phase-plane analysis, VIII : Phase-plane analysis, VIII S=v/(1+v) ds/dt<0 ds/dt>0 ds/dt=0 dv/dt=0 v s ln(/) dv/dt=0
Predator-Prey Model, I : Predator-Prey Model, I Canadian lynx and snowshoe hare pelt-trading records of the Hudson Bay Company over almost a century
Predator-Prey Model, II : Predator-Prey Model, II Also called Lotka-Volterra Model
There are two species interacting: a prey x and predator y
In the absence of y, x exhibits exponential growth,
In the absence of x, y dies out exponentially,
When x and y are present, x decreases and y increases at a rate xy (law of mass action)
Steady-state points:
Linearization:
Stability at steady-state points:
(0,0): a=a, b=0, c=0, d=-d =-a+d, = -ad < 0: saddle point
(d/c, a/b): a=0, b= -bd/c, c=ca/b, d=0 =0, = ad > 0: center
Predator-Prey Model, III : Predator-Prey Model, III New variables: u = x – d/c, v = y – a/b
in phase plane,
Predator-Prey Model, IV : Predator-Prey Model, IV Lotka-Volterra Model in chemical kinetics R + X → 2X, υa = κ1·[R]·[X]
X + Y → 2Y, υb = κ2·[X]·[Y]
Y → P, υc = κ3·[Y]
= υ(a) − υ(b) = κ1·[R]·[X] − κ2·[X]·[Y]
= υ(b) − υ(c) = κ2·[X]·[Y] − κ3·[Y]
Systems of 1st-order homogeneous linear DE with constant coefficients, I : Systems of 1st-order homogeneous linear DE with constant coefficients, I Suppose a system of linear differential equations,
In matrix notation,
Try
; eigenvalue problem
(i, vi): eigenvalue-eigenvector of matrix A
one solution:
General solution:
Systems of 1st-order homogeneous linear DE with constant coefficients,II : Systems of 1st-order homogeneous linear DE with constant coefficients,II Example:
Eigenvalues: