Lecture 10 - Tue 2024 10 08 --- Phase plane examples and conservative systems. % % =============================================================================== A phase plane system \dot{x} = f(x, y) and \dot{y} = g(x, y) is CONSERVATIVE if there is a function E = E(x, y) [the "energy"] defined in the phase plane [or in some sub-region of interest] such that: (1) E is defined on an open set, twice continuously differentiable. (2) $\grad E \neq 0$ (except at C.P.) (3) The solutions satisfy 0 = dE/dt [by the chain rule this is the same as f*E_x + g*E_y = 0]. Via the implicit function theorem, (2) implies that through each regular point (i.e.: not critical) in the phase plane there is a unique level curve for E. Then from (3) the curve has to be an orbit, because (f, g) is orthogonal to \grad E. ........ i.e.: THE ORBITS ARE LEVEL CURVES FOR E, and ANY LEVEL CURVE FOR E IS AN ORBIT while away from critical points. For good behavior we require the following properties related to C.P. (4) The fixed points are isolated. (5) grad E \neq 0 at non-critical points.... already included in (2) (6) grad E = 0 at critical points .......... already included in (2) (7) The hessian of E is non-degenerate at the C.P., so surface nearby is either a saddle or a local max./min. This also means that the critical point will be either a saddle or a center. "Energies" without these properties are useful, but you need to analyze them separately. See the example in [E10.1] below. Note: CONSERVATIVE SYSTEMS CANNOT HAVE sinks/attractors or sources/repellers. Reason: all the points near such a CP belong to an orbit that converges to the CP as either t \to \infty or t \to -\infty. This would make E constant (equal to value at CP) near the CP, thus violating (2). % % ----------------------------------------------------------------------------- % Simple standard tricks to get conserved quantities: 1) Multiply equation(s) by something and add, to get exact differential. Example (particle in a potential V = V(x)) m \ddot{x} + V^\prime(x) = 0. Multiply by \dot{x} and use the chain rule to get: dE/dt = 0, where E = 0.5*m*\dot{x}^2 + V. In this case E is the mechanical energy. Note: local maximums of V produce saddles in E (thus saddle critical points). local minimums of V produce minimums in E (thus center critical points). We saw an example of this in lecture 9 (1-D mass with double well potential). 2) In 2-D look at the equation dy/dx = \dot{y}/\dot{x} = g(x, y)/f(x, y). This is an equation involving only x and y. If you can solve it (e.g. by separation of variables), the solution will have an integration constant. Writing this integration constant in terms of x and y produces a conserved quantity. Note that dy/dx is the equation for the ORBITS [i.e.: the curves, no time]. This approach also works for the particle in a potential example, which we can write as \dot{x} = v and \dot{v} = -V^\prime/m Then dv/dx = -v^\prime/(m*v), or m*v*dv = - V^\prime dx, which leads to 0.5*m*v^2 + V = constant = E. % % =============================================================================== EXAMPLES These examples are developed in some detail in Durey's Lectures_9_11_pre.pdf I will only sketch the main points in the lecture; and I may not cover all the examples below, but you SHOULD read Lectures_9_11_pre.pdf --- which does include more examples! Bottom of page 9. EXAMPLE: The importance of being ISOLATED ............ [E10.1] \dot{x} = x*y and \dot{y} = -x^2 has E = x^2+y^2 conserved. Do not get closed orbits near min./max. E fails: (4) The fixed points are isolated. (6) grad E = 0 at critical points. Top of page 6. EXAMPLE: Rabbits and Sheep ........................... [E10.2] \dot{x} = 3*x - x^2 - 2*xy (rabbits) Note: logistic terms + competition. \dot{y} = 2*y - y^2 - x*y (sheep) Rabbits have edge on growth; Sheep have edge on competition. Interested only in x, y non-negative quadrant. Show quadrant invariant. Compute fixed points and Jacobian, and classify CP. Use Poincare Bendix to argue stable/unstable manifolds of saddle must go to the nodes or infinity. Exclude periodic [index theory, later]. Model too simplistic: one species always dies "competitive exclusion". Bottom of page 1/top of page 2 .......................................... [E10.3] Example: \dot{x} = x+e^{-y}; C.P. (-1, 0); A = | 1 -1| \dot{y} = -y; | 0 -1| Eigenvalues/vectors: {lambda = 1; v = (1, 0)} and {lambda = -1; v = (1, 2)} Nullclines: nullclines are NOT orbits in general. In this case, one of them (y = 0) yields 3 orbits. Note y \to 0 as t \to \infty, so \dot{x} ~ x + 1 (i.e. x ~ e^t for t large). y \to \pm \infty as t \to -\infty. Nullclines split plane into 4 regions [\dot{x} and \dot{y} positive/negative]. Start by drawing orbits from \dot{x} = 0 nullcline "out". Draw stable manifolds for the saddle (cannot cross nulcline \dot{x} = 0). Use the direction field to draw phase portrait. Page 12. Nonlinear pendulum; Use energy to draw phase plane ............. [E10.4] This was done in prior lecture. Page 13. Dissipative nonlinear pendulum ................................. [E10.5] For small dissipation, use the equation for the energy [which is dissipated slowly] to construct phase diagram. Here the energy gives us a first peek at Liapunov functions. <=========== Pages 10-11. Reversible systems ......................................... [E10.6] THIS TO NEXT LECTURE Define reversible. Prove: linear centers stay centers if they are on the symmetry axis. % % =============================================================================== EOF