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AI HL · AHL 9

Differential Equations

AHL 9.13

Coupled systems and phase portraits: mixed practice

AHL 9.13

Coupled systems and phase portraits: mixed practice

Target: I can find the eigenvalues and eigenvectors of a 2 × 2 matrix and use them for the general and particular solutions. (+5 more)

By the end of this section

Key points

Method for a coupled linear system

  • Eigenvalues from \(\det(A-\lambda I)=0\). Eigenvectors from \((A-\lambda I)\mathbf p=0\): use one row.
  • General solution: \(\begin{pmatrix}x\\y\end{pmatrix}=Ae^{\lambda_1t}\mathbf p_1+Be^{\lambda_2t}\mathbf p_2\). Put \(t=0\) and the starting values to find A and B.
  • Both eigenvalues positive: unstable node. Both negative: stable node. One of each: saddle. Complex: a focus, from the sign of the real part.

Long-term behaviour

  • For large t the term with the larger eigenvalue dominates. The solution follows its eigenvector, so the slope of that eigenvector gives the long-term ratio of y to x.
  • A positive real eigenvalue means the populations grow without bound. A real population cannot do that, so the model fails in the long term.
  • Say which eigenvalue and which eigenvector you used.

Reading a printed portrait

  • Follow the curve to find a maximum: where it turns back. Give an estimate and say it is one.
  • The long-term state is the point the arrows lead to.
  • To test a statement, check the whole region it talks about. One arrow that breaks the statement makes it false. A statement that holds in the whole region is true.

Technology

  • Use Euler's method on the calculator to get a table of t, x and y. Plot y against x for the solution curve, and x and y against t for the graphs.
  • Describe what you see: oscillation or not, growing or shrinking, where it ends.

On the calculator

Euler's method in a spreadsheet

  • Make columns for t, x and y with the starting values in the first row.
  • Type the recurrences in the second row and fill down to the last value of t you need.

Screenshot and video to come

Plotting x, y against t and y against x

  • Scatter plot of x against t and of y against t for the two graphs.
  • Scatter plot of y against x for the solution curve in the x-y plane.

Screenshot and video to come

Explore: phase portraits

Choose a preset or type the four numbers of the system. Each curve shows how x and y change together as time passes, and the arrow shows the direction of travel. Drag the orange point to start a curve of your own, and say what it will do before you read the eigenvalues.

dx/dt =x +y
dy/dt =x +y



Eigenvalues
Eigenvectors
The origin is a

The straight teal lines are the eigenvector lines, when the eigenvalues are real.

Choose a preset to see its phase portrait.

  1. Choose the saddle. Which curves go towards the origin and which go away? How do they relate to the eigenvector lines?
  2. Choose the centre, then change d from −2 to −1.5, then to −2.5. What happens to the curves? Which number decides it: the trace, the determinant or the real part of the eigenvalue?
  3. Look at the two spirals. How does the sign of b decide whether the curves turn clockwise or anticlockwise? Check it with dx/dt at (0, 1).
  4. In the stable node, put the orange point on an eigenvector line. What does its curve do? Move it a little off the line. Why does the curve then bend?

Worked examples

Problems like the ones in class. Pick one, try it, then open the working.
An unstable node and a model that fails

The numbers of two types of cell in a culture are modelled by \(\dot x=5x+y,\ \dot y=2x+4y\), where x and y are in millions and t is in hours. At \(t=0\) there are 7 million of type X and 1 million of type Y. (a) Find the eigenvalues and eigenvectors of the matrix. (b) Find x(t) and y(t). (c) Sketch the phase portrait. (d) Comment on the model in the long term.

Working
  1. Eigenvalues

    \(\det\begin{pmatrix}5-\lambda&1\\2&4-\lambda\end{pmatrix}=0\), \(\lambda^2-9\lambda+18=0\), \(\lambda=3\) or \(\lambda=6\)

    Both are positive.

  2. Eigenvectors

    \(\lambda=3\): \(2x+y=0\), \(\mathbf p_1=\begin{pmatrix}1\\-2\end{pmatrix}\); \(\lambda=6\): \(-x+y=0\), \(\mathbf p_2=\begin{pmatrix}1\\1\end{pmatrix}\)

    Use the first row of \(A-\lambda I\) each time.

  3. General solution

    \(\begin{pmatrix}x\\y\end{pmatrix}=Ae^{3t}\begin{pmatrix}1\\-2\end{pmatrix}+Be^{6t}\begin{pmatrix}1\\1\end{pmatrix}\)

  4. Particular solution

    \(A+B=7\) and \(-2A+B=1\) give \(A=2,\ B=5\), so \(x=2e^{3t}+5e^{6t}\), \(y=-4e^{3t}+5e^{6t}\)

    Put \(t=0\) in the general solution to match the starting numbers.

  5. −6−4−2246−6−4−2246xy
    The phase portrait

    Both eigenvalues positive: unstable node

    All curves leave the origin. Near the origin they follow the slower direction \(\mathbf p_1\); far away they follow the faster direction \(\mathbf p_2\). The dashed lines are the eigenvector directions.

  6. Is the model suitable?

    \(x\) and \(y\) grow without limit as \(t\to\infty\)

    A culture cannot grow for ever: food and space run out. The model works for a short time only.

Video walkthrough coming
Eigenvector directions and the long-term ratio

The numbers of trout (x) and perch (y) in a lake, in hundreds, are modelled by \(\dot x=-9x+7y,\ \dot y=-14x+12y\), where t is in years. Initially \(x=9\) and \(y=13\). (a) Find x(t) and y(t). (b) Show the solution curve on a phase portrait for \(0\le x,y\le50\), with the directions of the eigenvectors. (c) How many perch are there for each trout in the long term?

Working
  1. Eigenvalues and eigenvectors

    \(\lambda^2-3\lambda-10=0\), \(\lambda=-2\) or \(\lambda=5\); \(\lambda=5\): \(\mathbf p=\begin{pmatrix}1\\2\end{pmatrix}\); \(\lambda=-2\): \(\mathbf p=\begin{pmatrix}1\\1\end{pmatrix}\)

    One positive and one negative eigenvalue: a saddle point.

  2. Particular solution

    \(A+B=9\) and \(2A+B=13\) with \(A\) for \(\lambda=5\): \(A=4,\ B=5\). \(x=4e^{5t}+5e^{-2t}\), \(y=8e^{5t}+5e^{-2t}\)

    Check \(t=0\): \(x=9\), \(y=13\).

  3. 10203040501020304050xystart
    The solution curve

    Start at \((9,13)\). Draw the lines \(y=x\) and \(y=2x\) for the eigenvectors

    As t grows the \(e^{-2t}\) terms vanish and the curve bends towards the line \(y=2x\). It leaves the window when y reaches 50.

  4. The long-term ratio

    As \(t\to\infty\): \(x\approx4e^{5t}\), \(y\approx8e^{5t}\), so \(y\div x\to2\)

    The long-term ratio comes from the eigenvector of the larger eigenvalue \(\begin{pmatrix}1\\2\end{pmatrix}\): 2 perch for each trout.

Video walkthrough coming
Reading a printed phase portrait

The diagram shows the direction field of a system of differential equations for two quantities x and y, and the solution curve that starts at \((12,14)\). (a) Estimate the maximum value of x along the curve. (b) Estimate the long-term state of the system. (c) Is each statement true? (i) Wherever \(y>5\), y is decreasing. (ii) Wherever \(x>10\), x is decreasing.

51015205101520xystart
Working
  1. Follow the curve

    The curve starts at \((12,14)\), goes slightly to the right, then turns down and left

    x increases for a short time before it decreases. The turning point is the maximum of x.

  2. Maximum of x

    Highest point on the curve: \(x\approx14.7\)

    Read the largest x-value along the curve, where it turns back. An estimate close to this is fine.

  3. Long-term state

    All the arrows point towards \((10,5)\)

    The curve ends there, so \(x\to10\) and \(y\to5\). That is the long-term state.

  4. Statement (i)

    Above \(y=5\) every arrow points downwards: true

    Check the whole region \(y>5\), not just the curve.

  5. Statement (ii)

    At \((11,20)\) the arrow points to the right: x increases there. False

    One arrow that breaks the statement is enough. To the right of \(x=10\) but high up, arrows can still point right.

Video walkthrough coming
Technology: three views of one solution

For the system \(\dot x=-3x-y,\ \dot y=5x-y\) with \(x(0)=4,\ y(0)=3\), use technology to (a) sketch the solution curve in the x-y plane, (b) sketch the graphs of x and y against t for \(0\le t\le8\), (c) describe how x and y change with t.

Working
  1. Set up Euler's method

    \(x_{n+1}=x_n+0.1(-3x_n-y_n)\), \(y_{n+1}=y_n+0.1(5x_n-y_n)\), \(t_n=0.1n\)

    Use the same spreadsheet as in the last lesson, filled down to \(t=8\).

  2. 12345678−6−4−2246tx and yxy
    x and y against t

    From the calculator: scatter plots of \(x_n\) and of \(y_n\) against \(t_n\)

    Both graphs oscillate and the swings shrink. They cross zero at different times: y is a quarter of a turn ahead or behind x.

  3. −6−4−2246−8−6−4−22468xy
    The solution curve in the x-y plane

    From the calculator: scatter plot of \(y_n\) against \(x_n\)

    A spiral going in towards the origin, anticlockwise.

  4. Describe

    x and y oscillate about 0 with decreasing amplitude, and both tend to 0

    Check with the eigenvalues: \(\lambda^2+4\lambda+8=0\), \(\lambda=-2\pm2i\). The real part is negative, so the origin is a stable focus.

Video walkthrough coming