MMChapter4 4p8

4.8 Phase Plane Analysis 4.9 Gershgorins Theorem 4.
10 Pharmacokinetics Model
Math-735: Mathematical Modeling Jos D. Flores, PhD. e
Department of Mathematical Sciences The University of South Dakota
March, 2011
jflores@usd.edu
J. D. Flores (USD) Math-735: Math Modeling Spring 2011 1 / 41
Outline
1. Phase Plane Analysis 2. Eigenvalues.

Real Eigenvalues Complex Eigenvalues
Examples 3. Gershgorins Theorem 4. An Example: Pharmacokinetics Model 5. References
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The solution behavior for two-dimensional linear systems is studied in the phase plane, that is, in the x y plane. Let X = (x, y)T and A = (aij ) so that dX = AX dt can be expressed as follows: dx = a11 x + a12 y dt dy = a21 x + a22 y dt
(1)
The origin, x = 0 and y = 0, is an equilibrium solution of the system (1). Assume that det(A) = 0. Then the origin is a unique equilibrium solution, an isolated equilibrium.
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Solutions of the linear system (1) are characterized by the eigenvalues of the matrix A, which depend on the trace and determinant of A. The origin will be classied as node, saddle, spiral, or center. The origin is further classied as stable or unstable. We begin by dening these latter terms for a linear system. We distinguish between stable and asymptotically stable.
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The origin is asymptotically stable if the eigenvalues of A are
negative or have negative real parts.
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The origin is stable if the eigenvalues of A are nonpositive or have
nonpositive real parts.
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The origin is stable if the eigenvalues of A are nonpositive or have
nonpositive real parts.

The origin is unstable if at least one eigenvalue of A is positive or
has positive real part.
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Solutions approach the origin if the origin is asymptotically stable,

t
lim x(t), y(t) = (0, 0).
Based on these denition, it is easy to determine the stability of the origin once the eigenvalues are known. In addition, even without calculating the eigenvalues, the stability can be determined by applying the Routh-Hurwitz criteria to the characteristic polynomial of A: 2 T r(A) + det(A) = 0. Asymptotically stability is determined only by the trace and determinant because these two quantities are the coecients of the characteristic polynomial. According to the Routh-Hurwitz criteria, the eigenvalues lie in the left hand of the complex plane if and only if the coecients are positive.
Corollary (4.2) Suppose dX/dt = AX, where A is a constant 2 2 matrix with det(A) = 0.
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Corollary (4.2) Suppose dX/dt = AX, where A is a constant 2 2 matrix with det(A) = 0. The origin is asymptotically stable i T r(A) < 0 and det(A) > 0.
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Corollary (4.2) Suppose dX/dt = AX, where A is a constant 2 2 matrix with det(A) = 0. The origin is asymptotically stable i T r(A) < 0 The origin is stable i T r(A) 0 and det(A) > 0. and det(A) > 0.
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Corollary (4.2) Suppose dX/dt = AX, where A is a constant 2 2 matrix with det(A) = 0. The origin is asymptotically stable i T r(A) < 0 The origin is stable i T r(A) 0 The origin is unstable i T r(A) > 0 or det(A) < 0. and det(A) > 0. and det(A) > 0.
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Now, we give specic criteria for the origin of a general linear dierential system to be classied into one of four types: node, saddle, spiral, or center. Then we apply the previous results to classify the origin as stable or unstable. This classication scheme is based on the fact that the origin is the only xed point or equilibrium solution of the linear system, det(A) = 0. Matrix A has no zero eigenvalues. The classication scheme depends on whether the eigenvalues are real or complex, whether the real eigenvalues are positive or negative, and whether the complex eigenvalues have negative real parts.
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Outline

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Real Eigenvalues:
In the case of real eigenvalues, 1 and 2 , the corresponding eigenvector V1 and V2 are directions along which solutions travel toward or away from the origin. For example,
if 1 is positive, solutions will travel along V1 , away from the origin. If 2 is negative, solutions will travel along V2 , toward the origin.
In general, solutions travel in a direction which is a linear combination of V1 and V2 . The origin is classied as either a node or a saddle.
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1. Node: Both eigenvalues have the same sign and may be distinct or equal, 1 2 < 0 or 0 < 1 2 . The origin can be further classied as proper or improper. A node is called proper when the eigenvalues are equal and there are two linearly independent eigenvectors; otherwise it is called improper. A proper node is also referred as a star point or star solution. The term degenerate node is also used to refer to a node when the two eigenvalues of the matrix A are equal. In Figure 1, the improper node in the upper left corner has two distinct eigenvalues; it is not degenerate. But the other two nodes, to the right are degenerate nodes (the eigenvalues are equal). If there is only one independent eigenvector, the dynamics are illustrated in the center gure and if there are two independent eigenvectors, the dynamics are illustrated in the upper right corner (star solution).
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1. Node: Both eigenvalues have the same sign and may be distinct or equal, 1 2 < 0 or 0 < 1 2 . The origin can be further classied as proper or improper. A node is called proper when the eigenvalues are equal and there are two linearly independent eigenvectors; otherwise it is called improper. A proper node is also referred as a star point or star solution. The term degenerate node is also used to refer to a node when the two eigenvalues of the matrix A are equal. In Figure 1, the improper node in the upper left corner has two distinct eigenvalues; it is not degenerate. But the other two nodes, to the right are degenerate nodes (the eigenvalues are equal). If there is only one independent eigenvector, the dynamics are illustrated in the center gure and if there are two independent eigenvectors, the dynamics are illustrated in the upper right corner (star solution). 2. Saddle: Eigenvalues 1 and 2 have opposite signs 1 2 < 0 (e.g., 1 < 0 < 2 ).
Improper and proper node,spiral, saddle and center.
Stable improper node
Stable improper node
Stable proper node
Stable spiral
Saddle
Center
Figure 1: Graph of solutions for an improper and proper node, spiral, saddle, and center.
Complex Eigenvalues:
In the case of complex eigenvalues, 1,2 = a ib, b = 0. Because solutions to the linear system dX/dt = AX include factors with cos(bt) and sin(bt), solutions spiral around the equilibrium. If the real part a < 0, then the solutions with eat cos(bt) or eat sin(bt) spiral inward, toward the origin. But if the real part a > 0, then the solutions spiral outward, away from the origin. Finally, if the real part a = 0, then solutions are closed curves, encircling the origin. The origin is classied as a spiral (or focus) if a = 0 and a center if a = 0. 3. Spiral or Focus: Eigenvalues have nonzero real part (a = 0). 4. Center: Eigenvalues are purely imaginary (a = 0), 1,2 = ib.
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Examples:
Example 4.11 0 1 Let A = . The eigenvalues of A are i, so that the origin is a 1 0 center. The solution to dX/dt = AX can be found by noting dx/dt = y and dy/dt = x so that dy/dt x dy = = . dx dx/dt y Separating variables and integrating y 2 x2 + = c. 2 2 This latter equation is a circle centered at the origin. Solutions travel in a counterclockwise direction on circles surrounding the origin.
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Example 4.12 0 1 Let A = . The eigenvalues 1 0 of A are 1, so that the origin is a saddle. The solution to dX/dt = AX can be found by noting dy/dx = x/y. Separating variables and integrating y 2 x2 = c. 2 2 This latter equation is a hyperbola centered at the origin.
Figure 2: The origin is a saddle.
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Example 4.13 1 0 Let A = . The eigenvalues of A are 1 and 3. The origin is a 0 3 unstable node. The solution to dX/dt = AX can be found by integrating dx dy = x and = 3y dt dy so that x(t) = x0 et and y(t) = y0 e3t . Solutions in the phase plane have the form X(t) = x0 et 1 0 + y0 e3t . 0 1
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The classication schemes can be related to the signs of the trace and determinant of A and the discriminant of the characteristic polynomial. Let = T r(A) and = det(A). Recall that the eigenvalues, the roots of the characteristic polynomial 2 T r(A) + det(A) = 2 + satisfy 1,2 = 2 4 . 2 The discriminant is denoted by and dened as follows: = 2 4.
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The following classication scheme summarizes the dynamics according to the sign of the discriminant, , that is, according to whether the eigenvalues are real or complex conjugates. Improper and proper nodes are not distinguished.
Eigenvalues are real ( > 0):

Unstable node if > 0 and > 0 (1,2 > 0) Saddle point if < 0 (1 < 0 < 2 ) Stable node if < 0 and > 0 (1,2 < 0)
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Eigenvalues are complex conjugates a bi ( < 0):

Unstable spiral if > 0 (a > 0) Neutral center if = 0 (a = 0) Stable spiral or stable focus if < 0 (a < 0)
The classication scheme is illustrated in the plane in Figure 3. Note that asymptotic stability requires < 0 and > 0 (the trace is negative and the determinant is positive, Corollary 4.2 (1)).
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2 = 4 center S spiral S node saddle U spiral U node
Figure 3: Stability diagram in the plane.

Example 4.14 Determine the conditions on a so that the zero equilibrium of the following system is a stable spiral: dx =y dt Matrix A = and dy = x + ay. dy
0 1 . For the zero equilibrium to be stable spiral, the 1 a discriminant and the trace must be negative. T r(A) = = a < 0, so that = 2 4 = a2 4 < 0. The two inequalities give the conditions for stable spiral: 2 < a < 0. det(A) = = 1,
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Outline

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4.9 Gershgorins Theorem
When the zero equilibrium is an isolated equilibrium for the system dX/dt = AX, then all solutions converge to the origin i the eigenvalues of A are negative or have negative real parts (lie in the left half of the complex plane). The Routh-Hurwitz criteria give necessary and sucient conditions for the eigenvalues to lie in the left half of the complex plane. Another result which provides sucient conditions for the eigenvalues to lie in the left half of the complex plane in known as Gershgorins Theorem [Noble, B., 1969].
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Gershgorins Theorem
Theorem (4.5) Let A be an n n matrix. Let Di be the disk in the complex plane with center at aii and radius ri = n j=1,j=i |aij |. Then all eigenvalues of the matrix A lie in the union of the disks Di , i = 1, 2, . . . , n, n Di . In i=1 particular, if is an eigenvalue of A, then for some i = 1, 2, . . . , n, | aii | ri . A disk Di is graphed in Figure (4).
Imaginary axis
Real axis
aii ri
Figure 4: Gershgorins disk in the complex plane.
Proof. Let be any eigenvalue of A and V = (v1 , . . . , vn )T an eigenvector corresponding to this eigenvalue. Then AV = V , which implies vi = n aij vj or j=1
n
( aii )vi =
j=1,j=i
aij vj ,
i = 1, . . . , n.
Let vk denote the element of V with greatest magnitude ( i.e. |vk | |vj |, j = k. Then |vj /vk | 1 for all j = 1, . . . , n, and
n
| akk |
j=1,j=k
|akj |
vj vk
|akj |.
j=1,j=k
Hence, lies in the disk Dk . The conclusion of the theorem follows.

Gershgorings Theorem applies to real and complex matrices A. When the entries of A are real, it follows from Gershgorins Theorem that the disks lie in the left half of the complex plane if ri + aii < 0 or aii < ri for i = 1, . . . , n.
The strict inequality guarantees the Gershgorin disk lies entirely in the left half of the complex plane. Corollary (4.3) Let A be an n n with real entries. If the diagonal elements of A satisfy
n
aii < ri ,
where
ri =
j=1,j=i
|aij |
for i = 1, . . . , n, then the eigenvalues of A are negative or have negative real parts.
Example 4.15 Let the matrix
a 1 3 A = 1/2 b 2 . 0 5 c
The values of radii ri are given by r1 = 4, r2 = 5/2 and r3 = 5. From Corollary 3, it follows that if a < 4, b < 5/2, and c < 5, then the eigenvalues are negatives or have negative real parts.
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This example illustrate that the conditions in Corollary 3 are sucient, but not necessary. Example 4.16 Let the matrix 2 1 0 A = 1 2 1 . 0 1 2 For this matrix r1 = 1 = r3 and r2 = 2 but a22 = 2 . However, the r eigenvalues of A are negatives, 1,2,3 = 2, 2 2.
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Outline

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An Example: Pharmacokinetics Model
A model for the ingestion of a drug into the body is constructed ([Yeargers, E. K., Shonkwiler, R.W. & Herod J.V., 1996]). The drug is taken orally and is delivery to the gastrointestinal (GI) tract Figure 5. The drug, then, moves into the blood stream, without delay, at a rate proportional to its concentration in the GI tract and independent of its concentration in the blood. The drug is metabolized and cleared from the blood at a rate proportional to its concentration there. The model is based on the two compartments, GI tract and blood. Let x(t) denote the concentration of the drug in the GI tract and y(t) the concentration in the blood. In addition, let d(t) denote the dosage. Figure 6 represents the two-compartmental model.
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Figure 5: Upper and Lower human gastrointestinal tract.

d(t)
GI tract x
blood y
Figure 6: Compartmental diagram of drug concentration in the GI tract and blood.
The two compartments can be modeled as a system of linear, nonhomogeneous dierential equations: dx = ax + d(t) dt dy = ax by, a, b > 0, a = b. dt
Because this system is linear, we know that the general solution to this model is
t
X(t) = aAt X0 + eAt

0
eAs G(s)ds,
a 0 . a b Since A has two negative eigenvalues, a and b, limt eAt X0 = 0. The homogeneous solution represents a transient solution. where G(s) = (d(s), 0)T and A =
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Therefore,
t
lim X(t) = lim eAt

t 0
eAs G(s)ds,
where
eat 0 . eAt = ebt eat a ebt ab Another method to solve this system is to solve for x rst, a rst-order nonhomogeneous equation, then use x to solve for y.
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Suppose there is continuous release of a drug into the GI tract, that is, suppose d(t) is constant. Let d(t) = 1 and initially, x(0) = 0 = y(0). The solution to the system can be shown to satisfy x(t) = 1 1 eat a eat aebt 1 . y(t) = + b a b b(a b) 1 a and 1 lim y(t) = . b
Then
t
lim x(t) =
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The half-life of the drug in particular compartments can be estimated. For example, in the GI tract, where dx/dt = ax, x(t) = x0 eat , the half-life is the value t where x(t) = x0 /2. Thus, the half-life is t = ln(2)/a. Suppose time is measured in hours and half-life of a particular drug in the GI tract is 1/2 hours and in the blood it is 5 hours, then ln(2) . a = 2ln(2) and b = 5 The solution for the pharmacokinetics model is graphed in Figure 7
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Pharmacokinetics Model 8 7 6 Drug Concentration 5 4 3 2 1 0 GI tract Blood
10
15
20
25 Time
30
35
40
45
50
Figure 7: Drug concentration in the GI tract and blood for the pharmacokinetics model
Matlab code
function Xp=gi(t,x); % % Pharmacokinetics model % Sec. 4.10 page 163 % Code for the figure % 4.6 page 165 % the parameters a=2*log(2); b=log(2)/5; % the system of ODEs Xp=[-a*x(1)+1; a*x(1)-b*x(2)]; end
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Matlab code
function Xp=gi(t,x); % % Pharmacokinetics model % Sec. 4.10 page 163 % Code for the figure % 4.6 page 165 % the parameters a=2*log(2); b=log(2)/5; % the system of ODEs Xp=[-a*x(1)+1; a*x(1)-b*x(2)]; end
function MyRun() x0=[0 0]; tspan=[0,50]; [t,x]=ode45(@gi,tspan,x0); %graphing the solution. p=plot(t,x(:,1),b,t,x(:,2),r-.); xlabel(Time); ylabel(Drug Concentration); title(Pharmacokinetics Model); set(p,LineWidth,3); pLegnd=legend(GI tract,Blood); set(pLegnd,Location, NorthWest) end
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Consider the case where drug injection is periodic. This is a reasonable situation because prescription drugs are often taken at specic intervals of time. Suppose a drug is prescribed as follows: d(t) = 2, 0 t 1/2, 0, 1/2 < t < 6,
where d(t + 6) = d(t) ([Yeargers, E. K., Shonkwiler, R.W. & Herod J.V., 1996]). The drug is taken orally every six hours and released into GI tract over a half-hour period.
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Outline

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References I
F. Brauer & J. A. Nohel Qualitative Theory of Ordinary Dierential Equations. Reprint, Dover 1989. J. M. Cushing Dierential Equations: An Applied Approach. Prentice Hall 2004. C. Moler & C. Van Loan Nineteen dubious ways to compute the exponential of a matrix. SIAM Review 20:801-836, 1978. C. Moler & C. Van Loan Nineteen dubious ways to compute the exponential of a matrix, twenty-ve years later. SIAM Review 45:3-49, 2003.
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References II
B. Noble Applied Linear Algebra. Prentice Hall 1969. E. K. Yeargers, R. W. Shonkwiler & J. V. Herod An Introduction to the Mathematics of Biology. Birkhuser, 1996. a
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MMChapter4 4p8

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4.8 Phase Plane Analysis 4.9 Gershgorins Theorem 4.

1. Phase Plane Analysis 2. Eigenvalues.

Examples 3. Gershgorins Theorem 4. An Example: Pharmacokinetics Model 5. References

Math-735: Math Modeling

Math-735: Math Modeling

Math-735: Math Modeling

negative or have negative real parts.

Math-735: Math Modeling

negative or have negative real parts.

nonpositive real parts.

Math-735: Math Modeling

negative or have negative real parts.

nonpositive real parts.

has positive real part.

Math-735: Math Modeling

Solutions approach the origin if the origin is asymptotically stable,

lim x(t), y(t) = (0, 0).

Math-735: Math Modeling

Math-735: Math Modeling

Math-735: Math Modeling

Math-735: Math Modeling

Math-735: Math Modeling

1. Phase Plane Analysis 2. Eigenvalues.

Examples 3. Gershgorins Theorem 4. An Example: Pharmacokinetics Model 5. References

Math-735: Math Modeling

Math-735: Math Modeling

Math-735: Math Modeling

Improper and proper node,spiral, saddle and center.

Stable improper node

Stable improper node

Stable proper node

Math-735: Math Modeling

Math-735: Math Modeling

Figure 2: The origin is a saddle.

Math-735: Math Modeling

Math-735: Math Modeling

Math-735: Math Modeling

Eigenvalues are real ( > 0):

Math-735: Math Modeling

Eigenvalues are complex conjugates a bi ( < 0):

Math-735: Math Modeling

2 = 4 center S spiral S node saddle U spiral U node

Figure 3: Stability diagram in the plane.

Math-735: Math Modeling

1. Phase Plane Analysis 2. Eigenvalues.

Examples 3. Gershgorins Theorem 4. An Example: Pharmacokinetics Model 5. References

Math-735: Math Modeling

4.9 Gershgorins Theorem

Math-735: Math Modeling

Figure 4: Gershgorins disk in the complex plane.

Hence, lies in the disk Dk . The conclusion of the theorem follows.

Example 4.15 Let the matrix

Math-735: Math Modeling

Math-735: Math Modeling

1. Phase Plane Analysis 2. Eigenvalues.

Examples 3. Gershgorins Theorem 4. An Example: Pharmacokinetics Model 5. References

Math-735: Math Modeling

An Example: Pharmacokinetics Model

Math-735: Math Modeling

Figure 5: Upper and Lower human gastrointestinal tract.

Figure 6: Compartmental diagram of drug concentration in the GI tract and blood.

X(t) = aAt X0 + eAt