Lecture 2 - Phase Portrait

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Introduction

• Second order autonomous systems

ẋ1 = f1 (x1 , x2 )
ẋ2 = f2 (x1 , x2 )

• Phase plane: The plane having x1 and x2 as the coordinates.

• Trajectory: Given x(0) = x0 , the solution x(t) for t ∈ [0, ∞) can be

represented as a curve in the phase plane. The curve is called phase
plane trajectory.
• Phase portrait: A family of phase plane trajectory corresponding to
various initial conditions.
• Study qualitative behaviour in the vicinity of an equilibrium point.

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Example

• Linear spring-mass system

ẋ1 = x2 , x1 (0) = x0
ẋ2 = −x1 , x2 (0) = 0

• Solution:

x1 (t) = x0 cos t,
x2 (t) = −x0 sin t

• Eliminating time t
x21 + x22 = x20

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Example - contiued

• Phase portrait
x2
x21 + x22 = x20

x1

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Linear second order autonomous system

ẋ = Ax, x ∈ R2

• Phase portrait will depend on the eigenvalues of A

λ1 , λ2 - real, repeated, complex?

• Diagonalising (Jordon form) A:

T −1 AT = J
• Coordinate transformation

z = T −1 x
• In the new coordinate system

ż = T −1 AT z = Jz
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• Case 1 - Real and distinct eigenvalues of same sign
 
λ1 0
J=
0 λ2
• Case 2 - Real and distinct eigenvalues of opposite sign
 
λ 0
J= 1
0 −λ2
• Case 3 - Repeated eigenvalues with geometric multiplicity = 2
 
λ 0
J=
0 λ
• Case 4 - Repeated eigenvalues with geometric multiplicity = 1
 
λ 1
J=
0 λ
• Case 5 - Complex pair of eigenvalues
 
α β
J=
−β α
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Case 1 - Real and distinct eigenvalues of same sign

 
λ1 0
ż = z
0 λ2

• Solution

z1 (t) = z1 (0)eλ1 t ,
z2 (t) = z2 (0)eλ2 t

• Eliminating t
  λ1
z1 z2 λ2
=
z1 (0) z2 (0)

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Case 1 - Real and distinct eigenvalues of same sign -
continued
λ1 , λ2 < 0 λ1 , λ2 > 0
z2 z2

z1 z1

Stable Node Unstable Node

• Observe the direction of the arrows

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Case 2 - Real and distinct eigenvalues of opposite sign

 
λ1 0
ż = z
0 −λ2

• Solution

z1 (t) = z1 (0)eλ1 t ,
z2 (t) = z2 (0)e−λ2 t

• Eliminating t
 − λ1
z1 z2 λ2
=
z1 (0) z2 (0)

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Case 2 - Real and distinct eigenvalues of opposite sign -
continued
• λ1 > 0 and λ2 > 0
x2

Saddle

x1

• Plot the phase portrait when λ1 < 0 and λ2 < 0

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Case 3 - Repeated eigenvalues (geometric multiplicity = 2)
 
λ 0
ż = z
0 λ

• Same as Case 1

z1 (t) = z1 (0)eλt ,
z2 (t) = z2 (0)eλt

• Rate of convergence (or divergence) is same.

λ < 0 − Stable Node

λ > 0 − Unstable Node

• Draw the phase portrait.

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In original coordinate system

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Case 4 - Repeated eigenvalues (geometric multiplicity = 1)

 
λ 1
ż = z
0 λ

• Solution

z1 (t) = z1 (0)eλ1 t + z2 (0)teλ2 t

z2 (t) = z2 (0)eλ2 t

• Eliminating t  
z1 (0) 1 z2
z1 = z2 + z2 ln
z2 (0) λ z2 (0)

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Case 4 - Repeated eigenvalues (geometric multiplicity = 1)

• What is the type of the equilibrium point?

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Case 5 - Complex pair of eigenvalues

 
α β
ż = z
−β α

• Cartesian to polar coordinate transformation

z1 = r cos φ, z2 = r sin φ

• In polar coordinates

ṙ = αr
φ̇ = −β

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Case 5 - Complex pair of eigenvalues

α < 0: stable focus α > 0: unstable focus α = 0: center

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In summary:
• Stable Node
• Unstable Node
• Saddle point
• Stable Focus
• Unstable Focus
• Center point

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• What happens if one or both the eigenvalues are zero? (EXERCISE)

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Nonlinear system - Simple pendulum

ẋ1 = x2
ẋ2 = −k1 x2 − k2 sin(x1 )

• Equilibria at

x2 = 0, x1 = nπ, n = 0, ±1, ±2, . . .

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Phase portrait of Pendulum

• Observation - trajectories do not intersect except at the equilibrium

points (why?)

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Nonlinear system - Tunnel diode circuit

• States : x1 = vc , x2 = iL

1 1
ẋ1 = [−h(x1 ) + x2 ], ẋ2 = [−x1 − Rx2 + E]
C L
• Equilibrium points: h(x1 ) = E 1
R − R x1

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Phase portrait of Tunnel diode circuit

• Separatrix
• Region of attraction (RoA)
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Motivation for linearisation

• Equilibrium point p = (p1 , p2 )

ẋ1 = f1 (p1 , p2 ) + a11 (x1 − p1 ) + a12 (x2 − p2 ) + H.O.T.

ẋ2 = f2 (p1 , p2 ) + a21 (x1 − p1 ) + a22 (x2 − p2 ) + H.O.T.

• f1 (p1 , p2 ) = 0, f2 (p1 , p2 ) = 0 and

 
∂f1 (x1 , x2 )  ∂f1 (x1 , x2 ) 
a11 = a12 =
∂x1 ∂x2
 
 
x1 =p2 ,x2 =p2 x1 =p2 ,x2 =p2
 
∂f2 (x1 , x2 )  ∂f2 (x1 , x2 ) 
a21 = a22 =
∂x1 ∂x2
 
 
x1 =p2 ,x2 =p2 x1 =p2 ,x2 =p2

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Motivation for linearisation - continued

• Let y = x − p,  
a11 a12
ẏ = y + H.O.T.
a21 a22
| {z }
A

• Jacobian matrix of f (x)

 
∂f
f (x) =
∂x

• For sufficiently small neighbourhood of equilibrium point, H.O.T. = 0

• For linearisation, f (x) must be continuously differentiable.

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Examples

• Pendulum
• Equilibrium: (0, 0), Eigenvalue: −0.5, ±j3.12 Stable focus
• Equilibrium: (π, 0), Eigenvalue: −3.7, 2.7 Saddle

• Tunnel diode circuit

• Q1 = (0.063, 0.758), Eigenvalues: −3.57, −0.33 Stable node
• Q1 = (0.258, 0.61), Eigenvalues: 1.77, −0.25 Saddle
• Q1 = (0.884, 0.21), Eigenvalues: −1.33, −0.4 Stable node

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From the phase portrait:

• Qualitative behavior near the equilibrium point

(Node/saddle/focus/center)

• Region of Attraction (and separatix)

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Examples - continued

ẋ1 = −x2 + µx1 (x21 + x22 )

ẋ2 = x1 + µx2 (x21 + x22 )

• Is the origin an equilibrium point?

• Linearize about the origin and find the eigenvalues.

• Comment on the type of the equilibrium point from linearization.

• Transform to polar coordinates x1 = r cos θ, x2 = r sin θ

• Comment on the phase portrait and the nature of the equilibrium

point at the origin.

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Examples - continued

ẋ1 = −x2 + µx1 (x21 + x22 )

ẋ2 = x1 + µx2 (x21 + x22 )

• Linearised system: ẋ1 = −x2 , x2 = x1

• Eigenvalues: ±j
• Center

• In polar coordinate, x1 = r cos θ, x2 = r sin θ

ṙ = −µr3 θ̇ = 1

• µ > 0 Stable focus

• µ < 0 Unstable focus
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 Linearised system Nonlinear system near the
equilibrium point
• Stable (resp. unstable) node • Stable (resp. unstable) node
with distinct eigenvalues
• Stable (resp. unstable) focus • Stable (resp. unstable) focus
• Saddle • Saddle
• Center • cannot predict
• Stable (resp. unstable) node • Stable (resp. unstable)
with repeated eigenvalues

Hyperbolic equilibrium point - The origin x = 0 is said to be a hyperbolic

equilibrium point of ẋ = Ax if A has no eigenvalues with zero real part.

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Exercise
1 Consider scalar differential equations of the form

ẋ = kxn

For all integral values of n > 0, they have an isolated equilibrium at the origin.
Also, except for n = 1 their linearisation is inconclusive. What is the qualitative
behavior of trajectories for different n ∈ Z and k ∈ R.
Use this to conjecture the behaviour of trajectories of planar dynamical systems
when the linearisation has a single, simple zero eigenvalue. More precisely think
through what would happen in the cases that the other eigenvalue is positive,
negative.
2 The following system represents a satellite control system with rate feedback
provided by the gyroscope. Draw the phase portrait of the system and determine
the stability of the system.

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