LINEARIZATION OF NONLINEAR ODES

We have introduced the idea of a mathematical model for some

real world situation, and used models to find ODEs. It is possible
to have several models of varying levels of complexity. Each gives a
different ODE.
We also have techniques for solving different classes of ODEs, in-
cluding one class called ‘linear’.
This lecture ties these two ideas together. We started with New-
ton’s Law of Cooling, for temperature y as a function of time t. The
temperature y = 0 represents an equilibrium state. We do not know
the relation between the temperature y and its rate of change y 0 ,
but we expect it is a function: y 0 = f (y) for some function f . A
straight line approximation to f (y) at y = 0 give the simplest model.
That is, f (y) ≈ ky, so the ODE y 0 = ky is an approximation to
the ‘true’relationship. We can try this with any autonomous ODE
y 0 = f (y).

Example. Suppose a one celled organism has the shape of a sphere

of radius y, which is a function of time t. The VON B ERTALANFFY
growth model assumes that the growth (i.e. the rate of change of the
radius with respect to time) is influenced by two things:
(1) The intake of nutrients, which occurs uniformly over the sur-
face area of the cell, which causes the cell to grow. The surface
area is 4πy 2 , so the ODE has a term ay 2 where a > 0 is the con-
stant of proportionality (which can absorb the 4π).
(2) The respiration of waste generated, which is proportional to
the volume 34 πy 3 , acts to slow the growth. So there is also a
term −by 3 , where b > 0 is some other constant of proportion-
ality.
This gives
dy
= ay 2 − by 3 .
dt
This equation is AUTONOMOUS; we are making the assumption that
the growth of the cell depends on the radius, but not the time of day.
For concreteness let’s assume a = 2 and b = 1.
The ideas of §2.5 show there is a STABLE EQUILIBRIUM at y = 2.
1
2 LINEARIZATION OF NONLINEAR ODES

The ODE y 0 = 2y 2 − y 3 is separable, and a lot of work shows the

solution is given implicitly by
y − 2 2/y
e = Ce−4t .
y
No amount of algebra, ever, will let you solve for y as a function of
t. The equilbrium solution y = 2 corresponds to C = 0. But the
formula for the solution does not show that y = 2 is stable, or show
the behavior near the equilibrium.
What we will do is change the model to a simpler one. We approx-
imate the function f (y) = 2y 2 − y 3 by a tangent line approximation
L(y) near y = 2. By Math 3A, the derivative of f at 2 is −4, and so
L(y) = −4(y − 2). Figure 1 shows f (y) and L(y).

1 2 3 4

-5

-10

F IGURE 1. State Space, or Phase Plane

Since f (y) ≈ L(y) near y = 2, we expect solutions to y 0 = f (y)

should be close to solution to y 0 = L(y) near y = 2. This last ODE is
now a LINEAR ODE
y 0 = −4(y − 2) = −4y + 8 or y 0 + 4y = 8
The solutions to the new ODE are
y(t) = Ce−4t + 2.
The constant solution y = 2 corresponding to C = 0 is the STEADY
STATE solution, and the other term Ce−4t is the TRANSIENT SOLU -
TION . We see that solutions approach the equilibrium with expo-
nential decay in the linear model, and so this is approxiamtely the
behavior in the nonlinear model. Figure 2 shows the graph of the
solution to the nonlinear ODE (above) and the linear ODE (below)
for the IVP y(0) = 1.9
 LINEARIZATION OF NONLINEAR ODES 3

1.5

0.5

-1 -0.5 0.5 1

F IGURE 2. Exact and approximate solutions

We said a point y0 is an EQUILIBRIUM if f (y0 ) = 0. We need an

extra definition: the equilibrium y0 is HYPERBOLIC if also f 0 (y0 ) 6= 0.

Summary. The proces of changing from a complicated nonlinear ODE

to a simpler linear one is called LINEARIZATION. It just means find-
ing the tangent line approximation L(y) to f (y) at the equilibrium,
and replacing the ODE y 0 = f (y) with the linear ODE y 0 = L(y). We
can do this at any hyperbolic equilibrium. Notice that this is the first
real application of the idea of tangent line approximations that you
learned (for apparently no reason) in Math 3A.
We like linear ODEs for three reasons:
(1) They are easy to solve.
(2) They are based on the simplest possible model, which we
choose in the absence of a better one. (example: Newton’s
Law of Cooling).
(3) Even if we have a more detailed model, the linear approxi-
mation gives better qualitative information than the solution
to the original ODE (example: the cell growth model above.)

Review exercises.
(1) Linearize each of the following ODEs at each hyperbolic equi-
librium point, and then solve the linear ODE.
(a) y 0 = (y − 1)(y − 2)
(b) y 0 = exp(y) − 1
(c) y 0 = ln(y)
4 LINEARIZATION OF NONLINEAR ODES

(d) y 0 = sin(y)
(e) y 0 = y(1 − y)2
(2) (a) Is the equilibrium point y0 = 0 in the ODE above y 0 =
2y 2 − y 3 a hyperbolic point?
(b) What is the tangent line approximation L(y) to the func-
tion f (y) = 2y 2 − y 3 at y0 = 0?
(c) What linear ODE does this lead to?
(d) What are the solutions to this linear ODE?
(3) What relation is there (if any) between the idea of hyperbolic
equilibrium on the one hand, and the idea of stable, unstable,
or semistable equilibium on the othe hand?