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Notes 2-2

The document discusses the classification of eigenvalues and stability analysis for planar systems, detailing concepts such as nodes, saddles, spirals, and centers. It outlines the importance of eigenvalues in determining system stability and provides formulas for characteristic polynomials and stability conditions. Additionally, it covers boundary value problems, including uniqueness criteria and Sturm–Liouville theory, emphasizing the relationship between eigenvalues and solutions of differential equations.

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0% found this document useful (0 votes)
2 views3 pages

Notes 2-2

The document discusses the classification of eigenvalues and stability analysis for planar systems, detailing concepts such as nodes, saddles, spirals, and centers. It outlines the importance of eigenvalues in determining system stability and provides formulas for characteristic polynomials and stability conditions. Additionally, it covers boundary value problems, including uniqueness criteria and Sturm–Liouville theory, emphasizing the relationship between eigenvalues and solutions of differential equations.

Uploaded by

honey16498
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

generalized vector v2 = (0, 1)T : • eigenvalue classification

    • node
x 1 x x • saddle
Y = c1 e + c2 e .
0 1 • spiral
• center
Related / Associated Concepts • stable / asymptotically stable / unstable
Associated concepts:
• matrix exponential Definitions
• Jordan form • Autonomous planar system:
• phase plane
ẋ = P (x, y), ẏ = Q(x, y).
• autonomous systems
• stability • Critical point / equilibrium point (x0 , y0 ) satisfies
Core Concept Skeleton for Related Concepts P (x0 , y0 ) = 0, Q(x0 , y0 ) = 0.
• eigenspace
• generalized eigenchain • Stable: trajectories starting sufficiently close remain
• trace close.
• determinant • Asymptotically stable: stable and trajectories suffi-
ciently close converge to equilibrium.
• invariant subspace
• Unstable: not stable.
Direct Results / Formulae for Related Con- • Jacobian at (x0 , y0 ):
cepts  
Px P y
J= .
• Characteristic polynomial in 2 × 2 case: Qx Qy (x ,y )
0 0

2
λ − (trA)λ + det A = 0.
Theorems / Direct Statements
• For diagonalizable A = P DP −1
: • Linearized system near equilibrium:
eAx = P eDx P −1 . U̇ = JU.
• If A = λI + N with N k = 0: • For linear system U̇ = AU with characteristic equation
x2 N 2
 
eAx = eλx I + xN + + ··· . λ2 − (trA)λ + det A = 0,
2!
classification is:
– real distinct same sign ⇒ node;
CSIR NET Utility Layer
– real distinct opposite sign ⇒ saddle;
• In CSIR problems, constant-coefficient systems are – real repeated ⇒ node / improper node;
usually solved fastest by eigenvalues. – complex with nonzero real part ⇒ spiral;
• If matrix is triangular, eigenvalues are diagonal entries. – purely imaginary ⇒ center for linear system.
• A repeated eigenvalue needs a quick check: one eigen- • Stability for linear planar system:
vector or two? – both eigenvalues with negative real parts ⇒ asymp-
• Variation of parameters in matrix form is high-yield totically stable;
but usually statement-based. – at least one eigenvalue with positive real part ⇒
unstable;
Research-Based Enrichment – purely imaginary eigenvalues ⇒ stable but not
• Fundamental matrices satisfy the cocycle relation asymptotically stable in the linear case.
Φ(x, s)Φ(s, t) = Φ(x, t). • For nonlinear planar systems, if eigenvalues of Jaco-
• The determinant evolution is governed only by trA, bian have nonzero real parts, local type matches the
not by the full matrix. linearization (hyperbolic case).
• Systems theory links directly with semigroup methods
and linear algebraic canonical forms. Direct Results / Formulae
• Trace-determinant data:
9. Stability Analysis and Critical Points for
Planar Systems τ = trA, ∆ = det A, D = τ 2 − 4∆.

Core Concept Skeleton • Quick classification:


• autonomous system – ∆ < 0: saddle;
• equilibrium point – ∆ > 0, D > 0, τ ̸= 0: node;
• linearization – ∆ > 0, D < 0, τ ̸= 0: spiral/focus;
• Jacobian – ∆ > 0, D < 0, τ = 0: center (linear);

12
– ∆ > 0, D = 0: repeated-root node/star/improper Direct Results / Formulae for Related Con-
node. cepts
• Stability:
– τ < 0, ∆ > 0 and not center-type ⇒ asymptotically • Nonlinear system near equilibrium (x0 , y0 ):
stable;
U̇ = JU + higher order terms.
– τ > 0, ∆ > 0 ⇒ unstable;
– ∆ < 0 ⇒ unstable. • Hyperbolic condition:

ℜ(λi ) ̸= 0 ∀i.

Alternative / Equivalent / Easier Forms Then topological type is preserved under nonlinear
perturbation near equilibrium.
• Node = real same-sign eigenvalues.
• Saddle = determinant negative.
• Center = trace zero, determinant positive, discriminant CSIR NET Utility Layer
negative for the linear system. • Fastest rule: compute determinant first. If negative, it
• Spiral = complex eigenvalues with nonzero real part. is a saddle and hence unstable.
• In trace-determinant plane, parabola τ 2 = 4∆ sepa- • Trace decides stable vs unstable when determinant is
rates real and complex eigenvalues. positive.
• In objective questions, purely imaginary immediately
suggests center for the linear system.
• “Same type as linearization” is valid only for hyperbolic
Failure Cases / Exceptions / Warnings critical points.
• Purely imaginary eigenvalues in nonlinear systems are
inconclusive; linearization may fail. Research-Based Enrichment
• Repeated real eigenvalues do not alone determine ge- • Planar linear stability is the finite-dimensional ana-
ometry; need eigenspace dimension. logue of spectral stability in PDEs.
• Center in linearization can become center or spiral in • Lyapunov functions provide nonlinear stability tools
nonlinear system. beyond Jacobian criteria.
• Hyperbolicity fails when an eigenvalue has zero real • Center manifolds explain why purely imaginary / zero-
part. real-part cases are delicate.

10. Boundary Value Problems


Examples Core Concept Skeleton
• Basic: • IVP vs BVP
ẋ = −x, ẏ = −2y. • second-order linear operator
Eigenvalues −1, −2; asymptotically stable node. • homogeneous boundary conditions
• Tricky: • uniqueness criterion
ẋ = y, ẏ = −x. • associated homogeneous problem
  • self-adjoint form
0 1
Matrix has eigenvalues ±i; linear center, • eigenvalue problem
−1 0
• Sturm–Liouville structure
stable but not asymptotically stable.
• orthogonality
• regular / singular / periodic

Related / Associated Concepts Definitions


Associated concepts: • Standard second-order BVP:
• phase portrait y ′′ + P (x)y ′ + Q(x)y = ϕ(x), a < x < b,
• Jacobian linearization
with boundary conditions
• hyperbolic equilibrium
• Lyapunov stability α1 y(a) + β1 y ′ (a) = γ1 , α2 y(b) + β2 y ′ (b) = γ2 .
• trace-determinant plane
• Homogeneous BVP: ϕ ≡ 0 and γ1 = γ2 = 0.
Core Concept Skeleton for Related Concepts • Eigenvalue problem:
• local flow d
(p(x)y ′ ) + [q(x) + λr(x)]y = 0
• eigen-directions dx
• invariant manifolds with homogeneous boundary conditions.
• sign of real part • Regular Sturm–Liouville problem:
• nonlinear perturbation
−(py ′ )′ + qy = λry, p > 0, r > 0, x ∈ [a, b],

13
with separated homogeneous boundary conditions. checking invertibility of the boundary-condition matrix
after writing the general solution.
Theorems / Direct Statements • Regular, singular, periodic are classifications by end-
points/boundary conditions.
• A non-homogeneous linear BVP has a unique solution
iff the associated homogeneous BVP has only the trivial
solution.
• If y1 , y2 are linearly independent solutions of the homo-
geneous differential equation, then nontrivial solutions
of the homogeneous BVP exist iff the boundary deter-
minant vanishes. Failure Cases / Exceptions / Warnings
• For regular/self-adjoint Sturm–Liouville problems: • Unlike IVPs, BVPs may have no solution, one solution,
– all eigenvalues are real; or infinitely many solutions.
– eigenfunctions for distinct eigenvalues are linearly • If the associated homogeneous BVP has nontrivial
independent; solutions, uniqueness fails.
– eigenfunctions for distinct eigenvalues are orthogonal • Self-adjoint spectral conclusions require the correct hy-
with respect to weight r(x): potheses: especially p > 0, r > 0, coefficient continuity,
and admissible boundary conditions.
b
• Periodic BVP eigenvalue structure differs from sepa-
Z
r(x)ym (x)yn (x) dx = 0, m ̸= n.
a rated regular BVP structure.
• For regular problems, eigenvalues form a countably
infinite sequence

λ1 < λ2 < · · · , λn → +∞.

• For regular Sturm–Liouville problems, the nth eigen- Examples


function has exactly (n − 1) zeros in (a, b). • Basic BVP:
• Dimension of each eigenspace for regular separated
Sturm–Liouville problem is 1. y ′′ = 0, y(0) = 0, y(1) = 1.

Direct Results / Formulae General solution y = c1 x + c2 ; boundary conditions


give unique solution y = x.
• Boundary determinant for homogeneous BVP with • Exam-style eigenvalue problem:
homogeneous differential equation and fundamental
solutions y1 , y2 : y ′′ + λy = 0, y(0) = 0, y(π) = 0.
α1 y1 (a) + β1 y1′ (a) α1 y2 (a) + β1 y2′ (a) Nontrivial solutions occur for
∆= .
α2 y1 (b) + β2 y1′ (b) α2 y2 (b) + β2 y2′ (b)
λ = n2 , n ∈ N,
Nontrivial solutions exist iff ∆ = 0.
• Self-adjoint conversion of with eigenfunctions

a0 (x)y ′′ + a1 (x)y ′ + a2 (x)y = 0 yn (x) = sin(nx).

requires
a′0 (x) = a1 (x)
or, after multiplying by a suitable integrating factor,
can be written as
Related / Associated Concepts
d
p(x)y ′ + q(x)y = 0.

dx Associated concepts:
• Sturm–Liouville theory
• Typical periodic boundary conditions:
• orthogonality
y(a) = y(b), y ′ (a) = y ′ (b). • least eigenvalue
• nodal theorem
Alternative / Equivalent / Easier Forms • self-adjoint operators

• The self-adjoint form may be written as either Core Concept Skeleton for Related Concepts
• weighted inner product
(py ′ )′ + (λr + q)y = 0
• endpoint conditions
or • spectrum
−(py ′ )′ + qy = λry. • nodal count
• variational ordering
• Non-homogeneous BVP solvability is often reduced to

14

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