0% found this document useful (0 votes)
11 views7 pages

Numerical Integration of Planar Vector Fields

Uploaded by

roozbehr93
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
0% found this document useful (0 votes)
11 views7 pages

Numerical Integration of Planar Vector Fields

Uploaded by

roozbehr93
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

MATHEMATICAL MODELLING: NUMERICAL INTEGRATION AND PHASE

PORTRAITS OF CONSERVATIVE PLANAR VECTOR FIELDS

SANSONETTO NICOLA

Exercise 1. Consider the equation of the harmonic oscillator


ẍ = x, x 2 R.
i. Draw the phase portrait using the energy integral;
ii. Determine the equilibria and their linear properties;
iii. Draw the phase portrait integrating numerically the orbits, comparing three di↵erent methods
of integration: explicit Euler method, Runge–Kutta method of order 2, the default integrator
of the program you use.1
Exercise 2. Consider the Newton equation
p
x2 +1
ẍ = f 0 (x) , x 2 R, with f (x) = 1 + x2 e + 3.
i. Draw the phase portrait using the energy integral;
ii. Determine the equilibria and their linear properties;
iii. Draw the phase portrait integrating numerically the orbits, comparing three di↵erent methods
of integration: explicit Euler method, Runge–Kutta method of order 2, the default integrator
of the program you use.
Exercise 3. Consider the equation of the Lotka–Volterra system
ẋ = ax bxy , ẏ = cy + dxy ,
with a, b, c, d positive constants.
i. Verify that the Lotka–Volterra system admits the first integral
e(dx+by)
W (x, y) = .
xc y a
From now on set a = b = c = d = 1.
ii Draw the phase portrait using the first integral above;
iii. Determine the equilibria and thier linear properties;
iv. Draw the phase portrait integrating numerically the orbits using the methods of integration
you prefer.
Exercise 4. Consider the equation of motion of a simple pendulum
ẍ = sin x , x 2 [ ⇡, ⇡[ ,
Draw the phase portrait of the system exploiting the existence of the energy integral and integrating
numerically the orbits (choose the numerical integrator you prefer).

Date: 06/10/2020.
e-mail: [Link]@[Link].
1You can find here the link to the M-files of the reference book and here the link to the code by prof. Caliari to
integration methods.
1
MATHEMATICAL MODELLING: ERGODIC THEORY 1

SANSONETTO NICOLA

Exercise 1. Consider the linear motion on the flat torus M = T2 ⇠


= R2 /Z2 , µ = Lebesgue measure,
and for any z = (x, y) 2 T2 , and t 2 R let
t (z) = z + v t mod 1 ,
where v is a vector in R2called velocity vector.
i. Choose a vector v such that the ratio of its components is a rational numerber and draw the
orbit for a couple of choice of initial conditions that lie on the x axis, specifying their period.
Color the orbits with two di↵erent colours.
ii. Do the same as above with a choice of v such that the ration of its components is irrational.
iii. Consider a section y = const (for example y = 12 ) and determine the intersections of each
orbits in questions i. and ii.. with the sections.
Exercise 2. (Arnold’s cat) Consider the 2-torus M = T2 = ⇠ R2 /Z2 , µ = Lebesgue measure, and for
any z = (x, y) 2 T2 , and t 2 R let
t (z) = Az mod 1
✓ ◆
1 1
with A = .
1 2
• Consider an initial condition on the x axis and draw its orbits for 100 and then 1000 iterations.
• Consider a small square near the origin of 10000 initial conditions, then apply the map t and
draw the single iterations for t = 0, 1, 2, 4, 6, 8.
Exercise 3. (Baker’s map) Consider the 2-torus M = [0, 1) ⇥ [0, 1), µ = Lebesgue measure, and for
any z = (x, y) 2 T2 , and t 2 R let
8✓ ◆
>
> 1 1 1
>
> 2x 1, y , for x <
>
< 2 2 2
t (z) =
>
> ✓ ◆
>
> 1 1
>
: 2x, y , for x >
2 2
• Consider an initial condition inside the square and draw its orbits for 100 and then 1000
iterations.
• Consider a small circle centered at the center of M with inside 10000 initial conditions, then
apply the map t and draw the single iterations for = 0, 1, 2, 4, 6, 8, 10.

Date: 20 marzo 2025.


e-mail: [Link]@[Link].
1
MATHEMATICAL MODELLING: NUMERICAL INTEGRATION AND PHASE
PORTRAITS OF PLANAR VECTOR FIELDS AND 2D-BIFURCATIONS

SANSONETTO NICOLA

Exercise 1 (Overdamped bead on a rotating hoop). Consider a bead of mass m that slides along a
circular rigid wire hoop of radius r, which is constrained to rotate at a constant angular velocity !
about its vertical axis. We also assume that there is a friction force, of constant coefficient µ, that
opposes to the motion. Study the motion of the bead, knowing that gravity, with constant gravity
acceleration g, acts on the system.
For the sake of simplicity, assume that the coefficient mr is << 1, and thus the term mr✓¨ in the
equation of motion is neglectable.
Exercise 2. Consider the following planar system of ODEs
x2
ẋ = ax + y , ẏ = by ,
1 + x2
where a, b are positive parameters.
i. Show that the system has three critical points for a < ac , with ac to be determined;
ii. Show that two of these critical points coalesce in a saddle-node bifurcation where a = ac ;
iii. Sketch the phase portrait for a < ac .
v. The previous system is a model for a genetic control system. The activity of a certain gene is
assumed to be directly induced by two copies of the protein for which it codes. In other words,
the gene is stimulated by its own product, potentially leading to an autocatalytic feedback
process. x and y are proportional to the concentrations of the protein and the messenger RNA
from which it is translated, respectively, and the positive parameters a and b govern the rate
of degradation of x and y. Give a biological interpretation of the results.
Exercise 3. Consider the following planar system of ODEs
ẋ = µx + y + sin x , ẏ = x y,
µ 2 R.
i. Prove that a supercritical bifurcation occurs at the origin and determine the bifurcation value
µc of the parameter.
ii. Plot the phase portrait near the origin for µ slightly greater than µc .
Exercise 4. Consider the dynamics on the 2-torus T2 ⇠
= R2 /2⇡Z2 described by:
ẋ1 = !1 ẋ2 = !2 , (!2 , !2 ) 2 R2 .
Write the explicit solution and represent it on the square of edge 2⇡. Prove that if !1 /!2 2 Q then
/ Q it is dense on the torus.
the dynamics if periodic, while if !1 /!2 2
Exercise 5. Consider the vector field
0 1
x y x(x2 + y 2 )
X=@ A.
x+y y(x2 + y2)

Date: April 2, 2024.


e-mail: [Link]@[Link].
1
Prove that X admits a limit cycle (using the theory of the trapping region), and draw the phase
portrait of the system
Exercise 6 (Van der Pol equation). Consider the Van der Pol vector field
0 1
y
X=@ A.
x µ(x2 1)y
Draw the phase portrait of the system as the parameter µ varies.
Exercise 7. Consider the planer system
ṙ = r(µ r2 ) , ✓˙ = 1 µ 2 R.
Draw the phase portrait of the system as the parameter µ is varied, using an animation, and observe
that a supercritical Hopf bifurcation occurs.
Exercise 8. Consider the planer system
ṙ = r(µ + r2 r4 ) , ✓˙ = 1 µ 2 R.
Draw the phase portrait of the system as the parameter µ is varied, using an animation, and observe
that a subcritical Hopf bifurcation occurs.

2
MATHEMATICAL MODELLING: EMERGENCE OF CHAOS

SANSONETTO NICOLA

Exercise 1. Consider the linear system in R3


ẋ = z x, ẏ = y. ż = z 17x + 16
Plot the solution curve with initial conditions x(0) = y(0) = z(0) = 0.8
Exercise 2. Sketch the phase portrait of the following system in R2
ẋ = x y + x(x2 + y 2 ) , ẏ = x y + y(x2 + 2y 2 )
putting in evidence that it has at least one limit cycle.
Exercise 3. Consider the Rössler system:
ẋ = y z, ẏ = x + ay , ż = b + z(x c)
with a, b, c real parameters. Fix a = b = 0.1 and plot the some solutions of the system making c
varying and verify that
• for c = 4 there is a period-1 limit cycle;
• for c = 6 there is a period-2 limit cycle;
• for c = 8.5 there is a period-3 limit cycle;
• for c = 9 there is a strange attractor;
• for c = 12 there is a period-3 limit cycle.
Exercise 4. Consider the following map, named the tent map
T : [0, 1] ! [0, 1]
xn 7 ! xn+1 = T (xn )
where 8
> 1
<µx, 0x
T (x) = 2
>
: µ (1 1
x) ,  x  1,
2
and 0  µ  2.
(1) Construct and plot the following iterations:
• µ = 12 and x0 = 14 , x0 = 12 and x0 = 34 ;
• µ = 1 and x0 = 13 , x0 = 23 ;
• µ = 32 e x0 = 35 , x0 = 13
6
, x0 = 13 ;
• µ = 2 e x0 = 13 , x0 = 15 , x0 = 17 , x0 = 11
1
.
(2) Determine the frequency map for the first 30 iterations with µ = 2 and x0 = 0, 1 and x0 =
0, 1000001.
(3) Determine the fixed points and the point of period 2 for µ = 2 and give a geometric interpre-
tation of them.
(4) Determine the bifurcation diagram of the map.
Date: April 8, 2025.
e-mail: [Link]@[Link].
1
Exercise 5. Consider the so-called logistic map
L : [0, 1] ! N
xn 7 ! xn+1 = L(xn ) = m xn (1 xn )
with 0  m  4.
(1) Determine the fixed points and the points of period 2 and 3.
(2) Plot the orbits of the logistic map for some values of m and some initial conditions.
(3) Determine the frequency map for a (meaningful) value of m and two close initial conditions.
(4) Determine the bifurcation diagram of the logistic map.

2
MATHEMATICAL MODELLING: NUMERICAL INTEGRATION, PHASE
PORTRAITS OF PLANAR VECTOR FIELDS AND POINCARÉ SECTIONS

SANSONETTO NICOLA

When returning the exercise please name the file as MM# Surname, where # stands for number
of the lab lesson.

Exercise 1. Consider the Duffing oscillator, described by the equation


(1) ẍ + µẋ + x3 x = A cos(!t) , x 2 R,
where µ, ! and A are real positive parameters.
i. Set µ = 0 and A = 0 (unforced and undamp system) and determine the equilibria, their
stability properties and the phase portrait of (1).
ii. Consider now the unforced system, obtain for A = 0 in (1). Plot the phase portrait of the
system, verifying if any bifurcation occurs if you let µ vary among the reals. What can you
say about the nature of the equilibria.
iii. Consider equation (1). Fix µ = 0.1 and ! = 1.4.
a) Set A = 1 and choose a three of initial conditions that include x(0) = 0 and ẋ(0) = 0,
plotting the corresponding trajectory. Then focus the plot of the trajectory on the final
part, putting in evidence the periodicity of the trajectories ofter a certain transient, and
the order of the period.
b) Do the same as above for A = 0.32, A = 0.337, A = 0.35 and A = 0.5.
iv. Construct a Poincarè section to investigate structure of a strange attractor that emerges in
certain cases, putting in evidence the fractal structure of the attractor.
Exercise 2. Investigate the dynamics of the forced and damped pendulum described by the equation
✓¨ = ! 2 sin ✓ µ ✓˙ + A cos(⌦t)
for !, µ, A and ⌦ positive real parameters.
Exercise 3. Investigate the dynamics of the Henón-Heiles system, described by the Hamiltonian
function
1 1 q23
H(p, q) = kpk2 + kqk2 + q12 q2 ,
2 2 2
with (p, q) = (p1 , p2 , q1 , q2 ) 2 R4 . In particular plot the Poincaré map of the reduced system for
di↵erent value of the energy.

Date: April 13, 2025.


e-mail: [Link]@[Link].
1

Common questions

Powered by AI

The tent map, \(T(x) = \begin{cases} \mu x & 0 \leq x < \frac{1}{2} \\ \mu (1-x) & \frac{1}{2} \leq x \leq 1 \end{cases}\), illustrates bifurcation and the transition to chaos as the parameter \(\mu\) is varied. For \(\mu\) less than 1, the map shows stable fixed points. As \(\mu\) increases, bifurcations occur, leading to period doubling where stable cycles become unstable, and a sequence of such bifurcations transitions the system to chaos at \(\mu = 2\). Here, trajectories exhibit sensitive dependence on initial conditions, revealing chaotic dynamics typical of deterministic systems transitioning through a route such as period doubling to chaos .

The phase portrait for the harmonic oscillator can be drawn using three numerical integration methods: the explicit Euler method, the Runge–Kutta method of order 2, and a default integrator provided by computational software. The explicit Euler method is simpler but less accurate, particularly for stiff or oscillatory systems. The Runge–Kutta method of order 2 offers a better balance of computational efficiency and accuracy compared to Euler's method. The default integrator of a software typically adjusts to the system's dynamics for optimal performance, often exceeding the precision of simpler fixed-step methods .

For a linear motion on a flat torus, if the ratio of the velocity components is rational, the motion is periodic, intersecting a section at specific repeating intervals. However, if the ratio is irrational, the dynamics are ergodic, meaning the orbit will densely cover the torus over time without ever repeating exactly. This difference arises because rational components lead to closed orbits, while irrational components result in a trajectory that eventually comes arbitrarily close to any point on the torus .

In a nonlinear planar system, the presence of limit cycles profoundly influences long-term behavior by creating closed trajectories that solutions repeatedly follow. This behavior indicates sustained oscillations within the system, acting as attractors to which orbits are drawn over time, affecting stability and persistence of such cycles. For instance, in specific ecological or mechanical systems, limit cycles can reflect periodic behaviors like predator-prey cycles or mechanical vibrations, demonstrating the system's resilience to returning to these periodic states despite disturbances .

A supercritical Hopf bifurcation in a planar ODE system, such as \(\dot{r} = r(\mu - r^2)\) and \(\dot{\theta} = -1\), indicates the birth of a stable limit cycle as the parameter \(\mu\) passes through a critical value from negative to positive. Before the bifurcation, trajectories converge to a stable equilibrium point, whereas afterward, they converge to the limit cycle, showing persistent oscillations. This transition reflects the system's ability to shift from steady state to periodic behavior, relevant in contexts like ecological models and engineering systems .

In the genetic control system described by the planar ODEs \(\dot{x} = -ax + y\) and \(\dot{y} = \frac{x^2}{1 + x^2} -by\), the variables \(x\) and \(y\) represent the concentrations of a protein and its corresponding mRNA, respectively. The system shows autocatalytic feedback where the protein enhances its own production via regulation of mRNA synthesis. Parameters \(a\) and \(b\) represent decay rates for \(x\) and \(y\). The coexistence of multiple equilibria suggests switch-like control in gene expression. A saddle-node bifurcation implies a threshold phenomenon in gene activity onset or cessation .

A supercritical bifurcation near the origin in the given ODE system \(\dot{x} = \mu x + y + \sin x\), \(\dot{y} = x - y\) indicates a critical transition where an initially stable equilibrium becomes unstable and gives rise to a stable limit cycle as the parameter \(\mu\) exceeds a critical value \(\mu_c\). This transition changes the system's stability landscape, suggesting a progression from an attractor at the origin to oscillatory behavior, which reflects the introduction of self-sustained oscillations due to small perturbations in the bifurcation parameter .

For the unforced and undamped Duffing oscillator described by the equation \(\ddot{x} + x^3 - x = 0\), equilibria can be found by setting \(\ddot{x} = 0\) and solving \(x^3 - x = 0\), which gives the equilibria \(x = 0, \pm1\). Stability is determined by linearizing around these points: \(-1\) is stable and \(0, 1\) are unstable. The phase portrait consists of trajectories around these equilibria, with stable trajectories around \(x = -1\) and saddle surfaces at \(x = 0, 1\). No bifurcation occurs as \(\mu\) varies for this unforced case .

In the Rossler system, the emergence of a strange attractor as parameter \(c\) reaches values like 9, indicates the onset of chaotic behavior. A strange attractor in such a system suggests non-repeating, highly sensitive dynamical states, exhibiting fractal structure in the phase space. Its appearance highlights persistent instability where trajectories are bound but never settle into periodic cycles. This behavior is critical for understanding real-world systems where minor variations yield vastly different outcomes, often implying unpredictability in fields like meteorology and financial modeling .

Arnold's cat map, represented by \(\Phi_t(z) = A z \mod 1\) with \(A = \begin{pmatrix} 1 & 1 \\ 1 & 2 \end{pmatrix}\), illustrates chaos on a 2-torus by stretching and folding the space, leading to sensitive dependence on initial conditions. When iterated, points that start close together become exponentially separated while overall area is preserved, demonstrating typical chaotic behavior. The map quickly transforms geometric shapes, like a small square of initial points, into a complex pattern reflecting a strange attractor, thus exemplifying the inherent unpredictability and complexity characteristic of chaotic dynamical systems .

You might also like