11.7 Practice Problems

Problem 11.7.1. Show that the origin is asymptotically stable for \(x' = -x + y^2\), \(y' = -y + xy\) using \(V = x^2 + y^2\) on a suitable neighbourhood, and give an inner estimate of the basin.

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Solution. \(\dot V = 2x(-x + y^2) + 2y(-y + xy) = -2x^2 - 2y^2 + 4xy^2\). With \(r^2 = x^2 + y^2\), \(|x| \leq r\) and \(y^2 \leq r^2\), so \(|4xy^2| \leq 4r^3\) and \(\dot V \leq -2r^2 + 4r^3 < 0\) for \(0 < r < \frac 12\). So \(V\) is a strict Lyapunov function on the disc of radius \(\frac 12\), the origin is asymptotically stable, and every solution starting in \(x^2 + y^2 < \frac 14\) tends to \(0\). (A sharper bound, \(|x|y^2 \leq \frac {2}{3\sqrt 3}r^3\) on the circle of radius \(r\), enlarges the estimate.)

Problem 11.7.2. For \(x'' + x + x^3 = 0\), find a conserved energy, show that the origin is stable but not asymptotically stable, and add damping to make it asymptotically stable.

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Solution. With \(v = x'\), \(E = \frac 12v^2 + \frac 12x^2 + \frac 14x^4\) satisfies \(\dot E = v(x'' + x + x^3) = 0\). \(E\) is positive definite, so the origin is stable (Theorem 11.1.2), and since every orbit stays on a closed level curve, nothing tends to \(0\). With \(x'' + bx' + x + x^3 = 0\), \(\dot E = -bv^2 \leq 0\); the largest invariant set in \(\{v = 0\}\) is the origin, so by LaSalle every solution tends to \(0\), and the origin is asymptotically stable with basin the whole plane (every sublevel set of \(E\) is compact).

Problem 11.7.3. For \(A = \begin {bmatrix} -1 & 2\\ 0 & -3\end {bmatrix}\), solve \(A^{\mathsf T}P + PA = -I\) by hand, and check that \(P\) is positive definite.

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Solution. With \(P = \begin {bmatrix} a & b\\ b & c\end {bmatrix}\), \(A^{\mathsf T}P + PA = \begin {bmatrix} -2a & 2a - 4b\\ 2a - 4b & 4b - 6c\end {bmatrix}\). Setting this equal to \(-I\): \(a = \frac 12\), \(2a - 4b = 0\) gives \(b = \frac 14\), and \(4b - 6c = -1\) gives \(c = \frac 13\). So \(P = \begin {bmatrix} 1/2 & 1/4\\ 1/4 & 1/3\end {bmatrix}\), with \(a > 0\) and \(\det P = \frac 16 - \frac 1{16} = \frac 5{48} > 0\): positive definite, as Theorem 11.3.1 requires since the eigenvalues \(-1\), \(-3\) are negative.

Problem 11.7.4. Decide whether \(x' = 2x - 2x^3 - 2xy^2\), \(y' = -2y\) is a gradient system. Show that replacing the second equation by \(y' = -2y - 2x^2y\) gives one, find its potential, and determine the stability of its equilibria.

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Solution. A gradient field has a symmetric Jacobian. Here \(\partial f_1/\partial y = -4xy\) while \(\partial f_2/\partial x = 0\), so the first system is not a gradient. With \(y' = -2y - 2x^2y\), \(\partial f_2/\partial x = -4xy\), and integrating \(-\Phi _x = f_1\) gives \(\Phi = -x^2 + \frac 12x^4 + x^2y^2 + h(y)\); then \(-\Phi _y = -2x^2y - h'(y) = -2y - 2x^2y\) gives \(h = y^2\). So \(\Phi = -x^2 + \frac 12x^4 + x^2y^2 + y^2\). The equilibria are \((0, 0)\), where \(D^2\Phi = \operatorname {diag}(-2, 2)\), a saddle of \(\Phi \) (unstable), and \((\pm 1, 0)\), where \(D^2\Phi = \operatorname {diag}(4, 4)\), strict minima (asymptotically stable).

Problem 11.7.5. Show that the Hamiltonian system with \(H = \frac 12p^2 + \frac 12q^2 - \frac 13q^3\) has a stable equilibrium at the origin and a saddle at \((1, 0)\), and describe the level set \(H = \frac 16\).

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Solution. \(q' = p\), \(p' = -q + q^2\), with equilibria \((0, 0)\) and \((1, 0)\). \(H\) has a strict minimum at the origin (\(H \approx \frac 12(p^2 + q^2)\)), which is therefore stable (Theorem 11.5.2(iv)). At \((1, 0)\) the Jacobian \(\begin {bmatrix} 0 & 1\\ 1 & 0\end {bmatrix}\) has eigenvalues \(\pm 1\), a saddle, with \(H(1, 0) = \frac 16\). The level set \(H = \frac 16\) contains the saddle and the two orbits that leave and return to it, a homoclinic loop enclosing the closed orbits around the origin; it is the boundary of the region of bounded oscillations.

Problem 11.7.6. Prove that a gradient system has no periodic orbits, and explain why the competition model of Section 10.4, although it has no periodic orbits, is not a gradient system.

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Solution. Along a non-constant orbit \(\Phi \) strictly decreases (Theorem 11.4.2(i)), so it cannot return to its starting value, which a periodic orbit would require. For the competition model, \(\partial f_1/\partial y = -2x\) and \(\partial f_2/\partial x = -y\), which are not equal, so the Jacobian is not symmetric and \(f\) is not a gradient. The absence of cycles there has a different cause: the system is competitive, and Dulac’s criterion of the next section rules out cycles.

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