Question 1

a)
x =k 1 axk 2 x 2

A fixed (or stationary) point is a point at which x =0 . This system has two fixed
points at

x =0 and x=k a / k
1

Graphically (fig 1) it can be demonstrated that x =0 is an unstable fixed point and that
x =k 1 a / k 2 is stable

From a chemist's point of view x =0 is a state in which there is no reaction due to

there being no chemical X present to react with molecule A.
Point x =k 1 a / k 2 is the stable reaction where the system is in equilibrium with 2X
being created at the same rate as it degrades into X and A. The system will tend to this
point.
Perhaps it should be noted that the x is only defined for x0 . This would imply a
negative amount of chemical X, meaningless from the chemist's point of view,
b)
Figure 2 shows how x tends to x =k 1 a / k 2 given various initial conditions, unless the
initial value is zero. Notice that below x =k 1 a / k 2 the curve is a logistic curve, whereas
above this the curve that of exponential decay.

5
4 .5
4
3 .5

3
2 .5
2
1 .5
1
0 .5
0

1 0

2 0

3 0

4 0

5 0
t

6 0

7 0

8 0

9 0

1 0 0

Figure 2

c)
Adding a third reaction to the system:
A X k 1= 2X

A X k 2= 2X

k
B X 3 =C

By the Law of Mass Action the reaction is now:

2
x
= k 1 ax k 2 x k 3 bx
2
x
= k 1 a k 3 b xk 2 x

So if written in the form

x =c1 xc 2 x 2

c 1=k 1 ak 3 b

Figure 1

c 2=k 2

d)
This chemical system has fixed points at

x =0 and

. x = k 1 ak 3 b/k 2 or

x =c 1 / k 2 . If k 3 bk 1 a then c 1 is negative, pointing to a mathematical fixed point below

zero (although clearly not relevant to the physical system), as indicated in (fig 3).
dx

Also consider the derivative of x at zero. dx = k 1 ak 3 b2k 2 x This is clearly negative at

, indicating a stable point.

To the chemist this is indicating an experiment where all of chemical X is used up to

create chemical B, leading to the stable point of O.

x = k 1 ak 3 b/k 2
Figure 3

Question 2
a)
The system

x = xhy
y = x y

In matrix from the system is

x = 1 h
y
1 1

x
y

Clearly the system has a fixed point at (0,0).

Next consider the matrix

1 h
1 1

and the trace and determinant

T =2

=h1

Using these facts it is possible to determine the nature of the fixed points (Fig 4)

Figure 4

If is negative (0,0) will be a saddle, if h is zero there will be a non isolated fixed point,
that is a point on a manifold line of fixed points.
However if (0,0) is not a saddle point it will be a stable point as the trace is independent of
h.
The red line on the graph (fig 4) denotes the points at which T 2=4 , in this case
when h =0 . If is greater than one ,(0,0) will be a spiral node, otherwise it will be a stable
sink node. Should h exactly equal one, the fixed point will be a star node.
Given that the trace cannot equal zero there is no possibility that the node is a
centre of a fixed orbit.

To summarise (Chart 1)
h

h1

h=1

1h0

h=0

Node Saddle Point Non isolated fixed point Stable Node Stable Star

h0

Stable Spiral
Chart 1

b)
Taking the system

x = yhx x 2 y 2
2
2
y = xhy x y ?
( a ) If h is set to h=0 then the system becomes decoupled. It is clear from
inspection that there exists a fixed point at the origin (0,0)

xy = 10 10 xy
This matrix has a determinant of -1 so the point will be a saddle point. As the matrix
0
1
is diagonalised it is simple to see the eigenvectors and values are 1 1 and -1 0 ,
essentially showing that the x-axis is a stable manifold, and that the y-axis is unstable.
( b ) Setting:
r 2=x 2 y 2

Differentiating with respect to t gives:

2r

dr
=2 x x2 y y
dt

and then substituting the equations for x and y ;

2r

dr
=2x yhx x 2 y 2 2y hx x 2 y 2 x
dt

which then rearranges to give:

2r r =2xy2yx2h x 2 y 2 x 2 y 2 =2hr 4
dr
3
=hr
dt

( c ) By separation of variables
dr
=hr 3
dt

r 3 dr

1 dt

2r 2 = tc

r=

1
2t K

Where c and K are unknown constants of integration.

lim r=0
t

As t the denominator will also tend towards infinity, regardless of the magnitude
of K, therefore r will tend to 0. Given that the radius of trajectories is decreasing to zero,
this would suggest that (0,0) is now a stable spiral.
c)
Consider the system
dx
= y 2 1
dt
dy
=x 3 y
dt

This system has the nullclines;

y=1

y=x 3

Which intersect at the fixed points;

1 , 1

1 ,1

Graphically:

Figure 5

To analyse the nature of these fixed points the system is linearised about the saddle
points, generating the Jacobian matrix:

2 x
x t
2 y
x t

2 x
y t
2 y
y t

0 2y
2
3x 1

and corresponding determinant and trace;

= 6x2 y
T = 1
At point ( -1, -1)
=6
T =1

Both the determinant and trace are positive, and T 24 = 23 0 . This is evidence
that (-1 , -1) is a stable spiral. To determine the nature of this spiral it is necessary to
consider some trial points
Point

dx
= y 21
dt
dy
3
=x y
dt

( -1 ,-0.9 )

( -1, -1.1 )

(- 0.9 , -1)

(-1.1 , -1)

-0.19

0.21

-0.1

0.1

0.271

0.331

Sketching these points (Fig 6) and the associated changes in x and y shows that this in
an anti clockwise sink spiral.

Figure 6

Whereas at point (1,1) , the determinant is -6, which is evidence of a saddle node.
Recall the Jacobian matrix, at (1,1):
7

J = 0 2
3 1

J has eigenvectors and respective eigenvalues

11 , 2 and 23 , -3 which

correspond to the manifolds of the saddle node. Given that the first eigenvalue is positive
1
1 is the unstable manifold.

A sketch of the phase portrait (Fig 7);

Figure 7

Closed orbits
To exclude the possibility of closed orbits, by Dulac's criterion it is sufficient to find a
continuous and differentiable Lyapunov function G x , y such that

dx

dy
G

G
x
dt
y
dt

is consistently positive or consistently negative x , y

Such a function would be the positive constant C 2 which is clearly continuous and
differentiable.

2 dx
2 dy
2
2
2
C

C
=C 0C 1=C
x
dt
y
dt

This is clearly negative, for all values of x and y, therefore there are no closed orbits in
this system.

Question 3
a)
a chaotic dynamical system
A chaotic dynamical system is a system in which relatively minor differences is the
initial conditions of a system lead to vastly different behaviour of the system. The system is
thus hard to predict over a long period of time. ( True: a computerised system can perform
several iterations very fast, but there is no way to predict the outcome without running
every iteration , equally by its nature a chaotic system is very susceptible to computational
rounding errors).
However a chaotic system should not be confused with a random system (although
it may appear so). These systems are deterministic, in that if the initial conditions and
nature of the system is known then it is possible to know the system at any time t. Crucially
if an experiment with a chaotic system was repeated with exactly the same initial
conditions it would reach the same state.
A classical example of a chaotic system that was studied by Poincar is the three
mass problem. Illustrated (Fig 8) a diagram by DM Harrison of Toronto University1

Figure 8
Figure 8

This shows the motion of a planet, being affected by the gravity of two similar suns,
following standard Newtonian physics. If this simulation does have a periodic path, it could
not be predicted how long it is. These two simulations differ only in the initial position of the
orbiting plant, but are markedly different.
b)

Chaos can never occur in the phase plane

A phase plane is a system in which only two dimensions are considered, such as
the problems considered earlier in this piece of the form:

xy = ac bd xy
1 DM Harrison , Physics Flash Animations , University of Toronto

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Initially it is tempting to cite the diagram above (Fig8) as a counter example of a

chaotic system in 2 dimensions. This is a fallacy, the three mass problem also accounts for
the velocity vectors of the planet changing through gravitational acceleration, so it is not
two-dimensional.
The trajectories of the planets cross, impossible in a two-dimensional system, as
this would imply the existence of a point A at which x , y will have two separate
directions(Fig 9).

Figure 9

Due to this the Poincar-Bendixson theorem states that as trajectories cannot

cross, in any phase plane region that a trajectory enters but does not leave, then it must
either tend to a fixed point or a closed orbit, as in such a system trajectories can be
predicted to tend towards an orbit or a fixed point, is not chaotic.
However Sprott,CJ2 gives the example of two dimensional systems that have a
discontinuity in them

2 Sprott, J.C (2010) Elegant Chaos . Singapore : World Scientific pp 109 - 115
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Bibliography
Arrowsmith, D.K. & Place, C.M. (1992) Dynamical Systems. London: Chapman and Hall
Glendinning, P. (1994) Stability, Instability and Chaos. Cambridge: Cambridge University
Press
Harrison, D.M.(2011) Flash Animations for Physics Available at:
http://www.upscale.utoronto.ca/GeneralInterest/Harrison/Flash/#chaos
Accessed 13/03/2012
Perko, L (1991) Differential Equations and Dynamical Systems (2nd ed). New York;
Springer
Sprott, J.C (2010) Elegant Chaos . Singapore : World Scientific

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Appendix
%%%% Code to see how the chemical system in Q1 tends to a fixed point
k1a = 0.5;
k2 =0.25;
for X0 = 0:0.1:5
x(1) = X0;
t(1) = 0;
for j = 2:1:100
t(j) = t(j-1) + 0.1
x(j) = x(j-1) + 0.1*(k1a*(x(j-1)) - k2*(x(j-1))^2)
end
hold on
plot(x,'r')
end

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