E209A: Analysis and Control of Nonlinear Systems

Problem Set 3 Solutions

Michael Vitus
Stanford University
Winter 2007
Problem 1: Planar phase portraits.
Part a
Figure 1: Problem 1a
This phase portrait is correct. Consider the closed contour shown in Figure 2. For the contour, which is
positively oriented in the counter-clockwise direction, we nd that
I
f
(D) =
1
2
_
J
d
f
(x) = 1 (1)
The only equilibrium point in D is an unstable node. Therefore,

I
f
(x
i
) = 1 (2)
which is consistent with the equation (1).
Figure 2: Problem 1a - contour
1
Figure 3: Problem 1b
Figure 4: Problem 1b - contour
Part b
This phase portrait is impossible. Consider the closed contour shown in Figure 4.
For the contour, which is positively oriented in the counter-clockwise direction, we nd that
I
f
(D) =
1
2
_
J
d
f
(x) = 1 (3)
Inside the contour, there are two equilibria, which are both foci. Therefore,

I
f
(x
i
) = 2 (4)
which is inconsistent with equation (3). Figure 5 shows the correct phase portrait in which the right middle
arrow has been reversed.
Figure 5: Problem 1b - xed
Part c
This phase portrait is impossible. Consider the closed contour shown in Figure 7. For the contour, which is
positively oriented in the counter-clockwise direction, we nd that
I
f
(D) =
1
2
_
J
d
f
(x) = 1 (5)
Inside the contour, there are 8 equilibria of which 4 are saddles. Therefore,

I
f
(x
i
) = 0 (6)
2
Figure 6: Problem 1c
Figure 7: Problem 1c - contour
which is inconsistent with Eqn. (5). To correct the phase portrait, we need to add an equilibrium point
inside the middle circle. This equilibrium can be either an unstable/stable node, unstable/stable focus or a
center.
Problem 2
The governing equations are
x
1
= x
2
x
2
= x
1
+ x
2
_
1 x
2
1
2x
2
2
_
(7)
The equilibrium of the system is (0, 0). To analyze the system, lets dene the function
V (x) =
1
2
_
x
2
1
+ x
2
2
_
(8)
which is proportional to the squared distance from a point (x
1
, x
2
) to the origin. Now we take the derivative
of V (x) w.r.t. time along the systems trajectory

V (x) = x
1
x
1
+ x
2
x
2
= x
1
x
2
+ x
1
_
x
1
+ x
2
_
1 x
2
1
2x
2
2
_

V (x) = x
2
2
_
1 x
2
1
2x
2
2
_
(9)
The purpose of

V (x) is to show how the systems trajectories are evolving w.r.t. the contours of V (x). If

V (x) < 0 then the trajectories of the system are moving closer to (0, 0). If

V (x) > 0 then the trajectories
of the system are moving away from (0, 0).
Lets dene a region such that
1
2
x
2
1
+ x
2
2
1 (10)
3
Lets rst analyze the outer boundary in which x
2
1
+ x
2
2
= 1, plugging this into Eqn. (9) and simplifying we
obtain
V (x) = x
4
2
0 (11)
which shows that trajectories either enter or orbit the region.
Now lets analyze the inner boundary in which x
2
1
+ x
2
2
=
1
2
, plugging this into Eqn. (9) and simplifying we
obtain
V (x) = x
2
1
x
2
2
0 (12)
which shows that trajectories either enter or orbit the region.
Therefore we have shown that the annulus is invariant. By Poincare-Bendixsons theorem, there must be
either a closed orbit or an equilibrium point inside, but the only equilibrium point is at (0, 0) which is outside
the annulus. Therefore, the annulus must contain a closed orbit.
Problem 3
Part (i)
The governing equations are
x
1
= x
1
+ x
2
x
2
= g (x
1
) + ax
2
, where a is a constant, a = 1
(13)
Applying Bendixsons theorem,
div(f) =
f
1
x
1
+
f
2
x
2
= 1 + a (14)
which is neither zero nor changes sign in all of
2
so there are no closed orbits or limit cycles.
Part (ii)
The governing equations are
x
1
= x
1
x
2
x
2
= x
2
(15)
Solving for the equiibria results in the x
1
-axis being an equilibrium set. We know that a closed orbit cannot
cross the x
1
-axis, therefore it must be either be in the upper or lower halves of the plane. Since there are no
equilibrium points other than the x
1
-axis, we can conclude that there are no closed orbits as a result from
index theory that a closed orbit must enclose an equilibrium point.
Problem 4
The governing equation is
x + x(1 x) + 2 x = 0 (16)
Letting x
1
= x and x
2
= x results in
x
1
= x
2
x
2
= x
1
(1 x
1
) 2x
2
(17)
4
Part (a)
Solving for the equilibria yields (0, 0) and (1, 0). To determine the stability of the equilibrium points, we will
need to linearize the state model about them. The Jacobian is:
Df =
_
0 1
2x
1
1 2
_
(18)
Substituting in for the equilibrium point at (0, 0):
Df|
(0,0)
=
_
0 1
1 2
_
(19)
The eigenvalues of Eqn. 19 are = 1, 1 which is a stable node.
Substituting in for the equilibrium point at (1, 0) yields
Df|
(1,0)
=
_
0 1
1 2
_
(20)
The eigenvalues of Eqn. 20 are = 1

2 which is a saddle.
Part (b)
For this part of the problem we need to show that the region in Figure 8 is positively invariant.
Figure 8: Problem 4 - Invariant Region
On x
2
= 0, the governing equations are
x
1
= 0
x
2
= x
1
(1 x
1
)
(21)
for x
1
[0, 1], x
2
0.
On x
1
= 1, the governing equations are
x
1
= x
2
x
2
= 2x
2
(22)
for x
2
[0, 1], x
1
0 and x
2
0.
5
On x
2
= x
1
, the inward pointing normal on this line with respect to K is [1 1]
T
. Therefore, the
magnitude of f along the vector [1 1]
T
is
[1 1]
_
x
2
x
1
(1 x
1
) 2x
2
_
= x
2
x
1
(1 x
1
) 2x
2
= x
2
1
(23)
for x
2
= x
1
, x
2
1
0. Since the magnitude is greater than zero, we know that the trajectories are
pointing in toward K along the line x
2
= x
1
.
Therefore, the region K is positively invariant.
Part (c)
By Poincare-Bendixson, all trajectories inside K converge to either a closed orbit or an equilibrium point.
There are no closed orbits in K since x
1
< 0 in K, or by index theory - if there were a closed orbit it
would surround an equilibrium point and there are no equilibrium points in the interior of K. Therefore, all
trajectories not at (1, 0) converge to (0, 0).
Problem 5
Model 1
The governing equations of the system are
x = ax bxy
y = dy + cxy
(24)
The equilibria of the system are: (0, 0) and
_
d
c
,
a
b
_
. To determine the stability of the equilibrium points, we
will need to linearize the state model about them. The Jacobian is:
Df =
_
a by bx
cy d + cx
_
(25)
For (0, 0):
Df|
(0,0)
=
_
a 0
0 d
_
(26)
which has eigenvalues of = a, d and therefore is a saddle point.
For
_
d
c
,
a
b
_
:
Df|
(
d
c
,
a
b
)
=
_
0
db
c
ac
b
0
_
(27)
which has eigenvalues of =

adj. By the Hartman-Grobman theorem, we cant trust the linearization

since the eigenvalues are on the j-axis.
As you will see from the simulation, Figure 9, the equilibrium point at
_
d
c
,
a
b
_
is indeed a center. The intuition
behind this is that any perturbations from steady state will cause cyclic variations. Consider when sardines
are low and sharks are high, the sharks will start to die o because their food source is low. Since the sharks
are dying o, the sardines will start to increase in population because there are less predators around. With
a large sardine population and low shark population, the sharks will ourish and increase in number which
in turn decreases the sardine population. Now this cyclic trend will repeat.
6
Figure 9: Problem 5 - Model 1
7
Model 2
The governing equations of the system are
x = (a by x)x
y = (d + cx y)y
(28)
The equilibrium points of the system are:
(0, 0)
_
a

, 0
_
_
bd+a
bc+
,
acd
bc+
_
(29)
To determine the stability of the equilibrium points, we will need to linearize the state model about them.
The Jacobian is:
Df =
_
a by 2x bx
cy d + cx 2y
_
(30)
For (0, 0):
Df =
_
a 0
0 d
_
(31)
which has eigenvalues of = a, d and therefore is a saddle point.
For
_
a

, 0
_
:
Df =
_
a
ba

0 d +
ca

_
(32)
which has eigenvalues of = a,
ac

d. If ac > d then it is a saddle. If ac d then it is a stable node.

For
_
bd+a
bc+
,
acd
bc+
_
:
If ac < d, then the equilibrium point will be negative which cant happen.
If ac d, then the linearization is:
Df
(xe,ye)
=
_
a by
e
2x
e
bx
e
cy
e
d + cx
e
2y
e
_
(33)
Plugging in (x
e
, y
e
) =
_
bd+a
bc+
,
acd
bc+
_
and simplifying the expression we obtain:
Df
(xe,ye)
=
_
x
e
bx
e
cy
e
y
e
_
(34)
The characteristic equation is:
(s + x
e
) (s + y
e
) + bcx
e
y
e
= 0 (35)
which simplies to
s
2
+ (x
e
+ y
e
) s + ( + bc) x
e
y
e
= 0 (36)
Dening
= x
e
+ y
e
= ( + bc) x
e
y
e
(37)
Since x
e
> 0, y
e
> 0, and , , b > 0,
> 0 > 0 (38)
Therefore, the equilibrium will always be stable, and if

2
4 > 0 stable node

2
4 < 0 stable focus

2
4 = 0 improper stable node
(39)
8
Figure 10 depicts an example solution. The plot depicts that there always exists a stable population of
sharks and sardines. No matter what the initial populations are, they always reach the stable equilibrium.
Figure 10: Problem 5 - Model 2
Problem 6
The governing equations are
x
1
= a x
1

4x1x2
1+x
2
1
x
2
= bx
1
_
1
x2
1+x
2
1
_
(40)
Part (a)
Solve for the equilibrium points.
a x
1

4x
1
x
2
1 + x
2
1
= 0 (41)
bx
1
_
1
x
2
1 + x
2
1
_
= 0 (42)
from Eqn. (42), x
1
= 0 or
x2
1+x
2
1
= 1.
If x
1
= 0, then from Eqn. (41) a = 0 which is a contradiction.
If
x2
1+x
2
1
= 1, then from Eqn. (41) a x
1
4x
1
= 0 which yields x
1
=
a
5
.
Therefore there is a unique equilibrium at
_
a
5
, 1 +
_
a
5
_
2
_
(43)
To determine the stability of the equilibrium points, we will need to linearize the state model about them.
The Jacobian is:
Df =
_

_
1
4x2
1+x
2
1
+
8x
2
1
x2
(1+x
2
1
)
2
4x1
1+x
2
1
b
_
1
x2
1+x
2
1
_
+
2bx
2
1
x2
(1+x
2
1
)
2
bx1
1+x
2
1
_

_ (44)
9
simplifying yields,
Df =
1
1 + x
2
1
_
5 + 3x
2
1
4x
1
2bx
2
1
bx
1
_
(45)
Evaluating the jacobian at
_
a
5
, 1 +
_
a
5
_
2
_
is
Df =
1
1 +
_
a
5
_
2
_
5 + 3
_
a
5
_
2
4
a
5
2b
_
a
5
_
2
b
a
5
_
(46)
The characteristic equation of Eqn. 46 is
s
2
+
_
5 3
_
a
5
_
2
+ b
a
5
_
s + 5b
a
5
_
1 +
_
a
5
_
2
_
= 0 (47)
This if we can choose a value for b such that
_
5 3
_
a
5
_
2
+ b
a
5
_
< 0 then the equilibrium point is unstable.
Solving for this value of b yields,
b < 3
a
5

25
a
(48)
Part (b)
Now we need to show the invariance of the region M =
_
(x
1
, x
2
) |x
1
0, x
2
0, x
1
a, x
2
1 + a
2
_
.
For x
1
= 0, x
1
= a > 0
For x
2
= 0, x
2
= bx
1
> 0 if x
1
> 0 and at (0, 0), x
1
> 0
For x
1
= a, x
1
< 0 for x
2
> 0 and at (a, 0), x
2
> 0
For x
2
= 1 + a
2
, x
2
< 0 if 0 < x
1
< a
Therefore the region M is invariant.
Since M is a closed and bounded region, and for b < 3
a
5

25
a
contains only one unstable equilibrium point
there must be a closed orbit inside M by the Poincare-Bendixson theorem.
Problem 7
Part (a)
The governing equations are
x
1
= (x
2
x
1
)
x
2
= (1 + x
3
)x
1
x
2
x
3
= x
1
x
2
bx
3
(49)
where , , and b are positive constants.
To solve for the equilibrium points, rst set x
1
= 0 which yields x
1
= x
2
. Plugging that into x
2
= 0,
yields x
3
= . Finally, plugging that into x
3
= 0 gives x
1
= x
2
=

b. Also, by inspection (0, 0, 0) is an

equilibrium point. Therefore the three equilibrium points are:
(0, 0, 0) (

b,

b, ) (

b,

b, ) (50)
10
To determine the stability of the equilibrium points, we will need to linearize the state model about them.
The Jacobian is
Df =
_
_
0
1 + x
3
1 x
1
x
2
x
1
b
_
_
(51)
For (0, 0, 0):
Df|
(0,0,0)
=
_
_
0
1 + 1 0
0 0 b
_
_
(52)
The characteristic equation of Eqn. 52 is:
s
3
+ (b + + 1) s
2
+ ( b + b) s b = 0 (53)
Since the constant coecient is negative we can conclude that the equilibrium point at (0, 0, 0) is always
unstable, which comes from the necessary condition for Routh stability.
For (

b,

b, ):
Df|
(

b,

b,)
=
_

_
s + 0
1 s + 1

b s + b
_

_
(54)
The characteristic equation of Eqn. 54 is:
s
3
+ (b + + 1) s
2
+ (b + b + b) s + 2 b = 0 (55)
To determine the stability we can construct the Routh array.
1 b( + + 1)
b + + 1 2b
(b + + 1)(b + b + b) 2b
b + + 1
2b
(56)
In order for the system to be stable, all of the coecients in the rst column have to be positive. Considering
the third coecient from the top:
(b + + 1)(b + b + b) 2b
b + + 1
> 0 (57)
After Simplifying:
(b + 1 ) +
2
+ (2 + b) + (b + 1) > 0 (58)
Now factor the terms:
(b + 1 ) + ( + 1)( + b + 1) > 0 (59)
Finally, solving for :
>
( + 1)( + b + 1)
( b 1)
(60)
Also, since we know that is positive, ( b 1) > 0 which simplies to
> b + 1 (61)
11
Figure 11: Problem 7
Part (b)
Figure 11 shows the projection on the (x
1
, x
2
) plane of a trajectory of the Lorentz equations with = 10,
= 24, and b = 2 with initial condition of (5, 5, 5).
Part (c)
Dierentiating the function V (x
1
, x
2
, x
3
) =
1
2
_
x
2
1
+ x
2
2
+ (x
3
a)
2
_
:

V = x
1
x
1
+ x
2
x
2
+ (x
3
a) x
3
(62)
Now plugging in the state equations and simplifying gives us:

V = x
2
1
x
2
2
bx
3
(x
3
a) (63)
From this point there are two ways to solve it.
Method 1
In this method, we will try to show that

V V + (64)
where and are positive constants. Completing the square for x
3
in Eqn. (63) results in:

V =
_
x
2
1
+ x
2
2
+
b
2
_
x
2
3
2ax
3
+ a
2
_
+
1
2
bx
2
3

1
2
ba
2
_

V =
_
x
2
1
+ x
2
2
+
b
2
(x
3
a)
2
+
1
2
bx
2
3
_
+
1
2
ba
2
(65)
Since we are trying to bound

V we can drop the
1
2
bx
2
3
since it will always be positive and will only make

V
smaller, therefore Eqn. 65 becomes:

V
_
x
2
1
+ x
2
2
+
b
2
(x
3
a)
2
_
+
1
2
ba
2
(66)
12
From this we can easily verify that
=
1
2
ba
2
(67)
In order to determine , we need to compare the coecients in Eqn. 66 and V (x). Through this comparison
we nd that
= min(2, 2, b) (68)
Since Eqn. 64 holds, we can then nd the region in which

V is always less than zero.
V + < 0
V >

(69)
Therefore,

V < 0 when V >

.
No trajectory can leave the region given by V

and any trajectory starting outside of this region

must either enter it or asymptotically approach its boundary.
Method 2
This method is more of a geometric argument. By completing the square for x
3
in Eqn. 63 we obtain,

V =
_
x
2
1
+ x
2
2
+ b
_
x
3

a
2
_
2
_
+
1
4
ba
2
(70)
Realizing that the right hand side of Eqn. 70 represents an ellipse in which we will now consider the region
bounded by:
x
2
1
+ x
2
2
+ b
_
x
3

a
2
_
2
=
1
4
ba
2
(71)
which is an ellipse center at
_
0, 0,
a
2
_
. On this surface,

V = 0.
Outside the region, x
2
1
+ x
2
2
+ b
_
x
3

a
2
_
2
>
1
4
ba
2
, we can show that

V < 0.
Therefore, we can conclude that all trajectories are bounded within the region:
x
2
1
+ x
2
2
+ b
_
x
3

a
2
_
2

1
4
ba
2
(72)
13