ECE6552 Problem Set 2 Solutions

Problem 2.27.1 solution:

For > 0, the system has three equilibriums: (0, 0), ( , 0) and ( , 0).
Taking the Jacobian:
 
f 0 1
= (1)
x 3x21 6x1 x2 1 3x21

Evaluating the Jacobian matrix at the equilibrium:

 
f 0 1
| = 1,2 = 1, . (2)
x (0,0) 1

Therefore (0, 0) is a saddle.

 
f 0 1
| = 1,2 = 1, 2. (3)
x ( ,0) 2 1 2

Therefore ( , 0) is a stable node. Similarly, ( , 0) is a stable node. For > 0,
there is a unique equilibrium at the origin. Thus:
 
f 0 1
| = 1,2 = 1, . (4)
x (0,0) 1

Therefore (0, 0) is a stable node. Thus, there is a supercritical pitchfork bifurcation

at = 0.

Problem 2.27.2 solution:

For all 6= 0, there is a unique equilibrium at the origin. For = 0, there are
two equilibrium at (a, a3 ) and (a, a3 ) where a8 = 0.5. It can be checked that
these two equilibrium points are saddles. By continuous dependence of the roots of
the polynomial equation on its parameters, we can see that there is a range of values
of around zero for which these two saddles will persist. We will limit our attention
to such values of and study local bifurcation at = 0. Taking the Jacobian:

3x21
 
f 1
= (5)
x (1 + 2 ) 3x21 6(x2 x1 )2 2 + 6(x2 x1 )2

Evaluating the Jacobian matrix at the equilibrium:

 
f 0 1
| = 1,2 = j. (6)
x (0,0) (1 + 2 ) 2

Hence, the origin is a stable focus when < 0 and unstable focus when > 0.
The phase portrait for different values of are shown in the figures below. For
< 0, there is a stable focus at the origin and an unstable limit cycle around the
origin. The size of the limit cycle shrinks as approaches zero. For < 0, there

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 Figure 1: For Problem 2.27.2

is an unstable focus at the origin and the limit cycle disappears. Hence, there is a
subcritical Hopf bifurcation at = 0.

Problem 2.27.6 solution:

The system has two equilibriums: (0, 0) and (, 0). Taking the Jacobian:
 
f 0 1
= (7)
x 2x1 2x2 1 2x1

Evaluating the Jacobian matrix at the equilibrium:

 
f 0 1
| = 1,2 = 1, . (8)
x (0,0) 1

Hence the origin is a stable node when < 0 and a saddle when > 0.
 
f 0 1
| = 1,2 = 1, . (9)
x (,0) ( + 1)

Hence the equilibrium (, 0) is a stable node when > 0 and a saddle when < 0.
Therefore there is a transcritical bifurcation at = 0.

Problem 4.2 solution:

Let f (x) = axp + g(x). Near the origin, the term axp is dominant. Hence,
sign(f (x)) = sign(axp ). Consider the case when a < 0 and p is odd. Let V (x) = 21 x2

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be a Lyapunov candidate function, then:

V = xx = x[axp + g(x)] axp+1 + k|x|p+2 . (10)

Near the origin, the term axp+1 is dominant. Hence V (x) is negative definite and
the origin is asymptotically stable. Consider now the case when a > 0 and p is
odd. In the neighborhood of the origin, sign(f (x)) = sign(x). Hence, any trajectory
starts near x = 0 will be always moving away from x = 0. This shows that the
origin is unstable. When p is even, a similar behavior will take place on one side of
the origin, namely, on the side x > 0 when a > 0 and x < 0 when a < 0. Thus, the
origin is unstable.

Problem 4.3.2 solution:

First note that the origin is a unique equilibrium of the system. Let V (x) =
1 2 2
2 1 + x2 ). It is continuously differentiable, V (x) 0 and V (x) = 0 if and only if
(x
x = 0. Hence V (x) is a valid Lyapunov candidate function. Then:

V = x1 x 1 + x2 x 2
= x1 x2 x21 (1 x21 x22 ) + x1 x2 x22 (1 x21 x22 )
= (x21 + x22 )(1 x21 x22 ) < 0 (11)

whenever x21 + x22 < 1. Thus, the origin is asymptotically stable. Is is not globally
asymptotically stable since V (x) is positive definite whenever x21 + x22 > 1.

Problem 4.3.3 solution:

Note that the system has an isolated equilibrium point at the origin and an
equilibrium set x21 = 1. Thus, any conclusion we are going to make will not be a
global one. Let V (x) = xT P x = p11 x21 + 2p12 x1 x2 + p22 x22 where P is a symmetric
positive definite matrix. Note that V (x) is continuously differentiable everywhere,
V (x) 0 and V (x) = 0 if and only if x = 0 everywhere except at the set x21 = 1.
Hence V (x) is a valid Lyapunov candidate function. Then:

V = 2p11 x1 x 1 + 2p12 x2 x 1 + 2p12 x1 x 2 + 2p22 x2 x 2

= 2p12 x21 + 2(p11 p12 p22 )x1 x2 2(p22 p12 )x22 + Higher Order Terms
(12)

Near the origin, the quadratic term dominates the higher order terms. Thus V
is negative definite near the origin if the quadratic term is negative definite. To
make the quadratic term negative definite, select p11 = 3, p12 = 1 and p22 = 2
which will make V (x) positive definite and V negative definite. Hence the origin is
asymptotically stable. Is is not globally asymptotically stable because the origin is
not a unique equilibrium point.

Problem 4.3.4 solution:

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 Note that the system has a unique equilibrium at the origin. Let V (x) = x21 + 12 x22 .
Note that V is radially unbounded, continuously differentiable, V 0 and V = 0 if
and only if x = 0. Hence V (x) is a valid Lyapunov candidate function. Then:

V = 2x1 x 1 + x2 x 2
= 2x21 2x1 x2 + 2x1 x2 x42 = 2x21 x42 < 0. (13)

Thus, the origin is globally asymptotically stable given that V is radially unbounded.

Problem 4.4 solution:

(a) Let V () = 12 (J1 12 + J2 22 + J3 32 ). Note that V () is continuously dif-
ferentiable, V () 0 and V () = 0 if and only if = 0. Hence V () is a valid
Lyapunov candidate function. Then:

V = J1 1 1 + J2 2 2 + J3 3 3
= (J2 J3 )1 2 3 + (J3 J1 )1 2 3 + (J1 J2 )1 2 3 = 0. (14)

Thus, the origin is stable. It is not asymptotically stable since V = 0 everywhere.

(b) Substituting u1 = k1 1 , u2 = k2 2 and u3 = k3 3 in dynamics to get
the closed loop systems equations:

J1 1 = (J2 J3 )2 3 k1 1
J2 2 = (J3 J1 )3 1 k2 2
J3 3 = (J1 J2 )1 2 k3 3 (15)

Now substituting these new dynamics in V () to get:

V = J1 1 1 + J2 2 2 + J3 3 3
= (J2 J3 )1 2 3 k1 12 + (J3 J1 )1 2 3 k2 22 + (J1 J2 )1 2 3 k3 32
k1 12 k2 22 k3 32 0, (16)
= 0 if and only if = 0. Hence, the origin is asymptotically stable.
where V ()
Since V () is radially unbounded, then the origin is globally asymptotically stable.

Problem 4.23.1 solution:

Let V (x) = xT P x. Note that V (x) is continuously differentiable,V (x) 0 and
V (x) = 0 if and only if x = 0. Hence, V (x) is a valid Lyapunov candidate function.
Then:

V = x T P x + xT P x (17)

Substituting the dynamics x = (A BR1 B T P )x:

V = xT (A BR1 B T P )T P x + xT P (A BR1 B T P )x
= xT [AT P P BR1 B T P ]x + xT [P A P BR1 B T P ]x
= xT [AT P + P A 2P BR1 B T P ]x, (18)

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 T
where we used the fact that P T = P and R1 = R1 . From the Riccati equation,
we have AT P + P A = Q + P BR1 B T P and hence:

V = xT [Q + P BR1 B T P ]x < 0 (19)

where we used the fact that Q > 0 and P BR1 B T P > 0. Since V (x) = xT P x is
radially unbounded, then the origin is globally asymptotically stable.

Problem 4.27 solution:

(a) Solving for the equilibrium points, we have:

x 1 = 0 x2 x3 + 1 = 0
x 2 = 0 x1 x3 x2 = 0 (20)
x 3 = 0 x23 (1 x3 ) = 0

From the third equation, x3 = 0 or x3 = 1. However, if x3 = 0, the second equation

cannot be made to equal zero, thus x3 = 1 which implies that x2 = 1. Then from
the second equation, we have x1 = 1. Therefore we have a unique equilibrium at
x = (1, 1, 1).
(b) Taking the Jacobian:

0 x3 x2
f
= x3 1 x1 (21)
x 2
0 0 2x3 3x3

Evaluating the Jacobian matrix at the equilibrium:

0 1 1
f 1 3
|(1,1,1) = 1 1 1
1,2,3 = 1 , j . (22)
x 2 2
0 0 1

Hence the equilibrium is asymptotically stable. The third state equation has an
equilibrium at x3 = 0. Assume that initially x3 (0) = 0, then x3 (t) = 0 t 0.
Therefore, from the first state equation, x 1 = 1 which implies that x1 (t) = t + x1 (0)
t 0. This implies x1 grows unboundedly and hence the equilibrium is not globally
asymptotically stable.