1 ODEs:

1.1 Expansion (linearization) around equilibrium

1. Assume that you are given an ODE of the following form:

d x (t) F1 (x (t) ; y (t))

= ,
dt y (t) F2 (x (t) ; y (t))

what does it mean for (x; y) to be an equilibrium pointof the ODE?

2. Is it possible for the ODE to have more than one equilibrium?

3. Given that (x; y) is an equilibrium of the ODE, can you show that, near equilibrium, the ODE is well described by something
along the lines of:
d x (t) x @x F1 (x; y) @y F1 (x; y) x (t) x
= .
dt y (t) y @x F2 (x; y) @y F2 (x; y) y (t) y

4. Explain why the above equation is equivalent to

d u (t) u (t)
=A ,
dt v (t) v (t)

for some appropriately chosen u (t), v (t) and 2 2 matrix A which will (in this case) be independent of time.

1.2 Introduction to pendulum

Now well try and apply this logic to the following description of a (massless) rigid pendulum of length L (in meters) with a
weight of mass m (in kilograms) attached to the end. Such a pendulum might obey a force-law of the following form:

G d
F = m sin 2mf .
L dt
In this description F is the angular force (in kilograms radians/second2 ), G is the gravitational constant (in meters/second2 ),
L is the pendulum length (in meters), the term G=L has a hidden angular unit, representing (radians/second2 ), is the angle
the pendulum makes with the downward-direction, and 2mf is a (positive) friction parameter with units of (kilograms/second).

1. Can you sketch a picture of the pendulum and explain why this force-law makes sense?
2. Can you represent the pendulum using and ! = d =dt:

d (t) ! (t)
= G .
dt ! (t) L sin (t) 2f ! (t)

3. Can you make a phase-plotof this system in the ; ! phase-plane, showing what the velocity vectors look like across the
phase plane?
4. Can you sketch some approximate solutions? What do you think will happen?

5. Can you show that = 0, ! = 0 is an equilibrium?

6. Can you show that, near this equilibrium, the ODE behaves like:

d (t) 0 +1 (t)
G .
dt ! (t) L 2f ! (t)

7. Lets pause for a moment; what are the units of each element in the matrix above? If you want to keep track of the units
carefully you may want to put a placeholder alongside the +1.

8. What does the phase plane of this linearized ODE look like? Is it similar to the original ODE? What dierences can you
describe? For which values of ; ! will these dierences be large?
1.3 Solving linear ODEs
1. Now lets assume that we have an ODE of the following form:
d u (t) u (t)
=A , for some 2 2 matrix A.
dt v (t) v (t)

Can you show that (0; 0) is an equilibrium of this ODE?

2. Now Assume that
1
A=
is an eigenvalue decomposition (i.e., diagonalization) of A. Can you show that the ODE is equivalent to:

d a (t) 1 a (t)
= ,
dt b (t) 2 b (t)

where 1 and 2 are the diagonal entries of , and

a (t) 1 u (t)
= .
b (t) v (t)

3. So, given the above ODE, you should be able to argue that the solution is:

a (t) = a (0) exp ( 1 t) , and b (t) = b (0) exp ( 2 t) .

Show that this is equivalent to the solution:

u (t) exp ( 1 t) 1 u (0)

= ,
v (t) exp ( 2 t) v (0)

or alternatively:
u (t) a (0) exp ( 1 t)
= .
v (t) b (0) exp ( 2 t)

1.4 Return to pendulum

Now lets return to the pendulum above. Can you solve for the behavior of the pendulum near equilibrium?

1. Hint 1: Can you show that, in this case, the eigenvalues of the A-matrix are given by:
p G
2
= f f2 2, where =
L

2. Hint 2: Now lets assume that f is 0. Can you show that the eigenvalues are

= i ,

with corresponding eigenvectors

1 1
=p .
1+ 2 i

3. If you kept track of units above (using, e.g., placeholders), you might be able to gure out what units are associated with
each of the various components of these terms.
4. Can you use the observations above to show that:

(t) exp (+i t) 1 (0)

= , where
! (t) exp ( i t) ! (0)
p
1 i 1+ 2
+1 +1 1 i 1
=p and =
1+ 2 +i i 2 i +1

5. Furthermore, can you show that

(t) 0 cos ( t) + !0 sin ( t)
= :
! (t) 0 sin t + ! 0 cos t

6. Do the units still make sense?

 7. Plot some trajectories of this solution (starting at various initial conditions) in a phase-planeinvolving and !. What
do these trajectories look like? How do they depend on ? When would you expect these trajectories to be accurate
representations of the original ODE?
8. Now lets go back and assume that f is small and positive. Can you show that the eigenvalues are now approximately:

i f + O f2 ,

with corresponding eigenvectors

1 1
p .
1+ 2 i +f

9. Can you use this observation to show that:

(t) exp (+i t) exp ( f t) 1 (0)

, where
! (t) exp ( i t) exp ( f t) ! (0)
p
1 i 1+ 2
+1 +1 1 i f 1
=p and =
1+ 2 +i f i f 2 i +f +1

10. Furthermore, can you show that

" f !0
#
(t) 0 cos ( t) + 0sin ( t) + sin ( t)
exp ( f t) h i .
! (t) f !0
f 0 cos ( t) + 0 sin ( t) + sin ( t) + [ 0 sin t + f 0 cos t + ! 0 cos t]

11. Do the units still make sense?

12. Can you plot some of these trajectories in a ,! phase-plane? What do these trajectories look like as and f vary?
When would you expect these trajectories to be accurate representations of the original ODE? Can you describe what is
happening in physical terms? What would happen if f were to be negative? In what scenario could a negative f possibly
make physical sense?
13. If you are truly industrious you might be able to tackle the generalcase, where f is large perhaps even comparable to
in magnitude. What do you think these solutions will look like? Does something special happen when f becomes greater
than ? Can you think of any issues associated with this general solution when f is large (i.e., does the linearized ODE
still make sense)?

1.5 Other examples

1. Now lets put the pendulum aside and consider some other (slightly more general) examples. Lets start with the A below:

d u (t) u (t) u (t)

=A = .
dt v (t) v (t) v (t)
2 2
(a) Show that, when > and is small, the eigenvalues of this matrix are given by 1 + = and 2 = ,
where = .
p p
(b) Show that the corresponding eigenvectors are = [ ; ]= 2 + 2 and =[ ; ]= 2 + 2.
1 2
(c) Point out that these eigendirections are orthonormal, and thus =[ 1; 2] is simply a rotation by = arctan ( = )
degrees. What is 1
= | ?.
(d) Thus, explain that A is just a dilation dened with respect to an orthonormal basis oriented at angle .
(e) Explain how to map the trajectories of the ODE above onto the trajectories of the ode

d 2
r (t) + = 0 r (t)
= 2 .
dt s (t) 0 = s (t)

2. Now lets consider a second example. Consider the A below:

2
d u (t) u (t) u (t)
=A = 2 .
dt v (t) v (t) v (t)

(a) Show that, when ; > 0 the eigenvalues of this matrix are given by 1 = +i and
= i : 2
p p
2 2 2
(b) Show that the corresponding eigenvectors are 1 = [ ; i ] = + and 2 = [ ;i ]= + 2.
 (c) Point out that these eigendirections are orthogonal when = , but that in general
p
2
1 1 + 2 i
=p and =
2
+ 2 i i 2i a i

(d) Thus, show that in general the solution is given by something like:

u (t) e t exp (i t) i u (0)

=
v (t) 2i a i i exp ( i t) i v (0)
t cos t sin t u (0)
= e .
sin t cos t v (0)

(e) Can you sketch out some trajectories when > 0? What about when < 0? What do the trajectories look like when
= ? What about when = 1 or 1? If you set = 0 the trajectories will be ellipses. What are the major
and minor axes of these ellipses?

3. Now lets consider the unitary transformation

cos sin
R = , i.e., rotation by , such that R 1
= R| = R .
sin cos

along with the rotatedODE:

d u (t) u (t)
= R AR
dt v (t) v (t)

(a) Can you argue directly that the solutions of this rotated ODE are simply rotated versions of the solutions to the
original ODE (i.e., the ODE with only A instead of R AR ).
(b) Can you show that the eigenvectors of R AR are simply given by R , and that the inverse of this eigenvector
1
matrix is simply R ? You could use this to conrm your statement above.

4. Now, taking a step back from these examples, could you explain why the equilibrium (0; 0) is stablewhen the real part
of both eigenvalues 1 and 2 is less than 0? Can you explain why the equilibrium is unstablewhen the real part of both
eigenvalues 1 and 2 is greater than 0? What happens when, say, one eigenvalue has negative real-part, but the other has
positive real-part? Can you give an illustration of such an example?

1.6 General intuition

1. Can you use your discussion above to describe how an equilibrium of a generic ODE might behave? (e.g., assume that you
are close to an equilibrium of the ODE described in question 1).

2. Can you give an example of an ODE with some stable equilibria, as well as some unstable equilibria?
3. Now of course not every trajectory for every ODE converges to an equilibrium! Can you give an example of an ODE where
some of the trajectories converge to stableorbits? (e.g., modify y0 = x, x0 = y).
4. Can you give an example of an ODE where there are unstableorbits? What could such a thing mean? You might consider
the example ODEow_1.m.