lacunary - Mathnotes

We use $\dot{x}$ to represent the time derivative of $x,$ that is, $\dot{x} = dx/dt.$

Definition: First-order system (also: one-dimensional system) @first-order-system

A first-order system is a system of the form

$$ \dot{x} = f(x), $$

where $x = x(t)$ is a @real-valued function of time $t,$ and $f(x)$ is a smooth real-valued function of $x.$

We can interpret a @differential-equation of this form as a as a vector field. $f(x)$ tells us in which direction and at what magnitude we move at any point on the real line (where $f(x)$ is defined.) We can do this by plotting $\dot{x}$ vs $x.$

You can see that when $x$ is to the right of $0,$ the flow is to the right, and when $x$ is to the left of 0 the flow is to the left.

At some points, there is no flow.

Definition: fixed point (also: equilibrium) @fixed-point

A point at which the change in position of a system is $0$ is called a fixed point. We denote a fixed point at $x_p$ as $x^* = x_p.$

Definition: Stable @stable

A fixed point where nearby points flow towards it is said to be stable.

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Definition: Unstable @unstable

A fixed point where nearby points flow away from it is said to be unstable.

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Remark @remark-5

The convention, when drawing a dynamical system as a vector field is to draw filled in circles for stable fixed points and empty circles for unstable fixed points.

Definition: Phase point @phase-point

The starting point, $x_0,$ where we place a particle is called a phase point.

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Definition: Trajectory @trajectory

The function describing the path taken by a particle starting at a phase point is called a trajectory and represents a solution to a @differential-equation with @initial-conditions $x = x_0.$

Definition: Phase Portrait @phase-portrait

A drawing that shows the different trajectories taken from different phase points in a system is called a phase portrait.

We can also visualize trajectories by plotting $x(t)$ vs $t.$

Here's both views together.

Definition: Globally stable @globally-stable

A fixed point $x^*$ that is approached from any starting position on the real line (other than that at $x^*$ itself) is said to be globally stable.

Application: Population Growth

A very simple model of population growth is just exponential growth. You can model this as

$$ \dot{N} = r{N}, $$

where $r > 0.$ You can see by modeling this on the demo's above that population just goes to infinity with this. This is not realistic. A better model assumes there is a certain carrying capacity $K$, where if the population $N$ exceeds $K$, growth actually becomes negative. This is modeled using the logistic equation

$$ \dot{N} = rN(1 - \frac{N}{K}). $$

Linear Stability Analysis

While it's nice to have a visual intuition for whether a fixed point is stable or not, sometimes it's also nice to know analytically.

Theorem @linear-stability-analysis

Let $x^*$ be a fixed point of $\dot{x} = f(x).$ Then, if $f'(x) \neq 0,$ if $f'(x^*)$ is negative, then $x^*$ is a stable fixed point . If $f'(x^*)$ is positive, then $x^*$ is an unstable fixed point.

Remark @linear-stability-analysis-remark

This comes from letting $u(t) = x(t) - x^*$ be a small perturbation away from $x^*,$ differentiating it, writing its taylor series, then noticing that $f(x^*) = 0$ and terms greater than the linear term matter less than the linear term and writing

$$ \dot{u} = f'(x^*)u. $$

This is called the linearization about $x^*.$

It also only works if $f'(x) \neq 0.$ If that's not the case, the best bet is to fall back to graphical analysis or to solve explicitly if possible.

Definition: Half-stable @half-stable

A fixed point $x^*$ where $f'(x) = 0$ and the stability depends on which side of $x^*$ $x_0$ lies on is called half-stable. It is denoted with a half-filled circle.

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Existence and Uniqueness

Theorem @existence-and-uniqueness-of-ivp-solutions

Consider the @initial-value-problem

$$ \dot{x} = f(x), \quad x(0) = x_0. $$

Suppose that $f(x)$ and $f'(x)$ are continuous on an open interval $R$ of the $x$-axis, and suppose that $x_0$ is a point in $R.$ Then, the initial value problem has a solution $x(t)$ on some time interval $(- \tau, \tau)$ about $t = 0,$ and the solution is unique.