Math Problem Statement

Given the autonomous system

dx

dt

= x,

dy

dt

= x

2 + y,

a.

find the critical points.

b.

solve the phase plane equation and classify the critical points, analyzing trajectories of the system.

c.

find the general solution to the system and determine its stability, analyzing integral curves of the

system.

Solution

Let's analyze the given autonomous system of differential equations:

dxdt=x,\frac{dx}{dt} = x, dydt=x2+y.\frac{dy}{dt} = x^2 + y.

Part (a): Find the Critical Points

Critical points occur where both dxdt=0\frac{dx}{dt} = 0 and dydt=0\frac{dy}{dt} = 0.

  1. For dxdt=0\frac{dx}{dt} = 0:

x=0.x = 0.

  1. For dydt=0\frac{dy}{dt} = 0:

x2+y=0.x^2 + y = 0.

Substituting x=0x = 0 into x2+y=0x^2 + y = 0:

0+y=0    y=0.0 + y = 0 \implies y = 0.

So, the only critical point is at (0,0)(0,0).

Part (b): Solve the Phase Plane Equation and Classify the Critical Points

To classify the critical points, we linearize the system around the critical point (0,0)(0,0).

  1. Write the system as a vector function:

F(x,y)=(xx2+y).\mathbf{F}(x, y) = \begin{pmatrix} x \\ x^2 + y \end{pmatrix}.

  1. Compute the Jacobian matrix JJ at the critical point (0,0)(0,0):

J=(fxfygxgy)=(102x1).J = \begin{pmatrix} \frac{\partial f}{\partial x} & \frac{\partial f}{\partial y} \\ \frac{\partial g}{\partial x} & \frac{\partial g}{\partial y} \end{pmatrix} = \begin{pmatrix} 1 & 0 \\ 2x & 1 \end{pmatrix}.

Evaluating at (0,0)(0,0):

J(0,0)=(1001).J(0,0) = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}.

  1. The eigenvalues of J(0,0)J(0,0) are the solutions to det(JλI)=0\det(J - \lambda I) = 0:

det(1λ001λ)=(1λ)2=0.\det \begin{pmatrix} 1 - \lambda & 0 \\ 0 & 1 - \lambda \end{pmatrix} = (1 - \lambda)^2 = 0.

Thus, λ1=1\lambda_1 = 1 and λ2=1\lambda_2 = 1.

Since both eigenvalues are positive, the critical point (0,0)(0,0) is an unstable node.

Part (c): Find the General Solution to the System and Determine its Stability

To find the general solution, solve the individual differential equations.

  1. For dxdt=x\frac{dx}{dt} = x:

dxx=dt    1xdx=1dt    lnx=t+C1    x=C2et,\frac{dx}{x} = dt \implies \int \frac{1}{x} \, dx = \int 1 \, dt \implies \ln|x| = t + C_1 \implies x = C_2 e^t,

where C2=eC1C_2 = e^{C_1} is a constant.

  1. Substitute x=C2etx = C_2 e^t into dydt=x2+y\frac{dy}{dt} = x^2 + y:

dydt=(C2et)2+y    dydty=C22e2t.\frac{dy}{dt} = (C_2 e^t)^2 + y \implies \frac{dy}{dt} - y = C_2^2 e^{2t}.

This is a first-order linear non-homogeneous differential equation. The integrating factor μ(t)\mu(t) is:

μ(t)=e1dt=et.\mu(t) = e^{-\int 1 \, dt} = e^{-t}.

Multiply through by the integrating factor:

etdydtety=C22et.e^{-t} \frac{dy}{dt} - e^{-t} y = C_2^2 e^t.

The left side is the derivative of yety e^{-t}:

ddt(yet)=C22et.\frac{d}{dt} (y e^{-t}) = C_2^2 e^t.

Integrate both sides with respect to tt:

yet=C22etdt=C22et+C3.y e^{-t} = C_2^2 \int e^t \, dt = C_2^2 e^t + C_3.

So,

y=C22e2t+C3et.y = C_2^2 e^{2t} + C_3 e^t.

Combining the solutions for xx and yy:

x(t)=C2et,x(t) = C_2 e^t, y(t)=C22e2t+C3et.y(t) = C_2^2 e^{2t} + C_3 e^t.

Stability and Integral Curves

  • The general solution shows that as tt \to \infty, both x(t)x(t) and y(t)y(t) grow exponentially.
  • This confirms that the critical point (0,0)(0,0) is unstable.
  • Integral curves in the phase plane will diverge away from the origin as time progresses.

Would you like details or have any questions?

Here are five more questions you might want to ask:

  1. How do you solve non-linear differential equations?
  2. What are the methods to determine the stability of a system of differential equations?
  3. Can you explain the concept of the phase plane and how to sketch it for a given system?
  4. How do you apply the Lyapunov method for stability analysis?
  5. What are the differences between nodes, saddles, and spirals in the classification of critical points?

Tip: When analyzing systems of differential equations, always consider both the eigenvalues and the eigenvectors of the Jacobian matrix to fully understand the behavior near critical points.

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Math Problem Analysis

Mathematical Concepts

Differential Equations
Phase Plane Analysis
Stability Analysis
Eigenvalues

Formulas

Linearization around critical points
Integrating factor method for solving linear differential equations

Theorems

Classification of critical points

Suitable Grade Level

College Level