Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Special note. May I mention here that the same six pictures also apply to a system of
two first order equations. Instead of y and y 0 , the equations have unknowns y1 and y2 .
Instead of the constant coefficients A; B; C , the equations will have a 2 by 2 matrix.
Instead of the roots s1 and s2 , that matrix will have eigenvalues 1 and 2 . Those
eigenvalues are the roots of an equation A2 C B C C D 0, just like s1 and s2 .
We will see the same six possibilities for the s, and the same six pictures. The
eigenvalues of the 2 by 2 matrix give the growth rates or decay rates, in place of s1 and s2 .
0
y1 a b y1 y1 .t/ v1
D has solutions D e t :
y20 c d y2 y2 .t/ v2
The eigenvalue is and the eigenvector is v D .v1 ; v2 /. The solution is y.t/ D ve t .
162 Chapter 3. Graphical and Numerical Methods
We are starting with the case of real roots s1 and s2 . In the equation Ay 00 C By 0 C Cy D 0,
this means that B 2 4AC . Then pB is relatively large. The square root in the quadratic
formula produces a real number B 2 4AC . If A; B; C have the same sign, we have
overdamping and negative roots and stability. The solutions decay to .0; 0/ : a sink.
If A and C have opposite sign to B as in y 00 3y 0 C 2y D 0, we have negative damping
and positive roots s1 ; s2 . The solutions grow (this is instability : a source at .0; 0/).
Suppose A and C have different signs, as in y 00 3y 0 2y D 0. Then s1 and s2 also
have different signs and the picture shows a saddle. The moving point .y.t/; y 0 .t// can
start in toward .0; 0/ before it turns out to infinity. The positive s gives e st ! 1.
Second example for a saddle : y 00 4y D 0 leads to s 2 4 D .s 2/.s C 2/ D 0.
The roots s1 D 2 and s2 D 2 have opposite signs. Solutions c1 e 2t C c2 e 2t grow
unless c1 D 0. Only that one line with c1 D 0 has arrows inward.
In every case with B 2 4AC , the roots are real. The solutions y.t/ have growing
exponentials or decaying exponentials. We dont see sines and cosines and oscillation.
The first figure shows growth : 0 < s2 < s1 . Since e s1 t grows faster than e s2 t , the
larger number s1 will dominate. The solution path for .y; y 0 / will approach the straight
line of slope s1 . That is because the ratio of y 0 D c1 s1 e s1 t to y D c1 e s1 t is exactly s1 .
If the initial condition is on the s1 line then the solution (y; y 0 ) stays on that line:
c2 D 0. If the initial condition is exactly on the s2 line then the solution stays on that
secondary line : c1 D 0. You can see that if c1 0, the c1 e s1 t part takes over as t ! 1.
Reverse all
the arrows in
the left figure:
Paths go in
toward .0; 0/
Figure 3.6: Real roots s1 and s2 . The paths of the point .y.t/; y 0 .t// lead out when roots
are positive and lead in when roots are negative. With s2 < 0 < s1 , the s2 -line leads in
but all other paths eventually go out near the s1 -line : The picture shows a saddle point.
3.2. Sources, Sinks, Saddles, and Spirals 163
The path of .y; y 0 / spirals around the center. Because of e at , the spiral goes out
if a > 0 : spiral source. Solutions spiral in if a < 0 : spiral sink. The frequency !
controls how fast the solutions oscillate and how quickly the spirals go around .0; 0/.
In case a D B=2A is zero (no damping), we have a center at (0, 0). The only terms
left in y are e i !t and e i !t , in other words cos !t and sin !t. Those paths are ellipses in
the last part of Figure 3.7. The solutions y.t/ are periodic, because increasing t by 2=!
will not change cos !t and sin !t. That circling time 2=! is the period.
Reverse all
the arrows in
the left figure:
Paths go in
toward .0; 0/:
a D Re s > 0 a D Re s < 0 a D Re s D 0
Spiral source : Unstable Spiral sink : Stable Center : Neutrally stable
Figure 3.7: Complex roots s1 and s2 . The paths go once around .0; 0/ when t increases
by 2=!. The paths spiral in when A and B have the same signs and a D B=2A is
negative. They spiral out when a is positive. If B D 0 (no damping) and 4AC > 0,
we have a center. The simplest center is y D sin t; y 0 D cos t (circle) from y 00 C y D 0.
164 Chapter 3. Graphical and Numerical Methods
The starting values y1 .0/ and y2 .0/ are given. The point .y1 ; y2 / will move along a
path in one of the six figures, depending on the numbers a; b; c; d .
Looking ahead, those four numbers will go into a 2 by 2 matrix A. Equation (3) will
become dy=dt D Ay. The symbol y in boldface stands for the vector y D .y1 ; y2 /.
And most important for the six figures, the exponents s1 and s2 in the solution y.t/
will be the eigenvalues 1 and 2 of the matrix A.
Companion Matrices
Here is the connection between a second order equation and two first order equations. All
equations on this page are linear and all coefficients are constant. I just want you to see the
special companion matrix that appears in the first order equations y 0 D Ay.
Notice that y is printed in boldface type because it is a vector. It has two components
y1 and y2 (those are in lightface type). The first y1 is the same as the unknown y in the
second order equation. The second component y2 is the velocity dy=dt :
y1 D y
y 00 C 4y 0 C 3y D 0 becomes y 2 0 C 4y2 C 3y1 D 0: (4)
y2 D y 0
On the right you see one of the first order equations connecting y1 and y2 . We need
a second equation (two equations for two unknowns). It is hiding at the far left ! There
you see that y 1 0 D y2 . In the original second order problem this is the trivial statement
y 0 D y 0 . In the vector form y 0 D Ay it gives the first equation in our system.
The first row of our matrix is 0 1. When y and y 0 become y1 and y2 ,
y10 D y2 0 1 y1
y 00 C 4y 0 C 3y D 0 becomes D (5)
y 2 0 D 3y1 4y2 3 4 y2
That first row 0 1 makes this a 2 by 2 companion matrix. It is the companion to the
second order equation. The key point is that the first order and second order
problems have the same characteristic equation because they are the same problem.
The problems are the same, the exponents 3 and 1 are the same, the figures will be
the same. Those figures show a sink because 3 and 1 are real and both negative.
Solutions approach .0; 0/. These equations are stable.
00 0 0 1
The companion matrix for y C By C Cy D 0 is A D :
C B
Row 1 of y 0 D Ay is y10 D y2 . Row 2 is y20 D Cy1 By2 . When you replace y2 by y10 ,
this means that y100 C By10 C Cy1 D 0 : correct.
The stability test B > 0 and C > 0 is turning into the stability test T < 0 and D > 0.
This is the test for any 2 by 2 matrix. Stability requires T < 0 and D > 0. Let me give
four examples and then collect together the main facts about stability.
166 Chapter 3. Graphical and Numerical Methods
0 1
A1 D is unstable because T D 0 C 3 is positive
2 3
0 1
A2 D is unstable because D D .1/.2/ is negative
2 3
0 1
A3 D is stable because T D 3 and D D C2
2 3
1 1
A4 D is stable because T D 1 1 is negative
1 1
and D D 1 C 1 is positive
The eigenvalues always come from 2 T C D D 0. For that last matrix A4 , this eigen-
value equation is 2 C 2 C 2 D 0. The eigenvalues are 1 D 1 C i and
2 D 1 i . They add to T D 2 and they multiply to D D C2. This is a spiral
sink and it is stable.
Stability for a b T Da Cd <0
AD is stable if
2 by 2 matrices c d D D ad bc > 0
The six pictures for .y; y 0 / become six pictures for .y1 ; y2 /. The first three pictures have
real eigenvalues from T 2 4D. The second three pictures have complex eigenvalues
from T 2 < 4D. This corresponds perfectly to the tests for y 00 C By 0 C Cy D 0 and its
companion matrix :
That gives one picture of eigenvalues : Real or complex. The second picture is different :
Stable or unstable. Both of those splittings are decided by T and D (or B and C ).
Because e t is the same for both y1 and y2 , it will appear in every term. When all factors
e t are removed, we will see the equations for v1 and v2 . That vector v D .v1 ; v2 / will
satisfy the eigenvector equation Av D v. This is the key to Chapter 6.
Here I only look at eigenvectors for companion matrices, because v has a specially nice
form. The equations are y10 D y2 and y20 D Cy1 By2 .
y1 D v1 e t v1 e t D v2 e t
Substitute Then
y2 D v2 e t v2 e t D C v1 e t Bv2 e t :
Cancel every e t . The first equation becomes v1 D v2 . This is our answer :
1
Eigenvectors of companion matrices are multiples of the vector v D :
2. Real solutions to As 2 C Bs C C D 0 lead to sources and sinks and saddles at .0; 0/.
3. Complex roots s D a i ! give spirals around .0; 0/ (or closed loops if a D 0).
0
y 0 1 y
4. Roots s become eigenvalues for D . Same six pictures.
y0 C B y0
168 Chapter 3. Graphical and Numerical Methods
15 The equation y 00 D 4y produces a saddle point at .0; 0/. Find s1 > 0 and s2 < 0
in the solution y D c1 e s1 t C c2 e s2 t . If c1 c2 0, this solution will be (large) (small)
as t ! 1 and also as t ! 1.
The only way to go toward the saddle .y; y 0 / D .0; 0/ as t ! 1 is c1 D 0.
16 If B D 5 and C D 6 the eigenvalues are 1 D 3 and 2 D 2. The vectors v D .1; 3/
and v D .1; 2/ are eigenvectors of the matrix A : Multiply Av to get 3v and 2v.
.s1 < 0 or s2 < 0/ .s1 < 0 and s2 < 0/ .Re s1 < 0 and Re s2 < 0/