Homework 4: Ordinary Differential Equations

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F11MT Modelling and Tools

Homework 4: Ordinary Differential Equations


1. Consider the Lotka-Volterra model
dv
= a1 v − b1 wv,
dt (1)
dw
= a2 vw − b2 w,
dt
where a1 , a2 , b1 and b2 are positive constant parameters.

ˆ Define steady state solutions of the model, verify which steady states (equilibriums) are
hyperbolic and study their stability. Use the Hartman-Grobman theorem to describe (ge-
ometrically) the behavior near the critical points of the system and sketch the phase plane
portrait of the system of ODEs for (v, w) ∈ R2 , using both pen & paper and Python.
ˆ Show that
V (v, w) = a2 v − b2 ln(v) + b1 w − a1 ln(w) + K
is a Lyapunov function for the non-trivial equilibrium point, where K is a constant, and
determine the stability of that equilibrium point. Explain why construction of a Lyapunov
function is needed to determine the stability of the non-trivial equilibrium point.
ˆ Simulate the dynamics of the system (1) in Python for different values of parameters, e.g.
a1 ∈ (0, 2], b1 ∈ (0, 1.5], a2 ∈ (0, 1.2], b2 ∈ (0, 1.2]. Use theoretical results on the stability of
equilibrium points to demonstrate different types of dynamics characteristic for the Lotka-
Volterra model, e.g. convergence to a steady state, existence of periodic solutions.

5 marks
2. Find conditions on δ and µ that ensure that the system
dp
= δp + q + q 2 ,
dt
dq
= µq + p + p2 .
dt
is a Hamiltonian system and construct a suitable Hamiltonian. Write the related gradient system.
2 marks

3. Find the periodic solutions of the system


dx p
= −y + x sin( x2 + y 2 ),
dt
dy p
= x + y sin( x2 + y 2 ).
dt
Determine the radius and period of all periodic solutions and identify which periodic solutions
are (Poincaré) stable limit cycles and which are unstable.
3 marks

4. For the Van der Pol system


dx
= y,
dt
dy
= −x + γ(1 − x2 )y
dt

1
show that there is a Hopf bifurcation from the equilibrium point (0, 0) at γ = 0. State and check
all conditions that need to be satisfied for the existence of a Hopf bifurcation.
2 marks
5. A model for the population dynamics of a species of beetle with density u is
du
= u(1 − u)(µ − u2 ), (2)
dt
where µ is a real parameter.

ˆ Compute the steady states of (2) and determine their stability.


ˆ Identify and name any bifurcations. Sketch a bifurcation diagram illustrating the position
and stability of these steady states. Indicate the flow induced by (2).

3 marks
6. Consider equation
dw
= F (µ, w), with F (µ, w) := w(µ − g(µ, w)), (3)
dt
where F, g : R2 → R are smooth functions.
ˆ Suppose that for some µ0 we have that g(µ0 , 0) 6= µ0 . Using the Implicit Function Theorem,
show that (µ0 , 0) cannot be a bifurcation point for (3).
∂g
ˆ Suppose that g(0, 0) = 0 and | 6= 1. Using the Implicit Function Theorem, show
∂µ (0, 0)
that (0, 0) is a bifurcation point for (3).
2 marks
7. Consider the Lorenz system
dx
= σ(y − x),
dt
dy
= rx − y − xz, (4)
dt
dz
= xy − bz,
dt
where σ, r, b are positive parameters.
ˆ Determine the equilibrium points of (4) and show that the trivial equilibrium point (0, 0, 0)
exists for all r and is stable for r < 1.
ˆ Use the Routh-Hurwitz criterion to show that non-trivial equilibriums are stable if
σ+b+3
1<r<σ , if σ > b + 1,
σ−b−1 (5)
1<r if σ ≤ b + 1.
[Routh-Hurwitz criterion: if the characteristic equation for the matrix in the linearised
equation is given by
λ3 + bλ2 + cλ + d = 0,
then the steady state is asymptotically stable if b > 0, d > 0, and bc > d. If one or more of
there inequalities are reverse, then the equilibrium point is unstable.]
ˆ Show that at r = 1 the origin undergoes a pitchfork bifurcation.
3 marks

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