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Messages - Victor Ivrii

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1351
Final Exam / FE-6
« on: April 17, 2013, 03:07:40 PM »
Consider equation
\begin{equation}
x'' = -2x^3 + 8x.
\end{equation}


(a) Reduce to the first order system in variables $(t,x,y)$ with $y=x'$;

(b)  Find solution in the form $H(x,y)=C$;

(c) Find critical points, linearize the system at these points and classify the linearizations (i.e. specify whether they are nodes, saddles,  etc., indicate stability and, if applicable, the orientation);

(d) Sketch the phase portraits of the linearizations of the system  at every critical point;

(e) Sketch the phase portraits of the nonlinear system near each of the critical points;

(f) Sketch solution on $(x,y)$ plane.

1352
Final Exam / FE-5
« on: April 17, 2013, 03:05:12 PM »
For the system of differential equations
\begin{equation*}
\left\{\begin{aligned}
&x' =\tan (y) - \frac{1}{2}\tan (x)  \,,\\
&y' = \tan (x) - \frac{1}{2}\tan (y) \,.
\end{aligned}\right.
\end{equation*}

(a) Linearize the system at a critical point $(x_0 ,y_0)$ of your choice;

(b) Describe the type of the critical point $(x_0,y_0)$ of the linearized and of the original system;

(c) Sketch the phase portraits of the linearized and of the  original system near this critical point $(x_0,y_0)$.

1353
Final Exam / FE-4
« on: April 17, 2013, 03:03:00 PM »
Solve the system of differential equations
\begin{equation*}
\left\{\begin{aligned}
&x' =3x-y-2z,\\
&y' = x+2y-z,\\
&z' = -y+z.
\end{aligned}\right.
\end{equation*}

1354
Final Exam / FE-3
« on: April 17, 2013, 03:02:14 PM »
\begin{equation*}
y^{(4)} -3y''-4y = \sin (t)+8 t.
\end{equation*}

1355
Final Exam / FE-2
« on: April 17, 2013, 03:01:31 PM »
Find the general solution of the equation
\begin{equation*}
t^2y''-2y =t^4 e^t,\qquad t>0.
\end{equation*}

1356
Final Exam / FE-1
« on: April 17, 2013, 02:59:06 PM »
Find the general solution of the differential equation
\begin{equation*}
y' +y \tan x =\sin (x)
\end{equation*}
and solve the initial value problem $y(0) = 1$.

1357
Ch 9 / Re: Final Review
« on: April 16, 2013, 04:50:21 PM »
If system
\begin{equation}
\left\{\begin{aligned}
&\frac{dx}{dt}= f(x,y),\\
&\frac{dy}{dt}= g(x,y)
\end{aligned}\right.
\label{eq-1}
\end{equation}
is integrable with integral $H(x,y)=C$ then

1. critical points of $H(x,y)$ (points where $H_x=H_y=0$) coincide with equilibrium points of the system (points where $f=g=0$).

2. Matrix of the linearized system at such point is
\begin{equation}
\begin{pmatrix}
&f_x & f_y\\
&g_x & g_y
\end{pmatrix}=
c\begin{pmatrix}
&H_{xy} & H_{yy}\\
&-H_{xx} &-H_{yx}
\end{pmatrix}
\label{eq-2}
\end{equation}
and therefore eigenvalues of it  $\pm c r$ where $r=\sqrt{-\Delta}$ with $\Delta=-H_{xy}^2 + H_{xx}H_{yy}$ and therefore they are  purely imaginary opposite if $\Delta>0$ (in which case $H$ has either maximum or minimum and system has a center) and they are real and opposite and if $\Delta<0$ (in which case $H$ has a saddle and system has a saddle).


Integrable systems cannot have nodes or spiral points!!!

1358
Ch 9 / Re: Final Review
« on: April 16, 2013, 04:34:45 PM »
I was asked today (by a student by an email) the following:

Quote
A. Can we say under proper node or improper node case in linear system that hardly (not easy to find) to have an integrable equation. It just like a spiral case?

B. If it is not like spiral case, can we say that when it is integrable, then proper node or improper node for linear system will stay the same for non-linear system? and when it is not integrable, it will become either node, or spiral for non-linear system?

Which one is ok, A or B?

If A is ok, then by which method (but not the integrable) we can tell anything globally(non-linear)?

If B is ok, then by which method we can tell it is a node, or spiral globally?

My answers (possibly useful others as well) were as follows:

1. Regarding methods to find the first integral see 2.6 , "not easy to find" is not a sufficient answer, but if you can repeat (shortly, but with a bit more details) an explanation of the Remark below it would definitely show you know:

a). If there is a 1st integral H(x,y) then the critical points of the system must be the critical points of H(x,y), i.e. gradient of H(x,y) at the points must vanish, and

b). If the Hessian of H at a critical point has a non zero determinant (we say that the critical point is non degenerate) then the phase portrait, i.e. the picture of the orbits of the system (which are level sets H(x,y)=constants), must be either like a center or like a saddle depending on the determinant being positive or, respectively, negative and consequently it can not be like either proper or improper node (answering your question A. to an extend we studied).

 
2. Regarding nonlinear systems phase portrait near its critical point versus the phase portrait of linearization of the system at the critical point see the table in 9.3 (beyond that it is clear that phase portrait for the original system may remain the same, e.g. linearization may coincide with the original system, but also the a). and b). of the Remark in 1. above apply ...).

In an email I can not write more (you should have made use of two fairly long "Question and Answers" sessions last Friday and Monday ...).

Anyway, good luck tomorrow.

Pierre Milman -- course coordinator.

1359
Ch 9 / Re: Final Review
« on: April 16, 2013, 02:42:00 AM »
As you said that if it is node, then the system is not integrable. However, what will be the way to know more about globally phase portrait?

It is hard but possible in some cases

Quote
Another one:We studied energy equation for saddle and centre in non-linear system, when it is integrable, so can we think that if it is integrable, then by looking for energy equation, the centre won't become a spiral?

Integrable systems have neither nodes nor spirals


1360
Quiz 5 / Re: Night Sections
« on: April 04, 2013, 12:16:56 PM »
To complete this thread, here is a stream plot. Overall, the analysis tells us that in this case, one of the competing species must eventually die out--unless, by chance, the initial populations lie on the separatrix that passes through $(4/5,11/10)$.

But it exactly "one of" depending on initial conditions.

1361
Easter and Semester End Challenge / Re: Semester End Challenge 3
« on: April 04, 2013, 11:13:48 AM »
Actually for classical spiral system is $\frac{d\theta}dt}=1$, $\frac{dr}{dt}=r$ and the trajectory makes an infinite number of rotations as $t\to -\infty$ and the curve "enters" an origin.

For (e) system is $\frac{d\theta}dt}=1$, $\frac{dr}{dt}=1$ and the trajectory makes a finite number of rotations as $t\to t_0+0$ and the curve "enters" an origin.

1362
Easter and Semester End Challenge / Re: Semester End Challenge 2
« on: April 04, 2013, 11:10:35 AM »
I am not sure what can be described as unusual. Unlike most other saddle points that I have seen, which have two intersecting lines, these have three. I have also observed no saddle point in system $(b)$ is different from any of the other saddle points. All surrounding trajectories behave in the same way. The saddle points are not identical to the one in $(a)$, but are rotated by $\pi/6$ radians.

In Calculus II only non degenerate stationary points were considered: Hessian (if $n=2$ it is $\begin{pmatrix} H_{xx} &H_{xy} \\ H_{yx} & H_{yy}\end{pmatrix}$) should have it determinant different from $0$ and if it is positive we get extremum—minimum as $H_{xx}>0$ and maximum as $H_{xx}<0$; $H_{yy}$ automatically has the same sign—and if determinant is negative we get a saddle).

Here critical point $(0,0)$ is degenerate (and even all second order derivatives vanish here) and it is not the standard saddle. In fact it is called Monkey saddle (three valleys and three mountains joint here while in the usual saddle two valleys and two mountains join).  While ordinary saddle is represented by $\renewcommand{\Re}{\operatorname{Re}}$ $\Re (x+iy)^2=x^2-y^2$ the monkey saddle by $\Re (x+iy)^3=x^3-3xy^2$. The multiplicity of the types and complexity of degenerate critical points even as $n=2$ is a reason why you have not looked at them in Calculus II.

In fact system (b) is also integrable for any $\alpha\ne 0$. May be centers are difficult to find directly but there are simple geometric observations.

The beauty of $\alpha=\sqrt{3}=\tan (\pi/3)$ is that triangles are regular  (and near critical points it  `almost' coincides with (a)). The sides of triangles are $\pi/\sqrt{3}$ so the whole plane is tiled by regular triangles and their vertices are monkey saddles  and the whole picture is not only periodic but has a rotational (by $\pi/3$) symmetry  and 6 mirror symmetries. Then the rest of stationary points (centers) must be centers of these triangles (and in the regular triangle there is a single center). Here I ignore directions, just purely geometric picture.

Obviously for $\alpha \ne \sqrt{3}$ we need just scale with respect to $x$, so we get equilateral triangles with the base $\pi/\alpha$ and a height $\pi/2$ (the same as before) and the rest of stationary points (centers) must be on the distance $\pi/6$ from the base and they are centroids (points of intersection of medians) of those triangles. Periodic structure remains but only 2 mirror symmetries and rotational by $\pi$ symmetry.


PS Up to a factor
\begin{equation}
H(x,y)=\sin(4y)-\sin( 2y+2\alpha x) -\sin(2y-2\alpha x),
\end{equation}
Then as $\alpha=\sqrt{3}$
\begin{equation}
H(x,y)=\sin(4\mathbf{x}\cdot \mathbf{e}_1 )+\sin(4\mathbf{x}\cdot \mathbf{e}_2 ) +\sin(4\mathbf{x}\cdot \mathbf{e}_3)
\end{equation}
with $\mathbf{x}=\begin{pmatrix}x\\y\end{pmatrix}$, $\mathbf{e}_j=\begin{pmatrix}\sin (2\pi (j-1)/3)\\ \cos (2\pi (j-1)/3)\end{pmatrix}$; those are three unit vectors with angles $2\pi/3$ between. Then rotation by $2\pi/3$ preserves $H(x,y)$ and by $\pi/3$ replaces $H(x,y)$ by $-H(x,y)$ which also preserves geometry.

1363
Easter and Semester End Challenge / Re: Semester End Challenge 1
« on: April 04, 2013, 10:53:07 AM »
Yes, correct. And saddles remain saddles.

1364
Easter and Semester End Challenge / Re: Semester End Challenge 2
« on: April 04, 2013, 10:35:01 AM »
Is something unusual about these saddle points?

1365
Easter and Semester End Challenge / Re: Semester End Challenge 3
« on: April 04, 2013, 09:54:50 AM »
Perfect. Almost: But (e) needs is different not only from (a)--(d), but from classical spiral with $f(r)=\pm \alpha1$. How? You can observe on the picture. Explanation?

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