445/545 445/545 Test #2 TEST #2 Study Guide 11/03/01 1 Problem #1: Linearizing a non-linear first order system at its equilibrium points. (a)-[3 pts.]-Locate the equilibrium points of a given non-linear system: x f ( x , y ), y g( x , y ) . (b)-[3 pts.]-Find the matrix of the linearized system at each equilibrium point. (c)-[6 pts.]-Find the eigenvalues of the matrix of the linearized system at each equilibrium point. (d)-[3 pts.]-Use the results of part (c) to classify each of the equilibrium points. (e)-[3 pts.]- Sketch the direction field of the given system along the positive y-axis, and along the negative yaxis. (f)-[3 pts.]- Sketch the direction field of the given system along the positive x-axis, and along the negative xaxis. (g)-[4 pts.]- Sketch the direction field of the given system along each solution plotted on the graph below. _____________________________________________________________________ Problem #2: Classifying the equilibrium points of a non-linear first order system . The phase portrait of the non-linear system x f ( x , y ), y g( x , y ) is sketched. (a)-[3 pts.]- Where are the equilibrium points of the given system located ? (b)-[4 pts.]- Classify each equilibrium point of the given system. (c)-[6 pts.]- Discuss the eigenvalues of the linearized system at each equilibrium point. Are they real or complex ? What are their algebraic signs if they are real ? What can you say about the real parts of any complex eigenvalue ? Given a sketch of the phase portrait of the non-linear system x f ( x , y ), y g( x , y ) : (d)-[3 pts.]-Locate the equilibrium points of the given system located ? (e)-[3 pts.]-Classify each equilibrium point of the given non-linear system. (f)-[6 Ps.]-Discuss the eigenvalues of the linearized system at each equilibrium point. Are they real or complex ? What are their algebraic signs if they are real ? What can you say about the real parts of any complex eigenvalue ? _____________________________________________________________________ Problem #3: Stable and Unstable Manifolds (a)-[8 pts.]- Find the solution of the following initial value problem: x' f ( x , y ), y' g( x , y ), x( 0 ) x 0 , y( 0 ) y 0 2 where f ( x, y) x y , and g ( x, y ) y (b)-[6 pts.]-Use the result of part (a) to find an equation for the global stable manifold of the given system at the equilibrium point (0,0). (c)-[4 pts.]- Determine the unstable manifold for the given system at (0,0). (d)-[4 pts.]- Use the results of (a) and (b) to prove that that the stable manifold of the given system is invariant under the flow of the vector field ( f ( x , y ), g( x , y )) : i.e. prove that any solution starting at a point on the stable manifold at t 0 , remains on the stable manifold for all t . (d)-[3 pts.]- Sketch the stable and unstable manifolds on the figure below. _________________________________________________________________________________________ Problem #4: Hartman-Grobman Theorem (a)-[5 pts.]- Find the inverse of the given coordinate transformation y1 F ( x1 , x2 , x3 ), y 2 G( x1 , x2 , x3 ), y3 H ( x1 , x2 , x3 ) . (b)-[5 pts.]- Use the result of part (a) to reduce the given non-linear system x1 f ( x1 , x2 , x3 ), x 2 g( x1 , x2 , x3 ) , x 3 h( x1 , x2 , x3 ) to the linear system y Ay where f x1 ( 0 ,0 ,0 ) f x2 ( 0 ,0 ,0 ) f x3 ( 0 ,0 ,0 ) y1 y y 2 , and A g x1 ( 0 ,0 ,0 ) g x2 ( 0 ,0 ,0 ) g x3 ( 0 ,0 ,0 ) . hx ( 0 ,0 ,0 ) hx ( 0 ,0 ,0 ) hx ( 0 ,0 ,0 ) y 3 2 3 1 (c)-[5 pts.]- Using the result of part (b) what conclusion can be drawn about the equilibrium point (0,0,0) of the given non-linear system? Briefly explain your answer. (d)-[10 pts.]- Use the result of (a) to find equations for the stable and unstable manifolds of the given system of o.d.e.'s at (0,0,0). ______________________________________________________________________ Problem #5: Using Liapunov Functions to Classify Equilibrium Points (a)-[10 pts.]- Find a Liapunov function for the sytem x f ( x , y ), y g( x , y ) at (0,0). Hint: Try V ( x, y ) Polynomial in x and y with appropriately chosen coefficients. (b)-[10 pts.]- Using the result of part (a) what conclusion can be drawn about the equilibrium point of the given system at (0,0)? (c)-[5 pts.]- Calculate the eigenvalues of the linearized system at (0,0) and briefly explain why no conclusion about the equilibrium point of the non-linear system can be drawn from the behavior of the solutions of the linearized system near (0,0). ______________________________________________________________________ Problem #6: Hamiltonian Systems (a)-[4 pts.]-Verify that a given system x f ( x , y ), y g( x , y ) is Hamiltonian. (b)-[8 pts.]-Find the Hamiltonian of the given system. (c)-[6 pts.]-Locate and classify the equilibrium points of the given system. (d)-[7 pts.]-Which of the phase portraits sketched below is the phase portrait of the given system Figure1 or Figure 2 ? ________________________________________________________________________ 445/545 Test #2 11/03/01 3