The PhasePlane for a nonlinear system
In this brief note, I will tell you how to use XPP to analyze the
behavior of a simple two-dimensional nonlinear dynamical system.
Since nonlinearities make no difference for a numerical program, the
methods used are essentially the same as in the
linear turtorial . Nevertheless, I will briefly touch on the
various commands. We will consider
x' = f(x,y)
where f(x,y) and g(x,y) are user specified
functions. This file has 4 parameters labeled a,b,c,d which
you can include in your right-hand sides. Here are some important
- To quit click on (File) (Quit)
- To turn off the bell so your neighbor won't kill you, click on
(File) (Bell off).
- To change the right-hand side functions
f,g click on the (File) (Edit) (Functions) menu items and edit
the two functions. Click (Ok) when you are done.
- To use the mouse to enter initial conditions click on (Initialconds)
(Mouse) and then click in the phase-plane
- To manually enter initial data, either
- Click on (Initialconds) (New) and then type them in in the command
- Find the initial condition window, (iconified and labeled ICs)
and open it up. Then type in initial data in the window and click on
OK. Then click on (Initialconds) (Go) in the main menu
- To find fixed points, click on (Sing pts) (Mouse) and click
nearby where you think there is a fixed point. Answer the prompts (No)
and (No) for now.
- To find nullclines, click on (Nullclines) (New)
- To draw direction fields, click on (Dir.field/flow) (Direct
Field) and choose 10 or so as the grid.
- Click on (Restore) to redraw trajectories and click on
(Nullcline) (Restore) to
- To print out click on (Graphics) (Postscript) and type in the
name of a file. Then at the console prompt, print your file
remembering the name.
- To permanently keep up to 26 trajectories click on
(Graphics) (Freeze) (On freeze) and all trajectories that you compute
will be stored in succession. When you want to delete all these for a
new problem, click on (Graphics) (Freeze) (Remove all). To turn off
the permanent freeze option, click on (Graphics) (Freeze) (Off
- To change the graphics window click on (Window) (Window) and
enter the ranges for the axes.
- To change the view, i.e. the variables on the axes, click on
(View axes) (2D) and set the parameters accordingly.
The first example is from the book and is
x' = x+exp(-y)
Draw the nullclines and the direction fields. What is the fixed point?
(It is where the nullclines intersect.) What kind is it? The line
y=0 is invariant; that is, any initial conditions that start with
y=0 stay there. This is the unstable manifold for the fixed
point. The stable manifold is not a straight line which is one
instance where linear and nonlinear systems differ. XPP can usually
compute stable and unstable manifolds for nonlinear systems (although
not for this problem!) To compute manifolds, click on (Sing pts)
(Mouse) and make a guess in the phaseplane. Then answer (yes) to the
question about invariant manifolds. For this problem, it fails to
compute the appropriate eigenvector, but it usually doesn't. NOTE
If XPP fails to compute the stable manifold here is how
to do it manually. Click on (nUmerics) (Dt) and change the timestep
to its negative so that you can integrate backward in time. Now click
(Esc) to return to the main menu. Compute two trajectories on either
side of the saddle point, close to it. These will approximate the
stable manifold pretty well. Make sure you return (Dt) to its
positive value in the (nUmerics) menu. If XPP fails to compute the
unstable manifold then just choose a few initial conditions
near the fixed point and integrate forward in time.
The next example is a little bit more complicated. There are 4 fixed
points and many interesting features of the phaseportrait. Here are
x' = y-y^3-ax
with a=0.25 as the parameter.
Type them in making sure that you use the "*" symbol for
multiplication. Set the window to be -5 < x < 5 and
-5 < y < 5 by clicking on (Window) (Window).
Verify that there are 4
fixed points. Find the values of the fixed points and determine their
type (node,saddle, spiral, etc). (Answer No on any questions asked!)
Since XPP has a bit of a problem finding the stable manifolds for
this, lets do it manually. First we will compute the unstable
manifolds by integrating forward. As you have found the origin (0,0)
is a saddle as is the fixed point near (-4.05,1.33). Clear all the
graphs you may have frozen and turn the automatic freeze on.
Integrate with the following sets of initial conditions:
These approximations to the unstable manifolds of these saddle
points. Note how the unstable manifolds of the origin tend to the two
stable fixed points. One of the unstable manifolds of the other saddle
point tends to the upper fixed point. Now lets approximate the stable
manifolds. Since the stable manifold goes into the fixed
point,starting near the fixed point and integrating forward
in time will not show us much. Thus we will integrate backwards
in time. Click on (nUmerics) (Dt) and change it from 0.05
to -0.05 and then click on (Esc) to return to the main
menu. Choose the following sets of initial conditions:
- x=.03, y=.01
- x=-4.1, y=1.37
to approximate the stable manifolds. When you are done you should
have a picture something like this:
I have added the arrows to make it a little clearer. There are three
types of behavior depending on the initial conditions:
- x=-.03, y=.01
- x=-4.2, y=1.32
The phaseplane can be broken into 3 regions according to which of
these behaviors occurs. The stable manifolds of the two
saddle points determine which goes where. The stable manifold of the
upper-left saddlepoint determines the region A. All initial conditions
above this manifold will go off to infinity. The stable manifold of
the saddle-point at the origin determines the boundaries of region
B. Finally the remainder of the phase-plane belongs to region C and
all initial conditions in this region go to the stable node.
- solutions go off to infinity (A)
- solutions tend to the stable node in the positive quadrant (B)
- solutions tend to the stable spiral in the lower left quadrant (C)
The moral of this is that the stable manifolds of saddle points
delineate the regions of behavior for many planar differential
The domain of asymptotic stability for a fixed point or
periodic solution is the region in the plane for which all solutions
tend to that fixed point or periodic solution.
Thus the domain of asymptotic stability (DAS) for the node in the upper
right quadrant is all of region C and the DAS for the lower left fixed
point is region B.
If there are no saddle points or periodic
solutions, often the domain of asymptotic stability for the stable
fixed point is the whole plane!
In addition to the homework problems in the book, study the
phase-plane of the following systems. In particular:
( NOTE: For all of these a good window is -2 < x < 2 and -2 < y
< 2. )
- Draw nullclines
- Find all fixed points and their stability
- Find any stable periodic solutions
- Determine the domain of asymptotic stability for the stable fixed
- Compute a few representative trajectories
( Hint An easy way to compute the stable manifolds for the
saddle points is to go into the nUmerics menu and change Dt
from 0.05 to -0.05 . DON'T FORGET TO CHANGE IT BACK
WHEN YOU COMPUTE REPRESENTATIVE TRAJECTORIES !! )
- dx/dt=x-x^3-y, dy/dt=x-a*y (choose a=0 and a=2)
- dx/dt=-x + tanh(4*x-y), dy/dt = -y + tanh(4*y-x)
- dx/dt=y, dy/dt=x*(1-x^2)+a*y-y^3 (choose a=-.25, a=.25, a=1)