1 00:00:06,409 --> 00:00:08,320 PROFESSOR: Welcome to this recitation 2 00:00:08,320 --> 00:00:09,680 on the phase portrait. 3 00:00:09,680 --> 00:00:12,520 So you're given matrix A, a two-by-two matrix with entries 4 00:00:12,520 --> 00:00:14,840 minus 1, minus 1, 1 minus c, where 5 00:00:14,840 --> 00:00:17,770 c is a constant we will be varying, and minus 1. 6 00:00:17,770 --> 00:00:21,690 As c increases from 0 to other positive values, 7 00:00:21,690 --> 00:00:24,920 determine the path of the system on the trace-determinant 8 00:00:24,920 --> 00:00:27,810 diagram that we saw in previous recitations 9 00:00:27,810 --> 00:00:29,840 and draw the phase portraits that 10 00:00:29,840 --> 00:00:33,020 corresponds to the critical points and the nature 11 00:00:33,020 --> 00:00:34,260 of the critical points. 12 00:00:34,260 --> 00:00:37,720 So here, we're basically talking of a system that 13 00:00:37,720 --> 00:00:43,830 would be a two-by-two system where we have derivatives 14 00:00:43,830 --> 00:00:48,940 of entries x, y for vector, equals to this matrix, A_c, 15 00:00:48,940 --> 00:00:52,470 multiplying the unknown vector x_c. 16 00:00:52,470 --> 00:00:55,122 So take a few minutes and work out through this problem 17 00:00:55,122 --> 00:00:56,080 and I'll be right back. 18 00:01:06,340 --> 00:01:08,150 Welcome back. 19 00:01:08,150 --> 00:01:13,100 So I already prepared the trace-determinant diagram 20 00:01:13,100 --> 00:01:13,860 for you. 21 00:01:13,860 --> 00:01:17,330 So here as a reminder, this is the parabola 22 00:01:17,330 --> 00:01:19,360 that determines whether we're going to have 23 00:01:19,360 --> 00:01:21,640 repeated eigenvalues or not. 24 00:01:21,640 --> 00:01:26,780 Above this parabola, we have two complex conjugate eigenvalues. 25 00:01:26,780 --> 00:01:29,650 Below this parabola, we have real eigenvalues, either 26 00:01:29,650 --> 00:01:31,610 of the same signs, positive or negative, 27 00:01:31,610 --> 00:01:32,680 or of different signs. 28 00:01:32,680 --> 00:01:34,860 And then, we have the borderline cases. 29 00:01:34,860 --> 00:01:39,470 In our case here, we're looking in a matrix A 30 00:01:39,470 --> 00:01:44,470 with the trace equals to minus 1 minus 1, so it's minus 2, 31 00:01:44,470 --> 00:01:51,870 and a determinant that is equal to 2 minus c. 32 00:01:51,870 --> 00:01:55,120 So here, we are basically along this dotted line 33 00:01:55,120 --> 00:01:56,600 where the trace equals to minus 2. 34 00:01:56,600 --> 00:01:58,540 So either we're going to have complex values 35 00:01:58,540 --> 00:02:01,810 with negative real parts or negative eigenvalues. 36 00:02:01,810 --> 00:02:03,900 So we're in stable configurations. 37 00:02:03,900 --> 00:02:07,720 So we're going to be moving at c equal to 0 38 00:02:07,720 --> 00:02:14,820 from a case where-- I'm just going to label this point 1. 39 00:02:14,820 --> 00:02:20,580 For example, we have the matrix, minus 1, 1, 1, minus 1 40 00:02:20,580 --> 00:02:24,150 with the trace equals to minus 2, 41 00:02:24,150 --> 00:02:29,990 and the determinant equals to 2. 42 00:02:29,990 --> 00:02:31,960 So clearly, we are this point. 43 00:02:31,960 --> 00:02:35,530 And we are just going to be increasing the value of c 44 00:02:35,530 --> 00:02:39,150 and moving along these lines, crossing this first boundary 45 00:02:39,150 --> 00:02:43,160 case where we will have either defective or not case. 46 00:02:43,160 --> 00:02:45,990 And I'll discuss very briefly what we have. 47 00:02:45,990 --> 00:02:48,350 And then, we have other value where we are basically 48 00:02:48,350 --> 00:02:52,620 in this area where we have real eigenvalues, both of them 49 00:02:52,620 --> 00:02:54,800 negative, so we have stability. 50 00:02:54,800 --> 00:02:56,820 And it would basically be a sink. 51 00:02:56,820 --> 00:03:00,350 And then we cross this other borderline case 52 00:03:00,350 --> 00:03:02,410 where the determinant is equal to 0. 53 00:03:02,410 --> 00:03:06,030 And here, we have one eigenvalue that is equal to 0 and one 54 00:03:06,030 --> 00:03:07,020 that is negative. 55 00:03:07,020 --> 00:03:09,980 And then, we get to do the part of the diagram 56 00:03:09,980 --> 00:03:11,860 where the determinant is negative, 57 00:03:11,860 --> 00:03:13,300 and the trace is negative. 58 00:03:13,300 --> 00:03:17,670 And we basically have a saddle structure 59 00:03:17,670 --> 00:03:20,220 where we have one eigenvalue as negative 60 00:03:20,220 --> 00:03:22,430 and another eigenvalue that is positive. 61 00:03:22,430 --> 00:03:26,570 So let's get through these five cases. 62 00:03:26,570 --> 00:03:29,620 And I'll just do more detailed picture illustrating 63 00:03:29,620 --> 00:03:32,760 what I just said. 64 00:03:32,760 --> 00:03:37,330 So just write down a bit more in detail the first case here. 65 00:03:37,330 --> 00:03:41,510 So we have the case where the eigenvalues are 66 00:03:41,510 --> 00:03:45,500 both complex conjugate, and we have 67 00:03:45,500 --> 00:03:47,170 their real part being negative. 68 00:03:47,170 --> 00:03:58,290 So basically, we have spirals, asymptotically stable spirals. 69 00:03:58,290 --> 00:04:02,370 And the spirals could be either clockwise or counterclockwise. 70 00:04:02,370 --> 00:04:09,310 And one way of determining the direction of these spirals 71 00:04:09,310 --> 00:04:11,530 is to look at the sign of the velocity 72 00:04:11,530 --> 00:04:13,840 vector of the trajectories in the phase space. 73 00:04:13,840 --> 00:04:15,840 So the phase space basically diagram here 74 00:04:15,840 --> 00:04:21,019 where we have x and y as the axes of this space. 75 00:04:21,019 --> 00:04:31,430 So let's look, for example, at a particular point here that 76 00:04:31,430 --> 00:04:34,550 would be velocity vector [1, 0]. 77 00:04:34,550 --> 00:04:40,100 And this position vector [1, 0] would give us a velocity vector 78 00:04:40,100 --> 00:04:41,970 of minus 1 and plus 1. 79 00:04:41,970 --> 00:04:44,920 So basically, this vector would be directed upward, 80 00:04:44,920 --> 00:04:47,470 which means that we are in the case where we would have 81 00:04:47,470 --> 00:04:56,420 a spiral coming this way toward the critical point 82 00:04:56,420 --> 00:04:59,500 and basically with the velocity vector here going this way. 83 00:04:59,500 --> 00:05:01,680 You don't have to actually do all this 84 00:05:01,680 --> 00:05:04,680 to figure out which direction of the spiral you should choose. 85 00:05:04,680 --> 00:05:07,490 You can just look-- for these cases, two-by-two matrices-- 86 00:05:07,490 --> 00:05:11,400 at the entry at the lower left part of your matrix. 87 00:05:11,400 --> 00:05:13,500 And if the coefficient here is positive, 88 00:05:13,500 --> 00:05:17,020 then it will determine the direction of the velocity 89 00:05:17,020 --> 00:05:17,986 vector at this point. 90 00:05:17,986 --> 00:05:19,360 So if it's positive in this case, 91 00:05:19,360 --> 00:05:22,440 you would have this counterclockwise direction 92 00:05:22,440 --> 00:05:24,290 of rotation of the spiral. 93 00:05:24,290 --> 00:05:28,550 So now we can move on and do the following cases a bit faster. 94 00:05:28,550 --> 00:05:31,420 So the second case, we are in the case where we now 95 00:05:31,420 --> 00:05:33,420 have two repeated eigenvalues. 96 00:05:33,420 --> 00:05:34,980 Both of them are negative. 97 00:05:34,980 --> 00:05:37,900 So we can have either a complete case. 98 00:05:37,900 --> 00:05:39,740 If we had a matrix that was diagonal, 99 00:05:39,740 --> 00:05:41,680 we would have basically a star. 100 00:05:41,680 --> 00:05:44,600 But that's not the case, because if we pick, for example, 101 00:05:44,600 --> 00:05:48,430 the value c equals to 1 that puts us on the parabola, 102 00:05:48,430 --> 00:05:50,710 we can see that the matrix A_c is not diagonal. 103 00:05:50,710 --> 00:05:52,600 So we are in a defective case. 104 00:05:52,600 --> 00:05:57,340 The defective case, if you compute the eigenvalues 105 00:05:57,340 --> 00:06:00,450 and eigenvector would give you something that looks like that. 106 00:06:00,450 --> 00:06:02,940 The first ray of the eigenvector corresponding 107 00:06:02,940 --> 00:06:08,400 to your eigenvalues would be in the direction of [1, 0]. 108 00:06:08,400 --> 00:06:11,450 We have negative eigenvalues, so it's going to 0. 109 00:06:11,450 --> 00:06:13,910 And basically, to determine the direction, 110 00:06:13,910 --> 00:06:18,890 you have to see that we are also following a transition here 111 00:06:18,890 --> 00:06:20,710 on the trace-determinant diagram. 112 00:06:20,710 --> 00:06:24,300 And so basically, we will have a spiral 113 00:06:24,300 --> 00:06:26,130 that would look like this. 114 00:06:29,780 --> 00:06:30,800 What am I doing? 115 00:06:30,800 --> 00:06:32,018 Am I doing the same thing? 116 00:06:43,990 --> 00:06:50,140 And it would basically rotate, as you can see here, 117 00:06:50,140 --> 00:06:57,750 in the same direction as the case that we had just before. 118 00:06:57,750 --> 00:07:00,330 Because we basically have the transition of the structure 119 00:07:00,330 --> 00:07:02,320 of the critical point. 120 00:07:02,320 --> 00:07:05,510 And the arrows are pointing toward the critical point 121 00:07:05,510 --> 00:07:10,080 again, because our two eigenvalues are basically 122 00:07:10,080 --> 00:07:10,690 here negative. 123 00:07:10,690 --> 00:07:14,270 It is just a repeated eigenvalue that is negative. 124 00:07:14,270 --> 00:07:16,500 So now we can move on to a third case 125 00:07:16,500 --> 00:07:19,640 where here we move into the wedge area 126 00:07:19,640 --> 00:07:22,820 where we have the two eigenvalues now being real, 127 00:07:22,820 --> 00:07:27,370 and both of them are negative. 128 00:07:27,370 --> 00:07:34,100 So for example, we would have two eigenvalues that 129 00:07:34,100 --> 00:07:36,880 would give us two eigenvectors that are basically, 130 00:07:36,880 --> 00:07:37,660 they're rays. 131 00:07:37,660 --> 00:07:39,940 The direction of the trajectories on these two rays 132 00:07:39,940 --> 00:07:41,580 would be toward the critical point, 133 00:07:41,580 --> 00:07:44,740 because we have, again, negative eigenvalues. 134 00:07:44,740 --> 00:07:50,190 And the trajectories then would be following the lambda. 135 00:07:50,190 --> 00:07:57,530 So if I, for example, pick lambda_1 less than lambda_2, 136 00:07:57,530 --> 00:08:01,385 then I would have something like this going to 0. 137 00:08:04,960 --> 00:08:08,820 And we would have this trajectory corresponding 138 00:08:08,820 --> 00:08:11,130 to the eigenvalue that is closer to 0. 139 00:08:13,940 --> 00:08:15,560 And again, the arrows would be going 140 00:08:15,560 --> 00:08:17,340 toward this critical point. 141 00:08:17,340 --> 00:08:19,670 So we can now move on. 142 00:08:19,670 --> 00:08:25,130 And if we keep increasing c, we reach now the point 143 00:08:25,130 --> 00:08:26,970 4 where we are in the special case, 144 00:08:26,970 --> 00:08:29,910 again, a boundary case where the determinant is 0. 145 00:08:29,910 --> 00:08:31,120 But the trace is non-zero. 146 00:08:31,120 --> 00:08:33,630 If the determinant is 0, which is the product of the two 147 00:08:33,630 --> 00:08:36,059 eigenvalues, it means that we have one eigenvalue that 148 00:08:36,059 --> 00:08:42,299 is equal to 0 and another eigenvalue that is actually, 149 00:08:42,299 --> 00:08:44,920 in this case, minus 2, so just negative. 150 00:08:44,920 --> 00:08:46,400 So what happens here? 151 00:08:46,400 --> 00:08:50,690 What happens is that we have now the eigenvector 152 00:08:50,690 --> 00:08:53,550 that corresponds to the eigenvalue equals to 0 153 00:08:53,550 --> 00:08:57,940 is basically just defining a whole line of critical points. 154 00:08:57,940 --> 00:08:59,980 So all the points on this line that 155 00:08:59,980 --> 00:09:02,330 would correspond, so for example, to lambda 0 156 00:09:02,330 --> 00:09:03,530 are all critical points. 157 00:09:03,530 --> 00:09:05,830 So we don't need to actually draw arrows here. 158 00:09:05,830 --> 00:09:07,700 All the points would be critical points. 159 00:09:07,700 --> 00:09:09,660 And another direction or ray would 160 00:09:09,660 --> 00:09:13,090 be determined by the second eigenvalue, lambda_2. 161 00:09:13,090 --> 00:09:19,877 And we would have, for example, directions in this way. 162 00:09:19,877 --> 00:09:21,710 It would correspond to the direction of v_2. 163 00:09:21,710 --> 00:09:23,670 So all these would be parallel to v_2. 164 00:09:23,670 --> 00:09:28,800 And we would have the trajectories 165 00:09:28,800 --> 00:09:32,167 going toward all the critical points on this line. 166 00:09:32,167 --> 00:09:34,250 So in this case, we're in a case where we actually 167 00:09:34,250 --> 00:09:36,240 don't have one localized critical point 168 00:09:36,240 --> 00:09:38,260 like in the previous case that we saw. 169 00:09:38,260 --> 00:09:41,980 We've actually have a whole line of critical points. 170 00:09:41,980 --> 00:09:44,180 So let's move one more point down. 171 00:09:44,180 --> 00:09:47,550 So here, another value of c, we now 172 00:09:47,550 --> 00:09:49,840 are in the lower part of the diagram 173 00:09:49,840 --> 00:09:53,220 where we now have two eigenvalues that 174 00:09:53,220 --> 00:09:54,510 are again real. 175 00:09:54,510 --> 00:09:56,667 But now, the determinant is negative. 176 00:09:56,667 --> 00:09:58,250 Determinant is the product of the two. 177 00:09:58,250 --> 00:10:00,020 So basically we know that one is positive 178 00:10:00,020 --> 00:10:02,060 and the other one is negative. 179 00:10:02,060 --> 00:10:11,980 So for example here, we would have one positive, 180 00:10:11,980 --> 00:10:13,990 the negative eigenvalue. 181 00:10:27,800 --> 00:10:31,870 So we would have the positive eigenvalue 182 00:10:31,870 --> 00:10:33,650 and the negative eigenvalue here. 183 00:10:33,650 --> 00:10:37,680 So here, again, we're just moving in the structure 184 00:10:37,680 --> 00:10:39,520 of the critical point. 185 00:10:39,520 --> 00:10:42,770 So we should have a smooth transition between the diagrams 186 00:10:42,770 --> 00:10:44,160 going 1 to 5. 187 00:10:44,160 --> 00:10:46,320 And so here, what we see is that we actually 188 00:10:46,320 --> 00:10:51,990 have the ray that is basically the stable space here 189 00:10:51,990 --> 00:10:55,490 that would give us the trajectories going to 0. 190 00:10:55,490 --> 00:10:58,776 But it's the only region where we have stability. 191 00:10:58,776 --> 00:11:00,400 And all the trajectories will just then 192 00:11:00,400 --> 00:11:08,300 be tangent in minus infinity to the ray v_1, 193 00:11:08,300 --> 00:11:11,220 corresponding to the negative eigenvalue, 194 00:11:11,220 --> 00:11:14,880 and going towards the direction of the ray 195 00:11:14,880 --> 00:11:19,451 with a positive eigenvalue at plus infinity. 196 00:11:19,451 --> 00:11:24,060 So we would have something like that, that 197 00:11:24,060 --> 00:11:25,420 would correspond to a saddle. 198 00:11:29,320 --> 00:11:30,205 This would be a comb. 199 00:11:32,950 --> 00:11:39,160 This is basically a sink or basically a stable node. 200 00:11:39,160 --> 00:11:43,900 This would be defective stable node. 201 00:11:43,900 --> 00:11:49,920 And here, we just have a asymptotically stable spiral. 202 00:11:49,920 --> 00:11:52,830 So basically here what you could see 203 00:11:52,830 --> 00:11:54,950 is that we have, by just changing 204 00:11:54,950 --> 00:11:59,740 the value of the constant c, had moved the structure 205 00:11:59,740 --> 00:12:02,060 of the critical point of the system 206 00:12:02,060 --> 00:12:04,760 from the phase diagrams one to five. 207 00:12:04,760 --> 00:12:07,680 And the transitions can be seen to be smooth 208 00:12:07,680 --> 00:12:10,410 if you had a continuum of values for c. 209 00:12:10,410 --> 00:12:12,770 So that ends this recitation.