Algebraic manipulations for system of differential equations

In summary, the conversation discusses finding the values of $k$ for which a given function is a Liapunov function for a system of differential equations. The speaker has spent 6 hours on the problem and has tried various techniques, including examining the function numerically and analytically, as well as using the AM-GM-HM inequality and linearization. They have obtained $k>0$ as a result and are seeking feedback on their methods and how to improve them.
  • #1
kalish1
99
0
I have a problem I would like some guidance on.

I need to find the values of $k$ for which $x^2+ky^2$ is a Liapunov function for the system $$\dot{x}=-x+y-x^2-y^2+xy^2, \dot{y}=-y+xy-y^2-x^2y$$

**My attempt:** $$\dot{V} = \frac{\partial V}{\partial x} \times \frac{dx}{dt} + \frac{\partial V}{\partial y} \times \frac{dy}{dt} = 2x(-x+y-x^2-y^2+xy^2)+2ky(-y+xy-y^2-x^2y)=-2x^2+2xy-2x^3-2xy^2+2x^2y^2-2ky^2+2kxy^2-2ky^3-2kx^2y^2 \leq 0$$

The thing that throws me off the most is the plural **values**.

Now this turns into a minimization problem.

I keep running into terms like $xy, y^3, x^3$, which are not "sign" friendly.

Should I look for terms that will "knockout" each other?

Should I use the AM-GM-HM inequality to help?
 
Physics news on Phys.org
  • #2
I have a problem I would like some feedback on. I have spent 6 hours on it examining various techniques (numerically and analytically).

I need to find the values of $k$ for which $x^2+ky^2$ is a Liapunov function for the system $$\dot{x}=-x+y-x^2-y^2+xy^2, \dot{y}=-y+xy-y^2-x^2y$$

**My attempt:** $$\dot{V} = \frac{\partial V}{\partial x} \times \frac{dx}{dt} + \frac{\partial V}{\partial y} \times \frac{dy}{dt} = 2x(-x+y-x^2-y^2+xy^2)+2ky(-y+xy-y^2-x^2y)=-2x^2+2xy-2x^3-2xy^2+2x^2y^2-2ky^2+2kxy^2-2ky^3-2kx^2y^2 \leq 0$$

**Note:** Global stability is NEVER established because of the counterexample $(x,y)=(-2,0)$. Then, $$\dot{V}=2x(-x+y-x^2-y^2+xy^2)+2ky(-y+xy-y^2-x^2y)=2(-2)(2+0-4-0+0)+0=8 \nleq 0.$$ So we are concerned with establishing local stability only. It turns out that if $k=1$, then $$\dot{V}=-2x^2+2xy-2x^3-2xy^2+2x^2y^2-2y^2+2xy^2-2y^3-2x^2y^2=-2x^2-2y^2-2x^3-2y^3+2xy \leq 0 \implies x^2+y^2+x^3+y^3-xy \geq 0 \implies (x^2+y^2-xy)(x+y+1) \geq 0.$$
Upon solving the inequality, we see that for REAL $x,y$, the solution is $y\ \geq -x-1$. It turns out the domain of stability of the origin for $k=1$ is the set $x^2+y^2=\frac{1}{2}$.

**Method 1:** I tried $$x=r\cos\theta, y=\frac{r}{k}\sin\theta.$$ Then assuming my calculations are correct (I verified them several times) I end up with the following equation after multiplying all terms by $k^2$:
$$r^2\cos^2\theta-kr^2\sin\theta\cos\theta+k^2r^3\cos^3\theta+r^3\cos \theta-r^3\cos^3\theta-r^4\cos^2\theta+r^4\cos^4\theta+kr^2-kr^2\cos^2\theta-kr^3\cos\theta+kr^3\cos^3\theta+r^3\sin^3\theta+kr^4\cos^2\theta-kr^4\cos^4\theta \geq 0.$$

Upon attempting to bound terms, I ran into great difficulty (I won't elaborate here but it suffices to say I didn't get what I needed). This expression is monstrous, with lots of differing terms and exponents! **How can I proceed?**

**Method 2:** I linearized the system at the origin to get $$\dot{x}=-x+y, \dot{y}=-y,$$ which has eigenvalues $-1,-1$. Then $$\dot{V}=2x(-x+y)+2ky(-y)=-2x^2+2xy-2ky^2=x^2-xy+ky^2 \geq 0 \implies$$

$$(x-\frac{y}{2})^2 = x^2-xy+\frac{y^2}{4} or (x-\sqrt{k}y)^2=x^2-2\sqrt{k}xy+ky^2 \implies k=1/4$$.

I proceeded to verify this using the critical point test for multivariable functions and evaluated the determinant of the Hessian, obtaining $(-2/3,0)$ as a saddle point and $(2.239,-2.517)$ as a saddle point for $k=1/4$. I also graphed the surface on Google Plot.

**Summary:** I have tried different things and obtained $k>0$. My question is: **Which of my methods are valid, and how can they be improved?**

Thanks.

(I have crossposted this question on differential equations - Algebraic manipulation of Lyapunov function - Mathematics Stack Exchange, but have gotten little input.)
 

FAQ: Algebraic manipulations for system of differential equations

What is a system of differential equations?

A system of differential equations is a set of two or more equations that describe the rate of change of multiple variables over time. These equations are typically used to model complex systems in fields such as physics, engineering, and economics.

What is algebraic manipulation?

Algebraic manipulation is the process of rearranging and simplifying equations using algebraic operations such as addition, subtraction, multiplication, and division. This can be used to solve for unknown variables or to transform equations into different forms.

Why is algebraic manipulation important for solving systems of differential equations?

Algebraic manipulations are important for solving systems of differential equations because they allow us to simplify and rearrange the equations into a more manageable form. This can make it easier to find solutions and understand the behavior of the system.

What are some common algebraic manipulations used for solving systems of differential equations?

Some common algebraic manipulations used for solving systems of differential equations include substitution, elimination, and factorization. These techniques can help us to reduce the number of equations or variables in the system and make it easier to solve.

Are there any limitations to using algebraic manipulations for solving systems of differential equations?

Yes, there are some limitations to using algebraic manipulations for solving systems of differential equations. In some cases, the equations may be too complex to be easily manipulated algebraically, or the solutions may involve special functions that cannot be expressed algebraically. In these cases, numerical methods may be used to approximate the solutions.

Back
Top