Keep 'er steady

A dynamical system is described by the equation r ˙ = f ( r ) \dot{r} = f(r) where f ( r ) f(r) is an n th n^\text{th} order polynomial with roots { r 1 , , r n } \{r_1,\ldots,r_n\} . In other words, the roots of f f are the steady states of the system ( r ˙ ( r i ) = 0 \dot{r}(r_i) = 0 ).

Suppose the system is placed into one of the steady states r i r_i and is perturbed very slightly away to r i + Δ r r_i+\Delta r . How does the perturbation change over time?

Δ r ( t ) = Δ r 0 exp ( t d d r f ( r i ) ) \displaystyle \Delta r(t) = \Delta r_0 \exp\left(t\frac{d}{dr}f(r_i) \right) Δ r ( t ) = Δ r 0 sin ( f ( r ) t ) \displaystyle \Delta r(t) = \Delta r_0 \sin \left(f(r) t\right) Δ r ( t ) = 0 \displaystyle \Delta r(t) = 0 Δ r ( t ) = Δ r 0 + f ( r ) t \displaystyle \Delta r(t) = \Delta r_0 + f(r)t

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1 solution

Josh Silverman Staff
Aug 23, 2014

Suppose that we are located somewhere in the system, r r , very close to one of the roots, r i r_i . If we move so that we're exactly at r i r_i , we will experience no movement at all. That's because the dynamics of the system obey r ˙ = f ( r ) \dot{r} = f(r) , and f ( r i ) = 0 f(r_i) = 0 , so r ˙ = 0 \dot{r}=0 at that point, and we stay put.

Now, if we move slightly away from the root to r i + Δ r r_i+\Delta r , f ( r ) f(r) is no longer zero, and we have

d d t ( r i + Δ r ) = f ( r i + Δ r ) r i ˙ + Δ r ˙ = f ( r i + Δ r ) \begin{aligned}\frac{d}{dt}\left(r_i+\Delta r\right) &= f(r_i+\Delta r) \\ \dot{r_i} + \dot{\Delta r} &= f(r_i+\Delta r)\end{aligned}

Now, r i ˙ = 0 \dot{r_i} = 0 because r i r_i is just a number. We can therefore describe our dynamics directly by the change in Δ r \Delta r , i.e. Δ r ( t ) \Delta r(t) .

Δ r ( t ) ˙ = f ( r i + Δ r ) \dot{\Delta r(t)} = f(r_i+\Delta r)

Because Δ r \Delta r is very small (at the beginning), we can take a Taylor expansion of the right side. We get

Δ r ( t ) ˙ = f ( r i ) + Δ r ( t ) d d r f ( r i ) \dot{\Delta r(t)} = f(r_i) + \Delta r(t)\frac{d}{dr}f(r_i)

f ( r i ) = 0 f(r_i) = 0 , because r i r_i is a root of f f , so we're left with

d d t Δ r ( t ) = Δ r ( t ) d d r f ( r i ) \frac{d}{dt}\Delta r(t) = \Delta r(t)\frac{d}{dr}f(r_i)

or

1 Δ r ( t ) d Δ r ( t ) d t = d f ( r i ) d r \frac{1}{\Delta r(t)}\frac{d\Delta r(t)}{dt} = \frac{df(r_i)}{dr}

whose solution is Δ r ( t ) = Δ r 0 exp t d f ( r i ) d r \Delta r(t) = \Delta r_0 \exp{t\frac{df(r_i)}{dr}}

If the system is stable around r i r_i , we will have d f ( r i ) d r < 0 \frac{df(r_i)}{dr} < 0 , and any movements away from r i r_i will tend to return. If the system is unstable, (the derivative is positive), even the slightest perturbation away from r i r_i will grow and we will move away from r i r_i .

In this way, dynamical systems can be talked of in terms of their stable steady states. Stable steady states act as "attractors" for the system, i.e. they attract trajectories from other regions in the space, and the set of all points that converge on them is known as the points "basin of attraction". Many systems that seem extraordinarily complex become very simple when viewed in this way.

"whose solution is " Δr(t) * ro * exp(t df(ri)/dr) : i cannot see the demonstration. This is not mechanics, it is mathematics.

Leonblum Iznotded - 2 years, 10 months ago

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Simple ODE application, you can put it that way : y' - a y = 0 With y = Δr(t) and df(ri)/dr = a, which is constant in time.

Arthur Jouniaux - 2 years, 5 months ago

What is vector 'r' in the question? It is not mentioned properly.

vivek sabarad - 2 years, 4 months ago

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