FINAL EXAM: AMS 114

BENJAMIN HARTLEY

Problem 1. Show that ẋ = −x + 2y 3 − 2y 4 , ẏ = −x − y + xy has no periodic solutions.

We start by solving the following sysem of equations:

0 = −x + 2y 3 − 2y 4
0 = −x − y + xy
and we find that the only fixed point of this system is x∗ = (0, 0). Next, consider a function
of the form V = xm + ay n . Let a > 0 and m, n be even. Then V ≥ 0 for all points (x, y),
and V = 0 only when (x, y) = x∗ . Thus V is positive definite. Furthermore
V̇ = mxm−1 ẋ + any n−1 ẏ
= mxm−1 (−x + 2y 3 − 2y 4 ) + any n−1 (−x − y + xy)
= −mxm + 2mxm−1 y 3 − 2mxm−1 y 4 − anxy n−1 − any n + anxy n
Letting a = 1, m = 2, n = 4
= −2x2 + 4xy 3 − 4xy 4 − 4xy 3 − 4y 4 + 4xy 4
= −2x2 − 4y 4
< 0 ∀ points (x, y) 6= x∗ .
Thus V is a Liapunov function, and all trajectories flow downhill to x∗ implying that there
are no periodic solutions to our system.
Problem 2. Consider the system
ẋ = x2 − y − 1
ẏ = y(x − 2)
a) Show that there are three fixed points and classify them.
b) By considering the three straight lines through pairs of fixed points, show that there are
no closed orbits.
c) Sketch or plot the phase portrait, sketch the eigendirections and depict the converging
and diverging eigendirections.

Date: March 21, 2014.

1
2 BENJAMIN HARTLEY

a:
First let’s number the equations
(1) 0 = x2 − y − 1,
(2) 0 = y(x − 2).
Changing (1) into
(3) x2 = y + 1
p
(4) =⇒ x = ± y + 1.
Substituting (4) into (2) yields the fixed points x∗1 = (1, 0) and x∗2 = (−1, 0).
Next change (1) into y = x2 −1. Plugging this into (2) yields soutions x∗1 , x∗2 , and x∗3 = (2, 3).
Changing (2) into y = 0 and plugging this into (1) yields fixed points x∗1 and x∗2 .
Changing (2) into x = 2 and plugging this into (1) yields x∗3 .
Thus there are three fixed  points. To classify them, weconsider the Jacobian of our
2x −1 2 −1
system: A = . Note that A|x∗1 = has eigenvalues λ1 = 2 and
y x−2 0 −1
     
1 1 −2 −1
λ2 = −1, and corresponding eigenvectors and . A|x∗2 = has
0 3 0 −3
   
1 1
eigenvalues λ1 = −2 and λ2 = −3, and corresponding eigenvectors and .
0 1
 
4 −1
A|x∗3 = has eigenvalues λ1 = 3 and λ2 = 1, and corresponding eigenvectors
3 0
   
1 1
and .
1 3
Therefore x∗1 = (1, 0) is a saddle point, x∗2 = (−1, 0) is a stable fixed point, and x∗3 = (2, 3)
is an unstable fixed point.
 FINAL EXAM: AMS 114 3

b:
Note that the three straight lines through pairs of fixed points lie along the eigenvectors
of our fixed points as illustrated below.

If there were to be a closed orbit about any combination of these fixed points, then that
orbit would be bound to cross one of these lines. Since these lines correspond with the
eigen directions, any point on them would be pushed out of orbit. Therefore there cannot
be any closed orbits for this system.
4 BENJAMIN HARTLEY

c:
 FINAL EXAM: AMS 114 5

Problem 3. The Allee effect is when the growth rate of a species, Ṅ/N , is maximal at
intermediate N.
a) Show that Ṅ = N (r − a(N − b)2 ) provides an example of the Allee effect (a, b, r > 0).
b) Find the algebraic constraints for r, a, and b that should be satisfied so that the organisms
are not extinct.
c) Find the carrying capacity as a function of the parameters r, a, b.
a:
Note that the growth rate for this particular case, given by Ṅ/N = f (N ) = (r − a(N −
b)2 ), is maximal when f 0 (N ) = 0. That is, when −2a(N − b) = 0 =⇒ N = b. Thus this
is an example of the Allee effect.
c:
Let K be the carrying capacity. When plotting Ṅ vs N we know that fixed points occur
at N1∗ = 0 and ∗
p N2 = K (Strogatz pg.21). Thus Ṅ = 0 =⇒ N = 0 and r − a(N − b) =
2

0 =⇒ N = r/a + b = K.
b:
For the organisms to not be extinct, we need

N >0
=⇒ N − b > −b
=⇒ (N − b)2 > b2 (1)

We need to also be sure that the growth rate is not negative. Thus

f (N ) ≥ 0
=⇒ r ≥ a(N − b)2
=⇒ r > ab2 . by (1)

Problem 4. Estimate analytically or numerically the period of the limit cycle of

ẍ + k(x2 − 4)ẋ + x = 1 for k >> 1.

Using Octave, I numerically estimated the period of this limit cycle to be approximately
718 time units. The source code for this estimation can be found in the appendix of this
report.

Problem 5. Show that the system ẋ = x − y − x3 , ẏ = x + y − y 3 has a periodic solution

and plot the phase portrait.
6 BENJAMIN HARTLEY

We will begin this problem by converting our system to polar coordinates as follows:
r 2 = x2 + y 2
=⇒ rṙ = xẋ + y ẏ
= rcosθ(rcosθ − rsinθ − r3 cos3 θ)+
rsinθ(rcosθ + rsinθ − r3 sin3 θ)
= rcos2 θ − r3 cos4 θ + rsin2 θ − r3 sin4 θ
= r − r3 (cos4 θ + sin4 θ)
= r − r3 ((cos2 θ + sin2 θ)2 − 2sin2 θcos2 θ)
= r − r3 (1 − 2sin2 θcos2 θ)
1
= r − r3 (1 − sin2 2θ).
2
1 1 √ √
Let β = 1 − 2 sin 2θ and note that 2 < β < 1. Then ṙ = r(1 − r2 β) = r(1 − r β)(1 + r β).
2

Consider the graph of ṙ vs r:

 FINAL EXAM: AMS 114 7
√
Notice that 1 < √1 < 2 since 1
< β < 1. Notice also that ṙ > 0 for 0 < r < √1β and
β 2
√
ṙ < 0 for r > √1β . Consequently ṙ > 0 for 0 < r < 1 and ṙ < 0 for r > 2. This creates
the region R illustrated below.

Now see that

(1) R is a closed and bounded subset of R.
 ˙ 
x
(2) is continuously differentiable on R.
y
(3) R does not contain any fixed points because the only fixed point of this system is
(0, 0).
(4) There exists a trajectory C that is confined in R because all trajectories in R are
confined in R.
Therefore R contains a closed orbit by the Poincare-Bendixson Theorem, and our system
has a periodic solution.
8 BENJAMIN HARTLEY

Now, to plot the phase portrait of the system, let us linearize

 our system  about x∗ =
2

1 − 3x −1 1 −1
(0, 0). The jacobian of our system is A = , and A| x∗ =
1 1 − 3y 2 1 1
has eigenvalues λ1 = 1 + i, λ2 = 1 − i. So our phase portrait spirals out from the origin
and merges with a closed orbit in the region R. Furthermore,
 ˙    
x 0.5 −0.125
≈
y 0.5 0.875
tells us that our plot spirals counter clockwise. The resulting plot is illustrated below.
 FINAL EXAM: AMS 114 9

Appendix A.
Source Codes
(1) Problem 4
blah.m