4.2 Trajectories and phase portraits

3 min readaugust 7, 2024

Trajectories and phase portraits are essential tools for visualizing the behavior of dynamical systems. They help us understand how solutions evolve over time and identify key features like equilibrium points, periodic orbits, and separatrices.

By examining trajectories and phase portraits, we can gain insights into the long-term behavior of systems without solving equations explicitly. This visual approach complements analytical methods and provides a more intuitive understanding of complex dynamical phenomena.

Trajectories and Flows

Trajectory Characteristics and Types

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  • represents the path of a solution to a differential equation in the phase plane
    • Parameterized by time tt and written as (x(t),y(t))(x(t), y(t))
    • Tangent vector at each point gives the direction of the trajectory
  • refers to the collection of all trajectories in the phase plane
    • Determined by the differential equation and initial conditions
    • Provides a global view of the system's behavior
  • is a periodic trajectory that forms a closed loop in the phase plane
    • System returns to the same state after a fixed period of time (harmonic oscillator)
  • is an isolated closed orbit that attracts or repels nearby trajectories
    • Represents a stable or unstable (Van der Pol oscillator)

Direction Fields and Their Interpretation

  • , also known as a slope field, is a graphical representation of a first-order differential equation
    • Consists of arrows or line segments indicating the slope of the solution at each point
    • Helps visualize the general behavior of solutions without explicitly solving the equation
  • Direction fields provide qualitative information about the system's behavior
    • Arrows pointing towards each other indicate a (sink)
    • Arrows pointing away from each other indicate an (source)
    • Closed loops in the direction field suggest the presence of periodic solutions (limit cycles)

Phase Portraits

Components and Characteristics of Phase Portraits

  • is a graphical representation of the trajectories in the phase plane
    • Depicts the qualitative behavior of a dynamical system
    • Includes equilibrium points, trajectories, and other key features
  • is a special trajectory that separates regions of the phase plane with different behaviors
    • Acts as a boundary between basins of attraction (pendulum with friction)
    • Separates stable and unstable regions in the phase portrait

Stable and Unstable Manifolds

  • is the set of all points in the phase plane that approach an as time tends to infinity
    • Trajectories on the stable manifold are attracted to the equilibrium point (damped oscillator)
    • Tangent to the eigenvector corresponding to the negative eigenvalue at the equilibrium point
  • is the set of all points in the phase plane that approach an equilibrium point as time tends to negative infinity
    • Trajectories on the unstable manifold move away from the equilibrium point (inverted pendulum)
    • Tangent to the eigenvector corresponding to the positive eigenvalue at the equilibrium point
  • Stable and unstable manifolds help characterize the long-term behavior of trajectories near equilibrium points
    • Intersection of stable and unstable manifolds can lead to homoclinic or heteroclinic orbits (Lorenz system)

Key Terms to Review (15)

Closed Orbit: A closed orbit refers to a trajectory in a dynamical system that repeats itself, leading to the same state after a fixed period of time. These orbits are significant because they indicate periodic behavior in the system, showcasing stability and the potential for predictable long-term dynamics. Closed orbits are often visualized within phase portraits, where they represent paths that do not diverge but rather loop back on themselves.
Direction Field: A direction field, also known as a slope field, is a graphical representation of the solutions to a first-order differential equation. It consists of a grid of points where each point has a small line segment that indicates the slope of the solution curve at that point. This visual tool helps in understanding the behavior of solutions and can illustrate trajectories and phase portraits in dynamical systems.
Equilibrium Point: An equilibrium point is a state in a dynamical system where the system remains at rest or continues to move without changing its state. It represents a balance of forces or rates, and is crucial for understanding the behavior of systems over time, as it helps identify stability or instability in relation to eigenvalues, phase portraits, trajectories, and nullclines.
Flow: In the context of dynamical systems, flow refers to the evolution of a system over time, typically represented as a continuous mapping of points in a phase space. Flow connects the behavior of trajectories in phase portraits and is essential for understanding how systems evolve and respond to initial conditions. This concept is crucial for analyzing the long-term behavior of dynamical systems, including the identification of fixed points and periodic orbits.
Heteroclinic Orbit: A heteroclinic orbit is a type of trajectory in a dynamical system that connects two different equilibrium points, or fixed points. This orbit represents a path along which the system transitions from one stable or unstable state to another, illustrating the behavior and interaction between these points in the phase space. Understanding heteroclinic orbits is crucial as they reveal the complex dynamics that can arise in systems with multiple equilibria.
Homoclinic Orbit: A homoclinic orbit is a trajectory in a dynamical system that intersects a saddle point in both the forward and backward time directions. This means that the orbit starts and ends at the same saddle point, exhibiting complex behavior near this critical point. Homoclinic orbits are significant because they can indicate chaotic dynamics and are often associated with bifurcations in the system's behavior.
Limit Cycle: A limit cycle is a closed trajectory in phase space that represents a stable oscillation in a dynamical system. These cycles are significant as they indicate the system's tendency to return to this periodic behavior, regardless of initial conditions, distinguishing them from other types of trajectories.
Periodic Solution: A periodic solution is a type of solution to a dynamical system that repeats itself at regular intervals, meaning that the system returns to its initial state after a certain period. This kind of behavior is crucial for understanding the long-term dynamics of systems, as it reveals stable patterns and cycles in their trajectories. Periodic solutions are often visualized in phase portraits, where they appear as closed curves, indicating the system’s recurring paths over time.
Phase Portrait: A phase portrait is a graphical representation that shows the trajectories of a dynamical system in the phase space. It provides a visual way to understand the behavior of the system over time, illustrating how the state of the system evolves and revealing key features such as fixed points, limit cycles, and attractors.
Separatrix: A separatrix is a trajectory in a dynamical system that acts as a boundary between different behavior types of the system. It separates trajectories that lead to different long-term outcomes, making it crucial for understanding the stability and dynamics of the system. By delineating regions of attraction, the separatrix helps identify stable and unstable equilibria, which are essential in analyzing the phase portraits of the system.
Stable Equilibrium Point: A stable equilibrium point is a state of a dynamical system where, if perturbed slightly, the system will return to this point over time. This concept highlights how trajectories in the phase portrait behave around this equilibrium, showing that small deviations will lead back to the equilibrium rather than away from it, indicating a restorative tendency in the system's dynamics.
Stable manifold: A stable manifold is a mathematical concept that refers to a collection of trajectories in a dynamical system that converge towards an equilibrium point or a periodic orbit as time progresses. This concept helps in understanding the long-term behavior of systems and characterizes the set of initial conditions that lead to stability. By identifying stable manifolds, one can analyze the system's stability and predict how nearby trajectories behave over time.
Trajectory: A trajectory is the path that a point in a dynamical system follows through its state space over time. This concept connects various important features, including how systems evolve, the influence of vector fields, and the visualization of behaviors through phase portraits. Understanding trajectories is essential for analyzing periodic orbits and examining their characteristics within different dynamical contexts.
Unstable equilibrium point: An unstable equilibrium point is a state in a dynamical system where small perturbations or changes in the system's state lead to significant deviations from that equilibrium. In this context, if a system is at an unstable equilibrium, any slight disturbance will cause the system to move away from that point rather than return to it, indicating that this equilibrium is not robust against small changes.
Unstable Manifold: An unstable manifold is a set of trajectories in a dynamical system that diverge from an unstable equilibrium point, indicating the sensitivity of the system's behavior to initial conditions. This concept is crucial in understanding how nearby trajectories can evolve over time, often leading to chaotic behavior as small changes can lead to large differences in outcomes. The nature of unstable manifolds is vital for analyzing the stability and instability of periodic orbits.
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