Differential equations, phase portraits and Euler’s method

Differential equations, phase portraits and Euler’s method

Mathematics: applications and interpretation sections AHL5.16, AHL5.17 and AHL5.18

Exact solutions to systems of coupled

linear differential equations
The system of equations can be written as

which in turn can be written as where the dot notation indicates a variable has been
differentiated with respect to t.

If and are the two eigenvalues of M (and the course content requires that these are distinct)

and p1 and p2 are the corresponding eigenvectors, then the solution to the system of equations is:

where the constants A and B will depend on the initial conditions for the
system and this is given in the formula booklet.

Verifying that this is a solution to the original equation can be demonstrated by differentiating each
side, and using the properties of eigenvalues and eigenvectors.

Differentiating gives:

Using the property of eigenvectors that we can rewrite the equation as

and hence is a solution to the

differential equation.

Real eigenvalues
If the eigenvalues are real, students should be able to find and interpret a particular solution to the
equation.

The course specifies finding exact solutions in the case of real distinct eigenvalues only. Students
will not be asked to find particular solutions in the case of complex or imaginary eigenvalues, as this
is not covered in the course content.

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 Differential equations, phase portraits and Euler’s method

Example question
a. Find the general solution of the following system of equations.

b. Find the particular solution given that when .

Solution

a.

or 2
Hence

so an eigenvector is

 −1 2   x 
and when λ =2    = 0
 3 −6   y 

1
y= x so the other eigenvector is
2

The general solution for the system of equations is therefore:

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b. To find the particular solution for the initial conditions the values given are substituted into the
general equation in order to find values for A and B.

Qualitative and long-term behaviour

For linear systems will always be an equilibrium point, defined as a point at which the
derivative is equal to zero for all the variables.

A trajectory shows the path traced out by a solution to the system of equations, as the value of t
increases.

Real eigenvalues
For systems with real eigenvalues there are three possibilities depending on the signs of the
eigenvalues.

If then each term of the equation will tend to zero as

and , so the origin is a stable equilibrium point.

In this case the trajectories will approach the along the direction of the eigenvector with the
least negative eigenvalue.

If then the movement will be away from the origin with the trajectories tending towards
the direction of the eigenvector with the largest eigenvalue.

In this case is an unstable equilibrium point.

If and then as the trajectories will have the line , as an

asymptote and as the line will be an asymptote.

In this case is a saddle point and as such an unstable equilibrium point.

The trajectory of the particular solution calculated above, , is

shown below:

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 Differential equations, phase portraits and Euler’s method

Complex eigenvalues
Because they come from the solution of a quadratic equation complex eigenvalues will always form
conjugate pairs.

If the eigenvalues are then the solution to the system is:

which can be written as

The fact that indicates that second factor introduces circular motion to the
at
system. The first factor, e , will ensure the trajectory spirals away from when and

towards when .

In exams candidates will be expected to be able to determine whether the direction of the trajectory
is clockwise or counterclockwise. One way of determining this is to find the value of as a trajectory
crosses the x-axis or the value of as it crosses the y-axis.

Example question
Sketch the trajectory of the solution to the following system of equations:

given that when , and

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Solution
Following the same method as the previous example the eigenvalues can be calculated:

The real part is greater than zero so the trajectory will move away from .

At the point and hence the spiral is moving clockwise.

The trajectory is therefore:

Imaginary eigenvalues
In this case the trajectories will form circles or ellipse with as a centre. The direction of the
trajectories can be determined in a similar manner to that of the complex eigenvalues. The value of
and can give an indication of the alignment of the ellipse.

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 Differential equations, phase portraits and Euler’s method

Phase portrait
A phase portrait shows a series of trajectories for different initial conditions. The trajectories partition
the plane and so will never cross each other.

Example question

Sketch the phase portrait given the following information. are the two eigenvalues and p1
and p2 are the corresponding eigenvectors.

1. , , ,

2.
l2 = 3
, , ,

3. For the eigenvalues are ,

4. For the eigenvalues are ,

Solution
1.

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2.

3. The trajectories will be elliptical. Consider a point on one of the axes, for example

hence the spiral is counterclockwise.

hence the gradient at that point is

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 Differential equations, phase portraits and Euler’s method

4. The trajectories will form spirals. Because the real part is negative they will approach .

To find the direction of the spirals consider a point on the x (or y) axis.

For example

At this point and hence the trajectories are counterclockwise.

Numerical solutions to coupled

differential equations
Most applications of coupled differential equations will involve non-linear equations and so usually
cannot be solved directly.

Fortunately there are many numerical methods for finding approximate solutions, one of which is the
Euler method covered in this course.

For

dx
= f1 (x, y,t)
dt

dy
= f 2 (x, y,t)
dt
The Euler formula is

xn+1 = xn + h × f1 (xn , yn ,tn )

yn+1 = yn + h × f 2 (xn , yn ,tn )
tn+1 = tn + h

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Example question
Use the Euler method with a step length of 0.1 to find the value of x and y when , given that
when

Solution
Values when are

TI-84
The screenshots below illustrate the process on a TI-84 calculator.

Put the calculator into sequence SEQ mode.

The sequences can then be added using

To aid the entry of the sequences the button enters n and allows various
options for the entry of the functions.

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The question above can be answered with the following sequences:

The first sequence entered gives the values of t, the second gives x and the third gives y .

The results can be seen in the table,

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HP-Prime
The process is similar on an HP-Prime

Sequence is selected from the app menu.

The takes you to the function entry page and the sequences are entered.

The will display the tables of values.

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Casio fx9750GII
Choose RECUR from the app menu.

To enter the sequences use or F4 which gives the options for the terms as below.

Enter the functions.

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Select to enter the initial conditions.

Exit again to the screen below.

And then choose to display the table of results.

Contexts
Common contexts for these questions include predator-prey models, population changes and the
spread of diseases (for example using the SIR model).

An example is given in the Mathematics: applications and interpretation HL specimen paper 3.

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Second order differential equations

Within the course these are viewed as an extension of the methods of AHL5.16 and AHL5.17. Direct
approaches using, for example, an “auxiliary equation” will not be expected in exams, even when
this approach is possible.

This method of writing second and higher order differential equations as a system of linear equations
is a frequently used technique.

The questions in an exam will often be set in a context but knowledge of the context from outside
the syllabus will not be required. Any interpretation required will be on the general properties of
differential equations or will use information given in the question.

Example question
A mass, M, is attached to the end of a spring. Let x be the displacement of M (measured in cm) from
an equilibrium position and at t = 0, let M be at rest with x = 2.

The subsequent motion of M can be described by the second order differential equation:

a. Write this as a system of two coupled differential equations.

b. (i) Find the eigenvalues of this system

(ii) Hence sketch the trajectory of M on a phase portrait.

(iii) Indicate on your diagram the first point for at which the velocity is equal to zero.

(iv) Describe the long-term state of M

c. Use Euler’s method with a step length of 0.1 to find:

(i) The time, to the nearest tenth of a second, at which M again has a maximum (positive)
displacement.

(ii) The displacement at this point.

(iii) Indicate this point on the diagram drawn in part (b)

Solution
a.

x = y is defined in the syllabus

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b.

(i)

(ii) The trajectory will spiral towards . At the point so the spiral is
clockwise.

(iii) Indicated as B on the diagram.

(iv) M will come to rest in the equilibrium position.

c. (i)

(ii)

(iii) Indicated as C on the diagram.

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