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Linear stability analysis evaluates the stability of fixed points by analyzing small disturbances around equilibrium states. The stability is determined by the derivative f'(x*) at the fixed point; if f'(x*) < 0, the point is stable, while if f'(x*) > 0, it is unstable. In cases where f'(x*) = 0, further analysis is required, such as examining the phase portrait.

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5 views

script

Linear stability analysis evaluates the stability of fixed points by analyzing small disturbances around equilibrium states. The stability is determined by the derivative f'(x*) at the fixed point; if f'(x*) < 0, the point is stable, while if f'(x*) > 0, it is unstable. In cases where f'(x*) = 0, further analysis is required, such as examining the phase portrait.

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Tinotenda Sandra
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1 Linear stability analysis

• Linear stability analysis is a concept to analyze the local stability of


an fixed point.
• Idea: Test the stability by disturbing the equilibrium state!
• Consider a fixed point at x∗ (ẋ∗ = f (x∗ ) = 0) and a small disturbance
 so that x = x∗ +  or  = x − x∗
• How can we quantify the stability of x∗ ? → Look at the dynamics of
!
x˙∗ = x
˙ = ẋ − |{z}
=0
˙ = f (x) = f (x∗ + )

• Since we consider  as small, we can use a Taylor expansion and neglect


higher oder terms
f (x∗ + ) = f (x∗ ) +f 0 (x∗ ) + O(2 )
| {z }
=0
= f 0 (x∗ ) + O(2 )

• If f 0 (x∗ ) one can make a statement on the stability of x∗


• Without O(2 ) the analytical solution for t0 = 0 is
0 (x∗ )t
(t) = 0 ef

i) f 0 (x∗ ) < 0 → for t → ∞ we have  → 0 ⇔ stable


ii) f 0 (x∗ ) < 0 →  grows ⇔ unstable – no statement for t → ∞ possible,
since after a while the O(2 ) terms are no more negligible!
• f 0 (x∗ ) = 0? In general no statement possible → look at phase portrait
Example for linear stability: Look at ẋ = sin x
sin x∗ = 0 ⇒ x∗ = kπ
(
0 ∗ ∗ −1, for k even → stable
f (x ) = cos x =
1, for k even → unstable
Time scale: For f 0 (x∗ ) 6= 0 the typical time scale on which the perturbation
decays/growth is
1
τ= 0 ∗
|f (x )|
If f 0 (x∗ ) = 0 we have a special situation (critical slowing down).

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