Autonomous system (mathematics)

Stability diagram classifying Poincaré maps of linear autonomous system as stable or unstable according to their features. Stability generally increases to the left of the diagram.[1] Some sink, source or node are equilibrium points.
2-dimensional case refers to Phase plane.

In mathematics, an autonomous system or autonomous differential equation is a system of ordinary differential equations which does not explicitly depend on the independent variable. When the variable is time, they are also called time-invariant systems.

Many laws in physics, where the independent variable is usually assumed to be time, are expressed as autonomous systems because it is assumed the laws of nature which hold now are identical to those for any point in the past or future.

Definition

An autonomous system is a system of ordinary differential equations of the form where x takes values in n-dimensional Euclidean space; t is often interpreted as time.

It is distinguished from systems of differential equations of the form in which the law governing the evolution of the system does not depend solely on the system's current state but also the parameter t, again often interpreted as time; such systems are by definition not autonomous.

Properties

Solutions are invariant under horizontal translations:

Let be a unique solution of the initial value problem for an autonomous system Then solves Denoting gets and , thus For the initial condition, the verification is trivial,

Example

The equation is autonomous, since the independent variable () does not explicitly appear in the equation. To plot the slope field and isocline for this equation, one can use the following code in GNU Octave/MATLAB

Ffun = @(X, Y)(2 - Y) .* Y; % function f(x,y)=(2-y)y
[X, Y] = meshgrid(0:.2:6, -1:.2:3); % choose the plot sizes
DY = Ffun(X, Y); DX = ones(size(DY)); % generate the plot values
quiver(X, Y, DX, DY, 'k'); % plot the direction field in black
hold on;
contour(X, Y, DY, [0 1 2], 'g'); % add the isoclines(0 1 2) in green
title('Slope field and isoclines for f(x,y)=(2-y)y')

One can observe from the plot that the function is -invariant, and so is the shape of the solution, i.e. for any shift .

Solving the equation symbolically in MATLAB, by running

syms y(x);
equation = (diff(y) == (2 - y) * y);
% solve the equation for a general solution symbolically
y_general = dsolve(equation);

obtains two equilibrium solutions, and , and a third solution involving an unknown constant , -2 / (exp(C3 - 2 * x) - 1).

Picking up some specific values for the initial condition, one can add the plot of several solutions

Slope field with isoclines and solutions
% solve the initial value problem symbolically
% for different initial conditions
y1 = dsolve(equation, y(1) == 1); y2 = dsolve(equation, y(2) == 1);
y3 = dsolve(equation, y(3) == 1); y4 = dsolve(equation, y(1) == 3);
y5 = dsolve(equation, y(2) == 3); y6 = dsolve(equation, y(3) == 3);
% plot the solutions
ezplot(y1, [0 6]); ezplot(y2, [0 6]); ezplot(y3, [0 6]);
ezplot(y4, [0 6]); ezplot(y5, [0 6]); ezplot(y6, [0 6]);
title('Slope field, isoclines and solutions for f(x,y)=(2-y)y')
legend('Slope field', 'Isoclines', 'Solutions y_{1..6}');
text([1 2 3], [1 1 1], strcat('\leftarrow', {'y_1', 'y_2', 'y_3'}));
text([1 2 3], [3 3 3], strcat('\leftarrow', {'y_4', 'y_5', 'y_6'}));
grid on;

Qualitative analysis

Autonomous systems can be analyzed qualitatively using the phase space; in the one-variable case, this is the phase line.

Solution techniques

The following techniques apply to one-dimensional autonomous differential equations. Any one-dimensional equation of order is equivalent to an -dimensional first-order system (as described in reduction to a first-order system), but not necessarily vice versa.

First order

The first-order autonomous equation is separable, so it can be solved by rearranging it into the integral form

Second order

The second-order autonomous equation is more difficult, but it can be solved[2] by introducing the new variable and expressing the second derivative of via the chain rule as so that the original equation becomes which is a first order equation containing no reference to the independent variable . Solving provides as a function of . Then, recalling the definition of :

which is an implicit solution.

Special case: x″ = f(x)

The special case where is independent of

benefits from separate treatment.[3] These types of equations are very common in classical mechanics because they are always Hamiltonian systems.

The idea is to make use of the identity

which follows from the chain rule, barring any issues due to division by zero.

By inverting both sides of a first order autonomous system, one can immediately integrate with respect to :

which is another way to view the separation of variables technique. The second derivative must be expressed as a derivative with respect to instead of :

To reemphasize: what's been accomplished is that the second derivative with respect to has been expressed as a derivative of . The original second order equation can now be integrated:

This is an implicit solution. The greatest potential problem is inability to simplify the integrals, which implies difficulty or impossibility in evaluating the integration constants.

Special case: x″ = xn f(x)

Using the above approach, the technique can extend to the more general equation

where is some parameter not equal to two. This will work since the second derivative can be written in a form involving a power of . Rewriting the second derivative, rearranging, and expressing the left side as a derivative:

The right will carry +/− if is even. The treatment must be different if :

Higher orders

There is no analogous method for solving third- or higher-order autonomous equations. Such equations can only be solved exactly if they happen to have some other simplifying property, for instance linearity or dependence of the right side of the equation on the dependent variable only[4][5] (i.e., not its derivatives). This should not be surprising, considering that nonlinear autonomous systems in three dimensions can produce truly chaotic behavior such as the Lorenz attractor and the Rössler attractor.

Likewise, general non-autonomous equations of second order are unsolvable explicitly, since these can also be chaotic, as in a periodically forced pendulum.[6]

Multivariate case

In , where is an -dimensional column vector dependent on .

The solution is where is an constant vector.[7]

Finite durations

For non-linear autonomous ODEs it is possible under some conditions to develop solutions of finite duration,[8] meaning here that from its own dynamics, the system will reach the value zero at an ending time and stay there in zero forever after. These finite-duration solutions cannot be analytical functions on the whole real line, and because they will be non-Lipschitz functions at the ending time, they don't stand[clarification needed] uniqueness of solutions of Lipschitz differential equations.

As example, the equation:

Admits the finite duration solution:

See also

References

  1. ^ Egwald Mathematics - Linear Algebra: Systems of Linear Differential Equations: Linear Stability Analysis Accessed 10 October 2019.
  2. ^ Boyce, William E.; Richard C. DiPrima (2005). Elementary Differential Equations and Boundary Volume Problems (8th ed.). John Wiley & Sons. p. 133. ISBN 0-471-43338-1.
  3. ^ "Second order autonomous equation" (PDF). Eqworld. Retrieved 28 February 2021.
  4. ^ Third order autonomous equation at eqworld.
  5. ^ Fourth order autonomous equation at eqworld.
  6. ^ Blanchard; Devaney; Hall (2005). Differential Equations. Brooks/Cole Publishing Co. pp. 540–543. ISBN 0-495-01265-3.
  7. ^ "Method of Matrix Exponential". Math24. Retrieved 28 February 2021.
  8. ^ Vardia T. Haimo (1985). "Finite Time Differential Equations". 1985 24th IEEE Conference on Decision and Control. pp. 1729–1733. doi:10.1109/CDC.1985.268832. S2CID 45426376.

Read other articles:

SMRT Trains Selama beberapa tahun, sistem angkutan umum di Singapura yang meliputi MTP Singapura telah diakui secara internasional karena efisiensinya dan kebersihannya. Namun, sejak Desember 2011, ganggungan pada layanan kereta MRT menjadi masalah nasional dan internasional yang berpengaruh. Terdapat dua gangguan MRT utama yang berdampak pada sebagian besar penduduk dan mendatangkan penindakan dari pemerintah Singapura: Gangguan Jalur Utara-Selatan pada 15 Desember 2011 dan 17 Desember 2011 ...

 

Cimetière juif du Mont des Oliviersבית הקברות היהודי בהר הזיתים (he)Cimetière juif du mont des Oliviers.Pays IsraëlLocalisation Mont des OliviersCommune JérusalemReligion(s) JudaïsmeTombes 70 000-150 000Coordonnées 31° 46′ 26″ N, 35° 14′ 35″ EIdentifiantsSite web (en) mountofolives.co.ilFind a Grave 639809Localisation sur la carte d’Israëlmodifier - modifier le code - modifier Wikidata Le cimetière juif du mont des...

 

Синелобый амазон Научная классификация Домен:ЭукариотыЦарство:ЖивотныеПодцарство:ЭуметазоиБез ранга:Двусторонне-симметричныеБез ранга:ВторичноротыеТип:ХордовыеПодтип:ПозвоночныеИнфратип:ЧелюстноротыеНадкласс:ЧетвероногиеКлада:АмниотыКлада:ЗавропсидыКласс:Пт�...

For the airport serving Burlington, Iowa assigned the ICAO code KBRL, see Southeast Iowa Regional Airport. Radio station in McCook, NebraskaKBRLMcCook, NebraskaFrequency1300 kHzBrandingThe BIG TalkerProgrammingFormatNews/TalkAffiliationsABC Radio, Premiere Radio NetworksOwnershipOwnerArmada Media(Armada Media - Mccook, Inc.)Sister stationsKHAQ, KXNP, KODY, KMTY, KUVR, KADL, KICX, KQHK, KBRL, KFNF, KSTH, KJBLHistoryFirst air date1946Former call signsKSWN (1982-1990)Technical informationFacilit...

 

Pedro de la GascaFonctionsÉvêque de Sigüenza (d)Diocèse de Sigüenza-Guadalajara2 juin 1561 - 13 novembre 1567Francisco Manrique de Lara (d)Diego Espinosa ArévaloÉvêque de PalenciaDiocèse de Palencia6 avril 1551 - 2 juin 1561Luis Cabeza de Vaca (en)Cristóbal Fernández Valtodano (en)BiographieNaissance 1493Navarregadilla (d) (Santa María de los Caballeros, Couronne de Castille)Décès 13 novembre 1567Sigüenza (Empire espagnol)Formation Université d'AlcaláUniversité de Salamanque...

 

Conservatoire supérieur de musique du LiceuNouveau siège depuis 2009 du Conservatoire supérieur de musique du Liceu.HistoireFondation 21 février 1837StatutType École supérieure de musiqueDirecteur Maria Serrat i Martín (d) (depuis 1999)Site web (ca) www.conservatoriliceu.esLocalisationPays EspagneLocalisation El Ravalmodifier - modifier le code - modifier Wikidata Le Conservatoire supérieur de musique du Liceu (en catalan, Conservatori Superior de Música del Liceu) de Barcelone ...

basílica de San Francisco y otros sitios franciscanos Patrimonio de la Humanidad de la Unesco Santa María de los Ángeles en Asís. Basílica de Santa María de los ÁngelesLocalizaciónPaís Italia ItaliaCoordenadas 43°03′30″N 12°34′50″E / 43.058333333333, 12.580555555556Datos generalesTipo CulturalCriterios i, ii, iii, iv, viIdentificación 990Región Europa y América del NorteInscripción 2000 (XXIV sesión) Sitio web oficial [editar datos en Wikidata...

 

أثر جائحة فيروس كورونا على الحمل النموذج الافتراضي لفيروس كورونا.النموذج الافتراضي لفيروس كورونا. معلومات عامة من أنواع مرض فيروس كورونا 2019  الأسباب عوامل الخطر عدوى خطيرة الإدارة الوقاية تجنب التفاعل مع المرضى وتنظيف اليدين بالصابون والماء أو المطهر الوبائيات الوفي�...

 

Aeropuerto Internacional Fresno-Yosemite Fresno Yosemite International Airport IATA: FAT OACI: KFAT FAA: FAT LocalizaciónUbicación California, Estados UnidosElevación 102Sirve a FresnoDetalles del aeropuertoTipo Público/MilitarPropietario Ciudad de FresnoEstadísticas (2023)Operaciones aéreas 92,361Volumen de pasajeros 2,449,418Pistas DirecciónLargoSuperficie11L/29R2,812Asfalto11R/29L2,196AsfaltoMapa FAT Situación del aeropuerto en CaliforniaDiagrama de la FAA del aeropuerto.Sitio web ...

Berkas:Gurneyflap.gif Gurney Flap (atau wickerbill) adalah tab datar kecil diproyeksikan dari trailing edge dari sayap. Biasanya sudah diatur pada sudut kanan ke permukaan sisi tekanan airfoil,[1] dan proyek 1% sampai 2% dari chord sayap.[2] Ini perangkat trailing edge dapat meningkatkan kinerja suatu airfoil sederhana untuk hampir tingkat yang sama sebagai desain kinerja tinggi yang kompleks.[3] Perangkat ini beroperasi dengan meningkatkan tekanan pada sisi tekanan, m...

 

American pioneer (1815–1888) Seth KinmanCarte de visite of Seth Kinman in 1864Born(1815-09-29)September 29, 1815Union County, Pennsylvania, USDiedFebruary 24, 1888(1888-02-24) (aged 72)Table Bluff, California, USResting placeTable Bluff Cemetery, Loleta, California40°38′58″N 124°12′33″W / 40.6495°N 124.2093°W / 40.6495; -124.2093 (Table Bluff Cemetery)OccupationsHunterProspectorFur trapperHotel keeperSaloon keeperChair makerMusicianEntertaine...

 

Multi-purpose sports arena located in Amsterdam, Netherlands Strength Sports Hall for the 9th Olympiad, Amsterdam Krachtsportgebouw ([krɑxtspɔrtxəˈbʌu], strength sport building) was a multi-purpose sports arena located in Amsterdam, Netherlands. Known during the 1928 Summer Olympics as the Wrestling Pavilion, it hosted the wrestling, boxing, and weightlifting events. Krachtsportgebouw was designed by architect Jan Wils. It could accommodate 2,840 people seated and 1,794 standing ...

Brézéfrazione Brézé – VedutaCastello di Brézé LocalizzazioneStato Francia Regione Paesi della Loira Dipartimento Maine e Loira ArrondissementSaumur CantoneDoué-la-Fontaine ComuneBellevigne-les-Châteaux TerritorioCoordinate47°10′N 0°04′W47°10′N, 0°04′W (Brézé) Superficie19,99 km² Abitanti1 339[1] (2009) Densità66,98 ab./km² Altre informazioniCod. postale49260 Fuso orarioUTC+1 Codice INSEE49046 CartografiaBrézé Sito istituzionaleModi...

 

Island in Narragansett Bay, Rhode Island, USA For other uses, see Rose Island (disambiguation). Rose Island with the Claiborne Pell Newport Bridge visible in the background 41°29′46.91″N 71°20′28.1″W / 41.4963639°N 71.341139°W / 41.4963639; -71.341139Rose Island is an 18.5-acre (7.5 ha) island in Narragansett Bay off Newport, Rhode Island, United States. It is allegedly named Rose Island because at low tide the island appears to be shaped like a rose.&...

 

2017 political satire film by Armando Iannucci For other uses, see Death of Stalin (disambiguation). The Death of StalinBritish theatrical release posterDirected byArmando IannucciWritten by Armando Iannucci David Schneider Ian Martin Peter Fellows (additional material) Screenplay byFabien NuryBased onLa Mort de Stalineby Fabien Nury (writer) &Thierry Robin (illustrator)Produced by Yann Zenou Laurent Zeitoun Nicolas Duval Adassovsky Kevin Loader Starring Steve Buscemi Simon Russell Beale ...

German jurist, professor of law and Roman Catholic scholar This article needs additional citations for verification. Please help improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed.Find sources: Friedrich Maassen – news · newspapers · books · scholar · JSTOR (April 2015) (Learn how and when to remove this message) Friedrich Maassen. Friedrich Bernard Christian Maassen (24 September 1823 – 9 A...

 

Rafle de l'avenue Secrétan Type Rafle (Shoah en France) Pays France Localisation Paris 19e, 70 avenue Secrétan Coordonnées 48° 52′ 51″ nord, 2° 22′ 27″ est Organisateur  Reich allemand Date du 21 au 22 juillet 1944 Répression Arrestations 78 enfants - 19 adultes Géolocalisation sur la carte : Paris modifier  La rafle de l'avenue Secrétan prend place dans la nuit du 21 au 22 juillet 1944 au no 70 de l'avenue Secrétan dans...

 

American film director, screenwriter, photographer This article relies largely or entirely on a single source. Relevant discussion may be found on the talk page. Please help improve this article by introducing citations to additional sources.Find sources: Alan Greenberg film director – news · newspapers · books · scholar · JSTOR (September 2021) Alan Greenberg (October 14, 1950 – January 27, 2015)[1] was an American film dir...

Secondary school in Cardiff, Wales St Teilo's Church in Wales High SchoolNew school building opened in 2013AddressSt Teilo's Church in Wales High SchoolCircle Way EastLlanedeyrnCardiffCF23 9PDCardiff, WalesUnited KingdomCoordinates51°30′16″N 3°09′20″W / 51.50454°N 3.15563°W / 51.50454; -3.15563InformationTypeState (magnet) secondaryMottoEducation with CareEstablished1966Head teacherIan LoyndFaculty80Age11 to 16Enrollment1440Colour(s)Navy, black and yell...

 

Corsican political coalition For Corsica Pè a CorsicaLeaderGilles SimeoniFounded2015Dissolved2021HeadquartersCorsicaIdeologyCorsican nationalismPolitics of FrancePolitical partiesElections Pè a Corsica (English: For Corsica) was a Corsican nationalist political alliance in France, which was calling for more autonomy for Corsica. More specifically, it was a coalition[1] of the two Corsican nationalist parties active on the island;[2] that is, the moderately autonomist Femu a ...