4.6.23 · D2Ordinary Differential Equations

Visual walkthrough — Stability of equilibria — stable, unstable, saddle, spiral, centre

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Step 1 — A rule that assigns an arrow to every point

WHAT: we paint an arrow at every point of the plane. WHY: a differential equation is a field of arrows — follow the arrows and you trace a trajectory. PICTURE: below, each blue arrow shows where a particle at that spot would drift next. The lone red dot is special — it has no arrow.

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 2 — Zoom in until the curved field looks straight

Let us name the tiny deviation from the resting point:

  • ::: how far we've been nudged, horizontally and vertically. Both are small.

WHAT: we write and using their linear approximation (first-order Taylor):

  • ::: partial derivative — "how much changes if you move a little in , holding fixed." It's the steepness of in the -direction.
  • ::: same, but for a step in .
  • The first term is because it's an equilibrium — that's what lets the whole thing collapse to something linear.

WHY the derivative and not something else: we want the slope of the arrow-field right at the dot — the derivative is precisely the tool that answers "how fast does the output change per unit nudge?" PICTURE: the curved graph and its tangent line agreeing near the point.

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Doing the same for and stacking both rules gives the linear system.


Step 3 — The Jacobian: the local rulebook in one box

  • The box ::: the Jacobian matrix, evaluated at the equilibrium. Read a row across: it says " is built from times plus times ."
  • Every entry is a slope of the arrow-field, frozen at the red dot.

WHAT: we packed four numbers into a matrix. WHY: a matrix is exactly the object that stretches and rotates a vector — and stretching/rotating is what the flow does to a tiny nudge. PICTURE: takes the nudge-arrow and outputs the velocity-arrow — a machine turning position into motion.

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 4 — Special directions: eigenvectors travel in straight lines

  • ::: the exponential — it appears because "rate of change proportional to current size" () is the equation the exponential solves. That's why this tool and no other.
  • If : grows → nudge flies out. If : it decays → nudge returns.

PICTURE: two special axes; along the green one the arrow shrinks toward the dot, along the coral one it stretches away.

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 5 — Finding with only two numbers: trace and determinant

WHAT: is the same as . For a non-zero direction to be squashed to zero, the matrix must be singular, i.e. . Multiplying out the determinant:

WHY these two numbers: they are exactly the coefficients of the quadratic, so they carry all the information about — you never need the eigenvectors to classify. PICTURE: a single point plotted on the Trace–determinant plane, with across and up.

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 6 — Sign of : same team or opposite team?

WHAT: . WHY it matters: a product tells you whether the two eigenvalues share a sign.

  • ::: product negative → one , one → grows one way, decays the other → saddle (always unstable).
  • ::: product positive → both same sign → the trace then decides which sign.

PICTURE: the saddle — arrows pour in along one axis and blast out along the perpendicular one, like the surface of a mountain pass.

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 7 — Sign of : real slide vs complex swirl

WHAT: the root is real when and imaginary when . Here (the Greek letter "omega") names the rotation frequency — how many radians per unit time the nudge sweeps around the dot; it is , the size of the imaginary part of .

  • ::: two distinct real eigenvalues → motion is pure stretch/shrink along two fixed axes → node (or saddle if ).
  • ::: brings an imaginary part to . Imaginary in the exponent means — and that is rotation (Euler: ). So spirals or centre.

WHY the imaginary part = rotation: a real exponent scales; an imaginary exponent spins. The nudge circles the dot instead of walking straight to it.

PICTURE: left, a node (straight radial approach); right, a spiral (rotating approach). The switch is the sign of .

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 8 — The knife-edge : nodes that lose a direction

WHAT: at you must ask whether the eigenbasis is full. WHY: a defective matrix has no second straight-line direction, so the picture is a curved improper node rather than radial spokes. PICTURE: left, a star node (radial); right, an improper node (all curves funnel tangent to one lonely direction).

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

Step 9 — Sign of and the knife-edge

WHAT: once fixes "both eigenvalues same sign," the trace picks the sign:

  • ::: total growth negative → both decay → stable (node or spiral) — arrows spiral/slide inward.
  • ::: total growth positive → both grow → unstable — outward.
  • with ::: eigenvalues are , pure imaginary → no growth, no decay, only rotation → centre: perfect closed loops.

PICTURE: three panels — inward spiral (), closed loops (), outward spiral ().

Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre

The one-picture summary

Everything above lives on one map: the Trace–determinant plane. Plot , and the region you land in is the answer — but remember the boundaries are special:

  • The parabola (i.e. ) separates nodes (below) from spirals (above), and on it live the star / improper nodes (Step 8).
  • The horizontal axis separates saddles (below) from everything else, and on it sits the non-hyperbolic zero-eigenvalue case (Step 6's edge box).
  • The vertical axis (with ) is the centre knife-edge, splitting stable (left) from unstable (right).
Figure — Stability of equilibria — stable, unstable, saddle, spiral, centre
Recall Feynman retelling — say it in plain words

The whole story ::: A rule paints an arrow at every point; where the arrow is zero the system can rest. Nudge it, zoom in until the arrows look straight, and pack the four local slopes into a box called the Jacobian. That box has special directions (eigenvectors) it only stretches by factors (eigenvalues); each direction evolves like . Two summary numbers — the sum and product of the 's — decide everything: means opposite signs (saddle); means same sign, and then pulls inward (stable) while pushes out (unstable); the discriminant decides straight slide (node) versus swirl (spiral), and the razor line gives endless loops (centre). The three border curves are their own delicate cases: (a zero eigenvalue, a whole line of near-rest points), (repeated eigenvalue → star or defective improper node), and (a marginal centre).


Recall drill

Recall Quick self-test

Why is always unstable? ::: forces opposite signs, so one eigenvalue is positive → that mode grows → saddle. What happens exactly on ? ::: One eigenvalue is and the other is → non-hyperbolic, a one-dimensional centre manifold; linearisation can't decide stability. On , what three node types can occur? ::: Star (proper) node with a full eigenbasis, or a defective improper node with only one eigen-direction (extra term). What single sign flips a spiral from stable to unstable? ::: The sign of (the trace = total growth rate). Where does the rotation in a spiral come from, algebraically? ::: The imaginary part of when , giving = rotation. On the trace–determinant map, what curve separates nodes from spirals? ::: The parabola , i.e. .