4.6.24 · D5Ordinary Differential Equations

Question bank — Linearization of nonlinear systems

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True or false — justify

Linearization gives an approximation valid over the whole phase plane.
False. It is only trustworthy in a tiny neighbourhood of the equilibrium, where the displacements , are small enough that quadratic terms are negligible. Far away the discarded terms dominate and the picture can be completely different.
The Jacobian is the linear system, so its symbolic form already tells us the stability.
False. A symbolic still contains and is not a constant-coefficient linear system. You must evaluate at a specific equilibrium to get numeric entries before eigenvalues mean anything.
If both eigenvalues are negative real numbers, the equilibrium is stable for the full nonlinear system.
True. Both eigenvalues have negative real part, so the point is hyperbolic; Hartman–Grobman then guarantees the nonlinear flow looks like the (stable node) linear flow nearby.
A center in the linearization proves the nonlinear system orbits in closed loops.
False. Pure imaginary eigenvalues mean , so the point is non-hyperbolic and the dropped quadratic terms can turn the "center" into a slow inward or outward spiral. You need Lyapunov or energy arguments to decide.
A saddle point can never be stable.
True. A saddle has real eigenvalues of opposite sign, so at least one mode grows like with — that growing direction makes it unstable no matter what.
Every nonlinear system has exactly one equilibrium.
False. Setting is a system of equations that can have zero, one, or many solutions (the pendulum has infinitely many, at ). Each equilibrium is analysed separately.
If the trace and determinant , the equilibrium is stable.
True. with forces both eigenvalue real parts negative (their sum is , product ), so every mode decays.
If the trace and determinant , the equilibrium is unstable.
True. Both eigenvalue real parts are now positive (sum , product ). It is an unstable node if (real eigenvalues) and an unstable spiral if (complex eigenvalues).
Linearization can classify a stable spiral versus a stable node.
True. The sign of the discriminant distinguishes them: negative gives complex eigenvalues (spiral), non-negative gives real eigenvalues (node). Both are stable if .
If an equilibrium is unstable in the linearization, it is definitely unstable in the nonlinear system.
True — provided it is hyperbolic. A positive-real-part eigenvalue (hyperbolic) guarantees a growing direction survives in the nonlinear flow by Hartman–Grobman. If instead the "instability" came from a zero-real-part case, no such guarantee exists.

Spot the error

"For the system , I factored the second equation as , took , plugged in, got , and stopped — that's the only equilibrium."
Error: incomplete root-finding. The factored second equation also allows , which combined with the first equation opens up other solutions like . You must exhaust every branch of .
"The Jacobian at my equilibrium is , eigenvalues , so it's a stable center."
Error: labelling it 'stable'. A center has , so it neither decays nor grows — it is not asymptotically stable, and moreover linearization is inconclusive here for the true nonlinear behaviour.
" and , one is negative so the point is stable."
Error: ignoring the zero eigenvalue. A zero eigenvalue means , making the point non-hyperbolic. Hartman–Grobman fails and stability cannot be read off the linearization at all.
"I evaluated but kept inside it, then set to get eigenvalues in terms of ."
Error: never substituting the equilibrium. Eigenvalues of a matrix full of variables are not the constant growth rates you need; substitute first, then solve the characteristic polynomial.
"The first Taylor term isn't zero, so I keep it as a constant in the linear system."
Error: it IS zero. By the very definition of an equilibrium, . If it weren't zero you weren't at an equilibrium and the whole linearization setup does not apply.
"Both eigenvalues are complex with real part , basically zero, so it's essentially a center."
Error: rounding away hyperbolicity. Any nonzero real part, however small, makes the point hyperbolic — here an unstable spiral. "Basically zero" is not zero; the flow genuinely spirals outward.

Why questions

Why do we discard the quadratic terms but keep the linear terms ?
Because near the equilibrium are small, so their squares are far smaller still (). The linear terms dominate, so keeping them captures the leading behaviour — this is the tangent-plane approximation.
Why do eigenvalues, and not the eigenvectors, decide stability?
Solutions are sums of ; the exponent controls whether each mode grows or decays. The eigenvector only sets the direction of that mode, not whether it survives in time.
Why is the Jacobian the "right" linear approximation and not some other matrix?
The Jacobian collects the first partial derivatives — exactly the slopes of the tangent plane to each surface at the equilibrium. It is by construction the best linear approximation of the vector field there.
Why does Hartman–Grobman need "no eigenvalue with zero real part"?
A zero real part is a knife-edge: the linear flow neither grows nor decays, so the tiny quadratic terms we threw away become decisive. Only when every mode strictly grows or strictly decays can we ignore them safely.
Why can the pendulum's bottom equilibrium be a genuine center even though linearization is "inconclusive"?
Linearization alone cannot certify it, but the pendulum conserves energy, and closed energy contours force closed orbits — an independent argument that upgrades the inconclusive linear center to a real one.
Why does a saddle appear at the top of the pendulum but a center at the bottom?
At the bottom the restoring force pulls a nudged pendulum back (oscillation → center); at the top a nudge is amplified by gravity, giving one growing and one shrinking direction (mixed-sign real eigenvalues → saddle).
Why must we solve simultaneously rather than one equation at a time?
An equilibrium needs both velocities to vanish at once; a point satisfying but still moves. Only the common solutions of both equations are true fixed points.

Edge cases

At a point where , what does linearization tell us?
At least one eigenvalue is zero (their product is ), so the point is non-hyperbolic and linearization is inconclusive — a whole line or curve of near-equilibria may exist, needing deeper analysis.
Eigenvalues are pure imaginary (, , so ) — what type, and is it trustworthy?
The linearization is a center (closed elliptical loops), but makes it non-hyperbolic, so it is inconclusive: the true nonlinear point could be a genuine center or a slow spiral. Confirm with an energy or Lyapunov argument, as with the pendulum's bottom.
Two equal positive real eigenvalues (repeated root, , , ) — classify it.
It is an unstable improper node (both , so hyperbolic and unstable). If is diagonalizable it is an unstable star node; if is defective it is an unstable improper node whose trajectories flee outward along a single shear direction — no rotation involved.
Both eigenvalues are equal negative reals (repeated root) — is the classification still valid?
Yes, but check whether is defective. A repeated negative eigenvalue keeps , so the point is hyperbolic and stable, and Hartman–Grobman applies. If is diagonalizable it is a star node; if is defective (non-diagonalizable, needing a Jordan block) it is an improper node whose trajectories bend along a single eigendirection by real-axis shear — there is no rotation or spiralling, the geometry differs but the stability is unchanged, so inspect the Jordan form.
What happens to the analysis if the equilibrium sits exactly on a boundary where is not differentiable?
The Jacobian requires partial derivatives to exist; if or is non-smooth there, no Jacobian exists and standard linearization simply does not apply — you need other methods.
Both eigenvalues are zero (a double zero, repeated) — center or something worse?
Worse. A double-zero eigenvalue is highly degenerate: not even a rotation is guaranteed, and it is not genuinely imaginary (which would need a nonzero ). This strongly non-hyperbolic case requires Lyapunov or centre-manifold techniques.
If two eigenvalues are and (both large), is the point "very unstable"?
It is a saddle (opposite signs → unstable), but "magnitude" only sets how fast trajectories move along each direction, not the qualitative type. One growing direction is enough for instability.
For a predator–prey center found by linearization, can we trust the closed cycles?
Not from linearization alone — it is non-hyperbolic. For the classic Lotka–Volterra model a conserved quantity independently proves the orbits really are closed, but a generic system with a linear center could secretly spiral.