CDS 140a Winter 2015 Homework 7: Difference between revisions

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  | pdf = cds140-wi15_hw7.pdf
  | pdf = cds140-wi15_hw7.pdf
}} __MATHJAX__
}} __MATHJAX__
{{warning|This problem set is under construction.  This banner will be removed when the problems are finalized.}}
<!-- {{warning|This problem set is under construction.  This banner will be removed when the problems are finalized.}} -->
 
<ol>
<li> '''Perko, Section 4.1, Problem 1''':<br>
(a) Consider the two vector fields
<center><amsmath>
  f(x) = \begin{bmatrix} -x_2 \\ x_1 \end{bmatrix}, \qquad
  g(x) = \begin{bmatrix} -x_2 + \mu x_1 \\ x_1 + \mu x_2 \end{bmatrix}.
</amsmath></center>
Show that $\|f-g\|_1 = |\mu| (\max_{x \in K} \|x\| + 1)$, where $K \subset {\mathbb R}^2$ is a compact set containing the origin in its interior.
 
(b) Show that for $\mu \neq 0$ the systems
<center><amsmath>
  \aligned \dot x_1 &= -x_2 \\ \dot x_2 &= x_1 \endaligned \quad\text{and}\quad
  \aligned \dot x_1 &= -x_2 + \mu x_1 \\ \dot x_2 &= x_1 + \mu x_2 \endaligned
</amsmath></center>
are not topologically equivalent.
</li>
 
<!-- 2014 TA comments: some people were confused about setting up the ODE's for the sensitivity. A lot more people were confused about what to plot in part c. -->
<li> Consider the dynamical system
<center><amsmath>
  m \ddot q + b \dot q + k q = u(t), \qquad
  u(t) = \begin{cases} 0 & t = 0, \\ 1 & t > 0, \end{cases} \qquad
  q(0) = \dot q(0) = 0,
</amsmath></center>
which describes the "step response" of a mass-spring-damper system.
 
(a) Derive the differential equations for the sensitivities of <amsmath>q(t) \in {\mathbb R}</amsmath> to the parameters <amsmath>b</amsmath> and <amsmath>k</amsmath>.  Write out explicit systems of ODEs for computing these, including any initial conditions.  (You don't have to actually solve the differential equations explicitly, though it is not so hard to do so.)
 
(b) Compute the sensitivities and the relative (normlized) sensitivies of the equilibrium value of <amsmath>q_e</amsmath> to the parameters <amsmath>b</amsmath> and <amsmath>k</amsmath>.  You should give explicit formulas in terms of the relevant parameters and initial conditions.
 
(c) Sketch the plots of the relative sensitivities <amsmath>S_{q,b}</amsmath> and <amsmath>S_{q,k}</amsmath> as a function of time for the nominal parameter values <amsmath>m = 1</amsmath>, <amsmath>b = 2</amsmath>, <amsmath>k = 1</amsmath>.
</li>
 
<!-- 2014 TA comments: people were confused about how to write out D^2 f. People were also wary about how to compute the dimensions of the manifolds. A lot of people were surprised that they only needed to use the linearization to assess stability and dimension of the stable/unstable manifolds. It might be good to have the students explicitly write out the linearization.-->
<li> '''Perko, Section 4.2, Problem 4''': Consider the planar system
<center><amsmath>
  \aligned
    \dot x &= \mu x - x^2 \\
    \dot y &= -y.
  \endaligned
</amsmath></center>
Verify that the system satisfies the conditions for a transcritical bifurcation (equation (3) in Section 4.2) and determine the dimensions of the various stable, unstable and center manifolds that occur.
* Hint: try computing out the linearization around the various equilibrium points.
</li>
 
<!-- 2014 TA comments: it might be good to have the students explicitly write out the linearization  the reason it might be helpful for future homework assignments to ask the students to compute the linearization for 3 and 4 (especially 4) in order to do the stability analysis, is because it seems that by the time the students get to this part of the class, they are so used to using the many advanced theorems and methods to analyze stability that they forget how useful and important trying the linearization is first. -->
<li> '''Perko, Section 4.2, Problem 7''': Consider the two dimensional system
<center><amsmath>
  \aligned
    \dot x &= -x^4 + 5 \mu x^2 - 4 \mu^2 \\
    \dot y &= -y.
  \endaligned
</amsmath></center>
Determine the critical points and the bifurcation diagram for this system.  Draw phase portraits for the various values of $\mu$ and draw the bifurcation diagram.
* Hint: Start by computing the linearization
</li>
</ol>

Latest revision as of 06:35, 19 February 2015

R. Murray Issued: 18 Feb 2015
CDS 140, Winter 2015

(PDF)

Due: 25 Feb 2015 at 12:30 pm
In class or to box across 107 STL

__MATHJAX__

  1. Perko, Section 4.1, Problem 1:
    (a) Consider the two vector fields
    <amsmath> 
     f(x) = \begin{bmatrix} -x_2 \\ x_1 \end{bmatrix}, \qquad
 g(x) = \begin{bmatrix} -x_2 + \mu x_1 \\ x_1 + \mu x_2 \end{bmatrix}.
    </amsmath>

    Show that $\|f-g\|_1 = |\mu| (\max_{x \in K} \|x\| + 1)$, where $K \subset {\mathbb R}^2$ is a compact set containing the origin in its interior.

    (b) Show that for $\mu \neq 0$ the systems

    <amsmath> 
     \aligned \dot x_1 &= -x_2 \\ \dot x_2 &= x_1 \endaligned \quad\text{and}\quad
 \aligned \dot x_1 &= -x_2 + \mu x_1 \\ \dot x_2 &= x_1 + \mu x_2 \endaligned
    </amsmath>

    are not topologically equivalent.

  2. Consider the dynamical system
    <amsmath> 
     m \ddot q + b \dot q + k q = u(t), \qquad
 u(t) = \begin{cases} 0 & t = 0, \\ 1 & t > 0, \end{cases} \qquad
 q(0) = \dot q(0) = 0,
    </amsmath>

    which describes the "step response" of a mass-spring-damper system.

    (a) Derive the differential equations for the sensitivities of <amsmath>q(t) \in {\mathbb R}</amsmath> to the parameters <amsmath>b</amsmath> and <amsmath>k</amsmath>. Write out explicit systems of ODEs for computing these, including any initial conditions. (You don't have to actually solve the differential equations explicitly, though it is not so hard to do so.)

    (b) Compute the sensitivities and the relative (normlized) sensitivies of the equilibrium value of <amsmath>q_e</amsmath> to the parameters <amsmath>b</amsmath> and <amsmath>k</amsmath>. You should give explicit formulas in terms of the relevant parameters and initial conditions.

    (c) Sketch the plots of the relative sensitivities <amsmath>S_{q,b}</amsmath> and <amsmath>S_{q,k}</amsmath> as a function of time for the nominal parameter values <amsmath>m = 1</amsmath>, <amsmath>b = 2</amsmath>, <amsmath>k = 1</amsmath>.

  3. Perko, Section 4.2, Problem 4: Consider the planar system
    <amsmath> 
     \aligned
   \dot x &= \mu x - x^2 \\
   \dot y &= -y.
 \endaligned
    </amsmath>

    Verify that the system satisfies the conditions for a transcritical bifurcation (equation (3) in Section 4.2) and determine the dimensions of the various stable, unstable and center manifolds that occur.

    • Hint: try computing out the linearization around the various equilibrium points.
  4. Perko, Section 4.2, Problem 7: Consider the two dimensional system
    <amsmath> 
     \aligned
   \dot x &= -x^4 + 5 \mu x^2 - 4 \mu^2 \\
   \dot y &= -y.
 \endaligned
    </amsmath>

    Determine the critical points and the bifurcation diagram for this system. Draw phase portraits for the various values of $\mu$ and draw the bifurcation diagram.

    • Hint: Start by computing the linearization
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