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1.6 Autonomous equations

Note: 1 lecture, §2.2 in [EP], §2.5 in [BD]

Let us consider problems of the form

dx ---= f(x), dt

where the derivative of solutions depends only on x (the dependent variable). Such equations are called autonomous equations. If we think of t as time, the naming comes from the fact that the equation is independent of time.

Let us return to the cooling coffee problem (see Example 1.3.3). Newton’s law of cooling says

dx-= − k(x − A ), dt

where x is the temperature, t is time, k is some constant, and A is the ambient temperature. See Figure 1.8 for an example with k = 0.3 and A = 5 .

Note the solution x = A (in the figure x = 5 ). We call these constant solutions the equilibrium solutions. The points on the x axis where f (x ) = 0 are called critical points. The point x = A is a critical point. In fact, each critical point corresponds to an equilibrium solution. Note also, by looking at the graph, that the solution x = A is “stable” in that small perturbations in x do not lead to substantially different solutions as t grows. If we change the initial condition a little bit, then as t → ∞ we get x(t) → A . We call such critical points stable. In this simple example it turns out that all solutions in fact go to A as t → ∞ . If a critical point is not stable we would say it is unstable.


Figure 1.8: The slope field and some solutions of  ′ x = − 0.3 (x − 5) .
Figure 1.9: The slope field and some solutions of  ′ x = 0.1x (5 − x) .

Let us consider the logistic equation

dx-= kx (M − x), dt

for some positive k and M . This equation is commonly used to model population if we know the limiting population M , that is the maximum sustainable population. The logistic equation leads to less catastrophic predictions on world population than x ′ = kx . In the real world there is no such thing as negative population, but we will still consider negative x for the purposes of the math.

See Figure 1.9 for an example. Note two critical points, x = 0 and x = 5 . The critical point at x = 5 is stable. On the other hand the critical point at x = 0 is unstable.

It is not really necessary to find the exact solutions to talk about the long term behavior of the solutions. For example, from the above we can easily see that

 ( ||||5 if x (0 ) > 0, |{ lti→m∞ x(t) = ||||0 if x (0 ) = 0, |(DNE or −∞ if x (0 ) < 0.

Where DNE means “does not exist.” From just looking at the slope field we cannot quite decide what happens if x(0) < 0 . It could be that the solution does not exist for t all the way to ∞ . Think of the equation  ′ 2 x = x ; we have seen that solutions only exist for some finite period of time. Same can happen here. In our example equation above it will actually turn out that the solution does not exist for all time, but to see that we would have to solve the equation. In any case, the solution does go to − ∞ , but it may get there rather quickly.

Often we are interested only in the long term behavior of the solution and we would be doing unnecessary work if we solved the equation exactly. It is easier to just look at the phase diagram or phase portrait, which is a simple way to visualize the behavior of autonomous equations. In this case there is one dependent variable x . We draw the x axis, we mark all the critical points, and then we draw arrows in between. If f(x) > 0 , we draw an up arrow. If f (x) < 0 , we draw a down arrow.


Armed with the phase diagram, it is easy to sketch the solutions approximately.

Exercise 1.6.1: Try sketching a few solutions simply from looking at the phase diagram. Check with the preceding graphs if you are getting the type of curves.

Once we draw the phase diagram, we can easily classify critical points as stable or unstable3.


Since any mathematical model we cook up will only be an approximation to the real world, unstable points are generally bad news.

Let us think about the logistic equation with harvesting. Suppose an alien race really likes to eat humans. They keep a planet with humans on it and harvest the humans at a rate of h million humans per year. Suppose x is the number of humans in millions on the planet and t is time in years. Let M be the limiting population when no harvesting is done. The number k > 0 is a constant depending on how fast humans multiply. Our equation becomes

dx-= kx(M − x) − h. dt

We expand the right hand side and set it to zero

kx(M − x) − h = −kx2 + kMx − h = 0.

Solving for the critical points, let us call them A and B , we get

 ∘ -----2------ ∘ -----2------ A = kM--+---(kM-)-−-4hk-, B = kM--−---(kM-)-−-4hk-. 2k 2k

Exercise 1.6.2: Draw the phase diagram for different possibilities. Note that these possibilities are A > B , or A = B , or A and B both complex (i.e. no real solutions). Hint: Fix some simple k and M and then vary h .

For example, let M = 8 and k = 0.1 . When h = 1 , then A and B are distinct and positive. The graph we will get is given in Figure 1.10. As long as the population starts above B , which is approximately 1.55 million, then the population will not die out. It will in fact tend towards A ≈ 6.45 million. If ever some catastrophe happens and the population drops below B , humans will die out, and the fast food restaurant serving them will go out of business.


Figure 1.10: The slope field and some solutions of x′ = 0.1x(8 − x ) − 1 .
Figure 1.11: The slope field and some solutions of x′ = 0.1x (8 − x) − 1.6 .

When h = 1.6 , then A = B = 4 . There is only one critical point and it is unstable. When the population starts above 4 million it will tend towards 4 million. If it ever drops below 4 million, humans will die out on the planet. This scenario is not one that we (as the human fast food proprietor) want to be in. A small perturbation of the equilibrium state and we are out of business. There is no room for error. See Figure 1.11.

Finally if we are harvesting at 2 million humans per year, there are no critical points. The population will always plummet towards zero, no matter how well stocked the planet starts. See Figure 1.12.


Figure 1.12: The slope field and some solutions of x′ = 0.1x(8 − x) − 2 .

1.6.1 Exercises

Exercise 1.6.3: Take  ′ 2 x = x . a) Draw the phase diagram, find the critical points, and mark them stable or unstable. b) Sketch typical solutions of the equation. c) Find lim x(t) t→ ∞ for the solution with the initial condition x (0) = −1 .

Exercise 1.6.4: Take x′ = sin x . a) Draw the phase diagram for − 4π ≤ x ≤ 4π . On this interval mark the critical points stable or unstable. b) Sketch typical solutions of the equation. c) Find lit→m∞x(t) for the solution with the initial condition x(0) = 1 .

Exercise 1.6.5: Suppose f(x) is positive for 0 < x < 1 , it is zero when x = 0 and x = 1 , and it is negative for all other x . a) Draw the phase diagram for x′ = f (x ) , find the critical points, and mark them stable or unstable. b) Sketch typical solutions of the equation. c) Find  lim x(t) t→∞ for the solution with the initial condition x(0) = 0.5 .

Exercise 1.6.6: Start with the logistic equation dx dt = kx(M − x) . Suppose we modify our harvesting. That is we will only harvest an amount proportional to current population. In other words, we harvest hx per unit of time for some h > 0 (Similar to earlier example with h replaced with hx ). a) Construct the differential equation. b) Show that if kM > h , then the equation is still logistic. c) What happens when kM < h ?

Exercise 1.6.7: A disease is spreading through the country. Let x be the number of people infected. Let the constant S be the number of people susceptible to infection. The infection rate dx dt is proportional to the product of already infected people, x , and the number of susceptible but uninfected people, S − x . a) Write down the differential equation. b) Supposing x(0) > 0 , that is, some people are infected at time t = 0 , what is ltim→∞ x(t) . c) Does the solution to part b) agree with your intuition? Why or why not?

Exercise 1.6.101: Let x′ = (x − 1)(x − 2)x2 . a) Sketch the phase diagram and find critical points. b) Classify the critical points. c) If x(0) = 0.5 then find ltim→∞ x(t) .

Exercise 1.6.102: Let  ′ −x x = e . a) Find and classify all critical points. b) Find lt→im∞ x(t) given any initial condition.

Exercise 1.6.103: Assume that a population of fish in a lake satisfies dx dt = kx (M − x) . Now suppose that fish are continually added at A fish per unit of time. a) Find the differential equation for x . b) What is the new limiting population?

Exercise 1.6.104: Suppose dx dt = (x − α)(x − β ) for two numbers α < β .
a) Find the critical points, and classify them.
For b), c), d), find lim x(t) t→∞ based on the phase diagram.
b) x(0) < α , c) α < x(0) < β , d) β < x(0) .

3The unstable points that have one of the arrows pointing towards the critical point are sometimes called semistable.