Systems of differential equations: Linear systems of differential equations
Classification of stability
We consider again a pair of coupled homogeneous linear first-order differential equations with constant coefficients of the form and write it in the matrix-vector form The matrix actually describes the linear system of differential equations. The eigenvalues and eigenvectors determine the nature of the solutions and the stability of the equilibrium .
The eigenvalues of can be written as where is the trace of and is the determinant of .
We have already seen that the equilibrium is attracting when has
- two different eigenvalues both of which are negative;
- one negative eigenvalue;
- complex eigenvalues with a real part less than zero.
We can also formulate the stability of the equilibrium in terms of the trace and the determinant of the .
For the following system of linear first-order differential equations with constant coefficients in matrix-vector form the following statements are equivalent:
- The equilibrium is attracting;
- All eigenvalues of have a negative real part;
- and .
We can explore all combinations of the signs of and and describe behaviour of solutions near the equilibrium . The figure below comes from the book Mathematical Models in Biology of Leah Edelstein-Keshet and it summarizes the results. In this figure, and . Then is the discriminant of the characteristic equation of . When the discriminant is equal to 0, then the stability of the equilibrium depends on the sign of : repelling if and attracting if . There are six additional cases:
- repelling equilibrium: and .
- saddle node (semi-stable equilibrium) .
- attracting equilibrium: and .
- expanding spiral: and .
- periodic solutions around the equilibrium: and .
- shrinking spiral: and .