Section 23.2

Supplementary Problems

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Problem 23.2.1

Consider the Lotka-Volterra model

du1dt=f1(u1,u2)=u1−u1u2,du2dt=f2(u1,u2)=−u2+u1u2 \frac{du_{1}}{dt} = f_{1}(u_{1}, u_{2}) = u_{1} - u_{1}u_{2}, \qquad \frac{du_{2}}{dt} = f_{2}(u_{1}, u_{2}) = -u_{2} + u_{1}u_{2}

with the fixed point (u1∗=1,u2∗=1)(u_{1}^{*} = 1, u_{2}^{*} = 1). The linearized equation (variational equation) with

∂f1∂x1=1−u2,∂f1∂x2=−u1,∂f2∂x1=u2,∂f2∂x2=−1+u1 \frac{\partial f_{1}}{\partial x_{1}} = 1 - u_{2}, \quad \frac{\partial f_{1}}{\partial x_{2}} = -u_{1}, \quad \frac{\partial f_{2}}{\partial x_{1}} = u_{2}, \quad \frac{\partial f_{2}}{\partial x_{2}} = -1 + u_{1}

is given by

(dy1/dtdy2/dt)=(0−110)(y1y2). \begin{pmatrix} dy_{1}/dt \\ dy_{2}/dt \end{pmatrix} = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix} \begin{pmatrix} y_{1} \\ y_{2} \end{pmatrix} .

Solve this system of linear differential equations. First show that the eigenvalues of the 2×22 \times 2 matrix are given by ±i\pm i.

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Problem 23.2.2

Consider the initial problem of the matrix differential equation

dXdt=A(t)X,X(0)=In \frac{dX}{dt} = A(t)X, \qquad X(0) = I_{n}

where A(t)A(t) is an n×nn \times n matrix which depends smoothly on tt. It is known that the solution of this matrix differential equation can locally be written as

X(t)=exp⁡(Ω(t)) X(t) = \exp (\Omega (t))

where Ω(t)\Omega (t) is obtained as an infinite series

Ω(t)=∑k=1∞Ωk(t). \Omega (t) = \sum _{k=1}^{\infty } \Omega _{k}(t) .

This is the so-called Magnus expansion. Implement this recursion in SymbolicC++ and apply it to

A(t)=(cos⁡(ωt)−sin⁡(ωt)sin⁡(ωt)cos⁡(ωt)) A(t) = \begin{pmatrix} \cos (\omega t) & -\sin (\omega t) \\ \sin (\omega t) & \cos (\omega t) \end{pmatrix}

where ω\omega is a constant frequency.

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