Stability analysis for ODEs with non constant inputs {x=I(t)x+x^2, y=x

Pavukol

Pavukol

Answered question

2022-09-04

Stability analysis for ODEs with non constant inputs
{ x ˙ = I ( t ) x + x 2 y ˙ = x
where I ( t ) is a random input (for example).

Answer & Explanation

Annie Wells

Annie Wells

Beginner2022-09-05Added 17 answers

In the case where I ( t ) is a noisy process, this would be modelled as a stochastic differential equation.
Some observations:
x , y decouple; So there won't be any periodic orbits in ( x , y ).
Naively looking at the fixed points of this problem; we have x ˙ = 0 which implies x = 0 or x = I ( t ). If we look at a ball about the x = 0 solution then your stability is tied to whether I is positive or negative. When we linearise about the x = I ( t ) solution, we find that the stability of this is exactly the opposite of the x = 0 solution.
Essentially, x with jump from x = 0 to x = I ( t ) when I > 0 and back x = 0 when I < 0. y will act like a kind of accumulator and not have any fixed points unless I < 0 for all time.
Iyana Jackson

Iyana Jackson

Beginner2022-09-06Added 1 answers

They are called non-autonomous differential equations, or non-autonomous dynamic systems, or also time-varying (since "t" explicitly appears in the righthand side) differential equations. Lyapunov stability theory might apply to specific cases to the best of my knowledge.

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