ma354 long term behavior t h 2:30pm– 3:45 pm dr. audi byrne

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MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

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Page 1: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

MA354

Long Term BehaviorT H 2:30pm– 3:45 pm

Dr. Audi Byrne

Page 2: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Recall: Dynamical System

• A dynamical system is a system that changes over time.

• It is described by an evolution rule (that describes the change that occur in terms of the relevant parameters, such as time).

• The evolution rule can be given implicitly (by describing the dynamical system at time t by using information from time t-1) or explicitly (a single expression for the system at any time.)

Page 3: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Example: Implicit Verses Explicit Descriptions of Dynamical Systems

A plant grows 3 leaves per day. The dynamical system L(d) is the number of leaves per day d.

Implicit description: L(d + 1) = L(d) + 3

Explicit description: L(d) = 3*d

Page 4: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Implicit Equations verses Explicit (Analytic) Equations

Explicit equations are nice to have...

What is a100?

Series Implicit Eqn Explicit Eqn{2,5,8,11,14,...} an+1=an+3,

a0=0

an=3n+2

Page 5: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Long Term Behavior

• Recall that computing the dynamical system for different time points is called solving the system or integrating the system.

• We are often interested in the long-term behavior of a dynamical system: the ‘trend’ of the system over time.

• The long-term behavior of the system is generally called the solution of the system.

Page 6: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Questions About Long-term Behavior of a Dynamical System

A dynamical system is a changing system…• Does the system just keep changing forever?

Monotonically? Periodically? Erratically?

• Can a system stop changing? At equilibrium.• Can a system start changing again once stopped?• Does the dynamical system “settle-down” in the long

term? So-called steady-states.• How do these answers depend on the initial conditions

(and other parameters) of the dynamical system? Global and local sensitivity analyses.

Page 7: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Long-term Behavior of a Dynamical System

A dynamical system is a changing system…• Does the system just keep changing forever?

Monotonically? Periodically? Erratically?

• Can a system stop changing? At equilibrium.• Can a system start changing again once stopped?• Does the dynamical system “settle-down” in the long

term? So-called steady-states.• How do these answers depend on the initial conditions

(and other parameters) of the dynamical system? Global and local sensitivity analyses.

Page 8: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Long-term Behavior of a Dynamical System

A dynamical system is a changing system…• Does the system just keep changing forever?

Monotonically? Periodically? Erratically?

• Can a system stop changing? At equilibrium.• Can a system start changing again once stopped?• Does the dynamical system “settle-down” in the long

term? So-called steady-states.• How do these answers depend on the initial conditions

(and other parameters) of the dynamical system? Global and local sensitivity analyses.

Page 9: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Long-term Behavior of a Dynamical System

A dynamical system is a changing system…• Does the system just keep changing forever?

Monotonically? Periodically? Erratically?

• Can a system stop changing? At equilibrium.• Can a system start changing again once stopped?• Does the dynamical system “settle-down” in the long

term? So-called steady-states.• How do these answers depend on the initial conditions

(and other parameters) of the dynamical system? Global and local sensitivity analyses.

Page 10: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Long-term Behavior of a Dynamical System

A dynamical system is a changing system…• Does the system just keep changing forever?

Monotonically? Periodically? Erratically?

• Can a system stop changing? At equilibrium.• Can a system start changing again once stopped?• Does the dynamical system “settle-down” in the long

term? So-called steady-states.• How do these answers depend on the initial conditions

(and other parameters) of the dynamical system? Global and local sensitivity analyses.

Page 11: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Finding Long-term Behavior/Solutions

• If we have an explicit expression for the dynamical system, we can find the long-term behavior by considering the limit of the system as t.

L(d) = 3*d

Page 12: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Finding Long-term Behavior/Solutions

• If we have an explicit expression for the dynamical system, we can find the long-term behavior by considering the limit of the system as t.

L(t) = 3*t

tt

3lim

Page 13: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Finding Long-term Behavior/Solutions

• If we have an explicit expression for the dynamical system, we can find the long-term behavior by considering the limit of the system as t.

L(t) = 3*t

tt

3lim

Page 14: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Finding Long-term Behavior/Solutions

• If we have an implicit expression for the dynamical system, it’s generally more difficult to determine the long term behavior.

L(d + 1) = L(d) + 3

We know the next state, but what about the state after that, and the state after that? Integrating the system for 100s of steps may or may not give us an idea of what the system is doing in the long run.

Page 15: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Implicitly defined dynamical system:

D(t+1) = f(D(t))

Page 16: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Implicitly defined dynamical system:

D(t+1) = f(D(t))

Page 17: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Implicitly defined dynamical system:

D(t+1) = f(D(t))

When graphing,how do we know When we’ve found the “solution”?

Page 18: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Questions in Dynamic Systems

• Given a dynamical system defined with a difference equation (an implicit equation), when can you find an explicit solution?

• What is the long-term behavior of the dynamical solution?– If the explicit equation is known, not so hard.– If the explicit equation is not known?

Page 19: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Finding Long-term Behavior/Solutions

• If we have an implicit expression for the dynamical system, you can try to solve it by (a) integrating it (e.g., graphing the system for many time steps), (b) finding the equivalent explicit description, or (c) finding solution using an analytic trick.

• We’ll compare methods (a), (b) and (c).

Page 20: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

(a) Solving dynamical systems by integrating the dynamical system.

Page 21: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

B. Example: an+1=r*an

A. Example: an+1=an+b

C. Example: an+1=r*an+b

Excel

Page 22: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

(b) Solving dynamical systems by finding the explicit description.

Page 23: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

B. Example: an+1=r*an

A. Example: an+1=an+b

C. Example: an+1=r*an+b

On Board

Page 24: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

(c) Solving dynamical systems by finding fixed points.

Page 25: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Fixed Point

• A number x is called a fixed point (or equilibrium point) of a dynamical system an+1=f(an) if f(x)=x.

– If ak=x then ak+1=x, ak+2=x, …– If ak=x then ak+s=x for all s ≥ 0.

– To find fixed points, we may solve the equality f(x)=x.

Page 26: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

Example: Finding Fixed Points

• To find fixed points, we may solve the equality f(x)=x.

• Find the fixed points of the dynamical system Pn+1 = Pn + b.

• Solution:

Pn+1 = f(Pn ) = Pn + b

f(Pn)=Pn

Pn = Pn + b … only if b=0.

Page 27: MA354 Long Term Behavior T H 2:30pm– 3:45 pm Dr. Audi Byrne

HW for Class Day After We Cover Fixed Points

Section 1.3: #1 (b,e,f) – explicit eqns

#2 (b,c,g,h) –fixed points

#5 – explicit eqns