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Fields

List of named differential equations

Types

By variable type
Ordinary Partial Differential-algebraic Integro-differential Fractional Linear Non-linear
Dependent and independent variables Autonomous Coupled / Decoupled Exact Homogeneous / Nonhomogeneous
Features
Order Operator Notation

In mathematics, a phase portrait is a geometric representation of the orbits of a dynamical system in the phase plane. Each set of initial conditions is represented by a different point or curve.

Phase portraits are an invaluable tool in studying dynamical systems. They consist of a plot of typical trajectories in the phase space. This reveals information such as whether an attractor, a repellor or limit cycle is present for the chosen parameter value. The concept of topological equivalence is important in classifying the behaviour of systems by specifying when two different phase portraits represent the same qualitative dynamic behavior. An attractor is a stable point which is also called a "sink". The repeller is considered as an unstable point, which is also known as a "source".

A phase portrait graph of a dynamical system depicts the system's trajectories (with arrows) and stable steady states (with dots) and unstable steady states (with circles) in a phase space. The axes are of state variables.

Examples

[edit]

Simple pendulum, see picture (right).
Simple harmonic oscillator where the phase portrait is made up of ellipses centred at the origin, which is a fixed point.
Damped harmonic motion, see animation (right).
Van der Pol oscillator see picture (bottom right).

Visualizing the behavior of ordinary differential equations

[edit]

A phase portrait represents the directional behavior of a system of ordinary differential equations (ODEs). The phase portrait can indicate the stability of the system.^[1]

Stability^[1]
Unstable	Most of the system's solutions tend towards ∞ over time
Asymptotically stable	All of the system's solutions tend to 0 over time
Neutrally stable	None of the system's solutions tend towards ∞ over time, but most solutions do not tend towards 0 either

The phase portrait behavior of a system of ODEs can be determined by the eigenvalues or the trace and determinant (trace = λ₁ + λ₂, determinant = λ₁ x λ₂) of the system.^[1]

Phase Portrait Behavior^[1]
Eigenvalue, Trace, Determinant	Phase Portrait Shape
λ₁ & λ₂ are real and of opposite sign; Determinant < 0	Saddle (unstable)
λ₁ & λ₂ are real and of the same sign, and λ₁ ≠ λ₂; 0 < determinant < (trace² / 4)	Node (stable if trace < 0, unstable if trace > 0)
λ₁ & λ₂ have both a real and imaginary component; (trace² / 4) < determinant	Spiral (stable if trace < 0, unstable if trace > 0)

References

[edit]

^ ^a ^b ^c ^d Miller, Haynes; Mattuck, Arthur (Spring 2010). "Supplementary Notes to Chapter 26". MIT OpenCourseWare. Retrieved 2024-12-28.

Jordan, D. W.; Smith, P. (2007). Nonlinear Ordinary Differential Equations (fourth ed.). Oxford University Press. ISBN 978-0-19-920824-1. Chapter 1.
Steven Strogatz (2001). Non-linear Dynamics and Chaos: With applications to Physics, Biology, Chemistry and Engineering. ISBN 9780738204536.

External links

[edit]

Linear Phase Portraits, an MIT Mathlet.

Differential equations

Classification

Operations	Differential operator Notation for differentiation Ordinary Partial Differential-algebraic Integro-differential Fractional Linear Non-linear Holonomic
Attributes of variables	Dependent and independent variables Homogeneous Nonhomogeneous Coupled Decoupled Order Degree Autonomous Exact differential equation On jet bundles
Relation to processes	Difference (discrete analogue) Stochastic Stochastic partial Delay

Solutions

Existence/uniqueness	Picard–Lindelöf theorem Peano existence theorem Carathéodory's existence theorem Cauchy–Kowalevski theorem
Solution topics	Wronskian Phase portrait Phase space Lyapunov stability Asymptotic stability Exponential stability Rate of convergence Series solutions Integral solutions Numerical integration Dirac delta function
Solution methods	Inspection Substitution Separation of variables Method of undetermined coefficients Variation of parameters Integrating factor Integral transforms Euler method Finite difference method Crank–Nicolson method Runge–Kutta methods Finite element method Finite volume method Galerkin method Perturbation theory

Examples

Mathematicians

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A phase portrait is a graphical representation of the trajectories of solutions to a system of differential equations in the phase space, typically the plane for two-dimensional autonomous systems, illustrating the qualitative behavior of the dynamical system without explicit time dependence.^[1] It depicts how solutions evolve from various initial conditions, highlighting key features such as equilibrium points, separatrices, and limit cycles.^[2] The concept of the phase portrait originated with the work of French mathematician Henri Poincaré in the late 19th century, who introduced it as a tool for qualitative analysis in his 1885 paper "Sur les courbes définies par une équation différentielle," shifting focus from quantitative solutions to the geometric organization of all trajectories in state space.^[3] Poincaré's approach, further developed in his seminal Les Méthodes Nouvelles de la Mécanique Céleste (1892–1899), emphasized visualizing the flow of vector fields to understand complex dynamics, such as those in celestial mechanics.^[3] In construction, a phase portrait is built by plotting the vector field defined by the system's equations—such as

\dot{x} = f(x, y)

and

\dot{y} = g(x, y)

—on a grid in the phase plane, then sketching trajectories that follow the direction and magnitude of these vectors, often using numerical integration for accuracy.^[2] Equilibrium points, where the vector field vanishes (

f(x_e, y_e) = g(x_e, y_e) = 0

), serve as fixed points around which trajectories converge (sinks), diverge (sources), or oscillate (centers or spirals).^[1] These portraits reveal global stability and bifurcation behaviors, making them essential for analyzing nonlinear systems in fields like physics, biology, and engineering.^[4]

Fundamentals

Definition

A phase portrait is a graphical representation of the trajectories, or solution curves, of a dynamical system plotted in its phase space, illustrating the qualitative behavior of all possible solutions.^[5] This visualization captures the flow of the system by showing how states evolve without explicitly parameterizing time, providing insight into long-term dynamics such as convergence, divergence, or periodic motion.^[1] Dynamical systems, the foundation for phase portraits, are typically modeled by autonomous systems of ordinary differential equations (ODEs) of the form

\dot{x} = f(x)

, where

x

is the state vector representing the system's variables and

f

defines the evolution rule.^[6] The concept of phase portraits emerged in the late 19th century through the pioneering work of Henri Poincaré on the qualitative analysis of ODEs, particularly in his studies of periodic orbits and stability in celestial mechanics.^[3] Poincaré's contributions laid the groundwork for understanding global system behavior beyond explicit solutions.^[6] In contrast to time series plots, which depict state variables evolving explicitly against time, phase portraits focus solely on the interdependencies among state variables by omitting the time axis, thereby revealing invariant structures like attractors and separatrices more clearly.^[7]

Phase Space

Phase space is the multidimensional geometric space that encapsulates all possible states of a dynamical system, with each axis representing one of the system's state variables.^[8] In mechanical systems, for instance, these state variables typically include position and velocity (or momentum), allowing the full configuration of the system to be represented as a point in this space.^[9] This structure provides a coordinate framework independent of time, enabling the analysis of the system's evolution through trajectories plotted within it.^[10] For a system governed by

n

first-order ordinary differential equations, the phase space is the

n

-dimensional real vector space

\mathbb{R}^n

, where each point uniquely specifies the values of all state variables at a given instant.^[11] The dimensionality of the phase space thus matches the number of independent variables needed to fully describe the system's state, reflecting the degrees of freedom inherent to the dynamics.^[8] In one-dimensional cases, the phase space reduces to the real line

\mathbb{R}

, often visualized using a phase line diagram, which indicates the direction of flow based on the sign of

f(x)

.^[12] Two-dimensional phase spaces are common for planar systems involving two variables, such as position and velocity in simple oscillators. For higher-dimensional systems, direct visualization becomes challenging, necessitating projections onto lower-dimensional subspaces to capture essential geometric features.^[8] Invariant sets within phase space, such as attractors and separatrices, are subsets that are preserved under the flow of the dynamics, maintaining their structure as the system evolves.^[13] These sets delineate regions of qualitatively distinct behavior and are fundamental to understanding long-term dynamics without relying on specific trajectories.

Construction Methods

For Autonomous Systems

Autonomous systems are governed by ordinary differential equations of the form

\dot{\mathbf{x}} = f(\mathbf{x})

, where

\mathbf{x}

is the state vector and

f

does not explicitly depend on time

t

. These systems produce flows in phase space that are time-independent, allowing trajectories to be visualized without reference to specific time scales.^[1] In two dimensions, the system takes the form

\dot{x} = P(x,y)

\dot{y} = Q(x,y)

, where

P

and

Q

are smooth functions.^[14] The phase portrait is constructed by first evaluating the vector field

(P(x,y), Q(x,y))

on a discrete grid of points spanning the region of interest in the

xy

-plane.^[15] At each grid point

(x_i, y_i)

, a short arrow is drawn starting from that point, with direction and magnitude proportional to the vector

(P(x_i, y_i), Q(x_i, y_i))

; the length of the arrows is often normalized for clarity to emphasize direction over speed.^[15] This direction field provides a qualitative overview of the system's behavior, showing how solutions tend to move locally.^[1] To add trajectories, numerical integration is performed by solving the initial value problem starting from multiple initial conditions distributed across the grid, typically using explicit methods such as the fourth-order Runge-Kutta scheme.^[16] The resulting solution curves, parameterized by time and oriented with arrows indicating increasing

t

, are overlaid on the direction field to form the full phase portrait; trajectories are often sampled over a finite time interval to avoid computational overflow.^[1] Finally, invariant manifolds—such as separatrices connecting fixed points—may be identified by tracing special trajectories that remain confined to lower-dimensional subsets of the phase space, often requiring higher precision in integration near equilibria. Software tools facilitate this process: in MATLAB, the Symbolic Math Toolbox or ODE solvers like ode45 (an adaptive Runge-Kutta method) can compute and plot trajectories directly.^[17] Similarly, Python libraries such as Matplotlib for visualization and SciPy's solve_ivp function, which implements RK45 by default, enable efficient numerical integration and phase portrait generation for autonomous systems.^[16] These tools automate grid evaluation and trajectory plotting, making construction accessible for higher-dimensional or nonlinear cases while preserving the qualitative insights of hand-sketched portraits.^[18]

For Non-Autonomous Systems

Non-autonomous systems are described by ordinary differential equations (ODEs) of the form

\dot{x} = f(x, t)

, where the right-hand side explicitly depends on time

t

, distinguishing them from autonomous systems where the dynamics are time-independent.^[19] Unlike autonomous cases, trajectories in non-autonomous systems cannot form closed orbits in the standard phase space because time continuously increases, making the flow irreversible and preventing periodic behavior without accounting for the temporal dimension.^[20] To construct phase portraits, the phase space must be extended to include time as an additional coordinate, transforming the system into

(x, t)

\mathbb{R}^{n+1}

, where the extended equations become

\dot{x} = f(x, t)

and

\dot{t} = 1

.^[19] In the extended phase space, trajectories are plotted as curves parameterized by time, revealing the evolution of the system in this higher-dimensional space; for periodically forced systems with period

T

, the space can be compactified into a cylinder by identifying

t

modulo

T

, simplifying visualization while preserving the dynamics.^[20] An alternative construction method involves stroboscopic maps, which sample the state

x

at discrete, fixed time intervals (e.g., multiples of

T

), producing a discrete dynamical system that approximates the continuous flow and allows for phase portrait-like representations in the original

n

-dimensional space.^[19] These maps are particularly useful for analyzing long-term behavior, such as attractors, in systems where full higher-dimensional plots are impractical. A key challenge in non-autonomous phase portraits arises from the non-reversible nature of the flow, which precludes closed orbits even in two-dimensional state spaces extended by time, as trajectories cannot loop back due to the monotonic increase in

t

.^[20] For example, in forced oscillators like the driven van der Pol equation

\ddot{x} + \epsilon (x^2 - 1) \dot{x} + x = \epsilon a \sin(\Omega t)

, the periodic forcing introduces quasi-periodic or chaotic trajectories that spiral or fill regions in the extended space without closing.^[19] To address dimensionality and reveal underlying structures, Poincaré sections serve as a reduction technique: trajectories are intersected with a hypersurface transverse to the flow (e.g., at fixed

t \mod T

), yielding a lower-dimensional map whose points trace the return map, facilitating the identification of periodic orbits, stability, and chaos.^[20] This method, originally developed for periodic systems, transforms the continuous non-autonomous flow into a discrete portrait analogous to that of an autonomous system.^[19]

Types and Features

Nullclines and Trajectories

In phase portraits of two-dimensional autonomous dynamical systems, nullclines are curves in the phase plane where the time derivative of one variable vanishes. For a system

\dot{x} = f(x, y)

\dot{y} = g(x, y)

, the

x

-nullcline consists of points where

f(x, y) = 0

, so

\dot{x} = 0

, and the

y

-nullcline is where

g(x, y) = 0

, so

\dot{y} = 0

.^[15] Along the

x

-nullcline, the vector field is vertical, pointing upward if

\dot{y} > 0

or downward if

\dot{y} < 0

, while on the

y

-nullcline, it is horizontal, pointing right if

\dot{x} > 0

or left if

\dot{x} < 0

.^[15] The intersections of these nullclines identify fixed points, where both

\dot{x} = 0

and

\dot{y} = 0

.^[15] Nullclines divide the phase plane into regions where the signs of

\dot{x}

and

\dot{y}

are constant, aiding in sketching the overall flow without solving the system explicitly.^[21] Trajectories, or solution curves, are the integral curves of the vector field that represent the paths traced by solutions

(x(t), y(t))

in the phase plane as time

t

varies.^[1] Under standard assumptions, such as the right-hand side being locally Lipschitz continuous, the Picard–Lindelöf theorem guarantees the local existence and uniqueness of solutions for initial value problems, implying that through each point in the phase space, there passes exactly one trajectory.^[22] This uniqueness ensures that trajectories cannot intersect or cross each other in the phase plane, as such an intersection would violate the distinct evolution of solutions from different initial conditions.^[1] Trajectories are parameterized by time, providing a qualitative picture of the system's dynamics, often plotted without explicit time labels to emphasize the geometric structure.^[23] The direction of flow along trajectories is determined by the sign of the vector field components: in regions where

f(x, y) > 0

x

increases (flow to the right), while

f(x, y) < 0

indicates decrease (flow to the left); similarly for

g(x, y)

and the vertical direction.^[1] Arrows are typically drawn tangent to the trajectories to indicate the orientation of increasing time, revealing whether solutions approach or depart from certain regions.^[24] This directional information, combined with nullclines, allows for the qualitative construction of the phase portrait by integrating the flow across regions.^[21] Among trajectories, special cases include heteroclinic and homoclinic orbits, which connect fixed points and play key roles in global dynamics. A heteroclinic orbit is a trajectory that asymptotically approaches one fixed point as

t \to -\infty

and a different fixed point as

t \to +\infty

.^[25] In contrast, a homoclinic orbit connects a single fixed point to itself, approaching it as

t \to \pm \infty

.^[25] Limit cycles are another important type: isolated closed trajectories that correspond to periodic solutions, where nearby trajectories spiral toward (stable limit cycle) or away from (unstable limit cycle) the cycle, indicating sustained oscillations in the system.^[2] These orbits often form separatrices in the phase portrait, delineating basins of attraction or enabling complex behaviors like chaos in perturbed systems.^[23]

Fixed Points and Stability

In dynamical systems, fixed points, also known as equilibrium points, are solutions where the state vector remains constant over time, satisfying

\dot{\mathbf{x}} = 0

or equivalently

f(\mathbf{x}^*) = 0

for the vector field

f

.^[26] These points represent the locations in phase space where trajectories may converge, diverge, or remain stationary, providing critical insights into the system's long-term behavior without requiring full trajectory integration.^[26] To assess local stability near a fixed point

\mathbf{x}^*

, the system is linearized using the Jacobian matrix

Df(\mathbf{x}^*)

, which approximates the nonlinear dynamics via the first-order Taylor expansion.^[27] The eigenvalues

\lambda_i

of this matrix determine the stability type: all real parts negative indicate a stable sink (attracting trajectories), all positive a source (repelling), mixed signs a saddle (unstable with stable and unstable manifolds), and purely imaginary a center (periodic orbits, neutrally stable in linear case).^[27] This linearization theorem, under hyperbolicity (no zero real parts), ensures the nonlinear phase portrait qualitatively matches the linear one locally via topological conjugacy, as established by the Hartman-Grobman theorem.^[27] For two-dimensional systems, stability is classified using the trace

\tau = \lambda_1 + \lambda_2

and determinant

\Delta = \lambda_1 \lambda_2

of the Jacobian, where the fixed point is asymptotically stable if

\tau < 0

and

\Delta > 0

(both eigenvalues have negative real parts), unstable if

\tau > 0

and

\Delta > 0

\Delta < 0

, and requires further analysis if

\tau = 0

\Delta = 0

(degenerate cases like nodes, foci, or lines of equilibria).^[14]

\det \begin{pmatrix} a & b \\ c & d \end{pmatrix} = ad - bc = \Delta, \quad a + d = \tau

This trace-determinant plane divides into regions: for

\Delta > 0

, spirals if

\tau^2 < 4\Delta

(complex eigenvalues), nodes if

\tau^2 > 4\Delta

(real eigenvalues of the same sign), and degenerate cases on the parabola

\tau^2 = 4\Delta

; for

\Delta < 0

, saddles (real distinct eigenvalues of opposite signs).^[14] Fixed points often occur at nullcline intersections, aiding their identification in phase portraits. Global stability extends local analysis by confirming attraction from the entire phase space or a basin, often using Lyapunov functions

V(\mathbf{x})

—positive definite functions with negative definite time derivatives

\dot{V} < 0

along trajectories—proving asymptotic stability if

V

is radially unbounded.^[28] Alternatively, index theory, via the Poincaré index (winding number of the vector field around a closed curve enclosing the fixed point), provides topological constraints: the sum of indices over all fixed points equals the Euler characteristic (1 for the plane), enabling global portrait reconstruction and ruling out certain configurations without limit cycles if indices mismatch.^[29] In phase portraits, global stability manifests as all trajectories converging to the fixed point, contrasting local behavior near isolated equilibria.

Examples

Linear Systems

Linear systems of ordinary differential equations (ODEs) are typically expressed in the form

\dot{\mathbf{x}} = A \mathbf{x}

, where

\mathbf{x}

is the state vector,

A

is a constant

n \times n

matrix, and the dot denotes time derivative.^[30] For two-dimensional systems (

n=2

), phase portraits provide a visual representation of the trajectories in the phase plane, determined by the eigenvalues of

A

. These eigenvalues dictate the qualitative behavior near the origin, which is the sole fixed point at

\mathbf{x} = \mathbf{0}

.^[30] The classification of phase portraits for 2D linear systems relies on the eigenvalues

\lambda_1, \lambda_2

A

Nodes: Real eigenvalues of the same sign. If both negative ( $\lambda_1 < \lambda_2 < 0$ ), trajectories approach the origin along eigenlines, forming a stable node; if both positive ( $0 < \lambda_1 < \lambda_2$ ), they diverge, yielding an unstable node.^[30]
Saddles: Real eigenvalues of opposite signs ( $\lambda_1 < 0 < \lambda_2$ ). Trajectories approach along the stable eigenline and diverge along the unstable one, creating hyperbolic paths.^[30]
Spirals (or foci): Complex conjugate eigenvalues $\lambda = \alpha \pm i\beta$ with $\beta \neq 0$ . If $\alpha < 0$ , spirals inward to the origin (stable spiral); if $\alpha > 0$ , outward (unstable spiral).^[30]
Centers: Purely imaginary eigenvalues $\lambda = \pm i\beta$ ( $\alpha = 0$ ). Trajectories form closed elliptical orbits around the origin, indicating neutral stability with periodic motion.^[30]

This classification aligns with the stability of the fixed point at the origin, as analyzed in stability theory.^[1] A canonical example is the undamped harmonic oscillator, governed by

\ddot{x} + x = 0

, rewritten as the first-order system

\dot{x} = y

\dot{y} = -x

. The matrix

A = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix}

has eigenvalues

\pm i

, corresponding to a center. In the

(x, y)

phase plane (where

y = \dot{x}

), trajectories are ellipses centered at the origin, traversed clockwise, reflecting conserved energy and periodic oscillations.^[31]^[30] Exact solutions for linear systems are given by

\mathbf{x}(t) = e^{At} \mathbf{x}_0

, where

e^{At}

is the matrix exponential, computable via diagonalization if

A

is diagonalizable:

A = P D P^{-1}

, so

e^{At} = P e^{Dt} P^{-1}

with

D

diagonal containing eigenvalues. Phase portraits are constructed by plotting

\mathbf{x}(t)

parametrically for various initial conditions

\mathbf{x}_0

, revealing the global flow. For non-diagonalizable cases (e.g., defective nodes), Jordan form yields polynomial terms, but trajectories remain qualitatively similar to nodes.^[30]

Nonlinear Systems

Nonlinear systems of ordinary differential equations (ODEs) exhibit phase portraits that reveal behaviors absent in linear systems, such as closed orbits and limit cycles, arising from the coupling and nonlinearity that prevent closed-form solutions in many cases. These portraits highlight qualitative dynamics like sustained oscillations, where trajectories neither diverge to infinity nor converge to fixed points but instead cycle periodically, contrasting the predictable spirals or nodes of linear approximations. Such features underscore the role of nonlinearity in modeling real-world phenomena like population cycles or electrical oscillations, where small perturbations can lead to robust periodic motion.^[32] A canonical example is the Lotka-Volterra predator-prey model, which describes interactions between two species through the nondimensionalized system

\begin{cases} \dot{x} = x(1 - y), \\ \dot{y} = y(x - 1), \end{cases}

where

x

represents prey density and

y

predator density. The nullclines are the lines

x = 0

y = 1

for

\dot{x} = 0

, and

y = 0

x = 1

for

\dot{y} = 0

, intersecting at the origin (trivial equilibrium) and (1,1) (coexistence equilibrium). In the phase portrait, trajectories form closed periodic orbits encircling the point (1,1), indicating neutral stability and perpetual oscillations between species populations without damping or growth.^[33]^[34] Another illustrative case is the Van der Pol oscillator, a second-order nonlinear equation convertible to a planar system in phase space

(x, v)

where

v = \dot{x}

\begin{cases} \dot{x} = v, \\ \dot{v} = \mu (1 - x^2) v - x, \end{cases}

with parameter

\mu > 0

. The phase portrait features a unique stable limit cycle, attracting all trajectories regardless of initial conditions, except the origin which is unstable. For small

\mu

, the cycle is nearly circular and sinusoidal; for large

\mu

, it exhibits relaxation oscillations, with slow drifts along the cubic nullcline

v = (x - x^3)/\mu

interrupted by rapid jumps, mimicking phenomena in electronic circuits or biological rhythms.^[35]^[36]^[37] Qualitative sketching of phase portraits for nonlinear systems often relies on the method of isoclines, which divides the plane into curves where the vector field slope

dy/dx = g(x,y)/f(x,y)

is constant, without requiring numerical integration. By plotting these isoclines and indicating flow directions—such as horizontal on x-nullclines (

f=0

) and vertical on y-nullclines (

g=0

)—one can approximate trajectories by connecting segments tangent to the field in each region, revealing global structure like separatrices or cycles. This approach provides insight into stability and basins without explicit solutions, as trajectories follow the indicated directions across isoclines.^[32]^[15] In higher-dimensional nonlinear systems, phase portraits can display strange attractors, fractal-like structures where trajectories converge to bounded, aperiodic sets with sensitive dependence on initial conditions, hinting at chaotic dynamics beyond simple cycles.^[38]^[39]

Applications

Stability Analysis

Stability analysis in phase portraits examines the long-term behavior of trajectories in dynamical systems, determining whether fixed points or attractors are robust to initial conditions and perturbations. By visualizing the flow of trajectories, phase portraits reveal the qualitative dynamics around equilibria, such as spirals indicating oscillatory approach or nodes showing monotonic convergence. This graphical approach complements analytical methods like linearization, providing intuition for the overall system's robustness without solving equations explicitly.^[40] The basin of attraction is a key concept visualized in phase portraits, representing the set of initial conditions in phase space that converge to a particular stable fixed point or attractor as time approaches infinity. This region is often delineated by separatrices, which are trajectories that form boundaries between basins, such as stable and unstable manifolds of saddle points. For instance, in a two-dimensional system, the phase portrait may show nested closed orbits around a stable focus, with the basin extending to the separatrices that divide the plane into regions leading to different attractors.^[41]^[42] Phase portraits distinguish between local and global stability by illustrating how trajectories behave near and far from fixed points. Local stability concerns the attraction of nearby trajectories to an equilibrium, often appearing as converging arrows in the portrait around that point, while global stability indicates that all or most trajectories in the phase space approach the attractor, revealing the system's overall robustness. In competitive ecological systems, such as the Lotka-Volterra competition model, the phase portrait can show global stability to a coexistence equilibrium when nullclines intersect appropriately, with all positive quadrant trajectories converging to it, or competitive exclusion where one species' basin dominates.^[43]^[33] Perturbation analysis assesses how small changes in system parameters or initial conditions affect the topology of the phase portrait, focusing on structural stability. A structurally stable phase portrait maintains its qualitative features—such as the number and connectivity of trajectories—under infinitesimal perturbations to the vector field, ensuring the system's behavior is robust. For example, portraits with hyperbolic fixed points (nonzero eigenvalues) are typically structurally stable, whereas degenerate cases like centers with pure imaginary eigenvalues may bifurcate under perturbation, altering the flow from closed orbits to spirals. This analysis helps identify resilient dynamical regimes in engineering and biological models.^[44]^[45] A classic real-world example is the simple pendulum, where the phase portrait in the angle-velocity plane demonstrates stability near the upright (inverted) position. For small oscillations around the downward equilibrium at

\theta = 0

, the portrait shows a stable focus or node with trajectories spiraling inward, indicating damped convergence. Near the upright position at

\theta = \pi

, the portrait reveals an unstable saddle, with separatrices bounding the basin of attraction for the downward state, highlighting the precarious balance required for inversion and its sensitivity to perturbations like friction or driving forces.^[46]^[7]

Bifurcation Diagrams

Bifurcation diagrams illustrate how the structure of phase portraits evolves as a parameter, often denoted

\mu

, varies in a dynamical system of the form

\dot{\mathbf{x}} = f(\mathbf{x}, \mu)

. These diagrams typically consist of a family of phase portraits for different values of

\mu

, overlaid or arranged sequentially, alongside a plot of fixed points (equilibria) as functions of

\mu

. Such visualizations reveal qualitative changes in the system's behavior, known as bifurcations, where the topological properties of trajectories or attractors shift abruptly.^[47] Bifurcations represent qualitative shifts in the phase portrait, such as the creation or annihilation of fixed points or the emergence of periodic orbits. A common example is the saddle-node bifurcation, where a stable and an unstable fixed point collide and disappear as

\mu

crosses a critical value. The normal form in one dimension is

\dot{y} = \beta + y^2

, with

\beta

as the bifurcation parameter; for

\beta < 0

, the phase line shows two fixed points (a stable node at

y = -\sqrt{-\beta}

y=−−β

and an unstable saddle at $y = +\sqrt{-\beta}$

), while for $\beta > 0$ , no fixed points exist, and all trajectories flow in one direction. In two dimensions, the phase portrait features a saddle and a node approaching each other along the unstable manifold, merging at the bifurcation point before vanishing, leading to a uniform flow across the plane.^[48] Another key bifurcation is the Hopf bifurcation, where a fixed point transitions from stable to unstable, giving rise to a limit cycle. The normal form in two dimensions is given by the system $\begin{align*} \dot{y}_1 &= \beta y_1 - y_2 + \sigma y_1 (y_1^2 + y_2^2), \\ \dot{y}_2 &= y_1 + \beta y_2 + \sigma y_2 (y_1^2 + y_2^2), \end{align*}$ where $\sigma = \pm 1$ determines the criticality and $\beta$ is the parameter. For the supercritical case ( $\sigma = -1$ ), $\beta < 0$ yields a stable spiral sink at the origin with trajectories spiraling inward; as $\beta$ increases through zero, the fixed point becomes unstable (repeller), and a stable limit cycle emerges with radius $\sqrt{|\beta|}$

, enclosing the origin and attracting nearby trajectories. In the subcritical case ( $\sigma = +1$ ), an unstable limit cycle exists for $\beta < 0$ around the stable fixed point, which destabilizes at $\beta = 0$ , potentially leading to unbounded growth if the cycle collapses.^[49] The pitchfork bifurcation exemplifies symmetry-breaking, where a single fixed point splits into three as $\mu$ varies, often in systems with odd symmetry. The normal form is $\dot{x} = \mu x - x^3$ for the supercritical case. For $\mu < 0$ , the phase line has a single stable fixed point at $x = 0$ , with trajectories converging to it from both sides. At $\mu = 0$ , the origin is marginally stable (semi-stable). For $\mu > 0$ , the origin becomes unstable, and two new stable fixed points appear at $x = \pm \sqrt{\mu}$

, with trajectories flowing toward them and away from the origin, resembling a pitchfork in the bifurcation diagram. This structure highlights how phase portraits transition from monotonic convergence to bistability.^[50] To construct a bifurcation diagram, one first identifies fixed points by solving $f(\mathbf{x}, \mu) = 0$ for varying $\mu$ , plotting their loci (e.g., as curves in the $x$ - $\mu$ plane). Stability is assessed via linearization, marking stable branches with solid lines and unstable with dashed. Accompanying phase portraits are sketched for representative $\mu$ values, showing trajectory directions, nullclines, and attractors to capture the evolving topology. For instance, in the pitchfork example, the diagram plots $x = 0$ (unstable for $\mu > 0$ ) and $x = \pm \sqrt{\mu}$

(stable), with phase lines illustrating the shift from a single attractor to two.^[51]

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Notes collections

Notes

Notes

Days in Chronicle

Phase portrait

Examples

Visualizing the behavior of ordinary differential equations

See also

References

External links

Phase portrait

Fundamentals

Definition

Phase Space

Construction Methods

For Autonomous Systems

For Non-Autonomous Systems

Types and Features

Nullclines and Trajectories

Fixed Points and Stability

Examples

Linear Systems

Nonlinear Systems

Applications

Stability Analysis

Bifurcation Diagrams

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