Fixed point/Linear stability analysis

In an autonomous (time-independent) ODE like

x˙=f(x(t)) \dot x = f(x(t))

the fixed points are x∗x_* such that f(x∗)=0f(x_*)=0.

We can examine the behavior of the ODE near a fixed point

x(t)=x∗+ϵ(t)x˙=ϵ˙. \begin{align*} x(t) &= x_* + \epsilon(t) \\ \dot x &= \dot\epsilon. \end{align*}

We Taylor expand the equation and take the first nonzero term using the fact that f(x∗)=0f(x_*)=0 to find

f(x)=f(x∗+ϵ)=f(x∗)+f′(x∗)ϵ+⋯=f′(x∗)ϵ. \begin{align*} f(x) = f(x_* + \epsilon) &= f(x_*) + f'(x_*)\epsilon + \cdots \\ &= f'(x_*)\epsilon. \end{align*}

Then we call the linearized ODE ϵ˙=λϵ\dot\epsilon = \lambda\epsilon where λ=f′(x∗)\lambda = f'(x_*). The solution to this linearized ODE is ϵ(t)=ϵ(0)eλt\epsilon(t) = \epsilon(0) e^{\lambda t}. We can understand the stability of a fixed point by looking at its linearized solution

  1. If f′(x∗)>0f'(x_*) > 0 then x∗x_* is linearly unstable, so perturbations of ϵ\epsilon grow over time.

  2. If f′(x∗)<0f'(x_*) < 0, then x∗x_* is linearly stable, so perturbations of ϵ\epsilon decay over time.

Consider a slope field of y˙=(1−14y)y\dot y = (1-\frac{1}{4}y)y, an example of logistic growth.

We see there are two fixed points, y∗={0,4}y_* = \{0,4\} (these are the nullclines of the ODE). Near y=4y=4, the derivative arrows point towards the fixed point, indicating that it is stable. Conversely, the derivatives point away from fixed point y=0y=0, indicating that it is unstable.

Phase space

The phase space/phase line of an autonomous ODE shows the stability around the fixed points. The figure below shows the phase line for the same logistic growth model as above.