Problem 4
Hard Equilibrium Points

Starting from the definition of stability, examine the…

Starting from the definition of stability, examine the stability of the zero solution of the system $$\frac{dx}{dt}=4y,\qquad \frac{dy}{dt}=-x,\qquad x(0)=y(0)=0.$$

Explanation of Method

Because the linearised system has purely imaginary eigenvalues (the borderline “centre” case), the standard classification by eigenvalues alone is inconclusive. The general solution is derived explicitly, the trajectory through a perturbed initial condition is bounded uniformly in time, and a conserved quantity (first integral) is identified that confines every nearby trajectory to a fixed closed curve around the equilibrium.

Step 1 · Matrix form and eigenvalues

Write $\dot{\mathbf{u}}=A\mathbf{u}$ with $$A=\begin{pmatrix}0&4\\-1&0\end{pmatrix},\qquad \mathbf{u}=\begin{pmatrix}x\\y\end{pmatrix}.$$ Characteristic equation: $$\det(A-\lambda I)=\lambda^2+4=0\implies\lambda_{1,2}=\pm2i.$$ The eigenvalues are purely imaginary: $\operatorname{Re}(\lambda)=0$. This is the center case, which requires careful analysis directly from the definition.

Step 2 · Explicit general solution

For $\lambda=2i$, solve $(A-2iI)\mathbf{v}=\mathbf{0}$: $$\begin{pmatrix}-2i&4\\-1&-2i\end{pmatrix}\mathbf{v}=\mathbf{0} \implies -2iv_1+4v_2=0\implies v_1=2iv_2.$$ Take $v_2=1$: $\mathbf{v}=(2i,1)^\top=(0,1)^\top+i(2,0)^\top$. Real and imaginary parts give two real solutions (after correcting sign, see below): $$\mathbf{u}^{(1)}=\begin{pmatrix}2\sin2t\\\cos2t\end{pmatrix},\qquad \mathbf{u}^{(2)}=\begin{pmatrix}-2\cos2t\\\sin2t\end{pmatrix}.$$ Verify $\mathbf{u}^{(1)}$: $\dot{x}=4\cos2t$, $4y=4\cos2t$.\quad\checkmark $\dot{y}=-2\sin2t$, $-x=-2\sin2t$.\quad\checkmark Verify $\mathbf{u}^{(2)}$: $\dot{x}=4\sin2t$, $4y=4\sin2t$.\quad\checkmark $\dot{y}=-2\cos2t$, $-x=2\cos2t$.\quad\checkmark The general solution is: $$\begin{pmatrix}x(t)\\y(t)\end{pmatrix} =C_1\begin{pmatrix}2\sin2t\\\cos2t\end{pmatrix} +C_2\begin{pmatrix}-2\cos2t\\\sin2t\end{pmatrix}.$$ Applying $x(0)=0$, $y(0)=0$: $$x(0)=0\cdot C_1-2C_2=0\implies C_2=0,\qquad y(0)=C_1+0=0\implies C_1=0.$$ The zero solution $x(t)\equiv0$, $y(t)\equiv0$ is confirmed.

Step 3 · General solution with perturbed initial conditions

Let the perturbed initial condition be $x(0)=\xi$, $y(0)=\eta$ (small $\xi,\eta$). Apply to the general solution: $$x(0)=-2C_2=\xi\implies C_2=-\frac{\xi}{2},\qquad y(0)=C_1=\eta\implies C_1=\eta.$$ The perturbed solution is: $$x(t)=2\eta\sin2t+\xi\cos2t,\qquad y(t)=\eta\cos2t-\frac{\xi}{2}\sin2t.$$

Step 4 · Distance from the zero solution

The distance of the perturbed trajectory from the origin at time $t$ is: $$\rho(t)=\sqrt{x(t)^2+y(t)^2}.$$ Compute $x(t)^2+y(t)^2$: $$x(t)^2=4\eta^2\sin^22t+4\xi\eta\sin2t\cos2t+\xi^2\cos^22t,$$ $$y(t)^2=\eta^2\cos^22t-\xi\eta\sin2t\cos2t+\frac{\xi^2}{4}\sin^22t.$$ Sum: $$x^2+y^2 =\eta^2(1+3\sin^22t)+\xi^2\!\left(1-\frac{3}{4}\sin^22t\right) +\frac{3\xi\eta}{2}\sin4t.$$ For a uniform upper bound, use $|\sin2t|\leq1$, $|\cos2t|\leq1$: $$|x(t)|\leq2|\eta|+|\xi|,\qquad|y(t)|\leq|\eta|+\frac{|\xi|}{2}.$$ Therefore: $$\rho(t)^2=x(t)^2+y(t)^2\leq 4\eta^2+\xi^2+\eta^2+\tfrac{\xi^2}{4} +|\xi\eta|\cdot\tfrac{3}{2} \leq 5(\xi^2+\eta^2)+\tfrac{3}{2}(\xi^2+\eta^2) =\tfrac{13}{2}(\xi^2+\eta^2).$$ Hence: $$\rho(t)\leq\sqrt{\tfrac{13}{2}}\,\sqrt{\xi^2+\eta^2} \quad\text{for all }t\geq0. \tag{$*$}$$

Step 5 · Verification of Lyapunov stability

Denote $\|\mathbf{u}_0\|=\sqrt{\xi^2+\eta^2}$ (norm of the perturbed initial condition). The zero solution corresponds to $\xi=\eta=0$. Given any $\varepsilon>0$, choose $$\delta=\frac{\varepsilon}{\sqrt{13/2}}=\varepsilon\sqrt{\frac{2}{13}}.$$ Then $\|\mathbf{u}_0\|<\delta$ implies, by $(*)$: $$\rho(t)\leq\sqrt{\tfrac{13}{2}}\,\|\mathbf{u}_0\| <\sqrt{\tfrac{13}{2}}\cdot\delta=\varepsilon \quad\text{for all }t\geq0.$$ The Lyapunov stability condition is satisfied. Hence the zero solution is stable.

Step 6 · Asymptotic stability fails

The solution $x(t)=2\eta\sin2t+\xi\cos2t$ is purely oscillatory. For $(\xi,\eta)\neq(0,0)$: $$\rho(t)=\sqrt{x(t)^2+y(t)^2}\not\to0\quad\text{as }t\to+\infty,$$ since $x(t)$ and $y(t)$ are non-decaying trigonometric functions. Therefore the zero solution is not asymptotically stable. Concretely, note that $x(t)$ has amplitude $\sqrt{4\eta^2+\xi^2}$ and oscillates indefinitely; the distance from the origin does not tend to zero.

Step 7 · Conservation law

To understand the structure geometrically, consider the quantity: $$E(t)=\frac{x(t)^2}{4}+y(t)^2.$$ Differentiate: $$\dot{E}=\frac{2x\dot{x}}{4}+2y\dot{y}=\frac{x}{2}(4y)+2y(-x)=2xy-2xy=0.$$ Hence $E(t)=E(0)=\frac{\xi^2}{4}+\eta^2$ is a conserved quantity (first integral). The trajectories lie on ellipses $$\frac{x^2}{4}+y^2=\frac{\xi^2}{4}+\eta^2=\text{const}$$ centered at the origin. This confirms both stability (trajectories remain on a fixed ellipse near the origin) and the failure of asymptotic stability (they never spiral inward).

Step 8 · Conclusion

$$\boxed{ \text{The zero solution is \textbf{stable} but \textbf{not asymptotically stable}.} }$$ The equilibrium $(0,0)$ is a center: all nearby trajectories are closed ellipses $$\frac{x^2}{4}+y^2=\frac{\xi^2}{4}+\eta^2,$$ which encircle the origin periodically with period $T=\pi$ without ever converging to it.


Summary Table

QuantityValue
Conserved quantity$E(t)=\frac{x(t)^2}{4}+y(t)^2.$
Classificationstable / not asymptotically stable

Additional Notes

Result

The final classification is:

$$\boxed{ \text{The zero solution is \textbf{stable} but \textbf{not asymptotically stable}.} }$$