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Elementary Differential Equations and Boundary Value Problems - Boyce W.E.

Boyce W.E. Elementary Differential Equations and Boundary Value Problems - John Wiley & Sons, 2001. - 1310 p.
Download (direct link): elementarydifferentialequations2001.pdf
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Here are two examples. In population dynamics, some populations are modeled using a proportional growth model
xn+1 = Lx(xn) = Xxn, n > 0, xo given (2)
where xn is the population density at generation n and X is a positive number that measures population growth from generation to generation. Another common model is the logistic growth model:
xn+1 = gx(xn) = Xxn(1 _ xn), n > 0, xo given
Lets return to the general discrete system (1). Starting with an initial condition x0, we can generate a sequence using this rule for iteration: Given x0, we get x1 = f( x0 ) by evaluating the function f at x0. We then compute x2 = f(x\), x3 = f(x2), and so on, generating a sequence of points {xn}. Each xn is the n-fold composition of f at x0 since
x2 = f( f(x0)) = f2(x0) x3 = f( f( f(x0))) = f3(x0)
xn = fn (x0 )
(Some authors omit the superscript .)
The infinite sequence of iterates O(x0) = {xn}^10 is called the orbit ofx0 under f, and the function f is often referred to as a map. For example, if we take X = 1/2 and the initial condition x0 = 1 in the proportional growth model (2), we get the orbit for the map L:
x0 = 1, x1 = 1/2, x2 = 1/4,...
Refer to Screen 1.2 of Module 13 for four representations of the orbit of an iteration: as a sequence {x0, x\ = f (x0), x2 = f (x\),...}; a numerical list whose columns are labeled n, xn, f (xn); a time series where xn is plotted against time n; and a stairstep/cobweb diagram for graphical analysis.
The chapter cover figure shows a stairstep diagram for the model xn+i = 0.7xn + 100. Figures 13.1 and 13.2 show cobweb diagrams for the logistic
Equilibrium States
model xn+i = kxn(1 xn), with = 3.51 and 3.9, respectively. In all of these figures, the diagonal line xn+1 = xn is also plotted. The stairstep and cobweb diagrams are constructed by selecting a value for x0 on the horizontal axis, moving up to the graph of the iterated function to obtain x1, horizontally over to the diagonal then up (or down) to the graph of the function to obtain x2, and so on. These diagrams are used to guide the eye in moving from xn to xn+1.
Equilibrium States
A fixed point of a discrete dynamical system is the analogue of an equilibrium point for a
system of ODEs.
As with autonomous ODEs, it is useful to determine the equilibrium states for a discrete dynamical system. First we need some definitions:
A point x* is a fixed point of f if f (x*) = x*. A fixed point is easy to spot in a stairstep or cobweb diagram even before the steps and webs are plotted: the fixed points of f are where the graph of f intersects the diagonal.
A point x* is a periodic point of period n of f if fn (x*) = x* and fk (x*) = x* for k < n. A fixed point is a periodic point of period 1.
Both the proportional and logistic growth models have the fixed point x = 0. For certain values of the logistic model has periodic points; Figure 13.1 suggests that the model has a period-4 orbit if = 3.51.
? Check your understanding by showing that the logistic model has a second fixed point x* = ( 1)/. Does the proportional growth model for > 0 have any periodic points that are not fixed?
This use of the words stable and unstable for points and orbits of a discrete system differs from the way the words are used for equilibrium points of an ODE. For example, a saddle point of an ODE is unstable, but a saddle point of a discrete system is neither stable nor unstable.
A fixed point x* of f is said to be stable (or a sink, or an attractor) if every point p in some neighborhood of x* approaches x* under iteration by f, that is, if fn (p) x* as n +to. The set of all points such that fn(p) x* as n + is the basin of attraction of p. A fixed point x* is unstable (or a source or repeller) if every point in some neighborhood of x* moves out of the neighborhood under iteration by f. If x* is a period-n point of f, then the orbit of x* is said to be stable if x* is stable as a fixed point of the map fn. The orbit is unstable if x* is unstable as a fixed point of fn. Stability is determined by the derivative of the map f, as the following tests show:
A fixed point x* is stable if | f'(x*)| < 1, and unstable if | f'(x*)| > 1.
A period-n point x* (and its orbit) is stable if |( fn)'(x*)| < 1, and unstable if |( fn)'(x*)| > 1.
Stable periodic orbits are attracting because nearby orbits approach them, while unstable periodic orbits are repelling because nearby orbits move away from them.
Chapter 13
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Figure 13.1: The cobweb diagram for the logistic map, xn+1 = 3.51xn(1 xn), suggests that iterates of x0 = 0.72 approach a stable orbit of period 4.
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