[Math] Drawing a phase portrait given Eigenvectors

ordinary differential equations

I am a bit confused on how the author here drew the phase portraits in the following picture.

this picture

The second eigenvalue is larger than the first. For large and positive t’s this means that the solution for this eigenvalue will be smaller than the solution for the first eigenvalue. Therefore, as t increases the trajectory will move in towards the origin and do so parallel to . Likewise, since the second eigenvalue is larger than the first this solution will dominate for large and negative t’s. Therefore, as we decrease t the trajectory will move away from the origin and do so parallel to .

This is what really confuses me. How do I see in the picture that t is increasing/decreasing. The plot does have x1 and x2 on the axis which are dependent on t if I understand correctly. Also what confuses me also how the Eigenvectors can give us so much information on how to draw the phase portrait itself. Any explenation/clarification would be very much appreciated.

Best Answer

As the $2$ by $2$ matrix has two real eigenvalues of multiplicity one, it can be diagonalized $$ \begin{bmatrix} \lambda_1 & 0 \\ 0 & \lambda_2 \end{bmatrix}. $$ Look at diagonalization as a linear coordinate change. In the new coordinates, $(y_1, y_2)$, the ODE system has the form $$ \begin{cases} y'_1 = \lambda_1 y_1 \\ y'_2 = \lambda_2 y_2, \end{cases} $$ so its solutions are given by $$ \tag{1} \begin{cases} y_1(t) = C e^{\lambda_1 t} \\ y_2(t) = D e^{\lambda_2 t}, \end{cases} $$ where $C$ and $D$ are real constants. $C = 0$ (or $D = 0$) correspond to the solutions whose first (or second) coordinate is constantly equal to zero.

Fix, for the moment, $C \ne 0$ and $D \ne 0$. By eliminating $t$ in $(1)$ we obtain $$ \left\lvert \frac{y_1}{C} \right\rvert^{\lambda_2} = \left\lvert \frac{y_2}{D} \right\rvert^{\lambda_1}, $$ hence $$ \lvert y_1 \rvert = E \, \lvert y_2 \rvert^{\lambda_2/\lambda_1}, $$ where $E = \lvert D \rvert \lvert C \rvert^{-\lambda_2 / \lambda_1}$. By symmetry, we can restrict ourselves to the first quadrant: $$ y_2 = E \, y_1^{\lambda_2/\lambda_1}, \quad E > 0. $$ As $\lambda_2 < \lambda_1 < 0$, $\lambda_2/\lambda_1 > 1$. We have thus obtained a family of "generalized parabolas", tangent at the origin to the $y_1$-axis.

Remember that we are still in the new coordinates. Returning to the old coordinates we do some rotating and stretching, and those operations do not change tangencies. In particular, the trajectories (except on the one-dimensional invariant subspaces spanned by eigenvectors) are curves tangent at the origin to an eigenvector corresponding to the larger eigenvalue, as in the picture.

Notice that, as $t \to \infty$, both coordinates of any solution converge to zero, so the arrows on the curves must be directed "toward" the origin.

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