Diff. EquationsSystems of Differential Equations

Phase Portraits

Nodes, saddles, spirals and centers from the eigenvalues.

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A phase portrait draws the trajectories of $\mathbf{x}' = A\mathbf{x}$ in the $(x, y)$ plane, without time on an axis. You can predict its shape from the eigenvalues alone, which is often all you need: will the system settle, blow up, or circle forever? This builds on eigenvalue solutions.

Key idea

For $2\times 2$ systems with $\det A \ne 0$: real eigenvalues of opposite sign, saddle; both negative, stable node (sink); both positive, unstable node (source). Complex $\alpha \pm \beta i$: spiral sink if $\alpha < 0$, spiral source if $\alpha > 0$, center if $\alpha = 0$. With $\tau = \operatorname{tr}A$, $\Delta = \det A$: saddle iff $\Delta < 0$; otherwise stable iff $\tau < 0$; spirals iff $\tau^{2} < 4\Delta$.

Why it works

Every solution is a combination of $e^{\lambda_1t}\mathbf{v}_1$ and $e^{\lambda_2t}\mathbf{v}_2$. Negative eigenvalues make both parts shrink, so everything flows to the origin; a positive one makes its part grow. In a saddle, the component along the stable eigenvector dies out while the other grows, so trajectories come in along one line and leave along the other. Complex eigenvalues bring $\cos\beta t$ and $\sin\beta t$, so the motion rotates, while $e^{\alpha t}$ decides whether it spirals in or out. The eigenvalues are the roots of $\lambda^{2} - \tau\lambda + \Delta = 0$, which is why $\tau$ and $\Delta$ are enough.

Worked example: From the eigenvalues

The eigenvalues are $-1$ and $-4$. Classify the origin.
  1. Both are real and negative: every solution decays.

Answer: stable node (sink)

Worked example: From the matrix

Classify the origin for $A = \begin{bmatrix} 1 & -5 \\ 1 & -3 \end{bmatrix}$.
  1. $\tau = -2$ and $\Delta = -3 + 5 = 2 > 0$, so not a saddle; $\tau < 0$, so stable.
  2. $\tau^{2} - 4\Delta = 4 - 8 = -4 < 0$: complex eigenvalues $-1 \pm i$.

Answer: spiral sink

Worked example: A parameter

For $A = \begin{bmatrix} 0 & 1 \\ -k & -2 \end{bmatrix}$ (a damped spring), when is the origin a spiral sink?
  1. $\tau = -2$, $\Delta = k$, $\tau^{2} - 4\Delta = 4 - 4k$.
  2. Saddle if $k < 0$. For $k > 0$ it is stable; spirals need $4 - 4k < 0$.

Answer: $k > 1$ (and $0 < k < 1$ gives a stable node: the overdamped spring)

Common mistake

Deciding stability from the eigenvectors. Eigenvectors only set the directions of the straight-line solutions; whether motion along them grows or shrinks is decided by the signs of the eigenvalues (or of their real part). Two eigenvectors pointing anywhere can belong to a sink, a source or a saddle.
The phase plane of the second example. Use the presets to compare a saddle, a sink, a source, spirals and a center, and edit the matrix entries to see how the trace and determinant move the type.
The classification at a glance.
EigenvaluesTypeStable?
real, opposite signssaddleno
real, both negativestable nodeyes
real, both positiveunstable nodeno
$\alpha \pm \beta i$, $\alpha < 0$spiral sinkyes
$\alpha \pm \beta i$, $\alpha > 0$spiral sourceno
$\pm\beta i$centerneutrally

Practice

Pass with 3 right answers, the last 2 in a row. Each right answer earns 3 XP.

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Sources and further reading

  • Paul's Online Math Notes, Differential Equations: Phase Plane
  • MIT OpenCourseWare 18.03SC Differential Equations (Fall 2011), Unit IV: First-order Systems
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