JacCalculating Jacobian Matrix for System of Differential Equations

In summary, the conversation is about someone asking for help with calculating the Lyapunov exponent for a system of differential equations with 2nd and 1st order derivatives. They are unsure about how to arrange the equations and have attempted to use a Jacobian matrix, but it is suggested that they should use a Wronskian instead.
  • #1
bangthatdrum
11
0
Greetings all,

I hope someone out there in the vast hinterland of the internet can help.

I'm trying to calculate the lyapunov exponent for a system of differential equations. Now I can do this just fine for a system involving only first order derivatives such the Lorenz system, however, and this is the kicker, I'm trying to calculate it for a system involving 2nd and 1st order derivatives.

So my question, what would the jacobian be for a systems like this?

\begin{align*}
\ddot{y}_1+\alpha\dot{y}_1+\beta y_1&=\beta (w_{ee}S(y_2) -w_{ie}S(y_3) -w_{ie}S(y_4) )\\
\ddot{y}_2+\alpha\dot{y}_2+\beta y_2&=\beta (w_{ee}S(y_1) -w_{ie}S(y_3))\\
\ddot{y}_3+\alpha\dot{y}_3+\beta y_3&=\beta (w_{ei}S(y_1) +w_{ei}S(y_2) -w_{ii}S(y_4))\\
\ddot{y}_4+\alpha\dot{y}_4+\beta y_4&=\beta (w_{ei}S(y_1) -w_{ii}S(y_3))
\end{align*}

I initially thought you just rearranged it for y1ddot and then (in Matlab code) did something like this, but now I'm not so sure this is the right arrangement. I've looked everywhere I can think of but can't find any info.%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

a11=diff(y1dot,y1);
a12=diff(y1dot,y1dot);
a13=diff(y1dot,y2);
a14=diff(y1dot,y2dot);
a15=diff(y1dot,y3);
a16=diff(y1dot,y3dot);
a17=diff(y1dot,y4);
a18=diff(y1dot,y4dot);

a21=diff(y1ddot,y1);
a22=diff(y1ddot,y1dot);
a23=diff(y1ddot,y2);
a24=diff(y1ddot,y2dot);
a25=diff(y1ddot,y3);
a26=diff(y1ddot,y3dot);
a27=diff(y1ddot,y4);
a28=diff(y1ddot,y4dot);

%--------------------------------------------------------------------------

a31=diff(y2dot,y1);
a32=diff(y2dot,y1dot);
a33=diff(y2dot,y2);
a34=diff(y2dot,y2dot);
a35=diff(y2dot,y3);
a36=diff(y2dot,y3dot);
a37=diff(y2dot,y4);
a38=diff(y2dot,y4dot);

a41=diff(y2ddot,y1);
a42=diff(y2ddot,y1dot);
a43=diff(y2ddot,y2);
a44=diff(y2ddot,y2dot);
a45=diff(y2ddot,y3);
a46=diff(y2ddot,y3dot);
a47=diff(y2ddot,y4);
a48=diff(y2ddot,y4dot);

%--------------------------------------------------------------------------

a51=diff(y3dot,y1);
a52=diff(y3dot,y1dot);
a53=diff(y3dot,y2);
a54=diff(y3dot,y2dot);
a55=diff(y3dot,y3);
a56=diff(y3dot,y3dot);
a57=diff(y3dot,y4);
a58=diff(y3dot,y4dot);

a61=diff(y3ddot,y1);
a62=diff(y3ddot,y1dot);
a63=diff(y3ddot,y2);
a64=diff(y3ddot,y2dot);
a65=diff(y3ddot,y3);
a66=diff(y3ddot,y3dot);
a67=diff(y3ddot,y4);
a68=diff(y3ddot,y4dot);

%--------------------------------------------------------------------------

a71=diff(y4dot,y1);
a72=diff(y4dot,y1dot);
a73=diff(y4dot,y2);
a74=diff(y4dot,y2dot);
a75=diff(y4dot,y3);
a76=diff(y4dot,y3dot);
a77=diff(y4dot,y4);
a78=diff(y4dot,y4dot);

a81=diff(y4ddot,y1);
a82=diff(y4ddot,y1dot);
a83=diff(y4ddot,y2);
a84=diff(y4ddot,y2dot);
a85=diff(y4ddot,y3);
a86=diff(y4ddot,y3dot);
a87=diff(y4ddot,y4);
a88=diff(y4ddot,y4dot);

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

Jac=[(a11) (a12) (a13) (a14) (a15) (a16) (a17) (a18);
(a21) (a22) (a23) (a24) (a25) (a26) (a27) (a28);
(a31) (a32) (a33) (a34) (a35) (a36) (a37) (a38);
(a41) (a42) (a43) (a44) (a45) (a46) (a47) (a48);
(a51) (a52) (a53) (a54) (a55) (a56) (a57) (a58);
(a61) (a62) (a63) (a64) (a65) (a66) (a67) (a68);
(a71) (a72) (a73) (a74) (a75) (a76) (a77) (a78);
(a81) (a82) (a83) (a84) (a85) (a86) (a87) (a88);]
 
Physics news on Phys.org

Related to JacCalculating Jacobian Matrix for System of Differential Equations

1. What is the purpose of calculating the Jacobian matrix for a system of differential equations?

The Jacobian matrix is used to analyze the behavior of a system of differential equations, specifically to determine stability and equilibrium points. It provides important information about the system's dynamics and can help predict the system's future behavior.

2. How is the Jacobian matrix calculated for a system of differential equations?

The Jacobian matrix is calculated by taking the partial derivatives of each equation with respect to each variable and arranging them in a matrix. This matrix is then evaluated at a specific point, usually the equilibrium point, to determine the system's behavior at that point.

3. Can the Jacobian matrix be used for any type of system of differential equations?

Yes, the Jacobian matrix can be used for any type of system of differential equations, including linear, nonlinear, and time-varying systems. It is a versatile tool for analyzing the behavior of a wide range of systems.

4. What information can be obtained from the Jacobian matrix?

The Jacobian matrix provides information about the stability of the system's equilibrium points. By analyzing the eigenvalues of the matrix, one can determine if the equilibrium point is stable, unstable, or a saddle point. It can also be used to analyze the system's sensitivity to initial conditions and its overall behavior.

5. Are there any limitations to using the Jacobian matrix for system analysis?

While the Jacobian matrix is a powerful tool for analyzing systems of differential equations, it does have some limitations. It assumes that the system is continuously differentiable and that the equations are in a standard form. In addition, it may not provide accurate predictions for systems with highly complex or chaotic behavior.

Similar threads

  • Calculus and Beyond Homework Help
Replies
7
Views
2K
  • MATLAB, Maple, Mathematica, LaTeX
Replies
17
Views
5K
Back
Top