Dynamical System Theory For Engineers

Final Exam
School I&C, Master Course

NAME and First name:

If a page is unstapled, please mark your name on it. There is a total of 13 pages. Your answers
must be clear, precise and complete.
The notation ẋ stands for dx/dt.

Maximum: 80 points

Question 1 (13 points)

Consider a continuous-time dynamical system, with state x ∈ R, whose state equation is the
nonlinear ordinary differential equation
dx
(t) = x2 (t) − 2x(t) + µ,
dt
where µ ∈ R is a parameter.
1. (2pts) Let x(t) be the solution of this system starting from a given initial condition x(0) = x0 .
Is it always unique? Justify thoroughly your answer.

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2. (6pts) Find, as a function of µ, all the equilibrium points of this system, if any, and characterize
their stability. Justify thoroughly your answer.

3. (5pts) Determine the type of bifurcation(s), if there is (are) any, that this system undergoes,
and specify the value µ0 of the parameter µ at the bifurcation point. Justify your answer, and
draw the corresponding bifurcation diagram.

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Question 2 (13 points)
Consider the continuous-time linear system

ẋ1 (t) = −x1 (t) + x2 (t)

ẋ2 (t) = −x2 (t)
y(t) = c1 x1 (t) + c2 x2 (t)

where c1 , c2 ∈ R are real parameters.

1. (2pts) Characterize the stability of this system. Justify thoroughly your answer.

2. (2pts) The origin is an equilibrium of the system: what is its type (i.e. stable focus, unstable
node, etc) ? Justify your answer.

3. (3pts) Find the solution x(t) = (x1 (t), x2 (t)) of the system subject to the initial conditions
(x1 (0), x2 (0)) = (1, 1).

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4. (2pts) Draw the phase portrait in R2 of this system as accurately as possible.

5. (4pts) Find the conditions on c1 and c2 that make the system observable. Justify your answer.

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Question 3 (8 points)
Consider the autonomous nonlinear discrete-time system

x1 (t + 1) = x2 (t)
1
x2 (t + 1) = x21 (t) + x2 (t).
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1. (4pts) Find all the fixed point(s) of this system. Justify your answer.

2. (4pts) Characterize the stability of all the fixed point(s) of the system, if any. Justify your
answer.

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Question 4 (13 points)
Consider the continuous-time autonomous nonlinear system

ẋ1 (t) = x2 (t)

ẋ2 (t) = −x1 (t) + x2 (t) 1 − x21 (t) − 2x22 (t) .

1. (3pts) Find all the equilibrium points of this system, if any, and characterize their stability.
Justify your answer.

2. (5pts) Prove that the set

M = (x1 , x2 ) ∈ R2 | 1/2 ≤ x21 + x22 ≤ 1



is forward invariant.

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3. (3pts) Does this system have periodic solutions? Justify precisely your answer.

4. (2pts) Draw the phase portrait in R2 of this system as accurately as possible.

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Question 5 (25 points + bonus 3)
We consider the second-order continuous-time autonomous nonlinear system

ẋ1 (t) = αx1 (t) + x2 (t)(1 + x1 (t))

ẋ2 (t) = −x1 (t)(1 + x1 (t)),

where α ∈ R is a parameter. In subquestions 1 and 2, we assume that α 6= 0; in subquestions

3, 4 and 5 we assume that α = 0. Finally, subquestions 6 and 7 rely on your answers to all
previous subquestions.
1. (4pts) If α 6= 0, find the range of values of α ∈ R \ {0}, if any, for which the origin is a
(locally) asymptotically stable equilibrium point of the system. Justify thoroughly your answer.

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2. (6pts) If α 6= 0, find the range of values of α ∈ R \ {0}, if any, for which the origin is a globally
asymptotically stable equilibrium point of the system. Justify thoroughly your answer (Hint: a
good Lyapunov candidate has the form W (x1 , x2 ) = xm n
1 + x2 for some m, n, but you need also
to check what happens when x1 = 0).

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3. (3pts) If α = 0, does the system have bounded solutions? If so, prove it rigorously, if not,
specify an initial condition x(0) = (x1 (0), x2 (0)) that leads to an unbounded solution (Hint:
think of using polar coordinates, or of the Lyapunov function you used in the previous exercise).

4. (4pts) If α = 0, what are the equilibrium point(s) of the system? Justify your answer.

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5. (5pts) If α = 0, specify the basins of attraction of each equilibrium point of the system and
justify your answer. Draw the phase portrait in R2 of this system as accurately as possible.

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6. (3pts) Consider the solution x(t) = (x1 (t), x2 (t)), with x(0) = (0, 2). Specify the ω-limit set
of this solution, depending on the value of α ∈ R. Justify your answer.

7. (Bonus: 3pts) From your answers to previous questions, you can observe that the system
undergoes a bifurcation at α = 0. Is it an Andronov-Hopf bifurcation? Why? Justify your
answer.

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Question 6 (8 points)
We consider a third-order continuous-time autonomous nonlinear system

ẋ1 (t) = f1 (x1 (t), x2 (t), x3 (t))

ẋ2 (t) = f2 (x1 (t), x2 (t), x3 (t))
ẋ3 (t) = f3 (x1 (t), x2 (t), x3 (t))

where fi : R3 → R, i ∈ {1, 2, 3}, are three continuously differentiable functions. We know that
this system admits one T -periodic solution ξ, with T > 0 (thus for all t ∈ R, ξ(t + T ) = ξ(t)).
1. (4pts) Consider the first return map R of the Poincaré section P through ξ(0) and the solution
M (t) of the variational equations of the system along the T -periodic solution ξ(t). You have
computed that the eigenvalues of M (T ) are −1/2, 1/2 and 1. Characterize the stability of the
T -periodic solution ξ and justify your answer.

2. (4pts) With the information at disposal, can you say that the ω-limit set of any solution of
this system is either an equilibrium point, or a periodic solution? Why? Justify your answer.

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