Finding Eigenvalues for Different r Values

  • Context: MHB 
  • Thread starter Thread starter Dustinsfl
  • Start date Start date
  • Tags Tags
    Eigenvalues
Click For Summary
SUMMARY

The discussion focuses on finding eigenvalues for the Jacobian matrix $$\mathcal{J}$$ defined as $$\mathcal{J} = \begin{pmatrix} -\sigma & \sigma & 0\\ 1 & -1 & -\sqrt{b(r - 1)}\\ \sqrt{b(r - 1)} & \sqrt{b(r - 1)} & - b \end{pmatrix}$$ with parameters $b = \frac{8}{3}$ and $\sigma = 10$. The critical value of $r$ where the eigenvalues transition from three negative values to a complex-conjugate pair is identified at $r = 1.3456171$. A more systematic approach to determine this critical $r$ involves solving the eigenvalue equation $$\det(\mathcal{J} - \lambda I) = 0$$ and its derivative, leading to a cubic equation for $r$. The derived expression for $\lambda$ is $$\lambda = \frac{18b\sigma(r-1) - b(b+\sigma+1)(r+\sigma)}{2(b+\sigma+1)^2 -6b(r+\sigma)}$$.

PREREQUISITES
  • Understanding of eigenvalue problems in linear algebra
  • Familiarity with Jacobian matrices and their applications
  • Knowledge of polynomial equations and their roots
  • Experience with differentiation and solving systems of equations
NEXT STEPS
  • Study the derivation of eigenvalues for Jacobian matrices in dynamical systems
  • Learn about bifurcation theory and its implications in nonlinear dynamics
  • Explore numerical methods for finding roots of polynomials
  • Investigate the application of complex analysis in eigenvalue problems
USEFUL FOR

Mathematicians, physicists, and engineers working on stability analysis in dynamical systems, particularly those dealing with eigenvalue calculations and bifurcation phenomena.

Dustinsfl
Messages
2,217
Reaction score
5
$$
\mathcal{J} = \begin{pmatrix}
-\sigma & \sigma & 0\\
1 & -1 & -\sqrt{b(r - 1)}\\
\sqrt{b(r - 1)} & \sqrt{b(r - 1)} & - b
\end{pmatrix}
$$
From a quick try and error, I was able to find that when $r = 1.3456171$ we will have 3 negative eigenvalues.
But when $r = 1.3456172$, there will be a complex-conjugate pair of eigenvalues.
Is there a mathematically more elegant way to determine this r value?
$b = \frac{8}{3}$ and $\sigma = 10$
 
Physics news on Phys.org
dwsmith said:
$$
\mathcal{J} = \begin{pmatrix}
-\sigma & \sigma & 0\\
1 & -1 & -\sqrt{b(r - 1)}\\
\sqrt{b(r - 1)} & \sqrt{b(r - 1)} & - b
\end{pmatrix}
$$
From a quick try and error, I was able to find that when $r = 1.3456171$ we will have 3 negative eigenvalues.
But when $r = 1.3456172$, there will be a complex-conjugate pair of eigenvalues.
Is there a mathematically more elegant way to determine this r value?
$b = \frac{8}{3}$ and $\sigma = 10$
This is an interesting problem. The eigenvalue equation is $\det(\mathcal{J} - \lambda I) = 0$, which simplifies to $$\lambda^3 + (b+\sigma+1)\lambda^2 + b(r+\sigma)\lambda + 2b\sigma(r-1) = 0.\qquad(1)$$ At the critical value of $r$ (the one where the bifurcation occurs, from three real roots to a complex conjugate pair), the eigenvalue equation will have a repeated root. That root will also be a root of the derived equation. So differentiate the eigenvalue equation to get $$3\lambda^2 +2(b+\sigma+1)\lambda + b(r+\sigma) = 0.\qquad(2)$$ Solve those equations together, to find that $$\lambda = \frac{18b\sigma(r-1) - b(b+\sigma+1)(r+\sigma)}{2(b+\sigma+1)^2 -6b(r+\sigma)}.$$ The next stage is to substitute that value of $\lambda$ into equation (2), to get a cubic equation for $r$. If you have stamina and patience enough to do that, you should find that, for the given values of $b$ and $\sigma$, one of the solutions is $r = 1.345617...$. (Rather you than me, though. (Yawn) )
 
Last edited:
Opalg said:
Solve those equations together, to find that $$\lambda = \frac{18b\sigma(r-1) - b(b+\sigma+1)(r+\sigma)}{2(b+\sigma+1)^2 -6b(r+\sigma)}.$$
How did you get this lambda? I solved for the quadratic and got something different. I also set the quadratic and cubic equal and then solved for lambda but didn't arrive at this lambda either.
 
dwsmith said:
How did you get this lambda? I solved for the quadratic and got something different. I also set the quadratic and cubic equal and then solved for lambda but didn't arrive at this lambda either.
Starting from $$\lambda^3 + (b+\sigma+1)\lambda^2 + b(r+\sigma)\lambda + 2b\sigma(r-1) = 0\qquad(1)$$ and $$3\lambda^2 +2(b+\sigma+1)\lambda + b(r+\sigma) = 0,\qquad(2)$$ I multiplied (1) by 3, and (2) by $\lambda$, and subtracted, getting $$(b+\sigma+1)\lambda^2 + b(r+\sigma)\lambda + 6b\sigma(r-1) = 0.\qquad(3)$$ I then multiplied (2) by $(b+\sigma+1)$, and (3) by 3, and again subtracted, to get the equation $$\lambda = \frac{18b\sigma(r-1) - b(b+\sigma+1)(r+\sigma)}{2(b+\sigma+1)^2 -6b(r+\sigma)}.$$
 

Similar threads

  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 10 ·
Replies
10
Views
2K
Replies
8
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 8 ·
Replies
8
Views
2K
  • · Replies 6 ·
Replies
6
Views
1K