binomial2.mws

binomial2.mws  030128

Determine the critical points of the first two moment closure equations, and their stabilities, under assumption of binomial distribution!

>    restart;

>    with(VectorCalculus,Jacobian);
with(LinearAlgebra,Eigenvalues);

[Jacobian]

[Eigenvalues]

The rhss of the differential equations for the first two cumulants are eq1 and eq2prel. I reserve the name eq2 for the rhs of the second moment closure equation.

>    eq1:=(a1*N-kappa1)*kappa1-kappa2;

eq1 := (a1*N-kappa1)*kappa1-kappa2

>    eq2prel:=(f1*a1*N-f2*kappa1)*kappa1+(2*a1*N-f2)*kappa2-4*kappa1*kappa2-2*kappa3;

eq2prel := (f1*a1*N-f2*kappa1)*kappa1+(2*a1*N-f2)*kappa2-4*kappa1*kappa2-2*kappa3

The binomial distribution has kappa3=2*kappa2^2/kappa1-kappa2.  Inserting this expression for kappa3 into eq2prel gives:

>    eq2:=subs(kappa3=2*kappa2^2/kappa1-kappa2,eq2prel);

eq2 := (f1*a1*N-f2*kappa1)*kappa1+(2*a1*N-f2)*kappa2-4*kappa1*kappa2-4*kappa2^2/kappa1+2*kappa2

Solve the first equation for kappa2:

>    kap2:=solve(eq1,kappa2);

kap2 := -(-a1*N+kappa1)*kappa1

Substitute this value of kappa2 into the second equation.

>    eq2a:=subs(kappa2=kap2,eq2);

eq2a := (f1*a1*N-f2*kappa1)*kappa1-(2*a1*N-f2)*(-a1*N+kappa1)*kappa1+4*kappa1^2*(-a1*N+kappa1)-4*(-a1*N+kappa1)^2*kappa1-2*(-a1*N+kappa1)*kappa1

Denote the critical point by (x[2],y[2]).

>    x:=solve(eq2a,kappa1);

x := 0, 1/2*a1*N*(-f1+2*a1*N+f2-2)/(a1*N-1)

The first of these x-values is not a critical point. The reason is that the second rhs (eq2) is not defined for kappa1=0.

The kappa2-value at the one critical point is:

>    y[2]:=normal(subs(kappa1=x[2],kap2));

y[2] := 1/4*a1^2*N^2*(f1-f2)*(-f1+2*a1*N+f2-2)/(a1*N-1)^2

Asymptotic approximations of the coordinates of the critical point:

>    xasymp:=map(simplify,convert(asympt(x[2],N,2),polynom));

xasymp := a1*N-1/2*f1+1/2*f2-1/2*(f1-f2)/a1/N

>    yasymp:=map(simplify,convert(asympt(y[2],N,4),polynom));

yasymp := 1/2*a1*N*(f1-f2)+f1-f2-1/4*(f1-f2)*(f1-f2+2)

Study the stability of the critical point:

>    F:=[eq1,eq2];

F := [(a1*N-kappa1)*kappa1-kappa2, (f1*a1*N-f2*kappa1)*kappa1+(2*a1*N-f2)*kappa2-4*kappa1*kappa2-4*kappa2^2/kappa1+2*kappa2]

>    J:=Jacobian(F,[kappa1,kappa2]);

J := Matrix(%id = 2496576)

Determine the Jacobian at the critical point:

>    J2:=subs(kappa1=x[2],kappa2=y[2],J);

J2 := Matrix(%id = 2468928)
J2 := Matrix(%id = 2468928)
J2 := Matrix(%id = 2468928)
J2 := Matrix(%id = 2468928)

The eigenvalues are:

>    eg2:=Eigenvalues(J2);

eg2 := Vector(%id = 2928620)
eg2 := Vector(%id = 2928620)
eg2 := Vector(%id = 2928620)
eg2 := Vector(%id = 2928620)
eg2 := Vector(%id = 2928620)

Asymptotic approximations of the eigenvalues:

>    assume(a1>0);

>    simplify(convert(asympt(eg2[1],N,3),polynom));

-a1*N-f2+2*f1

>    simplify(convert(asympt(eg2[2],N,3),polynom));

-2*a1*N+f2+2-3*f1

>   

Both eigenvalues are negative. So the critical point is a stable node.