lognormal2.mws 030224
Determine the critical points of the first two moment closure equations, and their stabilities, under assumption of log-normality!
> | restart; |
> | with(VectorCalculus,Jacobian); with(LinearAlgebra,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; |
> | eq2prel:=(f1*a1*N-f2*kappa1)*kappa1+(2*a1*N-f2)*kappa2-4*kappa1*kappa2-2*kappa3; |
The log-normality assumption means that kappa3=3kappa2^2/kappa1 + kappa2^3/kappa1^3:
> | eq2:=subs(kappa3=3*kappa2^2/kappa1+kappa2^3/kappa1^3,eq2prel); |
Solve the first equation for kappa2:
> | kap2:=solve(eq1,kappa2); |
Substitute this value of kappa2 into the second equation.
> | eq2a:=subs(kappa2=kap2,eq2); |
> | x:=solve(eq2a,kappa1); |
There is ONLY ONE critical point, with this kappa1-value. The corresponding kappa2-coordinate is:
> | y:=simplify(subs(kappa1=x,kap2)); |
Asymptotic approximations of the coordinates of the critical point:
> | xasymp:=map(simplify,convert(asympt(x,N,2),polynom)); |
> | yasymp:=map(simplify,convert(asympt(y,N,4),polynom)); |
The stability of the critical point:
> | F:=[eq1,eq2]; |
> | J:=Jacobian(F,[kappa1,kappa2]); |
Determine the Jacobian at the critical point:
> | J1:=subs(kappa1=x,kappa2=y,J); |
The eigenvalues are:
> | eg1:=Eigenvalues(J1); |
Asymptotic approximations of the two eigenvalues are:
> | assume(a1>0); |
> | simplify(convert(asympt(eg1[1],N,1),polynom)); |
> | simplify(convert(asympt(eg1[2],N,1),polynom)); |
> |
So both of the eigenvalues of the critical point are negative. Hence it is a stable node.