lognormal2.mws

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);

[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 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);

eq2 := (f1*a1*N-f2*kappa1)*kappa1+(2*a1*N-f2)*kappa2-4*kappa1*kappa2-6*kappa2^2/kappa1-2*kappa2^3/kappa1^3

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)-6*(-a1*N+kappa1)^2*kappa1+2*(-a1*N+kappa1)^3

>    x:=solve(eq2a,kappa1);

x := 2*a1^2*N^2/(f1+2*a1*N-f2)

There is ONLY ONE  critical point, with this kappa1-value. The corresponding kappa2-coordinate is:

>    y:=simplify(subs(kappa1=x,kap2));

y := 2*a1^3*N^3*(f1-f2)/(f1+2*a1*N-f2)^2

Asymptotic approximations of the coordinates of the critical point:

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

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

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

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

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*kappa2-6*kappa2^2/kappa1-2*kappa2^3/kappa1^3]

>    J:=Jacobian(F,[kappa1,kappa2]);

J := Matrix(%id = 961124)

Determine the Jacobian at the critical point:

>    J1:=subs(kappa1=x,kappa2=y,J);

J1 := Matrix(%id = 955312)
J1 := Matrix(%id = 955312)
J1 := Matrix(%id = 955312)
J1 := Matrix(%id = 955312)

The eigenvalues are:

>    eg1:=Eigenvalues(J1);

eg1 := Vector(%id = 1536436)

Asymptotic approximations of the two eigenvalues are:

>    assume(a1>0);

>    simplify(convert(asympt(eg1[1],N,1),polynom));

-a1*N-f2+2*f1

>    simplify(convert(asympt(eg1[2],N,1),polynom));

-2*a1*N+3*f2-5*f1

>   

So both of the eigenvalues of the critical point are negative. Hence it is a stable node.