poisson2.mws

poisson2.mws  030224

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

>    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 Poisson assumption means that kappa3=kappa1:

>    eq2:=subs(kappa3=kappa1,eq2prel);

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

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)-2*kappa1

Denote the critical points by (x[1],y[1]), (x[2],y[2]), (x[3],y[3]).

>    x:=solve(eq2a,kappa1);

x := 0, 3/4*a1*N+1/4*(a1^2*N^2-4*f1*a1*N+4*f2*a1*N+8)^(1/2), 3/4*a1*N-1/4*(a1^2*N^2-4*f1*a1*N+4*f2*a1*N+8)^(1/2)

These are the kappa1-coordinates of the three critical points. The corresponding kappa2-coordinates are:

>    y[1]:=subs(kappa1=x[1],kap2);

y[1] := 0

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

y[2] := 1/8*a1^2*N^2-1/8*(a1^2*N^2-4*f1*a1*N+4*f2*a1*N+8)^(1/2)*a1*N+1/4*f1*a1*N-1/4*f2*a1*N-1/2

>    y[3]:=expand(subs(kappa1=x[3],kap2));

y[3] := 1/8*a1^2*N^2+1/8*(a1^2*N^2-4*f1*a1*N+4*f2*a1*N+8)^(1/2)*a1*N+1/4*f1*a1*N-1/4*f2*a1*N-1/2

Asymptotic approximations of the critical points:

>    assume(a1>0);

>    x2asymp:=map(simplify,convert(asympt(x[2],N,2),polynom));

x2asymp := a1*N-1/2*f1+1/2*f2-1/2/a1*(-2+f1^2-2*f1*f2+f2^2)/N

>    x3asymp:=map(simplify,convert(asympt(x[3],N,2),polynom));

x3asymp := 1/2*a1*N+1/2*f1-1/2*f2+1/2/a1*(-2+f1^2-2*f1*f2+f2^2)/N

>    y2asymp:=map(simplify,convert(asympt(y[2],N,2),polynom));

y2asymp := 1/2*a1*(f1-f2)*N-1+1/4*f1^2-1/2*f1*f2+1/4*f2^2

>    y3asymp:=map(simplify,convert(asympt(y[3],N,2),polynom));

y3asymp := 1/4*a1^2*N^2-1/4*f1^2+1/2*f1*f2-1/4*f2^2

>    a1:='a1':

Study the stability of the three critical points:

>    F:=[eq1,eq2];

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

>    J:=Jacobian(F,[kappa1,kappa2]);

J := Matrix(%id = 4551948)

Determine the Jacobian in each of the three critical points:

>    J1:=subs(kappa1=x[1],kappa2=y[1],J);

J1 := Matrix(%id = 4614228)

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

J2 := Matrix(%id = 4618644)
J2 := Matrix(%id = 4618644)
J2 := Matrix(%id = 4618644)
J2 := Matrix(%id = 4618644)

>    J3:=subs(kappa1=x[3],kappa2=y[3],J);

J3 := Matrix(%id = 4620548)
J3 := Matrix(%id = 4620548)
J3 := Matrix(%id = 4620548)
J3 := Matrix(%id = 4620548)

The eigenvalues of these 3 matrices are:

>    eg1:=Eigenvalues(J1);

eg1 := Vector(%id = 4692880)

>    eg2:=Eigenvalues(J2);

eg2 := Vector(%id = 6156644)
eg2 := Vector(%id = 6156644)
eg2 := Vector(%id = 6156644)
eg2 := Vector(%id = 6156644)
eg2 := Vector(%id = 6156644)
eg2 := Vector(%id = 6156644)
eg2 := Vector(%id = 6156644)

>    eg3:=Eigenvalues(J3);

eg3 := Vector(%id = 5696640)
eg3 := Vector(%id = 5696640)
eg3 := Vector(%id = 5696640)
eg3 := Vector(%id = 5696640)
eg3 := Vector(%id = 5696640)
eg3 := Vector(%id = 5696640)
eg3 := Vector(%id = 5696640)

Asymptotic approximations of the eigenvalues:

>    assume(a1>0);

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

2*a1*N-f2-f1

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

a1*N+f1

So both of the eigenvalues of the critical point (0,0) are positive. Hence (0,0) is an unstable node.

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

-a1*N+2*f1-f2

>    simplify(convert(asympt(eg2[2],N,1),polynom));

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

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

>    simplify(convert(asympt(eg3[1],N,1),polynom));

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

>    simplify(convert(asympt(eg3[2],N,1),polynom));

-a1*N-f1+1/2*f2

>   

The third critical point has one positive and one negative eigenvalue. So it is a saddle point.