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@NoFishLikeIan
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Pluto notebook for the analysis of dynamical systems in the course CED 1
### A Pluto.jl notebook ###
# v0.20.3
using Markdown
using InteractiveUtils
# This Pluto notebook uses @bind for interactivity. When running this notebook outside of Pluto, the following 'mock version' of @bind gives bound variables a default value (instead of an error).
macro bind(def, element)
#! format: off
quote
local iv = try Base.loaded_modules[Base.PkgId(Base.UUID("6e696c72-6542-2067-7265-42206c756150"), "AbstractPlutoDingetjes")].Bonds.initial_value catch; b -> missing; end
local el = $(esc(element))
global $(esc(def)) = Core.applicable(Base.get, el) ? Base.get(el) : iv(el)
el
end
#! format: on
end
# ╔═╡ 6617f488-a294-11ef-0527-fb2e425d0102
using PlutoUI # Interactive utilities
# ╔═╡ 1fdeeec2-9df5-44b1-9956-4ece3ed3247b
using Plots, LaTeXStrings
# ╔═╡ a527d075-e8c8-4604-8dae-33c460d6af99
using Roots
# ╔═╡ 6a77d7bf-d28f-4cdc-a54e-a451f7bb7564
default(size = 500 .* (√2, 1), dpi = 180, linewidth = 3, label = false)
# ╔═╡ 58b1c9b5-c834-48fe-a82b-a3c8fdb11e2c
TableOfContents()
# ╔═╡ 76d1d1d7-6a14-4194-8b1f-e4d31ce2700f
md"# One dimensional dynamical systems"
# ╔═╡ 4d7b4c58-99eb-432c-b710-c135baeb213a
md"
## Continuous time - One parameter $\mu$
First, we define two functions ``f(x; \mu)`` and ``\partial f \big/ \partial x``.
*Side note:* To write greek letters such as $\alpha$, $\beta$, $\mu$ etc. in `Julia` just write `\alpha` and press `tab`!
"
# ╔═╡ 600ff102-362c-492b-9c53-2205ced7382c
f(x; μ) = μ + x - x^3;
# ╔═╡ 689e8c58-9556-4836-9f3d-df6291ebbc23
f′(x; μ) = 1 - 3x^2;
# ╔═╡ 49ff1ce3-ff67-428b-8298-36709b8b227e
md"Let's define a set ``M`` from which we can pick parameters, ``\mu \in M``."
# ╔═╡ 0901c9b1-47a9-49f0-ba7e-2857f0be0f49
M = -1.5:0.05:1.5; # Values between -1 and 1, with step 0.01
# ╔═╡ b8945136-e199-4ceb-b9b1-66d9386d5b8f
md"Let's pick a default value for the paramter ``\mu =`` $(@bind μ Slider(M, default = 0, show_value = true))"
# ╔═╡ 721261ec-61e5-4f64-ab30-557a0b8e5eba
md"Using the `Roots.jl` we find the steady states
$\bar{x} \in \{ a \leq x \leq b: \; f(x; \mu) = 0 \}$
for $μ =$ $μ.
"
# ╔═╡ c7034c9d-dbfe-40a9-8a79-7f2d98456e7a
begin
a = -2
b = 2
steadystates = find_zeros(x -> f(x; μ), (a, b))
"Steady states: $steadystates"
end
# ╔═╡ 92b81957-72cf-4a94-b336-65ecf388a321
md"
Let's now plot $\dot{x} = f(x; \mu)$. At the steady states $\bar{x}$ we plot a marker which is full if the steady state is **stable** $f'(\bar{x}; \mu) < 0$ and white if it is **unstable** $f'(\bar{x}; \mu) > 0$.
"
# ╔═╡ 91485276-96ac-43bd-b5a0-a71043b59306
let
xs = a:0.01:b
fig = plot(xlabel = L"x", ylabel = L"\dot{x}", ylims = (-4, 4)) # Creates the figure
hline!(fig, [0.]; c = :black, linewidth = 1.5)
for x in a:(1/3):b # Draws the arrows
x′ = x + sign(f(x; μ)) * 0.01
plot!(fig, [x, x′], [0, 0]; arrow=(:closed, 2.0), c = :black)
end
plot!(fig, xs, x -> f(x; μ); c = :darkred, label = L"$f(x; \mu = %$μ)$")
for x̄ in steadystates # Draws the steady state
isstable = f′(x̄; μ) < 0
color = isstable ? :darkred : :white
scatter!(fig, [x̄], [0.]; color = color, markerstrokecolor = :darkred, markersize = 7)
end
fig
end
# ╔═╡ 916f3ed1-29ae-451f-97ac-163cf82346bd
md"
We can now create the bifurcation plot. For parameter $\mu$ we plot the steady states $\overline{x}$. Here we do it simply using `Roots.jl` and the derivative that we provide. A more complete analysis could be done with `BifurcationKit.jl` ([see here](https://bifurcationkit.github.io/BifurcationKitDocs.jl/stable/)).
"
# ╔═╡ a541a17b-6f81-4a61-995d-118de8ac8862
let
fig = plot(xlabel = L"\mu", ylabel = L"\bar{x}")
for μcrit in M, x̄ in find_zeros(x -> f(x; μ = μcrit), (a, b))
isstable = f′(x̄; μ = μcrit) < 0
color = isstable ? :darkred : :white
scatter!(fig, [μcrit], [x̄]; color = color, markerstrokecolor = :darkred, markersize = 3)
end
fig
end
# ╔═╡ 63122a90-04ac-4a3e-870b-ab99d326aa8b
md"## Discrete time - One parameter $\mu$"
# ╔═╡ 5339d701-b274-4cc1-a3c0-a2d420a422b5
md"
We now move to discrete time systems of the form
$x_{t + 1} = \varphi_{\varepsilon}(x_t).$
As before, we define $\varphi_{\varepsilon}$ and $\varphi'_{\varepsilon}$.
*Note:* I am using $\varepsilon$ as a parameter instead of $\mu$ just to avoid confusion between variables!
"
# ╔═╡ c8b3eebd-9656-498a-87fb-05b2a9359e41
φ(x; ε) = x^3 + ε;
# ╔═╡ 54423830-803d-4da5-b250-f120a727aa12
φ′(x; ε) = 3x^2;
# ╔═╡ 204f0f22-b315-4b77-aef1-700d2756fcac
md"Pick a new default value for the paramter ``\varepsilon =`` $(@bind ε Slider(M, default = 0, show_value = true))"
# ╔═╡ 047f3fb2-93ca-486a-beae-7823746e0759
md"
As before, we find steady states
$\bar{x} \in \{ c \leq x \leq d: \; \varphi(x; \varepsilon) = x \}$
for $\varepsilon =$ $ε.
"
# ╔═╡ 309fa02b-3f4d-4bc1-a377-efdc02fb865d
begin
c = -2
d = 2
discsteadystates = find_zeros(x -> φ(x; ε) - x, (c, d))
"Steady states: $discsteadystates"
end
# ╔═╡ 64dec03b-d1f5-4258-a121-b3e7e69a5a43
let
xs = c:0.01:d
fig = plot(xlabel = L"x_t", ylabel = L"x_{t + 1}", ylims = (c, d), xlims = (c, d)) # Creates the figure
plot!(fig, xs, x -> x; c = :black, linewidth = 1.5, linestyle = :dash)
plot!(fig, xs, x -> φ(x; ε); c = :darkblue, label = L"$\varphi(x; \varepsilon = %$ε)$")
for x̄ in discsteadystates # Draws the steady state
isstable = abs(φ′(x̄; ε)) < 1
color = isstable ? :darkblue : :white
scatter!(fig, [x̄], [φ(x̄; ε)]; color = color, markerstrokecolor = :darkblue, markersize = 7)
end
fig
end
# ╔═╡ 0a1a5a04-2281-4a27-bed0-b8067b6ce6aa
md"
One common way to plot the dynamics $x_{t + 1} = \varphi_{\varepsilon}(x_t)$ is to do it in the figure above as follows
1. Plot the initial condition $x_0$ as a marker.
2. Projected onto the $x \mapsto x$ line and reflect back onto the graph of $\varphi_{\varepsilon}$ to get $x_{1}$
3. Continue for $t$ steps to get $x_{t}$.
Pick
- ``x_0 =`` $(@bind x₀ Slider(c:0.01:d, show_value = true, default = 0))
- ``t =`` $(@bind t Slider(0:20, default = 0, show_value = true))
to see in the graph below.
"
# ╔═╡ e334061a-2a7e-4344-b9ac-92edb65cf39e
let
xs = c:0.01:d
fig = plot(xlabel = L"x_t", ylabel = L"x_{t + 1}", ylims = (c, d), xlims = (c, d)) # Creates the figure
plot!(fig, xs, x -> x; c = :black, linewidth = 1.5, linestyle = :dash)
plot!(fig, xs, x -> φ(x; ε); c = :darkblue, label = L"$\varphi(x; \varepsilon = %$ε)$")
for x̄ in discsteadystates # Draws the steady state
isstable = φ′(x̄; ε) < 1
color = isstable ? :darkblue : :white
scatter!(fig, [x̄], [φ(x̄; ε)]; color = color, markerstrokecolor = :darkblue, markersize = 7)
end
xₜ = x₀
scatter!(fig, [xₜ], [φ(xₜ; ε)]; c = :black)
for n in 1:t
plot!(fig, [xₜ, φ(xₜ; ε)], [φ(xₜ; ε), φ(xₜ; ε)]; c = :black, linewidth = 2)
xₜ = φ(xₜ; ε)
plot!(fig, [xₜ, xₜ], [xₜ, φ(xₜ; ε)]; c = :black, linewidth = 2)
scatter!(fig, [xₜ], [φ(xₜ; ε)]; c = :black)
end
fig
end
# ╔═╡ f3d0ab96-3d4d-4485-adc1-b8deef661544
let
fig = plot(xlabel = L"\varepsilon", ylabel = L"\bar{x}")
for ε in M, x̄ in find_zeros(x -> φ(x; ε = ε) - x, (c, d))
isstable = φ′(x̄; ε) < 1
color = isstable ? :darkblue : :white
scatter!(fig, [ε], [x̄]; color = color, markerstrokecolor = :darkblue, markersize = 3)
end
fig
end
# ╔═╡ 00000000-0000-0000-0000-000000000001
PLUTO_PROJECT_TOML_CONTENTS = """
[deps]
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Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
[compat]
LaTeXStrings = "~1.3.1"
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"""
# ╔═╡ 00000000-0000-0000-0000-000000000002
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deps = ["Artifacts", "JLLWrappers", "Libdl", "Xorg_xkbcomp_jll"]
git-tree-sha1 = "691634e5453ad362044e2ad653e79f3ee3bb98c3"
uuid = "33bec58e-1273-512f-9401-5d533626f822"
version = "2.39.0+0"
[[deps.Xorg_xtrans_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl"]
git-tree-sha1 = "e92a1a012a10506618f10b7047e478403a046c77"
uuid = "c5fb5394-a638-5e4d-96e5-b29de1b5cf10"
version = "1.5.0+0"
[[deps.Zlib_jll]]
deps = ["Libdl"]
uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
version = "1.2.13+1"
[[deps.Zstd_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl"]
git-tree-sha1 = "555d1076590a6cc2fdee2ef1469451f872d8b41b"
uuid = "3161d3a3-bdf6-5164-811a-617609db77b4"
version = "1.5.6+1"
[[deps.eudev_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "gperf_jll"]
git-tree-sha1 = "431b678a28ebb559d224c0b6b6d01afce87c51ba"
uuid = "35ca27e7-8b34-5b7f-bca9-bdc33f59eb06"
version = "3.2.9+0"
[[deps.fzf_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl"]
git-tree-sha1 = "936081b536ae4aa65415d869287d43ef3cb576b2"
uuid = "214eeab7-80f7-51ab-84ad-2988db7cef09"
version = "0.53.0+0"
[[deps.gperf_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "3516a5630f741c9eecb3720b1ec9d8edc3ecc033"
uuid = "1a1c6b14-54f6-533d-8383-74cd7377aa70"
version = "3.1.1+0"
[[deps.libaom_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl"]
git-tree-sha1 = "1827acba325fdcdf1d2647fc8d5301dd9ba43a9d"
uuid = "a4ae2306-e953-59d6-aa16-d00cac43593b"
version = "3.9.0+0"
[[deps.libass_jll]]
deps = ["Artifacts", "Bzip2_jll", "FreeType2_jll", "FriBidi_jll", "HarfBuzz_jll", "JLLWrappers", "Libdl", "Zlib_jll"]
git-tree-sha1 = "e17c115d55c5fbb7e52ebedb427a0dca79d4484e"
uuid = "0ac62f75-1d6f-5e53-bd7c-93b484bb37c0"
version = "0.15.2+0"
[[deps.libblastrampoline_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850b90-86db-534c-a0d3-1478176c7d93"
version = "5.11.0+0"
[[deps.libdecor_jll]]
deps = ["Artifacts", "Dbus_jll", "JLLWrappers", "Libdl", "Libglvnd_jll", "Pango_jll", "Wayland_jll", "xkbcommon_jll"]
git-tree-sha1 = "9bf7903af251d2050b467f76bdbe57ce541f7f4f"
uuid = "1183f4f0-6f2a-5f1a-908b-139f9cdfea6f"
version = "0.2.2+0"
[[deps.libevdev_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "141fe65dc3efabb0b1d5ba74e91f6ad26f84cc22"
uuid = "2db6ffa8-e38f-5e21-84af-90c45d0032cc"
version = "1.11.0+0"
[[deps.libfdk_aac_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl"]
git-tree-sha1 = "8a22cf860a7d27e4f3498a0fe0811a7957badb38"
uuid = "f638f0a6-7fb0-5443-88ba-1cc74229b280"
version = "2.0.3+0"
[[deps.libinput_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "eudev_jll", "libevdev_jll", "mtdev_jll"]
git-tree-sha1 = "ad50e5b90f222cfe78aa3d5183a20a12de1322ce"
uuid = "36db933b-70db-51c0-b978-0f229ee0e533"
version = "1.18.0+0"
[[deps.libpng_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Zlib_jll"]
git-tree-sha1 = "b70c870239dc3d7bc094eb2d6be9b73d27bef280"
uuid = "b53b4c65-9356-5827-b1ea-8c7a1a84506f"
version = "1.6.44+0"
[[deps.libvorbis_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Ogg_jll", "Pkg"]
git-tree-sha1 = "490376214c4721cdaca654041f635213c6165cb3"
uuid = "f27f6e37-5d2b-51aa-960f-b287f2bc3b7a"
version = "1.3.7+2"
[[deps.mtdev_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "814e154bdb7be91d78b6802843f76b6ece642f11"
uuid = "009596ad-96f7-51b1-9f1b-5ce2d5e8a71e"
version = "1.1.6+0"
[[deps.nghttp2_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
version = "1.59.0+0"
[[deps.p7zip_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
version = "17.4.0+2"
[[deps.x264_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "4fea590b89e6ec504593146bf8b988b2c00922b2"
uuid = "1270edf5-f2f9-52d2-97e9-ab00b5d0237a"
version = "2021.5.5+0"
[[deps.x265_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "ee567a171cce03570d77ad3a43e90218e38937a9"
uuid = "dfaa095f-4041-5dcd-9319-2fabd8486b76"
version = "3.5.0+0"
[[deps.xkbcommon_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "Wayland_jll", "Wayland_protocols_jll", "Xorg_libxcb_jll", "Xorg_xkeyboard_config_jll"]
git-tree-sha1 = "9c304562909ab2bab0262639bd4f444d7bc2be37"
uuid = "d8fb68d0-12a3-5cfd-a85a-d49703b185fd"
version = "1.4.1+1"
"""
# ╔═╡ Cell order:
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# ╟─e334061a-2a7e-4344-b9ac-92edb65cf39e
# ╟─f3d0ab96-3d4d-4485-adc1-b8deef661544
# ╟─00000000-0000-0000-0000-000000000001
# ╟─00000000-0000-0000-0000-000000000002
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