I. Introduction To Nonlinear Dynamics Question To The Class: Why Do We Model Things As Engineers?

Nonlinear Dynamics in Biological Systems Lecture Notes Set 1:
Reading Assignment: Chapter 1 & 2 of Strogatz
I. Introduction to Nonlinear Dynamics
Question to the Class: Why do we model things as engineers?

- Prediction: we want to predict the behavior, prediction allows for things like design or
optimization
- Design: how should we design the system? If we change parameter, k, how will our
system change? Can I design the system to have a particular k value? If so what should
that value of k be to get the best performance?
- Understanding: how can we explain the foundation or mechanism for observed
behavior?
Dynamical system:
- systems evolve with time in a way that the state at time t depends upon the state at a
slightly earlier time τ where τ < t
- they have a “memory”
- they are therefore inherently deterministic: state is determined by the earlier state
Dynamics is a common mathematical framework that has applications to biology,

chemical kinetics, electrical systems, mechanics
Dynamical Systems are Represented by Two different equation types:
1) Differential Equations – continuous time
dx
= f (x)
dt
- how x changes with time (the rate of change) depends upon the current state of x
- in other words whether or not x increases, decreases, or doesn’t change depends upon
what x is now.
- time is continuous and x changes smoothly with time
2) Difference Equations – discrete time
Xt +1 = f (Xt )
Ordinary Differential Equations:
We will focus on differential equations in this class. In particular we will focus on

ordinary differential equations (ODEs).
ODEs take the form
1
! dy d 2 y d 3 y d n y $
F # x, y, , 2 , 3 ... n & = 0
" dx dx dx dx %
as opposed to partial differential equations (PDE’s)
We will only look at systems changing in time in this course.
Deterministic Does NOT Always Mean Practically Predictable in the Real World!
This concept has had major implications for a wide range of fields. More to come on this
as we get to higher dimension systems.
Nonlinear versus Linear Systems
Why are you taking this class?
“The elegant body of mathematical theory pertaining to linear systems (Fourier analysis,
orthogonal functions, and so on), and its successful application to many fundamentally
linear problems in the physical sciences, tends to dominate even moderately advanced
University courses in mathematics and theoretical physics. The mathematical intuition so
developed ill equips the student to confront the bizarre behaviour exhibited by the
simplest of discrete nonlinear systems, such as equation (3). Yet such nonlinear systems
are surely the rule, not the exception, outside the physical sciences.
I would therefore urge that people be introduced to, say, equation (3) early in their
mathematical education. This equation can be studied phenomenologically by iterating it
on a calculator, or even by hand. Its study does not involve as much conceptual
sophistication as does elementary calculus. Such study would greatly enrich the student's
intuition about nonlinear systems.
Not only in research, but also in the everyday world of politics and economics, we would
all be better off if more people realized that simple nonlinear systems do not necessarily
possess simple dynamical properties.”
From Robert M. May, Published in Nature, Vol. 261, p.459, June 10 1976.
This class is about building your mathematical intuition to learn about the system NOT
just executing the math steps.
Refresher of BASIC DEFINITIONS
2
dx
& x! will be used interchangeably.
dt
Linear Terms: one that is first degree in its dependent variables
x is 1st degree and therefore a linear term

xt is 1st degree in x and therefore a linear term
x2 is 2nd degree in x and there not a linear term
Nonlinear Terms: higher powers, products and transcendentals of the dependent

variable
sin x nonlinear term in the dependent variable

sin t not a nonlinear term in the dependent variable
linear equation: consists of a sum of linear terms
y=x+2
y(t) + x (t) = N
dy/dt = x + sin t
nonlinear equation: all other equations
y + x2 = 2
x(t) * y(t) = N
dy / dt = xy + sin x
Trajectory: the path of the dependent variable in time, through the phase space.
Phase or State Space: Is the n-dimensional space occupied by the possible values of the
dependent variables. Looking at the phase space removes time from the point of view
and gives the trajectory. This view of the phase space is called a phase portrait. The
phase portrait for a 1 dimensional system is a line. The phase portrait for a 2 dimensional
system is a plane.
Defining the dimensionality of the system:
A general system of first order differential equations:
3
dx1
= f (x1 , x2 ,.....xn )
dt
dx2
= f (x1 , x2 ,.....xn )
dt
.
.
.
dxn
= f (x1 , x2 ,.....xn )
dt
has the dimension n.
This system requires n initial conditions.
This is the most useful and general form that we will be dealing with. We will refer to
this as a state space model form.
The values of {x1, x2, …. ,xn} at any given t defines the state of the system at that point in
time.
Ultimately we want to know how {x1, x2, …. ,xn} travel through time relative to each
other for all possible initial conditions.
Converting To State Space
It is often convenient to convert a higher order equation to set of n 1st order differential
equations.
Example:
d2x dx
a1 2
+ a2 + a3 x = 0 is a 2nd order differential equation that can be converted into a
dt dt
2 dimensional system of 1st order differential equations.
x + a2 x! + a3 x = 0
Rewritten in shorter notation: a1 !!
To start the conversion first define our state variables, x1 and x2, as x1 = x x2 = x!
x!1 = x2
!a3 x ! a2 x! a a
x!2 = !!
x= = ! 3 x1 ! 2 x2
a1 a1 aa
4
so the system can be written as a 2 dimensional system of 1st order equations
with 2 state (dependent) variables x1 and x2.
x!1 = x2
a3 a
x!2 = ! x1 ! 2 x2
a1 aa
converted a second order differential eq to a set (2),1st order differential equation. This is
a Linear System – a 2nd order or 2nd dimension system, x1 --- xn , n= dimension
Handling Autonomous Equations:
Autonomous: An automomous ODE is not explicitly a function of the independent

variable time, t.
dx
= 2x 2 + x + 1 is time autonomous. x(t) = f(x) not f(x,t) or f(t).
dt
In other words your initial condition can start anywhere in time. It doesn’t matter.
Nonautonomous: A nonautonomous ODE is explicitly a function of independent

variable time, t.
dx
dt
(
= t 2x 2 + x ) is nonautonomous
How does one handle nonautonomous equations in state space?
You can still convert a nonautonomous differential equation to state space by defining a
new, additional state variable that includes time, e.g. x3 = t
adds a dimension to the system
2nd order ODE, autonomous  2nd dimension system

2nd order ODE, nonautonomous  3rd dimension system

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Nonlinear Dynamics in Biological Systems Lecture Notes Set 1:

Reading Assignment: Chapter 1 & 2 of Strogatz

I. Introduction to Nonlinear Dynamics

Question to the Class: Why do we model things as engineers?

Dynamics is a common mathematical framework that has applications to biology,

Dynamical Systems are Represented by Two different equation types:

1) Differential Equations – continuous time

2) Difference Equations – discrete time

Ordinary Differential Equations:

We will focus on differential equations in this class. In particular we will focus on

ODEs take the form

as opposed to partial differential equations (PDE’s)

We will only look at systems changing in time in this course.

Nonlinear versus Linear Systems

Why are you taking this class?

Refresher of BASIC DEFINITIONS

Linear Terms: one that is first degree in its dependent variables

x is 1st degree and therefore a linear term

Nonlinear Terms: higher powers, products and transcendentals of the dependent

sin x nonlinear term in the dependent variable

linear equation: consists of a sum of linear terms

nonlinear equation: all other equations

Defining the dimensionality of the system:

A general system of first order differential equations:

has the dimension n.

This system requires n initial conditions.

Converting To State Space

Handling Autonomous Equations:

Autonomous: An automomous ODE is not explicitly a function of the independent

Nonautonomous: A nonautonomous ODE is explicitly a function of independent

How does one handle nonautonomous equations in state space?

adds a dimension to the system

2nd order ODE, autonomous  2nd dimension system

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