Past exam of the differential equations 1 course of the University of Oxford 2021 3 b iii Solution 2026-10-25
One suitable autonomous planar system isIts equilibrium points are exactly the four combinations . Its Jacobian matrix isThus and have eigenvalues and are saddle equilibria. At the other two points the eigenvalues are . To establish the nonlinear centre equilibrium classifications, use the first integralIts Hessian matrix is , a negative-definite matrix at and a positive-definite matrix at . Thus each is a strict local extremum, and nearby regular level sets are closed curves supporting periodic orbits, by the planar first integral criterion for a centre.
Immediately to the right of , the vector field points down because , so that centre is clockwise. Immediately to the right of it points up because , so that centre is counterclockwise. This verifies both the nonlinear classifications and the prescribed orientations, with exactly four equilibrium points.
For a twice continuously differentiable function, an interior local extremum requires . At such a critical point, put . The second-derivative test gives a strict local minimum if and , a strict local maximum if and , and a saddle point if . When , the test is inconclusive. More generally the Hessian matrix is necessarily positive semidefinite at a local minimum and negative semidefinite at a local maximum, but these non-strict signs alone are not sufficient.
For this polynomial,Subtracting the two stationarity equations gives . If , then ; if , the remaining equation gives or . Thus the only critical points are and .
At , , so it is a saddle point. At the determinant is zero, but along the value is , which takes both signs arbitrarily near zero. ThereforeIn particular a vanishing Hessian determinant does not exclude a saddle point.
On the constraint , substitute to obtainTherefore the two global minima areEvery pair is allowed on either smooth branch , so these are also the only local extrema. There is no local maximum or global maximum: the displayed positive quadratic in has no other stationary point and is unbounded above. At the minima , consistent with the hypothesis in part i.
At an interior local extremum of a differentiable function, . The second-derivative test classifies a stationary point: a positive second derivative gives a strict local minimum, and a negative second derivative gives a strict local maximum. A zero second derivative is inconclusive: , , and at zero illustrate a minimum, a maximum, and neither.
Set both first partial derivatives equal to zero:Thus and , independently, giving exactly nine stationary points. The Hessian matrix is diagonal everywhere:Its diagonal entries are its eigenvalues, so the second-derivative test immediately classifies the points:
- At , the Hessian matrix has eigenvalues . These two points are strict local maxima, each with .
- At , the Hessian matrix has eigenvalues . These two points are strict local minima, each with .
- At , the Hessian matrix has eigenvalues , so it is a saddle point of a scalar function with .
- At , with all four sign combinations, the Hessian matrix has eigenvalues . These four points are saddle points of a scalar function, each with .
In particular,All nine stationary points are nondegenerate, so no higher-order test is needed. Neither type of local extremum is global: as , whereas as .
To organize the contour plot, complete the squares:The level set through all four outer saddle points of a scalar function factors exactly:It is therefore the union of the circle and the hyperbola , which cross at those four saddle points of a scalar function. Near the origin, , so the zero contours have tangents . These two exact structural features, together with the nested contours around the four local extrema, determine the requested sketch. They are an example of a separable quartic landscape with nine stationary points.
All nine stationary points and contours of the separable quartic
. Original contour plot of . The two maxima, two minima and five saddles are marked. The exact level is highlighted as a circle and a hyperbola intersecting at the four outer saddles; the zero contour crosses at the origin. Details. Planar first integral criterion for a centre 2026-10-25
Let be a continuously differentiable planar vector field with an isolated equilibrium point , and let the twice continuously differentiable first integral satisfy and . If the Hessian matrix is positive or negative definite, then is a centre equilibrium.
For a positive-definite matrix, sufficiently short rays from have strictly increasing with radial derivative bounded below by a positive constant times distance. Every sufficiently small positive level difference therefore meets each ray exactly once, and the implicit function theorem makes these intersections a simple closed curve. These regular level sets shrink to ; use in the negative-definite case. The vector field is tangent and nonzero on each such compact curve. Its speed is bounded away from zero, so a traversal takes finite time and each curve is a periodic orbit. An arbitrary strict local extremum without these regularity and nondegeneracy conditions does not by itself supply this argument.
