Past exam of the mathematics course of the University of Cambridge / 2002 / ia / Paper 2 / 6D / Solution

For the logistic differential equation, separate variables to obtain $\log |y/(1-ay)|=rt+C$ away from the constant solutions. Applying the positive initial condition givesThe formula also includes the constant solution $y_0=1/a$. Below $1/a$ positive solutions increase; above $1/a$ they decrease. They approach $1/a$ as $t\to \infty$. Equivalently, linearizing $F(y)=ry(1-ay)$ gives $F^{\prime }(0)=r>0$ and $F^{\prime }(1/a)=-r<0$. Thus zero is unstable and $1/a$ is asymptotically stable.

The forward Euler method gives $y_{n+1}=(1+r\delta t)y_n-ra\delta t{y}_n^2$. Set $\lambda =1+r\delta t$ and $u_n=a(\lambda -1)y_n/\lambda$; multiplying the recurrence by this scaling factor gives the logistic mapIts fixed points are $u=0$ and $u_{\ast }=1-1/\lambda$. The fixed-point multipliers are $F^{\prime }(0)=\lambda$ and $F^{\prime }(u_{\ast })=2-\lambda$. Since $\lambda >1$, zero is always unstable. The positive fixed point is stable for $1<\lambda <3$ and unstable for $\lambda >3$. For $\lambda >3$, a small displacement obeys ${ϵ}_{n+1}\simeq (2-\lambda ){ϵ}_n$: its sign alternates and its amplitude grows, giving an oscillatory instability whose period is $2\delta t$.

This is an artifact of Euler discretization of logistic growth. Exact small perturbations decay by the positive factor $e^{-r\delta t}$ per time step; a one-dimensional autonomous differential equation cannot have a nonconstant periodic orbit, since its solutions move monotonically between equilibrium points. The artificial instability occurs when $r\delta t>2$, beyond the stable step range of this discretization.

For $\lambda =3.2$, remove the fixed point factors from $F(F(u))-u$ to obtain ${\lambda }^2{u}^2-\lambda (\lambda +1)u+\lambda +1=0$. The resulting logistic map two-cycle isThese points map to each other. Their periodic-orbit multiplier is $F^{\prime }(u_{-})F^{\prime }(u_{+})=4+2\lambda -{\lambda }^2=0.16$, so the two-cycle attracts nearby iterates. The cobweb shows a small initial departure from $u_{\ast }=0.6875$ growing with alternating sign and then settling into the finite rectangle between $u_{-}$ and $u_{+}$. The time trace shows the corresponding finite-amplitude oscillation.