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Linearization of Nonlinear Systems

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Partial Derivatives: Definition and ComputationStability Classification of Linear Systems+1 more→→Baseline New Keynesian Model
nonlinear approximation local-analysis

Core Idea

For a nonlinear system y' = f(y), linearize near an equilibrium y* by computing the Jacobian matrix J = ∇f(y*). The linearized system y' ≈ J(y - y*) reveals local stability; if J has eigenvalues with Re(λ) ≠ 0, the nonlinear equilibrium inherits the stability of the linearized system.

Explainer

From stability classification, you can fully analyze linear systems x' = Ax: find the eigenvalues of A, and the signs of their real parts tell you whether the equilibrium at the origin is a stable node, unstable node, saddle, or spiral. Nonlinear systems are far harder in general — their phase portraits can be wildly complicated. But *near* a specific equilibrium, every smooth nonlinear system looks approximately linear, and this approximation is good enough to determine local stability. Linearization is the technique that makes this precise.

The idea comes directly from your work with partial derivatives. If f : Rⁿ → Rⁿ is a smooth vector field and y* is an equilibrium (so f(y*) = 0), then the Taylor expansion of f near y* starts: f(y) ≈ f(y*) + J(y − y*) + higher-order terms, where J = ∇f(y*) is the Jacobian matrix — the matrix of all first partial derivatives of f, evaluated at y*. Since f(y*) = 0, we get f(y) ≈ J(y − y*). Setting u = y − y* (the displacement from equilibrium), the nonlinear system y' = f(y) becomes approximately the linear system u' = Ju. This linear system you already know how to analyze completely.

The key theorem is that if every eigenvalue of J has a nonzero real part (the equilibrium is hyperbolic), then the qualitative behavior of the nonlinear system near y* is topologically the same as the behavior of the linear approximation. A stable node in the linearization means the nonlinear equilibrium is locally asymptotically stable; a saddle in the linearization means the nonlinear equilibrium is unstable; a source means unstable. The classification table from linear systems carries over exactly — stable node, unstable node, saddle, stable spiral, unstable spiral. The only gap is the center case: if J has pure imaginary eigenvalues (zero real part), the linear approximation gives a center, but the nonlinear system could be a center, a stable spiral, or an unstable spiral depending on higher-order terms. This is why the hyperbolicity condition Re(λ) ≠ 0 is essential.

In practice, linearization is a three-step process: (1) find the equilibria by solving f(y*) = 0, (2) compute the Jacobian J = ∇f and evaluate it at each equilibrium, (3) find the eigenvalues of J and apply the linear stability classification. For a 2D system dx/dt = P(x, y), dy/dt = Q(x, y), the Jacobian is the 2×2 matrix [[∂P/∂x, ∂P/∂y], [∂Q/∂x, ∂Q/∂y]] evaluated at the equilibrium point. This technique is the standard first tool for analyzing nonlinear systems in applications ranging from population ecology to mechanical engineering to epidemiology.

Practice Questions 5 questions

Prerequisite Chain

Understanding Zero → The Number Zero → Counting to Five → Counting to 10 → Counting to 20 → Counting a Set of Objects Up to 20 → Cardinality: The Last Number Counted → Matching Numerals to Quantities → Subitizing Small Quantities → Addition Within 10 → Number Bonds to 10 → Addition Within 20 → Doubles and Near Doubles → Doubles Facts Within 10 → Near Doubles Facts Within 20 → Mental Math Strategies for Addition → Mental Math: Adding and Subtracting Tens → Addition Within 100 → Repeated Addition as Multiplication → Multiplication as Equal Groups → Multiplication: Arrays → Basic Multiplication Facts (0s, 1s, 2s, 5s, 10s) → Multiplication Facts Within 100 → Division as Equal Sharing → Division as Grouping (Measurement Division) → Division: Grouping (Repeated Subtraction) Model → Division: Fair Sharing Model → Division as Equal Sharing → Division as Grouping → Basic Division Facts → Division Facts Within 100 → Multiplication and Division Fact Families → Relationship Between Multiplication and Division → Division Facts as Inverse of Multiplication → Remainders and Quotients in Division → Division Word Problems → Multi-Step Word Problems → Solving Multi-Step Word Problems → Multiplication Word Problems → Division Word Problems → Introduction to Long Division → Factors and Multiples → Prime and Composite Numbers → Equivalent Fractions → Relating Fractions and Decimals → Decimal Place Value → Integers and the Number Line → Comparing and Ordering Integers → Absolute Value → Adding Integers → Subtracting Integers → Multiplying Integers → Dividing Integers → Unit Rates → Proportions → Percent Concept → Converting Between Fractions, Decimals, and Percents → Operations with Rational Numbers → Two-Step Equations → Solving Multi-Step Equations → Equations with Variables on Both Sides → Angle Pairs: Complementary, Supplementary, and Vertical → Parallel Lines and Transversals → Corresponding Angles → Alternate Interior Angles → Triangle Angle Sum Theorem → Exterior Angle Theorem → Triangle Inequality Theorem → Similar Triangles: AA Similarity → Similar Triangles: SSS and SAS Similarity → Proportions in Similar Triangles → Right Triangle Trigonometry Introduction → Sine, Cosine, and Tangent Ratios → Trigonometric Ratios Review → Radian Measure → Converting Between Degrees and Radians → The Unit Circle → Graphing Sine and Cosine → Graphing Tangent and Reciprocal Trigonometric Functions → Derivatives of Trigonometric Functions → Antiderivatives → Indefinite Integrals → Basic Integration Rules → Riemann Sums → Definite Integral Definition → Double Integrals: Definition and Setup → Iterated Integrals and Fubini's Theorem → Double Integrals over Rectangular Regions → Double Integrals over General Regions → Applications of Double Integrals: Area, Mass, and Moments → Center of Mass → Conservation of Linear Momentum → Elastic Collisions → Inelastic Collisions → Coefficient of Restitution → Collision Analysis and Real-World Applications → Two-Body Collisions in the Center-of-Mass Frame → Reduced Mass and Two-Body Problems → Kinematics in Two Dimensions → Projectile Motion → Circular Motion: Kinematics → Simple Harmonic Motion → Introduction to Differential Equations → Direction Fields and Solution Curves → Autonomous Equations and Equilibrium Solutions → Phase Line Analysis for Autonomous Equations → Phase Portraits for Linear Systems → Stability Classification of Linear Systems → Linearization of Nonlinear Systems

Longest path: 109 steps · 665 total prerequisite topics

Prerequisites (3)

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