444 Ordinary Differential Equations
(3) Suppose the eigenvalues of A all have nonpositive real part and sup-
pose those eigenvalues which have zero real part are purely imaginary eigen-
values. That is, suppose the eigenvalues which have zero real part are of the
form i/3 where /3 -I 0. If every purely imaginary eigenvalue of multiplicity k
has k linearly independent eigenvectors, then the origin is a stable critical
point of system (17). Whereas, if any purely imaginary eigenvalue of multi-
plicity k has fewer thank linearly independent eigenvectors, then the origin
is an unstable critical point of system (17).
The stability characteristics of the nonhomogeneous system of n linear first-
order differential equations
(18) z' = Az + b
at the critical point z, which satisfies Az + b = 0 , is the same as the stabil-
ity characteristics of the homogeneous linear system y' = Ay at the origin,
since the linear transformation y = z - z* transforms the nonhomogeneous
system (18) into the homogeneous system (17).
One possible extension of Richardson's arms race model from a system for
two nations to a system for three nations is
(19) dy2
dt
dy3
dt = a31Y1 + a32Y2 - c3y3 + r3
where aij and Ci are nonnegative real constants and ri are any real constants.
In system ( 19) Y1, Y2, and y3 are the yearly amounts spent by nations 1,
2, and 3 for arms; the terms aiiYi represent the rate of increase in yearly
expenditures for arms by nation i due to its fear of nation j ; the terms -CiYi
represent the rate of decrease in yearly expenditures for arms by nation i due
to the resistance of its people to increased spending for arms; and ri represents
the collective underlying "goodwill" or "grievance" which nation i feels toward
the other two nations.
6. a. Suppose in system (19) c1 = c2 = c3 = 1 and aij = 2 for all appropriate
values of i and j. Is the critical point of system (19) stable or unstable?
(HINT: Write system (19) in matrix-vector form, use EIGEN or your
computer software to calculate the eigenvalues of the appropriate 3 x 3
constant matrix A, and use the stability theorem to determine the an-
swer to the question.)