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in the case of F 0 D 0:9, S 0 D 0:1 and t D 1=1;000. We see from the graph that
this function is almost a constant. But if it is actually a constant in the analytical
case, we should be able to see that r 0 .t / D 0 for all t . We differentiate ( 3.26 ) with
respect to t and get
r 0 .t / D 2.F 1/F 0 C 2.S 1/S 0 :
(3.28)
At this point, we have to use the dynamics of F and S givenbysystem( 3.24 ),
i.e.,
F 0 D 1 S
S 0 D F 1:
and
(3.29)
By using these expressions for F 0 and S 0 in ( 3.28 ), we get
r 0 .t / D 2.F 1/.1 S/ C 2.S 1/.F 1/ D 0;
(3.30)
so r 0 .t / D 0 for all t , and thus r.t/ is indeed constant in the analytical case.
In general, the solutions of ( 3.24 ) form circles in the state space (the F -S coordi-
nate system where F and S are both positive) with radius ..F 0 1/ 2 C .S 0 1/ 2 / 1=2
and centered at (1,1).
3.4.4
Alternative Analysis
We have seen that the graph of .F .t /; S.t //,ast increases from zero, defines a circle
in the F -S coordinate system. This fact was derived in Sect. 3.4.3 by considering
the auxiliary function r.t/ defined in ( 3.26 ). But we can also derive this property by
a more straightforward integration. Recall that
F 0 .t / D 1 S.t/
S 0 .t / D F.t/ 1:
and
Consequently, we have the identity
.F .t / 1/ F 0 .t / D .1 S.t// S 0 .t /:
(3.31)
By a direct integration in time from 0 to t ,weget
Z t
.F . / 1/ F 0 . /d D Z t
0
.1 S.//S 0 . /d ;
(3.32)
0
which leads to
2 .F . / 1/ 2 t
2 .S. / 1/ 2 t
1
D 1
;
(3.33)
0
0
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