2

Given this set of three rational equations:

$$ x = \frac{\alpha\cdot y}{\alpha\cdot y + \beta\cdot z} $$ $$ y = \frac{\gamma\cdot x}{\gamma\cdot x + \delta\cdot (1-z)} $$ $$ z = \frac{\epsilon\cdot (1-x)}{\epsilon\cdot (1-x) + \zeta\cdot (1-y)} $$

Where all Greek letters are known parameters.

(a) How can it be solved (if indeed possible)?

(b) If not, is there anything non-trivial one can say about the solution?

I tried all sorts of algebraic manipulations but no luck so far, so I think I may have some missing knowledge about systems of this kind.


edit - equation 2 corrected (x instead of y in the denominator), thanks @Dan for noticing, hopefully the general idea remains the same

  • Structure of all equations is similar. First try to solve for $1/x, 1/y,1/z$, seems equations becoming simpler and possible to introduce some new variables e.g. $z/y$. – z100 Sep 23 '22 at 20:57
  • 2
    Does your second equation really have $y$ on both sides? – Dan Sep 23 '22 at 21:24
  • By inspection we can obtain easily three solutions

    $$ \cases{ (x= 0,y= 0,z=\frac{\epsilon }{\epsilon +\zeta} )\ (x= 1,y= \frac{\gamma }{\delta +\gamma },z= 0)\ (x= \frac{\alpha }{\alpha +\beta },y= 1,z= 1) } $$

    – Cesareo Sep 24 '22 at 09:48
  • @Cesareo interesting remark. – Jean Marie Sep 27 '22 at 21:54
  • What is the origin of your problem ? – Jean Marie Sep 27 '22 at 21:57
  • I'm trying to solve some game theory related problem, with the three variables representing probabilities of taking some action for each of three players, and the probability for taking this action depends on the probabilities of the other players actions. – Adir Morgan Sep 29 '22 at 14:38

1 Answers1

2

A certain number of remarks, with a common geometrical approach.

Let us assume that all constants are non-zero.

I observe that each one of the 3 equations describe a surface belonging to the same family of quadric surfaces, namely Hyperbolic Paraboloids (with reference equation $Z=kXY$, a kind of surface with a "saddle shape" or "manta ray shape") because its equation

$$\alpha y (x-1) = \beta z$$

can be transformed into reference equation $Z=kXY$ by the affine change of variable (which is a mere translation):

$$\begin{cases}X&=&x-1\\Y&=&y\\Z&=&z\end{cases}$$

In the same way, the second equation $y(\gamma y-\delta z+\delta)=\gamma z$

can undergo as well an affine transformation, namely

$$\begin{cases}X&=&\gamma y-\delta z+\delta\\Y&=&y\\Z&=&z\end{cases}$$

and the same kind of transformation for the last one.


An important remark is that each one of the three surfaces contains a line which is easily found on the initial equations (as given in your text):

  • in the first equation (initial version), one sees that the whole line $(x,y,z)=(O,O,z)$ (i.e., all the $z$ axis but value $z=0$) belongs to the surface.

  • in the second equation (initial version), one sees that the whole $z$ axis characterized by points $(x,y,z)=(0,0,z)$ (but value $z=1$...) belongs to the surface. Therefore the two first surfaces share a common axis, the $z$ axis (but a point).

  • in the third equation (initial version), one sees that a whole horizontal axis characterized by points $(x,y,z)=(1,y,0)$ (but value $y=1$...) belongs to the surface.

This shouldn't come as a surprize because a hyperbolic paraboloid is a (doubly) ruled surface. Indeed equation $Z=kXY$ shows that all lines of the form $Z=kx_0Y$ (for any $x_0$) and $Z=kXy_0$ (for any $y_0$) belong to the surface.

One more comment for the 1st, resp 3rd equation: if one let $y$ tend to $\infty$, $x \to 1$. For the 3rd equation: when $x \to \infty$, $z \to 1$.

Remark: The name "quadric surface" is given to the 3D equivalent of conic curves, which can be described by a second degree polynomial in $x,y,z$ ; they can be either ellipsoids (particular case: spheres), paraboloids, cylinders, cones, hyperboloids (with one or two sheets), cones, or ... hyperbolic paraboloids (the last ones being "ruled" surfaces).


Addendum (partial conclusion) : the solution set of the restricted system made of the two first equations contains a line ($z$ axis).

Two non-identical Hyp. Paraboloid surfaces sharing a common line could share a second common line, but not a 3rd one (it is known that 3 lines completely determine a unique Hyperbolic Paraboloid, see here and here). Under this assumption, adding the 3rd equation gives in general a transverse intersection to $z$ axis, yielding finally either a single point, or exceptionaly a second point.

This reasoning intends to give a "big picture" of the situation ; there should exist particular cases, with particular values of coefficients where this isn't true, where for example the third surface shares as well a common line with the first two ones.

Jean Marie
  • 81,803