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Periodic Solutions, Limit Cycles, and Poincar E-Bendixon Theorem

This document discusses periodic orbits and limit cycles in autonomous planar systems. It begins by introducing Bendixon's Criterion, which provides a condition for when a system cannot have a periodic solution contained within a simply connected region. It then presents the Poincaré-Bendixon Theorem, which states that if a positive orbit is bounded and its omega limit set contains no equilibrium points, the omega limit set must be a periodic orbit or limit cycle. Several examples are provided to demonstrate applying these concepts, such as analyzing limit cycles in the van der Pol equation. The document concludes by considering periodic solutions in a special class of equations called Liénard equations.

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88 views6 pages

Periodic Solutions, Limit Cycles, and Poincar E-Bendixon Theorem

This document discusses periodic orbits and limit cycles in autonomous planar systems. It begins by introducing Bendixon's Criterion, which provides a condition for when a system cannot have a periodic solution contained within a simply connected region. It then presents the Poincaré-Bendixon Theorem, which states that if a positive orbit is bounded and its omega limit set contains no equilibrium points, the omega limit set must be a periodic orbit or limit cycle. Several examples are provided to demonstrate applying these concepts, such as analyzing limit cycles in the van der Pol equation. The document concludes by considering periodic solutions in a special class of equations called Liénard equations.

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Jawad
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Periodic Solutions, Limit Cycles, and Poincaré-Bendixon Theorem

CDS140A Lecturer: W.S. Koon

Fall, 2006

1 Introduction to Periodic Orbits and Limit Cycles


Pendulum Equation: Consider
ẍ + sin x = 0.

Example: Consider

ẋ = x − y − x(x2 + y 2 ),
ẏ = x + y − y(x2 + y 2 ).

In polar coordinates,
ṙ = r(1 − r2 ), θ̇ = 1.

1
Remarks: Need to study

• existence or non-existence of periodic orbits (Bendixon’s Criterior and Poincaré-Bendixon


Theorem);

• their stability or instability; and orbit structures near a periodic orbit (Poincaré maps and
Floquet theorey).

2 Bendixon’s Criterior
Consider the planar autonomous system

ẋ = f (x, y), ẏ = g(x, y) (2.0.1)

in a domain D ⊂ R2 .

Theorem 2.1 Suppose D ⊂ R2 is simply connected; f, g ∈ C 1 (D). If ∇ · (f, g) has one sign
throughout D, then the equation (??) has no periodic solution lying entirely in D.

Example: Consider Duffing oscillator with damping

ẋ = y, ẏ = x − x3 − δy.

Example: Consider the van der Pol equation

ẍ + x = µ(1 − x2 )ẋ.

2
3 The Poincaré-Bendixon Theorem
Definition (Limit Sets): A point p is an ω-limit point (α-limit point) of the orbit γ(x0 ) if there
is a sequence tn → ∞ (tn → −∞) such that

limn→∞ γ(tn , x0 ) = p (limn→−∞ γ(tn , x0 ) = p).

The set of all ω-limit points (α-limit points) of γ is called the ω-limit set (α-limit set) of γ and it
is denoted by ω(γ) (α(γ)).

Theorem 3.1 (Poincaré-Bendixon Theorem) Consider ẋ = f (x) in R2 . Assume that the


positive orbit γ + is bounded and that its ω-limit set ω(γ + ) contains no equilbrium point. Then
ω(γ + ) is a periodic orbit. If ω(γ + ) 6= γ + , the periodic orbit is called a limit cycle. An analogous
result holds for a bounded negative orbit.

Theorem 3.2 The sets ω(γ) and α(γ) are closed and invariant. If γ + is bounded, then ω(γ) is
compact, connected and non-empty. Moreover, d(x(t; x0 ), ω(γ)) → 0 for t → ∞. Similar results
hold for α-limit set if γ − is bounded.

4 Application of the PB Theorem


To apply the PB theorem,

• one has to find a domain D ⊂ R2 which contains no equilibrium point and at least one orbit
γ + which enter D without leaving it.

• The standard trick is to contruct a trapping region D such that the vector field points
“inward” everywhere on the boundary of D (then all trajectories are confined);

• Analogous trick works for a negative bounded orbit.

• One convenient case occurs when the system has a simple representation in polar coordinates.

3
Example: Consider
ṙ = r(1 − r2 ) + µr cos θ, θ̇ = 1.

Example:

ẋ = x(x2 + y 2 − 2x − 3) − y
ẏ = y(x2 + y 2 − 2x − 3) + x

4
Example (Chemical Oscillators): Consider equations of simplified Chlorine Dioxide-Iodine-
Malonic Acid Reaction
4xy
ẋ = 10 − x − 2
,
 1 + x 
y
ẏ = bx 1 − .
1 + x2

5
Liénard Equations Consider
ẍ + f (x)ẋ + x = 0.
Assume that
Rx
1. F (x) = 0 f (s)ds is an odd function.

2. F (x) → ∞ as x → ∞ and there exists a constant β > 0 such that for x > β, F (x) > 0 and
montonically increasing.

3. There exists a constant α > 0 such that for 0 < x < α, F (x) < 0.

Theorem 4.1 Consider the Liénard equations. If the conditions 1, 2, and 3 have been satisfied,
the equation has at least one periodic solution. Moreover, if α = β, there exists only one periodic
solution and the corresponding orbit is ω-limit set for all orbits except the critical point.

Example: Consider the van der Pol equation

ẍ + x = µ(1 − x2 )ẋ.

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