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TMA4165 Differential Equations and Dynamical Systems Spring 2018

This document contains solutions to exercises from a course on differential equations and dynamical systems. It includes: 1) A proof that for a limit cycle enclosing nodes N, spirals F, centers C, and saddle points S, the equation N + F + C - S = 1 must hold. 2) An analysis of the equilibrium points and index at infinity for the system dx/dt = x - y, dy/dt = x - y^2. 3) A proof that a second order system with curl(X) = 0 cannot have closed paths in a simply connected region. 4) An analysis of the limit cycles and their stability for the system in polar coordinates given.

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83 views3 pages

TMA4165 Differential Equations and Dynamical Systems Spring 2018

This document contains solutions to exercises from a course on differential equations and dynamical systems. It includes: 1) A proof that for a limit cycle enclosing nodes N, spirals F, centers C, and saddle points S, the equation N + F + C - S = 1 must hold. 2) An analysis of the equilibrium points and index at infinity for the system dx/dt = x - y, dy/dt = x - y^2. 3) A proof that a second order system with curl(X) = 0 cannot have closed paths in a simply connected region. 4) An analysis of the limit cycles and their stability for the system in polar coordinates given.

Uploaded by

salim
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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TMA4165 Differential

equations and
dynamical systems
Norwegian University of Science
and Technology
Spring 2018
Department of Mathematical
Sciences Solutions exercise 10

3.7 A limit cycle encloses N nodes, F spirals, C centres, and S saddle points. Show that
N + F + C − S = 1.

Let e be the limit cycle in question. Then Ie = 1. By theorem 3.2 in [JS] we have
n
X
1 = Ie = Ii = N + F + C − S
i=1

since the index for a saddle point is −1 and for nodes, spirals and centres we have
I = 1.

3.12 We are to find the index at infinity for the system


ẋ = x − y
ẏ = x − y 2 .

Here, there are two equilibrium points, namely (0, 0) and (1, 1). The matrix of
linearization is given by  
1 −1
A=
1 −2y
at the point (x, y).

The eigenvalues of A at√the origin can be found by solving the system −λ(1−λ)+1 =
0 which gives λ = 21 ± 23 i. This is an unstable spiral also in the original system and
so the index at the origin is I(0, 0) = 1.

of A at (1, 1) can be found by solving (1 − λ)(−2 − λ) + 1 = 0. This


The eigenvalues √
gives λ = − 2 ± 25 . This is a saddle point, so I(1, 1) = −1.
1

The index at infinity is now given by J.S. theorem 3.4,

I∞ = 2 − (1 − 1) = 2.

March 14, 2018 Page 1 of 3


Solutions exercise 10

3.25 Show that the second order system ẋ = X(x) and curl(X) = 0 in a simply con-
nected region D cannot have closed paths.

First note that


∂Y ∂X
curl(X) = 0 ⇔ = .
∂x ∂y
We solve the problem using Green’s theorem. Suppose we have a closed curve Γ and
call the interior region R. Then we have
ZZ   I
∂Y ∂X
0= − dA = X · T ds
R ∂x ∂y Γ

where T is the unit tangent vector for the curve Γ. However, since Γ is a phase path,
T will always be parallel to the vector X. Hence, the right hand side in the previous
equation cannot be zero and we have a contradiction.

The system

ẋ = y + 2xy,
ẏ = x + x2 − y 2

satisfy the conditions, so it follows that the system does not have any closed paths.

8.3 Find the limit cycles of the system


p
ẋ = −y + x sin x2 + y 2 ,
p
ẏ = x + y sin x2 + y 2 .

Determine which of them are Poincaré stable.

Introduce polar coordinates to find

ṙ = r sin r,
θ̇ = 1.

Since ṙ is only a function of r, we have limit cycles where ṙ = 0. This gives us limit
cycles when r = nπ where n ∈ N. For limit cycles of the form r = (2n + 1)π, ṙ is
positive just inside the limit cycle and negative just outside the limit cycle. This is
a stable limit cycle. The other limit cycles are unstable. See figure 1 for a sketch of
the phase diagram.

March 14, 2018 Page 2 of 3


Solutions exercise 10

10

y 5

–10 –5 5 10

–5

–10

p p
Figure 1: Phase diagram of ẋ = −y + x sin x2 + y 2 , ẏ = x + y sin x2 + y 2

March 14, 2018 Page 3 of 3

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