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Gioi Thieu Ve Phuong Trinh VI Phan Thuong
Gioi Thieu Ve Phuong Trinh VI Phan Thuong
dre) a8 > co. Thus, ¢r(2) € 2(p),and thereore (9)
"To show ap) Is lose, i sufcs to show that o() the itersetion of
lose ets. fac, We have that
ote) = (lore (6p) = rh 5
10 Pedic Sletions 98
Proposition 1.168. Suppose that p € R" and the orbit of the flow dy
trough the oie p is forward complete. Ifthe forward rb of» has com
ct elacere, ten u(y) is nonempty, compact, and comet,
Prof. The sequence (dn(p)}2 it contained in the compact elosuse of
"he erie through p. ‘hos, hae leet one Lit pot In fac, there
‘an Infnite sequence of intages ny ng &o-» such that by(p) #2 a8
0. Hence, = € w(p), and therefore lp) # 0.
Seep) closed subset of the compact elasre ofthe abi through
the (9) compact
‘o prow that up) is connected, suppow to the contrary that ete
are two disjoint open sta U and V whose union contains w(p) such that
Gig) NU 4 Wand wp) NV 4 There i some ty > O such that dip) CU
ful some ta > t; such that $,(9) © V-Bus the set K = (ong) <<
15) the continuous image of un inter, bencew conected et. Thos Ke
amt bo contained in U UV. In pater, there isnt last one 7, > 0
ich that () i atin this ion.
‘Similarly we can construct w sequence ry < my $+ suc that
tu for each i the point (p) i in the complement of U UV, By the
ompactnes, the sequence (Gr (P)) 25 has a limit point x. Cleary, i
Als in o(9) aa in the complement of UV. This iw conteadction-
Bxerelse 1.169. Construct oxipis to sow that the compactness hypothe
af Propstion 1.168 ecenery.
Bxercse 1.170. Show thet x reparamesantion of fm dosent chang it
Sams. This an omegn mt atic determine by aoe nad ite
Suettion, not the paraneeation ofthe obi
Bxercse 117 Suppose that zo a rst pont forthe diferent equation
-£> Ja) with fw gy and Vis LyepunorSnction ty fn ion there
Iesiebboriond W ofthe rat posts noch tha, for wach pint pW Cas,
the fintion V isnot constant on he for arbi of, then Z ey
Able His Tho pint x ie Lyapunor sable Ie ent neyo stab
then the i «pont pi the damian f Vs orga set) ae
4 the dain of ¥ sch tht ip) #60). Show that Ve constant on ti
‘gn at set (be conta the gett lower Youd ofthe rage sé Uo
Wefan or ough
“Bxorciso 1.172. Suppor that te iri equim = fs) with fow
Ia compact natn set K; and V =A —4 Bm coninaoy leet
function sch thae V(s) © 0 fr ery 2 © IC i the anges vin ee
2K Vie) =0), then every saution in Kappos ft af oe94 1, Tntoduction to Ordinary Dieta Eqesione 19 Paid Solutions 66
y
Figure 2.26: A positively invariant annular eon fr 8 flow in the pane Figure 1.27: A limit eycle in the plane
‘Theorem 1.175. Suppose tha dy isa flow on RY and $ CR? isa os
séoelyineuriant set with compat closure. Ip © $ and dy has at most
ite numberof rest points i the clsure of S, then up) is either (0) @
‘es point, (4) a period orbit (6) a uion of fey many ret pts
tnd soncmpy finite or countable infste set of eonnetting oni.
‘The clit sot ofa point for a How in RM with m > 3 can be very
complicated; for example can be a Tratl. But the situation in Rie
‘ch simpler. The ren ithe deep fact about the geomety ofthe ple
‘tated in the next theorem
‘Thoorom 1.17S (Jordan Curve Theorem). 4 simple closed fontina:
ous) curve fn th plane dines the plane info two eoneciod component,
fone fownded ond ove unboundad, cach with the curve as bonds
Bxercsn 1176, tutte posit (i) oF tho last Chore with an xa
ion inte sat fcnnnatng obi,
Proof. Modern proofs f thi theorem ie algebra topology (ese forex
cee pia c te 1.177, Wehavesanumed that ll ows ar smoth thi hypothe
il forall he theoreti etna on im ls?
This result wil play central role in what flloms
"The fundamental ret about limit set for ows of planar diferent
‘equation is the PoinearéBendixson theorem. Thar are several versions
‘ofthis thoremy, we wl rate two of them, ‘The main ingredients of ther
roof wil be presented later itis section begining with Lema 1.187
‘Theorem 1.174 (PoincaréBendixson). If i¢ a nonempty compat
lit set ofa flow in, ond if docs not conta a rest point, the
fs a period ori
‘A sot that contains the forward obit of each of ts elements i ale
posiitelyinsariant. An chit whowe limit sti est point p and whine
‘limit i a rst point is sad to connect p end g. Note the debition of
‘connecting ertit allows
efinition 1.178. A lint eyle lem periodic orbit that is eter the
lint stor the limit ot af sme poi that in te pace space but
oo
A ‘conceptual limit eyo i illustrated in Figure 1.27 I thls gure,
elimi cycle i the wlinit set of pointe Ln its inter (the bounded
ponent of the plane withthe limit cycle removed) and its exterior
she coresponding unbounded component ofthe plane) Aliniteyla tht
eserstod by numerically integrating a planer dierental equation i
ced In Figure 128 om (8),
Sometimes tho following alterantive definition ofa limit eyle a given. A
yeh” is an plated period ot; that the unique pelo orbit861. Ineoduction to Ordinary Diterentil Eauatons 1.0 Pedic Salutons 97
Aires equation In fat, the dot prot
20-8 AAO 2 vse
postive onthe crcl wth radios § and negative onthe czle with rdlos
Therelore, Sis poitivelysvariant and, hy Theorem 1.179, there at
‘ne lini eye in 5
“he diferetinl equation (1.46) le so simple that we can find a Frmla
is flow. In ft, by changing to polar eoordinates (7,8), the tearsformed
aay)
fart), de
ple, an ie ow ie given by
ete.)= (Se ae) hot) (an
Taare,
Figure 128: Two orbits are merical computed for the system =
O5r~ y-rO4(e*~y)fe—y), j= 3 Op + Ole ~ p22 +g) one with
Initial Value (,y) ~ (05,0), the other with initil value (2,9) = (0,3).
‘Both orbits approach a stable mit eel,
‘in some open subset of the phage space. Ths definition is not equivalent
to Deaton 1178 in general, The two dfitions, however, are equa
for real analytic eystars inthe plane (se Bxerele 1.182)
‘An annular region i subset ofthe plane that i honeomeorphi to tr
‘lored annus bounded by the uni cree atthe origin and the concentse
‘ile whoee radius is two unl Ja lng
The folowing immediate corollary ofthe Poincaré-Beodixson theorem
‘soft appielto prow the existence of mit eyele for planar syste.
‘Theorem 1.179. Ifa flow i the plane has opostvly suri ana
region S thet contains no rst pasts ofthe flew, chen S contain at let
tne periods ort. If tm edition, some povnt sm sain the forward orbit
‘of a point on the boundary of, then 8 contin a! last one Ket eyle
Wi wil discuss two applications of Theorem 1.170 where the main Hew
1 to find « rest poit free anlar region ar depicted in Figure 128.
‘The rst example is provide by the diferental equation
tho formula fr the fw (1.47) i sewtitten in rect
the pesidicty of tho unit cele i evden. Ta fact the peo sol.
farting tthe point (cn0,sind) €
9 (ae).
(os +1, sin(@ + 0.
ey tose that if #0, then the wii set f(r) is the entire
cele, Ths, the unt dele init yee
fre consider the poitive axis a 4 Poinené ection, then we have
vet
P= (aie)
snd PQ) = e-* <1. In ote words, the intersection pot
limi eel withthe Poincaré section lst lyPerbole fed point of
Poincaré map; that i, the Inearaed Poincaré map has no igenlue
aunt etl of the compl ple. Infact, ere the single elgenale
linear transformation of Rgven by 2 -> P'(I)2 i iad the unit
sould be lene tat in this ease then evel fan asymptotically
le prodi orbit, Wo wil la call such an orbits hyperaie tble i
(Tho general problem of the stailty of perindi orbit discus
haps 2)
Benpee(-w) geesy—st—y), (148)
Note tat the annulus $ bounded by the ices with rai $ and 2, espa
Lively, contains no rst points ofthe system. Let us show that is positive
invariant To prove thi fc, conde the outer aormal vector N on 2S th
Is the reteietio ofthe vector Beld N(z,9) = (2,9.2,9) € B! BE to 38
sud compate the dot product of IV withthe vector Sold corresponding 29% 1, Introduction to Ordinary Dern Bquations
[Aca second example of the aplication of Theorem 1.17, let x consde
‘he ery important diferent equation
Br seine =e
where A> 0 and pate constants and 8 an angular vaabl; that i, 9
‘efigod module 2x. Ths diferentialeqution ia model fr ax unbelaned
rotor or pendulis with viscous damping 39 and external torqu
‘Considar the oquivlont rt onder sytem
dno, b= end tua, aa
‘and noc that, since # Is an angular vasable, the natural phase space fi
this system isthe eyider TR. With this interpretation we wil show
‘the following ret If a> 1 en ster (148) has a slbaly atv
linge epee The pirese “plobally ettrocting limit eyle” means that thee
ia lint eye Tn the epider and T i the ait st of every pot a
the eylinder. In other words, the steady sate behaio of te unbalanced
rotor, with viscous damping snd suficently lege tore, table period
motion. (Se [145 forthe existence of limit cyto near | <1)
"The eystam (148) with [al > 1 has no rest points (Why?) Alo tt
‘quantity ~sind +s. Do is negative for softly large postive vas
(of ©, and it peitive for negative valuos of w thet are sufcently ln
tn almalute value. Therefor, tere are numbers 2 < Oand w, > O ue
‘that every forward orbit comtined inthe compact suber of the cin
Aim {{7,9):0- $0 S04), In addition, A is eifeomorphi to an annua
Fegion nthe plane. follows thatthe Polncaé-Bendixson theorem fab
invA, and therefore the wliit set of every pola onthe cylinder it
evel
‘Although there are veveral ways to prove thatthe limit eyele i unige
let us consider n proof tase on ee follming propositions: (3) Ifthe div
igncs of a vector fli eeryuhere nepative, hen the flow of the ete
fit contracts soame (ese Exercise 22) (i) Bvorypernde orbit fn
plone surrounds a rest pial (te Exercise 1.189). (A replacement x
$ret proposition given in Rxereioe 1.20; a alternate method of proof
suggtsted in Exercise 1.202.)
"To apply the propositions note that ce divergence ofthe vector Sel
‘stem (1.48) isthe negative umber ~A, Also, if n> 1, then this
hg no rest points. BY the second propesiion, no periodic orbit oft
‘stem ir contractabe on the elinder (te pa! (8 of Figure 1.20). Th
IF hore are two peviodic obits, they must bound an snariant canal
region oa the eylinder as In peel (0) of Figure 120. But ths contra
the fac that the area of the annular region is contacted by the fox
follows that theese unique plod orton th elnder thet Iago
tracing limit eye
Figure 1.29: Pane (a) depicts contactable peviodle orbit on a cylinder
Nite thot the region © in panel (a) is simply connected. Panel (0) de-
vo peroe orbits that ace not entratable; they bound» mility
region on the einer,
ie 1-180. Give direct poo that the pont (1/V,1//9) on the wit
fe ancslimst pn ofthe pi (38) fr the low of ytrn (1-0),
ese L181. Discus the phase petri of pte (148 fo | <1
reso 1182. (a) Show tha the st containing "Limit ec defined
Drie ors iu proper ult ofthe set of limit jl, Als the
eel equation is el analy planar autonomous system then the to
jot alm ce show tat evry serton of te fos st» point
ns wast Ut ea Poca soeton a. Fo a way yee gan
' Pincrs section aad the ssscnnd Ponca mp P. Pete of the
i dplnoront function + P(Q)~§ carepond to prada. (0)
ht the polynomial (hence real anal) syten in ven by
sa-ytatl-3-¥),
paatyi-2-¥),
betsy (14)
Pas Et cy that are wot lated. (2) Determine the lang erm behavior of
fe stem (149) tn pata, how Ua
BLA <0 - Jer +340
1.18, Show at ton
bear-ytnt, geztaty1001, Introduction to Ordinary Diferential Equations 19 Parodie Salations 101
Jus an usable init eye fra <0 and im cyl or > OH: Cha
to paar cordate
[Rxerese 1.184. Show tht the system
segues canbe fund in B,Inded, we can choose te rectifying
hood 2 tha the image of the Poincaré sation wn segment
verse fo the rife’ fw. Ta this ese, ice that if an oti
ts pols inthe rect niboood, then this bi esses
th the Paina section
thong Toalcoordiats on let aut Ut 3s 00 open
‘Worn nti oa hart, thore ae open sbiterals J
Ja 5 sch that J, 0 =f Moreover hy the dation of bint se,
isan iegerm sch that (9) eager neh that > te
$n 0) € a; and an itoger Eich Wat te > 8 and uQ) ©, BY
ns T87, the plat dn (9) must bo between the pens (9) and
lp) on. Bt chs i imponble Decne the pons ya) a Bal)
th Jy wheres (9) in J 3
soviet
metus an
has nitly many init eyes nthe unit sk
Exercise 1-185. Prov: An analytic planar tem cannot havent
lot eelen tht secumulat on a piodie ort Note This (oy) exeeeo
‘seal fap Atle ton ee he i
‘any li cylin compact eubeo of the plane, and, a polynomials
Cannot have intel many nets oe [9 an (125).
Bxercise 1-186. Consider the dirt equation
‘We are now ready to prove the Poincaré-Bendison theorem (Theo-
fr 1174): If 18 0 nonempty compact imi set of lw fn RE, ond
GI dos not contain a ret point, then isa pero abt
ante ty aula! y+
where @ and b are postive parameters ‘The model represents the fight of
Projet, with sel and hein tovard the oii, that moved of cou
tyra constant fre with srngth . Dearie copdiione on the part
‘Bat cave the solution string a the pint 29) = gee p> Or
the eign Hint’ Changs to polar coordinates ad sey the phase part
‘fern eqeatin not dina atthe org. thc» probe?
Poo. Suppo that u(p) is nonempty, compact, and contains no rst,
fs. Cina pn ¢€ uf). We wil show St thatthe be rough
sod.
Come ua). Note tha uf) Sp) ado) i ot empty (Why?)
Bets cua) Since z not ort ott, thre secon Bat and
con condting of points onthe rie ough @ tht sonergt
Dz Tse plats ne nt). Bu, by thea coralry, hee inposble
ery oit in this sequence the pint = Since g nt rs pol,
eps that os on aslo ort Tae required In prc he
ofp) cota the clase ob.
compte te prot we must show ofp) CPt A, hen we wi
the conecesines of of) to finda sequen (pee, (9) VE that
fonrges tow point = on T. Th do this, consider he wom Ay al open
ss with it adie centred at some pest in T-Tha ty \ nt
a point nw). If nah consider the anion Aya, repectivay Aye)
open balls with ads (especively 4) entre at sme pi
en the et «oper wh Ce complevert ofthe core of ys
ened up) in eanradiion. By eepesting te argument with bats
Tali tn to ao, we can constr aquees of pts lp)
stance rom tnds to nr. Using the compacta oop ae
Fe sien, pin dented by fy B et) \T that ceo
'U denote an open at t= sh ha the How retin dio
icing of Us Thal some inte sc at py © Ua, by
Gre he retleton Luna i i eny tos that the hit hp
8 pint yofatersction With some Paras Ft 2B
‘The next two lommas are usd in the proof ofthe Poiearé Benda
theorem. The frst lemma i «corolay of the Jordan curve theorem
Lemma 1.187, If isa section forthe flow dy and if p © RE, then
obit trough the pont p intersects in a monotone sequence; that sf
Ges0), delP) and 6y(9) are am 3 and th << ty te 69) a
sticlly between, 9) and dy (9) on © or du (8) = (9) = (0
Proof. The prof is lft as an excrlse. Hint: Reduee to the case wh
tsa ate ty coreapoed 6 conescative omg pint, The, comer
cucve formed by the union of (Gp): 1 <# < ta} and the suber of
Dezwean dy (9) and (9). Dea a pete
[Lemma 1.188. 1/3 i «sttion forthe flow and € R?, then (pI
cetins ai most one pont.
Proof. The prof ls by coutraditlon. Suppose that o(p) OE conala
eas wo points 3 and 1. By retifiation ofthe Bow at anda th
4s, by th retifcation lemon (Lemma 1.12), it i eay ose thatthe
sequences {0 (7)}s and (4s (ey in B such that Be ul) =
fd Timea (9) = 22 By the retication lemma in Exercise 112)102 1, Introduction to Orda Ditfeenti Potions 1.0 Pedic Solutions 198
- teuot nT, the points y and = are ditint elements of the set w(p)
4m contradiction to Lerma 1.188 a
has overT vanishes, (Why?) On the other band, by Green's hoor,
Integral canbe computed by integrating the to-frm (dv f) dd over
Since, bythe hypothesis the divergence off doce nt waa, the integral
ibs tvororm over G dees not vith, in contradiction. Thus, o such
se orbie ean et, 3
Bxereiae 1.189. Suppor that» ea pede obit ofa smooth ow dfn
Gr BE Ue arte enna to prove that around a et pot ofthe fe. That
ithe bound omiponen of the plane with the peo renoved cooking
st pints Notes Soe Bese L217 fran tert pro
Exercise 1.190. Use Exec 190 to prove Brourers aed poet theorem for
{heclwed wut dl Din I Hints Pat prove the rl fo a smooth Fein
FDTD by conden the vector Sd fa) = and then the lowing
felt A ominous rantoraton of is Uh nfm ile of oth anata
‘no [29,253
Exercise 1-191. Suppose that «clad ball i Rs posvely inaian under
fhe ow of an autonomous diferent equation on R° Prove tha the bal con-
{sins rat plat ora psec ott in: Apply Brower fl pol theorem
{2 tne tone e tap oft ow plas the diferencs between his reel a
the Poearé Hendon Core.
Bxereise 1.192. Construct an example of an (astonomon) diferent a
‘lon deine onal of that hoe am (ana Kt eel but o rst pos
‘Exercise 1.193, Prov: A nonempty wii act ofan ait of radon 3
‘er cosets oily of rat pois
Exercise 1.194, le nit cyl std from al oter perigee? Hit
‘Conder planer tector See of clas Cd those of clas Creal anal:
‘ctor fle Stady the Poincar map ono evan tanec ection,
nd this section with a result about global asymptote stability in
ane
sm 1.196. Consider a smooth aierental equation on the plone
fasten), oe Maw)
las the origin as ores point Let J denote the Jacobian matri for
fe tmnsormation (2,0) (ey) (2), and let by denote the Row of
ferential equation. Ifthe following thre conditions are said, then
Le onan is gladly arynpotclly stable
ton 1. or ech 2,9) € RE, the trave of given by gles 9)-+
hy(eys) ta neptive. ao
ion & For each (zy) € RY, the determinant of J given by
el2,8Nhy lev) ~ os WMhel 29) 36 positive
tion 3. For each (x,y) € R, the frword orbit ((z,9) 0 <
ft