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.

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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.

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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.

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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

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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

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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.