11.5.

PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 417

11.5 Periodic Solutions, Limit Cycles and Global

Stability
Definition. A critical point X0 of an autonomous system
X  = g(X) (11.5.1)
is said to be globally asymptotically stable if it is a stable critical point and every non-
constant solution approaches X0 .
Remark. Let X0 be a critical point of a plane autonomous linear system
X  = AX
where A is a 2 × 2 matrix of constants. If X0 is asymptotically stable, then it is globally
asymptotically stable, since the eigenvalues r1 and r2 of A have negative real part and
all solutions of the system are linear combinations of er1 t and er2 t (or ter1 t ).
Definition. A critical point X0 of an autonomous system (11.5.1) is said to be globally
stable in a region R if it is a stable critical point and limt→∞ X(t) = X0 for any solution
X = X(t) starting at X(0) in R.
Definition. Let X0 be a critical point of an autonomous system (11.5.1). The region of
asymptotic stability for X0 is defined to be the set of points X1 with the property that for
any neighborhood N of X0 , there is a constant t0 > 0 such that every solution X = X(t)
with X(0) = X1 is in N for all t > t0 . It is called the basin of attraction of X0 .
Remark. The region of asymptotic stability for X0 is the set of points X1 such that
every nonconstant solution passing through X1 approaches X0 .
Remark. Let X0 be an asymptotically stable critical point of (11.5.1). Then there is
a neighborhood of X0 such that any nonconstant solution starting in the neighborhood
tends toward X0 . The region of asymptotic stability for X0 is the union of all solution
curves that tend toward X0 (as t → ∞) including the constant solution X ≡ X0 .
Example 11.5.1. The first-order autonomous differential equation
x = −(1 − x)x
has two critical points at x = 0 and x = 1. The origin is an asymptotically stable critical
point. Solutions with initial points in the interval 1 < x < ∞ do not approach the origin
as t → ∞ (see Example 11.3.5). The origin is not globally asymptotically stable. The
region of asymptotic stability for the origin is the interval −∞ < x < 1.
418 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Theorem 11.5.1 (Cycles and Critical Points). If a plane autonomous system

x = F (x, y)
(11.5.2)
y  = G(x, y)

where F and G have continuous partial derivatives has a periodic solution X = X(t),
then the system has at least one critical point inside the corresponding simple closed
curve C. If there is a single critical point inside C, then that critical point cannot be a
saddle point.
Corollary. If a simply connected region R in the xy-plane either contains no critical
points of a plane autonomous system (11.5.2) where F and G have continuous partial
derivatives or contains a single saddle point, then there is no periodic solution in R.
Example 11.5.2. The plane autonomous system

x = y
g c
y  = − sin x − y
l ml
in Example 11.4.3 has critical points at (nπ, 0), n = 0, ±1, ±2, · · · . Let n be an odd
(positive or negative) integer. The point (nπ, 0) is a saddle point. Remove the two rays
x ≤ (n − 1)π, y = 0 and x ≥ (n + 1)π, y = 0 to obtain a simply connected region R.
There is no periodic solution in R.
Example 11.5.3. The plane autonomous system

x = x(1 − x − y)
y  = y(0.5 − 0.75x − 0.25y)

in Example 11.3.14 has four critical points at (0, 0), (1, 0), (0, 2) and (0.5, 0.5). The point
(0.5, 0.5) is a saddle point. Remove the ray x ≤ 1, y = 0 and the line segment x = 0,
0 ≤ y ≤ 2 to obtain a simply connected region R. There is no periodic solution in R.
Theorem 11.5.2 (Bendixson Negative Criterion). Let g = (F, G) be the vector field for
a plane autonomous system (11.5.2) where F and G have continuous partial derivatives.
If
∂F ∂G
div g = +
∂x ∂y
does not change sign in a simply connected region R, then the system has no periodic
solutions in R.
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 419

Example 11.5.4. The plane autonomous system

x = −x − xy 2
y  = −y − x2 y
has a unique critical point at the origin. If g = (F, G) is the vector field for the system,
then
∂F ∂G
div g = + = −1 − y 2 − 1 − x2 .
∂x ∂y
That is, div g < 0. The system has no periodic solutions in the xy-plane.
Theorem 11.5.3 (Dulac Negative Criterion). Let δ be a function on a simply connected
region R in the xy-plane and let g = (F, G) be the vector field for a plane autonomous
system (11.5.2) such that F , G and δ have continuous partial derivatives. If
∂(δF ) ∂(δG)
div(δg) = +
∂x ∂y
does not change sign in R, then the system has no periodic solutions in R.
Example 11.5.5. The plane autonomous system
x
x = 2
x + y2 + 1
y
y = 2
x + y2 + 1
has a unique critical point at the origin. If g = (F, G) is the vector field for the system,
then
−x2 + y 2 + 1 x2 − y 2 + 1
div g = +
(x2 + y 2 + 1)2 (x2 + y 2 + 1)2
2
= 2 .
(x + y 2 + 1)2
That is, div g > 0. Now, let
δ(x, y) = x2 + y 2 + 1.
Then δF = x and δG = y so that
div(δg) = 1 + 1 = 2.
The system has no periodic solutions in the xy-plane.
420 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Example 11.5.6. Let 1 , 2 , σ1 , σ2 , α1 and α2 be positive constants such that

1 σ2 − 2 α1 2 σ1 − 1 α2
P = > 0, Q= >0
ν ν
where ν = σ1 σ2 − α1 α2 = 0. The plane autonomous system
x = x(1 − σ1 x − α1 y)
y  = y(2 − σ2 y − α2 x)

has critical points at (0, 0), (1 /σ1 , 0), (0, 2 /σ2 ) and (P, Q). The point (P, Q) is a saddle
point if ν < 0 and is an asymptotically stable node if ν > 0 (see Example 11.4.5). The
system has no periodic solutions in the second or third or fourth quadrant. The line
segment 0 < x < 1 /σ1 , y = 0 and the rays x < 0, y = 0 and x > 1 /σ1 , y = 0 are the
solution curves. The line segment x = 0, 0 < y < 2 /σ2 and the rays x = 0, y < 0 and
x = 0, y > 2 /σ2 are the solution curves. No solution crosses the coordinate axes. Let
1
δ(x, y) = .
xy
Let g = (F, G) be the vector field for the system. Then
 
∂(δF ) ∂ 1 σ1 x σ1
= − − α1 = −
∂x ∂x y y y
∂(δG) 
∂ 2 σ2 y  σ2
= − − α2 = − .
∂y ∂y x x x
That is,
σ1 σ2
div(δg) = − − .
y x
The system has no periodic solutions in the first quadrant. It has no periodic solutions
in the xy-plane.
Definition. Let X0 be a critical point of an autonomous system (11.5.1). Let L be a
function that has continuous partial derivatives on a neighborhood N of X0 .

(1) L is called a Lyapunov function if L(X) > L(X0 ) and ∇L(X) · g(X) ≤ 0 for all X
in N with X = X0 .
(2) L is called a strong Lyapunov function if L(X) > L(X0 ) and ∇L(X) · g(X) < 0 for
all X in N with X = X0 .
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 421

Remark. If X = X(t) is a solution of (11.5.1). then

d
∇L(X(t)) · g(X(t)) = L(X(t)).
dt
Remark. Let L be a Lyapunov function. The condition
∇L(X) · g(X) ≤ 0
for all X in N means that when a trajectory crosses a level set L(X) = c, it moves inside
the set where L ≤ c and can never come out again.
Proposition 11.5.1. Let X0 be a critical point of an autonomous system (11.5.1) where
the components of g have continuous partial derivatives. Then the following hold.

(1) If there is a Lyapunov function for the system on a neighborhood of X0 , then X0

is a stable critical point.
(2) If there is a strong Lyapunov function for the system on a neighborhood of X0 ,
then X0 is an asymptotically stable critical point.
Proposition 11.5.2. Let X0 be a critical point of an autonomous system (11.5.1) where
the components of g have continuous partial derivatives. Let L be a function that has
continuous partial derivatives on a neighborhood N of X0 . If, in any neighborhood of
X0 , there is a point X1 with L(X1 ) > L(X0 ) and ∇L(X) · g(X) > 0 for all X in N with
X = X0 , then X0 is an unstable critical point.
Example 11.5.7. The plane autonomous system
x = −x − xy 2
y  = −y − x2 y
has a unique critical point at the origin. It has no periodic solutions in the xy-plane
(see Example 11.5.4). Let g = (F, G) be the vector field for the system. Let
L(x, y) = ax2 + by 2
where a and b are positive constants. Then
∇L(x, y) · g(x, y) = 2ax(−x − xy 2 ) + 2by(−y − x2 y)
= −2ax2 − 2by 2 − 2(a + b)x2 y 2
so that ∇L(x, y) · g(x, y) < 0 if (x, y) = (0, 0). That is, L is a strong Lyapunov function.
The origin is an asymptotically stable critical point (see Example 11.3.12).
422 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Example 11.5.8. A plane autonomous nonlinear system

x = y
g
y  = − sin x
l
describes an undamped pendulum of length l where g is the gravitational acceleration.
It has critical points at (nπ, 0), n = 0, ±1, ±2, · · · . The origin is a center of the linearized
system at the origin (see Example 11.3.13). It is a center of the given system, since the
system is invariant under the transformation (t, y) → (−t, −y). Let m be the mass of
the pendulum. Omitting an arbitrary constant, the potential energy U is the work done
in lifting the pendulum above its lowest position, namely
U(x, y) = mgl(1 − cos x).
Physically, we expect that the point (nπ, 0), n = 0, ±2, ±4, · · · , for which the pendulum
bob is vertical with the weight down is stable and the point (nπ, 0), n = ±1, ±3, ±5, · · · ,
for which the pendulum bob is vertical with the weight up is unstable (see Example
11.3.13 and Example 11.4.2). For a conservative system, a rest position is stable if the
potential energy is a local minimum, otherwise it is unstable. The function U has the
minimum equal to zero at the point (nπ, 0), n = 0, ±2, ±4, · · · and has the maximum
equal to 2mgl at the point (nπ, 0), n = ±1, ±3, ±5, · · · .
The total energy E is the sum of the potential energy and the kinetic energy, i.e.,
1
E(x, y) = mgl(1 − cos x) + ml2 y 2 .
2
On a trajectory corresponding to a solution x = ϕ(t), y = ψ(t) of the system, we have
d  g 
2
E(ϕ(t), ψ(t)) = mgly sin x + ml y − sin x = 0.
dt l
That is, E is constant along any trajectory of the system. (In general, the total energy
is constant during any motion of a conservative system.) It is a Lyapunov function on
the region −π < x < π, −∞ < y < ∞. The origin is a stable critical point.
Let n be an even (positive or negative) integer. Then E(nπ, 0) = 0. The total energy
E is a Lyapunov function on the region (n − 1)π < x < (n + 1)π, −∞ < y < ∞. The
point (nπ, 0) is a stable critical point. If the initial state, say (x1 , y1 ), of the pendulum
is sufficiently near the point (nπ, 0), then E(x1 , y1) is small and the motion (trajectory)
associated with this energy stays close to the point. If E(x1 , y1 ) is sufficiently small,
then the trajectory is closed and contains (nπ, 0).
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 423

Definition. Let X = X(t) be a solution of an autonomous system (11.5.1). The set of

points Z such that limk→∞ X(tk ) = Z for some sequence {tk } with tk → ∞ is called the
ω-limit set of the solution. The set of points Y such that limk→∞ X(tk ) = Y for some
sequence {tk } with tk → −∞ is called the α-limit set of the solution.
Remark. Let X0 be a critical point of an autonomous system (11.5.1). The singleton
Ω containing X0 is the ω-limit set of the constant solution X ≡ X0 . It is the α-limit set
of the solution. If X0 is stable, then the region of asymptotic stability for X0 is the set
of points X1 such that the ω-limit set of any solution X = X(t) with X(0) = X1 is Ω.
Definition. A nonempty set R is called a positively invariant set for an autonomous
system (11.5.1) if any solution X = X(t) with X(0) in R is defined and is in R for all
t ≥ 0. It is called a negatively invariant set for (11.5.1) if any solution X = X(t) with
X(0) in R is defined and is in R for all t ≤ 0.
Remark. Let R be a closed set. If R is a positively invariant set for (11.5.1), then the
ω-limit set of any solution in R is in R. If R is a negatively invariant set for (11.5.1),
then the α-limit set of any solution in R is in R.
Definition. A region R in the xy-plane is called an invariant region for a plane au-
tonomous system
x = F (x, y)
(11.5.3)
y  = G(x, y)
if, whenever X1 is in R, a solution X = X(t) satisfying X(0) = X1 remains in R.
Definition. An invariant region R for a plane autonomous system (11.5.3) is called

(1) a Type I invariant region if it is bounded by a simple closed curve C and the flow
at the boundary defined by the vector field g = (F, G) is directed into the region.
(2) a Type II invariant region if it is an annular region bounded by simple closed curves
C1 and C2 and the flow at the boundary defined by the vector field g = (F, G) is
directed toward the interior of R.
Theorem 11.5.4 (Normal Vectors and Invariant Regions). Let R be an open region in
the xy-plane and n(x, y) denote a normal vector on the boundary of R that points inside
R. Then R is an invariant region for a plane autonomous system (11.5.3) where F and
G have continuous partial derivatives, provided
(F (x, y), G(x, y)) · n(x, y) ≥ 0
for all points (x, y) on the boundary.
424 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Example 11.5.9. The plane autonomous system

x = x(1 − x − y)
y  = y(0.75 − y − 0.5x)
has critical points at (0, 0), (0, 0.75), (1, 0) and (0.5, 0.5). Let q = 0.5. The point (q, q)
is an asymptotically stable critical point (see Example 11.3.15). No solution crosses the
coordinate axes and the system has no periodic solutions in the xy-plane (see Example
11.5.6 with 1 = 1, 2 = 0.75, σ1 = 1, σ2 = 1, α1 = 1 and α2 = 0.5). Let g = (F, G) be
the vector field for the system. Let x = q + u and y = q + v. Let b > 0 be a constant.
Let R be the disk u2 + v 2 ≤ b2 , i.e., (x − q)2 + (y − q)2 ≤ b2 . Then n(x, y) = (−2u, −2v)
is a normal vector on the boundary of R that points inside the region. On the boundary
of R, i.e., the circle u2 + v 2 = b2 ,
g(x, y) · n(x, y)
= (u + q)(−u − v)(−2u) + (v + q)(−v − qu)(−2v)
= 2u3 + 2u2v + 2v 3 + uv 2 + u2 + v 2 + 3quv
3
= 2(u2 + v 2 )(u + v) − uv 2 + uv + u2 + v 2
2
3
= 2b (u + v) − uv + uv + b2 .
2 2
2
2
√
Since |uv| ≤ b /2 and |u + v| ≤ 2b, it follows that
 
 2 
2b (u + v) − uv + uv  < 3b3 + 1 b3 + 3 b2 .
2 3
 2  2 4
The condition
1 3
3b3 + b3 + b2 ≤ u2 + v 2 = b2
2 4
4 4
is satisfied if b ≤ 1/2 . Take b = 1/2 . Then g(x, y) · n(x, y) > 0 on the boundary of R.
The region R is a circular invariant region for the system.
Let
L(x, y) = (x − q)2 + (y − q)2 .
If (x, y) is a point in the disk R with (x, y) = (q, q), then
∇L(x, y) · g(x, y) = g(x, y) · (−n(x, y)) < 0.
That is, L is a strong Lyapunov function. Every nonconstant solution starting at a point
in the first quadrant approaches the asymptotically stable critical point (q, q). The first
quadrant is the region of asymptotic stability for (q, q).
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 425

Example 11.5.10. The plane autonomous system

x = −2x(x − 1)(2x − 1)
y  = −2y

has critical points at (0, 0), (1/2, 0) and (1, 0). The points (0, 0) and (1, 0) are asymptoti-
cally stable critical points and the point (1/2, 0) is a saddle point (see Example 11.3.10).
The system is a gradient system, i.e., the vector field g = (F, G) for the system is a
gradient vector field. Let
V (x, y) = x2 (x − 1)2 + y 2 .
Then g = −∇V . Consequently,

∇V (x, y) · g(x, y) = −||g(x, y)||2 ≤ 0

and ∇V (x, y) · g(x, y) < 0 if (x, y) is not a critical point. The function V vanishes only
at the asymptotically stable critical points, i.e., (0, 0) and (1, 0). That is, V is a strong
Lyapunov function on a neighborhood of the point (0, 0) or (1, 0).
Let c > 0 be a constant. Let Qc denote the set of points (x, y) such that V (x, y) ≤ c.
Let q = V (1/2, 0) = 1/16. If c < q, then Qc consists of two disjoint simply connected
regions that surround the points (0, 0) and (1, 0), respectively. If c = q, then Qc consists
of two simply connected regions which meet only at the point (1/2, 0). The boundary
of Qc , i.e., the level curve V (x, y) = 1/16, is shaped like a reclining figure eight. If
c > q, then Qc is a simply connected region. Each trajectory entering the set Qc tends
to one of the three critical points. The trajectory through a point (x, y) enters Qc with
c = V (x, y). If c > q, then Qc is an invariant region for the given system.
The line x = 1/2 is made up of the point (1/2, 0) and two trajectories which approach
it, while no other trajectory tends to the point (1/2, 0). This is because the derivative
of |x − 1/2| with respect to t is positive if 0 < x < 1/2 or 1/2 < x < 1. Trajectories to
the left of the line x = 1/2 tend toward the point (0, 0) (as t → ∞) and trajectories to
the right tend toward the point (1, 0) (see Example 11.3.16). This gives a description of
the regions of asymptotic stability for the points (0, 0) and (1, 0). They are the two half
planes
1
x< , −∞ < y < ∞
2
1
x> , −∞ < y < ∞
2
respectively.
426 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Example 11.5.11. The plane autonomous system

x = y + x(1 − x2 − y 2)
y  = −x + y(1 − x2 − y 2 )

has an unstable spiral point at the origin (see Example 11.3.8). Let r = x2 + y 2. The
unit circle x2 + y 2 = 1, i.e., r = 1, is a closed phase curve (see Example 11.1.16). Let
g = (F, G) be the vector field for the system. Then
div g = 1 − 3x2 − y 2 + 1 − x2 − 3y 2 = 2(1 − 2r 2 ).
√
Since div g > 0 for r < 1/ 2, there
√ is no periodic solution in the disk x2 + y 2 < 1/2.
Meanwhile, div g < 0 for r > 1/ 2. The region x2 + y 2 > 1/2 is not simply connected.
Let
1 1
L(x, y) = x2 + y 2 .
2 2
Then
∇L(x, y) · g(x, y)
= x[y + x(1 − x2 − y 2 )] + y[−x + y(1 − x2 − y 2 )]
= (x2 + y 2)(1 − x2 − y 2 ) = r 2 (1 − r 2 ).
If x2 + y 2 < 1, then ∇L(x, y) · g(x, y) > 0 or ∇L(x, y) · (−g(x, y)) < 0. The function L
is a strong Lyapunov function on the disk x2 + y 2 < 1 for the autonomous system
x = −y − x(1 − x2 − y 2 )
y  = x − y(1 − x2 − y 2)
given by the vector field −g = (−F, −G). The origin is an asymptotically stable critical
point of this system. It is an unstable critical point of the given system.
Let a and b be constants with 0 < a < 1 < b. Let R be the annular region a < r < b
and n(x, y) be the unit normal vector on the boundary of R that points inside the region.
Then n = ∇L/||∇L|| where  = 1 on the inner boundary of R and  = −1 on the outer
boundary of R. On the inner boundary of R, i.e., the circle r = a, we have
1
g(x, y) · n(x, y) = a2 (1 − a2 ) = a(1 − a2 ) > 0.
a
On the outer boundary of R, i.e., the circle r = b, we have
−1 2
g(x, y) · n(x, y) = b (1 − b2 ) = b(b2 − 1) > 0.
b
The region R is an annular invariant region for the given system.
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 427

Example 11.5.12. There are physical systems such that for small oscillations, energy
is fed into the system, whereas for large oscillations, energy is taken from the system.
In other words, large oscillations will be damped, whereas for small oscillations there
is “negative damping”. For physical reasons we expect such a system to approach a
periodic behavior which will appear as a closed curve called a limit cycle. A differential
equation describing such vibrations is the Van der Pol equation

y  − μ(1 − y 2 )y  + y = 0

where μ > 0 is a constant. It occurs in the study of electrical circuits containing vacuum
tubes. The equation describes the current y in a triode oscillator. The second term on
the left side of the equation is the resistance term, proportional to y  , with a coefficient
−μ(1 − y 2 ) that depends on y. For large y, namely y 2 > 1, this term is positive (positive
damping, loss of energy) and acts as usual to reduce the amplitude of the response. The
term is zero for y 2 = 1 (no damping). For small y, namely y 2 < 1, the resistance term is
negative (“negative damping”) and so causes the response to grow. This suggests that
there is a solution of intermediate size that other solutions approach as t increases.
Let x1 = y and x2 = y  . The Van der Pol equation becomes the autonomous nonlinear
system
x1 = x2
x2 = −x1 + μ(1 − x21 )x2 .
The origin is the only critical point. The matrix of the partial derivatives of the vector
field g = (F, G) for the system is
 
0 1
Dg(x1 , x2 ) = .
−1 − 2μx1 x2 μ(1 − x21 )
The linearized system at the origin is
    
x1 0 1 x1
=
x2 −1 μ x2

(see Example 10.3.1 with k = −μ, possibly k = −2).

The eigenvalues of the coefficient
matrix are r1 = (μ + μ − 4)/2 and r2 = (μ − μ2 − 4)/2. The origin is a source. It
2

is an unstable node if μ ≥ 2. It is an unstable spiral point if 0 < μ < 2. For small μ, we

expect a limit cycle which is almost a circle. In all cases, a solution that starts near the
origin grows as t increases. For μ = 0 we obtain the equation of the harmonic oscillator,
i.e., y  + y = 0 (see Example 10.2.15 with b = 1 and Example 10.2.18 with b = 1).
428 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

If there is a periodic solution, then it encloses the origin. On the strip |x1 | < 1, we
get
div g = μ(1 − x21 ) > 0.
Periodic solutions, if there are any, are not contained in the region −1 < x1 < 1.

Let r = x21 + x22 . Let a and b be any constants with 0 < a < b. Let R1 be the
disk r < b and R2 be the annular region a < r < b. Let L(x1 , x2 ) = x21 /2 + x22 /2. Then
n = −∇L is a normal vector on the boundary of R1 or the outer boundary of R2 , i.e.,
the circle r = b, that points inside the region. On the circle r = b, we have

g(x1 , x2 ) · n(x1 , x2 ) = (−x1 )x2 + (−x2 )[−x1 + μ(1 − x21 )x2 ]

= μ(x21 − 1)x22 .

For the point (0, b) on the circle,

g(0, b) · n(0, b) = −μb2 < 0.

Neither R1 nor R2 is an invariant region for the system.

Theorem 11.5.5 (Poincaré-Bendixson I). Let R be an invariant region for a plane
autonomous system (11.5.3) where F and G have continuous partial derivatives such
that R has no critical points on the boundary. Then the following hold.

(1) If R is a Type I region that has a single unstable node or an unstable spiral point
in its interior, then there is at least one periodic solution in R.

(2) If R is a Type II region that contains no critical points of the system, then there
is at least one periodic solution in R.

In either case, if X = X(t) is a nonperiodic solution in R, then it spirals toward a cycle

that is a solution to the system. This periodic solution is called a limit cycle.
Proposition 11.5.3. Let R be a closed bounded region in the xy-plane that contains no
critical points of a plane autonomous system (11.5.3) where F and G have continuous
partial derivatives. If X = X(t) is a solution of (11.5.3) that exists and stays in R for
all t ≥ t0 for some constant t0 , then either it is a periodic solution or it spirals toward
a periodic solution as t → ∞. In either case, there is a periodic solution in R.
Remark. If R contains a periodic solution, then the corresponding closed curve encloses
a critical point X1 . However, X1 cannot be in R. That is, R cannot be simply connected.
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 429

Proposition 11.5.4. Let Γ be a nonempty closed bounded set that is either the ω-limit
set or the α-limit set of a solution of a plane autonomous system (11.5.3) where F and
G have continuous partial derivatives. If Γ contains no critical points, then it is the
trajectory of a periodic solution.

Remark. A limit cycle for a plane autonomous system (11.5.3) is defined to be a periodic
solution of the system such that the corresponding closed curve C is contained in either
the ω-limit set or the α-limit set of some solution not in C.

Remark. Let C be a closed curve corresponding to a limit cycle for a plane autonomous
system (11.5.3). If C is contained in the ω-limit set of some solution not in C, then there
is a solution X = X(t) such that X(0) is not in C and

lim d(X(t), C) = 0.
t→∞

That is, some trajectory spirals toward C as t → ∞.

Proposition 11.5.5. Let Γ be a closed bounded simply connected region that is positively
or negatively invariant for a plane autonomous system (11.5.3) where F and G have
continuous partial derivatives. Then Γ contains either a limit cycle or a critical point.

Example 11.5.13. The plane autonomous system

x = y + x(1 − x2 − y 2)
y  = −x + y(1 − x2 − y 2 )

has no periodic solutions in the disk x2 + y 2 < 1/22 (see Example 11.5.11). It gives the
autonomous differential equation

dr
= r(1 − r 2 )
dt

where r = x2 + y 2 (see Example 11.1.16). The critical points are the origin r = 0 and
the point r = 1 which corresponds to the unit circle C in the phase plane. The velocity
r  is positive if 0 < r < 1 and is negative if r > 1. Inside C the nonconstant solutions of
the given system are directed outward, while outside C they are directed inward. The
circle C corresponds to a periodic solution of the system and attracts other nonperiodic
solutions that spiral toward it as t → ∞. The circle r = 1 is a limit cycle for the system
(see Example 11.3.8). There is no periodic solution in the region r < 1.
430 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

The system

r  = r(1 − r 2 )
θ = −1

is equivalent to the given system (see Example 11.1.16). One solution of this system is

r=1
θ = −t + α

where α is an arbitrary constant. As t increases, a point satisfying these equations

moves clockwise around the unit circle. The given system has a periodic solution. Other
solutions are
1
r=√
1 + ce−2t
θ = −t + α

where c and α are arbitrary constants. This solution contains the first solution.
If the initial conditions
r(0) = ρ, θ(0) = ω
are prescribed, then c = 1/ρ2 − 1 and α = ω. If ρ < 1 (so c > 0), then r → 1 from the
inside as t → ∞. If ρ > 1 (so c < 0), then r → 1 from the outside as t → ∞. In all
cases, every nonconstant solution spirals toward the unit circle as t → ∞.
Example 11.5.14. The Van der Pol equation corresponds to the autonomous system

x1 = x2
x2 = −x1 + μ(1 − x21 )x2

where μ > 0 is a constant (see Example 11.5.12). It possesses an oscillation or a unique

periodic solution that is a periodic attractor. Every nonconstant solution tends to this
periodic solution; no linear flow can have this property. The periodic solution is the
ω-limit set of every solution except the constant solution at the origin. The origin is the
α-limit set of every solution inside the corresponding closed curve C. For any solution
outside C, the α-limit set is empty. Any ω-limit or α-limit set other than a periodic
solution or a critical point is made up of critical points and trajectories joining them.
The system “oscillates”. Every nonconstant solution “rotates” in a certain sense around
the origin in a clockwise direction.
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 431

From the system we have

x1 x1 + x2 x2 = x1 x2 + x2 [−x1 + μ(1 − x21 )x2 ]
= μ(1 − x21 )x22 .
Introducing polar coordinates, we find that the equation for the radial variable r is
r  = μ(1 − r 2 cos2 θ)r sin2 θ. (11.5.4)
Let a and b be constants with 0 < a < 1 < b. Let R be the annular region a < r < b.
When r = a, the linear term on the right side of (11.5.4) dominates and r  > 0 except
on the x1 -axis where sin θ = 0 and consequently, r  = 0. Trajectories are entering R
at every point on the circle r = a, except possibly for those on the x1 -axis where the
trajectories are tangent to the circle. When r = b, the cubic term on the right side of
(11.5.4) is the dominant one and r  < 0 except for points on the x1 -axis where r  = 0
and for points near the x2 -axis where r 2 cos2 θ < 1 and r  > 0. No matter how large a
circle is chosen, there will be points on it (namely, the points on or near the x2 -axis)
where trajectories are leaving the region R.
Proposition 11.5.6. Let Γ be a nonempty closed bounded connected set that is either
the ω-limit set or the α-limit set (or both) of a solution of a plane autonomous system
(11.5.3) where F and G have continuous partial derivatives. If Γ has a finite number of
critical points and is not a singleton, then one of the following alternatives holds:

(a) Γ is the trajectory of a periodic solution.

(b) Γ is made up of critical points and a finite number of nonperiodic solutions such
that the ω-limit set and the α-limit set of any of the solutions each consist of one
of the critical points.
Theorem 11.5.6 (Poincaré-Bendixson II). Let R be a Type I invariant region for a
plane autonomous system (11.5.3) that has no periodic solutions in R where F and G
have continuous partial derivatives. Then the following hold.

(1) If R has a finite number of nodes or spiral points, then every solution X = X(t)
with initial position X1 in R satisfies that limt→∞ X(t) = X0 for some critical
point X0 .
(2) If R has a single stable node or stable spiral point X0 in its interior and no critical
points on its boundary, then limt→∞ X(t) = X0 for any solution X = X(t) with
initial position X1 in R.
432 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Example 11.5.15. Let  be a nonzero constant. The plane autonomous system

x = y + x(x2 + y 2)
y  = −x + y(x2 + y 2 )
has a unique critical point at the origin. Let g = (F, G) be the vector field for the
system. Then
div g = (3x2 + y 2 ) + (x2 + 3y 2 ) = 4(x2 + y 2).
If R1 is a simply connected region in the xy-plane
and the origin is not in R1 , then the
system has no periodic solutions in R1 . Let r = x2 + y 2. From the system we have
xx + yy  = x[y + x(x2 + y 2 )] + y[−x + y(x2 + y 2)]
= (x2 + y 2 )2 = r 4 .
This leads to the autonomous differential equation
rr  = r 4 or r  = r 3 .
The solution is
1
r=√
−2t + c
where c is a constant. If  > 0, then the solution is valid only for t < c/(2) and r → ∞
as t → c/(2). The origin is an unstable critical point of the given system. If  < 0, then
r → 0 as t → ∞. The origin is an asymptotically stable critical point of the system. It
is globally asymptotically stable. There is no periodic solution in the xy-plane.
Let
1 1
L(x, y) = x2 + y 2 .
2 2
Then
∇L(x, y) · g(x, y) = x[y + x(x2 + y 2 )] + y[−x + y(x2 + y 2)]
= (x2 + y 2 )2
and ∇L(x, y) · g(x, y) = 0 only if (x, y) = (0, 0). If  < 0, then L is a strong Lyapunov
function. The origin is an asymptotically stable critical point of the system. If  > 0,
then the origin is an unstable critical point of the system.
Let  < 0. Let b > 0 be a constant. Let R be the disk r < b. Then n = −∇L is a
normal vector on the boundary of R that points inside the region. On the boundary of
R, i.e., the circle r = b,
g(x, y) · n(x, y) = −(x2 + y 2)2 = −b4 > 0.
The region R is an invariant region for the system.
11.5. PERIODIC SOLUTIONS, LIMIT CYCLES AND GLOBAL STABILITY 433

Example 11.5.16. A plane autonomous nonlinear system

x = y
g c
y  = − sin x − y
l ml
where l, m, c and g are positive constants has critical points at (nπ, 0), n = 0, ±1, ±2, · · · .
It has no periodic solutions in the xy-plane (see Example 11.5.2). The point (nπ, 0),
n = ±1, ±3, ±5, · · · , is a saddle point and the point (nπ, 0), n = 0, ±2, ±4, · · · , is an
asymptotically stable critical point (see Example 11.4.3). For a Lyapunov function, try
1
E(x, y) = mgl(1 − cos x) + ml2 y 2
2
i.e., the total energy which is expected to decrease along trajectories because of friction.
On a trajectory corresponding to a solution x = ϕ(t), y = ψ(t) of the system, we have
d  g c 
E(ϕ(t), ψ(t)) = mgly sin x + ml2 y − sin x − y
dt l ml
= −cly 2 ≤ 0.
The energy is nonincreasing along any trajectory. Except for the line y = 0, the motion
is such that the energy decreases and hence each trajectory must approach a point of
minimum energy—a stable critical point. The function E is a Lyapunov function.
Let Λ denote the region of asymptotic stability for the origin. Let 0 < d < 2mgl
and Rd be the set of points (x, y) such that −π < x < π and E(x, y) ≤ d. Then Rd has
a single stable node (the origin) in its interior and no critical points on its boundary.
It is positively invariant. Let R be the set of points (x, y) such that −π < x < π and
E(x, y) < 2mgl. Then R is contained in Λ. The total energy of the point (π, 0) where
the bob of the pendulum is balanced above the pivot is 2mgl. If the pendulum is not
pointing straight up and the total energy is less than the total energy of the balanced
upward point, then the pendulum will gradually approach the origin. Every solution
X = X(t) with initial position X1 in R approaches the origin as t → ∞.
Any point (−π, y0 ) where y0 > 0 is very small is not in R, but the pendulum moves
immediately into a point in R and hence approaches the origin. The point (−π, y0 ) is
in Λ. The set Λ is an unbounded open region. It is bounded by the trajectories that
enter the two adjacent saddle points at (−π, 0) and (π, 0). It is mathematically possible
(but physically unrealizable) to choose initial conditions exactly on these trajectories so
that the resulting motion leads to a balanced pendulum in a vertically upward position
of unstable equilibrium.
434 CHAPTER 11. SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

Example 11.5.17. The autonomous nonlinear system

x = 2y(z − 1)
y  = −x(z − 1)
z  = −z 3
has a unique critical point at the origin. The linearized system at the origin is
⎡ ⎤ ⎡ ⎤⎡ ⎤
x 0 −2 0 x
⎣y  ⎦ = ⎣1 0 0⎦ ⎣y ⎦ .
z 0 0 0 z
Every solution of the linearized system is given by x2 + 2y 2 = γ 2 , z = z0 where γ and
z0 are arbitrary constants (see Example 10.2.15 with x1 = y, x2 = x and b2 = 2). The
origin is a stable critical point of the linearized system but is not asymptotically stable
(see Example 11.3.11).
Let g = (F, G, H) be the vector field for the given nonlinear system. Let
L(x, y, z) = ax2 + by 2 + cz 2
where a, b and c are positive constants. Then
∇L(x, y, z) · g(x, y, z) = 4axy(z − 1) − 2byx(z − 1) − 2czz 3
= 2(2a − b)xy(z − 1) − 2cz 4 .
By setting c = 1 and b = 2a, we obtain
∇L(x, y, z) · g(x, y, z) = −2z 4 ≤ 0.
Take a = 1. The function
L(x, y, z) = x2 + 2y 2 + z 2
is a Lyapunov function. The origin is a stable critical point of the given system.
Now, let α, β and γ be positive constants. For each t with −γ < t < ∞, let
√ √ √
x = 2α sin(2 t + γ − 2t + β)
√ √
y = α cos(2 t + γ − 2t + β)
1
z=√ .
2t + 2γ
These functions satisfy the given system. But x(t) does not go to 0 as t → ∞; neither
does y(t). The origin is not an asymptotically stable critical point of the system.