PERIODIc soLUTIONS (PLANAR AUTONOMOUS SYSTEMS)

We consider the autonomous system * =f(x), x E R (1)

with fEC(E), where E is an open subset of R<. Let pi(*) = o(t,x) be the flow or

solution of the system (1).

The solution curve or trajectory or orbit through the point xo ¬ E at t=0 is defined by

{ x ¬ E; x = #,co), tER}.

The positive (or negative) half-trajectory through the point xo ¬ E is the motion along the
curve r (x eE; x=d,(xo), t 2 0} (or s = {x ¬ E; x = ¢,a). ts0} ).

For any trajectory we haver =

r*ur".

The translation property is important for the study of periodic solutions and for the
theory of dynamical systems.

Definition: (Translation property)

Ifd x ) = ¢(t,x) is the solution of the system (1) in the domain E t R , then p-t,x)

with to a constant is also a solution.

Proof: We consider the transformation t = t - to. If we replace t by 7, the equation (1))

remains unchanged as t does not occur explicitly in the right hand side. We have di

is a solution of (1), so o, is a solution of the transformed equation.

Note
If the initial value problem * = f(a), x{0) = Xo has the solution ¢ the initial value
problem = f ( ) , x(to) = Xo has the solution d-to This second solution arises simply

by translation along the time-axis.

For example, if sintis solution

a
of equation (1), then also cost is a solution.
Because we obtain cost from sint by the transformation t to t -
Definition:

an w-limit point of the trajectory ¢(x) of the system (1) if there is a

A point peE, is

sequence t> 0o such that lim,-o D:(tn, *) =p

of the trajectory :(X) of the system (1) if there is aa

A point qeE, is an a-limit point
such that lim,-o O( X)=q
sequence t -oo

set of T and it is defined

The set of all w-limit points of a trajectory I is called the w-limit

by t ) = {lim,-o ¢,tn X); tn co and thesequence is convergent.

points of a trajectory is called the a-limit set ofT and it

Similarly, the set of all a-limit
is defined by a(T) = {lim,-o , ( , X); tn -oo and the sequence is convergent.

Note: w(T) and a(T) are invariant with respect to the flow o: of (1).

Definition:
attracting set of the autonomous system
A closed invariant set ACE is called an

xeE cRE if there is some neighborhood U of A such that for all x ¬ U,

= f(x),
¬ UV t20and o,(x) >A as t >co (i.e. distance d(x(t), A) >0 as tnco).
p(x)
An attractor of (1) is an attracting set which contains a dense orbit.

and -limit set, since o;(x0) =

Xo
Note: Any equilibrium point xo of (1) is its Own o a

tvER.

Periodic orbit:
A cycle or periodic orbit of x = f(x), x ER< (1) is any closed solution curve

of (1) which is not an equilibrium point of (1).

A solution p(C.x0) is a closed solution curve of (1) iff p(t +T,xo) = d(t,xo) VteR and
for some T> 0. The minimal T for which o(t + T, xp) = ¢(t,xo) holds is called the period

of the periodic orbit ¢«lXo).

Note: For the periodic solution, Txo = T7o

A periodic orbit is called stable if for each e>0 there is a neighborhood U of T such that

forall Vx e U and t20, d(^(t, x), ) <e [or Vx e U, d(T", r) <¬].

A periodic orbit T is called unstable if it is not stable; andr is called asymptotically
stable if it is stable and if for all points x in some neighborhood U of T such that

limd(p(t, x), )
t00
= 0.

Limit cycles of a planar system (o -limit cycle / a -limit cycle):

A limit cycle of a planar system is a cycle of =

f(), x ¬ R2 (1) which is the o or a
limit set of some trajectory of (1) other than r. If a cycle T is the w limit set of every

trajectory in some neighborhood of r, then r is called an w limit cycle or stable limit

cycle; ifr is the a limit set of every trajectory in some neighborhood of r, then is
called ana limit cycle or unstable limit cycle; and if T is the w limit set of one trajectory
other than T and the a limit set of another trajectory other than , thenr is calleda
semi-stable limit cycle.
Bendixson's criteria:
We consider a planar system x = f(x), x e R (1)

with f fus2) andx = (X1, x2).

Let fec (E) where E is a simply connected region in R (there are no 'holes' or 'separate
parts' in the region /domain). If v.f not identically zero and does not change sign in E,
then (1) has no closed orbit (or periodic orbit) lying entirely in the region E.

Proof:
This can be proved by the method of contradiction. Let us assume that there is a

periodic orbit :{x = x(t); o< t <T} of (1) lies entirely in E. We will show that this
assumption leads to a contradiction. The interior S of T is simply connected and hence

by Green's theorem we have

. f dxdx2 =4G,dx2 -f,dx1) = 4,*2-f21)dt =f , f 2 - f f ) d t = 0

But V.f is not identically zero and does not change sign in E. Therefore, there is no
closed orbit of (1) lying entirely in E. Hence the result.
Dulac's criteria:
LetfeC1 (E) where E is a simply connected region in R2, If there exists a function
BeC'(E) such that V. (Bf) not identically zero and does not change sign in E, then (1) has
no closed orbit lying entirely in E. If A is an annulus region contained in E on which
v.(Bf) does not change sign, then there is at most one limit cycle of (1) in A.

Note
Dulac's criteria are generalization of the Bendixson's criteria. Bendixson's criteria are
obtained if B(X1, X2) = 1. The function B(X1, X2) is called a Dulac function. It is to be

noted that there is no general method for determining an appropriate Dulac function for

a given system of planar differential equations.

The Poincare-Bendixson Theorem:
We consider a planar system * =
f(x), x ¬ R (1)
with f = Cuf2) and x = (X x2).

E is open subset of R and that (1) has a trajectory

Suppose that f ¬C(E), where an

w(T) contains no fixed point of (1) then

with T contained in a compact subset F of E. If

o(T) is a periodic orbit of (1).

Another statement:
We consider a planar system *=f(x), x E R2 (1)

with f Gs2) and x = (X1, x2).

connected subset of R2 and let o,(x) be the flow

Suppose that f E C'(U), where U is a

or solution of the systemm (1) and xo be the initial value. Suppose

U such that p(t,x0) ¬S Vt>0 and
(1) there exists a closed bounded region S c

(ii) there are no fixed points in S

solution in S which is contained in the w limit
then there exists at least one periodic

set of Xo