Math 1280 notes,6, Limit cycles (9.

7)
Periodic solutions are an important aspect of dierential equations, since many
physical phenomena occur roughly periodically. In the last section, for example,
we saw how predator-prey phenomena can be periodic, and obviously, anything connected with daily, monthly (lunar month) or yearly cycles in nature is approximately
periodic. We can write a general system of odes in vector form as
x0 = f (x) ;
0

1
x1 (t)
B x2 (t) C
C
where x (t) = B
@ ::: A : Then a solution is periodic if there is a T such that
xn (t)
x (t + T ) = x (t)

for all t:
The simplest example (aside from constant solutions) are the solutions of x00 +x =
0; i.e. c1 sin t + c2 cos t for any constants c1 ; c2 : These all have period T = 2 : Notice
that for small c1 and c2 ; when the solution is close to 0; the velocity x0 is small, so
the solution changes slowly. However its amplitude is also small, so the period can,
and does, remain the same.
On the other hand, for nonlinear systems, the period will usually change from
one solution to another. For example, consider the predator prey phase plane on
page 537 of the text. Those solutions which are near the equilibrium point in the
center will have period about equal to that of the linearized system. But those
solutions near the outside, where the trajectory comes close to the origin, will have
long periods. This is because as the solution comes near to (0; 0) it slows down,
but still has to move a long way (has large amplitude). (If you consider the last
sentence to be a proof, perhaps you should major in biology, not math! But this
can be proven.)
As another example, consider the nonlinear pendulum equation
x00 + sin x = 0:
We discussed earlier how a solution which starts very close to x = ; x0 = 0 is
periodic, but has a long period. This is because it is close to the solution which
tends to as t ! 1 and to
as t ! 1:
In these last two examples, there are many periodic solutions. The phase planes
have centers, surrounded by a band of periodic solutions. In section 9.7 the situation
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is dierent. There is only one periodic solution and, in most of the examples, other
solutions approach the periodic solution as t ! 1: In this case, the periodic solution
is called a limit cycle.
It is di cult to give examples of limit cycles in which the formulas for the solutions can be given exactly. Most of the examples in 9.7 are quite articial, being
constructed specically so that one can give the formula for the limit cycle, and
perhaps for the other solutions also. These make it clear what a limit cycle is, but
are not models of a specic physical process.
Example 1 in 9.7 is
x0 = x + y x (x2 + y 2 )
:
(1)
y 0 = x + y y (x2 + y 2 )
These look terribly complicated and impossible to solve. The key to nding a
solution is to use polar coordinates. This means that we set x = r cos ; y = r sin
and derive dierential equations for r and : We are lead to try this because of
the terms x2 + y 2 in the equations, remembering that with the polar coordinate
substitution, x2 + y 2 = r2 :
I will derive the odes for r and in a slightly dierent way from the text. You
should read both methods.
Start with
x (t) = r (t) cos (t) ; y (t) = r (t) sin (t) :
Dierentiate both sides of each equation with respect to t: Start with the rst equation, where we use the product rule and the chain rule, to get
x0 (t) = r0 (t) sin (t)

r (t) (sin (t))

(t) :

Ill write this without the ts:

x0 = r0 cos

r 0 sin

From y = r sin we get

y 0 = r0 sin + r 0 cos :
Now substitute all of this into the system (1) : This gives
r0 cos
r 0 sin = r cos + r sin
0
r sin + r 0 cos = r cos + r sin

r3 cos
r3 sin :

(2)

Now multiply all terms in the rst equation by cos and all terms in the second
equation by sin ; to give
r0 cos2
r 0 sin cos = r cos2 + r sin cos
2
0
r sin + r 0 cos sin = r cos sin + r sin2
2

r3 cos2
:
r3 sin2 :

Now add the two equations, noticing the cancellations that occur on each side. This
gives
r0 = r r3 :
Notice the great simplication that has occurred. There is only one unknown function, r; and we can solve the equation using separation of variables. However, solving
it is not so instructive as drawing the phase line for this equation. There are equilibrium points at r = 0; 1; and 1: However r = 1 doesnt make sense in the original
variables (x; y) ; so we ignore it. The phase line for r 0 has a right arrow between
0 and 1 and a left arrow in the region r > 1: All solutions with r (0) > 0 tend to
1 as t ! 1: Translating this into the x; y plane, it means that if x2 + y 2 < 1 then
x2 + y 2 increases, while if x2 + y 2 > 1 then x2 + y 2 decreases. We can see this easily
from the ode for r if we write it as
r0 = r 1

r2 :

p
In either case, limt!1 x (t)2 + y (t)2 = 1: Remember that r = x2 + y 2 :
To get a complete picture we have to nd 0 as well. We nd the ode for by
solving (2) for 0 : This can be done by multiplying the rst equation of (2) by sin
and the second by cos ; and then subtracting the rst equation from the second.
This gives
r 0 = r;
so 0 = 1; (t) = t + c: Now look at the phase plane in Figure 9.7.1, and try to
understand it in light of what we know about and r:
Notice that it is easy to nd the equation for the limit cycle, since r = 1: We
can take = t: We get
x (t) = cos ( t) ; y (t) = sin ( t) :
Using properties of sine and cosine, we can write this as
x (t) = cos t;

y (t) =

sin t:

Note that if you substitute x2 + y 2 = 1 into (1) ; you get

x0 = y
y 0 = x;
so the solution (cos t; sin t) is to be expected.
Before going to the next part of 9.7, Ill give some homework.
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Homework, part 1. due Feb. 24

1. pg. 563, # 6
2. pg. 563, # 9.

Chapter 9.7, 2nd part.

The systems studied above are very special, and are not derived from physical applications. It is much harder to study limit cycles for general systems
x0 = F (x; y)
y 0 = G (x; y) :
The theorems in this section are much to hard to prove in this text. They are usually
proved in a basic graduate course in odes.
The rst two theorems, Theorems 9.7.1 and 9.7.2, give necessary conditions for
there to be a periodic solution. If these conditions are not satised, then there is no
periodic solution and no limit cycle.
Theorem 9.7.3 on the other hand gives a su cient condition for there to be a
periodic solution. However this condition is quite complicated, and it is a lot of
work to verify it. An important example is discussed.
I will not repeat these theorem here but will go over them in class. I want to
discuss the example however. It is called Vanderpols equation, named after its
discoverer. It is
u00 + u2 1 u0 + u = 0:
(3)
We can write it as a system in the usual way:
v0 =

u0 = v
(1 u2 ) v

(4)

(This is not a linear system, even though I used the letters u and v: ) Here is the
phase plane as found with Pplane.
You can see the periodic solution. Looking carefully at the arrow, you can see
that solutions starting inside the closedtrajectory spiral out to it, while solutions
starting outside spiral in. This makes it a limit cycle.

First we look for equilibrium points. We must have v = 0; and therefore u = 0

also, and the only equilibrium point is (0; 0) : Next we linearize (4) around (0; 0) :
We can do this most quickly by dropping any terms that are not linear, which means
only the u2 v term. Ill use p and q for the variables in the linearized system:
p0 = q
q 0 = p + q:
There is a parameter, which prompts us to wonder if there is a bifurcation as
changes. The number of equilibrium points doesnt depend on ; but perhaps the
stability does. So we nd the eigenvalues. From (3) without the u2 u0 term we can
see that the eigenvalues satisfy
r2
The roots are
r=

r + 1 = 0:
p

:
2
We will only consider small values of ; in which case r is complex, with a real part 2 :
Therefore (0; 0) is a spiral point which is asymptotically stable if < 0 and unstable
if > 0: Thus some sort of bifurcation takes place as
crosses zero. However, it
turns out that the nature of that bifurcation is rather complicated to analyze. We
will content ourselves only a partial attempt to nd an energy function. (A Lyapunov
function is even harder to nd.)
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Let H (p; q) = u2 + v 2 : Then

H_ = 2uv + 2v

u+

u2 v =

u2 v 2 :

We therefore see that if juj < 1; then the sign of H_ is the same as the sign of
; :unless v = 0: This means that when H_
0; all solutions starting in the circle
2
2
_
u + v < 1 spiral in, while when H 0 all solutions spiral out. Notice how H gives
us more global information than the local information we got from linearizing.
But the two results are consistent.
If juj > 1; the results are the opposite. Now well stick with the case > 0:
Then large solutions spiral in a lot of the time, while small solutions spiral out.
Neither can cross the periodic solution, which a sort of balance, where the solution
spends about equal amounts of time inside and outside j j = 1:You can see all this
in the Pplane picture above, which was for = :5.
The proof that this periodic solution actually exists is di cult, and we will not
present it here. One tool is theorem 9.7.3. This theorem discusses a general system
x0 = F (x; y)
y 0 = G (x; y)
where, here, we will assume that F and G have continuous partial derivatives everywhere. Suppose R is a bounded region in the (x; y) plane which has no equilibrium
points. If (x (t) ; y (t)) is a solution which remains in R for all t 0; then Theorem
9.7.3 implies that either (x (t) ; y (t)) is a periodic solution, or it tends to a periodic
solution as t ! 1:
In the case of Vanderpols equation, we choose > 0; in which case we know
that solutions within x2 + y 2 = 1 spiral outward. Let R1 denote the region outside
x2 +y 2 = 1: There are no equilibrium points in this region. If a solution (x (t) ; y (t))
starts in R1 then it must remain in R1 for all t 0; since it cannot enter the region
x2 + y 2 1:
But we cannot immediately apply Theorem 9.7.3 because it requires a bounded
region R; and R1 is not bounded. It is possible to construct a bounded region R as
desired, but it is quite complicated. We wont attempt to go further in this problem.
The Poincar-Bendixson theorem has a more far reaching consequence. By
showing that solutions of two dimensional systems must either be periodic, or tend
to a periodic solution, or tend to an equilibrium point, it eliminates the possibility
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of very complicated solutions, which wander about unpredictably. This means it

eliminates the possibility of what mathematicians call chaos for a system of two
rst order odes.
But such complicated solutions can occur for some three dimensional systems,
and this is the subject of the next section, Section 9.8, the nal section in chapter 9.

Homework

There is one more problem due on February 24.

Section 9., 12