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c Pleiades Publishing, Ltd., 2010.

Original Russian Text

c L.A. Cherkas, A.A. Grin’, 2010, published in Differentsial’nye Uravneniya, 2010, Vol. 46, No. 1, pp. 59–67.

to Global Uniqueness in the Problem

of Estimating the Number of Limit Cycles

L. A. Cherkas and A. A. Grin’

Belarus State University of Computer Science and Radio Electronics,

Minsk, Belarus

Received April 1, 2008

Abstract—For autonomous systems on the real plane, we develop a regular method for localiz-

ing and estimating the number of limit cycles surrounding the unique singular point. The method

is to divide the phase plane into annulus-shaped domains with transversal boundaries in each

of which a Dulac function is constructed by solving an optimization problem, which permits

one to use the Bendixson–Dulac criterion. We state the principle of reduction to global unique-

ness and use it in the case of existence of an Andronov–Hopf function of limit cycles to obtain

a sharp global estimate of the number of limit cycles for an individual system as well as for

a one-parameter family of such systems in an unbounded domain.

DOI: 10.1134/S0012266110010076

1. INTRODUCTION

On the plane, consider the structurally stable real autonomous system of diﬀerential equations

dx dy

= P (x, y), = Q(x, y), (x, y) ∈ Ω ⊂ R2 , (1)

dt dt

with right-hand sides P and Q jointly continuously diﬀerentiable with respect to the variables x

and y in a domain Ω in which the antisaddle O(0, 0) is its unique singular point.

It is known [1–3] that the Bendixson–Dulac criterion [4–6] is eﬀective in many cases of the solu-

tion of problems of localizing and estimating the number of limit cycles, which is most complicated

in the complete qualitative investigation of systems (1). However, for its use for system (1) of the

class C 1 in a domain G ⊂ Ω, one should ﬁrst ﬁnd an auxiliary function B(x, y) ∈ C 1 (G) such that

the expression

∂(BP ) ∂(BQ)

F (x, y) = div(Bf ) = +

∂x ∂y

does not change sign in G, and the curve F (x, y) = 0 contains no limit cycle. Then system (1) has

at most one limit cycle in the doubly connected domain G, and there is no limit cycle in a connected

domain G. The Bendixson criterion is a special case of the Dulac criterion for B ≡ 1.

In this classical sense, the function B(x, y), referred to as a Dulac function, was used by numerous

authors [1, 4, 5] for the proof of the absence of limit cycles of polynomial systems (1) in a connected

domain and the uniqueness of a limit cycle in a doubly connected domain. However, since the

criterion itself provides no method for the construction of the function B or for the localization of

limit cycles lying in the domain G, it follows that both the deﬁnition of a domain G and the choice

of a function B(x, y) satisfying the requirements of the Dulac criterion depend on the form of the

system and experience in each speciﬁc case. In the case of existence of several limit cycles lying

suﬃciently close to each other, this problems becomes more complicated.

The aim of the present paper is to develop regular methods for localizing and estimating the

number of limit cycles of system (1) surrounding the unique singular point O with the use of

61

62 CHERKAS, GRIN’

the construction of annulus-shaped subdomains with transversal boundaries in Ω and the solution

of an optimization problem for ﬁnding appropriate Dulac functions, which permit one to apply

the Bendixson–Dulac criterion to each subdomain. In addition, we state the principle of reduction

to global uniqueness, which permits one to obtain a sharp global estimate for the number of limit

cycles in an unbounded domain Ω for an individual system (1) as well as for a one-parameter family

of such systems for which an Andronov–Hopf function of limit cycles can be constructed [7–9].

The condition imposed by the Bendixson–Dulac criterion on the function F (x, y) implies that

the curve B(x, y) = 0 is transversal to the vector ﬁeld of system (1). Consequently, the limit cycles

do not cross it, and their analysis can be performed separately in each of the domains B > 0

and B < 0. Therefore, a positive Dulac function was used in a number of cases [5], since it is

unnecessary to consider the curve B = 0. For example, if B = eU(x,y) , then

U ∂U ∂U

F (x, y) = e P+ Q + div f ,

∂x ∂y

and the use of the criterion is reduced to ﬁnding a positive parenthesized expression.

In [10–14], we suggested and developed a new approach to the use of a Dulac function in the

form B = |Ψ(x, y)|1/k , k = 0, Ψ(x, y) ∈ C 1 (Ω), for which the inequality

∂Ψ ∂Ψ

Φ ≡ D(Ψ) ≡ kΨ div f + P+ Q > 0 (< 0) ∀(x, y) ∈ Ω, f = (P, Q), (2)

∂x ∂y

∂ ∂

is true, where D = k div f +P +Q is the Dulac operator. Since div(Bf ) = Φ|Ψ|1/k−1 k−1 sgn Ψ,

∂x ∂y

it follows from condition (2) that the curve Ψ(x, y) = 0 dividing the domain Ω into subdomains

in each of which the function B = |Ψ|1/k is a classical Dulac function is transversal to the vector

ﬁeld f . Then the number of limit cycles of system (1) in the domain Ω does not exceed the maximum

number of pairwise nonhomotopic doubly connected domains formed by the curves Ψ = 0 and ∂Ω.

The existing limit cycles are structurally stable, and the stability type of each of them is speciﬁed

by the sign of kΨ in its localization subdomain.

It is convenient to construct the function Ψ(x, y) in the form of a linear combination of given

basis functions; i.e.,

m

Ψ = Ψ(x, y, C) = Cj Ψj (x, y), Cj = const, C = (C1 , . . . , Cm ). (3)

j=1

m

Φ = Φ(x, y, C) = Cj Φj (x, y), Φj = D(Ψj ),

j=1

and, in the case of a closed bounded domain Ω, the existence of a linear combination (3) satisfying

inequality (2) for a given value of k is equivalent to the inequality

|Cj |≤1 (x,y)∈Ω

one to ﬁnd the maximin (4) by the solution of the corresponding linear programming problem

n

L → max, Cj Φj (xp , yp ) − L ≥ 0, |Cj | ≤ 1, (5)

j=1

BENDIXSON–DULAC CRITERION AND REDUCTION TO GLOBAL UNIQUENESS 63

on a grid of nodes (xp , yp ), p = 1, . . . , N0 , in the domain Ω with the use of various aspects of

the above-mentioned approach [10–13]. If the solution (C ∗ , L∗ ) of problem (5) has been found

on a suﬃciently ﬁne uniform grid of nodes, then L∗ is a good approximation to the value of the

maximin (4). In this case, the choice of a grid of nodes, the numbers k and m, and the functions

Ψj is performed experimentally. Then the obtained results can be rigorously veriﬁed with the use

of methods of algebra and analysis.

The following assertion is a consequence of the results in [7, 10].

Theorem 1. Let the structurally stable system (1) have a unique singular point, the antisad-

dle O, div f (O) = 0, and a function Ψ satisfying condition (2) in the domain Ω. If the equation

Ψ(x, y) = 0 deﬁnes q embedded ovals, then in each of the q − 1 doubly connected domains bounded

by neighboring ovals, system (1) has exactly one limit cycle, and in the whole it has at most q limit

cycles in the domain Ω.

Theorem 1 can be successfully used for the application of the Bendixson–Dulac criterion, which,

for convenience, is stated as follows.

Theorem 2. For the existence (respectively, absence) of a unique limit cycle of system (1)

in a two-connected subdomain Ωi ⊂ Ω with transversal boundaries of the type input–input or

output–output (respectively, input–output), it is necessary and suﬃcient that there exists a function

B(x, y) > 0 such that the condition F (x, y) = 0 is satisﬁed in the domain Ωi .

Condition (2) becomes diﬃcult to achieve in the case of large sizes of the domain Ω and bad

separation of limit cycles. Then one can reject the requirement of positivity of Φ in the entire

domain Ω and replace it by a more convenient condition speciﬁc in each special case. For example,

it was shown in [13] that it is eﬃcient to use the property that the vector ﬁeld of system (1) is

transversal to the curves Ψ = 0 and Φ = 0; this property is valid if the curves Φ = 0 and dΦ/dt = 0

are disjoint. Therefore, in the ﬁrst method for constructing localization domains of limit cycles, for

the application of the Bendixson–Dulac criterion, we use a simpler variant of this approach based

on the following assertion.

Theorem 3. Suppose that for system (1) deﬁned in a connected domain Ω ⊂ R2 , there exists

a function Ψ(x, y) ∈ C 1 (Ω) and a number k ∈ R, k = 0, such that the curves Ψ = 0 and Φ = 0 are

disjoint in the domain Ω. Then the limit cycles of system (1) do not cross the curve Ψ = 0.

Therefore, in a connected domain Ω of localization of limit cycles of system (1), we ﬁrst try

to construct a function (3) satisfying condition (2). If this attempt fails, then we vary the grid

of optimization nodes, the numbers k and m, and the functions Ψj so as to ﬁnd a solution of

problem (5) satisfying the assumptions of Theorem 3. If such a solution is found, then we obtain

a partition of Ω by the curves Ψ = 0 into annulus-shaped subdomains Ωi . In each of these

subdomains Ωi in which one of the conditions Ψ > 0 and Ψ < 0 is satisﬁed, and the function

Φ changes its sign, we again construct a function Ψ of the form (3) for system (1) and solve the

corresponding linear programming problem (5) on a new grid, which, as numerical experiments

show, is much simpler than the solution of the previous problem. Further, on the basis of the

Bendixson–Dulac theorem, we obtain a rigorous proof of the uniqueness of a limit cycle or its

absence in Ωi . As a result, on the basis of results of the estimation in each subdomain Ωi , we make

a conclusion on the exact number and localization of all limit cycles of system (1) in the domain Ω.

The second method for constructing localization domains of limit cycles for system (1) is based

on its embedding in the one-parameter family of systems

dx dy

= P (x, y) − αQ(x, y), = Q(x, y) + αP (x, y), α ∈ I ⊂ R. (6)

dt dt

DIFFERENTIAL EQUATIONS Vol. 46 No. 1 2010

64 CHERKAS, GRIN’

Note that, for the family (6), the anti-saddle O(0, 0) is also the unique singular point. In addition,

the vector ﬁeld f1 deﬁned by the set (6) is transversally turned with respect to the ﬁeld f of

system (1). Consequently, for diﬀerent values of the parameter α, the limit cycles of the family (6)

are disjoint [15; 16, p. 198], and for it one can introduce the function of limit cycles (the Andronov–

Hopf function) α = l(x) = M (x, 0) for which various aspects of the construction and analysis in

a bounded domain Ω were considered in [8, 9]. Here, in the space R2 × R, the equation α = M (x, y)

deﬁnes a surface of limit cycles, and the value of the parameter α∗ = l(0) corresponds to the

Andronov–Hopf bifurcation.

In this case, we assume that the range of the function α = l(x) deﬁned in a bounded domain

Ω that is formed by limit cycles of system (6) for varying α is a ﬁnite interval I0 ⊂ I. Then

there exists a partition of Ω into ﬁnitely many annulus-shaped subdomains Ωi , i = 1, . . . , n, of the

type input–input, output–output, and input–output and a connected subdomain Ω0 containing

the point O whose boundaries ∂Ωi are transversals of the vector ﬁeld of system (1). It is convenient

to perform such a partition for system (1) with the use of limit cycles of system (6), which are

found by numerical methods with a speciﬁc accuracy for corresponding values of the parameter

αi − ε and αi + ε, where ε is a suﬃciently small positive number.

Moreover, the practical implementation of the suggested approach depends both on the con-

struction method of annulus-shaped subdomains Ωi with transverse boundaries and on the choice

of the optimization grid on them for the solution of problem (5). The best result is achieved on

a uniform grid.

In some cases, it is convenient to pass to a polar coordinate system r, ϕ with the origin O and,

instead of system (1), consider the system

dr dϕ xP + yQ

= G(r, ϕ), = R(r, ϕ), G(r, ϕ) = √ 2 ,

dt dt x + y2

xQ − P y

R(r, ϕ) = 2 , x = r cos ϕ, y = r sin ϕ, (7)

x + y2

in the strip 0 ≤ ϕ ≤ 2π. The limit cycles of system (1) surrounding the origin correspond to the

limit cycles of the second kind of system (7), and those not surrounding the origin correspond to

the limit cycles of the ﬁrst kind. After moving the origin into another point of the phase plane of

system (1), the kind of a cycle can change. For the use of the Bendixson–Dulac criterion for the

analysis of limit cycles of the second kind of system (7), one should ﬁrst construct their localization

subdomains bounded by transversal 2π-periodic functions r = r1 (ϕ) and r = r2 (ϕ).

TO THE GLOBAL UNIQUENESS OF A LIMIT CYCLE

The sharp estimate thus obtained for the number of limit cycles of system (1) in a bounded

domain Ω can be generalized to an unbounded domain Ω in some cases with the use of the function

α = l(x). Then one should additionally ﬁnd a value α = 0 for which system (6) has a unique limit

cycle surrounding all limit cycles of system (1) for α ∈ I0 . After that, instead of the domain Ω, one

chooses the domain bounded by this cycle, and all considerations are reduced to the previous case.

This reduction to global uniqueness can be applied to an individual system (1) as well as to a

parametric family of systems

dx dy

= P (x, y, a), = Q(x, y, a), (x, y) ∈ Ω ⊂ R2 , a ∈ I ⊂ R, (8)

dt dt

for which there exists an Andronov–Hopf function a = l(x) associated with the parameter a turning

the ﬁeld. If, by means of the investigation of the function a = l(x), we analyze the dependence

of the number of limit cycles and their localization on the parameter a under its changes on a ﬁnite

interval I0 ⊂ I in a bounded domain Ω and ﬁnd additionally a value a = 0 for which the family (8)

has the unique limit cycle surrounding all of its limit cycles for a ∈ I0 , then the resulting dependence

provides both the local and global estimate of the number of limit cycles of the family (8) for a ∈ I0 .

BENDIXSON–DULAC CRITERION AND REDUCTION TO GLOBAL UNIQUENESS 65

Fig. 1.

First, we consider the idea of the method of reduction to the global uniqueness of a limit cycle

for the case of the Lienard system

dx dy

= y − F (x), = −g(x); xg(x) > 0, x = 0; F (0) = 0, (9)

dt dt

with F (x) = F1 (x) + ax for which the point O is the unique ﬁnite singular point (an antisaddle),

the point at inﬁnity is rejecting, and the parameter a turns its vector ﬁeld. For system (9),

we approximately construct the function a = l(x) of limit cycles in the form of a polynomial

of some degree (see Fig. 1) on the interval J1 = [0, xmax ] and analyze its behavior by ﬁnding

appropriate functions Ψ on the interval [0, x1 ], 0 < x1 ≤ xmax , a1 = l(x1 ). If the number of roots of

the equation l(x) = a0 , a0 < a1 , on the interval J0 = [0, x0 ], x0 ≤ x1 , is equal to p, then the number

of limit cycles of system (9) in the strip −x0 < x < x0 is also equal to p. Now suppose that the

equation l(x) = a∗ , a0 < a∗ ≤ a1 , has a unique root x∗ ; i.e., system (9) has a unique limit cycle

passing through the point with coordinates (x∗ , 0), and this fact is justiﬁed by the construction of

a Dulac function B for system (9) with a = a∗ in its whole phase space. Then the function l(x)

cannot take the value a∗ outside the interval J1 ; in other words, the function l(x) has no extremum

point for x > xmax , a ∈ E ∗ (l), where E ∗ (l) is the range of the function l(x) for −x∗ ≤ x ≤ x∗ ,

a∗ = l(x∗ ). Consequently, in the whole, for any value a0 ∈ E ∗ (l), system (9) has exactly the same

number of limit cycles as in the strip −x∗ ≤ x ≤ x∗ .

To prove the uniqueness of the limit cycle of system (9) for a > a∗ , one can use Lefschetz’s

results [17, p. 130] in some cases.

Theorem 4. The Lienard system of the form (9) has a unique (stable) limit cycle if the following

conditions are satisﬁed.

1. F (x) = F (−x), F (0) < 0.

2. g(x) = −g(−x).

3. F (x)(x − x∗ ) > 0 for all x ∈ (0; x∗ ) ∪ (x∗ ; +∞); moreover , the function F (x) is monotone for

x > x∗ and tends to inﬁnity as x → ∞.

The method of reduction to the global uniqueness of the limit cycle for the canonical family of

quadratic systems

dx dy

= 1 + xy, = a00 + a10 x + a01 y + a20 x2 + a11 xy + ay 2 (10)

dt dt

has speciﬁc features. Under the conditions

2

(−1)j aij = 0, a02 = a, 2a − a01 − a10 − 2a20 = L > 0, (a11 + a01 − 2a − 1)2 − 4L < 0,

i+j=0

system (10) has a focus at the point A(1, −1), and its vector ﬁeld is turned by the parameter a11 .

Since the axis x = 0 is transversal to the vector ﬁeld of system (10), it follows that the limit cycles

66 CHERKAS, GRIN’

do not cross it, and one can separately consider the limit cycles in each half-plane. Here we consider

only the half-plane x > 0 containing the point A.

By changing the parameter a11 with the remaining parameters being ﬁxed, we construct an

Andronov–Hopf function of limit cycles a11 = l(x) on the interval J1 = [x0 , xmax ], whose endpoints

satisfy the conditions x0 < 1 and xmax > 1, and xmax corresponds to the bifurcation of the limit

cycle from the separatrix loop of the saddle S(x0 , −1/x0 ). If the number of roots of the equation

l(x) = a011 on the subinterval J0 = [x1 , x2 ] ⊂ J1 is equal to 2p, then the number of limit cycles of

system (10) in the strip x1 < x < x2 is equal to p. Now suppose that the equation l(x) = a111 with

a111 < a011 deﬁnes a unique limit cycle lying in the strip x3 < x < x4 , where [x3 , x4 ] ⊂ J0 ⊂ J1 .

Then the function l(x) cannot take the value a011 outside the interval J1 . Consequently, for a011 ,

system (10) has exactly p limit cycles in the half-plane x > 0.

Therefore, the following assertion is true in the general case.

Theorem 5. Suppose that, for the family of systems (8) with a parameter a turning the ﬁeld

in a connected unbounded domain Ω, there exist the unique singular point , an anti-saddle O(0, 0),

and a continuous function of limit cycles a = l(x), x ∈ [0, X), where l(0) = a∗ corresponds to the

Andronov–Hopf bifurcation. If , in the domain Ω, for a = a0 , system (8) has a unique limit cycle

dividing Ω into two domains Ω1 and Ω2 , then for any a ∈ E(l), all limit cycles of system (8) lie in

one of the domains Ω1 and Ω2 ; in this case, in the domain Ω, system (8) has the same number of

limit cycles as in the domain Ω1 or Ω2 .

If, for example, Ω1 is a bounded domain containing the limit cycles of system (8), then the

problem of estimating their number in an unbounded domain Ω can be reduced to the same problem

in Ω1 .

5. EXAMPLES

The above-suggested ways of constructing localization subdomains for limit cycles and, in addi-

tion, the method of reduction to the global uniqueness of the limit cycle were eﬀectively tested in

examples of certain quadratic systems and the Lienard system, which were computed with the use

of the “Mathematica” software package.

Example 1. First, we illustrate the approach to the construction of localization subdomains of

limit cycles based on the use of Theorem 3. Consider the quadratic system

dx dy

= −(x + 1)y + αQ(x, y), = Q(x, y), Q(x, y) = x + λy + ax2 + b(x + 1)y + cy 2 , (11)

dt dt

Fig. 2.

BENDIXSON–DULAC CRITERION AND REDUCTION TO GLOBAL UNIQUENESS 67

Fig. 3. Fig. 4.

for a = 0.1, b = −1.95002, c = 0.2, α = 0.3, and λ = 1.65. A numerical prediction shows that

system (11) has at least two limit cycles in the square Ω : −0.4 ≤ x ≤ 0.5, −0.5 ≤ y ≤ 0.4,

which surround the singular point O. To obtain a sharp estimate, we ﬁrstly construct a function

Ψ in the form (3) with the use of the solution of problem (5) on the uniform grid of nodes (xp , yp )

in the square Ω. The best result is achieved on the solution (C ∗ , L∗ ), L∗ = 6.7566 × 10−5 for

k = −0.5, p = 1, . . . , 625, when Ψ is a polynomial of degree 12. In Ω, the equation Ψ(x, y, C ∗ ) = 0

deﬁnes two embedded ovals Γ1 and Γ2 surrounding the point O (Fig. 2). The function Φ(x, y, C ∗ )

is positive in Ω outside 16 subdomains of small sizes lying outside the external oval Γ2 . Therefore,

the partition of Ω into subdomains is obtained with the use of ovals of the curve Ψ(x, y, C ∗ ) = 0.

Then it follows from Theorem 2 that, in the annulus-shaped subdomain Ω1 formed by the ovals Γ1

and Γ2 , system (11) has a unique limit cycle. Now for the subdomain Ω2 , we take the part of Ω

lying between the oval Γ2 and the boundary Ω :

Ω2 = {(x, y)| (x, y) ∈ Ω, Ψ(x, y, C ∗ ) < 0 ∩ x2 + y 2 ≥ 0.03}.

By deﬁning a uniform grid on it, we solve problem (5) again. There exists a solution (C ∗ , L∗ ),

L∗ = 0.0099 for k = −0.5, for which Ψ is a polynomial of degree 8. The functions Φ(x, y, C ∗ ) and

Ψ(x, y, C ∗ ) are positive in Ω2 , which implies the existence of exactly one limit cycle in it. The dark

spots in Fig. 3 represents the subdomain in which Φ(x, y, C ∗ ) < 0, nodes of the optimization grid

in Ω2 , and the limit cycle in it. Therefore, we ﬁnd that system (11) has exactly two limit cycles in

the domain Ω.

Example 2. In the case of system (10), we illustrate the method for constructing localization

subdomains of limit cycles with the use of embedding in the one-parameter family (6).

In it, we preliminarily perform the transformation Y = yw, which contracts limit cycles w times

in the direction of the axis Oy and reduces the system to the form

dx dy

= w +xy, = w2 (a20 (x2 −1)+a10 (x−1))+w(a11 (xy +w)+a01 (y +w))+a(y 2 −w2 ), (12)

dt dt

where the variable Y is replaced by y. The singular point A becomes the point Ã(1, −w). Then,

by performing the change of variables x = 1/ξ, y = Y /ξ − ξw in system (12) and by multiplying

the resulting system by −ξ, we obtain the system

dξ dY

= ξY, = −w2 P4 (ξ) − wP2 (ξ)Y − (a − 1)Y 2 ,

dt dt

P4 (ξ) = a20 + a10 ξ + (a01 − a20 − a10 − a)ξ 2 − a01 ξ 3 + aξ 4 ,

P2 (ξ) = a11 + a01 ξ − (2a + 1)ξ 2 . (13)

68 CHERKAS, GRIN’

Under such a transformation, the equator of the Poincaré sphere of system (10) becomes the

invariant axis ξ = 0 of system (13), and the singular point Ã(1, −w) is mapped into the singular

point Â(1, 0).

Now we embed system (13) in the family (6). For

a = 18/23, a01 = 0.835, a11 = 1.7313, a20 = −40, a10 = −2206859/18400, w = 1/20,

the Andronov–Hopf function α = l(ξ) on the interval [1.1, 2.9] acquires the form

α = −0.000832 + 0.005187ξ − 0.013091ξ 2 + 0.017742ξ 3 − 0.014838ξ 4 + 0.008165ξ 5

− 0.002949ξ 6 + 0.000649ξ 7 − 0.00007ξ 8 + 5.137752 × 10−7 ξ 9 + 3.842235 × 10−7 ξ 10 ,

whence it follows that, in the half-plane ξ > 0, system (13) has at least three limit cycles L1 , L2 ,

and L3 surrounding the singular point Â and intersecting the line ξ > 1 for ξ = 1.50544, 2.10482,

2.70156. We have not managed to construct the function Ψ on the uniform grid of nodes in the

localization rectangle of limit cycles Ω : 0 ≤ ξ ≤ 3, −1.5 ≤ Y ≤ 1.2 with the use of the solution of

problem (5). Therefore, to obtain a sharp estimate for the number of limit cycles of system (13),

we divide the domain Ω with the use of limit cycles of system (6) into annulus-shaped subdomains,

two of which (containing the cycles L1 and L3 ) have the type input–input, and one subdomain

(containing the cycle L2 ) has the type output–output. In each subdomain, we solve problem (5)

on a uniform grid and construct the corresponding function Ψ for k = −1. In the subdomain

containing the internal limit cycle L1 , the function Ψ is constructed in the form of a polynomial of

degree 7. In the subdomains containing the limit cycles L2 and L3 , Ψ is a polynomial of degrees 8

and 9, respectively. Figure 4 represents an optimization grid in an annulus-shaped subdomain

with the cycle L2 . The dark spots correspond to the condition Φ(x, y, C ∗ ) < 0, and the function

Ψ(x, y, C ∗ ) is positive in the considered domain. By using Theorem 2, we ﬁnd that the limit cycle

is unique in each of these subdomains. Therefore, in the rectangle Ω, system (13) has exactly three

limit cycles.

In addition to the functions Ψ, for system (13) in the considered subdomains, we constructed

the Dulac functions in the form B = eU(x,y) . This way is more reliable, since the function B

does not change its sign. But the eﬃciency of both ways is approximately the same, since their

implementation requires an equal amount of computations.

It is also eﬃcient to use the method of reduction of system (13) to the corresponding system (7)

in polar coordinates. This approach has the following advantage as compared with the previous

approaches: the construction of a uniform grid in the localization subdomain of a limit cycle is

simpler.

Example 3. For system (9) with F (x) = (x2 − 1.1)(x2 − 0.7)(x2 − 0.3)x3 − ax on the interval

[0.01, 1.1], we construct the function of limit cycles of the form [9]

l(x) = −0.185047x2 + 0.291759x3 − 2.324506x4 + 18.009895x5 − 61.599995x6

+ 124.894786x7 − 160.406749x8 + 125.965646x9 − 54.839132x10 + 10.182582x11 .

On the considered interval, the system can have up to four limit cycles depending on the value of

the parameter a. For example, if we take a0 = −0.005, then p = 4 (see Fig. 5). Note that the

Fig. 5.

BENDIXSON–DULAC CRITERION AND REDUCTION TO GLOBAL UNIQUENESS 69

Dulac function constructed in a strip does not always have this form on the whole plane. In this

example, one can take x1 = x0 = x∗ = 1.09918, which corresponds to a∗ = 0.01. For the above-

mentioned value of the parameter a and for k = −0.95, for the system in the strip −1.2 ≤ x ≤ 1.2,

we constructed the Dulac function B with a function Φ in the form of a polynomial of degree 80

and with a function Ψ in the form of a polynomial of degree 8 in the variable y and degree 72 in x.

Next, one can readily show that the found function deﬁnes one oval and is also a Dulac function

on the entire phase plane. The uniqueness of the limit cycle of the system for a > 0.001 can be

proved with the use of the Lefschetz theorem. Consequently, the estimate for the number of limit

cycles of this system obtained for the strip −1.2 ≤ x ≤ 1.2 is global, which is in accordance with

the Smale conjecture on the number of limit cycles of Lienard systems of such a form [2, 3].

REFERENCES

1. Andronov, A.A., Leontovich, E.A., Gordon, I.I., and Maier, A.G., Kachestvennaya teoriya dinami-

cheskikh sistem vtorogo poryadka (Qualitative Theory of Dynamical Systems of the Second Order),

Moscow: Nauka, 1966.

2. Smale, S., Mathematical Problems for the Next Century, Math. Intelligencer , 1998, vol. 20, pp. 7–15.

3. Ilyashenko, Y., Centennial History of Hilbert’s 16th Problem, Bull. Amer. Math. Soc., 2002, vol. 39,

no. 3, pp. 301–354.

4. Yanqian, Ye., Theory of Limit Cycles, Transl. Math. Monogr., Providence, 1986, vol. 66.

5. Cherkas, L.A., Estimation Methods for the Number of Limit Cycles of Autonomous Systems, Diﬀer.

Uravn., 1977, vol. 13, no. 5, pp. 779–801.

6. Perko, L., Diﬀerential Equations and Dynamical Systems, Texts in applied mathematics 7, Springer-

Verlag, 2001.

7. Grin’, A.A. and Cherkas, L.A., Dulac Function for Lienard Systems, Tr. Inst. Mat. NAN Belarusi,

2000, vol. 4, pp. 29–38.

8. Grin’, A.A. and Cherkas, L.A., Extrema of the Andronov–Hopf Function of a Polynomial Lienard

System, Diﬀer. Uravn., 2005, vol. 41, no. 1, pp. 50–60.

9. Cherkas, L.A., Grin, A.A., and Schneider, K.R., On the Approximation of the Limit Cycles Function,

Electron. J. Qual. Theory Diﬀer. Equ., 2007, no. 28, pp. 1–11.

10. Cherkas, L.A., The Dulac Function for Polynomial Autonomous Systems on a Plane, Diﬀer. Uravn.,

1997, vol. 33, no. 5, pp. 689–699.

11. Cherkas, L.A., An Estimate for the Number of Limit Cycles Using Critical Points of a Conditional

Extremum, Diﬀer. Uravn., 2003, vol. 39, no. 10, pp. 1334–1342.

12. Cherkas, L.A. and Grin’, A.A., Spline Approximations in the Problem of Estimating the Number of

Limit Cycles of Autonomous Systems on a Plane, Diﬀer. Uravn., 2006, vol. 42, no. 2, pp. 213–220.

13. Grin’, A.A., Reduction to Transversality of Curves in the Problem, of the Construction of a Dulac

Function, Diﬀer. Uravn., 2006, vol. 42, no. 6, pp. 840–843.

14. Grin, A.A. and Schneider, K.R., On Some Classes of Limit Cycles of Planar Dynamical Systems,

Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal., 2007, vol. 14, no. 5, pp. 641–656.

15. Andronov, A.A., Leontovich, E.A., Gordon, I.I., and Maier, A.G., Teoriya bifurkatsii dinamicheskikh

sistem na ploskosti (The Theory of Bifurcations of Dynamical Systems on the Plane), Moscow: Nauka,

1967.

16. Dumortier, F., Llibre, J., and Artes, J.C., Qualitative Theory of Planar Diﬀerential Systems, Springer:

Universitext, 2006.

17. Reissig, R., Sansone, G., and Conti, R., Qualitative Theorie nichtlinearer Diﬀerentialgleichungen, Rome:

Edizioni Cremonese, 1963. Translated under the title Kachestvennaya teoriya nelineinykh diﬀeren-

tsial’nykh uravnenii, Moscow: Nauka, 1974.

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