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Docre 3

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Long Ngo Duy
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Nonlinear Systems: Preliminaries

This system has the following solutions, among others:

x 1 (t)=sin ⁡(t) and x 2 (t)=1+ sin ⁡(t )

These two solutions are different, for if they are plotted on the phase pla
they show two different trajectories:

ẋ 1 (t)=cos ⁡( t) ¿ ± √ 1−sin2 ⁡(t )=± √ 1−x 21


ẋ 2 (t)=cos ⁡( t) ¿

These two trajectories cross over at a point, ( x 1 , x 2 )=(1/2 ,1 /2), as be seen


from Fig. 1.9.

Fig. 1.9 Two crossing trajectories of a nonautonomous system. Fig. 1.9 Two
crossing trajectories of a nonautonomous system.

Theorem 1.4. A closed orbit of the autonomous system $\dot{\mathbf{x}}=\


mathbf{f}(\mathbf{x})$ on the phase plane corresponds to a periodic
solution of the system.

Proof. For a $\tau$-periodic solution, $\mathbf{x}(t)$, one has $\mathbf{x}\


left(t_0+\tau\right)=\mathbf{x}\left(t_0\right)$ for any $t_0 \in R$, which
means that the trajectory of $\mathbf{x}(t)$ is closed.

On the contrary, suppose that the orbit of $\mathbf{x}(t)$ is closed. Let $\


mathbf{x}_0$ be a point in the closed orbit. Then, $\mathbf{x}_0=\
mathbf{x}\left(t_0\right)$ for some $t_0$, and the trajectory of $\mathbf{x}
(t)$ will return to $\mathbf{x}_0$ after some time, say $\tau \geq 0$; that is,
$\mathbf{x}\left(t_0+\tau\right)=\mathbf{x}_0=$ $\mathbf{x}\left(t_0\
right)$. Since $\mathbf{x}_0$ is arbitrary, and so is $t_0$, this implies that
$\mathbf{x}(t+\tau)=\mathbf{x}(t)$ for all $t$, meaning that $\mathbf{x}
(t)$ is periodic with period $\tau$.

Yet, a nonautonomous system may not have such a property.

Example 1.10. The nonautonomous system

$$
\begin{aligned}

& \dot{x}=2 t y \\

& \dot{y}=-2 t x

\end{aligned}

$$ $$

\begin{aligned}

& \dot{x}=f(x, y), \\

& \dot{y}=g(x, y) .

\end{aligned}

$$

Let $\Gamma$ be a periodic solution of the system which, as discussed


above, has a closed orbit on the $x-y$ phase plane.

Definition 1.4. $\Gamma$ is said to be an inner (outer) limit cycle of system


(1.22) if, in an arbitrarily small neighborhood of the inner (outer) region of
$\Gamma$, there is always (part of) a nonperiodic solution orbit of the
system. $\Gamma$ is called a limit cycle, if it is both inner and outer limit
cycles.

Simply put, a limit cycle is a periodic orbit of the system that corresponds to
a closed orbit on the phase plane and possesses certain (attracting or
repelling) limiting properties. Figure 1.10 shows some typical limit cycles for
the 2-dimensional system (1.22), where the attracting limit cycle is said to
be stable, while the repelling one, unstable.

Example 1.11. The simple harmonic oscillator discussed in Example 1.4 has
no limit cycles. The solution flow of the system constitutes a ring of periodic
orbits, called periodic ring, as shown in Fig. 1.4. Similarly, the undamped
pendulum has no limit cycles, as shown in Fig. 1.3.

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