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1 Limit Cycles and Bifurcations

Oscillations are one of the most important phenomena that occur in dynamical systems. A
system oscillates when it has a nontrivial periodic solution

x ( t + T ) = x ( t ) , t 0
for some T > 0 . In a phase portrait an oscillation or periodic solution looks like a closed
curve.
Example 1.3: Van der Pol Oscillator
x&1 = x2

x&2 = x1 + 1 x12 x2

In the case = 0 we have a continuum of periodic solutions, while in the second case
0 there is only one.
An isolated periodic orbit is called a limit cycle.
Example 1.4: A stable and an unstable limit cycle

1.1 Existence of Periodic Orbits


Periodic orbits in the plane are special in that they divide the plane into a region inside the
orbit and a region outside it. This makes it possible to obtain criteria for detecting the
presence or absence of periodic orbits for second-order systems, which have no
generalizations to higher order systems.

Theorem 1.1: (Poincar-Bendixson Criterion) Consider the system x& = f ( x ) and let M
be a closed bounded subset of the plane such that:
M contains no equilibrium points, or contains only one equilibrium point such that the
Jacobian matrix [ f / x ] at this point has eigenvalues with positive real parts.

Every trajectory starting in M remains in M for all future time.


Then M contains a periodic orbit of x& = f ( x ) .
Theorem 1.2: (Negative Pointcar-Bendixson Criterion) If, on a simply connected region
D of the plane, the expression f1 / x1 + f 2 / x2 is not identically zero and does not
change sign, then the system x& = f ( x ) has no periodic orbits lying entirely in D .

Proof
On any orbit x& = f ( x ) , we have dx1 / dx2 = f 2 / f1 . Therefore, on any closed orbit , we
have

f ( x , x ) dx f ( x , x ) dx
2

=0

This implies, by Greens theorem, that

f1 f 2
S x1 + x2 dx1dx2 = 0
where S is the interior of . If f1 / x1 + f 2 / x2 > 0 (or < 0 ) on D , then we cannot
find a region S D such that the last equality holds. Hence, there can be no closed orbits
entirely in D .

1.2 Bifurcations
The qualitative behavior of a second-order system is determined by the pattern of its
equilibrium points and periodic orbits, as well as by their stability properties. One issue of
practical importance is whether the system maintains its qualitative behavior under
infinitesimally small perturbations. When it does so, the system is said to be structurally
stable. In particular, we are interested in perturbations that will change the equilibrium
points or periodic orbits of the system or change their stability properties.

Example 1.5: We consider the system

x&1 = x12
x&2 = x2

1. If > 0 we have two equilibrium points Q1,2 = , 0


2. If = 0 we have the degenerated case ( 0, 0 )

3. If < 0 we have no equilibrium

Theorem 1.3: (Hopf Bifurcations) Consider the system x& = f ( x1 , x 2 ) , where is a

parameter. Let ( 0, 0 ) be an equilibrium point for any value of the parameter . Let c be
such that eig f
( 0, 0 ) = j .
x

If the real parts of the eigenvalues 1,2 of f / x are such that


origin is stable for = c then

d
Re ( 1,2 ) > 0 and the
dx

the origin remain stable for small perturbations of


there is a 2 such that the origin is unstable surrounded by a stable limit cycle for
c < < 2 .