KHALIL LEC_5

Chapter 2....continued Existence of periodic orbits

Periodic orbits 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 of absence of periodic orbits for second order systems, which have no generalization for higher order systems. Consider the second order autonomous system

x f (x)

Lemma 2.1 (Poincare-Bendixson Criterion) Consider the system above and let M be a closed bounded subset of the plane such that M contains no equil. points, OR contains only one equil. point such that the Jacobian matrix df/dx at this point has eigenvalues with positive real parts (hence the equil. point is unstable focus or unstable node) Every trajectory starting in M stays in M for all future time. Then M contains a periodic orbit of the equation.
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The gradient (or gradient vector field) of a scalar function f(x1, x2, x3,...) is denoted by (the nabla symbol) and it denotes the vector differential operator, del. The notation is also used for the gradient. The gradient of a scalar f is defined to be the vector field whose components are the partial derivatives of f. That is:

f f f f ( , , ,.......) x1 x 2 x3

If the partial derivatives of f are continuous, then f v gives the directional derivative of f in the direction of vector v. It follows that in this case the gradient of f is orthogonal to the level sets of f. For example, a level surface in three-dimensional space is defined by an equation of the form F(x, y, z) = c. The gradient of F is then normal to the surface.

As a tool for investigating whether trajectories are trapped inside a set M, consider a simple closed curve defined by the equation V(x)=c (level set), where V(x) is continuously differentiable. The vector field f(x) at a point x on the curve points inwards if the inner product of f(x) and the gradient vector grad(V(x) ) is negative; that is
f ( x ) V ( x ) V V ( x ) f1 ( x ) ( x) f 2 ( x) x1 x 2

f ( x) V ( x) 0, 0, or 0
Three cases Therefore, for a set of the form M = { V(x) <= c} , for some c>0, trajectories are trapped inside M if f ( x) V ( x) 0 on the boundary V(x)=c. How do we use this to prove the existence of a limit cycle? Examples 2.7 and 2.8 pages 62-63. Omit example 2.9
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NOW A criterion to rule out the existence of periodic orbits in some cases Lemma 2.2. Bendixon 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 in D.

Examples 2.10

FINALLY A useful result that relates to the existence of periodic orbits and equilibrium points. The result uses the (Poincare) index of an equilibrium point.
Consider x f ( x ). Let C be a simple closed curve not passing thro any equilibrium point of the system. Consider the orientation of the vector field f(x) at a point p on C. Letting p traverse C in the counterclockwise direction, the vector f(x) rotates continuously and, upon returning to the original position, must have rotated an angle 2*pi*k for some integer k, where the angle is measure counterclockwise. The integer k is called the index of the closed curve C. If C is chosen to encircle a single isolated equilibrium point x*, then k is called the index of x*

Lemma 2.3. (a) The index of a node, a focus, or a center is +1 (b) The index of a (hyperbolic) saddle is -1 (c) The index of a closed orbit is +1 (d) The index of a closed curve not encircling any equilibrium points is 0 (e) The index of a closed curve is equal to the sum of the indices of the equilibrium points within it. [hyperbolic Jacobian at that point has no eigenvalues on the imaginary axis] As a corollary to the lemma, we have the following: Corollary 2.1 Inside any periodic orbit C, there must be at least one equilibrium point. Suppose the equilibrium points inside C are hyperbolic, then if N if the number of nodes and foci and S is the number of saddles, it must be that N-S = 1. The index method is useful in ruling out the existence of periodic orbits in 6 certain regions of the plane.

BIFURCATION ......... KHALIL LECT_6