# Elementary Differential Equations and Boundary Value Problems - Boyce W.E.

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6Ivar Otto Bendixson (1861-1935) was a Swedish mathematician. This theorem appeared in a paper published by him in Acta Mathematica in 1901.

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Chapter 9. Nonlinear Differential Equations and Stability

EXAMPLE

2

solution (closed trajectory), or x = ô(´), y = ô (t) spirals toward a closed trajectory as t — to. In either case, the system (15) has a periodic solution in R.

Note that if R does contain a closed trajectory, then necessarily, by Theorem 9.7.1, this trajectory must enclose a critical point. However, this critical point cannot be in R. Thus R cannot be simply connected; it must have a hole.

As an application of the Poincare-Bendixson theorem, consider again the system (4). Since the origin is a critical point, it must be excluded. For instance, we can consider the region R defined by 0.5 < r < 2. Next, we must show that there is a solution whose trajectory stays in R for all t greater than or equal to some t0. This follows immediately from Eq. (8). For r = 0.5, dr/ dt > 0, so r increases, while for r = 2, dr/dt < 0, so r decreases. Thus any trajectory that crosses the boundary of R is entering R. Consequently, any solution of Eqs. (4) that starts in R at t = t0 cannot leave but must stay in R for t > t0. Of course, other numbers could be used instead of

0.5 and 2; all that is important is that r = 1 is included.

One should not infer from this discussion of the preceding theorems that it is easy to determine whether a given nonlinear autonomous system has periodic solutions or not; often it is not a simple matter at all. Theorems 9.7.1 and 9.7.2 are frequently inconclusive, while for Theorem 9.7.3 it is often difficult to determine a region R and a solution that always remains within it.

We close this section with another example of a nonlinear system that has a limit cycle.

The van der Pol (1889-1959) equation

u" — l(1 — u2)u' + u = 0, (17)

where l is a positive constant, describes the current u in a triode oscillator. Discuss the solutions of this equation.

If l = 0, Eq. (17) reduces to u" + u = 0, whose solutions are sine or cosine waves of period 2n. For l > 0 the second term on the left side of Eq. (17) must also be considered. This is the resistance term, proportional to u;, with a coefficient —l(1 — u2) that depends on u. For large u this term is positive and acts as usual to reduce the amplitude of the response. However, for small u the resistance term is negative and so causes the response to grow. This suggests that perhaps there is a solution of intermediate size that other solutions approach as t increases.

To analyze Eq. (17) more carefully we write it as a second order system by introducing the variables x = u, y = u'. Then it follows that

x = y, y = -x + l(1 — x2) y. (18)

The only critical point of the system (18) is the origin. Near the origin the corresponding linear system is

y)4? D (y)' (19)

whose eigenvalues are (l ± \/L2 — 4)/2. Thus the origin is an unstable spiral point for 0

< L < 2 and an unstable node for l > 2. In all cases, a solution that starts near the origin grows as t increases.

9.7 Periodic Solutions and Limit Cycles

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With regard to periodic solutions Theorems 9.7.1 and 9.7.2 provide only partial information. From Theorem 9.7.1 we conclude that if there are closed trajectories, they must enclose the origin. Next, we calculate Fx (x, y) + Gy(x, y), with the result that

Fx(x, y) + Gy(x, y) = fz(1 - x2). (20)

Then, it follows from Theorem 9.7.2 that closed trajectories, if there are any, are not contained in the strip |x | < 1 where Fx + Gy > 0.

The application of the Poincare-Bendixson theorem to this problem is not nearly as simple as for the preceding example. If we introduce polar coordinates, we find that the equation for the radial variable r is

r' = IJ,(1 - r2 cos2 &)r sin2 ª. (21)

Again, consider an annular region R given by r1 < r < r2, where r1 is small and r2 is large. When r = r1, the linear term on the right side of Eq. (21) dominates, and r' > 0 except on the x-axis, where sin ª = 0 and consequently r' = 0 also. Thus, trajectories are entering R at every point on the circle r = r1 except possibly for those on the x-axis, where the trajectories are tangent to the circle. When r = r2, the cubic term on the right side of Eq. (21) is the dominant one. Thus r' < 0 except for points on the x-axis where r' = 0 and for points near the y-axis where r2 cos2 ª < 1 and the linear term makes r' > 0. Thus, no matter how large a circle is chosen, there will be points on it (namely, the points on or near the y-axis) where trajectories are leaving R. Therefore, the Poincare-Bendixson theorem is not applicable unless we consider more complicated regions.

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