Author 
Topic: Unique Limit Cycle? (Read 14307 times) 

Michael Dagg
Senior Riddler
Gender:
Posts: 500


Unique Limit Cycle?
« on: Nov 12^{th}, 2007, 3:01pm » 
Quote Modify

Show that the autonomous system x' = x  y  x^3 y' = x + y  y^3 as a unique limit cycle.

« Last Edit: Nov 12^{th}, 2007, 3:01pm by Michael Dagg » 
IP Logged 
Regards, Michael Dagg



Sameer
Uberpuzzler
Pie = pi * e
Gender:
Posts: 1261


Re: Unique Limit Cycle?
« Reply #1 on: Nov 12^{th}, 2007, 6:08pm » 
Quote Modify

What is unique limit cycle? Never heard of it.


IP Logged 
"Obvious" is the most dangerous word in mathematics. Bell, Eric Temple
Proof is an idol before which the mathematician tortures himself. Sir Arthur Eddington, quoted in Bridges to Infinity



towr
wu::riddles Moderator Uberpuzzler
Some people are average, some are just mean.
Gender:
Posts: 13730


Re: Unique Limit Cycle?
« Reply #2 on: Nov 13^{th}, 2007, 12:03am » 
Quote Modify

on Nov 12^{th}, 2007, 6:08pm, Sameer wrote:What is unique limit cycle? Never heard of it. 
 It's a closed path that is the limit of the paths that satisfy the system of differential equations (except those paths that converge on a limit point, and those that disappear to infinity). So a particle that starts off anywhere in the plane will eventually be caught up in the cycle or move off to a limit point (or infinity; at least I think that's also allowed). In physics you often encounter it as a stable periodic solution, if you perturb the system, it moves back to the cycle again. (If there are multiple limit cycles, then a sufficiently large perturbation can switch from one to the other; as long as you can't get flung out to infinity). If you draw the graphs for x'=0 and y'=0, you can see there's only two places a cycle might exist. And the intersection of the two graphs gives the limit points, although they're not necessarily stable.

« Last Edit: Nov 13^{th}, 2007, 7:05am by towr » 
IP Logged 
Wikipedia, Google, Mathworld, Integer sequence DB



towr
wu::riddles Moderator Uberpuzzler
Some people are average, some are just mean.
Gender:
Posts: 13730

Here's a picture of the vector field, the green line is the limit cycle. Red is the curve x = y^{3}y (from y'=0) and blue is the curve y = x  x^{3} (from x'=0) It should just about be visible that all the vectors outside the limit circle point inwards, and all vectors inside the limit cycle point outwards. Where the blue and red curve cross we have a stationary point (x'=y'=0, so the point has no inclination to move; but it is not stable) None of that is an immediate help to solve the problem, though. Even though we can see there is just one limit cycle, that doesn't make a formal proof.

« Last Edit: Nov 13^{th}, 2007, 9:32am by towr » 
IP Logged 
Wikipedia, Google, Mathworld, Integer sequence DB



Sameer
Uberpuzzler
Pie = pi * e
Gender:
Posts: 1261


Re: Unique Limit Cycle?
« Reply #4 on: Nov 13^{th}, 2007, 12:35pm » 
Quote Modify

Isn't there another name for this? Divergence maybe? I will refer my book when I get home.


IP Logged 
"Obvious" is the most dangerous word in mathematics. Bell, Eric Temple
Proof is an idol before which the mathematician tortures himself. Sir Arthur Eddington, quoted in Bridges to Infinity



towr
wu::riddles Moderator Uberpuzzler
Some people are average, some are just mean.
Gender:
Posts: 13730


Re: Unique Limit Cycle?
« Reply #5 on: Nov 13^{th}, 2007, 12:56pm » 
Quote Modify

on Nov 13^{th}, 2007, 12:35pm, Sameer wrote:Isn't there another name for this? Divergence maybe? I will refer my book when I get home. 
 I don't see any alternate names on the wikipage ( http://en.wikipedia.org/wiki/Limit_cycle )

« Last Edit: Nov 13^{th}, 2007, 12:58pm by towr » 
IP Logged 
Wikipedia, Google, Mathworld, Integer sequence DB



Sameer
Uberpuzzler
Pie = pi * e
Gender:
Posts: 1261


Re: Unique Limit Cycle?
« Reply #6 on: Nov 13^{th}, 2007, 1:42pm » 
Quote Modify

on Nov 13^{th}, 2007, 12:56pm, towr wrote: I was thinking of divergence and curl in Vector Calculus. I don't know if they are related or not. http://mathworld.wolfram.com/Divergence.html http://mathworld.wolfram.com/Curl.html


IP Logged 
"Obvious" is the most dangerous word in mathematics. Bell, Eric Temple
Proof is an idol before which the mathematician tortures himself. Sir Arthur Eddington, quoted in Bridges to Infinity



ThudnBlunder
Uberpuzzler
The dewdrop slides into the shining Sea
Gender:
Posts: 4489


Re: Unique Limit Cycle?
« Reply #7 on: Nov 13^{th}, 2007, 3:22pm » 
Quote Modify

Isn't the limit cycle also known as a strange attractor?

« Last Edit: Nov 13^{th}, 2007, 3:30pm by ThudnBlunder » 
IP Logged 
THE MEEK SHALL INHERIT THE EARTH.....................................................................er, if that's all right with the rest of you.



towr
wu::riddles Moderator Uberpuzzler
Some people are average, some are just mean.
Gender:
Posts: 13730


Re: Unique Limit Cycle?
« Reply #8 on: Nov 14^{th}, 2007, 12:11am » 
Quote Modify

on Nov 13^{th}, 2007, 3:22pm, ThudanBlunder wrote:Isn't the limit cycle also known as a strange attractor? 
 A limit cycle can be an attractor, but it isn't a strange one. A limit cycle is a closed trajectory and if it's attractive all neighbouring trajectories spiral into it as t \to \infty. A strange attractor on the other hand is just really strange. It doesn't consist of a closed trajectory, and there's no telling where neighbouring trajectories end up.

« Last Edit: Nov 14^{th}, 2007, 12:12am by towr » 
IP Logged 
Wikipedia, Google, Mathworld, Integer sequence DB



Michael Dagg
Senior Riddler
Gender:
Posts: 500


Re: Unique Limit Cycle?
« Reply #9 on: Dec 2^{nd}, 2007, 7:54pm » 
Quote Modify

That is a good plot towr. The blue and red space curves reveal something about how the trajectories behave as they get near the attractor. If you plot some of the trajectories you will see this.


IP Logged 
Regards, Michael Dagg



william wu
wu::riddles Administrator
Gender:
Posts: 1291

Some initial analysis for this problem. BTW, out of curiosity, is there a physical motivation for this particular set of differential equations? begin analysis:  Part I: equilibria Define f_{1}(x,y) = x  y  x^3 f_{2}(x,y) = x + y  y^3 We then have the system x' = f_{1}(x,y) y' = f_{2}(x,y). First we find the equilibria; that is, find x* and y* such that the following two equations are satisfied: (1): 0 = f_{1}(x*,y*) (2): 0 = f_{2}(x*,y*). From Equation (1) we have, after some factoring, (3): y = x(1x)(1+x). Plugging this into the second equation yields 0 = x + x(1x)(1+x)( 1  x(1x)(1+x) )( 1 + x(1x)(1+x) ) = x(2  2x^2 + 3x^4  3x^6 + x^8) Using a computer to find the roots, we see that the only real solution is given by x* = 0, which implies from (3) that y* = 0. Hence the only equilibrium point is at the origin. Next, we determine the nature of the equilibrium point. The Jacobian of f = (f_{1},f_{2}) is Df = [ 13x^2 1 ] [ 1 13y^2] which, when evaluated at (0,0), yields the matrix [ 1 1] [ 1 1 ]. The eigenvalues of this matrix are 1+i and 1i. Since the real parts for both eigenvalues are positive, the equilibrium is unstable  so trajectories will spiral out from it. Part II: Closed Orbits The divergence of f is div(f) = 13x^2 + 13y^2 = 2  3(x^2 + y^2). By Bendixson's theorem, any closed orbit must intersect the locus of points such that div(f) = 0; that locus is simply the circle given by the equation x^2 + y^2 = 2/3. So, if there is a limit cycle, then it must intersect this circle, since all limit cycles are closed orbits. (However, not all closed orbits are limit cycles.) However, I'm a little concerned about this statement since it's not so clear from the simulation plots that the cycle intersects the circle of radius sqrt(2/3) ~= 0.816.

« Last Edit: May 21^{st}, 2008, 12:02pm by william wu » 
IP Logged 
[ wu ] : http://wuriddles.com / http://forums.wuriddles.com



Eigenray
wu::riddles Moderator Uberpuzzler
Gender:
Posts: 1948


Re: Unique Limit Cycle?
« Reply #11 on: May 21^{st}, 2008, 12:47am » 
Quote Modify

on May 20^{th}, 2008, 11:31pm, william wu wrote:By Bendixson's theorem, any closed orbit must intersect the locus of points such that div(f) = 0 
 Bendixson's theorem follows from that fact that the flux around a closed orbit is 0, so by Green's theorem the integral of the divergence over the region bounded by the orbit is 0. So it is this latter region which must contain points both inside and outside the circle div f = 0. But that's pretty much all I know about closed orbits, and only because it was a homework problem in the class I taught last semester.


IP Logged 



william wu
wu::riddles Administrator
Gender:
Posts: 1291


Re: Unique Limit Cycle?
« Reply #12 on: May 21^{st}, 2008, 1:10am » 
Quote Modify

Mmm, forgive me, I can't tell if you are just explaining the theorem, or correcting something I said. Is it wrong to say that any closed orbit must intersect the circle? My reasoning: Say we have a closed orbit that lies completely outside the circle. Then div(f) is always negative in the region encircled by that orbit. Applying Green's theorem then yields a contradiction, as we get 0 = div(f) dx dy < 0. Similarly, say we have a closed orbit that lies completely inside the circle. Then div(f) is always positive in the region encircled by that orbit. Green's theorem again yields a contradiction, as we get 0 = div(f) dx dy > 0. Thus, a closed orbit must intersect the circle.


IP Logged 
[ wu ] : http://wuriddles.com / http://forums.wuriddles.com



Eigenray
wu::riddles Moderator Uberpuzzler
Gender:
Posts: 1948


Re: Unique Limit Cycle?
« Reply #13 on: May 21^{st}, 2008, 1:25am » 
Quote Modify

on May 21^{st}, 2008, 1:10am, william wu wrote:Say we have a closed orbit that lies completely outside the circle. Then div(f) is always negative in the region encircled by that orbit. 
 That's true if the region bounded by the orbit lies outside the circle. But the orbit itself is the boundary of this region. For example if the orbit were C, the circle centered at the origin of radius 2/3, then C doesn't intersect the circle of radius (2/3), but the integral of div f over the region bounded by C is 0.


IP Logged 



Eigenray
wu::riddles Moderator Uberpuzzler
Gender:
Posts: 1948

Here are some ideas: Suppose we know that a limit cycle C exists. Let r^{2} = x^{2}+y^{2}. Then 2rr' = (r^{2})' = (x^{2}+y^{2})' = 2xx' + 2yy' = 2(x^{2} + y^{2}  x^{4}  y^{4}), which is positive for r < 1. It follows that a closed cycle can never enter the circle of radius 1. In particular, C lies outside the region where div f > 0. Suppose C' is another cycle. Then it too lies outside the region div f > 0. But then the integral of div f over the region bounded by C' is positive if C' is inside C, and negative if C' is outside C. Since distinct cycles are disjoint, the only possibility is C' = C. We should be able to show something like the following: Once you go outside the curve x^{2}+y^{2} = x^{4}+y^{4}, you are pushed back towards the origin, and once inside, you are pushed away again. So you just go around and around.

« Last Edit: May 21^{st}, 2008, 1:03pm by Eigenray » 
IP Logged 



william wu
wu::riddles Administrator
Gender:
Posts: 1291


Re: Unique Limit Cycle?
« Reply #15 on: May 21^{st}, 2008, 2:57am » 
Quote Modify

on May 21^{st}, 2008, 1:25am, Eigenray wrote: That's true if the region bounded by the orbit lies outside the circle. But the orbit itself is the boundary of this region. For example if the orbit were C, the circle centered at the origin of radius 2/3, then C doesn't intersect the circle of radius (2/3), but the integral of div f over the region bounded by C is 0. 
 OK I see. Actually when I was writing "completely outside the circle", in my mind, I was thinking "region bounded by the orbit" lies outside the circle. But my conclusion was still wrong, as illustrated by your example. So perhaps the correct statement is: Let denote the path over which div(f) = 0. Then, if there is a closed orbit, the region bounded by that orbit must either (1) cross , or (2) contain (as in your example). I like your latest argument!

« Last Edit: May 21^{st}, 2008, 3:22am by william wu » 
IP Logged 
[ wu ] : http://wuriddles.com / http://forums.wuriddles.com



william wu
wu::riddles Administrator
Gender:
Posts: 1291


Re: Unique Limit Cycle?
« Reply #16 on: May 21^{st}, 2008, 3:35am » 
Quote Modify

Proof that any trajectory must rotate counterclockwise (if y is considered vertical, and x is considered horizontal) = tan (y/x) ' = (1/(1 + (y/x)^2)) ( y'x  x'y)/(x^2) = (x^2/(x^2 + y^2)) ( y'x  x'y)/(x^2) Substituting our equations for x' and y' yields: ' = (x^2/(x^2 + y^2)) ( (x+yy^3)x  y(x  y  x^3) )/(x^2) = (x^2/(x^2 + y^2)) ( x^2 + y^2)/(x^2) = 1. (I can't do algebra)

« Last Edit: May 21^{st}, 2008, 4:31am by william wu » 
IP Logged 
[ wu ] : http://wuriddles.com / http://forums.wuriddles.com



Eigenray
wu::riddles Moderator Uberpuzzler
Gender:
Posts: 1948


Re: Unique Limit Cycle?
« Reply #17 on: May 21^{st}, 2008, 4:14am » 
Quote Modify

I get that ' = (x^{2} + y^{2} + x^{3}y  xy^{3})/(x^{2} + y^{2}) = 1 + r^{2} sin(4)/4. So it is counterclockwise at least for r < 2. (And once r < 2, r stays < 2, since r' < 0 for r > 2.)


IP Logged 



william wu
wu::riddles Administrator
Gender:
Posts: 1291


Re: Unique Limit Cycle?
« Reply #18 on: May 21^{st}, 2008, 4:58am » 
Quote Modify

You'll find that I make a lot of mistakes New idea: Define the annulus A = { r e^{i }  1 r M }, where M is some large number (e.g., 100, although actually "1.5" would suffice.). This is a (1) nonempty compact set. Furthermore, it is (2) positively invariant: if we start somewhere in the annulus, then we can never enter into the inner circle r<1, and we can never exit into the outer region r>M since (r^2)' = 2((x^2  x^4) + (y^2  y^4)) is clearly negative when x and y are both large. By the PoincareBendixson Theorem, conditions (1) and (2) imply that A must contain an equilibrium point or a closed orbit. From my initial analysis, the only equilibrium point present in this sytem is at the origin, which does not lie in A. Hence, A must contain a closed orbit. So we have shown (1) there can be no more than one closed orbit (using Bendixson's theorem), (2) there indeed exists one closed orbit (using the PoincareBendixson theorem). It remains to argue that the closed orbit is actually a limit cycle.

« Last Edit: May 21^{st}, 2008, 1:50pm by william wu » 
IP Logged 
[ wu ] : http://wuriddles.com / http://forums.wuriddles.com



