[Math] Show that a system has a period solution by finding a trapping region (Poincaré-Bendixson Theorem)

dynamical systemsordinary differential equations

\begin{align*}
\dot{x}&=4x+2y-x(x^2+y^2)\\
\dot{y}&=-2x+y-y(x^2+y^2)
\end{align*}

I want to show that this system has at least one periodic solution by constructing a trapping region where the Poincaré-Bendixson theorem can be applied.

So far I've converted the system to polar coordinates and got:

\begin{align*}
\dot{r}&=-\frac{1}{2}r(-5+2r^2-3\cos(2\theta))\\
\dot{\theta}&=-r(2+3\cos(\theta)\sin(\theta)).
\end{align*}

Where I'm lost now is constructing the trapping region where $\dot{r}<0$ on the outside and $\dot{r}>0$ on the inside. Graphing this system using streamplot the region is visually clear, but I'm having trouble finding a closed form solution.

Best Answer

There is a small sign error in the trigonometric term in your solution for $\dot{r}$. A complete solution follows the sake future readers.

Problem statement

Is there a periodic solution for the following dynamical system?

$$ % \begin{align} % \dot{x} &= 4 x+2 y - x\left(x^2+y^2\right)\\ % \dot{y} &= -2 x+y-y \left(x^2+y^2\right) % \tag{1} \end{align} % $$

Solution method

Use the theorem of Poincare and Bendixson to identify a trapping region, here the gray annulus where the sign of the radial time derivative can change.

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The invariant region must

  1. Be closed and bounded,
  2. Not contain any critical points.

Solution

Identify critical points

At what points $ \left[ \begin{array}{c} x \\ y \\ \end{array} \right] $ does $ \left[ \begin{array}{c} \dot{x} \\ \dot{y} \\ \end{array} \right] = \left[ \begin{array}{c} 0 \\ 0 \\ \end{array} \right] $? The only critical point is the origin.

Switch to polar coordinates

The workhorse formula is $$ % \begin{align} % x &= r \cos \theta, \\ % y &= r \sin \theta. % \end{align} % $$

With $r^{2} = x^{2} + y^{2}$, use implicit differentiation to find $$ r\dot{r} = x \dot{x} + y \dot{y} \tag{2} $$

Compute $\dot{r}$

Substituting into $(2)$ using $(1)$, and noting $\cos^{2} \theta = \frac{1}{2} \left( 1 + \cos 2\theta \right)$, $$ % \begin{align} % r \dot{r} &= x \dot{x} + y \dot{y} \\ % &= r^{2} - r^{4} \color{blue}{+} 3x^{2} \\ % &= r^{2} + \frac{3}{2} r^{2} \left( 1 \color{blue}{+} \cos 2\theta \right) - r^{4} % \end{align} % $$ Therefore $$ \dot{r} = -r^{3} + \frac{r}{2} \left( 5 \color{blue}{+} 3 \cos 2\theta \right) \tag{3} $$

Classify $\dot{r}$

Look for regions where the flow is outward $\dot{r}>0$, and regions where the flow is inward $\dot{r}<0$.

(Note the interesting comment by @Evgeny.)

Classify the problem by examining the limiting cases of $\cos 2\theta$ at $\pm 1$

Outward flow: $\cos 2 \theta \ge -1$

$$ % \begin{align} % \dot{r}_{in} &= -r^{3} + \frac{r}{2} \left( 5 + 3 (-1) \right) \\ % &= r(1-r^{2}) % \end{align} % $$ When $r<1$, $\dot{r}>0$, and the flow is outward.

Inward flow: $\cos 2 \theta \le 1$

$$ % \begin{align} % \dot{r}_{in} &= -r^{3} + \frac{r}{2} \left( 5 + 3 (-1) \right) \\ % &= r(4-r^{2}) % \end{align} % $$ When $r>2$, $\dot{r}<0$, and the flow is inward.

Trapping region

The region between the two zones is the annulus centered at the origin with inner and outer radii $$ % \begin{align} % r_{in} &= 1 \\ % r_{out} &= 2 % \end{align} % \tag{4} $$

There are no critical points. There region is closed and bounded. Therefore, a periodic solution exists.

Visualization

The vector field $\left[ \begin{array}{c} \dot{x} \\ \dot{y} \\ \end{array} \right]$ in $(1)$ is plotted against the gray trapping region in $(4)$. The red, dashed lines are nullclines which intercept at the critical point.

annulus

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