Dynamical Systems – How to Show Unique Asymptotic Stability

dynamical systemsordinary differential equations

Based on this question:Poincaré-Bendixon show periodic solutions.

Show that the system $x^{'}=x-y-x^{3}$,$y^{'}=x+y-y^{3}$ has a unique periodic orbit on annulus $A:=\{(x,y): 1\le x^2+y^2\le 2\}$ and this periodic solution is asymptotic stable.


I consider function $V(x,y)=(x^2+y^2)/2$ and show that $\dot V(x,y)>0$ on the circle $x^2+y^2=1$ and $\dot V\le 0$ on $x^2+y^2=2$. So $A$ is positively invariant. By Poincare-Bendixson theorem, there is at least one periodic orbit in $A$.

Question: But how to apply one theorem to show that is unique asymptotic stable?

I have the following theorem:

Let $p(t)$ be a $T$-periodic orbit of our system. If $\int_0^T div(f(p(t))dt<0$, then $p(t)$ is orbitally asymptotic stable.

I am confused how to find our $p(t)$?


Use the polar coordinate transform
$$
%
\begin{align}
%
x &= r \cos \theta \\
%
y &= r \sin \theta \\
%
\end{align}
%
$$

which implies
$$
r^{2} = x^{2} + y^{2}
\tag{2}
$$

Compute the derivative with respect to time for $(2)$ and use the definitions in $(1)$. This leads to
$$
\dot{r} = r – r^{3} \left( \cos^{4} \theta + \sin^{4} \theta \right)
= r
\left(
1 – \frac{1}{4} \left( 3 + \cos 4 \theta \right) r^{2}
\right)
\tag{3}
$$

Best Answer

Consider a periodic orbit $p(t) = (x(t),y(t))$. By the Jordan curve theorem, $p$ splits the plane in two connected components, one of which (call it $D$) is bounded. Either $D$ is a subset of the annulus $A$ or $D$ contains the ball $B$ of radius 1 around the origin (think of a 'winding number' of the orbit being zero or nonzero that determines which case we are in). We will show that the first case cannot happen.

Define a vector field $F$ by $$ F(x,y) = \begin{pmatrix} -(x+y-y^3) \\ x-y-x^3 \end{pmatrix} = \begin{pmatrix} F_1(x,y) \\ F_2(x,y) \end{pmatrix}. $$ Note that $F(p(t)) \cdot \dot{p}(t) = -y'x'+x'y' = 0$. Stokes' theorem tells us $$ 0 = \int_0^T F(p(t)) \cdot \dot{p}(t) dt = \iint_D \left( \frac{\partial F_2}{\partial x} - \frac{\partial F_1}{\partial y} \right) dxdy = \iint_D ( 2 - 3 (x^2+y^2) ) dxdy. $$ The integrand $2 - 3 (x^2+y^2) =: g(x,y)$ is strictly negative in the annulus $A$, so this integral being zero implies that $D$ cannot be a subset of $A$.

Now suppose there were two distinct periodic orbits $p_1$ and $p_2$, which bound $D_1$ and $D_2$ respectively. Since both $D_1$ and $D_2$ contain the ball $B$, they are not disjoint. At the same time, the boundaries of $D_1$ and $D_2$ cannot intersect because distinct orbits cannot intersect. Thus, $D_1$ is a subset of $D_2$ or vice versa. But $$ \iint_{D_2 \backslash D_1} g(x,y) dxdy = \iint_{D_2} g(x,y) dxdy - \iint_{D_1} g(x,y) dxdy = 0-0 = 0 $$ and $D_2 \backslash D_1$ is a subset of $A$ on which $g$ is strictly negative, so $D_2 \backslash D_1$ has Lebesgue measure zero. But two periodic orbits cannot bound a set of measure zero between them (more precisely, $D_2 \backslash \bar{D}_1$ is nonempty and open, hence, has positive Lebesgue measure). This derives a contradiction to the existence of two distinct periodic orbits.

I do not recognise the theorem you quote about asymptotic stability of the orbit, but it adds up nicely as follows. I assume the $f$ in that theorem is the vector field generating the system, that is $f = (F_2,-F_1)$. Then $\mathrm{div}(f) = g$ is the integrand from before, which is strictly negative in the entire annulus $A$, so we can deduce that $\int_0^T \mathrm{div}(f)(p(t)) dt$ is strictly negative without explicitly knowing the orbit $p$.

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