12.7 Practice Problems
Problem 12.7.1. For \(r' = r(1 - r)(2 - r)\), \(\theta ' = 1\), find the periodic orbits and determine their stability.
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Solution. The periodic orbits are the circles \(r = 1\) and \(r = 2\). With \(g(r) = r(1 - r)(2 - r)\), \(g > 0\) on \((0, 1)\), \(g < 0\) on \((1, 2)\) and \(g > 0\) on \((2, \infty )\). So orbits approach \(r = 1\) from both sides (stable limit cycle) and move away from \(r = 2\) (unstable limit cycle). The origin is an unstable focus. This is the pattern of the subcritical Hopf bifurcation of the next section.
Problem 12.7.2. Show that \(x' = y\), \(y' = -x - y + x^2 + y^2\) has no periodic orbit, using the Dulac function \(B = e^{-2x}\).
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Solution. \(Bf = e^{-2x}\bigl (y,\ -x - y + x^2 + y^2\bigr )\), so \begin {align*} \operatorname {div}(Bf) &= \partial _x(e^{-2x}y) + \partial _y\bigl (e^{-2x}(-x - y + x^2 + y^2)\bigr )\\ &= -2e^{-2x}y + e^{-2x}(-1 + 2y) = -e^{-2x} < 0 . \end {align*}
By Theorem 12.3.1 with \(D\) the whole plane, there is no periodic orbit.
Problem 12.7.3. Show that the Lotka–Volterra predator–prey system of Section 10.5 does not contradict the Bendixson–Dulac criterion, although it has periodic orbits, by computing \(\operatorname {div}(Bf)\) for \(B = 1/(xy)\).
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Solution. \(Bf = \bigl ((a - by)/y,\ (-c + dx)/x\bigr )\), whose divergence is \(\partial _x\bigl ((a - by)/y\bigr ) + \partial _y\bigl ((-c + dx)/x\bigr ) = 0\) identically. The criterion requires the divergence not to vanish identically, so it does not apply; indeed the identically zero divergence says that the flow preserves the area form \(dx\,dy/(xy)\), which is the Hamiltonian structure behind the family of closed orbits.
Problem 12.7.4. Use the averaging argument of Section 12.4 to find the amplitude of the limit cycle of the Rayleigh equation \(x'' - \mu \bigl (x' - \frac 13x'^3\bigr ) + x = 0\) for small \(\mu \).
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Solution. \(E' = x'(x'' + x) = \mu \bigl (x'^2 - \frac 13x'^4\bigr )\). With \(x' = -r\sin t\), \(\langle x'^2\rangle = \frac {r^2}{2}\) and \(\langle x'^4\rangle = \frac {3r^4}{8}\), so \(\langle E'\rangle = \mu \bigl (\frac {r^2}{2} - \frac {r^4}{8}\bigr )\), zero at \(r = 2\), positive below and negative above. The amplitude in \(x\) is \(2\), and the cycle is stable. (Differentiating the Rayleigh equation shows that \(v = x'\) satisfies van der Pol’s equation in a scaled form, which explains the coincidence.)
Problem 12.7.5. For the cycle \(r = 1\) of Example 12.1.2, compute the Floquet multiplier from Theorem 12.5.1, and compare it with the decay of \(r - 1\) from the explicit solution.
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Solution. \(f = (x - y - xr^2, x + y - yr^2)\) has \(\operatorname {div}f = 2 - 4r^2\) (since \(\partial _x(xr^2) = r^2 + 2x^2\) and \(\partial _y(yr^2) = r^2 + 2y^2\)), which is \(-2\) on \(r = 1\); with \(T = 2\pi \), \(\rho = e^{-4\pi } = 3.5 \times 10^{-6}\). From \(r' = r(1 - r^2)\), the linearisation at \(r = 1\) is \((r - 1)' = -2(r - 1)\), so \(r - 1\) is multiplied by \(e^{-2 \cdot 2\pi } = e^{-4\pi }\) in one revolution, the same.
Problem 12.7.6. Explain why a planar system \(x' = f(x)\) with only one equilibrium, a saddle, can have no periodic orbits.
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Solution. By index theory a periodic orbit must enclose equilibria whose indices sum to \(+1\). A saddle has index \(-1\), and a periodic orbit enclosing no equilibrium or only the saddle would have index \(0\) or \(-1\), not \(+1\). So there is no periodic orbit.
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