Limit cycle

We consider a two-dimensional dynamical system of the form

$$x\text{'}(t)=V(x(t))$$

where

$$V\; :\; \backslash R^2\; \backslash to\; \backslash R^2$$

is a smooth function. A trajectory of this system is some smooth function $x(t)$ with values in $\backslash mathbb\{R\}^2$ which satisfies this differential equation. Such a trajectory is called closed (or periodic) if it is not constant but returns to its starting point, i.e. if there exists some $t\_0>0$ such that $x(t\; +\; t\_0)\; =\; x(t)$ for all $t\; \backslash in\; \backslash R$. An orbit is the image of a trajectory, a subset of $\backslash R^2$. A closed orbit, or cycle, is the image of a closed trajectory. A limit cycle is a cycle which is the limit set of some other trajectory.

By the Jordan curve theorem, every closed trajectory divides the plane into two regions, the interior and the exterior of the curve.

Given a limit cycle and a trajectory in its interior that approaches the limit cycle for time approaching $+\; \backslash infty$, then there is a neighborhood around the limit cycle such that all trajectories in the interior that start in the neighborhood approach the limit cycle for time approaching $+\; \backslash infty$. The corresponding statement holds for a trajectory in the interior that approaches the limit cycle for time approaching $-\; \backslash infty$, and also for trajectories in the exterior approaching the limit cycle.

In the case where all the neighboring trajectories approach the limit cycle as time approaches infinity, it is called a stable or attractive limit cycle (ω-limit cycle). If instead, all neighboring trajectories approach it as time approaches negative infinity, then it is an unstable limit cycle (α-limit cycle). If there is a neighboring trajectory which spirals into the limit cycle as time approaches infinity, and another one which spirals into it as time approaches negative infinity, then it is a semi-stable limit cycle. There are also limit cycles that are neither stable, unstable nor semi-stable: for instance, a neighboring trajectory may approach the limit cycle from the outside, but the inside of the limit cycle is approached by a family of other cycles (which would not be limit cycles).

Stable limit cycles are examples of attractors. They imply self-sustained oscillations: the closed trajectory describes the perfect periodic behavior of the system, and any small perturbation from this closed trajectory causes the system to return to it, making the system stick to the limit cycle.

Every closed trajectory contains within its interior a stationary point of the system, i.e. a point $p$ where $V\text{'}(p)\; =\; 0$. The Bendixson–Dulac theorem and the Poincaré–Bendixson theorem predict the absence or existence, respectively, of limit cycles of two-dimensional nonlinear dynamical systems.

Finding limit cycles, in general, is a very difficult problem. The number of limit cycles of a polynomial differential equation in the plane is the main object of the second part of Hilbert's sixteenth problem. It is unknown, for instance, whether there is any system $x\text{'}\; =\; V(x)$ in the plane where both components of $V$ are quadratic polynomials of the two variables, such that the system has more than 4 limit cycles.

File:Hopfbifurcation.png. Trajectories in red, stable structures in dark blue, unstable structures in light blue. The parameter choice determines the occurrence and stability of limit cycles.]]

Limit cycles are important in many scientific applications where systems with self-sustained oscillations are modelled. Some examples include:

• Aerodynamic limit-cycle oscillations{{citation | last1 =Thomas| first1 =Jeffrey P.| last2 =Dowell| first2 =Earl H.| last3 =Hall| first3 =Kenneth C.| title =Nonlinear Inviscid Aerodynamic Effects on Transonic Divergence, Flutter, and Limit-Cycle Oscillations| journal =AIAA Journal| volume =40| issue =4| pages =638| publisher =American Institute of Aeronautics and Astronautics| url=https://mems.duke.edu/files/mems/thomas/downloads/hblco.pdf| access-date = December 9, 2019 | bibcode =2002AIAAJ..40..638T | year =2002| doi =10.2514/2.1720}}
• The Hodgkin–Huxley model for action potentials in neurons.
• The Sel'kov model of glycolysis.{{Cite journal|last=Sel'kov|first=E. E.|date=1968|title=Self-Oscillations in Glycolysis 1. A Simple Kinetic Model|journal=European Journal of Biochemistry | language=en | volume=4|issue=1 |pages=79–86 |doi=10.1111/j.1432-1033.1968.tb00175.x | pmid=4230812|issn=1432-1033|doi-access=free}}
• The daily oscillations in gene expression, hormone levels and body temperature of animals, which are part of the circadian rhythm,{{Cite journal|last1=Leloup|first1=Jean-Christophe|last2=Gonze|first2=Didier|last3=Goldbeter|first3=Albert| date=1999-12-01|title=Limit Cycle Models for Circadian Rhythms Based on Transcriptional Regulation in Drosophila and Neurospora| journal=Journal of Biological Rhythms|language=en|volume=14|issue=6|pages=433–448| doi=10.1177/074873099129000948| pmid=10643740|s2cid=15074869|issn=0748-7304}}{{Cite journal|last1=Roenneberg|first1=Till|last2=Chua|first2=Elaine Jane|last3=Bernardo|first3=Ric| last4=Mendoza|first4=Eduardo|date=2008-09-09|title=Modelling Biological Rhythms|journal=Current Biology|volume=18|issue=17| pages=R826–R835| doi=10.1016/j.cub.2008.07.017|pmid=18786388|s2cid=2798371|issn=0960-9822|doi-access=free|bibcode=2008CBio...18.R826R }} although this is contradicted by more recent evidence.{{cite journal |last1=Meijer |first1=JH |last2=Michel |first2=S |last3=Vanderleest |first3=HT |last4=Rohling |first4=JH |title=Daily and seasonal adaptation of the circadian clock requires plasticity of the SCN neuronal network. |journal=The European Journal of Neuroscience |date=December 2010 |volume=32 |issue=12 |pages=2143–51 |doi=10.1111/j.1460-9568.2010.07522.x |pmid=21143668|s2cid=12754517 }}
• The migration of cancer cells in confining micro-environments follows limit cycle oscillations.{{Cite journal|last1=Brückner|first1=David B.|last2=Fink|first2=Alexandra|last3=Schreiber|first3=Christoph| last4=Röttgermann|first4=Peter J. F.|last5=Rädler|first5=Joachim| last6=Broedersz|first6=Chase P.|date=2019|title=Stochastic nonlinear dynamics of confined cell migration in two-state systems|journal=Nature Physics|language=en|volume=15| issue=6| pages=595–601| doi=10.1038/s41567-019-0445-4| issn=1745-2481|bibcode=2019NatPh..15..595B|s2cid=126819906}}
• Some non-linear electrical circuits exhibit limit cycle oscillations,{{Cite journal| last1=Ginoux| first1=Jean-Marc| last2=Letellier|first2=Christophe|date=2012-04-30|title=Van der Pol and the history of relaxation oscillations: Toward the emergence of a concept|journal=Chaos: An Interdisciplinary Journal of Nonlinear Science|volume=22|issue=2| pages=023120| doi=10.1063/1.3670008|pmid=22757527|issn=1054-1500|arxiv=1408.4890|bibcode=2012Chaos..22b3120G|s2cid=293369}} which inspired the original Van der Pol model.
• The control of respiration and hematopoiesis, as appearing in the Mackey-Glass equations.{{Cite journal|last1=Mackey|first1=M.|last2=Glass|first2=L|date=1977-07-15|title=Oscillation and chaos in physiological control systems |url=https://www.science.org/doi/10.1126/science.267326|journal=Science|language=en|volume=197 |issue=4300 |pages=287–289|doi=10.1126/science.267326|pmid=267326|bibcode=1977Sci...197..287M|issn=0036-8075|url-access=subscription}}

• Attractor
• Hyperbolic set
• Periodic point
• Self-oscillation
• Stable manifold

{{Reflist}}

• {{cite book |author=Steven H. Strogatz |title=Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering |publisher=Avalon |date=2014 |isbn=9780813349114}}
• {{cite book |author=M. Vidyasagar |title=Nonlinear Systems Analysis |edition=Second |publisher=SIAM |date=2002 |isbn=9780898715262}}
• Philip Hartman, "Ordinary Differential Equation", Society for Industrial and Applied Mathematics, 2002.
• Witold Hurewicz, "Lectures on Ordinary Differential Equations", Dover, 2002.
• Solomon Lefschetz, "Differential Equations: Geometric Theory", Dover, 2005.
• Lawrence Perko, "Differential Equations and Dynamical Systems", Springer-Verlag, 2006.
• Arthur Mattuck, Limit Cycles: Existence and Non-existence Criteria, MIT Open Courseware http://videolectures.net/mit1803s06_mattuck_lec32/#

• {{cite web |url=https://planetmath.org/limitcycle |website=planetmath.org |title=limit cycle |access-date=2019-07-06}}

Category:Limit sets

Category:Nonlinear systems

Category:Dynamical systems