1 00:00:00 --> 00:00:06 2 00:00:08 --> 00:00:14 First of all, the way a nonlinear autonomous 3 00:00:11 --> 00:00:17 system looks, you have had some practice with 4 00:00:15 --> 00:00:21 it by now. This is nonlinear. 5 00:00:17 --> 00:00:23 The right-hand side are no longer simple combinations ax 6 00:00:22 --> 00:00:28 plus by. Nonlinear and autonomous, 7 00:00:26 --> 00:00:32 these are function just of x and y. 8 00:00:30 --> 00:00:36 There is no t on the right-hand side. 9 00:00:33 --> 00:00:39 Now, most of today will be geometric. 10 00:00:37 --> 00:00:43 The way to get a geometric picture of that is first by 11 00:00:43 --> 00:00:49 constructing the velocity field whose components are the 12 00:00:48 --> 00:00:54 functions f and g. This is a velocity field that 13 00:00:53 --> 00:00:59 gives a picture of the system and has solutions. 14 00:01:00 --> 00:01:06 The solutions to the system, from the point of view of 15 00:01:05 --> 00:01:11 functions, they would look like pairs of functions, 16 00:01:09 --> 00:01:15 x of t, y of t. 17 00:01:12 --> 00:01:18 But, from the point of view of geometry, when you plot them as 18 00:01:18 --> 00:01:24 parametric equations, they are called trajectories of 19 00:01:23 --> 00:01:29 the field F, which simply means that they are curves everywhere 20 00:01:29 --> 00:01:35 having the right velocity. So a typical curve would look 21 00:01:34 --> 00:01:40 like -- There is a trajectory. 22 00:01:38 --> 00:01:44 And we know it is a trajectory because at each point the vector 23 00:01:42 --> 00:01:48 on it has, of course, the right direction, 24 00:01:45 --> 00:01:51 the tangent direction, but more than that, 25 00:01:48 --> 00:01:54 it has the right velocity. So here, for example, 26 00:01:51 --> 00:01:57 the point is traveling more slowly. 27 00:01:53 --> 00:01:59 Here it is traveling more rapidly because the velocity 28 00:01:57 --> 00:02:03 vector is bigger, longer. 29 00:02:00 --> 00:02:06 So this is a picture of a typical trajectory. 30 00:02:03 --> 00:02:09 The only other things that I should mention are the critical 31 00:02:09 --> 00:02:15 points. If you have worked the problems 32 00:02:12 --> 00:02:18 for this week, the first couple of problems, 33 00:02:16 --> 00:02:22 you have already seen the significance of the critical 34 00:02:21 --> 00:02:27 points. Well, from Monday's lecture you 35 00:02:24 --> 00:02:30 know from the point of view of solutions they are constant 36 00:02:29 --> 00:02:35 solutions. 37 00:02:32 --> 00:02:38 38 00:02:37 --> 00:02:43 From the point of view of the field they are where the field 39 00:02:41 --> 00:02:47 is zero. There is no velocity vector, 40 00:02:43 --> 00:02:49 in other words. The velocity vector is zero. 41 00:02:46 --> 00:02:52 And, therefore, a point being there has no 42 00:02:49 --> 00:02:55 reason to go anywhere else. And, spelling it out, 43 00:02:53 --> 00:02:59 it's where the partial derivatives, where the values of 44 00:02:57 --> 00:03:03 the functions on the right-hand side, which give the two 45 00:03:01 --> 00:03:07 components, the i and j components of the field, 46 00:03:04 --> 00:03:10 where they are zero. 47 00:03:07 --> 00:03:13 48 00:03:11 --> 00:03:17 That is all I will need by way of a recall today. 49 00:03:14 --> 00:03:20 I don't think I will need anything else. 50 00:03:17 --> 00:03:23 The topic for today is another kind of behavior that you have 51 00:03:22 --> 00:03:28 not yet observed at the computer screen, unless you have worked 52 00:03:26 --> 00:03:32 ahead, and that is there are trajectories which go along to 53 00:03:31 --> 00:03:37 infinity or end up at a critical point. 54 00:03:35 --> 00:03:41 They are the critical points that just sit there all the 55 00:03:39 --> 00:03:45 time. But there is a third type of 56 00:03:42 --> 00:03:48 behavior that a trajectory can have where it neither sits for 57 00:03:47 --> 00:03:53 all time nor goes off for all time. 58 00:03:50 --> 00:03:56 Instead, it repeats itself. Such a thing is called a closed 59 00:03:55 --> 00:04:01 trajectory. What does it look like? 60 00:03:59 --> 00:04:05 Well, it is a closed curve in the plane that at every point, 61 00:04:05 --> 00:04:11 it is a trajectory, i.e., the arrows at each point, 62 00:04:10 --> 00:04:16 let's say it is traced in the clockwise direction. 63 00:04:15 --> 00:04:21 And so the arrows of the field will go like this. 64 00:04:20 --> 00:04:26 Here it is going slowly, here it is very slow and here 65 00:04:25 --> 00:04:31 it picks up a little speed again and so on. 66 00:04:31 --> 00:04:37 Now, for such a trajectory what is happening? 67 00:04:35 --> 00:04:41 Well, it goes around in finite time and then repeats itself. 68 00:04:42 --> 00:04:48 It just goes round and round forever if you land on that 69 00:04:48 --> 00:04:54 trajectory. It represents a system that 70 00:04:53 --> 00:04:59 returns to its original state periodically. 71 00:04:57 --> 00:05:03 It represents periodic behavior of the system. 72 00:05:04 --> 00:05:10 73 00:05:16 --> 00:05:22 Now, we have seen one example of that, a simple example where 74 00:05:23 --> 00:05:29 this simple system, x prime equals y, 75 00:05:29 --> 00:05:35 y prime equals negative x. 76 00:05:35 --> 00:05:41 77 00:05:40 --> 00:05:46 We could write down the solutions to that directly, 78 00:05:43 --> 00:05:49 but if you want to do eigenvalues and eigenvectors the 79 00:05:47 --> 00:05:53 matrix will look like this. The equation will be lambda 80 00:05:51 --> 00:05:57 squared plus zero lambda plus one equals zero, 81 00:05:55 --> 00:06:01 so the eigenvalues will be plus 82 00:05:58 --> 00:06:04 or minus i. In fact, from then on you could 83 00:06:02 --> 00:06:08 work out in the usual ways the eigenvectors, 84 00:06:04 --> 00:06:10 complex eigenvectors and separate them. 85 00:06:07 --> 00:06:13 But, look, you can avoid all that just by writing down the 86 00:06:11 --> 00:06:17 solution. The solutions are sines and 87 00:06:13 --> 00:06:19 cosines. One basic solution will be x 88 00:06:16 --> 00:06:22 equals cosine t, in which case what is y? 89 00:06:19 --> 00:06:25 Well, y is the derivative of that. 90 00:06:22 --> 00:06:28 That will be minus sine t. 91 00:06:24 --> 00:06:30 Another basic solution, we will start with x equals 92 00:06:28 --> 00:06:34 sine t. In which case y will be cosine 93 00:06:33 --> 00:06:39 t, its derivative. 94 00:06:36 --> 00:06:42 Now, if you do that, what do these things look like? 95 00:06:41 --> 00:06:47 Well, either of these two basic solutions looks like a circle, 96 00:06:47 --> 00:06:53 not traced in the usual way but in the opposite way. 97 00:06:52 --> 00:06:58 For example, when t is equal to zero it 98 00:06:56 --> 00:07:02 starts at the point one, zero. 99 00:07:00 --> 00:07:06 Now, if the minus sign were not there this would be x equals 100 00:07:04 --> 00:07:10 cosine t, y equals sine t, 101 00:07:08 --> 00:07:14 which is the usual counterclockwise circle. 102 00:07:11 --> 00:07:17 But if I change y from sine t to negative sine t 103 00:07:15 --> 00:07:21 it is going around the other way. 104 00:07:18 --> 00:07:24 So this circle is traced that way. 105 00:07:20 --> 00:07:26 And this is a family of circles, according to the values 106 00:07:24 --> 00:07:30 of c1 and c2, concentric, all of which go 107 00:07:27 --> 00:07:33 around clockwise. So those are closed 108 00:07:31 --> 00:07:37 trajectories. Those are the solutions. 109 00:07:33 --> 00:07:39 They are trajectories of the vector field. 110 00:07:36 --> 00:07:42 They are closed. They come around and they 111 00:07:39 --> 00:07:45 repeat in finite time. Now, these are no good. 112 00:07:42 --> 00:07:48 These are the kind I am not interested in. 113 00:07:45 --> 00:07:51 These are commonplace, and we are interested in good 114 00:07:49 --> 00:07:55 stuff today. And the good stuff we are 115 00:07:51 --> 00:07:57 interested in is limit cycles. 116 00:07:55 --> 00:08:01 117 00:08:01 --> 00:08:07 A limit cycle is a closed trajectory with a couple of 118 00:08:06 --> 00:08:12 extra hypotheses. It is a closed trajectory, 119 00:08:10 --> 00:08:16 just like those guys, but it has something they don't 120 00:08:15 --> 00:08:21 have, namely, it is king of the roost. 121 00:08:19 --> 00:08:25 They have to be isolated, no other guys nearby. 122 00:08:23 --> 00:08:29 And they also have to be stable. 123 00:08:27 --> 00:08:33 See, the problem here is that none of these stands out from 124 00:08:32 --> 00:08:38 any of the others. In other words, 125 00:08:37 --> 00:08:43 there must be, isolated means, 126 00:08:40 --> 00:08:46 no others nearby. 127 00:08:42 --> 00:08:48 128 00:08:49 --> 00:08:55 That is just what goes wrong here. 129 00:08:51 --> 00:08:57 Arbitrarily close to each of these circles is yet another 130 00:08:55 --> 00:09:01 circle doing exactly the same thing. 131 00:08:58 --> 00:09:04 That means that there are some that are only of mild interest. 132 00:09:03 --> 00:09:09 What is much more interesting is to find a cycle where there 133 00:09:07 --> 00:09:13 is nothing nearby. Something, therefore, 134 00:09:10 --> 00:09:16 that looks like this. 135 00:09:13 --> 00:09:19 136 00:09:22 --> 00:09:28 Here is our pink guy. Let's make this one go 137 00:09:25 --> 00:09:31 counterclockwise. Here is a limit cycle, 138 00:09:28 --> 00:09:34 it seems to be. And now what do nearby guys do? 139 00:09:33 --> 00:09:39 Well, they should approach it. Somebody here like that does 140 00:09:38 --> 00:09:44 this, spirals in and gets ever and every closer to that thing. 141 00:09:44 --> 00:09:50 Now, it can never join it because, if it joined it at the 142 00:09:50 --> 00:09:56 joining point, I would have two solutions 143 00:09:54 --> 00:10:00 going through this point. And that is illegal. 144 00:10:00 --> 00:10:06 All it can do is get arbitrarily close. 145 00:10:02 --> 00:10:08 On the computer screen it will look as if it joins it but, 146 00:10:06 --> 00:10:12 of course, it cannot. It is just the resolution, 147 00:10:10 --> 00:10:16 the pixels. Not enough pixels. 148 00:10:12 --> 00:10:18 The resolution isn't good enough. 149 00:10:14 --> 00:10:20 And the ones that start further away will take longer to find 150 00:10:18 --> 00:10:24 their way to the limit cycle and they will always stay outside of 151 00:10:23 --> 00:10:29 the earlier guys, but they will get arbitrarily 152 00:10:26 --> 00:10:32 close, too. How about inside? 153 00:10:30 --> 00:10:36 Inside, well, it starts somewhere and does 154 00:10:33 --> 00:10:39 the same thing. It starts here and will try to 155 00:10:37 --> 00:10:43 join the limit cycle. That is what I mean by 156 00:10:41 --> 00:10:47 stability. Stability means that nearby 157 00:10:44 --> 00:10:50 guys, the guys that start somewhere else eventually 158 00:10:48 --> 00:10:54 approach the limit cycle, regardless of whether they 159 00:10:52 --> 00:10:58 start from the outside or start from the inside. 160 00:10:56 --> 00:11:02 So that is stable. An unstable limit cycle -- 161 00:11:02 --> 00:11:08 But I am not calling it a limit cycle if it is unstable. 162 00:11:06 --> 00:11:12 I am just calling it a closed trajectory, but let's draw one 163 00:11:10 --> 00:11:16 which is unstable. Here is the way we will look if 164 00:11:14 --> 00:11:20 it is unstable. Guys that start nearby will be 165 00:11:17 --> 00:11:23 repelled, driven somewhere else. Or, if they start here, 166 00:11:21 --> 00:11:27 they will go away from the thing instead of going toward 167 00:11:25 --> 00:11:31 it. This is unstable. 168 00:11:27 --> 00:11:33 And I don't call it a limit cycle. 169 00:11:29 --> 00:11:35 It is just a closed trajectory. 170 00:11:33 --> 00:11:39 171 00:11:38 --> 00:11:44 Cycle because it cycles round and round. 172 00:11:40 --> 00:11:46 Limit because it is the limit of the nearby curves. 173 00:11:44 --> 00:11:50 The other case where it is unstable is not the limit. 174 00:11:48 --> 00:11:54 Of course, you could have a case also where the curves 175 00:11:52 --> 00:11:58 outside spiral in toward it but the ones inside are repelled and 176 00:11:57 --> 00:12:03 do this. That would be called 177 00:11:59 --> 00:12:05 semi-stable. And you can make up all sorts 178 00:12:03 --> 00:12:09 of cases. And I think I, 179 00:12:05 --> 00:12:11 at one point, drew them in the notes, 180 00:12:07 --> 00:12:13 but I am not going to. The only interesting one, 181 00:12:11 --> 00:12:17 of permanent importance that people study, 182 00:12:14 --> 00:12:20 are the actual limit cycles. No, it was the stable closed 183 00:12:19 --> 00:12:25 trajectories. Notice, by the way, 184 00:12:21 --> 00:12:27 a closed trajectory is always a simple curve. 185 00:12:25 --> 00:12:31 Remember what that means from 18.02? 186 00:12:29 --> 00:12:35 Simple means it doesn't cross itself. 187 00:12:32 --> 00:12:38 Why doesn't it cross itself? It cannot cross itself because, 188 00:12:37 --> 00:12:43 if it tried to, what is wrong with that point? 189 00:12:41 --> 00:12:47 At that point which way does the vector field go, 190 00:12:46 --> 00:12:52 that way or that way? Why the interest of limit 191 00:12:50 --> 00:12:56 cycles? Well, because there are systems 192 00:12:54 --> 00:13:00 in nature in which just this type of behavior, 193 00:12:58 --> 00:13:04 they have a certain periodic motion. 194 00:13:03 --> 00:13:09 And, if you disturb it, gradually it returns to its 195 00:13:07 --> 00:13:13 original periodic state. A simple example is breathing. 196 00:13:11 --> 00:13:17 Now I have made you all self-conscious. 197 00:13:14 --> 00:13:20 All of you are breathing. If you are here you are 198 00:13:18 --> 00:13:24 breathing. At what rate are you breathing? 199 00:13:22 --> 00:13:28 Well, you are unaware of it, of course, except now. 200 00:13:26 --> 00:13:32 If you are sitting here listening. 201 00:13:30 --> 00:13:36 There is a certain temperature and a certain air circulation in 202 00:13:34 --> 00:13:40 the room. You are not thinking of 203 00:13:36 --> 00:13:42 anything, certainly not of the lecture, and the lecture is not 204 00:13:40 --> 00:13:46 unduly exciting, you will breathe at a certain 205 00:13:43 --> 00:13:49 steady rate which is a little different for every person but 206 00:13:47 --> 00:13:53 that is your rate. Now, you can artificially 207 00:13:50 --> 00:13:56 change that. You could say now I am going to 208 00:13:53 --> 00:13:59 breathe faster. And indeed you can. 209 00:13:57 --> 00:14:03 But, as soon as you stop being aware of what you are doing, 210 00:14:01 --> 00:14:07 the levels of various hormones and carbon dioxide in your 211 00:14:06 --> 00:14:12 bloodstream and so on will return your breathing to its 212 00:14:11 --> 00:14:17 natural state. In other words, 213 00:14:13 --> 00:14:19 that system of your breathing, which is controlled by various 214 00:14:18 --> 00:14:24 chemicals and hormones in the body, is exhibiting exactly this 215 00:14:23 --> 00:14:29 type of behavior. It has a certain regular 216 00:14:27 --> 00:14:33 periodic motion as a system. And, if disturbed, 217 00:14:32 --> 00:14:38 if artificially you set it out somewhere else, 218 00:14:34 --> 00:14:40 it will gradually return to its original state. 219 00:14:37 --> 00:14:43 Now, of course, if I am running it will be 220 00:14:40 --> 00:14:46 different. Sure. 221 00:14:41 --> 00:14:47 If you are running you breathe faster, but that is because the 222 00:14:45 --> 00:14:51 parameters in the system, the a's and the b's in the 223 00:14:48 --> 00:14:54 equation, the f of (x, y) and g of (x, 224 00:14:50 --> 00:14:56 y), the parameters in those 225 00:14:53 --> 00:14:59 functions will be set at different levels. 226 00:14:56 --> 00:15:02 You will have different hormones, a different of carbon 227 00:14:59 --> 00:15:05 dioxide and so on. Now, I am not saying that 228 00:15:04 --> 00:15:10 breathing is modeled by a limit cycle. 229 00:15:07 --> 00:15:13 It is the sort of thing which one might look for a limit 230 00:15:11 --> 00:15:17 cycle. That is, of course, 231 00:15:13 --> 00:15:19 a question for biologists. And, in general, 232 00:15:17 --> 00:15:23 any type of periodic behavior in nature, people try to see if 233 00:15:22 --> 00:15:28 there is some system of differential equations which 234 00:15:26 --> 00:15:32 governs it in which perhaps there is a limit cycle, 235 00:15:30 --> 00:15:36 which contains a limit cycle. Well, what are the problems? 236 00:15:36 --> 00:15:42 In a sense, limit cycles are easy to lecture about because so 237 00:15:41 --> 00:15:47 little is known about them. At the end of the period, 238 00:15:46 --> 00:15:52 if I have time, I will show you that the 239 00:15:49 --> 00:15:55 simplest possible question you could ask, the answer to it is 240 00:15:55 --> 00:16:01 totally known after 120 years of steady trying. 241 00:16:00 --> 00:16:06 But let's first talk about what sorts of problems people address 242 00:16:05 --> 00:16:11 with limit cycles. First of all is the existence 243 00:16:09 --> 00:16:15 problem. 244 00:16:10 --> 00:16:16 245 00:16:16 --> 00:16:22 If I give you a system, you know, the right-hand side 246 00:16:19 --> 00:16:25 is x squared plus 2y cubed minus 3xy, 247 00:16:23 --> 00:16:29 and the g is something similar. I say does this have limit 248 00:16:26 --> 00:16:32 cycles? Well, you know how to find its 249 00:16:29 --> 00:16:35 critical points. But how do you find out if it 250 00:16:34 --> 00:16:40 has limit cycles? The answer to that is nobody 251 00:16:40 --> 00:16:46 has any idea. This problem, 252 00:16:44 --> 00:16:50 in general, there are not much in the way of methods. 253 00:16:50 --> 00:16:56 Not much. 254 00:16:53 --> 00:16:59 255 00:17:00 --> 00:17:06 Not much is known. There is one theorem that you 256 00:17:03 --> 00:17:09 will find in the notes, a simple theorem called the 257 00:17:07 --> 00:17:13 Poincare-Bendixson theorem which, for about 60 or 70 years 258 00:17:11 --> 00:17:17 was about the only result known which enabled people to find 259 00:17:16 --> 00:17:22 limit cycles. Nowadays the theorem is used 260 00:17:19 --> 00:17:25 relatively little because people try to find limit cycles by 261 00:17:24 --> 00:17:30 computer. Now, the difficulty is you have 262 00:17:27 --> 00:17:33 to know where to look for them. In other words, 263 00:17:32 --> 00:17:38 the computer screen shows that much and you set the axes and it 264 00:17:36 --> 00:17:42 doesn't show any limit cycles. That doesn't mean there are not 265 00:17:40 --> 00:17:46 any. That means they are over there, 266 00:17:43 --> 00:17:49 or it means there is a big one like there. 267 00:17:46 --> 00:17:52 And you are looking in the middle of it and don't see it. 268 00:17:50 --> 00:17:56 So, in general, people don't look for limit 269 00:17:53 --> 00:17:59 cycles unless the physical system that gave rise to the 270 00:17:56 --> 00:18:02 pair of differential equations suggests that there is something 271 00:18:01 --> 00:18:07 repetitive going on like breathing. 272 00:18:05 --> 00:18:11 And, if it tells you that, then it often gives you 273 00:18:09 --> 00:18:15 approximate values of the parameters and the variables so 274 00:18:14 --> 00:18:20 you know where to look. Basically this is done by 275 00:18:18 --> 00:18:24 computer search guided by the physical problem. 276 00:18:23 --> 00:18:29 277 00:18:31 --> 00:18:37 Therefore, I cannot say much more about it today. 278 00:18:35 --> 00:18:41 Instead I am going to focus my attention on nonexistence. 279 00:18:40 --> 00:18:46 When can you be sure that a system will not have any limit 280 00:18:46 --> 00:18:52 cycles? And there are two theorems. 281 00:18:49 --> 00:18:55 One, again, due to Bendixson who was a Swedish mathematician 282 00:18:54 --> 00:19:00 who lived around 1900 or so. There is a criterion due to 283 00:18:59 --> 00:19:05 Bendixson. And there is one involving 284 00:19:04 --> 00:19:10 critical points. And I would like to describe 285 00:19:08 --> 00:19:14 both of them for you today. First of all, 286 00:19:11 --> 00:19:17 Bendixson's criterion. 287 00:19:14 --> 00:19:20 288 00:19:22 --> 00:19:28 It is very simply stated and has a marvelous proof, 289 00:19:25 --> 00:19:31 which I am going to give you. We have D as a region of the 290 00:19:29 --> 00:19:35 plane. 291 00:19:30 --> 00:19:36 292 00:19:35 --> 00:19:41 And what Bendixson's criterion tells you to do is take your 293 00:19:40 --> 00:19:46 vector field and calculate its divergence. 294 00:19:43 --> 00:19:49 We are set back in 1802, and this proof is going to be 295 00:19:48 --> 00:19:54 straight 18.02. You will enjoy it. 296 00:19:51 --> 00:19:57 Calculate the divergence. Now, I am talking about the 297 00:19:55 --> 00:20:01 two-dimensional divergence. Remember that is fx, 298 00:20:00 --> 00:20:06 the partial of f with respect to x, plus the partial of the g, 299 00:20:05 --> 00:20:11 the j component with respect to y. 300 00:20:08 --> 00:20:14 And assume that that is a continuous function. 301 00:20:12 --> 00:20:18 It always will be with us. Practically all the examples I 302 00:20:16 --> 00:20:22 will give you f and g will be simple polynomials. 303 00:20:20 --> 00:20:26 They are smooth, continuous and nice and behave 304 00:20:24 --> 00:20:30 as you want. And you calculate that and 305 00:20:27 --> 00:20:33 assume -- Suppose, in other words, 306 00:20:32 --> 00:20:38 that the divergence of f, I need more room. 307 00:20:36 --> 00:20:42 The hypothesis is that the divergence of f is not zero in 308 00:20:42 --> 00:20:48 that region D. It is never zero. 309 00:20:45 --> 00:20:51 It is not zero at any point in that region. 310 00:20:49 --> 00:20:55 The conclusion is that there are no limit cycles in the 311 00:20:55 --> 00:21:01 region. If it is not zero in D, 312 00:20:58 --> 00:21:04 there are no limit cycles. In fact, there are not even any 313 00:21:04 --> 00:21:10 closed trajectories. You couldn't even have those 314 00:21:09 --> 00:21:15 bunch of concentric circles, so there are no closed 315 00:21:13 --> 00:21:19 trajectories of the original system whose divergence you 316 00:21:18 --> 00:21:24 calculated. There are no closed 317 00:21:21 --> 00:21:27 trajectories in D. For example, 318 00:21:24 --> 00:21:30 let me give you a simple example to put a little flesh on 319 00:21:29 --> 00:21:35 it. Let's see. 320 00:21:32 --> 00:21:38 What do I have? I prepared an example. 321 00:21:35 --> 00:21:41 x prime equals, here is a simple nonlinear 322 00:21:40 --> 00:21:46 system, x cubed plus y cubed. 323 00:21:45 --> 00:21:51 And y prime equals 3x plus y cubed plus 2y. 324 00:21:51 --> 00:21:57 325 00:21:53 --> 00:21:59 326 00:21:59 --> 00:22:05 Does this system have limit cycles? 327 00:22:01 --> 00:22:07 Well, even to calculate its critical points would be a 328 00:22:05 --> 00:22:11 little task, but we can easily answer the question as to 329 00:22:09 --> 00:22:15 whether it has limit cycles or not by Bendixson's criterion. 330 00:22:14 --> 00:22:20 Let's calculate the divergence. The divergence of the vector 331 00:22:18 --> 00:22:24 field whose components are these two functions is, 332 00:22:22 --> 00:22:28 well, 3x squared, it's the partial of the first 333 00:22:26 --> 00:22:32 guy with respect to x plus the partial of the second guy with 334 00:22:31 --> 00:22:37 respect to y, which is 3y squared plus two. 335 00:22:34 --> 00:22:40 Now, can that be zero anywhere 336 00:22:39 --> 00:22:45 in the x,y-plane? No, because it is the sum of 337 00:22:43 --> 00:22:49 these two squares. This much of it could be zero 338 00:22:47 --> 00:22:53 only at the origin, but that plus two eliminates 339 00:22:51 --> 00:22:57 even that. This is always positive in the 340 00:22:55 --> 00:23:01 entire x,y-plane. Here my domain is the whole 341 00:22:59 --> 00:23:05 x,y-plane and, therefore, the conclusion is 342 00:23:03 --> 00:23:09 that there are no closed trajectories in the x,y-plane, 343 00:23:07 --> 00:23:13 anywhere. 344 00:23:10 --> 00:23:16 345 00:23:15 --> 00:23:21 And we have done that with just a couple of lines of calculation 346 00:23:18 --> 00:23:24 and nothing further required. No computer search. 347 00:23:21 --> 00:23:27 In fact, no computer search could ever proof this. 348 00:23:24 --> 00:23:30 It would be impossible because, no matter where you look, 349 00:23:27 --> 00:23:33 there is always some other place to look. 350 00:23:30 --> 00:23:36 This is an example where a couple lines of mathematics 351 00:23:35 --> 00:23:41 dispose of the matter far more effectively than a million 352 00:23:41 --> 00:23:47 dollars worth of calculation. Well, where does Bendixson's 353 00:23:46 --> 00:23:52 theorem come from? Yes, Bendixson's theorem comes 354 00:23:51 --> 00:23:57 from 18.02. And I am giving it to you both 355 00:23:56 --> 00:24:02 to recall a little bit of 18.02 to you. 356 00:24:01 --> 00:24:07 Because it is about the first example in the course that we 357 00:24:06 --> 00:24:12 have had of an indirect argument. 358 00:24:09 --> 00:24:15 And indirect arguments are something you have to slowly get 359 00:24:14 --> 00:24:20 used to. I am going to give you an 360 00:24:17 --> 00:24:23 indirect proof. Remember what that is? 361 00:24:20 --> 00:24:26 You assume the contrary and you show it leads to a 362 00:24:25 --> 00:24:31 contradiction. What would assuming the 363 00:24:28 --> 00:24:34 contrary be? Contrary would be I will assume 364 00:24:34 --> 00:24:40 the divergence is not zero, but I will suppose there is a 365 00:24:40 --> 00:24:46 closed trajectory. Suppose there is a closed 366 00:24:44 --> 00:24:50 trajectory that exists. 367 00:24:48 --> 00:24:54 368 00:24:56 --> 00:25:02 Let's draw a picture of it. 369 00:24:59 --> 00:25:05 370 00:25:08 --> 00:25:14 And let's say it goes around this way. 371 00:25:11 --> 00:25:17 There is a closed trajectory for our system. 372 00:25:15 --> 00:25:21 Let's call the curve C. And I am going to call the 373 00:25:19 --> 00:25:25 inside of it R, the way one often does in 374 00:25:22 --> 00:25:28 18.02. D is all this region out here, 375 00:25:25 --> 00:25:31 in which everything is taking place. 376 00:25:30 --> 00:25:36 This is to exist in D. Now, what I am going to do is 377 00:25:35 --> 00:25:41 calculate a line integral around that curve. 378 00:25:40 --> 00:25:46 379 00:25:45 --> 00:25:51 A line integral of this vector field. 380 00:25:47 --> 00:25:53 Now, there are two things you can calculate. 381 00:25:51 --> 00:25:57 One of the line integrals, I will put in a few of the 382 00:25:55 --> 00:26:01 vectors here. The vectors I know are pointing 383 00:25:58 --> 00:26:04 this way because that is the direction in which the curve is 384 00:26:03 --> 00:26:09 being traversed in order to make it a trajectory. 385 00:26:08 --> 00:26:14 Those are a few of the typical vectors in the field. 386 00:26:12 --> 00:26:18 I am going to calculate the line integral around that curve 387 00:26:16 --> 00:26:22 in the positive sense. In other words, 388 00:26:19 --> 00:26:25 not in the direction of the salmon-colored arrow, 389 00:26:23 --> 00:26:29 but in the normal sense in which you calculate it using 390 00:26:27 --> 00:26:33 Green's theorem, for example. 391 00:26:31 --> 00:26:37 The positive sense means the one which keeps the region, 392 00:26:34 --> 00:26:40 the inside on your left, as you walk around like that 393 00:26:38 --> 00:26:44 the region stays on your left. That is the positive sense. 394 00:26:42 --> 00:26:48 That is the sense in which I am integrating. 395 00:26:45 --> 00:26:51 I am going to use Green's theorem, but the integral that I 396 00:26:49 --> 00:26:55 am going to calculate is not the work integral. 397 00:26:52 --> 00:26:58 I am going to calculate instead the flux integral, 398 00:26:55 --> 00:27:01 the integral that represents the flux of F across C. 399 00:27:00 --> 00:27:06 Now, what is that integral? Well, at each point, 400 00:27:04 --> 00:27:10 you station a little ant and the ant reports the outward flow 401 00:27:09 --> 00:27:15 rate across that point which is F dotted with the normal vector. 402 00:27:15 --> 00:27:21 I will put in a few normal vectors just to remind you. 403 00:27:20 --> 00:27:26 The normal vectors look like little unit vectors pointing 404 00:27:25 --> 00:27:31 perpendicularly outwards everywhere. 405 00:27:29 --> 00:27:35 These are the n's. F dotted with the unit normal 406 00:27:34 --> 00:27:40 vector, and that is added up around the curve. 407 00:27:38 --> 00:27:44 This quantity gives me the flux of the field across C. 408 00:27:43 --> 00:27:49 Now, we are going to calculate that by Green's theorem. 409 00:27:48 --> 00:27:54 But, before we calculate it by Green's theorem, 410 00:27:52 --> 00:27:58 we are going to psych it out. What is it? 411 00:27:55 --> 00:28:01 What is the value of that integral? 412 00:28:00 --> 00:28:06 Well, since I am asking you to do it in your head there can 413 00:28:04 --> 00:28:10 only be one possible answer. It is zero. 414 00:28:06 --> 00:28:12 Why is that integral zero? Well, because at each point the 415 00:28:10 --> 00:28:16 field vector, the velocity vector is 416 00:28:13 --> 00:28:19 perpendicular to the normal vector. 417 00:28:15 --> 00:28:21 Why? The normal vector points 418 00:28:17 --> 00:28:23 perpendicularly to the curve but the field vector always is 419 00:28:22 --> 00:28:28 tangent to the curve because this curve is a trajectory. 420 00:28:27 --> 00:28:33 It is always supposed to be going in the direction given by 421 00:28:34 --> 00:28:40 that white field vector. Do you follow? 422 00:28:39 --> 00:28:45 A trajectory means that it is always tangent to the field 423 00:28:47 --> 00:28:53 vector and, therefore, always perpendicular to the 424 00:28:53 --> 00:28:59 normal vector. This is zero since F dot n is 425 00:28:59 --> 00:29:05 always zero. Everywhere on the curve, 426 00:29:03 --> 00:29:09 F dot n has to be zero. There is no flux of this field 427 00:29:07 --> 00:29:13 across the curve because the field is always in the same 428 00:29:12 --> 00:29:18 direction as the curve, never perpendicular to it. 429 00:29:15 --> 00:29:21 It has no components perpendicular to it. 430 00:29:19 --> 00:29:25 Good. Now let's do it the hard way. 431 00:29:21 --> 00:29:27 Let's use Green's theorem. Green's theorem says that the 432 00:29:25 --> 00:29:31 flux across C should be equal to the double integral over that 433 00:29:30 --> 00:29:36 region of the divergence of F. It's like Gauss theorem in two 434 00:29:35 --> 00:29:41 dimensions, this version of it. Divergence of F, 435 00:29:39 --> 00:29:45 that is a function, I double integrate it over the 436 00:29:42 --> 00:29:48 region, and then that is dx / dy, or let's say da because you 437 00:29:46 --> 00:29:52 might want to do it in polar coordinates. 438 00:29:48 --> 00:29:54 And, on the problem set, you certainly will want to do 439 00:29:52 --> 00:29:58 it in polar coordinates, I think. 440 00:29:55 --> 00:30:01 441 00:30:00 --> 00:30:06 All right. How much is that? 442 00:30:02 --> 00:30:08 Well, we haven't yet used the hypothesis. 443 00:30:06 --> 00:30:12 All we have done is set up the problem. 444 00:30:10 --> 00:30:16 Now, the hypothesis was that the divergence is never zero 445 00:30:16 --> 00:30:22 anywhere in D. Therefore, the divergence is 446 00:30:20 --> 00:30:26 never zero anywhere in R. What I say is the divergence is 447 00:30:26 --> 00:30:32 either greater than zero everywhere in R. 448 00:30:32 --> 00:30:38 Or less than zero everywhere in R. 449 00:30:35 --> 00:30:41 But it cannot be sometimes positive and sometimes negative. 450 00:30:40 --> 00:30:46 Why not? In other words, 451 00:30:42 --> 00:30:48 I say it is not possible the divergence here is one and here 452 00:30:47 --> 00:30:53 is minus two. That is not possible because, 453 00:30:51 --> 00:30:57 if I drew a line from this point to that, 454 00:30:55 --> 00:31:01 along that line the divergence would start positive and end up 455 00:31:00 --> 00:31:06 negative. And, therefore, 456 00:31:04 --> 00:31:10 have to be zero some time in between. 457 00:31:06 --> 00:31:12 It's because it is a continuous function. 458 00:31:09 --> 00:31:15 It is a continuous function. I am assuming that. 459 00:31:12 --> 00:31:18 And, therefore, if it sometimes positive and 460 00:31:15 --> 00:31:21 sometimes negative it has to be zero in between. 461 00:31:18 --> 00:31:24 You cannot get continuously from plus one to minus two 462 00:31:22 --> 00:31:28 without passing through zero. The reason for this is, 463 00:31:27 --> 00:31:33 since the divergence is never zero in R it therefore must 464 00:31:35 --> 00:31:41 always stay positive or always stay negative. 465 00:31:40 --> 00:31:46 Now, if it always stays positive, the conclusion is then 466 00:31:47 --> 00:31:53 this double integral must be positive. 467 00:31:52 --> 00:31:58 Therefore, this double integral is either greater than zero. 468 00:32:01 --> 00:32:07 That is if the divergence is always positive. 469 00:32:04 --> 00:32:10 Or, it is less than zero if the divergence is always negative. 470 00:32:10 --> 00:32:16 But the one thing it cannot be is not zero. 471 00:32:14 --> 00:32:20 Well, the left-hand side, Green's theorem is supposed to 472 00:32:18 --> 00:32:24 be true. Green's theorem is our bedrock. 473 00:32:22 --> 00:32:28 18.02 would crumble without that so it must be true. 474 00:32:26 --> 00:32:32 One way of calculating the left-hand side gives us zero. 475 00:32:33 --> 00:32:39 If we calculate the right-hand side it is not zero. 476 00:32:36 --> 00:32:42 That is called the contradiction. 477 00:32:38 --> 00:32:44 Where did the contradiction arise from? 478 00:32:41 --> 00:32:47 It arose from the fact that I supposed that there was a closed 479 00:32:45 --> 00:32:51 trajectory in that region. The conclusion is there cannot 480 00:32:48 --> 00:32:54 be any closed trajectory of that region because it leads to a 481 00:32:52 --> 00:32:58 contradiction via Green's theorem. 482 00:32:56 --> 00:33:02 483 00:33:02 --> 00:33:08 Let me see if I can give you some of the argument for the 484 00:33:06 --> 00:33:12 other, well, let's at least state the other criterion I 485 00:33:10 --> 00:33:16 wanted to give you. 486 00:33:12 --> 00:33:18 487 00:33:21 --> 00:33:27 Suppose, for example, we use this system, 488 00:33:25 --> 00:33:31 x prime equals -- 489 00:33:27 --> 00:33:33 490 00:33:50 --> 00:33:56 Does this have limit cycles? 491 00:33:53 --> 00:33:59 492 00:33:59 --> 00:34:05 Does that have limit cycles? 493 00:34:02 --> 00:34:08 494 00:34:08 --> 00:34:14 Let's Bendixson it. We will calculate the 495 00:34:12 --> 00:34:18 divergence of a vector field. It is 2x from the top function. 496 00:34:18 --> 00:34:24 The partial with respect to x is 2x. 497 00:34:22 --> 00:34:28 The second function with respect to y is negative 2y. 498 00:34:29 --> 00:34:35 That certainly could be zero. In fact, this is zero along the 499 00:34:34 --> 00:34:40 entire line x equals y. Its divergence is zero here 500 00:34:39 --> 00:34:45 along that whole line. The best I could conclude was, 501 00:34:44 --> 00:34:50 I could conclude that there is no limit cycle like this and 502 00:34:50 --> 00:34:56 there is no limit cycle like this, but there is nothing so 503 00:34:55 --> 00:35:01 far that says a limit cycle could not cross that because 504 00:35:00 --> 00:35:06 that would not violate Bendixson's theorem. 505 00:35:06 --> 00:35:12 In other words, any domain that contained part 506 00:35:09 --> 00:35:15 of this line, the divergence would be zero 507 00:35:13 --> 00:35:19 along that line. And, therefore, 508 00:35:15 --> 00:35:21 I could conclude nothing. I could have limit cycles that 509 00:35:20 --> 00:35:26 cross that line, as long as they included a 510 00:35:23 --> 00:35:29 piece of that line in them. The answer is I cannot make a 511 00:35:28 --> 00:35:34 conclusion. Well, that is because I am 512 00:35:32 --> 00:35:38 using the wrong criterion. Let's instead use the critical 513 00:35:36 --> 00:35:42 point criterion. 514 00:35:38 --> 00:35:44 515 00:35:55 --> 00:36:01 Now, I am going to say that it makes a nice positive statement 516 00:35:58 --> 00:36:04 but nobody ever uses it this way. 517 00:36:01 --> 00:36:07 Nonetheless, let's first state it 518 00:36:03 --> 00:36:09 positively, even though that is not the way to use it. 519 00:36:07 --> 00:36:13 The positive statement will be, once again, we have our region 520 00:36:13 --> 00:36:19 D and we have a region of the xy plane and we have our C, 521 00:36:20 --> 00:36:26 a closed trajectory in it. A closed trajectory of what? 522 00:36:26 --> 00:36:32 Of our system. And that is supposed to be in 523 00:36:30 --> 00:36:36 D. The critical point criterion 524 00:36:35 --> 00:36:41 says something very simple. If you have that situation it 525 00:36:42 --> 00:36:48 says that inside that closed trajectory there must be a 526 00:36:48 --> 00:36:54 critical point somewhere. 527 00:36:52 --> 00:36:58 528 00:37:00 --> 00:37:06 It says that inside C is a critical point. 529 00:37:08 --> 00:37:14 530 00:37:15 --> 00:37:21 Now, this won't help us with the existence problem. 531 00:37:18 --> 00:37:24 This won't help us find a closed trajectory. 532 00:37:21 --> 00:37:27 We will take our system and say it has a critical point here and 533 00:37:26 --> 00:37:32 a critical point there. Does it have a closed 534 00:37:29 --> 00:37:35 trajectory? Well, all I know is the closed 535 00:37:33 --> 00:37:39 trajectory, if it exists, will have to go around one or 536 00:37:36 --> 00:37:42 more of those critical points. But I don't know where. 537 00:37:40 --> 00:37:46 It is not going to go around it like this. 538 00:37:43 --> 00:37:49 It might go around it like this. 539 00:37:45 --> 00:37:51 And my computer search won't find it because it is looking at 540 00:37:49 --> 00:37:55 too small a part of the screen. It doesn't work that way. 541 00:37:53 --> 00:37:59 It works negatively by contraposition. 542 00:37:56 --> 00:38:02 Do you know what the contrapositive is? 543 00:38:00 --> 00:38:06 You will at least learn that. A implies B says the same thing 544 00:38:07 --> 00:38:13 as not B implies not A. 545 00:38:11 --> 00:38:17 546 00:38:20 --> 00:38:26 They are different statements but they are equivalent to each 547 00:38:24 --> 00:38:30 other. If you prove one you prove the 548 00:38:27 --> 00:38:33 other. What would be the 549 00:38:29 --> 00:38:35 contrapositive here? If you have a closed trajectory 550 00:38:35 --> 00:38:41 inside is a critical point. The theorem is used this way. 551 00:38:44 --> 00:38:50 If D has no critical points, it has no closed trajectories 552 00:38:53 --> 00:38:59 and therefore has no limit cycle. 553 00:39:00 --> 00:39:06 Because, if it did have a closed trajectory, 554 00:39:03 --> 00:39:09 inside it would be a critical point. 555 00:39:07 --> 00:39:13 But I said B had no critical point. 556 00:39:10 --> 00:39:16 That enables us to dispose of this system that Bendixson could 557 00:39:15 --> 00:39:21 not handle at all. We can dispose of this system 558 00:39:20 --> 00:39:26 immediately. Namely, what is it? 559 00:39:22 --> 00:39:28 Where are its critical points? Well, where is that zero? 560 00:39:29 --> 00:39:35 x squared plus y squared is one, 561 00:39:32 --> 00:39:38 plus one is never zero. This is positive. 562 00:39:35 --> 00:39:41 Or, worse, zero. And then I add the one to it 563 00:39:38 --> 00:39:44 and it is not zero anymore. This has no zeros and, 564 00:39:42 --> 00:39:48 therefore, it does not matter that this one has a lot of 565 00:39:46 --> 00:39:52 zeros. It makes no difference. 566 00:39:48 --> 00:39:54 It has no critical points. It has none, 567 00:39:51 --> 00:39:57 therefore, no limit cycles. 568 00:39:54 --> 00:40:00 569 00:40:01 --> 00:40:07 Now, I desperately wanted to give you the proof of this. 570 00:40:04 --> 00:40:10 It is clearly impossible in the time remaining. 571 00:40:07 --> 00:40:13 The proof requires a little time. 572 00:40:09 --> 00:40:15 I haven't decided what to do about that. 573 00:40:12 --> 00:40:18 It might leak over until Friday's lecture. 574 00:40:15 --> 00:40:21 Instead, I will finish by telling you a story. 575 00:40:18 --> 00:40:24 How is that? 576 00:40:20 --> 00:40:26 577 00:40:37 --> 00:40:43 And along side of it was little y prime. 578 00:40:39 --> 00:40:45 I am not going to continue on with the letters of the 579 00:40:43 --> 00:40:49 alphabet. I will prime the earlier one. 580 00:40:46 --> 00:40:52 This has a total of 12 parameters in it. 581 00:40:49 --> 00:40:55 But, in fact, if you change variables you can 582 00:40:52 --> 00:40:58 get rid of all the linear terms. The important part of it is 583 00:40:57 --> 00:41:03 only the quadratic terms in the beginning. 584 00:41:01 --> 00:41:07 This sort of thing is called a quadratic system. 585 00:41:05 --> 00:41:11 After you have departed from linear systems, 586 00:41:09 --> 00:41:15 it is the simplest kind there is. 587 00:41:12 --> 00:41:18 And the predictor-prey, the robin-earthworm example I 588 00:41:16 --> 00:41:22 gave you is of a typical quadratic system and exhibits 589 00:41:21 --> 00:41:27 typical nonlinear quadratic system behavior. 590 00:41:25 --> 00:41:31 Now, the problem is the following. 591 00:41:30 --> 00:41:36 A, b, c, d, e, f and so on, 592 00:41:32 --> 00:41:38 those are just real numbers, parameters, so I am allowed to 593 00:41:37 --> 00:41:43 give them any values I want. And the problem that has 594 00:41:42 --> 00:41:48 bothered people since 1880 when it was first proposed is how 595 00:41:47 --> 00:41:53 many limit cycles can a quadratic system have? 596 00:41:52 --> 00:41:58 597 00:42:03 --> 00:42:09 After 120 years this problem is totally unsolved, 598 00:42:07 --> 00:42:13 and the mathematicians of the world who are interested in it 599 00:42:12 --> 00:42:18 cannot even agree with each other on what the right 600 00:42:16 --> 00:42:22 conjecture is. But let me tell you a little 601 00:42:20 --> 00:42:26 bit of its history. There were attempts to solve it 602 00:42:24 --> 00:42:30 in the 20 or 30 years after it was first proposed, 603 00:42:28 --> 00:42:34 through the 1920 and `30s which all seemed to have gaps in them. 604 00:42:35 --> 00:42:41 Until finally around 1950 two Russians mathematicians, 605 00:42:39 --> 00:42:45 one of whom is extremely well-known, Petrovski, 606 00:42:44 --> 00:42:50 a specialist in systems of ordinary differential equations 607 00:42:49 --> 00:42:55 published a long and difficult, complicated 100 page paper in 608 00:42:54 --> 00:43:00 which they proved that the maximum number is three. 609 00:43:00 --> 00:43:06 I won't put down their names. Petrovski-Landis. 610 00:43:03 --> 00:43:09 The maximum number was three. And then not many people were 611 00:43:08 --> 00:43:14 able to read the paper, and those who did there seemed 612 00:43:12 --> 00:43:18 to be gaps in the reasoning in various places until finally 613 00:43:16 --> 00:43:22 Arnold who was the greatest Russian, in my opinion, 614 00:43:20 --> 00:43:26 one of the greatest Russian mathematician, 615 00:43:23 --> 00:43:29 certainly in this field of analysis and differential 616 00:43:27 --> 00:43:33 equations, but in other fields, too, he still is great, 617 00:43:31 --> 00:43:37 although he is somewhat older now, criticized it. 618 00:43:37 --> 00:43:43 He said look, there is a really big gap in 619 00:43:41 --> 00:43:47 this argument and it really cannot be considered to be 620 00:43:46 --> 00:43:52 proven. People tried working very hard 621 00:43:50 --> 00:43:56 to patch it up and without success. 622 00:43:53 --> 00:43:59 Then about 1972 or so, '75 maybe, a Chinese 623 00:43:58 --> 00:44:04 mathematician found a system with four. 624 00:44:03 --> 00:44:09 Wrote down the numbers, the number a is so much, 625 00:44:07 --> 00:44:13 b is so much, and they were absurd numbers 626 00:44:11 --> 00:44:17 like 10^-6 and 40 billion and so on, nothing you could plot on a 627 00:44:17 --> 00:44:23 computer screen, but found a system with four. 628 00:44:22 --> 00:44:28 Nobody after this tried to fill in the gap in the 629 00:44:26 --> 00:44:32 Petrovski-Landis paper. I was then chairman of the math 630 00:44:32 --> 00:44:38 department, and one of my tasks was protocol and so on. 631 00:44:36 --> 00:44:42 Anyway, we were trying very hard to attract a Chinese 632 00:44:40 --> 00:44:46 mathematician to our department to become a full professor. 633 00:44:44 --> 00:44:50 He was a really outstanding analyst and specialist in 634 00:44:48 --> 00:44:54 various fields. Anyway, he came in for a 635 00:44:50 --> 00:44:56 courtesy interview and we chatted. 636 00:44:53 --> 00:44:59 At the time, I was very much interested in 637 00:44:56 --> 00:45:02 limit cycles. And I had on my desk the Math 638 00:44:59 --> 00:45:05 Society's translation of the Chinese book on limit cycles. 639 00:45:05 --> 00:45:11 A collection of papers by Chinese mathematicians all on 640 00:45:08 --> 00:45:14 limit cycles. After a certain point he said, 641 00:45:11 --> 00:45:17 oh, I see you're interested in limit cycle problems. 642 00:45:15 --> 00:45:21 I said yeah, in particular, 643 00:45:16 --> 00:45:22 I was reading this paper of the mathematician who found four 644 00:45:20 --> 00:45:26 limit cycles. And I opened to that system and 645 00:45:23 --> 00:45:29 said the name is, and I read it out loud. 646 00:45:26 --> 00:45:32 I said do you by any chance know him? 647 00:45:30 --> 00:45:36 And he smiled and said yes, very well. 648 00:45:32 --> 00:45:38 That is my mother. [LAUGHTER] 649 00:45:35 --> 00:45:41 650 00:45:43 --> 00:45:49 Well, bye-bye.