LECTURE #3

Qualitative behavior near equilibrium points and

multiple equilibria

The qualitative behavior of a nonlinear system near an equilibrium

point take one of the patterns from the linear systems.
Correspondingly the equilibrium points are classified as stable
node, unstable node, saddle point, stable focus, unstable focus
or center.
Determination of the types of the equilibrium point of a nonlinear
system can be done by linearization.
A linear system can have only one isolated equilibrium
point at x=0 which attracts states irrespective on the initial state;
A nonlinear system can have more than one isolated equilibrium
point, the state may converge to each depending on the initial state;
Multiple equilibria (Example)
 Linearization around equilibrium points
(Autonomous systems)

Let’s consider the autonomous dynamical system (nonlinear)

The nonlinear system behaves approximately as a linear system near an

equilibrium point. This fact is supported by the Taylor expansion of f around
the equilibrium point
 Linearization around equilibrium points
(Autonomous systems)

Jacobian matrix:

Taylor Series:

The stability of the equilibrium point Xe of the previous system is

equivalent of the stability of the linear system defined by
Example:

A simple pendulum is described by the equation:

Then, the Jacobian matrix is:

Now, let’s define stability for the equilibrium point Xe2?

 Limit Cycles

Oscillation is one of the most important phenomena that occur in

dynamic systems. A system oscillates when it has a nontrivial periodic
solution as

For example, Linear (Harmonic) oscillator:

Solution of the system is in modal form

*See the page 55 Nonlinear Systems 2nd edition by Khalil

 Limit Cycles

Example: Assymptotically stable periodic solution

Periodic solution in polar coordinates:
 Limit Cycles

The linear oscillation is not practical because:

• It is not structurally stable. Infinitesimally small perturbations may

change the type of the equilibrium point to a stable focus (decaying
oscillation) or unstable focus (growing oscillation);
• The amplitude of oscillation depends on the initial conditions;

The same problem exist with oscillation of nonlinear systems due to a

center equilibrium point.
 Limit Cycles

A special trajectory which takes the form of a closed curve, and is

intrinsic (inherent) to the system, and not imposed from outside.
• Limit cycles are periodic solutions;
• A limit cycle is stable if the nearby trajectories converge to it
asymptotically, unstable if is moving away;
• A general condition for the existence of limit cycles in the phase plane
is the Poincare-Bendixson theorem:
– If a trajectory of the 2nd order autonomous system remains in a finite region , then
one of the following is true:
– (a) the trajectory goes to an equilibrium point
– (b) the trajectory tends to an asymptotically stable limit cycle
– (c) the trajectory is itself a stable limit cycle
 Limit Cycles

• On a phase plane, a limit cycle is defined as an isolated closed orbit.

• For a limit cycle, the trajectory should be:
(1) Closed: indicating the periodic nature of the motion;
(2) Isolated: indicating limiting nature of the cycle with nearby trajectories converging
to/diverging from it;
• The mass spring damper does not have limit cycle; they are not
isolated.
• Depends on trajectories motion pattern in vicinity of limit cycles, there
are three types of limit cycles:
(1) Stable limit cycles: as the time goes to infinity all trajectories in the vicinity converge to
the limit cycle;
(2) Unstable limit cycles: as the time goes to infinity all trajectories in the vicinity diverge
from the limit cycle;
(3) Semi-stable limit cycles: as the time goes to infinity some trajectories in the vicinity
converge to/and some diverge from the limit cycle;
Limit Cycles
 Limit Cycles

Example: The Van der Pol oscillator

This is one of the best known models in nonlinear systems theory,

originally developed to describe the operation of an electronic oscillator,
which depends on the existence of a region with effective negative
resistance.
Limit Cycles
Bendixson’s criterion: Nonexistence theorem
for limit cycle
 Bendixson’s criterion: Nonexistence theorem
for limit cycle

Example: The system is given below as

Note: There is no equivalent theorem for higher order systems.