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What are the current best methods to show analytically the existence of a limit cycle in a $n$-dimensional system of the form: $$ \frac{\mathrm{d}}{\mathrm{d} t} \vec{x}(t)=\vec{f}(\vec{x}) $$ Where $\vec{x}\in \mathbb{R}^n$.

I am familiar with Poincare-Bendixson Theorem or Dulac's Criterion, but would like to know what is the current status on limit cycles in systems in $\mathbb{R}^n$ ($n>2$).

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    $\begingroup$ by "analytically' do you mean that one give an explicit formula for limit cycle? $\endgroup$ Commented Aug 17, 2019 at 17:54
  • $\begingroup$ I think "Conley index theory" is a relevant theory to find compact isolated invariant set in dimension greater than $2$. $\endgroup$ Commented Aug 17, 2019 at 18:14
  • $\begingroup$ Hoping to show by the study of the eigenvalues of the Jacobian of the system that the system is topologically equivalent near the equilibrium to $$\begin{array}{l}{\dot{x}_{1}=\alpha x_{1}-x_{2}\pm x_{1}\left(x_{1}^{2}+x_{2}^{2}\right)} \\ {\dot{x}_{2}=x_{1}+\alpha x_{2}\pm x_{2}\left(x_{1}^{2}+x_{2}^{2}\right)}\end{array}$$ Where a limit cycle exists when $\alpha >0$ $\endgroup$
    – Matt
    Commented Aug 19, 2019 at 11:46
  • $\begingroup$ This system has no any limit cycle. When $a=0$ then the system has a center at origin.Because the linear part is a center and the system has symmetry $(x,y)\mapsto (-x,-y)$. So the origin is a center. Now when a is not zero the system is transveral to the initial system, i.e. the system for a=0. This obviuosly imply that the system has no limit cycle when a is nonzero. $\endgroup$ Commented Aug 19, 2019 at 12:49
  • $\begingroup$ In fact the system you mentioned is a 1-parameter familly of Rotated vector field with parameter a and the system for a=0 has a center. $\endgroup$ Commented Aug 19, 2019 at 12:51

2 Answers 2

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There are many principles to show the existence of periodic orbits in high- and infinite-dimensional systems, in particular, there are generalizations of the Poincaré-Bendixson theorem. I mention here several papers, which in itself contains a number of references on the topic

  • Ciesielski K. The Poincaré-Bendixson theorem: from Poincaré to the XXIst century. Cent. Eur. J. Math., 10(6), 2110-2128 (2012). The paper contains a historical background on the development of the P-B theorem in two dimensions from the classical smooth version upto semi-flows on the plane. Moreover, it contains many references on high-dimensional analogs (but does not give any analysis of them).
  • Li B. Periodic orbits of autonomous ordinary differential equations: theory and applications. Nonlinear Anal.-Theor., 5(9), 931-958 (1981). A review of several works on the topic is given.
  • Burkin I.M. Method of "transition into space of derivatives": 40 years of evolution. Differential Equations, 51(13), 1717-1751 (2015). Another review, which includes author's original approach and especially treats the works of R. A. Smith, who, in my opinion, did a great contribution to the development of P-B theory in high dimensions (below I will explain why).

The classical approaches to show the existence of periodic orbits in high dimensions is the Andronov-Hopf bifurcation and the torus principle. Their limitations are obvious. The first one is local, and conditions of the second one are hard to check in practice.

In the paper [R.A. Smith. Orbital stability for ordinary differential equations. Journal of Differential Equations, 69(2) (1987): 265-287] it was used a certain monotonicity condition w.r.t. a symmetric matrix $P$ (this condition is very similar to the squeezing property used in the theory of inertial manifolds) to obtain a generalization of the P-B theorem. The condition is (here $\nu > 0$, $\delta>0$) $$(P(x-y),f(x)-f(y) + \nu (x-y)) \leq -\delta |x-y|^{2}.$$ It turns out that if the matrix $P$ has $j$ negative and $n-j$ positive eigenvalues, then there exists a $j$-dimensional inertial manifold, which attracts all trajectories by trajectories lying on the manifold (the so-called exponential tracking property). A generalization of the P-B theorem is possible in the case $j=2$ and it is almost obvious if the inertial manifolds view is used (note that R.A. Smith did not know he was dealing with inertial manifolds, but he implicitly used their properties). This squeezing condition can be effectively verified for a large class of vector fields $f(x)=Ax + BF(Cx)$, where $A,B,C$ are linear and $F$ is nonlinear, with the use of the so-called Frequency Theorem (in his works Smith did not use that theorem, but rather a "pocket" version of it, and this connection is treated in the mentioned paper of I.M. Burkin). In his subsequent works, R.A.Smith extended his approach to certain delay and parabolic equations via the method a priori integral estimates.

In my recent work I joined all of the main results of R.A. Smith for autonomous (the P-B theory) and periodic (convergence theorems) ODEs, delay equations and parabolic equations, treating them in the context of inertial manifolds for abstract cocycles in Banach spaces. In applications, frequency conditions arise from applications of infinite-dimensional versions of the Frequency Theorem.

The papers of R.A. Smith also motivated the study of systems, which are monotone w.r.t. high-rank cones, where only abstract monotonicty w.r.t. the pseudo-order given by such a cone is considered (L.A. Sanchez, Cones of rank 2 and the Poincare-Bendixson property for a new class of monotone systems. J. Differ. Equations, 246(5), 1978-1990 (2009); Feng L., Wang Yi and Wu J. Semiflows "Monotone with Respect to High-Rank Cones" on a Banach Space. SIAM J. Math. Anal., 49(1), 142-161 (2017)). In this direction a generalization of the P-B theorem is also possible. But it seems some topological consequences such as the existence of inertial manifolds or existence of stable periodic orbits are unreachable (in general) under the abstract monotonicity.

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This contains the question of the existence of periodic orbits (ot periodic solutions) in dynamical systems, a very wide question indeed. In dimensions >=3 it is much more complicated than in dimension 2; Poincare-Bendixon and Dulac are very specific to dimension 2; in higher dimensions, there are no general criteria; in general even a bounded orbit can accumulate on a complicated minimal set, not on a periodic orbit nor cycle. A huge amount of works have been made in many particular frames, since Poincare.... Do you know more about your vector field f?

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  • $\begingroup$ I would just assume that $f$ is smooth and that there exist a fixed point at the origin. I would be interested in papers reviewing the work on the existence of periodic orbits. $\endgroup$
    – Matt
    Commented Aug 19, 2019 at 17:37
  • $\begingroup$ Are you looking for a periodic orbit close to the stationnary point $0$? In which case the Hartman-Grobman theorem, for example, tells you that there is rarely such an orbit. Or, is your vector field $f$ a small perturbation of one admitting a periodic orbit? $\endgroup$ Commented Aug 20, 2019 at 12:34

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