Dynamic Systems: Poincaré-Bendixson Theorem finite # of equilibria

In summary, the Poincaré-Bendixson Theorem states that in a positively invariant region of a vector field containing a finite number of equilibria, the limit set of any trajectory must be one of the following: an equilibrium, a closed orbit, or a combination of a finite number of equilibria and orbits connecting them. This last possibility, also known as a heteroclinic or homoclinic orbit, involves orbits that start and end at different equilibria. These types of orbits can be visualized as connecting two saddle equilibria with tangential orbits along their respective stable and unstable eigenvectors.
  • #1
Master1022
611
117
Homework Statement:: Can someone explain the finite number of equilibria outcome of the Poincaré-Bendixson Theorem?
Relevant Equations:: Poincaré-Bendixson Theorem

[Mentor Note -- General question moved from the schoolwork forums to the technical math forums]

Hi,

I was reading notes in dynamical systems and have the following question about the Poincaré-Bendixson theorem.

Context: The Poincaré-Bendixson Theorem states:
"Let M be a positively invariant region of a vector field, containing only a finite number of equilibria. Let ## x \in M ## and consider ##\omega(\mathbf{x})##. Then one of the following possibilities holds:
(i) ##\omega(\mathbf{x})## is an equilibria
(ii) ##\omega(\mathbf{x})## is a closed orbit
(iii) ##\omega(\mathbf{x})## consists of a finite number of equilibria ## x_1 ^{*}, x_2 ^{*}, ..., x_n ^{*} ## and orbits ##\gamma## with ##\alpha (\gamma) = \mathbf{x}_i ^{*} ## and ##\omega (\gamma) = \mathbf{x}_j ^{*} ##
"

'Positively invariant' basically means that once a trajectory enters a region, it won't escape (a non-mathematical explanation, but it helps me to visualize what is going on)

Question: What is meant by possibility (iii) about the finite number of equilibria and the ##\omega## and ##\alpha## limits (/cycles)? I cannot visualize what is going on and would appreciate any help (or sketch if possible).

I understand what is meant by the first two possibilities, but not the third.

Attempt:
Breaking down the 'sentence':
- I don't understand how the ##\omega## set can contain multiple equilibria, without it being a cycle.
- I don't understand what is meant by the latter half at all

Many thanks in advance.
 
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  • #2
What (iii) is trying to capture, are homoclinic and heteroclinic orbits. Have you seen those before? The lecture notes or book probably discuss those.

In the homoclinic case, the unstable and stable manifolds of a single equilibrium coincide. In the heteroclinic case, the unstable manifold of one equilibrium coincides with the stable manifold of another equilibrium. At first, this is easiest to see geometrically, without attempting to write down a vector field explicitly.

(Note that the Poincaré-Bendixson theorem is valid for vector fields on the plane. Its classification is not exhaustive in higher dimensions.)
 
  • #3
Thanks for the reply @S.G. Janssens !

S.G. Janssens said:
What (iii) is trying to capture, are homoclinic and heteroclinic orbits. Have you seen those before?
Oh okay - yes I have come across those terms

S.G. Janssens said:
In the homoclinic case, the unstable and stable manifolds of a single equilibrium coincide.
Agreed

S.G. Janssens said:
In the heteroclinic case, the unstable manifold of one equilibrium coincides with the stable manifold of another equilibrium.
I thought heteroclitic connected two unstable manifolds of different equilibria?However, I am still struggling to understand what point (iii) means pictorially? The heteroclinic and homoclinic orbits start/end at equilibrium rather than circling around them, so I can't seem to make the connection between what point (iii) of the theorem is saying.
 
  • #4
Master1022 said:
I thought heteroclitic connected two unstable manifolds of different equilibria?
No, that is not the case.
Master1022 said:
However, I am still struggling to understand what point (iii) means pictorially? The heteroclinic and homoclinic orbits start/end at equilibrium rather than circling around them, so I can't seem to make the connection between what point (iii) of the theorem is saying.
To get an idea,
  1. Draw two saddle equilibria in the plane.
  2. For each saddle, draw the stable and the unstable eigenvectors. This gives you an ##X##-shape at each saddle, with the respective equilibrium in the center of the ##X##.
  3. Draw an orbit emanating from the first saddle, tangential to its unstable eigenvector, connecting to the second saddle, tangential to its stable eigenvector.
  4. Do the same with the roles of the two saddles interchanged.
This gives you a heteroclinic cycle in the plane with two equilibria involved and two connecting orbits. (If you do not manage, there are a lot of pictures of this situation available in the textbooks and online.) Next, consider one of the connecting orbits and convince yourself that its ##\alpha##-limit set is precisely one of the two equilibria, and its ##\omega##-limit set is the other equilibrium.
 
  • #5
Thank you for responding once again.

S.G. Janssens said:
No, that is not the case.
Okay - I agree.
S.G. Janssens said:
To get an idea,
  1. Draw two saddle equilibria in the plane.
  2. For each saddle, draw the stable and the unstable eigenvectors. This gives you an ##X##-shape at each saddle, with the respective equilibrium in the center of the ##X##.
  3. Draw an orbit emanating from the first saddle, tangential to its unstable eigenvector, connecting to the second saddle, tangential to its stable eigenvector.
  4. Do the same with the roles of the two saddles interchanged.
This gives you a heteroclinic cycle in the plane with two equilibria involved and two connecting orbits. (If you do not manage, there are a lot of pictures of this situation available in the textbooks and online.) Next, consider one of the connecting orbits and convince yourself that its ##\alpha##-limit set is precisely one of the two equilibria, and its ##\omega##-limit set is the other equilibrium.
Thanks. I did make a sketch and can convince myself of the ## \alpha ## and ## \omega ## limits. I know I keep asking, but perhaps I should rephrase it to my current misunderstanding: what does the "orbits ##\gamma## with ##\alpha (\gamma) = \mathbf{x}_i ^{*} ## and ##\omega (\gamma) = \mathbf{x}_j ^{*} ##" mean in from the theorem (point 3)?

Master1022 said:
Context: The Poincaré-Bendixson Theorem states:
"Let M be a positively invariant region of a vector field, containing only a finite number of equilibria. Let ## x \in M ## and consider ##\omega(\mathbf{x})##. Then one of the following possibilities holds:
(i) ##\omega(\mathbf{x})## is an equilibria
(ii) ##\omega(\mathbf{x})## is a closed orbit
(iii) ##\omega(\mathbf{x})## consists of a finite number of equilibria ## x_1 ^{*}, x_2 ^{*}, ..., x_n ^{*} ## and orbits ##\gamma## with ##\alpha (\gamma) = \mathbf{x}_i ^{*} ## and ##\omega (\gamma) = \mathbf{x}_j ^{*} ##
"

Does the 'orbits ##\gamma##' mean that the positively invariant region encapsulates this heteroclitic (for example) orbit that we have sketched above?
 

1. What is the Poincaré-Bendixson Theorem?

The Poincaré-Bendixson Theorem is a mathematical theorem that deals with the behavior of dynamical systems. It states that if a dynamical system is confined to a finite region in phase space and does not have any limit cycles, then its behavior must eventually approach an equilibrium point or a closed orbit.

2. What does the Poincaré-Bendixson Theorem tell us about finite number of equilibria?

The Poincaré-Bendixson Theorem guarantees that a dynamical system with a finite number of equilibria will eventually converge to one of these equilibria or a closed orbit. This means that the system will eventually reach a steady state or a periodic behavior.

3. How is the Poincaré-Bendixson Theorem useful in understanding dynamic systems?

The Poincaré-Bendixson Theorem provides a powerful tool for analyzing the long-term behavior of dynamical systems. It allows us to make predictions about the behavior of a system without having to explicitly solve its equations of motion. This can be especially useful in complex systems where finding an analytical solution is not feasible.

4. Are there any limitations to the Poincaré-Bendixson Theorem?

Yes, the Poincaré-Bendixson Theorem has some limitations. It only applies to continuous dynamical systems and does not account for the effects of noise or external disturbances. Additionally, it assumes that the system is confined to a finite region in phase space, which may not always be the case in real-world systems.

5. Can the Poincaré-Bendixson Theorem be applied to systems with an infinite number of equilibria?

No, the Poincaré-Bendixson Theorem only applies to systems with a finite number of equilibria. If a system has an infinite number of equilibria, it is considered to be a chaotic system and the theorem does not hold. In these cases, other mathematical tools such as bifurcation analysis may be used to understand the system's behavior.

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