3905 The Van der Pol Equation
An important kind of second-order non-linear autonomous equation has the form
One might think of this as a model for a spring-mass system where the damping force depends on position (for example, the mass might be moving through a viscous medium of varying density), and the spring constant depends on how much the spring is stretched - this last is true of all springs, to some extent. We also allow for the possibility that (i.e., that there is "negative damping").
The system equivalent to is
Under certain conditions, the system has a unique stable limit cycle, or what is the same thing, the equation has a unique periodic solution; and all nearby solutions tend towards this periodic solution as . The conditions which guarantee this were given by Liénard, and generalized in the following theorem.
Levinson-Smith Theorem Suppose the following conditions are satisfied.
(a) is even and continuous,
(b) is odd, if , and is continuous for all ,
(c) as , where ,
(d) for some , we have
Then, the system has
i) a unique critical point at the origin;
ii) a unique non-zero closed trajectory , which is a stable limit cycle around the origin;
iii) all other non-zero trajectories spiralling towards as .
We omit the proof, as too difficult. A classic application is to the equation
which describes the current in a certain type of vacuum tube. (The constant is a positive parameter depending on the tube constants.) The equation has a unique non-zero periodic solution. Intuitively, think of it as modeling a non-linear spring-mass system. When is large, the restoring and damping forces are large, so that should decrease with time. But when gets small, the damping becomes negative, which should make tend to increase with time. Thus it is plausible that the solutions should oscillate; that it has exactly one periodic solution is a more subtle fact.
There is a lot of interest in limit cycles, because of their appearance in systems which model processes exhibiting periodicity. But not a great deal is known about them - this is still an area of active research.