A characteristic curve in follows the vector field defining the first-order partial differential equation. Along such a curve the chain rule turns the equation into
Its characteristic projection is the curve in the independent-variable plane.
Writing , , , separation of variables gives
These formulas hold on the maximal interval through where the denominators remain nonzero, using the real cube root. They include (a stationary characteristic projection) and (the zero height). For , the last formula follows from . The alternative zero solution must be retained when deriving this by division by .
At an equilibrium point, and , so . With , the two equilibrium points and their Jacobian matrix are
At , . The trace-determinant stability criterion therefore gives an unstable saddle equilibrium. At the origin, the eigenvalues are : its linearization is a center equilibrium. The linearization stability theorem does not classify this nonhyperbolic equilibrium of the nonlinear system.
Nonlinear classification. In fact the answer depends on :
Here is an explicit derivation, rather than an inference from the imaginary eigenvalues. When , set . Near the origin , and the first integral
has
Its Hessian matrix at the origin is the identity. Small level curves are closed ovals on which the vector field is nonzero, proving the center equilibrium classification and Lyapunov stability.
For , a higher-order Lyapunov function calculation settles the issue. Put , , , , and . Then
Write and introduce the differential operators
Successively cancel the terms of degrees three, four and five in the derivative of , using these homogeneous polynomials:
Direct differentiation verifies , and . The remaining degree-six term has circular average
For example, the only nonzero averages of degree-six monomials needed here are and . Since in polar coordinates, the zero-average part can be cancelled by a degree-six homogeneous polynomial satisfying
Indeed its restriction to the unit circle is obtained by integrating a zero-average trigonometric polynomial; its Fourier modes have orders , so multiplication by gives a polynomial. Consequently the positive Lyapunov function satisfies
For this is strictly negative near the origin, giving asymptotic stability. For it is strictly positive, and in a sufficiently small neighbourhood; every nonzero starting point must eventually leave that neighbourhood. Finally , so the nearby trajectories rotate: these are weak foci, with the stability stated above. Merely calling the nonlinear origin a center for every would miss this distinction.
An equilibrium point of an autonomous planar system is a point where its vector field vanishes:
For a locally well-posed ordinary differential equation, Lyapunov stability means that every prescribed neighbourhood can be protected by choosing a sufficiently small initial neighbourhood. More precisely, for every there exists such that every trajectory starting with exists for all and satisfies
The number may depend on but not on the particular starting point. Asymptotic stability additionally requires convergence to the equilibrium point for all sufficiently close starting points.
Existence was proved by Picard iteration. If and are any two continuous solutions with the same , the previous part makes both bounded by . Subtracting their Volterra integral equations gives
Since , this forces .
For , zero is a solution. On any finite interval , another continuous solution has a finite bound . Since , its integral equation implies
The Gronwall inequality gives on every such interval. Hence
Let be any continuous function solving the integral equation on , and retain . A first-exit argument avoids assuming in advance that its supremum norm is finite. If ever reached , continuity would give a first such time . On we would have , so the kernel estimate would imply
a contradiction. Therefore for every finite .
That pointwise strict inequality alone would not give a strict bound on the supremum norm. Apply the integral equation once more, now using globally:
The difference of two successive Picard iterates factors as
The preceding bound and the kernel estimate therefore give
Moreover . Summing the resulting geometric series, for ,
Thus there is a uniform limit on , continuous by the uniform limit theorem, with . The integral passes to this limit because
Therefore satisfies the Volterra integral equation, and hence the initial value problem. This proves global existence by Global Picard iteration with a decaying kernel. The same estimate gives the useful error bound
If , every iterate is zero and the convergence assertion is immediate.
Put and . Initially . If , the preceding supremum norm estimate gives
Hence mathematical induction gives
For , the coefficient bound gives . Thus for the positive kernel satisfies
The starting Picard iterate is continuous and has supremum norm . If the th Picard iterate is bounded and continuous, its integral defines another continuous function, and
Taking the supremum norm and applying mathematical induction proves boundedness of every iterate and
Write . Multiplying the ordinary differential equation by the integrating factor and using the product rule gives
Integration from to therefore yields the Volterra integral equation
Conversely, a continuous function satisfying this integral equation becomes continuously differentiable after multiplication by , by the fundamental theorem of calculus, and satisfies the original initial value problem.
Fix any and compare with . The quotient required in a global Lipschitz condition in the dependent variable is
Consequently,
It is nevertheless locally Lipschitz in : for ,
Thus the Picard-Lindelöf theorem gives local existence and uniqueness for the initial value problem; the remaining work establishes existence on the entire half-line for the specified small data.
One suitable autonomous planar system is
Its equilibrium points are exactly the four combinations . Its Jacobian matrix is
Thus and have eigenvalues and are saddle equilibria. At the other two points the eigenvalues are . To establish the nonlinear centre equilibrium classifications, use the first integral
Its Hessian matrix is , a negative-definite matrix at and a positive-definite matrix at . Thus each is a strict local extremum, and nearby regular level sets are closed curves supporting periodic orbits, by the planar first integral criterion for a centre.
Immediately to the right of , the vector field points down because , so that centre is clockwise. Immediately to the right of it points up because , so that centre is counterclockwise. This verifies both the nonlinear classifications and the prescribed orientations, with exactly four equilibrium points.
Applying time reversal of an autonomous differential equation to the system from part (i), and renaming its coordinates , gives
The equilibrium points remain and . Time reversal of an autonomous differential equation preserves a saddle equilibrium, interchanging its stable and unstable directions; it also reverses the direction around a centre equilibrium. Therefore this system has precisely the required counterclockwise centre at and saddle at .
Using , in the original autonomous planar system gives
The map is a rotation by , preserving time and the clockwise or counterclockwise orientation of trajectories. Hence the given centre equilibrium at becomes a clockwise centre at , and the given saddle equilibrium at becomes a saddle at . These are the only equilibrium points, because rotation is invertible.
Set . Then the autonomous planar system becomes
which has no dependence. Therefore
More precisely, replacing by sends every trajectory to , with the same time parametrization. The equilibrium points, nullclines, periodic orbits and separatrices all undergo this same translation. Their types and orientations are independent of , so varying produces no bifurcation.
The nullclines are
On , away from the equilibrium points, the vector field is vertical. Its crossing direction is downwards for , upwards for , downwards for , and upwards for , because . On each of , the vector field is horizontal: it points right when and left when .
Throughout each complementary region, has the sign of , and has the four signs just listed. These signs orient the level sets from part (ii). In particular, the inner periodic orbits are clockwise. The saddle level is , whose separatrices satisfy
For , the upper arc goes from to ; the lower arc goes back from to . These two heteroclinic orbits form a closed boundary around the family of periodic orbits. The remaining branches of the same saddle level extend outwards. The sketch shows the surrounding nonclosed trajectories as well as the nullclines and equilibrium points.
Figure 1.
The phase plane in coordinates x and y minus beta, showing clockwise periodic orbits and saddle connections
. Details.
Where , taking the quotient of the two ordinary differential equations gives
Choose the first integral
The chain rule checks conservation even at points excluded in taking that quotient:
Thus each trajectory is contained in a connected component of a level set of . At the gradient vanishes and the Hessian matrix is the identity, so has a strict local minimum there. To make the closed-trajectory argument explicit, put and . The bounded component of is
The two arcs join at to form a simple closed curve that is a regular level set. The gradient cannot vanish on it: the only critical point of a dynamical system in is the centre, whose level is .
The vector field is tangent and nowhere zero on this compact set, so its speed has a positive minimum. It therefore traverses the curve in finite time and returns to its initial point, giving a periodic orbit. These ovals shrink to the centre as . This is the planar first integral criterion for a centre and proves the required nonlinear assertion; it also gives Lyapunov stability without asymptotic stability.
The equilibrium points satisfy and , so they are
The Jacobian matrix and its eigenvalue equation are
At the eigenvalues are , so both points are saddle equilibria. Their stable and unstable tangent directions have slopes and , respectively.
At the eigenvalues are , giving a centre for the linearized equation. Purely imaginary eigenvalues alone do not classify the nonlinear system. The first integral established in part (ii) proves that is in fact a centre equilibrium. It is clockwise: immediately to its right, with and , the vector field points downwards. Thus the final nonlinear classification is
Continuous dependence of an ODE solution on parameters here means continuity of the map into with its supremum norm: for every and , all sufficiently close satisfy
Subtract the two integral equations and use the uniform Lipschitz constant on the rectangle. With we obtain
Part (i), with and , therefore proves, for ,
The case follows from uniqueness or the same estimate with zero forcing. If , the direct integral estimate gives . In either case the map is even Lipschitz continuous, and hence continuous, throughout in the stated supremum norm.
Treat both sides of at once: for set , . Nonnegativity gives
Define . By the fundamental theorem of calculus, and . The integrating factor gives
Since , this proves the affine Gronwall estimate
Near the solution of a differential equation has , so the separable differential equation gives
Equivalently its trajectory lies on the level set
On , the function is strictly increasing because , and its range is . Thus the positive branch exists exactly where
The connected component containing is
The implicit function theorem gives a smooth solution of a differential equation at every such . It remains finite at every finite , because increases without bound. As , we have , and the original right side becomes singular. Hence this is the maximal interval through the prescribed initial condition.
In particular, the solution is not defined for all . It cannot pass through as a classical solution, since its required value there is .

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