Alpha-limit set 2026-09-29
The alpha-limit set of a trajectory consists of the points approached along sequences of times tending to negative infinity. It is the omega-limit set for the time-reversed flow.
Let denote the flow through . Its alpha-limit set and omega-limit set are
Equivalently, they contain the limits of along sequences and , respectively.
The Bendixson-Dulac criterion says the following. Let be a simply connected domain, let be continuously differentiable, and suppose there is a continuously differentiable function such that
has one sign throughout and does not vanish identically on any open subset. Then has no periodic orbit contained in .
Indeed, if a periodic orbit existed, simple connectivity would put its interior inside . The vector field , and hence , is tangent to , so its outward flux is zero. The divergence theorem would give
contradicting the sign hypothesis.
The Poincare-Bendixson theorem states that a nonempty compact omega-limit set of a continuously differentiable planar flow that contains no equilibrium point is a periodic orbit. More generally, when the omega-limit set contains only finitely many equilibria, it is either an equilibrium, a periodic orbit, or a union of equilibria and connecting trajectories.
The Jacobian matrix at the origin is
Its eigenvalues are
Thus, when , the origin is a hyperbolic repelling spiral. By part (ii), every forward trajectory is eventually trapped in a compact disc. For the hypothesis says that the origin is the only equilibrium; choose any nonstationary trajectory sufficiently close to it. Its omega-limit set is nonempty and compact, and it cannot contain the repelling origin. The Poincare-Bendixson theorem then says that this omega-limit set is a periodic orbit. Combining the restrictions gives
On the two vertical sides of the square, the component of the vector field satisfies
On the horizontal sides,
Thus the vector field never points outward through the boundary, so the closed square is a positively invariant set and trajectories cannot leave .
At a fixed point, gives . Substitution into gives
For , both and are positive; for , both are negative. Hence , and then , is the unique equilibrium point in .
This alone does not prove that lies in the domain of stability. A compact trapping region containing a unique equilibrium can also contain a periodic orbit or another nontrivial omega-limit set.
Dulac theorem states the following. Let be a simply connected region for the planar system , and suppose there is a continuously differentiable function for which
has one strict sign throughout . Then there is no periodic orbit contained in .
To prove it, suppose a periodic orbit existed and let be its interior. Simple connectedness ensures . By the planar divergence theorem,
The vector field is tangent to its trajectory , so its scalar product with the outward normal vanishes. The right-hand side is therefore zero. The left-hand side cannot be zero because its integrand has one strict sign, a contradiction.
The Poincare-Bendixson theorem states that if a forward trajectory of a smooth planar system remains in a compact set and its nonempty omega-limit set contains no equilibrium point, then that omega-limit set is a periodic orbit.
Put . The first-order system is
At an equilibrium point of a dynamical system, and , so the three fixed points are
Define
Then and
Moreover,
so is positive definite at the origin. It is therefore a damped mechanical energy as a Lyapunov function, and the First Lyapunov theorem proves that the origin is Lyapunov stable.
Since , choose a compact energy sublevel with . In this set, means . A trajectory can remain in only when , and the chosen sublevel excludes . Thus the largest invariant subset of is the origin. The LaSalle invariance principle proves that the origin is asymptotically stable.
Finally, is radially unbounded because its leading terms are . Every forward trajectory is therefore bounded. LaSalle's principle puts its omega-limit set inside
An omega-limit set of a bounded continuous trajectory is nonempty and connected. A connected subset of this three-point set is a singleton, so every trajectory has precisely one of the three fixed points as its omega-limit set.