Past exam of the mathematics course of the University of Cambridge / 2017 / ii / Paper 2 / 30A (Dynamical Systems)

The direct First Lyapunov theorem says that a continuously differentiable positive-definite function $V$ near an equilibrium, with $\dot{V}\le 0$, proves stability. LaSalle invariance principle says that in a compact positively invariant set, trajectories approach the largest invariant subset of $\{\dot{V}=0\}$. Under the terminology in which “first theorem” means the linearization theorem, eigenvalues with negative real part imply asymptotic stability, while zero-real-part eigenvalues leave the test inconclusive. Here the linearization has eigenvalues $0,-k$, so the direct criterion is needed.

Write $y=\dot{x}$ and chooseNear zero, $V=y^2/2+x^4/4+O(x^6)$ is positive definite. Along solutions,The component containing the origin of a sufficiently small closed sublevel set is compact, lies in $|x|<\pi$ and is positively invariant. The set $\dot{V}=0$ has $y=0$; to remain there also requires ${\sin }^{3}x=0$, so its largest invariant subset is just the origin. The two theorems establish the origin is asymptotically stable.

The Poincare-Bendixson theorem says that a nonempty compact omega-limit set of a smooth planar flow containing no equilibrium is a periodic orbit; use its allowed cylinder version here. For $F>1$, choose $p_{-}=(F-1)/(2k)$ and $p_{+}=2(F+1)/k$. At the lower boundary $\dot{p}>0$ and at the upper boundary $\dot{p}<0$, so the compact annulus $p_{-}\le p\le p_{+}$ is positively invariant. It has no equilibrium because $F-\sin \theta >0$. The theorem supplies a periodic orbit, and $\dot{\theta }=p>0$ makes it encircle the cylinder.

Every periodic orbit must lie in $p>0$: for $p\le 0$, $\dot{p}>0$, and a crossing of $p=0$ can only be upward. In $p>0$ a periodic orbit is a graph of a function satisfyingTwo distinct function graphs cannot cross by uniqueness of this scalar differential equation. If $p_1>p_2$, their difference obeysIt contracts by a factor strictly less than $1$ during one circuit, contradicting periodicity of both function graphs. The scalar return map is order preserving, so a multi-circuit periodic graph of a function also cannot have a period larger than one circuit. Therefore there is exactly one periodic orbit, and it encircles the cylinder. The standard auxiliary results used are existence/uniqueness of smooth differential equations and invariance at inward-pointing boundaries.

For the unforced undamped pendulum, the upper homoclinic separatrix has energy $E=p^2/2-\cos \theta =1$ and $p_0(\theta )=2\cos (\theta /2)$ for $-\pi \le \theta \le \pi$. With forcing and damping,The first-order energy change along this separatrix isThe zero of this first-order stable/unstable-manifold splitting is simple in $F$. Smooth dependence of the saddle manifolds and the implicit function theorem therefore give a nearby homoclinic branch withThe asymptotic formula is the leading-order stable/unstable-manifold balance. On a lower homoclinic orbit, $p\le 0$ and the lifted angle decreases by $2\pi$, so the exact integrated energy balance would bewhen $F>0$. Hence no lower homoclinic orbit exists for positive forcing.