In this note we consider the classical Massera theorem, which proves the uniqueness of a periodic solution for the Liénard equation
and investigate the problem of the existence of such a periodic solution when f is monotone increasing for and monotone decreasing for but with a single zero, because in this case the existence is not granted. Sufficient conditions for the existence of a periodic solution and also a necessary condition, which proves that with this assumptions actually it is possible to have no periodic solutions, are presented.
MSC: 34C05, 34C25.
Keywords:Liénard equation; limit cycles; Massera theorem
1 Preliminaries and well-known results
The problem of the existence and uniqueness of a periodic solution for the Liénard equation
has been widely investigated in the literature. Among the uniqueness results, a special place is, without any doubt, taken by the classical Massera theorem. This is due to the simple geometrical ideas and the fact that this result, despite several efforts, is in most cases no more valid for the generalized Liénard equation
For related results concerning the more general equation
we refer to .
Equation (1.1) is equivalent to the phase-plane system
and to the Liénard system
We present the classical Massera theorem which is a milestone among the results of limit cycles uniqueness for system (1.2).
Theorem 1.1 (Massera )
System (1.2) has at most one limit cycle which is stable, and hence equation (1.1) has at most one nontrivial periodic solution which is stable, provided thatfis continuous and
The theorem of Massera improved a previous result due to Sansone  in which there was the additional assumption . This assumption comes from the fact that Sansone was using the polar coordinates. Such a strong restriction on f is clearly not satisfied in the polynomial case, and hence Massera’s result is much more powerful. We recall the recent papers  and  in which a discussion concerning these two results, as well as related results, may be found.
We observe that in his paper Massera was proving the uniqueness of limit cycles, regardless of the existence, because only the monotonicity properties and the continuity were required. It is well known that in order to fulfill the necessary conditions for the existence of limit cycles, the only two cases to be considered are the following:
A has two zeros . In this case the existence of limit cycles is granted (see, for instance, ). Moreover, has three zeros at , 0 and , is negative for () and positive outside this interval, and F is monotone increasing for and .
As for [A], in a very recent paper , the monotonicity assumptions, which are required in the whole line, were relaxed to the interval , where α and δ can be easily determined. In particular, the following result holds.
Theorem 1.2 ()
The Liénard system (1.3) has exactly one limit cycle, which is stable, provided thatfis continuous and
wherea, bare the zeros ofandα, βare the nontrivial zeros of. (If, the uniqueness result comes from classical results due to Levinson-Smithand Sansoneand no monotonicity assumptions are required.)
Let us consider case [B]. Now the existence of the limit cycle is no more granted, and, as far as we know, this case was not explicitly investigated in the literature.
The aim of this note is to discuss such a situation. In the next section, we present some sufficient conditions for the existence, and hence the uniqueness, of the limit cycle as well as a necessary condition. Such a condition shows that actually there are situations in which there is no limit cycle despite the monotonicity properties and the fact that changes sign.
2 Existence of the limit cycle
We consider the case
At first we work in the phase-plane
and we give a constructive result based on the methods used in .
Theorem 2.1The phase-plane system (1.2) has exactly one limit cycle, which is stable, provided thatfis continuous and
Proof We just notice that the continuity of f guarantees the property of uniqueness for the solutions to the Cauchy problem associated to system (1.2), and therefore the trajectories of such a system cannot intersect. Consider the 0-isocline of system (1.2), that is, the points in the phase-plane were and .
In , is negative and the slope at the points below Δ is negative. Hence we can select a point , with and arbitrarily small, such that is smaller than all the other values of for . Let be a negative semi-trajectory which starts at P. Inspection of the slopes shows that such a semi-trajectory does not intersect Δ, and therefore is bounded away from the x-axis for . We now consider the positive semi-trajectory which starts at P. At first we observe that being monotone, has a limit, , for . Hence, for , there exists such that for every . It is trivial to see that in the strip the slope is bounded for , and therefore intersects the line at a point with , or intersects the x-axis in . Clearly, we must consider the first situation being our goal to reach the x-axis. For , we get
Therefore, if , eventually will intersect the line at some , and hence also Δ at some . A straightforward calculation yields that such an inequality holds if , and being ϵ arbitrary, this gives , that is, the value of the limit for in the assumptions. Now we recall that in the slope at the points above Δ is negative, and it is easy to see that eventually will intersect the x-axis in . In fact, any trajectory intersecting the x-axis in intersects the y-axis in . This is because the slope being bounded for , no vertical asymptote is possible. Then will intersect the x-axis in . This proves that the trajectory is winding (see Figure 1). Being , the origin is a source and the existence of a limit cycle is granted by the Poincaré-Bendixson theorem, while the uniqueness is given by monotonicity properties in virtue of the Massera theorem. □
Figure 1. Trajectoryin Theorem 2.1.
We observe that if we keep all the sign assumptions and the limits at infinity, but not the monotonicity, clearly the uniqueness is no more granted, but the existence result still holds, and one can relax the assumption
as in .
Hence we have the following corollary.
As already mentioned, the first result is based on the direct construction of a winding trajectory.
A more powerful approach can be adopted in the Liénard plane, and it is based on the results presented in , where the problem of intersection with the vertical isocline is investigated in full for the more general Liénard system
The following result holds.
Theorem 2.3The Liénard system (1.3) has exactly one limit cycle, which is stable, provided thatfis continuous and
Proof As already mentioned, the continuity of f guarantees the property of uniqueness for the solutions to the Cauchy problem associated to system (1.3), and therefore the trajectories of such a system cannot intersect.
As the proof is based on different applications of both necessary and sufficient conditions for the intersection of a semi-trajectory with the vertical isocline (2.14) given in , we are going to introduce the same notation as in  and to recall the theorems we are going to use here.
As well as in the phase-plane, for any point , we denote by and the positive, respectively negative, semi-trajectory of the Liénard system (2.13) passing through P. With respect to the intersection of with the vertical isocline (2.14), we observe that by a standard inspection of the direction of the field, it suffices to consider the cases
As in , we define
and, finally, we introduce the function
For this particular case, we have the following result.
Theorem 2.4 ([, Theorem 2.5.])
Theorem 2.5 ([, Theorem 2.3.])
Let us see that hypothesis (2.15) implies that there exists such that (2.22) is verified. First of all, we observe that in the case we are dealing with . By hypothesis (2.15), there exists such that, for , we have . It is not restrictive to suppose . This is because we are studying the case , being the result already proved for , in virtue of the previous theorem. Then, for , we have
A straightforward calculation yields
Then limit (2.22) is verified provided that
ϵ and η being arbitrary, the existence of such that the last inequality holds is ensured by . With a very similar calculation (with , where α is the non-null zero of F), hypothesis (2.16) yields to prove that
As the necessary condition for the intersection of the negative semi-trajectory with the vertical isocline is denied, there exists a point such that is not intersecting the curve defined in (2.14). By a standard inspection of the direction of the field, crosses the negative y-semiaxis and reaches a point verifying (2.18). By the existence of such that the sufficient condition (2.22) holds, the positive semi-trajectory intersects at first the y-axis because again there are no vertical asymptotes and then the curve because the sufficient condition for intersection is fulfilled. By the uniqueness for the solutions to the Cauchy problem associated to system (1.3), trajectories cannot intersect and hence is a winding trajectory (see Figure 2). Being , the origin is a source and the existence of a limit cycle is granted by the Poincaré-Bendixson theorem, while the uniqueness is given by monotonicity properties in virtue of the Massera theorem. □
Figure 2. Trajectoryin Theorem 2.3.
If we relax the monotonicity assumptions, we lose uniqueness, but existence still holds. Hence we have the following corollary.
Now we consider the case of non-existence of limit cycles. We consider again the results of  and, in particular, the case in which the semi-trajectory , starting at a point verifying (2.19), intersects the vertical isocline in the positive x-half plane, but does not intersect the same curve in the negative x-half plane, and we get the following necessary condition.
Theorem 2.7The Liénard system (1.3) has no limit cycles provided thatfis continuous and
Proof At first we need the following results.
Theorem 2.8 ([, Theorem 2.6.])
Theorem 2.9 ([, Theorem 2.2])
As in the previous theorem, the assumptions (2.28) and (2.29) become respectively
where α is the non-null zero of F.
With the same calculation, which we omit for the sake of simplicity, we get that if assumptions hold, we can provide a trajectory which is unwinding and goes to infinity without intersecting the curve for x negative (see Figure 3).
Figure 3. Trajectoryin Theorem 2.7.
Now assume, by contradiction, that there exists a limit cycle. The monotonicity property of the Massera theorem guarantees that such a limit cycle is unique and stable. Therefore there are trajectories surrounding the limit cycle which are winding and going to such a cycle. But with the same calculation already applied, which we omit for the sake of simplicity, if assumptions (2.26) and (2.27) hold, we can provide a large trajectory which is unwinding and goes to infinity without intersecting the curve for x negative. We can apply again the Poincaré-Bendixson theorem and get the existence of a second limit cycle which is unstable.
But as already mentioned, the monotonicity properties of the Massera theorem give the uniqueness, and hence in this situation we can conclude that there is no limit cycle and all trajectories are unwinding. □
In order to describe in full the possible configurations, we consider the following example.
This is because if , we can apply Theorem 2.7, while if , then is negative, and if , then is positive (for , is positive for ). And as already mentioned, if does not change sign, there is no limit cycle. On the other hand, if , then we can apply Theorem 2.3, and in this case there is a unique limit cycle which is stable.
We can describe the movement of such a cycle. At , changes sign and we have a standard Hopf bifurcation, which gives a small amplitude limit cycle bifurcating from the origin. When ϵ decreases, such a limit cycle enlarges and eventually collapses to a separatrix at . For a complete description of the bifurcation from a separatrix, we recall . For the bifurcation of limit cycles we recall .
The authors declare that they have no competing interests.
Both authors contributed equally in writing this paper.
We thank the anonymous referees for their valuable suggestions and Dr. Francesco Della Santa for the figures.
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