Existence of periodic orbits of autonomous ordinary differential equations

1980 ◽  
Vol 85 (1-2) ◽  
pp. 153-172 ◽  
Author(s):  
Russell A. Smith
Keyword(s):  
Feedback Control ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Periodic Orbits ◽  
Autonomous Systems ◽  
Higher Order ◽  
Control Equation ◽  
Recurrent Orbits

SynopsisThe Poincaré-Bendixson theorem, concerning the existence of periodic orbits of plane autonomous systems, is extended to higher order systems under certain conditions. Under similar conditions, a complementary theorem on the existence of recurrent orbits is also proved. For the feedback control equation, these conditions are reduced to a form which can be easily verified in practice.

The Poincaré–Bendixson theorem for certain differential equations of higher order

1979 ◽  
Vol 83 (1-2) ◽  
pp. 63-79 ◽  
Author(s):  
Russell A. Smith
Keyword(s):  
Differential Equations ◽  
Vector Function ◽  
Periodic Orbits ◽  
Jacobian Matrix ◽  
Autonomous Systems ◽  
Higher Order

SynopsisBy adapting its well-known proof, the Poincaré–Bendixson theorem, on the existence of periodic orbits of plane autonomous systems, is extended to vector differential equations of the form f(D)x + bφ(g(D)x) = 0. The only restrictions placed on the vector function φ(y) are that its Jacobian matrix should be continuous and lie within a suitably chosen ellintic ball.

scholarly journals On conjugate difference schemes: the midpoint scheme and the trapezoidal scheme

2021 ◽  
Vol 29 (1) ◽  
pp. 63-72
Author(s):  
Yu Ying ◽  
Mikhail D. Malykh
Keyword(s):  
Approximate Solution ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Projective Geometry ◽  
Autonomous Systems ◽  
Approximate Solutions ◽  
Difference Schemes ◽  
Duality Principle ◽  
Integrals Of Motion ◽  
Quadratic Integral

The preservation of quadratic integrals on approximate solutions of autonomous systems of ordinary differential equations x=f(x), found by the trapezoidal scheme, is investigated. For this purpose, a relation has been established between the trapezoidal scheme and the midpoint scheme, which preserves all quadratic integrals of motion by virtue of Coopers theorem. This relation allows considering the trapezoidal scheme as dual to the midpoint scheme and to find a dual analogue for Coopers theorem by analogy with the duality principle in projective geometry. It is proved that on the approximate solution found by the trapezoidal scheme, not the quadratic integral itself is preserved, but a more complicated expression, which turns into an integral in the limit as t0.Thus the concept of conjugate difference schemes is investigated in pure algebraic way. The results are illustrated by examples of linear and elliptic oscillators. In both cases, expressions preserved by the trapezoidal scheme are presented explicitly.

Pathwise convergent higher order numerical schemes for random ordinary differential equations

2007 ◽  
Vol 463 (2087) ◽  
pp. 2929-2944 ◽  
Author(s):  
Peter E Kloeden ◽  
Arnulf Jentzen
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Vector Field ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Higher Order ◽  
Time Variable ◽  
Numerical Schemes ◽  
Hölder Continuous ◽  
Usual Order

Random ordinary differential equations (RODEs) are ordinary differential equations (ODEs) with a stochastic process in their vector field. They can be analysed pathwise using deterministic calculus, but since the driving stochastic process is usually only Hölder continuous in time, the vector field is not differentiable in the time variable, so traditional numerical schemes for ODEs do not achieve their usual order of convergence when applied to RODEs. Nevertheless deterministic calculus can still be used to derive higher order numerical schemes for RODEs via integral versions of implicit Taylor-like expansions. The theory is developed systematically here and applied to illustrative examples involving Brownian motion and fractional Brownian motion as the driving processes.

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