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Freddy Dumortier, Jaume Llibre, Joan C. Artés

Qualitative Theory of
Planar Differential Systems
With 123 Figures and 10 Tables

123


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Freddy Dumortier
Hasselt University
Campus Diepenbeek
Agoralaan-Gebouw D
3590 Diepenbeek, Belgium
e-mail:

Jaume Llibre
Universitat Autònoma de
Barcelona
Dept. Matemátiques
08193 Cerdanyola
Barcelona, Spain
e-mail:

Joan C. Artés
Universitat Autònoma de

Barcelona
Dept. Matemátiques
08193 Cerdanyola
Barcelona, Spain
e-mail:

Mathematics Subject Classification (2000): 34Cxx (34C05, 34C07, 34C08, 34C14, 34C20,
34C25, 34C37, 34C41), 37Cxx (37C10, 37C15, 37C20, 37C25, 37C27, 37C29)

Library of Congress Control Number: 2006924563

ISBN-10 3-540-32893-9 Springer Berlin Heidelberg New York
ISBN-13 3-540-32902-1 Springer Berlin Heidelberg New York
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is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
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obtained from Springer. Violations are liable for prosecution under the German Copyright Law.
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Preface

Our aim is to study ordinary differential equations or simply differential systems in two real variables
x˙ = P (x, y),
(0.1)
y˙ = Q(x, y),
where P and Q are C r functions defined on an open subset U of R2 , with
r = 1, 2, . . . , ∞, ω. As usual C ω stands for analyticity. We put special emphasis
onto polynomial differential systems, i.e., on systems (0.1) where P and Q are
polynomials.
Instead of talking about the differential system (0.1), we frequently talk
about its associated vector field
X = P (x, y)

∂
∂
+ Q(x, y)
∂x
∂y


(0.2)

on U ⊂ R2 . This will enable a coordinate-free approach, which is typical in
the theory of dynamical systems. Another way expressing the vector field is by
writing it as X = (P, Q). In fact, we do not distinguish between the differential
system (0.1) and its vector field (0.2).
Almost all the notions and results that we present for two-dimensional
differential systems can be generalized to higher dimensions and manifolds;
but our goal is not to present them in general, we want to develop all these
notions and results in dimension 2. We would like this book to be a nice
introduction to the qualitative theory of differential equations in the plane,
providing simultaneously the major part of concepts and ideas for developing
a similar theory on more general surfaces and in higher dimensions. Except
in very limited cases we do not deal with bifurcations, but focus on the study
of individual systems.
Our goal is certainly not to look for an analytic expression of the global
solutions of (0.1). Not only would it be an impossible task for most differential
systems, but even in the few cases where a precise analytic expression can be
found it is not always clear what it really represents. Numerical analysis of a


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VI

Preface

differential system (0.1) together with graphical representation are essential
ingredients in the description of the phase portrait of a system (0.1) on U ; that
is, the description of U as union of all the orbits of the system. Of course,

we do not limit our study to mere numerical integration. In fact in trying
to do this one often encounters serious problems; calculations can take an
enormous amount of time or even lead to erroneous results. Based however
on a priori knowledge of some essential results on differential systems (0.1),
these problems can often be avoided.
Qualitative techniques are very appropriate to get such an overall understanding of a differential system (0.1). A clear picture is achieved by drawing
a phase portrait in which the relevant qualitative features are represented;
it often suffices to draw the “extended separatrix skeleton.” Of course, for
practical reasons, the representation must not be too far from reality and
has to respect some numerical accuracy. These are, in a nutshell, the main
ingredients in our approach.
The basic results on differential systems and their qualitative theory are
introduced in Chap. 1. There we present the fundamental theorems of existence, uniqueness, and continuity of the solutions of a differential system with
respect the initial conditions, the notions of α- and ω-limit sets of an orbit,
the Poincar´e–Bendixson theorem characterizing these limit sets and the use of
Lyapunov functions in studying stability and asymptotic stability. We analyze
the local behavior of the orbits near singular points and periodic orbits. We
introduce the notions of separatrix, separatrix skeleton, extended (and completed) separatrix skeleton, and canonical region that are basic ingredients for
the characterization of a phase portrait.
The study of the singular points is the main objective of Chaps. 2, 3, 4,
and 6, and partially of Chap. 5. In Chap. 2 we mainly study the elementary
singular points, i.e., the hyperbolic and semi-hyperbolic singular points. We
also provide the normal forms for such singularities providing complete proofs
based on an appropriate two-dimensional approach and with full attention to
the best regularity properties of the invariant curves. In Chap. 3, we provide
the basic tool for studying all singularities of a differential system in the plane,
this tool being based on convenient changes of variables called blow-ups. We
use this technique for classifying the nilpotent singularities.
A serious problem consists in distinguishing between a focus and a center.
This problem is unsolved in general, but in the case where the singular point

is a linear center there are algorithms for solving it. In Chap. 4 we present the
best of these algorithms currently available.
Polynomial differential systems are defined in the whole plane R2 . These
systems can be extended to infinity, compactifying R2 by adding a circle,
and extending analytically the flow to this boundary. This is done by the socalled “Poincar´e compactification,” and also by the more general “Poincar´e–
Lyapunov compactification.” In both cases we get an extended analytic differential system on the closed disk. In this way, we can study the behavior of the
orbits near infinity. The singular points that are on the circle at infinity are


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Preface

VII

called the infinite singular points of the initial polynomial differential system.
Suitably gluing together two copies of the extended system, we get an analytic
differential system on the two-dimensional sphere.
In Chap. 6 we associate an integer to every isolated singular point of a twodimensional differential system, called its index. We prove the Poincar´e–Hopf
theorem for vector fields on the sphere that have finitely many singularities:
the sum of the indices is 2. We also present the Poincar´e formula for computing
the index of an isolated singular point.
After singular points the main subjects of two-dimensional differential systems are limit cycles, i.e., periodic orbits that are isolated in the set of all
periodic orbits of a differential system. In Chap. 7 we present the more basic
results on limit cycles. In particular, we show that any topological configuration of limit cycles is realizable by a convenient polynomial differential system.
We define the multiplicity of a limit cycle, and we study the bifurcations of
limit cycles for rotated families of vector fields. We discuss structural stability,
presenting a number of results and some open problems. We do not provide
complete proofs but explain some steps in the exercises.
For a two-dimensional vector field the existence of a first integral completely determines its phase portrait. Since for such vector fields the notion of

integrability is based on the existence of a first integral the following natural
question arises: Given a vector field on R2 , how can one determine if this
vector field has a first integral? The easiest planar vector fields having a first
integral are the Hamiltonian ones. The integrable planar vector fields that are
not Hamiltonian are, in general, very difficult to detect. In Chap. 8 we study
the existence of first integrals for planar polynomial vector fields through the
Darbouxian theory of integrability. This kind of integrability provides a link
between the integrability of polynomial vector fields and the number of invariant algebraic curves that they have.
In Chap. 9 we present a computer program based on the tools introduced
in the previous chapters. The program is an extension of previous work due
to J. C. Art´es and J. Llibre and strongly relies on ideas of F. Dumortier and
the thesis of C. Herssens. Recently, P. De Maesschalck had made substantial adaptations. The program is called “Polynomial Planar Phase Portraits,”
abbreviated as P4 [9]. This program is designed to draw the phase portrait
of any polynomial differential system on the compactified plane obtained by
Poincar´e or Poincar´e–Lyapunov compactification; local phase portraits, e.g.,
near singularities in the finite plane or at infinity, can also be obtained. Of
course, there are always some computational limitations that are described in
Chaps. 9 and 10. This last chapter is dedicated to illustrating the use of the
program P4.
Almost all chapters end with a series of appropriate exercises and some
bibliographic comments.
The program P4 is freeware and the reader may download it at will from
at no cost. The program does not include either MAPLE or REDUCE, which are registered programs and must


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VIII

Preface


be acquired separately from P4. The authors have checked it to be bug free,
but nevertheless the reader may eventually run into a problem that P4 (or
the symbolic program) cannot deal with, not even by modifying the working
parameters.
To end this preface we would like to thank Douglas Shafer from the University of North Carolina at Charlotte for improving the presentation, especially
the use of the English language, in a previous version of the book.


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Contents

1

2

Basic Results on the Qualitative Theory of Differential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1 Vector Fields and Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Phase Portrait of a Vector Field . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3 Topological Equivalence and Conjugacy . . . . . . . . . . . . . . . . . . . .
1.4 α- and ω-limits Sets of an Orbit . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.5 Local Structure of Singular Points . . . . . . . . . . . . . . . . . . . . . . . . .
1.6 Local Structure Near Periodic Orbits . . . . . . . . . . . . . . . . . . . . . .
1.7 The Poincar´e–Bendixson Theorem . . . . . . . . . . . . . . . . . . . . . . . .
1.8 Lyapunov Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.9 Essential Ingredients of Phase Portraits . . . . . . . . . . . . . . . . . . . .
1.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.11 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .


1
1
4
8
11
14
20
24
30
33
35
41

Normal Forms and Elementary Singularities . . . . . . . . . . . . . . .
2.1 Formal Normal Form Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Attracting (Repelling) Hyperbolic Singularities . . . . . . . . . . . . .
2.3 Hyperbolic Saddles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.1 Analytic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.2 Smooth Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.4 Topological Study of Hyperbolic Saddles . . . . . . . . . . . . . . . . . . .
2.5 Semi-Hyperbolic Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.5.1 Analytic and Smooth Results . . . . . . . . . . . . . . . . . . . . . . .
2.5.2 Topological Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.5.3 More About Center Manifolds . . . . . . . . . . . . . . . . . . . . . .
2.6 Summary on Elementary Singularities . . . . . . . . . . . . . . . . . . . . . .
2.7 Removal of Flat Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.7.1 Generalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.7.2 Hyperbolic Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.7.3 Semi-Hyperbolic Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.9 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

43
43
46
49
49
52
55
59
59
68
69
71
76
76
79
81
84
88


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3


Desingularization of Nonelementary Singularities . . . . . . . . . 91
3.1 Homogeneous Blow-Up . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
3.2 Desingularization and the Lojasiewicz Property . . . . . . . . . . . . . 98
3.3 Quasihomogeneous blow-up . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
3.4 Nilpotent Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
3.4.1 Hamiltonian Like Case (m < 2n + 1) . . . . . . . . . . . . . . . . . 109
3.4.2 Singular Like Case (m > 2n + 1) . . . . . . . . . . . . . . . . . . . . 110
3.4.3 Mixed Case (m = 2n + 1) . . . . . . . . . . . . . . . . . . . . . . . . . . 112
3.5 Summary on Nilpotent Singularities . . . . . . . . . . . . . . . . . . . . . . . 116
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
3.7 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120

4

Centers and Lyapunov Constants . . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.2 Normal Form for Linear Centers . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
4.3 The Main Result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
4.4 Basic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
4.5 The Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
4.5.1 A Theoretical Description . . . . . . . . . . . . . . . . . . . . . . . . . . 133
4.5.2 Practical Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
4.6 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
4.6.1 Known Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.6.2 Kukles-Homogeneous Family . . . . . . . . . . . . . . . . . . . . . . . . 144
4.7 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147

5


Poincar´
e and Poincar´
e–Lyapunov Compactification . . . . . . . 149
5.1 Local Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
5.2 Infinite Singular Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
5.3 Poincar´e–Lyapunov Compactification . . . . . . . . . . . . . . . . . . . . . . 156
5.4 Bendixson Compactification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
5.5 Global Flow of a Planar Polynomial Vector Field . . . . . . . . . . . . 157
5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
5.7 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162

6

Indices of Planar Singular Points . . . . . . . . . . . . . . . . . . . . . . . . . 165
6.1 Index of a Closed Path Around a Point . . . . . . . . . . . . . . . . . . . . . 165
6.2 Deformations of Paths . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
6.3 Continuous Maps of the Closed Disk . . . . . . . . . . . . . . . . . . . . . . . 170
6.4 Vector Fields Along the Unit Circle . . . . . . . . . . . . . . . . . . . . . . . . 170
6.5 Index of Singularities of a Vector Field . . . . . . . . . . . . . . . . . . . . . 172
6.6 Vector Fields on the Sphere S2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
6.7 Poincar´e Index Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
6.8 Relation Between Index and Multiplicity . . . . . . . . . . . . . . . . . . . 181
6.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
6.10 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183


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XI

7

Limit Cycles and Structural Stability . . . . . . . . . . . . . . . . . . . . . 185
7.1 Basic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
7.2 Configuration of Limit Cycles and Algebraic Limit Cycles . . . . 192
7.3 Multiplicity and Stability of Limit Cycles . . . . . . . . . . . . . . . . . . . 195
7.4 Rotated Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
7.5 Structural Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
7.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
7.7 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210

8

Integrability and Algebraic Solutions in Polynomial
Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
8.2 First Integrals and Invariants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
8.3 Integrating Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
8.4 Invariant Algebraic Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
8.5 Exponential Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
8.6 The Method of Darboux . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
8.7 Some Applications of the Darboux Theory . . . . . . . . . . . . . . . . . . 223
8.8 Prelle–Singer and Singer Results . . . . . . . . . . . . . . . . . . . . . . . . . . 228
8.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
8.10 Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230

9


Polynomial Planar Phase Portraits . . . . . . . . . . . . . . . . . . . . . . . . 233
9.1 The Program P4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
9.2 Technical Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
9.3 Attributes of Interface Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
9.3.1 The Planar Polynomial Phase Portraits Window . . . . . . 242
9.3.2 The Phase Portrait Window . . . . . . . . . . . . . . . . . . . . . . . . 246
9.3.3 The Plot Orbits Window . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
9.3.4 The Parameters of Integration Window . . . . . . . . . . . . . . 252
9.3.5 The Greatest Common Factor Window . . . . . . . . . . . . . . . 253
9.3.6 The Plot Separatrices Window . . . . . . . . . . . . . . . . . . . . . . 254
9.3.7 The Limit Cycles Window . . . . . . . . . . . . . . . . . . . . . . . . . . 255
9.3.8 The Print Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256

10 Examples for Running P4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
10.1 Some Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
10.2 Modifying Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
10.3 Systems with Weak Foci or Limit Cycles . . . . . . . . . . . . . . . . . . . 273
10.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295


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List of Figures

1.1
1.2
1.3
1.4

1.5
1.6
1.7
1.8
1.9
1.10
1.11
1.12
1.13
1.14
1.15
1.16
1.17
1.18
1.19
1.20
1.21
1.22

An integral curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Phase portrait of Example 1.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Phase portraits of Example 1.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The Flow Box Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The arc {ϕ(t, p) : t ∈ [0, t0 ]} . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A limit cycle and some orbits spiralling to it . . . . . . . . . . . . . . . . .
A subsequence converging to a point of a limit cycle . . . . . . . . . .
Sectors near a singular point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Curves surrounding a point p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Local behavior near a periodic orbit . . . . . . . . . . . . . . . . . . . . . . . .
Different classes of limit cycles and their Poincar´e maps . . . . . . .

Scheme of the section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Scheme of flow across the section . . . . . . . . . . . . . . . . . . . . . . . . . . .
Definition of Jordan’s curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Impossible configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Possible configuration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Periodic orbit as ω-limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Possible ω-limit sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A singular point as ω-limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A saddle-node loop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Figure for Exercise 1.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Hint for Exercise 1.14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2
7
7
9
11
12
14
18
19
21
22
25
26
27
27
27
28
29

29
31
36
39

2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8

Transverse section around an attracting singular point . . . . . . . .
The flow on the boundary of V0 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A hyperbolic saddle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The transition close to a saddle . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Modified transition close to a saddle . . . . . . . . . . . . . . . . . . . . . . . .
Comparing transitions close to two saddles . . . . . . . . . . . . . . . . . .
Flows of system (2.28) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Flow near a center manifold when λ > 0 . . . . . . . . . . . . . . . . . . . . .

47
53
55
56
57
58
61

64


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XIV

List of Figures

2.9
2.10
2.11
2.12
2.13

Flow near a center manifold when λ < 0 . . . . . . . . . . . . . . . . . . . . .
Saddle–nodes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Transition close to a semi-hyperbolic point . . . . . . . . . . . . . . . . . .
Phase portraits of non–degenerate singular points . . . . . . . . . . . .
Phase portraits of semi-hyperbolic singular points . . . . . . . . . . . .

65
68
69
72
74

3.1
3.2
3.3

3.4
3.5
3.6
3.7
3.8
3.9
3.10
3.11
3.12
3.13
3.14
3.15
3.16
3.17
3.18
3.19
3.20
3.21

Blow-up of Example 3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
Local phase portrait of Example 3.1 . . . . . . . . . . . . . . . . . . . . . . . . 95
Successive blowing up . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
Blowing up Example 3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
Local phase portrait of Example 3.2 . . . . . . . . . . . . . . . . . . . . . . . . 98
Some singularities of X on ∂An . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
Samples of desingularizations of monodromic orbits . . . . . . . . . . . 100
Blowing up a hyperbolic sector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Blowing up an elliptic sector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Blowing up of part of adjacent elliptic sectors . . . . . . . . . . . . . . . . 102
Quasihomogeneous blow-up of the cusp singularity . . . . . . . . . . . . 104

Calculating the Newton polygon . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
Desingularization of Hamiltonian like case when m is odd . . . . . 110
Desingularization of Hamiltonian like case when m even . . . . . . . 111
Blow-ups of the singular like case . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
Phase portraits of the singular like case . . . . . . . . . . . . . . . . . . . . . 112
Blow-ups of the mixed case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
Phase portraits of the mixed case . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
Phase portrait of (3.23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
Phase portrait of (3.24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
Phase portraits of nilpotent singular points . . . . . . . . . . . . . . . . . . 117

5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
5.10

The local charts (Uk , φk ) for k = 1, 2, 3 of the Poincar´e sphere . . 151
A hyperbolic or semi-hyperbolic saddle on the equator of S2 . . . 155
Saddle-nodes of type SN1 and SN2 of p(X) in the equator of S2 155
The phase portrait in the Poincar´e disk of system (5.11) . . . . . . . 158
The phase portrait in the Poincar´e disk of system (5.12) . . . . . . . 159
The phase portrait in the Poincar´e disk of system (5.13) . . . . . . . 160
Compactification of system (5.15) . . . . . . . . . . . . . . . . . . . . . . . . . . 161
Compactification of system (5.16) . . . . . . . . . . . . . . . . . . . . . . . . . . 161

Phase portraits of Exercise 5.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
Phase portraits of quadratic homogenous systems . . . . . . . . . . . . 163

6.1
6.2
6.3
6.4
6.5
6.6

Same image, different paths . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
Definition of ϕ(t) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
Some examples of indices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
Examples of homotopic closed paths . . . . . . . . . . . . . . . . . . . . . . . . 169
Closed path associated to a vector field . . . . . . . . . . . . . . . . . . . . . 171
Point of index −1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174


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XV

6.7
6.8
6.9
6.10
6.11
6.12


Point of index 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
Piecing of D2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
Stereographic projection for example 6.29 . . . . . . . . . . . . . . . . . . . 177
Phase portraits for example 6.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
The vector fields X and X on D2 . . . . . . . . . . . . . . . . . . . . . . . . . 178
Index given by sectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181

7.1
7.2

A limit cycle with a node inside . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
A limit cycle surrounding a saddle, two antisaddles, and two
limit cycles in different nests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204

9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
9.10
9.11
9.12
9.13
9.14
9.15


Representation of the Poincar´e–Lyapunov disk of degree (α, β) . 241
The Planar Polynomial Phase Portraits window . . . . . . . . . . . . . . 242
The Main settings window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
The Output window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
The Poincar´e Disc window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
The Legend window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
The View Parameters window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
A planar plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
The Orbits window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
The Parameter of Integration window . . . . . . . . . . . . . . . . . . . . . . . 252
The Greatest Common Factor window . . . . . . . . . . . . . . . . . . . . . . 253
The Plot Separatrices window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
The Limit Cycles window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
The LC Progress window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
The Print window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257

10.1
10.2
10.3
10.4
10.5

The end of the calculations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
Stable and unstable separatrices of system (10.1) . . . . . . . . . . . . . 260
Some more orbits of system (10.1) . . . . . . . . . . . . . . . . . . . . . . . . . . 261
Stable and unstable separatrices of system (10.2) . . . . . . . . . . . . . 262
Stable and unstable separatrices of system (10.3) for a = 1
and l = −0.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
10.6 Separatrix skeleton of the system (10.3) for a = 1 and l = 0 . . . . 264

10.7 Stable and unstable separatrices of system (10.4) . . . . . . . . . . . . . 265
10.8 Separatrix skeleton of the system (10.4) . . . . . . . . . . . . . . . . . . . . . 266
10.9 Epsilon value too great . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
10.10 Good epsilon value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
10.11 Phase portrait of system (10.5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
10.12 Stable and unstable separatrices of system (10.6) with d = 0.1
and a = b = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
10.13 Stepping too fast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
10.14 Separatrix skeleton of the system (10.6) with d = 0.1 and
a = b = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270


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XVI

List of Figures

10.15 Stable and unstable separatrices of system (10.6) with
d = a = b = 0.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
10.16 Stable and unstable separatrices of system (10.6) with d = 0 . . . 271
10.17 Stable and unstable separatrices of system (10.7) . . . . . . . . . . . . . 272
10.18 Portrait in the reduced mode of system (10.7) . . . . . . . . . . . . . . . 273
10.19 Phase portrait of system (10.8) with a = b = l = n = v = 1 . . . . 275
10.20 Phase portrait of system (10.9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
10.21 One orbit inside the limit cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
10.22 The limit cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
10.23 Phase portrait of system (10.10) with given conditions . . . . . . . . 278
10.24 Outer limit cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
10.25 Looking for more limit cycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279

10.26 When limit cycles are hard to find . . . . . . . . . . . . . . . . . . . . . . . . . 279
10.27Exercise 10.16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284


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1
Basic Results on the Qualitative Theory of
Differential Equations

In this chapter we introduce the basic results on the qualitative theory of
differential equations with special emphasis on planar differential equations,
the main topic of this book.
In the first section we recall the basic results on existence, uniqueness, and
continuous dependence on initial conditions, as well as the basic notions of
maximal solution and periodic solution. The basic notions of phase portrait,
topological equivalence and conjugacy, and α- and ω-limit sets of an orbit of
a differential equation are introduced in Sects. 2–4, respectively.
The local phase portrait at singular points and periodic orbits are studied
in Sects. 5 and 6, respectively. The beautiful Poincar´e–Bendixson Theorem,
characterizing the α- and ω-limit sets of bounded orbits, is stated in Sect. 7.
Finally, in Sect. 8 the notions of separatrix, separatrix skeleton, extended (and
completed) separatrix skeleton and canonical region are given. These notions
are fundamental for understanding the phase portrait of a planar system of
differential equations.

1.1 Vector Fields and Flows
Let Δ be an open subset of the euclidean plane R2 . We define a vector field
of class C r on Δ as a C r map X : Δ → R2 where X(x) is meant to represent
the free part of a vector attached at the point x ∈ Δ. Here the r of C r denotes

a positive integer, +∞ or ω, where C ω stands for an analytic function. The
graphical representation of a vector field on the plane consists in drawing a
number of well chosen vectors (x, X(x)) as in Fig. 1.1. Integrating a vector
field means that we look for curves x(t), with t belonging to some interval in
R, that are solutions of the differential equation
x˙ = X(x),

(1.1)

˙
where x ∈ Δ, and x˙ denotes dx/dt (one can also write x instead of x).
The variables x and t are called the dependent variable and the independent


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2

1 Basic Results on the Qualitative Theory of Differential Equations
ϕЈ(t) = X(ϕ(t))
Δ
ϕ

I

ϕ(t)

t

Fig. 1.1. An integral curve


variable of the differential equation, respectively. Usually t is also called the
time.
Since X = X(x) does not depend on t, we say that the differential equation
(1.1) is autonomous.
We recall that solutions of this differential equation are differentiable maps
ϕ : I → Δ (I being an interval on which the solution is defined) such that
dϕ
(t) = X(ϕ(t)),
dt
for every t ∈ I.
The vector field X is often represented by a differential operator
X = X1

∂
∂
+ X2
,
∂x1
∂x2

operating on functions that are at least C 1 . For such a function f , the image
Xf = X1

∂f
∂f
+ X2
,
∂x1
∂x2


represents at x the derivative of f ◦ ϕ, for any solution ϕ at t with ϕ(t) = x.
Associated to the vector field X = (X1 , X2 ) or to the differential equation
(1.1) there is the 1–form
ω = X1 (x1 , x2 )dx2 − X2 (x1 , x2 )dx1 .
In this book we mainly talk about vector fields or differential equations, but
we will see that it is sometimes useful or more appropriate to use the language
of 1–forms, as we will for instance do in Chap. 4.
A point x ∈ Δ such that X(x) = 0 (respectively = 0) is called a singular
point (respectively regular point) of X. Often the word critical is used instead
of singular, but as critical may have different meanings depending on the
context, we prefer the word singular.
Let x be a singular point of X. Then ϕ(t) = x, with −∞ < t < ∞, is a
solution of (1.1), i.e., 0 = ϕ (t) = X(ϕ(t)) = X(x).
Let x0 ∈ Δ and ϕ : I → Δ be a solution of (1.1) such that ϕ(0) = x0 . The
solution ϕ : I → Δ is called maximal if for every solution ψ : J → Δ such


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1.1 Vector Fields and Flows

3

that I ⊂ J and ϕ = ψ|I then I = J and, consequently ϕ = ψ. In this case we
write I = Ix0 and call it the maximal interval.
Let ϕ : Ix0 → Δ be a maximal solution; it can be regular or constant. Its
image γϕ = {ϕ(t) : t ∈ Ix0 } ⊂ Δ endowed with the orientation induced by ϕ,
in case ϕ is regular, is called the trajectory, orbit or (maximal) integral curve
associated to the maximal solution ϕ.

We recall that for a solution defining an integral curve the tangent vector
ϕ (t) at ϕ(t) coincides with the value of the vector field X at the point ϕ(t);
see Fig. 1.1.
Theorem 1.1 Let X be a vector field of class C r with 1 ≤ r ≤ +∞ or r = ω.
Then the following statements hold.
(i) (Existence and uniqueness of maximal solutions). For every x ∈ Δ there
exists an open interval Ix on which a unique maximal solution ϕx of (1.1)
is defined and satisfies the condition ϕx (0) = x.
(ii) (Flow properties). If y = ϕx (t) and t ∈ Ix , then Iy = Ix − t = {r − t : r ∈
Ix } and ϕy (s) = ϕx (t + s) for every s ∈ Iy .
(iii) (Continuity with respect to initial conditions). Let Ω = {(t, x) : x ∈
Δ, t ∈ Ix }. Then Ω is an open set in R3 and ϕ : Ω → R2 given by
ϕ(t, x) = ϕx (t) is a map of class C r . Moreover, ϕ satisfies
D1 D2 ϕ(t, x) = DX(ϕ(t, x))D2 ϕ(t, x)
for every (t, x) ∈ Ω where D1 denotes the derivative with respect to time,
D2 denotes the derivative with respect to x, and DX denotes the linear
part of the vector field.
The proof of this theorem (and the others in this chapter) is given in [152]
and [151]. We can also refer to [44].
We denote by ϕ : Ω → R2 the flow generated by the vector field X.
It is clear that if Ix = R for every x, the flow generated by X is a flow
defined on Ω = R × Δ. But many times one has Ix = R. For this reason
the flow generated by X is often called the local flow generated by X. In case
Ω = R × R2 , condition (ii) of Theorem 1.1 defines a group homomorphism
t → ϕt from the additive group of the reals to the group of C r diffeomorphisms
from R2 to R2 , endowed with the operation of composition. In case Δ = R2
or Ix = R the homomorphism property, expressed by condition (ii), holds
only when the composition makes sense, inducing the word “local” in the
denomination. The name “flow” comes from the fact that points following
trajectories of X resemble liquid particles following a laminar motion.

Theorem 1.2 Let X be a vector field of class C r with 1 ≤ r ≤ +∞ or r = ω,
and Δ ⊂ R2 . Let x ∈ Δ and Ix = (ω− (x), ω+ (x)) be such that ω+ (x) < ∞
(respectively ω− (x) > −∞). Then ϕx (t) tends to ∂Δ (the boundary of Δ)
as t → ω+ (x) (respectively t → ω− (x)), that is, for every compact K ⊂ Δ
there exists ε = ε(K) > 0 such that if t ∈ [ω+ (x) − ε, ω+ (x)) (respectively
/ K.
t ∈ (ω− (x), ω− (x) + ε]), then ϕx (t) ∈


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4

1 Basic Results on the Qualitative Theory of Differential Equations

Proof. Contrary to what we wish to show we suppose that there exists a
compact set K ⊆ Δ and a sequence tn → ω+ (x) < ∞ such that ϕx (tn ) ∈
K for all n. Taking a subsequence if necessary, we may assume that ϕx (tn )
converges to a point x0 ∈ K. Let b > 0 and α > 0 such that Bb × Iα ⊆ Ω,
where Bb = {y ∈ R2 : |y − x0 | ≤ b} ⊆ Δ and Iα = {t ∈ R : |t| < α}. From
statement (iii) of Theorem 1.1, Ω is open. From statement (ii), ϕx (tn + s)
is defined for s < α and coincides with ϕy (s) for n sufficiently large, where,
y = ϕx (tn ). But then tn + s > ω+ (x), producing the contradiction.
From Theorem 1.2 it follows that ω+ (x) = ∞ (respectively ω− (x) = −∞)
if the orbit ϕx (t) stays in some compact set K as t → ω+ (x) (respectively
t → ω− (x)).
Let ϕx (t) be an integral curve of X. We say that it is periodic if there
exists a real number c > 0 such that ϕx (t + c) = ϕx (t) for every t ∈ R.
Proposition 1.3 Let ϕx (t) be a solution of X defined on the maximal interval
Ix . If ϕx (t1 ) = ϕx (t2 ) with t1 = t2 , t1 , t2 ∈ Ix then Ix = R and ϕx (t + c) =

ϕx (t) for every t ∈ R with c = t2 − t1 . Therefore, ϕx is a periodic solution of
period c.
Proof. If we define ψ : [t2 , t2 + c] → R2 by ψ(t) = ϕx (t − c), we have ψ (t) =
ϕx (t − c) = X(ϕx (t − c)) = X(ψ(t)) and ψ(t2 ) = ϕx (t1 ) = ϕx (t2 ). From the
uniqueness of the solutions, we have [t2 , t2 + c] ⊆ I and ϕx (t) = ϕx (t + c) if
t ∈ [t2 , t2 +c]. Proceeding in the same way, we have I = R and ϕx (t+c) = ϕx (t)
for all t ∈ R.

1.2 Phase Portrait of a Vector Field
We recall that the orbit γp of a vector field X : Δ → R2 through the point p is
the image of the maximal solution ϕp : Ip → Δ endowed with an orientation
if the solution is regular.
Note that if q ∈ γp then γp = γq . Even more, if q ∈ γp , it means that exists
t1 ∈ Ip such that q = ϕ(t1 , p), ϕ(t, q) = ϕ(t + t1 , p) and Ip − t1 = Iq . In other
words, given two orbits of X either they coincide or they are disjoint.
Theorem 1.4 If ϕ is a maximal solution of a C r differential system (1.1),
then one of the following statements holds.
(i) ϕ is a bijection onto its image.
(ii) I = R, ϕ is a constant function, and γϕ is a point.
(iii) I = R, ϕ is a periodic function of minimal period τ (that is, there exists a
value τ > 0 such that ϕ(t + τ ) = ϕ(t) for every t ∈ R, and ϕ(t1 ) = ϕ(t2 )
if |t1 − t2 | < τ ).


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1.2 Phase Portrait of a Vector Field

5


Proof. If ϕ is not bijective, ϕ(t1 ) = ϕ(t2 ) for some t1 = t2 . Then by Proposition 1.3, I = R and ϕ(t + c) = ϕ(t) for every t ∈ R and c = t2 − t1 = 0.
We will prove that the set C = {c ∈ R : ϕ(t + c) = ϕ(t) for every t ∈ R}
is an additive subgroup of R which is closed in R. In fact, if c, d ∈ C, then
c+d, −c ∈ C, because ϕ(t+c+d) = ϕ(t+c) = ϕ(t) and ϕ(t−c) = ϕ(t−c+c) =
ϕ(t). So C is an additive subgroup of R.
But we also have that, if cn ∈ C and cn → c then c ∈ C, because
ϕ(t + c) = ϕ(t + lim cn ) = ϕ( lim (t + cn ))
n→∞

n→∞

= lim ϕ(t + cn ) = lim ϕ(t) = ϕ(t).
n→∞

n→∞

As we will prove in the next lemma, any additive subgroup C of R is of
the form τ Z with τ ≥ 0, or C is dense in R.
Since C = {0} is closed, it follows that C = R or C = τ Z with τ > 0.
Each of these possibilities corresponds respectively to the cases (ii) and (iii)
of the theorem.
Remark 1.5 We will say period, instead of minimal period, if no confusion
is possible.
Lemma 1.6 Any additive subgroup C = {0} of R is either of the form C =
τ Z where τ > 0, or is dense in R.
Proof. Suppose that C = {0}. Then C ∩ R+ = ∅, where R+ denotes the
positive real numbers, since there exists c ∈ C, c = 0, which implies that c or
−c belongs to C ∩ R+ .
Let τ = inf(C ∩ R+ ). If τ > 0, C = τ Z, because if c ∈ C − τ Z, there exists
a unique K ∈ Z such that Kτ < c < (K + 1)τ and so, 0 < c − Kτ < τ and

c − Kτ ∈ C ∩ R+ . This contradicts the fact that τ = inf(C ∩ R+ ).
If τ = 0, we verify that C is dense in R. In fact, given ε > 0 and t ∈ R,
there exists c ∈ C such that |c − t| < ε. To see this, it is enough to take
c0 ∈ C ∩ R+ such that 0 < c0 < ε. Then the distance of any real number t
to a point of c0 Z ⊆ C is less than ε, because this set divides R in intervals of
length c0 < ε with endpoints in c0 Z.
We note that in statements (i) and (iii) of Theorem 1.4 we can add that
γϕ is C r –diffeomorphic to R and that γϕ is C r –diffeomorphic to a circle S1 .
For a proof see Corollary 1.14.
Let P and Q be two complex polynomials in the variables x and y of degrees
m and n, respectively. Suppose that the two algebraic curves P (x, y) = 0 and
Q(x, y) = 0 intersect in finitely many points; i.e., that the polynomials P and
Q have no common factor in the ring of complex polynomials. Then the two
algebraic curves P (x, y) = 0 and Q(x, y) = 0 intersect in at most mn points
of the complex plane C2 , and exactly in mn points of the complex projective
plane CP2 , if we take into account the multiplicity of the intersection points.
This result is called Bezout’s Theorem; for more details see page 10 of [43].


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6

1 Basic Results on the Qualitative Theory of Differential Equations

A differential system of the form
x˙ = P (x, y),

y˙ = Q(x, y),


where P and Q are polynomials in the real variables x and y is called a
polynomial differential system of degree m if m is the maximum degree of the
polynomials P and Q.
From Bezout’s Theorem it follows that a polynomial differential system
of degree m has either infinitely many singular points (i.e., a continuum of
singularities), or at most m2 singular points in R2 .
By a phase portrait of the vector field X : Δ → R2 we mean the set of
(oriented) orbits of X. It consists of singularities and regular orbits, oriented
according to the maximal solutions describing them, hence in the sense of
increasing t. In general, the phase portrait is represented by drawing a number
of significant orbits, representing the orientation (in case of regular orbits) by
arrows. In Sect. 1.9 we will see how to look for a set of significant orbits.
Now we consider some examples.
Example 1.7 We describe the phase portrait of a vector field X = (P, Q)
on R2 where P (x, y) = P (x) and has a finite numbers of zeros and for which
Q(x, y) = −y. Let a1 < a2 < · · · < an be the zeros of P (x). We write a0 = −∞
and an+1 = ∞.
First it is easy to check that the straight line y = 0 is invariant under the
flow (i.e., is a union of orbits), as are all the vertical straight lines x = ai
for i = 1, . . . , n. Then for i = 0, 1, . . . , n, on each interval (ai , ai+1 ) of the
straight line y = 0, P has constant sign. We fix an interval (ai , ai+1 ) in which
P is positive. Then for x ∈ (ai , ai+1 ) we have that if ϕ(t, x) is a solution of
x˙ = P (x) passing through x, it has positive derivative in its entire maximal
interval Ix = (ω− (x), ω+ (x)).
So the following statements hold:
(i) When t → ω− (x), ϕ(t, x) → ai and when t → ω+ (x), ϕ(t, x) → ai+1 .
The reason is that if ϕ(t, x) → b > ai as t → ω− (x), then because ϕ(t, b)
has positive derivative, the orbits γx and γb must intersect; but this implies
γx = γb which is a contradiction. In the same way we see that ϕ(t, x) → ai+1
when t → ω+ (x).

(ii) If i ≥ 1 we have that ω− (x) = −∞, because for every t ∈ Ix we have that
ϕ(t, x) > a1 > −∞ and this implies, by Theorem 1.2, that ω− (x) = −∞.
(iii) If i < n we have that ω+ (x) = ∞. The proof is identical to (ii).
An equivalent result may be proved in an interval (ai , ai+1 ) on which P is
negative.
The phase portrait of the vector field X = (P, Q) is given in Fig. 1.2 which
follows easily from the fact (taking into account the form of Q(x, y)) that the
solution through the point (x0 , y0 ) is given by (ϕ(t, x0 ), y0 e−t ).
Example 1.8 Linear planar systems. The phase portraits of systems x˙ = Ax,
where A is a 2 × 2 matrix with δ = det A = 0 are well–known (see [98]). If


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1.2 Phase Portrait of a Vector Field

a2

a1

a2

a1

a5

a4

a3


a4

a3

7

a5

Fig. 1.2. Phase portrait of Example 1.7

(a)

(b)

(c)

(d )

(e )

(f )

Fig. 1.3. Phase portraits of Example 1.8

δ < 0 we have a saddle; if δ > 0 and ρ = trace (A) = 0 we have a linear
center; if δ > 0 and ρ2 − 4δ < 0 we have a focus; and if δ > 0 and ρ2 − 4δ > 0
we have a node. The corresponding phase portraits are given in Fig. 1.3.
The eigenvalues of A are
λ1 , λ2 =


ρ

ρ2 − 4δ
.
2

The corresponding eigenspaces are called E1 and E2 , respectively. In the case
of the saddle, the orbits of the linear system corresponding to the four orbits
contained in E1 − {0} and E2 − {0}, are called the saddle separatrices of the
linear system.


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8

1 Basic Results on the Qualitative Theory of Differential Equations

1.3 Topological Equivalence and Conjugacy
We need to introduce several notions of equivalence between two vector fields
which will allow us to compare their phase portraits.
Let X1 and X2 be two vector fields defined on open subsets Δ1 and Δ2
of R2 , respectively. We say that X1 is topologically equivalent (respectively
C r –equivalent) to X2 when there exists a homeomorphism (respectively a
diffeomorphism of class C r ) h : Δ1 → Δ2 which sends orbits of X1 to orbits
of X2 preserving the orientation. More precisely, let p ∈ Δ1 and γp1 be the
oriented orbit of X1 passing through p; then h(γp1 ) is an oriented orbit of
X2 passing through h(p). Such a homeomorphism h is called a topological
equivalence (respectively, C r –equivalence) between X1 and X2 .
Let ϕ1 : Ω1 → R2 and ϕ2 : Ω2 → R2 be the flows generated by the vector

fields X1 : Δ1 → R2 and X2 : Δ2 → R2 respectively. We say that X1 is
topologically conjugate (respectively C r –conjugate) to X2 when there exists
a homeomorphism (respectively a diffeomorphism of class C r ) h : Δ1 → Δ2
such that h(ϕ1 (t, x)) = ϕ2 (t, h(x)) for every (t, x) ∈ Ω1 . In this case, it is
necessary that the maximal intervals Ix for ϕ1 and Ih(x) for ϕ2 be equal.
Such a homeomorphism (or diffeomorphism) h is called a topological conjugacy
(respectively C r –conjugacy) between X1 and X2 . Any conjugacy is clearly also
an equivalence. One also uses “C 0 –equivalent” and “C 0 –conjugate” instead
of respectively topological equivalent and topological conjugate.
A topological equivalence h defines an equivalence relation between vector fields defined on open sets Δ1 and Δ2 = h(Δ1 ) of R2 . A topological
equivalence h between X1 and X2 maps singular points to singular points,
and periodic orbits to periodic orbits. If h is a conjugacy, the period of the
periodic orbits is also preserved.
Example 1.9 The function h : R2 → R2 defined by h(x, y) = (x, y + x3 /4)
is a C r –conjugacy between X(x, y) = (x, −y) and Y (x, y) = (x, −y + x3 ) as
ψ(t, (a, b)) = (aet , be−t ) is a trajectory for X, ϕ(t, (a, b)) = (aet , (b−a3 /4)e−t +
a3 e3t /4) is a trajectory for Y and h(ψ(t, p)) = ϕ(t, h(p)).
0 a
0 b
and B =
be matrices on R2 with
−a 0
−b 0
ab > 0. All orbits of the systems x˙ = Ax and x˙ = Bx are periodic having
period 2π/a and 2π/b, respectively, with the exception of the origin which is a
singular point. If a = b, these systems cannot be conjugate. But h = Identity
on R2 is a C ω –equivalence (even a linear equivalence).

Example 1.10 Let A =


The next lemma gives a characterization for a C r –conjugacy with r ≥ 1.
Lemma 1.11 Let X1 : Δ1 → R2 and X2 : Δ2 → R2 be vector fields of class
C r and h : Δ1 → Δ2 a diffeomorphism of class C r with r ≥ 1. Then h is a
conjugacy between X1 and X2 if and only if
Dhp X1 (p) = X2 (h(p)) for every p ∈ Δ1 .

(1.2)


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1.3 Topological Equivalence and Conjugacy

9

Proof. Let ϕ1 : Ω1 → Δ1 and ϕ2 : Ω2 → Δ2 be the flows of X1 and X2 ,
respectively. Assume that h satisfies (1.2). Given p ∈ Δ1 , let ψ(t) = h(ϕ1 (t, p))
with t ∈ I1 (p). Then ψ is a solution of x˙ = X2 (x), x(0) = h(p), because
d
˙
ψ(t)
= Dh(ϕ1 (t, p)) ϕ1 (t, p) = Dh(ϕ1 (t, p))X1 (ϕ1 (t, p)) =
dt
= X2 (h(ϕ1 (t, p))) = X2 (ψ(t)).
So h(ϕ1 (t, p)) = ϕ2 (t, h(p)). Conversely, assume that h is a conjugacy. Given
p ∈ Δ1 , we have that h(ϕ1 (t, p)) = ϕ2 (t, h(p)), t ∈ I1 (p) = I2 (h(p)). If we
differentiate this relation with respect to t and evaluate at t = 0, we get
(1.2).
Let X : Δ → R2 be a vector field of class C r and Δ ⊂ R2 and A ⊂ R open
subsets. A C r map f : A → Δ is called a transverse local section of X when

for every a ∈ A, f (a) and X(f (a)) are linearly independent. Take Σ = f (A)
with the induced topology. If f : A → Σ is a homeomorphism (meaning that
f is an embedding) we say that Σ is a transverse section of X.
Theorem 1.12 (Flow Box Theorem) Let p be a regular point of a C r vector field X : Δ → R2 with 1 ≤ r ≤ +∞ or r = ω, and let f : A → Σ be a
transverse section of X of class C r with f (0) = p. Then there exists a neighborhood V of p in Δ and a diffeomorphism h : V → (−ε, ε) × B of class C r ,
where ε > 0 and B is an open interval with center at the origin such that
(i) h(Σ ∩ V ) = {0} × B;
(ii) h is a C r –conjugacy between X|V and the constant vector field Y :
(−ε, ε) × B → R2 defined by Y = (1, 0). See Fig. 1.4.
Proof. Let ϕ : Ω → Δ be the flow of X. Let F : ΩA = {(t, u) : (t, f (u)) ∈
Ω} → Δ be defined by F (t, u) = ϕ(t, f (u)). F maps parallel lines into integral
curves of X. We will prove that F is a local diffeomorphism in 0 = (0, 0) ∈
R × R. By the Inverse Function Theorem, it is enough to prove that DF (0)
is an isomorphism.
h
V
−ε

P

Σ

Δ

Fig. 1.4. The Flow Box Theorem

0

B


ε


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10

1 Basic Results on the Qualitative Theory of Differential Equations

We have that
D1 F (0) =

d
ϕ(t, f (0)) |t=0 = X(ϕ(0, p)) = X(p),
dt

and D2 F (0) = D1 f (0) because ϕ(0, f (u)) = f (u) for all u ∈ A. So the vectors
D1 F (0) and D2 F (0) generate R2 and DF (0) is an isomorphism.
By the Inverse Function Theorem, there exists ε > 0 and a neighborhood B
in R around the origin such that F |(−ε, ε)×B is a diffeomorphism on an open
set V = F ((−ε, ε) × B). Let h = (F |(−ε, ε) × B)−1 . Then h(Σ ∩ V ) = {0} × B,
since F (0, u) = f (u) ∈ Σ for all u ∈ B. This proves (i). On the other hand,
h−1 conjugates Y and X:
Dh−1 (t, u)Y (t, u) = DF (t, u)(1, 0)
= D1 F (t, u))
= X(ϕ(t, f (u)))
= X(F (t, u))
= X(h−1 (t, u)),
for every (t, u) ∈ (−ε, ε) × B. This ends the proof.
Corollary 1.13 Let Σ be a transverse section of X. For every point p ∈ Σ,

there exist ε = ε(p) > 0, a neighborhood V of p in R2 and a function τ : V → R
of class C r such that τ (V ∩ Σ) = 0 and:
(i) for every q ∈ V , an integral curve ϕ(t, q) of X|V is defined and bijective
in Jq = (−ε + τ (q), ε + τ (q)).
(ii) ξ(q) = ϕ(τ (q), q) ∈ Σ is the only point where ϕ(·, q)|Jq intersects Σ. In
particular, q ∈ Σ ∩ V if and only if τ (q) = 0.
(iii) ξ : V → Σ is of class C r and Dξ(q) is surjective for every q ∈ V . Even
more, Dξ(q)v = 0 if and only if v = αX(q) for some α ∈ R.
Proof. Let h, V and ε be as in the Flow Box Theorem. We write h = (−τ, η).
The vector field Y of that theorem satisfies all the statements of the corollary.
Since h is a C r –conjugacy, it follows that X also satisfies the statements.
Corollary 1.14 If γ is a maximal solution of a C r differential system (1.1)
and γ is not a singular point, then γ is C r diffeomorphic to R or S1 .
Proof. Let p be a point of γ. Let Σ be a transverse section of (1.1) such
that p ∈ Σ ∩ γ. We define D = {t ∈ Ip : t ≥ 0, ϕ(t, p) ∈ Σ}. We claim
that taking Σ sufficiently small ϕ(t, p) with t ≥ 0 has a unique point on
Σ. Indeed, because of the Flow Box Theorem, we know that D consists of
isolated points. If D = {0}, let 0 and t0 be two consecutive elements of D.
Now {ϕ(t, p) : t ∈ [0, t0 ]}, together with the segment of Σ in between ϕ(0) = p
and ϕ(t0 ) = q, form a topological circle C, which by the Jordan’s Curve
Theorem divides the plane in two connected components, like we represent in
Fig. 1.5(a) or (b). In both cases it is clear that the orbit through p cannot have


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1.4 α- and ω-limit Sets of an Orbit
Σ
q


11

p

p

q
or

(b)

(a)

Fig. 1.5. The arc {ϕ(t, p) : t ∈ [0, t0 ]}

other intersections with Σ, besides p, for Σ sufficiently small. So the claim is
proved.
If in the arguments above p = q, then γ is a periodic orbit C r diffeomorphic
to S1 . If p = q, by the Flow Box Theorem applied again to this Σ, there is a
neighborhood of p in γ which is C r diffeomorphic to an open interval. Since
p is an arbitrary point of γ, it follows that γ is C r diffeomorphic to R.
Remark 1.15 The statement concerning regular periodic orbits is also valid
on surfaces in general and even in any dimension, but this is not the case for
the statement concerning regular non–periodic orbits.

1.4 α- and ω-limit Sets of an Orbit
Let Δ be an open subset of R2 and let X : Δ → R2 be a vector field of class
C r where 1 ≤ r ≤ ∞ or r = ω.
Let ϕ(t) = ϕ(t, p) = ϕp (t) be the integral curve of X passing through the
point p, defined on its maximal interval Ip = (ω− (p), ω+ (p)). If ω+ (p) = ∞

we define the set
ω(p) = {q ∈ Δ : there exist {tn } with tn → ∞
and ϕ(tn ) → q when n → ∞}.
In the same way, if ω− (p) = −∞ we define the set
α(p) = {q ∈ Δ : there exist {tn } with tn → −∞
and ϕ(tn ) → q when n → ∞}.
The sets ω(p) and α(p) are called the ω-limit set (or simply ω-limit) and the
α-limit set (or α-limit) of p, respectively.
We begin with some examples:
Example 1.16 Let X : R2 → R2 be a vector field given by X(x, y) = (x, −y).
Then:
(i) If p = (0, 0), α(p) = ω(p) = {(0, 0)}.
(ii) If p ∈ {(x, 0) : x = 0}, α(p) = {(0, 0)} and ω(p) = ∅.