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313 ACKNOWLEDGMENT

where -1 a (% + n*)! clnx.n, = 2(a + b) J i n,!n,! . [-&-[~]~i2. (98)

The author would like to thank Dr. S. Chang of Northeastern University for his helpful comments and suggestions.
REFERENCES

The power-series equivalence has thus enabled us to obtain an explicit expression for the coefficients of the two-dimensional Laguerre series expansion of h2(~1, r2) given by (90).
1'1. SUMMAItY

The concept and application of power-series equivalence of functional series has been developed in this paper. Techniques using this equivalence were developed for determining the series expansion of a function, summing functional series, analyzing the truncation error, and determining functional series inverse. It is important to note that the applications do not depend on orthogonality but rather on the power-series equivalence. In fact, all the sets of functions discussed, except for the Laguerre functions, are not orthogonal. Although the power-series equivalence was developed using the Laplace transform, it should be noted that the equivalence can be obtained for other functional series using different transformations such as the 2 and the Mellin transforms 191.

[l] Y. W. Lee, Statistical Theory of Communication. New York: Wiley, 1960, chs. 18, 19. [2] P. R. Aigrain and E. M. Williams, Design of optimum transient response amplifiers, Proc. IRE, vol. 37, pp. 873-879, August 1949. [3] E. A. Guillc :min, Theory of Linear Physical Systems. New York: Wiley, 196 3, ch. 17. [4] C. J. R. II )eal, Optimum Laguerre series expansion of functions, M.S. thesis, Dept. of Elec. Engrg., Massachusetts Institute of Technology, Cambridge, September 1962. [5] G. J. Clowes, Choice of the time-scaling factor for linear system approximations using orthonormal Laguerre functions, IEEE Trans. Automatic Control (Corresaondence). vol. AC-lo. pp. 487-489, October 1965. ~ _ [cl Newton, Gould, and Kaiser, Analytical Design of Linear Feedback Controls. New York: Wiley, 1957, pp. 366-381, Appendix E, Table of Integrals. [71 W. H. Kautz, Tra nsient synthesis in the time domain, IRE Trans. Ckcuit Theory, vol. CT-l, pp. 29-39, September 1954. PI G. N. Watson, A Treatise on the Theory of Bessel Functions, T,ondon: Cambridge University Press, 1962, ch. 16. 2nb--.ed. ----__~-. --. PI Bateman Manuscript Project, Tables of Integral Transforms. 1954. New York: Mc( fraw-Hill, [lOI H. B. Dwight, 2ables of Integrals and Other Mathematical Data. New York: Macmillan, 1947, eq. 417.2. f111 N. Wiener, Nonlinear Problems in Random Theory. CamPr$l&y: Technology Press of M.I.T.; also, New York: Wiley, [12] M. Schetzen, Measurement of correlation functions, IEE (London), vol. 3, pp. 2100-2104, December 1964. Proc.

Existence and Uniqueness

Results for Lihards

MEMBER, IEEE

Equation

ItUI J. 1. DE FIGUEIREDO,

Abstract-A new set of conditions for the existence and uniqueness of the periodic solution of the equation 5 + f(z)~? + g(z) = 0 (superscript dot := d/d) is given. Lyapunov-like functions are used in the derivation of the results. This permits the formulation of the existence and uni~queness conditions in a simple yet general way. The present conditions include those of Lienard and Levinson and Smith when particularized to the above equation. They also permit the inclusion of most of the cases of two-stroke oscillators covered by the authors previous theorems for equations of the above type. Periodicity results for the forced equation Z+ /(X)X + g(k) = e(t) with e(t) periodic and bounded are also given. Manuscript received September 10, 1968; revised April 3, 1969, and August 29, 1969. This research was partially supported by the National Science Foundation, Grant GU-1153. The result of Section II and the Appendix were derived by the author in 1964 while on leave at the University of Illinois, Urbana, and appeared in [9]. The author is with the Departments of Electrical Engineering and Mathematical Sciences, Rice University, Houston, Tex. 77001.

I. INTRODUCTION ODERN developments in solid-state devices and circuits continue to lay emphasis on the A YI generation of nonlinear oscillations (see, e.g., [l]), and perhaps no other equation has been more widely used to model nonlinear oscillators than Lienards [2]. For the purpose of both the analysis and design of various types of nonlinear oscillators, it is therefore of considerable interest to look for (sufficient) conditions, as general as possible, under which Lienards equation admits one or more periodic solutions. The three most commonly considered forms of Lienards equation are 3 + f(z)iT + x = 0 * = cl/& (1)

314 52 + f(x)2 z + f(x, -t g(x) g(x) = 0 = 0.

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(2) (3)

ci$k +

The existence and uniqueness conditions for the periodic solution of (1) given by Lienard [3] and for the more general forms (2) and (3) formulated by Levinson and Smith [4] were further generalized by the author in [5] and [6]. In particular, the previous requirement that the damping coefficient function f be nonnegative for large 1x1was dropped in favor of the following less restrictive condition: j(x) 2 -p (where fi is a nonnegative constant that depends on g) for negative x of large absolute value, provided f(x) is sufficiently positive for large positive x; similarly if x is replaced by -x. This kind of requirement appears in the present paper via a set of conditions that relate F(x) and G(x) for 5 > 0 to the same for :c .< 0, where F(x) = 1 f(s) ds 0 G(x) = J:; g(s) ds. (4) (5)

satisfying a condition (such as a Lipschitz condition) that assures local uniqueness of the solutions of (2) everywhere on the (x, ?) plane. If g(x) is such that xg(x) > 0 for x # 0, as will be assumed here, G(z) increases monotonically from 0 as x varies from 0 to f ~0. Then the restrictions of z = G(x) to the intervals [O, a) and (- a, 01, denoted, respectively, by G+(x) and G-(z), have unique inverses G;(x) and G?(z). In the Lienard plane, (2) takes the form 5 = y - F(x) g = ---g(x). (74 Ub:) \

This permits a formulation of the existence and uniqueness conditions in a simple yet general way, and provides a deeper insight into the extent of asymmetry in f that will still guarantee the existence of a periodic solution of (2). The proofs of the present results depend on Lyapunovlike functions for constructing bounds for the solutions of (2) in the Lienard plane and for establishing orbital asymptotic stability of the periodic solution and thus its uniqueness. As a direct extension of an earlier result on the van der Pol equation [6], p. 89, we state, in the following section, a set of conditions for the existence of a periodic solution of (2). These are similar to the conditions that appeared in [7]. In Section III our conditions for the uniqueness of the periodic solution of (2) are developed. The forced equation L + f(x)2 + g(x) = 40 0%

In a conventional way, solutions of (7), visualized as curves in the (x, y) plane, will be called orbits, and connected subsets of orbits will be called arcs of orbits. According to our assumption on g, the origin is the only critical point of (7), and hence x(t) = 0 is the only trivial (constant) periodic solution of (2). All nontrivial periodic solutions of (2), henceforth referred to simply as periodic solutions, correspond to closed curves in the (x, y) plane consisting of regular points of (7). Such curves will be called periodic orbits. II. EXISTENCE
CONDITIONS

For x < 0 and E an arbitrary q(x) = max F(s) z5sso FL(X) = F(x) + E

constant,

we define (8) (9) (10)

He(x) = 77(x) + e - [(F(x) - dxN2 + 2Gk41 K,(x) = [F,(G;(4H%)))12 + H:(x)

- [77(x) + E + dmw The following ,hitherto unpublished author [9] is proved in the Appendix. Theorem 1 result

(11) of the

Equation (2) [or equivalently, the system (7)] has at least one periodic solution provided all of the following conditions are satisfied: 2 # 0; a> w(x) > 0 b) f(O) < 0; c) on the half-line x 2 0, F(z) is bounded below; let --a! denote inf,,,, F(z); d) H,(x) < 0 on some interval a I x I 5, where a<b<O; e) K,(x,) > 0 for some x1 E [a, bl. Remark 1 Condition b) implies that acand q(x), x < 0, are positive. Remark 2 In the actual case of an equation satisfying conditions a)+), one would first determine (Y. Then condition d) would be tested by observing the values of H,(x) -, I as x

with e(t) periodic and [e(2)] bounded is then considered in Section IV. It is shown. that, under our existence conditions of Section II and certain other restrictions, there is a bounded region R, in the Lienard plane such that every solution of (6) that begins in RI at some t = to remains in RI for all %> to. It then follows, by a standard fixed point argument, that (6) has a periodic solution with the period of e(t). The main feature of this result as compared to similar ones by other authors [S] is that again we do not require that f(x) 2 0 for both positive and negative z of large absolute value. Finally (in Section V), the above conditions are verified for some examples. We will assume throughout that f and g are real-valued continuous functions on the real line - 03 < x < 03,

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EQUATION v= cp=

315

decreases from 0. In the regions of x where H,(x) < 0, one would finally examine whether Ku(x) assumes a nonnegative value at some point x1, as required by e). The following more restrictive statement of the preceding theorem is required in connection with the result of Section IV. Corollary 1 Suppose the assumptions of Theorem 1 hold except for conditions d) and e), which are replaced by the following condition: (d) there is a x1 < 0 such that H,(x) K,(x) > 0 for x < x1. < 0 and

[2G,(x) + ~~1~ tan- [i VZCC)IYl

(164 WW

where the plus sign applies if x 2 0 and the minus sign otherwise. By conditions aI), a2), and at3), the Jacobian determinant a(& Y) _ =F &G, a+, 4 9
V

(17)

Then (2) [and correspondingly solution. Remark S

(7)] has at least one periodic

If in Theorem or Corollary 1 we restrict F(x) to increase monotonically with -x for x < 0, the expressions for H,(z) and K.(x) simplify to H,(x) K,(x) = F,(z) w?%@ - 4F,(x) V2G(z). (12) (13)

= [F,(G;1($H2,(x)))]2

Wax [7] concerns the study of the existence of periodic solutions of (7). The geometrical construction of the Poincar&-Bendixson (P-B) region in [7] differs somewhat from that used in the proof of Theorem 1, given in the Appendix. The reader is referred to [7] for details on the construction presented in it as well as for additional restrictions that permit the reduction of the size of the P-B region. III.
UNIQUENESS OF PERIODIC SOLUTION

does not vanish anywhere on the (x, y) plane except at the origin. Hence by the implicit function theorem, the transformation (15) is valid locally everywhere in the (x, y) plane. Equation (16a) shows that v is positive definite in x and y. The value of v at a given point P will be denoted by v(P). According to (16b), on the (x, y) plane the graph of cp = fi, # = real constant, as 2 (or y) varies from 0 to or from 0 to - 05, constitutes a ray, denoted +a by r+, which extends from the origin to a point on a circle of infinite radius. Condition a,) (by assuming that Idv/dpj f a) guarantees that every ray is crossed on the right by the solutions of (7) as t increases. Clearly, the set of all rays spans the plane, and if g is linear, the rays are straight lines. Since on a given ray rg we have v = [(l + cot #)~G,(x)]~ = (1 + tan2 +)12 ]y] (1%

v increases monotonically from 0 to 03 as one moves on the ray from the origin to 00. In order to indicate that v(P) is associated with a point P on r+ we will use the notation vo) (P). In terms of v and p, (7) is expressed as 1 dv --= v dq d (log v) = -v _F pczs cp & (19)

The approach to be followed represents an extension of that in [5] and [6]. By means of a transformation of variables, the system (7) will be expressed as a differential equation in v and p, where v2 is a Lyapunov-like function (while in [5] and [6] a Euclidean distance function had been used) and cp acts like the polar angle in the (x, y) plane. The uniqueness of the periodic orbit of (7) will then be established by way of a stability argument. Specifically, we will assume that g(x) satisfies condition a) of Theorem 1 and also a,) a,) a,) lim [g(x)/x] exists and is # 0 z-0 G(x) -+ 00 as x + A 0~ 2G(x) + y2 - F(x)y # 0 V(x, y) # (0, 0). the transformation O<cpl7r ?r < cp I 2~ (15b) (14)

where the argument of F is given by (15a). We are now able to demonstrate our main uniqueness result (which holds independently of Theorem 1). Theorem 2 Suppose (2) has a periodic solution. If xg(z) > 0 for x # 0, g, G, and F satisfy the conditions al)-a,) and

2Gb)fb) - F(x)g(x) > 0

(20)

It is then possible to introduce of variables x = G;($v2 sin (p> y = v cos (0 + if if

(154

with the corresponding inverse transformation

on the real line - ~0 < x < m, except possibly on a set of Lebesgue measure zero, then the periodic solution of (2) is unique (except for translations along the t axis). Proof: It will be shown that, under the conditions of the present theorem, every periodic orbit L of (7) is such that every arc of orbit that begins (at some time t = t,,) in a sufficiently small neighborhood of L tends to L as t --+ 00. This and the fact that the origin is the only critical point of (7) imply that L is unique, by virtue of a well-known theorem of Bendixson [lo]. Suppose then that P, is an arbitrary point on L, and let Q0 be a point on the ray through P,, located outside

316

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IFig. 1.

Fig. 2.

L, and sufficiently near I, so that for some 6 > 0 the following is true (Fig. 1). a) The orbit of (7) through QO, when followed clockwise from Q,,, remains outside L (since no two orbits of (7) can cross) intersecting rqp, for the first time (when cp =. q0 + 27r) at some point Q1. b) The arc Q,Ql lies in the E neighborhood of L. c) In the Eneighborhood of every point of L, the transformation (x, y) ---f (v, cp) is one-to-one [since (17) does not vanish], and hence the rays r,, p,, <= cp < cp,,+ 2~ establish a one-to-one correspondence between L and QOQl (with one of the end points of t.his arc excluded), i.e., to every point P on L there corresponds the point Q where the ray through P intersects QOQl, and vice versa. (d) In the e neighborhood of L it is valid to use the equations of the first variation (22) and (23) in order to arrive at the inequality (24). The continuity of the solutions of (7) with respect to initial conditions guarantee that for Q0 sufficiently near P, the above statements hold. If cp is the angle assoc.iated with the ray through P and Q, define 6 log v,,,(P) = 1s v,,,(Q) - log v,,,(P). (21)

log qp,)(Qo) - log vc,.,(QJ

> 0.

(25SJ

Since v and hence log v increase monotonically on r in the direction away from the origin, (25a) implies t&t Q1 is nearer L than Q,,. This shows that L is the positive limit set of the orbits of (7) in a neighborhood of L outside L. A similar argument, applied to an arc RoR1 of an orbit of (7) located inside, and in the im.mediate vicinity of L completes the proof of the stability property of L. Hence the result of the theorem follows. Q.E.D. A variant of Theorem 2 may be obtained by assuming that there is a x0 > 0, so that condition (20) holds only onx < Oandx > x,andthatxF(x) < OonO < 1x1< x0, F(x) > 0 on x > x,,, and G(x,) = G(-x0). Then since xF(x) < 0 on 0 < (x1 < x0 and G(x,) = G(-x,), L lies outside the closed curve 2G(x) + ya = 2G(x,), which intersects the x axis at x = fx,. Let L intersect the vertical x = x0 at P, (where (D = rp,,) and P, (where cp = cpJ in the upper and lower half-planes, respectively, as shown in Fig. 2. In this figure, points Q0 and Q1 are as before, QZ is the intercept of r,, with Q,Q1, P,, Q1 and P,, Q5 are the negative and positive y axis intercepts of L and Q,Q1, and Q3 and Q, are lower and upper half-plane intercepts of QOQ1with x = x0. By the argument used previously it is clear that
6 log v(,o) (PO> > fJ 1% V(,,) (Pl>

Then according to (19), a change in cpby cl9 gives rise to 46 log v,,,(P)) = $ (6 log v(P)) dp = ;;
a =-[ av

& (log v(P))

dv dp and

(26)

Fsincp v - F cos p

dv dp -- F) dvdrF.

6 log V(T)(P2> > 6 log fJ(2,)(Pd. To show that also

6 log vc,*)(P*) > 6 log V(r) (P2>

(27)

sincp - ($i = -(v - F cos p) so

(3) (29)

and 6 log V(h) (PA > 6 log V(q*+h) (PO>, we first obtain from (16a) and (7) d log v -=-dx d4W4 v(y - F) (30)

6 log v(,.+zs) (PO) = 6 1% 2,l..,PO) p.+2?F sin (0 G--Fcosco) (7 - F> dv dp. (23) s Pa Since dv is positive and sin cpas well as g have the sign of x, condition (20) guarantees that the integrand in (23) is positive except possibly on a set of Lebesgue measure zero. Hence 6 log vc,o+2d(P> < 6 log V(,d(PO) which, by (21), is the same as (24)

The one-to-one correspondence between points on P,P, and Q5Q6, and those on PIP, and Q3Q4, is then established by the verticals x = .& 0 < 2: 5 x0. If P and Q are the corresponding points on P,P, and Q,Q, with x = ,$we will denote v at P and Q by vCo(P) and v(t)(Q),

DEFIGUEIREDO:

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FOR LIiNARD'S

EQUATION

317

and define 6 log V(E) V=> = log v(t) (Q> - log VW U>(31)

Remark 6 Theorems 2 and 3 are valid if conditions aa) and (20) hold on a neighborhood of every possible periodic orbit of the system. Thus for the validity of the result of these theorems it is not necessary that as) and (19) hold on the whole (x, y) plane. IV. THE FORCED EQUATION Turning our attention next to the forced equation (6)! we note that the following is true. Theorem 4 Assume that f and g satisfy the conditions of Corollary 1 and, in addition,l - log v(.,)(Jo). (33) a) G(z) - c1 lzjpl as x + - 00 and G(z) - c2xnaas x + ~0, where c1 and cP > 0 and min { pl, pz} = P > 1; H,(x) -+ - ~0 and K,(x) -+ ~0 as x + -a; IF( + 41 is bounded as x + ~0, and F((l + ~)x)/F(x) ---f 1 as x -+ a and K -+ 0; lim,,-, [o(x>+a+ ~12/([F,(G;(~~,2(~)))12 + H,~(x)) exists and is equal to a constant different than 1; e(t) is periodic with a period T and le(t) 1 I: E < 03;

By (30) and in a way similar to that used in the derivation of (23), we get

+ I yv3(ygF Fy[2y(y

- F) + v] dv dx.

(32)

Here y, y - F, v, dv, and g are positive and F < 0 on (0, 2,). Hence the integrand is negative leading to the result 6 log V(O) (P3) > 6 log V(z,)(PO> = log 4&d

Finally, since F > 0 on Q6Q1, v decreases on this arc with the consequence log v(z,,)C&o) = log 4&o> > log d&d = log v(p.+zr) C&d. (34)

b) 4 d)

Thus (33) and (34) imply (29). In much the same way, (28) is established. From (26)-(29), (25a) follows. The corresponding result for the inner arc of orbit R,R, is derived similarly as above arid so needs no further elaboration. We have thus established Theorem 3. Theorem 3 Let the conditions of Theorem 2 hold except for the inequality (20), which applies only on the intervals x < 0, z > x,,, where x0 is a positive constant such that xF(x) < 0 on 0 < 1x1 < x0, F(x) > 0 on x > x0, and C(x,) = G( -x0). Then the periodic solution of (2) is unique (except for t translations). Remark 4 If g(x) = x, the inequality (20) is simplified to

e)

then (6) has a periodic solution with period T. Remark 7 In connection with the proof of the above result it is helpful to introduce some additional notation as well as make certain asymptotic estimates. Let A,(x) = v(x) + fx -[@xx) rl(s>Y (35) (364 0 5 u < 03 (36b) (37) (35) (39)

+ 2(G(x) + E~x)]~ -C?+(x) = G+(x) + Ex e;l(u) x20

1; f(x) - WGW > 0 CL (204 b and Theorem 4 is reduced to the uniqueness theorem of [5]. Rema& 5 Let A, denote the interval of the x axis on which the periodic orbit is defined and A, the subset of the x axis lim ,() l/+-m H,

= inverse function of e+(x)

t(x) = (v(x) + (Y + 42G(z)) w = w(x) = G;(+H,2(x)) 8 = G(x) = &(&(.x)). Condition a) implies that + E(x/G(x))]]*

= Jl = 1.

v(x) + a - [(F(x) - dx)) + Wx)[l H&d

(40) Hence &Ax) H.(x) as%-+ ---co (41)

1 If p(z) and $(z) are real-valued +(2) as z --) m or - oD, 3 lim,,, equal to 1. functions, we say that p(z) or _m [ca(z)/~(2)~ exists and is

on which (20) is required, to hold. It is clear from the way Theorems 2 and 3 were proved that the result of these theorems holds if A, r\ A, is an interval of positive
length (the sign > being replaced by 2 over the re-

maining part of A,).

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and by condition b), A,(x) - a-H,(x). (42) 00

Condition a) also implies that 6+(x> and hence c;r;(u) G;(u) asu-+ ~3. (44)
c

G+(x)

asx--+

(43)

Condition b) and (41) and (44) then lead to

A
lim z z-i-m 0 or
ZiJNW

= lim (1 + +JJ = 1 UO1 W

n-0

(454
Fig. 3.

asx+

--a~.

(45b) The arc l-7 is defined by $(y - ~(x,,)) + G(x) - Ex = G(x,,) - Ez,, so that (46) Y7 = v(x,,) + [2{G(xu) - Ex#. (52) (51)

Since Hi(x) = G+(w), it follows from (45) and condition a) that as x -+ - ~0 G.,(d) 2G+o=-----1 H&d G.,(w) I? w= (c) we obtain

Finally from (45) and condition lh F&X4) _ 1 r+--m Fcr(w(x)> = lim F,(l + 44 w-v22 F&d _ 1.

Arcs l/-2 and 4-5 are verticals and hence X2 = 21, YZ, = F(x,r) (47) 25 = 24 Y5, = F(xv) Arc 2-3 is defined by
3~

(53)

(54) = F(x4,).

Hence F,(G) = F,(O + K>w>F,(w)

aSW+ m;K+o. (49)

- dx,,>> + G(x) + Ex = +(F(x,,) - TI(x,,>)~ + G(x,,) + Ex,, (55)

so that X3 = 0 Y3, = I&(x,.) - CY. (56)

Equipped with the abo-ve estimates we may proceed to establish the validity of our assertion. Proof: Equation (6) is; equivalent to the system, L = y -- F(x) 7j = -g(x) + e(t). (504 (5W

To prove our result, it will be sufficient to construct, in the (x, y) plane, a bou.nded region R, so that every solution (x(t), y(t)) of (50) that begins in RI at some t = to remains in RI for all t 2 to. Then the conclusion of Theorem 4 is assured by the following well-known argument [6], [8], [ll]. Since (x(t), y(t)) --) (x(t + T), y(t + T)) is a topological mapping of R, into itself, it has a unique fixed point by Brouwers theorem, this corresponding to a periodic solution of (50) with period T. The region RI is the one bounded by the closed curve l-2-34-5-6-7/-l shown in Fig. 3 whose component arcs are defined as follows (the coordinates of the point i, i= 1 . . . 7, being denoted by (xi,, yi,)). Let 3dlbe he constant of Corollary 1. We take xl, 2 xl and sufficiently negative, and let yl, = 7(x1,).

According to (41), y3 can indeed be made to intersect the negative y axis, in accordance with Fig. 3, the intercept being as negative as desired provided x1, is sufficiently negative. Finally, arcs 3-4 and 5-6 are described by equations similar to (79) and (82) with the function G(t) replaced, respectively, by G(t) + Et and G(4) - Et. This gives X4 = &(%(YY + 47 y4 = -a and 56 = 0
Y6 = --a! + [(F(xv)

(57)

(5% + a) + 2(G(x,r) - Ex~)]~.

By (54), (57), (44), (56) and conditions a) and b), 25 --+ 02 as 51 ---) - 02. This and condition a) show thaty,,+ ~0 aszl,+--. Using definitions (35)-(39) and combining (52), (53),

DEFIGUEIREDO:

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FORLIiNARD'S

EQUATION

319

(56), (57), (54), and (58), we obtain

(Ye*

+ d

- (w + 4 - 2Eti(cq,)

For (63), the constant LYin condition c) of Theorem 1 is 2p/3. Then according to (10) and (ll), for x < - 1 H,(x) K,(x) (59) = gp - [p(-g = P% IHJ4l - x + ix) + xy + wa(4118 .+ fax) - ($P + 14>2. (67) 03%

= [Fa(Zi)(x1.))]2 + 2G(ti(q,))

- [dx1,> + Q!+ {2(G(x,,) - Edl2l2

F'&X~~~>>12 + WN~G,N G(ti(xl,)) and G(xt,) - Ex,, G(x,,). (61) - Eti(x,,) - Eh,) G(G(x1,)) since as x1 + - = [and hence &(x1,) -+ a], @)

Both H,(x) < 0 and K,(x) > 0 for x I -2.4 and tend, respectively, to - 03 and + 00 as x -+ - 00 (for p = 1). So the conditions of Corollary 1 are clearly met by (63). Since
f(x) ; F(x) = ? x2

033)

Finally, rearranging (59) and invoking (ll), (46), (49), and condition d), we conclude that as x1 --$ - 03,

condition (2Oa) is fulfilled, while assumption a,) of Section

(?/Of + a) - (Y7+ a)2 -K&1,)

K&G,).

[F (2;(x1.))/~,(w(xl~))]2[F,(~(x~~))]2 + ~[G(~(x,,))/H~,(x~,)IH~~(x~,) - F&I,) L [Fa(W(X,~)>12 + m%,) - E(Xl,)

64 III is satisfied (for p = 1) in the region Q: {(x,y);x < 3andy > 0, x > -3 and y < 0). This is obtained by writing 2G(x) + y2 - F(x)y = y2 + pxy + x2 - Spx3y = y2 + p(x - +x3>y + X2) (704 VW (69)

Since the right side of (62) is continuous and tends to 03 as x1 -+ - ~0, for a sufficiently large but finite x1, we have y,, > y$. Thus the curve r does indeed have the shape assumed in Fig. 3 with 6 above 7. It is easily verified that everywhere on r a solution of (50) starting on r does not leave R, as t increases. What, precedes is thus sufficient to establish the validity of Theorem 4.
V. EXAMPLES

The existence and uniqueness criteria of the preceding section apply, with certain qualifications, to the (symmetrical) van der Pol equation 2 + p(-1 to the asymmeirical + x2>* + x = 0, (63)

van der Pol equation [4] (64)

3 + p[- 1 + (x -- a)]? + 2 = 0,

where in (63) and (64) p and a are such that 0 < p < 2 and 0 < a < 1, and to the Goodwin oscillator equation z + f(x)2 + 2 = 0 where3 f(x) = -m1 1 m2 2 < 2, 2 > 2,. (65b) 0354 (654

Here x,, ml, and m, are positive constants and 4 > rni > 4m,/(l - ml). (654

and noting that (70a) is positive in the second and fourth quadrants; and that the discriminant of the quadratic form in y in.(70b) is negative for x2 < 9. It thus -follows that (63) satisfies the conditions of Theorem 2 in 0. Finally it is a simple matter to verify that (66) and (67) as well as G(x), F(x), f(x), v(x), and Q associated with (63) satisfy the conditions of Theorem 4. For both (63) and (64) with p = 1, the regions R constructed in the proof of Theorem 1 are shown in Figs. 4 and 5. The outer boundary I2 for each R is the smallest such curve since it corresponds to H,(xl) = 0. These figures are taken from [6], p. 89. In fact, the method of construction originally used with these figures in [6] prompted its extension to the general case of (2) in the proof of Theorem 1 of the present paper. Let us now consider system (65). In this case, OL = mlx, and v(x) = ml 1x1for x < 0. According to Remark 3, for x sufficiently negative H,(x) K,(x) = ---(I - ml> 1x1+ ml%, = II- m2 + m1m2)x, (71)

We will discuss in detail (63), for p = 1 and (65). Similar but not the same considerations apply to (64).
2 The Goodwin oscillator is an example of a two-stroke oscillator introduced by Le Corbeiller [12] and amply discussed in the literature [12], [6]. 3 It is easily shown that the simple discontinuity off at 2, does not affect our results.

+ mdl - ml> Isll - 4m,(x, + 1x1)1x1

(72)

which show that the conditions of Corollary 1 are satisfied by virtue of (65d) (see Fig. 6 for the region R). These two sets of inequalities also guarantee satisfaction of assumption a,) of Section III. Also, the left side of (20a)

320

IEEE TR.ANSACTIONS

ON CIRCUIT

THEORY,

AUGUST

1970

Fig. 4.

Fig. 5.

Fig. 6. vanishes for x 5 x, and is positive for x > x,. Hence Theorem 2, amended by Remark 5, assures the uniqueness of the periodic solution of (55). Finally, if a bounded perodic forcing term is add.ed to (65a) it is easily verified that this system satisfies all the conditions of Theorem 4. VI. C0NCLUR10N New conditions have been obtained for the existence and uniqueness of the periodic solution of the (unforced) Lienard equation as well as for the existence of a periodic solution of this equation with period T when it is forced by a bounded periodic function of period T. Because of the asymmetry in the nonlinear functions appearing in the equations, which these conditions allow, it is believed that the present results are particularly suitable for application to various modern solid-state circuits such as tunnel-diode and transistor oscillators. Extensions of the presen.t results to the case of many limit cycles and to higher order systems have been made, and are to appear elsewhere [13]-[16].
APPENDIX

Fig. 7.

(4) imply the existence of a 6 > 0 such that xF(s) < 0 for 1x1 5 6. We let lYl (Fig. 7) be defined by the closed curve
tv

+ G(x) = Y

(734

where y = min (G(6), G(-6)). (73b)

Such a rl surrounds the origin, the only critical point of (7), and thus excludes this point from R as is required. pz is the closed curve 1-2-3-4-5-6-7-1 constructed in the following way, the coordinates of the points i, i = 1, . . . , 7, being denoted by xi, yi. We begin at 1, whose coordinates are the value of x1 defined in e) of Theorem 1 and y, = 7(x1), and proceed clockwise on the arc +(y - T(x,))~ + G(x) = G(4 to the point 7, its intercept Hence y7 = 0(x1> + with the positive (74) y axis. (75)

m.

PROOF OF THEOREM

As is often done, the existence of a periodic orbit of (7) under the conditions of ~;he theorem will be established by constructing an annular region R in the (x-y) plane on which (7) is made to fulfill the requirements of the Poincark-Bendixson theorem. pl and I2 will denote the inner and outer boundaries of R. Condition b) of Theorem 1, the continuity of f, and

If 1 and 2 do not coincide, i.e., if T(x,) # P(xl) [and h ence > F(z,)], we go down vertically to 2 where 22 = x1 yz = F(x,). The path 2-3 (with 3 on the negative y axis) is described bJ (76)

DE FIGUEIREDO:

EXISTENCE AND UNIQUENESS

RESULTS FOR LIhNARD'S EQUATION

321

HY - d~>>~ + G(4 = 3(F(x,) - d~,>>~+ G(G)

which gives
X 3=

(77)

It is easily verified that everywhere the solutions of (7), in the direction virtue of the PoincarQ-Bendixson
ACKNOWLEDGMENT

on

l,

and

lYz

of increasing 1, enter R, which establishes the result of our theorem by

theorem.

0 - dxd2 + 2Gh)l"".

(7%
l-3

~3 = dx,) - Mxd

Condition d) of Theorem 1 then guarantees that does intersect the y axis below the point (0, --a). Iirom 3 we go on the curve $(Y + 4 to the point Hence + G(zj = 3(Y3 + 4 the horizontal

The author acknowledges interesting discussions on the result of Section II and the Appendix, held with

Dr. N. Wax while he was at the University

Urbana.
REFERENCES

of Illinois,

(79) y = -(II.

4 where it intersects

[I] D. L. Hester, The nonlinear theory of a class of transistor oscillators, IEEE Trans. Circuit Theory, vol. CT-15, pp.
111-118, June 1968.

X .t

= WHY,

+ a)>

w we proceed verti-

[2] B. van der Pol, A theory of the amplitude of free and forced triode oscillations, Rad. Rev., vol. 1, p. 701, 1920. [3] 4. LiBnard, fitude des oscillations entretenues, Rev. G&L. [4] N. Levinson and 0. K. Smith, A general equation for relaxation oscillationsl Duke Math. J., vol. 9, pp. 382-403, 1941. [5] R. J. P. de Figueiredo, Existence and uniqueness of the periodic solution of an equation for autonomous oscillations, in Contributions to the Theory of Nonlinear Oscillations (Annals of Mathematics Studies, no. 45), L. Cesari, J. LaSalle, and S. Lefschetz, Eds. Princeton, N. J. : Princeton University Press.
1960, pp.269-284. [6] -, Contribution to the Theory of Certain Nonlinear Differential &u&ions. Lisbon. Portugal: Junta de InvestinacGes do IEEE Trans. Circuit Theory, vol. CT-13, pp. 419-423, Deremher 1966 [Sl L. Cesari, Asymptotic Behavior and Stability Problems in Ordinary Differential Equations, 2nd. ed. Berlin: Springer,
1963

Elec., vol. 23, pp. 901-912,

1928.

y4 = -a. If -Q # F(G) [and hence < F(G)] cally upward to 5 on F(z) so that x5 = 24 yj = F(x4). 5-6 is defined by $(Y + aI2 + G(x) with = $4/s + 4 + G(G),

Ultramar, 1960. [71 N. Wax, On some periodic solutions of the Lienard equation,

6 on the y axis thus having X6 = 0 ~6 = --c-t + [(F(xd + 4

the coordinates

+ ~G(x,)]~. indeed intersect the

It is clear from

(83) that

(82) will

L&&ds equation, Rice University, Houston, Tex., Tech. Rept., ser. EE66, no. 15, 1966. Sur les courbes definies nar des &mations no1 I. Bendixson. diffbrentielles Acta Math., vol. 24, pp. 1%8, 1901. A [ll] N. Le.vinson,Transformation theory of nonlinear differential ;;~41,o,n,s of the second order, Ann. Math., vol. 45, pp. 723-

[91 It. J: P. de Figueiredo, Existence and uniqueness results for

nn I-r.

176-177 -.-...

y axis somewhere above the point (0, -a). The construction of rz is completed by the vertical segment 6-7. In order to show that I~ has the shape indicated in Fig. 7, it only remains to prove that 6 lies above (or coincides with) 7. This follows from (75), (7~3, (80),
(81), and (83) which, (Ye + 4 when combined, yield 2 0 (Y7 + aI2 = K,(Xl)

634)

the inequality

arising from condition

e) of Theorem 1.

Two-stroke oscillators, IRE Trans. Circuit Theory, vol. CT-7, pp. 387-398, December 1960. hypothesis for P311 R. J. P. de Figueiredo, A many-limit-cycle Li&rds equation, Arch. Rational Mech. and Anal. (to be published). [I41 R. J. P. de Figueiredo and C.-Y. Chang, Ultimate boundedness conditions for n mutually coupled LiBnards equations, Proc. 12th Midwest Symp. on Circuit Theory (University of Texas, Austin) April 21-22, 1969, pp. X.5.1-X.5.5. On the boundedness of solutions of classes of multi[I51 -, dimensional nonlinear autonomous systems, J. SIAM Appt. Math., July 1969. On the existence of globally stable limit sets of .multiMl -, dimensional autonomous systems, Rice University, Houslolr, Tex., Systems Rept. 20-39 (to be published).

[I211 P. te Corbeiller,