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Van der Pol differential equation is given by
In this analysis, we will consider the case only for positive . We will analyze the stability of this equation and generate a phase diagram.
The first step in examining stability of a non-linear differential equation is to convert it to state space by introducing 2 state variables.
Therefore
Equilibrium points are found by solving , hence from the above, we see that and from we conclude that as well. Hence
The system matrix is now found. First we note that , and , hence
Hence at becomes
Now we find the characteristic equation
Hence , therefore
If then both roots are on the RHS, hence system is unstable (equilibrium point is a repelling point).
If then we have , and we have spiral out equilibrium point, unstable.
We need to obtain a relation between and . From the differential equation
rewrite in state space variables, we obtain
Hence the above is in the form , therefore the isoclines lines can be found by setting
Where is a constant. Hence we obtain the parameterize equation to use to plot the gradient lines as
To generate the phase diagram1 , a program was written which allows one to adjust the initial conditions and the parameters and and observe the effect on the shape of the limit cycle. We see that starting from different initial conditions, the solution trajectory always ends up in a limit cycle.
The following is a screen shot of the program written for this project.