In mathematics, in the study of dynamical systems with two-dimensional phase space, a limit cycle is a closed trajectory in phase space having the property that at least one other trajectory spirals into it either as time approaches infinity or as time approaches negative infinity. Such behavior is exhibited in some nonlinear systems. Limit cycles have been used to model the behavior of many real-world oscillatory systems. The study of limit cycles was initiated by Henri Poincaré (1854–1912).
We consider a two-dimensional dynamical system of the form
where
is a smooth function. A trajectory of this system is some smooth function with values in which satisfies this differential equation. Such a trajectory is called closed (or periodic) if it is not constant but returns to its starting point, i.e. if there exists some such that for all . An orbit is the of a trajectory, a subset of . A closed orbit, or cycle, is the image of a closed trajectory. A limit cycle is a cycle which is the limit set of some other trajectory.
By the Jordan curve theorem, every closed trajectory divides the plane into two regions, the interior and the exterior of the curve.
Given a limit cycle and a trajectory in its interior that approaches the limit cycle for time approaching , then there is a neighborhood around the limit cycle such that all trajectories in the interior that start in the neighborhood approach the limit cycle for time approaching . The corresponding statement holds for a trajectory in the interior that approaches the limit cycle for time approaching , and also for trajectories in the exterior approaching the limit cycle.
In the case where all the neighboring trajectories approach the limit cycle as time approaches infinity, it is called a stable or attractive limit cycle (ω-limit cycle). If instead, all neighboring trajectories approach it as time approaches negative infinity, then it is an unstable limit cycle (α-limit cycle).
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