A periodic motion is any motion which repeats itself over time. It can occur in regular paths such as in ellipses or circles, and it may occur in irregular paths that may be less well defined.
Oscillation is the repetitive variation of some measure about a central value or between two states over time. When the internal energy of the motion remains constant, the oscillation is said to be un-damped, but when the internal energy of the motion decreases over time, the oscillation is said to be damped. When an external force is applied in a periodic variation to a pendulum, the motion is said to be a forced oscillation.
In regard to their relationship, an oscillatory motion is a type of periodic motion. When an oscillatory motion is damped, that is the amplitude decreases over time until the motion stops, the oscillation is said to be non-periodic; but when an oscillatory motion is un-damped, that is the internal energy of the motion remains constant, the oscillatory motion is said to be periodic.
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