In the figure below, the black curve is an intersection of two cylinders in 3D. So according to Kristopher Tapp's definition of a closed curve (see below), is this a closed curve?
According to Kristopher Tapp, some definitions and propositions are as follows:
Definition 1:
A $\textbf{parametrized curve}$ in $\mathbb{R}^n$ is a smooth function $\gamma: I \rightarrow \mathbb{R}^n$, where $I \subset \mathbb{R}$ is an interval.
Definition 2:
Let $\gamma: I \rightarrow \mathbb{R}^n$ be a curve. It is called $\textbf{regular}$ if its speed is always nonzero ($|\gamma'(t)| \ne 0$ for all $t \in I$).
Definition 3:
A $\textbf{closed curve}$ means a regular curve of the form $\gamma:[a,b] \rightarrow \mathbb{R}^n$ such that $\gamma(a)=\gamma(b)$ and all derivatives match:
\begin{equation*} \gamma'(a)=\gamma'(b), \quad \gamma''(a)=\gamma''(b), etc. \end{equation*}
If additionally $\gamma$ is one-to-one on the domain $[a,b)$, then it is called a $\textbf{simple closed curve}$.
Proposition 1:
A regular curve $\gamma:[a,b] \rightarrow \mathbb{R}^n$ is a closed curve if and only if there exists a periodic regular curve $\hat{\gamma}: \mathbb{R} \rightarrow \mathbb{R}^n$ with period $b-a$ such that $\hat{\gamma}(t)=\gamma(t)$ for all $t \in [a,b]$.

Your black object $C$ is the intersection of two cylinders, hence a set. This set is closed and bounded, hence compact. The question is whether this set $C$ can be parametrized as a regular closed curve.
The projection of $C$ to the $(x,y)$-plane is the circle $\ C'\colon\> x^2+(y-1)^2=1$, but $C$ covers this circle twice. We therefore parametrize the doubled circle $C'$ as $$t\mapsto\bigl(\sin(2t), 1+\cos(2t)\bigr)=\bigl(\sin(2t),2\cos^2 t\bigr)\qquad(0\leq t\leq 2\pi)\ .$$ We now have to take care of the $z$-coordinate. Since the point ${\bf r}(t)$ has to lie on the red cylinder we necessarily have $$z^2(t)=4-y^2(t)=4(1-\cos^4 t)=4\sin^2 t\>(1+\cos^2 t)\ .$$ We now choose the square root such that for $0\leq t\leq\pi$ we obtain $z(t)\geq0$, and for $\pi\leq t\leq 2\pi$ we obtain $z(t)\leq 0$. This is smoothly possible by letting $$z(t)=2\sin t\>\sqrt{1+\cos^2 t}\ .$$ It follows that $$\gamma:\quad t\mapsto{\bf r}(t):=2\bigl(\sin t\cos t,\cos^2 t, \sin t\>\sqrt{1+\cos^2 t}\bigr)\qquad\bigl(t\in{\mathbb R}/(2\pi)\bigr)$$ is a representation of $C$ of the required kind, whereby it remains to check that $\dot{\bf r}(t)\ne{\bf 0}$ for all $t$. I may leave this to you.
In this example we were lucky, since we could give a presentation of $C$ in terms of elementary functions. If such a thing is not possible a more theoretical approach is necessary. One could try to use the implicit function theorem which tells us that $C$ is "locally" a curve. It then would be a compact one-dimensional manifold, hence a union of simple closed curves. But unfortunately a crucial assumption of the implicit function theorem is not fulfilled at the point $(0,2,0)\in C$. The two cylinders do not intersect transversally there – that's why $(0,2,0)$ is a double point of $C$. Such a singularity would require additional analysis.