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DIFFERENTIAL SYSTEMS WITH A SMALL PARAMETER - Llivre

The document presents a theorem about finding periodic solutions of nonlinear periodic differential systems with a small parameter. It provides sufficient conditions for some periodic orbits of an invariant manifold in the unperturbed system to persist after perturbation. The proof uses Lyapunov-Schmidt reduction applied to the Poincare-Andronov mapping. Various corollaries are given for particular cases like isochronous or linear systems.
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0% found this document useful (0 votes)
40 views9 pages

DIFFERENTIAL SYSTEMS WITH A SMALL PARAMETER - Llivre

The document presents a theorem about finding periodic solutions of nonlinear periodic differential systems with a small parameter. It provides sufficient conditions for some periodic orbits of an invariant manifold in the unperturbed system to persist after perturbation. The proof uses Lyapunov-Schmidt reduction applied to the Poincare-Andronov mapping. Various corollaries are given for particular cases like isochronous or linear systems.
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© © All Rights Reserved
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COMMUNICATIONS ON Website: http://AIMsciences.

org
PURE AND APPLIED ANALYSIS
Volume 6, Number 1, March 2007 pp. 103–111

PERIODIC SOLUTIONS OF NONLINEAR PERIODIC


DIFFERENTIAL SYSTEMS WITH A SMALL PARAMETER

Adriana Buică
Department of Applied Mathematics, Babeş-Bolyai University
1 Kogălniceanu str., Cluj-Napoca, 400084, Romania

Jean–Pierre Françoise
Laboratoire J.-L. Lions, Université P.-M. Curie, Paris 6
UMR 7598, CNRS, Paris, France

Jaume Llibre
Departament de Matemàtiques, Universitat Autònoma de Barcelona
08193 Bellaterra, Barcelona, Spain

(Communicated by Carmen Chicone)

Abstract. We deal with nonlinear periodic differential systems depending


on a small parameter. The unperturbed system has an invariant manifold of
periodic solutions. We provide sufficient conditions in order that some of the
periodic orbits of this invariant manifold persist after the perturbation. These
conditions are not difficult to check, as we show in some applications. The key
tool for proving the main result is the Lyapunov–Schmidt reduction method
applied to the Poincaré–Andronov mapping.

1. Introduction. We consider the problem of bifurcation of T –periodic solutions


for a differential system of the form,
x′ (t) = F0 (t, x) + εF1 (t, x) + ε2 R(t, x, ε), (1)
where ε is a small parameter, F0 , F1 : R × Ω → Rn and R : R × Ω × (−εf , εf ) → Rn
are C 2 functions, T –periodic in the first variable, and Ω is an open subset of Rn .
One of the main hypotheses is that the unperturbed system
x′ (t) = F0 (t, x), (2)
has a manifold of periodic solutions. This problem was solved before by Malkin
(1956) and Roseau (1966) (see [4]). We will give here a new and shorter proof (see
Theorem 3.1 and its proof). In addition, we will give a series of corollaries in some
particular cases. In order to describe these cases we introduce some notation. We
denote the projection onto the first k coordinates by π : Rk × Rn−k → Rk and
the one onto the last (n − k) coordinates by π ⊥ : Rk × Rn−k → Rn−k . For the

2000 Mathematics Subject Classification. Primary: 34C29, 34C25; Secondary: 58F22.


Key words and phrases. Periodic solution, averaging method, Lyapunov–Schmidt reduction.
A. Buică is supported by the Agence Universitaire de la Francophonie and J. Llibre is par-
tially supported by a DGICYT grant number MTM2005-06098-C02-01 and by a CICYT grant
number 2005SGR 00550. This joint work took place while J.-P. Françoise was visiting the CRM
in Barcelona. All authors express their gratitude to the CRM for providing very nice working
conditions.

103
104 A. BUICĂ, J.P. FRANÇOISE AND J. LLIBRE

n–dimensional functions F0 and x we denote F01 = πF0 , F02 = π ⊥ F0 and u = πx,


v = π ⊥ x, respectively. We will study the particular situations when the unperturbed
system (2) is:
(i) either isochronous, i.e. all its solutions are T –periodic;
(ii) or linear, and it has a k-dimensional manifold of periodic solutions;
(iii) or of the form u′ = F01 (t, u), v ′ = F02 (t, u, v). Moreover, for all α in some
open subset of Rk , the unique solution uα of u′ = F01 (t, u) satisfying u(0) = α
is T –periodic, and the system v ′ = F02 (t, uα (t), v) has a unique T –periodic
solution.
Case (i) is studied in Section 4. There it is shown that also the classical averaging
method for studying periodic solutions can be obtain as a consequence. Case (ii) is
considered in Section 5, and, finally, case (iii) in Section 6. Section 2 is dedicated
to the main result and its proof. There we use the Lyapunov–Schmidt reduction
method for finite dimensional functions, a result that is presented in Section 1.
Some remarks are made in Section 7.
The first step in the proof of the main result is to reduce the problem of bifurca-
tion of T –periodic solutions of system (1) to the bifurcation of fixed points of the
Poincaré–Andronov mapping, or equivalently, of the zeros of some convenient map
g : D(g) × (−ε0 , ε0 ) → Rn (where D(g) is some open subset of Ω). Since, in general,
it is not possible to apply directly the Implicit Function Theorem for the function
g, we will use the Lyapunov–Schmidt reduction theory, but not in its general form
(like in [3]). This theory here is made simpler by assuming that the Jacobian matrix
of g(·, 0) has a particular form. The corresponding hypothesis for the differential
system is that some fundamental matrix solution of the linearized system of (2)
around each of its periodic solutions has a particular form. But, we will see that
this is perfectly suitable for the differential systems considered as examples. The
main advantage is that, in this case, the construction of the bifurcation function is
easier.

2. Lyapunov–Schmidt reduction for finite dimensional functions. The re-


sult of this section is known inside the Lyapunov-Schmidt theory, see for instance
[3]. Since, in fact, it is a special case of the general theory, we give the proof for
completeness. The theorem stated below will be used later in the proof of our main
result. We mention that the function f1 that appears in the following theorem is
called the bifurcation function.
Theorem 2.1. Let g : D × (−ε0 , ε0 ) → Rn , β0 : V → Rn−k be C 2 functions, where
D is an open subset of Rn and V is an open and bounded subset of Rk . We assume
that

(i) Z = zα = (α, β0 (α)) , α ∈ V ⊂ D and that for each zα ∈ Z, g (zα , 0) = 0;
(ii) the matrix Gα = Dz g (zα , 0) has in its upper right corner the null k × (n − k)
matrix and in the lower right corner the (n − k) × (n − k) matrix ∆α , with
det(∆α ) 6= 0.
We consider the function f1 : V → Rk defined by f1 (α) = (∂(πg)/∂ε) (zα , 0). If
there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists αε
such that g(zαε , ε) = 0 and zαε → za as ε → 0.
Proof. We consider the function
π ⊥ g : Rk × Rn−k × [−ε0 , ε0 ] → Rn−k , (α, β, ε) 7→ π ⊥ g(α, β, ε).
PERIODIC SOLUTIONS OF NONLINEAR PERIODIC SYSTEMS 105

Then, we have π ⊥ g(zα , 0) = 0 and d π ⊥ g /dβ (zα , 0) = ∆α . Since det(∆α ) 6= 0,


 
the Implicit Function Theorem implies that, for |ε| sufficiently small, there exists a
function β with (α, ε) 7→ β(α, ε) such that
β(α, 0) = β0 (α) and π ⊥ g(α, β(α, ε), ε) = 0.
Now we consider the function
δ : Rk × [−ε0 , ε0 ] → Rk given by δ(α, ε) = πg(α, β(α, ε), ε).
We have
δ(α, 0) = πg(zα , 0) = 0,
d (πg) dβ ∂ (πg)
δε (α, 0) = (zα , 0) · (α, 0) + (zα , 0).
dβ dε ∂ε
Using (ii) we see that (d(πg)/dβ) (zα , 0) = 0k×(n−k) , where 0k×(n−k) is the null
k × (n − k) matrix.
Hence, δε (α, 0) = f1 (α) and δ(α, ε) = εf1 (α)+ε2 r(α, ε). By the Implicit Function
Theorem, we obtain for |ε| sufficiently small, the existence of α(ε) such that α(0) =
a and f1 (α(ε)) + εr(α, ε) = 0. Hence, δ (α(ε), ε) = 0 and, moreover, denoting
zαε = (α(ε), β(α(ε), ε)) we have g(zαε , ε) = 0.

3. Main theorem. For z ∈ Ω we denote by x(·, z, ε) : [0, t(z,ε) ) → Rn the solution


of (1) with x(0, z, ε) = z. From Theorem 8.3 of [1] we deduce that, whenever
t(z0 ,0) > T for some z0 ∈ Ω there exists a neighborhood of (z0 , 0) in Ω × (−εf , εf )
such that, for all (z, ε) in this neighborhood, t(z,ε) > T . In this work, one of the
main assumptions is the existence of T –periodic solutions of system (1) for ε = 0.
Under this assumption there exists an open subset D of Ω and a sufficiently small
ε0 > 0 such that, for all (z, ε) ∈ D × (−ε0 , ε0 ), the solution x(·, z, ε) is defined on
the interval [0, T ]. Hence, we can consider the function f : D × (−ε0 , ε0 ) → Rn ,
given by
f (z, ε) = x(T, z, ε) − z. (3)
Then, every (zε , ε) such that
f (zε , ε) = 0 (4)
provides the periodic solution x(·, zε , ε) of (1).
The converse is also true, i.e. for every T –periodic solution of (1), if we denote by
zε its value at t = 0 then (4) holds. Then, the problem of finding a T –periodic solu-
tion of (1), can be replaced by the problem of finding zeros of the finite–dimensional
function f (·, ε) given by (3).
We denote the linearization of (2) by
y ′ = P (t, z)y, (5)
where
P (t, z) = Dx F0 (t, x(t, z, 0)), (6)
and let Y (·, z) be some fundamental matrix solution of (5).
The next theorem is our main result. Various consequences of it will be given in
the next sections. In the proof we apply Theorem 2.1 to the function (3) after a
suitable change of coordinates.
Theorem 3.1. Let β0 : V → Rn−k be a C 2 function, where V ⊂ Rk is open and
bounded. We assume that

(i) Z = zα = (α, β0 (α)) , α ∈ V ⊂ D and that for each zα ∈ Z, the unique
solution xα of (2) with x(0) = zα , is T –periodic;
106 A. BUICĂ, J.P. FRANÇOISE AND J. LLIBRE

(ii) for each zα ∈ Z, there exists a fundamental matrix solution of (5), Yα (t) =
Y (t, zα ) such that the matrix Yα−1 (0) − Yα−1 (T ) has in the upper right corner
the null k × (n − k) matrix, while in the lower right corner has the (n − k) ×
(n − k) matrix ∆α , with det(∆α ) 6= 0.
We consider the function f1 : V → Rk given by
Z T
f1 (α) = π Yα−1 (t)F1 (t, xα (t))dt. (7)
0

If there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists a
T –periodic solution ϕ(·, ε) of system (1) such that ϕ(0, ε) → za as ε → 0.

Proof. We need to study the zeros of the function (3), or, equivalently, of
g(z, ε) = Y −1 (T, z)f (z, ε).
We have that g (zα , 0) = 0, because x(·, zα , 0) is T –periodic, and we shall prove that
dg
Gα = (zα , 0) = Yα−1 (0) − Yα−1 (T ). (8)
dz
For this we need to know (∂x/∂z) (·, z, 0). Since it is the matrix solution of (5) with
(∂x/∂z) (0, z, 0) = In , we have that (∂x/∂z) (t, z, 0) = Y (t, z)Y −1 (0, z). Moreover,
df ∂x
(z, 0) = (T, z, 0) − In = Y (T, z)Y −1 (0, z) − In
dz ∂z
and
∂Y −1 ∂Y −1
 
dg
(z, 0) = Y −1 (0, z) − Y −1 (T, z) + (T, z)f (z, 0), ..., (T, z)f (z, 0) ,
dz ∂z1 ∂zn
which, for zα ∈ Z, reduces to (8).
We have
∂g ∂x
(z, 0) = Y −1 (T, z) (T, z, 0).
∂ε ∂ε
The function (∂x/∂ε) (·, z, 0) is the unique solution of the IVP
y ′ = Dx F0 (t, x(t, z, 0))y + F1 (t, x(t, z, 0)), y(0) = 0.
Hence,
t
∂x
Z
(t, z, 0) = Y (t, z) Y −1 (s, z)F1 (s, x(s, z, 0))ds.
∂ε 0
Now, we have
T
∂g
Z
(z, 0) = Y −1 (s, z)F1 (s, x(s, z, 0))ds,
∂ε 0
Hence,
∂ (πg)
(zα , 0) = f1 (α),
∂ε
where f1 is given by (7). Applying Theorem 2.1, there exists αε ∈ V such that
g(zαε , ε) = 0 and, further, f (zαε , ε) = 0, which assures that ϕ(·, ε) = x(·, zαε , ε) is
a T –periodic solution of (1).
PERIODIC SOLUTIONS OF NONLINEAR PERIODIC SYSTEMS 107

4. Case (i): Perturbations of an isochronous system and the first order


averaging method. In this section we assume that there exists an open set V
with V ⊂ D and such that for each z ∈ V , x(·, z, 0) is T –periodic (we recall that
x(·, z, 0) is the solution of the unperturbed system (2) with x(0) = z). An answer
to the problem of bifurcation of T –periodic solutions from x(·, z, 0) is given in the
following result. It is obtained as a consequence of Theorem 3.1 by considering
k = n.
Corollary 1. (Perturbations of an isochronous system) We assume that there exists
an open set V with V ⊂ D and such that for each z ∈ V , x(·, z, 0) is T –periodic
and we consider the function f1 : V → Rn given by
Z T
f1 (z) = Y −1 (t, z)F1 (t, x(t, z, 0))dt. (9)
0
If there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists a
T –periodic solution ϕ(·, ε) of system (1) such that ϕ(0, ε) → a as ε → 0.
A particular case is when F0 is identically zero, i.e. the system (2) becomes
x′ = 0 and hence all its solutions are constant, x(t, z, 0) = z for all t ∈ R. Of
course, the linearized system is the same, and we take as its fundamental matrix
solution Y (t, z) = In , the identity matrix, for all t ∈ R and z ∈ V . It is easy to see
now that the well known averaging method (see, for example [9, 2]) is obtained as
consequence of the above Corollary.
Corollary 2. (The first order averaging method) We assume that F0 (t, x) is iden-
tically zero and we consider the function f1 : Rn → Rn given by
Z T
f1 (z) = F1 (t, z)dt. (10)
0
If there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists a
T –periodic solution ϕ(·, ε) of system (1) such that ϕ(0, ε) → a as ε → 0.

5. Case (ii): Perturbations of a linear system. In this section we consider


the system (1) with F0 (t, x) = P (t)x + q(t), i.e. the unperturbed system (2) is the
linear system x′ = P (t)x + q(t). Before stating the main result as a consequence of
Theorem 3.1, we need two lemmas from linear systems theory.
Lemma 5.1. Let P : R → Mn be a continuous and T –periodic function and
consider the system
y ′ = P (t)y. (11)
The following statements are equivalent:
(i) the system (11) has k T –periodic linearly independent solutions.
(ii) there exists a fundamental matrix of solutions, Y (t), of (11) such that Y −1 (t)
has in its first k lines only T –periodic functions.
Proof. We consider the adjoint system
y ′ = −P ∗ (t)y, (12)

where P (t) is the transpose matrix of P (t). A nonsingular n × n matrix ∗ Y (t)
is a fundamental matrix solution for (11) if and only if Ya (t) = Y −1 (t) is a
fundamental matrix for (12) (Lemma 7.1 page 62, [5]).
The systems (11) and (12) have the same number of linearly independent T –
periodic solutions (Lemma 1.3 page 410 [5]). Hence, (i) is equivalent to the fact that
108 A. BUICĂ, J.P. FRANÇOISE AND J. LLIBRE

(12) has k T –periodic linearly independent solutions. Moreover, this is equivalent


to the existence of some fundamental matrix of solutions for (12), denoted Ya ,
that has in the first k columns only T –periodic functions. Further, using that
Y −1 (t) = Ya∗ (t), this is equivalent to (ii).
Lemma 5.2. Let P : R → Mn and q : R → Rn be continuous and T –periodic
functions. We assume that the system (11) has k T –periodic linearly independent
solutions and we denote by Y (t) its fundamental matrix of solutions as given by
Lemma 5.1 (ii). In addition, we assume that
RT
(i) π 0 Y −1 (s)q(s)ds = 0,
(ii) det(∆) 6= 0, where ∆ is the (n − k) × (n − k) matrix from the lower right
corner of the n × n matrix Y −1 (0) − Y −1 (T ).
Then there exists β0 : Rk → Rn−k such that, for all α ∈ Rk , zα = (α, β0 (α))
satisfies
Z T
−1 −1
[Y (T ) − Y (0)]z = Y −1 (s)q(s)ds. (13)
0
Moreover, for all α ∈ Rk , the unique solution of
x′ = P (t)x + q(t), (14)
with x(0) = zα , is T –periodic.
Proof. Since the matrix Y −1 (T ) − Y −1 (0) has the first k lines identically 0 and we
have (i), the first k equations in the system (13) are the trivial ones, i.e 0 = 0.
Using (ii) we obtain the solution of this system as zα = (α, β0 (α)) for all α ∈ Rk .
Denoting by x(·, z) the solution of (14) with x(0) = z and f0 (z) = x(T, z) − z,
we have that
Z T
Y −1 (T )f0 (z) = −[Y −1 (T ) − Y −1 (0)]z + Y −1 (s)q(s)ds.
0
Then, every zero of f0 is a solution of the linear algebraic system (13). The last
part of the conclusion follows now from the correspondence between the zeros of f0
and the T –periodic solutions of (14).
As a consequence of Theorem 3.1 it is easy to obtain the following Corollary.
This result is known as the Theorem of Malkin (see [4]).
Corollary 3. Consider the system (1) with F0 (t, x) = P (t)x + q(t) and assume
that all the hypotheses of Lemma 5.2 are satisfied. Let the function f1 : Rk → Rk
be given by
Z T
f1 (α) = π Y −1 (t)F1 (t, xα (t))dt.
0
If there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists a
T –periodic solution ϕ(·, ε) of system (1) such that ϕ(0, ε) → za as ε → 0.

6. Case (iii). In this section we consider the system


u′ (t) = F01 (t, u) + εF11 (t, u, v) + ε2 R1 (t, u, v, ε),
(15)
v ′ (t) = F02 (t, u, v) + εF12 (t, u, v) + ε2 R2 (t, u, v, ε),
where F0 = (F01 , F02 ), F1 = (F11 , F12 ) and R = (R1 , R2 ) satisfy the hypotheses stated
in the Introduction, and the splitting is with respect to the projectors (π, π ⊥ ). We
assume that there exists an open set V with V ⊂ πΩ such that, for each α ∈ V ,
PERIODIC SOLUTIONS OF NONLINEAR PERIODIC SYSTEMS 109

the unique solution uα of u′ (t) = F01 (t, u) satisfying u(0) = α is T –periodic, and
the system v ′ = F02 (t, uα (t), v) has a unique T –periodic solution. Before stating the
main results, we give the following lemma.
Lemma 6.1. Let P : R → Mn be a continuous and T –periodic function such that,
for all t ∈ R, the matrix P (t) has in the upper right corner the null k × (n − k)
matrix and it has the block form
 
A(t) 0
P (t) = .
B(t) C(t)
Then there exists Y (t) a fundamental matrix of solutions of the system
y ′ = P (t)y, (16)
−1
such that Y (t) has in the upper right corner the null k ×(n−k) matrix. Moreover,
 −1 
U (t) 0
Y −1 (t) = ,
W (t) V −1 (t)
where U (t) and V (t), respectively, are fundamental matrices solutions of u′ = A(t)u
and v ′ = C(t)v.
Proof. For y ∈ Rn we define u = πy ∈ Rk and v = π ⊥ y ∈ Rn−k . Then, the adjoint
system, y ′ = −P ∗ (t)y, can be written as
u′ = −A∗ (t)u − B ∗ (t)v, v ′ = −C ∗ (t)v. (17)
Denoting Ua (t) and Va (t), respectively, some fundamental matrix solutions for u′ =
−A∗ (t)u and v ′ = −C ∗ (t)v, we see that
 
Ua (t) Wa (t)
Ya (t) =
0(n−k)×k Va (t)
is a fundamental matrix solution for (17). Hence, the fundamental matrix of solu-
tions of (16), Y (t), satisfying Y −1 (t) = Ya∗ (t), has the required property.
Let Uα (t) and Vα (t), respectively, be fundamental matrix solutions for the sys-
tems u′ = Aα (t)u and v ′ = Cα (t)v, where Aα (t) = Du F01 (t, uα (t)) and Cα (t) =
Dv F02 (t, uα (t), vα (t)). The following corollary of Theorem 3.1 is the main result of
this section.
Corollary 4. Assume that there exists an open set V with V ⊂ πΩ such that,
for each α ∈ V , uα (·) is T –periodic, and the system v ′ = F02 (t, α, v) has a unique
T –periodic solution, denoted vα . Moreover, assume that the matrix ∆α = Vα−1 (0) −
Vα−1 (T ) has det(∆α ) 6= 0 and consider the function f1 : V → Rk given by
Z T
f1 (α) = Uα−1 (t)F1 (t, uα (t), vα (t))dt. (18)
0
If there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists a
T –periodic solution ϕ(·, ε) of system (15) such that ϕ(0, ε) → (a, va (0)) as ε → 0.
n−k
Proof. We
 consider the function β 0 :V → R given by β0 (α) = vα (0). Then the
set Z = zα = (α, β0 (α)) , α ∈ V satisfies hypothesis (i) of Theorem 3.1.
The matrix P (t, z) given by (6) has in the upper right corner the null k × (n − k)
matrix because F01 does not depend on v. Then, by Lemma 6.1, there exists Y (t)
a fundamental matrix of solutions of the system (5) such that Y −1 (t, z) has in the
upper right corner the null k × (n − k) matrix. In particular, this is true for the
110 A. BUICĂ, J.P. FRANÇOISE AND J. LLIBRE

matrix Yα−1 (0) − Yα−1 (T ). Since, also by Lemma 6.1, this matrix has in the lower
right corner the matrix Vα−1 (0)−Vα−1 (T ), we see that also hypothesis (ii) is fulfilled.
The form of the function f1 follows from the specific form of Yα−1 (t).
For the particular case when F01 is identically zero, the result is given in the
following corollary.
Corollary 5. Assume that F01 (t, u) is identically zero and that the system v ′ =
F02 (t, α, v) has a unique T –periodic solution, denoted vα . Moreover, assume that
the matrix ∆α = Vα−1 (0) − Vα−1 (T ) has det(∆α ) 6= 0, and consider the function
f1 : V → Rk given by
Z T
f1 (α) = F1 (t, α, vα (t))dt. (19)
0
If there exists a ∈ V with f1 (a) = 0 and det ((df1 /dα) (a)) 6= 0, then there exists a
T –periodic solution ϕ(·, ε) of system (15) such that ϕ(0, ε) → (a, va (0)) as ε → 0.

7. Remarks. 1- Weaker versions of the theorem presented here have been used in
applications. Let us, for instance, mention the repeated use of Malkin’s theorem
to establish synchronization of weakly coupled oscillators. We mention references
linked with mathematical physiology. Synchronization of the electrical activity of
cardiac cells in the sinusal node explains the formation of the cardiac rythm (see
for instance [7], p. 427). Also, it is now believed that synchronization of electrical
neurons plays a key role in explaining brain activity in neurosciences (see for instance
[6]). There are many other applications to mechanics and physics, which are, in some
sense, more classical.
2- There are possible applications to frequency locking, as it appears, for instance
in the periodically forced Van der Pol oscillator.
Consider the perturbed equation
dx
= F0 (x) + εF1 (x, t, ε),
dt
where the unperturbed part displays a periodic solution of period T . Assume that
the perturbation is periodic of period T ′ = pT (1 + εδ(ε))/q. Perform the change of
variables t = τ (1 + εδ(ε)), which transforms the equation into
dx
= F0 (x) + εG(x, τ, ε),

with G periodic of period T ′′ = pq T relatively to the time τ . The preceding theorem
shows, under some conditions, the existence of periodic solutions for the perturbed
system of period pT and hence of period qT ′ . This “adaptation” of the oscillation
on a multiple of the period of the forcing term was observed for the first time by
van der Pol.
3- Finally, consider the special case of Hamiltonian dynamics in dimension n =
2m:
H(p, q, ε) = H0 (p, q) + εH1 (p, q) + O(ε2 ).
It is interesting to note that in the case where the unperturbed dynamics is isochronous
(all orbits of the associated Hamiltonian system H0 (p, q) are periodic of same period
T ), the bifurcation function takes the special form
 
∂H 1 ∂H 1
f1 (p, q) = (p, q), (p, q) ,
∂q ∂p
PERIODIC SOLUTIONS OF NONLINEAR PERIODIC SYSTEMS 111

where H 1 (p, q) is the Hamiltonian H1 (p, q) averaged along the periodic orbits of
H0 . Our theorem extends in this case a well–known theorem of J. Moser (see [8]).
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[5] Ph. Hartman, “Ordinary Differential Equations,” John Wiley & Sons, Inc., New York–
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Math. Sci., 59 (1985), Springer.

Received April 2006; revised August 2006.


E-mail address: [email protected]; [email protected]; [email protected]

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