ABSTRACT

ABSTRACT

The idea of existence and uniqueness of 2π - periodic solution of initial

value problem method has been extended to periodic solution of a class of

second order non-linear differential systems, even order differential systems

and n-th order differential systems. To prove existence and uniqueness of a

class of differential systems, using a simple condition for non-degeneracy of

symmetric bilinear forms on infinite dimensional vector spaces is discussed.

This approach provides unique 2π -periodic solutions to different

system .This work is a review of four papers [1], [2], [3] and [10].
OVERVIEW

OVERVIEW OF THE PROJECT

The existence and uniqueness theorem in a differential system of 2π -

periodic solution has a lot of significance some examples and lemmas.

This work is a review of the papers [1], [2], [3] and [10].

CHAPTER I deal with the introduction to existence and uniqueness theorem

to different systems with 2π -periodic solution.

Definitions and statement of results theorems are deal with in this chapter.

CHAPTER II deals with the existence and uniqueness theorem of second

order scalar system with 2π -periodic solution.

CHAPTER III deals with the non-linear differential system with 2π -

periodic solution.

CHAPTER IV deals with the n-th order differential system with 2π -

periodic solution.
CHAPTER V deals with the illustration of some examples extension to

previous chapter.
 CONTA

NT
CONTENTS

CHAPTERS TITLE page no

I REVIEW OF LITERATURE 1

1.1 Introduction to Periodic Solution for Differential 3

System

1.2 First - Order Linear Differential System 3

1.21. The existence and uniqueness theorem of periodic

Solution 6

1.3 Definitions 8

II Second-Order Scalar Differential System in Periodic

Solution 15
III Non-Linear Differential System in Periodic Solution 34

IV n-th Order Differential System in Periodic Solution 51

V Illustration with Some Examples in Differential System 68

Conclusion 78

REFERENCES 79
REVIEW
REVIEW OF LITERATURE

In this work “Existence of periodic solutions of (2n+1)-th order

differential equations [4]”, F.Cong a periodic solution of a class of odd

order non-linear ordinary differential equations. An existence theorem of

periodic solution is obtained.

In “Periodic solutions for 2k-th order ordinary differential equations

with nonresonance [5]”, F.Cong discusses the periodic solution of even

number order differential equation and using parseval’s formula.

In “Time-maps for the solvability of periodically perturbed duffing

equations [6]”, T.Ding and F.Zanolin has established a duffing equations of

time maps for T-Periodic boundary conditions.

In “On periodic solutions for n-th order ordinary differential equations

[7]”, I.Kiguradze has presented for higher-order nonautonomous ordinary

differential equation and linear equations of periodic solution.

In “Solving the periodic boundary value problem with the initial value

problem method [13]”, Li Weiguo introduced existence and uniqueness of

2π -periodic solution of the systems are constructively established. The uses

of initial value problems method, the periodic boundary value problems of

the systems of Newton equations are investigated.

2
 CHAPTER I
CHAPTER I

PRELIMINARIES

1.1 INTRODUCTION TO PERIODIC SOLUTION FOR

DIFFERENTIAL SYSTEM

Ordinary differential equations are equations to be solved in which

the unknown element is a function, rather than a number, and in which the

known information relates that function to its derivatives. Few such

equations admit an explicit answer, but there is a wealth of qualitative

information describing the solutions and their dependence on the defining

equation. There are many important classes of differential equations whose

solution are slight in details. Applications to engineering and the sciences

abound. Numerical solutions are actively studied.

1.2 First - Order Linear Differential System

Consider the first – order linear differential equation

a ( x ) y ' +b ( x ) y + c ( x ) = 0 ---------------- (1.1)

it is called homogeneous if c ( x) ≡ 0,

Let the coefficient functions a, b, c be continuous, and the linear different

equation (1.1) can be reduced to the normal form

x ' = p (t ) y + f (t ) -------------------- (1.2)

b c
With constant coefficient functions p= and f =
a a

The homogeneous linear case x ' = p (t ) y of (1.2) as follows, we separate

variables

dx
= p (t ) dt
x

Then we integrate (by quadratures)

In | x |= ∫ p (t ) dt +c
Exponentiating both sides, we obtain

x = ke ∫ , k = e c ------------------- (1.3)
p ( t ) dt

The linear differential equation (1.1) can be reduced to the normal form

y ' = q(t ) z + g (t ) -------------------- (1.4)

The homogeneous linear case y ' = q (t ) z of (1.4) as follows, we separate

variables

dy
= q (t ) dt
y

Then we integrate (by quadratures)

In | y |= ∫q (t ) dt +c

Exponentiating both sides, we obtain

y =ke ∫ , k = ec ------------------- (1.5)

q ( t ) dt

The linear differential equation (1.1) can be reduced to the normal form

z ' = r (t ) x + s (t ) y +ξ(t ) z + h(t ) ---------------- (1.6)

The homogeneous linear case z ' = r (t ) x + s (t ) y +ξ(t ) z of (1.6) as follows,

we separate variables

dz
= [ r (t ) dt + s (t )dt + ξ (t )] + c
z

Then we integrate (by quadratures)

 In | z |= [ r (t ) dt + s (t ) dt + ξ (t )] + c

Exponentiating both sides, we obtain

z = ke ∫ +ke ∫
r ( t ) dt s ( t ) dt
+ξ(t )

z =ke ∫
r ( t ) +s ( t ) dt
+ξ(t )

z = ke ∫ Where k = ec ----------- (1.7)

m ( t ) dt
+ξ(t )

1.2.1THE EXISTENCE AND UNIQUENESS THEOREM OF

PERIODIC SOLUTION

The existence and uniqueness of periodic solution for the following

Nonlinear differential system:

 x11 = f1 (t , x1 , x2 ..........
xn ) 
 
 x 1 = f (t , x , x .......... xn ) 
 2 2 1 2

 ..........
.......... ..........
.......... -------------------- (1.8)
 ..........
.......... ..........
..........
 
 x1n = f n (t , x1, x2 ..........
..xn ) 
 

Where t ∈ R, xk ∈ R, fk:RxRn → R, k=1, 2…n are continuous and 2π -

periodic in t,
 6

∂f k
, k =1,2.... n, j =1,2,..... n , are continuous and bounded
∂x j

If f k (t , x1 , x2 ,..... x n ) = x k +1 , k=1, 2… n

f n (t , x1 , x2 ,..... xn ) = − f (t , x, x ' ,...., x ( n −1) ) , and Let x1 = x, x2 = x1' ,

……….., xn = xn' −1

The system (1) reduces to the following nth –order equation:

x ( n ) + f (t , x, x ' ,......... .x ( n −1) ) = 0 ----------------- (1.9)

∂f
Where f is continuous and 2π - periodic in t, ∂x , k =1,2.... n is continuous
k

and bounded.

The second – order scalar equation ( p (t ) x1 )1 + f (t , x ) = 0 ------ (1.10) is a

special case of (1) with

x = x1, x2 = p (t ) x1' ,
( p (t ) x1' ) ' = x2' = f 2 (t , x1 , x2 ) = − f (t , x1 )
f1 (t , x1 , x 2 ) = p −1 (t ) x2 ,
f 2 (t , x1 , x2 ) = − f (t , x1 ).

Moreover, the even order differential equation

( p(t ) x )
n −1
( n) ( n)
+ ∑α j x ( 2 j ) + (−1) n +1 f (t , x ) = 0 -------------- (1.11)
j −1

Where α1 , α2 ,.... αn −1 are constants, f ∈C 1 ( R ×R, R ) is 2π - periodic in t and

p ∈ PC n (R ) is 2π -periodic, is also a special case of (1.8).

1.3 DEFINITIONS

1.3.1 INVERTIBLE ELEMENT

In a Banach algebra X with identity e, an element

x is a unit, if there exists y ∈X such that xy=yx=e,

Then y is called the inverse of x.

1.3.2 SYMMETRIC OPERATOR

An operator T on a Hilbert space H is called symmetric,

if for all x, y ∈H ,

We have

〈T ( x ), y 〉 = 〈x, T ( y )〉

It is clear that if T is symmetric 〈T ( x ), x〉 ∈R for every x ∈ H

1.3.3 PERIODIC SOLUTION

Integrals paths with –mgl<E<mgl are closed, and represent

periodic solution referred to as limit cycles (or) periodic orbits.

1.3.4 FIXED POINTS

A fixed point of a function F from a set S to itself is a point x in S

such that F(x) =x. Fixed points arise naturally while solving operator

equations.

1.3.5 EIGENVALUE ,EIGEN VECTOR

Let T be an operator on a Hilbert space H.Then a

scalar λ is called an eigenvalue of T.if there exists a non-zero vector x in H,

such that

Tx = λx , λ ≠ 0

The set of all eigenvalues of T is denoted by e (T). x is called an

eigenvector (or) characteristic vector of T corresponding to eigen value λ .

1.3.7 UNIT MATRIX

A square matrix in which all the element along the principal

diagonal are equal to one and all the other element are equal to zero is called

a unit matrix (or) an identity matrix.

1.3.8 ADJOINT OPERATOR

Let H be a Hilbert space and T : H → H be a bounded linear operator

on H into itself. Then the unique operator T* defined by,

 〈Tx , y 〉 = 〈x, T * y 〉 ∀x, y ∈H

is called the adjoint operator on T.

1.3.9 BOUNDED

Given a metric space (X, d) a subset A⊆ X is said to be bounded

if there is some positive real number M such that d(x, y) ≤ M ,

for every x, y ∈A

A function f : X →Y from X to a metric Y is said to be bounded if its range

is bounded in X.

1.3.10 INITIAL VALUE

Initial value problem in differential equation, y1 (t ) = f (t , y (t )) with

f : R ×R →R together with a point in the domain of f,

[t 0 , y 0 ] ∈ R × R are called the initial condition.

10

1.3.11 NEGATIVE DEFINITE

Let A be an n n symmetric real square matrix. If for any non-zero

vector X. we have, X T AX < 0 then A is called negative definite matrix.

1.3.12 POSITIVE DEFINITE

 Suppose A is an n n square Hermitian matrix. If, for any non-zero

vector x, We have x*Ax 0, Then A is a positive definite matrix. (Here

X * = X t where X* is the complex conjugate of X and X t is the

transpose of X).

1.3.13 BILINEAR FUNCTION

A function of two variables is bilinear if it is linear with

respect to each of its variables.

The simplest example f(x, y) =xy.

1.3.14 VECTOR SPACE

A nonempty set V is said to be a vector space over a field

F.if V is an abelian group under an operation we denote by +,and if every

α ∈F , v ∈V there is defined an element ,written αv in V subject to

11

1.α(v + w) =αv +αw;

2.(α + β)v =αv + βv;
For all α, β ∈F , v, w ∈V
3.α( βv ) = (αβ )v;
4.1v = v;

1.3.15 NON-SINGULAR

A matrix that does have an inverse is called non-singular.

I.e., If A is non-singular matrix, there exists a matrix A−1 such that

AA −1 = A−1 A = I
 12

1 2 1 −2 1 0
A =
0  A−1 =   I = 
 1

0
 1 

0
 1


1.3.16 ORTHOGONALITY

Let u, v ∈H , an inner product space then u is said to be an

orthogonal to v, if (u, v) =0.

If u is orthogonal to v, then v is orthogonal to u,

For (v, u ) =(u , v) =0 =0.

1.3.17 HILBERT SPACE

A complete inner product space is called Hilbert space.

12

1.3.18 CONTINUOUS MAPPING

A mapping f : ( X , DX ) → (Y , DY ) is said to be continuous if

U is any open set in Y, then f −1

(U ) is open in X.

1.3.19 FUNDAMENTAL MATRIX

The set of solutions for a system of homogenous linear

differential equation of order 1 and dimension n

y ' ( x ) = A( x) y ( x ) +b( x) ,

forms an n-dimensional vector space. Given a basis in this vector space

z1 ( x ),......., z n ( x) , which is called a fundamental system, every solution

S(x) can be written as

n
S ( x) = ∑ci z i ( x ) ,
i =1

Then n × n matrix

Z ( x ) := (( z1 ( x ),........ ..., z n ( x )) , is called a fundamental matrix.

1.3.20 LINEAR OPERATOR

An operator L is said to be a linear if, every pair of function f

and g and scalar t, L ( f +g ) =L f +Lg and L(tf ) =t L f .

13
CHAPTER II
CHAPTER II

SECOND -ORDER SCALAR SYSTEM

Lemma 2.1
Statement

Let V be a real vector space and let H : V ×V → R be a real valued

symmetric bilinear form on V. if V is the direct sum of subspaces X and Y

such that H is positive definite of X and negative definite on Y.

i.e., H ( x, x) > 0 if x ∈X , x > 0 and

H (y, y) < 0 if y ∈Y , y > 0

Then H is non degenerate i.e., if for some w ∈PC 2 ( R ), w ∈V

H (u.w) = 0, for all u ∈PC 2 ( R )

Then,
w=0.

Proof
If V is finite dimensional, there exists a basis for V which is
orthogonal to X with respect to H.
Suppose ω ∈V and H (u , ω) = 0 for all u ∈ PC 2 ( R )

14

Since V is direct sum of X and Y, for all ω ∈V

w=x+y for some x ∈ X and y ∈Y and let u=x-y

Hence by the bilinearity and symmetry on H,

0 = H (w, x-y) = H(x +y, x-y)

0 = H(x, x) - H(x, y) +H(y, x)-H(y, y)

0=H(x, x)-H(y, y)

Since H(x, x) > 0 and H(y, y) < 0

It follow H(x, x) =H(y, y) =0

i.e., x=0, y=0

i.e., x=y=0

So, w=0

This proves the Lemma.

Lemma 2.2
Statement
Assume
(A1) f ∈C 1 (RXR) is 2π - periodic with respect to the first variable, and

p ∈C 1 ( R ) denote the space consisting of all the 2π – periodic

15

functions in C1(R) satisfy 0 ≤ M 1 ≤ p (t ) ≤ M 2 on R for some constantsM1 and

M2 with the usual C1 – norm

(A2) There exists two positive constants a and b such that

∂f
a≤ (t , x ) ≤ b On Rx R --------------- (2.1)
∂x

∂f
( t , x ) = f x , R 2 = RxR
∂x

and there exists a non- negative integer m satisfying the condition

m 2 M 2 < a ≤ b < ( m + 1) M 1
2
----------------- (2.2)

For h ∈ pc 2 ( R )

The homogeneous linear equation

( p (t ) x1 )1 + h(t ) x = 0 ------------ (2.3)

has only the trivial 2π - periodic solution.

Proof
Define a bilinear form
2π

∫ ( p(t )u (t )v1 (t ) − h(t )u (t )v (t )) dt

1
H (u, v) =
0

For u , v ∈ pc 2 ( R )

16

Put

∞
x = {X ∈ P (R C:) x = ∑ (cj c j o+ td j s j i) t n}
2

j = m+ 1

m
y = {Y ∈ P 2(R C:) y = C0 + ∑ (cj c j o+ td j s s j i) t n}
J= 1
Where cJ and dj are some constants, By Parseval’s formula

2π ' 2π n 2t

∫ ∑ ∫ ∑ µk ∫ f k (t ) dt 
1
x (t ) x '
(t ) − ( x '
(t ), Bx (t )) dt = f k (t ) 2
dt − 2

0 k −1 0 k =1 0 

 ∞ 
= ∑ ∑π (r 2 − µk )( ckr2 + d kr2 ) ≥ 0
 k =1 r =N k +1 

We obtain
 2π 2π
12 2
H ( x, x ) = ∫ p(t ) x (t ) − h(t ) x (t )) dt ) ≥ ∫M x1 (t ) − bx 2 (t )) dt
2
1
0 0

{ p(t) ≥ M1 and h (t) < M (1 m + 1)2}

(b ≥ M 1 (m + 1) 2 ;−b ≤ M 1 ( m + 1) 2 )

17

∞
x= ∑(c
j =m +1
j cos jt + d j sin jt )

∞
x1 = ∑(− jc
j =m +1
j sin jt + d j cos it ) 2

2 1 π
∞
2 
H ( x, x ) = ∑ (j
j =m +1
2
c j  . .4 + d j π  − ∑c 2j (m + 1) 2 − d 2j ( m + 1) 2
2 2 

∞
≥ ∑M
j =m +1
1 jc j (π / 4.4) + d j (π ) − c j ( m + 1) 2 + d j ( m + 1) 2 )
2 2 2 2

H(x, x) ≥ πM 1 ∑( j
J =m +1
2 2
− (m +1) 2 )( c j + d j )
2

H(x, x) >0, ∀x,0 ≠ x ∈X ------------ (2.4)

2π

∫
2
H ( y, y ) = p (t ) y 1
(t ) − h (t ) y 2
(t ))dt
0
 2π

∫ (M
2
≤ 2 y1 (t ) −by 2 (t )) dt
0

{ p(t) ≥ M 2 and h (t) < M

2 m2}

(b ≥ M 2 ;−b ≤ M 2 m 2 )

18
m
∴H ( y , y ) ≤ πM 2 ∑( j − m 2 )( c j + d j ) − 2πc0
2 2 2 2

j =1

i.e., H ( y , y ) < 0, ∀y ∈Y , y ≠ 0 -------------- (2.5)

Which show that H is positive definite on X and H is negative definite on

Y.

Lemma (2.1) it follows that if bilinear form H (u, w) =0, for all u,

Then, w=0.

Assume that w ∈PC 2 ( R ) is a solution of ( p(t ) x1 )1 + h(t ) x = 0 ,

For any u ∈PC 2 ( R) , we have

2π

∫ ( p(t ) w ) u + h(t ) wu )dt = 0

1 1
--------------------- (2.6)
0

Integrating equation (2.6) we get, H (u, w) =0 for all u ∈ PC2(R)

∴w=0

Hence, there exists only a trivial 2π - periodic solution to (2.6).

 19

Theorem 2.3

Statement
Assume
(A1) f ∈C 1 (RXR) is 2π - periodic with respect to the first variable, and

p ∈C 1 ( R ) denote the space consisting of all the 2π – periodic functions in

C1(R) satisfies 0 ≤ M 1 ≤ p (t ) ≤ M 2 on R for some constants M1 and M2 with

the usual C1 – norm.

(A2) There exists two positive constants a and b such that

∂f
a≤ (t, x) ≤ b On Rx R --------------- (2.7)
∂x

∂f
( t , x ) = f x , R 2 = RxR
∂x

and there exists a non- negative integer satisfying the condition

m 2 M 2 < a ≤ b < ( m + 1) M 1 ----------------- (2.8)

2

Then the second – order scalar equation

( p (t ) x1 )1 + f (t , x ) = 0 ----------------- (2.9)

has a unique 2π – periodic solution.

 20

Proof

Let the assumption ( A1 ) and ( A2 ) hold

To Prove
( p(t ) x )
1 1
+ f (t , x) = 0 has a unique 2π - periodic solution.

To prove

Existence part

Let us rewrite (2.9) as follows:

( p (t ) x 1 )1 + h(t , x ) x + f (t ,0) = 0 ------------------- (2.10)

1

Where h(t , x ) = ∫ f x (t ,θx )dθ

0

1
Let β = 2 ( M 2 m 2 + M 1 (m + 1) 2 )

Introduce an auxiliary equation

( p(t ) x )
1 1
+ βx + λ(h(t , x) x + f (t ,0) − βx ) = 0

( p(t ) x )
1 1
+ (1 − λ) βx + λ( h(t , x ) x + f (t ,0)) = 0 λ∈[0,1] ------- (2.11)

21
Equation (2.11) becomes

( p (t ) x1 )1 + βx = 0 has a unique 2π - periodic solution.

dx
For the differential equation + βx = 0 , x = ce −βx
dt

If β is complex, then x = c{cos βx − i sin βx} which is periodic

We only need to prove that for all λ∈[0,1]

There exists M0 >0 such that

If x λ (t ) is a unique 2π - periodic solution of (2.11),

Then,

xλ (t ) 1 ≤ M 0 ------------------- (2.12)

Suppose on the contrary that the conclusion is false

Then there would exist, sequences {x j } ∈ pc 1 ( R) and {λj } ⊂[0,1]

Such that

xj
1
→∞( j →∞) and xj is a solution of (2.11) for λ = λj Write

xj
yj =
| x j |1

22

Then

λj f ( t ,0 ) x j
( p(t ) y )j
1 1
+ (1 −λj ) βy j + λj h(t , x j ) y j +
xj
= 0 ---- (2.13)
1

By assumption ( A2 ), we have
 M 2 m 2 < a ≤ h(t , x j (t )) ≤ b < M 1 (m +1) 2 -------- (2.14)

By Arzela -ascoli theorem definition [let S be a compact metric space C(s)

the β– space of real (Or) complex – valued continuous function x(S)

normed by ||x|| = sup |x(S)|. A Sequence { xn ( s )} ⊂ c( S ) is relatively compact

in C(s)].

From (8) & Definition (Arzela-ascoli theorem) it follows

λi → λ0 , y j → y 0 , y j → z 0 and

h(t , x j (t )) →h0 (t ) in C (R) as j →∞

Also y0 , z0 and h0 ∈PC ( R ) -------------- (2.15)

xj
1
→∞ as j →∞

23

λj f (t ,0)
There fore, →0
| x j |1

Thus, by (2.13) and (2.14) and (2.15), we have

t
y 0 (t ) = y 0 (0) + ∫ ((1 − λ0 ) β + λ0 h0 (t )) dt ,
0

Thus, y 0 (t ) is a - 2π periodic solution of

( p (t ) y1 )1 + (1 − λ0 ) β + λ0 h0 (t )) y = 0 -------------- (2.16) and | y |1 =1 and by

equation (2.14) and the definition of β,

p(t ) & ( (1 − λ0 ) β + λ0 h0 (t )) satisfies the conditions of lemma (2.2)

Hence,
( p (t ) y1 )1 + ((1 − λ0 ) β + λ0 h0 (t )) y = 0 has only a trivial 2π – periodic solution

Which leads to contradiction as || y ||= λ

I.e., there exist a M 0 , satisfying (2.12)

⇒| x λ (t ) |1 ≤ M 0

24

To prove

Uniqueness part
Let x1 (t ) and x 2 (t ) be any two 2π - periodic solution of (2.9),

then x (t ) = x1 (t ) − x2 (t ) is a 2π - periodic solution of the following equation:

 1

 ( p (t ) x ) + ∫ f x (t , x 2 (t ) + θx(t ) dθx = 0 ------------ (A)
1 1
 
 0 

From the assumption of ( A2 )

We find (A) becomes

1
a ≤ ∫ f x (t , x2 ct ) + θx(t )) dθ ≤ b
0

Assume that p (t) satisfies ( A1 ) and p (t) and h (t) satisfy ( A2 ) by replacing

fx by h, for h ∈PC (R )

The homogenous linear equation

( p (t ) x1 )1 + h(t ) x = 0 ------------------ (2.17)

has a unique 2π - periodic solution.

25

I.e., x(t ) ≡ 0 on R

⇒ x1 (t ) = x2 (t )

i.e., x (t) is unique

Let f ∈C 1 ( R × R ) with f (t + 2π, x ) = f (t , x ) and p ∈C 1 ( R ) satisfy

0 ≤ M 1 ≤ p(t ) ≤ M 2 for some constants M 1 & M 2 .

Hence, there exists a unique 2π - periodic solution.

Theorem 2.4

Statement

Assume

(A1) f ∈ C1 (RXR, R) is 2π - periodic with respect to first variable and p

∈C n (R ) denote the space consisting of all the 2π - periodic functions in

Cn(R) satisfies 0 ≤ M 1 ≤ p(t ) ≤ M 2 for some constant M1 & M2

(A2) There exists two positive constant A and B and a nonnegative integer

m such that
n −1
∂f
0 < M 2 m 2 n + ∑ (−1) j −nα j m 2 j < A ≤ (t , x) ≤ B
j =1 ∂x

n −1
<M 1(m + 1) 2 n + ∑(−1) j −1α j (m + 1) 2 n
j =1
 26

holds on R x R for some constant α1 , α2 ,.... αn −1.

Then, the even order differential equation

( p(t ) x )
n −1
( n) ( n)
+ ∑α j x ( 2 j ) + (−1) n +1 f (t , x ) = 0 ------------ (2.18)
j −1

has a unique 2π - periodic solution.(where (n) stands for the n-th derivative).

Proof
Let the assumption (A1) and (A2) hold.

To prove

The Existence parts

( p(t ) x ) ∑α x
n −1
(n) (n)
j
(2 j)
+ (−1) n +1 f (t , x) + h(t , x, x1..... x ( 2 n −1) = 0 Let us
j =1

take rewrite the equation (2.18) as follows

( p (t ) x ( n ) ) ( n ) + h(t , x) x + f ( t , x ) = 0

Where h(t , x ) = ∫ f x (t ,θx ) dθ

0

27

1
Let β = 2 ( M 2 m 2 n + M 1 (m +1) 2 n

Introduce an auxiliary equation

2n
x ( 2 n +1) + b0 x + λ(∑x ( j ) g j (t , x, x1 ..... x ( 2 n ) ) −b0 x + h 2 n (t , x, x1 ...... x ( 2 n ) ) = 0
j =0
( p (t ) x ( n ) ) ( n ) + (1 − λ) βx + λ( h(t , x ) x + f (t ,0) = 0,

λ ∈[0,1] -------- (2.19)

Equation (2.18) becomes

( p (t ) x ( n ) ) ( n ) + βx = 0 , Which has a unique 2π - periodic solution

dx
For, the differential equation dt + βx = 0 , x = ce −βx

If β is complex, then x = c{cos βx − i sin βx} which is periodic

We only need to prove that for all λ ∈[0,1]

There exists M0>0 such that

If xλ (t ) is a 2π - periodic solution of (2.19),

Then | X j |1 ≤ M 0 ------------------- (2.20)

Suppose on the contrary the conclusion is false,

28

Then there would, exists sequence {x j } ∈ PC and { λj } ⊂ [0, 1]

n
( R)

Such that

xj
1
→∞( j →∞) and xj is a solution of (2.19) for λ = λj

xj
Write yj =
xj
1

Then

λj f (t ,0) x j
( p (t ) y j ) ( n ) + (1 − λ j ) β y j + λ j
(n) h(t , x j ) y j + = 0 -----
xj (2.21)
1

By assumption of (A2) we have,

M 2 m 2 n < a ≤ h(t , x j (t )) ≤ b < M 1 ( m +1) 2 n ------------------ (2.22)

From(2.22) & Definition (Arzela-Ascoli theorem) it follows

λ j → λ0 , y j → y 0 , y j → z 0 and h(t , xj (t )) →h0 (t ) in C(R) as j → ∞

1

Also y0 , z0 and h0 ∈P ( R) | x j |1 →∞, as j → ∞ ,

λj f (t ,0)
There fore, →0
xj
1

Thus, by (2.21) and (2.22) we have

29
t
p (t ) z 0 (t ) = ( p0 ) z 0 (0) − ∫ (1 − λ0 ) β + λ0 h0 (t )) dt
0

Thus y0 (t ) is a 2π - periodic solution of the following equation of

( p (t ) y ( n ) ) ( n ) + (1 − λ0 ) β + λ0 h0 (t ) y = 0 --------------- (2.23)

|| y ||1 = 1 , By definition of β, p (t ) and (1 − λ0 ) β + λ0 h0 (t ) satisfies the

conditions of Lemma (2.2)

Hence, ( p(t ) y j ) + (1 − λ 0 ) β y j + λ 0 h0 (t ) y = 0 has only a trivial 2π - periodic

(n) (n)

solution, which leads to contradiction

i.e., there exists x λ (t ) 1 ≥ M 0

To Prove
Uniqueness Part
Let x1 (t ) and x 2 (t ) any two 2π - periodic solutions for
2n-th order differential equation.
 n −1
( p (t ) x ( n ) ) ( n ) + ∑α j x ( 2 j ) + ( −1) n +1 f ( t , x ) = 0 , x ∈ R →( A)
j =1

Where αj is constant
Then x (t) = x1(t) - x2(t) is a 2π - periodic solution of the following equation

30

n −1 1
( p (t ) x ( n ) ) ( n ) + ∑α j x ( 2 j ) + ( −1) n+1 ∫ f x (t , x2 +θx )dθx = 0
j =1 0

From the assumption (A2), we have

1
A ≤ ∫ f x (t , x 2 (t ) +θx (t )) dθ ≤ B
0

Assume that p (t) satisfies (A1) & p (t) & h (t), satisfy (A2) by replacing fx by

h, for h ∈PC 2 ( R )

Then, the homogenous linear equation

n −1
( p (t ) x ( n ) ) ( n ) + ∑α j x ( 2 j ) + (−1) n+1 h(t ) x = 0 ---------- (2.24) has a unique
j =1

2π - periodic solution

i.e., x(t ) ≡ 0 on R

⇒ x1 (t ) = x 2 (t ) i.e., x (t) is unique.

Let f ∈C 1 ( R ×R, R ) with f (t + 2π, x) = f (t , x ) and p ∈ PC n (R ) satisfy

n −1 n −1
0 < M 2 m 2 n + ∑(−1) j −n α j m 2 j < a ≤ f x (t , x) ≤ b < M 1 (m +1) 2 n + ∑( −1) j −nα J (m +1) 2 j
j =1 j =1

holds on RxR for constant α j , where j=1, 2... n-1.

Hence, there exists a unique 2π - periodic solution.

31
 C

HAPTER III
CHAPTER III

NON-LINEAR DIFFERENTIAL SYSTEM

Lemma 3.1

Statement

Let H : R k → R k be continuously differentiable and there exists a

constant M>0 such that

|| [ H 1 (u )] −1 ||≤ M , For all u ∈ R k

We shall show that [ L + N 1 (u )] −1 : R K → R K is uniformly bounded in norm

with respect to u.

Then, H is homeomorphism of Rk onto Rk.

Proof
Consider the system of ordinary differential equations

u (t ) + g r a d(uG(t ) )= p(t )
" in the form of equation
Lu + Nu = Fu .Where L is linear differential expression and N is a

continuously differentiable operator such that L + N ' ( x) has a uniformly

bounded inverse and F is an operator with bounded range,

32

We shall prove that G is continuously differentiable by showing that

H 1 ( y ) = [ L + N ' (u )] −1 , for u ∈ Rk

Let h ∈ Rk and let H(y+h) =u+k,

Then ||| H ( y + h) − H ( y ) −[ L + N ' (u )] −1 h |||

=|| [ L + N ' (u )] −1{h −[ L + N ' (u )][ H ( y + h) − H ( y )]} ||

≤ M 1 || ( L + N )(u + k ) − ( L + N )(u ) − [ L + N ' (u )]( k ) ||Y

= M 1 || N (u + k ) − Nu − N ' (u ) k ||Y

→0 as || h ||Y → 0

i.e. ||| k ||| Y → 0

Using the bound obtained for

[ L + N ' (u )] −1 : R K → R K

Hence H 1 ( y ) =[ L + N ' (u )] −1

Let y1 , y2 ∈Y , Then
1
H ( y1 ) − H ( y 2 ) = ∫ ( H ' ( y 2 + t ( y1 − y2 ))( y1 − y 2 ) dt
0

||| H ( y1 ) − H ( y 2 ) ||| ≤ ∫ || H ' ( y 2 + t ( y1 − y 2 )) || dt || y1 − y 2 ||

0
 33
1
= ∫ || [ L + N ' (u (t ))] −1 || dt || y1 − y 2 ||
0

Where u (t ) = H ( y2 + t ( y1 − y2 ))

Where

||| H ( y1 ) − H ( y2 ) ||| ≤ M 1 || y1 − y2 ||

I.e., H is homeomorphism,

∴[ L + N 1 ( x )] −1 : R K → R K is uniformly bounded for u ∈ R k

Hence H : R K → R K is homeomorphism o Rk onto Rk.

Lemma 3.2

Statement

If A is an nxn matrix and there exists δ > 0 such that | λ |≥ δ for all

eigenvalues λ of A.

Then || A −1 ||≤ δ −n || A || n −1

−−−
[Where ||A|| =max ( A* A) A = (a ji ) here A* = (aij ) if A= (aij)

34
Proof

Let µ1 , µ2 .... µn be the eigenvalues of A*A and

Let ei i=1, 2..., n be any eigenvector corresponding to µi such that || ei || =1 .

Since || A * Ae i || =|| µi ei ||

We have, || A * A ||≥ µi , I=1, 2,…, n ------------------- (3.1)

Let λ1 , λ2 ... λn be the eigenvalues of A. By considering the characteristic

polynomials of A*A and A

We have

µ1 , µ 2 ,.... µ n = det A * A =| det A | 2 =| λ1 | 2 | λ2 | 2 ... | λn | 2 ---------------- (3.2)

−1
 1
|| = min µk 2

Now || A −1
 
1≤k ≤n 

(||A||=max λk , where λ1 , λ2 ..... λn are the eigenvalues of the positive

2

symmetric matrix A*A)

Suppose that µk = max

1≤ k ≤ n
µk 0

Then by (3.1) and (3.2), we have

35

µ k 0 || A * A ||n −1 ≥| λ1 |2 | λ 2 |2 .... | λ n |2 ≥ δ 2 n

It follows that µ k0 2 ≥ δ 2 n || A ||− 2 n + 2

1
Since ||A*||=||A||

δ n || A ||− ( − n−1) ≤ µ k02

1
 µk ≥δ n || A || −( −n −1)
0

δ −n || A || ( n−1) ≥ ( µk0 ) −1

δ −n || A || ( n −1) ≥|| A || −1

(i.e.) || A −1 ||≤ δ −n || A || n −1

Theorem 3.3

Statement

Assume fk , k =1, 2…n with n≥2, are continuous and 2π - periodic in t.

∂f k
, k =1,2,...... n, j =1,2,..... n are continuous and bounded, For any
∂z j

continuous vector function x(t ) = ( x1 (t ), x2 (t )...... xn (t )), t ∈[0,2π]

Define an nxn matrix A(x) = (( aij ( x ))

36
2π
∂f i
Where aij ( x ) = ∫ (t , x1 (t ), x 2 (t )....... x n (t )) dt , where i, j=1, 2…., n.
0
∂x j

If the matrix a(x) is nonsingular and the eigenvalues λk = λk ( x ), k =1,2...... n

of a(x) satisfy the following condition;

For those {λj } , where RP {λJ } ≠ 0 there exists a positive constant δ .

Such that | RP (λ) |≥ δ where RP (Z ) is the real part of Z. and for those {λk }

with RP (λk ) = 0 , There exist non-negative integer {mk} and positive

constants {ak } , {bk } such that

 2πmk < ak ≤| λk ( x) |≤ bk < 2π (mk +1)

Then, the non-linear differential system

 x11 = f1 (t , x1 , x2 ..........
xn ) 
 
 x 1 = f (t , x , x .......... xn ) 
 2 2 1 2

 ..........
.......... ..........
.......... --------------------- (3.3)
 ..........
.......... ..........
..........
 
 x1n = f n (t , x1, x2 ..........
..xn ) 
 
has a unique 2π - periodic solution.

37

Proof

Let x j ∈R, j =1,2,.... n

Define x = ( x1 , x 2 ,....... x n ) ∈ R n

F (t , x ) =col ( f1 (t , x ), f 2 (t , x ),... f n−1 (t , x ) f n (t , x ),

Then x (t ) = ( x1 (t ), x 2 (t ),....... x n (t )) of equation (3.3) satisfying the initial

condition x (0) = ( x1 (0), x 2 (0),....... x n (0)) = u = (α1 , α2 ..... αn ) is unique and

exists on R, where α1 , α2 ,......... .αn

For any vector u=x (0) =col (α1 , α2 ,......... .αn ) ∈R n , where {αk } are any real

numbers the initial value problem.

u 1 = F (t , u ) , u (0) = u 0 has a unique solution x (t) =x (t, u) and this solution is

defined on R × R n

Under the assumption of f k , k =1,2,...... n with n≥2, consider the variation

equation of u 1 = F (t , u ) , u ( 0) = u 0

∂F (t , x )
y1 = y ----------------------- (3.4)
∂x

38

∂F (t , x )  ∂f 
y1 = =  k (t , x )  ---------------------- (3.5)
∂x  
 ∂x j 

Assume F : [0,2π ] × R m → R m , m ∈ N is continuous and possesses partial

∂F
derivatives ∂u
(t , u ).

Let the solution u(t)=u(t,u0) of u1=F(t,u), u(0)=u0 exists for t ∈[0,2π] and let

∂F ∂u (t , u 0 )
H (t , u 0 ) = (t , u (t ,u 0 ) function ϕ(t , u 0 ) = exists and is the
∂u ∂u 0

∂x
solution of w1 = H (t , u ) , w matrix function w(t)= ∂u
(t , u ).
  ∂x1 (t , u ) ∂x1 (t , u ) ∂x1 (t , u ) 
 
 ∂α1 ∂α 2 ∂α n 
 ∂x (t , u ) ∂x2 (t , u ) ∂x2 (t , u ) 
= 2  ---------------------- (3.6)
 ∂α1 ∂α 2 ∂α n 
 ∂xn (t , u ) ∂xn (t , u ) ∂xn (t , u ) 
 ∂α ∂α 2 ∂α n 
 1

is the fundamental matrix solution of equation (3.6),

I.e., w (t) is solution of (3.5) satisfying w (0) =In.

T
 1
 ∂F ( s, x( s, u )) 
T

Let z (t ) = exp ∫0 
  ds 
 ∂x  
 

39

Where MT is the transpose of matrix M.

Then z (t) is also the fundamental matrix solution of equation (3.6).

Hence w (t) =z (t), ∀t ∈[0, ∞]

Define mapping h, H : R n → R n as h(u ) = ( x1 ( 2π, u ), x 2 ( 2π, u )...... x n (2π, u ))

H (u ) = I n u − h(u ) -------------------- (3.7)

Then, we have

H 1 (u ) = I n − h1 (u )

∂x
= In − ( 2π , u )
∂u

T
 2π
 ∂f (t , x), (t , u )  T 
= I n −  exp ∫0   

 ∂x dt 

H 1 (u ) = I n − exp( a ji (u )) ------------------ (3.8)

 2π
∂f i
Where a ji (u ) = ∫ ∂x
0 j
(t , x(t , u )) dt i, j =1, 2… n.

If λ is an eigenvalue of A. then exp( λ) is an eigenvalue of exp( A) .

40
λ (u )
The eigenvalues µk (u ) of H 1 (u ) are µ k (u ) = 1 − e , k = 1,2,...n
k

arg λ
Since λk (u ) =| λk (u ) | e k (u )i
, k=1,2,…,n.

λk (u ) =| λk (u ) | {cos θk (u ) + i sin θk (u )}

Where θk (u ) = arg( λk (u ), k =1,2,3,.... n

We have

|λ k(u) |
µ k u)( 1−= e { θ k u)( c+ is θ ko(u)i n}s
|λ k ( u )|c θ k u | o s
µ (u) (1−= e ) θ ({)+ iu s θ (u)c+ i |s }λ n(u)o|is θ (un) is n
k k k k k
Squaring on both sides, we get,

| µ k (u ) |2 = (1 − e|λk ( u )| cos θ k (u )) 2

{ c o| λs k (u) | + i s i nθ k (u) }+ i s i n| λ k (u) | s i nθ k (u) }

= (1 − e |λk ( u )|cos θk (u ) ) 2 + 2e |λk u|/ cos θ k (u ) )

[1 − cos | λk (u ) | sin θk (u )]

= (1 − e |λk (u )|cos θk (u ) ) 2 + 2e |λk u|cos θk (u ) )

41

1λ ( y ) | sin θ k (u ) 
 sin θ
2
2
 2 

 | λ (k ) sin θ k (u ) 
= (1 − e1λk (u )|cos θk (u ) ) 2 + 4e |λk u|cos θk ( u ) ) sin 2  k 
 2 

----------------- (3.9)

Where θk (u ) = arg( λk (u ), k =1,2,3,.... n

If for some k, RP λk (u) =0

Which means that cos θk (u) =0

| λk u | sin θ k (u )
| µk (u ) | 2 = (1 − 1) 2 + 4e |λk u|0 sin 2 ( ) (Where k=1, 2.., n)
2

 | λ (u ) | 
| µ k (u ) | 2 = 4 sin 2  k 
 2 

 a  b 
≥ 4 minsin 2  k  sin 2  k   =: δ k > 0
  2 2 

On the other hand, for those j where RP λj (u ) ≠ 0 ,

Then by assumption | RP λj (u ) |≥ δ > 0

We get from the expression of µj (u ) that

42
| µ j (u ) |2 ≥ min (1 − e|λ k ( u )|cosθ k ( u ) ) 2 =: ε j > 0
|λ j ( u )|≥ δ

Let δ0 = min{ δk ,ε j }

Then | µk (u ) |≥ δ0 > 0, k =1,2,... n

∂f k
Since (t , x ) are bounded
∂x j

We have

λ( H 1 (u )( H 1 * (u )) is also bounded let C 0 = sup λ( H 1 (u )( H 1 * (u ))

Then if follows from lemma (3.2) that the mapping H 1 (u ) is invertible and

| µk (u ) |≥ δ −n || H 1 (u ) || C 0n −1

ie , || [ H 1 (u )] −1 || ≤ M
( M = C 0N −1 / δ N )

It follows that H is a homeomorphism of R n onto R n ,

Which means that there exists a unique u*= (α1* , α2* ,......... ....., αn* ) ∈ R n

such that H (u*) =0.

43

H (u * ) = u * − h(u * )

0 = u * − h(u * )

u * = h(u * )
⇒ h(u * ) = u *

Ie, u * is unique fixed point of h

Hence, the solution

x(t , u * ) = ( x1 (t , α 1 ), x 2 (t , α 2 ),..... x n (t , α n ),
* * *

1
x1 = f 1 (t , x1 , x 2 ,..... x n )

1
x 2 = f 2 (t , x1 , x 2 ,..... x n )

……..
1
x n = f n (t , x1 , x 2 ,..... x n )

Where t ∈ R, xk ∈ R, fk:RxRn → R, k=1, 2…n are continuous and 2π -

periodic in t,

∂f k
, k =1,2.... n, j =1,2,..... n are continuous and bounded
∂x j

Hence, there exists a unique 2π - periodic solution.

44

Lemma 3.4

Statement

Consider the initial value problem u1 = F (t , u ), u (0) = u0 ----- (3.10)

Assume F : (0,2π ) × R m → Rm , m ∈ N is continuous and possesses continuous

∂f
partial derivatives ∂u (t , u ) .
Assume the solution u (t ) = u (t , u0 ) of (3.10) exists for t ∈[0,2π] and

∂F
Let H (t , u 0 ) = ∂u
(t , u (t , u 0 ))

Then the function

∂u (t , u0 )
ϕ(t , u0 ) = ------------------ (3.11) exists and is the solution of
∂u0

w1 = H (t , u 0 )W − − − − − − − − − − − −(3.12 )

Such that

ϕ(0, u0 ) is the unit matrix.

Proof

Consider u 1 = F (t , u ) , u (0) = u 0 has a unique solution x (t) =x (t, u) and this

solution is defined on R × R n

45

Under the assumption of f k , k =1,2,...... n with n≥2, consider the variation

equation of u 1 = F (t , u ) , u ( 0) = u 0

∂F (t , x )
y1 = y ----------------------- (3.13)
∂x

∂F (t , x )  ∂f 
y1 = =  k (t , x )  ---------------------- (3.14)
∂x  ∂x 
 j 

Assume F : [0,2π ] × R M → R M , m ∈ N is continuous and possesses partial

∂F
derivatives ∂u
(t , u ).
Thus the conditons are unique solution has proved on theorem (3.3)

∂u (t , u 0 )
Then the function ϕ(t , u0 ) is the unit matrix, ϕ(t , u0 ) = ∂u 0
, t ∈(0,2π )

∂u (0, u 0 )
ϕ(t , u 0 ) = exists and is the solution of (3.12) and satisfies the
∂u 0

∂u (t , u 0 )
relation = −ϕ(t , u 0 ) f (t , u 0 ) , t ∈(0,2π)
∂u 0

Thus, ϕ(0, u 0 ) is the unit matrix.

46
 C

HAPTER IV
CHAPTER IV

N-th ORDER DIFFERENTIAL SYSTEM

COROLLARY 4.1

STATEMENT

Consider the n-th order equation

x ( n ) + f (t , x, x ' ,......... .x ( n −1) ) = 0 ---------------- (4.1)
 Where f is continuous and 2 π -periodic in t, ∂f / ∂x k k=1, 2 …n are
continuous and bounded. If for any function, x ∈c n ( R, R ) the zero λk (x) ,
k=1, 2 ….n, of polynomial
f (λ) = λn + d n ( x )λn−1 + d n−1 ( x )λn−2 +.......... .. + d 2 ( x)λ + d1 ( x ),

2π
∂f
Where d k ( x) = (2π) ∫ ∂x
n −k
(t , x(t ), x ' (t ),......, x ( n −1) (t )) dt ,
0 k

for k=1, 2… n. There exists nonnegative integer {m k } and positive constant

{ a k }, { bk } such that,

2πm k < a k ≤| λk ( x) |≤ bk < 2π ( mk +1) ------ (4.2)

Then, n-th order equation x ( n ) + f (t , x, x ' ,......... .x ( n −1) ) = 0 has a unique 2

π -periodic solution.

47

Proof

Consider the second order scalar equation

( p (t ) x ' ) ' + f (t , x ) = 0 --------------- (4.3), is a special case of

nonlinear differential system

1
x1 = f 1 (t , x1 , x 2 ,..... x n )

1
x 2 = f 2 (t , x1 , x 2 ,..... x n )

……..
1
xn = f n (t , x1 , x2 ,..... xn ) for

x = x1, x2 = p (t ) x1' ,
( p (t ) x1' ) ' = x2' = f 2 (t , x1 , x2 ) = − f (t , x1 )
f1 (t , x1 , x 2 ) = p −1 (t ) x2 ,
f 2 (t , x1 , x2 ) = − f (t , x1 ).
In this case, Zeros λ of the polynomial f (λ)

2π 2π
dt ∂f
| λI 2 − A( x) |= λ2 + ∫ .∫ (t , x(t )) dt
0
p (t ) 0 ∂x

48

2π 2π
dt ∂f
are pure by imaginary with λ1, 2 = ± ∫
0
.∫
p (t ) 0 ∂x
(t , x (t )) dt

The assumption of ( A1 ) and ( A2 )

a b
⇒ 2πm < 2π ≤| λ1, 2 |≤ 2π < 2(m + 1) are satisfied
m2 m2

( p (t ) x ' ) ' + f (t , x ) = 0 has a unique 2π - periodic solution

For some nonnegative integer m, we consider even –order differential

equation
n −1
( p (t ) x ( n ) ) ( n ) + ∑α j x ( 2 j ) + (−1) n +1 f (t , x) = 0 ----------------- (4.4)
j =1

With the condition

x1 = x, x 2 = x1' , …………… x n +1 = x n' ,

x n +2 = ( p (t ) x n +1 ) ' ,
x n +3 = x n' +2 ,

……………….

x 2 n = x 2' n −1 .

49

The equation (4.4) is equivalent to the system:

x1' = x 2 , x 2' = x3 ,

……………

xn = xn' +1

x n' +2 = p −1 (t ) x n +2 − p −1 (t ) p ' (t ) x n +1 ,

xn' +2 = xn +3

……………

x 2' n −1 = x 2 n ,

n −1
x2' n = −∑α j x ( 2 j ) + ( −1) n f (t , x1 )
j +1

where x ( 2 j ) = x 2 j +1 , j=1, 2… n-1

If n is even, and

x ( 2 j ) = x 2 j +1 , for j ≠k,

x ( 2 k ) = x ( n+1) = p −1 (t ) xn+2 − p −1 (t ) p ' (t ) xn+1

50
If n=2k-1 is odd
2π
∂f
∫ ∂x (t , x(t )) dt
0

2π

∫ p (t ) / p(t )dt =0
'
Since
0

The matrix A(x) does not contain the item p −1 (t ) p ' (t )

For simplicity, we consider the case When α1 =α2 = .......... .... = αn −1 ≠ 0.

In this case
2π 2π
dt ∂f
| λI 2 − A( x ) |= λ + ( −1) ∫ .∫
2n n +1
(t , x(t )) dt
0
p (t ) 0 ∂x

Hence according to n is odd (or) even

If the values of α1 , α2 ,......., αn −1 are not all equal to zero, the eigenvalues

{λk } of H ' (u ) are the zeros of the polynomial of f (λ).

Define mapping h H : R n → R n as h(u ) =( x (t , x (t )), x ' (t , x(t )),... x n−1 (t , x (t ))

H (u ) = I n u − h(u ) -------------------- (4.5)

51

Then, we have

H 1 (u ) = I n − h1 (u ) ---------------------- (4.6)
 ∂f
= In − (t , x(t ))
∂xk

T
  2π
 ∂f  

= I n −  exp  (2π ) ∫ 
n −k
(t , x(t ), x ' (t )... x n−1 (t )  dt
T

∂xk 
  0  

where k=1,2,…,n-1

H 1 (u ) = I n − exp d k ( x) ------------------ (4)

2π
 ∂f 
Where d k ( x) = ( 2π ) ∫ ∂x (t , x(t ), x (t )... x (t )) dt
n −1 ' n −1
k= 1…n-1
 0 k 

If λ is an eigenvalue of d k ( x ). then exp d k (x) is an eigenvalue of exp

d k ( x ).

λ
are d k ( x) = 1 − e , k = 1,2,...n
(u )
The eigenvalues d k ( x ) of H 1 (u ) k

arg λk ( u ) i
Since λk (u ) =| λk (u ) | e , k=1, 2… n.

λk (u ) =| λk (u ) | {cos θk (u ) + i sin θk (u )}

52

We have

| λ k ( u )|
dk x)( 1−= e { θ k u)( c+ is θ ko(ui) n}s
 | λ k ( u )|c θ k u | o s
k(xd ) (1−= e ) θ ( {)+ iu s θ (u) c+ i |s }λ n(uo)|si θ (u)n is n
k k k k
Squaring on both sides, we get,

| d k ( x) |2 = (1 − e|λk ( u )| cos θk (u )) 2

{ c o| λs k (u) | + i s i nθ k (u) }+ i s i n| λ k (u) | s i nθ k (u) }

= (1 − e |λk ( u )|cos θk ( u ) ) 2 + 2e |λk u|/ cos θ k ( u ) )

[1 − cos | λk (u ) | sin θk (u )]

= (1 − e |λk (u )|cos θ k (u ) ) 2 + 2e |λk u|cos θ k (u ) )

1λ ( y ) | sin θ k (u ) 
 sin θ
2
2
 2 

 | λ (k ) sin θ k (u ) 
= (1 − e1λk (u )|cos θk (u ) ) 2 + 4e |λk u|cos θk ( u ) ) sin 2  k 
 2 

----------------- (4.7)

Where θk (u ) = arg( λk (u ) k=1, 2…n

53

If for some k, RP λk (u) =0

Which means that cos θk (u) =0

| λk u | sin θ k (u )
| d k ( x) |2 = (1 − 1) 2 + 4e|λk u|0 sin 2 ( ) (Where k=1, 2.., n)
2
  | λ (u ) | 
| d k ( x) |2 = 4 sin 2  k 
 2 

 a  b 
≥ 4 minsin 2  k  sin 2  k   =: δ k > 0
  2 2 

On the other hand, for those j where RP λj (u ) ≠ 0 ,

Then by assumption | RP λj (u ) |≥ δ > 0

We get from the expression of µi (u ) that

| d j ( x) |2 ≥ min (1 − e|λ k ( u )|cosθ k ( u ) ) 2 =: ε j > 0

|λ j ( u ) | ≥ s

Let δ0 = min{ δk ,ε j }

Then | d k ( x ) |≥ δ0 > 0, k = 1,2,... n

∂f
Since ∂xk
(t , x (t )) are bounded

54

We have

λ( H 1 (u )( H 1 * (u )) is also bounded let C 0 = sup λ( H 1 (u )( H 1 * (u ))

Then if follows from lemma (3.2) that the mapping H 1 (u ) is invertible and

| d k ( x) |≥ δ −n || H 1 (u ) || C0n−1

ie , || [ H 1 (u )] −1 || ≤ M
( M = C 0N −1 / δ N )

It follows that H is a homeomorphism of R n onto R n ,

Which means that there exists a unique u*= (α1* , α2* ,......... ....., αn* ) ∈ R n

such that H (u*) =0.

H (u * ) = u * − h(u * )

0 = u * − h(u * )

u * = h(u * )

⇒ h(u * ) = u *

I.e., u * is unique fixed point of h.

55

Hence, the solution

x(t , u * ) = ( x1 (t ,α1 ), x2 (t ,α 2 ),..... xn (t ,α n ) is a unique 2π - periodic solution

* * *

of
1
x + f1 (t , x, x1 ,..., x n −1 ) = 0

2
x + f1 (t , x, x1 ,..., x n−1 ) = 0

……………………….......
n
x + f1 (t , x, x1 ,..., x n −1 ) = 0

Where t ∈ R, x ∈C n ( R × R) , f is continuous and 2π - periodic in t,

∂f
, k =1,2.... n are continuous and bounded.
∂xk
COROLLARY 4.2

STATEMENT

Consider the n-th order differential equation

( pn −1 (t )( pn −2 (t )...( p1 (t ) x ' ) ' ...) ' ) ' + f (t , x) = 0 ---------- (4.8)

Where pk ∈C n −k is 2π - periodic and positive, k=1, 2… n-1,

56

∂f
f is continuous and 2π - periodic in t, ∂t
(t , x ) is continuous and bounded

for all (t , x ) ∈R ×R

n −1 2π
p0 = π ∫p
−1
Denote k =1
k (t ) dt
0

Then, equation (1) has a unique 2π -periodic solution provided one of the

following conditions is satisfied.

( A1 ) n is odd and for any continuous function x(t),there exists a constant

δ1 > 0 such that

2π
∂f
| ∫ ∂x (t , x(t )dt ) | p
0
0 ≥ δ1 ;
 ( A2 ) n=2p, p ∈N and for any continuous function x (t), there exists

m1 ∈ N 0 , a non-negative and positive constant a ≤b such that

2π
∂f
(2m1π ) < a ≤ (−1) ∫ ∂x (t , x(t )) dt . p ≤ b < (2(m1 +1)π ) n
n p −1
0
0

57

( A3 ) n=2q, q ∈N and for any continuous function x (t), there exists a

2π
∂f
constant δ 2 > 0 such that (−1) ∫ ∂x (t , x(t )) dt . p ≥ δ2
q
0
0

Proof

Let x1 (t ) = x,

x 2 (t ) = p1 (t ) x1' (t )

--------------------------

--------------------------

x n (t ) = p n −1 (t ) x n' −1 (t ),

Then equation (4.8) is equivalent to system of nonlinear differential system;

1
x1 = f 1 (t , x1 , x 2 ,..... x n )

1
x 2 = f 2 (t , x1 , x 2 ,..... x n )
 ---------------------------
1
x n = f n (t , x1 , x 2 ,..... x n )

Then f k (t , x1 , x 2 ,..... x n ) = p k' (t ) x k +1 , where k=1, 2… n-1

58

Now, f (λ) = λn + G (u ) with

2π
∂f
G (u ) =: p0 ∫ ∂x (t , x(t , u )) dt .
0

In this case,

λ k (u ) =| G (u ) |1 / n eθ k ( u )i , where k=1, 2… n

( 2k −1)π
Where θk (u ) = θk =  , ifG (u ) > 0.
 n

( 2k −1)π
 , ifG (u ) < 0. Since n is odd
 n

( A1 ) Let us verify that cos θk ≠0, k=1, 2… n and it follows from the

expression of λk (u ) that for | λk (u ) |≥ δ .

We have
1/ n
cosθ k 2
minn | µ K (u )) |2 ≥ min (1 − e|G (u )| ) =: δ k > 0
u∈R |G ( u )|≥δ 1

Denoting δ1 = min{ δ k } , we have

| µk (u ) |≥ δ1 > 0 , where k=1, 2… n

59
( A2 ) We prove the case that p is an odd number only.

There exists some k such that, cos θk =0 for these k,

Since G (u)>0 and satisfies,

(2m1π ) n < a ≤ G (u ) ≤ b < (2(m1 + 1)π ) n

Then λk satisfies the equation,

2πmk < ak ≤| λk ( x) |≤ bk < 2π ( mk +1) ---- (4.9) Equation (4.9) sub in

mK = m1

2πm1 < ak ≤| λk ( x) |≤ bk < 2π ( m1 +1) and for those j,

2πm1 < a j ≤| λj ( x ) |≤ b j < 2π (m1 +1) Where cos θ j ≠ 0

We have G (u ) ≥ a > 0

Hence the conditions of theorem 3.3 hold.

( A3 ) For some k, RP λk (u) =0

Which means that cos θk (u) ≠ 0

| λk u | sin θ k (u )
| µk (u ) | 2 = (1 − 1) 2 + 4e |λk u|0 sin 2 ( ) (Where k=1, 2.., n)
2

60

 | λ (u ) | 
| µ k (u ) | 2 = 4 sin 2  k 
 2 

 a  b 
≥ 4 minsin 2  k  sin 2  k   =: δ k > 0
  2 2 
On the other hand, for those j where RP λj (u ) ≠ 0

Then by assumption | RP λj (u ) |≥ δ2 > 0

We get from the expression of µj (u ) that

| µ j (u ) |2 ≥ min (1 − e|λ k (u )|cosθ k ( u ) ) 2 =: ε j > 0

|λ j ( u ) | ≥ δ 2

Let δ2 = min{ δ K }

We have | µk (u ) |≥ δ2 > 0 , k =1,2,... n

Where pk ∈C n −k is 2π - periodic and positive, k=1, 2… n-1,

∂f
f is continuous and 2π - periodic in t, ∂t
(t , x ) is continuous and bounded

for all (t , x ) ∈R ×R , if there follows that if (4.8) satisfies ( A1 ) or ( A2 ) or

( A3 ) ,there exists (4.8) has a unique 2π - periodic solution.

61
 CHAPTE

RV
CHAPTER V

ILLUSTRATION

Example (1)

Consider the following linear system

 x ' = p (t ) y + f (t )
y ' = q (t ) z + g (t ) --------------- (5.1)
z ' = r (t ) x +s (t ) y +ξ(t ) z +h(t )

Where

− (1 + 2 sin t )
p (t ) = , q (t ) = −1 +2 cos t , r (t ) = 4 + 2 sin 2 t +1,
2

1
s (t ) = 3 + 4 sin t , ξ(t ) = −5 cos t ,
2

and f, g, h are continuous 2π -periodic function.

Let

dx
= p (t ) y + f (t )
dt
dy
= q (t ) z + g (t ) --------------------- (5.2)
dt
dz
= r (t ) x + s (t ) y +ξ(t ) z + h(t )
dt

62

First row, we have

2π
∂f i
Where aij ( x ) = ∫ (t , x(t , u )) dt
0 ∂x j

− (1 + 2 sin t )
Here f1 = 0 f 2 = p (t ) = f3 =0
2

2π 2π 2π
∂f ∂f 2  − (1 + 2 sin t ) 
a11 = ∫ 1 =0 , ∫ = ∫ dt
0
∂x 0
∂y 0
2 

2π
 − (1 + 2 sin t ) 
a12 = ∫  dt
0 
2

1
= ( t + 2 cos t ) 02π
2
 2π 2π
∂f ∂f
a12 = ∫ 2 = −π , a13 = ∫ ∂x3 = 0
0
∂y 0

2π
∂f i
Second row, we have where aij ( x ) = ∫ (t , x (t , u )) dt
0
∂x j

Here f1 = 0 f2 = 0 f 3 = q (t ) = −1 + 2 cos t

63
2π 2π
∂f ∂f
a 21 = ∫ 1 =0 , a 22 = ∫ ∂x2 = 0
0
∂x 0

2π 2π
∂f 3
a 23 = ∫ = ∫ ( −1 + 2 cos t ) dt
0
∂x 0

2π
a23 = ∫ (−1 + 2 cos t )dt
0

= −(t + 2 sin t ) 02π

2π
∂f 3
a 23 = ∫ ∂x
0
= −2π

Third row, we have

2π
∂f
Where aij ( x) = ∫ ∂xi (t , x (t , u )) dt
0 j

Here f1 = r (t ) = 4 + 2 sin 2 t +1 f 2 = s (t ) = 3 + 4 sin t

1
f 3 =ξ (t ) = − 5 cos t
2

2π 2π
∂f1
a31 = ∫ = ∫ ( 4 sin 2 t +1) dt
0
∂x 0

64
 2π

i.e. a31 = ∫ (4 sin t +1)dt

2

69
2π
 4t cos 2 t 
=
 +t 

 2 0

2π
∂f1
a31 = ∫ ∂x
0
= 6π

2π 2π
∂f 2
a32 = ∫0 ∂x = ∫0 (3 + sin t )dt
2π

i.e. a32 = ∫ (3 + sin t ) dt

0

= ( 3t + 4 cos t ) 0
2π

2π
∂f 2
a32 = ∫ ∂x
0
= 6π

2π
∂f 3 2π −1 
a33 = ∫0 ∂x = ∫0  2 − 5 cos t dt

65
2π
 −1 
i.e. a33 = ∫  2 − 5 cos t dt
0  

2π
 −t 
= − 5 sin t 
 2 0

2π
∂f 3
a33 = ∫ ∂x
0
=π
The matrix aij ( x) = A

 0 −π 0 
 
⇒ A( x ) = A is a constant matrix A(x) =A=  0 0 − 2π 
6π 6π π 
 

and the eigenvalues {λ} of the matrix A satisfy

λ −π λ 
 
We have, | A − λI |=  λ λ − 2π  = 0
 6π 6π π 


( − λ(( −λ)(π − λ) +12π 2

) + π (12π 2 ) ) = 0

λ2π − λ3 −12 λ π2 + 12π 3 = 0

| A − λI |= λ3 − λ2π +12 λ π2 −12π 3 = 0

66

∴(λ −π) (λ2 +12 π 2 ) = 0

i.e. λ1=π λ2 ,3 = ± 12 πi

By using the condition of theorem (3.3) There exist non-negative integer

{mk} and positive constants {ak } , {bk } such that

2πmk < ak ≤| λk ( x ) |≤ bk < 2π (mk +1) With mk =1, ak = bk = 12 π

substituting

2π < 12π ≤| λ1 ( x) |≤ 12π < 4π

2π < 12π ≤| λ2 ( x ) |≤ 12π < 4π Where k=1, 2… n are satisfied.

By using theorem (3.3) for any continuous vector function

x(t ) = ( x1 (t ), x2 (t )...... xn (t )), t ∈[0,2π]

Define an nxn matrix A(x) = (( aij ( x ))

2π
∂f i
Where aij ( x ) = ∫ (t , x1 (t ), x 2 (t )....... x n (t )) dt , where i, j=1, 2…., n.
0
∂x j

∴By theorem the linear system of equations must have has unique 2π -

periodic solution.

67

Example (2)

Consider the second –order equation

((1 + 3 sin 2 t ) x ' ) ' + (4 − 9 sin t ) x = 3 cos t ----- (5.3)

2π
dt
Then p0 = ∫ 1 + 3 sin
0
2
t
=π

2π
dθ
(By using the result I = ∫ a + b sin 2 θ = π ) and
0

2π 2π
∂f
4π < p0 ∫
2
(t , x)dt = π ∫ (4 − 9 sin t )dt = 8π 2 < 9π 2
0
∂x 0

Let n=2p p ∈N and for any continuous function x (t),

There exists a non-negative integer m1 ∈N 0 and positive constant a ≤ b

such that
2π
∂f
( 2m1π ) n < a ≤ ( −1) p −1 ∫ (t , x (t )) dt . p0 ≤ b < ( 2(m1 +1)π ) n
0
∂x

-------------------- (5.6)

Equation (2) sub in m1 = 2 , n=2

 2π
∂f
( 2( 2)π ) < a ≤ ( −1) ∫ ∂x (t , x(t )) dt . p ≤ b < 36 π 2
2 p −1
0
0

68
2π
∂f
4π < a ≤ ( −1) ∫ ∂x (t , x(t )) dt . p ≤ b < 9π 2
2 p −1
0
0

Corollary (4.2) implies that equation (1) has a 2π -periodic function

2π
∂f
4π < p0 ∫ ∂x (t , x)dt
2

2π
∂f ∂f
∂x
= p0 ∫ ∂x (t , x)dt
0

2π
= π ∫ ( 4 − 9 sin t ) dt
0

= π ( 4t − 9 cos t ) 0
2π
= π ( 4( 2π ) )

∂f
= 8π 2 < 9π 2
∂x

But using the condition of theorem 2.3 there exists a non- negative integer m

m 2 M 2 < a ≤ b < ( m + 1) M 1
2
are not satisfied

Corollary implies that equation (5.3) has a unique 2π - periodic solution.

EXAMPLE (3)

Consider the following nonlinear second-order equation

x"+ f (t , x) = 0 --------------------- (5.7)

69
Where f (t , x ) = ( m + 2δ )(1 + 5 sin t ) + δ sin t. sin x

x"+ (m + 2δ )(1 + 5 sin t ) +δ sin t. sin x = 0

1
m ∈N and 0 <δ < is a constant, in this case,
3

2π
∂f
∫ ∂x (t , x) = (m + 2δ )(1 + 5 sin t ) + δ sin t. cos x
0

2π
∂f
∂x
(t , x ) = ∫ (( m + 2δ )(1 + 5 sin t ) + δ sin t. cos x)dt
0

= ( (m + 2δ )( 2π ) + δ cos x. cos t ) 0
2π

2π
∂f
∫ ∂x (t , x) = 2(m + 2δ )π
0

2π
∂f
2mπ < 2( m + δ )π < ∫ ∂x (t , x(t )) dt < 2(m + 2δ )π < 2(m +1)π
0

1
< 2( m + 3δ )π < 2( m +1)π For 0 <δ <
3

∴Corollary (4.2) implies that the equation (5.7) has a unique 2π - Periodic

solution

70
 CONCLUSL

ON
 CONCLUSION

In this work, introduction to existence and uniqueness theorem

and its applications lemma some examples are studied in details. The 2π -

periodic solution of pairs of compatible differential system of even order

differential system, second order scalar system, on-linear differential system

and n-th order differential system are studied and its results are deduced.

71
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73