Beruflich Dokumente
Kultur Dokumente
3, July–September, 2010)
We propose sufficient conditions for the existence of a periodic solution of a system of linear ordinary
differential equations of the second order with a degenerate symmetric matrix in the coefficient of the
second-order derivative in the case of an arbitrary periodic inhomogeneity.
where the square matrices A; B; and C and the n-dimensional vector f are periodic functions with period 2;
A0 .t / A.t /; the prime means the transposition of a matrix, the dot denotes differentiation with respect to the
independent variable t; the matrix A.t / is degenerate (moreover, it is possible that rank A.t/ 6 const/; and "
is a small parameter.
We consider the problem of the existence of a smooth periodic solution of system (1) for an arbitrary inhomo-
geneity f .t /:
There are many works (see, e.g., [1–6]) devoted to the development of methods for the construction of solutions
of degenerate differential systems and the investigation of their qualitative behavior. System (1) was studied in [1]
under certain assumptions, one of which is the constancy of the rank of the matrix A.t/: In [2], sufficient conditions
for the existence of a periodic solution of the scalar equation (1) were obtained on the basis of investigation of the
degenerate Riccati equation. In the present paper, we generalize these results.
Let C r .T 1 / be the space of vector or matrix functions that take real values and are periodic with period 2
and continuous together with all derivatives up to the order r inclusive. Let H r .T1 / denote the space of functions
square integrable on T1 D Œ0I 2 together with all generalized derivatives up to the order r inclusive. Assume
that . ; /r is the scalar product in H r .T1 /;
Z2
2 r d2 1
k kr D ..1 / ; /ı ; D 2; . ; /ı D k k2 dt;
dt 2
0
Translated from Neliniini Kolyvannya, Vol. 13, No. 3, pp. 336–345, July–September, 2010. Original article submitted August 14, 2009.
1536–0059/11/1303–0361
c 2011 Springer Science+Business Media, Inc. 361
362 V. O. E R ’ OMENKO AND A. M. A LILUIKO
! ! !
In 0 0 In 0
XP D XC ; (2)
0 "A.t / C.t/ B.t/ f .t/
where Z.t; "/ is an n n matrix that satisfies the matrix Riccati equation
If this equation has a smooth periodic solution Z0 .t; "/ such that the matrix In C"AZ0 .t; "/ is nondegenerate,
then, multiplying Eq. (2) from the left by V .t; "/ and performing the substitution X D W .t; "/Y; we obtain the
following equivalent equation:
! ! !
In 0 Z0 .t; "/ In 0
YP D Y C : (5)
0 "A.t / 0 "A.t/Z0 .t; "/ B.t/ f .t/
For the investigation of the latter equation we need more information about Z0 .t; "/:
3. Let us investigate conditions for the existence of a periodic solution of the matrix equation (4).
Assume that the matrix B.t / is nondegenerate. Performing the substitution
1
Z D Z1 B .t/C.t/ (6)
1 1 d
"AZP 1 C .B "AB C /Z1 "AZ1 B CC "AZ12 C "A .B 1
C/ 2
.B 1
C / D 0: (7)
dt
This equation can be regarded as a brief notation for n2 scalar differential equations with respect to n2 unknown
elements of the matrix Z1 : We rewrite it in the form of a vector equation. To this end, we represent n2 -dimensional
vectors in the form
0 0 1 0 0 1
z1 g1
B 0 C B 0 C
Bz2 C Bg2 C
uDB B:::C; g D B ::: C;
C B C (8)
@ A @ A
0
zn 0
gn
P ERIODIC S OLUTIONS OF L INEAR D EGENERATE S YSTEMS OF O RDINARY D IFFERENTIAL E QUATIONS 363
Then the matrix equation (7) is equivalent to the vector equation [7, p. 239]
d 1 1
C /0 C "AZ1 ˝ In u D "g;
".A ˝ In / u C .B "AB C / ˝ In "A ˝ .B (10)
dt
0 1
k11 M k12 M k1n M
B C
Bk21 M k22 M k2n M C
K ˝M DB : ; K D fkij gi;j D1;n :
B C
B : :: :: :: C
@ : : : : A
C
du
"a.t / C ŒP .t; "/ C "P1 .t; u/ u D "g.t/: (12)
dt
Assume that the matrix functions A.t /; B.t/; and C.t/ belong to the spaces C r .T1 /; C rC1 .T1 /; and
C rC1 .T
1 /; r 1; respectively.
Consider the quasilinear operator
du2
L.u1 /u2 D "a.t/ C ŒP .t; "/ C "P1 .t; u1 / u2 (13)
dt
juj0 d; jujr K:
The Galerkin method determines the N th approximation of a solution u 2 C 1 .T1 / of Eq. (14) by the relation
.N / ik t
X
WN .t / D Wk e ; t 2 T1 ;
jkjN
.N /
whose coefficients Wk are determined from a system of equations that is equivalent to the nonlinear algebraic
equation
of the form
X
SN f .t/ D fk e ik t :
jkjN
Following [3], we use a linear modification of the Galerkin method. For this purpose, we set u0 D 0 for the
initial approximation and choose a collection of integers Nj ; j D 0; 1; : : : ; for which Nj Nj 1 so that the
Nj th linear Galerkin approximation of a solution u 2 C 1 .T1 / of Eq. (14) is determined by the relation
X
uj .t/ D uk e ik t ;
jkjNj
.j /
whose coefficients uk D uk form a solution of the linear algebraic equation
Then the Nj th linear Galerkin approximation of a solution u 2 C 1 .T1 / of Eq. (14) is the Nj th Galerkin approx-
imation of a solution of the equation
in C 1 .T1 /:
By virtue of the smallness of the parameter, the right-hand side of Eq. (15) can be regarded as small in the
norm of the space C r .T1 /: Then conditions for the existence and convergence of the Galerkin approximations
WN .t / and uj .t / are determined by the principal part of the operator L.u/; which is equal to the operator
d
L.0/ D "a.t/ C P .t; "/:
dt
Let us find conditions for the matrix coefficients of the original equation (1) under which system (12) becomes
a nonlinear generalization of a positive symmetric system of differential equations.
P ERIODIC S OLUTIONS OF L INEAR D EGENERATE S YSTEMS OF O RDINARY D IFFERENTIAL E QUATIONS 365
P /x; xi ˛0 .t/;
min hA.t max hA.t/x; xi ˛1 .t/;
kxkD1 kxkD1
1 P 1
min B.t / " A.t/ C A.t/B .t/C.t/ x; x ˇ0 .t; "/; (16)
kxkD1 2
1
max hB .t/C.t/x; xi ˇ1 .t/:
kxkD1
min ha.t/;
P i ˛0 .t/; (17)
kkD1
Dh " i E
min P .t; "/ P
a.t/ ; ˇ0 .t; "/ "˛1 .t/ˇ1 .t/: (18)
kkD1 2
Proof. If M and K are n n matrices, then the eigenvalues of the matrix M ˝ K coincide with n2
numbers r s ; r D 1; n; s D 1; n; where r and s are the eigenvalues of matrices M and K; respectively
[7, p. 237]. Using this property, the symmetry of A.t/; and the equalities [7, p. 235]
.A ˝ B/0 D A0 ˝ B 0 ; .A C B/ ˝ C D A ˝ C C B ˝ C;
we obtain
d ˝
P ˝ In ; ˛0 .t/kk2 ;
˛
ha.t
P /; i D .A.t / ˝ In /; D A.t/
dt
1 1
P .t; "/ C P 0 .t; "/ 1 1
C /0
P / D f.B
"a.t "AB C / ˝ In "A ˝ .B
2 2
1
C Œ.B "AB C / ˝ In 0 "ŒA ˝ .B 1
C /0 0 "AP ˝ In g
1¸
D ŒB C B 0 ".AP C AB 1
C C .AB 1
C /0 / ˝ In
2
¹
1 1
"ŒA ˝ .B C C .B C /0 / ;
Dh " i E 1 P 1
min P .t; "/ P / ; min
a.t B.t/ " A.t/ C A.t/B .t/C.t/ x; x
kkD1 2 kxkD1 2
1
" max hA.t/x; xi max hB .t/C.t/x; xi
kxkD1 kxkD1
Assume that a.t /; P .t; "/; g.t / 2 C r .T1 / and the following inequalities hold for all t 2 T1 and " 2 .0; "0 :
where is an arbitrarily small positive number. Then, according to (17) and (18), the matrix
1
ŒP .t; "/ C P 0 .t; "/ P
"a.t/
2
where
0 is a positive number independent of u: According to Lemma 1 in [3, p. 198], for each s; 1 s r;
and an arbitrary u 2 H sC1 .T1 /; the following inequality is true:
whence
kuk2r "2 ı
2
kgk2r "kgkr kukr ; (22)
where
2
1 D p :
1 C 1 C 4ı=
Let r > 2: Then, according to the Sobolev theorem [3, p. 15] on the imbedding of the spaces H r .T1 /
C 1 .T1 /; we have
where c is a positive constant independent of u: Using inequalities (23) and (24), we obtain
By virtue of the Moser lemma [9, p. 199], if inequalities (19) are true, then the following inequality holds for
any u 2 C rC1 .T1 / and " 2 .0; "0 :
However, in view of inequality (25), we can assume that the constants
1 and ı1 in the a priori estimates (26) are
already independent of u:
Let w.t / be an n2 -vector from C r .T1 / for which jwj2 1: We consider the linear operator
d
L.w/ D "a.t/ C ŒP .t; "/ C "P1 .t; w/
dt
as an operator in C 1 .T1 /: Since inequalities (19) are rough, they yield analogous inequalities for the coefficients
of the operator L.w/ for all " 2 .0; "1 and a certain "1 < ": Using the Moser lemma, we get
.L.w/u; u/
2 kuk20 ;
(27)
.L.w/u; u/s
2 kuk2s ı2 .1 C "ka.t/ks C kP .t; "/ks C "kP1 .t; w/ks /2 ; s D 1; r;
2
and Tn2 is the unit ball in Rn :
With regard for (28), estimates (27) take the form
Inequalities (29) for the operator L.0/ guarantee the existence of a solution of this equation such that, for suffi-
ciently small "2 > 0; one has ju1 j2 1 for all " 2 .0; "2 by virtue of the Sobolev theorem. Then the operator
368 V. O. E R ’ OMENKO AND A. M. A LILUIKO
L.u1 / is defined for all " 2 .0; "2 and satisfies inequalities (29) for w D u1 : This guarantees the existence of
the approximation
X .2/
u2 .t/ D uk e i k t
jkjN2
for which the inequality ju2 .t /j2 1 holds for all " 2 .0; "3 ; where 0 < "3 < "2 :
Using the scheme of the proof of Theorem 1 in [3, p. 271], we obtain the following statement, which substan-
tiates the linear modification of the Galerkin method presented above:
Lemma 2. Suppose that A0 .t / A.t /; the matrix functions A.t/; B.t/; and C.t/ belong to the spaces
C r .T1 /; C rC1 .T1 /; and C rC1 .T1 /; respectively, and inequalities (19) hold for s D 0; s D r; and all t 2 T1
and " 2 .0; "0 ; where the scalar functions ˛0 .t/; ˛1 .t/; ˇ0 .t; "/; and ˇ1 .t/ are defined by (16).
1
If r > C l; l 2; then, for an arbitrary M > 1; one can find a sufficiently small "0 D "0 .M / > 0 such
2
that, for all " 2 .0; "0 ; the linear Galerkin approximations uj .t/ exist for each j D 1; 2; : : : and converge in
H s .T1 / \ C l .T1 / for s < r to a function u.t; "/ that is a solution of the system of equations (12); moreover,
ku uj k0 cj ; j D 1; 2; : : : ;
where ı0 ! 0 as " ! 0:
In the case considered, the key condition for the existence of a smooth periodic solution of Eq. (12) is the
positive definiteness of the matrix B.t / C B 0 .t /: Assume that this matrix is negative definite. We multiply Eq. (12)
by In2 : Using the scheme of the proof of Lemmas 1 and 2, we establish that Lemma 2 remains true if inequalities
(19) are replaced by the following inequalities valid for all " 2 .0; "0 :
where is an arbitrarily small positive number and the scalar functions are determined by the relations
P /x; xi ˛ 0 .t/;
max hA.t min hA.t/x; xi ˛ 1 .t/;
kxkD1 kxkD1
1 P 1
min B.t / C " A.t/ C A.t/B .t/C.t/ x; x ˇ 0 .t; "/; (32)
kxkD1 2
1
min hB .t/C.t/x; xi ˇ 1 .t/:
kxkD1
P ERIODIC S OLUTIONS OF L INEAR D EGENERATE S YSTEMS OF O RDINARY D IFFERENTIAL E QUATIONS 369
4. We now return to the matrix Riccati equation (4). Under the conditions of Lemma 2 and its analog
in the case of the negative definiteness of the matrix B.t/ C B 0 .t/; a solution of Eq. (7) is a matrix Z1 .t; "/
whose rows, according to (8), are the corresponding components of the n2 -vector u.t; "/: In this case, we have
Z1 .t; "/ 2 C r 1 .T1 / and, with regard for (30) and (9),
d 1 1
C /2
kZ1 k0 "
A dt .B C/ .B
=
2 ; kZ1 kr 1 ı0 ; jZ1 j2 1; (33)
0
1
Z0 .t; "/ D Z1 .t; "/ B .t/C.t/ (34)
where Y D col .Y1 ; Y2 /; and investigate conditions under which Eq. (36) has a periodic solution for any inhomo-
geneity.
Let the matrix B.t / C B 0 .t / be positive definite. Taking (34) and (33) into account, we can prove that a priori
estimates of the form (20), (21) hold for the differential operator generated by Eq. (36) if the following inequalities
hold for all t 2 T1 ; " 2 .0; "0 ; and either s D 0 or s D r 1:
where
is an arbitrarily small positive number and the scalar functions ˇ0 and ˛0 are defined by (16). Then,
according to Theorem 1 in [3, p. 202], for an arbitrary function f .t/ 2 C r 1 .T1 / and " 2 .0; "0 Eq. (36) has
1
a solution Y20 .t; "/ 2 C l .T1 /; l 1; provided that r 1 > C l: Here, we have taken into account that
2
Z0 .t; "/ 2 C r 1 .T1 /:
Let the matrix B.t / C B 0 .t / be negative definite. Multiplying Eq. (36) by In ; we arrive at the same
conclusion concerning the existence of the solution Y20 .t; "/ 2 C r 2 .T1 / if inequalities (37) are replaced by
1
YP1 D ŒB .t/C.t/ Z1 .t; "/Y1 C Y20 .t; "/: (39)
370 V. O. E R ’ OMENKO AND A. M. A LILUIKO
According to (33), the matrix Z1 .t; "/ can be regarded as “small.” Therefore, conditions for the existence of a
periodic solution of Eq. (39) are determined by the matrix B 1 C:
Assume that there exists a nondegenerate symmetric matrix S.t/ 2 C 1 .T1 / such that the following inequality
holds for all t 2 T1 :
1 1
hŒSP .t / S.t /B .t /C.t/ .B .t/C.t//0 S.t/x; xi ı; (40)
where ı const > 0: Then, according to [3], for any inhomogeneity, the equation
1
YP D B .t/C.t/Y C Y20 .t; "/ (41)
has a periodic solution whose smoothness coincides with the smoothness of the coefficients. According to Lemma 2
in [3, p. 216] and the second inequality in (33), one can find D ."/ > 0; ."/ ! 0 as " ! 0; such that Eq. (39)
“generated” by Eq. (41) has a solution Y10 .t; "/ 2 C r 2 .T1 / if jZ1 .t; "/jk ."/:
Thus, under the conditions presented above, Eq. (5) has a periodic solution
for sufficiently small ": Then, taking into account relations (3) and (8), Lemma 2, and its analog in the case where
hB.t /x; xi < 0; we establish that X0 .t; "/ D W .t; "/Y0 .t; "/ 2 C r 2 .T1 / is a periodic solution of Eq. (2). Since
X0 .t; "/ D col .x0 .t; "/; xP 0 .t; "//; we conclude that x0 .t; "/ 2 C r 1 .T1 / is the required solution of the original
equation (1).
Thus, we obtain the following statement:
Theorem 1. Suppose that the following conditions are satisfied for the original equation (1):
(i) A.t / A0 .t /; and the matrix functions A.t/; B.t/; and C.t/ belong to the spaces C r .T1 /; C rC1 .T1 /;
and C rC1 .T1 /; r 3; respectively;
(ii) B.t / is a matrix of fixed sign, and inequalities (19), (37) or (31), (38) in which the scalar functions are
defined by (16) or (32), respectively, hold for all t 2 T1 and " 2 .0; "0 I
(iii) there exists a nondegenerate symmetric n n matrix S.t/ 2 C 1 .T1 / such that inequality (40) holds for
all t 2 T1 :
Then there exists a sufficiently small positive number "0 such that Eq. (1) has a periodic solution x0 .t; "/ 2
Cr 1 .T / for all " 2 .0; "0 and any inhomogeneity f .t/ 2 C r .T /:
1 1
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P ERIODIC S OLUTIONS OF L INEAR D EGENERATE S YSTEMS OF O RDINARY D IFFERENTIAL E QUATIONS 371
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