Multiple periodic solutions for one-sided sublinear systems: A refinement of the Poincar\'{e}-Birkhoff approach
Tobia Dond\`e, Fabio Zanolin

TL;DR
This paper establishes the existence of multiple harmonic and subharmonic solutions for certain planar Hamiltonian systems with sublinear nonlinearities, using refined Poincaré-Birkhoff methods and complex dynamics analysis.
Contribution
It introduces refinements to the Poincaré-Birkhoff approach and extends the analysis to complex dynamics for sublinear Hamiltonian systems.
Findings
Multiple periodic solutions are proven to exist.
Refined methods improve solution multiplicity results.
Complex dynamics are analyzed within the system.
Abstract
In this paper we prove the existence of multiple periodic solutions (harmonic and subharmonic) for a class of planar Hamiltonian systems which include the case of the second order scalar ODE with satisfying a one-sided condition of sublinear type. We consider the classical approach based on the Poincar\'{e}-Birkhoff fixed point theorem as well as some refinements on the side of the theory of bend-twist maps and topological horseshoes. The case of complex dynamics is investigated, too.
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Multiple periodic solutions for one-sided sublinear systems: A refinement of the Poincaré-Birkhoff approach
Tobia Dondè and Fabio Zanolin
Department of Mathematics, Computer Science and Physics
University of Udine, Via delle Scienze 206, 33100 Udine - Italy
Abstract
In this paper we prove the existence of multiple periodic solutions (harmonic and subharmonic) for a class of planar Hamiltonian systems which include the case of the second order scalar ODE with satisfying a one-sided condition of sublinear type. We consider the classical approach based on the Poincaré-Birkhoff fixed point theorem as well as some refinements on the side of the theory of bend-twist maps and topological horseshoes. The case of complex dynamics is investigated, too.
Keywords: Poincaré-Birkhoff theorem, bend-twist maps, periodic solutions, topological horseshoes, complex oscillations
MSC 2010: 34C25, 34C28, 54H20
1 Introduction
The Poincaré-Birkhoff fixed point theorem deals with a planar homeomorphism defined on an annular region , such that is area-preserving, leaves the boundary of invariant and rotates the two components of in opposite directions (twist condition). Under these assumptions, in 1912 Poincaré conjectured (and proved in some particular cases) the existence of at least two fixed points for , a result known as “the Poincaré last geometric theorem”. A proof for the existence of at least one fixed point (and actually two in a non-degenerate situation) was obtained by Birkhoff in 1913 [3]. In the subsequent years Birkhoff reconsidered the theorem as well as its possible extensions to a more general setting, for instance, removing the assumption of boundary invariance, or proposing some hypotheses of topological nature instead of the area-preserving condition, thus opening a line of research that is still active today (see for example [13], [4], and references therein). The skepticism of some mathematicians about the correctness of the proof of the second fixed point motivated Brown and Neumann to present in [8] a full detailed proof, adapted from Birkhoff’s 1913 paper, in order to eliminate previous possible controversial aspects. Another approach for the proof of the second fixed point has been proposed in [63], coupling [3] with a result for removing fixed points of zero index.
In order to express the twist condition in a more precise manner, the statement of the Poincaré-Birkhoff theorem is usually presented in terms of the lifted map . Let us first introduce some notation. Let and be, respectively, the open and the closed disc of center the origin and radius in endowed with the Euclidean norm Let also Given we denote by or the closed annulus Hence the area-preserving (and orientation-preserving) homeomorphism is lifted to a map where is the covering space of via the covering projection and
[TABLE]
with the functions and being -periodic in the -variable. Then, the classical (1912-1913) Poincaré-Birkhoff fixed point theorem can be stated as follows (see [8]).
Theorem 1.1**.**
Let be an area preserving homeomorphism such that the following two conditions are satisfied:
**
**
Then has at least two fixed points in the interior of and for
We refer to condition as to the “boundary invariance” and we call the “twist condition”. The function can be regarded as a rotation number associated with the points. In the original formulation of the theorem it is however any integer can be considered.
The Poincaré-Birkhoff theorem is a fundamental result in the areas of fixed point theory and dynamical systems, as well as in their applications to differential equations. General presentations can be found in [52], [50] and [41]. There is a large literature on the subject and certain subtle and delicate points related to some controversial extensions of the theorem have been settled only in recent years (see [62],[48],[42]). In the applications to the study of periodic non-autonomous planar Hamiltonian systems, the map is often the Poincaré map (or one of its iterates). In this situation the condition of boundary invariance is usually not satisfied, or very difficult to prove: as a consequence, variants of the Poincaré-Birkhoff theorem in which the hypothesis is not required turn out to be quite useful for the applications (see [19] for a general discussion on this topic). As a step in this direction we present the next result, following from W.Y. Ding in [25].
Theorem 1.2**.**
Let be an area preserving homeomorphism with and such that the twist condition holds. Then has at least two fixed points in the interior of and for
The proof in [25] (see also [24, Appendix]) relies on the Jacobowitz version of the Poincaré-Birkhoff theorem for a pointed topological disk [36], [37] which was corrected in [42], since the result is true for strictly star-shaped pointed disks and not valid in general, as shown by a counterexample in the same article. Another (independent) proof of Theorem 1.2 was obtained by Rebelo in [62], who brought the proof back to that of Theorem 1.1 and thus to the “safe” version of Brown and Neumann [8]. Other versions of the Poincaré-Birkhoff theorem giving Theorem 1.2 as a corollary can be found in [33],[34],[61],[47] (see also [28, Introduction] for a general discussion about these delicate aspects). For Poincaré maps associated with Hamiltonian systems there is a much more general version of the theorem due to Fonda and Ureña in [31],[32], which will be recalled later in the paper with some more details.
In [20],[23], T.R. Ding proposed a variant of the Poincaré-Birkhoff theorem, by introducing the concept of “bend-twist map”. Given a continuous map which admits a lifting as in (1.1), we define
[TABLE]
We call a bend-twist map if it satisfies the twist condition and changes its sign on a non-contractible Jordan closed curve contained in the set of points in the interior of where The original treatment was given in [20] for analytic maps. There are extensions to continuous maps as well [59], [60]. Clearly, the bend-twist map condition is difficult to check in practice, due to the lack of information about the curve (which, in the non-analytic case, may not even be a curve). For this reason, one can rely on the following corollary [20, Corollary 7.3] which also follows from the Poincaré-Miranda theorem (as observed in [59]).
Theorem 1.3**.**
Let be a continuous map such that the twist condition holds. Suppose that there are two disjoint arcs contained in connecting the inner with the outer boundary of the annulus and such that
* on and on *
Then has at least two fixed points in the interior of and for
A simple variant of the above theorem considers pairwise disjoint simple arcs and (for ) contained in and connecting the inner with the outer boundary. We label these arcs in cyclic order so that each is between and and each is between and (with and ) and suppose that
on and on for all
Then has at least fixed points in the interior of and for These results also apply in the case of a topological annulus (namely, a compact planar set homeomorphic to ) and do not require that is area-preserving and also the assumption of being a homeomorphism is not required, as continuity is enough. Moreover, since the fixed points are obtained in regions with index the results are robust with respect to small (continuous) perturbations of the map
A special case in which condition holds is when and namely, the annulus under the action of the map is not only twisted, but also strongly stretched, in the sense that there is a portion of the annulus around the curve which is pulled inward near the origin inside the disc , while there is a portion of the annulus around the curve which is pushed outside the disc This special situation where a strong bend and twist occur is reminiscent of the geometry of the Smale horseshoe maps [64],[51] and, indeed, we will show how to enter in a variant of the theory of topological horseshoes in the sense of Kennedy and Yorke [38]. To this aim, we recall a few definitions which are useful for the present setting. By a topological rectangle we mean a subset of the plane which is homeomorphic to the unit square. Given an arbitrary topological rectangle we can define an orientation, by selecting two disjoint compact arcs on its boundary. The union of these arcs is denoted by and the pair is called an oriented rectangle. Usually the two components of are labelled as the left and the right sides of . Given two oriented rectangles , , a continuous map and a compact set the notation
[TABLE]
means that the following “stretching along the paths” (SAP) property is satisfied: any path contained in and joining the opposite sides of contains a sub-path in such that the image of through is a path contained in which connects the opposite sides of . We also write when By a path we mean a continuous map defined on a compact interval. When, loosely speaking, we say that a path is contained in a given set we actually refer to its image Sometimes it will be useful to consider a relation of the form
[TABLE]
for a positive integer, which means that there are at least compact subsets of such that for all From the results in [56], [57] we have that has a fixed point in whenever . If for a rectangle we have that for , then has at least fixed points in In this latter situation, one can also prove the presence of chaotic-like dynamics of coin-tossing type (this will be briefly discussed later).
The aim of this paper is to analyze, under these premises, a simple example of planar system with periodic coefficients of the form
[TABLE]
including the second order scalar equation of Duffing type
[TABLE]
The prototypical nonlinearity we consider is a function which changes sign at zero and is bounded only on one-side, such as We do not assume that the weight function is of constant sign, but, for simplicity, we suppose that has a positive hump followed by a negative one. We prove the presence of periodic solutions coming in pairs (Theorem 2.1 in Section 2, following the Poincaré-Birkhoff theorem) or coming in quadruplets (Theorem 2.2 in Section 2, following bend-twist maps and SAP techniques), the latter depending on the intensity of the negative part of To this purpose, we shall express the weight function as
[TABLE]
being a periodic sign changing function.
The plan of the paper is the following. In Section 2 we present our main results (Theorem 2.1 and Theorem 2.2) for the existence and multiplicity of periodic solutions. In Section 3, we provide simplified proofs in the special case of a stepwise weight function: this allows us to highlight the geometric structure underlying the theorems. These proofs can considered as preparatory to the general ones given in Section 4. Another advantage of considering this particular framework lies on the fact that a stepwise weight produces a switched system made by two autonomous equations and therefore, in this case, some threshold constants for and can be explicitly computed. In Section 5 we show how to extend our main results to the case of subharmonic solutions. Eventually, Section 6 concludes the paper with a list of some possible applications.
2 Statement of the main results
This work deals with the existence and multiplicity of periodic solutions to sign-indefinite nonlinear first order planar systems of the form
[TABLE]
Throughout the article, we will suppose that are locally Lipschitz continuous functions satisfying the following assumptions:
[TABLE]
We will also suppose that at least one of the following conditions holds
[TABLE]
[TABLE]
[TABLE]
[TABLE]
We also set
[TABLE]
Concerning the weight function it is defined starting from a -periodic sign-changing map by setting
[TABLE]
As usual, is the positive part of and Given an interval by on we mean that for almost every with on a subset of of positive measure. Similarly, on means that on For sake of simplicity, we suppose that in a period the weight function has one positive hump followed by one negative hump. The case in which has several (but finite) changes of sign in a period could be dealt with as well, but will be not treated here. Therefore, we suppose that there are and such that
[TABLE]
Actually, due to the -periodicity of the weight function, it will be not restrictive to take and we will assume it for the rest of the paper. Concerning the regularity of the weight function, we suppose that is continuous (or piecewise-continuous), although from the proofs it will be clear that all the results are still valid for and
The assumptions on and allow to consider a broad class of planar systems. We will provide a list of specific applications in Section 6. For the reader’s convenience, we observe that, for the results to come, we have in mind the model given by the scalar second order equation
[TABLE]
which can be equivalently written as system (2.1) with and (see Section 3).
We denote by the Poincaré map associated with system (2.1). Recall that
[TABLE]
where is the solution of (2.1) satisfying the initial condition Since system (2.1) has a Hamiltonian structure of the form
[TABLE]
for the associated Poincaré map is an area-preserving homeomorphism, defined on a open set with Thus a possible method to prove the existence (and multiplicity) of -periodic solutions can be based on the Poincaré-Birkhoff “twist” fixed point theorem. A typical way to apply this result is to find a suitable annulus around the origin with radii such that for some the twist condition
[TABLE]
holds, where is the rotation number on the interval associated with the initial point We recall that a possible definition of for equation (2.1) is given by the integral formula
[TABLE]
where is the solution of (2.1) with For simplicity in the notation, we set
[TABLE]
Notice that, due to the assumptions and for it is convenient to use a formula like (2.4) in which the angular displacement is positive when the rotations around the origin are performed in the clockwise sense.
Under these assumptions, the Poincaré-Birkhoff theorem, in the version of [62, Corollary 2], guarantees that for each integer there exist at least two -periodic solutions of system (2.1), having as associated rotation number. In virtue of the first condition in it turns out that these solutions have precisely simple transversal crossings with the -axis in the interval (see, for instance, [7, Theorem 5.1], [45, Theorem A]). Equivalently, for such a periodic solution , we have that has precisely simple zeros in the interval
If we look for -periodic solutions, we just consider the -th iterate of the Poincaré map
[TABLE]
and assume the twist condition
[TABLE]
From this point of view, the Poincaré-Birkhoff is a powerful tool to prove the existence of subharmonic solutions having as minimal period. Indeed, if we have satisfied with then we find -periodic solutions with having exactly simple zeros in In addition, if and are relatively prime integers, then it follows that these solutions cannot be -periodic for some In particular, if is one of these -periodic solutions and or is relatively prime with and is the minimal period of the weight function then will be the minimal period of
Clearly, in order to apply this approach, we need to have the Poincaré map defined on the closed disc of center the origin and radius , that is Unfortunately, in general, the (forward) global existence of solutions for the initial value problems is not guaranteed. A classical counterexample can be found in [17] for the superlinear equation (with ), where, even for a positive weight the global existence of the solutions may fail. A typical feature of this class of counterexamples is that solutions presenting a blow-up at some time will make infinitely many winds around the origin as It is possible to overcome these difficulties by prescribing the rotation number for large solutions and using some truncation argument on the nonlinearity, as shown in [35],[29]. In our case, the boundedness assumption at infinity given by one among prevents such highly oscillatory phenomenon and guarantees the continuability on The situation is even more complicated in the time intervals where the weight function is negative [9], [10]. Unless we impose some growth restrictions on the vector field in (2.1), for example that it has at most a linear growth at infinity, in general we cannot prevent blow-up phenomena. Another possibility to avoid blow-up is to assume that both and hold (or, alternatively, both and ). In fact, in this case, we have bounded and hence bounded in any compact time-interval and thus, from the second equation in (2.1) is bounded on compact intervals, too.
With these premises, the following result holds.
Theorem 2.1**.**
Let be locally Lipschitz continuous functions satisfying and at least one between the four conditions and Assume, moreover, the global continuability for the solutions of (2.1). Then, for each positive integer there exists such that for each and the system (2.1) has at least two -periodic solutions with having exactly -zeros in the interval
Notice that in the above result we do not require any condition on the parameter On the other hand, we have to assume the global continuability of the solutions, which in general is not guaranteed. Alternatively, we can exploit the fact that the solutions are globally defined in the interval where and, instead of asking for the global continuability on assume that is small enough. Quite the opposite, for the next result we do not require the Poincaré map to be defined on the whole plane, although now the parameter plays a crucial role and must be large instead.
Theorem 2.2**.**
Let be locally Lipschitz continuous functions satisfying and at least one between the four conditions and Then, for each positive integer there exists such that for each there exists such that for each and the system (2.1) has at least four -periodic solutions with having exactly -zeros in the interval
The proofs of Theorem 2.1 and Theorem 2.2 are given in Section 4. In the case of Theorem 2.2 we will also show how the zeros of are distributed between the intervals and Furthermore, we detect the presence of “complex dynamics”, in the sense that we can prove the existence of four compact invariant sets where the Poincaré map is semi-conjugate to the Bernoulli shift automorphism on symbols. A particular feature of Theorem 2.2 lies in the fact that such result is robust with respect to small perturbations. In particular, it applies to a perturbed Hamiltonian system of the form
[TABLE]
with as , uniformly in , and for on compact sets. Observe that system (2.5) has not necessarily a Hamiltonian structure and therefore it is no more guaranteed that the associated Poincaré map is area-preserving.
In Section 5, versions of Theorem 2.1 and Theorem 2.2 for subharmonic solutions are given. Moreover, in the setting of Theorem 2.2, we show that any -periodic sequence on symbols can be obtained by a -periodic point of in each of such compact invariant sets (see Theorem 5.2). Figure 1 gives evidence of an abundance of subharmonic solutions to a system in the class (2.1).
3 The stepwise weight: a geometric framework
We focus on the particular case in which and is a locally Lipschitz continuous function such that
[TABLE]
so that is satisfied along with A possible choice could be , but we stress that we do not ask for to be unbounded on .
The second order ordinary differential equation originating from (2.1) reads
[TABLE]
In order to illustrate quantitatively the main ideas of the proof we choose a stepwise -periodic function which takes value on an interval of length and value on a subsequent interval of length , so that is defined as
[TABLE]
With this particular choice of the planar system associated with (3.1) turns out to be a periodic switched system [2]. Such kind of systems are widely studied in control theory.
For our analysis we first take into account the interval of positivity, where (2.1) becomes
[TABLE]
For this system the origin is a local center, which is global if as , where is the primitive of such that . The associated energy function is given by
[TABLE]
For any constant with the level line of (3.3) of positive energy is a closed orbit which intersects the -axis in the phase-plane at two points and such that
[TABLE]
We call the period of , which is given by
[TABLE]
where
[TABLE]
The maps are continuous. To proceed with our discussion, we suppose that (the other situation can be treated symmetrically). Then as (this follows from the fact that goes to zero as , see [53]). We can couple this result with an estimate near the origin
[TABLE]
which follows from classical and elementary arguments.
Proposition 3.1**.**
For each the time-mapping associated with system (3.3) is continuous and its range includes the interval
Showing the monotonicity of the whole time-map is, in general, a difficult task. However, for the exponential case this has been proved in [15] (see also [14]).
On the interval of negativity of system (2.1) becomes
[TABLE]
with as above. For this system the origin is a global saddle with unbounded stable and unstable manifolds contained in the zero level set of the energy
[TABLE]
In the following, given a point we denote by and respectively the positive/negative semiorbit and the orbit for the point with respect to the (local) dynamical system associated with (3.4).
If we start from a point with we can explicitly evaluate the blow-up time as follows. First of all we compute the time needed to reach the level along the trajectory of (3.4), which is the curve of fixed energy with . Equivalently, we have
[TABLE]
from which
[TABLE]
follows. Therefore, the blow-up time is given by
[TABLE]
Standard theory guarantees that if the Keller - Osserman condition
[TABLE]
holds, then the blow-up time is always finite and for . On the other hand, for . Hence there exists such that for and hence there is no blow-up in .
If we start with null derivative, i.e. from a point , then similar calculations return
[TABLE]
and, since for , the improper integral at is finite. Therefore, the blow-up time is given by
[TABLE]
If (3.5) is satisfied, then the blow-up time is always finite. Moreover, as A similar but more refined result can be found in [54, Lemma 3].
Now we describe how to obtain Theorem 2.1 and Theorem 2.2 for system
[TABLE]
in the special case of a -periodic stepwise function as in (3.2). As we already observed, equation (3.6) is a periodic switched system and therefore its associated Poincaré map on the interval splits as
[TABLE]
where is the Poincaré map on the interval associated with system (3.3) and is the Poincaré map on the interval associated with system (3.4).
Proof of Theorem 2.1 for the stepwise weight. We start by selecting a closed orbit near the origin of (3.3) at a level energy and fix sufficiently large, say , so that in view of Proposition 3.1
[TABLE]
Next, for the given (fixed) , we consider a second energy level with such that
[TABLE]
and denote by the corresponding closed orbit. Let also
[TABLE]
be the planar annular region enclosed between and If we assume that the Poincaré map is defined on then the complete Poincaré map associated with system (3.6) is a well defined area-preserving homeomorphism of the annulus onto its image . In fact the annulus is invariant under the action of .
During the time interval each point performs complete turns around the origin in the clockwise sense. This implies that
[TABLE]
On the other hand, from [7, Lemma 3.1] we know that
[TABLE]
We conclude that
[TABLE]
During the time interval each point is unable to complete a full revolution around the origin, because the time needed to cross either the second or the third quadrant is larger than Using this information in connection to the fact that the first and the third quadrants are positively invariant for the flow associated with (3.4), we find that
[TABLE]
An application of the Poincaré-Birkhoff fixed point theorem guarantees for each the existence of at least two fixed points of the Poincaré map, with in the interior of and such that This in turns implies the existence of at least two -periodic solutions of equation (3.1) with having exactly -zeros in the interval
In this manner, we have proved Theorem 2.1 for system (3.6) in the special case of a stepwise weight function as in (3.2). Notice that no assumption on is required. On the other hand, we have to suppose that is globally defined on .
Remark 3.1*.*
From (3.7) and the formulas for the period it is clear that assuming fixed and large is equivalent to suppose fixed and large. This also follows from general considerations concerning the fact that equation is equivalent to for
An intermediate step. We show how to improve the previous result if we add the condition that is sufficiently large. First of all, we take and as before and in order to produce the desired twist for at the boundary of Then we observe that the derivative of the energy along the trajectories of system (3.4) is given by so it increases on the first and the third quadrant and decreases on the second and the fourth. Hence, if is sufficiently large, we can find four arcs , each one in the open -th quadrant, with joining and such that is outside the region bounded by for and is inside the region bounded by for . The corresponding position of and is illustrated in Figure 2.
At this point, we enter in the setting of bend-twist maps. The arcs divide into four regions, homeomorphic to rectangles. The boundary of each of these regions can be split into two opposite sides contained in and and two other opposite sides made by and (mod). On and we have the previously proved twist condition on the rotation numbers, while on the other two sides we have for with and for with Thus, using the Poincaré-Miranda theorem, we obtain the existence of at least one fixed point of the Poincaré map in the interior of each of these regions. In this manner, under an additional hypothesis of the form we improve Theorem 2.1 (for system (3.6) and again in the special case of a stepwise weight), finding at least four solutions with a given rotation number for On the other hand, we still suppose that is globally defined on . The version of the bend-twist map theorem that we apply here is robust for small perturbations of the Poincaré map, therefore the result holds also for some non-Hamiltonian systems whose vector field is close to that of (3.1).
Proof of Theorem 2.2 for the stepwise weight. First of all, we start with the same construction as in part and choose according to (3.7) and so that (3.8) is satisfied. Consistently with the previously introduced notation, we take
[TABLE]
Notice that the closed curves intersect the coordinate axes at the points and Next we choose and with
[TABLE]
and define the orbits
[TABLE]
Setting
[TABLE]
we tune the values and so that
[TABLE]
Clearly, given the other parameters, we can always choose sufficiently large, say , so that the above condition is satisfied.
Finally, we introduce the stable and unstable manifolds, and , for the origin as saddle point of system (3.4). More precisely, we define the sets
[TABLE]
[TABLE]
[TABLE]
[TABLE]
so that and . The resulting configuration is illustrated in Figure 3.
The closed trajectories together with and determine eight regions that we denote by and for as in Figure 4.
Each of the regions and is homeomorphic to the unit square and thus is a topological rectangle. In this setting, we give an orientation to by choosing We take as the closure of
We can now apply a result in the framework of the theory of topological horseshoes as presented in [58] and [46]. Indeed, by the previous choice of we obtain that
[TABLE]
On the other hand, from it follows that
[TABLE]
Then [58, Theorem 3.1] (see also [46, Theorem 2.1]) ensures the existence of at least fixed points for in each of the regions This, in turns, implies the existence of -periodic solutions for system (3.6).
Such solutions are topologically different and can be classified, as follows: for each there is a solution with
with having zeros in and strictly positive in
with having zeros in and one zero in
with having zeros in and strictly negative in
with having zeros in and one zero in
In conclusion, for each we find at least four -periodic solutions having precisely -zeros in
Remark 3.2*.*
Having assumed that is bounded on we can also prove the existence of a -periodic solution with and such that for all while has two zeros in Moreover, the results from [46, 58] guarantee also that each of the regions contains a compact invariant set where is chaotic in the sense of Block and Coppel (see [1]).
We further observe that, for equation (3.1) the same results hold if condition is relaxed to
[TABLE]
In this manner we get the same number of four -periodic solutions as obtained in [7]. However, we stress that, even if the conditions at infinity here and in that work are the same, nevertheless, the assumptions at the origin are completely different. Indeed, in [7] a one-sided superlinear condition in zero, of the form or was required. As a consequence, for large, one could prove the existence of four -periodic solutions with prescribed nodal properties which come in pair, namely two “small” and two “large”. In our case, if in place of we assume or with the same approach we could prove the existence of eight -periodic solutions, four “small” and four “large”.
We conclude this section by observing that if we want to produce the same results for system (2.1), then we cannot replace or with a weaker condition of the form of (3.9). Indeed, a crucial step in our proof is to have a twist condition, that is a gap in the period between a fast orbit (like ) and slow one (like ). This is no more guaranteed for an autonomous system of the form
[TABLE]
if satisfies a sublinear condition at infinity as (3.9). Indeed, the slow decay of at infinity could be compensated by a fast growth of at infinity. In [16] the Authors provide examples of isochronous centers for planar Hamiltonian systems even in the case when one of the two components is sublinear at infinity.
4 The general case: proof of the main results
Throughout the section, and consistently with Section 2, for each and we denote by the solution of (2.1) satisfying and, for we set
[TABLE]
if the solution is defined on
We prove both Theorem 2.1 (Theorem 4.1) and Theorem 2.2 (Theorem 4.2) assuming The proofs can be easily modified in order to take into account all the other cases, namely , or Concerning the -periodic weight function we suppose for simplicity that is continuous and satisfies More general regularity conditions on can be considered as well.
Theorem 4.1**.**
Let be locally Lipschitz continuous functions. Assume , and the global continuability of the solutions. For each positive integer there exists , such that for every and there are at least two -periodic solutions for system (2.1) with having exactly -zeros in the interval
Proof.
We split the proof into some steps in order to reuse some of them for the proof of Theorem 4.2.
Step 1. Evaluating the rotation number along the interval for small solutions.
Let be sufficiently small such that and and take such that, by virtue of
[TABLE]
Let be a solution of (2.1) such that for all We consider the modified clockwise rotation number associated with the solution in the interval (which is the interval where ), defined as
[TABLE]
where is a fixed number that will be specified later. The modified rotation number can be traced back to the classical Prüfer transformation and it was successfully applied in [26] (see also [65] and the references therein). A systematic use of the modified rotation number in the context of the Poincaré-Birkhoff theorem, with all the needed technical details, is exhaustively described by Boscaggin in [5]. Here we follow the same approach. The key property of the number is that, when for some it assumes an integer value, that same value is independent on the choice of Moreover, as a consequence of for we have that if are two consecutive zeros of , then (independently on ). Hence, we can choose suitably the constant in order to estimate in a simpler way the rotation number. In our case, if we take
[TABLE]
and recall that we are evaluating the rotation number on a “small” solution so that and we find
[TABLE]
where
[TABLE]
Hence, given any positive integer we can take
[TABLE]
so that, for each we obtain that and therefore, by [5, Proposition 2.2], for and defined in (2.4).
Step 2. Evaluating the rotation number along the interval for small solutions.
Consider now the interval where In this case, we are in the same situation as in [7, Lemma 3.1] and the corresponding result implies that for . As a consequence, we conclude that if is a solution of (2.1) such that for all and , then for
Step 3. Consequences of the global continuability.
The global continuability of the solutions implies the fulfillment of the so-called “elastic property” (cf. [39],[12]). In our case, recalling also that nontrivial solutions never hit the origin, we obtain
for each there exists such that implies
for each there exists such that implies
(see [65, Lemma 2]).
Step 4. Rotation numbers for small initial points.
Suppose now that and are chosen as in Step 1 and let be fixed. Using in Step 3 we determine a small radius such that for each initial point with it follows that the solution of (2.1) with satisfies for all Hence, by Step 2 we conclude that
[TABLE]
Step 5. Evaluating the rotation number along the interval for large solutions.
Suppose, from now on, that and are fixed as in Step 4. Let be any nontrivial solution of (2.1) which crosses the third quadrant in the phase-plane. If this happens, we can assume that there is an interval such that for all with and for all as well as for all . Note that, from the first equation in (2.1), when also Assumption implies there is a bound, say for when namely for all Thus, integrating the second equation in system (2.1) we get that, for all the following estimate holds:
[TABLE]
Now, integrating the first equation of the same system, we obtain the estimate below, for all :
[TABLE]
With a similar argument, it is easy to check that the same bounds for and hold if the solution crosses the second quadrant instead of the third one. Hence, any solution that in a time-interval crosses the third quadrant, or the second quadrant, is such that and for all
In view of the above estimates and arguing by contradiction, we can then conclude that if the solution satisfies
[TABLE]
then for is impossible to cross the third quadrant and it is also impossible to cross the second one.
Step 6. Rotation numbers for large initial points.
Using in Step 3 we determine a large radius such that for each initial point with it follows that the solution of (2.1) with satisfies for all Hence, by Step 5 we conclude that
[TABLE]
Indeed, if, by contradiction, then the solution of (2.1) with must cross at least once one between the third and the second quadrant and this fact is forbidden by the choice of which implies that for all
Step 7. Applying Poincaré-Birkhoff fixed point theorem.
At this point we can to conclude the proof. From (4.2) and (4.3) we have the twist condition satisfied for and and the thesis follows as explained in the introductory discussion preceding the statement of Theorem 2.1. ∎
∎
Remark 4.1*.*
In view of the above proof, a few observations are in order.
- We think that the choice of in (4.1), although reasonably good, is not the optimal one. One could slightly improve it, by using some comparison argument with the rotation numbers associated with the limiting linear equation
[TABLE]
We do not discuss further this topic in order to avoid too much technical details in the proof.
- In the statement of Theorem 4.1 we have explicitly recalled the assumptions on and to be locally Lipschitz continuous functions so to have a well defined (single-valued) Poincaré map. With this respect, we should mention that there is a recent version of the Poincaré-Birkhoff theorem due to Fonda and Ureña [31], [32] which, for Hamiltonian systems like (2.1), does not require the uniqueness of the solutions for the initial value problems and just the continuability of the solutions on is needed. The theorems in [32] apply to higher dimensional Hamiltonian systems as well. For another recent application of such resuts to planar systems, in which the uniqueness of the solutions of the Cauchy problems is not required, see also [18]. In our case, even if we apply the Fonda-Ureña theorem, we still need to assume at least an upper bound on and near zero, so to avoid the possibility that a (nontrivial) solution of (2.1) with may hit the origin at some time thus preventing the rotation number to be well defined. See [11, Section 4] for a detailed discussion of these aspects.
Now we are in position to give the proof of Theorem 2.2 (which is presented as Theorem 4.2 below). For the next result we do not assume the global continuability of the solutions. Accordingly, both (at ) and (at may have a superlinear growth.
For the foregoing proof we recall that we denote by and the open and the closed disc in of center the origin and radius Given we denote by the closed annulus Let also for be the usual quadrants of counted in the natural counterclockwise sense starting from
[TABLE]
Theorem 4.2**.**
Let be locally Lipschitz continuous functions satisfying . Suppose also that holds. For each positive integer there exists , such that for every there exists such that for each and there are at least four -periodic solutions for system (2.1) with having exactly -zeros in the interval
Proof.
For our proof, we will take advantage of some steps already settled in the proof of Theorem 4.1.
First of all, we consider system (2.1) on the interval , so that the system can be written as
[TABLE]
and observe that all the solutions of (4.4) are globally defined on To prove this fact, we observe that the sign assumptions on and in and guarantee that (4.4) belongs to the class of equations for which the global continuability of the solutions was proved in [22]. Hence our claim is proved.
Now, we repeat the same computations as in the Steps 1-3-4-5-6 of the preceding proof (with only minor modifications, since now we work on instead of ) and, having fixed (with the same constants as in (4.1)), we are in the following setting:
There are constants and , with , such that
**
By a classical compactness argument following by the global continuability of the solutions of (4.4) we can determine two positive constants and with
[TABLE]
such that
[TABLE]
We introduce now the following sets, which are all annular sectors and hence topological rectangles according to the terminology of the Introduction.
[TABLE]
[TABLE]
To each of these sets we give an orientation, by selecting a set which is the union of two disjoint arcs of its boundary, as follows.
[TABLE]
[TABLE]
To conclude the proof, we show that for each integer and there is a pair of compact disjoint sets such that
[TABLE]
where stands for or and Along the proof we will also check that the sets and for and are pairwise disjoint. A fixed point theorem introduced in [55] and recalled in Section 1 (see [56, Theorem 3.9] for the precise formulation which is needed in the present situation) ensures the existence of at least a fixed point for the Poincaré map in each of the sets and .
To prove (4.6) we proceed with two steps. First we show that, for any fixed there is a compact set such that
[TABLE]
and another compact set such that
[TABLE]
In the same manner we also prove that there are disjoint compact sets such that
[TABLE]
and
[TABLE]
Next, we prove that
[TABLE]
Clearly, once all the above relations have been verified, we obtain (4.6), using the composition and counting correctly all the possible combinations.
Proof of (4.7). We choose a system of polar coordinates starting at the positive -axis and counting the positive rotations in the clockwise sense, so that, for and denotes the angular coordinate associated with the solution of (4.4) with For we already know that for all For any fixed we define
[TABLE]
Note that an initial point belongs to if and only if with having precisely zeros in the interval Then it is clear that for
Let be a continuous map such that and that is is a path contained in (with values in) and meeting the opposite sides of For simplicity in the notation, we set
[TABLE]
As we have previously observed for all and From property we have that
[TABLE]
while
[TABLE]
The continuity of the map implies that the range of covers the interval Therefore there exist with such that and
[TABLE]
If we denote by the restriction of the path to the subinterval we have that has values in and, moreover the path has values in and connects the two components of Thus the validity of (4.7) is checked.
Proof of (4.8). This is only a minor variant of the preceding proof and, with the same setting and notation as above, we just define
[TABLE]
An initial point belongs to if and only if with having exactly zeros in the interval Then it is clear that for Moreover, it is also evident that all the sets and are pairwise disjoint. The rest of the proof follows the same steps as the previous one, with minor modifications and using again the crucial property
Proof of (4.9) and (4.10). Here we follow a completely symmetric argument by defining a family of pairwise disjoint compact subsets of as
[TABLE]
and
[TABLE]
respectively. Note that we consider an initial point with an associated angle The rest of the proof is a mere repetition of the arguments presented above.
Proof of (4.11). We have four conditions to check, but it is clear that it will be sufficient to prove
[TABLE]
the other case, being symmetric. In this situation, we have only to repeat step by step the argument described in [57, pp. 85-86] where a similar situation is taken into account. There is however a substantial difference between the equation considered in [57] and our equation, that in the interval can be written as
[TABLE]
Indeed, in our case we cannot exclude that some solutions are not globally defined on due to the presence of possible blow-up phenomena in some quadrants. To overcome this difficulty, we follow an usual truncation argument. More precisely, recalling the “large” constant introduced in (4.5), we define the truncated functions
[TABLE]
and
[TABLE]
which are locally Lipschitz continuous with bounded and having a linear growth. Now the uniqueness and the global existence of the solutions in the interval for the solutions of the truncated system
[TABLE]
is guaranteed. Apart for few minor details we can closely follow the proof of [57, Theorem 3.1] for the interval when the weight function is negative. Of course, now the result will be valid for the Poincaré map associated with system (4.14) for the time-interval If we treat with such technique the Poincaré map we can prove that any path in joining the two sides of contains a sub-path with such that for all and such that is a path in joining the opposite sides of This in turn implies
[TABLE]
On the other hand, the condition for all implies that for all and therefore we have that
[TABLE]
All the other instances of (4.11) can be verified in the same manner. This completes the proof of the theorem. ∎∎
As a byproduct of the method of proof we have adopted, we are able to classify the nodal properties of the four -periodic solutions as follows.
Proposition 4.1**.**
Let be locally Lipschitz continuous functions satisfying and at least one between the four conditions and . For each positive integer there exists , such that for every there exists such that for each and there are at least four -periodic solutions for system (2.1) which can be classified as follows:
one solution with and with having exactly zeros in and no zeros in
one solution with and with having exactly zeros in and one zero in
one solution with and with having exactly - zeros in and no zeros in
one solution with and with having exactly zeros in and one zero in
Remark 4.2*.*
We present some observations related to the proof of Theorem 4.2.
- In view of the results in [57] and the notation recalled in the Introduction, our proof implies that
[TABLE]
As a consequence, there are two compact invariant sets contained in and respectively, where induces chaotic dynamics on symbols. Also for any periodic sequence of symbols, subharmonic solutions, associated with that periodic sequence, do exist (see [49]).
-
In principle, our approach could be extended to differential systems in which the weight function displays a finite number of positive humps separated by negative ones. Although the feasibility of this study is quite clear, we have not pursued this line of research in this article for sake of conciseness.
-
A comparison between Theorem 4.1 and Theorem 4.2 suggests that it could be interesting to present examples of differential systems in which there are exactly two (respectively four) -periodic solutions with given nodal properties and then discuss the change in the number of solutions using as a bifurcation parameter.
5 Subharmonic solutions
In this Section we briefly discuss how to adapt the proofs of Theorem 2.1 and Theorem 2.2 to obtain subharmonic solutions. Throughout the Section we suppose that is a continuous -periodic weight function satisfying As before, more general regularity conditions on can be considered.
Speaking of subharmonic solutions, we must observe that if is a -periodic solution of (2.1), then also is a -periodic solution for all Such solutions, although distinct, are considered to belong to the same periodicity class.
First of all, we look at the proof of Theorem 4.1 and give estimates on the rotation numbers on the interval for some integer Iterating the argument in Step 1-4 and taking a smaller if necessary, we can prove that for as in (4.1), we obtain
[TABLE]
Repeating the computation in Step 5-6 for the interval and taking a larger if necessary, we get
[TABLE]
In this manner we have condition satisfied for and Now, if we fix an integer which is relatively prime with we obtain at least two -periodic solutions of system (2.1) with having exactly simple zeros in the interval . As and are coprime numbers, these solutions cannot be -periodic for some Since, by is the minimal period of we conclude that is the minimal period of the solution of (2.1) (see [21], [22] for previous related results and how to prove the minimality of the period via the information about the rotation number). In this manner, the following result is proved.
Theorem 5.1**.**
Let be locally Lipschitz continuous functions satisfying and at least one between the four conditions and Assume, moreover, the global continuability for the solutions of (2.1). Let be a fixed integer. Then, for each positive integer there exists such that for each and with relatively prime with , the system (2.1) has at least two periodic solutions of minimal period , not belonging to the same periodicity class.
Also for Theorem 5.1 the same observation as in Remark 4.1.2 applies, namely, using Fonda-Ureña version of the Poincaré-Birkhoff theorem, we can remove the local Lipschitz condition outside the origin.
Looking for an extension of Theorem 2.2 to the case of subharmonic solutions, in view of Remark 4.2.1 and [57],[49], the condition
[TABLE]
implies the following property with respect to periodic solutions. Let for There exists pairwise disjoint compact sets such that for each -periodic two-sided sequence with for all there exists a fixed point of such that In this case we say that the trajectory associated with the initial point follows the periodic itinerary
From this observation, the following result holds.
Theorem 5.2**.**
Let be locally Lipschitz continuous functions satisfying and at least one between the four conditions and Let be a fixed integer. Then, for each positive integer there exists such that for each there exists such that for each the following property holds: given any periodic two-sided sequence with for all with minimal period , the system (2.1) has at least two periodic solutions of minimal period , following an itinerary of sets associated with and not belonging to the same periodicity class.
A simple comparison of the two theorems shows that when grows, the number of different subhamonics found by Theorem 5.2 largely exceeds the number of those obtained by Theorem 5.1. The number of -order subharmonics can be precisely determined by a combinatorial formula coming from the study of aperiodic necklaces [27].
6 Examples and applications
We propose a few examples of equations, coming from the literature, which fit into the framework of our theorems.
As a first case, we consider the following Duffing type equation with relativistic acceleration
[TABLE]
where
[TABLE]
A variant of (6.1) in the form of is considered in [6] where pairs of periodic solutions with prescribed nodal properties are found by means of the Poincaré-Birkhoff theorem for a function having at most linear growth in at infinity. Equation (6.1) can be equivalently written as
[TABLE]
which is the same as system (2.1) with In this case, since is bounded, both and are satisfied and the global existence of the solutions is guaranteed. Moreover all the other assumptions required for in are satisfied with Hence all the results of the paper apply to (6.1) once we assume that holds for Notice that we do not need any growth assumption on
Our second example is inspired by the work of Le and Schmitt [40] where the authors proved the existence of -periodic solutions for the second order equation
[TABLE]
with -periodic functions, with changing sign, with zero mean value and such that
[TABLE]
where denotes a -periodic solution of If we call the -periodic solution of (6.2) whose existence is guaranteed by [40, Remark 6.4], and set
[TABLE]
then (6.2) is transformed to the equivalent equation
[TABLE]
with
[TABLE]
which changes sign if and only if changes sign. Thus we enter in the setting of (2.2) and Theorem 2.2 can be applied. Note that in general, in an interval where we may have blow-up of the solutions in the first quadrant of the phase-plane and thus the Poincaré map cannot be defined on a whole (large) annulus surrounding the origin. Clearly, in order to apply our theorem, we will just need to adapt our conditions on the weight to the coefficients and
As a last example, we consider a model adapted from the classical Lotka-Volterra predator-prey system. We take into account the system
[TABLE]
which represents the dynamics of a prey population under the effect of a predator population Notice that the order in which the two equations appear in the above system is not the usual one but it is convenient so to enter the setting of system (2.1). All the coefficients are continuous and -periodic functions. In [22] the existence of infinitely many subharmonic solutions was proved under the assumption that and have positive average and in Extensions to higher dimensional systems have been recently obtained in [30] under similar sign conditions on the coefficients. Some results about the stability of the solutions for this model are obtained as a special case in [44]. For the main Lotka-Volterra model thereby proposed the search of subharmonics solutions has been recently addressed [43] under some specific assumptions on the averages of and , in a framework that can be regarded as a counterpart to ours.
Our aim now is to discuss a case in which may be negative on some subinterval. We perform a change of variables setting and and obtain the new system
[TABLE]
Suppose now a -periodic solution is given. With a further change of variables we can write the generic solutions as
[TABLE]
and by substitution in the previous system we arrive at
[TABLE]
At this point, we can adapt the coefficients in order to enter in the frame of system (2.1). More precisely, we suppose that , so that and set
[TABLE]
which changes sign if and only if changes sign. Thus we enter in the setting of (2.2) and Theorem 2.2 can be applied. The same remark of the previous case holds. In particular, in order to apply our theorem, we need to translate our conditions on the weight to the coefficients
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