Differential Equations, Vol. 37, No. 4, 2001, pp. 598–602. Translated from Differentsial’nye Uravneniya, Vol. 37, No.

4, 2001, pp. 566–569.

Original Russian Text Copyright c 2001 by Terekhin, Retyunskikh.

SHORT
COMMUNICATIONS

Periodic Solutions
of Nonlinear Nonautonomous Systems
of Ordinary Differential Equations
M. T. Terekhin and N. V. Retyunskikh
Ryazan State Pedagogical University, Ryazan, Russia
Received April 30, 1999

Consider the system of differential equations

ẋ = (A(t) + B(t, λ) + F (t, x, λ))x, (1)
where x ∈ En , A(t), B(t, λ), and F (t, x, λ) are n × n matrix functions ω-periodic in t, λ ∈ Em ,
λ is a parameter, t ∈ R = (−∞, +∞), and Es is an s-dimensional vector space.
We write |x| = maxi |xi |, kBk = max|x|≤1 |Bx|, where B is a matrix,
Λ (δ0 ) = {λ : λ ∈ Em , |λ| ≤ δ0 } , R (δ0 ) = {(x, λ) : |λ| ≤ δ0 , |x| ≤ δ0 } ,
and W (δ0 ) = {α : α ∈ En , |α| ≤ δ0 }, where δ0 is some number.
In the following, we assume that the matrix functions A(t), B(t, λ), and F (t, x, λ) are continuous
on the set [0, ω]×R (δ0 ), B(t, 0) ≡ 0, F (t, 0, λ) ≡ 0, and system (1) satisfies conditions guaranteeing
the existence and uniqueness of the solution and its continuous dependence on the initial data and
the parameter.
By x(t, α, λ) we denote the solution of system (1) satisfying the condition x(0, α, λ) = α. Obvi-
ously, x ≡ 0 is a solution of system (1) for all λ ∈ Λ (δ0 ). Therefore, there exists a number δ0 > 0
such that the solution x(t, α, λ) of system (1) is defined on the interval [0, ω] for all α ∈ W (δ0 )
and λ ∈ Λ (δ0 ).
The existence of periodic solutions of a system of differential equations with a parameter was
considered in [1–3]; in the application of these considerations to system (1), it is important that
the generating solution is a nonzero periodic solution; if the zero solution is chosen as a periodic
solution of the generating system, then the only periodic solution whose existence follows from the
theorems stated in the above-mentioned papers is the zero solution.
The aim of the present research is to derive existence conditions for a nonzero periodic solution
of system (1) in a neighborhood of the zero solution.
Along with system (1), we consider the system
ẏ = (A(t) + B(t, λ) + F (t, x(t, α, λ), λ))y. (2)
The following assertion is valid.

Theorem 1. The solution x(t, α, λ) is an ω-periodic solution of system (1) if and only if sys-
tem (2) has an ω-periodic solution with the same initial condition.

Let P (t), X(t, λ), and Y (t, α, λ) be the principal solution matrices of the systems ẋ = A(t)x
and ẋ = (A(t) + B(t, λ))x and system (2), respectively, satisfying the conditions P (0) = X(0, λ) =
Y (0, α, λ) = E, where E is the identity matrix, and let
B(t, λ) = B (s) (t, λ) + o (|λ|s ) , (3)
(p) p
F (t, x, λ) = F (t, x, λ) + o (|z̄| ) , (4)
where z̄ = colon(x, λ), B (s) (t, λ) (p)

is ak form of order s in λ, F (t, x, λ) is a form of order p in z̄,
s ≥ 1, p ≥ 1, and limβ→0 o |β| /|β| = 0.
k

0012-2661/01/3704-0598$25.00
c 2001 MAIK “Nauka/Interperiodica”
 PERIODIC SOLUTIONS OF NONLINEAR NONAUTONOMOUS SYSTEMS 599

Theorem 2. If the matrix B(t, λ) admits the representation (3), then there exists a matrix
L(t, λ) satisfying the relations X(t, λ) = P (t) + L(t, λ), L(0, λ) ≡ 0, L(t, 0) ≡ 0, and
Zt
L(t, λ) = P (t) P −1 (τ )B (s) (τ, λ)P (τ )dτ + o (|λ|s ) .
0

Proof. We set L(t, λ) = X(t, λ) − P (t). Obviously, L(0, λ) ≡ 0. Furthermore, since X(t, λ) is a
principal solution matrix of the system ẋ = (A(t) + B(t, λ))x, it follows that L(t, λ) is a solution
of the matrix equation L̇(t, λ) = A(t)L(t, λ) + B(t, λ)(P (t) + L(t, λ)). Consequently, the matrix
L(t, λ) is bounded on the set [0, ω] × Λ (δ0 ), and
Zt
L(t, λ) = P (t) P −1 (τ )B(τ, λ)(P (τ ) + L(τ, λ))dτ,
0

which completes the proof of the theorem.

Theorem 3. If the matrices B(t, λ) and F (t, x, λ) admit the representations (3) and (4), then
there exists a matrix Φ(t, α, λ) such that Φ(0, α, λ) ≡ 0, limα→0 Φ(t, α, λ) = 0 uniformly on the set
[0, ω] × Λ (δ0 ), and
Y (t, α, λ) = X(t, λ) + Φ(t, α, λ),
Zω
Φ(ω, α, λ) = P (ω) P −1 (t)F (p) (t, P (t)α, λ)P (t)dt + o (|z|p ) , z = colon(α, λ).
0

The theorem can be proved in the same way as Theorem 2.

It follows from Theorem 1 that x(t, α, λ) is an ω-periodic solution of system (1) if and only if
(Y (ω, α, λ) − E)α = 0 or, which is the same,
(P (ω) − E + L(ω, λ) + Φ(ω, α, λ))α = 0. (5)
It readily follows from (5) that if rank(P (ω) − E) = n, then there exists a number δ ∈ ]0, δ0 ] such
that the solution x(t, α, λ) of system (1) is not ω-periodic for any α ∈ W (δ), α 6= 0, and λ ∈ Λ(δ).
In the following, we assume that the assumptions of Theorems 2 and 3 are valid. Then L(ω, λ) =
L(s) (λ) + o (|λ|s ), L(s) (λ) is a form of order s in λ, Φ(ω, α, λ) = Φ(p) (z) + o (|z|p ), and Φ(p) (z) is a
form of order p in z.
We set 
 L(s) (λ)α for s < p
(l)
G (z) = Φ(p) (z)α for s > p
 (s)
L (λ)α + Φ(p) (z)α for s = p.
Then G(l) (z) is a form of order l in z, l = min(s, p) + 1. System (5) acquires the form


(P (ω) − E)α + G(l) (z) + o |z|l = 0. (6)
Let rank(P (ω) − E) = k, 0 ≤ k < n. Using addition of rows, we can reduce system (6) to the form
(l)

P (0) α + G1 (z) + o |z|l = 0, (7)

where P (0) = colon (P0 , 0), P0 is a k × n matrix, rank P0 = k, and 0 is the zero (n − k) × n matrix.
System (7) can be rewritten as


P0 α + o(|z|) = 0, G1 (z) + o |z|l = 0, (8)

where G1 (z) is a form of order l in z. Let S(z) = colon (P0 α, G1 (z)).

DIFFERENTIAL EQUATIONS Vol. 37 No. 4 2001

600 TEREKHIN, RETYUNSKIKH

By straightforward computations, we find that if S(e) 6= 0 for any e ∈ En+m , |e| = 1, then there
exists a δ > 0 such that the solution x(t, α, λ) of system (1) is not ω-periodic for all α ∈ W (δ), α 6= 0,
and λ ∈ Λ(δ). Therefore, system (1) has an ω-periodic solution in a sufficiently small neighborhood
of the zero solution only if there exists a vector z = colon(α, λ), |z| = 1, such that S(z) = 0.
Let z0 = colon (α0 , λ0 ), α0 6= 0, |z0 | = 1, be a vector such that S (z0 ) = 0. Then, by setting
z = %u, % > 0, and ν = u − z0 , ν = colon(∆α, ∆λ), |ν| ≤ δ∗ , where δ∗ is some number, and by
using the Taylor formula, we reduce system (8) to the form
X
l
D [S (z0 )] ν + Rj1 (z0 ; ν) + O(%) = 0, (9)
j=2

where Rj1 (z0 ; ν) is a form of order j in the variable ν for each j ∈ {2, . . . , l}, D [S (z0 )] is the
Jacobian matrix of the vector function S(z) at the point z0 , and lim%→0 O(%) = 0 uniformly with
respect to u.

Theorem 4. If rank D [S (z0 )] = n, then system (1) is a nonzero ω-periodic solution.

Proof. To simplify our considerations, we set D [S (z0 )] = [M1 M2 ], where M1 is an n × n matrix,

det M1 6= 0, and M2 is an n × m matrix. Then D [S (z0 )] ν = M1 ν1 + M2 ν2 , ν = colon (ν1 , ν2 ).
By setting ν2 = 0 in (9), we obtain M1 ν1 + o (|ν1 |) + O(%) = 0.
−1
We define an operator Γ1 by the relation −1Γ 1
ν1 = −M1 [o (|ν1 |) + O(%)]. We choose a number
δ ∈ ]0, |α0 |[ such that |o (|ν
1 |)| <
δ/ 2 M1 for any ν1 (|ν1 | ≤ δ). Then, taking % = %̄ 6= 0
such that |O(%)| < δ/ 2 M1 −1
, we find that |Γ1 ν1 | < δ for any ν1 (|ν1 | ≤ δ). Consequently,
in the set {ν1 : |ν1 | ≤ δ}, the operator Γ1 has a fixed point ν1∗ . This means that the vector
ν ∗ = colon (∆α∗ , ∆λ∗ ) consisting of components of the vector ν1∗ and zero components of the vec-
tor ν2 is a solution of system (9), λ∗ = %̄ (λ0 + ∆λ∗ ), α∗ = %̄ (α0 + ∆α∗ ) is a solution of system (5),
k∆α∗ k ≤ δ < kα0 k, and x (t, α∗ , λ∗ ) is a nonzero ω-periodic solution of system (1). The proof of
the theorem is complete.
Let rank D [S (z0 )] = k1 , 0 ≤ k1 < n. Then, using addition of rows, we can reduce system (9) to
the form
Xl
(1)
P ν+ R̄j1 (z0 ; ν) + O(%) = 0, (10)
j=2

where P = colon (P1 , 0), P1 is a k1 × (n + m) matrix, rank P1 = k1 , 0 is the zero (n − k1 ) × (n + m)

(1)

matrix, and R̄j1 (z0 ; ν) is a form of order j in the variable ν. Consequently, system (10) can be
represented in the form
X
l
(1) ∗
P ν + o(|ν|) + O1 (%) = 0, Rj1 (z0 ; ν) + O2 (%) = 0, (11)
j=2

where Oi (%) → 0 for any i ∈ {1, 2} as % → 0.

∗
Let G2 (ν) be the form of least order in the set of the forms Rj1 ; it is of some order η. Obviously,
η ≥ 2. Then system (11) can be rewritten as
P (1) ν + o(|ν|) + O1 (%) = 0, G2 (ν) + o (|ν|η ) + O2 (%) = 0. (12)
(0)
Let S1 (ν) = colon (P1 ν, G2 (ν)) and S1 (ν) = colon (o(|ν|), o (|ν|η )). By straightforward com-
putations, we can show that if S1 (e) 6= 0 for every e ∈ En+m , |e| = 1, then, in a neighborhood
of the point z = 0, there exists a set in which system (6) has no solutions. Let u0 (|u0 | = 1) be
a vector such that S1 (u0 ) = 0. Then, by setting ν = %1 ū, %1 > 0, and γ = ū − u0 , |γ| ≤ δ∗ ,
where δ∗ > 0 is some Pηnumber, and by using the Taylor formula, we rewrite system (12) in the
form D [S1 (u0 )] γ + j=2 Rj2 (u0 ; γ) + O (%1 ) + colon (O1 (%)/%1 , O2 (%)/%η1 ), where D [S1 (u0 )] is the
Jacobian matrix of the vector function S1 (ν) at the point ν = u0 and lim%1 →0 O (%1 ) = 0 uniformly
with respect to γ.

DIFFERENTIAL EQUATIONS Vol. 37 No. 4 2001

 PERIODIC SOLUTIONS OF NONLINEAR NONAUTONOMOUS SYSTEMS 601

Theorem 5. If rank D [S1 (u0 )] = n, then system (1) has a nonzero ω-periodic solution.

Proof. The proof of the theorem mainly reproduces that of Theorem 4.

Let rank D [S1 (u0 )] = k2 , 0 ≤ k2 < n. We further continue the above process of finding
existence conditions for ω-periodic solutions of system (1). The process is terminated once we
obtain a theorem similar to Theorem 5.

Theorem 6. If the vector function F (t, x, λ)x satisfies the Lipschitz condition with respect to x
on the set [0, ω] × R (δ0 ), then the vector function Φ(ω, α, λ)α satisfies the Lipschitz condition with
respect to α on the set W (δ0 ) × Λ (δ0 ).

Proof. To simplify the notation, we denote the right-hand side of system (1) by g(t, x, λ).
It follows from the assumptions of the theorem that there exists a number K > 0 such that the
vector function g(t, x, λ) satisfies the Lipschitz condition with constant K with respect to x on the
Rt
set [0, ω] × R (δ0 ). Since x(t, α, λ) = α + 0 g(τ, x(τ, α, λ), λ)dτ , we have
Zt
|x (t, α1 , λ) − x (t, α2 , λ)| ≤ |α1 − α2 | + K |x (τ, α1 , λ) − x (τ, α2 , λ)| dτ
0

for any α1 , α2 ∈ W (δ0 ), λ ∈ Λ (δ0 ), and t ∈ [0, ω]. This, together with the Gronwall–Bellman
lemma [4, p. 108], implies that |x (t, α1 , λ) − x (t, α2 , λ)| ≤ |α1 − α2 | exp(Kω). Then, from the
relation Φ(ω, α, λ)α = x(t, α, λ) − X(ω, λ)α, we obtain the assertion of the theorem.


Remark. It readily follows from Theorem 6 that the vector functions o(|z|) and o |z|l occurring
in (8) satisfy the Lipschitz condition with respect to α on the set W (δ0 ) × Λ (δ0 ).

Theorem 7. Let the following conditions be satisfied :

(1) the vector function F (t, x, λ)x satisfies the Lipschitz condition with respect to x on the set
[0, ω] × R (δ0 );

vector λ̄ ∈ Em , there exist exactly k distinct vectors αi ∈ En , i = 1, . . . , k, such
(2) for some
that G αi , λ̄ = 0, where G(α, λ) = colon (P0 α, G0 (α, λ)) and G0 (α, λ) = G1 (z);


(3) rank ∂G αi , λ̄ /∂α = n for all i ∈ {1, 2, . . . , k}.
Then there exists an ε > 0 such that for each %λ ∈ ]0, ε[ there exists a d > 0 such that if λ = %λ λ̄,
then system (1) has exactly k − 1 nonzero ω-periodic solutions x(t, α, λ) with |α| ≤ d.

Proof. Let λ = %λ λ̄. A solution of system (8) with a given λ can be represented in the form
α = %λ β, β ∈ En . In this case, system (8) acquires the form


G β, λ̄ + O (%λ ) = 0. (13)
Let σ > maxi kαi k. Let us show that there exists an ε > 0 such that for each %λ ∈ ]0, ε[ system (13)
has exactly k solutions on the set W (σ). Note that αi is an interior point of the set W (σ) for
every i ∈ {1, 2, . . . , k}. We choose a number δ1 > 0 such that the δ1 -neighborhoods of the points
α1 , . . . , αk are disjoint and belong to the set W (σ).
Let ∆α be a vector such that |∆α| < δ1 . Consequently, the point β = αi + ∆α belongs to
the δ1 -neighborhood of the point αi for any i ∈ {1, 2, . . . , k}. Then, using the Taylor formula, we
rewrite system (13) in the form


Di ∆α + o(|∆α|) + O (%λ ) = 0, Di = ∂G αi , λ̄ /∂α. (14)
We define an operator Γ2 by the formula Γ2 ∆α = −Di−1 (o(|∆α|) + O (%λ )).

Let r = maxi Di−1 and U (δ) = {∆α : |∆α| ≤ δ}. We choose a number δ2 ∈ ]0, δ1 ] such that
|o(|∆α|)| < δ2 /(2r) for every ∆α ∈ U (δ2 ). We take an ε such that |O (%λ )| < δ2 /(2r) for each
%λ ∈ ]0, ε[. Consequently, Γ2 ∆α ∈ U (δ2 ) for any given %λ ∈ ]0, ε[ and every ∆α ∈ U (δ2 ).
Let us show that the operator Γ2 is a contraction.
 It follows from properties
 of the vector function
o(|∆α|) that there exists a δ2 > 0 such that Di−1 (o (|∆α1 |) − o (|∆α2 |)) < |∆α1 − ∆α2 | /3 for any

DIFFERENTIAL EQUATIONS Vol. 37 No. 4 2001

602 TEREKHIN, RETYUNSKIKH

∆α1 , ∆α2 ∈ U (δ2 ). In addition, by the remark, the vector function O (%λ ) satisfies the Lipschitz
condition with  some constant K1 with
 respect to α. Consequently, we can choose a number ε > 0
such that Di−1 O(1) (%λ ) − O(2) (%λ )  ≤ K1 |α1i − α2i | = K1 %λ |∆α1 − ∆α2 | < |∆α1 − ∆α2 | /3 for
every %λ ∈ ]0, ε[, where O(j) (%λ ) is the value of O (%λ ) for αji = %λ (αi + ∆αj ), j ∈ {1, 2}. Therefore,
the operator Γ2 is a contraction on the set U (δ2 ); consequently, system (14) has a unique solution
on U (δ2 ). This means that system (13) has a unique solution in each δ2 -neighborhood of the points
α1 , . . . , αk for all %λ ∈ ]0, ε[.
Let W ∗ be the closed set obtained from W
(σ) by deleting the δ2 -neighborhoods of the points
α1 , . . . , αk . Since the vector function
G β, λ̄ is continuous on W ∗ , it follows that there exists
a number M > 0 such that G β, λ̄ ≥ M for any β ∈ W ∗ . We choose an ε > 0 such that
|O (%λ )| < M for any %λ ∈ ]0, ε[. Consequently, system (13) has no solutions on the set W ∗ for
any %λ ∈ ]0, ε[. Therefore, for each %λ ∈ ]0, ε[ , system (1) with λ = %λ λ̄ has exactly k ω-periodic
solutions x(t, α, λ) such that |α| < d, d = %λ σ. The proof of the theorem is complete.
Example. Let
A(t) = [colon(0, 0, 0), colon(0, cos t, 0), colon(0, 0, 1)],
h

B(t, λ) = colon(0, 0, 0), colon λ21 exp(1 − cos t)/8 − λ1 λ2 sin t, λ21 cos2 t, 0 ,

i
colon 2πλ1 λ2 /(exp 2π − 1), 0, −λ22 ,
h
F (t, x, λ) = colon (0, λ1 x1 exp(cos t − 1)/2, 0) ,


colon λ1 x2 exp(cos t − 1)/2, 2πx23 /(1 − exp 4π), (sin t + 1)λ1 x1 ,
i
colon (πx1 x2 /(1 − exp 4π), 0, 0)
in system (1).
By straightforward verification, we can show that
 
G1 (z) = colon λ1 α22 + λ21 α2 /4 − α1 α23 + 2λ1 λ2 α3 , λ21 α2 + λ1 α21 − 2α2 α23 , 0 ,
P0 α = (exp 2π − 1)α3 , z = colon(α, λ)
in system (8) determining the existence conditions for a 2π-periodic solution of system (1).
If z0 = colon(−2, 1, 0, 4, 0), then S (z0 ) = 0 and rank D [S (z0 )] = 3. Consequently, the assumptions
of Theorem 4 are satisfied.

Therefore, system (1) has
a nonzero 2π-periodic solution. Moreover,
if λ̄ = colon λ̄1 , λ̄2 , λ̄1 6= 0, then the system G α, λ̄ = 0 has two nonzero solutions



α(1) = colon λ̄1 /2, −λ̄1 /4, 0 , α(2) = colon −λ̄1 /2, −λ̄1 /4, 0 .


The Jacobian matrices ∂G α, λ̄ /∂α at these points have the form




colon 0, ±λ̄21 , 0 , colon −λ̄21 /4, λ̄21 , 0 , colon 2λ̄1 λ̄2 , 0, exp(2π) − 1 ,
and their ranks are equal to 3 provided that λ̄1 6= 0. Therefore, the assumptions of Theorem 7 are
valid. Therefore, there exists a number ε > 0 such
that, for any %λ ∈ ]0, ε[, there exists a number
d > 0 such that for λ = %λ λ̄, λ̄ = colon λ̄1 , λ̄2 , λ̄1 6= 0, system (1) has exactly two nonzero
2π-periodic solutions x(t, α, λ) with |α| < d.

REFERENCES
1. Malkin, I.G., Nekotorye zadachi teorii nelineinykh kolebanii (Some Problems of the Theory of Nonlinear
Oscillations), Moscow, 1956.
2. Schmidt, G., Parametererregte Schwingungen, Berlin: VEB Deutscher Verlag der Wissenschaften, 1975.
Translated under the title Parametricheskie kolebaniya, Moscow, 1978.
3. Boichuk, A.A., Zhuravlev, V.F., and Chuiko, S.M., Ukr. Mat. Zh., 1990, vol. 42, no. 9, pp. 1181–1187.
4. Demidovich, B.P., Lektsii po matematicheskoi teorii ustoichivosti (Lectures on Mathematical Theory of
Stability), Moscow, 1967.

DIFFERENTIAL EQUATIONS Vol. 37 No. 4 2001