Summary. The purpose of this paper is to propose a new approach to constructing o-periodic solutions
to quasilinear systems of ordinary differential equations and evolution equations in BANACHspaces
which embraces the classical POINCARE method, the numerical-analytic SAMOJLENKO method, and other
methods.
Apart from convergence conditions, we shall establish several error estimates. In what
follows, we shall confine ourselves to the simplest case, when the right-hand sides of the
corresponding equations satisfy a LIPSCHITZ condition.
1. The classical POINCARE method [ 1 - 21 reduces the problem of w-periodic solutions of
a system of n ordinary differential equations
(1) x' = f ( t , x)
with w-periodic (in t ) right-hand side to that of finding fixed points for the POINCARE
operator of shifting along the trajectories for the period w:
(2) 5 = n(45.
Here the POINCARE
operator is a solution of the integral equation
Several existence conditions for the POINCAREoperator essentially restate classical theorems
on existence, uniqueness, and nonlocal continuation (see, e.g., [3- 61).
The main flaw in the POINCARE method consists in the fact that the POINCARE operator
is known explicitly only in quite exceptional cases: finding its explicit form is essentially
the same as finding the general solution of the differential equation involved. Of course,
under suitable hypotheses one may define this operator as limit of the successive
approximations
defined by the right-hand side of the integral equation (3) (usually called the CAUCHY-PICARD
approximations). For the approximate construction of w-periodic solutions, however, these
approximations are usually not used, since they are not w-periodic functions.
For this reason, A. M. SAMOJLENKO [7-81 proposed another method which reduces the
problem of w-periodic solutions of equation (1) to a system of n equations with n unknowns.
In this method the CAUCHY-PICARD approximations (4) are replaced with the successive
approximations
for the operator B ( t ) = P A ( t ) . Here P denotes the projection of the space C = C([O,01,
Rn)onto the subspace of all functions assuming the same value at the ends of the interval
[0, a],defined by
In contrast to (4), these successive approximations are w-periodic functions for any n;
however, the limit
(if it exists) is in general not a solution of the differential equation (1). It is not hard to see
that the limit function (8) solves the nonlinear integral equation
s
0
If t satisfies (lo), the corresponding o-periodic solution to the system (1) is given by
(11) x(t) = S(t)0) 7
approximately equal to 3.418. Sharp estimates for the convergence speed of the SAMOJLENKO
approximations are also known; we just remark that the convergence is that of a geometric
progression with ratio q = x-'cw.
In contrast to the SAMOJLENKO approximations, the CAUCHY-PICARD approximations
converge under much more general hypotheses. In particular, they converge if the right-hand
side of (1) satisfies a LIPSCHITZ condition (in x) with arbitrary LIPSCHITZconstant c. In this
way, if the LIPSCHITZ constant is larger than o - ' x , the POINCARB
method applies to finding
o-periodic solutions by means of successive approximations, but the SAMOJLENKO method
does not.
In what follows, we describe a general approach for studying and finding o-periodic
solutions containing both the PO IN CAR^ and the SAMOJLENKO method.
2. Let k be a natural number and let
(14) Bk(r) = pAk(8 *
Then the operator Ilk(() gioen in (14) (k = 1,2, ...) satisfies a LIPSCHITZ
condition
88 Math. Nachr. 153 (1991)
and hence
Observe that, for any continuous functions z1 and z2, the difference A ( ( )z1 - A ( ( )z 2
belongs to the subspace of all functions vanishing at zero. Since the projection (7) has norm 2
in this space (on the whole space it has norm 3), the statement of the lemma follows from
(25). 0
Lemma 1 implies that the method for finding w-periodic solutions described above applies
if k satisfies
(26) ) ~k ! .
2 ( w ~<
This inequality holds for any c provided that we take k sufficiently large. For k = 1, this
method gives the original SAMOJLENKO method, and thus is a generalization. In contrast
to the original SAMOJLENKO method, this method works for any system with smooth
right-hand side.
3. The inequalities (26) are only sufficient for applying our method. One can obtain
sharper estimates than (26) by employing, rather than the usual LIPSCHITZ condition in
norm to the operator Bk((),a K-LIPSCHITZ condition (as was carried out in [ll - 121).
We consier the space C as a K-normed space, where the K-norm
(27) 14 = Ilx(t)ll
tekes its values in the cone of nonnegative continuous real functions on the interval [0,w]
(and the norm in the right-hand side of (27) is the usual norm in Rm).
Consider the linear integral operator
w
(28) QkX(t) = 1qdt, S) X(S) ds
0
1
(1 - 2w-'t)(t - $1 - S)k-l
if O S s < t S o ,
(k - l)!
(29) 4k(t7s) = w-lt(w - s)k-l
if O S t < s S w .
( k - l)!
Evhuta/Zabrejko, The Poincari. Method 89
Lemma 2. Suppose that the right-hand side f(t, x) of the system (1) satisfies a LIPSCHITZ
condition (22). Then the operator &(() given in (14) (k = 1,2, ...) satisfies a K-LIPSCHITZ
condition
1
(31) ]Ak-'(()xl - Ak-'(()x2[ 5 /(t - - x2[ds
(k - 2)!
~
where Q is the linear integral operator defined by the nonnegative kernel function
The operator Qk may be calculated easily as a composition of linear integral operators; its
kernel function is given by
It is easy to show that the numbers (38) converge monotonically to 1. Indeed, the maximum
T k of the function
Az(t) = J q k ( t , S) Z(S) ds
0
has a nontrivial nonnegative solution e,(t). After substituting t = OT, s = 06, and
( ( 7 ) = z(07) in this equation, we get
r 1
(47) (k - l)! x ( ( t ) = (1 - 27) f
0
(7 - a)'-' ((a) da + T J (1 -
0
((a) da
Let
r
(49) ~ ( t=) J (7 - a)k-l((a)da.
0
This function satisfies obviously the initial conditions (43) and the differential equation
(50) = (1 - 27) r +T ,
The solution r(x, 7 ) of this equation for x = xk (with x k defined by (44))and the nontrivial
nonnegative solution ( k ( 7 ) of the integral equation (47) are related by the equality
92 Math. Nachr. 153 (1991)
is a nonnegative solution of the linear integral equation (46) corresponding to the eigenvalue
@ ( Q k ) = xkwk. Thus (45) is proved. 0
In the sequel we shall need some more specific properties of the operator (28) and of its
nonnegative eigenfunctions ek(t) given by (53).
Let
(54)
s s
0 0
qk(fr S) ds = Uk(t)
0
The last equality shows that the functions ek(t) are positive for 0 < t < w, and have simple
zeros at f = 0 and t = w. But the functions U k ( t ) defined by (54)have exactly the same
property. Therefore, both functions ( e k ( f ) ) - ' u k ( t )and (uk(t))-' e k ( t )extend continuously to
the closed interval [0, w], and it remains to apply the classical WEIERSTRASS theorem. 0
The numbers
6, =
oh
inf-
(57)
o,
will be of basic interest to us in what follows; here the infimum is taken over all numbers
o k , Ok sastisfying (56).(The number log 6, is often called deviation or HILBERT distance [14]
of the functions ek(t) and U k ( t ) ) . We shall need the number (57) in the sequel for obtaining
sharp and effective error estimates. We remark, however, that the computation of (57) is
in general a very hard problem.
Let us take a closer look to the case k = 1; here the function el(t) may be given explicitly
by means of the function erfi z ; in fact,
e , ( t ) = (xIw)-' @(o-'t- l)
2 .
where
@(T) = $ + T exp %;'(I - 42')
and hence
(60) el(w - r) = e,(t) (0 5 r 5 w ) .
By the normalization
0
(61) e,(s)ds = w,
0
1
= (1 - 2w-'t) j e,(s)ds + w - ' t 2 2 0
0
= (1 - w - ' t ) (
t- ;s
e,(s)ds)-+-.je,cs)ds)
=
( s:
(1 - 2w-'t) t -
).
e,(s)ds
To see that this function is nonnegative on [0, w], it suffices again to prove its nonnegativity
on [0, w/2]; but this follows in turn from the fact that the function
1
R(t) = t - 1e,(s)ds
0
The constant at the right inequality in (58) is sharp, too, since we get equality for t = (2w)- '.
Altogether, this shows that 6 , = 2 as claimed. 0
Unfortunately, the explicit computation of the numbers dk(k = 2, 3, ...) is a hard problem;
nevertheless, one may obtain simple effectiveestimates. We point out that the eigenfunctions
ek(t)may be expressed for k > 1 in terms of Hyper-BESSEL functions, but this does not help
in calculating the numbers 8 k explicitly.
Evhuta/Zabrejko, The Poincarb Method 95
Using all these estimates and the positiveness of the operator Qk (see (29)) we arrive at the
following
Lemma 9. For k = 1,2, ..., the inequalities
(71) QkWk- 1( t ) 6 Q 2 ( Q k ) edt) 5 Q k W k - ( t ) (0 5 t 0)
hold.
By means of Lemma 9, one may obtain rather effective estimates for the numbers 6,: it
suffices to determine the functions (t) and QkWk-l ( t ) ¶and then the numbers
(72) ak = min u;'(t) QkWk-l(t)
OjtSO
96 Math. Nachr. 153 (1991)
As a result, one gets the upper estimate 6, 5 flkak'. To illustrate this, we just confine
ourselves to giving (rather rough) estimates for the numbers (72) and (73).
Lemma 10. For k = 2, 3, ..., the estimates
hold; consequently,
(75)
(TY [I
1 (k - 2 ) k - 2
+ F ( k - 1)k-1
1[] -(k+ 1)-
(2k) !
P r o o f . To prove the left inequality in (74), observe that
k
Vk-l(T) 2 T -T (0 5 T 5 I),
and hence
(2k) !
wkk2
-
(k [
+ l)! k + 1 i:,!!f] Uk(f).
Evhuta/Zabrejko, The Poincare Method 97
and hence
w
0 0
Altogether, this proves both inequalities in (74); the inequality (75) is a direct conse-
quence. 0
Observe that Lemma 10 implies, in particular, that 6, + 1 as k + co.
4. The lemmas stated above make it possible to formulate and prove general convergence
conditions and to establish error estimates for our approximation method. As a consequence
of the results of the second section, for instance, one gets the following
Theorem 1. Suppose that the right-hand side f ( t , x) of the system (1) satisfies a LIPSCHITZ
condition (22), where
(76) xk(cw)k< 1 .
Then the successive approximations (1 5 ) converge in the space C to the solution x ( t ) = H k ( r )( t )
of the nonlinear operator equation
(77) x ( t ) = PAk(t) x ( t ) .
This solution is an w-periodic solution of the system (1) fi and only fi the parameter is a
solution of the (finite) system
(78) (I - Ak(8
Hk(r) = 0*
The following statement enables us to estimate the error between the exact w-periodic
solution of the system (1)and the approximations (15)to this solution in terms of a K-norm.
Theorem 2. Suppose that the hypotheses of Theorem I are satisfied. Then the estimate
holds.
The estimate (79) is sometimes considered as rather uneffective (probably because of its
unusual structure). Nevertheless, this estimate implies quite easily standard estimates in
norm. Passing from operator estimates to norm estimates may be carried out in different
ways. We discuss here just one method which uses some specific estimates for the positive
eigenfunctions of the operator Qk.
Theorem 3. Suppose that the hypotheses of Theorem 1 are satisfied. Then the estimate
holh.
From (80) one may deduce, in particular, the following estimate in norm, which is useful
in applications:
5. To conclude we remark that all results discussed in this paper carry over without any
change to differential equations of type (1) in an arbitrary BANACHspace. Moreover, they
extend to the case when the right-hand side of (1)is a continuous function in a K-normed
space; even this simple observation makes it possible to strengthen essentially the known
results for finite systems (1) whose right-hand sides satisfy a LIPSCHITZ
condition separately
with respect to each variable. Finally, our method applies as well to arbitrary quasilinear
systems of the form
x' = A ( t )x + f ( t , x) ,
where the linear equation
X' = A ( t )x
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Matematiehesku Fakultet
Belgosuniversitet Minsk
SU-220080 Minsk
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