~on.~ncnr Anaiwu. Theory. .Uethodr & Appknnom. Vol. 7. So. 7. pp. 71?-761. 1983 0362-MS33 53.00- .

CNl
‘rimed m Great Bntain. @ 19S3 Pergamon Press Ltd.

PERIODIC SOLUTIONS OF NONLINEAR VECTOR ORDINARY

DIFFERENTIAL EQUATIONS OF HIGHER ORDER AT
RESONANCE

A. CAE;IADA
and P. MARTINEZ-A~IORES
Departamento de Ecuaciones Funcionales, Universidad de Granada. Granada, Spain

(Received in rewired form 1 December 1982)

Key words and phrases: Periodic solutions, nonlinear equations, topological degree, a priori bounds

1. INTRODUCTION
WE ARE concerned with the existence of T-periodic solutions for T-periodic vector ordinary
differential equations of the form
.crn) + A,-lx(m-l) + . . . +AIx’ +g(r,x,x’, . . . ,xcm-‘~ =f(r),m al, (1.1)
(the Ai are n x n constant matrices) for large classes of nonlinearities g and forcing terms f.
The main assumptions imposed on g are one-sided growth conditions which generalize Ward’s
conditions [lo] to the vector case. In particular, we include cases where g is bounded,
asymptotic to zero, satisfies condition (Q) (see [6]) or is of exponential type and an asymptotic
condition expressed in terms of nonstrict inequalities (in contrast with the conditions of
Landesman-Lazer’s type which involve strict inequalities).
The proof of our main result uses a general Leray-Schauder type existence theorem
established by Mawhin [4] for abstract equations of the form
Lx = Nx (1.2)
with L a linear noninvertible operator with a finite dimensional kernel and N a nonlinear
operator. In the usual terminology, it is a problem ‘at resonance’. Such problems have been
studied extensively and the reader is referred to [2], [4] and their bibliographies for further
references.
In Section 2, we give, for the reader’s convenience, a short account of degree theory and
of some existence theorems obtained in [4]. In Section 3 our problem (1.1) is transformed in
the abstract form (1.2). Then, in Section 4, we apply the results of Section 2 to prove the
existence of T-periodic solutions of (1.1). The required a priori bounds are deduced from the
assumptions on g and fin a simple way. Our main result extends, among others, the ones of
[6] and [lo]. In Section 5 we consider the scalar case and, finally, we give some examples.
The authors have formulated the method of the proof of the main result in a general setting
and thereby have established a solvability theorem for operator equations which generalizes
a result for quasibounded nonlinearities due to Mawhin [j]. Also, they have applied this result
to the problem of the existence of periodic solutions for functional differential equations.
These results will appear elsewhere.
718 A. CA%DA and P.M.-\RTNEZ-AMORES

2. PRELIMINARIES
Let X and 2 be real normed spaces and L: dom L C X- Z a linear Fredholm mapping of
index zero, i.e. Im L is closed and dim ker L = codim Im L < 3~.
It follows that there exist continuous projections P: X- X and Q: Z- Z such that
Im P = ker L, Im L = ker Q = Im(Z - Q). Moreover the restriction Lp: dom L fl ker P-+
Im L of L to ker P is invertible. We denote its inverse by Kp: Im L - dom L n ker P. We
shall denote by KP,Q: Z + dom L n ker P the generalized inverse of L defined by Kp,, =
KP(J - Q>.
Let R be an open bounded subset of X and such that dom L 1’3R # @ and N: n--+ Z a
nonlinear mapping. The mapping N is said to be L-compact on fi if QN: d -+ Z is continuous,
QN( 5?) is bounded and KP,~ N: fl + X is compact, i.e. continuous and such that Kp,oN(o)
is relatively compact. This definition does not depend upon the choice ,of P and Q.
Let L; dom L C X+ Z a Fredholm mapping of index zero and R C X a bounded open set.
With the above notations, let C,(n) denote the class of mappings F: dom L n G--+ Z which
are of the form F = L - N, with N: a + Z, L-compact on fi, and which satisfy the condition
0 65 F(dom L n an).
We say that the mapping DL(. , Q): C,(Q) + Z is the degree of F in R relative to L if it
is not identically zero, and if the following axioms are satisfied: (i) Additivity-excision axiom.
If R, and Rz are disjoint open subsets of R such that 0 E F(dom L n S?\(Q, u Q,)), then
DL( F, Q) = DL( F, Q,) + DL( F, %).

(ii) hiom of homotopy invariance. If 9: (dom L rl fl)x[O, l]-+ Z is of the form

3 (x, A) = Lx - ;It(x, A) with JU:S%~[O,l]-+ Z L-compact on ax[O, 11, and if 0 E
B((dom L n dR)x[O, l]), then the mapping A-+ DL(~(. , A), Q) is constant on [0, 11.
An important property of the degree is the following existence property: If FE C,(Q) and
DL( F, Q) f 0, then 0 E F(dom L n Q), i.e. the equation
Fx = 0 (2.1)
has at least one solution in dom L n 22.
There are different forms to construct a degree theory satisfying the axioms (i) and (ii).
Some of them are the following: The case dim X = dim Z < x, index L = 0, corresponds
to Brouwer degree d~( F, Q, 0), the case X = Z, L = I to Leray-Schauder degree dLS
(I - N, R, 0) and the general case to coincidence degree d,,.,[( L, N), S2]. We refer to [4] for
more details.
Let us now collect some basic results about the properties of DL( F, n), D[( F, Q) and
Do( F, Q). The proofs can be found in [4].

PROPOSITION.Let F = L + G E CL(Q) with G(a) C Z1, a finite-dimensional vector subspace

of Z such that Z = Im L G3Z1 algebraically. If G Kerr is the restriction of G to ker L, then
GkerL E Co(!E?fl ker L) and
/ DdF, Q> 1= 1Do( ‘%_rL, Q n ker L) /

BORSUK THEOREM. If FE C,(Q) with R symmetric with respect to 0 and such that 0 E R,
and if F(-x) = -F(x) for every x E dom L fl &2, then DL( F, Q) = 1 (mod 2).
 Periodic solutions of nonlinear vector ordinary differential equations 749

POINCARG-BOHL THEOREM. If Z is a prehilbertian with inner product (. , . ) and if F = L + H,

G = L + K with H, K: 0 C X- Z L-compact, are such that (Fx, Gx) > 0 for every x E
dom L II dR, then F, G E C,(n) and DL( F, Q) = DL( G, Q).

THEOREM. Let V: R”+ R be of class C’ and such that

KRASNOSEL'SKII
(i) V(x)+ + = if Ix]+ + 30.
(ii) there exists rl > 0 such that V’(x) = grad V(x) f 0 for every x with 1x12 rl.

Then, for every r 2 rl, Do( V’, B(r)) = 1, where B(r) is the open ball of centre 0 and
radius r.
To prove the existence of solutions of our problem we shall use the following Leray-
Schauder type existence theorems proved in [4].
Let X, Z and Q as above and L: dom L C X+ Z a linear Fredholm mapping of index zero.

THEOREM 2.1. Let H E C,(n) and F = L - N with N: fi + Z L-compact be such that

(i) ,lFx + (1 - A)Hx f 0 for every (x, A) E (dom L II X2)x] 0, l[
(ii) DL(H, n) # 0.
Then equation
Lx = Nx (2.2)
has at least one solution in dom L fl a.

THEOREM 2.2.Let F = L - N with N L-compact on ii and Q as above. Assume that

(i) Lx - ANx # 0 for every (x, A) E (dom L rl &2)x10, l[
(ii) QNx # 0 fo r every x E ker L n f&2.
(iii) DO( QN, S2 rl ker L) Z 0.
Then equation (2.2) has at least one solution in dom L n f2.
In proving the existence of periodic solution of our problem we shall put conditions ensuring
that the degrees are different of zero. To verify assumptions (i) in theorems 2.1 and 2.2 we
shall find a priori bounds on the possible solutions of a certain family of equations.

3. NOTATIONS AND ABSTRACT FOR,MULATION

Let g: Rx( Rn),+ R”, (t, x1, . . . ,x,,,) --, g(t, x1, . . . , x,) and f: R + R”, t+f(t) be con-
tinuous and T-periodic (T> 0) with respect to r. We consider the existence of T-periodic
solutions for the vector ordinary differential equation.
x(~)+A,-~x(~-~)+... +Alx’+g(t,x,x’ ,... ,xcm-‘9 =f(t),m 21 (3.1)
where Ai, i = 1,. . . , m - 1, are n X n real constant matrices.
Let Z denote the Banach space of mappings x: R + R” which are continuous and T-periodic
with the norm ]]xl]= rnEy Ix(t)] = ,rnt; Ix(r)/, where Ix = max ]xi/ for x E R”.
l=Sisn
750 A. CA%.AD.A and P. MARTISEZ-AMORES

By X we denote the Banach space of mappings x: R + R” which are continuous and T-

periodic together with their first M - 1 derivatives with the norm

ll.rllm_l = {max //x(‘)//:0 c i s fn - 1)

If we define L: dom L C X+ Z by

dom L = {x E X:x is of class Cm}

Lx=x(“)+A,_,x(“-I)+. . +Ai.v’forx EdomL,

and N: X+ Z by
(Nx)(r) =f(t) -g(r,x(t),x’(t), ,x(“-“‘(r)) for x EX and t ER.
then our problem (3.1) is equivalent to solving the operator equation Lx = Nx.
It is easily verified that ker L = {x E dom L: x is a constant mapping} if and only if the
equation
det(A”l,, + ,lm-‘A,,,-l + . . . + j.Al) = 0,

(ZRis the n x n identity matrix) has no root of the form ikZ,7/T with k a nonzero integer.
We shall identify a constant mapping ,Y:R + R” with the element of R” given by its constant
value. So, we shall assume that ker L = R”.
Let L* be the adjoint operator of L defined by

L”~ = ,cm)- l$m-1)A,_1 + . . , - (-l)“-‘u’A,,

where U: R+ (R”)* is T-periodic and has continuous derivatives up to the order m((R”)* is
the dual space of R”).
If ker L = R”, then ker L” = (R”)” and, therefore, Im L = {z E Z: J$z(t) dr = 0).
It is easily checked that Im L is closed and that codim Im L = n. So, L is a linear Fredholm
mapping of index zero. If we define the operators

T T

P:X+=X,x+Px x(t) dt, Q: 2 --, 2, z -j z(r) dr,

then Im P = ker L, ker Q = Im L, P and Q are continuous projectors and X=

ker L $ ker P, 2 = Im L @ Im Q as topological direct sums.
The restriction Lp of L to dom L f~ ker P is one-to-one and onto Im L. Its inverse
Kp: Im L+ dom L II ker P is continuous, that is, there exists a constant k 2 0 such that
Ilki=zll,-i s klizll for every z E Im L. Moreover, KP is compact as follows easily from the
Arzela-Ascoli theorem [S, p. 1821.
It is easily verified that N is continuous and N takes bounded sets into bounded sets.
Let 5J be any open bounded set of X. Since Q is linear, continuous and has finite-dimensional
range, it is compact. Hence, the mapping QN: G + Z is continuous and Q?+‘(G) is bounded.
Also, the mapping Kp,pN: Q -+X is compact, so that fc’ is L-compact on bounded subsets of
X.
Now, we can therefore apply to equation (3.1) the results of Section 2.
 Periodic solutions of nonlinear vector ordinary differential equations 751

1. MAIN RESULTS

With notations of the previous sections, let us consider the T-periodic vector ordinary
differential equation (3.1) and let us prove the following theorem.

-THEOREM 4.1. Assume that the following conditions hold.

(i) ker L = {x E dom L:x is a constant mapping}.
(ii)There exist aER”, ~30, i= 1.. . . , m, and a continuous positive mapping p: R-,
R, t+ ,8(t), such that
m
Ig(t, XI, . . ,x,)Is(L?.g(r,x ,,... Jm))+,&+i~+&)

for all (t, x1, . . . ,x,) E Rx(R”)“.

(iii) There exists a continuous mapping taking bounded sets into bounded sets 0 : X+
Z, y> 0 and ai 2 0, i = 1,. . , m, such that

I( s (0. (@x)(r)) + l$ ,:11~(~-1)11

+Y
for all x E X.
(iv) There exists r > 0 such that, for all x E dom L, x = (XI . . , x,), with minlx,(r)l 5 r,
for some j, 1 s j G n, one has I

( lT(Qx)(t)
dt, ior -g(r,x,(t), . . . J(“-‘l(f)> dt) GO,

where both integrals do not vanish simultaneously.

(v) d,vf[(L, - Q), B(s)] f 0, for every s 2 r.
Then, there exists % 2 0 such that equation (3.1) has at least one T-periodic solution
provided a = max{ ai, 4 : i = 1, . . . , m} s q, .

Proof. We shall apply theorem 2.1 with F = L - N and H = L + CD.As in the end of
Section 3, by using condition (iii), one can show that 0 is L-compact on bounded subsets of
X. Condition (v) implies that HE CL(Q)) for every s 2 r. Again, condition (v) implies
hypothesis (ii) of theorem 2.1.
We now verify hypothesis (i) of theorem 2.1. by proving that the solutions of the family of
equations
kFx + (1 - A)Hx = LX - )\;Nx + (1 - ,+I?x = 0, A E]O, l[
are a priori bounded. This is equivalent to proving that all the possible T-periodic solutions
of
,I?) +A,_,x(“-I)+ ... +A,K’ = If(t) - Ag(t,x,. . . ,x”‘-3 -(l -1.)(0x)(t) (4.1)
for t E R, A E IO, l[, are bounded in X.
Let x(t) be a possible T-periodic solution of (4.1). Define b: R+ R”, by
b(t) = Af (t) - Ag(f, X(t), x’(t), . . . , X(m-l~t)) - (1 - A)@X(t).
752 A. CANADA and P. M~RTIXEZ-AMORES

Using the periodicity of x(t), it follows immediately from (4.1) that Qb = 0. Hence, if y(f) is
a periodic solution of
y(m) i An-IY (m-l) + . . . + A ry’ = b(r) (4.2)

we have x - y E ker L and x’(t) = y’(r) for t E R.

Equation (4.2) is equivalent to
Y’ = AY + B(r) (4.3)
where y = yl, y’ = yz, . . , ~(~-l) = y,,,,
Yl '0

1.
0 2, o... 0
Y2 0
0 0 I,.. 0
y= . ,A=. . . . , B(t) =
0 0 0.. I,
0 -AI -A2 -A,_ -1
I Ym nmxl : r "VlX?IWI b(t1 nmxl

Any T-periodic solution Y(t) of (4.3) is of the form

I-’
Y(r) = Y(t>Yo + W(t) j,, Y-+)B(s) ds,

where Y(t) is the principal matrix solution of Y’ = AY and YOsatisfies the equation EYO =
C, where E = I - Y(t) and C =J~Y(T)YIf-l(~)B(~) ch. Let E* be a right inverse of E; i.e. a
matrix taking the range of E into R”” such that EE* = 1. Then, we can take Yo = E”C and,
consequently,
Y(t) = Y(t)E* I,rY(T)Y-l(s)B(s) ds + Y(f) [Y-L(s)B(s) ch.

Thus, there exists a constant /cl independent of B such that

By using the definition of b(r), (ii) and (iii) and the fact that

$(r) d.r = joi(&&(r), . ,X+‘)(s)) + (1 - A)((aQ)(s>>) cb

we have

mt; IY(t)l s k$Af(s)- E.&,x(s), . . . ,x(~-‘)(s)) - (1 - A)(Q)(s) j ds

s kl [~joilf(s)ldr+lur(l.lg(s,x(s),.. .J(~-%))I+(~ -I.)(W(s)lds]

 Periodic solutions of nonlinear vector ordinary differential equations 753

+ (1 - A) (@x)(s)) + $I 4 ,,x(‘--I),, + 7) ds]

s kl [q*If(s)l d.s + irta, &(&x(J), . . . ,dm-‘)(s))

1
+ (1 - A)(@x)(s)) ds + 2mcuTI~l~,-r f kz

+~Tlf(~)ldr
+(a,$fW
++2~~~i14,-,+k:]
s k3 + k~2mcuT~~x~~m_1.

Thus, [(:pfl 1Y(t)1 Sk + kall&~, where k = max(k3, 2klmT}. As Y(t) = col(yl(r),

. . . , y,Jf)),‘we have llyill= Ily(‘- ‘)I[G k + kctjxII,- 1, i = 1, . . . , m. Since x - y E ker L, we have

I/x(~-‘)II< k + kajxll,,pl, i = 2, . . . . M. (4.4)

Now, for each solution x(t) = (x,(t), . . . ,x,,(f)) of (4.1) there is a number zj E [0, T] with
IXj(Zj)l<r,j=l,..s , n. In fact, if it is not the case, then lx,(t)/ 2 r, for somej, 1 < j < n, and
for every I E [0, T]. Hence, minlxj(r)I 3 r. Then integrating (4.1) from 0 to T and using the
periodicity of x(t), we obtain

A 0r (f(l) - g@, x(t), . . . , x ‘“-l)(f)) dt = (1 - E.)

i

Denoting this equation by Au = (1 - h)w, ZJ,w E R”, we have

(0, w) = (A “, u)2 0.

If (u, v) = 0, then o = 0 and w = 0. This contradicts condition (iv). Thus there is z, E [0, T],
j= 1,. . .) n such that, if x(t) is a solution of (4.1), then (Xj(Zj)/< r. As

xi(t) = x,(Zj) + ‘X;(S) &, t E [O, T],

i 21

we obtain from (4.4) with i = 2, Ixj(t)I s r + kT f kcrqIxll,,,-1. Hence, Ix(t)/

G r + kT + kmT/IxII,_1. If ko = max{k, r + kT}, Then the last inequality and (4.4) imply

ll4,-I c ko + ~~ollxllm - I.
Thus, if CU~CY,,< k;‘, then IIxllm_rSk,& - ako = rl and the solutions of (4.1) are a priori
bounded in X by rI.
Lastly, taking R = B(r2), t-2> max(r, rl}, all the assumptions of theorem 2.1 are satisfied
and the proof is complete.

Remarks. (1) Theorem 4.1 is still true if inequalities in (ii), (iv) and (v) are simultaneously
replaced by
(ii’) Ig(r,xr,. . . yxrn)I s - (“,g(f,x19. . . ,XrfJ) + li %lXil + P(t).
75-t A. C.L%DA and P. ,MARTINEZ-AMORES

(iv’) ib’(@~)(t) dt. j;‘(f(r) - g(r, x(r), . . x’“-‘ft)) dr

(v’) &,[( L, Q), B,%(s)] * 0.

In fact, it suffices to take H = L - 0 in theorem 4.1.
(2) Condition (iv) of theorem 4.1 is more general than the following one: There exists r > 0
such that, for all x E dom L with min Ix(r)l ar one has
I

(ir(Ox)(f) dt, br(/(i) -&,x(t), . . ,x’“-‘Yt))) dr) ~0

where both integrals do not vanish simultaneously.

(3) Condition (ii) of theorem 4.1 is satisfied if there exists a, E R. alj 2 0. i = 1,. . . , m,
j=l,..., n, and a continuous positive function p: R- R such that
m
Ig,(r,xl,...,x,)I~a,gj(t,xI,..., xf?J + lz* cL;ilXil + P(t).i = 1, . . . , n.

for all (t, x1,. . . , x,) E R x (R”)‘“.

We shall derive a few consequences of theorem 4.1. starting with a generalization of a result
of Mawhin [6], where for the sake of completion we repeat some hypotheses of the previous
theorem.

THEOREM 4.2. Let us suppose that the following conditions hold.

(a) ker L = {x E dom L : x is a constant mapping.}
(b) There exist a E R”, a; 2 0, i = 1, . . , m and a continuous positive mapping /3: R--, R,
such that

I& Xl, . . .,xm)l s kg(t,xl,. . . ,*~d) + L$, 4Xil + P(t)

for all (t, x1,. . . ,x,) E R x (R”)“.

(c) There exists r > 0 such that, for all x E dom L, x = (xl, . . . , xn), with min i~,(t)l ~=r, for
I
some j, 1 =Sj G n, one has

Or(f(l) -g(t,x(t),x’(t), . . . ,x@-r)(t))) dr f0

I

(d) The Brouwer degree

&(@kerL, B(s) n kerL,O) + 0

for every .s > r, where @kerLis the restriction of Q to ker L defined by

@kerL.~R"-+R",c-+-- ; OT(f(~) - g(s.c,o, .,o)) ds.

I
Then, there is m 2 0 such that equation (3.1) has at least one T-periodic solution provided
cY=IllaX{cr;,i~l,..., t?Z}S&).
 Periodic solutions of nonlinear vector ordinary differential equations 755

Proof. We can prove this theorem by using the same method of proof as for theorem 4.1
and by applying theorem 2.2, (see [l]). but we prefer to deduce it from theorem 4.1.
Take

(@x)(t) =$~r(g(~,x(s).. .x(~-‘)(s)) -f(s)) ds.

Then condition (iii) theorem 4.1 is superfluous. In fact,

l(~x)(r)l~~brlg(~.~(~).. . .,x(m-1)(4)Ids++~rlfOi~

+ ++i,‘ii (‘--I)(s)1
I~r(a,g(r,x(s),...,x(“-~)(s))~~ yYJ 1. ds

++
I oTP(w+~~rIf(Sw

+ or(a,g(s,x(s) )...) x ‘“-I)(J)) -f(s)) ds + ,iL a;/[,~(‘-‘)jl

I

+ _: 0r (P(s) + If (s)l + I(a>f (s))l> ds = b, (@x)(t)) + !+ 4-+‘)/I + Y.

I

Condition (iv) of theorem 4.1 is

0r _: Or(g(r,x(t),. ..,x ‘“-“(t)) -f(r)) dt, l’(f(t) -&,x(r), . . . ,xcm-l)(f))) dr

i( i

= or(g(r,x(f),. . .,x ‘“-“(t)) -f(t)) dt, br(f(r) -g(t,x(t), . . ,dm-‘?) dt SO

i

and, since both integrals cannot vanish simultaneously, this condition is reduced to (c).
In the beginning of the proof of theorem 4.1, we saw that @ is L-compact on bounded sets
of X. By using the same method of the proof of theorem 4.1 one can see that CpE CL(B(S))
for every s sufficiently large and since @(B(s)) C Z1, where Z1 = {z E Z : z is a constant
mapping} = R”, Z = lm L 83 Z1, we can apply the proposition of Section 2. Then
lDL(H, B(s))1 = l&(L, -@), B(s)/ = I~B(%~L, B(s) n kerL 0)l
= ldB(QNkerL, B(s) n ker L, O/ # 0.
Thus, condition (v) of theorem 4.1 is satisfied and the proof is complete.

Remark. Theorem 4.2 extends theorem 6.1 of Mawhin [6] for ordinary differential equations
in the following way: condition (b) for g replaces the stronger condition (Q) on g, which
means that, for every E > 0 there exists y > 0 such that for all t E R and xi E R”, i = 1, . , m,
one has
Idt,x1, . . . ,&?I)1< &(/XII +. . . + I~ml>+ y
756 A. C&ADA andP.M~RTIXEZ-AMORES

In particular, if g is bounded or if

uniformly in t, then g verifies condition (Q) and, hence, condition (b) of theorem 4.2. The
class of mappings that satisfy condition (b) includes those of exponential type which do not
satisfy condition (Q).
Some conditions for which hypothesis (d) of theorem 4.2 holds are the follouing ones:
(1) There exists W : R” + R of class CL with W(x) ----*+ x as /xl-+ + = and W”(x) t 0 for
Ix/ sufficiently large, such that

W’(x), @‘kerL(X))s 0 (4.5)

for 1x1 sufficiently large.

In fact, for large Ix/, (1 - A)( - W’(x)) + ACT&L(X); A E [0, 11, does not contain the origin
because, for A = 0, W’(x) # 0 and, for A = 1, @kerL(x) # 0 by condition (c). If (1 - A)
(- W’(x)) + AQerL(x) = 0, A E IO. l[, then
1-A
@ker&) = - ) W’(x)

and hence,

W’(x), 9 W(X)) z=o

(

which together with (4.5) imply W’(x) = 0. Therefore, by Poincare-Bohl theorem for
Brouwer’s degree and by Krasnosel’skii theorem

&(~kerL., B(s) fl ker L, 0) = dB( - W ‘, B(s) n ker L, 0) = + 1.

(2) The mapping &..L. is odd (Borsuk theorem).

(3) If E = diag( -C 1, . . . , t 1) and x E R”, then (&x, &erLX) > 0 for all x with 1x1sufficiently
large.

COROLLARY 4.1. Suppose that the following assumptions hold.

(1) Conditions (a) and (b) of theorem4.2.

(2)There exists W : R” -+ R of class CL with W(x) ---, + = as Ix/ --, + x and r > 0 such that
T
W’(x(t) dt, oT(f(t) -g(t,x(t), . . ,x(m-‘)(t))) dr) <O
I

for all x E dom L, x = (xl,. . . ,x,), with minIx,(t)/ 3 r for some j, 1 <j < n. Then, there
exists m > 0 such that equation (3.1) has at least one T-periodic solution provided (Y=
max{ cr;: i = 1, . . . m} S q.

Proof. It is easily verified that condition (2) implies conditions (c) and (d) of theorem 4.2.
 Periodic solutions of nonlinear vector ordinary differential equations 757

5. THE CASE OF A SCALAR DIFFERENTIAL EQUATION

In this section we shall study the existence of T-periodic solutions of the scalar ordinary
differential equation
.@) + A,-lx(m-l) + . .. +Alx’+g(t,x,x’ ,..., x(~-*)) =f(f),m 21, (5.1)

where A,, i = 1, . . , m - 1 are real constants and

g:RxR”-+R,(t,x, ,..., x,,,)+g(r,xl ,... x,,,)

and
fi R-, R,t-+f(t)
are continuous and T-periodic with respect to t.
For simplicity, we shall conserve the same notation as in previous sections, understanding
that now R” is substituted by R.

LEMMA 5.1. Suppose the following conditions are satisfied:

(1) Ker L = {x E dom L : x is a constant mapping}.
(2) There exists V : R + R of class C’, a E R, LY2 0 and ,6 3 0 such that
IV’(x)1 s aV’(x) + (~1x1+ p, for everyx E R.
(3) There exists r > 0 such that
T
V ‘(x(t)) dt # 0
I0
for all x E dom L with minjx(t)j 2r.
Then there exist w L 0 and r-2> 0 such that if cys UII, we have Id,w[(L, G), B(s)]1 =
j&(V’, B(s) nker L, O)l, for every s > r?, where G: X-+ 2 defined by (Gx)(t) = V’(x(t)),
tE R.

Proof. Let us consider the family of mappings

F: Xx[O, l] --, 2, (x, A)+ Lx - AGx - (1 - A)QGx.
Since V’: R+ R is continuous, clearly AG + (1 - A)QG is L-compact on bounded subsets
of Xx[O, 11.
We claim that the solutions of the equations
Lx-AGx-(l-A)QGx=O,AE[O,l] (5.2)
are a priori bounded.
Taking this claim for granted, if rl > 0 is an apriori bound for the possible solutions x E
dom L of (5.2), then Ix/ s rl. Hence, if r2 > max{r, rl}, R = B(rz), then 0 E F(dom L II 8
Rx [0, l] and from the axiom of homotopy invariance of the degree it follows that
&[(L, G), n] = &(F( ., I), n> = &(F( a>O), n) = DL(L - QG, W
But QG(a) CZr = R with Z = lm L CBZ1 and, hence, by the proposition of section 2, we
obtain
758 A. C&ADAand P. MARTINEZ-AMORES

IDdL - QG, Q)l = I&( - QGkerL,R r‘l kerL,O)I = lds(V’, R n kerf..O)/.

It remains to prove the claim. The idea is the same as that of the proof of theorem 4.1. For
any T-periodic solution x(t) of (5.2) we have

xcrn) + A,-lx(m-‘) f . . . +A,r’ = AV’(x(r)) + (1 - I.) +l’V’(x(r)) dr, A E[O. l] (5.3)

Let b: R+= R be defined by

b(r) = AV’(x(r)) + (1 - A) f br V(x(r>) df

Then, by using the periodicity of x(t) and integrating (5.3) from 0 to T, we have Qb = 0
Equation (5.3) is equivalent to an equation like (4.3). that is

Y’=AY+B(t)

where A is a m x m constant matrix and B(t) = col(0, , b(t)). By proceeding as in the

proof of theorem 4.1 we get

s kl Or(nV’(+(t)) f +(t)I + /3) drs k,cuTilxllm_~ + k,PT.

I

Finally, using hypothesis (3) we get Ijxllnr-i s ri. The proof of the lemma is complete.

THEOREM 5.1. Assume that the following conditions hold.

(i) ker L = {x E dom L : x is a constant mapping}.
(ii) There exist UER, ~20, i= l,.. ., m, and a continuous positive mapping /? R-, R
such that

I&Xl,.. 4,)I s -q(r,x1,. . ',XmI + ,t 4Xil + PC4

for all (t, x1,. . . ,x,,,) E R x R”.
(iii) There exists a function V: R-+ R of class Ci such that V(x) + + r if lx]+ + *,
d > 0 and p 2 0 such that

IV’(x)1 S aV’(x) f dlx + p, foreveryx E R.

(iv) There exists r > 0 such that, for all x E dom L with minlx(t)l Sr,

i,’v’(x(f)) dt . br (f(t) - g(& x(r), . . , x(“-no())) dr 20

and
r
V’(x(t)) dr # 0.
I0
 Periodic solutions of nonlinear vector ordinary differential equations 759

Then there is cyo2 0 such that equation (5.1) has at least one T-periodic solution provided
n=max{d, &iii’1 ,..., m}< Cyo.

Proof. It consists in showing that the conditions of the remark which follows theorem 4.1
are satisfied.
If we define @: X+ 2 in theorem 4.1 by (@x)(t) = V’(x(r)) then assumptions (i) and (iii)
of theorem 4.1 and assumptions (ii’) and (iv’) of the remark to this theorem are clearly
satisfied.
Lastly, using lemma 5.1 and the Krasnosel’skii theorem, we obtain
ld~(V’, B(s) n ker L, O)l = 1
for s sufficiently large.

COROLLARY 5.1. If the following assumptions are satisfied:

(a) Conditions (i) and (ii) of theorem 5.1 with a = 1.
(b) There exists r > 0 such that

s@(t) or(f(t) -&,x(t), . . . ,x(m-L)(t)))dt 30

I
for all x E dom L with min]x(t)] at-.
Then, there exists LUO
2 0 such that if (Y= max{cui; i = 1, . . . , m} S CYO,
equation (5.1) has at
Least one T-periodic solution.

Proof. Take V(x) = (EK~/~),E> 0. Then, condition (iii) of theorem 5.1 is trivially satisfied
with (Y’= 2~ and condition (iv) of this theorem is reduced to condition (b). Hence, for E
sufficiently small we will have LYG cue.
Corollary 5.1 extends, for ordinary differential equations, theorem 8.1 in Mawhin [6] which
contains as special case a result of Villari [9] and Lazer [3]. See also Reissig [7].
We now give an application of corollary 5.1. Suppose that there exist ,uC : R + R U
(- m, + a} satisfying for all f E R and all (~2, . . . ,x,) E R”-‘,

p + (t) = lim inf g (t, x1,. . . , x,)

x,--r

p - (t) = lim sup g (t, x1, . . . , xm)

XI-+-X

‘uniformly in x2, . . . , x, and assume there are constants 6+ and 6- such that
,P(t*xi,. . . r&n) 2 6+ for xl 6 0 and g(t, x1,. . . ,x,) s 6- for x1 > 0. Then, we have the
following:

COROLLARY 5.2. If the following assumptions are satisfied:

(1) Conditions (i) and (ii) of theorem 5.1 with a = 1,
T
(2) I
o ~-(t)dt<loTf(r)df<~,~+ (Oh

then there is cue3 0 such that equation (5.1) has at least one T-periodic solution provided
Ly=max{(yi: i= 1,. . .,m}Sc~.
760 A. CA~DA and P. MARTWEZ-A,VORES

Proof. We show that assumption (b) of corollary 5.1 holds. If it is not the case. there exists
a sequence {x,}, n E Nt with x, E dom L and min ix,(r)1 %z such that

signx,(r) Or(f(l) - g(t,x,(r), . . ,x(lm-‘)(f)>) dr CO, n EN.

i

From minIx,(t) 12 n it follows that, going if necessary to a subsequence, one has either xn,
n E N, is a positive function or, xn, II E N, is a negative function. Considering, for definiteness
the first case, i.e.

,~;~-‘)(r))) dt <O, n EN.

We obtain, using Fatou’s lemma,

I Orf(r) dr 6 lim sup jrg(r,x,(l),

n-z 0
. . . ,.~~~,“‘)(t)) df S Irlim
O tl-X
supg(t,x,(t), . . . ,xk’-“(f)) dt

T T
s lim sup g(t, xi,. . . ,x,) df = p t (1) df
x,-x I0

a contradiction with condition (2).

Corollary 5.2 was proved by Ward [lo] m a different way. A dual theorem is also true with

,u + (1) = lim inf g(t, x1, . . .,X,),/F(t) =limsupg(t,x, ,..., x,,J,r ER,
+,+T” x,-.-x

uniformly in x2, . . . , xm, and (2) satisfied. This gives Landesman-Lazer’s type conditions.

6. EXAMPLES

Example 1. Consider the second order scalar differential equation

x” + x’ - x e-‘ = sin l

It is easily verified that g(x) = --x eX and f(t) = sin t satisfy all the conditions of corollary 5.1
and, hence, this equation has at least one 2n-periodic solution.
However, the function g(x) = -x eX does not satisfy condition (Q) and, hence theorem 8.1
in [6] does not apply. Also Ward’s theorem [lo] does not apply, since
,U- (t) = lim sup - x eX = 0
x-i--T

and

Example 2. Consider the following vector differential equation

x@) + x eX + Ey’ = f,(t)

y(“) + y e-x2-y2 sin’ t = fi(r)

where fi, fi : R--f R are continuous and 2;r-periodic with

 Periodic solutions of nonlinear vector ordinary differential equations 761

2.T 1.7

I
o fi(O dt = i
0 f2(f)
df=O.
If g(t, x, y, x’, y’) = co1 (xe+ + gy',y e-“2-Y2 sin%) and f(r) = co1 (fi(t), fi(f)), then all
conditions of theorem 4.2 are satisfied for E sufficiently small. In fact, condition (b) is easily
verified by remark 3 of theorem 4.1, condition (c) is immediate and condition (d) follows
from (4.5) with W(x, y) = (x2 + y2)/2.

4cknowMgemenr-The authors would like to thank J. Mawhin for several helpful remarks

REFERENCES
1. CAFUDAA. & MARTINEZ-AMORES P., Soluciones periodicas de ecuaciones diferenciales ordinarias VIII, Jornadas
Luso-Espariolas de Matemriticas. Coimbra (4-8 May, 1981).
2. GAINESR. E. & MAWHINJ., Coincidence degree and nonlinear differential equations, Lecture Notes in Marhematics
568 Springer, Berlin (1977).
3. LAZERA. C., On Schauder’s fixed point theorem and forced second-order nonlinear oscillations. /. math. Analysis
Applic. 21, 421-425 (1968).
4. MAWHINJ., Topological degree methods in nonlinear boundary value problems, CBMS Regional Con!. Ser. in
Math. 40, American Mathematical Society, Providence (1979).
5, MAWHINJ., The solvability of some operator equations with a quasibounded nonlinearity in normed spaces, 1.
math. Analysis Applic. 45, 455467 (1974).
6. MAWHINJ., Periodic solutions of some vector retarded functional differential equations, J. math. Analysis Applic.
45, 588-603 (1974).
7. REISSIGR., Periodic solutions of certain higher order differential equations, Nonlinear Analysis 2.635-642 (1978).
8. ROUCHEN. & MAWHINJ.. Equations differentielles ordinaires. Vol. 2. Masson, Paris (1973).
9. VILLARI G., Soluzioni periodIche di u& classe de equazioni differenzioli del terz’ oidine’quasi lineari, Ann.
Math. pure appl. 73, 103-110 (1966).
IO. WARD, J. R., Asymptotic conditions for periodic solutions of ordinary differential equations, Preprint.