Lecture Notes in

Mathematics
Edited by A. Dold and B. Eckmann

702

Yuri N. Bibikov

Local Theory of Nonlinear Analytic

Ordinary Differential Equations

Springer-Verlag
Berlin Heidelberg New York 1979
Author
Yuri N. Bibikov
Department of Mathematics
Mechanics University Leningrad
Leningrad
USSR

AMS Subject Classifications (1970): 34A25, 34A45, 34C05, 34C20,

34C25, 34C30, 34 D10, 3 4 D 2 0

ISBN 3-540-09114-9 Springer-Verlag Berlin Heidelberg NewYork

ISBN 0-387-09114-9 Springer-Verlag NewYork Heidelberg Berlin

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 PREFACE

These notes p r e s e n t a course of l e c t u r e s g i v e n by the

a u t h o r at the D i v i s i o n of A p p l i e d M a t h e m a t i c s , Brown University

during the second semester of the a c a d e m i c year 1975-1976.

They are b a s e d on a course, on the t h e o r y of the s t a b i l i t y of

the m o t i o n , w h i c h the a u t h o r gave at the D e p a r t m e n t of M a t h e -

matics and M e c h a n i c s at the U n i v e r s i t y of L e n i n g r a d during the

last several years, and on some r e c e n t p u b l i c a t i o n s by the

author.

The a u t h o r is very g r a t e f u l to P r o f e s s o r J a c k K. Hale, and

members of the D i v i s i o n for t h e i r w a r m h o s p i t a l i t y and u s e f u l

discussions. The a u t h o r thanks Messrs. R. M a l e k - M a d a n i ,

K. Lyons and N. A l i k a k o s for their help in p r e p a r i n g the m a n u -

script, and Miss S a n d r a S p i n a c c i for her m e t i c u l o u s typing.

The author is also g r a t e f u l to R. M a l e k - M a d a n i for his c a r e f u l

proofreading of the material.

June, 1976 Yuri N. B i b i k o v

P r o v i d e n c e , R. I.
 TABLE OF CONTENTS

Page

Basic Notation ,,.., . . . . . . . . . . ,..., . . . . . . . . . . . . . . . . . ,.. VII

§0. Introduction ................................... 1

Chapter I. Analytic Families of Solutions ............ 3

§i. Auxiliary Lemma ................................ 3

§2. Normal Form .................................... 6
§3. Normal Form on an Invariant Surface ............ 14
§4° LiapunovVs First Method ........................ 23
§5. Analytic Family of P e r i o d i c Solutions .......... 28
§6. Special Cases .................................. 33
§7. Bifurcation Equation ........................... 42

Chapter II. Stability ................................ 48

§8. Stability by the First Approximation ........... 48

§9. Liapunov's Second Method ....................... 50
§i0. Quasi-Normal Form .............................. 58
§ii. Reduction Principle ............................ 67
§12. Critical Case of One Zero Eigenvalue ........... 75
§13. Critical Case of One Pair of Pure
Imaginary Eigenvalues .......................... 84

Chapter III. Quasi-Periodic Solutions ................ 91

§14. Preliminaries .................................. 91

§15. Principle Theorem .............................. 96
§16. Formal Construction ............................ 102
§17. Inductive Lemma ................................ iii
~18. Technical Lemmas ............................... 121
§19. Passage to the Limit ........................... 125
§20. Special Cases .................................. 130

Appendix. Poincar~Vs Problem ......................... 136

References ................... ......................... 145

Index .................................................. 147

 Basic Notation

a) Generalities

~n is the n - d i m e n s i o n a l real space;

cn is t h e n - d i m e n s i o n a l complex space;

2 is the set of i n t e g e r s ;

2+ is the set of n o n - n e g a t i v e integers;

is the set of n a t u r a l numbers;

9~(n×m) is the set of n x m matrices;

dx
- dt

NF stands for "normal form";

NFIS stands for "normal f o r m on i n v a r i a n t surface";

QNF stands for "q u a s l - n o r m a l form";

"Z" d e n o t e s the e n d of a p r o o f .

b) Vectors

If x E Rn or x E Cn then x = (Xl,...,Xn);

Also, x = (x',x"), where x' = (Xl,...,Xm),

x" = (Xm+ 1 ..... x n) (i ! m ! n);

I Ixl I = m a x IXkl;
k
ek denotes t h e k th u n i t v e c t o r (0,...,i,...,0);

q = (ql' .... qn ) , w h e r e qk ~ 2+ (k = l , . . . , n ) ,

lql = ql + "'" + qn;

in C h a p t e r III q = (ql'''''qn'ql '''''qn ) ' where

qk, k c 2+, lqJ : ql + + qn;

p = (131,.,.,pn) , w h e r e pk 6 ~ (k = l,...,n) ,

IPl = IPll + ... + IPnl;

 VIII

x < y Cx,y C R n or C n) means that Xk < Yk (k = l , . . . , n ) ;

is t h e c o m p l e x conjugate vector to x (this is n o t

applied to q) ;

vectors are a l w a y s considered as c o l u m n s , but for

convenience are w r i t t e n as rows.

c) Matrices
A C 9~ (n×n) ;

< = ( K I , . . . , < n) is the v e c t o r whose components are

eigenvalues of A;

K1 , O
J = ~2'<2' is the J o r d a n canonical f o r m of A;

0 - -
n Kn

(q,K) = ql<l + ... + q k < k .

d) Power Series

By a (vector) power series, we m e a n (unless stated

on the c o n t r a r y ) an e x p r e s s i o n :

X(x) = (Xl(X) ..... X m ( X ) ) ,

Xk(X) = ? x(q)x q (k = i, ,m)

Id:2 k . . . . .

where

x q = x ql
I ... x ~ n, x~q) E ~;

x(x',x") denotes a power series with linear terms in x';

 IX

X(X) denotes a majorant power series with respect

to X (x) ;

X(x) ~ Y(x) means that Y(x) majorizes X(x) ;

N N
k = [ Xk(q)xq"
lql=2
§0. Introduction

The p r i n c i p l e p r o b l e m of the local t h e o r y of o r d i n a r y

differential equations is the i n v e s t i g a t i o n of the n e i g h b o r h o o d

of a g i v e n solution. In general, in a p p l i c a t i o n s the r i g h t -

hand sides of d i f f e r e n t i a l equations are e x p a n d e d in c o n v e r g e n t

power series. The o b j e c t i v e of this v o l u m e is to p r e s e n t an

a p p r o a c h to a s o l u t i o n of this p r o b l e m b a s e d on the use of these

series.

We c o n s i d e r the case w h e r e the s y s t e m at hand is a u t o n o m o u s

and the g i v e n solution corresponds to an e q u i l i b r i u m point.

S e t t i n g the o r i g i n at this point, we o b t a i n a s y s t e m

= Ax + x(x) (0.i)

where x is an n-vector, A is a c o n s t a n t matrix, n x n, the

co-ordinates Xk of X are c o n v e r g e n t p o w e r series in p o w e r s

of Xl,...,Xn, w i t h o u t c o n s t a n t and linear terms. F r o m the

p o i n t of v i e w of a p p l i c a t i o n s the p h a s e space should be real,

X(x) should be a real a n a l y t i c function. In our p r e s e n t a t i o n ,

we w i l l d e a l w i t h b o t h c o m p l e x and real cases.

The m o s t a t t e n t i o n is p a i d to the s t a b i l i t y p r o b l e m and

to the c l o s e l y c o n n e c t e d p r o b l e m of e x i s t e n c e of p e r i o d i c and

quasi-periodic solutions. In p a r t i c u l a r , the c o u r s e p r e s e n t s

all r e s u l t s f r o m the f u n d a m e n t a l t h e s i s of L i a p u n o v [i],

concerning autonomous systems. More recent results [2-7] on

periodic and q u a s i - p e r i o d i c s o l u t i o n s are p r e s e n t e d too.

 The g e n e r a l a p p r o a c h is b a s e d on ideas and m e t h o d s developed

by P o i n c a r ~ [8], L i a p u n o v [i], Dulac [9], B i r k h o f f [i0],

Siegel [2], K o l m o g o r o v [ii], M a l k i n [12], B r j u n o [13].

In p r a c t i c e , differential equations usually depend

a n a l y t i c a l l y on a p a r a m e t e r ~ w h i c h can be c o n s i d e r e d as

changing in a small n e i g h b o r h o o d of the o r i g i n in ~m. This

case can also be i n c l u d e d into the c o n s i d e r e d case by a d d i n g

to the s y s t e m the n e w e q u a t i o n ~ = 0 and o b t a i n i n g a

n+l-dimensional system (0.i). In §7 this m e t h o d is used in

one p a r t i c u l a r case. In the same f a s h i o n the n e i g h b o r h o o d of

a periodic s o l u t i o n of a p e r i o d i c time d e p e n d e n t s y s t e m can be

investigated (see A p p e n d i x or §ii in [13]).

For an u n d e r s t a n d i n g of the text, it is s u f f i c i e n t to k n o w

the f o u n d a t i o n s of the t h e o r y of f u n c t i o n s of s e v e r a l c o m p l e x

variables in d e p t h similar to the e x p o s i t i o n in C h a p t e r II of

monograph [14].
 CHAPTER I

ANALYTIC FAMILIES OF S O L U T I O N S

§i. Auxiliary Lemma

Consider the f u n c t i o n X(i) : C n ÷ C m, g i v e n by

X (~) = T x(q)x q (k = i, ,m) (i.i)

k Iqt= k . . . .

(see list of notations) w h i c h we shall call a v e c t o r homo-

geneous polynomial (v.h.p) of o r d e r ~. E v e r y v.h.p, can be

d e f i n e d by the set of its c o e f f i c i e n t s X~ q) written in a

c e r t a i n order. We order the c o e f f i c i e n t s as follows: (k,,q,)

precedes (k*,q*) if and only if the first n o n - z e r o d i f f e r e n c e

,
k* - k,, ql - q l * ' ' ' ' ' q ~ - qn* is p o s i t i v e . This order w i l l

be c a l l e d c a n o n i c a l . Under c a n o n i c a l order the space ~(i,m,n)

of v.h.p, of o r d e r i can be i d e n t i f i e d w i t h the N - d i m e n s i o n a l

complex vector space C N, N = N ( £ , m , n ) .

Consider a linear o p e r a t o r L(i,m,n) : ~(Z,m,n) ÷ ~(i,m,n),

d e f i n e d by

_ ~x (~)
LX (~ Ax - BX (Z) (1.2)
~x

where A E ~]%(n×n), B 6 ~(m×m).

L e m m a i.i. The e l g e n v a l u e s A (j = 1,...,N) of the

]
operator L(Z,m,n) are g i v e n by the formula:
 Aj : (q,K) - Ik (k = 1 ..... m; lql : Z), (1.3)

where (q,K) is the scalar product given by ql~l + "-- + q n < n ,

~l,...,<n being eigenvalues of m a t r i x A; Ii,...,I m being

eigenvalues of m a t r i x B.

Proof. Let h(x) be a n o n - t r i v i a l v.h.p., S ~ ~]~(n×n),

T 6 ~(m×m) are non-singular matrices and set

h(x) : Tg(y), x = Sy.

We have:

Lh = ~ ~-~g ( y ) S - 1 A x - BTg(y). (1.4)

Consider the e q u a t i o n for the d e f i n i t i o n of the e i g e n v a l u e s of

operator L:

Lh = Ah,

which by virtue of (1.4) coincides with

(y)S-IAsy - T-IBTg(y) = Ag(y) •

~Y

Hence, eigenvalues of L are the s a m e as t h o s e of L*:

 5

L , X (i) -
~X (~) S - I A s x _ T - I B T x (£) "
~x

Let S,T be s u c h t h a t J1 = S - I A s ' J2 = T - I B T are lower

triangular Jordan canonical matrices with non-diagonal elements

~k (k = 2 , . . . , n ) , Tk ~ = 2, .... m) respectively.

Now, we a r e looking for the m a t r i x Z C ~ (N×N) of the

operator L*. Setting L * h = f, we o b s e r v e

fk(x) = [ ~ (<ixi+oiXi_l) - lkhk - Tkhk_l, (k = i, .... m),

i=l 1

hence coefficients of fk a r e of the form

n (q-e: 1+ei)
fk(q) = [(q,<) - lkJ_k]h
(q) + (l+qi) ~ihk ±-~ -
T k h k-i
(q) '
i=2

where ei = (0,...,i,...0) is t h e i th u n i t v e c t o r . S i n c e we

use the canonical order, this implies that Z is a l o w e r

triangular matrix with numbers Aj = (q,<) - ~k (k = l , . . . , m ;

lql = ~) at the d i a g o n a l . ×

Corollary. Consider the partial differential equation:

~V A x = U(x)
~-~ (1.5)

where x 6 C n, A 6 9~ (nxn) , U(x) is a s c a l a r quadratic form.

An operator in the left-hand s i d e of (1.5) is L(2,n,n) with

B = 0. By L e m m a i.i its e i g e n v a l u e s are K k + <j (k, j = l , . . . , n ) .

Therefore, if

<k + <j ~ 0, (k,j = 1 ..... n) (1.6)

then the e q u a t i o n (1.5) has u n i q u e solution V(x) w h i c h is a

quadratic form.

§2. Normal Form

Consider a vector power series X =

[ X (1) , X (~) being
Z=2
v.h.p (i.i). If there exists a n e i g h b o r h o o d of the o r i g i n

w h e r e all c o o r d i n a t e series are (absolutely) convergent then

we say that series X(x) is c o n v e r g e n t . If there is no

a s s e r t i o n of the c o n v e r g e n c e of a series then we say that X(x)

is a f o r m a l series (calculus of formal p o w e r - s e r i e s is

described in [14], Ch. I, 51).

Consider two formal s y s t e m s of o r d i n a r y d i f f e r e n t i a l

equations

= Ax + X(x) (2.1)

and

= Ay + Y(y), ~2.2)

where X,Y are formal p o w e r - s e r i e s .

 Definition 2.1. We say that systems (2.1) and (2.2) are

formally equivalent if there e x i s t s a c h a n g e of v a r i a b l e s :

x = y + h(y) (2.3)

where h(y) is a formal power series, which reduces (2.1) to

(2.2).

Definition 2.2. If X,Y,h in D e f i n i t i o n 2.1 are c o n v e r g e n t

series, then we say that systems (2.1) and (2.2) are a n a l y t i c a l l y

equivalent.

Let K = (KI,...,K n) be the v e c t o r w h o s e c o - c o o r d i n a t e s

are e i g e n v a l u e s of m a t r i x A.

Theorem 2.1. If

(q,~) - Kk ~ 0 (k = 1 ..... n; lql >- 2), (2.4)

then s y s t e m (2.1) is f o r m a l l y e q u i v a l e n t to any s y s t e m (2~2)

and h(y) in (2.3) is u n i q u e l y d e t e r m i n e d .

Proof. Differentiating (2.3) w i t h r e s p e c t to t and

t a k i n g into a c c o u n t (2.1) and (2.2) we o b t a i n

~h Ay - Ah = X(y+h)
-~ - ~$h y - y. (2.5)
 8

Represent h as
~ h (%) , w h e r e h (~) is a v.h.p, of o r d e r ~.
~=2
Then we h a v e f r o m (2•5):

~h~y(Z) Ay - A h (%) = f ( % ) ( h ( i ) , y ( J ) , x (k)) - y(Z)

(2.6)
(~ = 2,3 .... )

where i < Z, j < £, k < £. H e n c e for Z = 2 the r i g h t - h a n d

p a r t of (2.6) is a k n o w n v.h.p, and in general, if

h (2) ,. •. ,h (~-I) are known, then the r i g h t - h a n d p a r t of (2.6)

is k n o w n too. By Lemma I.I the e i g e n v a l u e s of the o p e r a t o r of

the l e f t - h a n d p a r t are (q'<) - <k' (k = 1 .... ,h; lql = £) and

they are not zero by (2.4). H e n c e all h (Z) are u n i q u e l y

determined. ×

Corollary. If (2.4) holds then the s y s t e m (2.1) is

f o r m a l l y e q u i v a l e n t to its l i n e a r a p p r o x i m a t i o n

= Ay. (2.7)

N o t e that c o n d i t i o n (2.4) is not n e c e s s a r y for (2.1) and (2.7)

to be f o r m a l l y e q u i v a l e n t .

S u p p o s e n o w that (2.4) d o e s not hold. T h e n some e q u a t i o n s

of (2.6) can be u n s o l v a b l e • This m e a n s that s y s t e m (2.1) is

not f o r m a l l y e q u i v a l e n t to any s y s t e m (2.2). However, since

equations (2.6) can still be solvable, there e x i s t s y s t e m s (2.2)

w h i c h are f o r m a l l y e q u i v a l e n t to (2.1).
 We s e e k t h e simplest f o r m of s u c h a system. It is c o n v e n i e n t

to a s s u m e that A = J is a J o r d a n canonical matrix. This can be

achieved by m e a n s of l i n e a r non-singular change of v a r i a b l e s .

So we c o n s i d e r a system

x = Jx + X(x). (2.8)

Equation (2.6) reduces to

d h (i)
dy JY - Jh(Z) = f(£) ( h ( i ) ' y ( J ) ' x ( k ) ) - Y(£)
(2.9)
(i < ~, j < i, k < i).

Using the c a n o n i c a l order of the c o e f f i c i e n t s of h (Z) we

obtain the m a t r i x of o p e r a t o r in t h e left-hand side of (2.9

in l o w e r triangular form with numbers (q'<) - <k

(k = l , . . . , n ; lql = <) at the d i a g o n a l (see the p r o o f of

Lemma i.i). Hence the c o e f f i c i e n t h~ q) of v . h . p . h(~) lS

determined by the equation

]b(q ) _(q) _ y~q) (2.10)

[(q'~) - ~kJ=k = gk

where g~q) c a n be c o n s i d e r e d as a k n o w n number because it

depends on c o e f f i c i e n t s of h (i) , w h e r e i < ~, and on the

preceding coefficients in a c a n o n i c a l order of h (~) If

 10

(q'<) - <k ~ 0, (2.11)

then h~ q) is u n i q u e l y d e t e r m i n e d . If

(q'~) - <k = 0, (2.12)

then (2.10) has a s o l u t i o n if and o n l y if

y~q) = Hk-(q). (2.13)

Under c o n d i t i o n (2.13), h~q)r is a r b i t r a r y . In p a r t i c u l a r ,

we can set it equal to zero.

Definition 2.3. Considering system (2.8) we say that co-

efficients of any p o w e r series c o r r e s p o n d i n g to a pair (k,q)

satisfying (2.12), are r e s o n a n t and the c o r r e s p o n d i n g t e r m is

called a resonant term. On the o t h e r hand, if (2.11) holds, we

say that the c o e f f i c i e n t and c o r r e s p o n d i n g t e r m are n o n - r e s o n a n t .

Equation (2.12) is c a l l e d a r e s o n a n c e equation.

So, we have p r o v e d that s y s t e m (2.8) is f o r m a l l y e q u i v a l e n t

to a s y s t e m

= Jy + Y(y),

w h e r e all n o n - r e s o n a n t coefficients are a r b i t r a r y and the

r e s o n a n t ones are d e t e r m i n e d by (2.13). On the c o n t r a r y , in

series h(y) resonant coefficients are a r b i t r a r y and non-

 11

resonant ones are uniquely determined, provided the resonant

terms are fixed.

Definition 2.4. System (2.14) where all non-resonant

terms are equal to zero is c a l l e d a normal form (NF). A

change of v a r i a b l e s (2.3) where all resonant terms are equal

to zero is c a l l e d distinguished.

Theorem 2.2. Any system (2.8) is f o r m a l l y equivalent to

a NF, distinguished transformation (2.3) being uniquely

determined.

Example 2.1. Let (2.8) be of the form

= x(x),

i.e. J = 0, <i . . . . . <n = 0. According to the resonance

equation (2.12) all coefficients are resonant. NF of a

system coincides with the system since distinguished trans-

formation is identical.

Example 2.2. n = 2, Kl = I, K 2 = -I (2.12) is of the form

(ql-q2-1)l = 0 if k = i,

(ql-q2+l)l = 0 if k = 2.

Hence NF is
 12

Yl = IYl + YlPI(YlY2 )

Y2 = IY2 + Y2P2(YlY2 )

where Pi,P2 are formal series in powers of product yly 2

without constant terms.

Example 2.3. Consider the important case when system

(0.i) is analytically dependent on a small parameter s ~ C:

£ = A(g)x + X(x,e). (2.15)

Expanding elements of matrix A(g) and coefficients of power

series X in series in powers of s, adding to (2.15) a new

equation E = 0 and reducing A(0) to its Jordan canonical

form J, we obtain an n+l-dimensional system of form (2.8):

:~ = Jx + X(x,g),
(2.16)
~=0,

wher e

(q0,q)
Xk = q0+~ql=2 Xk gq0xq' q0 E S+

X being, of course, not the same as in (2.15). We can apply

the theory presented above to the system (2.16). Continuing

 13

example 2.2 w e a s s u m e that n = 2 and e i g e n v a l u e s of A(0)

are ±I. Then the resonance equation (2.12) is

(ql-q2-1)l + q0-0 = 0 if k = 1
(2.17)
(ql-q2+l)l + q0.0 = 0 if k = 2.

It is e a s y to see t h a t for r e d u c i n g (2.16) to a NF, we do n o t

need to c h a n g e the p a r a m e t e r . Therefore, the c h a n g e of

variables is of the f o r m

Xl = Yl + h l ( Y l ' Y 2 ' g )

x2 = Y2 + h 2 ( Y I ' Y 2 ' g )

and [2.17) implies t h a t NF is

Yl = lYl + Y l P I ( Y l Y 2 'e)

Y2 = - l Y 2 + Y 2 P 2 (yly2'e)

= 0,

where PI,P2 are formal series in p o w e r s of yly 2 and

without constant terms.

 14

~3. Normal Form on a n Invariant Surface

Suppose that eigenvalues of a matrix A are divided into

two groups; i.e. < = (K',<"), where <' = (~l,...,<m),

(i ~ m ~ n), <" = (<m+l,...,<n). Without loss of generality we

may assume that

where J' is an m x m Jordan canonical matrix with eigen-

values <l,...,<m; A" is (n-mXn-m) m a t r i x with eigenvalues

<m+l ..... <n; 0 C ~]~(mxn-m) is zero matrix, Z E ~(n-mxm).

Thus the system under consideration is

~' = J'x + X' (x',x")

(3.1)
~" : A"x" + 2"(x',x"

In the sequel one prime (') d e n o t e s m-dimensional objects,

two primes (") d e n o t e n-m-dimensional objects, tilde (~) m e a n s

that the expansion of c o r r e s p o n d i n g power-series can contain

terms linear in o n e prime variables.

With (3.1) we associate a system

~' = j'y' + y' (y',y") ,

(3.2)
y" = A"y" + Y" (Y',Y") ,

where Y',Y" are formal power series.

 15

Definition 3.1. If in the system (3.2)

Y" (y', O) = O, (3.3)

and expansion of Y' (y',0) has r e s o n a n t terms only, i.e. if

m-dimensional system

y' = J'y' + Y' (y',0) (3.4)

is a NF, then we say t h a t system (3.2) is a n o r m a l f o r m on

an i n v a r i a n t surface (NFIS).

One sees that the hyperplane y" = 0 is i n v a r i a n t for

NFIS(3.2).

Let q' = Cql,...,qm).

Theorem 3.1. If t h e f o l l o w i n g condition is s a t i s f i e d :

(q',<') - Kk ~ 0 (k = m + 1 ..... n), (3.5)

then system (3.1) by m e a n s of the f o r m a l change of v a r i a b l e s

X' = y' + h' (y')

(3.6)
X" = y" + h"(y')

c a n be r e d u c e d to a NFIS. Resonant coefficients of h' (y ~)

are a r b i t r a r y , other coefficients are d e t e r m i n e d uniquely,

 16

provided the r e s o n a n t ones are fixed.

Proof. Differentiating (3.6) with respect to t and

taking into account (3.1) and (3.2) we have

0h'
J' (y'+h') + X' (y'+h', y"+h") = J'y' + Y' + ~ - ~ (J'y'+Y')

A"(y"+h") + X"(y'+h', y"+h") = A"y" + Y" + ~--~ (J'y'+Y")

Setting y" = 0 we o b t a i n by (3.3) the f o l l o w i n g equations for

determination of h',h":

~Y'Zh' j,y, - J'h' = X' (y'+h',h") - ~-~r

Y'(y',0)~h' - Y' (y',0),

(3.7)
~h,,
Sy, J'y' - A"h" = X" (y'+h',h") ~y, Y' (y',0).

Hence, the v . h . p . ' s of order i in the e x p a n s i o n s of h',h"

satisfy

8h' (1) J'y' - j'h' (£) = f' (£) (h' (i),h, (i") ,y(j) ,x(k)) _ y,, (Z) (y,,0)
8y'

(i < Z, i" < Z, j < £, k < £)

(3.8)

j,y, - A,,~,,(£) = f,,(£)(h, (i'),h,,(i"),y(J),x(k)),

~y'

(i' < ~, i" < ~, j < ~, k < Z).

Eigenvalues of the o p e r a t o r in the left-hand side of the second

 17

equation (3.8) are n o n - z e r o by L e m m a 1.1 and c o n d i t i o n (3.5).

The s o l v a b i l i t y of the first e q u a t i o n (3.8), p r o v i d e d

Y' (~) (y',0) is d e f i n e d in the p r o p e r way, was p r o v e d in §2

(since (3.4) is a NF). Hence, we can s u c c e s s i v e l y d e t e r m i n e

firstly ~,, (i) and then h' (2) ,~,, (2) ,h' (3) ,~,,(3) . . . . The

a s s e r t i o n of T h e o r e m 3.1 c o n c e r n i n g the u n i q u e n e s s of h

follows from the d i s c u s s i o n in §2.

Corollary. Extending Definition 2.4 we say that a c h a n g e

of v a r i a b l e s (3.6) of s y s t e m (3.1) to its NFIS (3.2) is

distinguished if all r e s o n a n t c o e f f i c i e n t s of h' (y') are

equal to zero. T h e n T h e o r e m 3.1 a s s e r t s that the d i s t i n g u i s h e d

c h a n g e of v a r i a b l e s e x i s t s and is unique.

Up to now, we a s s e r t e d the e x i s t e n c e only of formal

e q u i v a l e n c e b e t w e e n the i n i t i a l s y s t e m and its NF or NFIS.

Obviously, we are r a t h e r interested in a n a l y t i c equivalence.

So the p r o b l e m of c o n v e r g e n c e of f o r m a l series in c h a n g e s of

v a r i a b l e s d i s c u s s e d a b o v e arises.

An e x t e n s i v e study of this p r o b l e m was m a d e by A.D. Brjuno

[13]. It f o l l o w s from his r e s u l t s that c o n v e r g e n c e of f o r m a l

series h(y) in t r a n s f o r m a t i o n (2.3) to a NF should be c o n s i d e r e d

as an e x c e p t i o n . Still, t h e r e are i m p o r t a n t c a s e s w h e n these

series converge.

S i n c e NF can be c o n s i d e r e d as a special case of NFIS c o r r e -

s p o n d i n g to n = m it is s u f f i c i e n t to d i s c u s s transformations

to NFIS. For s i m p l e r f o r m u l a t i o n s it is m o r e c o n v e n i e n t to
 18

deal with system (3.1) written in a f o r m

~' = I'X' + X' (X',X")

(3.9)
i" = A"X" + X" ( X ' , X " ) ,

where I' = d i a g { < l , . . . , < n S . ThUS coefficients of linear

terms of X' are elements d2,...,d m of m a t r i x J'.

NFIS (3.2) takes the form

y' = I'y! + y' ( y ' , y " )

(3.1o)
y" = A"y" + Y" (y',y") •

Note that by Definition 2.3, ~2,...,~m in Y' are resonant

coefficients, for if ok ~ 0 (k = 2 , . . . , m ) , then resonance

equation (2.12) is

(ek-l'<') - <k = <k-i - <k = 0,

since <k-i = ~k"

Theorem 3.2. Let

(i) (qV ' <v ) - <k ~ 0, (k = m + l , . . . , n ) ; (3.11)

(ii) if (q''<') - <k ~ 0, t h e n

I (q',<') - <kl ~ c > 0, (k = 1 ..... n); (3.12)

(iii) for all r' = (r I ..... rm) , 2 ! Ir'I ~ lq' I,

r ~ ~ q' + ek such that

 19

(q'--r',K') = 0 (3.13)

the following inequality is valid

m ~(q'-r'+e
0) k~ ~ (q'-r'+ek, 0 )
k~lrkY k k < el (r''K') I 1 Yk (3.14)

£,d > 0 do not depend on k,q'.

Then if the series X',X" in (3.9) are convergent it follows

that series h',h" in d i s t i n g u i s h e d transformation (3.6) are

convergent too.

Proof. Without loss of generality, we may assume that

A" = J" is in Jordan canonical form and X" is without linear

terms, i.e. X" = X". Hence, h" = h". (3.7) implies the follow-

ing equation for the d e t e r m i n a t i o n of coefficients of h(y') =

~ky~q,,0
) ~ C + [(q' ' K') - K k J ,h(q
k ') = g~q'), (k = l,...,n) , (3.15)

where

= + +

(3.16)
+ ~ r[ rihk(r')y~q'-r'+ei'0) ;
i=l

i, if k = l,...,m;

6k = [0, if k = m + l,...,n.
 20

In (3.16) {Xk(Y'+h ',h'') } (q') denotes the c o e f f i c i e n t of

y'q' w h i c h we obtain after r e e x p a n d i n g Xk(Y'+h',h" ) in

powers of y'.

Let us show that if k,q' correspond to a resonance, then

~q',0) = { X k ( Y ' + h ' , h " ) } (q') , (k = l,...,m) (3.17)

By (2.12) we have for k = l,...,m

(q',K') - Kk = (q'-r',<') + (r',<') - Kk = 0.

~(q'-r'+ei,0)
Since by d e f i n i t i o n of NFIS, Yi in (3.16) are

resonant, it follows that (3.13) holds w h i c h in turn implies

r ! ,K ! ) - <k 0. (3.18)

This m e a n s that hk(r') in (3.16) are r e s o n a n t and since (3.6)

is the d i s t i n g u i s h e d transformation then h (r') = 0. Besides

if ak ~ 0 then h(qI)_ is also r e s o n a n t because

(q',K') -- <k-i = (q',K') - Kk = 0.

Now, (3.17) is the c o n s e q u e n c e of (3.15) and (3.16).

For n o n - r e s o n a n t h~ q') (k = l,...,n) we have from (3.12),

[3.15) and C3.16)

 21

lhk(q') I _< s-l{Xk(Y'+h',h")}(q') + s-lq k

(3.19)
r.~! q'-r'+ei'O) .
+ 1(q' ,~), - ~k1-1 [ l-k
h( r' ) I
r' i=l 1 l

But

ir y (q'-r'+ei' 0) d i (r',<')I T IYI q'-r'+ei'0)

i=l
ii 1
i=l
I (q',<') - K k I (r,,<,) - <kl

by (3.13) and (3.14), hence

~ (q,_r,+ei, 0 )
i=l riYi [ ciTki ] m ~ (q'-r'+ei, 0) I
< c +
°i~ 1 i
I(q',<') - <kl

From this and (3.19)

lhk(q') I -< s-I l{~k(Y '+h', h" )} (q') I + ~ -i ~I hk(qi

_ )[ +
(3.20)
m !

+ cO [ [ lhk(r')I" iYI q -r'+ei'0) i ,

i=l r'

c1<kl
where ~ = max ~i' Co = max c + s Note that linear

coefficients of Y' are

~ (ei_l,0)
Y = ~i' (i -- l,...,m) ,

therefore corresponding r' = q' - ei_ 1 + e .l

 22

Multiplying (3.17) and (3.20) by y'q' and summing over

all lq'] ~ 2 and k = 1 ..... n we obtain that there exists

cI > 0 such that the f o l l o w i n g majorant relation is valid:

m n n
[
k=l
9ktY',O) +
k=l k

n n m
+ci° h ^ YilYi 1 (3.21)
k[2 k-i
=
+ k__[lhk i=2 -

n ^ m -i

+ cI =~lhk [ Y (y',O)y i
k i=l i

where ^ means a corresponding majorant series.

It is known that any c o n v e r g e n t power series X(x) is

majorized by the f u n c t i o n

(~(Exi) 2
1 - B×Zx i

for p r o p e r ~ > O, B > O. Therefore, in (3.21) we can set

m !l~i] 2
A i i yi i

Our goal is to prove the c o n v e r g e n c e of the series

m n

v(y') = [ 9k~',O) + [ [k~').

k=l k=l

Since all c o e f f i c i e n t s of v(y') are n o n - n e g a t i v e it is

 23

sufficient to c o n s i d e r the case where Yl = "'" = Ym = ~"

Let v(N) = u(n)N. Then we have from (3.21) and (3.22

n c l e ~ 2 (m+u) 2
u~ < + Cl~Uq + C l ~ ( n - l ) u ~ + Cl u ~.
1 - 8q (m+u)

or

2
2 c3~ (m+u)
u ~ c2~u + ClU + , (3.23)
1 - ~q (m+u)

where c 2 = cln, c 3 = ~c 2. Consider the e q u a t i o n

2
2 c3~ (re+w)
~(w,q) = w - c2ow - ClW - = 0. (3.24)
1 - ~ (re+w)

Since

d~w = 1 - c2~ ~ 0,
(0,0)

if ~ is s m a l l enough which is a l w a y s possible to a c h i e v e

without violating d in (3.14), t h e n by the Implicit Function

Theorem the solution w(n) of (3.24) such that w(0) = 0 is

an a n a l y t i c function. From (3.23) and (3.24) one sees that

w(q) majorizes u(n), therefore u(q) is a c o n v e r g e n t series.

§4. Liapunov's First Method

Consider system (0.1) under the a s s u m p t i o n t h a t the m a t r i x A

has e x a c t l y m (i ~ m ! n) eigenvalues <i,...,<m with negative

 24

real parts. Let K' = ( < l , . . . , K m ) , K" = (Km+l,...,Kn) . Thus,

Re <" > 0.

We reduce C0.1) to t h e form (3.9):

~' = I'x' + X'(x',x"),

(4.1)
~" = A"x" + X" (x',x") .

Since (3.5) = (3.11) holds, then according to T h e o r e m 3.1

there exists a formal change of v a r i a b l e s

x = y + hCy') (4.2)

to N F I S

~' = I'y' + Y' (y',y") ,

(4.3)
@" = A"y" + Y" (y',y") .

Let us show that systems (4.1) and (4.3) are analytically

equivalent. To d o so w e w i l l show that the conditions of

Theorem 3.2 are satisfied.

Since Re K' < 0, it follows that any bounded domain in

the complex plane contains only a finite number of p o i n t s

(q',K') - K k, (k = l , . . . , n ) . This implies (3.12). Afortiori

there are only finite number of v e c t o r s q' ~ M k, w h e r e Mk

is d e f i n e d by
 25

Mk = {q': (q''<') - <k = 0, (k = l,...,m)}. (4.4)

Hence, Yk(Y',0 ) in ~4.3) are p o l y n o m i a l s which implies (3.14),

provided d is large enough. By T h e o r e m 3.2 the d i s t i n g u i s h e d

transformation (4.2) is analytic in a p o l y c y l i n d e r I IY'I I < A,

say.

Set y" = 0 in (4.3). We o b t a i n

~' = J'y' + Y' (y',0), (4.5)

where

yk~',0) = [ Y~q')y'q' (k = 1 ..... m) . (4.6)

q'E M k

Enumerate ~k (k = l,...,m) in the d e c r e a s i n g order of

Re K k. Then M1 is empty.

Also, if q' E M k (k > i), then q' = ( q l , . . . , q n _ l , 0 , . . . , 0 ) .

This implies that (4.5) is of the form

Yl = <IYl
(4.7)

Yu = KkYu + Yk(Yl ' .... Yk-i ) (k = 2 ..... m).

System (4.7) is easily integrated. We have

Klt
Yl(t) = cle (4.8)
 28

from the first equation, and we will show that for k > 1

~t
Yk(t) = e (Ck+%k(Cl,...,Ck_l,t), (4.9)

where }k is a polynomial in t without a constant term.

Using induction, suppose that (4.9) is valid up to a certain

and consider Yk+l (t) . By (4.6) and (4.7)

~ + 1 t + Ite <k+l (t-T)

Yk+l (t) = Ck+ 1
J0
[ ~k+l(q')
(T)e(q''<')TdT
q ' E Mk+ 1
!

where ~k+l
q ) (T) are polynomials in T depending on c l,...,c k.

By (4.6) q' 6 Mk+ 1 implies (q',K') = Kk+ I, hence

<k+it [ ft ]
Yk+l(t) = e Ck+ 1 + 0 q ' 6[ M k ~.(q')
K+I (T)dT . (4.10)

Performing the integration in (4.10) we obtain (4.9)

corresponding to k + i. So (4.9) holds for all k = l,...,m.

Since Re <' < 0 it follows that I IY' (t) I I < A for t > 0

if el,...,c m in (4.8) and (4.9) are sufficiently small,

ICkl < c0, say. In that case, we can substitute (4.8), (4.9)

into (4.2). As a result, we obtain the following

Theorem 4.1. Under the hypothesis of §4 system (4.1) has

an m-parametric family of solutions

 27

0o !
<i t
xk(t ) = xk[l) [Cl, .... ck, t)e ~ (q) .,Cm,t)e(q',<')t
+ lq,i=2x/ (el""
(k = 1 .....m) (4.11)
0o !

xk(t ) = ? x (q) ,Cm,t)e(q',<')t (k = m + l,...,n).

lq' ~=2 k (Cl ....

Series 44.11) are u n i f o r m l y convergent for ICkl < co

(k = l,...,m), t ~ 0, coefficients x~q')- being p o l y n o m i a l s

in t.

If m = n, i.e. if all eigenvalues of m a t r i x A have

negative real parts then (4.11) represents the general solution

of system 44.1) in a n e i g h b o r h o o d of the origin. The essence

of Liapunov's First Method consists of using series repre-

sentation (4..11) of solutions of system (4.1).

The m - d i m e n s i o n a l hyperplane y" = 0 is invariant for

system (4.3). Since (4.1) and (4.3) are a n a l y t i c a l l y equivalent

it follows that system (4.1) has an m - d i m e n s i o n a l analytic

invariant surface S+. In order to obtain explicit repre-

sentation of S+ one should solve the equation

x' = y' + h' (y')

w i t h respect to y' to get

y' = x' + g' (x')

and substitute it into x" = h"(y'). Hence the equation of

 28

S+ is

x" = f"(x'), (4.12)

where

f"(x') = h " ( x ' + g ' (x')).

We note that all solutions in S+ tend to the origln as

t ÷ +~.

Analogous results are true in the case Re <' > 0,

Re ~" < 0. By c h a n g i n g t to -t we reduce this case to the

one studied above. Theorem 4.1 is t r u e with the only difference

that series (4.11) converge for t < 0. So s y s t e m (4.1) has

an m - d i m e n s i o n a l analytic invariant surface S_ w h e r e all solu-

tions tend to the origin as t + -~.

§5. Analytic Family of P e r i o d i c Solutions

Consider the system (0.i) where m = 2, <l = I,

<2 = -I' <" = (<3,...,~n). System (3.1) reduces to

x I = Ix I + X l ( X l , X 2 , X " ) ,

x 2 = -Ix 2 + X 2 ( X l , X 2 , X " ) , (5.1)

x" = A"x" + X"(Xl,X2,X")

Condition (3.5) of Theorem 3.1 is

 29

(ql-q2)X - <k ~ 0 (k = 3,...,n).

It follows that if

~k ~ pl (k = 3,...,n; p 6 3) (5.2)

then system (5.1) is formally equivalent to NFIS. Taking into

account Example 2.2, we find that NFIS has the form

Yl = lYl + YlPI(YlY2 ) + YI(YI'Y2 'y'') '

Y2 = lY2 + Y2P2(YlY2 ) + Y2(YI'Y2 'y") ' (5.3)

~" = A"y" + Y"(yl,Y2,y") ,

where

Yl(Yl,Y2,0 ) = Y2(Yl,Y2,0) = Y"(yl,Y2,0) = 0.

Now let us v e r i f y the f u l f i l l m e n t of conditions of T h e o r e m 3.2.

(3.11) coincides with (5.2) and we assume that it is valid.

(3.12) obviously is valid also. We will show that if

PI(YlY2 ) = -P2(YlY2 ) (5.4)

then [3.14) holds. In that case,

 30

m (q'+ek, 0 ) 2
[ r Yk = I [ rkPk(q) I =
k= 1 k k= 1

2
= I (rl-r2)P q) I = ~ hl (r',<')Io [ IP q) J,
k=l

when P~q) is the coefficient of (ylY2)q in Pk" Hence

1
(3.13) holds with d = ~-~ . Thus, by Theorem 3.2 there exists

an analytic transformation

Xl = Yl + hl(Yl'Y2)

x2 = Y2 + h2(YI'Y2) (5.5)

x" = y" + h"(yl,y 2)

w h i c h reduces system (5.1) to the NFIS (5.3). Under hypothesis

(5.4) system (5.3) has a family of integral curves

yly 2 = c, y" = 0. (5.6)

we shall apply this result to the case where system (0.1)

is real, and <1,<2 are pure imaginary i.e., <i = i~,

K 2 = -ie. The former assumption implies that the second equa-

tion in (5.3) is complex conjugate to the first one.

The system of linear approximation has a two-dimensional

phase p o r t r a i t covered with periodic solutions

Xl = Cl ei~t' x2 = c2 e-iet' c2 = ~i'

 31

or

2
r = C r (~ = 60

where

x I = re i#, x 2 = re -i~, c = CLC2..

It is e a s y to see t h a t in t h e d i s t i n g u i s h e d transforma-

t i o n to N F I S (5.3) and in t h e system (5.3) the second equation

is c o m p l e x conjugate to the f i r s t one. Hence, coefficients

of the series P1 and P2 are pairwise complex conjugate.

Then condition (5.4) reduces to

P1 = i H ( Y l Y 2 ) ' P2 = - i H ( Y l Y 2 ) ' (5.7)

where H(Yl,Y2) is a s e r i e s with real coefficients. Suppose

also, that (5.2) holds, i.e.

<k ~ ip~ (k = 3 , . . . , n ; p C ~). (5.8)

(5.7) and (5.8) imply that systems (5.1) and (5.3) are

analytically equivalent. We know that system (5.3) has a

family of i n t e g r a l cruves (5.6). Since Y2 = ~i it f o l l o w s

that a neighborhood of the o r i g i n on t he invariant hyperplane

y" = 0 is c o v e r e d with closed trajectories of system (5.3)

which are, in fact, circles r 2 = c, w h e r e Yl = rei~,

-i~ y,
Y2 = e . If = 0 then (5.3) reduces to
 32

Yl = iYl[W + H(yIY2) ]
(5.9)
Y2 = -iY2 [w + H(yly 2) ] ,

or, in p o l a r coordinates

{: = 0, $ = ~o + H(r2).

Hence, the solutions of (5.9) are closed trajectories r = /c

w h i c h are p e r i o d i c w i t h period

27T
T -
oJ + H(C)

The map b e t w e e n real v a r i a b l e s in system (0.i) and the

variables Re YI' Im y l , Y 3 , . . . , y n is real a n a l y t i c w i t h non-

zero Jacobian. Therefore, we can f o r m u l a t e

Theorem 5.1. If the system (0.i) is real analytic, the

matrix A has two pure imaginary eigenvalues ±iw and c o n d i t i o n s

(5.7) and (5.8) are satisfied, then system (0.i) has in a

sufficiently small n e i g h b o r h o o d of the o r i g i n an a n a l y t i c one-

parameter family of p e r i o d i c solutions.

For r e p r e s e n t a t i o n of these solutions one needs to s u b s t i t u t e

solutions

i [m+H (ClC 2) ] t -i [m+H (ClC 2) ] t

Yl = cle ' Y2 = c2e ' c2 = ~i
 33

of system (5.9) into (5.5). So we obtain

i[~+H(ClC2) ]t +~ i iP [~+H (ClC2) ] t

x I (t) = c I e + [ x P) (Cl,C2)e (5.10)

x2(t ) = ~l(t), c 2 = 51,

w h e r e Fourier series (5.10) converge if ]Cl] , ]c2[ are

small e n o u g h and x! p) (j = 1,2; p C ~) are c o n v e r g e n t series

3
in powers of Cl,C 2.

§6. Special Cases

One o b s e r v e s that c o n d i t i o n s (5.7) and (5.8) impose certain

restrictions on the system under c o n s i d e r a t i o n . In general,

condition (5.8) is v a l i d in m o s t a p p l i c a t i o n s whereas (5.7)

requires realization of i n f i n i t e l y m a n y e q u a l i t i e s since real

parts of each c o e f f i c i e n t of P1 m u s t vanish.

Now, we shall d i s c u s s some important classes of systems

w h i c h arise in a p p l i c a t i o n s and for w h i c h c o n d i t i o n (5.7) is

automatically satisfied.

Consider a real a n a l y t i c system (0.i) w i t h m a t r i x

A = A" , where A' = _ ,

A" E ~(n-2,n-2), and assume that it p o s s e s s e s an integral If(x)

which is a n a l y t i c in a n e i g h b o r h o o d of the origin. Suppose, also

 34

that the e x p a n s i o n of H(x) begins with quadratic terms, namely,

~(21(x) = x~ + x~ + H,(2) (x . . .,. _ = (~i,x2), x" = (x3,. .. ,Xn) "

Setting

u I = x I + zx 2, u 2 = x I - ix2,

we r e d u c e (0.i) to

61 = i~u I + U I ( U l , U 2 , X " ) ,

6 2 = -i~u 2 + U2(Ul,U2,X") (6.1)

X" = A " X " + X" (Ul,U2,X")

where the two f i r s t equations are complex conugates. By o u r

assumption (6.1) has an i n t e g r a l F(Ul,U2,X") such that its

quadratic terms are

F(2) CUl,U2,X") = U l U 2 + F (2) (X"). (6.2)

Let

Ul = Yl + h l ( Y l ' Y 2 ) ' U2 = Y2 + h 2 ( Y I ' Y 2 ) '

(6.3)

x" = y" + h " ( y l , Y 2 )

 35

be a transformation of (6.1) to NFIS (5.3). Then

G(Yl,Y2,y") = F ( Y l + h l , Y 2 + h 2 , Y " + h '')

is a (formal) integral of (5.3). This means that

~G
~yI~G (i~Yl+YlPl+Y1) + ~ (_i~Y2+Y2P2+Y2) +
(6.4)
~G
+ ~-nTv.,,(A"y"+Y") = 0.

Setting y" = 0 in (6.4), we obtain by (5.4)

[~G (0) ~G (0) ] ~G(0) ~G (0)

i~|~y
IL Yl ~Y2 Y2 - ~Yl YlPI ~Y2 Y2P2 , (6.5)

where G (0) = G(Yl,Y2,0). (6.2) implies that

G (0) = z + . . . .
z = yly 2

where dots denote terms of order not less than 3 in yl,Y2..

Assume now that all terms of the expansion of G (0) of order

not greater than 1 are powers of z. Consider a term

(ql'q2 '0) ql q2
G Yl Y2

with ql + q2 = s + i. Since P1 and P2 are series without

constant terms then terms on the right-hand side of (6.5) form

a polynomial in z. So if ql ~ q2 then
 36

(ql,q2,0)
i~ (ql-q2) G = 0,

( ql ,q 2 ,0 )
whence G = 0 if ql ~ q2" We conclude by induction

that G (0) is a s e r i e s in p o w e r s of z = y l y 2. Now (6.5)

reduces to

~G (0)
(PI+P2)z ~z - 0.

Since

~G (0)
z ~z - z + ... r

it follows that P1 = -P2 which coincides with (5.7).

Theorem 6.1. Consider a Hamiltonian system

Xn - ~H • = ~H (k = 1 ..... r). (6.6)

~Xr+ k ' Xr+ k - ~x k

Assume that the Hamilton function H(x) is a convergent series

with real coefficients such that

H(2) 1 2 2 ~ (2)
= --
2 ~ (Xl+Xr) + n, (x 2 . . . ,x.r, . X r + 2, .. ' X2r)

and that eigenvalues <l,...,K2r_2 of the matrix

 37

$2H~2)
(i,j ~ l,r)
Sxi~x j

satisfy the condition

<k ~ ip~ Ck = i,...,2r-2; p E ~). (6.7)

Then system (6.6) has a one-parametric analytic family of

periodic solutions given by (5.10).

For proof note that H(x) is an integral of system (6.6)

which implies that (5.7) holds. By (6.7), (5.8) is also valid.

Thus, Theorem 6.1 follows from Theorem 5.1.

Reversible systems of ordinary differential equations gives

us another example of systems for which condition (5.7) is

always satisfied. Consider the following second order system

Uk + 2~kUk + BkUk = Uk(U'U) (k = 1 ..... r) (6.8)

where Uk are convergent power series with real coefficients,

ek,8 k ~ 0 are real constants. System (6.8) is called

reversible if it is invariant under the transformation of t

to -t.

Reversibility means that for every k E (l,...,r) there

exists %(k) E (l,...,r) such that

~% = -~k' B£ = ~k' U£(u,~) = Uk(U,-6). (6.9)

 38

Let

2 = 2
<2k-i = -ek + ~ k - B k ' <2k -~k - # e k - B k ' (k = i, .... r) ,
(6.10)
(k = 1 ..... r) ,

2
and assume that ek - ~k / 0. (6.9) implies

(6.11)
<2k-i = -<21' K2k = -<2£-1"

We say that the index 2£ is reversibley conjugate to the

index 2k - 1 if i = Z(k). Let us introduce the change of

variables

~2k-1
X2k_l = u k Bk Uk'
(6.12)
K2k .
(u = 1,...,r)
X2k = uk Bk Uk'

which reduces (6.8 to

~2k-i <2jx2j-l-<2j-lX2j Bjx2j-l-Bjx2j]

X2k-i = K2k-lX2k-1 Bk Uk[ <29-<29_1 <2j-<2j-i

K2k <2jx2j_l-K2j_ix2j Bjx2j_l-~ j

X2k = <2kX2k ~k Uk <2j-K2j-1 ' <2j-<2j

(k,j = 1 ..... r).

System (6.13) can be written in the standard form

 39

= Jx + X(x) (6.14)

where J = diag{<l,...,<2r}. Using (6.9) and (6.11), we h a v e

X*(x) = -X(x) (6.i5)

where x*(x) is o b t a i n e d from X(x) by i n t e r c h a n g l n g each

coefficient of X(x) with the one with the c o r r e s p o n d i n g

reversibly conjugate indices. We say t h a t such coefficients

are reversibly conjugate, and t h a t X(x) satisfying (6.15)

is odd.

Let <' = (K1,...,K2r,) be a v e c t o r consisting of re-

reversibly conjugate pairs. Assume that

(q''<') - <k ~ 0 (k = 2r' + 1 ..... 2r). (6.16)

By Theorem 3.1 t h e r e exists a formal change of v a r i a b l e s

x = y + h(y') (6.17)

reducing (6.14) to N F I S

Y' = J'Y' + Y' (Y',Y") ,

(6.1$)
9" = j " y " + y"(y',y")

where J' = d i a g { < l , . . . , ~ 2 r , } , J" = d i a g { < 2 r , + l , .... ~2r },

 40

Y" (y' , 0) = 0.

We s h a l l show that if (6.17) is t he d i s t i n g u i s h e d change

of v a r i a b l e s then h(y') is an e v e n function, which means

by definition that

h*(y') = h(y')

For a proof we w r i t e

oo

h(y') = [ h (s) (y'),

S=2

wher e h (s) is a v . h . p , of o r d e r s. (3.8) implies

5h (2)
~y, J'y' - Jh (2) = X (2) (y',0)

whence

h (jq ' ) [(q',K') - Kj] = Xj(q') (j = 1 ..... 2r; lq'l = 2) (6.20)

By (6.11) and C6.15) reversibly conjugate coefficient of h (2)

satisfies the same equation (6.20). It f o l l o w s that h (2) is

even.

Suppose now that h (2) , . . . , h (s) a r e even. T h e n we w i l l

show that h (s+l) is a l s o even. By (3.8)

 41

~h (s+l)
~y' J'y' - J h (s+l) = (X(y'+h',h")) (s+l)
(6.21)
- ($h y, (s+l) (s+l)
~--~ (y' ,0) - Y' (y',O)

It is clear that if a series X(x) is even(odd) then each

v.h.p x(S) (x) is even(odd) and also the r e s o n a n c e part of

XCx) is even(odd). Now, the r i g h t - h a n d part of (6.21)

depends on h ( 2 ) , . . . , h (s) only. Therefore, by (6.15) and by

assumption (X(y'+h',h")) (s+l) is an odd v.h.p. By (3.17)

Y'(y',0) coincides w i t h the r e s o n a n c e part of X' (y'+h',h").

It follows that Y'(y',0) (s+l) is odd. Also , the p r o d u c t

(~h (s+l)
~ - ~ Y'(y',0)) is odd. So c o e f f i c i e n t s of h (s+l)

satisfy equation of the type (6.20) where the number in the

right-hand part is a c o e f f i c i e n t of odd function. It follows

that h Cs-l) is even.

NOW, h(y') is even, then X(y'+h',h") is odd and, by

43.16), Y'(y',0) is odd too.

Let r' = i, <' = (i~,-i~). Then

yl(Y',0 ) = YlPl(ylY2 ) ,

y2(Y',0 ) = Y2P2(ylY2 ) .

Here ~(i) = i. Since Y' (y',0) is odd, it follows that P1

and P2 are series w i t h c o e f f i c i e n t s of o p p o s i t e sign, i.e.

P1 = -P2 w h i c h gives (5.7). (6.8) is of the form

 42

ip~ ~ <j (j : 3,...,2r, p ~ ~) (6.22)

As a result, we o b t a i n

Theorem 6.2. If system (6.8) is reversible, and has a

pair of pure i m a g i n a r y characteristic roots ±i~ for w h i c h

(6.22) holds, then (6.8) has a o n e - p a r a m e t e r analytic family

of p e r i o d i c solutions.

§7. Bifurcation Equation

In this p a r a g r a p h we c o n t i n u e w i t h the study of the

situation described in §5. We suppose that system (5.1) w i t h

I = iw is s u b j e c t e d to a p e r t u r b a t i o n which depends analytically

on a small p a r a m e t e r £ C C. Without loss of generality, we

assume that the e q u i l i b r i u m point is at the o r i g i n for all e.

Now the system under c o n s i d e r a t i o n is

= A(¢)X + X(X,a) (7.1)

where A(~) is a real a n a l y t i c m a t r i x with eigenvalues

KI(C), .... Kn(e), and X(x,£) is a c o n v e r g e n t series in powers

of x with analytic coefficients in e. We assume

<1(0) = i~, K2C0) = -i~, (7.2)

ip~ ~ Kk(0) (k = 3,...,n; p E 2). (7.3)

 43

Adding to [7.1) the equation ~ = 0 and expanding the right-

hand part of C7.1) in powers of x,£ we obtain (n+l)-dimensional

system of d i f f e r e n t i a l equations

= 0 (7.4)
= A(0) + X*(x,e)

where

X* = ~ (q0'q)eq0xq
k q0÷4qi=2xk
As usual by means of a linear non-singular transformation, we

reduce A(0) to the form

o]
A"

where J' = diag{i~, -i~}, and K3(0),...,<n(0) are eigen-

values of A". Then (7.4) reduces to

= 0

~' = J'x' + X (7.5)

x" = A"x" + X*" (s,x',x")

By [7.2) and C7.3) system (7.5) is formally equivalent to

NFIS
 44

= 0

9' = J'y' + Y' (s,y',y") (7.6)

~" = A"y" + Y"(s,y',y")

where

Y"(s,y',0) = 0
(7.7)
YlPI (S,YlY 2
Y' (s,y' , 0)
Y2P2 (S,YlY 2

and the change of v a r i a b l e s is of the form

X' = y' + h' (s,y'),

(7.8)
X" = y" + h"(s,y').

The c o n d i t i o n of c o n v e r g e n c e is

P I ( S ' Y l Y 2 ) = -P2 (e'YlY2) = iH(~'YlY2) (7.9)

where H is a series in powers of s,ylY2, w i t h real co-

efficients without a constant term.

In general (7.9) does not hold, but we can "improve"

system (7.6) by adding to its r i g h t - h a n d part an analytic

function of s,yly 2 in such a way that for the new system

C7.9) is valid.
 45

Now we are going to prove this assertion.

Theorem 7.1. There exist convergent series h'(s,y'),

h"[e,y'), }' (e,yly 2) such that the following system

~= 0

~' = J'x' + X*' (s,x',x") + #'(e,ylY2), (7.11)

~" = A " x " + X*" (s,x' ,x")

by means of a change of variables (7.8), is reduced to NFIS

(7.6)-(7.7) for which (7.9) holds.

proof. By (3.8) h',h" satisfy the equations

~h' ~ ~h' Y ' ( e , y ' , O )

~y, J'y' - Jh' = X*' (e,y'+h',h") ~y'

-Y' (s,y',0) + ~' (£,ylY2) ,

~~h"
, J'y' - A"h" = X*" (e,y'+h',h") - ~Sh" Y' (s,y',0).

We define #' by the formula

~' (s,ylY2)= -Re{X*' (e,y'+h',h") (res) }, (7.12)

where X (res) denotes the resonance part of X. By (3.17)

and (7.12)
 46

X' (e,y',0) = iIm{X' C£,y'+h',h") (res) },

which implies that C7.9) is valid. It follows from the proof

of T h e o r e m 3.2 that series h',h" and %' - Y' (e,y',0) converge.

Hence -%' (S,ylY2) , Y' (e,y',0) converge also b e c a u s e they are

the real and the i m a g i n a r y parts of -~' + Y'(e,y',0). x

C7.9) implies that e q u a t i o n s

= e 0, y" = 0, yly 2 = c (7.13)

define closed trajectories of NFIS (7.6) provided ls01, Icl

are small enough. By (7.12), %' (s,yl,y 2) is a series w i t h

real c o e f f i c i e n t s . Writing

~' e,c) = 0, (7.14)

we o b t a i n a real analytic equation, each solution s = SO,

c = cO of w h i c h gives a periodic solution of s y s t e m (7.5) and,

therefore, of s y s t e m (7.1) w h i c h c o r r e s p o n d s to a closed

trajectory (7.13). Equation (7.14) is called the b i f u r c a t i o n

equation.

It is easy to see that if the c o e f f i c i e n t of XlS in the

equation

Xl = i~xl + XI(e'X''X")
 47

of s y s t e m (7.5) is a, then

~' ( a , C ) = eS + G(S,C)

where ~ = -Re a, G(s,c) is a c o n v e r g e n t series. By the

Implicit Function Theorem equation (7.14) has the u n i q u e

solution s(c) s u c h that s(0) = 0. To e a c h p o s i t i v e small

C there c o r r e s p o n d s a number E(c) of p a r a m e t e r e for w h i c h

system (7.1) has a p e r i o d i c solution with period [~+H(e,c)] -i

The b i f u r c a t i o n equation (7.14) and p e r i o d of a p e r i o d i c

s o l u t i o n can be c a l c u l a t e d by the m e t h o d of u n d e t e r m i n e d co-

e f f i c i e n t s w i t h any d e g r e e of accuracy.
 C H A P T E R II

STABILITY

§8. S t a b i l i t y by t h e F i r s t A p p r o x i m a t i o n

Consider system (0.i). We are i n t e r e s t e d in the b e h a v i o r

of its s o l u t i o n s in a small c o m p l e x n e i g h b o r h o o d of the origin.

Definition 8.1. Solution x = 0 of s y s t e m (0.1) is stable

(in the sense of Liapunov) if

v~ > 0 3~ > 0: ix011 < ~ => llx(t,x0) il < ~ vt_> 0, (8.1)

where x ( t , x 0) is a s o l u t i o n of (0.i) such that x ( 0 , x 0) = x 0.

Definition 8.2. Solution x = 0 of s y s t e m (0.1) is

asymptotically stable if it is stable and

3 A > 0: I IX011 < A => Ix(t,x0) I I ÷ 0 as t ÷ +~. (8.2)

Definition 8.3. Solution x = 0 of s y s t e m (0.i) is un-

stable if it i s n o t stable.

S i n c e e x p a n s i o n of X(x) in (0.i) does not c o n t a i n l i n e a r

terms one e x p e c t s that v e r y o f t e n the p r o p e r t y of the s t a b i l i t y

of the o r i g i n d e p e n d s on m a t r i x A only. In these cases, then,

the p r o b l e m can be i n v e s t i g a t e d w i t h the h e l p of L i a p u n o v ' s

F i r s t Method.

Suppose at f i r s t that all e i g e n v a l u e s of m a t r i x A have

 49

n e g a t i v e real parts. Solutions of (0.i) in a c e r t a i n n e i g h b o r -

hood of the o r i g i n are r e p r e s e n t e d by series (4.11). Since

they c o n v e r g e u n i f o r m l y and v a n i s h for c I = ... = c n = 0, it

follows that the t r i v i a l solution is a s y m p t o t i c a l l y stable.

A s s u m e n o w t h a t there are e i g e n v a l u e s of A with positive

real parts. Then according to §4 t h e r e e x i s t s u n s t a b l e in-

variant surface S_. Every s o l u t i o n at S_ tends to the o r i g i n

as t ÷ -~. This m e a n s that any n e i g h b o r h o o d of the o r i g i n

contains initial p o i n t s of s o l u t i o n s w h i c h e v e n t u a l l y r e a c h

the b o u n d a r y of the fixed n e i g h b o r h o o d of the o r i g i n as t

increases. According to D e f i n i t i o n 8.3, solution x = 0 is

unstable. Thus we have o b t a i n e d

T h e o r e m 8.1. If all e i g e n v a l u e s of m a t r i x A have n e g a t i v e

real p a r t s then s o l u t i o n x = 0 of s y s t e m (0.i) is a s y m p t o t i c a l l y

stable. If there exists at least one e i g e n v a l u e of A with

p o s i t i v e real part then the s o l u t i o n x = 0 is unstable.

Theorem 8.1 is c a l l e d the "stability t h e o r e m by the first

approximation".

Remark. In a p p l i c a t i o n s , we u s u a l l y c o n s i d e r the real

phase space of a real a n a l y t i c system (0.i). Definitions

8.1-8.3 r e m a i n v a l i d in this case also.

For the i n v e s t i g a t i o n of the s t a b i l i t y p r o b l e m in real

p h a s e space, A.M. Liapunov [i] also p r e s e n t e d a n o t h e r method.

In the n e x t p a r a g r a p h , we e x p o s e the f o u n d a t i o n s of this m e t h o d

appropriated for a u t o n o m o u s systems of d i f f e r e n t i a l equations.

 50

§9. Liapunov's Second Method

Consider the real a n a l y t i c system (0.i) in a real n e i g h b o r -

hood of the origin. Assume that (0.i) is s u b j e c t e d to l i n e a r

non-singular transformation y = Sx with a complex matrix S.

As a result, we o b t a i n a s y s t e m

= By + Y(y), (9.1)

where B E ~(n×n), y(y) is a series w h i c h is c o n v e r g e n t in a

polycylinder I lyI I < a, say. Let

G = {y: I IYl I < a, y = sx, x ~ ~n}.

G is i n v a r i a n t for s y s t e m (9.1). We a p p l y D e f i n i t i o n s 8.1-8.3

to the s o l u t i o n y = 0 of s y s t e m (9.1), considering initial

values belonging to G only. Obviously, the s t a b i l i t y of

the s o l u t i o n y = 0 of (9.1) w i t h r e s p e c t to G is e q u i v a l e n t

to that of s o l u t i o n x = 0 of (0.1) in a real n e i g h b o r h o o d of

the origin.

We say that V(y): G ÷ R is a L i a p u n o v f u n c t i o n if it is

c o n t i n u o u s and V(0) = 0. If V(y) 6 CI(G), then we d e f i n e

LV(y) - ~V
~y (By+Y(y)).

LV(y) is also a L i a p u n o v function. The o p e r a t o r L is c a l l e d

"the o p e r a t o r of d i f f e r e n t i a t i o n a l o n g the t r a j e c t o r i e s of (9.1)"

 51

This term can be e x p l a i n e d by the f o r m u l a

d
LV(y(t)) = ~-~ V(y(t)) , (9.2)

where y(t) is any s o l u t i o n of (9.1).

Definition 9.1o A Liapunov function is called p o s i t i v e

(negative) definite if V(y) is p o s i t i v e (negative) in G\0. It

is c a l l e d p o s i t i v e (negative) if V(y) ~ 0 (V(y) ! 0) in G. In

particular, the f u n c t i o n V(y) = 0 is both p o s i t i v e and negative.

Since V(y) is c o n t i n u o u s and V(y) = 0 it follows that

for any p o s i t i v e or n e g a t i v e d e f i n i t e Liapunov function V(y)

y ÷ 0 <=> V(y) ÷ 0 (y ~ G, I IYL <- a I < a). (9.3)

LiapunovVs Second M e t h o d of i n v e s t i g a t i o n of the s t a b i l i t y

is b a s e d on the use of L i a p u n o v functions. In this paragraph,

we p r o v e three p r i n c i p l e theorems of this m e t h o d concerning the

stability, asymptotic stability and i n s t a b i l i t y respectively.

Theorem 9.1. Suppose that there exists a Liapunov function

V(y) of class cloG) which is p o s i t i v e definite and that LV

is negative. Then the zero s o l u t i o n of system (0.1) is stable.

Proof. Let £ be an a r b i t r a r y positive constant, ~ < a.

We d e f i n e
 52

= inf V (y) •
llyll=

Since V(Y) is p o s i t i v e definite, it follows that ~ > 0.

Find ~ < e such that l IYl I < 6 implies V(y) < Z. Con-

sider a solution yCt,Y0) of system (9.1) w i t h I lY011 < 6.

We will show that I [y(t,Y0) I I < s for all t h 0.

If not, then there exists T > 0 such that I lY(T,Y0) I I = s

but I lY(t,Y0) I i < ~ for t ~ [0,T) . By (9.2) and by the

assumption VCy(t,Y0) ) is a d e c r e a s i n g function of t for

t C [0,T]. Since V(Y0) < £ by d e f i n i t i o n of 6, it follows

t ha t

V(y(T,Y0)) ! V(Y 0) < Z,

which contradicts the d e f i n i t i o n s of T and Z. Thus, we

have p r o v e d that (8.1) holds for every s > 0. ×

Example 9.1. Suppose that the system (0.1) p o s s e s s e s an

integral H(x) in a n e i g h b o r h o o d of the origin. Without

loss of generality, we may assume that H(0) = 0, then H(x)

is a Liapunov function for (0.1). We know that by d e f i n i t i o n

LH = 0. Thus, if H(x) is p o s i t i v e definite, then by

Theorem 9.1 s o l u t i o n x = 0 is stable. In p a r t i c u l a r , this

analysis can be applied to the H a m i l t o n i a n system (6.6).

Theorem 9.2. Suppose that the c o n d i t i o n s of T h e o r e m 9.1

hold and that the set M

 53

M = {y: LV = 0}

contains no w h o l e trajectory of system (9.1) d i s t i n c t from an

equilibrium point y = 0. Then s o l u t i o n y = 0 is

asymptotically stable.

Proof. In v i e w of T h e o r e m 9.1, it is s u f f i c i e n t to prove

(8.2). Let 0 < a I < a. Using the fact of s t a b i l i t y of the

o r i g i n we find A such that ] ly011 < A implies

I ly(t,Y0) I I < a I for all t ~ 0. We c o n s i d e r a solution

y(t,Y0) with I IY011 < A and prove that V(y(t,Y0)) ÷ 0 as

t ÷ +~. In v i e w of (9.3) and (8.2) this will prove the Theorem.

By (9.2) and by the a s s u m p t i o n V(y(t,Y0) ) is a d e c r e a s i n g

function of t. Then if V(y(t,Y0))- ~ 0 as t ÷ +~ then

V(y(t,Y0)) ÷ ~ > 0 as t ÷ +~. (9.4)

By (9.3), this m e a n s that

0 < I < I ly(t,Yo) I I _< a I Vt > O.

Let y* be a limit point of t r a j e c t o r y y(t,Y0). Obviously,

y* ~ 0. Consider the s o l u t i o n y(t,y*). Since by (9.4)

V(y*) = Z and by the a s s u m p t i o n the t r a j e c t o r y y(t,y*) does

not b e l o n g to M it follows that there exists T such that

V[yCT,y*)) < Z. Using the c o n t i n u i t y of y(t,Y0) with respect

 54

to Y0 and the fact that s y s t e m (9.1) is autonomous, we o b t a i n

that V(y(t*,Y0)) < ~ for a c e r t a i n t* which contradicts

(9.4) . x

Example 9.2. C o n s i d e r a scalar o r d i n a r y d i f f e r e n t i a l

e q u a t i o n of the second order

+ f(x)h + g(x) = 0 (9.5)

called Lienard's equation. S u p p o s e that f(x),g(x) are real

analytic for Ixl < a and that

f(x) > 0, xg(x) > 0 (x ~ 0). (9.6)

On the p h a s e space (x,i), e q u a t i o n (9.5) b e c o m e s a two-

dimensional system

(9.7)
9 = -f (x)y - g(x)

By d e f i n i t i o n , we say that the s o l u t i o n x = 0 of e q u a t i o n

(9.5) is stable, asymptotically stable or u n s t a b l e if the

solution x = y = 0 of s y s t e m (9.7) is stable, asymptotically

stable or unstable, respectively.

Consider the L i a p u n o v f u n c t i o n
 55

12
V(x,y) = ~ y + dx.

2
By (9.6), V(x,y) is p o s i t i v e definite, LV = -f(x)y is

negative and M is the interval -a < x < -a of x-axis.

The first e q u a t i o n of (9.7) shows that all n o n - t r i v i a l tra-

jectories cross this interval. Therefore, by T h e o r e m 9.2

solution x = 0 of e q u a t i o n 49.5) is a s y m p t o t i c a l l y stable.

Now consider the i n s t a b i l i t y concept. Let V(y) be a

Liapunov function. By V+ we denote any d o m a i n which is a

connected component of the open set {y: V(y) > 0, I lYl I < a}

the b o u n d a r y of w h i c h c o n t a i n s the origin.

Theorem 9.3. Suppose that there exists a non-empty domain

V+ where LV > 0. Then the s o l u t i o n y = 0 of system (9.1)

is unstable.

Proof. Let 0 < a I < a. We will c o n s i d e r solutions

y(t,Y0) w i t h initial points Y0 E V +, I IY011 < a I. Since the

origin belongs to the b o u n d a r y of V +, it is s u f f i c i e n t to prove

that for each such s o l u t i o n there exists a moment T such that

llY(T,Y0) ll = a 1
Suppose that this is not the case, i.e. there exists a

solution y[t,y*) with y* E V +, IIY*I I < a I such that

I ly(t,y*) I I < a I for all t ~ 0o Since LV > 0 in V +, it

follows from (9.2) that v[y(t,y*)) is an i n c r e a s i n g function

of t and that y(t,y*) E v +. Therefore, for t > 0

 56

V(y(t,y*)) > V(y*) > 0. (9.8)

Since V(y) vanishes on the part of the b o u n d a r y of the d o m a i n

V+ where I IYI I < a I, then we have by (9.8), that

LV(y(t,y*)) ~ ~ > 0 for all t > 0. Integrating this i n e q u a l i t y

and using (9.2), we obtain the i n e q u a l i t y

v~(t,y*)) > v(y*) + it ÷ +~ as t ~ +~.

This c o n t r a d i c t s the b o u n d e d n e s s of V(y) for I IYI I ! a I" ×

Example 9.3. Consider a conservative system

+ grad F(X) : 0, (9.9)

where x E R r, F(x) is real analytic in a n e i g h b o r h o o d of the

origin. In the phase space system (9.9) corresponds to

2r-dimensional Hamiltonian system

Xk = Yk'
(9.10)
(k = i, .... r),
~x k '

] r 2
with Hamiltonian H = 9 k~lY
k_ + F(x). It follows from

Example 9.1 that if F(x) has a m i n i m u m at the e q u i l i b r i u m

point x = 0 that it is stable. This a s s e r t i o n is known as

the L a g r a n g e Theorem.
 57

Suppose n o w that F(x) has a maximum at x = 0. Moreover,

representing F(x) in the form

oo

F(X) = ~ F (j) (x) , (m >_ 2) ,

j =m

where F (j) is a h o m o g e n e o u s f o r m of o r d e r j, we suppose that

F (m) (x) is negative definite. We show t h a t in this case the

equilibrium point is u n s t a b l e .
r
For the p r o o f consider the Liapunov function V = ~ XkY k.
k=l
Then

r 2 r r 2 _ m F (m)
Yk- xk Yk + "

k=l k=l Sx k k=l

where by dots, we d e n o t e terms in p o w e r s of x of o r d e r greater

than m. Thus, LV is p o s i t i v e definite in a small neighborhood

of the origin. We can c o n s i d e r as V+ the c o n n e c t e d component

of the o p e n set of p o i n t s where V > 0 which contains the p o i n t

(e,...,e), ~ > 0. Now instability follows from Theorem 9.3.

Lemma 9.4. Consider a partial differential equation

~ V By = U(y) (9.11)
~Y

where y E G, U~y) is a q u a d r a t i c f o r m of a d e f i n i t e sign

in G, and eigenvalues of B have negative real parts. Then

Equation (9.11) has a u n i q u e solution V(y) which is a

 58

q u a d r a t i c f o r m of the o p p o s i t e sign to the sign of U(y).

Proof. In v i e w of the C o r o l l a r y of Lemma i.i, we n e e d

to i n v e s t i g a t e o n l y the sign of V~y). The l e f t - h a n d p a r t of

(9.11) is a d e r i v a t i v e of V a l o n g the t r a j e c t o r i e s of the

linear s y s t e m

= By. (9.12)

S u p p o s e that U(y) is p o s i t i v e d e f i n i t e . If V(y) is not

negative definite, then there exists a n o n - e m p t y d o m a i n V +.

By T h e o r e m 9.3 s o l u t i o n y = 0 of (9.12) is u n s t a b l e w h i c h

contradicts the a s s u m p t i o n on e i g e n v a l u e s of m a t r i x B. x

§i0. Quasi-Normal Form

In v i e w of T h e o r e m 8.1 further investigation of the s t a b i l i t y

of the t r i v i a l s o l u t i o n of s y s t e m (0.i) is n e e d e d if m a t r i x A

has e i g e n v a l u e s w i t h zero real p a r t s and has no e i g e n v a l u e w i t h

positive real part. L i a p u n o v c a l l e d such cases c r i t i c a l .

In this p a r a g r a p h , we i n t r o d u c e the n o t i o n of q u a s i - n o r m a l

f o r m for a s y s t e m of o r d i n a r y d i f f e r e n t i a l equations, w h i c h is

an i n t e r m e d i a t e c o n c e p t b e t w e e n that of NFIS and NF. This n o t i o n

is s p e c i a l l y a p p r o p r i a t e d for c r i t i c a l cases. Thus, let us

a s s u m e we have a s y s t e m w i t h x' = (Xl,...,Xm), (i ~ m ~ n)

corresponding to e i g e n v a l u e s w i t h zero real parts, i.e.

Re K' = 0, and Re K" = (Re K m + l , . . . , R e Kn) < 0. We n o t e that m

 59

m a y be equal to n in w h i c h case v e c t o r x" w i l l be absent.

As in §3, w e r e d u c e (0.1) to

~' = J1xl + X v (X',X") ,

(lO.l)
~" = A"X" + X " ( X ' , X " ) ,

where j1 is a J o r d a n c a n o n i c a l m a t r i x w i t h e i g e n v a l u e s

<ir...,<m, eigenvalues of A" are Km+l,...,<n, X',X" are

(formal) series and x" can have l i n e a r terms in x'.

N o t e that in c r i t i c a l c a s e s c o n d i t i o n (3.5) always holds,

which implies that s y s t e m (i0.i) is f o r m a l l y e q u i v a l e n t to

NFIS. This fact was u s e d by L i a p u n o v [i] in his c o n s i d e r a t i o n s

of c r i t i c a l cases. But the t r e a t i s e can be s i m p l i f i e d if one

uses r e d u c t i o n of s y s t e m (10.1) to a s i m p l e r f o r m than NFIS.

We a s s o c i a t e w i t h (i0.i) a system

Y' = J'Y + Y' (Y')

(10.2)
9" = A"y" + Y" (y',y")

where Y',Y" are formal p o w e r series.

Definition i0.i. If in s y s t e m (10.2)

Y"~',0) = 0, (10.3)

Y~ d o e s not d e p e n d on y" and its e x p a n s i o n c o n t a i n s r e s o n a n t

 60

terms only, i.e. equation

9' = J'y' + Y' (10.4)

is in NF, then we say that (10.2) is in q u a s i - n o r m a l form (QNF).

Theorem i0.I. System (I0.i), by m e a n s of formal change of

variables

X' = y' + h' (y',y") ,

(10.5)
x" = y" + h"(y')

can be r e d u c e d to a QNF. In e x p a n s i o n s of h',h" resonant

terms are arbitrary, non-resonant terms are d e t e r m i n e d

uniquely provided resonant ones are fixed. Thus, distinguished

transformation (10.5) to QNF is unique.

Proof. Differentiating (10.5) w i t h respect to t and

taking into a c c o u n t (i0.i) and (10.2) we obtain

J'h' + X' (y'+h',y"+h") = Y' + ~~h' (J'y'+Y') + ~~h'

-~ (A'y"+Y")

~ ~,. (10.6)
A"h" + X"(y'+h',y"+h") : Y" + ~ (J'y'+Y')

Setting y" = 0 in (10.6) and using (10.3) we o b t a i n the

following differential equations for d e t e r m i n a t i o n of

h '0 = h' (y',0),h"(y') :

 81

0 Sh'0 yw _ y,
~h' j, , ,0 = X' ( y ' + h ' O , h '') -
~y, y - J'h

(10.7)
~y, g'y~ - = (y +h' ,h") - ~y---F

System [10.7) coincides with [3.7) which determines trans-

formation of (i0.i) to NFIS. Hence by T h e o r e m 3.1 s e r i e s

h ' 0 , h '' are determined uniquely if the r e s o n a n t coefficients

0
of h' are fixed.

Now set h ~* = h' - h '0 Subtracting (10.7) from (10.6)

w e see t h a t h'* satisfies the e q u a t i o n

Sh'*
Sy' J'y' + Sh'* A"y" - J'h'* =
(i0.8)
8h'* ~h'*
= AX' - Sy---r-Y' - $y,--7-£X"

where

AX = X ~ ' + h ' 0 + h ' * , y " + h ") - X ( y ' + h ' 0 , h " ) . (10.9)

Also, by (3.17] and (10.7)

Y' = X' ( y ' + h ' 0 , h '') (res) (lO.lO)

The operator on the l e f t - h a n d s i d e of CI0.8) can be w r i t t e n as

d(') A y - J' (.), A = diag{J',A"}

dy
 62

By Lemma i.i its e i g e n v a l u e s are (q''<') + (q"'<") - <k'

(k = l,...,m), which are n o n z e r o since Re <' = 0, Re <" < 0,

and lq"l ~ i. Hence, equation (10.8) determines formal series

h'* uniquely.

Remark. It follows from 410.10) that Y(y') is c o m p l e t e l y

determined by h ' 0 , h ''. As was noted, transformation

X' = y' + h'0(y'),

(lO.11)
x" = y" + h"(y')

reduces system (10.1) to NFIS (3.2) w h e r e Y' (y',0) coincides

with Y' (y') in 410.2) and (10.4). Thus, for the p u r p o s e of

calculation of Y' (y') we can use t r a n s f o r m a t i o n (i0.ii) which

is simpler than (10.5) as h '0 does not depend on y".

The next p r o b l e m is that of c o n v e r g e n c e of formal series

h' and h".

As in §3, we write

~' = I x' + x'(x',x"),

410.12)
~" -- A"x" + ~" (x' ,x"),

where I ~ = diag{K1,...,<m}. Therefore, coefficients of linear

terms of X~ are ~2,...,~m.

Theorem 10.2. Suppose that

(i) I (q',<') - <kl _> ~ > 0 (k = 1 ..... m) (10.13)

 83

for all q' such that (q,K') / Rk;

(ii) the coefficients of (10.4) satisfy

m ~ (q'-r'+ek)
<
Ik ~ i r k Y k

<_ d l(r',K') I ~ Y~q'-r'+ek) , d > 0 (10.14)

k=l

for all r' = (rl,...,rm), rk 6 Z+,

2 ~ Ir'l ~ lq'l, r' ~ q' + e k and such that

(3.13) holds. and d are independent of

k and q'

Then, if series X',X" in (10.12) are convergent, it

follows that series h',h" in d i s t i n g u i s h e d transformation

(10.5) are c o n v e r g e n t too.

Proof. Without loss of generality, we may suppose that

A" = J", X" = X". Also, it is possible to show that

(10.13)-(10.14) imply 02 = "'" = ~m = 0 (see Remark 2 to this

Theorem. Anyway in the sequel we shall apply it under this

condition only). Thus, X' = X' If as before

h ~ = h'* + h '0, h '0 = h' (y',0),

then convergence of h'0,h " follows from Theorem 3.2.

So it is sufficient to prove the convergence of h'* which

 64

satisfies equation (10.8) where J' = I' By (10.9)

AX k = Zk(Y,h'* , (k = l,...,n)

where Zk are convergent serles in powers of y,h'* Equating

coefficients of y'q'y"q" in (10.8) we obtain

[(q,<) - <k]hk,(q',q") = {Zk(Y,h'* ) } (q',q")

- i=I~ r~qh{(r''q")riY~
' - r ' + e i ) , (10.15)

n ,(r' ,r") .) (q'-r' ,q"-r"+e i)

[ [ hk ri{Zi(Y,h' }
i=m+l r v,r''
(k = i ..... m).

By (10.14) and (3.13)

m (q'-r'+ei) m y(q'-r'+e i)
riY i d I (r',K') I ~ i I
i=l < i=l
I (q'<) - <kl - (I (q",Re <")I 2 + I (q",Im <") + (q',K') - KkI2) I/2

[dI(r',<' ) + (q",Im <") -<kl + d(l<kl + I(q"'Im <")I] " ~ Y(q'-r'+ei)i I

< i=l
(I (q",Re <")12 + I(q",Im <") + (r',<') -K k12) I/2

m (q'-r '+ei)
I
where co is a positive constant which is greater than
 65

d(IKkl + I (q",Im <") I

d + (q", Re K")

for all k = l,...,m, lq"] ~ i. Further

(q'-r' ,q"-r"+ei)
ri{z. (y,h'*) }
i=m+I l
I (q,<) - <kl

n (q'-r' ,q"-r"+e. )
Ir" 1 {Zi(Y,h,*) } 1
i=m+l
l(q", Re <") ]

2 i gn (q'-r' ,q"-r " +e i)

{Zi(Y,h'*)
<K-~[ _ i

where < * = minIRe <kl (k = m + 1 . . . . n), since i n 1 ~ lq" I + i.

With the aid of these estimates, we have

m ~ (q'-r'+e.)
l~(q',q") i < i_~_l{Zk(Y,h,,)}(q',q") i + CO 111 ~(r',q")l, Yi 1
K "= r !

• "Z " h'*" ~ (q'-r',q"-r"+e i)

2 ~ ~ l~(r' 'r") I t i~Y, )~ I
+ ~-~ i=m+l r' ,r"

Multiplying the above inequality by y'q'y"q" and summing over

all k and q we obtain, for suitable c I > 0, the majorant
relation

m~. m ~ m^. n ^ i
~=i k ~ Cl k=Z1zk ~y'h'*) + °l k[lh~ i[iYiYi

m^, n ^,
+ el X i(Y'h
i=m+l
 66

Thus, we need prove the c o n v e r g e n c e of

n ^.
v(y) = [ h k.
k=l

For suitable e > 0 and 8 > 0, we have

n m ^ ]2

~k (y,h' * ) = n m ^.] ' (k = l,...,n)

i i yi i i hi

and

[m ]2
^ i i yi
Yk (Y') = (k = 1,...,m).

It is sufficient to consider the case Yl = O O Q

Yn = ~ > 0.
Setting

v(n) = nu(n)

we obtain

2 2
clam qu Cl~(n+u)
u
l-Snu + l-~n (n+u) (u+l)n.

Equation
 67

2 Cl~ (n+~) 2
~(~,~) = ~ c m n~
l-~q~ l-~n(n+~) (~+l)n = 0 (10.16)

has the u n i q u e solution ~(~) with m(0) = 0. This s o l u t i o n

is a n a l y t i c by the I m p l i c i t F u n c t i o n Theorem. Since ~ > u,

as the c a l c u l a t i o n s l e a d i n g to (10.16) show, then u(D)

converges and thus v(q) converges also. x

Remark 1. The s u f f i c i e n t c o n d i t i o n s for the c o n v e r g e n c e

of f o r m a l t r a n s f o r m a t i o n s to QNF and to N F I S g i v e n by T h e o r e m s

3.2 and 10.2 are the same. But it is not true in g e n e r a l that

the c o n v e r g e n c e of a t r a n s f o r m a t i o n to N F I S i m p l i e s the con-

vergence of a t r a n s f o r m a t i o n to QNF.

R e m a r k 2. U n d e r the p r e s e n t a s s u m p t i o n on the e i g e n v a l u e s of
K.
1
matrix A the h y p o t h e s i s of T h e o r e m 10.2 m e a n s that -- are
Kk
rational (i, k = l,...,m) and that

Yk = K k Y k a (y') (k = l,...,m)

where a (y ' ) is a (formal) series w i t h o u t c o n s t a n t term.

§ll. Reduction Principle

C o n s i d e r the QNF (10.2)

9 1 = j,y, + y, (y~) (ii.i)

9" = A"y" + Y" (y' f y") l (11.2)

 68

corresponding to a real analytic ystem (0.i). Suppose

that Y',Y" are analytic for I IYl I < A.

Equation (ii.i) is an m - d i m e n s i o n a l NF. Obviously the in-

stability of s o l u t i o n y' = 0 of (Ii.i) implies the i n s t a b i l i t y

of s o l u t i o n y = (y',y") = 0 of (11.1)-(11.2).

Suppose now that the trivial solution of (ii.i) is stable

and V(y v) is a Liapunov function satisfying the c o n d i t i o n s

of T h e o r e m 9.1, i.e. V(y') is p o s i t i v e definite with LV ~ 0.

Let us construct, with the help of Lemma 9.4, a Liapunov function

for the linear system

~" = A"y".

Define W(y") as a q u a d r a t i c form s a t i s f y i n g the e q u a t i o n

~W A"y" 2 2 (ii.3)
~y" = -(Ym+l + "'" + Yn )"

By Lemma 9.4, W(y") is p o s i t i v e definite. Now

U(y) = V(y') + W(y") (11.4)

satisfies the c o n d i t i o n s of T h e o r e m 9.1 for system (9.1)-(9.2).

To see this note that

~V (j,y,+y,) + ~W (A"y"+Y")
L(II.I)_(II.2)U - ~y, ~y,---7

2 2 dW y,,,
= L(II.I)V- ( Y m + l + . . "+ Y n ) + -dy"
-
 69

where hhe subscript of L denotes evaluation along the system

for which the differentiation was made. Thus, U is positive-

definite, L(II.I)_(II.2)U is negative in a sufficiently small

neighborhood of the point y' = y" = 0 by (11.5) and (10.3).

It follows that the zero solution of system (11.1)-(11.2) is

stable. Moreover, if V(y') satisfies the conditions of

Theorem 9.2 for system (ii.i) then function (11.4) also satis-

fies the condition of Theorem 9.2 and the zero solution of

system (11.1)-(11.2) is asymptotically stable in this case.

Consider a solution y(t,Y0) of system (11.1)-(11.2), where

Y0 = (Y0'Y~)" Obviously,

! II
y(t,y 01 = (y' (t,y~), y"(t,Y0,Y0)),

where y' (t,y6) is a solution of (ll.1) only. Suppose that

flY' (t,Y~) I I < A for t e [0,T).

Then y"(t,Y0,y
0 ' ") is a solution of the system

~" = A"y" + Y" (y' (t,y~) ,y"), t 6 [0,T) (11.6)

such that y"(0,y~,y~) = y~. It follows from (10.3) that (11.6)

can be written as

~" = [A"+~(t,y~)]y" + Y~(t,y"), t 6 [0,T) (11.7)

 70

where ~(t,y~) is a matrix whose norm can be made arbitrarily

small by d e c r e a s i n g A,Y~ is a u n i f o r m l y convergent series in

powers of y".

Now consider the quadratic form W(y") defined by (11.3).

We observe that

L(II.7)W = -(Ym+l
2 +'''+ Yn2 ) + ~~W (#Y"+Y~)'

hence

1 2 2
L(II.7) < - [ (Ym+l+...+yn) <_ -XW

for a proper ~ > 0, if A is small enough. Using (9.2) and

integrating the inequality

dW*~"" (t)) < -XW(y" (t)) t • [0,T)

dt - ' '

where y"(t) is a solution of s y s t e m (i1.7), we obtain

W(y"(t)) < W(y~)e -lt, t • [0,T).

Hence, for suitable ~ > 0,

1
- ~ ~t
i lY"(t) II ~ ~i [Y~[i e , t E [0,T) (11.8)

The geometrical interpretation of the above analysis is

 71

the following. To any t r a j e c t o r y y of (ll.1)-(ll.2) be-

l o n g i n g to the i n v a r i a n t h y p e r p l a n e y" = 0 in the

A-neighborhood of the o r i g i n there c o r r e s p o n d s the i n v a r i a n t

surface F d e f i n e d by

r = {y: llyll < A, y' e ~}

w h i c h we shall call an i n v a r i a n t c y l i n d e r c o n s t r u c t e d over ~.

Solutions on F a p p r o a c h e x p o n e n t i a l l y to s o l u t i o n s on y as

t increases for t 6 [0,T). If the s o l u t i o n y' = 0 of

system (ll.l) is s t a b l e then T = +~ and s o l u t i o n s on F tend

to t h o s e on y as t ÷ +~.

If the e q u i v a l e n c e between system (i0.i) and its QNF

(11.1)-(11.2) is a n a l y t i c then the c o n c l u s i o n s on the s t a b i l i t y

are v a l i d for s y s t e m (i0.i), and t h e r e f o r e for s y s t e m (0.i).

A l s o the p h a s e p o r t r a i t in the n e i g h b o r h o o d of the o r i g i n w i l l

be the same, i.e. the n e i g h b o r h o o d of the o r i g i n (0.i) is

s t r a t i f i e d by i n v a r i a n t a n a l y t i c cylinders F constructed

over t r a j e c t o r i e s on the m - d i m e n s i o n a l invariant analytic

s u r f a c e p a s s i n g t h r o u g h the origin.

The a b s e n c e of a n a l y t i c e q u i v a l e n c e of (0.i) and its QNF

does not imply the a b s e n c e of i n v a r i a n t s u r f a c e s but t h e i r

non-analyticity (see [15]). Still the d i v e r g e n c e of t r a n s -

formations to QNF, in g e n e r a l , prevents the use of QNF for the

i n v e s t i g a t i o n of the n e i g h b o r h o o d of the o r i g i n of s y s t e m (0.i).

However, v e r y o f t e n the n o t i o n of QNF can be used for the

 72

i n v e s t i g a t i o n of the s t a b i l i t y p r o b l e m s . We c o n s i d e r two

situations Cthe t e r m i n o l o g y is due to Liapunov) :

[i) algebraic, w h e n the s t a b i l i t y of the o r i g i n d e p e n d s

on a f i n i t e n u m b e r of terms in the e x p a n s i o n of the r i g h t - h a n d

part of s y s t e m t0.1);

Cii) transcendental, w h e n for the s o l u t i o n of the s t a b i l i t y

p r o b l e m s one has to take into a c c o u n t all terms of the e x p a n s i o n

of the r i g h t - h a n d part of s y s t e m (0.i). Let us c o n s i d e r the

algebraic case. The p o s s i b i l i t y of u s i n g the QNF in this case

is b a s e d on the f o l l o w i n g simple fact:

Lemma ii.i. Let h(i) (y) (i = 1,2) be the formal p o w e r

series w h i c h have the same c o e f f i c i e n t s up to order N in-

clusively. If

x = y + h (i) (y) (i = 1,2) (11.9)

are two t r a n s f o r m a t i o n s of s y s t e m (0.1) reducing it to

= Ay + y(i)(y) (i = 1,21, (ii.i0)

then p o w e r series y(i) (i = 1,2) also have the same co-

e f f i c i e n t s up to the order N inclusively.

(i)
Proof. Y s a t i s f y the e q u a t i o n s
 73

y{i) ~h (i) • ~ h (i) y[i)

- - A y
~y + A h (~) + X ( y + h i) ~y

(ii.ii)
(i = 1,2).

Subtracting one e q u a t i o n (ii.ii) from another, we o b t a i n

AY - ~(Ah)
Sy Ay + A A h + X * ( y ) A h ~(Ah)
Sy y(1) + Sy
~h (2) AY,

where A denotes the d i f f e r e n c e of y(i) h(i) and X* is a

formal series w i t h o u t constant term. Since expansion of Ah

b e g i n s w i t h terms of order > N + 1 it follows that terms of

AY also have order > N + i. ×

Consider now system (i0.i) and let ~N denote a vector

polynomial which coincides w i t h terms of e x p a n s i o n of h up

to the order N inclusively. The a n a l y t i c transformation

x' = y' + ~ - m N ( y )
(11.12)
X" : y" + h" (y)

obtained from t h e formal transformation (10.5) to QNF (10.2)

reduces (i0.i) to

Y' = j,y, + ~ - ~ N + y$
(11.13)
9,, = A,,y,, + ~ N + y ,,

where expansions of Y~,Y", do not have terms of orders less

 74

than N+I.

Since the case is algebraic, the stability of trivial

solution of (i0.i), and therefore of (11.13), is defined by

the truncated system

91 = jiyl + c ~ N
(11.14)

9" = A"y" +
~N

provided N is large enough. Since (11.14) is QNF it follows

that it is sufficient to study the first equation

9, = j,y, + c ~ N
(11.15)

only. A priori it is not known whether the case is algebraic

or transcendental. Usually, it can be learned by finding a

Liapunov function which guarantees the stability or the in-

stability regardless of the terms in (11.15) of order greater

than N.

Without proving general theorems, we suggest that if V(y')

is such a Liapunov function for system (11.15) then it is

useful to try the function defined by (11.4) as a Liapunov

function for system (11.13). If it works, then the problem of

stability of the zero solution of system (0.I) is reduced to

that of m-dimensional system (11.15) which is in NF. This

principle is known as the reduction principle. For general

formulation, see [15].

 75

In the n e x t two p a r a g r a p h s , we shall use this p r i n c i p l e in

the two s i m p l e s t c r i t i c a l cases c o n s i d e r e d by L i a p u n o v [I].

§12. C r i t i c a l , C a s e of one zero E i g e n v a l u e

Consider real a n a l y t i c system (0.i) and s u p p o s e that

matrix A has one zero e i g e n v a l u e w i t h o t h e r s h a v i n g n e g a t i v e

real parts. Let s be an e i g e n v e c t o r of the t r a n s p o s e d m a t r i x

A* corresponding to the zero e i g e n v a l u e , s i ~ 0. T h e n the

nonsingular linear t r a n s f o r m a t i o n

x = Sx

where the t r a n s p o s e d m a t r i x S* is of the form

S* = (e I F ...,el_ 1 r s, ei+l,...,en)

reduces (0.i) to a s y s t e m w i t h the m a t r i x of c o e f f i c i e n t s of

th
the linear p a r t h a v i n g zero i row. D r o p p i n g - in x and

renumbering variables, we o b t a i n

~' = X' (x',x")

(12.1)
~" = A " x " + ~"(x',x")

where x ~ = x I, and e i g e n v a l u e s K2,...,K n of m a t r i x A" have

n e g a t i v e real parts.

U s i n g T h e o r e m 10.1, we m a k e the d i s t i n g u i s h e d formal

 76

transformation

x' = y' + h' (y',y")

(12.2)
x" = y" + h"(y')

of (12.1) to

Y' = Y'(Y')
(12.3)
9" = A"y" + Y"(y',y"),

where

Y"(y',0) : 0. (12.4)

Then, as in t h e previous paragraph, we distinguish between

two cases:

(i) algebraic, when y, = gy,N + ..., g ~ 0,

(ii) transcendental, when Y' = 0.

We shall see that these terms have the same sense as

described in t h e p r e v i o u s paragraph.

We make a transformation

x' = y, + ~ N(y,,y,,) ,

r~ i N (12.5)
x" = y" + h" (y') .
 77

By L e m m a ii.i (12.5) reduces (12.1) to

~, = g y , N + y~(y.,y.),

(12.6)
9" = A"y" + r ~ D N ( y ' , y '') + Y ~ ( y ' , y " ) ,

where Y"(y',0) = 0 and e x p a n s i o n s of Y,,Y,'" begin with

terms of order g r e a t e r than N.

T h e o r e m 12.1. In the a l g e b r a i c case if g < 0 and N

is odd then the zero s o l u t i o n of s y s t e m (0.i) is a s y m p t o t i c a l l y

stable. In all o t h e r cases, i.e. w h e n N is even or w h e n N

is odd and g > 0, it is unstable.

Proof. In v i e w of (12.5) it is s u f f i c i e n t to p r o v e the

assertion for s y s t e m (12.6). According to §ii, we use the

Liapunov function

U(y) = V(y') + W(y"),

where
2
y' , if N is odd,

V(y')= I} y' , if N is even,

wtY") is a quadratic f o r m d e f i n e d by the d i f f e r e n t i a l equation

~W A"y" 2 2
~y,. = g(y2 +...+yn) . (12.7)
 78

He~ce

~g ~N+i 2 2 ~W ~ N .
+y2+...+Yn) + Y'Y~ + ~-~ ( Y " +Y,) , if N is odd,

L(12°6)U [g[y ,N+y2+...+yn)

2 2 + y, + ~W ~Tw~N ,,
. ~y,, ( Z +Y.). if N is even.

By the p r o p e r t i e s of Y',, Y",,Y", L(12.6)U is p o s i t i v e or

negative definite, the sign being d e f i n e d by g. If N is

odd, g < 0, then W is p o s i t i v e definite quadratic form by

Lemma 9.4, hence U is p o s i t i v e definite and at the same

time L(12.6)U is n e g a t i v e definite. Thus, by T h e o r e m 9.2

the o r i g i n is a s y m p t o t i c a l l y stable.

If N is odd, g > 0 then the d o m a i n U+ is not empty and

L(12.6) U > 0 in U +. By T h e o r e m 9.3, the o r i g i n is

unstable. The same is true if g > 0 and N is even. If N

is even and g < 0 in order to apply T h e o r e m 9.3 one should

take -U as the L i a p u n o v function. Then T h e o r e m 9.3 is valid

as before. ×

Now we c o n s i d e r the t r a n s c e n d e n t a l case. Then the QNF

is

9' = 0, ~" = A"y" + Y"(y',y"). (12.8)

Theorem 10.2 is v a l i d trivially in this case and, hence, trans-

formation (12.2) is analytic for I lY"l I < A, say. According

to §ll it is s u f f i c i e n t to find a L i a p u n o v function for e q u a t i o n

Y' = 0. Since V = y,2 satisfies the c o n d i t i o n s of T h e o r e m 9.1

 79

we o b t a i n

Theorem 12.2. In the t r a n s c e n d e n t a l case the zero s o l u t i o n

of s y s t e m (i0.i) is stable.

Consider the g e o m e t r i c picture of t r a j e c t o r i e s of (0.i)

in the t r a n s c e n d e n t a l case. At first let us c o n s i d e r the

QNF (12.8). There is an interval -A < y' < A of the

y'-axis filled w i t h e q u i l i b r i u m points

y' = c, y" = 0 (Icl < A) (12.9)

Corresponding to the f a m i l y (12.9) there is the f a m i l y of

equilibrium points

X' = C + h' (C,0)

(12.10)
x" = ~" (c) Icl < A

of s y s t e m (12.1). In order to o b t a i n the e x p l i c i t equation of

the above curve w h i c h is filled w i t h p o i n t s of equilibrium, we

solve the first e q u a t i o n (12.10) with respect to c

c = x' + g'(x'). (12.11)

By the I m p l i c i t F u n c t i o n Theorem, g' (x) is a c o n v e r g e n t series.

Then, we s u b s t i t u t e (12.11) into the second equation of (12.10)

to get
 80

x" = h"(xi+g ' (x')) (12.12)

which is the equation we looked for.

Invariant cylinders F described in §ll are hyperplanes

y' = c , Ily"l <a,

motions on which exponentially tend to equilibrium points (12.5)

as t ÷ +~. Accordingly, for system (12.1) we obtain the

stratification of the origin by the invariant n-l-dimensional

surfaces

I X' = c + h' (c,y")

I ly"l < A, Icl < A

X" = y" + h"(c),

or

x ! = c + hi (c,x"-h" (c)) (12.13)

motions of which exponentially tend to equilibrium points (12.10).

Note that the property of system (12.1) to have a family of

equilibrium points is characteristic of the transcendental case.

Indeed, this is impossible in the algebraic cases since as was

proved in Theorem 12.1 in these cases there exists a Liapunov

function V with LV of definite sign which is impossible if we

 81

differentiate V along the e q u i l i b r i u m points.

Equation [12~13) defines an analytic integral

c = x' + g~ (x',x") (12.14)

of system (12.11)~ In (12.14) g' (x',x") is a convergent

series.

Theorem ~2,3. System (12.1) has an analytic integral

(12.14) if and only if the case is transcendental.

Proof. We have already proved the existence of integral

(12.14) in the t r a n s c e n d e n t a l case.

Suppose now that system (12.1) has an analytic integral

(12.14). The change of v a r i a b l e s

y' = x' + g' (x' ,x") ,

(12.15)
y" = x"

reduces (12.1) to

(12.16)

9" = A"y" + X" (x',y") = A"y" + Y" (y',y")

Consider the equation

 82

¢(c,y") = A"y" + ~"(c,y") = 0 (12.17

Since A" has no zero e i g e n v a l u e s it f o l l o w s that

det = det A" ~ 0.

(0,0)

By the I m p l i c i t F u n c t i o n T h e o r e m s o l u t i o n y"(c) of (12.17) is

an a n a l y t i c f u n c t i o n for small Icl. Thus s y s t e m (12.16) has

an a n a l y t i c f a m i l y of p o i n t s of e q u i l i b r i u m (c,y"(c)). It was

n o t e d that this implies that the case is t r a n s c e n d e n t a l . ×

Thus, we see that the s o l u t i o n of the s t a b i l i t y p r o b l e m in the

c r i t i c a l case of one zero e i g e n v a l u e is r e d u c e d e i t h e r to the

c a l c u l a t i o n of the sign of g, or to p r o v i n g that the case is

transcendental.

In a c c o r d a n c e w i t h the r e m a r k to T h e o r e m i0.i, for the

c a l c u l a t i o n of g it is m o r e a p p r o p r i a t e to use the t r a n s f o r m a -

tion to NFIS i n s t e a d of that to QNF. Transformation to NFIS

has the f o r m

x' = y' + h' (y')

(12.18)
x" = y" + h " ( y ' ) .

Moreover, smnce all terms in h' (y') are r e s o n a n t then

h' ~ ' ) = 0 when (12.18) is the d i s t i n g u i s h e d transformation.

By ~.17) g is the first n o n - z e r o c o e f f i c i e n t of the e x p a n s i o n

 83

Y'CY',0) = X'(y',h").

By C3.7) the equation for the determination of h" is

- ~--~ (y ,0) = 0.

Since Y' (y',0) = gy,N + --., it f o l l o w s that terms of the ex-

pansion of h" of o r d e r less than N satisfy the equation

Ay" + X"(y',y") = 0. (12.19)

So g is t h e first non-zero coefficient of the expansion of

X"(y',y"(y')) where y"(y') satisfies (12.19) formally.

(12.19) implies the following criterium for the case to be

transcendental.

Theorem 12.4. If t h e r e exists an identity

X' (y',y") = f(y',y",A"y"÷X"(y,,y,,))

where f(y',y",z) is a (formal) series without constant term

such that f(y',y",0) = 0 then the case is t r a n s c e n d e n t a l .

Exercise [i]. InveStigate the stability of the origin of

the following system

= ~3m-l)x 2 - (m-l)y 2 - (n-l)z2 +

+ (3n-l)yz - 2mzx - 2nxy;

= -y + x + (x-y+2z)(y+z-x)

= -z + x + (x-2y+z)(y+z-x).
 84

Answer. If 5m ~ 7n, then the origin is unstable; if

5m = 7n > 0, then the origin is unstable, if 5m = 7n < 0

then the origin is a s y m p t o t i c a l l y stable, if m = n = 0 then

the origin is stable (non-asymptotically).

§13. Critical Case of One Pair of Pure

Imaginary Eigenvalues

Consider the real a n a l y t i c system (0.I) and suppose that

matrix A has one pair of pure imaginary eigenvalues

±i~ (w / 0) w i t h others <3,...,<n having negative real parts.

By the linear n o n - s i n g u l a r change of v a r i a b l e s ~ = Sx, w h e r e

the t r a n s p o s e d matrix S* is of the form

S* = (e l, .... s ..... s ..... e n) ,

and s,s are c o m p l e x conjugate eigenvectors corresponding to

eigenvalues ±iw placed in S* in such a way that

det S* ~ 0, we reduce system (0.i) (after r e n u m b e r i n g

variables and d r o p p i n g subbar _) to

Xl = i~xl + X l ( X 2 ' X 2 ' X " ) '

x2 -- -iwx2 + X2(Xl'X2'X")

i" = A"x" + X" (Xl,X2,X")

From the r e a l i t y of (0.i) it follows that x2 -- Xl' X2 = Xl"

Using the result of E x a m p l e 2.2 and T h e o r e m 10.1, we c o n c l u d e

 85

that there exists a formal change of variables

Xl = Yl + hl(Yl'Y2'Y")

x2 = Y2 + h2(Yl'Y2'Y") (13.2)

x" = y" + h"(yl,Y2 )

w h i c h reduces (13.1) to

Yl = i Yl + YlPI(YlY2 ) '

Y2 = -i Y2 + Y 2 P 2 ~ I Y 2 )' (13.3)

9" = A"y" + Y" (yl,Y2,y") , Y" (ylY2,0) = 0,

where PI,P2 are formal series in powers of yly 2 without

constant terms. It can be seen from equations (10.7) and

(i0.8) that the second equations in (13.2) and (13.3) are the

complex conjugates of the first ones.

Again, we d i s t i n g u i s h between two possible cases;

(i) algebraic, when

Pl(ylY2 ) = G(ylY2) + iH(YlY 2) ,

where G = g(ylY2 )N + ..., g ~ 0, H(yly 2) are

formal series w i t h real coefficients,

 86

(ii) transcendental, when P1 = iH(YIY2)' and hence

P2 = - i H ~ I Y 2 ) "

Consider, at first, the algebraic case. The analytic

transformation

Xl = Yl + ~ 2N+2, x2 = Y2 + ~ 2N+2
(13.4)
,~ .2N+2
x" = y" + h"

obtained from (13.2) by truncating it, reduces (13.1) to

Yl = iYl[~ + ~2N~IY2) + gYI(YlY2 )N + YI*'

9 2 = -iY2[~ + ~2N~ylY2)] + gy2(ylY2 )N + Y2,,(13.5)

9" = A"y" + ~Iv2N+2 + y~,

where Y"(y',0) = 0, expansions of Yl,,Y2,,Y~ begin w i t h the

terms of order greater than 2N + 2.

Theorem 13.1. In the algebraic case if g < 0 then the

trivial solution of system (0.1) is a s y m p t o t i c a l l y stable and

if g > 0 it is unstable.

Proof. In view of (13.4) it is sufficient to prove the

assertion for system (13.5). According to (11.4) we consider

the Liapunov function

 87

U = yly 2 + W(y"),

where WCy") is a q u a d r a t i c form s a t i s f y i n g the e q u a t i o n

~W A"y" 2 2
~y,, = g(y3+...+yn).

By Lemma 9.4, W(y") is of d e f i n i t e sign w h i c h is o p p o s i t e

to that of the c o n s t a n t g. Also,

2 2
L(13.5)U = g[(YlY2 )N+I + Y3 + "'" Yn ]

~W 2N+2+y~)
+ YlY2* + Y2YI* + 7 (~

Since Y2 = ~i' it follows that the first s u m m a n d is of the

sign of g. By the p r o p e r t i e s of YI,,Y2,,Y~,Y" the same is

true for L(13.5)U, provided the n e i g h b o r h o o d of the o r i g i n

is small enough. U(y) itself is p o s i t i v e definite if

g < 0. Also, the d o m a i n U+ is not empty when g > 0.

Now the a s s e r t i o n of the T h e o r e m follows from T h e o r e m s 9.2

and 9.3. ×

Remark. According to the R e m a r k to T h e o r e m I0.i for the

practical calculation of the c o n s t a n t g it is more appropriate

to use the c h a n g e to NFIS w h i c h is of the form

 88

Xl = Yl + hl(Yl'Y2)

x2 = Y2 + h2(YI'Y2)

x" = y" + h"(yl,Y2 )

where Y2 = ~i' h2 = ~i"

Consider now the t r a n s c e n d e n t a l case. ONF (13.3) reduces to

Yl = iYl[~ + H(YlY2)]

92 = -iY2[~ + H(YlY2)] (13.6)

~" = A"y" + Y"(yl,Y2,y").

condition C5.7) is trivially satisfied. As it was shown

in §5, it guarantees the convergence of d i s t i n g u i s h e d trans-

formations to NFIS. Since conditions of Theorems 3.2 and

10.2 coincide, it follows that series hl,h2,h" in (13.2)

are c o n v e r g e n t for I IYl i < A, say. Suppose that QNF(13.6)

is analytic for i IYl i < A also.

As we know, product yly 2 is an integral of the NF

corresponding to the first two equations of (13.6). Thus

V = ylY2 is the L i a p u n o v function which satisfies the

conditions of Theorem 9.1. According to §ii, this implies

Theorem 13.2. In the t r a n s c e n d e n t a l case the trivial

solution of system (0.i) is stable.

The geometric picture of the trajectories of system (13.6)

 89

for I IYll < A is as follows. The real space Re YI'

Im y l , Y 3 , . . . y n is s t r a t i f i e d by invariant cylinders r:

~Re yl) 2 ÷ CImYl )2 c, l ly"l < A, Icl < A,

the i n t e r s e c t i o n of w h i c h w i t h i n v a r i a n t two-dimensional hyper-

plane y" = 0 gives a family of closed trajectories y which

are a c t u a l l y circles. All solutions belonging to r ex-

ponentially tend, as t ÷ +~, to p e r i o d i c solutions on y.

Since the general solution of the first two e q u a t i o n s of (13.6)

is

i[~+H(c)]t -i[~+H(c)]t
Yl = cle ' Y2 = c2e '

-i
it follows that the period of these solutions is 2~[~+H(c)] ,

/C being the radius at the c o r r e s p o n d i n g circle (compare w i t h

~5~.

Transformation x ÷ (Re YI' Im yl,y") is real analytic

with non-zero Jacobian. Thus the s u f f i c i e n t l y small n e i g h b o r h o o d

of the origin of s y s t e m (0.1) is s t r a t i f i e d by n - l - d i m e n s i o n a l

analytic invariant surfaces the i n t e r s e c t i o n s of w h i c h w i t h two-

dimensional analytic invariant surface passing through the

o r i g i n give a closed trajectory of s y s t e m (0.i). So the

sufficiently small n e i g h b o r h o o d of the o r i g i n in this two-

dimensional analytic surface is c o v e r e d w i t h closed trajectories.

Every solution is either p e r i o d i c or e x p o n e n t i a l l y tends to a

periodic one as t ÷ ÷~.

 90

Consider the integr~l yly 2 = c of system (13.6). It

follows from the Implicit Function Theorem that t r a n s f o r m a t i o n

(13.2) is i n v e r t i b l e

Yl = Xl + g l ( X l ' X 2 'x'')

Y2 = x2 + g2(xl'x3'x") (13.7)

y" = x" + g"(Xl,X2,X")

gl,g2,g" being c o n v e r g e n t power series. Thus

H = XlX 2 + g(xl,x2,x") (13.8)

where g = xlg 2 + x2g I + glg2, is an a n a l y t i c integral of

system (13.1). Moreover, since integral (13.8) is a special

case of i n t e g r a l F in §6 (see (6.2)) it follows that the

existence of an a n a l y t i c integral (13.8) implies that the

case is t r a n s c e n d e n t a l . Thus, we have the f o l l o w i n g result.

Theorem 13.3. System (13.1) has an a n a l y t i c integral

(13.8) if and only if the case is t r a n s c e n d e n t a l .

In c o n c l u s i o n note that if n = 2, i.e. if the d o u b l e p r i m e d

variables are absent, the a l g e b r a i c case c o r r e s p o n d s to a

focus, and the t r a n s c e n d e n t a l case c o r r e s p o n d s to a center.

 C H A P T E R III

QUASI-PERIODIC SOLUTIONS

§14. Preliminaries

Consider system (0.i). T h e o r e m 3.2 gives s u f f i c i e n t con-

ditions for the c o n v e r g e n c e of the formal t r a n s f o r m a t i o n to NFIS,

or, if the d o u b l e p r i m e d v a r i a b l e s are absent, to NF. One of

these c o n d i t i o n s requires that

I (q,<) - <kl _> ~ > 0

for all n o n - r e s o n a n t k,q.

In this chapter, we a b a n d o n this c o n d i t i o n . We say then

that we admit small d i v i s o r s because in c a l c u l a t i n g the co-

e f f i c i e n t s of t r a n s f o r m a t i o n s to N F I S or to NF we have to

d i v i d e by (q'<) - <k"

The first r e s u l t on the c o n v e r g e n c e of t r a n s f o r m a t i o n s to

NF w i t h small d i v i s o r s was o b t a i n e d by K. L. Siegel [16]:

T h e o r e m 14.1. If for all k,q (k = l,...,n; lql ~ 2)

I (q,<) - <kl > ylql -(n+l), y > 0 (14.1)

then the d i s t i n g u i s h e d transformation to NF converges.

N o t e that u n d e r a s s u m p t i o n (14.1) NF is l i n e a r

i~ = Ay. (14.2)
 92

V. A. Pliss [17] p r o v e d the f o l l o w i n g generalization of

Theorem 14.1:

Theorem 14.2. If NF of system (0.i) reduces to (14.2)

and for all n o n - r e s o n a n t (k,q) (14.1) holds then there exists

a convergent transformation to (14.2).

Almost all < satisfy c o n d i t i o n (14.1) for suitable y > 0.

However, if for e x a m p l e there exist two e i g e n v a l u e s w h i c h differ

by sign only then (14.1) is not valid b e c a u s e some of (k,q) are

resonant.

Although Theorem 14.2 admits resonances, still the r e q u i r e -

m e n t that NF is linear imposes a severe r e s t r i c t i o n which is not

caused by the n a t u r e of the problem.

Consider a real a n a l y t i c system (0.i) and suppose that

matrix A has pure i m a g i n a r y eigenvalues. In the sequel, we

confine ourselves to the case when all e i g e n v a l u e s are pure

imaginary. However, the results concerning the e x i s t e n c e of

quasi-periodic solutions of s y s t e m (0.i) are valid in a more

general case when there exist also e i g e n v a l u e s with non-zero

real parts. For an e x t e n s i o n of proofs one should use the

notions of NFIS or QNF as in [18] and [19].

Suppose that all e i g e n v a l u e s of m a t r i x A are simple.

Then, we can reduce it to the d i a g o n a l form. (0.i) takes the

form

~k = i~kXk + Xk(X'~)'
(14.3)
Xk = "i~kXk + Xk' (k = l,...,n),
 93

where bar denotes the second variable in each complex conjugate

pair, and the c o r r e s p o n d i n g function on the r i g h t - h a n d side. We

write

xk ~ x(q,~)xqx~,
lq~:2 k

where

xqx-q ql ql qn~qn (k = l,...,n),

= Xl x I "" . x n n ' q k , q k E 2+,

lql = ql + ~i + "'" + qn + qn"

It follows that

h Iq~:2X k(q,q) xqx-q

thus by the usual notation

xlq ) :

So X(x) uniquely determines X(x).

Consider the linear approximation of (14.3)

Xk = i~kXk' x k = -i~k~k, (k = l,...,n). (14.4)

It has a solution
 94

i~kt -i~kt
Xk = cke ' ~ k = ~k e , (k = l , . . . , n ) . (14.5)

In p o l a r coordinates

i~ k -i~ k
x k = rke r Xk = rke , (k = 1 , . . . , n ) ,

(14.4) reduces to

rk = 0, Sk = ek' (k = 1 ..... n). (14.6)

Torus T which is a d i r e c t product of n circles r k = Ck,

Ck = Ck~ k (k = l , . . . , n ) is i n v a r i a n t for l i n e a r system (14.4),

or (14.6). Assume that all C k ~ 0, i.e. T is an n - d i m e n s i o n a l

torus.

I~finition 14.1. Numbers ~l,...,~n are c a l l e d rationally

independent if

Pl~l + ... + P n ~ n = 0 (Pk 6 Z) -~-> p = 0 (14.7)

Otherwise, e I ... ~n are rationally dependent.

It f o l l o w s that rational independence of two n u m b e r s ~i,~2

means the irrationality of the r a t i o ~i/~2.

If f r e q u e n c i e s ~l,...,~n in (14.6) are r a t i o n a l l y

dependent then solutions on t o r u s T are periodic. T h e y are

not periodic in the c o n t r a r y case, a n d we say t h a t solutions on T

 95

corresponding to r a t i o n a l l y independent frequencies el """ ~n

are q u a s i - p e r i o d i c .

Consider a convergent series

f = lq~=0f(q'q)xq~"

Substituting solution (14.5) into it we o b t a i n a convergent, if

ICkl are small enough, Fourier series

oo
f(t) = [ F (p'p) (c,~) e i(p'~)t , (14.8)
p~---oo

where as usual

(p,~) = Pl~l + ... + Pnen .

If in (14.8) ~l,...,~n are r a t i o n a l l y independent we say

that f(t) is q u a s i - p e r i o d i c w i t h basic frequencies ~l,...,~k.

If n = 1 the q u a s i - p e r i o d i c function reduces to p e r i o d i c one

of p e r i o d 2~/~.

In the sequel, we shall deal w i t h n o n - l i n e a r system (14.3).

The p r o b l e m under c o n s i d e r a t i o n is as follows:

to find the c o n d i t i o n s which guarantee the e x i s t e n c e of

quasi-periodic solutions of s y s t e m (14.3), and to find their

representation in form (14.8).

 96

§15. Principle Theorem

Consider system (14.3) and suppose that the frequencies

el,...,~ n are rationally independent. Resonance equations

(2.12) reduces to

(q-q'~) - <k = 0 (k = l,...,n) (15.1)

(14.7) implies that the NF for system (14.3) is

Yk = i~kYk + YkPk (y~)'

(15.2)
Yk = -i~k~k + YkPk (k = l,...,n)

where Pk(yy) denotes a (formal) series in powers of products

ylYl,...,yky k without constant term.

By Theorem 3.2 there exists a unique distinguished

change of variables

Xk = Yk + hkCY'~)'
(15.3)
Xk = Yk + % ,

which reduces (14.3) to NF(15.2).

In this chapter, we consider the case when all coefficients

of Pk (k = l,...,n) are pure imaginary:

Pk(r) = iHk(r), (15.4)

 97

where Hk are series in powers of r = (ylYl , .... Yk~k ) with

real c o e f f i c i e n t s . We assume also that

Q = det u ~ / 0. (15.5)
r=0

If n = 1 then, according to ~13, the case is t r a n s c e n d e n t a l .

So we say that if (15.4) and (15.5) hold then the case is

general transcendental.

As it was noted in ~2, t r a n s f o r m a t i o n s to NF's are not

uniquely determined because resonant terms of h,h in (15.3)

are arbitrary. Consider another transformation of (14.3) to

NF(15.2):

Xk = Yk + hk(Y'Y)
(15.6)
~k = 7k + hk ,

w h e r e not all r e s o n a n t coefficients are zeros.

Lemma 15.1. Transformation (15.6) reduces (15.1) to a

NF for w h i c h c o n d i t i o n s (15.4) and (15.5) are satisfied.

Proof. Consider a homogeneous change of v a r i a b l e s

Yk = Yk [I + }k (y*y*)] '
(15.7)

h : y~E 1 + T~ (y*~*)3, (k = l,...,n)

 98

where ~k are homogeneous forms of order ~ E N in

y l Y l , . . . , y n y n, Differentiating (15.7) w i t h respect to t we

obtain

iy~(l+~k)[~k+Hk ( ~ y ~ (l+}j+~j+}j~j)))] :

n 3~k ~ --
= "*(l+(~k)
Yk + Yk 3[l~-~j
= (Y'Y*)(Y3Y~ ) ' (k,j - 1 ..... n).

Hence

9k* : iY{[Wk+Hk(Y*Y*)]' (k• = l,...,n),

w
where Hk are series with real coefficients which have the

same linear terms as H k-

Since any transformation (15.6) can be represented as a

product of distinguished transformation (15.2) and transformations

(15.7) for Z = 1,2,..., it follows that, for the new NF, (15.4)

and (15.5) hold. ×

The reason for paying special attention to the trans-

cendental case is that NF(15.2) under assumption (15.4)has

formal "quasi-periodic solutions"

i[~k+H k(p)]t -i[~k+H k(p) ]t

Yk = Ck e , ~k = ~k e ,

Pk = CkC~' (k = l,...,n),
 99

belonging to the formal "invariant tori" y ~ = p. These solu-

tions generate w i t h the help of (15.3) formal "quasi-periodic

solutions" of (14.3).

In the sequel, we will show that in the general trans-

cendental case most of formal "quasi-periodic solutions" of

(14.3) are analytic.

Theorem 15.1. In the general transcendental case there

exist ~ > 0 and series hk(y,y,p ) (k = l,...,n) in powers

of y,~ convergent for I IYll < /~, IlYl I < /e for each p

belonging to a m e a s u r a b l e set ~e of e - n e i g h b o r h o o d Ve of

the origin in ~n where

mes ~ e
lim mes V - i, (15.8)
~÷0

such that change of v a r i a b l e s

Xk = Yk + hk(Y'~'Y~)
(k = l,...,n), (15.9)

reduces system (14.3) to

@k = iYk[ ~k+Hk (y~'y~)]'

(15.10)
Yk = -iY-k[~k+~k (YY'YY)]'

where HC~y,0) are convergent for IYjYjl < e (j = 1 ..... n)

 1 O0

series in powers of yj~j for each p C ~s with real co-

efficients. Also, constants

Zk (p) = ~k + Hk(P'P)' p C ~]~s, (k = l,...,n),

satisfy inequality (14.1) for suitable y = y(p).

Corollary. Tori yy = p, p ~ ~s are invariant for

system (15.10), hence (15.10) possess quasi-periodic solutions

i~k(P)t -iPk(P)t
Yk = cke ' ~k = Ck e '
(15.11)
Pk = CkCk' (k = 1 .... ,n).

Substituting (15.11) into series (15.9) we obtain the following

representation of quasi-periodic solutions of system (14.3):

i~k (P)t +~ ( _ i(p,~(p))t

xk(t) = cke + [ xK p) (c,c,p)e ,
P=-~ (15.12)

x k (t) = cke-i~k (p)t + ~ x ( P)e -i(p'~ (p))t , (k = i, .... n) .

p~--oo

Fourier series (15.12) are unfiromly convergent with respect to

I Icl I < /s, I I~l I < /~, p = c~ ~ ~e, coefficients xl p) being

convergent series in powers of c,~.

The following four paragraphs are devoted to the proof of

Theorem 15.1. Functions hk(Y,~,p), hk(Y,~,p) will be

 101

constructed by a m e t h o d of successive approximations with

quadratic convergence. The basic idea of use of such a sequence

of t r a n s f o r m a t i o n s was introduced by A.N. Kolmogorov [ii] in a

different context.

As a p r e l i m i n a r y transformation, we use a change of

variables

Xk = Yk + ~ k 2N(y,~) ' Xk = Yk +
- -
~ k2N(y,~), (k = 1 ''" .,n) ' (15.13)

obtained by the truncation of (15.3) where N E N is large

enough and to be chosen later. As a result, we obtain a system

Yk = iYk[Wk+Hko (y~) ] + Yko(Y'Y)'

(15.14)
Yk = -iXk [~k+Hko (y~) ] + --
Yko ' (k = l,...,n),

where Hko = v~ k2N-2 and expansions of --

Yko,Yko begin w i t h

terms of order not less than 2N + i.

For our c o n s i d e r a t i o n s it is convenient to add to system

(15.14) the following equations

_ m

Pk = YkYko + YkYko ' (k = l,...,n).

So we obtain as an initial system the following:

Yko = iYko [~k+Hko (Yo~o) ] + Yko (Yo'Yo)

Yko = -iY--ko[~k+Hko(Yo~o )] + Yko' (15.15)

Pko = YkoYko + YkoYko ' (k = l,...,n).

 102

(15.15) is equivalent to (15.14) if the initial values of p

and Y0~0 agree; i.e. if p0(0) = y0(0)~0(0) which we will assume.

§16. Formal Construction

Suppose that after the t h step of successive approxima-

tions, we have obtained a system

9k~ = iYkg[Wk+Hk9 (YvT~,pv) ] + Ykm (Yv'7~'Pm) '

Yk~ = "iYk~[~k+ Hk~(Y~7~'P~) ] + Y--k~' (16.1~)

• - - , p(O) (o) (o)
Pk~ = Yk~Yk~ + Yk~Yk~ ~ = Y~ y~ , (k = l,...,n),

where in the sequel indices ~ and s denote the number of

a step and the first index denotes the number of a coordinate.

For N E ~ we assume

N = 2N i' NO = N, i.e. N = 2~N0; (16.2)

= ~
) q~ (16~3 )
Yk~ lqj~2N~+1Y(q'q)
k (D~ Y~Y~;

~)
(16• 4 )
Hk~ = nko(y~y-~) + o=~lGk~(Yj~'%)'

where

2N -2 (~+ek,~)
i Gko = [ Yk,~-i (P~)YqY-q" (16.5)
lqi=2N~_1

Coefficients are of the form

 103

(q,~)
y (q'q) ~k9
(16.6)
k~ =
a(q,q)
k~ (Pv)

where ~ (q'q) are constants, ~ (q'~) is a product of a finite

k~ "k~
number of sums

n
Pk[~k+Hko(P~'P~ )]' Pk E 2,
k=l

where IPl = IPll + °-. + IPnl ~ 2 N (0 ~ ~ < v). Also, in

(q+e] ,q)
(16.5) coefficients Yk,~-i are real functions, i.e. the

(q+ek,q)
responding ek,~-I in (16.6 I) are real constants. Thus

Hk~(y~,pg) are polynomials in y~ with real coefficients.

Rational independence of Wl,...,~ n implies that every co-

efficient of Yk~,Hk~ is analytic at the point p~ = 0.

Consider s E N. Assume that (16.1)-(16.6 ) hold for

= l,...,s. Note that they also hold for ~ = 0 by properties

of system (15.15) = (16.1o).

We make a substitution Ss+l:

Yk,s+l = Yks + }k,s+l(Ys'~s'Ps )

Yk,s+l = Yks + }k,s+l (16.7)

Pk,s+l = Pks + APks '

where
 104

(16.8)
APks = Yks~k,s+l + Yks k,s+l + ~k,s+l~k,s+l

in order to reduce system (16.1s) to the form (16.1s+ I) for

which (16.2s+l)-(16.6s+ I) hold. Consider, instead of (16.1 s)
and (16.1s+l) , the following systems:

Yks = iYks[~k+Hks(Ps'Ps )] + Yks(Ys'~s'Ps )

Yks = -iYks[~k+Hks (Ps'Ps) ] + ~ks (16.9)

- - _(o) (o) (o)

Pks = YksYks + YksYks ' Ps = Ys Ys

and

Yk,s+l = iYk,s+l[~k+Hks(Ps+l'Ps+l)]+ Gk,s+I(Ys+I~s+I'Ps+I)

+ Yk,s+l (Ys+I'~s+I ' Ps+l )
(16.10)
Yk,s+l = -lYk,s+l[~k+Hks(Ps+l'Ps+l )]+ Gk,s+I(Ys+I'Ys+I'Ps+I)
+ Yk,s+l

• - - ~(o) (o) (o)

Pk,s+l = Yk,s+iYk,s+l + Yk,s+iYk,s+l ' ~s+l = Ys+IYs+I

(16.9) and (16.10) are equivalent to (16.1 s) and (16.1s+ I)

respectively.
Since the second equations of (16.7) and (16.10) are
complex conjugate to the first ones, it is sufficient to
consider only the first equations. Differentiating (16.7) with
 105

respect to t and writing Hks(Ps) for Hks(Ps,Ps) we obtain

for each k = lr...,n

i(Yks+~k,s+l )[~k+Hks(ps+Aps )]+ Gk,s+ 1 (ysYs+Aps,Ps+APs) (16.11)

+ Yk,s+I(Ys+I'~s+I'Qs+I ) =

n ~k,s+l M n

= iYks[~k+Hks(Ps)] + Yks + I - - (YjsYjs+YjsYjs) +

j=l ~Pjs
n
÷ I ~%k,s+l [iyjs(~j+H~s) + Yjs ] +
j=l ~Yjs
n ~¢k,s+l
[-i~js(ej+H]s) + ~js ].
j=l ~gjs

We define ~k,s+l as a solution of the following system

of differential equations

n | , ,
j=l[ ~Yjs Yjs ~yj---- (~j - ~k,s+l(~k+Hks ) =

= YksGk,s+I(YsYs'Ps ) + ks ,= (Yjs~k'j+l+YJ S PJ's+l) -~Pjs

- +

- - t 4Ns
+ iYks(Ys,Ys,Ps) , (k = l,...,n)
2Ns+I

where Q2
{f}Ql denotes the terms of the expansion of a function
f in powers of ys,Ys of order lql satisfying inequality

Q1 ~ lql ~ Q2'
Hence, by (16.11),
 106

Yk,s+l(Ys+l'~s+l'Ps+l ) = ks~s'Ys'Ps ) + (16.13)

n ~H~s )I~
+ iYks =g[l ~Pjs (Yjs~j's+l+~j's#j's+l 4N +i -
s

- iYk,s+l(AGk,s+l+Uks ) - i~k,s+l (AH~s+Gk,s+l(Ys+lYs+l'Ps+l) ) +

r--
i

j~l[~Yjs IS + ~--Yjs Is + ~Pjs (YjsYjs+YjsYj~ '

where

~H~s = H*ks (Ps+APs) - Hks

* (Ps) q

AGk,s+ 1 = Gk,s+ l(ysys+APs,Ps+APs ) - Gk,s+ 1 (YsYs,Ps), (16.14)

Uks = AHks - j=l

~ ~s (Yjs~j,s+l+~js~j,s+l).

(16.13) and (16.14) imply that the expansions of Yk,s+l in

powers of Ys+l,Ys+ 1 begin with terms of order not less than
4N s + I. We seek #k,s+l in a polynomial form

4N s
• (q,~) q..~
~k,s+l = lqi=~Ns+ 1 ~k,s+l (ps)ysYs •

Equating in (16.12) coefficients for yqy~ we obtain

 107

D ks
(q'q)~~k,
(q'~)
s+l = iy (q'~) + K(q'q)
~ ks ks + (16.15)

n H*ks [ (ql'q2
-- ' . .,qk-l,qk,
. . . . ,qj,qj-l,.
. . ,qn,qn )
[ ~
j=l Pjs [ ~j,s+l

(ql,ql,...,qk,qk-l, .... qj,qj-l,-..,qn,qn) 1

+ ~j,s+l

where

D (q,~) n _ , (16.16)
ks = j=l
[ (qj -qJ-dkJ ) (~j+Hjs (Ps)) '

0, if [ lqj-qj-6kj I ~ 0
K(q,~) j=l
ks = i n (16.17)
-iY(q'q)ks , if qj - qj - ~kj = 0 for all j = l,...,n;

~kj is the Kronecker symbol.

n
For ~ I -- I~ 0 it follows from (16.15) (16.16)
j=l qJ-qJ-6kJ
and (16.17) that

•k,s+l
( q , q_ ) i y (q,q) + l__!___- n 3 ~ (...) (...)
ks j=[l~-~js (~j,s+l + ~j,s+l)' (16.18)
(q,q) (q,q)
Dks Dks

where upper indices in ~s+)l are the same as in (16.15).

Substitute ~ i s +"" ) and ~j,s+l

(''') into (16.18) using their
representation by the same formula (16.18). Calculations show
that
 108

• ( _ q i , q(q,q)) + i n ~H~s
k,s+l (q,~) Yks [D(q,q)] 2 j=[l ~Pjs
Dks [ ks J

) 16.19)
[js
+Y.
(%,ql,...,%,%-1 .....%,5-1 ....,%,<)].
]s j

(16.19) is valid in non-resonant cases only.

If qj = qj + 6kj for all j = l,...,n, i.e. if co-

efficient ~(q'q) is resonant then it is easy to see that in

rk,s+l

the right-hand side of (16.15) coefficients ('''~

~k,s+ and (''')
#k,s+l

are resonant too. Consider at first, resonant (q'q) of order

~k,s+l

, • (q,q)
q = 2N s + i. Then by (16.17) such ~k,s+l are arbitrary,
so we set them equal to zero. Then, successively, we define

all resonant coefficients of ~k,s+l to be equal to zero. Thus,

all coefficients of polynomials ~k,s+l are uniquely determined.

(q,q) *
Also, ~k,s+l are analytic as functions of Ps at points Ps

where coefficients of Yks are analytic and where D(q'q)ks ~ 0.

In particular, they are analytic in a neighborhood of the origin

Ps = 0, since ~l,...,~n are rationally independent.

The Jacobian of transformation (16.7) at the point

w
Ys = Ys = 0, Ps = Ps is equal to i. Hence, by the Implicit
Function Theorem the change of variables (16.7) is invertible
 109

and the inverse transformation is of the form

Yks = Yk,s+l + ~k,s+I(Ys+I'Ys+I'Ps+I )'

y ks : + ks+l (16.20)

Ps = Ps+l + APs+I'

where APs+l : Yk,s+l~k,s+ 1 + y--k,s+l~k,s+ 1 + 9k,s+l~k,s+l,gk,s+ 1

being a series in powers of Ys+l,~s+l. Coefficients of ~k,s+l
can be determined by means of the identities

~k,s+l (Ys+l'~s+l ' Ps+l ) =

(16.21)

= -~k,s+l(Ys+l+~s+l,Ys+l+~s+l,Ps+l+APs+l ).

(16.21) implies that coefficients of ~k,s+l are polynomials in

coefficients of ~k,s+l and their derivatives. In particular,

•k,s+l (= q
-~(q'q)
~k,s+l
'for q2N s + 1) -< lql < 4N
- s"

Now, for calculating the coefficients of Yk,s+l we have to

substitute (16.20) into the right-hand side of (16.13) and

equate coefficients of like powers. So we obtain that the co-

efficients of Yk,s+l are polynomials in the coefficients of

~k,s+l and in the coefficients of the right-hand side of (16.13)

and their derivatives. Writing coefficients of Yk,s+l as ratios,

 110

Hks(Ps+ I) in numerators as Hks(Ys+iYs+l,Ps+l) and re-

expanding them in powers of Yx+lYs+ 1 we obtain

Y(q'q)
k,s+l in form (16.6s+i) " Also, as was noted earlier '

expansions of Yk,s+l in powers of Ys+l,~s+l begin w i t h

terms of order greater than or equal to 4N s + 1 = 2Ns+ 1 + i.

We show now that Gk,s+l(Ys+lYs+l,Ps+l) is a polynomial

in Ys+l~s+ 1 w i t h real coefficients. This will imply also

that Ps+l is of the form (16.10) because by (16.7) Ps+l =

= Ys+lYs+ I. Since (15.15) has properties of (16.1o) , then we

can define the t r a n s f o r m a t i o n s SI,...,Ss+ 1 and by (16.20)

their inverses -i .
s~l,...,Ss+l Now define

Ts+! = SlloS21 o... OSs+

-1 1

and write in Ts+l, Ys+lYs+l instead of Ps+l" Thus, we

obtain a transformation

(y0,~0) ÷ (Ys+l,Ys+l),

which is analytic at the origin and reduces (15.15) = (16.1 o )

to (16.10) where Ps+l = Ys+lYs+l" The latter system is a NF

within terms of order less than or equal to 2Ns+l, because all

divisors in the coefficients of Hks,Gk,s+ 1 can be expanded in

powers of Ys+l~s+ I. In C16.6s+ I) divisors are real functions.

Using (16.5s+ I) we conclude that the numerators in the co-

efficients of Gk,s+ 1 also have to be real, for if not we would

get a c o n t r a d i c t i o n to Lemma 15.1.

 111

So if we write H k s ( P s + l , P s + I) in the form

k

Hks(Ys+lYs+l,Ps+l) we reduce (16.10) to (16.1s+l). This means

that we can use the construction described in §16 for each

s E 2+.

§17. Inductive Lemma

Let e be a positive constant which will be chosen small

enough, ~i,...,~ n be real constants satisfying the inequality

n 2 -(n+l)
I ~ Pi~i l > IPl , p ~ 0, Pk E ~. (17.1)
k=l

By means of a change of variables y = ey' where e > 0 is

sufficiently small we can achieve that in system (15.5) series

Yko (k = l,...,n) converge for i IYt I ~ i, ilYl I ~ 1 and for

such y,~

I aHko
IHko l < i, < i, IYko I < 1 (k,j = 1 ..... n). (17.2)
a(Yjo~jo)

For 9 E Z+ we consider a sequence of numbers

3 in e
v-i 2N~+l
e v = ~ (2N~+I) , e0 = 1 (17.3)
• ~=0

and a sequence of sets

%~,D = {~,~)- llyll <_ %, IIFII _< %} (17.4)

 112

2
9~v(p) = {p: l~k-~k+Hkv(P) l < n+2' I IPl I < s~} (17.5)
2n(4N+l)
(k = l,...,n).

We say that function Z(y,y,p) is analytic in the domain

U x~ if it is determined and analytic in a neighborhood of
each point of the set U
Assume that for ~ = 0,1,...,s, (s 6 ~+), system (16.1~)
satisfies the following conditions (Is):

Yk~ (y~,~,p~), (k : l,...,n) is analytic in the domain

U~ (yv,~v) × 9 ~ (pv), where

IYkv(y~,~y,p~)l < i, (17.6~)

which implies that in ~(p~)

1Y(q'~)
kv (P~) I < ~ 1 (17.7~)

Gk (y~y~,p~) , (k = l,...,n; d = i,...,9) are analytic in the

domain U ~y,~) × ~(p~), where Gk~ and all its first
derivatives DjGk~ with respect to yj~yj~ and pj~ (j = l,...,n)
satisfy the inequalities

IGk(~l , IDjGk(~I < e3(4N<+I) -(n+2). (17.8(~)

 113

Hence by (16.2), (16.4) and (17.2) in Uv(yv,yv ) x ~1~v (Pv)

JHk~)l , IDjHkv I < i + e I 2~°~. (17.9))

~=i

This paragraph is devoted to the proof of

Lemma 17.1. Substitution (16.7) or, which is the same,

(16.20) reduces (16.1 s) to (16.1s+ I) which satisfies conditions
(Is+ 1 ) obtained from (Is) by replacing s by s + i. Also
~k,s+l (k = l,...,n) in (16.20) are analytic in

Us+l(Ys+l,Ys+l ) x ~s+l(Ps+l) where

l~k,s+l(Ys+l,~s+l,Ps+l) [ < 2-(s+l)e 3. (17.10)

We divide the proof of Lemma 17.1 into sections.

1 °. Estimates of coefficients of in (16.7) and

~k,s+l
of their derivatives.
We show first that in the domain
~s
2-(n+2) 2
D ks
(q'~) (Ps ) > for lql ! 4N s (17.11)
jqjn+l

where Dks(q'q) is defined by (16.16) . By (17.5)

 114

Ij=l
[ [qj-qj-6kj) (~J-Zj+Hjs
* (Ps)) I -<

E2
_< n(4Ns+l) (~j-Zj+H;s(Ps) I <_
2 (4Ns+I) n+l "

Hence by (17.11

n n
Iks
D (q,q) I>I [ (qj-qj
j=l -@kj )]~j I - I [ -
j=l (qJ-qJ-6kJ >

2 2
E
(lqI+l) n+l 2 (4Ns+l) n+l

which implies (17.11) since lql J 4N s.

In the sequel constants N and e are assumed to
satisfy Lemmas 18.1-18.4. If needed s is reassigned to be
sufficiently small.
By (16.19), (17.11), (17.1) and (17.9 s)

e-22n+21qln+l -44n+2 2n+2

IYk,s+
l~(q'q) I < + ~n ~ lql
lqr
cs
~ql
-5 2n+2
< (17.12)
s

We set

Ci) = @ e(i-1) (i = 1,2,3), (17.13)

Es s s

where
 115

in E
2Ns+I _(0) = e , (3)
@s = (2Ns+I) ' Us s = es+ 1 • (17.14)

Also,

(i)},
Us(i)(~,~) = { ( y , D l lyll -< ~s(±) , II~II ~ ~s
(i = 1,2),

(i) { *
~s (P) = P: l~)k-~k+Hks (P) I <
< 1 e2 }
2 ; I I~ll < (~(1))2
2n (4Ns+l) n+2 s "

By Lemmas 18.1 and 18.4

2 (1)) 2 e2 (n+2)
e s - (8 s > (4Ns+l)-

Hence, using Lagrange's formula and (17.9s) , we conclude that

domain ~(i) together with its e3(4N +l)-(n+2)-neighborhood
s s
belongs to ~s" Now, using the Cauchy estimates, we derive

from (17.12)

$~(q,q) I
• k,sZl < ~-81~ I3n+4 , (k, j = l,...,n). (17.15)
~Pjs elql
S

2° . Estimates of ~k,s+l and of their derivatives.

We denote by M[q) (Z) the sum of modulae of coefficients

of expansion of Z of order lql. The number of such co-

efficients is
 116

(lqI+l) (lq[+2)... (iq[+2n-l) 2n (17.16)

(2n-l)' < iql

In view of (17.12) and (17.16) the following estimates are valid

in ~]~s:
-5 4n+2
fql
M (q) (~k,S+l) < slqi
S
(17.17)

M(q) ["8~k's+l~yjs' 8~k's+iISYjs

] < e-5e~qsl4n+3 '

Also, in ~(i)
S
:

8#kfs+i] e-8iqi 5n+4 (17.18)

M (q)
8Ojs J < siqi
S

By Lemma 18.2, in ~]~s

M(q) (~k,s+l) < (s (i))

1 lql
S

It follows that in U S'2'(

~ × 'IllS

4Ns lql
l%,s+11 < ~ M(q) (~k,s+l) (~ (2))
lqf=2Ns+l
[~S(2)]lql (2Ns+I) in s
(17.19)
lqr Ns+~ s j s

In particular, estimates (17.19) hold in U s(2) × ~(i)

s Using
 117

(17.17) and (17.18), we obtain the same estimates as in (17.19)

for all derivatives Dj~k,s+ 1 in U(2)

s × ~(i).
s It also

follows that estimates (17.19) are applicable to Apk s defined

by [16.8).

3° . In this section, we shall prove that

us+lC~s+l,ys+l) × ~s+lc~s+l) c ss+lCUsc2)(~s 7s) x ~llcps)) c17 20)

First note that, since

Ps " Ps(2) > e2.(4Ns +l)-(n+2)

by Lemmas 18.1 and 18.4 and since 9~(1)

s together with its
3 (4Ns+l) -(n+2 )-neighborhood belongs to 91s, it follows that
Us(2) x ~(1)s together with its g3(4Ns+l)-(n+2)-neighborhood

belongs to Us × ~ s. Hence in U s(2) × ~(I)

s

IAHks(ysYs,Ps)l < n. max I ~

-
[I ~Hksl
Us× ~ s [I 4Pjs
+
1 ~Hks lllA~sll,
(Yj s~js )

therefore, by (17.9 s)

IAHks(Ys~s,Ps) [ < 2nllApsll.

In view of [17.19), this implies

 118

in E
(2Ns÷I)
IAHks I < 2n I-@ " (17.21)
s

It follows from C17.21), (17.19) and from Lemma 18.3 that

Ss+l(Us(2) (ys,~s) × ~]I(i)

s (ps)) C U s(I) (Ys+l'Ys+l) × 9]~s(Ps+l)" (17.22)

Using (16.5s+ I) and (17.7 s) and also (17.13)-(17.14), we obtain

in the same way as (17.15) the estimate

in s
(2Ns+l)
IGk,s+l(Ys+l~s+l,Ps+l) I < (17.23)
i-0 s

(17.23) is valid in U(1)s (Ys+l'~s+l) × ~(1)s " Assume that for

certain k 6 {l,...,n}

2
1 E
lek-~k+Hks(Ps,Ps ) I - 2 n+2 "
2n(4Ns+l)

We have

l~k-Pk+Hk,s+l (Ps+I,Ps+I) I _>

l~-~k+Hks(P~,~s)l - IAHksl - IGk,s+ll.

Thus, by C17.21), (17.22), (17.23) and using (16.2s) and

Lemma 18.3, we obtain
 119

]~k - ~k + Hk,s+l(Ps+l'Ps+l) ]

in ~
1 e2 (2Ns+I) g2
>- - (2n+l) >
-- 2 2n(4Ns+l)n+2 i-@ s 2n (4Ns+I+I) n+2 "

Similarly, by (17.19)

(2Ns+l)in e
lYk,s+11 -> lYsl - I%,s+11 -> ~(2)
s i-@ s > Cs+ 1 •

(U(2) × ~(i) does not

This proves that the boundary of Ss+ 1 s s
intersect Us+ 1 × ~s+l' which implies (17.20).

4° . Estimate of Gk,s+ 1 and of their derivatives.

Since by (16.5s+i), coefficients of Gk,s+l(Ys+lYs+l,Ps+ I)

(q+e k ,q)
are Yks (@s+l) of order 2N s + 1 ~ lql J 4Ns, then in

~s(Ps+l ) estimates (17.7s) are valid and also in ~(1)s (@s+l)

by the Cauchy estimates

(q+ek, q)
SYks -2 qln+2
< (17.24)
SPj,s+l

Thus, by analogy to (17.19), we obtain in U (2)s (Ys+l'Ys+l)- x

(i)
s (Ps+l)

in
(2Ns+l)
IDjGk,s+I(Ys+I~s+I'Ps+I ) I < l'O (17.25)
s
 120

By definition of Hk,s+ 1 in (16.4s+ I)

l~k - Zk + H k s ~ s + l ~ s + l ' P s + l )I !

l~k - Zk + Hk,s+l(Ys+lYs+l'Ps+l) I +

+ IGk,s+l~s+lYs+l,Ps+l )I"

(17.20), (17.22), (17.23) imply in Us+ 1 (Ys+l,Ys+l) × 9]~s+l(Ps+l) :

in s
e2 (2Ns+l)
+
I~k - ~k + Hks(Ys+l~s+l'Qs+l)I < 2n(4Ns+l) n+2 1-0 s
2
< 1
2 (4Ns+I)n+2

by Lemma 18.3. It follows that

us+l(Ys+l,~s+ I) × ~s+l(Ps+l ) c ul 2) (Ys+l,Ts+l) × ,~ll) ~s+l).

This, with the help of (17.23) and (17.25) and Lemma 18.3,

implies (17.8s+i).

5° . Inversion of Ss+ I.
By estimate (17.19) for derivatives of ~k,s+l in

U(2) × ~(i) the Jacobian of transformation (16.7) is close to

s s

the unit. By the Implicit Function Theorem and by (17.20) the

 121

inverse transformation -i 1
Ss+ defined by (16.20) is analytic

in Us+l z ~s+l" (16.21) and (17.19) imply that 9k,s+l

satisfy estimates (17.19) in Us+ 1 × ~Is+ I. Hence (17.10)
follows with the help of Lemma 18.3.

6° . Estimates of Yk,s+l and of their coefficients.

By (17.20) it is sufficient to estimate the right-hand

side of (16.13) in U(2)

(Ys'Ys)s × ~(i)
(Ps)'s Since (17.7s)

follows from (17.6s) , it is sufficient to prove that each

summand in the right-hand side of (16.13) is 0(i) as e ÷ 0.

For summands which have ~k,s+l and their derivatives as

multipliers this follows from estimates (17.19), Hks and

Gk,s+ 1 being estimated with the help of Lagrange's formula.

For estimation of Gk,s+l, we use (17.18s+i). Finally, in

Us(2) x ~(1)s by analogy to (17.19)

I{ ks}4Ns+l I < ~ ~ = 0(i). ×

lql=4Ns+l [ s )

§18. Technical Lemmas

We consider N s C ~(s E Z+) defined by (16.2 s) and

positive e < i.

Lemma 18.1. There exists N > 0 such that NO > N implies

 122

3 in E
s 2N +i
(18.1)
~=0

Proof. After taking the logarith/n of b o t h sides of (18.1)

we o b t a i n

S in(2Nv+l) i
< -- .
v=0 2Nv+l 6

This can be a c h i e v e d by m e a n s of increasing NO. ×

Lemma 18.2. There exist N > 0 and e > 0 such that

0
N O > N, ~ < e0 imply

_ lql Ins
-8 5n+4 2Ns+l +i) (18.2)
lq[ < (2Ns+I) , (lql ~ 2N s •

Proof. After taking the logarithm of b o t h sides of (18.2)

we obtain

8 5n+4 < ~ . !n(2Ns+l)

in s lnlql 2N s +i

which holds

8 5n+4 <
i,
in e

since x/in x is increasing for x > e. x

Lemma 18.3. There exist N0 > 0 and e0 > 0 such that

N > NO, e < E0 imply

 123

ins
(2Ns+I)
< s3 (2Ns+I) - (n+2) (18.3)
ins
2N +l
i- (2Ns+I) s

Proof. We o b s e r v e

(2Ns+l)in e (2Ns+l)in s (2Ns+l)in s

< =
in £ r~in s 1
2N +i l - e x p ~ 2N +i
l_(2Ns+l ) s s l-s s

Hence, it is s u f f i c i e n t to p r o v e the inequality

(2Ns+l)ln E
< e 3 (2Ns+l)-(n+2) (18.4)
1
2N +i
l-s s

At first, we shall show that (18.4) holds for Ns = NO. Taking

the logarithm of b o t h sides of (18.6) with s = 0 we o b t a i n

n+2 in
(i + E~--zr----)in(2N0+l)
~n > 3 + In ~

which obviously c a n be s a t i s f i e d by p r o p e r choice of N and s 0.

(18.4) c a n be w r i t t e n as

in e + n + 2
(2Ns+l) 3
< s .
1
2N +i
1 - s s

Since Ns ~ NO and for s > 0 (18.4) is v a l i d , it is s u f f i c i e n t

to p r o v e that function
 124

in c + b
u(x) = x , b > 0
i - ei / x

is d e c r e a s i n g for x ~ NO and small e. We h a v e

in e + b - i
u' (x) = x ~(i + i -b - ~ ) (l-el/x) - x1 el/x] "
(1-e 1/x ) in e

Hence, sign u' (x) = - s i g n v(x), where

V(X) = (i + ) (1-el/x) _ !x ell x

Taking e small enough, we o b t a i n

i + E~E > !2 "

Consider the e q u a t i o n

1 (l-el/x) 1 el/x.
= -x

Solving it, we o b t a i n

2 -x -2
e(x) = (i + ~) ÷ e as x ÷ ~.

It f o l l o w s that if £ is small enough then

 125

2 (l-sl/x) - x
~ El/x > 0 for x _> N O .

This implies v(x) > 0, t h e r e f o r e u' (x) < 0. ×

Lemma 18.4. There exist N > 0 and e0 > 0 such that

N O > N, e < ~0 imply

in
2Ns+l
e(2Ns+l)-(n+2) < 1- (2Ns+l) (18.5)

Proof. If s = 0 and e is s m a l l enough then (18.5)

obviously holds. Afortiori it h o l d s for s > 0 since the

function

x 1 - x

is i n c r e a s i n g for x > e. x

§19. Passage to the L i m i t

Consider the image ~(0) of t h e n e i g h b o r h o o d VE of

the p o i n t r = 0 under the m a p p i n g ~ + H0(r). A set of p o i n t s

6 ~(0) will be c a l l ~ d a s t r i p of w i d t h a if ~ satisfies

the inequality

n
I k =~l Pk~k I < a, (Pk @ s)"
 126

It can be proved (see [6], Ch. 5, §i) that if ~ is a strip

of w i d t h a then

mes(~ (0) ~ y) < ~K a m e s ~ (0) , (19.1)

where K > 0 depends on H0 only. We define the sets ~(s)

(s E N) as follows:

~(s) = ~(s-l) (s C N )
S,Ns+l

where ~,N deletes a set of points belonging to ~ for which

the inequality (17.1) is valid with 0 < IPl < N. Considerations

of §17 show that the set of points D ~(0) which can be used

in the system (16.1) of s th a p p r o x i m a t i o n is ~(s)

s
The following Inequality

rues 9(0) > rues ~(s) > (l_CoS)mes f~(O) (19.2)

where ~ > 0 is independent on e,s, is valid. Since the

left-hand side of (19.2) is obvious it is sufficient to prove the

right-hand side. Inequality (17.1) is violated for fixed vector

P in a strip yp of width not greater than e21pI-(n+l) The

number of different p with IpI = v does not exceed 2n~ n-l.

(19.1) implies
 127

N y) < K 2nvn-i 2 -(n+l)me s (0)

P~i 0mes ~ (0) - --
£ s Y A <
I =

-2 (0)
< Cle 9 mes ~ , where c I = 2nK.

The set ~(s) is obtained by taking away from (0) the strips

yp for w h i c h 0 < Ip I < 2N s + i. Hence

2N
(s) s -2 (0)
mes > rues ~(0) _ [ ClC~ rues ~ ,
~=i

1 2
hence we have the r i g h t - h a n d side of (19.2) with c O = ~ ~ c I.

Let now ~(s) (s C 2+) be a set of points Ps which is

the image of points ~ E ~(s) under the mapping defined by the

equalities

~k - ~k + Hks (Ps) = 0 (k = l,...,n)

Obviously, ~(0) = V . By (15.5) ' ( 1 6 . 4 s) and (17.8 s)

mes ~(s) = Q - l ( l + d s ( e ) ) m e s ~(s) (19.3)

where ~ (c) ÷ 0 as ~ ÷ 0 uniformly in s. Now (19.2) and

s
(19.3) imply

rues ~ ( s ) mes ~ ( s )
- + 1 (19.4)
rues ~(0) mes V

as e + 0 uniformly in s.
 128

System (15.5) satisfies the conditions (Io). Inductive

Lemma 17.1 implies that (I s ) hold for all s E ~+. Consider

the t r a n s f o r m a t i o n Ts: ~ 0 , ~ 0 , 0 0 ) ÷ (ys,~s,Ps), where as

before

T s = S l l o . . .oS -I
s

Assume that Ts is defined by

Yko = Yks + hks(Ys'~s'Ps)

Yko = Yks + hks

Pko = Pks + Ykshks + Ykshks + hkshks

Differences

hk,s+ 1 - hks = 9 k , s + l ( Y s + l , ~ s + l , P s + l )

are defined and anlytic in Us+l × ~]~s+l and satisfy estimates

(17.10). Therefore, sequences hks (k = l,...,n; s ~ ~+)

converge as s ÷ ~ to the limits hk~ uniformly on the set

U x ~, where U ,~ are defined by

~oo = {0oo: ~°k - ~k + Hk°o(O~o) = O, (k = l,...,n);

 t29

(symbol ~ denotes the limit as s ÷ ~). Since, by Lemma 18.1,

e > /s, it follows that functions h k ~ ( y ~ , ~ , p ~) are analytic

y~,y~ for I]Y~I I < /~, I [~11 < /~ uniformly in O~ ~ ~]~"

Now, system (16.1) is of the form

9k~ : i Y k ~ ~k + Hk~(Y~Y~'P~)] '

yk~ = -lyk[~ k + Hk (Y~Y~,P~) ],

~ = 0, (k = l,...,n).

By (17.9) Hk~(y~,p ~) are analytic in y~y~ for

IIY~II < a uniformly in P~ C ~ . Also, (19.4) implies as s ÷ ~

mes(~ ~ V s)
lim = i.
s+0 mes V e

Now, we set 9]q = ~ N V .

Since P0 = YO~0 ' P~ = Y ~ ' we conclude that the trans-

formation

h = h~ + hh~' (k : 1, . . . . ~),

reduces system (15.14) to

Yk~o = iYk~o[ek + Hkoo(Yoo~oo'Yoo~oo)] (19.5)

~k = ~iYkoo[ek + Hkoo(YooYoorYSo°)]' (k = l,...,n).
 i~.'J

using (15.13) we observe that uhe L~.,<=r~z.matzon

2N
Xk = 5koo + h'koo + ~''j< <~'o. 'h>,~7,/~SA
' ~ , ~ {k : 1, . . .,n)

reduces (14.3) to the form (igoS]~ For the complete proof of

Theorem 15.1 it is sufficient to set

2N
hk(y,y,p) = hk~(y;~0) + h k (y4h (y,y,p), y+h (y,~,p)),

Hk(yy, p) = Hk~(yy, p)~ (k = i~o..,n), x

§20. Special Cases

Theorem 15.1 reduces the prob!em of the existence of quasi-

periodic solutions of systems (14;3) with rationally independent

~l,..-,Wn to verificatior~ of conditions (15.4) and (15.5).

Condition (15.5) is verified directly, and condition (15.4)

requires that one satisfies infinitely many equalities.

Consider a reversible system of second order ordinary differ-

ential equations

2
Uk + ekUk = fk (u'6) (k = l,...,n) (20.1)

where ~l,...,~n are rationally independent, fk are convergent

power series w i t h real coefficients. We assume that system (20.1)

is invariant under a reversal of time: t + -t, i.e.

 !3I

fk(u,-u) = fk(ur~l)~ (k -"= ].,.,,,n). (20.2)

Setting

xk = u k + is~.kth,K, X k : !-~k-i'°kflk

we reduce system (20ol) to a 2 n - d i m e n s i o n a l system

X k = i u k, x k" + -~X k (-
, x ~ m .rh
j ,
(20.3)
X k = -ii~kH"k - i.Xk (x,~?)

where

Xk ( x , ~ ) iL-- fk (~t
= (~k 2 (xj l-~'j ) ; 2~0-]_
] (x.--'x, )
-] .] '" (20.4)
J

k, j : ]. . . . . . n)

(20.2) implies that Xk are series in p o w e r s of x,x with real

coefficients.

The change of v a r i a b l e s (150J) to ~ - ( ~ } 0 2 ) is d e t e r m i n e d in

v i e w of (2.5) by a s y s t e m of d i f f e r e n t i a ] equations:

co.y~t.~ - 'mkhk :
j=l
(20.5)
n ~h~ Sh k ....
= Xk(Y+h'y--+h) - k.~?(---'~y,yjH3. . . . . . . y~H~)3
3 - YkHk (k = l , . . . , n )
j -~. • OY-,,

where
 132

iHj (y~) = Pj (y~) (j = l,...,n).

If H in (20.5) are real series then (20.5) is a real

3
system and has real solution h k (k = l,...,n). Since hi 2)

do not depend on H 3• it follows that ~(2)

n k are real quadratic

forms. Then using induction, we prove simultaneously that

hk(y,y) and Hj (y~) are real, which implies (15.4).

Thus we have obtained the following result.

Theorem 20.1. If in reversible system (20.1) ~l,...,~n

are rationally independent and (15.5) holds then system (20.3)

has quasi-periodic solutions represented by expansions (15.12).

Note that under assumptions of Theorem 20.1, the conditions

of Theorem 6.2 are satisfied for each pair of eigenvalues

±i~ k (k = l,...,n). This implies that the reversible system

(20.1) has n analytic families of periodic solutions which can

be treated as quasi-periodic ones with one basic frequency.

Unlike quasi-periodic solutions which are discrete, periodic

ones form analytic families.

The discussion of ~ 1 6 - 1 7 shows that in the proof of key-

Lenmla 17.1, we use the condition of rational independence of

~l,...,~n in order to prove the reality of functions Hks (s E Z+)

only. If this is granted somehow then the necessity to re-

present coefficients of Hks,Yks in the form of (16.6 s) drops

out and rational independence of ml,...,en is only needed for

 133

the p r e l i m i n a r y transformation (15.14) to the form (15.15). One

observes then that we can s u b s t i t u t e for c o n d i t i o n (14.7) a

w e a k e r one

n
[ pk~k / 0 for 0 < IPl < 2~ + 1 (20.6)
k=l

The v a l u e of N can be e s t i m a t e d by L e m m a s 18.1 - 18.4. The

estimates of 17 can be i m p r o v e d in such a way that N = 2

(see [6,7]).

All this is v a l i d for r e v e r s i b l e system (20.1) b e c a u s e

all d i s t i n g u i s h e d transformations Ss (s C Z+) are real in

this case and all the f u n c t i o n s on the r i g h t - h a n d side of

systems (16.1 s) have pure i m a g i n a r y c o e f f i c i e n t s . This is

e a s i l y shown by the same r e a s o n i n g as before, T h e o r e m 20.1.

Hence in T h e o r e m 20.1 we can s u b s t i t u t e c o n d i t i o n (20.6) for

condition (14.7).

The same r e s u l t s are true for H a m i l t o n i a n systems

Uk - ~H
~v k , ~k - ~H k ,
~u (k = l,...,n). (20.7)

With Hamilton function

~1 n~ 22
= (Uk+V k) + H 3 (u,v),
k=l k

where H3 is a c o n v e r g e n t series in p o w e r s of u,v w i t h terms

of o r d e r not less than three and real c o e f f i c i e n t s . Setting

 134

Xk = Ux + ivk' ~k = Uk " ivk (k = l,...,n)

we r e d u c e system (20.7) to

-•- 3F
Xk = i 8F_ , x k = -i ~ (k = l,...,n), (20.8)
8x k °~k

where

n
F(x,~) = 2H( 1
(x+~), ~-~ (x-~)) = [ % X k ~ k + F 3 (~,x),
k=l

[i.e. (20.8) is of the form (14.3).

One o b s e r v e s that if NF(15.2) is a H a m i l t o n i a n system with

Hamiltonian function G(y,~) then c o e f f i c i e n t s of series

Pk (k = l,...,n) can be c a l c u l a t e d by means of d i f f e r e n t i a t i o n

of G. If Pk(q)'G(q)k denote coefficients of Pk,G of power

(y~) q then

p~q) (q+ek) , :~ , (q+ek) , (k = l,...,n). (20.9)

= qk G ' "~k

(20.9) implies (15.4) ~-~ have to be pure imaginary.

Hence, in order to sa<Is / :; ! <n (].5.6) one should c h o o s e

transformation (!5.3) ir~ r ) . a ~,y that it does not take our

s y s t e m out of the class ol E~'d3<<::<~ia:a ones. Such t r a n s f o r m a t i o n s

are c a l l e d canonical° Th~ theory <f c a n o n i c a l transformations

does not fit the frame of ¢.hese ~o~~s~ so we refer to special

treatments of the subject [2~IC],, It can be p r o v e d that a

 135

canonical transformation of Hamiltonian system (20.8) to

NF(15o3) exists (see [2], §30) which implies (15.4).

Theorem 20.2. If in the Hamiltonian system (20.7)

~l,...,~n are rationally independent and (15.5) holds, then

it has a set of quasi-periodic solutions.

The remark made after Theorem 20.1 is valid for Hamiltonian

systems too.
 APPENDIX

POINCAREIS PROBLEM

Consider a two-dimensional real system of ordinary

differential equations

= Ax + X(t,x) (i)

where the e i g e n v a l u e s of m a t r i x A are p u r e imaginary +i~,

X(t,x) is a c o n v e r g e n t series in p o w e r s of x for each

t C R with periodic real analytic coefficients. We n o r m a l i z e

the p e r i o d to 27 and assume that ~ is i r r a t i o n a l (if the

~T
period is T then we need the irrationality of ~). In the

autonomous case it is s u f f i c i e n t to a s s u m e ~ ~ 0 only.

We r e d u c e system (i) to case w h e n A = J is J o r d a n canonical

matrix, so that system (i) b e c o m e s

= i~x + X(t,x,~)
(2)
x = -ie~ +

where the second equation can be o b t a i n e d f r o m the first one by

changing x to x, and c o e f f i c i e n t s of X to c o m p l e x conjugate

functions of t.

Lemma. There exists a formal change of v a r i a b l e s

x = y + h[t,y,y),
(3)
x=[+Z
 137

where h is a formal series in powers of y,~ w i t h p e r i o d i c (*)

coefficients (if (2) is a u t o n o m o u s then h does not d e p e n d on t)

w h i c h reduces (2) to

= i~oy + yP(yy)
(4)
y = -i~ + yP

where P is a formal series in powers of y~ with constant

coefficients without constant term.

Proof. The r e s u l t for a u t o n o m o u s case was proved in

Example 2.2. Consider periodic one. Differentiating the first

equation of (3) w i t h r e s p e c t to t we o b t a i n the f o l l o w i n g

equation for d e t e r m i n a t i o n of h:

~h
~--~ + i~(~h
~ y y - ~~h ~ - h) : X(y+h,~+~) -
ay
(5)
yp
~h
7]yP -
~h ~p.

Differentiation of the second e q u a t i o n of (3) leads to (5)

written in c o m p l e x conjugate form.

Equating coefficients of yqy~ on both sides of (5) we

obtain

(*) , . . . . . . . . . . . " . . . . . . . . .

~n the sequel all p e r l o d ~ c functlons are assumed to be of

period 27.
 138

h(q'q) + i~(q-q-l)h (q'~) = K ( q , q ) + f (q'q) (6

where

if q / q+ i
(7
L _p (q) if q = q + i,

p(q)
being the c o e f f i c i e n t of P at (yy)U,--
~ f(q,q) depends

on coefficients of h,P and their complex conjugates of order

less than q + q only.

Hence, if

(q-q-l) ~ p (p E ~)

which, because of irrationality of ~, is equivalent to

q - q - 1 = p = 0, then equation (6 has the unique periodic

solution

-i .t+~
h (q'~) (t) = [e 2~i~ (q-q-l)-l] elW (t-T) f (q,q) (T)dT. (8
t

If q = q + 1 then in view of (7) equation (6) reduces to

(9

In order to have h (~+I'~) as a periodic function of t we

 139

have to set

p(q) _ 1 rJ2~f (~+I'~) (t)dt.

2~ ~0

Since h (~+I'~) satisfying (9) is not unique, we n o r m a l i z e it

to have zero a v e r a g e value.

Now all c o e f f i c i e n t s of h are determined. ×

As in §13, it is a p p r o p r i a t e to d i s t i n g u i s h two cases:

(i~ algebraic, w h e n at least one of the c o e f f i c i e n t s

of P has n o n - z e r o real part;

(ii) transcendental, when all of them are pure

imaginary.

Consider the a l g e b r a i c case, and denote by g the real

part of the first n o n - p u r e imaginary coefficient of P, i.e.

Re P = g ( y y ) N + ... (i0)

Note that by r e v e r s a l of time, we reduce g to -g, hence

it is s u f f i c i e n t to study the case g < 0.

Theorem i. If g < 0 then the trivial solution of s y s t e m

(i) is a s y m p t o t i c a l l y stable (we a t t r i b u t e to system (i) the

definition of s t a b i l i t y given in §8 for a u t o n o m o u s systems).

Proof. Use the t r u n c a t e d transformation (3):

 140

x = y + C~ 2N+2
(ii)
X = ~ + ~72N+2

which is analytic and reduces (2) to

9 = iy[w+H[y~)] + gy(y~)N + Y, (t,y,y),

(12)
y = -i~[~o+H(y~) ] + gy(yy)N + Y,

where H~) is a polynomial in y~ w i t h real constant co-

efficients, expansion of Y, in powers of y,~ begins with

terms of order not less than 2N + 3.

Consider a solution y(t),~(t) of system (12). We

observe

d ) = 2g(y(t)~(t)) N+I + y(t)Y,(t,y(t),y(t)) +

d--t (y (t) ~(t
(13)
+ ~(t)Y, (t,y (t) ,~(t) ) .

We choose a neighborhood V of the origin so small that (13)

implies

dt (y(t)~(t)) < g(y(t)y(t)) N+I (14)

provided the trajectory belongs to this neighborhood. It follows

from (14) that if initial value at t = 0 belongs to V then

 141

y(t)~(t) is a d e c r e a s i n g f u n c t i o n of t tending to zero as

t ÷ ~. Since

y(t)y(t) = ly(t) I2,

this proves the a s y m p t o t i c stability of zero solution. ×

So we see that there is no d i f f e r e n c e s in t r e a t i n g autonomous

and p e r i o d i c systems in the a l g e b r a i c case. This is not so in the

transcendental case. While in the a l g e b r a i c case, if s y s t e m (i)

is a u t o n o m o u s it follows that the change of v a r i a b l e s (3) is

analytic and thus the e q u i l i b r i u m point is a center point, it is

not so simple in the t r a n s c e n d e n t a l case. The p r o b l e m of small

divisors appears since

le2~i e(q-q-l) _ ii

is not b o u n d e d from zero in (8).

H. P o i n c a r ~ was the first who p o i n t e d out the problem.

In [8, p. 207], he wrote:

"Le cas oh t o u s l e s c o (*) sont nuls semble d ' a b o r d tr~s

exceptionnel puisque pour le r e n c o n t r e r il faut r e m p l i r

infinit~ de conditions; il n'en est pas moins tr~s important,

non seulement ~ cause des d l f f l c u l t e s sp~ciales qu'il pr~sente,

mais encore parce que c'est celui sur lequel on tombe en

etudiant les ~ q u a t i o n s g~n~rales de la D y n a m i q u e . "

(*)H. P o ± n c a r ~ denoted by cO numbers which are equal to real

parts of c o e f f i c i e n t s of P in (4).
 142

The p e r i o d i c transcendental case c o r r e s p o n d s to the trans-

cendental case in the sense of §15 when the set of e i g e n v a l u e s

of m a t r i x A in system (0.i) c o n s i s t s of two pairs of pure

imaginary numbers ±i~,±i. It can be t r e a t e d by the m e t h o d

exposed in C h a p t e r III. The f o l l o w i n g result w h i c h is a n a l o g o u s to

to T h e o r e m 15.1 is valid.

Theorem 2. In the t r a n s c e n d e n t a l case if P ~ 0 then

m

there exists e > 0 and series h(y,~,p,t) in powers of y,y

periodic in t and c o n v e r g e n t in the d o m a i n lyl < /c, lyl < /~

for each P E W e C (0,c), w h e r e ~g is m e a s u r a b l e and

mes ~c
lim - i, (15)
£ ÷ 0

such that change of v a r i a b l e s

x = y + h(y,y,yy,t)
(16)

reduces system (2) to

= iy[~+H(yy,yy)],
(17)
y = -iy[~+H(yy,yy)],

where H~y,p) is series in powers of y~ w i t h real c o e f f i c i e n t s

 143

convergent for IYTI < ~ for all P E W e.

We will show that Theorem 2 implies

Theorem 3. In the transcendental case the trivial solution

of system (i) is stable.

Proof. System (17) has a family of periodic solutions

y = cei~(p)t , 7 = -c e -i~(p)t , p = c~, (18)

where

]~(p) = w + H(p,p), P E ~E"

It follows from (16) that system (2) has a set of quasi-periodic

solutions

oo
x(t) = ce i~(p)t + ~ xP(c,c,p,t)e ip~(p)t'
p_~--oo
(19)
co
x(t) = ~e -i~ (p)t + [ ~ e-iP~ (p)t, p = c~,
p~--co

where coefficients x[P),x(P) are convergent series in powers

of c,~ uniformly with respect to P 6 ~e, t E R without

constant linear terms and periodic in t.

Consider a set F(p,t) of points of the plane Re x, Im x

given by (19) with fixed p 6 ~, t E R. F(p,t) is an

 144

analytic image of the circle of radius /p. The two-dimensional

surface F(@) where t is not fixed now, is a cylinder belonging

to an 2/~-neighborhood of the time-axis, provided e is small

enough. The Uniqueness Theorem implies that every integral

curve starting inside the cyclinder F(p), will never intersect

it and therefore will never leave the 2/s-neighborhood of the

time-axis. Since by (15) ~ is any small positive number, it

follows that the trivial solution of system (2) is stable which

implies the stability of the trivial solutions of system (i). ×

 REFERENCES (*)

[i] Liapunov, A.M., Probl~me g~n~rale de la stabilit~ du

mouvement. Annals of Math. Studies 17, Princeton Univ.
Press, Princeton, 1949.

[2] Siegel, C.L., Moser, J.K., Lectures on Celestial

Mechanics. Springer-Verlag, New York-Heidelberg-Berlin,
1971.

[3] Kelley, A., Analytic two-dimensional subcenter manifolds

for systems with an integral. Pacific J. Math.,
29(1969), No. 2.

[4] Bibikov, Yu. N., Pliss, V.A., On the existence of in-

variant tori in the neighborhood of the zero solution
of a system of ordinary differential equations.
Differential Equations, 3(1967), No. ii.

[5] Bibikov, Yu. N., On the existence of invariant tori in

the neighborhood of the equilibrium state of a system
of differential equations. Soviet Math. Dokl. 10(1969),
No. 2.

[6] Arnold, V.I., Small divisors problems in classical and

celestial mechanics. Russian Math. Surveys, 18(1963),
No. 6.

[7] Moser, J., Stable and random motions in dynamical

systems with special emphasis in celestial mechanics.
Annals of Math. Studies 77, Princeton Univ. Press,
Princeton, 1973.

[8] Poincar4, H., Oeuvres, i. Paris, 1928.

[9] Dulac, H., Solution d'une syst~me d'equation

differentielles dan le voisinage des valeurs slngulleres.
Bull. Soc. Math. France, 40(1912), 324-383.

[lOJ Birkhoff, G.D., Dynamical Systems, New York, 1927.

[llJ Kolmogorovr T.N. r On conservation of conditionally

periodic solutions under small perturbation of the
Hamiltonian. Dokl. Akad. Nauk SSSR, 98(1954), No. 4
[Russian~.

)We refer, when possible, to translated versions of papers in

Russian.
 146

[12] Malkin, I.G., Theory of stability of motion. Moscow,

1952. Translated by Atomic Energy Commission,
AEC-TR-3352.

[13] Brjuno, A.D., Analytical form of differential equations.

Trans. Moscow Math. Soc. 25-26(1972).

[14] Bochner, S. and Martin, W.T., Several complex variables.

Princeton Univ. Press, Princeton, 1948.

[15] Pliss, V.A., The reduction principle in the theory of

stability of motion. Izv. Akad. Nauk SSSR, Ser. Mat.
28(1964), No. 6 (Russian).

[16] $iegel, C.L., Uber die Normalform analytischer

Differentialgleichungen in de E Nahe einer Gleichgewichts-
losung. Nachr. Akad. Wiss. Gottingen, Math.-Phys. KI.
1952, 21-30.

[17] Pliss, V.A., On the reduction of an analytic system of

differential equations to linear form. Differential
equations, 1(1965), No. 2.

[18] Bibikov, Yu. N., Stability of Periodic Motion in Critical

Transcendental Cases. Differential Equations, 6(1970),
No. ii.

[19] Bibikov, Yu. N., The existence of conditionally periodic

solutions of differential-equation systems. "Differential
Equations", 7(1971), No. 8.
 INDEX

Analytic integrals 81, 90

Bifurcation equation 46
Convergence of transformations 19, 63, 67, 91, 92
Formal series 6
convergence of 17, 19, 63
Instability 48, 55
Invariant surfaces 71, 80
Lagrange's theorem 56
Liapunov
critical cases 58, 75, 84
first method 21
function 50
second (direct) method 51
Li~nard's equation 54
Nonresonance 10, 92
Normal form (NF) 11
on invariant surfaces (NFIS) 15
Periodic solutions 46
analytic families of 32, 37
Poincar~'s problem 136, 141
Quasi-normal forms (QNF) 60
Quasi-periodic functions 95
Quasi-periodic solutions 95, 1OO, 130, 132, 135
formal 98, 99
Rationally dependent frequencies 94
Reduction principle 74
Resonance 10
Reversible systems 37, 130, 132
Stability 48, 56, 82, 88, 143
algebraic case 72, 77, 85, 86, 139, 141
asymptotic 48, 53, 139
by second method 52
critical case 72, 77, 85, 86, 139, 141
transcedental case 72, 79, 81, 83, 86, 88, 90, 139, 141, 143