Fon Ull 2024 NODEA
Fon Ull 2024 NODEA
(2024) 31:41
c 2024 The Author(s)
1021-9722/24/030001-28
published online March 20, 2024 Nonlinear Differential Equations
https://doi.org/10.1007/s00030-024-00925-8 and Applications NoDEA
J ż = ∇z H(t, z),
when writing z = ((x, y), (u, v)) ∈ R2M × R2L , is driven by a Hamiltonian
function of the type
Theorem 1.1. Assume that A1 – A4 hold true. Let τj+ = τj− and
b−a
∈
/ N, for every j ∈ {1, . . . , L}.
τj+
Then there are at least M + 1 geometrically distinct solutions of the boundary
value problem (1.1)–(1.2).
Notice that, when a solution has been found, infinitely many others ap-
pear by just adding an integer multiple of κi to the xi -th component. We say
that two solutions are geometrically distinct if they cannot be obtained from
each other in this way.
Let us remark here that a sufficient condition for having satisfied the
assumption τj+ = τj− is that the function Hj is even in v. This is a frequent
case in the applications, where, e.g., Hj is quadratic in v.
Theorem 1.1 generalizes the result in [7], where the case P ≡ 0 was
treated, dealing only with the system in (x, y). In order to prove it, we first
consider the case when, writing w = (u, v), the second Hamiltonian functions is
of the type H (w) = 12 Aw, w, where A is a particular diagonal matrix. Then,
by a symplectic change of variables, we are able to transform the positively-
(p, q)-homogeneous Hamiltonian in the quadratic one.
We also study the periodic problem for such kind of Hamiltonian sys-
tems, and obtain a similar multiplicity result when a suitable twist condition
is assumed. This part of the paper is related to the Poincaré–Birkhoff Theorem
[15], and we exploit some results obtained in [4], where any symmetric matrix
A can be considered, provided that a nonresonance condition is also assumed.
We thus generalize to this setting some results obtained in [3,8,9].
At the end of the paper we will analyze the possibility of dealing with
any symmetric matrix A, provided that a nonresonance condition is assumed,
41 Page 4 of 28 A. Fonda and W. Ullah NoDEA
also for the Neumann-type problem. However, we succeed doing this only in
the case L = 1, while the case L ≥ 2 remains an open problem.
Let us describe more in detail how the paper is organized.
In Sect. 2 we study the Neumann-type boundary value problem in the
particular case when
L
1
H (u, v) = λj (u2j + vj2 ),
2 j=1
For any β ∈ ]0, 1[ , we define Yβ as the set of those real valued functions y ∈
L2 (0, π) such that
∞
y(t) ∼ ym sin(mt),
m=1
m=1 m=1
X L + v, V Y L ,
+ ū , U + ũ, U α β
Since Xα , Yβ and R are separable Hilbert spaces [7, Proposition 2.3 and 2.6],
the same is true for E.
By A1, the Hamiltonian function H in (2.7) is κi -periodic in xi for i ∈
{1, . . . , M }, hence writing x(t) = x̄ + x̃(t), with
1 π
x̄ = x(t) dt,
π 0
we can assume that x̄ ∈ TM and look for solutions (z, x̄) ∈ E × TM , where
z = (x̃, y, ū, ũ, v).
These solutions will be found as critical points of a suitable functional, by
applying the following theorem of Szulkin [18] (see also [10,13]).
where
1 ([0, π])]L × [C01 ([0, π])]L ,
FL = RL × [C
and define a symmetric bilinear form B : D × D → R as follows. For every
z = (x̃, y, ū, ũ, v) and Z = (X, Y, U , U
, V ) in D,
π
B(z, Z) = − x̃ , Y − J ẇ, W + Aw, W dt,
y , X
0
, V ) are in FL .
where w = (ū + ũ, v), W = (U + U
Proposition 2.3. The set D is dense in E, and the bilinear form B : D×D → R
is continuous with respect to the topology of E × E .
Proof. We know by [7, Proposition 2.5 and 2.8] that D is a dense subspace of
E. In order to prove the second part of the statement, let us write
Y ) + B2 (w, W ),
B(z, Z) = B1 (x̃, y), (X,
where
π
Y) =
B1 (x̃, y), (X, − x̃ , Y dt,
y , X (2.8)
0
and
π
B2 (w, W ) = − J ẇ, W + Aw, W dt. (2.9)
0
It has been proved in [6, Section 3.4] that B1 is continuous with respect to the
topology of XαM × YβM . We need to prove that B2 is continuous with respect to
the topology of RL × XαL × YβL . For w = (w1 , . . . , wL ) and W = (W1 , . . . , WL )
in FL we have
π L π
J ẇ, W dt = J ẇj , Wj dt, (2.10)
0 j=1 0
π π ∞
u̇j Vj dt = −m ũjm Vmj
2
0 m=1
∞
π α j β j
≤ m ũm m Vm
2 m=1
π
≤ ||ũj ||Xα ||Vj ||Yβ ,
2
and
π π ∞
j j
j dt =
v̇j U m vm Um
2
0 m=1
∞
π α j β j
≤
m Um m vm
2 m=1
π
≤ ||U j ||Xα ||vj ||Yβ .
2
Going back to (2.11), for each j ∈ {1, . . . , L}, we thus have
π π
J ẇj , Wj dt ≤ ||wj ||R×Xα ×Yβ ||Wj ||R×Xα ×Yβ .
2
0
Hence, by (2.10),
π
π
J ẇ, W dt ≤ ||w||RL ×XαL ×YβL ||W ||RL ×XαL ×YβL .
2
0
We have thus proved the continuity of the first part of the bilinear form defined
in (2.9).
For the second part, we can write
π L π
Aw, W dt = λj wj , Wj dt, (2.12)
0 j=1 0
where
π π
wj , Wj dt = (ūj + ũj , vj ), (U j + Uj , Vj ) dt
0
0 π π
= (ūj + ũj )(U j + U j )dt + vj Vj dt .
0 0
Now for every j = 1, . . . , L, we have
π π π
(ūj + ũj )(U j + Uj )dt ≤
ūj U j +
ũj Uj
0
0 0
π ∞
mj
≤ π|ūj ||U j | + ũjm U
2
m=1
∞
π α j α j
≤ π|ūj ||U j | + m ũm m U m
2 m=1
π j ||X ,
≤ π|ūj ||U j | + ||ũj ||Xα ||U α
2
41 Page 10 of 28 A. Fonda and W. Ullah NoDEA
while
∞
π π
vj Vj dt = j
vm V mj
2
0 m=1
∞
π β j β j
≤ m vm m V m
2 m=1
π
≤ ||vj ||Yβ ||Vj ||Yβ .
2
Thus we have
π
w , W dt ≤ π||wj ||R×X ×Y ||Wj ||R×X ×Y ,
j j α β α β
0
and, going back to (2.12),
π L π
Aw, W dt = λj wj , Wj dt
0 j=1 0
π
L
≤ λj wj , Wj dt
j=1 0
L
≤ πλj ||wj ||R×Xα ×Yβ ||Wj ||R×Xα ×Yβ
j=1
≤ πλ||w||RL ×XαL ×YβL ||W ||RL ×XαL ×YβL ,
where λ = max{λ1 , . . . , λL }. This shows that also the second part of the
bilinear form B2 : D × D → R in (2.9) is continuous, and the proof is complete.
The bilinear form B : D × D → R can thus be extended in a unique way
to a continuous symmetric bilinear form B : E ×E → R, for which we maintain
the same notation. A bounded selfadjoint operator L : E → E can thus be
defined by
L z, ZE = B(z, Z),
for z and Z in E. Referring to (2.8) and (2.9), we can write
L (x̃, y, ū, ũ, v) = (L1 (x̃, y), L2 (w)),
where
Y )X M ×Y M = B1 (x̃, y), (X,
L1 (x̃, y), (X, Y) ,
α β
and
L2 (w), W RL ×XαL ×YβL = B2 (w, W ),
Y, U , U
for every z = (x̃, y, ū, ũ, v) and Z = (X, , V ) in E with w = (ū, ũ, v),
and W = (U , U , V ). It has been proved in [7, Proposition 2.14] that
π
||L1 (x̃, y)||XαM ×YβM = ||(x̃, y)||XαM ×YβM . (2.13)
2
NoDEA Boundary value problems associated Page 11 of 28 41
Lemma 2.4. There exist positive constants α, β, δ with α < 12 < β, and α+β =
1 such that
||L2 (w)|| L L L ≥ δ ||w|| L L L ,
R ×Xα ×Yβ R ×Xα ×Yβ (2.14)
for every w ∈ RL × XαL × YβL .
ξ) ∈ R × Xα × Yβ be such that
Proof. We first assume L = 1. Let (ζ, ζ,
L2 (w) = (ζ, ζ, ξ), so that
ξ), W R×X ×Y ,
B2 (w, W ) = (ζ, ζ, (2.15)
α β
By taking first V = 0 and then U = 0 in (2.15), and using (2.9), we obtain the
following identities
⎧
⎪
⎨ζ = λ1 π ū,
ζm m2α = π2 [λ1 um + mvm ], (2.16)
⎪
⎩ 2β π
ξm m = 2 [mum + λ1 vm ].
Thus we have
π π
ζm mα = [λ1 m−α um + mβ vm ], ξm mβ = [mα um + λ1 m−β vm ],
2 2
and, by using the Young inequality,
2 π 2 2 −2α 2
ζm m2α + ξm2
m2β = λ m um + m2β vm
2
+ m2α u2m
4 1
+ λ21 m−2β vm
2
+ 2λ1 [mα−β + mβ−α ]um vm
π 2 2 −2α 2
≥ λ m um + m2β vm2
+ m2α u2m
4 1
+ λ21 m−2β vm
2
− λ1 [mα−β + mβ−α ] u2m + vm2
π2
= m−4α (λ1 − m) λ1 − m4α−1 m2α u2m
4
π 2 −4β
+ m (λ1 − m) λ1 − m4β−1 m2β vm 2
. (2.17)
4
By hypothesis, we know that there exists a nonnegative integer n1 such that
n1 < λ1 < n1 + 1.
We now discuss separately the cases for n1 = 0 and n1 ≥ 1.
41 Page 12 of 28 A. Fonda and W. Ullah NoDEA
Case 1. If n1 = 0, then 0 < λ1 < 1, and so λ1 < m for all m ≥ 1. Now for
m = 1, (2.17) implies that
π2
ζ12 + ξ12 ≥ (λ1 − 1)2 (u21 + v12 ). (2.18)
4
For m ≥ 2, we have
(λ1 − m)(λ1 − m4α−1 ) > (1 − m)(1 − m4α−1 ) = (m − 1)(m4α−1 − 1).
By writing m−4α = m−1 m−4α+1 , and choosing α such that
1 log(4/3) 1
+1 <α< ,
4 log 2 2
we have
−4α 1 1
m (λ1 − m) λ1 − m 4α−1
> 1− 1 − 4α−1
m m
1 1 1 λ2
≥ 1− 1 − 4α−1 ≥ ≥ 1 ,
2 2 8 8
1
since λ1 < 1. Similarly, since β > 2 > α, we get
λ21
m−4β (λ1 − m) λ1 − m4β−1 ≥ ,
8
and thus (2.17) implies that
π 2 λ21 2α 2 !
2
ζm m2α + ξm
2
m2β ≥ m um + m2β vm 2
. (2.19)
4 8
Combining (2.18), (2.19), and the first identity in (2.16), we have
2 + ||ζ||
||L2 (ū, ũ, v)||2R×Xα ×Yβ = |ζ|2 + ||ζ|| 2
Xα Yβ
∞
= π 2 λ21 |ū|2 + (ζ12 + ξ12 ) + 2
ζm m2α + ξm
2
m2β
m=2
π 2 λ21 2 1 2 2
∞
≥ |ū| + 1 − [u1 + v12 ] + u2m m2α + vm
2
m2β
4 8 λ1 m=2
∞
≥ δ2 |ū|2 + u2m m2α + vm
2
m2β = δ2 ||(ū, ũ, v)||2R×Xα ×Yβ ,
m=1
where
" 1 #
π
δ = λ1 min 1, 1 − .
8 λ1
This implies that (2.14) holds in this case, for L = 1.
Case 2. If n1 ≥ 1, then for m ∈ {1, . . . , n1 } we have λ1 − m ≥ λ1 − n1 > 0,
and so
λ1 − m4α−1 ≥ λ1 − m ≥ λ1 − n1 > 0.
This implies that
m−4α (λ1 − m) λ1 − m4α−1 ≥ n−4α
1 (λ1 − n1 )2 ≥ n−4β
1 (λ1 − n1 )2 .
NoDEA Boundary value problems associated Page 13 of 28 41
−4α n1 + 1 n1 + 1
m (λ1 − m) λ1 − m 4α−1
> 1− 1−
m m4α−1
n1 + 1 n1 + 1
≥ 1− 1−
n1 + 2 (n1 + 2)4α−1
2
1 n1 + 1 1 1
≥ 1− = .
2 n1 + 2 2 (n1 + 2)2
1
Similarly, since β > 2 > α, we obtain
1 1
m−4β (λ1 − m) λ1 − m4β−1 ≥ .
2 (n1 + 2)2
Hence for m ≥ n1 + 2, (2.17) and (2.24) imply that
π2 1 !
2
ζm m2α + ξm
2
m2β ≥ 2
m2α u2m + m2β vm
2
. (2.25)
8 (n1 + 2)
Combining (2.21), (2.23), (2.25), and the first identity in (2.16) we have
2 + ||ζ||
||L2 (ū, ũ, v)||2R×Xα ×Yβ = |ζ|2 + ||ζ|| 2
Xα Yβ
n1
!
= π 2 λ21 |ū|2 + 2
ζm m2α + ξm
2
m2β +
m=1
∞
! !
+ ζn21 +1 (n1 + 1)2α + ξn2 1 +1 (n1 + 1)2β + 2
ζm m2α + ξm
2
m2β
m=n1 +2
$
n1 2 1 !
2 2 n
π π
≥ |ū|2 + (n1 + 1)−4β 1 − m2α u2m + m2β vm 2
8 8 λ1 m=1
n1 + 1 2 %
+ 1− (n1 + 1)2α u2n1 +1 + (n1 + 1)2β vn2 1 +1 +
λ1
∞
π2 1 !
+ m2α u2m + m2β vm
2
8 (n1 + 2)2 m=n1 +2
& ∞
'
≥δ 2 |ū| +
2
u2m m2α + 2
vm m2β = δ2 ||(ū, ũ, v)||2R×Xα ×Yβ ,
m=1
where
( )
π 1 −2β n1 + 1
−2β n1
δ = √ min , (n1 + 1) 1 − , (n1 + 1) 1 − .
2 2 n1 + 2 λ1 λ1
This implies that (2.14) holds also in this case, for L = 1.
Finally, by using (2.10) and (2.12), we can easily see that (2.14) holds for
any L ≥ 1.
By combining (2.13) and (2.14) in Lemma 2.4, we can say that the selfad-
joint operator L : E → E is invertible, and the inverse operator L −1 : E → E
is continuous.
By Theorem 2.2, we conclude that the functional ϕ has at least M + 1
critical points. Arguing as in [6, Proposition 24], it can be seen that these
NoDEA Boundary value problems associated Page 15 of 28 41
critical points correspond to the solutions of the boundary value problem (2.6)–
(2.3) that we are looking for. The proof of Theorem 2.1 is thus completed.
theory, all the solutions of system (3.4) are periodic. Thus the origin is still a
global center for the system (3.4).
Now for any w0 ∈ R2 \ {0}, we denote by T(w0 ) the minimal period of
the solution of (3.4) passing through w0 . We notice here that this solution is
unique, even if we are not assuming ∇H to be locally Lipschitz continuous, cf.
[16]. The function T : R2 \{0} → R thus defined is continuously differentiable
(see [1]).
Define
δ = [0, +∞[×{0},
and a function ξ : ]0, +∞[ → ]0, +∞[ as follows: for every r > 0, the level line
{w ∈ R2 : H ,(w) = r} intersects δ at the point (ξ(r), 0). Such a point is
unique, because for every (ξ, 0) ∈ δ with ξ = 0 we have
* +
, ξ
∇H (ξ, 0), ,0 > 0,
p
which implies that
,(ξ, 0), (ξ, 0) > 0.
∇H
Thus, if w(t0 ) = (u(t0 ), v(t0 )) = (u(t0 ), 0) is such that u(t0 ) > 0, then v (t0 ) <
0, and so it is impossible for the level line {w ∈ R2 : H ,(w) = r} to intersect
δ at two different points.
Now define K : R2 → R as
,
1 H (w)
K(w) = T (ξ(r), 0) dr.
τ 0
This function is continuously differentiable, and
T(w) ,
∇K(w) = ∇H (w).
τ
Hence, the origin is an isochronous center for the system
J ẇ = ∇K(w), (3.5)
since all solutions except the equilibrium 0 are periodic with minimal period
τ . Moreover,
π
K(w) = |w|2 , if |w| ≤ 1.
τ
Now, for every w0 ∈ R2 \ {0}, let ζ(t; w0 ) be the solution of system (3.5)
satisfying ζ(0; w0 ) = w0 , and define θ(w0 ) ∈ [0, 2π[ as the minimum time for
which
τ
ζ − θ(w0 ); w0 ∈ δ .
2π
As shown in [1], the restricted function θ : R2 \ δ → ]0, 2π[ is continuously
differentiable, and its gradient ∇θ can be continuously extended to R2 \ {0}.
We will still denote this extension by ∇θ : R2 \ {0} → R2 .
NoDEA Boundary value problems associated Page 17 of 28 41
-
τ ∂v H (w) .
a12 (w) = . c(w) − H (w)∂v θ(w)s(w) ,
π 2 H (w)
-
τ ∂u H (w) .
a21 (w) = − . s(w) − H (w)∂u θ(w)c(w) ,
π 2 H (w)
-
τ ∂v H (w) .
a22 (w) = − . s(w) − H (w)∂v θ(w)c(w) .
π 2 H (w)
Recalling that Λ is symplectic, so det Λ (w) = 1, the inverse matrix is
$ %
a22 (w) −a12 (w)
(Λ (w))−1 = .
−a21 (w) a11 (w)
From the definition of θ, for w = 0 and γ > 0 we see that θ(γ q u, γ p v) =
θ(u, v). Indeed, if w(t) = (u(t), v(t)) is a solution of system (3.5), then wγ =
(γ q u, γ p v) is also a solution of system (3.5) with vertical component of the
τ
velocity equal to γ p v̇(t). Hence, if w(t) needs a time 2π θ(u0 , v0 ) to go from δ
to (u0 , v0 ) (it has a vertical speed v̇(t)), then the time for wγ (t) to go from δ
to (γ q u0 , γ p v0 ) must be the same, since its vertical speed is just γ p times the
vertical speed of w(t). Thus we have
∂u θ(γ q u, γ p v)γ q = ∂u θ(u, v), ∂v θ(γ q u, γ p v)γ p = ∂v θ(u, v),
for every γ > 0. For w = (u, v) with |w| ≥ 2, since H is positively-(p, q)-
homogeneous, the following identities have been proved in [5]:
∂H q ∂H ∂H
(γ u, γ p v) = γ q(p−1) (u, v) = γ p (u, v),
∂u ∂u ∂u
∂H q ∂H ∂H
(γ u, γ p v) = γ p(q−1) (u, v) = γ q (u, v).
∂v ∂v ∂v
Thus we have
-
τ |∂v H (w)| .
|a22 (w)| ≤ . + H (w) |∂v θ(w)|
π 2 H (w)
u v
- |w|q ∂v H ,
τ |w| |w|
q p
= / +
π u v
2|w| p+q H ,
|w|2q |w|2p
- /
τ |w|p+q u v u v
+ H , ∂v θ ,
π |w|p(p+q) |w|2q |w|2p |w|q(p+q) |w|p(p+q)
u v
- ∂v H ,
τ |w| |w|
q p
≤ / +
π u v
2 H ,
|w|2q |w|2p
- /
τ u v u v
+ H , ∂ v θ , .
π |w|2q |w|2p |w|q(p+q) |w|p(p+q)
NoDEA Boundary value problems associated Page 19 of 28 41
Theorem 4.1. Assume that A1, A2, B3 and A4 hold true, and let
T
∈
/ N, for every j ∈ {1, . . . , L}.
τj
Then there are at least M + 1 geometrically distinct T -periodic solutions of
system (1.1), with y(0) ∈ D̊.
Proof. Following the lines of the proof of Theorem 1.1, we modify the problem
so to have a coupling with a perturbed linear system. Then, [4, Corollary 2.4]
applies (instead of Theorem 2.1), and the proof is readily completed.
We can state some variants of Theorem 4.1 replacing the twist assumption
B3 by B3 or by B3 given below.
B3 . There exists a convex body D of RM , having a smooth boundary, such
that for σ ∈ {−1, 1} and for every C 1 -function W : [0, T ] → R2L , all the
solutions (x, y) of system (4.1) starting with y(0) ∈ D are defined on [0, T ],
and
y(0) ∈ ∂D ⇒ / {σλνD (y(0)) : λ ≥ 0}.
x(T ) − x(0) ∈
B3 . Let D be a rectangle in RM , i.e.
D = [c1 , d1 ] × · · · × [cM , dM ].
There exists an M -tuple σ = (σ1 , . . . , σM ) ∈ {−1, 1}M such that, for every
C 1 -function W : [0, T ] → R2L , all the solutions (x, y) of system (4.1) starting
with y(0) ∈ D are defined on [0, T ], and, for every i ∈ {1, . . . , M }, we have
yi (0) = ci ⇒ σi (xi (T ) − xi (0)) < 0,
yi (0) = di ⇒ σi (xi (T ) − xi (0)) > 0.
The proofs of such results are similar to those of [8, Theorem 4.2, Theorem
4.3], so we avoid them for briefness.
41 Page 22 of 28 A. Fonda and W. Ullah NoDEA
6. Final remarks
In Theorem 2.1, dealing with the Neumann problem, we have only considered
a diagonal matrix A like in (2.2). However, for the T -periodic problem, the
first author with Gidoni in [4] were able to deal with any symmetric matrix A,
provided that the nonresonance condition σ(JA) ∩ 2π T iZ = ∅ is assumed. We
are confident that a similar result should also hold for the Neumann problem,
but we have been able to prove it only when L = 1 and the matrix has a
positive determinant. Here is our result.
Theorem 6.1. Assume L = 1 and that A1 – A3 hold true. Let A be a symmetric
2 × 2 matrix such that det A > 0. If the non-resonance condition σ(JA) ∩
b−a iZ = ∅ holds, then there are at least M + 1 geometrically distinct solutions
π
Acknowledgements
We are very grateful to Andrea Sfecci for his insightful feedback and discus-
sions.
Declarations
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Wahid Ullah
e-mail: [email protected]