Abstract
We deal with the following system of coupled asymmetric oscillators
where \(\phi _i: \mathbb {R} \rightarrow \mathbb {R}\) is locally Lipschitz continuous and bounded, \(p_i: \mathbb {R} \rightarrow \mathbb {R}\) is continuous and \(2\pi \)-periodic and the positive real numbers \(a_i, b_i\) satisfy
We define a suitable function \(L: \mathbb {T}^2 \rightarrow \mathbb {R}^2\), appearing as the higher-dimensional generalization of the well known resonance function used in the scalar setting, and we show how unbounded solutions to the system can be constructed whenever L has zeros with a special structure. The proof relies on a careful investigation of the dynamics of the associated (four-dimensional) Poincaré map, in action-angle coordinates.
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1 Introduction
In this paper, we investigate the existence of unbounded solutions for a system of coupled asymmetric oscillators of the type
where, as usual, \(x^{\pm } = \max \{\pm x,0\}\) and, for \(i=1,2\), \(\phi _i: \mathbb {R} \rightarrow \mathbb {R}\) is locally Lipschitz continuous and bounded, \(p_i: \mathbb {R} \rightarrow \mathbb {R}\) is continuous and \(2\pi \)-periodic. As for the positive real numbers \(a_i, b_i\), we assume that
thus implying that each oscillator is at resonance with respect to the same curve of the Fucik spectrum [11].
The study of unbounded solutions for oscillators at resonance is a classical topic in the qualitative theory of ordinary differential equations and we refer to [15] for an excellent survey on this subject. In order to motivate our contribution, the crucial reference to be recalled here is the seminal paper [2] by Alonso and Ortega. It is proved therein (cf. [2, Theorem 4.1]) that, for the scalar asymmetric oscillator
with \(1/\sqrt{a} + 1/\sqrt{b} = 2/n\), all large solutions are unbounded (either in the past or in the future) whenever the \(2\pi \)-periodic function
has zeros, all simple (in the above formula, C stands for the asymmetric cosine function, cf. Sect. 2.1). The function \(\Phi \), sometimes referred to as resonance function, was previously introduced by Dancer [7] to investigate the \(2\pi \)-periodic solvability of equation (1.3). In the linear case (\(a= b=n^2\)), the function \(\Phi \) has (simple) zeros if and only if \(\int _0^{2\pi } p(t)e^{-\text {i}nt}\,dt \ne 0\): in this case, as well known, all the solutions of \(\ddot{x} + n^2 x = p(t)\) are unbounded; instead, \(2\pi \)-periodic and unbounded solutions to (1.3) can coexist in the genuinely asymmetric case \(a \ne b\). The proof of this result was obtained by a careful investigation of the dynamics of the associated Poincaré map: more precisely, the zeros of the function \(\Phi \) were shown to give rise to invariant sets for the discrete dynamical system associated with (1.3) and eventually to the existence of unbounded orbits. Generalization of this approach, requiring the introduction of suitable resonance functions, were later provided for forced asymmetric oscillators
with \(\phi : \mathbb {R} \rightarrow \mathbb {R}\) a bounded function (see [6, 9]) and, more in general, for planar system of the type
where J is the standard symplectic matrix, \(H: \mathbb {R}^2 \rightarrow \mathbb {R}\) is positive and positively homogeneous of degree 2 and \(R: \mathbb {R}^2 \rightarrow \mathbb {R}^2\) is bounded (see [8, 10]). We also refer to [1, 4, 5, 12,13,14, 16, 17] for related results.
In spite of this extensive bibliography, the existence of unbounded solutions for systems of coupled oscillators seems to be an essentially unexplored topic. To the best of our knowledge, the only available results are the ones contained in the recent paper [3], dealing however with systems of equations looking like weakly coupled perturbations of linear oscillators (i.e. \(a_i = b_i = n_i^2\) for \(i=1,2\)) and not being applicable to the more general setting of (1.1).
The aim of the present paper is to extend the approach of [2] in this higher-dimensional framework. As expected, this is a quite delicate task, since it leads to the study of the dynamics of a four-dimensional map; nonetheless, we will succeed in providing some partial generalizations of the results in [2]. In more details, our strategy and results can be described as follows.
In Sect. 2 we pass to an appropriate set of action-angle coordinates and we perform an asymptotic expansion, at infinity, of the Poincaré map associated with (1.1), cf. (2.26). In doing this, we are led to define a resonance function defined on the two-dimensional torus,
which can be thought as the higher-dimensional generalization of the resonance function \(\Phi \) defined in (1.4), see (2.25)-(2.28). We notice that when system (1.1) is uncoupled (that is, \(\phi _1 = \phi _2 = 0\)), then \(L(\theta _1,\theta _2) = (L_1(\theta _1),L_2(\theta _2))\) and, up to a constant, \(L_i = \Phi \) with \(p = p_i\).
In Sect. 3 we investigate the dynamics of this four-dimensional Poincaré map and we construct invariant sets, giving rise to unbounded orbits. As in the two-dimensional setting, the zeros of the function L are shown to play a role; however, due to the coupling terms in system (1.1), we need here to assume that the Jacobian matrix JL has a special structure at the zeros. More precisely, we introduce the notion of \(\mathcal {D}^{\pm }\)-matrix, cf. Definition 3.1: again, we observe that such a condition is satisfied by diagonal matrices with concordant sign diagonal entries and, hence, by the matrix JL when system (1.1) is uncoupled and the functions \(L_i\) have simple zeros, as in the main result of [2]. This is a quite technical part of the proof, involving, among other things, a delicate estimate for the 2-norm of a two-parameter family of suitable matrices, which are perturbations of the identity by \(\mathcal {D}^{\pm }\)-matrices, cf. Lemma 3.2.
In Sect. 4 we finally give our main result for the existence of unbounded solutions to system (1.1), Theorem 4.1. It provides a positive measure set of initial conditions giving rise to unbounded orbits to (1.1), whenever the function L has a zero \(\omega \in \mathbb {T}^2\) such that the Jacobian matrix \(JL(\omega )\) is a \(\mathcal {D}^{\pm }\)-matrix. Notice that this can be interpreted as a kind of local version of the main result in [2]. Indeed, we do not claim that every large solution of (1.1) is unbounded: due to the higher-dimensional setting, obtaining this global information seems to be a very hard task, even in the case when all the zeros of L are such that the Jacobian at each zero is a \(\mathcal {D}^{\pm }\)-matrix. We mention that the condition for JL to be a \(\mathcal {D}^{\pm }\)-matrix can be, in general, not easy to verify. To this end, we discuss some situations in which this can be done and Theorem 4.1 can thus be applied. The first, quite natural, possibility that we present is a semi-perturbative result (cf. Corollary 4.3), dealing with the case in which the \(L^{\infty }\)-norms of the coupling terms \(\phi _1,\phi _2\) are not too big: it is worth noticing that this provides a genuinely asymmetric (non-quantitative) generalization of a result obtained in [3] for coupled linear oscillators. Other results, more global in nature but focusing on specific choices for the parameters \(a_i, b_i\) or the forcing terms \(p_i\), are given by Corollary 4.6 and Corollary 4.7. It seems that various other situations could be treated at the expenses of longer computations.
We finally mention that it should be possible, with the same approach, to consider also the more general case of resonance with respect to different curves of the Fucik spectrum, that is, \(1/\sqrt{a_i} + 1/\sqrt{b_i} = 2/n_i\) with \(n_i \in \mathbb {N}\). Also, the possibility of coupling more oscillators in a cyclic way \(\phi _{i+1} = \phi _i\) could be considered. All these generalizations, however, seem to require substantial technical modifications of the proofs and they are thus postponed to future investigations.
Notation. Throughout the paper, the symbol \(\Vert \cdot \Vert \) will be used for the Euclidean norm of a vector in the plane. Also, for the index \(i=1,2\), we will adopt the cyclic agreement \(i+1=1\) for \(i=2\).
2 Coupled Asymmetric Oscillators: Some Preliminary Estimates
In this section, we perform some preliminary estimates for the solutions of system (1.1), with the final goal of obtaining an asymptotic expansion for its Poincaré-map in action-angle coordinates (see Sect. 2.2).
From now on, as in the Introduction we will always assume that, for \(i=1,2\), the positive real numbers \(a_i, b_i\) satisfy (1.2), the function \(p_i: \mathbb {R} \rightarrow \mathbb {R}\) is continuous and \(2\pi \)-periodic and the function \(\phi _i: \mathbb {R} \rightarrow \mathbb {R}\) is locally Lipschitz continuous and bounded. Furthermore, we also suppose that there exist
moreover, without loss of generality,
2.1 Remarks on the Asymmetric Cosine and Related Functions
We collect here some results on various functions related to the asymmetric cosine function \(C_i\), \(i=1,2\), which is defined as the solution of
with \(a_i\) and \(b_i\) as in (1.2). We recall that, for every \(i=1,2\), the function \(C_i\) is even, \(2\pi /n\)-periodic and its explicit expression in \([-\pi /n,\pi /n]\) is
For future reference, let us observe that \(C_i\), \(i=1, 2\), when \(a_i\ne b_i\) admits the Fourier series expansion
where
and, for \(h \ge 1\),
(see [2, Lemma 4.2]).
In the next sections we will use the integrals of \(C_i\) over the sets \(J^\pm _{i+1}\) defined by
where \(\theta _{i+1}\in {\mathbb R}\). It is immediate to observe that the fact that \(C_i\) and \(C_{i+1}\) are both \(2\pi /n\)-periodic implies that
does not change if we replace \([0,2\pi ]\) in the definition of \(J^{\pm }_{i+1}\) by any interval of lenght \(2\pi \). In particular, in the computation of the integral of \(C_{i}\) on \(J_{i+1}^{+}\), we can replace \(J^+_{i+1}\) by the set
thus obtaining that
where \(\Lambda _i:{\mathbb R}\rightarrow {\mathbb R}\) is defined by
being \(K_i\) the primitive of \(C_i\) such that \(K_i(0)=0\).
A crucial point in our analysis will be the study of the resolubility of the equation
where \(\alpha _i\) is given by
which is related to \(C_i\) by
In particular, we will be interested in the situation where (2.10) has simple solutions; in order to face this problem, let us first concentrate on the range of the function \(\Lambda _i\). Introducing the function \(\Sigma _i:{\mathbb R}\rightarrow {\mathbb R}\) defined by
is it possible to prove the following result.
Lemma 2.1
The function \(\Lambda _{i}\) given in (2.9) is even, \(2\pi \)-periodic, decreasing in \((0,\pi )\) and increasing in \((-\pi ,0)\).
Proof
Let us first observe that we have
for all \( t\in {\mathbb R},\) where \(C_i^n:{\mathbb R}\rightarrow {\mathbb R}\) is defined by
The function \(C^n_i\) is continuous, \(2\pi \)-periodic, even and strictly decreasing in \([0,\pi )\); as a consequence, \(\Sigma _i\) is continuous, \(2\pi \)-periodic and odd. As far as the sign of \(\Sigma _i\) is concerned, let us observe that \(\Sigma _{i}(t)=0\) if and only if \( t=k\pi \) for some \(k\in {\mathbb Z}\). Indeed, \(\Sigma _{i}(t)=0\) if and only if:
Now, since \(a_{i+1}>n^{2}/4\), the first alternative cannot hold, and the second one implies that \(t=k\pi \). Therefore \(\Sigma _{i}\) has constant sign in \((0,\pi )\) and a straightforward argument shows that
From the above described properties of \(\Sigma _i\) we immediately deduce the thesis. \(\square \)
From now on, in order to simplify the notation, let us continue with the case \(i=1\); the case \(i=2\) is completely analogous.
From Lemma 2.1 we deduce that equation (2.10), with \(i=1\), admits simple solutions if and only if
in general, the validity of this condition depends on the original pairs \((a_1,b_1)\) and \((a_2,b_2)\). Hence, let us define the resolubility set
The complete description of the open set \(\mathcal {R}\) is quite difficult; by means of long computations it is possible to show that the vertical sections \(\mathcal {R}\cap \{(a_1^*,a_2):\ a_2>n^2/4\}\), with \(a_1^*>n^2/4,\ a_1^*\ne n^2\), are bounded. On the other hand, the study of the horizontal sections \(\mathcal {R}\cap \{(a_1,a_2^*):\ a_1>n^2/4\}\), with \(a_2^*>n^2/4,\ a_2^*\ne n^2\), is much more complicated. However, the following simple result holds true.
Lemma 2.2
The set \(\mathcal {R}\) contains the half-lines \( \{(n^{2},a_{2}): a_{2}>n^{2}/4 \} \) and \(\{(a_{1},n^{2}):a_{1}>n^{2}/4\}\).
Proof
Let us first assume that \(a_{1}=n^{2}\) (and, thus, \(b_{1}=n^{2}\)) and fix \(\sqrt{a_{2}} > n/2 \); we then have
A simple computation proves that \(\Lambda _{1}(\pi )< 0 < \Lambda _{1}(0) \); noticing that \(\alpha _{1}=0\), by (2.11), this shows that \((n^2,a_2)\in \mathcal {R}\).
On the other hand, if \(a_{2}=n^{2}\), we have
Recalling (2.12), we deduce that \(\Lambda _{1}(\pi ) = 2\alpha _{1} - \Lambda _{1}(0) < \Lambda _{1}(0) \) and, thus, \(\alpha _{1} < \Lambda _{1}(0)\). From these relations we also obtain \(\Lambda _{1}(\pi ) = 2\alpha _{1} - \Lambda _{1}(0)< \alpha _{1}\), proving that \((a_1,n^2)\in \mathcal {R}\). \(\square \)
2.2 Asymptotic Analysis
We now perform an asymptotic expansion of the Poincaré map associated to (1.1). We adapt the argument of the proof of [2, Theorem 4.1] to our case: we write (1.1) as a first order system in \((x_1,x_2,y_1,y_2)=(x_1,x_2,\dot{x}_{1},\dot{x}_{2})\) and use the change of variables
where \(S_i(t)=C'_{i}(t)\) and \(C_i\) is defined in Subsection 2.1.
It is straightforward to see that (1.1) is formally equivalent to
We denote by \((\theta _1,\theta _2,r_1,r_2)(t)\) the solution of (2.16) satisfying \((\theta _1,\theta _2,r_1,r_2)(0)=(\theta _{1,0},\theta _{2,0},r_{1,0},r_{2,0})\) and study the behavior of \((\theta _1,\theta _2,r_1,r_2)(2\pi )\) as \( \min \{r_{1,0},r_{2,0}\}\rightarrow +\infty \). We also set \( \theta _{0} = (\theta _{1,0},\theta _{2,0}) \), \( r_{0} = (r_{1,0},r_{2,0}) \) and remark that \( \theta _{0} \in {\mathbb R}^{2} \) and \( r_{1,0}, r_{2,0} > 0 \).
The boundedness of \(p_i\) and \(\phi _i\) implies that \(\dot{r}_{i}\) is uniformly bounded and, hence, we have
where these and all the following estimates hold uniformly w.r.t. \(t\in [0,2\pi ]\), \(\theta _{1,0}\), \(\theta _{2,0}\) and \(r_{i+1,0}\). We deduce that
This relation implies that
and, thus:
since \(C_{i}\) and \(S_{i}\) are smooth enough. By replacing (2.19) in the last two equations of (2.16) we get
As a consequence, we infer that
where
Now, we deduce from (2.19) that \( C_{i+1}(\theta _{i+1}(t)/n) \rightarrow C_{i+1}(\theta _{i+1,0}/n+t) \) uniformly w.r.t. \( t\in [0,2\pi ]\), \(\theta _{1,0}\), \(\theta _{2,0}\) and \(r_{i,0}\), as \( r_{i+1,0} \rightarrow +\infty \) and, setting
we have that
where these two limits are not uniform w.r.t. \(t\in [0,2\pi ]\). However, using that \( \phi _{i} \) is bounded and \( C_{i+1}(\theta _{i+1}(t)/n) \) converges uniformly, it is possible to show that:
uniformly w.r.t. \(\theta _{1,0}\), \(\theta _{2,0}\) and \(r_{i,0}\). Therefore, we can write equation (2.20) in the following way:
where also
We now substitute (2.17) and (2.19) in (2.18), obtaining
Integrating on \([0,2\pi ]\) and making similar considerations as done for \( r_{i}(2\pi ) \), we deduce that
where
uniformly w.r.t. the other variables.
Recalling (2.2), we observe that (2.8) and (2.12) imply that \(\theta _{i}(2\pi )\), \(i=1,2\), can be written as
where \(\alpha _i, \Lambda _i\) are defined in (2.11), (2.9).
For \(i=1, 2\), let us now denote
for every \(\theta _0 =(\theta _{1,0},\theta _{2,0} )\in {\mathbb R}^{2} \). Then, we can summarize (2.21), (2.22), (2.23) and (2.24) as follows:
where
The functions \(L_1, L_2\) will be meant as the components of the vector valued function
which we will call resonance function for system (1.1). Notice that, due to the \(2\pi \)-periodicity in both the variables, we can interpret L as a function defined on the two-dimensional torus \(\mathbb {T}^{2} = {\mathbb R}^{2} / (2\pi \mathbb {Z})^{2}\). This function will play a crucial role in the statement of our main result (see Sect. 4).
3 Dynamics of Discrete Maps
In this section, we establish the abstract result that will be used to prove the existence of unbounded solutions to system (1.1).
3.1 \(\mathcal {D}^\pm \)-Matrices
We consider \(2\times 2\)-matrices \(A=(a_{ij})\), \(i,j=1, 2\).
Definition 3.1
A \(2\times 2\)-matrix A is said to be a \(\mathcal {D}^+\)-matrix if
Analogously, a \(2\times 2\)-matrix A is said to be a \(\mathcal {D}^-\)-matrix if
Notice that a diagonal matrix with negative entries (resp., positive entries) is a \(\mathcal {D}^+\) matrix (resp., \(\mathcal {D}^-\) matrix). Given a \(\mathcal {D}^\pm \)-matrix A and \(\epsilon =(\epsilon _1,\epsilon _2)\in (0,+\infty )^2\), let us define
Moreover, for every \(\epsilon _0>0\) and \(\eta >0\) let us define
We prove the following result.
Lemma 3.2
Assume that A is a \(\mathcal {D}^\pm \)-matrix. Then, there exist \(a_0>0\), \(\epsilon _0>0\) and \(\eta >0\) such that
Proof
We give the proof in the case of \(\mathcal {D}^+\)-matrix; the other case is analogous. We recall that the matrix norm \(\Vert B_{\epsilon }\Vert _{2}\) coincides with the square root of the maximum eigenvalue of the matrix \(C_\epsilon =B_\epsilon ^T\, B_\epsilon \).
Let us first observe that, for every \(\epsilon \), the elements on the diagonal of \(C_\epsilon \) are given by
hence, we have
Hence, a simple computation shows that
On the other hand, we have
where \(\Delta =a_{11}a_{22}-a_{12}a_{21}\).
Now, let us observe that the matrix \(C_\epsilon \) is positive definite; as a consequence, the maximum eigenvalue of \(C_\epsilon \) is given by
From (3.7) and (3.8), by means of simple computations we infer that
where
and
Using (3.6) and (3.9)–(3.12), we can estimate:
where:
Observe that g is a positively homogeneous function of degree 1. A simple computation shows that
since the matrix A is a \(\mathcal {D}^+\)-matrix. Using (3.14) we deduce that there exists \(\eta >0\) such that
for every \(\epsilon \) such that \(\Vert \epsilon \Vert =1\) and
By homogeneity, we conclude that
for every \(\epsilon \in (0,+\infty )^2\) satisfying (3.16).
From (3.13) and (3.17) we deduce that there exists \(\bar{\epsilon }>0\) such that
for every \(\epsilon \in C_{{\bar{\epsilon }},\eta }\). Let us now take \(\epsilon _0=\min \{{\bar{\epsilon }},1/a_0\}\); from (3.18) we immediately conclude that
for every \(\epsilon \in C_{{\epsilon }_0,\eta }\). \(\square \)
3.2 Invariant Sets and Unbounded Orbits of Discrete Maps
In (2.26) we have obtained an estimate for the Poincaré map \( (\theta (0), r(0)) \mapsto (\theta (2\pi ), r(2\pi )) \) associated to the system (2.16) when both components \(r_{1,0}\) and \(r_{2,0}\) of r(0) are large. Here we provide sufficient conditions under which the discrete dynamical systems generated by similar maps possess invariant sets that contain unbounded trajectories.
Few words are in order to clarify the setting in which the dynamical system is defined and represented. Equations (2.26) define a map \( (\theta ,r) \mapsto (u,\rho ) \), with \( \theta = ( \theta _{1}, \theta _{2} ) \), \(r = ( r_{1}, r_{2} ) \), \( u = ( u_{1}, u_{2} ) \) and \( \rho = ( \rho _{1}, \rho _{2} ) \), such that:
where \( n_{1},n_{2}\in \mathbb {N} \), \( G(\theta ,r)=(G_{1}(\theta ,r),G_{2}(\theta ,r))\) and \( F(\theta ,r)=(F_{1}(\theta ,r),F_{2}(\theta ,r))\) are continuous, \( L(\theta )=(L_{1}(\theta ),L_{2}(\theta ))\) is a \(C^{1}\)-function with \( \partial _{j}L_{i} = \partial L_{i}/\partial \theta _{j} \), and, moreover, L, G, F are all \(2\pi \)-periodic w.r.t. \(\theta _{1}\) and \(\theta _{2}\). We recall that \( ( \theta _{i}, r_{i} ) \) and \( ( u_{i}, \rho _{i} ) \) are modified polar coordinates in \( {\mathbb R}^{2} \) according to (2.15) and, hence, there is a couple of well known issues to take into account.
The first one concerns the singularity of polar coordinates whenever the radius vanishes and will be easily dealt with since the invariant sets we are going to define will be contained in a region where \( \min \{ r_{1}, r_{2}\} \ge R > 0 \).
The second issue is that (3.19) defines a lifting of the actual dynamical system that, indeed, acts on \( \mathbb {T}^{2} \times {\mathbb R}_{+}^{2} \), where, as usual, \( \mathbb {T}^{2} = {\mathbb R}^{2} / (2\pi \mathbb {Z})^{2} \) denotes the two-dimensional torus. More precisely, the coordinates \((\theta ,r)\) and \((u,\rho )\) should be projected to \(\mathbb {T}^{2}\times {\mathbb R}_{+}^{2}\) to determine the correct behavior of the dynamical system, but computations are more easily performed on the “flat” covering space \({\mathbb R}^{2}\times {\mathbb R}_{+}^{2}\). To this aim, we denote by \(\bar{\theta }_{i}\) the equivalence class of \(\theta _{i}\) in \( \mathbb {T}^{1} = {\mathbb R}/2\pi \mathbb {Z} \) and, thus, we will have \(\bar{\theta } = (\bar{\theta }_{1}, \bar{\theta }_{2}) \in \mathbb {T}^{2}\) for each \(\theta =(\theta _{1},\theta _{2})\in {\mathbb R}^{2}\); the group metrics in \(\mathbb {T}^1\) and \(\mathbb {T}^{2} \) are respectively defined by
It will be clear from the context when \( |\cdot | \) and \( \Vert \cdot \Vert \) are meant on either \( {\mathbb R}\) and \( {\mathbb R}^{2} \) or \(\mathbb {T}^{1}\) and \(\mathbb {T}^{2}\), respectively. In particular, we observe that \( |\bar{\theta }_{i}-\bar{u}_{i}| = |\theta _{i} - u_{i}| \) if and only if \(|\theta _{i} - u_{i}| \le \pi \).
The invariant sets we obtain are built around a fixed \( \bar{\omega }\in \mathbb {T}^{2} \) and depend of four other parameters as follows:
where \(R>0\), \(0<\Theta < \pi \), \(\lambda >0\) and \( 0< \eta < \lambda \). We will denote by \( f :E_{R,\Theta ,\lambda ,\eta }\rightarrow \mathbb {T}^{2}\times {\mathbb R}_{+}^{2}\) the map which has (3.19) as a lifting. We remark that all different choices of \(n_{1},n_{2}\in \mathbb {Z}\) in (3.19) define good liftings of the map f: we will use the choice \(n_{1}=n_{2}=0\) in the proof of the next result.
Theorem 3.3
In the above setting, let us assume that there exists \(\omega \in {\mathbb R}^{2}\) such that \( L(\omega ) = 0 \) and suppose that the Jacobian \(JL(\omega )\) is a \(\mathcal {D}^+\)-matrix. Moreover, assume that
Then, there exist \(R>0\), \(\Theta \in \left]0,\pi \right[\), \(\lambda >0\) and \(\eta \in \left]0,\lambda \right[\) such that:
Proof
We divide the proof into three parts.
Part 1. Choice of the constants \(R, \Theta , \lambda \) and \(\eta \). Let
let \(\eta ,\epsilon _{0} > 0 \) be as in Lemma 3.2 and let \(R_0=1/\epsilon _0\). Since \(JL(\omega )\) is a \(\mathcal {D}^+\)-matrix we deduce that there exist \(\Theta _0\in \left]0,\pi \right[\) and \(\gamma _i>0\), \(i=1, 2\), such that
Moreover, according to assumption (3.22), let \(R_1\ge R_0\) such that
By the continuity of \(JL(\theta )\) in \(\theta =\omega \), a simple computation shows that there exists \(\Theta _1\in ]0, \Theta _0]\) such that
Moreover, using again assumption (3.22), we deduce that there exists \(R_2\ge R_1\) such that
Now, let us write
for \(i=1 ,2\) and \(\theta \in {{\mathbb R}}^2\), with
with \(\alpha (\theta ):=(\alpha _{1}(\theta ),\alpha _{2}(\theta ))\). Then, we choose \(\Theta \in ]0,\Theta _1]\) such that
where \(a_0\) is given in Lemma 3.2.
Let us now define
according to assumption (3.22), let \(R_3\ge R_2\) be such that
Finally, let us fix
and consider the set \(E_{R,\Theta ,\lambda ,\eta }\) corresponding to the chosen constants. From now on, we will simply denote this set by E.
Part 2. Invariance of E with respect to the radial components. Let us fix \((\theta ,r)\) such that \((\bar{\theta },r)\in E\) and consider \(\rho =(\rho _{1},\rho _{2}) \) given by (3.19). From conditions (3.25) and (3.26) we immediately deduce that
On the other hand, we have \( r_1\le \left( \lambda +\eta \right) r_2 \) and, then, we infer that
Let us now observe that (3.34) implies that \(r_2-\partial _2 L_2(\theta )+F_2(\theta ,r)>0\) in E; moreover, from the first relations in (3.27) and (3.28), we deduce that
From (3.35) we thus conclude that
In an analogous way, taking into account the second relations in (3.27) and (3.28), it is possible to prove that
From (3.34), (3.37) and (3.38) we deduce the invariance of the set E with respect to the radial components.
Part 3. Invariance with respect to the angular components. We have to show that, if \((\bar{\theta },r)\in E\) then \(\Vert \bar{u} - \bar{\omega }\Vert \le \Theta \), where u is given in (3.19). By the definition of the metric on \(\mathbb {T}^{2}\) in (3.20) and the choice \(\Theta <\pi \), it is enough to work on the covering space and to prove that for a suitable lifting (3.19) we have \( \Vert u - \omega \Vert \le \Theta \), with \(\theta \in {\mathbb R}^{2}\) such that \(\Vert \theta -\omega \Vert \le \Theta \), where these last two norms are Euclidean in the covering space \({\mathbb R}^{2}\) of \(\mathbb {T}^{2}\). As already announced just before the statement of the theorem, the choice \( n_{1}=n_{2}=0 \) in (3.19) will work here.
Let us split the set E into the following two subsets
If \((\bar{\theta },r)\in E_{1}\), then, using the first equation in (3.19), with \(n_{1}=n_{2}=0\), and also (3.31), (3.32) and (3.33), we deduce that
On the other hand, if \((\bar{\theta },r)\in E_{2}\), we use (3.29) and write:
where the matrix B is given by
and has the form (3.3) with \( \epsilon =(1/r_{1},1/r_{2}) \). Using (3.30) and (3.32) we deduce that
Now, \((\bar{\theta },r)\in E\) implies that \(\epsilon =(1/r_1,1/r_2)\in C_{\epsilon _0,\eta }\), see (3.4), and we can use Lemma 3.2 to obtain that \(\Vert B\Vert _{2}\le (1-a_{0}\Vert \epsilon \Vert /2)\) and conclude that \( \Vert u-\omega \Vert \le \Theta \). \(\square \)
Now, let \((\theta _0,r_0)\in E_{R,\Theta ,\lambda ,\eta }\), with \(E_{R,\Theta ,\lambda ,\eta }\) given by Theorem 3.3; since \(E_{R,\Theta ,\lambda ,\eta }\) is positively invariant, we can recursively define
From (3.34) we know that
and iterating we infer that
This relation is sufficient to prove the final result of this section.
Theorem 3.4
In the same setting of Theorem 3.3, for every \( (\theta _0,r_0)\in E_{R,\Theta ,\lambda ,\eta }\) we have
where \((\theta _{n+1},r_{n+1})=f(\theta _n,r_n)\), for every \(n\ge 0\).
Remark 3.5
We observe that, in the case of a one-to-one map f as above, an analogous result can be proved when \(JL(\omega )\) is a \(\mathcal {D}^-\)-matrix; indeed, in this situation there exist \(R>0\), \(0<\Theta < \pi \), \(\lambda >0\) and \( 0< \eta < \lambda \) such that:
Then, for every \((\theta _0,r_0)\in E_{R,\Theta ,\lambda ,\eta }\) it is possible to define
for every \(n\le 0\), and we have
4 The Main Result and Some Corollaries
In this section we apply the theory developed in Sect. 3 in order to prove our main result, dealing with the existence of unbounded solutions to the system
We recall that, for \(i=1,2\), we are assuming the resonance condition
Moreover, the function \(p_i: \mathbb {R} \rightarrow \mathbb {R}\) is continuous and \(2\pi \)-periodic and the function \(\phi _i: \mathbb {R} \rightarrow \mathbb {R}\) is locally Lipschitz continuous and bounded, with
In this setting, and recalling the definition of the function L given in (2.25)-(2.28), the following result holds true.
Theorem 4.1
Assume conditions (4.2) and (4.3); moreover, suppose that there exists \(\omega \in \mathbb {R}^2\) such that \(L(\omega ) = 0\) and \(JL(\omega )\) is a \(\mathcal {D}^+\)-matrix. Then, there exists an infinite measure set \(E\subset {{\mathbb R}}^2\times {{\mathbb R}}^2\) such that
for every solution x of (4.1) such that \((x(0),x'(0))\in E\).
Proof
The result follows from an application of Theorem 3.4, taking into account the fact that, from (2.26), the Poincaré map associated with (4.1) is of the form (3.19), with (2.27) implying (3.22).
More precisely, let \(E\subset {{\mathbb R}}^2\times {{\mathbb R}}^2\) be the set corresponding, via action-angle coordinates, to the set \(E_{R,\Theta ,\omega ,\lambda ,\eta }\) given in the statement of Theorem 3.4 and let x be a solution of (4.1) such that \((x(0),x'(0))\in E\). Then, from Theorem 3.4 we infer that
The thesis (4.4) follows from this relation and an application of Gronwall’s lemma (see e.g. [2, Proof of Th. 41]), taking into account the boundedness of \(\phi _i\), for \(i=1,2\). \(\square \)
Remark 4.2
According to Remark 3.5, an analogous result for \(t\rightarrow -\infty \) can be proved when \(JL(\omega )\) is a \(\mathcal {D}^-\)-matrix.
In the rest of the section, we discuss some concrete situations in which the abstract condition on the zeros of the function L is verified, thus providing more explicit corollaries of Theorem 4.1, depending on the structure of the set of zeroes of the functions \(\Phi _i\), \(i=1,2\), defined in (2.25).
The first situation we deal with is the one in which both \(\Phi _1\) and \(\Phi _2\) have a simple zero (in the scalar setting, this situation was the one treated by [2, Th. 4.1]). More precisely, we assume that there exists \(\omega ^* = (\omega ^*_1,\omega ^*_2) \in \mathbb {R}^2\) such that
Under this assumption, the following result holds true.
Corollary 4.3
Assume conditions (4.2), (4.3) and (4.5). Then, there exists \(\phi ^*=\phi ^*(a_1,a_2,p_1,p_2)>0\) such that, for every functions \(\phi _i\) with \(|\phi _i(+\infty )|<\phi ^*\) (\(i=1,2\)), there exists an infinite measure set \(E\subset {{\mathbb R}}^2\times {{\mathbb R}}^2\) such that
for every solution x of (4.1) such that \((x(0),x'(0))\in E\).
Proof
Let us observe that, in view of Theorem 4.1 it is sufficient to prove that, under the given assumptions, there exist \(\omega \in {{\mathbb R}}^2\) such that \(L(\omega )=0\) and \(JL(\omega )\) is a \(\mathcal {D}^+\)-matrix.
Let us first recall, from (2.25), that we have
where \(\Lambda _i\) is defined in (2.9). Let us define \(H:{{\mathbb R}}^2\times {{\mathbb R}}^2\rightarrow {{\mathbb R}}^2\) by
From (4.5) we immediately infer that
and
Hence, by the implicit function theorem, we deduce that there exists \(\hat{\phi }>0\) such that for every \((\phi _1(+\infty ),\phi _2(+\infty ))\in {{\mathbb R}}^2\) with \(|\phi _i(+\infty )|<\hat{\phi }\), \(i=1,2\), there exists \(\omega =\omega (\phi _1(+\infty ),\phi _2(+\infty )) \in \mathbb {R}^2\) near \(\omega ^*\) such that
Now, let us observe that
where \(\Sigma _i\) is given in (2.13). The continuity of \(\omega \) as function of \((\phi _1(+\infty ),\phi _2(+\infty ))\), ensured by the implicit function theorem, implies that
by (4.5) the limit matrix is a \(\mathcal {D}^+\)-matrix. As a consequence, there exists \(\phi ^* \in (0,\hat{\phi })\) such that for every \((\phi _1(+\infty ),\phi _2(+\infty ))\in {{\mathbb R}}^2\) with \(|\phi _i(+\infty )|<\phi ^*\) the matrix \(J L(\omega )\) is a \(\mathcal {D}^+\)-matrix, as well. The result is then proved. \(\square \)
Remark 4.4
A dual result, ensuring the existence of solutions unbounded in the past, could be proved when (4.5) is replaced by
We omit the details for briefness.
Remark 4.5
Let us analyze the result of Corollary 4.3 in the symmetric linear case \(a_i=b_i=n^2\), \(i=1, 2\). In this situation, in the recent paper [3] the existence of unbounded solutions has been proved under the assumption
where
(see Theorem 3.1 in [3]). The assumption \(|\phi _i(+\infty )|<\phi ^*\) (\(i=1,2\)), with \(\phi ^*=\phi ^*(a_1,b_1,p_1,p_2)\), in Corollary 4.3 is then on the same spirit of (4.8).
Let us now focus on the situation where the function \(\Phi _1\) (or \(\Phi _2\)) is identically zero, i.e.
Incidentally, let us observe that in the linear symmetric case \(a_1=b_1=n^2\) assumption (4.10) corresponds to the case when the number \({\widehat{p}}_{1,n}\) in (4.9) is zero. Instead, in the asymmetric case \(a_1\ne b_1\), condition (4.10) is more tricky to be checked. However, some examples in which it holds can be provided. For instance, if \(a_{1}\) satisfies
then the Fourier coefficient \(c_{s,1}\) of \(C_{1}\) vanishes (see (2.6)), and (4.10) holds when \(p_1(t)=\cos snt\).
For the sake of brevity and clarity, we present here just a couple of corollaries in which (4.10) is assumed. In the first we suppose that \(a_{2}\) is such that
and that
with \(\mu >0\).
Corollary 4.6
Let \(a_i, b_i > 0\) satisfy, for \(i=1,2\), assumption (4.2); moreover, suppose that
where \(\mathcal {R}\) is defined in (2.14), and that (4.12) is fulfilled. Finally, assume that conditions (4.3), (4.10) and (4.13) are satisfied. Then, for every \(\phi _1(+\infty )\ne 0\) and for every \(\phi _2(+\infty )\in {\mathbb R}\) there exists \(\mu ^*>0\) such that for every \(\mu >\mu ^*\) there exist two infinite measure sets \(E^\pm \subset {{\mathbb R}}^2\times {{\mathbb R}}^2\) such that:
-
for every solution x of (4.1) such that \((x(0),x'(0))\in E^+\),
$$\begin{aligned} \lim _{t\rightarrow +\infty } (|x_i(t)|^2+|x'_i(t)|^2) =+\infty , \qquad i=1,2, \end{aligned}$$ -
for every solution x of (4.1) such that \((x(0),x'(0))\in E^-\)
$$\begin{aligned} \lim _{t\rightarrow -\infty } (|x_i(t)|^2+|x'_i(t)|^2) =+\infty , \qquad i=1,2. \end{aligned}$$
We observe that it is possible to find situations in which Corollary 4.6 applies. Indeed, let us first notice that Lemma 2.2 implies that (4.14) holds if \((a_{1},a_{2})\) is close to \((n^{2},n^{2})\). This happens, for instance if \(a_{1}\) satisfies (4.11) with \( s=2k \) and k large enough, and if \(\sqrt{a_{2}}\) is irrational and close to n. With these choices (4.10) holds with \(p_{1}(t)=\cos (2knt)\), while (4.12) is trivially satisfied (see (2.6)).
Proof
Let us first notice that, from (2.25) and (4.13), recalling the Fourier expansion of \(C_2\) given in (2.5), we obtain
As a consequence, recalling (4.10), we obtain
for every \(\theta \in {{\mathbb R}}^2\).
Now, let us look for solutions of \(L(\theta )=0\); from the relation \(L_1(\theta )=0\), recalling that \(\phi _1(+\infty )\ne 0\), we deduce
From Lemma 2.1, taking into account (4.14), we infer that there exists \(\Lambda _1^* \in (0,\pi )\) such that
In particular, we choose \(m=0\); then, from (4.17) and (4.18) we obtain
Replacing the last equality in the expression of \(L_2\) in (4.16) and recalling that \(\Lambda _2\) is even and \(2\pi \)-periodic, the equation \(L_2(\theta )=0\) reduces to
i.e.
Let now set
then, for every \(\mu >\hat{\mu }\) the equation (4.21) can be solved and we obtain
Choosing \(h = 0\), we then conclude that, for every \(\mu >\hat{\mu }\), the equation \(L(\theta )=0\) has the four solutions
and
In order to apply Theorem 4.1, we claim that one of the above four solutions, to be named \(\omega ^+\), is such that \(JL(\omega ^+)\) is a \(\mathcal {D}^+\)-matrix and another one, to be named \(\omega ^-\), is such that \(JL(\omega ^-)\) is a \(\mathcal {D}^-\)-matrix. To do this, recalling (4.16) and the fact that \(\Lambda '_i=\Sigma _i/n\) is \(2\pi \)-periodic and odd, we observe that
for \(i=1,2\). Now, since \(\phi _1(+\infty )\ne 0\) and recalling (4.18), we have
moreover, there exists \(\check{\mu }\ge \hat{\mu }\) such that for every \(\mu >\check{\mu }\) we have
Hence, for \(\mu >\check{\mu }\), the choice of \(\omega ^{\pm ,i}_{\mu }\) has to be made according to the signs of \(\phi _1(+\infty )\) and \(c_{r,2}\). For the sake of briefness, we discuss the case \(\phi _1(+\infty )>0\) and \(c_{r,2}>0\), the other ones being similar. We set \(\omega ^+= \omega ^{-,1}_{\mu }\) and \(\omega ^-= \omega ^{+,2}_{\mu }\); hence, by construction, \(JL(\omega ^+)\) and \(JL (\omega ^-)\) satisfy the sign conditions on the diagonal coefficients in order to be a \(\mathcal {D}^\pm \)-matrix. As far as the third condition in Definition 3.1 is concerned, we have that
and
Hence, there exists \(\mu ^*\ge \check{\mu }\) such that for every \(\mu >\mu ^*\) the third condition in Definition 3.1 is satisfied; hence the values \(\omega ^\pm \) are such that \(JL(\omega ^\pm )\) is a \(\mathcal {D}^\pm \) matrix. The thesis then follows from an application of Theorem 4.1. \(\square \)
As a last application, we discuss the case when the oscillators are symmetric, i.e. \(a_i=b_i = n^2\) for \(i=1,2\), and (4.10) holds true; as already observed, this is equivalent to the assumption
where \(\widehat{p}_{1,n}\) is as in (4.9). Let us observe that this situation is not covered by the results in [3].
Corollary 4.7
Let \(a_i=b_i=n^2\), for \(i=1,2\), and suppose that conditions (4.3) and (4.29) are satisfied.
Then, for every \(\phi _1(+\infty )\ne 0\) and for every \(\phi _2(+\infty )\in {\mathbb R}\) such that
with \({\widehat{p}}_{2,n}\) as in (4.9), there exist two infinite measure sets \(E^\pm \subset {{\mathbb R}}^2\times {{\mathbb R}}^2\) such that:
-
for every solution x of (4.1) such that \((x(0),x'(0))\in E^+\),
$$\begin{aligned} \lim _{t\rightarrow +\infty } (|x_i(t)|^2+|x'_i(t)|^2) =+\infty , \qquad i=1,2, \end{aligned}$$ -
for every solution x of (4.1) such that \((x(0),x'(0))\in E^-\)
$$\begin{aligned} \lim _{t\rightarrow -\infty } (|x_i(t)|^2+|x'_i(t)|^2) =+\infty , \qquad i=1,2. \end{aligned}$$
Proof
First of all, let us observe that in this situation the functions \(C_i\) and \(\Lambda _i\) in (2.4) and (2.9) are given by
respectively, while the number \(\alpha _i\) in (2.11) is zero. Moreover, the function \(\Phi _{2}\) in (2.25) becomes
this expression can be written as
for some \(\psi _2\in {\mathbb R}\).
From (4.31), (4.32), (4.33) and the assumption on \(\widehat{p}_{1,n}\) we deduce that
for every \(\theta \in {{\mathbb R}}^2\).
Recalling that \(\phi _1(+\infty )\ne 0\), we can solve the equation \(L_1(\theta )=0\) to obtain
as a consequence the equation \(L_2 (\theta )=0\) reduces to
We now observe that assumption (4.30) implies that \(\widehat{p}_{2,n}\ne 0\); hence, from (4.36) we infer that
Choosing in particular \(m = h = 0\), we conclude that the equation \(L(\theta )=0\) has the four solutions
We now claim that one of the above four solutions, to be named \(\omega ^+\), is such that \(JL(\omega ^+)\) is a \(\mathcal {D}^+\)-matrix and another one, to be named \(\omega ^-\), is such that \(JL(\omega ^-)\) is a \(\mathcal {D}^-\)-matrix. To see this, let us observe that, from (4.38),
for \(i=1,2\). Focusing for the sake of briefness on the case \(\phi _1(+\infty )>0\), we obtain from (4.30) that
Setting \(\omega ^+ = \omega ^{+,2}\) and \(\omega ^-=\omega ^{-,1}\), since
and
from the same assumption (4.30) we deduce that
as well. From (4.40) and (4.43) we conclude that \(JL(\omega ^\pm )\) is a \(\mathcal {D}^\pm \)-matrix. The thesis then follows from an application of Theorem 4.1. \(\square \)
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The authors are grateful to Rafael Ortega for having proposed the subject of this investigation and for his enduring encouragement.
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Boscaggin, A., Dambrosio, W. & Papini, D. Unbounded Solutions to a System of Coupled Asymmetric Oscillators at Resonance. J Dyn Diff Equat (2022). https://doi.org/10.1007/s10884-022-10200-y
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DOI: https://doi.org/10.1007/s10884-022-10200-y