Glasnik Matemati CKI Vol. 53 (73) (2018), 343 - 357
Glasnik Matemati CKI Vol. 53 (73) (2018), 343 - 357
Glasnik Matemati CKI Vol. 53 (73) (2018), 343 - 357
1. Introduction
Since the seminal work of Markus [6], we can associate to any quadratic
homogeneous system of differential equations in Rn a commutative but not
necessarily associative multiplication in Rn . If the system writes
(1.1) ẋ = P (x),
where x = (x1 , .., xn ) ∈ Rn and P : Rn → Rn is a function whose components
are homogeneous quadratic polynomials in the variables (x1 , .., xn ), then the
multiplication is a billinear symmetric map β : Rn × Rn → Rn defined by
1
β(x, y) = (P (x + y) − P (x) − P (y)) .
2
In their paper on nonassociatice algebras and homogeneous quadratic
differential equations (see [5]), Kinyon and Sagle gave substantial results and,
more recently, this approach has been used for studying stability questions
(see [1]).
343
344 H. BOUJEMAA AND S. EL QOTBI
f : Rn × · · · × Rn → Rn
can be defined and a m-algebra can be associated (see the work of Walcher
[7]). We write in this case
ẋ = f (x, .., x) = xm .
then X̂ writes
X
i1 i1 1 1
ẋ1 = a1i1 ...i1 x11 . . . xnn z m−(i1 +···+in )
1 n
1≤i11 +···+i1n ≤m
..
. .
X
ẋn = n in
ai1 ...i1 x1 . . . xn z
1 in
n m−(i n
+···+in
)
1 n
1 n
1≤in +···+in ≤m
1 n
ż = 0
We may notice that if we restrict X̂ to the hyperplane Rn ×{z = 1}, we obtain
X and if we restrict X̂ to Rn × {z = 0} we obtain the homogeneous part X e
of degree m of X.
We state the main result.
Theorem 2.1. Let X be a polynomial vector field of degree m on R2 and
e
X its homogeneous part of degree m. Let φ̃(·, x) denotes the solution of X e
2
through x = (x1 , x2 ) ∈ R . If there exist a half line L from the origin O,
a point A ∈ L and two scalars τ > 0, λ > 1 verifying B = φ̃(τ, A) with
OB = λ OA, then X is unbounded and there is a trajectory blowing up in
finite time.
Proof. If the trajectory through A crosses the half line L tangentially
then, since Xe is homogeneous, L is invariant and we have an idempotent.
In this case, the result is given by Dickson and Perko in [4]. Thus, we may
suppose that the trajectory meets L transversely. We suppose also that τ is
the smallest t > 0 verifying φ(t, A) ∈ L.
Let X̂ be the homogeneous polynomial vector field on R3 obtained from
X using the homogenization process. If we restrict X̂ to the hyperplane z = 0,
346 H. BOUJEMAA AND S. EL QOTBI
This follows from the compactness of the closed ball B(Â, δ) and the continuity
of the map ”y1 7→ τy1 ”, following itself from the differentiability of some
convenient Poincaré map.
Let M1 = (a1 , a2 , β1 ) ∈ R3 with β1 > 0 small enough so that M1 belongs
to B(Â, δ). The line (OM1 ) crosses the hyperplane z = 1 at a point Q0 . On
the other hand, the point N1 = φ̂ (τM1 , M1 ) belongs to V (B̂) ∩ Π and also to
ON UNBOUNDED POLYNOMIAL DYNAMICAL SYSTEMS 347
Q0 Q1
(0, 0, 1) • •
M1
(0, 0, β1 ) γ0 γ1
• •
N1 V (B̂)
γ0
(0, 0, β2 ) •
M2
• •
O Â B̂
B(Â, δ)
Figure 1.
where γ1 = M1 N1 , γ0 being the distance from M1 to the z−axis and also the
distance from M2 to the z−axis. We can notice that
β2 γ0
< .
β1 γ0 + γ
If we let k = γ0γ+γ
0
, we can define by induction one sequence of positive scalars
(βn )n and three sequences of points (Mn )n , (Nn )n and (Qn )n such that
1 1
βn ≤ β1 k n−1 , Qn = Nn , Qn = Mn+1
βn βn+1
and
1 m−1 1
Qn = φ̂ (τMn , Mn ) = φ̂ βn τMn , Mn = φ̂ βnm−1 τMn , Qn−1 .
βn βn
Thus, we obtain
(2.2) Qn = φ̂ βnm−1 τMn + · · · + β1m−1 τM1 , Q0
and certainly Q0 Qn ≥ n γ, for n ≥ 1. This shows that the trajectory for X̂
through Q0 = (q1 , q2 , 1) blows up and implies, using (2.1), that the trajectory
for X through (q1 , q2 ) also blows up. Therefore, X is unbounded. To justify
that the blow up time is finite, we let ξn be the scalar given by
ξn = βnm−1 τMn + · · · + β1m−1 τM1 .
Clearly, we have
ξn ≤ τ2 βnm−1 + · · · + β1m−1 ,
ξn ≤ τ2 (β1 + · · · + βn ) ,
1
ξn ≤ τ2 β1 ,
1−k
which ends the proof.
Example 2.2. We can notice that when dimension is two and if we expect
a half line L as in the theorem, the corresponding degree has to be odd.
Consider the following homogeneous polynomial dynamical system in R2
(
ẋ = (−y + x)(x2 + y 2 )k
(2.3) ,
ẏ = (x + y)(x2 + y 2 )k
where k is a positive integer.
The origin is obviously an isolated critical point and we can easily prove
that there is no idempotent. In polar coordinates, system (2.3) writes
(
ṙ = r2 k+1
.
θ̇ = r2 k
ON UNBOUNDED POLYNOMIAL DYNAMICAL SYSTEMS 349
3. Higher dimensions
In this paragraph, we will use the same notations as before: X is a poly-
nomial vector field of degree m ≥ 2 on Rn for n ≥ 3, X̃ its homogeneous part
of degree m and X̂ the homogeneous vector field on Rn+1 obtained from X
using the homogenization process. φ̃(., x) denotes the trajectory through
a point x = (x1 , .., xn ) ∈ Rn for X̃ and φ̂(., x̂) the trajectory through
x̂ = (x1 , .., xn , z) for X̂. We suppose that there exist two scalars τ > 0,
λ > 1 and a point A ∈ Rn such that, if B = φ̃(τ, A) then OB = λ OA. If we
consider the linear map Dφ̃τ (A), we have the following result.
Proposition 3.1. λ and λm are two eigenvalues of Dφ̃τ (A) and two
λ
corresponding eigenvectors are u1 = A+(m−1) τ 1−λ m X̃(A) and u2 = X̃(A).
Proof. Using the equality φ̃(τ, φ̃t (A)) = φ̃(t, φ̃τ (A)) for small values of
t ∈ R, if we differentiate both sides with respect to t and let t = 0, we obtain
Dφ̃τ (A)(X̃(A)) = X̃ φ̃τ (A) = X̃(λ A) = λm X̃(A).
For the other eigenvalue, we notice that
φ̃(τ, (1 + t) A) = (1 + t) φ̃ (1 + t)m−1 τ, A
for small values of t ∈ R.
Again, if we differentiate with respect to t and let t = 0, we obtain
Dφ̃τ (A)(A) = λ A + (m − 1) λm τ X̃(A),
and if we look for a nonzero scalar β for which
Dφ̃τ (A + β X̃(A)) = λ (A + β X̃(A)),
λ
we obtain β = (m − 1) τ 1−λm , which ends the proof.
1 1 m−1
Q1 = N0 = φ̂(τM0 , M0 ) = φ̂(zM τM0 , Q0 ).
zM0 zM0 0
If we define
m−1 m−1 xÂ1 + δ
ξn = zM τMn−1 + · · · + zM τM0 and k = ,
n−1 0
xÂ1 − δ + γ
then
m−1 m−1
0 < ξn ≤ τ2 zM n−1
+ · · · + z M0 ,
m−1
0 < ξn ≤ τ2 zM0
1 + · · · + k n−1 ,
m−1
τ2 zM
0 < ξn ≤ 0
,
1−k
and the proof is complete.
Remark 3.4. When the dimension is larger than 3, as λ and λm are
eigenvalues, a sufficient condition will be that the dimension of corresponding
eigenspaces is 1 and that all other eigenvalues µ1 , .., µp have modulus less than
λ. More explicitly, in the case where all eigenvalues are real and if Dφτ (A) is
diagonalizable, there is no difficulty in proving the same result since we have
λ > Supi=1,...,p |µi |.
If Dφτ (A) is not diagonalizable, then we use a Jordan canonical form for
which all possible 1′ s above the main diagonal are replaced by some η > 0
small enough to ensure
λ > Supi=1,...,p |µi | + η.
When complex eigenvalues exist, similar ideas, with an appropriate choice of
the norm to make the proof of the iteration easier, lead to the same result.
In the sequel, we will give two examples on R3 , the first one is of degree
2 and the second is of degree 3.
Example 3.5. Consider the following homogeneous polynomial dynami-
cal system X̃ of degree 2
2
ẋ = a x y + b y − c y z
(3.5) ẏ = −a x2 − b x y + c x z + d y z ,
ż = d y 2
where a, b, c and d are real constants with d > 0. Idempotents, if any, belong
to the cone ”x2 + y 2 = z 2 ”. If idempotents exist, unboundedness will result
from Dickson and Perko theorem. Otherwise, we will deduce it from Theorem
3.3. Since
d 2
(x + y 2 − z 2 ) = 0,
dt
the cone ”x2 + y 2 = z 2 ” is invariant. As ż = d y 2 , if (x(t), y(t), z(t)) belongs
to the cone, z(t) increases without bound and, if we suppose that there is no
ON UNBOUNDED POLYNOMIAL DYNAMICAL SYSTEMS 355
idempotent, trajectories included in the cone will spiral and blow up. Thus,
any generator of the cone is crossed infinitely often.
We let A 6= 0 be any point of the cone and τ > 0 the smallest scalar
t for which φt (A) crosses the generator (OA). Since Dφ̃τ (A) has λ and λ2
as eigenvalues, we have to justify that there exist a third eigenvalue µ such
λ
that |µ| < λ. First, we may notice that the two eigenvectors A + 1−λ 2 τ X̃(A)
and X̃(A) belong to the tangent plane to the cone at A. Moreover, as the
cone is invariant, the third eigenvalue µ is necessarily positive. If we let
P1 (t) = (x(t), y(t), z(t)) be a point inside the cone and if we consider the
point
x(t) y(t)
P2 (t) = (z(t) p , z(t) p , z(t)),
2 2
x (t) + y (t) x (t) + y 2 (t)
2
the point P2 (t) belongs to the cone and P1 (t), P2 (t) are elements of the same
horizontal plane. Thus the distance P1 P2 (t) represents the distance from
P1 (t) to its ”horizontal projection” P2 (t). On the other hand, since
d d p d y2 p
P1 P2 (t) = z(t) − x2 (t) + y 2 (t) = p x2 + y 2 − z < 0,
dt dt x2 + y 2
if we consider the map φτ , φτ is contracting distances to corresponding hori-
zontal projection points. As we may choose an eigenvector u associated to µ
pointing inward the cone, we can deduce that not only we have |µ| < λ but
we have also |µ| ≤ 1 < λ. According to our result, any polynomial vector field
X under the form
2
ẋ = a x y + b y − c y z + P1 (x, y, z)
(3.6) 2
ẏ = −a x − b x y + c x z + d y z + Q1 (x, y, z) ,
ż = d y 2 + R1 (x, y, z)
where a, b, c and d are real constants with c > 0. Here again, the cone ”x2 +
y 2 = z 2 ” is invariant and idempotents, if any, belong to the cone. As before,
we suppose that there is no idempotent. In this case also, if (x(t), y(t), z(t))
belongs to the cone, then z(t) increases without bound and the corresponding
356 H. BOUJEMAA AND S. EL QOTBI
Acknowledgement.
The authors would like to thank the referee for the valuable remarks which
helped to improve the content of this work.
References
[1] H. Boujemaa, S. E. Qotbi and H. Rouiouih, Stability of critical points of quadratic
homogeneous dynamical systems, Glas. Mat. Ser. III 51(71) (2016), 165–173.
[2] A. Cima and J. Llibre, Bounded polynomial vector fields, Trans. Amer. Math. Soc. 318
(1990), 557–579.
[3] C. S. Coleman, Boundedness and unboundedness in polynomial differential systems,
Nonlinear Anal. 8 (1984), 1287–1294.
[4] R. J. Dickson and L. M. Perko, Quadratic differential systems, Lockheed Res. Rep. No.
LMSC L-56-68-1, Lockheed Palo Alto Res. Lab, 1968.
[5] M. K. Kinyon and A. A. Sagle, Quadratic dynamical systems and algebras, J. Differ-
ential Equations 117 (1995), 67–126.
[6] L. Markus, Quadratic differential equations and non-associative algebra, in: 1960 Con-
tributions to the theory of nonlinear oscillations, Vol. V, Princeton Univ. Press, Prince-
ton, 1960, 185–213.
[7] S. Walcher, Algebras and differential equations, Hadronic Press, Palm Harbor, 1991.
H. Boujemaa
Département de Mathématiques
Mohammed V University in Rabat
1014RP Rabat
Morocco
E-mail : boujemaa@fsr.ac.ma
S. El Qotbi
Systèmes Dynamiques, A3D
Mohammed V University in Rabat
1014RP Rabat
Morocco
E-mail : Qotbis@gmail.com
Received: 24.11.2017.