R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
M ARCO S ABATINI
Hopf bifurcation from infinity
Rendiconti del Seminario Matematico della Università di Padova, tome 78 (1987), p. 237-253
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Hopf Infinity.
MARCO SABATINI
(*)
0. Introduction.
The aim of this paper is to
give
sufficient conditions for bifur- cation frominfinity
ofperiodic
solutions of second order autonomous O.D.E.’s.Let us consider the
parametrized equation
where the map -*
.F’u(x, x’ )
is continuous.The
generalized
Li6nard andRayleigh equations
are
special
cases of(E~),
that will be considered in detail in sections3, 4.
The main result is the
following.
THEOREM A. Let ns suppose that
(Eu) de f ines
a continuousf amily o f dynamical systems np(t, x)
such that:(*)
Indirizzo dell’A.:Dipartimento
di Matematica Pura eApplicata,
Uni-versity
dell’Aquila,
Via Roma, 67100L’Aquila.
This work was
performed
under theauspices
of the Italian Council of Researches(C.N.R.),
andpartially supported by
the International School for Advanced Studies(I.S.A.S.)
in Trieste.(i) a(t, x) :
=no(- t, x)
isultimately bounded;
(ii) n,(t, x)
isultimately
boundedfor
ft >0;
(iii)
there are noequilibrium points of (Ell)
outof
af ixed
ball.Then there exists a
family of asymptotically
stablecompact annuli,
with closed orbits as
boundaries, bi f urcating f rom infinity.
We remark that the notion of ultimate boun,dedness for is
equi-
valent to that of uniform ultimate boundedness for the solutions of
(Ell)’
that was studiedby
several authors(see [3], [4], [5], [7], [12]).
Moreover,
condition(i)
is verifiedby
the flow definedby (E,~)
if andonly
if the solutions ofare
uniformly ultimately
bounded(u.u.b. ). Hence,
if the solutions of(- Eo) and (Eu),
for Itpositive,
areu.u.b.,
then there areperiodic
solutions of
(E,~) bifurcating
frominfinity.
Theorem A is obtained as a
corollary
of a moregeneral
one, con-cerning
abstractdynamical systems
inlocally compact
metric spaces.THEOREM B. Let be a
one-parameter
continuousfamily of dyna-
mical
systems
onX,
alocally compact
metric space. Assume that:(i) a(t, x)
=x)
isultimately bounded;
(ii) x)
isultimately
boundedfor
it > 0.Then a
family of asymptotically stable, invariant, compact
sets bi-furcates f rom in f inity.
The central idea of the
proof
is to extend the flows 7lp, to the Ålex- androvcompactification 0l :=
X U of Xby setting,
for any pAuslander
and
Seibert showed in[1]
thatstability properties
of(m)
withrespect
to A arestrictly
related toglobal
boundedness prop- erties of n.Then,
to prove Theorem B it is sufficient toapply
a re-sult
by Marchetti-Negrini-Salvadori-Scalia, [11].
Part of the results contained in this work could be reached
by
asuitable use of the
stereographic projection.
Alexandrov’compactifica-
tion has been chosen for it allows to
study
alsodynamical systems
on unbounded submanifolds of
R",
where astereographic projection
is not defined in a natural way.
A result similar to theorem A has been obtained
by
Lins-De Melo-Pugh (see [9])
for theequation:
They
studied it on Poincaré’ssphere
andproved
that a closedorbit goes to
infinity
when(c/a) diverges negatively.
Oliva, too,
used Poincaré’ssphere
tostudy delay-differential
equa- tions atinfinity,
withspecial regard
toHopf
bifurcation(see [8],
andits
references).
Ashortcoming
ofHopf
bifurcation around apoint
at
infinity
on Poincaré’ssphere
is that closed orbits do notcorrespond
to
periodic
solutions of theoriginal system.
Recently
L.Malaguti [10] proved
a theorem of bifurcation ofcycles
frominfinity
for theequation
This paper is divided in four sections. In the first one the fun- damental definitions and theorems about bifurcation in
dynamical systems
aregiven.
In section 2 the relation between boundednessproperties
andstability
atinfinity
is described and Theorems A and Bare
proved.
In theremaining sections,
theprevious
results areapplied
to the
study
ofgeneralized
Liénard andRayleigh equations.
1. Preliminaries.
For basic definitions and notations we refer to
[2].
Ifwe denote
by
theregion
of attraction of M withrespect
to thedynamical system Furthermore,
thenegative dynamical system
~(- t, x)
will be calleda(t, x).
As
already
observed in theintroduction,
the appearance of bi- furcation indynamical systems
is often related to a suddenchange
ofthe
stability properties
of suitable sets. In[11]
thefollowing
definitionhas been
given:
DEFINITION 1.1. Let C be the set
o f
all proper nonempty compact
subsetsof
X. Let us consider a map K:[0, ,u # )
-C’, K,,
such that:then f-l = 0 is said to be a bifurcation
point for
the map Ki f
there ex-ists E
(0,
and a second map M:(0, ,u*)
-~C, M, satis f ying
the conditions:
( 1 ) ’if fl
E( o, It*), M,
isn,-invariant
andg,~
r1_ ~ ; ( 2 )
maxEo):
x EM,~~ --~
0 as p - 0 .In the same paper, the
following
basic theorem has beenproved:
THEOREM 1.2. Let X be connected and R03BC be ac continuous
family o f flows
on X. Let f-l > 0 and K:[0, It#)
--~ C be ac map as inDel.
1.1.If Eo
isR0-asymptotically
stable and isn,-completely
unstable(i.e.
negatively asymptotically stable) for
f-l E(0, p#),
then p = 0 is abifur-
cation
point for K. Furthermore,
the map M andIt*
can be chosen sothat
V03BC
E(0, 03BC*), M,
isR03BC-asymptotically
stable.REMARK 1.3. The
proof
shows that the setM,
can be identifiedas the
largest n,-invariant compact
setdisjoint
from.go,
containedin a suitable
neighbourhood
ofKo independent
of p, for It small.When X =
R2 ,
theorem 1.2 can be used to prove the existenceof
periodic
solutions ofordinary
differentialsystems.
Let
be a
family
ofordinary
differentialsystems defining
a continuousfamily
ofdynamical systems
onR2 ,
and let us assumethat,
for smallft’s,
theorigin
is theunique
criticalpoint
of oursystem
containedin a fixed ball. Then:
THEOREM 1.4. Let the
origin
beno-asymptotically
stable and n,-completely unstable,
E(0,,a#).
Then ft = 0 is abifurcation point;
and M can be determined so
that, ’Bj ft
E(0,
( i ) M,
isR03BC-asymptotically stable;
(ii) M, is
thecompact
annularregion
enclosed between twocycles
C~ , C~ of n,; the
inner oneC, equal
toFor the
proofs
of theorems 1.2 and 1.4 see[11].
2. Alexandrov’
compactification
and bifurcation frominfinity.
In this section we denote .X U
(o)
the Alexandrov’ com-pactification
of atopological
space X(see [6]
fordetails).
Asalready
remarked in
[1],
a flow R defined on X can be extended in aunique
way to a iljw yr on
X:
since X is invariant withrespect to n,
its com-plement
has to beinvariant,
hence a fixedpoint.
Let us definea new flow:
Group
axioms aretrivially
verifiedby A,
and itscontinuity
comesfrom a standard
compactness argument.
From our
viewpoint,
the relevant feature of A consists of the strict relationexisting
between thestability properties
of w withrespect
to R and the boundedness
properties
of n. Inparticular:
THEOREM 2.1.
(Auslander-Seibert, [1]).
n isultimately
boundedif
and
only if
isnegatively asymptotically
stable withrespect
to ~.Now we are
ready
to state the main result of this section.be a
connected, locally compact,
noncompact
metric space.TEOREM 2.2
(B).
Letn,,,(t, x)
be a continuousfamily 0f flows
on X s.t.(1 ) no(t, x)
isnegatively ultimately bounded;
(2) if
fl >0, x)
isultimately
bounded.Then 3
fl*
E[o, ,u#)
such thatV fl
E(0, It*):
( i )
3M, compact, R03BC-invariant
andasymptotically stable;
(ii) M,~
is thelargest
invariant set contained in thecomplement o f
af ixed compact;
(iii) 1V1,~ -~
cv in theHausdorff
metricof X
as ,u -~ 0.PROOF. It is easy to prove,
by
the usualcompactness argument,
that if n, is a continuousfamily
of flows on.~, then ji,
has the sameproperty.
Since X is
separable, X
ismetrizable,
so it makes sensespeaking
of bifurcation. The
hypotheses
and theorem 2.1imply
that(cv)
isno-asymptotically
stable andR03BC-completely unstable,
for p > 0.By
theorem
2.1, ~C
= 0 is a bifurcationpoint.
So there exists¡t*
E(0, p’)
and a map
M, ,
defin,ed on(0, p*) ,
such that is notempty, compact
inX,
R-invariant anddisjoint
from{to);
moreover:By
remark1.3, .Mu
may be chosen as thelargest asymptotically
stablenp-invariant
set contained in aneighborhood
of v), such thatMp.
This means that
Mp
may be chosen as thelargest asymptotically
stable
R03BC-invariant
set contained in thecomplement
of acompact
of X.Since
X/,,
yby
a well knownproperty
of Alexandrov’compact- ification, M,~
iscompact
also in ~. Point(iii)
of the thesis comesdirectly
frompoint (2)
of definition 1.1. 0As it has been made in
[11]
forHopf bifurcation,
theprevious
result may be used in the
study
of bifurcation frominfinity
for pe- riodic solutions of differentialsystems
in R2.Let
f : [0, pO)
X R2 - R2 >0)
be a continuous mapsatisfying
thefollowing
conditions:(i)
thefamily
of differentialequations
(2.2)
defines a continuousfamily
n, ofdynamical systems
onR2
(see
remark2.5);
(ii)
there exists acompact
set H out of which(~~)
has nocritical
points.
We may now state the
following:
THEOREM 2.3
(A).
Let no benegatively ultimately
bounded and a, beultimately bounded, for
p E(0, p’).
Then ft = 0 is a
bi f urcation point f rom infinity. Furthermore, ,u*
> 0 andMg
may be determined in such a way that the conclusionsof
theorem2.2 hold and
M,
is the enclosed between twocycles C,, C~,
withCu -
PROOF. Let us consider the
homeomorphism:
The
dynamical system:
has a fixed
point
at theorigin
whosestability properties
coincidewith ones. We may
apply
theorem 1.4 to in order to obtain the existence of an annulusN,
enclosed between twocycles T)
«where =
Now, setting .~’u = ex-1(Np,)
andC,
=C)
=a-1(1-’~ ),
weget
the thesis. C7REMARK. 2.4. If
O,
=C~,
thenM,
=C,
=C~
is anasymptotically
stable closed orbit.
REMARK 2.5. If
x)
1-+f,~(x)
is continuous and existence anduniqueness
of solutions of(S,~)
areguaranteed,
wealways
may definea continuos
family
ofdynamical systems having
the same orbits as(8/J)’ possibly reparametrizing
the time. Forexample,
the differentialsystem
may be susbstituted
by
thefollowing
one:to obtain the desired result.
REMARK 2.6. In
general
the map M is not continuous withrespect
to Hausdorff
metric, for p
=1= 0. In thefollowing example
theorigin
is a cluster
point
of discontinuities.Let us consider the
family
ofdynamical systems
definedby
thefollowing
differentialsystems:
where
To
study
thestability properties
of theunique equilibrium point
of(2.3)p,
theorigin,
we use theLiapunov
functionwhose
derivative, along
the solutions of(2.3),,
isFor p
=0,
theorigin
isasymptotically stable,
becauseFor p
>0,
theorigin
iscompletely unstable,
becauseis
positive
definite in aneighbourhood
of(0, 0).
Hence,
afamily
ofasymptotically
stable setsM,
bifurcates from theorigin. Mu
consists of asingle cycle
when thequadratic poly-
nomial
has no real roots. This
happens
whenis
negative.
In this case thecycle
is the circumference ofequation
When 4 (p) changes sign,
a newcycle
appears andsuddenly
bifurcatesin two
cycles
ofequations
If
zt(~)~0y Mu
can be characterized as follows:It is immediate to
verify
that M is Hausdorff-discontinuous whered (~u) changes sign,
andthat p =
0 is an accumulationpoint
of suchdiscontinuities.
Let us introduce a new
topology -r
in C:DEFINITION 2.7. Let us set _ We
call z~ the
topology having, for
any M EC,
thefamily e) : ~ > 01
as a
fundamental system o f neighborhoods.
The
topology
induced on Cby
Hausdorff metric isstrictly
finerthan z.
Moreover,
z isTo
but notTl (see [6]
forseparation axioms).
The restriction of í to the
subspace J
of Cconsisting
of all Jordan closed curves isT2,
that ensures theuniqueness
of the limit inJ.
We say that a map M:
[0,
-~C,
continuous withrespect
to z,defines
a « continuousfamily
ofcompact
sets ». In some cases , 7 we may prove that thebifurcating
families of theorems 1.4 and 2.3 arer-continuous.
COROLLARY 2.8. In the
hypotheses o f
Theorem(2.3), if
ag has at most onecycle for a
E(o, ~C#),
then Mde f ines
a continuousfamily of asymptotically
stablecycles.
PROOF.
By
theorem 3.1 in[11],
y theasymptotic stability
ofM;~
entails its total
stability. So,
for anypositive
8, there exists 6 > 0 suchthat |03BC -,u) + M;;) 6 implies
thatx), .M’u.)
E forany
positive
t. So the co-limit set of x iscompact
for each3) . By
Poincaré-Bendixsontheory,
it is acycle Fp.
For theuniqueness
of
cycles
of n,, we haveFIl
=M,
and the thesis.3. Generalized Liinard
equation.
Let us consider a
one-parameter family
of second order differentialequations:
where
(p,
x,x’)
Hx’)
is a continuous real function.(E,)
isequi-
valent to the
system
If
Vp
E[0, x’)
islocally lipschitzian,
then(8#)
defines adynamical system ~c,~(t, x), possibly by
a suitablereparametrization
of its orbits
(see
remark2.5).
The
following
differentialsystem
defines the
(negative) dynamical system c~,~(t, x)
=np(- t, x). (- Sm)
is
equivalent
toHence, (S~)
isnegatively ultimately
bounded if andonly
if the so-lutions
of areuniformly ultimately
bounded. This allows usto use boundedness theorems in order to obtain unboundedness of solutions of the
given
differentialequations. Then, by
virtue of the-orems 2.2 and
2.3,
to any boundedness theorem we may associate a result of bifurcation frominfinity.
Anexample
of thisprocedure
willbe
given
in this section for thegeneralized
Liénardequation
In next
section,
we willgive
otherexamples concerning Rayleigh equation.
We recall below a theorem
by
J. R. Graef[7],
relative to equa-tion (L).
THEOREM 3.1. Let
f
be continuous and g belocally lipschitzian.
Let us suppose that there exist
positive
constantsk,
c such that:where
.F"(x)
=t(x), .F’(0)
= 0.I’2crther, if
then the solutions
o f (L)
areuni f ormly ultimately
bounded.Now let us consider the
family
ofequations
where, V03BC
E[0, 03BC#), f,
is continuous and g, islocally lipschitzian.
Theresults of section 2 may be
applied
to thestudy
of bifurcation of pe- riodic solutions of(Lp)
frominfinity,
as it is shownby
thefollowing:
THEOREM 3.2. Let us assume that
(i) (- Lo)
and(.Lu), for
p >0, veri f y
thehypotheses o f
theorem3.1;
(ii )
there exists af ixed compact
H that contains allf ixed points (Lp), for
~upositive.
T hen p = 0 is a
point of bi f urcation f rom in f inity for
afamily of compact, invariant, agymptotically
stable annuli.PROOF.
By
remark2.5,
we see that forTi ¡t
E[0, (LA)
definesa continuous
family
ofdynamical systems np(t, x). Moreover,
the fa-mily
verifies thehypotheses
of theorem 2.3. Thisyields
the thesis. Cl An existence result of a continuousfamily
ofasymptotically
stable
cycles bifurcating
frominfinity
may be derived from theo-rem 3.2. For
that,
we need thefollowing:
THEOREM 3.3
(Zhang
Zhifen[14], [15]). Let
us consider thedif- f erential system
in R2:if
(i)
glocally lipschitzian, xg(x)
> 0for
x =1=0 , G(::f:: 00) == +
oo(where G’ (x)
=g(x), G(O)
=0);
(ii) .I’(x)
EC1(R), F(O)
=0, I"(x) jg(x)
isincreasing for
x =1=0;
(iii) yO(y)
> 0for y =1= 0, 16( + oo) _ ~ oo, 0
islocally lipschi-
tzian and non
=1= 0;
then
( 3 .1 )
has at most one closed orbit.Now we are in
position
to prove thefollowing corollary
of the-orem 3.2.
COROLLARY 3.4.
Suppose
that(L~) verifies
thehypotheses of
3.2for [0, ,u ~ ) . Moreover,
assume thatfor
p, > 0 :(vi)
isincreasing for
0 .Then,
a continuousfamily o f asymptotically
stablecycles bifurcates f rom in f inity
when p becomespositive.
PROOF. is
equivalent
to thefollowing system:
where =
f (x),
= 0. The aboveassumptions
ensure thatZhang
Zhifen theorem holds.By
remark2.4,
thebifurcating
annulireduce to
single
orbits and we mayapply Corollary
2.8. 0When f, and gi,
arepolynomials,
y bifurcation frominfinity
mayhappen
when theleading
coefficient off
becomespositive.
COROLLARY 3.5..Let
f, and g,
be :where the
coe f f icients o f f p,
and are real continuousf unctions de f ined
on
[0,
that n is even, m isodd, an(,u), bm(p)
arepositive for
p > 0 .If
then p = 0 is a
point of bifurcation f rom infinity,
and conclusionso f
theorem 3.2 hold.
PROOF.
Since, for 03BC
>0,
andgg(x)
areodd-degree polyno-
mials with
positive leading coefficients,
Graef’ theorem holds. For p = 0 the same theorem holds forequation (- Lo),
becauseTo prove the thesis it is sufficient to show that all critical
points
of(L~),
for p E[0, p’/2],
are contained in a fixedcompact.
That isequi-
valent to prove that the roots of are contained in a fixed ball.
If x~ is a root of
gu(x),
we have:Let us set
Now
hence
Since
inequality (3.2)
holds in acompact .g, indepent
of p. So all roots of are contained inH,
for any p in[0, ~C~’/2].
0What follows is the
analogue
of 3.5 forpolynomial
Li6nardequation:
COROLLARY 3.6. Under the
hypotheses o f
Cor.3.5, i f n > m, xgu(x)
> 0for
x ~ 0 and thepolynomial - g~ 1",
has no realroots,
then It = 0 is a
point of bifurcation f rom in f inity for
a continuousfamily of asymptotically
stablecycles.
PROOF.
Zhang
Zhifen theorem holds if =(1~
g,~ -f,
> o.Since the
leading
coefficient of1~ g~
-f, g~
is(n
- >0,
if
f ~ g~ - gy
has no realroots,
the function isincreasing
inR/tOl,
and Cor. 2.8applies.
04.
Rayleigh equation.
In this section we deal with the same
problem
of section 3 fora continuous
family
ofgeneralized Rayleigh equations :
In the whole section it is assumed that all the
functions f,,,
gu arelocally lipschitzian.
Let us recall asimplified
version of a theoremby Cartwright
and SwinnertonDyer [4],
about theequation
THEOREM 4.1.
If
there are constants q,k, b,
d > 0 such that :then the solutions
of (R)
areuniformly ultimately
bounded.Let us call
(-
theequation
obtained from(Ro) by applying
the
procedure
described at thebeginning
of section 3. As it has been done in theprevious section,
we may write the bifurcation theorem associated toCartwright-Swinnertone Dyer’s
one.THEOREM 4.2. Let us suppose that
(-
and(1~,~), for
p, >0,
sat-is f y
thehypotheses o f
theorem 4.1.I f
allequilibrium points of (R,~)
arecontained in a
f ixed ball,
then fl = 0 is apoint o f bifurcation f rom
in-f inity for
afamily o f compact, invariant, asymptotically
stable annuli.PROOF. Like in theorem 3.2. 0
Zhang
Zhifen’ theorem allows us to state thefollowing:
THEOREM 4.3. Under the
assumption of
the abovetheorem, if
(iii)
gu is nondecreasing, gu( ~ oo)
= ~ 00 ;(iv) ~9~(~) ~ ~ ~
(v)
isincreasing for 0 ;
then ,u = 0 is a
bifurcation point f rom in f inity for
a continuousfamily o f asymptotically
stablecycles.
PROOF.
(R,~)
isequivalent
to thesystem:
After the substitution:
the
system
becomes:Then,
like incorollary 3.4,
the conclusion comes from theorem 3.3 andcorollary
2.8. 0The
following
corollaries are theanalogue
of 3.5 and 3.6 forRay- leigh equation.
COROLLARY 4.4. Let
f,~
and g,~ bepolynomials. I f they
have odddegree
and all otherhypotheses of corollary
3.5hold,
then ,u = 0 is apoint o f bi f urcation f rom in f inity
and the thesiso f
theorem 4.2 holds.PROOF. On the same line of
corollary
3.5. It is immediate toverify
that the boundednessproperties requested by
theorem 4.2 hold.It remains to prove that all
equilibrium points
of(R,)
are containedin a fixed
compact.
To seethis,
we consider theequivalent system (4.1),
whose critical
points
have coordinates(x, 0),
where x is a root of thepolynomial --f-
Now it is sufficient torepeat
the secondpart
of theproof
ofcorollary
3.5 to have the thesis. 0COROLLARY 4.5. Under the
hypotheses o f corollary 4.4, i f
n > 2 and:(iii) xfu
-t~
has no realroots;
then fl = 0 is a
bifurcation point f rom in f inity for
a continuousfamily o f asymptotically
stablecycles.
PROOF. If the
polynomial
-f ~
has no realroots,
then it isalways positive,
since itsleading
coefficient isn(n - 2)an(,u)
> 0.Hence the function which has
~(xf~
- asderivative,
isincreasing,
and thesystem
has at most one closed
orbit, by Zhang
Zhifen’ theorem.By exchang- ing
xand y,
we obtainsystem (4-1),
that isequivalent
to(R,). By corollary
2.8 weget
the thesis. DThe author wishes to thank
prof.
L. Salvadori for hissupport, prof.
V. Moauro and dr. P. Marcati for many fruitful conversations and dr. G. Villari forhaving provided
a lot of material about second order O.D.E.’s. Aspecial
thank to dr. Luisa Mazzi for her moral and technicalsupport.
REFERENCES
[1] J. AUSLANDER - P. SEIBERT,
Prolongations
andstability in Dynamical Systems,
Ann. Inst. Fourier, 14 (1964), pp. 237-267.[2] N. P. BATHIA - G. P. SZEGÖ,
Stability theory of Dynamical systems,
DieGrund. der Math. Wiss. in Einz., 161,
Springer-Verlag,
Berlin(1970).
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