Abstract
We study three systems from the classification of cubic reversible systems given by Żoła̧dek in 1994. Using affine transformations and elimination algorithms from these three families the six components of the center variety are derived and limit-cycle bifurcations in neighborhoods of the components are investigated. The invariance of the systems with respect to the generalized involutions introduced by Bastos, Buzzi and Torregrosa in 2021 is discussed. Computations are performed using the computer algebra systems Mathematica and Singular.
MSC:
34C14; 34C25; 34C07
1. Introduction
One of the long-standing problems in the theory of polynomial differential equations is the Poincaré center problem, which involves finding for which values of parameters a given polynomial differential system of the form
has a center at the origin. A general approach to its study was proposed by Poincaré and Lyapunov [,]; however, this relies on checking an infinite number of conditions, which is difficult to verify in practice.
The problem has been studied for some fixed values of the degree n for more than a century by many authors. The only family completely investigated is the quadratic one () [,,,,,]. Some partial results have been obtained for the cubic family (when in (1) ), see e.g., [,,,,,,,] and references given there; however, it appears that the center problem for the cubic system is still far from resolved. Some partial classifications have also been obtained for higher-degree families; in particular, for systems in the form of a linear center perturbed by homogeneous polynomials of degree 4 and 5 [,].
By the Poincaré–Lyapunov theorem, the existence of a center at the origin of system (1) is equivalent to the existence of an analytic first integral of the form
in a neighborhood of the origin. For system (1), one can always find a function of the form (2) such that
where are polynomials in the coefficients of polynomials P and Q, called the focus quantities of the system (1). We denote the list of coefficients of the first equation of (1) by and the list of coefficients of the second equation by , so the polynomials are polynomials in the variables , in the polynomial ring .
Clearly, system (1), with fixed coefficients , has a first integral (2) and, therefore, a center at the origin if and only if
That is, belongs to the variety of the ideal
The variety is called the center variety of system (1).
In studying the center problem for a given polynomial family of the form (1), one usually computes a few first focus quantities of the system, then finds the irreducible decomposition of the variety of the ideal
and then for each component of the decomposition proves the existence of a local analytic first integral. In some sense the center problem for system (1) will be solved if all possible mechanisms of local integrability in systems (1) can be established, and algorithmic procedures allowing the proving of integrability for systems corresponding to the components of irreducible decomposition of the center variety would be proposed.
Up to now two main known mechanisms yielding integrability in polynomial systems are the Darboux integrability [,,,,,] and time reversibility [,,,]. In 1994, in the renowned work [], Żoła̧dek presented a classification of reversible centers of a cubic system. He gave 17 families of systems that are time reversible with respect to some rational transformations, and such that among systems of the families there are some that have a center. The reversible families of [] contain systems with a center and systems that do not have a center, so the relation of the classification to the center variety is not discussed in [].
This relation was investigated in [,], where the authors were looking for an affine transformation
whose inverse is
which brings the systems from Żoła̧dek’s families to the canonical forms
and
However, for only 6 of 17 families of [] has the study of [,] resulted in finding center conditions in terms of polynomial equalities in the coefficients of (6) and (7); that is, in finding components of the center variety (in this paper, speaking on the components of the center variety, we do not mean the proper components; they can simply be algebraic sets that are subsets of the center variety). For the other cases the conditions for the existence of a center in (6) and (7) were given in terms of elimination ideals.
The authors of [,] also did not consider all systems from the classifications of [] that can be transformed to families (6) and (7). They only considered real systems transformed to (6) and (7) by real transformations. However, we will see below that some complex systems can be transformed to real systems (6) by complex affine transformations (4).
Recently, the following generalization of the notion of time reversibility has been introduced in [].
Definition 1.
Let be an open set, be an involution of class , be a vector field of class and be a continuous function. It is said that is orbitally φ-reversible if
The case corresponds to the classical notion of time reversibility.
The authors of [] showed that all 17 families of [] are orbitally -reversible and found the corresponding involutions.
In this paper we consider the families of [] that are related to system (6) with ; namely, the families denoted by , and in []. That is,
and
respectively (above ).
Using the tools of computational algebra and algorithms of the elimination theory, we obtain from these three families six components of the center variety. For the obtained components we discuss the existence of orbital -reversibility and study bifurcations of small limit-cycles from the center at the origin.
Actually, from theoretical point of view, it is straightforward to find systems from families (8)–(10) that correspond to systems with a center at the origin in family (6) in an algorithmic way: in each of systems (8)–(10) one performs substitution (5), equates the coefficients of the corresponding terms in the obtained system and in system (6), and then eliminates from the obtained polynomial system the variables using the elimination theorem [,]. However, the algorithm requires computation of Groebner bases with respect to the lexicographic order and, therefore, it is extremely time- and memory-consuming. For this reason, the direct application of this computational approach is of limited use.
Our choice of the families mentioned above is due to the computational restrictions—the study involves laborious computations, so we chose the cases that look simpler from the computational point of view and where we were able to complete calculations using our computational facilities. Some results of the performed computations are large polynomial ideals that are not appropriate for the presentation in the paper due to their sizes, but we have made them available online at http://www.camtp.uni-mb.si/camtp/barbara/ (accessed on 6 March 2021).
2. Preliminaries
To study the center problem it is often computationally efficient to work, instead of real system (1), with its complexification obtained as follows. Using the substitution , we obtain from system (1) the complex differential equation
Then, we adjoin to this equation its complex conjugate and obtain the system
Now we denote as a new variable Y and as a new function obtaining the system of two complex differential equations, which we can write in the form
where , , and in the case when the system has a real preimage of the form (1).
For system (11) there is a function of the form
such that
where a and b are parameters of the first and second equations in (11), respectively, and are polynomials of the ring , called the focus quantities of system (11). They form the ideal , called the Bautin ideal of system (11). Its variety consists of all systems (11) admitting a local analytical first integral in a neighborhood of the origin. As is mentioned above by the Poincaré–Lyapunov theorem, the local integrability yields the existence of the center, so systems from that have a real preimage, have a center at the origin. For the cubic complex system (system (11) with ) using the algorithm of ([], Section 3.4), we have computed the first eight focus quantities (available at http://www.camtp.uni-mb.si/camtp/barbara/FocusQuantitiesCubic8 (accessed on 6 March 2021)). Clearly, using these it is straightforward to obtain the focus quantities of real systems (6) and (7).
We recall also a theorem related to parameterizations of affine varieties. Let be polynomials of the ring , where k is an infinite field. Let W be the variety of , and let be the function defined by
The following statement is known as the rational implicitization theorem (see, for instance, ref. [] for a proof). It can be used to check if a polynomial parametrization covers an affine variety.
Theorem 1.
Let k be an infinite field. Set and consider the ideal
and its st elimination ideal Then is the smallest variety in containing .
3. Some Center Conditions
In this section we look for components of the center variety of system (6) (the center conditions) associated to systems (8)–(10) and obtain the following result.
Theorem 2.
(1) System (6) with has a center at the origin if its parameters belong to one of varieties (), where the ideals are defined as follows:
or the variety , which is parametrized as follows:
where
and all the above polynomials are defined on , where
Moreover, systems correspond to systems from , systems correspond to systems from and , systems correspond to systems from , from , where
and points of the variety for
and
(2) Systems corresponding to generic points of varieties and are Darboux integrable.
Proof.
(1) (a) Consider first system (8). We look for a transformation (5) that brings it to the canonical form (6). That is, we perform the substitution
and then we equate the transformed system with (6) obtaining that
and the other coefficients satisfy an algebraic system of 16 equations.
Solving the suitable equations for and we then obtain two cases:
Examining case , first we can express c and n, then eliminating with Eliminate of Mathematica from the remaining equations we obtain the ideal
Computing with the routine radical of the compute algebra system Singular [] the radical of U we obtain the ideal given in the statement of the theorem.
Obviously (one also can use Theorem 1) a rational parametrization of is given by
Further computations show that for the coefficients of transformation (19) it holds:
In case we first solve two of the remaining equations for p and n. Similarly as above, eliminating from the remaining equations we obtain the ideal
whose radical is the prime ideal given in the statement of the theorem. A rational parametrization of is given by
and for this solution we find
(b) Consider now system (9). Applying transformation (19) and equating the obtained system with (6) we can calculate k and then again we have two cases:
For , straightforward calculations yield and Now, the elimination of gives an ideal having the same radical as . Using the parametrization (20) we find that
where .
For we calculate and get After the elimination of we obtain ideal (22). Using the parametrization (23) of the variety of we find that
or
(c) Consider now system (10). In this case performing transformation (19) and equating the corresponding terms we find k and l and then we have two possibilities:
Consider first case . Calculations give and . From the remaining equations we obtain the ideal V presented in Appendix A. For this case we were not able to perform elimination with Mathematica, so we used the computer algebra system Singular. Since it still was not possible to complete computations over the field of rational numbers we carried them out in the ring
with the degree reverse lexicographic ordering. We first eliminated the variables from the ideal . Then with the routine minAssGTZ [] of Singular we computed the decomposition of the obtained ideal and found two components (output provided by Singular is presented at http://www.camtp.uni-mb.si/camtp/barbara/idealVed (accessed on 6 March 2021)). Performing the rational reconstruction of the first component with the algorithm of [] we obtained the ideal given in Appendix B.
Now taking from polynomials generating the ideal from the statement of the theorem, we observe that the first eight focus quantities of system (6) vanish on . Simple computations show that
where is defined by (15). Thus, not all systems from correspond to (10) but we will see below that all systems from have a center at the origin.
The second component of the decomposition after the rational reconstruction gives a large ideal that we denote by (ideal is available at http://www.camtp.uni-mb.si/camtp/barbara/ideal6 (accessed on 6 March 2021)). Using eliminate of Singular we computed the ideal
where are defined by (14) and then using the radical membership test [,] checked that all polynomials from vanish on the variety of and all polynomials from vanish on . This means that
and by Theorem 1 equality (28) means that (13) gives a rational parametrization of (29).
We solve suitable equations for and . Then we observe that and the polynomial system is defined by the ideal W given in Appendix C. We compute the center conditions with Singular eliminating from the ideal
in the ring Then, computing the minimal associate primes of the obtained ideal with the minAssGTZ we obtain the ideals and given in Appendix D.
We observe that if we take the first six polynomials from the generators of as the generators of the ideal from the statement of the theorem then the first 7 focus quantities (defined by (3)) vanish on the variety . In fact,
where is defined by (16), but we will see below that all systems from have a center at the origin.
Similarly, we take certain polynomials from such that the first seven focus quantities vanish on their variety and form the ideal of the statement of the theorem. Using the parametrization of given as
we compute the coefficients of (4) and the parameters of systems (10). Then using the eliminate of Singular we eliminate from the remaining polynomial the variables m and n obtaining an ideal whose variety is defined by (17) and (18). This means that systems from family (10) correspond to systems from for which conditions (17) and (18) are fulfilled.
(2) We now show that all obtained systems are Darboux integrable. The following systems (31)–(36) correspond to the six components, presented in the statement of the theorem, respectively:
where for (36)
and satisfy the equation
For each of these systems we have found a Darboux integral or an integrating factor as presented below. All six systems have the invariant line and consequently the Darboux factor
Looking for other invariant curves we obtain the following.
System (32) is Hamiltonian with the Hamiltonian function
It is not easy to find a Darboux integral or an integrating factor for system (36) since we were not able to find a rational parametrization of the variety . Solving Equation (37) for C one can obtain a parametrization of involving radicals of polynomial functions. However, computer algebra systems do not work efficiently with complicated expressions involving radicals, so we were not able to solve arising systems and find invariant curves with Mathematica in this way. Instead, we use another approach. We first look for a curve on admitting a rational parametrization. As is well known, an algebraic curve admits a rational parameterization if and only if it is of genus zero (see e.g., []). Using the routine genus of the library normal.lib [] of the computer algebra system Singular we found that for
the polynomial (37) defines a curve of genus zero. Then, with the routine paraPlaneCurve of the library paraplanecurves.lib [] we obtained that the curve on the variety is defined parametrically in the following way
In this, case except for the Darboux factor (38), the system has the Darboux factor
with the cofactor
yielding the integrating factor
By analogy with (40) we look for a quadratic Darboux factor
with a cofactor of the form Equating the coefficients of similar monomials on both sides of
we obtain an algebraic system. We look for a solution of the obtained system following the pattern arising for the system with parameters (39) and find the coefficients
and . It is not possible to find from the remaining equations. However, from the equation
where is the divergence of the vector field (36), we find that
Remark 1.
The ideal was also found in []. The variety is the same as the variety of the ideal obtained after the elimination of t from the ideal in [].
To check this with eliminate of Singular we eliminated t from and then used the radical membership test [,].
Remark 2.
From the proof of the theorem we see that systems from family (8) (that is, ) are transformed to systems (31) or to systems (32) by a real transformation (4) (with the coefficients defined by (21) and (24), respectively). Systems (31) also emerge from (9) () via a real transformation (4) (defined by (25)), whereas systems (32) are obtained from systems (9) with complex parameters using complex transformation (4) (defined by (26)). In the case of system (10) () transformations to systems (33) and (36) are real, whereas systems (34) and (35) emerge from systems (10) with complex coefficients via complex transformations.
4. Orbital Reversibility in Subfamilies of (6)
The following theorem is proved in [].
Theorem 3.
Consider an involution φ defined on an open set and denote the fixed points of involution φ by . Let be an orbitally φ-reversible vector field such that is a smooth manifold of dimension 1 and is an equilibrium point. The next properties hold:
- (1)
- If and then p is a center of .
- (2)
- If and , then p is a saddle of .
- (3)
- If , then is invariant under the flow of .
In [] the following statement is also proved.
Lemma 1.
Let be an orbitally φ-reversible vector field. If ψ is a change of coordinates, then the transformed vector field is an orbitally -reversible vector field, with and being the respective transformed involution and factor.
We now discuss the orbital -reversibility of the obtained families.
Proposition 1.
Proof.
To prove the proposition we use the results of [] where involutions for reversible systems of [] were found. In particular, it was shown in [] that both systems (8) and (9) have the involution
Consider first system (31) (corresponding to ). In this case . For parametrization (20) of the variety the values of transformation (5) are given by (21). After straightforward computations we find that
Then by Lemma 1 defined above there is an involution of system (31) with the corresponding factor
(it can be also checked by direct computations that (41) is indeed a -involution of system (31)). From (41) we see that is the line .
Consider now system (32) (corresponding to . Using (24) we find that the systems from are orbitally -reversible with
and
In this case is the line , which goes through the saddle point . Since the line of symmetry does not pass through the center O at the origin, the singular point symmetric to O with respect to the line is also a center.
It was found in [] that system (10) is orbitally -reversible with respect to the involution
where is defined implicitly by the equation
Therefore, according to Lemma 1, systems (36) are -reversible with respect to the involution
Remark 4.
Not all systems (33) correspond to systems (10), but only those whose coefficients satisfy the condition , where is the polynomial defined by (15). Therefore, by Lemma 1, systems (33) whose coefficients satisfy the condition are -reversible with respect to (44). For systems (34) and (35) the situation is similar. However systems (34) and (35) correspond to complex systems from family (10), so in this case involution (44) is complex.
5. Bifurcations of Limit Cycles
In this section we study limit cycles that bifurcate from the origin under small perturbation of the centers of families given in Theorem 2.
Let be the variety of the ideal and let p be a point from V. By , where is the Jacobian of polynomials , calculated at p, we denote the tangent space to V at p. Then . By definition p is a smooth point of V if .
Methods to obtain lower bounds for cyclicity using linear parts of focus quantities were proposed in [,]. In order to obtain the precise bound for cyclicity in some cases, they were further developed in [].
As is mentioned in Section 2, the real polynomial system (1) is written in the complex form as
where are complex parameters. Let be the focus quantities of system (11). Denote by the polynomials obtained after replacing with in . Then the center variety of real system (45) is the variety of the ideal . Let be the ideal . The following statement is a slightly reformulated Theorem 2.1 of [].
Theorem 4.
Assume that for system (45) and . Then p lies on a component of of codimension at least k and there are bifurcations of (45) that produce limit cycles locally from the center corresponding to the parameter value p.
If, furthermore, p lies on a component C of of codimension k, then p is a smooth point of the center variety, and the cyclicity of p at generic points of C is exactly .
Thus, in some cases, the cyclicity of a generic point of a proper component of the center variety can be estimated if we know its dimension.
Proposition 2.
Dimensions of varieties , given in the statement of Theorem 2 are 4, 4, 4, 2, 5 and 4, respectively.
Proof.
Consider the variety . Using Theorem 1 we first check that (30), or more precisely,
is a parametrization of . Indeed, computing the fifth elimination ideal of the ideal
in the ring
we obtain the ideal . Computing now the rank of the matrix
at randomly taken points we see that it is equal to five. Therefore the dimension of the component is five.
The dimensions of the other components are computed similarly. □
In the next theorem we obtain estimations for the number of limit cycles bifurcating from the center at the origin for the components . Of course the number depends on the perturbed family. We consider the perturbations inside family (6) with , which we denote as , the whole family (6) is denoted by , and the complete family of cubic systems with a center at the origin; that is, the family
where are complex parameters. We denote this family by .
Theorem 5.
(1) The lower bounds for the number of limit cycles for systems corresponding to the generic points of the components () of the center variety under small perturbations in families and are given in the following table:
3 | 2 | 4 | 2 | 2 | |
4 | 3 | 5 | 3 | 3 | |
6 | 3 | 6 | 3 | 5 |
(2) There are systems from the component for which perturbations in families , and yield 4, 5 and 6 limit cycles, respectively.
Proof.
(1) Consider the component . By Proposition 2 its dimension is 5. To treat the bifurcations inside the family we substitute in the focus quantities of system (6) . We first compute the Jacobian matrix of the polynomials with respect to the variables and then with the routine of Mathematica we find that its rank on generic points of the surface (46) is 3. Computing the Jacobian matrix of the polynomials we observe that its rank is also equal to 3. By Theorem 4 this means that two limit cycles can bifurcate from the origin after small perturbations in family .
When we do not impose in system (6) the condition and compute the Jacobian matrices with respect to the variables , we obtain that the rank of the Jacobian matrix of on the generic points of is 4 (and it remains 4 if we use more polynomials ); that is, 3 limit cycles can bifurcate from the origin in the case of perturbations inside family .
To treat the family we substitute in the focus quantities Then we find that at generic points of . By Theorem 4 this means that five limit cycles can bifurcate from the origin under small perturbations in the family .
Since in all three cases the codimension of the component is greater than the rank of the Jacobians, we cannot get a sharp bound for cyclicity using Theorem 4.
The number of limit-cycles bifurcating from the origin for the other components () is determined similarly.
(2) For the component the calculations become too difficult since we do not have a rational parametrization of the component. For this reason, for the component , we were not able to compute the rank at generic points; however, we checked the rank on some randomly chosen points of the component obtaining the estimations given in the statement of the theorem. □
6. Conclusions
Using three families of reversible systems of [] we have found six components of the center variety. We do not know if they are proper components of the variety, but it was shown that all six families are Darboux integrable.
From the study we see that there is no one-to-one correspondence between the families of [] and the components of the center variety. In fact, systems of the same family of [] can correspond to different components of the center variety. Moreover, they not necessary correspond to whole components, but in three cases of the obtained six, they correspond to subcomponents of the Darboux integrable systems. In [] only real systems were treated. However, if we consider them as complex systems, then some of the systems correspond to real systems (6) having a center via complex affine transformations. This indicates that to better understand the phenomenon of time reversibility and its relation to integrability, it is worthwhile to study it in a complex setting.
Checking the independence of focus quantities at the points of the obtained components of the center variety, we gave some estimations for the number of limit-cycles bifurcating from the center at the origin.
We also discussed the orbital -reversibility of the obtained families. For systems and it was shown in [] that there are some systems in the families that are orbitally -reversible and have a center. Theorem 2 and Proposition 1 determine all systems in the families and with such properties. The existence of centers in the family was not discussed in [].
Author Contributions
Investigation, writing original draft: B.A.; supervision, review and editing: V.G.R. All authors have read and agreed to the published version of the manuscript.
Funding
The authors acknowledge the support of the work by the Slovenian Research Agency (core research program P1-0306).
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
Not applicable.
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A
Appendix B
Appendix C
Appendix D
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