HANDBOOK OF DIFFERENTIAL EQUATIONS ORDINARY DIFFERENTIAL EQUATIONS VOLUME III This page intentionally left blank H ANDBOOK D E OF IFFERENTIAL QUATIONS O D RDINARY IFFERENTIAL E QUATIONS V III OLUME Editedby A. CAÑADA DepartmentofMathematicalAnalysis,FacultyofSciences, UniversityofGranada,Granada,Spain P. DRÁBEK DepartmentofMathematics,FacultyofAppliedSciences, UniversityofWestBohemia,Pilsen,CzechRepublic A. FONDA DepartmentofMathematicalSciences,FacultyofSciences, UniversityofTrieste,Trieste,Italy Amsterdam•Boston•Heidelberg•London•NewYork•Oxford Paris•SanDiego•SanFrancisco•Singapore•Sydney•Tokyo North-HollandisanimprintofElsevier Radarweg29,POBox211,1000AEAmsterdam,TheNetherlands TheBoulevard,LangfordLane,Kidlington,OxfordOX51GB,UK Firstedition2006 Copyright©2006ElsevierB.V.Allrightsreserved Nopartofthispublicationmaybereproduced,storedinaretrievalsystemortransmittedinanyformor byanymeanselectronic,mechanical,photocopying,recordingorotherwisewithoutthepriorwritten permissionofthepublisher PermissionsmaybesoughtdirectlyfromElsevier’sScience&TechnologyRightsDepartmentinOx- ford,UK:phone(+44)(0)1865843830;fax(+44)(0)1865853333;email:[email protected]. AlternativelyyoucansubmityourrequestonlinebyvisitingtheElsevierwebsiteathttp://elsevier.com/ locate/permissions,andselectingObtainingpermissiontouseElseviermaterial Notice Noresponsibilityisassumedbythepublisherforanyinjuryand/ordamagetopersonsorpropertyasa matterofproductsliability,negligenceorotherwise,orfromanyuseoroperationofanymethods,prod- ucts,instructionsorideascontainedinthematerialherein.Becauseofrapidadvancesinthemedical sciences,inparticular,independentverificationofdiagnosesanddrugdosagesshouldbemade LibraryofCongressCataloging-in-PublicationData AcatalogrecordforthisbookisavailablefromtheLibraryofCongress BritishLibraryCataloguinginPublicationData AcataloguerecordforthisbookisavailablefromtheBritishLibrary ISBN-13:978-0-444-52849-0 ISBN-10:0-444-52849-0 SetISBN:044451742-1 ForinformationonallNorth-Hollandpublications visitourwebsiteatbooks.elsevier.com PrintedandboundinTheNetherlands 06 07 08 09 10 10 9 8 7 6 5 4 3 2 1 Preface Thisisthethirdvolumeinaseriesdevotedtoselfcontainedandup-to-datesurveysinthe theory of ordinary differential equations, written by leading researchers in the area. All contributorshavemadeanadditionalefforttoachievereadabilityformathematiciansand scientistsfromotherrelatedfields,inordertomakethechaptersofthevolumeaccessible to a wide audience. These ideas faithfully reflect the spirit of this multi-volume and the editorshopethatitwillbecomeveryusefulforresearch,learningandteaching.Weexpress ourdeepestgratitudetoallcontributorstothisvolumefortheirclearlywrittenandelegant articles. Thisvolumeconsistsofsevenchapterscoveringavarietyofproblemsinordinarydiffer- entialequations.Both,puremathematicalresearchandrealwordapplicationsarereflected pretty well by the contributions to this volume. They are presented in alphabetical order accordingtothenameofthefirstauthor.ThepaperbyAndresprovidesacomprehensive survey on topological methods based on topological index, Lefschetz and Nielsen num- bers. Both single and multivalued cases are investigated. Ordinary differential equations are studied both on finite and infinite dimensions, and also on compact and noncompact intervals. There are derived existence and multiplicity results. Topological structures of solution sets are investigated as well. The paper by Bonheure and Sanchez is dedicated to show how variational methods have been used in the last 20 years to prove existence of heteroclinic orbits for second and fourth order differential equations having a varia- tionalstructure.Itisdividedin2parts:thefirstonedealswithsecondorderequationsand systems,whilethesecondonedescribesrecentresultsonfourthorderequations.Thecon- tributionbyDeCoster,ObersnelandOmaridealswithqualitativepropertiesofsolutions oftwokindsofscalardifferentialequations:firstorderODEs,andsecondorderparabolic PDEs. Their setting is very general, so that neither uniqueness for the initial value prob- lemsnorcomparisonprinciplesareguaranteed.Theyparticularlyconcentrateonperiodic solutions, their localization and possible stability. The paper by Han is dedicated to the theoryoflimitcyclesofplanardifferentialsystemsandtheirbifurcations.Itisstructured inthreemainparts:generalpropertiesoflimitcycles,Hopfbifurcationsandperturbations of Hamiltonian systems. Many results are closely related to the second part of Hilbert’s 16th problem which concerns with the number and location of limit cycles of a planar polynomial vector field of degree n posed in 1901 by Hilbert. The survey by Hartung, Krisztin,WaltherandWureportsaboutthemorerecentworkonstate-dependentdelayed functionaldifferentialequations.Theseequationsappearinanaturalwayinthemodelling ofevolutionprocessesinverydifferentfields:physics,automaticcontrol,neuralnetworks, infectiousdiseases,populationgrowth,cellbiology,epidemiology,etc.Theauthorsempha- size on particular models and on the emerging theory from the dynamical systems point v vi Preface ofview.ThepaperbyKormanisdevotedtotwopointnonlinearboundaryvalueproblems dependingonaparameterλ.Themainquestionistheprecisenumberofsolutionsofthe problem and how these solutions change with the parameter. To study the problem, the authorusesbifurcationtheorybasedontheimplicitfunctiontheorem(inBanachspaces) and on a well known theoremby Crandall and Rabinowitz.Othertopicshe discusses in- volvepitchforkbifurcationandsymmetrybreaking,signchangingsolutions,etc.Finally, thepaperbyRachu˚nková,StaneˇkandTvrdýisasurveyonthesolvabilityofvariousnon- linearsingularboundaryvalueproblemsforordinarydifferentialequationsonthecompact interval.Thenonlinearitiesindifferentialequationsmaybesingularbothinthetimeand spacevariables.Locationofallsingularpointsneednotbeknown. With this volume we end our contribution as editors of the Handbook of Differential Equations. We thank the staff at Elsevier for efficient collaboration during the last three years. List of Contributors Andres,J.,PalackýUniversity,Olomouc-Hejcˇín,CzechRepublic(Ch.1) Bonheure,D.,UniversitéCatholiquedeLouvain,Louvain-La-Neuve,Belgium(Ch.2) DeCoster,C.,UniversitéduLittoral-Côted’Opale,CalaisCédex,France(Ch.3) Han,M.,ShanghaiNormalUniversity,Shanghai,China(Ch.4) Hartung,F.,UniversityofVeszprém,Veszprém,Hungary(Ch.5) Korman,P.,UniversityofCincinnati,Cincinnati,OH,USA(Ch.6) Krisztin,T.,UniversityofSzeged,Szeged,Hungary(Ch.5) Obersnel,F.,UniversitàdegliStudidiTrieste,Trieste,Italy(Ch.3) Omari,P.,UniversitàdegliStudidiTrieste,Trieste,Italy(Ch.3) Rachu˚nková,I.,PalackýUniversity,Olomouc,CzechRepublic(Ch.7) Sanchez,L.,UniversidadedeLisboa,Lisboa,Portugal(Ch.2) Staneˇk,S.,PalackýUniversity,Olomouc,CzechRepublic(Ch.7) Tvrdý, M., Mathematical Institute, Academy of Sciences of the Czech Republic, Praha, CzechRepublic(Ch.7) Walther,H.-O.,UniversitätGießen,Gießen,Germany(Ch.5) Wu,J.,YorkUniversity,Toronto,Canada(Ch.5) vii This page intentionally left blank Contents Preface v ListofContributors vii ContentsofVolume1 xi ContentsofVolume2 xiii 1. Topologicalprinciplesforordinarydifferentialequations 1 J.Andres 2. Heteroclinicorbitsforsomeclassesofsecondandfourthorderdifferentialequa- tions 103 D.BonheureandL.Sanchez 3. Aqualitativeanalysis,vialoweranduppersolutions,offirstorderperiodicevo- lutionaryequationswithlackofuniqueness 203 C.DeCoster,F.ObersnelandP.Omari 4. Bifurcationtheoryoflimitcyclesofplanarsystems 341 M.Han 5. Functionaldifferentialequationswithstate-dependentdelays:Theoryandappli- cations 435 F.Hartung,T.Krisztin,H.-O.WaltherandJ.Wu 6. Globalsolutionbranchesandexactmultiplicityofsolutionsfortwopointbound- aryvalueproblems 547 P.Korman 7. SingularitiesandLaplaciansinboundaryvalueproblemsfornonlinearordinary differentialequations 607 I.Rachu˚nková,S.StaneˇkandM.Tvrdý Authorindex 725 Subjectindex 735 ix