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Vol. 24, No. 3 (2000) 179–185 S016117120001005X © Hindawi Publishing Corp.

SINGULAR POINTS AND LIE ROTATED VECTOR FIELDS

JIE WANG and CHEN CHEN

(Received 2 April 1999)

Abstract.This paper gives the definition of Lie rotated vector fields in the plane and the conditions of movement of singular points on Lie rotated vector fields with variable parameters.

Keywords and phrases. Lie rotated vector fields, Lie bracket, one parameter group, singu-lar points.

2000 Mathematics Subject Classification. Primary 34C05.

1. Introduction. Many engineering problems are usually run into a class of non-linear equations that contain variable parameters. In order to study whole orbits or whole phase diagrams of vector fields that contain parameters, it is a complicated and interesting problem how the whole orbit or whole phase diagram change as param-eter is changed. It is extremely complicated for general containing paramparam-eter vector fields to change in the plane, but for some special containing parameter rotated vector fields, their change has regular rule as parameter is changed. These are many results in this respects [3, 4, 5, 6, 7].

In Section 2, we present the basic definitions of Lie rotated vector fields. We define Lie rotated vector fields using one parameter group approach. In accordance with the strict definition of rotated vector field, the singular points ofX(µ)must be kept fixed, but in this paper, the singular points ofX(µ)can be moved as parameterµis changed. In Section 3, we discuss the motion of singular points on Lie rotated vector fields. In the section, we require the singular points of X(µ) to be strictly moved as parameterµ is changed, and permit the moved singular points to disappear or decompose, which do not coincide with the singular points of original vector field. We give some conditions and properties corresponding to the vector fieldY. In this paper, we give some examples to illustrate the concept and notion of Lie rotated vector fields.

2. Lie rotated vector fields. We consider vector fields on the planex=(x1,x2) R2,

X=X1(x),X2(x), Y=Y1(x),Y2(x). (2.1)

For the vector fields (2.1), we define

X∧Y=X1Y2−X2Y1, X,Y =X1Y1+X2Y2. (2.2)

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bracket, i.e.,

[X,Y ]=Z1,Z2, (2.3)

whereZ1andZ2are expressed as,

Z1= X,∇Y1−Y ,∇X1, Z2= X,∇Y2−Y ,∇X2, (2.4)

respectively, whereis gradient operator.

Let the plane vector fieldsX(µ)=(X1(x,µ),X2(x,µ))be defined by the following

differential equations: dx1

dt =X1(x,µ),

dx2

dt =X2(x,µ), (2.5)

whereX1andX2are functions ofxand parameterµ∈I⊂R, and the singular points

are isolated.

Definition2.1. Let the plane vector field X(µ) be determined by (2.5), where X1,X2∈C3(R2×I,R),I= {µ| |µ|< δ}is a real interval,δis a given positive number.

If vector fieldY exists which is defined by the following differential equations: dx1

dt =Y1(x),

dx2

dt =Y2(x), (2.6)

whereY1andY2∈C3(R2,R). At all ordinary points ofX(0), such that the following

relation holds

L(0)def= X(0)∧X

µ(0)+[X(0),Y ]

>0(<0), (2.7)

whereX

µ(0)is the derivative of the vector fieldX(µ)atµ=0, then X(µ), µ∈I, is called Lie rotated vector fields.

Remark2.2. If the vector fieldX(µ)is defined onD×I, whereD⊂R2, such that

X(0)satisfies relation (2.7) at all ordinary points ofX(0)onD, thenX(µ), µ∈I, is called Lie rotated vector fields onD.

Lemma2.3. Letψs be a one parameter transform group which is produced byC1

vector fieldY,s∈R, and letXbeC1vector field. Ifsis fixed, andϕp(t)is an integral

curve ofXthrough the pointp,ϕp(0)=p, thenψs◦ϕp(t)is an integral curve ofψs∗X

through the pointψs(p). IfX|

p=0, then(ψs∗X)|ψs(p)=0.

Proof. The proof follows from [1] and [2]. In fact, ifϕp(t)is an integral curve of Xthrough the pointp, then

ψsϕ

p(t)t=0=ψs(p) (2.8)

and

ψsϕ

p(t)∗t· d

dtt

=ψs

∗ϕp(t)◦ϕp(t)∗t· d

dtt

=ψs

∗ϕp(t)·Xϕp(t)=

ψs

∗X

ψsϕp(t).

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It follows thatψsϕ

p(t)is an integral curve ofψs∗Xthrough the pointψs(p).

Next, due to

ψs

∗X|q=Dψsψ−s(q)·Xψ−s(q), q∈R2. (2.10) Setq=ψs(p), note that we already suppose X|

p=0, again note that ψs is a one parameter transform which is produced byY, then

ψs

∗X|ψs(p)=Dψs(p)·X(p)=Dψs(p)·X|p=0, (2.11)

i.e.,ψs(p)is a singular point ofψs

∗X.

Lemma2.4. Letψs be a one parameter transform group which is produced byC1

vector fieldY,s∈R, fixs, then the index of isolated singularity ofC1vector fieldXis

not changed under theψs transform.

Proof. In fact, by the condition of the lemma, it is known thatψsis a differentiable homeomorphism, then the lemma follows from [8, Theorem 4.2].

Next, ifX(µ) is a Lie rotated vector field, then Y is a corresponding vector field which satisfies (2.7), andψs is a one parameter transform group which is produced byY,s∈R.

Lemma2.5. LetX(µ)be a Lie rotated vector field, for allε >0, there existδ=δ(ε), such that when|µ|< δ,ψs

∗X(µ)constitutes a rotated vector field.

Proof. Let the singular points ofψs

∗X(µ), µ=0, on the planeR2be1,...,pµk

and the singular points ofX(0)on the planeR2arep

1,...,pm,∀ε >0, 0< ε1, let Sε(pµi)orSε(pj) (1≤i≤k, 1≤j≤m)be open neighborhood pµi (1≤i≤k)and

pj(1≤j≤m), and radiusε, such thatSε(p)∩Sε(q)= ∅, wherepandq∈ {pµi}∪{pj}

(1≤i≤k, 1≤j≤m),p=q. Letψs be a one parameter transform group which is produced byC1vector fieldY,sR. By the limit definition of Lie bracket, we have

ψs

∗X(µ)=ψ0∗X(µ)+1!s dtds=0ψs∗X(µ)+s

2

2! d2

dt2s=0ψ

s

∗X(µ)+···

=X(µ)+s

1![X(µ),Y ]+ s2

2![[X(µ),Y ],Y ]+···.

(2.12)

Next, we notice thatX(µ)can be unfolded as

X(µ)=X(0)+1!µX

µ(0)+µ

2

2!Xµ(0)+···, (2.13)

since

[X(µ),Y ]=[X(0),Y ]+1!µX

µ(0),Y

2

2!

X

µ(0),Y +···. (2.14)

Lets=µ, it follows from (2.12), (2.13), and (2.14) that

ψµ∗X(µ)=X(0)+µXµ(0)+[X(0),Y ]

+12µ2X

µ(0)+2

X

µ(0),Y +[[X(0),Y ],Y ]

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At the ordinary points of R2\k

i=1Sε(pµi)

m

j=1Sε(pj), for given ε >0, we sooner or later can findδ11(ε) >0, such that when|µ|< δ1, we have

ψµ∗X(µ)∧∂µ ψµ∗X(µ)=X(0)∧Xµ(0)+[X(0),Y ]

+µX(0)∧X

µ(0)+2Xµ(0),Y +[[X(0),Y ],Y ]+···

=L(0)+O(µ) >0(<0)

(2.16)

and letϑ(µ)be the crossing angle ofψµ∗X(µ)and the x1axis, for givenε >0, we

sooner or later can findδ22(ε), such that when|µ|< δ2, at the ordinary points of R2\k

i=1Sε(pµi)

m

j=1Sε(pj)µ∗X(µ)isX(0)whenµ=0,ϑ(0)is the crossing

angle ofX(0)and thex1axis), so

0<|ϑ(µ)−ϑ(0)|< π. (2.17)

Takeδ=min12}, then when|µ|< δ,ψµ∗X(µ)constitutes a rotated vector field.

Remark2.6. In accordance with the strict definition of rotated vector field, the singular points must be kept fixed, but the singular points ofψµ∗X(µ)in Lemma 2.5

can be moved as parameterµ is changed. In the unmistakable circumstance, when

|µ|< δ, we callψ∗µX(µ)a rotated vector.

In the above lemma,δneeds not be a quite small positive number, i.e., 0< δ1 need not be set up. For the sake of distinctness, we cite an example to illustrate this equation.

Example2.7. LetX(µ)=(x2,−x1+µx2), if we takeY=(−x2/2,0), then at all the

ordinary points ofX(0), we have

X(0)= 1

2x2

1+x22>0, (2.18)

that is,X(µ)is a Lie rotated vector field. Now we consider the range ofµ, because

ψµ∗X(µ)=

1 2µx1+

114µ2x

2,−x1+12µx2

(2.19)

so

ψµ∗X(µ)∧∂µ ψµ∗X(µ)=12x12+x22

12µx1x2+18µ2x22. (2.20)

Formula (2.16) is compared with formula (2.20), we can find thatO(µ)in formula (2.16) is replaced byO(µ)in formula (2.20),

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yet go a step further calculating, we have

ψµ∗X(µ)∧∂µ ψµ∗X(µ)=21x22+18µx2−2x12 (2.22)

which is larger than zero at the ordinary points ofX(0)and ψµ∗X(µ) for allµ∈R,

but the range ofµ that satisfies formula (2.17) is|µ|<4, thus we takeδ=4, when

|µ|< δ=4,ψµ∗X(µ)constitutes rotated vector field.

3. The motion of singular points. LetX(µ)be a Lie rotated vector field, we require the singular points ofX(µ)to be strictly moved as parameterµis changed, and permit the singular points that have been moved disappear or decompose, but require the singular points that have been decomposed to be at most limited in number, which do not coincide with the singular points of the original vector field.

Ifpis a singular point ofX(µ), we nameJµ(p)for index of singular pointpofX(µ), under the same circumstances,J0(p0)for index of singular pointp0ofX(µ),Jµ∗(q)

for index of singular pointqofψµ∗X(µ) (µ=0).

Theorem3.1. LetX(µ)be a Lie rotated vector field,X(0)|p0=0, and letY|p0=0. If

the singular pointp0ofX(0)disappears or decomposes aspi(1≤i≤k)inX(µ) (µ= 0), thenJ0(p0)=0, andJµ(pi)=0(µ=0, 1≤i≤k).

Proof. First of all, we prove thatJ0(p0)=0. In fact, because ofX(µ)|p0=0(µ=0), utilize Lemma 2.3 and conditionY|p0=0, we know thatψ

µ

∗X(µ)|p0=0(µ=0), it fol-lows from Lemma 2.5, for givenδ >0, when|µ|< δ,ψµ∗X(µ)constitutes a rotated

vector field. Takeη >0 as quite small positive number, such that Sη(p0)does not

contain the singular points ofψµ∗X(µ) (µ=0), and only contains the isolate

singu-lar pointp0 ofX(0). It is easy to know thatJµ∗(p0)=0 about ∂Sη(p0). By (2.17)

of Lemma 2.5, it follows thatJ0(p0)=0 when|µ|< δ.

Using the same method, we prove Jµ∗(ψµ(pi))= 0 = 0, 1 ≤i≤ k) and by Lemma 2.4, we findJµ(pi)=0(µ=0,1≤i≤k).

Corollary3.2. LetX(µ) be a Lie rotated vector field,X(0)|p0 =0, ifY|p0=0,

and moved the singular pointspi=ψ−µ(p0) (µ=0, 1≤i≤k), thenJ0(p0)=0and

Jµ(pi)=0(µ=0,1≤i≤k).

Proof. SinceX(0)|p0 =0, let the singular point of X(µ) (µ=0)disappears or decomposes intop1,...,pk points which do not coincide with singular point p0 of

X(0), i.e.,X(µ)|pi =0(1≤i≤k), yet because ofX(µ)|p0=0(µ=0)and Y|p0=0. By Lemma 2.3, we haveψµ∗X(µ)|ψµ(p0)=0 andψµX(µ)|ψµ(pi)=0, but by condition

ψµ(p

i)=p0, we know thatψµ∗X(µ)|p0=0, as in the proof of Theorem 3.1, we can prove thatJ0(p0)=0 andJµ(pi)=0(µ=0,1≤i≤k).

Corollary3.3. LetX(µ) be a Lie rotated vector field,X(0)|p0 =0, ifY|p0=0,

but for some i0 (1≤i0 k), set up ψµ(pi0)=p0 =0), then J0(p0)=jµ(pi0), Jµ(pi)=0(µ=0,1≤i≤kandi=i0).

Example3.4. LetX(µ)=x2

2,−x1, and let

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when|µ|< δ, we takeα >0 andα1, on the range ofD= {(x1,x2)|x2< α−1} ⊂R2,

at all ordinary points∈DofX(0), set up

L(0)=αx2

1+x22−αx23>0, (3.2)

that is,X(µ)constitutes a Lie rotated vector field onD, the singular points ofX(µ)are strictly moved as parameterµis changed. We note thatY|p0=0,p0=(0,0)is singular point ofX(0), by Theorem 3.1, we can find thatJ0(p0)=0 andJµ(pi)=0(µ=0), wherepi=(µ,0).

Theorem3.5. LetX(µ)be a Lie rotated vector field,X(0)|p0=0,p0is elementary. (1)IfY|p0=0, thenp0cannot be moved as parameterµis changed.

(2)IfY|p0=0, thenp0can be moved as parameterµis changed, and the moved point

is the singular pointψ−µ(p

0)ofX(µ) (µ=0).

Proof. (1) We noteJ0(p0)= ±1=0, it is proved immediately from Theorem 3.1.

(2) First of all, we prove thatp0 is indeed moved asµ is changed, suppose that

it is not real, i.e.,p0 is not moved asµ is changed, then that X(µ)|p0 =0 (µ=0), by Lemma 2.3, we know thatψ∗µX(µ)|ψµ(p0)=0. Becausep0is isolate singular point

ofX(0), we take ¯δ >0 and ample smallη >0, it follows thatψµ(p

0)∈Sη(p0). When

0<|µ|<δ < δ, then for¯ ∂Sη(p0), we haveJµ∗(p0)=0 (sinceψµ∗X(µ)|p0=0), where µ=0. ButJ0(p0)= ±1=0, this is a contradiction from Lemma 2.5. Thus we have

provedp0is indeed moved asµis changed, and by Corollaries 3.2 and 3.3, it follows

thatp0is moved as the singular pointψ−µ(p0)ofX(µ) (µ=0)whenµ is changed.

Lemma3.6. LetX(µ)be a Lie rotated vector field,X(0)|p0=0, and there is an elliptic

region at the singular pointp0.

(1)IfY|p0=0, then the singular pointp0cannot be moved when parameterµ=0. (2)IfY|p0=0, then when parameterµ=0, singular pointp0 is moved, andp0be

moved as singular pointψ−µ(p

0)ofX(µ).

Proof. (1) We already know thatY|p0, suppose the original equation is not real, then when µ=0, singular pointp0 is moved, thus we letp0 moved as the

singu-lar point ofX(µ), X(µ)|pµ =0, pµ=p0, µ=0. From Lemma 2.3, we know that

ψ∗µX(µ)|ψµ(pµ)=0, and byY|p0=0, we know thatψµ(pµ)=p0(µ=0). LetΩbe an

elliptic region at the singular pointp0ofX(0), for arbitrary fixedµ (0<|µ|< δ), it

is sure to have some elliptic trajectoryr ofX(0), which does not contain the point ofψµ(p

µ)onr and inr. Sincer has single direction, and there is no singular point ofψµ∗X(µ)onrand inr. By Lemma 2.5, we can know that positive half trajectory or

negative half trajectory ofψµ∗X(µ)which pass through the pointpwill wander about

without a home to go to, wherepis any point which passes the inner region ofr, this is a contradiction.

(2) Now we knowY|p0=0, yet use reduction to absurdity. Suppose, whenµ=0, sin-gular pointp0is not moved, i.e., establishX(µ)|p0=0, namely we haveψ

µ

∗X(µ)|ψµ(pµ)=

0, andψµ(p0)=p0. The method of the proof is completely alike as part (1), we can prove it is a contradiction. Thus let µ =0, singular point p0 is moved as singular

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method of the proof is alike as in part (1), yet it is a contradiction, thus only establish ψµ(p

µ)=p0, orpµ=ψ−µ(p0).

Lemma3.7. LetX(µ)be a Lie rotated vector field,X(0)|p0=0, and whenµ=0,p0

is moved as the singular pointpµ(pµ=p0)ofX(µ)asµis changed. IfY|p0=0, then

for singular pointpµ(orp0), at least there are a positive half trajectory and a negative

half trajectory ofX(µ)(orX(0)) to get into it.

Proof. We only prove the circumstance of point(the proof is completely alike as the circumstance of pointp0).

From Lemma 3.6, we know that there is no elliptic region which links with the singu-lar pointp0ofX(0), the same do the singular pointpµofX(µ), and from Theorem 3.1, we know that the index ofofX(µ)is zero. Take as circular center, make the circumference of a circlelwith radius rather small, and let that hyperbolic region of pointwhich intersects with the circumference of a circlelhash. By the Bendixson’s formula in§6of Chapter 3 of [8], we can immediately findh=2.

From Lemmas 3.6and 3.7, we have the following theorem.

Theorem3.8. LetX(µ)be a Lie rotated vector field,X(0)|p0=0, and letY|p0=0,

then some singulars while can be moved as parameterµis changed inX(µ)only contain two hyperbolic regions and their index is zero.

Acknowledgement. The authors express grateful thanks to Professor Yaoxian Wang for his help and direction in the work.

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[6] L. M. Perko,Rotated vector fields and the global behavior of limit cycles for a class of qua-dratic systems in the plane, J. Differential Equations18(1975), 63–86. MR 51#10752. Zbl 297.34024.

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