The aim of this paper is to prove the existence of periodic solutions to symmetric Newtonian systems in any neighborhood of an isolated orbit of equilibria. Applying equivariant bifurcation techniques we obtain a generalization of the classical Lyapunov center theorem to the case of symmetric potentials with orbits of non-isolated critical points. Our tool is an equivariant version of the Conley index. To compare the indices we compute cohomological dimensions of some orbit spaces.
Citation: Anna Gołȩbiewska, Marta Kowalczyk, Sławomir Rybicki, Piotr Stefaniak. Periodic solutions to symmetric Newtonian systems in neighborhoods of orbits of equilibria[J]. Electronic Research Archive, 2022, 30(5): 1691-1707. doi: 10.3934/era.2022085
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The aim of this paper is to prove the existence of periodic solutions to symmetric Newtonian systems in any neighborhood of an isolated orbit of equilibria. Applying equivariant bifurcation techniques we obtain a generalization of the classical Lyapunov center theorem to the case of symmetric potentials with orbits of non-isolated critical points. Our tool is an equivariant version of the Conley index. To compare the indices we compute cohomological dimensions of some orbit spaces.
On the occasion of the 75th birthday of Professor E. N. Dancer
Studying non-stationary periodic solutions to Hamiltonian and Newtonian systems in a neighborhood of an isolated equilibrium is one of the most important classical problems of differential equations. This problem has a long history and has been studied by many mathematicians for centuries, see the following classical articles due to Lyapunov [1], Weinstein [2], Moser [3], Fadell and Rabinowitz [4], Montaldi, Roberts and Stewart [5], Bartsch [6] and references therein. We are aware that this list is far from being complete. Note that the stationary solutions considered in these papers have been assumed to be non-degenerate. It is worth to point out that non-degenerate as well as isolated degenerate stationary solutions have been considered by Dancer and the third author in [7] and Szulkin in [8].
In this article we focus our attention on symmetric Newtonian systems. More precisely, we consider RN as an orthogonal representation of a compact Lie group Γ and a Γ-invariant potential U:RN→R of class C2, i.e., the potential U satisfying U(γu)=U(u) for all γ∈Γ and u∈RN. If u0 is a critical point of U, i.e., ∇U(u0)=0, then the orbit Γ(u0)={γu0:γ∈Γ} consists of critical points of U, i.e., Γ(u0)⊂(∇U)−1(0). It is known that the orbit Γ(u0) is Γ-homeomorphic to Γ/Γu0, where Γu0={γ∈Γ:γu0=u0} is the stabilizer of u0. Hence if dimΓ≥1, then it can happen that dimΓ(u0)≥1, i.e., the critical point u0 is not isolated in (∇U)−1(0).
We study the existence of non-stationary periodic solutions of the following Γ-symmetric system
¨u(t)=−∇U(u(t)) | (1.1) |
in any neighborhood of the isolated orbit Γ(u0)⊂(∇U)−1(0). In other words, we are going to prove a symmetric version of the classical Lyapunov center theorem, where, due to additional Γ-symmetries, an isolated stationary solution is replaced by an isolated orbit of stationary solutions. The theorems, which are the main results of our paper, are formulated below.
Define σ+(∇2U(u0))=σ(∇2U(u0))∩(0,+∞) and put B={β1,β2,…,βq}, where β1>β2>…>βq>0 are such that σ+(∇2U(u0))={β21,…,β2q}.
Theorem 1.1. [Symmetric Lyapunov center theorem for a non-degenerate orbit]Let Ω⊂RN be an open and Γ-invariant subset of an orthogonal representation RN of a compact Lie group Γ.Assume that U:Ω→R is a Γ-invariant potential of class C2, u0∈Ω∩(∇U)−1(0) and
1. Γu0=S1 or Γu0=Zm for some m∈N,
2. dimker∇2U(u0)=dimΓ(u0),
3. σ+(∇2U(u0))≠∅.
If there exists βj0∈B satisfying the conditions:
(A1) βj/βj0∉N for βj∈B∖{βj0},
(A2) if Γu0=S1, then the associated eigenspace V∇2U(u0)(β2j0) is a nontrivial S1-representation,
then there exists a sequence (uk) of periodic solutions of the system (1.1) with a sequence (Tk) of minimal periods such that Tk→2π/βj0 and for any ε>0 there exists k0∈N such that uk([0,Tk])⊂Γ(u0)ε=⋃u∈Γ(u0)Bϵ(RN,u) for all k≥k0.
Theorem 1.2. [Symmetric Lyapunov center theorem for a minimal orbit]Let Ω⊂RN be an open and Γ-invariant subset of an orthogonal representation RN of a compact Lie group Γ.Assume that U:Ω→R is a Γ-invariant potential of class C2, u0∈Ω∩(∇U)−1(0) and
1. Γu0=S1 or Γu0=Zm for some m∈N,
2. Γ(u0) consists of minima of the potential U,
3. Γ(u0) is isolated in (∇U)−1(0),
4. σ+(∇2U(u0))≠∅.
If there exists βj0∈B satisfying the conditions:
(A1) βj/βj0∉N for βj∈B∖{βj0},
(A2) if Γu0=S1, then the associated eigenspace V∇2U(u0)(β2j0) is a nontrivial S1-representation,
then there exists a sequence (uk) of periodic solutions of the system (1.1) with a sequence (Tk) of minimal periods such that Tk→2π/βj0 and for any ε>0 there exists k0∈N such that uk([0,Tk])⊂Γ(u0)ε for all k≥k0.
Note that the condition (A2) can be replaced by a different one. We discuss it in more details in Remark 3.7.
Note that if σ+(∇2U(u0))≠∅, then obviously β1 satisfies the assumption (A1). If additionally β1 satisfies the assumption (A2) and the remaining assumptions of the theorems are fullfilled, then there exists at least one sequence (uk) of periodic solutions of the system (1.1) with a sequence (Tk) of minimal periods converging to 2π/β1. Moreover, selecting various βj0 satisfying all the assumptions we obtain different sequences of periodic solutions which can be distinguished by their minimal periods.
We emphasize that in Theorem 1.1 we consider a non-degenerate orbit Γ(u0), i.e., an orbit satisfying the condition dimker∇2U(u0)=dimΓ(u0), whereas in Theorem 1.2 we allow the orbit Γ(u0) to be degenerate, i.e., such that dimker∇2U(u0)>dimΓ(u0).
Results of this type have been proved in [9,10] for symmetric Newtonian systems and in [11] for symmetric Hamiltonian systems under the assumption that the stabilizer Γu0 is trivial, i.e., the orbit Γ(u0) is Γ-homeomorphic to the group Γ. On the other hand, in [12] we have considered symmetric Newtonian systems under the assumption that the stabilizer Γu0 is isomorphic to a finite-dimensional torus T⊂Γ, i.e., the orbit Γ(u0) is Γ-homeomorphic to Γ/T.
In our paper we consider orbits Γ(u0) such that the stabilizer Γu0 equals S1 or Zm, i.e., the orbit Γ(u0) is Γ-homeomorphic to Γ/S1 or Γ/Zm. It is worth pointing out that the case Γu0=Zm has not been considered in our previous articles.
In [9,10,11,12] the solutions of the system (1.1) have been considered as orbits of critical points of a family of (Γ×S1)-invariant functionals defined on an appropriately chosen Hilbert space, which is an orthogonal representation of the group Γ×S1. To prove the main results of these articles we have applied the techniques of equivariant bifurcation theory. As a topological tool we have used the infinite-dimensional generalization of the (Γ×S1)-equivariant Conley index defined by Izydorek, see [13]. To show the existence of non-stationary periodic solutions of the system (1.1) in an arbitrary neighborhood of the orbit Γ(u0) we have proved the change of this index. To distinguish between two Conley indices we have used the equivariant Euler characteristic, which is an element of the Euler ring U(Γ×S1), see [14]. These calculations were rather tedious and complicated.
In this paper we apply a different approach. Namely, we consider orbit spaces of the equivariant Conley indices, which are the homotopy types of the weighted projective spaces or the lens complexes. Since the cohomology groups of the weighted projective spaces and the lens complexes are known, see [15], we compute the cohomological dimensions of these spaces. This technique of distinguishing between equivariant Conley indices seems to be much simpler.
To be more precise, instead of making calculations in the Euler ring U(Γ×S1) we employ the concept of a quotient space and use the notion of the cohomological dimension to prove a change of the equivariant Conley index.
The topological results described above are given in Section 2, whereas Section 3 contains the proofs of Theorems 1.1 and 1.2. Additionally, in the appendix we recall some relevant material needed in the previous sections.
In this section we study the Γ-homotopy equivalence of some finite pointed Γ−CW-complexes (see [14] for the definition), where Γ is a compact Lie group. In particular, we are interested in complexes being of the form of smash products over some groups H∈¯sub(Γ), where ¯sub(Γ) denotes the set of closed subgroups of Γ. Below we recall the definition of such a space, see [14] for details.
Fix H∈¯sub(Γ) and let X be a pointed H-space with a base point ∗. Denote by Γ+ the group Γ with a disjoint Γ-fixed base point added. Recall that the smash product of Γ+ and X is Γ+∧X=Γ+×X/Γ+∨X=Γ×X/Γ×{∗}. The group H acts on the pointed space Γ+∧X by (h,[γ,x])↦[γh−1,hx]. We denote the orbit space of this action by Γ+∧HX and call it the smash over H. The formula (γ′,[γ,x])↦[γ′γ,x] induces a Γ-action so that Γ+∧HX becomes a pointed Γ-space.
Remark 2.1. If X is a finite pointed H-CW-complex, then Γ+∧HX is a Γ-CW complex, see [9], and the orbit space X/H is a finite pointed CW-complex, see [14].
For brevity we will write X≈HY if H-CW-complexes X, Y are H-homotopically equivalent. In the non-equivariant case, X≈Y denotes homotopical equivalence of CW-complexes X, Y.
Lemma 2.2. Let X,Y be finite pointed H−CW-complexes. If Γ+∧HX≈ΓΓ+∧HY, then X/H≈Y/H.
Proof. Consider the orbit spaces (Γ+∧HX)/Γ, (Γ+∧HY)/Γ and note that from the assumption and the formula (1.12) of [14,Chapter 1] we get
(Γ+∧HX)/Γ≈(Γ+∧HY)/Γ. | (2.1) |
For an H-space W denote by Γ×HW the twisted product over H. The inclusion W→Γ×HW induces a homeomorphism of W/H and (Γ×HW)/Γ, see for instance [14]. Moreover, if W is a pointed H-space, Γ+∧HW=(Γ×HW)/(Γ×H{∗}). Therefore,
(Γ+∧HX)/Γ≈X/H and (Γ+∧HY)/Γ≈Y/H. | (2.2) |
Combining (2.1) and (2.2) we obtain the assertion.
From this lemma it follows that in some cases we can reduce comparing the Γ-equivariant homotopy types of Γ-CW-complexes of the form Γ+∧HX to comparing the homotopy types of CW-complexes of the form X/H.
To consider the homotopy equivalence of CW-complexes we will use the notion of the cohomological dimension of a CW-complex. For a CW-complex Z denote by ˜Hk(Z;Z) the k-th reduced cohomology group of Z. If there exists a number k≥0 such that ˜Hk(Z;Z)≠0, then we define the cohomological dimension of a CW-complex Z by
CD(Z):=max{k∈N∪{0}:˜Hk(Z;Z)≠0}. |
Obviously, if Z1,Z2 are homotopically equivalent CW-complexes, then CD(Z1)=CD(Z2).
Lemma 2.3. Let Z1,Z2 be finite CW-complexes such that CD(Z1) and CD(Z2) are well-defined. Then we haveCD(Z1∧Z2)=CD(Z1)+CD(Z2).
Proof. Since Z1,Z2 are finite CW-complexes, the groups ˜Hq1(Z1;Z), ˜Hq1(Z2;Z) are finitely generated free groups for every q1,q2∈N∪{0}. Therefore, by the K¨unneth formula, see [16], we obtain the reduced cross product isomorphism
×:˜Hq1(Z1;Z)⊗˜Hq2(Z2;Z)→˜Hq1+q2(Z1∧Z2;Z). |
That is why the reduced cross product
×:˜HCD(Z1)(Z1;Z)⊗˜HCD(Z2)(Z2;Z)→˜HCD(Z1)+CD(Z2)(Z1∧Z2;Z) |
is an isomorphism of non-trivial groups.
What is left is to show that ˜Hq(Z1∧Z2;Z)=0 for any q>CD(Z1)+CD(Z2). Note that if q>CD(Z1)+CD(Z2) and q=q1+q2 then q1>CD(Z1) or q2>CD(Z2). Therefore the reduced cross product
×:˜Hq1(Z1;Z)⊗˜Hq2(Z2;Z)→˜Hq1+q2(Z1∧Z2;Z) |
is an isomorphism of trivial groups, which completes the proof.
From now on, we assume that H is a closed subgroup of S1, i.e., H∈¯sub(S1)={S1,Z1,Z2,…}. Let V be an orthogonal representation of the group H with the isotypical decomposition
V=R[k0,0]⊕R[k1,m1]⊕…⊕R[kp,mp], |
where k0∈N∪{0}, k1,…,kp∈N and m1,…,mp∈N (in the case H=Zm we assume that m1,…,mp∈{1,…,m−1}), see Appendix for more details. If V is a non-trivial H-representation, we denote ˆV=R[k1,m1]⊕…⊕R[kp,mp], otherwise we put ˆV={0}. Note that V=R[k0,0]⊕ˆV and ˆV is even-dimensional.
Denote by SV the one-point compactification of V. The space SV has the H-homotopy type of a finite pointed H-CW-complex, see for instance [17].
Lemma 2.4. Let V be an orthogonal H-representation. Then
(1) if V is a trivial H-representation, then CD(SV/H)=dimV,
(2) if V is a non-trivial S1-representation such that dimˆV>2 or V is an arbitrary non-trivial Zm-representation, then
CD(SV/H)={dimVifH=Zm,dimV−1ifH=S1, |
(3) if V is a non-trivial S1-representation such that dimˆV=2, then all the reduced cohomology groups ˜Hk(SV/S1) are trivial.
Proof. Let H∈¯sub(S1). If V is a trivial representation of H, i.e., V=R[k0,0], then SV/H≈Sk0 and therefore CD(SV/H)=k0, which proves (1).
To prove (2) assume that V is a non-trivial H-representation. Consider the unit sphere in ˆV, denoted by S(ˆV), and its unreduced suspension ΣS(ˆV). Note that SˆV≈ΣS(ˆV) and Σ(S(ˆV))/H=Σ(S(ˆV)/H). By the suspension isomorphism of cohomology theory we obtain
˜Hk+1(SˆV/H;Z)=˜Hk+1(Σ(S(ˆV))/H;Z)=˜Hk+1(Σ(S(ˆV)/H);Z)=˜Hk(S(ˆV)/H;Z) | (2.3) |
for k≥0.
From Theorems 1 and 2 of [15] it follows that if V is any non-trivial Zm-representation or an S1-representation such that dimˆV>2, then at least one of the cohomology groups Hk(S(ˆV)/H;Z) is non-trivial and therefore CD(S(ˆV)/H) is well-defined. Moreover,
CD(S(ˆV)/H)={dimˆV−1ifH=Zm,dimˆV−2ifH=S1. | (2.4) |
By (2.3), CD(SˆV/H) is also well-defined and
CD(SˆV/H)=CD(S(ˆV)/H)+1. | (2.5) |
Moreover,
SV/H=(SˆV⊕R[k0,0])/H=(SˆV∧Sk0)/H=(SˆV/H)∧Sk0 |
and CD(Sk0) is well-defined. Therefore the assumptions of Lemma 2.3 for Z1=SˆV/H, Z2=Sk0 are satisfied. Hence
CD(SV/H)=CD((SˆV/H)∧Sk0)=CD(SˆV/H)+CD(Sk0)=CD(SˆV/H)+k0. |
This, combined with (2.4)-(2.5), completes the proof of (2).
Finally, to prove (3) notice that if V is an S1-representation such that dimˆV=2, i.e., V=R[k0,0]⊕R[1,m1] for k0≥0, m1≥1, then SˆV/S1 is contractible and therefore so is SV/S1=(SˆV/S1)∧Sk0 for k0≥0. Consequently all the reduced cohomology groups ˜Hk(SV/S1) are trivial.
We are now in a position to prove the main theorem of this section.
Theorem 2.5. Suppose that H∈¯sub(S1) and V1, V2 are orthogonal H-representations. If one of the following conditions is satisfied:
(1) H=Zm and dimV1≠dimV2,
(2) H=S1, dimV1≠dimV2 and additionally:
(2.1) either dimˆV1,dimˆV2>2
(2.2) or dimˆV1=dimˆV2=0,
(3) H=S1, dimˆV1>2, dimˆV2=0 and dimV1−dimV2≠1,
(4) H=S1, dimˆV1=0, dimˆV2>2 and dimV2−dimV1≠1,
(5) H=S1 and exactly one of the numbers dimˆV1,dimˆV2 is equal to 2,
then Γ+∧HSV1≉ΓΓ+∧HSV2, i.e., Γ+∧HSV1 and Γ+∧HSV2 are not Γ-homotopically equivalent.
Proof. Suppose that (1) is satisfied. From Lemma 2.4 it follows that CD(SV1/Zm)≠CD(SV2/Zm) and hence SV1/Zm≉SV2/Zm. Therefore, by Lemma 2.2, Γ+∧ZmSV1≉ΓΓ+∧ZmSV2. The proof for (2) is analogous.
If (3) is fullfiled, then, by Lemma 2.4, CD(SV1/S1)=dimV1−1 and CD(SV2/S1)=dimV2. Hence, by the assumption, CD(SV1/S1)≠CD(SV2/S1). Reasoning similarly as in the previous case we prove the assertion. The proof in the case (4) is the same.
If (5) is satisfied, we can assume without loss of generality that dimˆV1=2 and dimˆV2≠2. By Lemma 2.4, all the reduced cohomology groups ˜Hk(SV1/S1;Z) are trivial and at least one of the groups ˜Hk(SV2/S1;Z) is non-trivial. Hence SV1/S1≉SV2/S1 and, by Lemma 2.2, Γ+∧S1SV1≉ΓΓ+∧S1SV2. This completes the proof.
Remark 2.6. From the proof of Lemma 2.4 it follows that if V1 and V2 are orthogonal S1-representations such that dimˆV1=dimˆV2=2, then SV1/S1 and SV2/S1 are contractible and consequently they are homotopically equivalent. Therefore in the case of such representations our method does not allow us to distinguish between the Γ-homotopy types of Γ+∧S1SV1 and Γ+∧S1SV2.
In this section we prove the symmetric Lyapunov center theorems formulated in Introduction, namely Theorems 1.1 and 1.2. We start with reviewing some classical facts on the variational setting for our problem. The material is standard and well known.
Assume that Ω⊂RN is an open and Γ-invariant subset of an orthogonal representation RN of a compact Lie group Γ and U:Ω→R is a Γ-invariant potential of class C2. Using the techniques of equivariant bifurcation theory we will study periodic solutions of the system (1.1).
It is well-known that instead of studying solutions of an arbitrary period, one can consider only 2π-periodic solutions of the parameterized system
¨u(t)=−λ2∇U(u(t)). | (3.1) |
More precisely, by a standard change of variables, it can be shown that 2πλ-periodic solutions of (1.1) correspond to 2π-periodic solutions of (3.1). Moreover, in this case it is obvious that we can restrict the consideration of (3.1) to λ∈(0,+∞).
To reformulate the problem we consider a separable Hilbert space (H12π,⟨⋅,⋅⟩H12π), where
H12π={u:[0,2π]→RN:u is abs. continuous, u(0)=u(2π),˙u∈L2([0,2π],RN)} |
and
⟨u,v⟩H12π=∫2π0(˙u(t),˙v(t))+(u(t),v(t))dt. |
With our assumptions, this space is an orthogonal representation of Γ, where the action is given by
Γ×H12π∋(γ,u)↦γu. | (3.2) |
Additionally,
H12π=¯H0⊕∞⨁k=1Hk, |
where H0=RN and Hk={acoskt+bsinkt:a,b∈RN}, for k>0, are orthogonal representations of Γ.
For simplicity of notation from now on A stands for ∇2U(u0). Denote by α1,…,αq the distinct eigenvalues of A and by VA(α1),…,VA(αq) the corresponding eigenspaces. Using the decomposition
RN=VA(α1)⊕…⊕VA(αq) |
we identify Hk with
(VA(α1)⊕VA(α1))⊕…⊕(VA(αq)⊕VA(αq)). | (3.3) |
Set H=Γu0 and remind that H∈¯sub(S1). It is known that since U is Γ-invariant, A is H-equivariant and therefore all the eigenspaces in (3.3) are H-representations. Taking into consideration (3.2) and formulas (4.1), (4.2), we conclude that there exist p≥0 and k0,…,kp∈N∪{0},m1,…,mp∈N such that Hk is H-equivalent to
R[2k0,0]⊕R[2k1,m1]⊕R[2kp,mp]. | (3.4) |
Now define a Γ-invariant functional Φ:H12π×(0,+∞)→R of class C2 by the formula
Φ(u,λ)=∫2π0(12‖˙u(t)‖2−λ2U(u(t)))dt. |
Notice that 2π-periodic solutions of the system (3.1) can be considered as critical points of Φ and so we will study solutions of the following equation:
∇uΦ(u,λ)=0. | (3.5) |
Fix u0∈(∇U)−1(0) and define the constant function ˜u0≡u0. Then ˜u0 is a stationary solution of the system (3.1) for every λ>0. Since Γ(u0)⊂(∇U)−1(0),Γ(˜u0) consists of solutions of (3.1) for all λ>0. In the rest of this section we use this notation, considering Γ(u0) as a set in RN and Γ(˜u0) in H12π. Consequently, we define the neighborhoods of these orbits in appropriate spaces, i.e., Γ(u0)ϵ=⋃u∈Γ(u0)Bϵ(RN,u)⊂RN and Γ(˜u0)ϵ=⋃u∈Γ(˜u0)Bϵ(H12π,u)⊂H12π, where Bϵ(V,u) denotes the open ball in the space V, of radius ϵ, centered at u.
Now define T=Γ(˜u0)×(0,+∞)⊂H12π×(0,+∞). The elements of this family are called the trivial solutions of (3.5), whereas the elements of the set
N={(u,λ)∈H12π×(0,+∞)∖T:∇uΦ(u,λ)=0} |
are called the non-trivial solutions. We will study the existence of local bifurcations of non-trivial solutions of Eq (3.5) from T, and so let us first introduce the notion of a local bifurcation.
Definition 3.1. Fix λ0>0. The orbit Γ(˜u0)×{λ0}⊂T is called an orbit of local bifurcation of solutions of (3.5) if Γ(˜u0)×{λ0}⊂cl(N).
Remark 3.2. From the above definition it follows that if the orbit Γ(˜u0)×{λ0} is an orbit of local bifurcation, then there exists a sequence (uk,λk) in N such that λk→λ0 and uk is a 2π-periodic solution of (3.1), corresponding to λ=λk, where for all ϵ>0 there is k0∈N such that uk∈Γ(˜u0)ϵ for k≥k0. Moreover, since the orbit Γ(u0) is isolated in the set of critical points of the potential U, for ϵ sufficiently small the obtained subsequence consists of non-stationary 2π-periodic solutions.
Remark 3.3. To prove Theorems 1.1 and 1.2 we use the fact (see Lemma 3.1 of [12]) that the existence of a local bifurcation in the function space implies the existence of a local bifurcation in the phase space. More precisely, the existence of a local bifurcation of solutions of (3.5) from the Γ-orbit Γ(˜u0)×{λ0}⊂T implies the existence of a sequence (uk) of periodic solutions of the system (1.1) with a sequence (Tk) of (not necessarily minimal) periods such that Tk→2πλ0 and for any ϵ>0 there exists k0∈N such that uk([0,Tk])⊂Γ(u0)ϵ for all k≥k0.
To formulate the necessary condition of a local bifurcation we use the following result given in [10]: the orbit Γ(˜u0)×{λ0} can be an orbit of local bifurcation only if
ker∇2uΦ(˜u0,λ0)∩∞⨁k=1Hk≠∅, |
i.e., if the kernel is not fully contained in H0. The description of ker∇2uΦ(˜u0,λ0) can be obtained with the use of the formulas characterizing the action of such an operator on subrepresentations Hk given in Lemma 5.1.1 of [18]. From this lemma it follows that
σ(∇2uΦ(˜u0,λ))={k2−λ2αk2+1:α∈σ(∇2U(u0)),k=0,1,2,…}. | (3.6) |
Recall that B={β1,β2,…,βq}, where β1>β2>…>βq>0 are such that σ+(∇2U(u0))={β21,…,β2q}. Put Λ={kβ:k∈N,β∈B}. Then we have:
Fact 3.4. If Γ(˜u0)×{λ0} is an orbit of local bifurcation of solutions of (3.5) then λ0∈Λ.
To obtain the sufficient condition we use Izydorek's version of the Conley index, see Appendix for the definition. For λ∉Λ from Fact 3.4 it follows that the orbit Γ(˜u0) is isolated in (∇Φ(⋅,λ))−1(0). Since the operator is a gradient one, this orbit is an isolated invariant set of the flow generated by −∇uΦ(⋅,λ), i.e., it is an isolated invariant set in the sense of the Conley index theory. Hence the Conley index CIΓ(Γ(˜u0),−∇uΦ(⋅,λ)) is well-defined for λ∉Λ. From the continuation property it follows that if there is a change of this index then there occurs a local bifurcation, see [13]. More precisely, there holds the following theorem.
Theorem 3.5. Let λ0∈Λ. If λ−,λ+ are such that [λ−,λ+]∩Λ={λ0} and
CIΓ(Γ(˜u0),−∇uΦ(⋅,λ−))≠CIΓ(Γ(˜u0),−∇uΦ(⋅,λ+)), | (3.7) |
then Γ(˜u0)×{λ0} is an orbit of local bifurcation of solutions of (3.5).
Remark 3.6. Note that from Remark 3.3 and Fact 3.4 it follows that the periods of solutions of (1.1) in the bifurcating sequences have to converge to 2πkβ, where kβ∈Λ. However, these periods do not have to be minimal. On the other hand, if we consider bifurcations from the orbits of the form Γ(˜u0)×{1βj0}, where βj0∈B satisfies the nonresonance condition βj/βj0∉N for βj∈B∖{βj0}, then the obtained periods are minimal. Therefore to prove the assertions of Theorems 1.1 and 1.2 we restrict our attention to such orbits.
Now we are in a position to prove the main results of our article, namely Theorems 1.1 and 1.2.
To prove the assertion we study local bifurcations from the levels satisfying the necessary condition given in Fact 3.4. From Remark 3.6 it follows that we can restrict our attention to the set Λ0⊂Λ, where
Λ0={1βj0:βj0∈B and βj0 satisfies (A1) and (A2)}. | (3.8) |
Obviously, if the assumptions of Theorem 1.1 are satisfied, this set is nonempty.
Fix λ0=1βj0∈Λ0. By the definition of Λ, there exists ε>0 such that [λ0−ε,λ0+ε]∩Λ={λ0}. Put λ±=λ0±ε. Then, since λ±∉Λ, the Conley indices CIΓ(Γ(˜u0),−∇uΦ(⋅,λ±)) are well-defined.
By Theorem 3.5, to prove our assertion it is enough to show that the inequality (3.7) holds. Note that ∇Φ(⋅,λ±) are of the form of completely continuous perturbations of the identity and therefore completely continuous perturbations of linear, bounded, Fredholm, self adjoint operators ∇2uΦ(˜u0,λ±). From the definition of the equivariant Conley index (see [13] or Subsection 4.2 of Appendix), CIΓ(Γ(˜u0),−∇uΦ(⋅,λ±)) are the Γ-homotopy types of Γ-spectra of the types (H+n+1,±)∞n=0, where H+n+1,± are the direct sums of eigenspaces of −∇2uΦ(˜u0,λ±)|Hn+1 corresponding to the positive eigenvalues. Since ∇2uΦ(˜u0,λ±)=Id−L± with L± being linear, compact and self adjoint operators, by the spectral theorem for compact operators it follows that the eigenvalues of −∇2uΦ(˜u0,λ±) converge to −1. Consequently, for n sufficiently large, H+n+1,±=∅ and the sequences of Γ-CW-complexes CIΓ(Γ(˜u0),−∇uΦn(⋅,λ±)) stabilize, where Φn=Φ|Hn×R. Therefore, the condition (3.7) is equivalent to
CIΓ(Γ(˜u0),−∇uΦn(⋅,λ−))≠CIΓ(Γ(˜u0),−∇uΦn(⋅,λ+)) | (3.9) |
for n sufficiently large. In the following we assume that such n is fixed.
Consider T⊥u0Γ(u0) - the space normal to the orbit Γ(u0) at u0 in RN. Identifying H0 with RN, we write Wn=T⊥u0Γ(u0)⊕⨁nk=1Hk for the normal space to Γ(˜u0) in ⨁nk=0Hk. Put Ψn±=Φn(⋅,λ±)|Wn:Wn→R. It is known that the space Wn and the functionals Ψn± are H-invariant. Moreover, the set {˜u0} is isolated in (∇Ψn±)−1(0), and so {˜u0} is an isolated invariant set in the sense of the Conley index. Therefore, the Conley indices CIH({˜u0},−∇Ψn±) are well-defined. Furthermore, by Theorem 4.3 we have
CIΓ(Γ(˜u0),−∇uΦn(⋅,λ±))=Γ+∧HCIH({˜u0},−∇Ψn±). | (3.10) |
Therefore to study inequality (3.9) we will first investigate the indices CIH({˜u0},−∇Ψn±) and then apply the abstract results from the previous section.
Since ˜u0 is a non-degenerate critical point of Ψn±, we can apply Remark 4.2 to conclude that these indices are the homotopy types of S(Wn±)+, where (Wn±)+ is the direct sum of eigenspaces of −∇2Ψn±(˜u0) corresponding to the positive eigenvalues. Therefore we study the spectral decompositions of Wn given by the isomorphisms −∇2Ψn±(˜u0).
Note that for both operators, Wn can be decomposed as
Wn=H1⊕(T⊥u0Γ(u0)⊕n⨁k=2Hk). |
Observe that the direct sum of the eigenspaces corresponding to the positive eigenvalues of −∇2Ψn±(˜u0)|Hk is H+k,±. Analogously, as an appropriate direct sum of the eigenspaces, we can define (T⊥u0Γ(u0))+±. Moreover the description of these spaces can be obtained in the same way as formula (3.6). More precisely, from Lemma 5.1.1 of [18] we obtain that the action of −∇2Ψn±(˜u0) on u(t)=akcoskt+bksinkt∈Hk is given by
−∇2Ψn±(˜u0)(u(t))=−(k2k2+1Id−1k2+1λ2±A)akcoskt−(k2k2+1Id−1k2+1λ2±A)bksinkt. |
Therefore, using (3.3) we obtain that for k≥0
H+k,±=⨁β2j>k2λ2±(VA(β2j)⊕VA(β2j)). |
In particular, from the definition of λ± it follows that
H+1,−=⨁β2j>β2j0(VA(β2j)⊕VA(β2j)),H+1,+=⨁β2j≥β2j0(VA(β2j)⊕VA(β2j))=H+1,−⊕(VA(β2j0)⊕VA(β2j0)). |
Moreover (T⊥u0Γ(u0))+−=(T⊥u0Γ(u0))++ and H+k,−=H+k,+ for k≥2.
Put V=VA(β2j0)⊕VA(β2j0). If H=S1, then by ˆV we denote the orthogonal complement of VS1 in V, where VS1 is the set of fixed points of the S1-action on V. By the assumption (A2) of our theorem we have dimˆV≥4.
Therefore we obtain
(Wn−)+=(T⊥u0Γ(u0))+−⊕(n⨁k=2H+k,−)⊕H+1,−,(Wn+)+=(T⊥u0Γ(u0))++⊕(n⨁k=2H+k,+)⊕H+1,+=(T⊥u0Γ(u0))+−⊕(n⨁k=2H+k,−)⊕H+1,−⊕V. |
Put V1=(T⊥u0Γ(u0))+−⊕(n⨁k=2H+k,−)⊕H+1,−. Summing up,
CIH({˜u0},−∇Ψn−)=SV1, CIH({˜u0},−∇Ψn+)=SV1⊕V |
and the representations V1 and V2=V1⊕V satisfy the assumptions of Theorem 2.4 (in the case H=S1 we take into consideration that dimˆV≥4). Hence
Γ+∧HSV1≉ΓΓ+∧HSV1⊕V. |
Applying formula (3.10) we obtain that inequality (3.9) holds, which completes the proof.
Throughout this proof we use the notation of the one of Theorem 1.1. As in that proof, to show the assertion we will study local bifurcations from the orbit Γ(˜u0)×{λ0} for a fixed λ0∈Λ0, where Λ0 is defined by (3.8). To this end we will apply an equivariant version of the so called splitting lemma, see for instance Lemma 3.2 of [18].
As in the previous proof, our aim is to study inequality (3.9), so we again investigate the indices CIH({˜u0},−∇Ψn±). We first shift the critical point ˜u0 to the origin, i.e., we consider H-invariant maps Πn±:Wn→R given by Πn±(u)=Ψn±(u+˜u0). Then
CIH({˜u0},−∇Ψn±)=CIH({0},−∇Πn±). |
It is easy to observe that ker∇2Πn−(0)=ker∇2Πn+(0) and im∇2Πn−(0)=im∇2Πn+(0), for simplicity we denote these spaces respectively by N and R. Note that from the definition of λ± we obtain N⊂H0. Put A±=(∇2Πn±(0))|R and note that A± are isomorphisms. Applying the splitting lemma we get H-invariant maps φ±:N→R and H-invariant homotopies between ∇Πn± and (∇φ±,A±), with {0} being an isolated invariant set at all levels of these homotopies. Applying the continuation property of the Conley index we obtain
CIH({0},−∇Πn±)=CIH({0},(−∇φ±,−A±)). |
Reasoning as in the proof of Lemma 3.3.1 of [10] one can prove that 0∈N is an isolated critical point (more precisely: an isolated local maximum) of φ±. Therefore {0} is an isolated invariant set for the flows generated by −∇φ±. Moreover, since −A± are isomorphisms, {0} is also an isolated invariant set for the flows generated by these operators. Hence we can apply the product formula (see Theorem 4.1) and obtain
CIH({0},(−∇φ±,−A±))=CIH({0},−∇φ±)∧CIH({0},−A±). | (3.11) |
Moreover, reasoning as in the proof of Lemma 2.2 of [12], we get
CIH({0},−∇φ±)=SN. |
To find the latter factor in (3.11) consider V=((T⊥u0Γ(u0)⊖N)⊕⨁nk=2Hk and the subspace V+± being the direct sum of the eigenspaces of −(A±)|V corresponding to the positive eigenvalues. Then, as in the proof of Theorem 1.1,
CIH({0},−A±)=SV+±⊕H+1,± |
and H+1,+=H+1,−⊕(VA(β2j0)⊕VA(β2j0)) and V++=V+−. Hence
CIH({0},−∇Πn±)=SN∧SV+±⊕H+1,±=SN⊕V+±⊕H+1,±. |
As in the proof of Theorem 1.1, by Theorem 2.5 we obtain
Γ+∧H(SN⊕V+±⊕H+1,−)≉ΓΓ+∧H(SN⊕V+±⊕H+1,+). |
Applying the equality (3.10) and Theorem 3.5 we finish the proof.
We finish this paper with some remarks.
Remark 3.7. One can prove Theorems 1.1 and 1.2 (the proof is litterally the same), if Γu0=S1 and the assumption (A2) is replaced by one of the following conditions:
1. (RN)S1={0},
2. VA(β2j) are trivial S1-representations for every βj∈B,
3. VA(β2j0) is a trivial S1-representation and one of the following assumptions is fullfilled:
(a) there exists βj∈B such that β2j>β2j0 and VA(β2j) is a non-trivial S1-representation,
(b) there exists βj∈B such that VA(β2j) is a non-trivial S1-representation and dim^VA(β2j)>2, where ^VA(β2j) is the orthogonal complement of (VA(β2j))S1 in VA(β2j),
(c) there exist βj1,βj2∈B, β2j1≠β2j2, such that VA(β2j1), VA(β2j2) are non-trivial S1-representations.
Remark 3.8. Taking into consideration the assumption (1) of Theorems 1.1 and 1.2 the following question seems to be interesting: are the counterparts of these theorems true for Γu0 being any closed subgroup of the Lie group Γ? As far as we know, this question is at present far from being solved.
Remark 3.9. In the assertions of our theorems we obtain the existence of sequences of non-stationary periodic solutions of system (1.1) emanating from the orbit. An interesting question is as follows: under the assumptions of these theorems, does it emanate a connected set of such solutions? It is known, that the branching of connected sets can be obtained via a suitable degree theory. Therefore a natural approach to answer this question is to use the relationship between the equivariant Conley index and the degree for equivariant gradient maps, see [19]. However, this problem is a little bit delicate, since in general a change of the equivariant Conley index does not imply a change of the degree for equivariant gradient maps. That is why the further study of the obtained degree is needed. Another approach is to apply the theory of the index of an orbit defined via the degree, see [20], [21].
Remark 3.10. It is well-known that H12π is an orthogonal representation of the group S1 with the action given by shift in time. Therefore, with the action of Γ described above, it can also be considered as a (Γ×S1)-representation. However, in our paper we study bifurcations from orbits of constant solutions. In such a case the (Γ×S1)-orbit is the same as the Γ-orbit, i.e., (Γ×S1)(˜u0)≈Γ(˜u0). Using our method and considering additionally the S1-action one cannot obtain any additional information. Hence, for simplicity of computation, we restrict our attention to the action of the group Γ.
In this subsection we give a description of finite-dimensional orthogonal real representations of S1 and Zm and recall the definitions of the two topological objects which we use to prove our abstract results.
Let l∈N and consider a two-dimensional S1-representation (denoted by R[1,l]) with the action of the group S1 given by (eiϕ,(x,y))↦Φ(ϕ)l(x,y)T=Φ(l⋅ϕ)(x,y)T, where
Φ(ϕ)=[cosϕ−sinϕsinϕcosϕ]. |
For k,l∈N we will denote by R[k,l] the direct sum of k copies of R[1,l] and additionally by R[k,0] the trivial k-dimensional S1-representation. It is known that if V is a finite-dimensional orthogonal S1-representation, then there exist finite sequences (ki),(mi) such that k0∈N∪{0}, ki,mi∈N and V is equivalent to
R[k0,0]⊕R[k1,m1]⊕…⊕R[kp,mp], | (4.1) |
see [22].
Analogously, when no confusion can arise, for l∈{1,…,m−1} we denote by R[1,l] the two-dimensional irreducible representation of the finite cyclic group Zm with the action (ei2πkm,(x,y))↦Φ(2πkm)l(x,y)T and by R[k,0] the trivial k-dimensional Zm-representation. As before, R[k,l] is the direct sum of k copies of R[1,l]. It is known that if V is a finite-dimensional orthogonal Zm-representation, then V is equivalent to
R[k0,0]⊕R[k1,m1]⊕…⊕R[kp,mp], | (4.2) |
where k0∈N∪{0}, k1,…,kp∈N, m1,…,mp∈{1,…,m−1}, see [22].
If now V is an S1-representation without non-trivial fixed points, i.e., such that k0=0 in (4.1), then the orbit space S(V)/S1 of the action of S1 on the sphere S(V) is called the twisted projective space. Similarly if V is a Zm-representation such that k0=0 in (4.2), then the orbit space S(V)/Zm is called the lens complex.
Note that we use in this article results of Kawasaki from [15] and therefore the above terminology is taken from this paper. However, these topological spaces are also known by different names - the twisted projective space is called the weighted projective space and the lens complex is known as the weighted lens space.
In this subsection we introduce the basic notion of the equivariant Conley index. We start with the finite-dimensional case, for a more complete exposition we refer to [23,24].
As before, we denote by Γ a compact Lie group. Let V be a real finite-dimensional orthogonal Γ-representation and φ:V→R a Γ-invariant map of class C2. Suppose that S is an isolated invariant set of the flow generated by −∇φ. In such a situation the Conley index of S is defined (see [23,24]) as the Γ-homotopy type of a pointed Γ-CW-complex. We denote it by CIΓ(S,−∇φ).
The equivariant Conley index has all the properties of the classical (non-equivariant) index given in [25]. For the convenience of the reader we recall some of them, particularly important in the proofs of our results. We start with the product formula.
Theorem 4.1. Let Si, for i=1,2, be isolated Γ-invariant sets for the Γ-flows generated by −∇φi:Vi→Vi which are Γ-equivariant maps of class C1 and Vi are real finite-dimensional orthogonal Γ-representations. Then
CIΓ(S1×S2,(−∇φ1,−∇φ2))=CIΓ(S1,−∇φ1)∧CIΓ(S2,−∇φ2). |
In the case of an isolated invariant set containing only a non-degenerate critical point the Conley index has a relatively simple structure. Namely, analogously as in the non-equivariant case (see [26]), we have the following:
Remark 4.2. Suppose that φ:V→R is a Γ-invariant map of class C2 and suppose that x0∈V is an isolated non-degenerate critical point of φ. Then CIΓ({x0},−∇φ) is the Γ-homotopy type of SV+, where V+ is the direct sum of eigenspaces of −∇2φ(x0) corresponding to the positive eigenvalues.
In a more general case of the isolated invariant set containing an isolated critical orbit, there is a relation between the Γ-indices of this orbit and a critical point of the restriction, see Theorem 2.4.2 of [10]. The relation is given in terms of the smash product over the stabilizer of this critical point. For the convenience of the reader we recall it in the next theorem.
Theorem 4.3. Suppose that φ:V→R is a Γ-invariant map of class C2 and the orbit Γ(x0)⊂(∇φ)−1(0) is isolated. Define ψ=φ|T⊥x0Γ(x0). Then
CIΓ(Γ(x0),−∇φ)=Γ+∧Γx0CIΓx0({x0},−∇ψ). |
Let us now consider the infinite-dimensional case. First we recall the notion of a Γ-spectrum. Let ξ=(Vn)∞n=0 be a sequence of finite-dimensional orthogonal representations of the group Γ. The pair E=((En)∞n=n(E),(ϵn)∞n=n(E)) is called a Γ-spectrum of the type ξ if, for every n≥n(E), En is a finite pointed Γ-CW-complex, ϵn:SVn∧En→En+1 is a morphism and there exists n0>n(E) such that ϵn is a Γ-homotopy equivalence for n≥n0.
The equivariant Conley index in the infinite-dimensional situation has been defined by Izydorek, see [13], as the Γ-homotopy type of a Γ-spectrum. Izydorek's definition is given for a general LS-flow. Since in our paper we do not need the equivariant Conley index in the general case, we will briefly sketch the definition in the simplified situation, appropriate in our applications.
Consider an infinite-dimensional separable Hilbert space H which is an orthogonal representation of Γ. Let Φ:H→R be a functional of the form Φ(u)=12⟨Lu,u⟩−K(u) such that L is a linear, bounded, self adjoint, Fredholm and Γ-equivariant operator and ∇K is a Γ-equivariant completely continuous operator of class C1.
Suppose that H=¯⨁∞k=0Hk, where Hk are disjoint orthogonal finite-dimensional representations of Γ such that H0=kerL and L(Hk)=Hk for every k. Suppose that S is an isolated invariant set of the flow generated by −∇Φ and put Hn=⨁nk=0Hk. If O is an isolating Γ-neighborhood of S, then O∩Hn is an isolating Γ-neighborhood for the flow generated by −∇Φ|Hn for n sufficiently large. Denote by Sn the maximal invariant subset in O∩Hn and consider En=CIΓ(Sn,−∇Φ|Hn). Then the Conley index of S, denoted as in the finite-dimensional case by CIΓ(S,−∇Φ), is defined as the Γ-homotopy type of a Γ-spectrum (En,ϵn) of the type (H+n+1)∞n=0, where H+n+1 is the direct sum of eigenspaces of −L|Hn+1 corresponding to the positive eigenvalues and ϵn:SH+n+1∧En→En+1 are some morphisms obtained via the product formula given in Theorem 4.1.
The authors would like to express their gratitude to Professor Kazimierz Gȩba for many helpful and valuable discussions.
The authors declare there is no conflicts of interest.
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