Sei sulla pagina 1di 326

Differential Equations with

Discontinuous Righthand Sides


Mathematics and Its Applications (Soviet Series)
Managing Editor:
M. HAZEWINKEL
Centre/or Mathematics and Computer Science, Amsterdam, The Netherlands
Editorial Board:
A. A. KIRILLOV, MGU, Moscow, U.SSR.
Yu.1. MANIN. Steklov Institute o/Mathematics, Moscow, U.S.SR.
N. N. MOISEEV. Computing Centre, Academy o/Sciences, Moscow, USS.R.
S. P. NOVIKOV,LandauInstitute o/TheoreticaIPhysics,Moscow, US.S.R.
M. C. POL YV ANOV, Steklov Institute of Mathematics, Moscow, USSR.
Yu. A. ROZANOV, Steklov Institute 0/ Mathematics, Moscow, U.S.SR.
A. F. Filippov
Department of Mathematics.
Moscow State University. U.S.S.R.
Differential Equations with
Discontinuous Righthand Sides
edited by
F. M. Arscott
KLUWER ACADEMIC PUBLISHERS
DORDRECHT I BOSTON I LONDON
Library of Congress Cataloging In Publication Data
Fll ippov. A. F. (AlekSel Fedorovich)
[Different'sia 1 'nye uravneni fa s razryvnnl pravol chast 'fu.
Engllshl
equations wlth discontlnuous righthand sides I A.F.
Fi I lppov : edlted by F.M. Arscott.
p. cm. <MathematIcs and its appl ications <Sovlet serles\)
Translation of, D1fferentsial 'nye uravneni fa s razryvnol pravol
chast 'fU.
Bibl iography: p.
Includes index.
ISBN 902772S99X
1. DifferentIal equations. Partial. 1. Arscott, F. M.
II. Title. III. SerIes: Mathematlcs and its applications <D. Reidel
PublishIng Company>. Soviet series.
OA374.F4S13 1988
515.353--dc19 88-4531
ISBN 90-277-2699-X
Published by Kluwer Academic Publishers,
P.O. Box 17, 3300 AA Dordrecht, The Netherlands,
Kluwer Academic Publishers incorporates
the publishing programmes of
D. Reidel, Martinus Nijhoff, Dr W. Junk and MTP Press.
Sold and distributed in the U.S.A. and Canada
by Kluwer Academic Publishers,
101 Philip Drive, Norwell, MA 02061, U.S.A.
In all other countries, sold and distributed
by Kluwer Academic Publishers Group,
P.O. Box 322, 3300 AH Dordrecht, The Netherlands.
All Rights Reserved
1988 by Kluwer Academic Publishers
No part of the material protected by this copyright notice may be reproduced or
utilized in any form or by any means, electronic or mechanical
including photocopying, recording or by any information storage and
retrieval system, without written permission from the copyright owner
Printed in The Netherlands
CIP
SERIES EDITOR'S PREFACE
Approach your prohlems from the right end
and begin with the answers. Then one day,
perhaps you will find the final question.
'The Hermit Clad in Crane Feathers' in R.
van Oulik's The Chinese Maze Murders.
It isn't that they can't see the solution. It is
that they can't see the prohlem.
O.K. Chesterton. The Scandal of Father
Brown 'The point of a Pin'.
Growing specialization and diversification have brought a host of monographs and textbooks on
increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields
does not grow only by putting forth new branches. It also happens, quite often in fact, that
branches which were thought to be completely disparate are suddenly seen to be related.
Further, the kind and level of sophistication of mathematics applied in various sciences has
changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical
economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the
structure of water meet one another in packing and covering theory; quantum fields, crystal defects
and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering;
and prediction and electrical engineering can use Stein spaces. And in addition to this there are
such new emerging subdisciplines as "experimental mathematics", "CFD" , "completely integrable
systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the
existing classification schemes. They draw upon widely different sections of mathematics. This pro-
gramme, Mathematics and Its Applications, is devoted to new emerging (sub)disciplines and to such
(new) interrelations as exempla gratia:
- a central concept which plays an important role in several different mathematical and/or
scientific specialized areas;
- new applications of the results and ideas from one area of scientific endeavour into another;
- influences which the results, problems and concepts of one field of enquiry have and have had on
the development of another.
The Mathematics and Its Applications programme tries to make available a careful selection of
books which fit the philosophy outlined above. With such books, which are stimulating rather than
definitive, intriguing rather than encyclopaedic, we hope to contribute something towards better
communication among the practitioners in diversified fields.
Because of the wealth of scholarly research being undertaken in the Soviet Union, Eastern
Europe, and Japan, it was decided to devote special attention to the work emanating from these
particular regions. Thus it was decided to start three regional series under the umbrella of the main
MIA programme.
At first sight, a differential equation with a discontinuous right-hand side (forcing term) is a
difficult object to deal with. Indeed, the very concept of a solution needs to be re-examined and
redefined in this setting. Yet they arise naturally and often, especially in engineering and physics. In
engineering e.g. because (optimal) controls are often discontinuous (think, for example, about the
bang-bang optimality results; in physics because e.g. forcing terms of, say, electro-magnetic field
type are often discontinuous (in the presence of shielding materials). Thus from the applied point of
v
vi
Series Editor's Preface
view there is a definite need for a systematic treatise of equations with discontinuous right-hand
sides and that is precisely what is provided in this first book on the topic written by a foremost
authority.
The unreasonable effectiveness of mathemat-
ics in science ...
Eugene Wigner
Well, if you know of a better 'ole, go to it.
Bruce Bairnsfather
What is now proved was once only ima-
gined.
William Blake
Russum, February 1988
As long as algebra and geometry proceeded
along separate paths, their advance was slow
and their applications limited.
But when these sciences joined company
they drew from each other fresh vitality and
thenceforward marched on at a rapid pace
towards perfection.
Joseph Louis Lagrange.
Michiel Hazewinkel
Series Editor'S Preface
Preface
Introduction
Chapter 1
CONTENTS
Equations with the Right-Hand Side Continuous
in z and Discontinuous in t
1. Caratheodory Differential Equations
2. Equations with Distributions Involved as Summands
3. Differential Equations with Distributions in Coefficients
Chapter 2
Existence and General Properties of Solutions of
Discontinuous Systems
4. Definitions of Solution
5. Convex Sets and Set-Valued Functions
6. Differential Inclusions
7. Existence and Properties of Solutions
8. Dependence of Solution on Initial Data and on the
Right-Hand Side of the Equation
9. Change of Variables
10. Sufficient Conditions for Uniqueness
11. Variation of Solutions
Chapter 3
Basic Methods of Qualitative Theory
12. Trajectories of Autonomous Systems
13. Properties of Trajectories in a Plane
14. Bounded and Periodic Solutions
15. Stability
Chapter"
Local Singularities of Two-Dimensional Systems
16. Linear Singularities
17. Topological Classification of Singular Points
vii
v
ix
1
3
3
17
29
48
48
59
67
75
87
99
106
117
123
123
133
142
152
175
175
190
viii Contents
18. Structurally Stable and Structurally Unstable Systems
19. Singular Points on a Line of Discontinuity
20. Singular Points on an Intersection of Lines of Discontinuity
Chapter 5
Local Singularities of Three-Dimensional and
Multidimensional Systems
21. Basic Types of Singularities. Two-Dimensional Singularities
22. Linear and Point Singularities on a Surface of Discontinuity
23. Singularities on an Intersection of Surfaces of Discontinuity
References
Subject Index
205
217
250
259
259
268
285
291
303
PREFACE
The development of the theory of differential equations with discontinuous right-
hand sides has been to a great extent stimulated by its many applications. A
large number of problems from mechanics, electrical engineering, and the the-
ory of automatic control, described by these equations, is considered in the
book [1]. The wide usage of switches (relays) in automatic control systems leads
to the necessity of constructing an elaborate theory of such equations. Differ-
ent aspects of this theory are elucidated in various sections and chapters of the
books [2]-[5] and in a large number of journal papers. The theory of automatic
control systems described in differential equations with discontinuous right-hand
sides (systems with variable structure and with sliding motions) is developed in
the books [6], [7].
The main trends of the theory of differential equations with discontinuous
right-hand sides are presented in this book. The treatment of such equations
requires from the very start a generalization of the concept of solution. Various
definitions of the solutions of such equations are proposed, and the conditions of
their applicability are indicated.
Many results in the classical theory of differential equations are shown to
be valid also for equations with discontinuous right-hand sides. Applicability
of the known methods of investigation, naturally under certain restrictions, is
grounded. Properties of the solutions due to discontinuity of the right-hand side
are discussed. In particular, singularities on lines and surfaces of discontinuities
are studied in detail and classified, and their bifurcations analyzed. Sufficient
conditions are formulated for stability of equilibrium points on the lines and
surfaces of discontinuity and on their intersection.
The results obtained by various authors and the new results are presented,
wherever possible, from a unified standpoint. In some cases this has allowed us
to attain a wider generality or to simplify proofs.
The book does not touch upon the following questions concerning equations
with discontinuous right-hand sides: the frequency method for studying stability,
which is developed in [5], boundary-value problems, the analysis of equations of
special form and of narrow classes.
Chapter 1 and the subsequent chapters deal with different types of equa-
tions, so the reader may approach Chapters 2-5 without acquaintance with 2
and 3. Small print is used to present some cumbersome proofs as well as gen-
eralizations and special questions, which can be omitted without loss of under-
standing of the rest of the text. Theorems, lemmas, and formulae are numbered
ix
x Preface
independently in each section. When referring the reader to material of some
other section, we indicate its number, for instance: "By virtue of Lemma 4, 1."
References are made to a paper (or a book), not necessarily a pioneering
one, in which a given problem has been considered and do not always imply that
the results mentioned are due to the author of that paper. In 4 and 15 the
reader can find references to the papers containing a review of the history of the
problems under discussion. When dealing with those aspects of the subject which
are covered in the literature in sufficient detail (periodic solutions, stability)' we
describe only the basic concepts and some methods of investigation, and give
appropriate references.
INTRODUCTION
As is known, a solution of the differential equation
dx
dt = J(t, x)
with a continuous right-hand side is a function x(t), which has a derivative and
satisfies this equation everywhere on a given interval. This definition is not,
however, valid for differential equations with discontinuous right-hand sides. As
can be seen from the following examples (5; denotes the derivative dx/dt).
EXAMPLE 1: 5; = sgn t. For t < 0 we have 5; = -1, the solution being given
by x = -t + CI; for t > 0 we have 5; = 1, the solution being x = t + C2 (Fig. 1).
Proceeding from the requirement of solution continuity for t = 0, we obtain
Consequently the solution is expressed by the formula x(t) = It I + c. For t = 0
the derivative 5;(t) does not exist.
EXAMPLE 2: x = 1 - 2 sgn x. For x < 0 we have 5; = 3, the solution being
x(t) = 3t+CI; for x > 0 we have 5; = -1, the solution being given x(t) = -t+c2
(Fig. 2). As t increases, each solution reaches the line x = O. The direction field
prevents the solution from leaving this line either upwards or downwards. IT the
solution is continued along this line, the function x(t) = 0 so obtained does not
satisfy the equation in the usual sense since for it x(t) = 0, and for x = 0 the
right-hand side of the equation has the value 1 - 2 sgn 0 = 1 -::f: O.
Thus, the consideration of differential equations with discontinuous right-
hand side requires a generalization of the concept of solution. In cases where the
right-hand side of the equation 5; = J(t, x) is continuous in x and discontinuous
only in t, it usually proves possible to generalize the concept of solution using
only a mathematical argument (in Example 1 this is the requirement of solution
continuity). In cases where the right-hand side of the equation is discontinuous in
x, such simple mathematical arguments are often insufficient. Then the solution
is defined by means of a limiting process taking into account the physical meaning
of a given problem.
The generalization of the concept of solution must necessarily meet the
following requirements:
1) For differential equations with a continuous right-hand side the definition
of a solution must be equivalent to the usual one.
1
2 Introduction
Figure 1 Figure 2
2) For the equation x = f(t) the solutions must be the functions x(t)
f f(t)dt + conly.
3) Under any initial data x(to) = Xo in a given region of the solution must
exist (at least for t > to) and continue to the boundary of this region or to
infinity, i.e. (t, x) --> 00.
4) The definition of a solution must serve as a description of a fairly wide
class of processes in physical systems.
In order that equations with discontinuous right-hand sides be investigated
by the well-known methods, the following conditions should also be satisfied:
5) The limit of a uniformly convergent sequence of solutions must be a
solution.
6) Under the commonly-used changes of variables a solution must be trans-
formed into a solution.
The best-known definitions of a solution of a differential equation with a
discontinuous right-hand side are presented in 4. The applicability of one or
another definition to different problems is considered in 3, 8.
Many results from the theory of differential equations have already been
extended (sometimes with necessary alterations) to differential equations with
discontinuous right-hand sides. Such equations are usually analyzed by the same
methods as differential equations with continuous right-hand sides.
CHAPTER 1
EQUATIONS WITH THE RIGHT-HAND SIDE
CONTINUOUS IN 'x AND
DISCONTINUOUS IN t
In Chapter 1 differential equations and differential equations with distributions
are considered. Existence theorems for solutions are established and the properties ofsolutions,
especially the dependence of a solution on the right-hand side, are investigated. Approximation
of different types of equations by equations with continuous right-hand side is studied.
1 Caratheodory Differential Equations
Existence, uniqueness and continuous dependence theorems for solutions un-
der weakened assumptions and theorems on the properties of the set of solutions
are proposed for Caratheodory differential equations.
1. The differential equation :i: = f(t,:c) with a continuous right-hand side is
known to be equivalent to the integral equation
(1) :c(t) = :c(to) + r f (B, :C(B)) dB.
Jto
IT the function f(t,:c) is discontinuous in t and continuous in :c, then the func-
tions satisfying the integral equation (1) can be called solutions of the equation
:i: = f(t, :c). Using here the concept of the Lebesgue integral, one obtains the
definition of a solution which is the basis of the theory of the Cara.theodory
differential equations.
Everywhere in 1 :c(t) and f(t,:c) are fl.-dimensional vector-valued functions.
Integra.tion is to be understood in the sense of Lebesgue. The function f(t,:c) is
assumed to satisfy the following conditions:
The CaratModory conditions. In the domain D of the (t, :c)-space, let
1) the function f(t,:c) be defined and continuous in :c for almost all tj
2) the function f(t,:c) be measurable in t for each :Cj
3) If(t,:c) I m(t), the function m(t) being summable (on each finite interval
if t is not bounded in the domain D).
3
4 Equations. .. Discontinuous only in t Chapter 1
The equation :i; = I(t, x), where x is a scalar or a vector and the function
I satisfies conditions 1)-3), is called the Carathiodory equation. A function x(t)
defined on an open or closed interval l is called a solution of the Caratheodory
equation if it is absolutely continuous on each closed interval [a,.B] eland
satisfies almost everywhere this equation or, which under the conditions 1)-3) is
the same thing, if it satisfies the integral equation (1) for some to E l.
2. We now present the known existence and uniqueness theorems for solu-
tions of Caratheodory differential equations (see, for instance, [8], [9], pp. 43, 97,
[10]).
LEMMA 1 ([8]). Let the function I(t, x} satisfy the CaratModory conditions and
let the function x(t)(a ~ t ~ b) be measurable.
Then the composite function I(t, x(t)) is summable.
THEOREM 1. For to ~ t ~ to + a, Ix - xol ~ b let the function I(t, x} satisfy
the Caratheodory conditions.
Then on a closed interval [to, to + d], where d > 0, there exists a solution of
the problem
(2) :i; = I(t, x), x(to) = Xo.
In this case one can take an arbitrary number d which satisfies the inequal-
ities
(3) 0< d ~ a, rp(to + d) ~ b,
rp(t) :; it m(s)ds.
to
PROOF: For any integer k ;<!: 1 we take h = d/k. On the intervals
to + ih ~ t ~ to + (i + l)h, i = 0, 1, ... , k - 1,
we construct iteratively an approximate solution by assuming Xk(t) = Xo for
t ~ to
(4) (to < t ~ to + d).
This integral has meaning, and by virtue of Lemma 1 and the estimate (3), we
obtain IXk(t) - Xo I ~ b. Moreover, for arbitrary a,.B belonging to [to, to + d]
(5)
The function rp(t) is continuous on the closed interval [to, to + d] and is therefore
uniformly continuous. Hence, for each e > 0 there exists such a 6 > 0 that for
I.B - al < 6 the right-hand side of (5) is less than e.
The functions Xk(t), k = 1,2, ... , are therefore equicontinuous and uni-
formly bounded. Using Arzela.'s theorem we choose from them a uniformly con-
vergent subsequence; its limit will be denoted by x(t). Since
1 Co.ro.tModory Differentio.l Equo.tions 5
and the first term on the right-hand side is less than e for h = d/k < 6, it follows
that X,.(8 - h) tends to X(8), by the chosen subsequence. By virtue of continuity
of the function J(t, x) in x, and the estimate IJ(t, x) I ~ met) one can pass to the
limit under the integral sign in (4). We conclude that the limiting function x(t)
satisfies equation (1) for x(to) = xo, i.e., it is a solution of the problem (2).
REMARK: IT the Caratheodory conditions are satisfied for to - a ~ t ~ to,
Ix - ';01 ~ band d ~ a, I ~ ( t o - d)1 < b, then a solution exists on the closed
interval [to - d, tol.
THEOREM 2. Let (to, xo) belong to D and let there exist a summable function
let) such that for any points (t,,;) and (t,1/) of the domain D
(6)
IJ(t,,;) -/(t, 1/)1 ~ let) Ix - 1/1
Then in the domain D there exists at most one solution of the problem (2).
Here and in what follows, uniqueness of a solution implies that if there exist
two solutions, the graphs of which lie in the domain D, these solutions coincide
on the common part of their intervals of existence.
REMARK [111: For uniqueness of a solution for t ~ to it is sufficient that instead
of (6) there should hold the inequality
(7) (J(t,,;) - l(t,1/)) . (x - y) ~ let) Ix _ yl2
(if I, x, yare vectors, the product is understood as the scalar product).
PROOF: Let x(t) and yet) be solutions of the problem (2), z(t) = x(t)-y(t), to ~
t ~ tl. Since Izl2 = z z, we have
dlz(t)12 dz
dt = 2z dt = 2 (J(t, x) - J(t, y)) . (,; - y).
almost everywhere. Taking into account (7), we obtain dlzl
2
/dt ~ let) Iz12.
Then
almost everywhere. The absolutely continuous function Izl2 e-L(t) does not in-
crease, and it follows from z(to) = 0 that z(t) = 0 for t ~ to. Thus, uniqueness
is proved for t ~ to in the case (7) and, therefore, under the condition (6).
Under the condition (6) the case t ~ to is reduced to the case t ~ to by the
substitution of -t for t.
Many other sufficient uniqueness conditions are known.
Consider a linear system in the vector notation
(8) z = A(t),; + bet).
THEOREM 3. Let all the elements of the matrix A(t) and the vector-valued
function bet) be summable on each segment contained in the interval (a,p).
6 Equations. .. Discontinuous only in t Chapter 1
Then for to E (a,,8) the solution of the system (8) with arbitrary initial
data x(to) = Xo exists on the whole interval (a,,8) and is unique.
PROOF: We pass over from (8) to an integral equation analogous to (1) and use
successive approximations: xo(t) == :to,
(9) XIo+1(t) = Xo + r [A(s)xlo(s) + b(8)] ds,
ito
k= 0,1, ....
From the assumptions of the theorem it follows that the functions 1(t) = IIA(t)1I
and !pet) = Ib(t)1 are summable on each segment [al,,811 C (a,,8). Since for any
vector z
IA(s)zl ~ IIA(s)II'lzl = 1(S) Izi
all approximations exist and are continuous on [al,,8lj, and
k = 1,2, ....
Let e = max Ixdt) - xo(t)1 on the closed interval [all,81]
It can be proved by induction that on this closed interval
k = 1,2, ....
The right-hand side is the kth term of a series uniformly convergent on the closed
interval [al,,81j. Hence, as k - 00, limxlo(t) = x(t) exists, and in (9) a limit
transition under the integral sign is possible. The function x(t) is therefore a
solution of the integral equation and, accordingly, of equation (8) on the closed
interval [aI, ,81].
Uniqueness of the solution follows from Theorem 2. Since [all ,811 is an
arbitrary segment contained in the interval (a, ,8), the solution exists and is
unique on this interval.
Some other assertions can also be extended to linear Caratheodory systems
(that is, systems satisfying the conditions of Theorem 3). These assertions con-
cern the existence of a fundamental set of solutions, the representation of any
solution by means of a fundamental set and the properties of the Wronskian.
They are proved in the same way as for systems with continuous coefficients.
3. Solutions of Caratheodory equations possess many properties analogous
to the properties of solutions of equations with continuous right-hand sides (con-
tinuability of solutions, compactness of a set of solutions, the properties of inte-
gral funnels
l
considered in [12]) and are studied mainly by the same methods.
1 For the meaning of this term, see p. 16
1 CaratModory Differential Equations 7
LEMMA 2. 9n a finite interval c ~ t ~ d all the solutions of the CaratModory
equation are equicontinuous.
PROOF: Let the function pet) be expressed by the integral (3), where to = c.
For each closed interval [a,,8J C [c, dJ and for any solution ,; (t)
1,;(,8) - ,;(a) 1 = I ill I (t,,;(t)) dtl ~ !: m(t)dt = p(,8) - pea).
From this and from the uniform continuity of the function pet) on the segment
[c, d] there follows the equicontinuity of all the solutions.
REMARK: The assertion of Lemma 2 is also valid for solutions satisfying differ-
ent Caratheodory equations with the same summable majorant met).
THEOREM 4. Let:i: = I(t,,;) be a CaratModory equation in a closed bounded
domain D.
Then each solution of this equation which lies within D can be continued
on both sides up to the boundary r of the domain D.
PROOF: Consider the solution ,;(t) which passes through the point Po(to,,;o)
within D. Let 1 > 0 be not greater than half the distance p(po, r) from this
point to the boundary r.
Let c ~ t ~ d inthe domain D. Since the function pet) in (3) is uniformly
continuous on [c, dJ, there exists a 01 > 0, 01 ~ 1 such that for any a, f3 from
[c, dJ satisfying the inequality 1,8 - al < 01 we have Ip(,8) - pea) I < 1>'1. Then
the cylinder
is contained in D. By virtue of Theorem 1 and the remark following that the-
orem, the solution ,;(t) exists at least on the interval It - tol ~ 01 (or can be
continued to this interval). If the distance from the point (to + 01, ,;(to + 01))
to r is not smaller than 21, the solution can be continued further to an interval
of length 01, etc., until it reaches a point P1(tll';1) such that p(PlIr) < 21'
Assuming i - 0, i = 1,2, ... , we continue the solution sequentially up to
the points Pi(!;,';.) such that
t1 < t2 < ... , p(pi' r) - 0 (i - 00).
The bounded sequence t1, t2, . .. converges to some t*. Then by means of
Lemma 2 and the Cauchy criterion we find that there exists a lim:r:(t) = x*
for t - t - O. Obviously, (t*, x*) belongs to r. Assuming x(t) = ,;*, we obtain
a solution which reaches the boundary r at the point (t*,:r:*). The solution is
continued to the left in the same manner.
The other known continuation theorems (for example, from [13], pp. 12
and 29 and from [11]) are also valid not only for differential equations with
continuous right-hand sides, but also for the Caratbeodory equations.
Now consider compactness of sets of solutions.
8 Equations. .. Discontinuous only in t Chapter 1
LEMMA 3. The limit of each sequence of solutions of a Caratheodory equation,
which converges on a closed interval [a, 1'], is a solution of the same Caratheodory
equation.
PROOF: For a sequence of solutions x = x,,(t), k = 1,2, ... , the possibility of
the limit transition in (1) is provided by the Caratheodory conditions. Hence,
the limiting function also satisfies the equality (1) and is therefore a solution of
the equation d; = f (t, x).
LEMMA 4. For a Caratheodory equation in a bounded closed domain D, the set
M of all solutions, the graphs of which on the interval a ~ t ~ I' are contained in
D, is a compactum in the metric C[a, 1'] (i.e., in a metric of uniform convergence
on the segment [a, 1']).
PROOF: All these solutions on the segment [a,l'] are uniformly bounded, and
by Lemma 2 they are equicontinuous. By the ArzeIa theorem, out of any infinite
set of such solutions one can choose a sequence which converges uniformly on
[a,I']. By Lemma 3 the limit of this sequence is a solution of the same equation.
The set M is therefore a compactum.
LEMMA 5. Let x" (t) (ale ~ t ~ 1'1e, k = 1,2, ... ) be solutions of a CaratModory
equation, the graphs of which lie within a bounded closed domain D, and
(10)
Then there exists a subsequence of these solutions which converges to a
solution whose graph joins the points p(a, xo) and q(l', x*) and lies in D for
a ~ t ~ 1'; for any 0> 0 the convergence is uniform on the segment [a+ 0, I' - 0].
PROOF: Let O. -+ 0, i = 1,2, .... Using Lemma 2 and the Arzelli theorem we
choose from x,,(t) a subsequence X1j(t), j = 1,2, ... , which converges uniformly
for a + 01 ~ t ~ I' - 01, and from it choose a subsequence X2j(t) which uniformly
converges for a + 02 ~ t ~ I' - 02, etc. The diagonal sequence Xjj(t) converges
on the interval (a, 1') uniformly on each segment [a + 0., I' - 0.].
By Lemma 3, the limiting function x(t) is a solution provided that a < t < 1'.
By virtue of Lemma 2, it can be extended by continuity onto the segment [a, 1'].
If e > 0 is arbitrarily small, we have for sufficiently small 0 and sufficiently
large j
Ix(a) - :t(a + 0)1 < e/4, l:t(a + 0) - 3:1j(a + 0) I < e/4.
By Lemma 2, for a k such that Xjj(t) == :tle(t) we have (if j > j1(e))
13:1j(a + 0) - Xjj(ale) I < e/4,
by virtue of (10). Hence, Ix(a) - :tol < e. Since e > 0 is arbitrary, x(a) = :to,
that is, the solution x(t) passes through the point p. Similarly, it passes through
the point q.
The following theorem is proved in [10J on the assumption that the func-
tion f satisfies the Caratheodory equations in the whole domain G. This re-
quirement is weakened in line with [12J.
1
Caratklodory Differential Equations 9
THEOREM 5. Let the function f(t, x) satisfy the OaratM6dory conditions in
each closed bounded subdomain of an open domain G. Let A be a point (to, xo)
(or a closed bounded set), A c G. If all the solutions of the equation :i: = f(t, x)
with the initial data x(to) = Xo (or with various initial data (to, x(to)) E A) exist
for a ~ t ~ 13 and if their graphs for these t lie in G, then
1) the set of points lying on these graphs (i.e., a segment a ~ t ~ 13 of an
integral funnel of the set A) is bounded and closed;
2) the set M of these solutions is a compactum in the metric O[a, 13].
PROOF: Let us take a sequence of closed bounded'domains DlJ D
2
,. , such
that A lies within D1 and D,. lies within D"+1, k = 1,2, ... , and that each
bounded closed set KeG is contained in some of the domains D,.. We shall
show that all the considered graphs lie in one of the domains D,..
Assume the contrary. Then for each of the domains D,. there exists a solu-
tion x,.(t), 13,. E [a,pl and a,. such that
(ll)
From these solutions, we choose such a subsequece SoCk = k
1
,k
2
, } for
which PIc -+ pEA. Since A C D1 C D2 C ... , it follows from (11) that for
each m ~ 1 and for each k ~ m there exists a point qr E aDm(aDm is the
boundary of the domain Dm} on the graph of the solution x,.(t) such that the
arc Pleqr of this graph is contained in Dm. From the subsequence So we choose
a subsequence of solutions for which q ~ -+ q1 E aD
1
, and from it, by Lemma 5,
we choose a subsequence Sl of solutions which converges to a solution whose
graph joins the points pEA and q1 E aD
1
.
By the same method, we choose from Sl a new subsequence S2 which con-
verges to a solution whose graph joins the points pEA and q2 E aD
2
. Pro-
ceeding with this process, we obtain a solution x(t), the graph of which passes
through the points pEA, ql E D
1
, q2 E D
2
, ... . By assumption this solution
exists on a closed interval containing a, 13 and the abscissa tp of the point p. The
graph of the solution on this interval is a bounded closed set and, accordingly,
it lies in some domain Dm, that is, within D
m
+1' This contradicts the fact that
this graph passes through the point qm+1 E aD
m
+1'
Thus, the assumption is incorrect, and all the considered graphs lie in one
of the domains Die. Then the assertion 2} is proved as in Lemma 4, and from
this assertion there follQwS the assertion 1).
4. The continuous dependence of solutions of the Caratheodory equations on
initial data and on the right-hand side of the equation, or on the parameter, has
been considered in a number of papers, particularly in [10] and in [14J-[27]. The
differentiable dependence has been considered in [28]-[31]. Below we present two
theorems on continuous dependence: the simplest (for the case where a sequence
of functions f,.(t, x) on the right-hand sides of differential equations converges)
and a more general one (for the case where a sequence of integrals of these
functions over t converges).
In 4 we deal with solutions x(t, IL) of equations, the right-hand sides of which
depend on the parameter IL which changes on some set M (of a metric space)
10
Equations. .. Discontinuous only in t Chapter 1
with a limit point J.to EM and establish conditions for the convergence x(t, J.t) -+
x(t,J.to) for J.t -+ J.to, i.e., for p(J.t,J.to) -+ o. To this case one can reduce the case
of the sequence Xk(t), k = 1,2, ... , if one puts x,.(t) = x(t, J.t), J.t = 11k -+ O.
As is known, for differential equations with continuous right-hand sides and
for Caratheodory equations, uniqueness of a solution leads to its continuous de-
pendence on initial data [32]. The following lemma generalizes this assertion. It
is applicable not only to solutions of differential equations, but also to solutions
of differential inclusions. It specifies the sense in which one can speak of con-
vergence to a set of solutions in the absence of uniqueness. This lemma makes
it possible to reduce the conditions for continuous dependence of a solution to a
number of simpler conditions.
LEMMA 6. Let there be given a point (to, ao), numbers tl > to, eo> 0, a finite
open domain D in the (t, xl-space, a set M of values of the parameter J.t, and
a family S of continuous functions e(t), each of which corresponds to its initial
value a = e(to) and a certain value of the parameter J.t E M. Let
1) each function e(t) be defined on some interval, its graph lying in the
domain D, the endpoints of this graph being two points of the boundary of the
domain Dj
2) for any a, J.t(la - aol < 0, J.t E M) there exist at least one function of the
family which corresponds to these a and J.tj
3) in each sequence of functions edt) E S, i = 1,2, ... , which correspond
to the values ai -+ ao, J.ti -+ J.to, all functions be equicontinuousj
4) the limit of each uniformly convergent sequence of functions of the family,
for which a = a. -+ ao, J.t = J.ti -+ J.to, be a function of the family for which
J.t = J.to;
5) all the functions of the family for which J.t = J.to, a = ao, be defined at
least on the segment [to, tIl; the set of these functions will be defined by Xo;
6) for each of the functions eo(t) of the set Xo the eo-tube
(12)
Ix - eo(t) I < eo,
be contained in D.
Then for any e > 0 there exist a 0 > 0 and an '1 > 0 such that for all a
and J.t satisfying the conditions
(13)
la - aol < 0,
each of the functions e( t) of the family, which corresponds to these a, J.t exists on
the segment [to, hJ, and differs from some function eo(t) E Xo less than bye:
(14)
le(t) - eo(t)1 < e
(For different e(t) the functions eo(t) may be different).
PROOF: Suppose for some ai -+ ao, J.ti -+ J.to there exist functions e.(t) E S
defined on less than the whole segment [to, tIl. According to 1) I each of them
reaches the boundary of the domain D at some point qi(ti,X.), t. E (to,td. It
1 CflrfltModory Dif/erentifll Equfltion!
11
follows from the conditions 3) and 6) that ti ~ ro > to for all i > i
l
From the
sequence {gi} we choose a subsequence which converges to some point q, and
from a corresponding subsequence offunctions i(t) we choose a new subsequence
which converges to the function o(t) whose graph joins the points (to, 0.0) and q
as in Lemma 5. By virtue of 4), the function o(t) E Xo. Then, by virtue of 6),
the eo-tube (12) is contained in D, and q is the point (tl' o(td). This contradicts
the convergence of the subsequence of points qi(ti, Zi) of the boundary of the
domain D to the point q because ti is l e s ~ than tl'
Thus, for some 6> 0 and '1 > 0 for all a and I' which satisfy (13), the graph
of the function (t) lies in D for to < t < tl' IT the lemma is not true, then for
some e > 0 there exists a sequence of functions Zle (t) E 8, Ie = 2,3, ... , such
that ZIe(to) = ale -. 0.0, I'le -. 1'0, and the graphs of these functions lie in D for
to < t < tl, and for each Ie and each function (t) E Xo
(15) Iz,.(t,.) - (t,.) I ~ e, t,. E [to, tl]' Ie = 2,3, ... j
the points t,. may depend on the choice of the function (t) E Xo.
By virtue of 3) and 4), one can choose from the sequence {z,.(t)} a sub-
sequence which converges uniformly to some function zo(t) E Xo. This is in
contradiction with (15) for (t) == zo(t). The lemma is proved.
COROLLARY. Let the conditions 1)-4) of Lemma 6 be fulfilled; for a = 0.0, I' =
1'0 in the family 8 let there exist only one function o(t) and for this function let
the eo-tube (12) be contained in D. Then the assertion of Lemma 6 is valid and
each sequence i(t) of functions from 8, for which ai -. ao, I'i -. 1'0, converges
uniformly to o(t) on the segment Ito, tl]'
REMARK: For the family of solutions of the Caratbeodory equations z = f(t, z)
the conditions 1) and 2) of Lemma 6 are fulfilled by virtue of Theorems 1 and 4,
and the conditions 3) and 4) are fulfilled by virtue of Lemmas 2 and 3. Hence, if a
solution with the initial data z(to) = flO is unique, it depends continuously on the
initial data. For the Caratheodory equation z = f(t, 3:,1') with the parameter
I' the conditions 1) and 2) are fulfilled, and one need only fulfillment of the
conditions 3) and 4) and uniqueness of the solution for z(to) = 0.0, I' = 1'0.
THEOREM 6 ([10]; [9], p. 58). Let for (t,3:) E D, I' E M,
1 f(t, 3:, 1') be measurable in t for constant 3: and 1';
2 If(t, 3:, 1') I ~ m(t), the function m(t) being summable;
3 for almost all t the function f(t, 3:, 1') be continuous in z, and for I' =
I'o-in z,l';
4 the solution z = o(t) of the problem
(16) ;; = f(t, z, 1'), 3:(to) = a
for a = 0.0, I' = 1'0 be unique for t ~ to; let this solution exist for to ~ t ~ tl
and let its graph have a neighbourhood ofthe type (12) which is contained in D.
Then for any a and I' sulliciently near ao and 1'0 the solution of the prob-
lem (16) on the closed interval Ito, ttl exists (it is not necessarily unique) and
converges uniformly to o(t) as 0.-'0.0, I' -. p.o.
REMARK: The condition 3 leads to the fact that for almost all t the function
f(t, z, 1') tends to f(t, z, 1'0) uniformly in 3: (on any compactum) as I' -. 1'0.
12 Equations. .. Discontinuous only in t Chapter 1
PROOF: By virtue of 1-3, equation (16) with the J.t-independent majorant
met) is a Caratheodory equation, and the conditions 1)-3) of Lemma 6 are
therefore satisfied for its solutions; the conditions 5) and 6) are satisfied by
virtue of 4. The solution x = e(t, a, J.t) of the problem (16) satisfies the integral
equation
(17)
't
e(t; a, J.t) = a + r I(s, e(s; a, J.t); J.t)ds.
, ito
If the sequence of solutions e(t, ai, J.ti) converges uniformly as ai --+ ao, J.ti --+ J.to,
then, from 3 , for almost all s
I (s, e(s; ai, J.t.); J.ti) --+ I (s, e(s; a, J.to); J.to) .
In this case, by virtue of 2 a limit transition is legitimate under the integral
sign in an integral equation for e(t; ai, J.ti). Thus, the limiting function e(t; ao, J.to)
satisfies the equation (17) for a = ao, J.t = J.to arid is a solution of the problem (16)
with a = ao, I-' = 1-'0. That is, the condition 4) of Lemma 6 is fulfilled. The
assertion of the theorem follows from this lemma.
A further generalization of the continuous dependence theorem consists in
the replacement of the requirement of the convergence I(t, X; 1-') --+ j(t, x; 1-'0)
(i.e., continuity of the function I in I-' for I-' = 1-'0) by the requirement of con-
vergence of the integral of j(t, x; 1-') over t to the integral of I(t, Xi 1-'0) ([14], [17]
and others). '
THEOREM 7 [17]. Let for J.t E M, to ~ t ~ tll X E B (B being a finite open
region in R"')
1 the function l(t,x;l-') be measurable in t for constant X,I-'j
2 I/(t, x; J.t) I ~ met, 1-'), the function met; 1-') being summable in tj
3 there exist a summable function l(t) and a monotone function ,per) --+ 0
for r --+ 0 such that for each r > 0, if Ix - YI ~ r, and for almost all t
(18) I/(t, Xj 1-') - j(t, Yi 1-') I ~ l(t),p{r);
4 for each x E B for I-' --+ 1-'0
(19) rt I(s, x; I-')ds --+ it I(s, x; I-'o)ds
ito to
be uniform in t on the segment [to, tl]j
5 the solution x = eo(t) of the problem (16) for a = ao E B, I-' = 1-'0 be
unique for t ~ to and lie in the domain B for to ~ t ~ tl.
Then for any a and I-' sufliciently near ao and 1-'0 the solution of the prob-
lem (16) on the interval [to, tl] exists (it is not necessarily unique) and converges
uniformly to eo(t) as a --+ 0,0, I-' --+ 1-'0.
PROOF: First we will show that for each sequence I-'i --+ 1-'0 and each sequence
of continuous functions Xi(t) E B, i = 1,2, ... , uniformly convergent to xo(t)
we have, for all t E [to, tl],
(20) r [/(s, Xi( s); I-'i) - f(s, xo( s); 1-'0)] ds --+ 0
ito
(i --+ 00).
1 Carathlodory Differential Equations 13
Since the function xp(t) (p = 1,2, ... ) is continuous, the sequence of piece-
wise constant functions
to + (i - l)hq ~ t < to + ihq, i = 1,2, ... ,2'1,
where hq = 2-'I(tl -to), q = 1,2, ... , converges uniformly to xp(t). There exists
such a q(p) that for the function zp(t) == !lP,'I(p)(t)
(21)
Since xp(t) --. xo(t) as p --. 00, so does zp(t). By virtue of 1 and 2,
r [/{8, Zp(8)j JLo) - 1(8, Xo(8), JLo) I d8 --.0
ito
(p --. 00).
It follows from 4 that a relation similar to (19) holds also for integrals over
any interval contained in [to, tll. In such a relation one can replace x by zp(t)
on any interval where the function zp(t) is constant. Summing up over such
intervals, we obtain for p = const
Ji,p(t) == r [/(8,zp{8)jJLd - l(s,zp(s);JLo)] ds --. 0
ito
Thus, for each t E [to,tlJ and each p ~ 1 there exists anip{t} such that IJi,p(t)1 <
2-
P
for all i > ip(t). The number ip(t) can be increased and we assume therefore
that ip+1(t) > ip(t). Suppose
v(i, t) = p for ip(t) < i ~ ip+1(t), p = 1,2, ....
Then if i --. 00, we have for each t = const
(22) v(i, t} --. 00, IJi,v(i,t) (t}1 < 2-
v
(i,t) --. O.
By virtue of the condition 3, for almost all 8 E (0, t)
The right-hand side does not exceed the summable function 1(8}tjJ{d}, where d
is the diameter of the domam B, and for almost all s it tends to zero as i --. 00
since X'(8} --. XO(8}, ZV(i,t) (8) --. XO(8). Hence,
(23)
as i --. 00. From (21)-(23) there follows (20).
Now let x.(t) be the solution of the problem (16) with a = a. --. ao, JL =
JLi --. JLo (i --. 00) and with a function f which meets the requirements of
Theorem 7. Then
(24) Xi(t) = at + r 1 (8, X.(8)j JL.) d8.
ito
14 Equations. .. Discontinuous only in t Chapter 1
IT x.(t) tends to xo(t) uniformly on some interval [to, t*], then, by virtue of (20),
one can pass to the limit in the equality (24), and the function xo(t) is a solution
of the problem (16) with a = ao, I-' = 1-'0. The condition 4) of Lemma 6 is thus
fulfilled for the family of solutions of the problem (16) with different a and 1-'.
Let us verify fulfillment of condition 3) of Lemma 6. Since the functions
f(s, ao, 1-'0) and l(s) are summable, for each e > 0 there exists a 0 > 0 such that
for any a, P E [to, til it follows from IP - al < 0 that
(25)
where d is the diameter of the domain B. For a certain pde) the difference
between the left- and the right-hand sides of the relation (19) is less than e for
p(l-', /Lo) < p1(e) and for all t E [to, t1l. From this and from (25) there follows
(26)
liP f(s,aO;I-')dsl < 3e
Let Xi(t) (i = 1,2,.,.) be a sequence of solutions of the problem (16) with
a = ai ~ ao, I-' = I-'i ~ 1-'0, From (24) we have
(27)
By virtue of (18) the integrands in (26) for /L = /Lo and in (27) differ by not more
than l(s),p(d) and therefore, on account of (25), the integrals differ by not more
than e. Now for p(l-', 1-'0) < pde) we have from (26) and (27)
(28)
Since I-'i ~ 1-'0, the inequality P(I-'i, 1-'0) < pde) may fail to hold only for a
finite number of i values. By virtue of continuity of the functions Xi(t), there
exists a 01 for these i such that (28) holds for all a,p E [to,t1], IP-al < 01.
For IP - al < min {o; 01} the inequality (28) is thus satisfied for all i. Since
e is arbitrary, the solutions under consideration are equicontinuous, and the
condition 3) of Lemma 6 is fulfilled. The conditions 1) and 2) of this lemma are
satisfied by virtue of 10_3
0
and Theorems 1 and 4. The assertion of the theorem
is valid by virtue of the corollary of Lemma 6.
REMARK: The assertion of Theorem 7 remains true if the condition 30 is re-
placed by the following:
3*, There exist functions l(t,r,l-') and oo(e) > 0, 0 < e < eo, such that for
each r > 0 for almost all t and Ix - YI ~ r
(29) If(t,x,l-') - f(t,y,I-')1 ~ l(t,r,I-'), let, r, 1-') ~ 0
and for any a,p E [to,td, IP - al < oo(e), for all r,l-'
(30)
(31)
I[a,p] '= f: l(s,r,l-')ds < e,
I[tO,t1] ~ 0 (r ~ 0, I-' ~ 1-'0).
(r ~ 0),
1 CaratModorll Differential Equations 15
In this case only two changes must be introduced into the proof of Theo-
rem 7. By virtue of (29), the integrand in (23) is not greater than
I (s, l.zi(8) - ZV(i,t)(s)l,iJi)
and by virtue of (Sl) the integral (2S) therefore tends to zero as i -+ 00.
IT IP - al < min{ojoo(e)} the integrands in (26) for iJ = iJi and in (27)
differ by not more than l(8, d, iJi), and therefore, by virtue of (30), the integrals
differ by not more than e. The rest of the argument in the proof of Theorem 7
remains the same.
The following eXaJRple shows that neither the conditions 3 in TheoreJRS 6
and 7, nor the condition (Sl) of the remark can be omitted, even in the case
where for each iJ the function f(t,.z, iJ) is continuous in t,.z and is bounded by a
iJ-independent constant.
Let iJ = 11k -+ 0, k = 1,2, ... j.z e Rl,
1
f(t,.z,iJ) = II.(t,.z) = [k
2
(.z _ t) _ kJ2 + 1 -+ O.
The function .z1o(t) = t + 11k is a solution of the equation :i: = II.(t, .z), but the
limit lim,. ... oo .z,. (t) = t does not satisfy the equation :i: = O.
THEOREM 8. Let elements bij(t, iJ) of a matrix B(t, iJ) and a vector-valued
function get, iJ) for iJ E M be absolutely continuous on the segment [to, tIl and
uniformly in t .
(S2) get, iJ) -+ get, iJo)
Let there exist a o(e) > 0 (0 < e < eo) such that for an i, i = 1,2, ... , n, all
iJ E M and all a, P E [to, tlJ, IP - al < See) we have
(SS)
ifl!bii(t,iJ)! dt < e.
Then on the segment [to, tIl the solution of the problem
(S4)
for a -+ ao, P -+ iJo converges uniformly to the solution of the same problem
with
a= ao,
PROOF: Since equation (S4) is of CaratModory type, then, by Theorem 3, its
solution .z(tj ao, Po) for a = ao, P = Po exists on the segment [to, tlJ and is
unique. Then for the problem (34) in the region
l.zl < 1 + max l.z(tj ao, iJo) 1
Ito,hl
the requirements of Theorem 7 and of the remark are met. Thus, the assertion
is valid.
16 Equations. .. Discontinuous only in t Chapter 1
COROLLARY. If, for a sequence of linear Caratheodory systems, coefficients and
free terms converge in the metric L
1
, and a sequence of initial data converges, then
the sequence of solutions converges uniformly on a given segment.
Using the estimate obtained in [18] for the difference of solutions of two
linear systems, one can evaluate the rate of this convergence in terms of the
norms (in Ld of differences of their coefficients and of the difference of free
terms.
5. The properties of integral funnels investigated in [12] for differential equa-
tions with continuous right-hand sides remain the same also for Caratheodory
differential equations [10].
For the differential equation x = !(t, x) (x ERn) an integral funnel of a
point (to, xo) (or of a set A) is a set of the (t, x )-space points lying on all solutions
which pass through the point (to, xo) (or respectively through the points of the
set A). A funnel segment is a part of the funnel lying in the interval a ~ t ~ f3.
In the following theorems we assume that the equation x = !(t, x) satisfies
the Caratheodory conditions in each finite part of the domain under considera-
tion and that all the solutions with the initial data x(to} = Xo (or all the solutions
which pass through the points of a given closed set A) exist for a ~ t ~ f3, and
the point (to, xo) (correspondingly, the set A) is contained in the layer a ~ t ~ f3.
Compactness of a funnel segment was proved in Theorem 5.
THEOREM 9. If A is a point or a connected compactum, the cross-section of
a funnel by any plane t = t1 E [a, f3] is a connected compactumj the set of
solutions passing through points of the set A is a connected compactum in the
metric C[a, f3].
The first assertion for a funnel of the point (to, xo) in the case of a sufficiently
small segment [a, f3] is proved in [10]. The second assertion is proved similarly
with the help of the metric C[a, f3]. In the case of a segment of any length
and any connected compactum A the assertions are extended by the methods
presented in [12] and [33].
THEOREM 10. An arbitrary point (t1' xd of a funnel boundary can be joined
to a point (to, xo) by such an arc of the graph of a solution which passes along
the funnel boundary.
This assertion is proved in [10].
THEOREM 11. Let !(t, Xi 1-'0) and A satisfy the conditions formulated before
Theorem 9, and the functions
!(t, Xi 1-'),
I-' = I-'k - 1-'0,
k = 1,2, ... ,
meet the requirements of Theorem 6 or Theorem 7, except the requirement of
solution uniqueness. Let Ak, k = 1,2, .. , be a sequence of sets such that for each
e > 0 all Ak, beginning with a certain one, are contained in the e neighbourhood
of the set A.
Then the same property is inherent in the segments a ~ t ~ f3 of funnels of
the set Ak for the equations x = !(t, Xi I-'k) with respect to the segment of the
funnel of the set A for the equation x = !(t, Xi 1-'0)'
2 Equations with Distributions Involved as Summands 17
The assertion follows from Lemma 6 because if the requirements of The-
orem 6 or of Theorem 7 (without the uniqueness requirement) are met, the
requirements of Lemma 6 for the family of solutions are met also.
2 Equations with Distributions Involved as Summands
We deal here with different classes of differential equations with additively
involved distributions, including differential equations with impulses, linear (and
simple nonlinear) equations with distributions on the right-hand sides, and lin-
ear systems not solved with respect to derivatives and possessing discontinuous
solutions. We present the methods of reducing such equations and systems to
Caratheodory systems, which enables us to prove the existence and to investigate
the properties of solutions.
1. In [34] (pp. 169-179) the equations
(1) a: = f(t, z) + p(t),
are analyzed, where z eRn, the function f(t, z) satisfies the Caratheodory
equations, and p(t) is a distribution or an ordinary, but not Lebesgue integrable,
function. In 1 the function p(t) is assumed to be a distributional derivative of
some measurable function q(t) bounded on each finite interval, that is
(2) p(t) = q(t),
Iq(t) I ~ 'Y
(a < t < ,8).
In particular, p(t) can be a usual function integrable in one or another sense,
and q(t) can be an integral of p(t) (Perron, Denjoy, Denjoy-Khintchine integrals;
for a more general formulation of the problem see [35]); p(t) can be a delta-
function (in this case equation (1) belongs to the class of equations with impulses,
encountered in applications) or a distributional derivative of a continuous or a
discontinuous function of bounded variation.
In all these cases, one can reduce equation (1) to the Caratheodory equation
(3)
iJ = f(t, y + q(t)),
on making the substitution z = y + q(t).
Measurability of the right-hand side of (3) in t for any constant y follows
from Lemma 1, 1.
A solution of equation (1) is any function of the form z(t) = y(t) + q(t),
where y{t) is a solution of equation (3). Such a function z{t) satisfies equation (1)
if the derivative a: is understood in the sense of the theory of distributions (note
that the derivative of the Perron and Denjoy integrals and the approximative
derivative of the Denjoy-Khintchine integral exists almost everywhere and is a
derivative in the sense of the theory of distributions; this follows from [36], Ch. 8,
2).
Since equation (3) has a solution with any initial data of the form y(to) = a,
equation (1) has a solution for initial data of the form
(4)
z(t) - q(t)lt=to = a.
18 Equations. .. Discontinuous only in t Chapter 1
If the function q is continuous at the point to, the condition (4) is equivalent to
the initial condition
(5) x(t
o
) = b (b = a + q(to)) .
If the function q is discontinuous at the point to, all solutions of equation (1) are
also discontinuous at this point and the condition (5) has no uniquely defined
meaning. If there exists lim
t
_
to
-
O
q(t) = q(to - 0) or lim
t
_
to
+
o
q(t) = q(to + 0),
the condition (5) can be replaced by the condition x(to - 0) = a + q(t
o
- 0) or
x(to + 0) = a + q(to + 0). In other cases one has to restrict oneself to setting the
initial data in the form (4).
Knowing the properties of the solutions ofthe Caratheodory equation (3), 1,
and using the change x = 11 + q(t), we obtain corresponding properties of solu-
tions of equation (1): existence of the solution, compactness of the set of solutions
contained in a closed bounded domain, and uniqueness under the conditions (6)
or (7), 1. The behaviour of the solution near the ends of its interval of existence
is examined in [34] (pp. 176-179).
Let us make a more detailed analysis of equations with impulses. Consider
the equation
(6)
z = I(t, x) + P6(t),
where I(t, x) is a known function; with regard to the function Pe(t), it is known
only to be equal to zero outside a small interval (tl - e, tl + e), and its integral
over this interval is known to be equal to tI. Such equations arise from problems
of body motion in the presence of pushes and knocks if such a push or knock is
known to occur at the moment t = h, to be of short duration, and if the total
impulse, i.e., the impulsive force integral over the time interval during which the
knock lasts, is known.
To exclude from consideration the unknown values of the function P6(t) in
the interval (tl - e, tl + e), one has to make a limit transition e -+ 0 with a
retained constant value tI of the integral of P6(t). In the limit one obtains the
equation
(7) z = I(t,x) + tlo(t - tl),
where 0 is a delta-function. In the theory of distributions oCt) = F1'(t) , where
F1(t) = 0 (t < 0), F1(t) = 1 (t> 0).
Hence, by the change x = 11 + tlF1(t - td equation (7) is reduced to equation (3)
with q(t) = tlF1(t - tl)' The solutions of equation (3) are absolutely continuous.
Thus, the solutions of equation (7) are functions which for t < tl and t > tl are
absolutely continuous and almost everywhere satisfy the equation z = I(t, x),
and for t = tl have a jump x(t + 0) - x(t - 0) = tI.
Similarly, at points ti all solutions of the equation
00
(8)
z = I(t, x) + L tliO(t - til
;=1
2
Equations with. Distributions Involved as Summands 19
have jumps equal to tli (i = 1,2, ... ), and in the intervals between these jumps
they are absolutely continuous and satisfy the equation a: = J(t, x).
The following theorem motivates the transition from equation (6) to equa-
tion (7) and the corresponding step in more general cases. The case where vectors
tli in (8) depend on z, i.e., the values of the jumps depend on z, will be discussed
in 3, 3.
THEOREM 1. In a bounded closed domain D consider the equations
(9) k = 1,2, ... ,
where the function J satisfies the Caratheodory conditions, p",(t) = q",(t),
(10) (k=l,2, ... ),
Then each function x( t), being the limit of some sequence of solutions x", (t)
of equations (9) is a solution of equation (1) with pet) = q(t).
PROOF: We pass over from equation (1) to (3), and using a similar change of
variables z", = y", + q",(t), from equations (9) to the equations
(11) k = 1,2, ....
For these equations the Caratheodory condition 2) (I, 1) holds by virtue of
Lemma I, 1, the condition 3) holds with one and the same function met) for
all k. For almost all t the function J(t, x) is continuous in z. Taking into
account (10) and making a limit transition k -+ 00 in the integral equation
equivalent to (11), we find that the function yet) = limy",(t) satisfies a similar
integral equation, but with the function q(t) instead of q",(t). Therefore, yet) is
a solution of equation (3). Then z(t) = yet) + q(t) is a solution if equation (1).
Differential equations with impulses have been examined in many papers,
which cannot all be referenced here (below we refer only to some of them).
Equations with impulses at given time instants, as in (8), or when solutions
reach given surfaces in the (t, z)-space have been investigated. The magnitudes
of the jumps of solutions are either given in advance or depend on the point at
which the jump occurs.
Consideration has been given to existence and uniqueness of solutions, con-
tinuation of solutions, continuous dependence of solutions [37]-[40], the prop-
erties of integral funnels and absorbing sets from which the solutions do not
go out [37], stability [41]-[47], existence and stability of periodic solutions [37],
[48]-[52], application of the averaging method to equations with small parameter
[39], [53]-[56], and the use of jumps for retaining solutions in the domain in case
these solutions reach the boundary of the domain [57]. See also the book [206].
2. The cases with distributions more complicated than in 1 have been
studied in linear equations and systems and only in a few nonlinear cases.
In applications the equation
20 Equations . .. Discontinuous only in t Chapter 1
often appears, where m ~ n, the coefficients ai, b
i
are constants or sufficiently
smooth functions of t,z = z(t) is a known function, y = y(t) is the unknown
function. li z E em, then (12) is a familiar and thoroughly investigated linear
equation. lithe function z is less smooth, the right-hand side of (12) may involve
distributions. It will be shown below that if z is an ordinary (locally summable)
function, the solutions of equation (12) are ordinary functions and can be found
without the use of the theory of distributions.
To pick a unique solution, one may impose the usual initial data
y(to) = Yo, y'(to) = y ~ , ... ,
(n-l) (t ) _ (n-l)
y 0 - Yo ,
only for such a to for which the functions z, z', . .. ,z(m) are continuous.
One often considers the following problem. We"must find the solution y(t)
for t ~ 0 if it is known that y(t) == z(t) == 0 for t < 0 (that is, we wish to find the
reaction of the system to the external action which starts only at the moment
t = 0).
Different methods can be applied to the solution of this problem. li all
ai and b
i
are constant, then, for example, one can integrate the function z as
many times as is needed for the derivative u(m) of the obtained function u to be
continuous or at least Lebesgue-integrable on the interval 0 ~ t ~ t
l
, that is
i = 1,2, ... , k.
The lower limit of integration a: < 0 is arbitrary since z == 0 for t < OJ the
number k is such that the function u = Zk(t) E em. Let us seek the solution
x(t) of the equation
(13) x(n) + an_lX(n-l) + ... + aox = bmu(m) + bm_lu(m-l) + ... + bau,
vanishing for t < O. Having differentiated both sides of the equality (13) k times,
we see that the function y = x(k) is a solution of equation (12) which vanishes
for t < O.
Another way [58] of solving equation (12) consists in reducing this equation
to a system of equations containing no distributions. Let all the ai and b
i
be
constantj if m < n, then bi = 0 for i > m, the function z(t)is continuous
or Lebesgue-integrable on every finite interval. Let us introduce new unknown
functions Xl, ,Xn by the formulae
(14) i = n - 1, n - 2, ... , 1.
Successively substituting Xn into the formula for Xn-l, and then Xn-l into the
formula for X
n
-2, etc., and using equation (12), we obtain the first equation of
the following system (the rest of the equations are presented in (14)):
X ~ = boz - aoy,
(15)
x ~ = blZ - alY + Xli
2
Equations with. Distributions Involved as Summands 21
Substituting 11 = 3I
A
+ bAz into the system (15), we derive a system of the normal
form. H the function z is continuous, this is an ordinary linear system with
constant coefficients, and if z is Lebesgue-integrable, this is a linear Caratheodory
system. Having found the solution of this system, we obtain the solution of
equation (12) by the formula 11 = 3IA + bAz.
We shall prove this. Differentiating the equality y = x
A
+ b,.z n times and
replacing, after each differentiation, 3 I ~ , 3l'A-1,"" x ~ by the right-hand sides of
equation (15), we obtain
y' = b,.z' + b,._lZ - 4,.-lY + 31,.-1,
(16) 11" = b,.z" + b,._lZ' + bn - 2 z - 4 n-l11' - a,.-2Y + X,.-2.
Therefore, y satisfies equation (12).
H the function z is bounded on the interval a < t < P and if for t = ., E (a, P)
the functions z, z', . .. have jumps
z( l' + 0) - z( l' - 0) = [z]. z'(1' + 0) - z'(1' - 0) = [z'] .. ,
then for t = l' the jumps fyI, [11'],'" of the functions y. y' ... can be expressed
[59] in terms of Iz]. [z'] ... and of the coefficients lli. b,. We should note in
this connection that in the system (15) the functions Xlo" x,. are continuous.
Hence, from the relations 11 = 3I
n
+ bAz and (16) we have
[y] = b,.[z].
(17)
[y'] = bA[z'] + bn- 1[z]- a,.-l[y],
[1I"J = bn[z"J + bn- 1[z'J + b"_2[Z]- 4n -1[y'J - an-2[1I),
The jumps [11(10)1 a.re therefore expressed, through the jumps [z), [z'I, . . , [z("')J.
by the formula
(18) k = 0, 1.2, ....
The coefficients Co, Cl, .. are determined successively:
Co = bn C1 = b,.-1 - C04,.-I, C2 = bn - 2 - COa,.-2 - Clan-I, .. ,
Ci = b"-i - COa,.-i - Clan-i+1 - .. - Ci-1a,.-lJ i = 1,2, ....
H the function z = 0 for t < 0, and z E em for t > 0, m is the same as in (12),
then y(t) for t > 0 can be found as a. solution of equation (12) with the initial
data
y(+O) = [1IJ,
11'(+0) = [11'],'" ,
22 Equations . .. Discontinuous only in t Chapter 1
where [y], [y'], ... are given by formulae (17) or (18) in which [z] = z(+O), [z'] =
z'(+O}, ....
Now let the coefficients ai,bi in (12) depend on t,z(t) E L
1
(loc), that is,
the function z(t) is Lebesgue-integrable on each finite interval contained in its
domain of definition. Then z', z", ... are distributions. For the products b.(t)z(i)
and ai(t)y(i) to have sense, we require that
(19) bi E 0', i = 0,1, ... ,no
Then the product b(t)z(k) (t) is given by the formula 160]
(20)
bz(k) == z(k)b == t(-l)k-
i
0. (b(k-i l
z
) (iI,
i=O
where Ck are binomial coefficients, and the derivatives are understood in the
sense of theory of distributions.
We shall prove formula (20) first for the case b E Coo. Using the definitions
of the product of the distribution by the function from COO and the derivative
of the distribution ([61], Chapter 1), we have for any test function IP E K
Expressing (bIP)(k) by means of the Leibniz formula, we obtain
(bZ(k),IP) = (Z,(-l)ktCkb(k-i)IP(i)) = (-l)kt Ck (z,b(k-'IIP(i
l
).
i=O i=O
Using again the definitions of the product and of the derivative for the distribu-
tions, we get
(21)
k k
(bz(kl,IP) = (-l)kE0. (b(k-i)z,IP(i
l
) = E ((-l)k-iCk(b(k-i)z)(i
l
,IP).
i=O i=O
From this there follows (20) for the functions bE Coo.
Let now bECk. Approximating the function b by the sequence of functions
bi -to b (convergence in C
k
), we find that the expressions derived from the right-
hand side of (21) by the replacement of b by b
i
converge to the right-hand side
of (21) for any function IP E K. For bECk the right-hand side of (21) is a
linear continuous functional on the functions IP E K, that is, a distribution.
The product bz(kl can therefore be defined as a distribution which satisfies the
equality (21) for any function IP E K. This is equivalent to (20).
To find the solution of equation (12) under the condition (19), one may
either reduce it to a linear Caratheodory-type system or use the representation
of the solution in the integral form [62] (for the case y(t) = z(t) = 0 for t < 0)
r n
y(t) = bn(t)z(t) + 10 ECI(S)tll(t,S)z(s)ds,
o 1=1
t ~ 0,
2 Equations with Distributions Involved as Summands 23
where VI(t, 8) are solutions of a linear homogeneous equation with particular ini-
tial data, and CI (8) are expressed through the coefficients /Ii, bi and their deriva-
tives (see [62]).
To reduce equation (12) under the conditions (19) to a linear Caratheodory
system, transform each product bkz(k) and aky(k) by formula (20). Combining
terms with the same i value, reduce equation (12) to the form
(22)
Un = Y - bnz, Un-l = an-lY - (bn - l - ... ,
(
C
k, Ck " (1)n-l-kck (,.-l-k)
Uk = ale: - Ie:+l ale:+l + k+2ale:+2 - ... + - n-l an-l Y
- (bk - C:+1bk+1 + C:+
2
bZ+
2
- ... + z,
Mter the introduction of new unknowns
:Z:n-l = + Un-I, ,
equation (22) takes the form + Uo = O. Thus, equation (12) is reduced to the
system
(23) i = 1, ... ,n -1,
where Uo, Ul, ... , Un -l are expressed through Y and Z by means of the above
formulae, and 1/ == Un + bnz should be replaced by :Z:n + bnz. Under the above
assumptions concerning the functions z, Gi, b
i
the system so obtained is a linear
Caratheodory system.
REMARK: IT one adds an ordinary function (not a distribution) I(t, 1/, z) to the
right-hand side of equation (12), the first equation of the system (23) will have
the form = -uo + I, and the other equations will remain unchanged.
A linear equation with the coefficients ai E cm-n+i with a right-hand side
which is a derivative of any order m > n of the integrable function
(24)
can be reduced to similar equations with smaller values of m. The change of
variables 1/ = z + g(m-n) gives
Each term of the right-hand side can be transformed by formula (20). After this
the right-hand side will have the form + ... + hm(t), where hi(t) are
integrable functions. By virtue of the linearity of the equation, its solution is a
sum of solutions of equations of the form (24), but with smaller m values. By
means of a finite number of such transformations, equation (24) is reduced to
similar equations, but with m n, that is, to equations of the form (12), but
with variable coefficients.
24 Equations . . , Discontinuous only in t Chapter 1
3. The linear equations
(25) X' = A(t)x + I(t)
with distributions I(t); x E Rn, A is a matrix, are considered in [34], [66],
and [63]. If A(t) belongs to e
oo
, then I(t) can be any distribution vanishing for
t < (see [63]).
Let now I(t) = g(m+l) (t) be an (m + l)-th derivative of the function g(t).
Let us consider two cases:
a) the function g(t) is measurable and locally bounded, A(t) belongs to
Wi" (loc), that is, A (m-l) (t) is locally absolutely continuous and A (m) (t) belongs
to Ldloc), m ~ 0;
b) the function g(t) is of locally bounded variation, and A(t) belongs to
em-I.
After the change of variables x = Y + g(m) (t) we obtain from (25)
(26) y' = A(t)y + A(t)g(m) (t).
Now consider the case a). If m = 0, A(t) E Lt{loc), then (26) is a linear
Caratheodoryequation. If m ~ 1, then, by virtue of (20), we have
A solution of equation (26) can therefore be expressed in the form y = Yo + YI +
... + Ym, where Yk (k = 0,1, ... ,m) is a solution of the equation
(28)
For k = m, equation (28) is a Caratheodory equation. For k = 0, 1, ... , m-l
the function hk(t) is measurable and locally bounded. Equation (28) is therefore
of the same type as (25), but the number m + 1 is replaced by a smaller number
m-k. Here one can again make the change Y = z+ (hk(t))(m-k-l), etc. After a
finite number of changes of variables, equation (25) is reduced to Caratheodory
equati6ns.
Consider the case b). Since A E em-I, m ~ 1, the product A(m)g in (27)
is a distribution equal to
(29)
The integral is understood in the sense of Stieltjes.
Formula (27) remains valid. To prove this formula, we consider a subse-
quence Ai(t) --+ A(t) such that on every finite interval the derivatives A ~ k ) (t),
k = 0, 1, ... , m - 1 are absolutely continuous and converge uniformly to A (k) (t)
as i --+ 00. The possibility of a limit transition under the Stieltjes integral sign
in (29) follows from [64] (pp. 250 and 254). In formula (27), with Ai instead of A
and with the last term transformed according to (29), one can pass to the limit
2 Equations with Distributions Involved as Summands 25
in the sense of the theory of distributions. We obtain that formula (27) holds
also for A E cm-l, and for a function g of locally bounded variation.
By virtue of (29), equation (28) for k = m has the form
where p(t) is a continuous function equal to the integral in (29). By the change
Ym = Z + (-l)mp(t) this equation is reduced to a Caratheodory equation. For
k < m, equation (28) is reduced to a Carathedory equation in the same way as
in the case a).
Thus, in both cases equation (25) can be reduced to Caratheodory equations.
By virtue of Theorem 3, 1, its general solution has the form
where Ul! , u,. is a fundamental system of solutions of the homogeneous equa-
tion u' = A(t)u, and :z:t(t) is a particular solution of equation (25); the function
Xl (t) may be a distribution.
Consider the system
(30) X' = A(t):z: + B(t)y + C(t)y',
where y(t) is a known vector-valued function, possibly a distribution, :z:(t) is
an unknown, and the coefficients belong to the class Coo. SiIch a system can
be reduced to a Caratheodory system in the same way as the system (25). In
particular, the change :z: = z + C(t)y reduces the system (30) to the form
z' = Az + (AC + B - C/)y.
In [65], the well-known Cauchy formula, which expresses the solution of a lin-
ear inhomogeneous equation through its right-hand side and the reaction of a
homogeneous equation to an impulse, is extended to linear equations of the gen-
eral form with distributions. The general integrodifferential representation of
solutions of such equations is given.
Stability of solution of equation (25) in a special topology of the input-
output operator, i.e., the operator transforming a given function !(t) into a
solution x(t), is investigated in [66], [63], and [34] (pp. 18D-187).
Some nonlinear equations, for example those derived from (25) by adding to
the right-hand side the function Ip(t, x), and derived from (12) for z = Ip(t, y) +
!(t), are analyzed in [63] and in [66]-[68]. In particular, sufficient existence and
stability conditions for periodic solutions are obtained.
4. Solutions of a linear system with constant coefficients, which is not solvable for higher
derivatives of each of the unknown functions, may appear to be discontinuous functions or
distributions even if the right-hand sides are ordinary continuous functions.
The general method of solving such systems, using reduction of a bundle of matrices to
a canonical form, is presented in [69] (Chapter 12, 7). Some other methods are proposed
in [10]. [71] (elementary methods and application of the Laplace transform) and in [12]-[15]
(application of generalization of the inverse matrix concept).
Below we present an elementary method of solving such systems, which is applied in the
general case and is a development of the method proposed in [10).
26
Equations . .. Discontinuous only in t Chapter 1
Consider a system of m equations with n unknown functions and with constant coefficients
which is written in the vector form
(31) A:i: + Bz = Itt).
Here z and I are n-dimensional vectors, A and Bare m X n matrices.
A system with derivatives of any order
AIoII<") + A"_II1<"-I) + ... + AOIl = I(t) (II E R")
can either be reduced to a system of the form (31) by introducing new unknown functions
11,11', ,11(10-1), or investigated directly, like the system (31) (see [70]).
1. If m = nand det A 0, the system (31) is solvable with respect to the derivatives of
all the unknown functions:
:i:= -A-
1
Bz+A-
1
/(t).
The general solution depends on n arbitrary constants. With any initial data of the form
z(to) = zo the system has a unique solution z(t). If Itt) belongs to CP, z(t) belongs to Cp+l.
II. Let m n or m = n, det A = O. Let us denote the rank of the matrix A by 1'.
If I' = 0, the matrix A consists only of zeros, and the system (31) has the form Bz =
I(t). The conditions for solvability of such a system are known from linear algebra (the
Kronecker-Capelli theorem).
Let I' ~ 1. Then the matrix A contains only p linearly independent rows. If I' < m,
we permute the corresponding I' equations of the system (31) into the first I' positions. From
the remaining m - I' equations we subtract such linear combinations of the first I' equations
that the coefficients at derivatives in the last m - I' equations be zeros. We thus obtain the
following system
(32)
The matrices Al and Bl contain I' rows each, rankAI = 1', and the matrix Cl contains
m- I' rows. The rows of the matrix Al are linearly independent, but some of them, for instance
the last ones, may be linear combinations of the remaining rows of the matrix Al and of some
rows of the matrix C
1
From the equations of the system corresponding to the last rows of
the matrix Al we subtract these linear combinations of the equations that correspond to the
remaining rows of the matrix Al and the equations that correspond to the indicated rows of
the matrix C
1
which have been previously differentiated with respect to t. We obtain the
system
(33)
The matrix A2 contains 1'2 rows, rank A2 = 1'2 < p. If some rows of the matrix A2 are linear
combinations of the' other rows of this matrix and of some rows of the matrix C2, we transform
the system (33) in the same way as we have done with the system (32). We continue with this
procedure until we obtain the system
Ao:i: + Boz = !o(t)
Cz = g(t)
(B equations, rankAo = 8),
(m - B equations),
in which the rows of the matrix Ao are linearly independent of the rows of the matrix C and
of other rows of the matrix Ao.
If rank C = q < m - 8, then some rows of the matrix C are linear combinations of
the remaining q rows. Subtracting from the equations, which correspond to these dependent
rows, linear combinations of other q equations of the system, we derive equations with zero
coefficients on the left-hand side. By transposing the equations we reduce the system to the
form
(34)
Ao:i: + Boz = lo(t)
Coz = go(t)
0,= h(t)
(8 equations, rankAo = 8),
(q equations, rankCo = q),
(m - ,. equations, ,. = B + q).
2 Equations with Distributions Involved as Summands 27
Taken together, the rows of the matrices Ao and Co are linearly independent. The first It
equations in (34) coincide with some s equations in (31). The vector-valued functions go(t)
and h(t) are expressed through the components of the vector-valued function I(t) and through
their derivatives up to the order not higher than p - s.
Since each of the performed transformations is reversible, the systems (31) and (34) are
equivalent. For the existence of a solution of the system (31) it is therefore necessary that,
in (34), h(t) == O. Thus, the last m - r equations in (34) are necessary compatibility conditions
for the system (31).
If from the very start p = m, then the system (31) already has the form (34), where
8 = m, q = 0, that is, the second and the third sets of equations (34) are absent.
If q > 0, that is, the second set of equations in (34) is present, for a further simplification
of the system we select q linearly independent columns from the matrix Co. For example, let
them be columns from (s+ l)-th to rth (ifthis is not so, we renumber the unknowns 11:1, ,11:"
in order that these columns might occupy the indicated positions). Let D be a square matrix
composed of these columns of the matrix Co. Then det D ~ O. Multiplying the second row
in (34) by the matrix D-l on the left, we obtain
(35) Loz = I(t).
The columns of the matrix Lo, from (8+ l)-th to rth, form a unit matrix, that is, the system (35)
is solved with respect to the unknowns Z'+l, ... , Zr. We express these unknowns in terms of
the rest of the variables and I(t) and substitute them into the first row of (34) (that is, we
multiply by some numbers the equations involved in the system (35) and the equations derived
from them by differentiation with respect to t and subtract them from the equations contained
in the first row of (34. In that way, we eliminate the unknowns Z.+l, .. , Zr from the first
row of (34), and obtain
(36)
Aoz + Boz = lo{t),
where from (s + l)-th to ,.th columns of the matrices AD and Bo consist only of zeros. The
rows of the matrix AD remain linearly independent. Hence the matrix AD contains s linearly
independent columns, for instance, from 1st to sth (otherwise we change the numeration of the
unknowns so that these columns occupy the leading positions). Let Do be a matrix of these
columns. Then detDo ~ O. Multiplying (36) by Dolan the left, we have
Hz + KII: = k(t),
where the first 8 columns of the matrix H form a unit matrix.
Introducing the notation
(T denoting a transposition), we write the whole system in the form
(37)
u + Haw + KIU + Ksw = k(t) (8 equations),
L 1u+ tI + Law = I(t)
0= h(t)
(q = r - s equations),
(m - ,. equations).
Some groups of the equations are absent if at least one of the numbers s,q, m - r is equal to
zero. The system (37) is equivalent to the initial system (31) because all the transformations
are reversible.
The system is resolvable only in two cases:
(38)
a) r = tn.j b) r < m, h(t) == O.
If one of these conditions is fulfilled, the vector-valued function w can be chosen arbitrarily.
Then from the first group of equations U is expressed in terms of wand It arbitrary constants
28
Equations ... Discontinuous only in t Chapter 1
and from the second group of equations the vector-valued function v is uniquely expressed in
terms of the already found u and w.
Thus, for the system to have a solution, it is necessary and sufficient that one of the
conditions (38) be fulfilled. This gives m - ,. (scalar) compatibility conditions for the system.
If these conditions are fulfilled, the whole set of solutions of the system depends on n - ,.
arbitrary functions (components of the vector and on s arbitrary constants.
The numbers,. and s can be found directly through the coefficients of the system (31)
without making the above transformations. The number,. is equal to the rank of the matrix
pA + B, the elements and the minors of which are polynomials in p. In this case,. = rank(pA +
B) is the highest order of minors which are not identically zero. and s is the highest degree of
the polynomials, which are equal to the minors of order,..
For the system (37) this is obvious, and in passing over the system (31) to (37) the
numbers,. and 8 remain unchanged.
The inequalities 0 8 P ,. min{m,n} always hold; if p = m, then 8 = ,. ::: m.
The case B ::: 0 is possible even for,. = m = n, p::: n - 1. For example, for the system
(39) :i: + Ii - z = I(t), :i:+ti+II=O
we have m = n = ,. = 2, p = I, B = o. The solution is expressed by the formulae
z = - i(t) -/(t), II = i(t).
Thus, the system (39) has only one solution which is independent of arbitrary constants. As
distinguished from the case I, the solution is less smooth. If in the system (39) I E om, then
z, II E om-I. If the function I has a jump, for example,
I(t) = 0 (t < 0), I(t) = 1 (t > 0),
then z and II are distributions:
z = -c5(t) - I(t), II = c5(t).
Even if the function I(t) is continuous, but not absolutely continuous (for an example of such
a function see [64J, p. 232), z and II are distributions.
III. Consider in more detail the case If < ,. ::: m = n. Now the system is compatible
and the general solution depends only on 8 arbitrary constants, 8 < n. Thus the solutions
of the system occupy, not the entire space, but only a certain manifold of smaller dimension.
Therefore, the solution does not exist under arbitrary initial conditions z(to) = zoo It follows
from (34) that if lo(t) and 90(t) are continuous, for the existence of a continuous solution it is
necessary and sufficient that the initial conditions be such that
(40)
Ooz(to) = 90(to).
The vector equality (40) contains q = ,. - B compatibility conditions.
For some systems describing real physical problems it is reasonable to consider discon-
tinuous solutions. This happens, for instance, when in setting up a system of differential
equations one disregards small "parasitic" parameters, taking account of which would have
led to the appearance in the system of new terms with small parameters at derivatives (see
[IJ, Chapter 10). If the initial conditions do not satisfy the relation (40). the solution jumps
rapidly to a point where the relation holds.
Let us find the coordinates of this point under the assumption that during such a jump
the solution remains in a bounded domain of the z-space (this assumption is justified in those
physical problems where boundedness of the solution is a priori clear, for example, from en-
ergy considerations) and that the function lo(t) is bounded and the function 90(t) in (34) is
continuoue for t = to. Now the third row in (34) is absent because,. = m = n. During a very
small time interval T the solution with the initial data z( to) ::: Zo reaches the point ZI which
satisfies the compatibility condition (40), that is, satisfies the condition OOZI = 90(to + T).
From (34) we have


AO(ZI - zo) = (fo(t) - Boz(t dt.
10
3 Differential Equations with Distributions in Coefficients 29
Since the functions fo(t) and z(t) are bounded, then as 'I' -- 0, we have
(41)
The rows of the matrices Ao and Co are linearly independent, and the coordinates of the point
ZI are therefore uniquely determined from the system (41).
If the system is reduced to the form (37), then in the case r = m = n the function 1U is
absent, and the equalities (41) take the form
In [70), [71) it is pointed out that the same result can be obtained by applying the Laplace
transform to the solution of (31) for the case r = m = n.
3 Differential Equations with Distributions in Coefficients
Linear equations containing distributions in coefficients and some nonlin-
ear equations are considered. Classes of such equations reducible by change of
variables to systems of Caratheodory equations are pointed out. Various limit
transitions from differential equations with continuous right-hand sides to equa-
tions with distributions are analyzed.
1. The classification of distributions, which is an extension of the classifica-
tion of summable functions (classes Lp and W:), is given in [60j. For 0 < "I ~ 1
the class Mb) coincides with Lp(loc) for p = 117, that is, consists of functions
I(t), -00 < t < 00, such that I(t) and l/(t) I
P
are summable on each finite inter-
val. Let, for any integer k ~ 1 and 0 < "I ~ 1, the class M( -k + "I) offunctions
be absolutely continuous on each finite interval, together with derivatives up to
(k - 1)-th order and let these functions have a kth derivative which belongs to
Mb), that is, M(-k + "I) = W:(loc), p = 1/"1. For an integer k ~ 1 the class
M(k +"1) is a class of distributions which are derivatives of order k of the func-
tions of the class MbJ. The function I is regarded as belonging to M( -00) if
and only if f == O.
For functions which are defined for not all t E (-00, +00), but only on a
given finite interval (c,d), one can also consider the classes M(a). A function
belongs to the class M(a) on the interval (c, d) if it is a restriction onto this
interval of some function of the class M(a) defined for -00 < t < 00.
The following properties of classes M(a) (on the entire real axis or on a
finite interval) are obvious:
1 If a < b, then M(a) c M(b).
2 If I E M(a), then 1(1c) E M(a + k), and vice versa.
3 If IE M(a), c = const, then cl E M(a).
4 If I E M(a), 9 E M(b), then f + 9 E M(c), c = max{a; b}.
5 If I E M(a), 9 E M(b), a ~ 1, b ~ 0, then Ig E M(c), c = max{a;b}.
6 If I E M(a), 9 E M(b), a> 0, b > 0, 0,+ b ~ 1, then Ig E M(a + b).
(Indeed, on any finite interval the function h = 1/1
1
/
4
+ Igll/b E 1; since
III ~ h
a
, Igl ~ h
b
, then I/gl ~ ha+b, i.e., Ig E Lp , p = 1/(0, + b)).
The product of the distribution I E M(a), a> 1 with the ordinary function
9 E M{b) in the case 0,+ b ~ 1 can be defined by means offormula (20), 2. Let
(1) a = k + a, k ~ 1 be an integer, 0 ~ a ~ 1; b = -k + {3, a + {3 ~ 1
30 Equations . .. Discontinuous only in t Chapter 1
Then f = h(k), hE M(o:), g(k) E M(f3). By formula (20), 2
(2) gh(k) = h(k) 9 = (hg)(k) - C ~ (hg') (k-l) + C ~ (hg,,)(k-2) + ... + (_I)k hg(k).
According to 5 and 6, hg, hg', ... , hg(k-l) E M(o:), hg(k) E M(c), c = 0: + f3
or c = 0:. Hence, the right-hand side of (2) is a distribution of class M(k + 0:) =
M(a). Thus, under the condition (1) the product fg can be defined by formula
(2), fg E M(a). Acceptance of this definition can be motivated by the limit
transition, as for formula (21), 2, but in another, k- and f3-dependent metric.
In the case 0: + f3 > 1 the product hg(k) may be not a locally integrable
function. Then formula (2) cannot be applied.
From what has been said we have the following result.
LEMMA 1 [60J. If f E M(a), 9 E M(b), a + b ~ 1, then the product fg is
defined,
(3) fgEM(aob), a 0 b = max{a;b;a + b}.
If a = -00 or b = -00, we assume a 0 b = -00.
Lemma 1 gives only sufficient conditions for the existence of the product f 9
and for it to belong to one or another class M(c). For instance, let
3
4' < "I < 1, f(t) = Itl-
1
E Mb + e), g(t) = It - 11-'1 E M("! + e},
e> 0 being any arbitrary number. Here a + b > 3/2 > 1, but fg E Mb + e).
If they are not absolutely continuous (locally), continuous functions, func-
tions of bounded variation, and measurable functions do not belong to the class
M(O), but belong to the class M(o:) for any 0 > O. If the function f is contin-
uous and the function 9 is of bounded variation, the product f g' is meaningful
(although a + b > 1) and is defined by means of the Stieltjes integral
(4)
d (t
f(t)g'(t) = dt}c f(s)dg(s),
where c is any point of continuity of the function g(t).
We introduce the norm" IIa for the functions defined on the interval (c, d)
and belonging to the class M(a), a ~ 1. If a = -m + 0, m ~ 0 is an integer,
0< 0: ~ I, P = 1/0:, then
(m ~ I).
Using the norm introduced, we define convergence. For a ~ 1 the conver-
gence Ii --+ f in M(a} implies that IIIi - flia --+ O. For a = k + 0: (k is an
integer), 0 < 0: ~ 1, the convergence Ii .-+ f in M(a) implies that for some
gi E M(o:), 9 E M(o:) we have
f
. - g(k)
\ - i ,
g. --+ 9 in M(o:).
Then for any a and integer m > 0, from the convergence Ii --+ f in M(a)
there follows convergence f.(m) --+ f(m) in M(a + m).
3 Differential Equations with Distributions in Coefficients 31
LEMMA 2. If 0 < max{a;b} 1 and a + b 1, then for f e M(a), g e
M(b), a 0 b = "I. we have
(5)
PROOF: IT b 0 < a 1, then 7 = a, Ilglib Ilgllo = max Igl and the
inequality (5) holds. The case a 0 < b 1 is similar.
IT a > 0, b > 0, a + b I, then 7 = a + b. The inequality (5) takes the form
Raising both the sides of the inequality to the power v = 1/ (a + b) and writing
Igl
V
= g1,
a+b
-a-=P'
a+b
-b-=q,
we obtain the known Holder's inequality.
REMARK: IT max{a; b} 0, then there holds an inequality similar to (5), but
with an a-, b-, and Id - cl-dependent numerical factor in the right-hand side.
LEMMA 3. 1 and It - f in M(a}, g, - gin M(b) as i - 00, then
fig, - fg in M(a 0 b).
PROOF: IT max{a;b} I, then, but virtue of Lemma 2 and the remark, the
norm in M(a 0 b) of each summand in the right-hand side of the equality
"g, - fg = (t, - f)g, + f(gi - g)
tends to zero as i tends to infinity. IT a = k + a, k 1 is an integer, 0 < a 1,
then, by virtue of the above it follows from the relations
f = h(le) , ,,= hi - h in M(a), g, - g in M(b)
that for i k
_ g<i) in M(b + i), (higli )) (Ie-i) _ (hg(i)) (Ie-i) in M(a + k),
and from formula (2) there follows the assertion of the lemma.
Any usual function or a distribution is a limit of a certain sequence of smooth
functions from COO ([76], p. 120). IT
(6) w(t)eC
OO
,
w(t) = 0 (It I 1) ,
and ... is a convolution sign, then the function
w(t) 0,
(e> 0),
(7) f(t) ... w.(t) = f.(t) e 0
00
, f.(t) - f(t)
r
1
w(t)dt = I,
1-1
32 Equations. .. Discontinuous only in t Chapter 1
Convergence is understood in the same sense as in the theory of distributions.
If f E L
p
, 1 ~ p ~ 00, or fEW;", then f. -+ f in Lp , correspondingly, in W;".
Therefore, if f E M(a), then f. -+ f in M(a).
2. Some equations and systems with distributions in coefficients are reduced
to Caratheodory systems by a change of the unknown functions.
Consider the equation [77]
(8) y" = a(t)y' + b'(t)y = g'(t).
Let the functions a, b, g, and (b-a)b, (b-a)g be summable and let the derivatives
b'(t) and g'(t) be understood in the sense of distributions. One can write this
equation in the form
(y' + by - g)' = (b - a)y'
and using the change y' + by - 9 = z reduce it to the Caratheodory system
(9) y' = z - by+ g, z' = (b-a)(z-by+g).
To the system (9) one can set the usual initial data y(to) = Yo, z(to) = zoo
To the equation (8) one can therefore add the following initial data
(10) y(to) = Yo,
(y' + by - g) It=to = ZOo
Here to, Yo, Zo are arbitrary numbers. Initial data of the form y(to) = Yo, y'(to) =
yb cannot be given for arbitrary to, but only for those for which the functions
b(t) and g(t) are continuous.
As is seen from the above, a reduction of differential equations with distri-
butions to Caratheodory equations makes it possible to prove the existence of a
solution and to establish the form of admissible initial data. The same method
enables us to show that the solution of an equation with distributions in its co-
efficients depends continuously on the coefficients and is the limit of a sequence
of solutions of equations with smooth coefficients ai (t), b.(t), ... , which tend to
given distributions as i tends to infinity. This is proved below for equation (8),
but the same method can also be applied to the more complicated equations
considered in the following theorems.
LEMMA 4. Let a(t), b(t), g(t) E L2 on a closed interval [c,d]
(11) b.(t) -+ b(t), gi(t) -+ g(t) in L2
and let YOi -+ Yo, ZOi -+ zoo
Then the sequence of the solutions of the problems
(12)
y ~ ' + ai(t)y; + bHt)Yi = gHt) , i = 1,2, ... ,
Yi(tO) = YOi, (y; + biYi - gi)lt=to = ZOi
3 Differential Equations with Distributions in Coefficients
converges in WJ to the solution of the problem (8), (10).
PROOF: Using the change
(13)
33
we reduce each equation under consideration to a Caratheodory system similar
to (9). As i -+ 00, the coefficients of this system converge in L1 to coefficients
of the system (9), the initial data 1/0. and zo., converging also. By virtue of the
corollary to Theorem 8, 1, the sequence of solutions 1/., z. (i = 1,2, ... ) of these
systems converges uniformly to the solution of the system (9). Then it follows
from (11) and (13) that 1/; -+ 1/' in L
2
Hence, 1/. -+ 1/ in WJ, so the lemma is
proved.
For any functions a, b, g E L2 we construct the sequence of smooth functions
a.(t), b.(t), g.(t), like (7), taking s = 1/i, i = 1,2, .... Then by Lemma 4, the
sequence of ordinary solutions 1/. of the problems (12) converges in WJ to the
solution of the problem (8), (10) which contains distributions b'(t), g'(t) (the
case aft) == get) == 0 is considered in [77)). This makes it possible to extend some
known results from the qualitative theory of linear equations [78] to equations
with distributions. Eigenvalue problems for the equation x" + Ap(t)X = 0, where
pet) = q'(t), the function q(t) being nondecreasing, have also been discussed in
[79], [80j.
In the following theorem some of the components of the solution Xl, , Xn
are distributions of different classes. Although this property is not retained
under linear transformation of coordinates, such systems should be considered,
for instance, for the reason that the equation of order n is reducible to a system
of this kind.
THEOREM 1 [60]. Consider a linear system
(14)
dx'
dt' = L. a'i(t)xi + f.(t),
i=1
i = 1
1
, n,
where
(15)
ati E M(a'i) ,
It E M(Ip.).
If there exist numbers A1,"" An, such that
(16)
(17)
0 Ai)} A. + 1, i = 1, ... , n ,
,
ali + Ai 1, i, i = 1
"
.. , n
(for the notation of a 0 A see (3), then using a linear change of the unknown
functions the system (14) is reduced to a linear Caratheodory system. The
system (14) has an n-dimensional linear manifold of solutions for which
x. E M(A.), i= l, ... ,n.
34 Equations. .. Discontinuous only in t Chapter 1
PROOF: Let the functions Zi be enumerated in such an order that >'1 >'2 >'n.
If all >'i 0, then it follows from (16) that all 'Pi I, OI.ii I, and the system (14) is a
Caratheodory system. Hence, let
(18)
(if >'1 > 0, then m = 0 and the sums over indices less than or equal to m will be omitted from
the following formulae).
(19)
(20)
(21)
It follows from (16) and (17) that for all i and i
OI.ii 1 + >'i, OI.ii 1 + >'i - >'i'
OI.ii 0 >'i 1 + >'i, 'P; 1 + >.;;
if O;j ;<! 0, then >'i >.; + 1.
We will show that by a change of variables the system (14) can be reduced to a system
in which the number >'n is replaced by a smaller number
(22) /Ion = max{>.n - 1; O},
and the rest of the >.; remain unchanged.
Let bni and gn be functions such that = an;' = In. We rewrite the last equation
of the system (14) in the form
1t (zn - f)niZi - gn) = - t bnl;Zk + t njZj'
i=1 1;=1 i=m+l
In the right-hand side we replace zk(/c = 1, ... , m) by the corresponding right-hand sides from
(14). The products so obtained, bnl:ol:j and b"TelTe are meaningful since bnl; E M(OI."Te - I),
and by virtue of (19) and (20)
01.,,1; - 1 ->"a OI.l:i 1 + >'1;, 'PI; 1 + >'1;.
Sincek m, >.1; 0, and in the case OTei;<! 0 byvirtueof(21) and (19), ->..1: 1->'i, OI..l:i
1 + >'1; - >'i' then by Lemma 1
(23) b"kaTej E M(vi), Vi = (OI."Te - 1) 0 OI..l:j 1 - >'i'
If we take into account the fact that anI: - 1 >'n, Ct.l:i 1 + >'1: I, then we have
(24) Vj max{>'"i I} = /Ion + 1.
Similarly, bnTeh E M(lln + 1).
(25)
In the system (14) with the last equation already transformed, we make the change
ZI=II1,,,, Zn-l = lin-I,
m
Z" = lin + L bnjlli + gn'
i=1
We derive the system
(26)
(27)
n
+ L aiilli + aingn + ,;,
i=m+l
m
d;; = L [(ann - dnn)bni - dni] IIi
j=1
n m
i = 1,2, ... , n - Ii'
+ L (anj - dni)lIi - L bnl;/I: + (an,. - dnn)g,.,
i=m+l 10=1
m
dni = L bnl:aTei E M(Vj),
1:=1
Vi 1- >'i, Vi /Ion + I,
3 Differential Equations with Distributions in Coefficients 35
d,.i == 0 if Ai > 1 since in this case a1r.i == O. Ie m (see (21.
Using the inequalities (18)-(21) and (27). we can prove. as we have done above. that the
products occurring in the coefficients of the system (26) are meaningful and that
(28)
(29)
ai,.bni. ainU,. E M(ai .. 0 A .. ) C M(l + A.).
(ann - dnn) Un EM 1- An) 0 An) C M(I' .. + 1).
Let us estimate ai .. bni in a different way. Since An > O. i m. Ai O. then. by virtue
of (19).
(30) lI'i = ain 0 (ani -1) (1- An) 0 (-Ai) < 1- Ai'
Similarly we derive
(31)
(ann - d .. n)bni E M(l - Ai)'
If we take into account that ani - 1 An. then instead of (30) and (31) we have
(32) dnnbni E M(max{>.ni I}) = M(l'n + 1).
We write the system (26) in the form
(33)
dll' En
-' = C'i(t)lIi + h.(t).
dt
i = 1, ... n.
i=1
In this case Cii E M("tii). h. E M(i). Let
(34)
1'. = Ai. i < ni I'n = maX{An - 1; O} < An.
We will show that the numbers 'l'i .pi, I'i satisfy the inequalities analogous to (16) and (17).
For i < n the inequality 'l'i + I'i 1 follows from (17) and (30). and for i = n
from (17). (27) and (31) using the fact that 0 1' .. < A ... For i < n the inequality.pi 1'.+ 1
follows from (20) and (28). and for i = n from (29) and from the obtained estimate of b
n
kl1r.. For
i < n the inequality 'lii 0 I'i I'i + 1 follows from (20) and (28). and fori = n from (17). (27).
and (31). It follows from the inequalities obtained that
(35)
max{ ii ml;\X('l'i 0 I'il} 1'. + 1.
1
i = 1 ..... n.
Thus. in the system (33), the coefficients possess the same properties as in the system (14).
Consequently, the system (33) can be treated like the system (14). By virtue of (34), under
each such transformation of the system the largest of the numbers Ai decreases either by 1, if
it was not smaller than 1, or to 0, if it had values between 0 and 1.
(36)
Hence, after a finite number of transformations we obtain the system
n
dZi 0 ( ) O( )
de = a'i t zi + Ii t,
i=1
i = 1, ... ,n,
for which all the numbers A? obtained from Ai by successive decrease are non-positive. Like
the numbers Ai and I'i, they satisfy the inequalities similar to (16) and (35),
(37) i = l, ... ,n,
where fP? and a?i are such that a?i E I? E Since all A? 0, it follows
from (37) that a?i 1, fP? 1. In other words. a?i E M(l), If E M(l), and (36) is a
36 Equations . .. Discontinuous only in t Chapter 1
Caratheodory system. It follows from Theorem 3, 1 that this system has an n-dimensional
linear manifold of solutions.
We will show that for any solution of this system z, E M(A?), i = 1, ... , n. The functions
z, being absolutely continuous, Zi E M(O). Hence a?izj E M(a?i 00), a?i 00= max.{a?i; OJ.
Thus the right-hand side of (36) belongs to Mhf)
(38)
Then Zi E Mh;- 1). i = 1, ... , n. Using this more precise estimate of Zi, we deduce that the
right-hand side of (36) belongs to Mhll,
(39)
Consequently, Zi E Mb; - 1). This procedure of specifying estimates leads successively to
Zi EMbn, k= 1,2, ... ,
( 40)
We now show that for some k, " " I ~ - 1 :::;;; A? For A :::;;; 0 we have a 0 A = max{a; A}. For
those i, for which the right-hand side of (40) is nonnegative, it is equal to ""If in (38) and to the
left-hand side of (37). Therefore, for these i, ""Ii - 1 :::;;; A? For the remaining i the right-hand
side of (40) is negative and, accordingly, in (38) ""If = O.
Thus,
""1;- 1 :::;;; max.{>.?i -I},
Then, comparing (39) and (37), we have
i = 1, .. . ,n.
i = 1, ... n.
Continuing, we have
" " I ~ - 1 :::;;; max{>.?; -k}, i = I, ... ,n; k = 1,2, ....
Hence, for a sufficiently large k
(41)
Zi E M b ~ - 1) C M(A?), i = 1, .. . ,n.
Returning from the system (36) by successive changes of variables to the initial sys-
tem (14), we conclude that the system (14) has an n-dimensional linear manifold of solutions.
We will show that it follows from (41) that ZI E M(A,).
It suffices to consider one of the single-type transitions that arise in going back from the
system (36) to (14). Let it be proved for the system (33) that
( 42) III E M(Jl;) , i = l, ... ,n..
The transition from the system (33) to (14) proceeds by formulae (25). From (42) and (34)
for i :::;;; m we have IIi C M(Ai), and from (18) and (19) we have
Ai :::;;; 0, bni E M(an -1) C M(-Ai)'
3
Differential Equations with Distributions in Coefficients 37
The product bnjllj is therefore meaningful. Next,
an; - 1 ~ An, bn;lI; E M(>'n 0 >.;) = M(>'n),
9n E M('Pn - 1) C M(>'n).
Taking into accoun.t (26) and (34), we obtain
z. = tI. e M(A.) (i < n), z,. E M(>.,.).
The theorem is proved.
REMARK 1: The best estimate of the form x. E M(>..) is obtained if there is
equality in all the relations (16).
REMARK 2: The transition from the system (14) to a Caratheodory system
makes it possible to indicate the initial data under which this system has a
unique solution. Some other conditions ensuring uniqueness of a solution are
mentioned in [601.
REMARK 3: Some nonlinear systems can be reduced to a Caratheodory system
in the same way as the system (14). For instance, those a.j(t) in the system (14),
for which CIt,j = -"'ij + 'Yij, "'ij ~ 0 is an integer, 0 < 'Yi; ~ 1, can be replaced
by the bounded functions P'j(t, ... , Xlo,"') of class om;; (with respect to its
arguments) dependent on t and on those x,. for which >.,. ~ CIt,j' In the other
terms of the equations ofthe system those x;. for which >'j = -lj+6;. lj ~ 0 is an
integer,O < 6; ~ 1, can be replaced by the bounded functions W'j(t, ... , x,., ... )
of class O'i (in its arguments) dependent on t and on those x,. for which >.,. ~ >'j.
In the next theorem the assumption (44) is equivalent to the assumption of
a similar theorem from [60], but is expressed in a much simpler form.
THEOREM 2 [601. Oonsider the linear equation
(43)
where a. E M(CIt.), i = 1, ... , nj f E Mb). Let us denote max{Cltl,"" Clt n , 'Y} =
1'. If
(44) CIt, - i ~ 1 - 1', i = l, ... ,n,
then equation (43) is reduced to a Oaratheodory system and has an n-dinlensional
linear manifold of solutions
( 45)
where Ydt) is a a partial solution of equation (43), Clt , C
n
are arbitrary con-
stants, and Ul (t), .. , un(t) are linearly independent solutions of a corresponding
homogeneous equation. The solutions (45) belong to M(p. - n), and
(46) U,(t) E M(p.o - n), i = 1, ... ,n.
38 Equations... Discontinuous only in t Chapter 1
PROOF: By the usual change of variables
... ,
y(n-1) = Xn
we reduce equation (43) to the system
(47) i = 1, .. . ,n -1;
We will show that in the case when the conditions (44) are fulfilled, there exist
numbers A1, ,.An satisfying the conditions (16) (with equality signs) and (17)
of Theorem 1 as applied to the system (47), that is, the conditions
(48)
Ai+1 = Ai + 1, i = 1, ... , n;
max {-y; an 0 .Al; an-1 0 A2; ; al 0 An} = An + 1.
Expressing all Ai in terms of the number A = An + 1 we obtain
(49) max {-y; an 0 (A - n); an-1 0 (A - n + 1); ... ; a1 0 (A - I)} = A.
We will show that the number .A = J.t satisfies this equation. For A = J.t each
of the expressions ai 0 (J.t - i) is meaningful by virtue of (44) and is equal to
max{ ai; J.t - i; ai + J.t - i}. It is clear that the sum ai + J.t - i should be included
only in the case J.t - i > 0, that is, J.t > i ~ 1. But in this case, by virtue of (44),
ai + J.t - i ::;;; 1 < J.t. Therefore, for A = J.t = max{ a1, , an, 'Y} the left-hand
side of (49) is equal to J.t, thus A = J.t satisfies equation (49).
Thus, for .Ai = J.t - n + i-I the conditions (48), i.e., the conditions (16) for
the system (47), are satisfied. The conditions (17) for i = n take the form
an -H1 + J.t - n + i-I::;;; 1, i= 1, ... ,n,
and hold by virtue of (44). For i < n the coefficients in equations (47) are
constant and, therefore, ai; in (17) can be taken to be less than any negative
number, and the conditions (17) are fulfilled.
Thus, the system (47) meets the requirements of Theorem 1. It has, there-
fore, an n-dimensional linear manifold of solutions, and in this case
(50) Y = Xl E M(Ad = M(J.t - n).
From this there follows the assertions of Theorem 2, except (46). To prove (46),
one must apply the result (50) to equations of the form (43), but with f == O.
REMARK 1: In practice it is, as a rule, more convenient to reduce equation (43)
to a Caratheodory system without first using the system (47). With this objec-
tive, those products ai(t)y(n-i) in which one of the factors is a distribution (for
yen-i) this question is settled by use of (50)) are transformed by means of for-
mula (2). Next, as in 2, 2 one combines the terms represented in the form of one
and the same order derivatives of some functions. From the derived equation of
the form (22), 2 (but with other tli), one can pass over to the system (23), 2.
3
Differential Equations with Distributions in Coefficients 39
In this way one can not only reduce formally equation (43) to a Caratheodory
system, but also prove Theorem 2 by a method independent of Theorem 1.
REMARK 2: Using the method proposed in Remark 1, one can also reduce to a
system 80me nonlinear equations of order ", for instance, the equation
n-1
(51) lien) = L "WPi ("",,,', .. . ,,,(2I:-
i
) + P1 ("",,,', ... ,,,(A:)
i=1+1
A:-1
+ L 6i(')lOd',,,,,,' ... ,,,(i) + 1(').
i=o
Here 0 k n - 1, Pj E ci-A:, lOj E C"-
i
(in its arguments), the functions IIj and I may
be distributions, I E M(n - k + a), 0 < a 1,
(Ji min{k - i + 1 - aj n - k + a},
for i > 2k the functions Pi depend on , only,
p. EC.
In the case at > 1/2 the functions P' (i > k) are independent of II (2I:-i)
Then equation (51) is reduc:;{ to a Carath40dory system and has an n-dimensional set
ofsolutions which belong to M(a - k).
To reduce this equation to a ayltem, we assume that II E M(a - k). Then ,,(A:) E M(OI)
and the composite functions
lOi (t,,,(,),. ,,,W(t) E M(a - k + i),
I'A: (',II(t), ... , II (A:) (t E M(l), Pi E M(OI + k - i), i> k,
where 01 = a (01 1/2), 01 = a - 1 (01 > 1/2). Therefore, in (51) the products ,,(i)Pi and
lIilOj are meaningful and can be transformed by formula (2). Next, as in Remark 1, we derive
the eqUation
(n) + (n-i) , 0
" tin_A: + ... , +
tl
1 + tlo = ,
and then a Carathfodory system. Estimating smoothness of its solution and going back to
equation (51), we get" E M(OI - k).
Note that in equation (51) each product 6ilOi can be replaced by the sum of a finite
number of summands 6imlOim, where the functions 6im and lOi". satisfy the same conditions
as 6i and lOi'
Nonlinear equations with distributions, but simpler than those in (51), were considered
in (81].
EXAMPLE: Let us reduce the equation
(52)
,,(.) = ""'Pa(t,,,,,,') + 1'2(""''''''''')
+ h(')101(t,,,,,,') + 60(t)lOO(t,,,) + I(t).
to a system. Let 1'2 E Cj 1'3 E C1, 101 E C1, 100 E C
2
, 111 E M(S/2), "0 E
M(5/2), IE M(5/2), 11'21 ,,"21'.(""'''')' p. E C. Then the conditions of Remark 2 are
fulfilled, n = 4, k = 2, a = 1/2. Hence,,,' E M(1/2) = L2(loc). Using the identity (2), we
write equation (52) In the form
40
Equatwns ... Discontinuous only in t Chapter 1
where = h. = boo g" = f. and the derivatives w&. are total derivatives of the
composite functions with respect to t. Assuming
tJ2 = -110WO - g.
we derive the equation
1/(4) + + + tJo = O.
Introducing new unknowns
we obtain the system
The functions tJi depend on the variables t. II. II',I/"i here 1/.1/'.11" should be replaced by the
formulae
II' = 2:3. II" = 2:2 - tJ2 = 2:2 + 110(t)wo(t. 2:4) + g(t).
This system satisfies the Caratheodory conditions.
3. In [821 the following linear system in vector notation
(53) y' = B'(t)y + g'(t),
is considered. Here the matrix B(t) and the vector-valued function g(t) are of
bounded variation, B(t) is continuous, and the derivatives are understood in the
sense of the theory of distributions. The integral equations
(54) y(t) = + fat (dB(s)) y(s) + g(t) - g(a)
(where the integral is understood in the Stieltjes sense) equivalent to (53) and
several more general equations were considered earlier [83], [841. In [82] exis-
tence and uniqueness of a solution with initial data y(a) = Yo are proved, the
fundamental matrix is shown to be continuous and of bounded variation. The
solution is expressed in terms of a fundamental matrix and of the function g(t).
The existence of a solution can be proved, for instance, by applying to (54) the
successive approximation method and by using the known estimates of Stieltjes
integrals ([641, p. 254).
Another method of investigating the system (53) is to reduce it to a
, Caratheodory system. Using the change y(t) = z(t) + g(t) from (53) and (54),
we obtain
(55)
z' = B'(t)z + h'(t), h(t) = it (dB(s)) g(s),
z(t) = z(a) + it (dB(s)) z(s) + h(t).
3
Differential Equations with Distributions in Coefficients 41
Using the estimates taken from [64], (p. 254) we find that the function h(t) is
continuous. Denote the elements of the matrix B(t) by b'i(t) and the continuous
function
n
t + L var bii(S)
..
',J=l
by ret). For any t1, t2 > t1, we have
(56)
Let t(r) be inverse to ret). It follows from (56) that the functions t(r) and
b'i(t(r)) are absolutely continuous. Therefore, the last integral in (55) is equal
to ([64], p. 290)
z(t(r))dr
and equation (55) is equivalent to the Caratheodory system
(57)
dz _ dB(t(r)) dB(t(r)) (())
dr - dr z + dr g t r .
From this there follow the above assertions on solutions of the system (53).
All this is not extended directly to the case where B(t) is a discontinuous
function of bounded variation, even for get) == O. In this case the solutions,
generally speaking, have discontinuities at the same points as B(t), and the
Stieltjes integral in (54) and (55) may not exist (example in [64], p. 249). The
theory of distributions does not work here either since, for instance, the product
of the delta-function and its indefinite integral is not defined.
H for functions of bounded variation one distinguishes the values y( t -
0), yet), y(t+O) and considers separately the left and the right jumps yet) -y(t-
0) and y(t+O) -yet), then one can define the integral in (54) where B(t) and y(t)
are discontinuous functions of bounded variation. Under different assumptions
(for instance, if yet) = yet - 0) or yet) = [yet - 0) + y(t+ 0)]/2, etc.) one obtains
different conditions for the existence of the solution of equation (53) or (54). the
solutions themselves being also different. Equations of this kind written in a
differential or in an integral form were considered in [85]-[90]. Several nonlinear
equations and systems of this type were analyzed in [90]-[92]. Equations with
impulses belong to this type in the cases where the magnitude of the jump of a
solution depends not only on t, but also on the value of the solution before the
jump.
We will show by a very simple example that in such cases different ap-
proaches to the definition of a solution yield different results. Consider the
linear equation
(58) y' = k6(t)y (k = const).
Since y' = 0 for t < 0 and for t > O. then
yet) = c
yet) = e(l + a)
(t < 0).
(t > 0),
42 Equations. .. Discontinuous only in t Chapter 1
that is, y(t) = c(l + a71 (t)) , where
(59) 71(t) = 0 (t < 0), '1(t) = 1 (t> 0).
To find a, we substitute yet) into (58); '1'(t) = o(t)
(60) ao(t) = ko(t) + kao(t)'1(t).
In the theory of distributions, the product o(t)'1(t) is not defined. If one takes the
sequences of smooth functions o,(t) -+ o(t), '1,(t) -+ '1(t), the limit of the product
Oi(t)'7,(t) does not, generally speaking, exist. In the cases where it does exist, it
depends on the choice of the sequences o,(t), '7i(t). Under natural assumptions
this limit, if it exists, has the form -yo(t), where -y may be any number from the
closed interval [0,1]. If we assume that o(t)'1(t) = -yo(t), we obtain from (60)
(61)
k
a=--.
1- k"l
Consider different approaches to the choice of the value of "I.
1 0 If "I is assumed to be zero, i.e., 0 (t)'7 (t) = 0 (this is equivalent to the
statement that by definition the solutions of equation (58) must be continuous
on the left), then a = k,
(62) y(t) = c(l + k'1(t)) ,
c being an arbitrary constant. The same result is suggested by the limit transition
Yi(t) -+ y(t), where y,(t) is a solution of the delay equation
(63) T. -+ +0 (i-+oo);
the function o.(t) being different from zero only on the interval (a" (ii), not longer
than T., which contracts to the point t = 0 as i -+ 00, and for some q = const
(64)
r
fi
'
J ai' o.(t)dt -+ 1,
In the case -y = 0, k = -1, from (62) we have [92]
y(t) = c (t < 0), y(t) = 0 (t> 0).
This implies that all the solutions which exist for t < 0 jump to the point
y = 0 at the moment t = 0 and remain at that point. Under the initial data
y(to) = Yo, to > 0, Yo =F 0, we have the solution y(t) = yo(t > 0) which is not
continued to the region t < O.
2
0
If "I is assumed to be equal to 1/2, i.e., o(t)'1(tj = 1/2o(t) (for instance,
from symmetry considerations or taking by the definition the solutions of equa-
tion (58) to be such that y(t) = [y(t - 0) + y(t + 0)l/2), then from (61) we obtain
a = 2k/(2 - k). For k = 2, this result becomes meaningless. More precisely, for
3
Differential Equations with Distributions in Coefficients 43
Ie = 2 a solution with any initial data of the form veto) = Yo =I- 0, to < 0 cannot
be continued to the region t > o.
For Ie > 2 we obtain a solution yet) which changes sign. This is unnatural
for equations of the form y' = !p(t)y (in the case of any continuous or summable
functions !pet) solutions do not change sign).
3 We shall consider equation (58) as a limit of the equations
y ~ = kO.(t)y.,
where for each i the function S. is summable, vanishing outside the interval
(a.,.8.), and meets the requirements (64); a.,p. -+ 0 as i -+ 00. Then
y.(t) = cexp (Ie fa: 6. (s)dS) .
For i -+ 00 we obtain Yi(t) -+ yet) (t =I- 0)
(65) yet) = c (t < 0), yet) = celc (t> 0).
IT the functions (65) are assumed to be solutions of equation (58), then for
all values of Ie all the solutions exist both for t < 0 and for t > o. The choice of
such a definition of a solution corresponds to the case where in (61)
elc -1-1e
'Y = Ie(elc - 1) .
Note that 'Y -+ 1/2 as Ie -+ o.
Using these arguments, one may come to the following conclusion. Let
equation (58) be interpreted as an idealization of equation (63), where " ~ 0,
(66) 6.(t) = 0 (t ~ ai, t ~ .8.),
The integral of 6.(t) over the interval (a .8.) is equal to 1, and the numbers
'" a., P. are small. Then in the case " ~ P. - a. the solution is close to the
function (62), and in the case " = Q-to the function (65).
Hence, in the case 1". ~ P. - a. it is more convenient to write the limit
equation not in the form (58), but as
yl(t) = k6(t)y(t - O)i
Solutions of such an equation are the functions (62).
In [921 such limit transitions are considered for more complicated equations
(67)
i = 1,2, .... Let the functions J(t, z), g(z) and S.(t) be continuous (to ~ t ~
tl, Z ERR), J,g ERR, and 6.(t) satisfy the conditions (64) and (66),
a. -+ 0,
.8. -+ 0, z.o -+ Zo
(i -+ 00),
The solution of the problem (67) is not necessarily unique.
44 Equations. .. Discontinuous only in t
THEOREM 3 [92]. Let the problems
(68)
(69)
(70)
u' = f(t, u)
v' = g(v)
w' = f(t, w)

(0 t 1),

have unique solutions u(t), v(t), w(t).
u(to) = Xo
v(O) = u(O),
w(O) = v(l)
Chapter 1
Then for an arbitrary sequence of solutions of the problems (67) (i =
1, 2, ... ) we have
x.(t) -+ u(t)
x.(t) -+ w(t)
(to t < 0),
(0 < t tIl.
THEOREM 4. Let 7. -+ 0, 0 < P. - Q. 7., i = 1,2, ... , and let the prob.
lems (68) and
(71) z' = 1ft, z) z(O) = u(O) + g(u(O})
have unique solutions u(t), z(t).
Then for each sequence of solutions of the problems
(72)
we have for i -+ 00
x.(t) -+ u(t) (to t 0), Xi(t) -+ z(t) (0 < t tIl.
PROOF: For i > i l we have to < Q. < P. < tl, and the solution of the prob
lem (72) satisfies the equation
(73) xHt) = ! (t, x.(t))
Since for some a > 0, b > 0 we have 1!(t,x)1 m for It I a, Ix - u(O)1 2b,
then for d = min{a; bm-
l
} all the solutions of the equation x' = 1ft, x) for which
Ix(o) - ufO) I b, exist on the interval It I d and satisfy the inequality
(74) Ix(t) - x(O)1 m Itl.
By virtue of the remark to Lemma 6, 1, the solutions of this equation with
the initial data x(to) = XiO for XiO -+ Xo converge uniformly to u(t), to t 0,
that is, for any '1 > 0 these solutions for i > i2 ('1) satisfy the inequality
Ix(t) - u(t) I '1
From this and from (74) it follows that for i > i
2
('1), It I < '1m-
l
(75) Ix(t) - u(O)1 < 2'1.
3
Differential Equations with Distributions in Coefficients 45
By virtue of (73), on the interval to ~ t ~ ai, these solutions are solutions of the
problem (72). Since f3i - a. ~ Ti -+ 0, then f3i - Ti ~ a., and for i > i3(r7) and
a. ~ t ~ f3i we have
Ix(t - Ti) - u(O) 1 ~ 2'7.
Since the function g(x) is continuous, then for any e > 0, for a sufficiently small
'7 and i > i 3 ('7)
(76)
Introduce the notation Ig(u(O))/ = go,
Then, by virtue of (64) and (76), for ai ~ t ~ f3i,
(77) IJi(t)/ ~ q(gO + e), Ji (f3i) -+ g (u(O)) (i -+ 00).
We will show that for a sufficiently large i, and for all i > i4 the solution
Xi(t) of the problem (72) for ai ~ t ~ f3i remains in the ball K{/x - u(O)/ ~
q(gO + e:) + 2}. For/tl ~ a, x E K, we have If(t,x)1 ~ mI. By virtue of (75),
IXi(aJ) - u(O) I < 1 for large i. Next,
(78)
If for 0 < t - ai ~ f3i - ai < mIl the solution had at some point reached the
boundary of the ball K, the left-hand side of (78) would have been greater than
q(gO + e) + 1 at that point, and the right-hand side (by (77)) would have been
less than this number. This is impossible.
According to (75), xi(ai) -+ u(O) as i -+ 00. Hence, for t = f3i and (77), we
obtain from (78), as i -+ 00,
(79) Xi(f3i) -+ u(O) + g(u(O).
For t ;;?; f3. the solution of the problem (72) coincides with the solution of
equation (73) with the initial data Xi = Xi(f3.) for t = f3i. If f3i > 0, this solution,
as the solution of equation (73), can be continued up to t = O. For such a solution
of equation (73), we obtain from (75) and (79), both for f3i > 0 and for f3i ~ 0
X.(O) -+ u(O) + g(u(O)).
By virtue of the remark to Lemma 6, 1, the solution x.(t) converges uniformly
to the solution of the problem (71) on the interval 0 ~ t ~ t
l
. This solution Xi(t)
coincides with the solution of the problem (72) for f3i ~ t ~ tl, and the result
follows.
46 Equatt"ons ... Discontinuous only in t Chapter 1
It is obvious that the continuity condition for f(t, x) can be replaced by the
CaratModory conditions; the function f(t, x) in (72) may also depend on the
parameter /-li, /-li --+ /-lo, as in Theorem 6, 1; the function g(x) can be replaced
by the continuous function g(t, x).
Very general theorems (but with complicated formulations) on continuous
dependence on the parameter for differential equations with discontinuous solu-
tions are presented in [92J.
Summarizing, one can say that the concept of solution for equations of the
form
x' = f(t, x) + ~ ( t ) g ( t , x),
where ~ ( t ) is a delta-function or a derivative of a discontinuous function of
bounded variation, the same as for equations (53) with a discontinuous matrix
B(t), is not uniquely defined. In the choice of the definition of a solution one
must pay close attention to the character of the limit transition which has led
to a given equation.
4. The generalized differential equations
dz
dt = DF(z, t).
are considered in the papers by J. Kurzweil ([15]. [16J, [92J, and others). It is pointed out that
under certain assumptions such an equation can be written in the form
dz a
- = -F(z t)
dt at "
the derivatives being understood in the sense of distributions. Under certain conditions (dif-
ferent in [15J and in [92]) the author proves theorems on existence and uniqueness of solutions,
on continuous dependence of a solution on initial data and on the parameter. The solution of
equation (80) is defined by means of a generalization of the Perron integral [15J.
In [161, [92] it is assumed that
(81)
IF(z, t2) - F(z, tl) I ~ Ih(t2) - h(tl)I,
IF(z, t2) - F(z, tl) - F(tI, t2) + F(tI, h)1 ~ w (Iz - tiD Ih(t2) - h(ttll,
where the function h(t) is nondecreasing, continuous on the left, and w('7) is nondecreasing,
continuous, and w(O) == O. Under these assumptions, the solution of equation (80) with the
initial data z(to) = Zo is proved to exist on some dosed interval [to, to + ul, u > O. The
solution satisfies the condition
and is therefore continuous on the left. In the case w('7) = k'7 the solution is unique for t ~ to.
EXAMPLE [921: In the region Izl < I, It I < I, the function
(82) F(z, t) = 2: (t ~ 0), F(z, t) = 0 (t > 0)
satisfies both the conditions (81) with w('7) = '7,
h(t) = 0, (t ~ 0) h(t) == 1 (t> 0).
With the initial condition z(to) = zo. to < O. we have the solution
z(t) == Zo (t ~ 0). z(t) = 0 (t > 0).
3 Differential Equations with Distributions in Coefficients
47
With the initial condition z(to) = zo, to > 0, the solution z(t) = Zo (t > 0) cannot be
continued to the region t ~ 0 if Zo ;i: O.
In this example, equation (80) with the function (82) can also be written in the form
Zl(t) = -6(t)z(t - 0).
We will show that under the con(}jtions (81) equation (80) can be reduced to an equation
with impulses, similar to equation (72).
As is known ([64), p. 290), the function h(t) of bounded variation on the closed interval
[to, tIl can be represented as
(83) h(t) = tp(t) + ret) + ,(t),
where tp(t) is absolutely continuous, ret) is a continuous function of bounded variation which
almost everywhere has r'(t) = 0, ,(t) is the algebraic sum of the jumps of the function h(t) on
the interval [to, f). If the function h(t) is nondecreasing, so are the functions tp, r,'.
Let the function h(t) from (81) be represented in the form (83). Then the change of the
independent variable t + ret) = r, z(t) = z(r) reduces equation (80) to the equation
(84) d ~ ~ ) = I (r,z(r + E 6(t - tj)gj (z(r - 0,
j
a
I(r,z) = a; F (z,t(r , gj(z) = F(z, rj + 0) - F(z, rj),
the sum being taken over all the points rj of discontinuity of the function h(t(r. It can be
shown that for almost all r
I/(r, z)1 ~ tp' (t(r + 1,
I/(r,z) - l(r,tI)1 ~ w (Iz - til) (tpl(t(r + 1).
Hence, the function I satisfies the Caratheodory conditions, and if we,,) = Ie", it also satisfies
the Lipschitz condition (6), 1.
CHAPTER 2
EXISTENCE AND GENERAL PROPERTIES
OF
SOLUTIONS OF DISCONTINUOUS SYSTEMS
Various definitions of solutions of differential equations and systems with discontinuous right-
hand sides are considered for the cases where, by contrast with Chapter 1, the right-hand
sides are not continuous in 2:. The range of applicability of different definitions is indicated.
For differential equations with discontinuous right-hand sides and for differential inclusions,
existence ofsolutions is proved and the properties of these solutions are analyzedj in particular,
the dependence of solutions on initial data and on right-hand sides of equations, and the
properties of integral funnels are examined.
4 Definitions of Solution
Several definitions of solutions of differential equations with discontinuous
right-hand sides are proposed. The connection between such equations and dif-
ferential inclusions is established. The velocity of motion along a surface of dis-
continuity (the derivative dx/dt for a solution lying on a surface of discontinuity)
is determined for different cases. The velocity of motion along an intersection of
surfaces of discontinuity is found in two main cases.
1. The definition of a solution (given in 1) as an absolutely continuous
function satisfying the equation almost everywhere is not always applicable for
equations, the right-hand sides of which are discontinuous on an arbitrary smooth
line or on a surface S. This definition can be applied in the case where the so-
lutions approach S on one side and leave S on the other side. Here the solution
passes through S and satisfies the equation everywhere except at the intersec-
tion point at which the solution does not have a derivative (Example 1 of the
Introduction) .
In the other case where on both sides of a line or a surface of discontinu-
ity S the solutions approach S, this definition is unsuitable because there is no
indication of how a solution which has reached S may be continued (Example 2
of the Introduction). To provide the existence and the possibility for solutions
to be continued in this case, it is necessary either to change the value of the
right-hand side of the equation in some way at its points of discontinuity or to
define it at these points in case it has not already been defined there.
48
4
Definitions of Solution 49
It is necessary to have a definition of the solution which will cover both
these main cases and be formulated irrespective of the position of lines and sur-
faces of discontinuity. The solutions thus obtained must meet the requirements
mentioned in the Introduction.
The definitions of solutions presented below are usually applied to equations
and systems with piecewise continuous right-hand sides, but some of them are
also suitable in more general cases.
In what follows, :z; denotes a point of the n-dimensional space Rn with
coordinates :Z;1, . , :Z;nj 1:z;1 = + ... + A function ,or a vector:'valued
function f(t,:z;) is called piecewise continuous in a finite domain G of an (n+ 1)-
dimensional (t,:z;) space if the domain G consists of a finite number of domains
G. (i = 1 ... , I), in each of which the function f is continuous up to the boundary,
and of a set M of measure zero which consists of boundary points of these
domains. The function is continuous in the domain up to the boundary if, when
its argument approaches each point of the boundary, the function tends to a finite
limit, possibly to different limits for different boundary points. IT the domain G
is infinite, then in the definition of a piecewise continuous function each finite
part of the domain G must have common points only with a finite number of
domains G .
The most frequent case is the one where a set M of points of discontilluity of
the function f consists of a finite number of hypersurfaces. In an m-dimensional
space a set S is called a k-dimensional hypersurface if in the neighbourhood of
each of its points a (or a cluster point a of the points of S) all the coordinates of
the points of the set S are continuous functions of some k of these coordinates
varying over a certain k-dimensional domain Gk(a). For example,
i = 1, .. ,mj
IT in this case, a point a is the image of a boundary point of the domain Gk(a),
the point a belongs to the boundary of the hypersurface S. IT all !Pi belong
to CP, that is, if they have continuous derivatives up to order p inclusive, the
hypersurface S belongs to class CP. Hypersurfaces of class Cl are called smooth.
IT all the functions !Pi are linear and the domain Gk(a) is a k-dimensional space,
the hypersurface is called a hyperplane. A one-dimensional hypersurface is a line.
For brevity an (m - I)-dimensional hypersurface (hyperplane) in an m-
dimensional space is called hereafter a surface (plane), and as far as other hy-
persurfaces are concerned, their dimension will be specially indicated each time.
2. Consider an equation or a system in vector notation
(1) x = f(t,:z;)
with a piecewise continuous function f in a domain Gj :z; ERn, X = dx/dtj M
is a set (of measure zero) of points of discontinuity of the function f.
Most of the known definitions of solution may be presented as follows. For
each point (t,:z;) of a domain G, a set F(t,:z;) in an n-dimensional space is speci-
fied. IT at the point (t,:z;) the function f is continuous, the set F(t, x) consists of
one point which coincides with the value of the function f at this point. IT (t,:z;)
50 Solutions of Discontinuous Systems Chapter 2
is a point of discontinuity of the function I, the set F(t, x) is given in some other
way. A solution of equation (1) is called a solution of the differential inclusion
(2) X E F(t, x),
that is, an absolutely continuous vector-valued function x(t) defined on an inter-
val or on a segment I for which x(t) E F(t, x(t)) almost everywhere on I.
Of major interest are the methods of definition of F(t, x) at the points of
discontinuity of the function I, under which the differential inclusion (2) can be
applied to an approximate description of processes in real physical systems. Let a
physical system be described outside a certain sufficiently small 5-neighbourhood
of a set M by the differential equation (1). Then to construct a set F(t, x),
one needs some information on the behaviour of the physical system in this 5-
neighbourhood. To justify the use of a mathematical description (2) of a physical
system, one must show that for a sufficiently small 5 the motion of the physical
system is arbitrarily close to a certain solution of the differential inclusion (2) (for
instance, tends to it as 5 --+ 0). A rigorous justification of the possibility of using
the mathematical description (2), under different assumptions concerning the
behaviour of the system in the 5-neighbourhood of the set M, is given in 3, 8.
Here we present only the most frequently used methods of definition of the
function F(t, x) on the set M.
The definition a) given below is applicable, in particular, to delay systems
of any kind (for more details see 1
0
_3
0
, 3, 8), as well as to some systems with
dry friction.
a) The simplest convex definition [93J. Let for each point (t, x) E G the set
F(t, x) be the smallest convex closed set containing all the limit values of the
vector-valued function I(t, x*) for (t, x*) M, x* --+ x, t = const. A solution
of equation (1) is a solution of the inclusion (2) with the F(t, x) so constructed.
Since M is a set of measure zero, then for almost all tEl the measure of the
cross-section of the set M by the plane t = const is equal to zero ([64], p. 371).
For such t the set F(t, x) is defined for all (t, x) E G.
At points of continuity of the function I the set F(t, x) consists of one point
I(t, x), and the solution satisfies equation (1) in the usual sense. H the point
(t, x) E M lies on the boundaries of cross-sections of two or several domains
G
1
, . , Gk intersected by the plane t = const, the set F(t, x) is a segment, a
convex polygon, or a polyhedron with vertices t. (t, x), i ~ k, where
(3) h(t, x) = lim I(t, x*).
(t,"'*)EG.,,,,*-,,,
All the points I.(t, x) (i = 1, ... , k) are contained in F(t, x), but it is not neces-
sary that all of them be vertices.
Consider the case where the function I(t, x) is discontinuous on a smooth
surface S given by the equation cp(x) = O. The surface S separates its neigh-
bourhood in the x space into domains G- and G+. For t = const and for the
point x* approaching the point xES from the domains G- and G+, let the
function I(t, x*) have the limit values
lim I(t,x*) = r(t,x),
"'OEG-,
:&:--+::1:
lim I(t, x*) = j+ (t, x).
"'*EG+,
:z:-+z
4
Definitions of Solution 51
Then the set F(t,3;) is a linear segment joining the endpoints of the vectors
f- (t, 3;) and f+ (t, 3;). Here and below we assume these vectors to start from the
point 3;.
IT for tl < t < t2 this segment lies on one side of the plane P tangent to
the surface S at the point 3;, the solutions for these t pass from one side of the
surface S to the other (Fig. 3).
Figure 9 Figure 4.
If this segment intersects the plane P, the intersection point is the endpoint
of the vector fO(t, 3;) which determines the velocity of motion .2: = fO(t, 3;) along
the surface S in the 3; space (Fig. 4). This means that the function 3;(t) satisfying
the equation
(4)
is assumed to be a solution of equation (1) by virtue of the definition (2). If
/0 ;j: f-, f
O
;j: f+, such a solution is often called a sliding motion. A continuous
function 3;(t), which on a part of the time interval under consideration lies in
the domain G- (or in G+) and there satisfies equation (1), and on the rest of
this interval lies on the surface S and satisfies equation (4), is of course also a
solution of equation (1) in the sense of the definition (2).
Do all such motions occur in real physical systems? Here one should distin-
guish between two main cases. Let fii(t,x) and fit(t,3;) be projections of the
vectors f- (t, 3;) and f+ (t, 3;) onto the normal to the surface S at the point Xj
the normal is directed towards the domain G+.
If the vectors f(t,3;) are directed to the surface S on both sides, that is,
Iii > 0, fit < 0, then near the surface S all the solutions are approaching it
from both sides as t increases, and none of them can leave S. A solution which
at some moment tl passes through a point of the surface S will therefore remain
on S for t > tl'
If the vectors f(t,3;) are directed away from the surface S on both sides,
that is, fii < 0, fii > 0, then a solution which passes through a point of the
surface S at t = tl may either go off the surface S into the domain G- or G+
or remain on S for t > tl. In the latter case'the solution may go off S at any
52 Solutions of Discontinuous Systems Chapter 2
moment. In the case IN < 0, Ii; > 0 the motion along the surface S is therefore
unstable and does not occur in real systems.
(5)
It can be easily calculated that in equation (4)
r
a- N
- 1- 1+'
N - N
o a 1,
where IN and Ii; have been defined above. Indeed, the segment joining the
endpoints of the vectors 1- and 1+ is expressed by the first formula in (5),
where a varies from 0 to 1; the value of a indicated in (5) is found from the
condition If), = + (1 -:- a)IN = O. If the surface S is given by the equation
= 0 and == grad 0, then
(6)
r - r
N- '
(where the products of two vectors are the scalar products).
If the surface of discontinuity of the function I(t, x) is given by the equation
= 0, then to find the vector 10(t,x) one must carry out the same con-
struction in the (t, x) space with (n+ 1)-dimensional vectors (1, t+) and (1, r).
The the vector 1
0
will again be expressed by the first of formulae (5), but with
(7)
+ r
a = (1- - f+)'

= at'
If the whole of the segment with the ends 1- and 1+ lies in the plane P,
the velocity 1 of motion along the surface S is not determined uniquely.
Figure 5
On the basis of the definition (2), one can also find the velocity of motion
along the intersection of surfaces of discontinuity (Fig. 5). This velocity is de-
termined either uniquely or not uniquely depending on whether the set F(t, x)
has one or more common points with the tangent to this intersection. If there
are no such common points, then near the point under consideration there are
no solutions lying on the intersection of these surfaces of discontinuity. How
to determine which of these cases occur and how to find the velocity of motion
along the intersection of surfaces of discontinuity is explained in 3.
The above definition of solution may be varied ([94], p. 40). First, the set of
the limit values of the function I(t, x*) for (t, x*) <t M, x -> x, t = const may
4
Definitions oj Solution 53
be replaced by the set of the limit values of the function J(t*, z*) for (t*, z*)
M, t* -+ t, z* -+ z.
In this case the definition of a solution turns out to be equivalent to the orig-
inal one for a wide class of equations with piecewise continuous right-hand sides
(see below, 1, 6). The theory of such equations admits a simpler presentation,
but such equations do not include CaratModory type equations.
Second, one may assume that a given function f(t, z) takes prescribed values
at its points of discontinuity and may not exclude these points in the determi-
nation of the set of limit values of the function f.
In some cases one cannot define the set F(t, z) in (2) at the points of dis-
continuity of the function f if one knows only the values of the function f at its
points of continuity. For instance, in a mechanical system with dry friction
u = v, mv = -g(u) - f(v) + e(t)
(where m is the mass of a body; u its displacement; g(u) an elastic force; f(v)
the force of friction which is an odd function of velocity, discontinuous for v = 0;
e(t) an external force) the rest friction f(O) may take on any value between its
extreme values fo and - fo. If fo = lim
u
-++o f( v) then the definition a) holds.
If fo > limu-++o f(v) the motion with a zero initial velocity depends not only on
the values of the function f(v) in the domains of its continuity, but also on the
value of fo. Then the definition a) does not hold. In both cases the system can
be written in the form of the inclusion (2). For v oF 0 the set F(t, z) is a point,
and for v = 0 it is a segment whose length depends on fo.
The set F(t, z) is therefore not always determined by the limit values of the
function I(t, z) from (1), and in the general case this set should be found using
some information about the system.
Consider another example of the kind ([5], p. 148; 195]):
where A is a matrix, b, c, z are vectors, ZI is the first coordinate of the vector z.
Let, in a physical system, the functions !II and !l2 be produced by means of
different relays, and for ZI = 0 the quantities !II and !l2 may take on any values
from -1 to + 1. Then, due to imperfection of the relay, the equality !/I =
!/2 cannot be fulfilled at every instant. To emphasize this, one writes !II =
sgnl ZI, !l2 = sgn2 ZI. If the system is written in the form (2), then for ZI = 0
the set F(z) is a set of points
If the vectors band c do not go in the same direction, this set is substantially
wider than the set of points Az + (b + c)u (-1 ~ u ~ 1) obtained under the
definition a).
The necessity of dealing with such systems leads to the following general
method ([95], [96]; IS], p. 151) of constructing the set F(t, z). Consider a system
(8)
where x E RB, the vector-valued function l(t,x,U1, ... ,U
r
) is continuous in the
set of arguments, and the scalar or vector-valued functions Ui(t, x) are discon-
tinuous, respectively, on the sets Mi , i = 1, ... , r, which have common points
and may even coincide. At each point (t, x) of discontinuity of the function Ui
a closed set Ui(t, x) must be given, which is a set of possible values of the argu-
ment Ui of the function I( t, X, U1, , ur }. For i # :j the arguments Ui and Uj are
supposed to vary independently of one another on the sets U.(t, x) and Uj(t, x},
respectively. This requirement is usually met if the functions Ui (t, x) and Uj(t, x}
describe different, independent, components (blocks) of a physical system. At
the points where the function Uj(t,x) is continuous, the set Ui(t,x} consists of
one point Ui(t, x}. At the 'points of discontinuity of the function u.(t, x} it is
necessary that the set Uj(t, x) contain all limit points for any sequence of the
form Vk E Ui(t, x), where Xk -+ x, k = 1,2, ... (or Vk E Uj(tk, Xk), where
tk -+ t, Xk -+ x, k = 1,2, ... ). The set Ui(t, x) is usually required to be convex
(if Ui(t, x) is a scalar function, then Uj(t, x) is a segment or a point). Let
(9) F1 (t, x) = I (t, x, UICt, x}, ... , Ur(t, x))
be a set of values of the function I(t, x, Ul, , u
r
), where t, x are constant and
Ul, , Ur vary independently of one another on the sets U
l
(t, x), ... ,Ur(t, x), re-
spectively. Solutions of the differential equation (8) are solutions of the differen-
tial inclusion (2), where F(t, x} = Fl (t, x), as in [71, [971, or F(t, x} == co Fdt, x),
as in [951. Particular cases of this method of constructing the function F(t, x)
are both the definition a) and the definitions b) and c) presented below.
b) Definition using the equivalent control method ([71, p. 37). This is applied
to equations of the form (8), where I is a continuous vector-valued function,
Uj(t, x) is a scalar function discontinuous only on a smooth surface Sj (lPi(X) =
0), i = 1, ... , r. Intersections and even coincidence of these surfaces are allowed.
At points belonging to one surface, or simultaneously to several surfaces, for
instance, to surfaces Sl,"" Sm (here 1 ~ m ~ r), one assumes (if the solution
cannot immediately leave such a surface or an intersection of such surfaces)
(10) x = f (t, x, u ~ q (t, x}; ... , u ~ ( t , x), um+ICt, x), ... , ur(t, x)) ,
where equivalent controls u ~ q , ... , u::f are defined so that the vector I in (10)
is tangent to the surfaces Sl,"" Sm and the value u:
q
(t, x) is contained in
the closed interval ui" (t, x), ut (t, x). Here ui", ut are limiting values of the
function Uj on both sides of the surface Si, i = 1, ... , m. Thus, the functions
u:
q
(t, x), i = 1, ... , m, are determined from the system of equations
i= 1, ... ,m.
A solution is an absolutely continuous vector-valued function, which out-
side the surfaces Si satisfies equation (8), and on these surfaces and on their
intersections satisfies equations of the form (10) (for almost all t).
For example, in the case r = 1 the endpoint b of the vector I(t, x, ueq(t, x))
lies on the intersection of the tangent to S at the point x with the arc abc which
4
Definitions 0/ Solution 55
is spanned by the endpoint of the vector 1ft, x, u) when u varies from u- (t, x)
to u+(t,x) (Fig. 6).
Equation (8) defined as above is reduced to the differential inclusion z E
F1 (t, x). The set Fdt, x) is defined in (9), where Udt, x) is a segment with ends
u:-(t,x), ut(t, x); for those u. which are continuous at the point (t,x), the set
Us(t, x} is the point ut(t, x). The right-hand side of (10) is a vector terminating
at the point of intersection of the set F1 (t, x) with the tangent to the intersection
of the surfaces 81 , ... 18m. In Fig. 6 the set F1 (t, x) is an arc abc, and the right-
hand side of (10) is a vector xb.
Figure 6
For the cases where U1,"" U
m
enter equation (8) linearly, an explicit ex-
pression for the velocity of motion (10) along the intersection of surfaces of
discontinuity 8
11
,8
m
will be obtained in 3.
c) The general definition from [95J. This is applied to equations of the
form (8), where the function / is continuous in t, x, U1l"" ur , and each of the
functions u.(t,x) is discontinuous only on the surface 8. (V'.(t,x) = 0), i =
1, ... ,r.
Let U.(t,x) and F1(t,X) be as in b), and let F
2
(t,x) be the smallest convex
closed set containing the set F1 (t, x). A solution of equation (8) is a solution of
the inclusion
(11)
On the surface of discontinuity S (V'(x) = 0) the motion may proceed only
at a velocity z E K(t, x), where K(t, x} is an intersection of the set F2(t, x) with
a plane tangent to 8 at the point x. In the case shown in Fig. 6 the set F2(t, x)
is the smallest convex closed set containing the arc abc. If this arc lies in one
plane, the set F
2
(t, x) is a segment between this arc and its chord, shown shaded
in Fig. 6, and K(t, x) is an interval which is an intersection of this segment with
the tangent to 8 at the point x.
If the function I is nonlinear in U1, , u
r
, then, generally speaking, the set
K(t, x} contains more than one point, and the velocity of motion along 8 is not
uniquely determined.
Let us compare the definitions a}, b}, c}. One can write equation (8) in the
form (1) and apply to it the definition a}. Since, in this case, the set F2(t, x}
contains the sets F (t, x) and F1 (t, x) from (2) and (9), each solution in the sense
56 Solutions of Discontinuous Systems Chapter 2
of the definition a) and each solution in the sense of definition b) is also a solution
in the sense of definition c). The converse is, generally speaking, false (in Fig. 6
the set F is the chord ac, F1 is the arc abc, F2 is the shaded segl11ent).
If the function / is linear in U1, , ur , then F2 = F1 and the definitions b)
and c) coincide. If, besides, all the surfaces 8j are different, and at the points
of their intersection the normal vectors are linearly independent, then the sets
F, F
1
, F2 coincide and, therefore, all three definitions, a), b), c), also coincide.
There exist also other definitions of the solution both for the general case
and for the case of a right-hand side discontinuous in one or several surfaces. The
definitions proposed in the papers [97]-[99] are closely similar to those presented
above. Some limit transitions that lead to one or another definition of solution
are considered in [7], [95], [100]-[103]. The definitions from the papers [104]-[109]
are inconvenient for one reason or another (in [104], [105] motion along surfaces
of discontinuity is assumed to be impossible, and in [106]-[109] the concept of
solution depends on the choice of directions of the coordinate axes Xb" ., xn).
They do not reflect the character of motion in real systems and fail to find
applications. In the papers [110], [111] the requirement of right continuity in x
is weakened for the Caratheodory equation. Different definitions of solution are
reviewed and compared in [112]-[117]. A survey of the history of the concept of
a solution of a discontinuous system is presented in [95].
3. We shall mention the main cases where the velocity of motion along an
intersection of surfaces of discontinuity 8
1
, , 8
m
is uniquely determined and
present the expression for this velocity for some cases.
Consider the case ([7], p. 39). In equation (8) the controls U1, , Urn, (which
are discontinuous respectively on the surfaces 8i (<pi (x) = 0), i = 1, ... , m), enter
linearly and the vectors Pi = \7<Pi(X), i = 1, ... , m, are linearly independent for
x E 8. In this case the definitions a), b), c) coincide. Then, near the surfaces
8
1
, ,8
m
and their intersection S, equation (8) can be written in the form
(12) :i: = /o(t, x) + B(t, x)u(t, x),
where u(t,x) is the vector (Ub".,um)T, 1 m r, B(t,x) is the n x m
matrix, and T denotes transposition. The rest of the controls Um +1, , U
r
are
continuous on 8, and the manner in which the continuous functions /0 and B
depend on them is of no importance.
To obtain the motion along the intersection of the surfaces 8
1
, ,8
m
, one
must choose the vector u = u
eq
in (12) so that the vector :i: be tangent to
81,"" Sm, that is, be orthogonal to all the vectors Pi, i = 1, ... , m. Let G be
an m x n matrix, the rows of which are vectors Pi. Then
(13) G:i: = G/o + GBu
eq
= 0,
if det G B - o. If each coordinate of the vector u
eq
so found satisfies the inequality
(14)
ui'(t,x) ut(t,x)
(or ut(t,x) ui'(t,x)),
4
Definitions 01 Solution 57
then, substituting the vector u
61l
into (12), we obtain the velocity. vector of
motion along the intersection 8
(15)
IT for at least one of the coordinates u
6
1l the condition (14) does not hold,
there is no motion along 8. Neither is there any motion if det GB = 0 and
rank GB < rank(GB, G/o), where the right-hand side of this inequality denotes
the rank of the matrix G B supplemented with the column G 10. For a further
investigation of the case det GB = 0 see [7] (p. 70).
The equation [118]
(16)
z = gI(t, x) + ... + gm(t,x),
in which each function g.(t, x) is discontinuous on its surface 8. (ep(x) = 0) and
the solutions are understood in the sense of the definition a), is reduced to (12).
In this case the intersection 8 of the surfaces 81,"" 8m is assumed to be a
smooth (n - m)-dimensional hypersurface and the neighbourhood of each point
x E 8 to be separated by the surfaces 8
1
, , Sm into 2
m
domains so that every
pair of domains lie on both sides of at least one surface. (This condition is
fulfilled if the vectors Vepi (x), i = I, ... , m, are linearly independent for xES.)
In order to reduce equation (16) to (12), a continuous extension of the
function gi(t, x) from a one-sided neighbourhood Si- (correspondingly from S,t)
of the surface Si into its two-sided neighbourhood must be denoted by gi (t, x)
or gt(t,x), respectively,
++ -
o gi gi
gi = 2 '
gt -g7
h. - J J
J - 2 '
10 = g ~ + ... + g!!..
Then equation (16) is written in the form
(17)
m
Z = lo(t, x) + L uihi(t, x),
i=1
where Ui = -1 in SF, Ui = 1 in S,t. Equation (17) coincides with (12) if B.(t, x)
is a matrix with columns hit ;" = 1, ... , m. The conditions (14) take the form
-1 ~ ujll ~ I, :i = 1, ... , m. Now the rows of the matrix G are any linearly
independent vectors pI(x), ... ,Pm(X) which are orthogonal to S at the point x
and do not necessarily coincide with Vep"x).
Consider another fairly general case where the velocity of motion along the
intersection of surfaces of discontinuity for solutions in the sense of the defini-
tion a) is uniquely determined.
Let 8 be a smooth l-dimensional surface in an n-dimensional space x. Let
S join k n-dimensional domains G
l
, , G
Ie
, in each of which the vector-valued
function I(t, x) is continuous up to the boundary for a < t < b, that is,
I(t,x) = li(t,x), x E G
i
, :i = 1, ... , k,
58 Solutions 01 Discontinuous Systems Chapter 2
where Ii is continuous in the closure ofthe domain Gi' Thus, S is an intersection
of the boundaries of all the domains G
I
, .. , Gk.
For fixed t E (a, b), XES, the smallest convex closed set F(t, x) containing
the points p' (t, x), i = 1, ... , k, is a set of all points of the form
(18)
ai ~ 0,
LClti = 1.
For the solution x(t) of equation (1) x(t) E F(t, x(t)) almost everywhere. H this
solution goes along the hypersurface S, then almost everywhere :i:(t) E P(x(t)),
where P(x) is an l-dimensional hyperplane tangent to S at the point x. Hence
:i:(t) E K(t,x(t)), K(t, x) = F(t, x) n P(t, x),
almost everywhere and for such a solution to exist, the set K(t, x) must be
nonempty.
Let PI, ... , Pn-/ be some linearly independent vectors orthogonal to S at
the point x. Then K(t, x) is a set of those vectors of the form (18) which
are orthogonal to the vectors PI, ... ,Pn-/. For such vectors tJ E K(t,x) the
coefficients Cltl, , Cltk satisfy the system of 1 + n - 1 equations
(19) Cltl + ' , , + Cltk = 1, i = 1, ... , n -l.
Hence, for the set K(t, x) to be nonempty, a necessary and sufficient con-
dition is the existence of a nonnegative solution Cltl ~ 0, ... , Cltk ~ 0 of the
system (19). For the velocity IO(t, x) of motion along S to be uniquely de-
termined, it is necessary and sufficient that the set K(t, x) consist of only one
point, i.e., that the system (19) have one nonnegative solution and have no other
nonnegative solutions.
Let M* be a matrix of the coefficients of the system (19), let a matrix M
be obtained from M* by discarding the first row which consists of units, and a
matrix Mi be obtained from M by discarding the ith column, If k = n - 1 + 1,
then let
detM* = D,
that is, Ali are algebraic adjuncts of elements of the first row of the determinant
D, and Au + Al2 +'" + Alk = D.
THEOREM 1 [118]. a) IfrankM* =rankM, the set K(t,x) is empty. b) If
k = n-l + 1, rank M* = k > rank M,
then, if among Ali' i = 1,. ,. , k there are no numbers of opposite signs, the set
K(t, x) consists of one vector
(20)
otherwise the set K(t, x) is empty.
PROOF: In the case a) the first row of the matrix M* is a linear combination
of the remaining rows. Subtracting from the first equation of the system (19)
5
Oonvez Sets and Set- Valued Functions 59
this linear combination of the remaining equations, we reach the contradiction
0== 1. The system (19) has therefore no solutions, and the set K(t, z) is empty.
In the case b) the determinant of the system (19) is D =F 0, and the system
has a unique solution. Applying Cramer's rule ai = Di / D and noting that
Vi == Ali' we obtain (20).
IT there are no numbers of opposite signs among Ali neither are there among
ai> and from the first equation of (19) it follows that all Oti ~ O. IT there are
numbers of opposite signs among Ali, so are there among ai' Then fO(t, z)
in (20) does not belong to the convex set F(t, z), and K(t, z) is empty.
REMARK 1: For k < n - 1+ 1 the assertion a) holds and the assertion b)
remains valid if from the system (19) one discards equations which are linearly
dependent on the remaining equations and constructs the matrices M*, M, Mi
for the system so obtained.
REMARK 2: Assume that, after discarding, we have rank M* = r > rank M.
If from the matrix M* one can delete k - r columns such that in the matrix so
obtained there are no numbers of different signs among algebraic adjuncts A ~ i
of the elements of the first row, then the set K(t, z) is nonempty, and if there
are no such k - r columns, the set is empty.
Remark 1 and the first part of Remark 2 are proved similarly to Theorem 1.
In this case we assume that the ai which correspond to the discarded columns
are equal to zero. The second part is proved by using the properties of convex
sets (see [118]).
5 Convex Sets and Set-Valued Functions
We present here the known properties of closed and convex sets in n-
dimensional space, which are used hereafter, and the necessary information on
set-valued functions.
1. Numbers and points of the n-dimensional space Rn are denoted hereafter
by small letters, while sets and matrices are denoted by capital letters. IT a
and b are points with coordinates ai, ... ,an and b
l
, ... ,b
n
respectively, and "f is
a number, then a + b, a - b, "fa are points with coordinates ai + bi, a, - bi, "fa,
(respectively) where i = 1, ... , n. The closure of the set A is denoted by A, and
the empty set is denoted by 0. The distance between points or sets is denoted
by p:
pea, b) = la - 61 = veal - b
l
)2 + ... + (an - bn)2,
pea, B) = inf pea, b),
beB
peA, B) = inf pea, b).
aEA,bEB
The set A is called closed if it contains all its limit points.
The set A is called convez if for any two of its points a and 6 all the points
of a segment joining a and b belong to this set, that is, if for any a E A, b E A
we have aa + (1 - a)b E A for all a, 0 ~ a ~ 1.
The following known assertions are easily proved:
1) The union of a finite number of closed sets is closed.
60 Solutions of Discontinuous Systems
Chapter 2
2) The intersection of any set of closed (or convex) sets is a closed (corre_
spondingly, convex) set.
3) In a nonempty closed set A there is always a point a nearest to a given
point b, i.e., such that p(b, a) = p(b, A).
4) p(b, A) = p(b, A), p(A, B) = p(A, B).
5) The function \O(x) = p(x, A) is continuous,
Ip(x, A) - p(y, A) I ~ p(x, V)
LEMMA 1. If nonempty closed sets A and B do not have common points and B
is bounded, then there exist points a E A, bE B, such that
p(A, B) = p(a, b) > o.
PROOF: The function \O(x) = p(x, A) is continuous. Consequently, inf"'EB p(x, A
is attained at some point bE B. By virtue of 3) there exists a point a E A such
that p(b, A) = p(b, a) > 0 (since An B = 0). For any points x E B, yEA we
have
p(x, y) ~ p(x, A) ~ p(b, A) = p(b, a) > o.
Hence, p(B, A) ~ p(b, a) > o. But a E A, bE B, and, consequently, p(B, A) ~
p(a,b). Thus, p(B,A) = p(b,a) > o.
If both the sets A and B are unbounded, the assertion of Lemma 1 does
not hold. Example: A is one branch of a hyperbola, B is an asymptote of the
hyperbola.
LEMMA 2. In a non empty closed convex set A there exists only one point a
nearest to a given point b, such that p(b, a) = p(b, A).
PROOF: A nearest point exists (see 3)). Suppose there exist two such points al
and a2, and d is the midpoint of a segment joining these points. Then
dEA,
since the set A is convex and bd is the height of an isosceles triangle al a2b.
Therefore, the points al and a2 are not closest to b.
The lemmas to follow can be found, for example, in [119J.
LEMMA 3. Let b A, A being a nonempty closed convex set. Then there exists
an (n - l)-dimensional plane separating the point b from the set A.
PROOF: Let a be the point of the set A nearest to b. Let us draw a plane P ..lab
through any non-endpoint m of the segment abo If there existed a point c E A
lying either on P or on the same side of P as the point b, then the angle bac
would be acute and there would exist a point dE ac, which would be closer tol
than the point a (Fig. 7). Since a E A, c E A, A is convex, then d E A. Thu
contradicts the fact that a is the point of the set A nearest to b.
5
Convex Sets and Set- Valued Functions 61

c

Figure 7 Figure 8
LEMMA 4. A closed convex set A is an intersection of all closed half spaces that
contain this set.
PROOF: Let M be such an intersection. Then A c M. Let b A. By Lemma 3
there exists a plane P separating the space into two parts Q and S, A c Q, b E S.
Then A is contained in a closed half space Q, and b Q. Consequently, b M.
Thus,A=M.
LEMMA 5. H A and B are closed convex sets in Rn without common points, and
the set B is bounded, then there exists an (n - l}-dimensional plane separating
A and B.
PROOF: Let the points a E A and bE B be the same as in Lemma 1. The plane
P1.ab intersecting the segment ab at a non-endpoint separates A and B. This is
proved as in Lemma 3.
Lemma 5 does not hold if both the sets A and B are unbounded. Example:
A is a convex set in a plane, which is bounded by one branch of the hyperbola,
and B is an asymptote of the hyperbola.
For a convex set A E Rn an (n - l}-dimensional plane is called a support
plane if on one side of P there are no points of the set A, but they exist either
on P or on the other side of P arbitrarily close to P.
LEMMA 6. Through any point of the boundary r of a closed convex set A one
can draw a support plane.
PROOF: Let IE r, points bi A, bi -+ a (i -+ 00). By Lemma 3, the point bi
is separated from A by a plane Pi' Let Vi be a vector of length 1, Vi being
directed from a to Then for all z E A, y E we have Vi . Z < Vi . Y < Vi . bi.
From the sequence Vi we pick a convergent subsequence Vi -+ v. Passing to the
limit in this subsequence, we obtain V . Z V a for all Z E A, that is, the set A
lies on one side of the plane V Z = V a, and the point a lies on this plane. This
plane is therefore a support plane.
The smallest convex (convex closed) set containing the set A is denoted
by co A (correspondingly, coA). Such a set co A (coA) always exists and is
the intersection of all convex (correspondingly, convex closed) sets containing
A. By virtue of Lemma 4, coA is also the intersection of all closed half spaces
containing A.
62 Solutions of Discontinuous Systems Chapter 2
EXAMPLES:
(1)
1) The set A consists of two points a and bj then co A is the segment abo
2) The set A consists of three points a, b, Cj then co A is the triangle abc.
3) The set A is as shown dashed in Fig. 8j then co A is the semicircle abc.
Each point written in the form
where
(2) (i=O,1, ... ,k),
is called a convex combination of points Xl, X2, , Xk. A convex combination
is linear. Not every linear combination is convex but only those for which the
coefficients satisfy the conditions (2).
LEMMA 7. If a set A consists of a finite number of points, co A is the set of all
convex combinations of these points.
PROOF: It can be directly verified that a set B of points of the form (1) with
the conditions (2) is closed and convex; B::J A, consequently, B ::J co A.
Any closed half space Q can be written in the form c . X ~ 'Y (c is a vector).
IT points Xi E Q, that is, c . Xi ~ 'Y, i = 0, 1, ... , k, then for any point x E B
it follows from (1) and (2) that c . X ~ 'Y, that is, X E Q. Therefore, B C Q.
The set co A is the intersection of all such half spaces Q, accordingly, B C co A.
Thus, B = co A.
LEMMA 8. Let c be a vector, A a set and let the inequality c . x ~ 'Y be valid
for all x E A. Then this is also valid for all x E coA.
PROOF: By hypothesis, the set A lies in the half space Q defined by the inequal-
ity c . x ~ 'Y. Since coA is the intersection of all closed half spaces containing A,
then coA C Q, i.e., c . x ~ 'Y for all x E coA.
THE CARATHEODORY THEOREM. For any bounded closed set A C R
n
any
point x E co A can be represented in the form (1), where Xi E A, i = 0, 1, ... , k,
the numbers Qi satisfy the condjtjons (2) and k ~ n.
For the proof see [119] (p. 9).
COROLLARY. If the set A is closed and bounded, then co A = coA.
A closed e-neighbourhood M ~ of the set M is a set of points x such that
p(x, M) ~ e. Obviously, MS is a closed setj (M) = M. For any point a M
S
we have
p(a, M
S
) = p(a, M) - e.
LEMMA 9. If a set A is bounded, then
(3)
PROOF: Let b (co A), that is, p(b, co A) = Q > e. There exists a point
a E coA such that p(b, a) = Q. Let us place the origin at the point b and direct
5
Contlez Sets and Set- Valued Functions 63
the zl-axis from b to a. Fix any p, If < P < Q. As in Lemma 3, the set coA lies
in the region ZI > p, so does the set A. Then A-lies in the half space ZI ~ p-e,
so does co(A-) (Lemma 8) and b co(A-).
Let b co(A-). Let the ZI-axis go from the point b to the nearest point e of
the set co(A-). Then pCb, e) = 'Y > OJ co(A-) lies in the region ZI > 0 (0 < 0 < 'Y)j
so also does A-. Therefore, A lies in the half space Zl ~ 0 + e, so does co A, and
(coA)- lies in the half space Zl ~ o. Hence, b (coA)-.
Thus, the relations b (co A)- and b co(A-) are equivalent, and the result
follows.
COROLLARY. If the set A is convex, so is A-.
By virtue of Lemma 9, (co A)- and co(A-) can be written in a shorter form,
as coA-.
2. IT for all z EM a function I(z) is defined, then I(M) is a set of values of
I(z) for all z E M. In particular, I(z) may be linear: I(z) = Az + b, A being
a matrix. Then I(M) = AM + b.
Similarly, if e is a number or a vector, then eM is the set of all values of
the product ez, where z runs over the set Mj M + N (or I(M, N is the set of
values of the sum z + y (or of the function I(z, y)) where z runs over the set M,
and y over the set N.
LEMMA 10. If M is a bounded closed set and if a function fez) is continuous,
then the set I(M) is closed. If M is convex, I(z) = Az + b, then the set
I(M) = AM + b is convex.
The lemma is proved directly from the definitions.
LEMMA 11. If a set M is bounded and closed, then
co(AM + b) = AcoM + b.
The proof follows from Lemma 10 and from the fact that co M is the inter-
section of all closed half spaces which contain M, and a linear transformation
maps a half space into a half space.
The necessity for using convex sets in the study of differential inclusions is
seen, for instance, from the following lemmas.
LEMMA 12 (on the mean value of a vector-valued function). If M is a bounded
closed set, vet) E M for a ~ t ~ b, then
(4) tlmean == b ~ a i" v(t)dt E co M.
The same holds for the mean value of the vector-valued function v(z) on
any measurable set of finite measure.
PROOF: Taking the Riemann or the Lebesgue partition of the domain of inte-
gration, we obtain Vmean = limS,
"" 1.
s = L-, b -'a vetil,
1i
-b-- = Qi ~ 0,
-a
Thus, the integral sum S is a convex combination of values vetil E M, and
therefore S E coM, limS E coM = coM.
64 Solutions of Discontinuous Systems Chapter 2
LEMMA 13. Let for a < t < b the vector-valued functions Xk(t) be absolutely
continuous, Xk(t) -+ x(t) and for each k = 1,2, ... the functions Xk(t) E M
almost everywhere, M being a bounded closed set.
Then the vector-valued function x(t) is absolutely continuous and x(t) E
coM wherever x(t) exists, that is, almost everywhere on (a,b).
PROOF: Since !Xk(t)! ~ I, then for t', til E (a, b)
(5)
Letting k -+ 00, we conclude that the function x(t) satisfies the same inequality
and so is absolutely continuous. By Lemma 12,
Hence,
(6)
Ii
x(t+h)-x(t) M
m qk = h E co .
k-+oo
The function x(t) is absolutely continuous and so x(t) exists almost everywhere.
By virtue of (6), x(t) E co M.
REMARK: IT the set M is not convex, then under the assumptions of Lemma 13
one cannot be sure that x(t) EM. For example, for a sequence of "saw-toothed"
functions (Fig. 9)
2i (2i 2i + 1)
Xk(t) = t - k k ~ t ~ -k- ,
( )
2i + 2 (2i + 1 2i + 2)
Xk t = -k- - t -k- ~ t ~ -k- ,
i = 0, 1,2, ... , we have Xk(t) E M almost everywhere, the set M consisting of
two points: 1 and -1. As k -+ 00
Xk(t) -+ x(t) == 0, x(t) == of/. M.
Thus, for the differential inclusion x(t) E M in the case of a non-convex
set M, the limit of a uniformly convergent sequence of solutions may not be a
solution.
3. The distance between two nonempty closed sets A and B in a metric
space, in particular in Rn, may be characterized by the numbers [120]
,8(A, B) = sup p(a, b),
aEA
,8(B, A) = sup p(b, a),
bEE
a(A, B) = max {,8(A, B); ,8(B, An .
5
Convex Sets and Set- Valued Functions 65

o 1 . t
it
Figure 9 Figure 10
In Fig.10,.B(A,B) = p(a,b), .B(B,A) = p(c,d), a(A,B) = max{p(a,b)jp(c,d)}.
If A and B are bounded sets, these numbers are finite. The inequality
.B(A, B) e is equivalent to the fact that the set A is contained in the closed
e-neighbourhood of the set B, i.e, A C B, and the inequality a(A, B) e is
equivalent to the fact that each of the sets A and B is contained in the closed
e-neighbourhood of the other one.
(7)
For any nonempty closed sets A, B, C,
o p(A, B) .B(A, B) a(A,B),
.B(A,B) = 0 A c B,
a(A, C) a(A, B) + a(B, C).
a(A, B) = a(B, A),
a(A, B) = 0 A = B,
We shall prove (7). Let a(A, B) = 8, a(B, C) = e. Then A C B
6
, B c
hence, A C 06+
e
, .B(A, C) 8 + ej B C A6, 0 c Be, consequently, C C
A6+
e
, .B( 0, A) 8 + 6. Thus, a(A, 0) 8 + 6, and the result follows.
Thus, nonempty closed sets form a metric space in which the role of the
distance is played by a(A, B) called the Hausdorff distance of the sets A and B.
If A eRn, then sUPaEA lal will be denoted by IAI.
Let to each point p of a set D C Rm there correspond a nonempty closed
set F(p) C Rn. Then F(p) is a set-valued function. Its graph is a set of points
(p, q) E Rm x R
n
such that p E D, q E F(p). Henceforth we denote set-valued
functions by capital letters, single-valued sCalar and vector functions by small
letters. We use the notation
F(M) = U F(p),
pEM
IF(M) I = sup Iyl
!/EF(M)
A set-valued function F is called bounded on a set M if IF(M)I < 00, that
is, if all the values of the function F at the points of the set M are contained in
some ball.
A set-valued function F(p) is called [120J continuous at the point p if a(F(pl),
F(p)) -+ 0 as p' -+ pj a function F(p) is called upper semicontinuous (with respect
to the inclusion) at the point p if .B(F(pl) , F(p)) -+ 0 as p' -+ p. A function F(p)
is called continuous or upper semicontinuous on a set D if it is continuous or
upper semicontinuous at each point of this set. Since always .B(A, B) a(A, B),
continuity of the function implies its upper semicontinuity.
66 Solutions of Discontinuous Systems Chapter 2
LEMMA 14. Let a set D be closed, and a set-valued function F(p) be bounded
in a neigh'lourhood of each point p ED.
Then the function F(p) is upper semicontinuous on the set D if and only if
its graph r is a closed set.
PROOF: Let the function F(p) be upper semicontinuous and let (p, q) be a limit
point of its graph. This implies that there exist sequences
Pi -+ P E D,
i = 1,2, ....
Then
p (q, F(p)) = O.
Since the set F(p) is dosed, then q E F(p), that is, (p, q) E r. Therefore, r is a
closed set.
Let the function F(p) be not upper semicontinuous on D. Then there exist
points p E D and Pi -+ P such that
i = 1,2, ....
Hence, there exist points q. E F(p.) such that p(q., F(p)) ~ I!. By virtue of the
assumptions of the lemma, the sequence {q.} is bounded. We pick from it a
convergent subsequence q,,, -+ q. Then p(q, F(p)) ~ e. Thus,
that is, the set r is not dosed.
LEMMA 15. Let a function F be upper semicontinuous on a compactum K and
let for each p E K the set F(p) be bounded.
Then the function F is bounded on K.
PROOF: Otherwise there exist
Pi EK, (i=1,2, ... ).
We choose a convergent subsequence Pi; -+ P E K. It follows from the assump-
tions of the lemml.l. that
IF(p)1 = a < 00, qi; E F(p,;) c (F(pW
Then Iqi I ~ a + I!. This contradicts the assumption Iq. I -+ 00.
LEMMA 16. If for each p E D the set H(p) is nonempty, closed, bounded,
and the set-valued function H is upper semicontinuous (or continuous), then the
function F(p) = co H(p) is upper semicontinuous (correspondingly, continuous).
PROOF: For any Po ED and I! > 0 there exists 0> 0 such that for all p E (po)O
we have H(p) c (H(poW. By Lemma 9
co H(p) c co [(H(poWl = [co H(poW ,
6
Differential Inclusions 67
that is, F(p) C (F(po)). The function F is upper semicontinuous.
H the function H is continuous, then the above holds and, besides, H(po) C
(H(pW. From this it follows, as in the previous case, that F(po) C (F(p)).
The function F is therefore continuous.
6 Differential Inclusions
We investigate here the properties of right-hand sides of differential inclu-
sions, to which differential equations with discontinuous right-hand sides were
reduced in 4. The connection between differential inclusions and contingent
equations is established. Some properties of measurable set-valued functions are
considered.
1. We will analyze the properties of set-valued functions obtained using the
technique of 4.
LEMMA 1. Let !(p) be a bounded single-valued function, p E D c Rm, !(p) E
Rn. Let for each Po E D the set H(po) be the set of all limit values of the
function !(p) for p -+ Po, supplemented by the value !(Po) in the case Po E D.
Then the functions H(p) and F(p) = co H(p) are upper semicontinuous.
PROOF: For each p E D the set H(p) is closed, H(D) is bounded. The graph
of the function H is the closure of the graph of the function !, and is therefore
closed. By virtue of Lemmas 14 and 16, 5, the functions Hand F are upper
semicontinuous.
LEMMA 2. Let !(p, Ul, ... , Ur) be single-valued and continuous. If at the point
Po the set-valued functions U
1
(p), . , U
r
(p) are bounded and upper semicontin-
uous, the function H(p) = !(p, U1(p), .. , Ur(p)) is bounded and upper semicon-
tinuous at this point.
The proof is similar to the proof of the elementary theorem on continuity
of a composite function at a point Poi in addition, we use uniform continuity of
the function ! on a bounded closed set-on a closed neighbourhood of a set of
points with coordinates p = Po, Ul E Ut{po) , ... , Ur E Ur(po).
Consider a differential equation z = !(t, x) with a piecewise continuous
vector-valued function !(t, x), as in 1, 4, or equation (8), 4. Each of the
definitions a), b), c), 4, replaces this equation by the differential inclusion
(1) 3: E F(t,x),
The set F(t, x) is nonempty, bounded, closed, and in the case of the definitions a)
and c) is also convex. A solution of a differential inclusion is an absolutely
continuous function defined on an interval or on a segment and satisfying this
inclusion almost everywhere.
LEMMA 3. The set-valued function F(t, x) obtained under the definition a) is
upper semicontinuous in x, and under the definitions b) and c) is upper semi-
continuous in t, x.
PROOF: In the case a) this follows from Lemma 1 for p = x. In the case b)
equation (8), 4, is equivalent to the differential iriclusion z E F1(t,x) with the
68 Solutions 01 Discontinuous Systems Chapter 2
function (9), 4, where the functions Ui(t, x) are upper semicontinuous in t, x, by
virtue of Lemma 1, for p = (t, x), and the function Fl (t, x) by virtue of Lemma 2.
In the case c), in formula (11), 4, the function F2(t,X) = coFl(t,x) is upper
semicontinuous in t, x by virtue of Lemma 16, 5.
We will show that in the case a), 4, the function F(t, x) in (1) can also be
replaced by a function upper semicontinuous in t, x if for each of the domains G
i
of continuity of the function 1ft, x) the following condition is fulfilled.
CONDITION 'Y. For the domain G
l
, for almost all t, the cross-section of the
boundary of the domain by a plane t = const coincides with the boundary of the
cross-section of the domain by the same plane.
The boundary 8M 01 a set M is a set of points, for each of which in an
arbitrarily small neighbourhood there exist points of the set M and points that
do not belong to M. A cross-section M
t
of the set M by the plane P (t = const)
is a set M n P. In determining the boundary 8(M
t
) of the cross-section, the set
M
t
is considered as a set in the plane P, that is, for the points from M
t
one
considers neighbourhoods which lie in this plane. Using this notation, we write
the condition 'Y as follows:
(2) for almost all t
o
Figure 11
Fulfillment of the condition (2) is usually easily verified. For example, for
the domain shown in Fig. 11, (8G)t =/: 8(G
t
) only for t = tl, t2, ts, t4, and
therefore the condition 'Y is fulfilled. The condition 'Y holds for a very wide class
of domains, for instance, for all locally connected domains.
Let H(t, x) be a set of limit values of the function 1ft, x') for x' ---+ x, t =
const, and Ho(t, x) is the same for 1ft', x') for t' ---+ t, x' ---+ x.
LEMMA 4. If the domains G
i
of continuity of the function 1ft, x) satisfy the
condition 'Y (more briefly, if the function I satisfies the condition 'Y), then for
abnost all t {t f/. To, p,To = 0, p, being the Lebesgue measure} we have Ho(t, x) =
H(t, x).
PROOF: For each domain G
i
the equality (2) is satisfied for all t ETa, P,Ta = O.
Let us take a point (t, x) such that t f/. To = UiTi.
If (t, x) E Gi, then at this point the function I is continuous and
Ho(t, x) = H(t, x) = 1ft, x).
6
Differential Inclusions 69
If (t, x) lies on the boundary of one or several domains Gi, each point v E
Ho(t, x) is a lim f(tk, Xk) by some subsequence (tk' Xk) -+ (t, x) contained in
one of the domains Gi. Since (t, x) E (8Gi)' = 8(Git), then in Git there also
exists a subsequence (t, x ~ ) -+ (t, x). The function f is piecewise continuous
and therefore
Hence, Ho(t, x) C H(t, x). The inverse inclusion is obvious.
COROLLARY. Under the condition "f the differential inclusions
(3) 3: E F(t, x) = coH(t, x), :i; E Fo(t, x) = coHo(t, x)
are equivalent, that is, have identical solutions. The function Fo is upper semi-
continuous in t, x.
Indeed, the solution must satisfy the inclusion almost everywhere, but by
virtue of Lemma 4, Fo(t,x) = F(t, x) for almost all t. By Lemma 1 (where
p = (t, x)), the functions Ho and Fo are upper semicontinuous in t, x.
Thus, under the condition "f the definition a), 4, reduces the equation
:i; = f(t, x) to the inclusion :i; E Fo(t, x) with the function Fo(t, x) which is upper
semicontinuous in t, x. The change from the first of the inclusions (3) to the
second is made for the reason that for the second inclusion the proof of the
existence theorem and the investigation of the properties of the solutions are
much simpler.
2. Under sufficiently wide assumptions the differential inclusion (1) is equiv-
alent [120], [121] to the contingent equation [122] and to the paratingent equa-
tion [33]. The concepts of contingence and paratingence had originally a purely
geometrical meaning (generalization of the concept of a tangent). In the theory
of differential inclusions these concepts are interpreted as "many-valued deriva-
tives" of vector-valued functions.
In the definitions to follow, infinity is regarded as a limit point of a sequence
{Yi} if a sequence {IYil} is unbounded.
The set Cont x(to) of all the limit points of the sequences
X(ti) - x(to)
(4) (ti -+ to, i = 1,2, ... )
ti - to
is called contingence or. a contingent derivative [120]-[123] of the vector-valued
function x(t) at the point to.
The set Parat x(to) of all the limit points of the sequences
(5)
ti - tj
(ti -+ to, tj -+ to, i,i = 1,2, ... ).
is called the paratingence [33] of the vector-valued function x(t) at the point to.
For any function x(t), Cont x(t) C Parat x(t) always since in (5) the case
tj = to is not excluded. If at a given point to there exists a derivative x' (to), then
Cont x(t
o
} = x'(to}, and if such a derivative also exists in the neighbourhood of
the point to and is continuous at this point, then Cont x(to) = Parat x(to) =
x, (to).
70 Solutions of Discontinuous Systems Chapter 2
LEMMA 5. If IContx(t)1 ~ m on the interval (a,b) and if the vector-valued
function x(t) is continuous on the right at the point a and on the left at the
point b, then on the interval [a, b] it satisfies a Lipschitz condition with a constant
m.
PROOF: If we assume the converse, there exist points aI, b
l
on (a, b), such that
al < bl
(6)
Then at least for one half of the closed interval [aI, b
l
] there holds an inequality
similar to (6), with the same mI' We shall denote this half by [a2' b
2
] and again
divide it into two parts. Continuing this procedure, we obtain a sequence of
nested intervals [ai, bi].
i = 1,2, ...
For each of these there holds an inequality similar to (6), with the same mI.
Let to be a point common to these intervals. Then for each i we have either
or
The length of the vector (4), where ti = ai or ti = bi, is therefore not less than
mI' Hence, from the sequence of vectors (4) one can choose a subsequence which
is either infinitely increasing or is tending to a finite limit v, Ivl ~ ml > m. Both
the possibilities contradict the assumption of the lemma.
THEOREM 1 [121]. Let, forany(t, x) from a closed domain Q, thesetF(t,x) be
nonempty, bounded, closed, convex and let the set-valued function F be upper
semicontinuous. Let (t, x(t)) E Q for a ~ t ~ b.
Then the following assertions are equivalent:
A. On a closed interval [a, bl a function x(t) is absolutely continuous and
x/(t) E F(t, x(t)) almost everywhere.
B. For all t E (a, b) the set Cont x(t) (or Parat x(t)) is contained in F(t, x(t))j
for t = a the function x(t) is continuous on the right and for t = b it is continuous
on the left.
PROOF: In the case A, for each to E (a, b) and each e > 0, if It - tol ~ 5 =
5(to, e), we have F(t, x(t)) C F
6
, where F6 is a closed e-neighbourhood of the
set F(to, x(to)). For any ti, ti E [to - 5, to + 5] the vectors (4) and (5) belong
to F6 by virtue of Lemma 12, 5. Therefore, the sets Cont x(to) and Parat x(to}
are nonempty and are contained in F
6
, and since e is arbitrarily small, they are
contained also in F(to, x(to)). Thus, B follows from A.
Let B hold. The function x(t) is continuous on [a, bl since if for t = to
it were discontinuous, the sequence (4) would have a limit point CX) outside
6 Differential Inclusions 71
F(to,x(to)). By virtue of Lemma 15, 5, IF(t, x(t)) I ~ m for a ~ t ~ b. Then
ICont x(t)1 ~ m for a < t < b. By Lemma 5, the vector-valued function x(t) on a
closed interval [a, bj satisfies the Lipschitz condition and is therefore absolutely
continuous. Almost everywhere there exists
x'(t) = Cont x(t) c F (t, x(t)) ,
that is, A follows from B.
3. Next we present some properties of set-valued functions used for investi-
gating differential inclusions with right-hand sides not upper semicontinuous in
t, x.
A support function of a convex set A c Rn is a function of a vector vERn,
defined by the equality
(7) 1,b(A, v) = sup v . x.
zEA
Since 1,b(A, AV) == A1,b(A, v) for any A ~ 0, it suffices to consider the function
..p(A, v) only for vectors v whose length is equal to 1. By virtue of (7), for any
v =f 0 a plane V x = "1, where "1 = 1,b(A,v), is a support plane for the set A, and
a half space v . x ~ "1 contains the set A if and only if "1 ~ 1,b (A, v). From this
and from Lemma 4, 5 've have the following result.
LEMMA 6. A closed convex set A is funy defined by specifying its support
function 1,b(A, v). The point a E A if and only if v . a ~ 1,b(A, v) for an v.
For a bounded convex set A the support function is continuous since from
Ixl ~ m, IV1 - v21 ~ 6, it follows that
It suffices, therefore, to know the values of the support function for an arbitrary
countable set of vectors Vi, i = 1,2, ... , which is dense everywhere on a unit
sphere Ivl = 1. Hence, a bounded convex closed set A is uniquely defined by
specifying a countable set of numbers
(8) 1I'i(A) = 1,b(A, Vi),
IVil = 1,
i = 1,2, ....
Any nonempty closed set A c Rn can be uniquely defined by specifying a count-
able set of numbers
(9)
"..(A) = p(ai' A),
i = 1,2, ... ,
that is, distances from this set to the points ai of a given set which is dense
everywhere in Rn. The numbers Pi(A) may be considered as coordinates of the
closed set A. The numbers (8) can also be used as coordinates of a closed convex
set. Of course, for given points ai (or Vi) not every countable set of numbers is
a set of numbers (9) (or (8)} for a certain set A.
72 Solutions of Discontinuous Systems Chapter 2
The relations between the closed sets A and B impose particular constraints
on the numbers pdA) and Pi(B), and for convex sets also on the numbers 1I";(A)
and 1I";(B) or on the support functions of these sets. For instance,
(10)
A c B => p;{A) p;{B),
Pi (A U B) = min {Pi(A)i p;{B)} ,
{3(A, B) = sup (p;(B) - Pi (A)) ,
i
i = 1,2, ... ,
p;{A
e
) = max {Oi p;(A) - e},
a(A, B) = sup Ip;{A) - p;{B) I,
i
For convex closed sets
A c B => 1I"i(A) :::;; 1I".(B), i = 1,2, ... => !JI(A, v) :::;; !JI(B, v),
{3(A, B) = max - 1I";(B))} = max {OJ sup (!JI(A, v) - !JI(B, V))},
1"1=1
1I"i(A-) = 1I"i(A) + e, !JI(A-, v) = !JI(A, v) + e Ivl.
If a set A is a function of the point pEG, that is, A = A(p), the numbers 1I"i
and Pi also depend on p and they can be called the coordinate functions. From
the relations (10) there follows the lemma [124]-[126].
LEMMA 7. For the function A(p) to be continuous (or upper semicontinuous) it
is necessary and sufficient that all its coordinate functions p.(A(p)) , i = 1,2, ... ,
be continuous (correspondingly, lower semicontinuous).
A scalar function tp(p) is called lower semicontinuous at the point Po if for
any e > 0 for Ip - pol < S(e) we have tp(p) > tp(po) - e.
Let for each pEE C Rm the set A(p) c Rn be closed and non empty. A
set-valued function A(p) on a set E is called measurable if the set E is measurable
and if for each closed set BeRn a set of those pEE is measurable, for which
A(p) n B is nonempty. (This is equivalent to the definition from [127].)
If instead of closed sets B we take open sets or else only closed (or only open)
balls, all of them or only those with the centres chosen from a given everywhere
dense set {ai} and with rational radii, then we obtain a definition equivalent to
the one given above. If B is an open ball with the centre a. and the radius r,
the relation A(p) n B : 0 is equivalent to the relation p(ai' A(p)) < r. Hence the
measurability of the set-valued function A(p) is equivalent to the measurability
of all the coordinate functions pi(A(p)) == p(a., A(p)), i = 1,2, ....
If a set-valued function is continuous or upper semicontinuous, it is measur-
able. (This follows from Lemma 7.)
If the functions A.(p) (i = 1,2, ... ) are measurable, so are the functions
S(p) = U A.(p), R(p) = n Ai(P),

as well as the upper and the lower topological limits of the sequence Ai (p), i =
1,2, .... If the function A(p) is measurable, so is coA(p).
6
Differential Inclusions 73
IT a single-valued function !(p, Ul, , u
r
) is continuous, and set-valued func-
tions AI(p) , ... , Ar(P) are measurable, then the composite function !(p, Adp),
.,., Ar(P)) is measurable. For these and other assertions concerning measurabil-
ity of functions consult, for instance, [128].
The theorem to follow extends the Lusin theorem ([64], p. 118) on measur-
able functions to set-valued functions. Let a set M be contained in the domain
on which the function A(p) is defined. We say that on the set M the function
A(p) is continuous with respect to this set if the function AI(p) , which is defined
only on M and is equal there to the function A(p), is continuous on M.
THEOREM 2 [127]. H a set-valued function A(p) is measurable on the set E,
then for each e> 0 there exists a set E. c E, p,E. < e, such that the function
A(p) is continuous on the set E\E. with respect to this set.
PROOF [124]: By the Lusin theorem, for each coordinate function p, (A(p)) there
exists a set E" p,E, < 2-'e, such that on the set E\E, the function p,(A(p)) is
continuous with respect to this set. Let E, = u,E., then p,E. < e and on the
set E\E. all the functions p.(A(p)), i = 1,2, ... , are continuous with respect to
this set. By virtue of Lemma 7, the function A(p) is continuous on E\E. with
respect to this set.
The theorem to follow is used for investigating the properties of the solutions of
Caratheodory equations.
THEOREM 3 [129]. Let a set D c Rn be bounded and closed and let for each zED a vector
function I(t, z) be measurable in t and for almost all t E T = [a, b] be continuous in z.
Then for each II > 0 there exists an open set T. C T, IJ.T. < II, such that the function
f,(t, z), which is defined only for t E T\T., zED and is equal there to the function I(t, z),
is continuous in t, z.
PROOF: For almost all t E T the graph ret) of the function f(t, z), which is regarded as a
function of z for t = const, is a bounded closed set. We will show that the set-valued function
ret) is measurable on T, Le., that for each open set G C D x Rn the set T(G) of those t is
measurable for which ret) n G is nonempty.
Take in D a countable everywhere dense set {Zi} and fix t E T, for which the function
f(t, z) is continuous in z. The cross-sections of the sets G and ret) by a hyperplane Z = Zi are
an open set Gi C Rn and a point IIi = f(t, Zi). Since I(t, z) is continuous in z, the set of points
(Zi,lIi), i = 1,2, ... , is dense everywhere on ret). Therefore, if the set ret) n G is nonempty,
it contains at least one of such points (Zi,lIi), that is,/(t,zi) C Gi for some i. The converse
is obvious. Accordingly, T(G) = UiTi, where Ti is the set of those t for which I(t, Zi) E Gi.
The function I is measurable in t and, therefore, the sets Ti and T(G) are measurable, and so
is the function ret).
By Theorem 2, for each II > 0 there exists a set T: c T, IJ.T: < II, such that on
the set T\T; the function ret) is continuous with respect to this set. The set T; can be
covered by an open set T", < II. By Lemma 15, 5, the function ret) is bounded on
T\T., and by Lemma 14, 5, its graph is closed, that is, the set of points (t, Z,II), such that
t E T\T" , zED, II = I(t, z) is closed. Thus, the single-valued function I(t, z) on the set
t E T\T., zED is continuous with respect to this set.
COROLLARY. Under the assumptions of Theorem 3, the function I(t, z) is measurable on
the set T x D.
Theorem 3 makes it possible to specify on which set the solutions of a Caratheeodory
equation have a derivative and satisfy the equation.
THEOREM 4 [130]. Let the vector-valued function I(t, z) satisfy the condi-
tions (I, 1) in a closed bounded domain a t b, zED eRn.
Then there exists a set To C [a, b] of measure liero, such that for all t E [a, b]\To each
solution of the equation z = I(t, z) has a derivative z(t) equal to I(t, z(t.
74 Solutions of Discontinuous Systems Chapter 2
PROOF [131]: Let the set T. be the same as in Theorem 3,
X(t) = 1 (t e T.), X(t) = 0 (t e Q = [a, b]\T.).
By the assumption I/(t,z)1 ~ m(t), the function met) being summable. For almost all t e Q
(11)
11.
1
+,. d 11
lim - X(I)m(l)ds = - X(I)m(s)dl = O.
"-0 h 1 dt ..
Let Q" be the set of those points of density of the set Q at which (11) holds. Then for each
solution of the equation z = I(t, z) for each t E Q" we have
z(t + h) - z(t) = .!. I(s,z(s))ds
/.
1+,.
h h 1
1 /.1+,.
= h 1 (1- X(s))ds. I(t, z(t))
1 /.1+"
+ h 1 (1 - x(s (f(s, Z(8)) - I(t, z(t))) dt
1 /.1+"
+ - X(I)/(s,z(sds.
h t
Since X(I) = 0 on Q and t is a point of density ofthe set Q, then the first term of the right-hand
side tends to I(t, z(t as h ..... O. In the second term, for BeT. we have 1 - xes) = 0, and
for s ~ T., because of continuity of the function I on Q, the absolute value of the integrand is
less than 6(h) ..... 0 (as h ..... 0), and the whole second term is less than 6(h). By virtue of (11)
the third term tends to lIlero as h ..... O.
The whole right-hand side thus tends to I(t, z(t)) as h tends to lIlero. Hence, for each
t e q', p.Q" = p.Q > b - a - s there exists z(t) = I(t, z(t)). Since s > 0 is arbitrarily small,
the theorem is proved.
Theorem 3 and its corollary are extended to set-valued functions F(t, z) measurable in t
and continuous in z. To achieve this, one can apply Theorem 3 to each coordinate function
p;(F(t, z)) and then repeat the argument used in the proof of Theorem 2.
A further extension to set-valued functions measurable in t and upper semicontinuous
in z is impossible. Such a function may be not measurable in t, z.
Theorems on the choice of single-valued branches (selectors) of set-valued
functions are used in the theory of differential inclusions.
LEMMA 8. If a set A is closed and convex, then the point a E A, a = a(A),
which is closest to a given point b, depends continuously on the set A, that is,
a(Ai) -+ a(A) as o:(A;, A) -+ O.
PROOF: Let o:(Ai' A) -+ 0) (i -+ 00) and let the points ai E Ai and a E A be
the closest to the point b (see Lemma 2, 5). Tnen
(12) p(b, ail = p(b, Ai) -+ p(b, A) = p(b, a).
If some subsequence a i ~ -+ ao ::f a, then ao E A and from (12) it follows that
p(b, ao) = p(b, a). This contradicts Lemma 2, 5.
7
Existence and Properties oj Solutions 75
THEOREM 5. Let for each peE a set A(p) c Rn be nonempty, closed, convex.
Then there exists a single-valued function J(p) e A(p) which is continu-
ous if the function A(p) is continuous and measurable if the function A(p) is
measurable.
PROOF: Take any point a eRn. For each peE in a convex closed set A(p)
there exists only one point closest to the point a (Lemma 2, 5). Denote this point
by J(p). It depends continuously on the set A(p). Therefore, from continuity
of A(p) on E there follows continuity of J(p), and from measurability of A(p)
and from Theorem 2 there follows continuity of J(p) on the set E\E., where
pE. < 6. Since 6 is arbitrary, J(p) is measurable on E.
REMARK: IT we omit the condition of convexity of the set A(p), it is not always
true that we can pick out a continuous branch, whereas we can always pick out
a measurable branch. But to prove this assertion is more difficult [132J.
'1 Existence and Properties of Solutions
Here we prove the existence theorems for solutions of differential inclusions
and differential equations with discontinuous right-hand sides. The limits of
convergent sequences of approximate solutions are shown to be solutions. We
prove theorems on continuation of solutions, on compactness of solution sets.
1. Approximate solutions are often used in existence theorems (for example,
Euler broken lines) and in studies of the dependence of a solution on initial data
and on the right-hand side of the equation. For a differential equation with
a piecewise continuous right-hand side it is natural to consider not only small
variations of the right-hand side in the domains of its continuity, but also small
variations of the boundary of these domains. Therefore, as an approximate
solution of equation 2: = J(t, z) one should consider, in particular, an absolutely
continuous function yet), for which almost everywhere
(1) Iy(t) - J(t,z(t))1 ~ 5, Iz(t) - y(t)1 ~ 5,
where z(t) is some function, and the number 5 is sufficiently small.
Denoting a closed 5-neighbourhood of a set MOby M6, one can write con-
dition (1) as follows
(2)
IT we write z(t) - yet) = pet), condition (1) can be expressed as follows:
yet) = J(t, (y(t) + pet)) + q(t), Ip(t)1 ~ 6, Iq(t) I ~ 5.
In [117J, pet) are called inner and q(t) outer perturbations. Taking into account
Lemmas 9 and 13 from 5, one can replace the condition (2) by a somewhat
more general condition
(3) yet) e [co J(t, (y(tW)]6 .
76 Solutions of Discontinuous Systems Chapter 2
The same definition of an approximate solution is also suitable for a dif-
ferential inclusion with the right-hand side upper semicontinuous in x. If the
right-hand side of an inclusion is upper semicontinuous in t, x, then the defini-
tion of an approximate solution can be extended by replacing f(t, (y(t))6) by
f(t
6
, (y(t))6) in (3).
In 7 and 8 the following definitions are used.
A vector function y(t) is called a 0 -solution (an approximate solution with
accuracy 0) of an inclusion
(4) :i: E F(t, x)
with a function F, upper semicontinuous in t, x, if on a given interval the function
y(t) is absolutely continuous and almost everywhere
(5) y(t) E F6(t, y(t)),
Here and below F( t
6
, y6} implies a union of sets F( t1, Y1) for all t1 E t
6
, Y1 E y6,
that is, for It1 - tl ~ 0, IY1 - yl ~ o.
REMARK: If a set F(t, x} is bounded and convex, if the function F is upper
semicontinuous in t, x in a domain G and a compactum KeG, then for any
e> there exists oo(e) > 0 such that for all 0 ~ oo(e) the graph of the function
Fo (t, x) on K is contained in the e-neighbourhood of the graph of the function
F(t, x) on K. (Indeed, if for a certain e > 0 the points (ti' Xi, tli), i = 1,2, ... ,
lie on the graph of the functions FO;{Oi - 0) outside the e-neighbourhood of the
graph of the function F, then, by choosing a convergent sequence of these points
and using the upper semicontinuity of the function F at the limit point, we come
to a contradiction.)
2. We shall say that in the domain G a set-valued function F(t, x) satisfies
the basic conditions if for all (t, x) E G the set F(t, x) is nonempty, bounded and
closed, convex, and the function F is upper semicontinuous in t, x.
LEMMA 1. Let F(t, x) satisfy the basic conditions in an open domain G. Then
the limit x(t) of any uniformly convergent sequence of ok-solutions Xk(t) (Ok -
0, k = 1,2, ... ) of the inclusion (4) is a solution of this inclusion (if the graph
of the limiting function x{t), a ~ t ~ b, lies within GJ.
PROOF: Take any to E [a, b] and any e > o. The function F is upper semicon-
tinuous, and therefore there exists" > such that in a domain Go (It - tol <
217, Ix - x(to)1 < 317) we have
(6) F(t, x) c F<f, Fo = F(to, x(to)).
Since all the Xk(t) are continuous, so are the x{t). There exist 'Y E (0,17) and ko
such that for k > ko, It - tol < 'Y we have
IXk(t) - x(t)1 < 17, Ix(t) - x(to)1 < ".
From this and from (6) it follows that
7 Existence and Properties of Solutions 77
for 0 = Ole, k> ko, It - tol < 'Y < Y/.
Since XIe(t) is a ole-solution and Fo is convex, then almost everywhere
Now it follows from Lemmas 9 and 13, 5, that for It - tol < 'Y the function x(t)
is absolutely continuous, and :i:(t) E F 6 ~ in the set where :i:(t) exists, i.e., almost
everywhere on the interval It - tol < 'Y.
Such intervals may cover the whole interval la, b], so on la, b] the function
z(t) is absolutely continuous and :i:(t) exists almost everywhere. For each to, for
which :i:(to) exists, it is proved that :i:(to) E F J ~ for an arbitrarily small e > o.
Hence :i:(to) E Fo = F(to, z(to)) , that is, z(t) is a solution.
COROLLARY 1. H F(t, z) satisfies the basic conditions, then the limit of a
uniformly convergent sequence of solutions of the differential inclusion (4) is a
solution of this inclusion.
COROLLARY 2. H F(t, z) satisfies the basic conditions, except the convexity
condition, the limit of a uniformly convergent sequence of solutions of the inclu-
sion (4) is a solution ofthe inclusion :i: E co F(t, z). (Since in this case, by virtue
of Lemma 16, 5, function co F(t, z) satisfies the basic conditions, Corollary 1
can be applied to the inclusion :i: E co F(t, z).)
THEOREM 1 1120], 1122], 133]. Let F(t, z) satisfy the basic conditions in the
domain G.
Then for any point (to, xo) E G there exists a solution of the problem
(7) :i: E F(t,z), x(to) = Xo.
Hthe domain G contains a cylinder Z(to :s;;; t:s;;; to +a, Iz - zol :s;;; b), the solution
exists at least on the interval
(8) to :s;;; t:s;;; to + d, m = sup IF(t, z)l.
z
REMARK: H the domain G contains a cylinder Z'(to - a :s;;; t :s;;; to, Ix - zol :s;;; b),
the solution exists for to - d' :s;;; t :s;;; to, where d' is expressed, as in (8), in terms
of a, b, and m' = sup IF(t, z) I in Z'.
PROOF: There exist a> 0, b > 0 such that Z c G. By Lemma 15, 5, m < 00.
For k = 1,2, . we take
hie = d/k,
i = O,l, ... ,k.
Construct a broken line Zle(t). Suppose Zle(tleo) = zo0 Hfor some i ~ 0 the value
xle(tled = Xlei is already defined and
(9)
78 Solutions of Discontinuous Systems Chapter 2
then taking any tile. E F(tle., XIe.), we define Xle (t) for tie. < t ~ tle,H1 by the
equality
(10)
Since by virtue of (9) (tie., Xlei) E Z, it follows that I Vie. I ~ IF(tle" :tic.) I ~ m, and
from (9) and (10) we have
(11)
Hence the value XIc(tlc,Hd = xIc,H1 is defined and satisfies the inequality ob-
tained from (9) on replacing i by i + 1.
Thus, XIc (t) is constructed successively on intervals [tic., tlc,H1], i =
0,1, ... , k - 1. By virtue of (11) and (8), the graph of the function XIe(t) (to ~
t ~ to + d) is contained in Z. From (10), the function XIe(t) is continuous and
IXIc(t) I ~ m (t =F tlei, i = 1,2, ... ). Hence the function is absolutely continuous.
Since
o < t - tlci < hie,
then XIe(t) is a ole-solution of the inclusion (4), where
Ole = max{hlei mhle } -+ 0 (k -+ 00).
By virtue of (11) and of the estimate IXIe(t)1 ~ m, the functions XIe(t) are
uniformly bounded and equicontinuous. By Arzela's theorem, one can select
from these functions a uniformly converging subsequence. By Lemma 1, its limit
x(t) is a solution of the inclusion (4). From XIe(to) = Xo it follows that x(t
o
) = xo.
LEMMA 2. If F (t, x) satisfies the basic conditions in a closed bounded do-
main D, all the solutions of the inclusion (4) that lie in this domain are equicon-
tinuous.
PROOF: By Lemma 15, 5, IF(t, x)1 ~ minD. Hence for all the solutions lying
in D we have Ixl ~ m,
Ix(t
ll
) - x(t') I ~ mit" -t'l.
THEOREM 2 [122], [33]. Let F(t,x) satisfy the basic conditions in a closed
bounded domain D.
Then each solution of the inclusion (4) lying within D can be continued on
both sides up to the boundary of the domain D.
To prove this, one can repeat the proof of Theorem 4, 1, observing that
now in formula (3), 1, m(s) == const = m, and use Theorem 1, 7, instead of
Theorem I, 1.
The assertions of Lemmas 4 and 5, 1, are also valid for solutions of the
differential inclusion (4) with a function F satisfying the basic conditions in a
closed bounded domain D. The proof of these assertions is not altered, except
that Lemma 2 and Corollary 1 to Lemma 1, 7, are used instead of Lemmas 2
and 3, 1.
7 Ezistence and Properties of Solutions 79
THEOREM 3 [33], [122], [133]. Let the function F(t, z) satisfy the basic condi-
tions in the domain G. Let all the solutions ofthe inclusion (4) with initial data
z(to) = Zo (or with various initial data (to, z(to e A, A is given compactum,
A c G} exist for a ~ t ~ P and their graphs lie in the domain G.
Then the set H of the points lying on these graphs at a ~ t ~ P (the
segment of the funnel) is bounded and closed. The set of these solutions is a
compactum in the metric Ora, Pl.
To prove this, one can repeat the proof of Theorem 5, 1, referring, instead
of the statements of 1, to similar statements of 7.
REMARK: Under the assumptions of Theorem 3, in the case where A is a point
or a connected compactum, the set of solutions is connected in the metric Ora, P]
and the cross-section of the set H intersected by any plane t = const e [a, p] (a
cross-section of the funnel) is also connected [133].
3. In lemmas and theorems proved in 2, one cannot omit the convexity
assumption.
EXAMPLE: Let z belong to RI and the set F(t, z) consist of one point - sgn z,
for z =I- 0, and of two points 1, for z = O. Then the set-valued function
F(t, z) is upper semicontinuous in t, z. For any to a solution with the initial
data z(to) = 0 does not exist for t > to. The functions Xk(t) constructed in the
remark to Lemma 13, 5 (see Fig. 9) are Ole-solutions, Ok = 11k -+ 0, but their
limit x(t) = 0 is not a solution.
One may omit the requirement of convexity if instead of upper semiconti-
nuity of the function F one requires that it should be continuous in x (see 5).
Then the theorems on the existence and continuation of solutions are retained,
but the set of solutions and the segment of the funnel can be non-closed.
EXAMPLE 1134]: Consider a system
(12)
!i = Ui
-1 ~ u(t) ~ 1.
Here the set F(x, y) is the arc of parabola
i.e., it is non-convex (til and tl2 are projections of the points of the set F(x,y)
onto the coordinate axis).
Consider a set of solutions with initial data x(O) = yeO) = 0 on the interval
o ~ t ~ 1. If yet) == 0, then u(t) = 0 almost everywhere, z = _y2 + u
2
=
0, x(t) == O. If yet) ~ 0 (0 ~ t ~ 1), then z = _y2 + u
2
~ 1i in this case z < 1
on the intervals where yet) ~ O. Hence, x(l) < 1 for all the solutions, and the
point t = 1, x = 1, y = 0 belongs neither to the graphs of solutions nor to the
segment 0 ~ t ~ 1 of the funnel.
Consider the solution Xk(t), y,.(t), for which x,.(O) = y,.(O) = 0,
u=l u= -1 (
2i + 1 ~ 2i + 2)
k ",t< k '
80 Solutions of Discontinuous Systems Chapter 2
i = 0, 1,2, .... Then
Therefore, arbitrarily near the point t = 1, x = 1, Y = 0 there exist points of
the graphs of solutions with zero initial data, but the point itself does not lie on
the graph of such a solution. Thus, the set of all these solutions and the segment
o ~ t ~ 1 of the funnel are not closed.
Equations (12) can be considered as equations of a control system, that is, a
system whose motion can be controlled by choosing the function u(t) arbitrarily
within the indicated limits. From what has been said it follows that this system
cannot be transformed from the state x = Y = 0 to the state x = 1, Y = 0 in
unit time, but it can be transformed to a state arbitrarily close to x = 1, Y = 0
by a sufficiently rapid variation of the function u(t) from 1 to -1 and backwards
(sliding motion).
For the case where convexity of the set F(t, x) is not required, the relations
between the sets of solutions of the inclusions :i; E F(t, xl and :i; E co F(t, x) have
been investigated, in particular, in [135]-[140].
If a set-valued function F(t, x) is continuous in t, x, bounded, and satisfies
the Lipschitz condition in x
a(F(t, x'), F(t, XII)) ~ l(t) lx' - x"l,
where the function l(t) is summable, then for any solution xo(t) of the inclusion
:i; E co F(t, x) there exists a sequence of solutions of the inclusion :i; E F(t, x)
uniformly convergent to xo(t) on a given finite interval [138]. These conditions
can be weakened [136J, [140J, but the Lipschitz condition can be neither discarded
nor replaced by the Holder condition.
EXAMPLE [137]: The set F(x, y) does not depend on t and consists of two points
Then co F(x, y) is an interval which joins these points. The vector-valued func-
tion (xo(t), yo(t)) _ 0 satisfies the inclusion (x,y) E coF(x,y), but not the
inclusion
(13) (x,y) E F(x,y).
Suppose the inclusion (13) has a sequence of solutions Xk(t), Ydt), k =
1,2, ... , convergent to zero on some interval a < t < /3. Since x == Y == 0 is not
a solution of the inclusion (13), on any interval ('1,5) c (a, /3) for each k there
is a point tk at which Yk to or Yk = 0, Xk t o. Since for all the solutions
then in the cases Yk(tk) > 0 and Yk(tk) = 0, Xk(tk) t 0 for t > tk we have
ydt) > 0
d ( . r-t:\ ) Yk(t)
-d 2VYk(t) -t = . r-t:\ -1 ~ O.
t V Ydt)
7 Existence and Properties of Solutions 81
Therefore 2VYIo(t) - t does not decrease at t ~ tlo,
and YIo(t) cannot tend to zero on the interval 6 < t < (3.
In the case YIo(tlo) < 0, for t < tlo, we have YIo(t) < 0,
Ylo (t) ~ V -Ylo (t), ~ (2V -YIo(t) + t) ~ o.
Hence, 2V-YIo(t) + t does not increase,
(t<tlo),
and YIo(t) cannot tend to zero on the interval Q < t < "'1.
Thus there is no interval on which the solution x == Y == 0 of the inclusion
(x, y) E co F (x, y) can be a limit of a sequence of equations of the inclusion (13).
However, any solution of the inclusion x E co F(t, x) (x ERn) is always a
limit of some sequence of approximate solutions of the inclusion x E F(t, x) even
if one considers a class of approximate solutions narrower than that analyzed
in 1, namely, the class of quasitrajectories.
For a differential inclusion x E F(t, x) with a bounded function F(t, x)
continuous in t, x, a quasitraiectory [135J is an absolutely continuous vector-
valued function z(t) (a ~ t ~ b) for which there exists a sequence of absolutely
continuous vector-valued functions Xlo(t) with the properties
(a ~ t ~ b)j
P(XIo(t), F (t, Xlo(t))) -+ 0 almost everywhere on[a, bJ.
The additional requirement that the latter limit transition be uniform in t
does not change the class of quasitrajectories [141J.
THEOREM 4 [135J. If a set F(t, x) is nonempty, bounded and closed, and if
the function F is continuous in t, x, the set of quasitrajectories of the inclusion
x E F(t, x) coincides with the set of solutions ofthe inclusion x E co F(t, x).
4. In some open or closed domain of an (n + 1)-dimensional (t, xl-space we
consider a differential equation x = I(t, x) with a piecewise continuous right-
hand side, as in 1, 4, and also the equation
(14) x = f(t, x, Ul(t, x), ... , ur(t, x))
under the assumption c), 2, 4. On surfaces of discontinuity the right-hand side
is defined as in cases a) or c) in 2, 4. Let the domains of continuity of the
function I(t, x) satisfy the condition "'1 of 1, 6. Then, according to 1, 6, the
solutions of the equations :& = I(t, x) and (14) coincide with solutions of some
differential inclusions with convex right-hand sides upper semicontinuous in t, x.
Therefore, from the assertions proved in 2, for differential inclusions there follow
82 Solutions of Discontinuous Systems Chapter 2
the same assertions for differential equations with discontinuous right-hand sides
(under the conditions just mentioned).
A. Through any interior point (to, xo) of the domain there passes a solution.
B. Each solution lying within a given closed bounded domain is continued
on both sides to reach the boundary of the domain.
C. All the solutions lying in a closed bounded domain are equicontinuous.
D. A limit of a uniformly convergent sequence of solutions (or ok-solutions,
where Ok - 0) is a solution.
E. IT all the solutions with given initial data x(to) = Xo (or with all possible
initial data (to, xo) E A, A being a given compactum) exist for a ~ t ~ p, then
the set of points lying on the graphs of these solutions (the segment of the funnel)
is bounded and closed. The set of these solutions is a compactum in the metric
C[a,b].
F. IT in statement E the compactum A is connected, the set of solutions is
connected in the metric C[a,b]; any cross-section t = tl E [a, b] of the funnel is
a connected compactum.
5. Very general existence theorems for solutions of differential inclusions with convex
right-hand sides are proved in [142], [143]. We will first prove a lemma on approximate solutions
which strengthens one of the results of the paper [144].
LEMMA 3. Let vector functions Zk(t) (k = 1,2, ... ) be absolutely continuous for a ~ t ~ II
and let their graphs be contained in a bounded closed domain D. Let the set F(t, z) be
nonempty, bounded, closed, and convex in the domain D for almost all t; let the function F
be upper semicontinuous in z; IF(t, z)1 ~ met), and the function met) be summable:
(15)
:i:k(t) E [coF(t, (Zk(t'1k(t] '1k(t) ,
(16) '71:(t) ~ 0, {b '7!:Ct)dt -+ 0 (k -+ 00).
Then a) the functions Zk(t) are equicontinuous on [a,b]; b) the limit of any convergent
subsequence of the function ZI:(t) is a solution of the inclusion z E F(t, z).
REMARK 1: F(t, (ZI:(t'1k(t is a union of sets F(t,z) for all Z E (ZI:(t))'1k(t), that is, for
all Z in the closed neighbourhood of radius '71:(t) of the point z.\:(t).
REMARK 2: The condition (15) is fulfilled, in particular, as soon as
z.\:(t) = Uk (t) + qk(t),
Ip.\:(t)l ~ '7.\:(t),
Uk(t) E F (t, z.\:(t) + Pk(t j
Iqk(t)1 ~ '7k(t).
PROOF: It follows from (15) that almost everywhere
(17)
Iz,,(t)1 ~ met) + '7,,(t).
For any s > 0 there exist 6 > 0 and ko such that for any disjoint intervals (01;, Pil c [a, II] with
the sum lengths less than 6, and for any k > ko
fJ;
L r m(t)dt < ~ ,
in. 2
i cu
Then for k > ko it follows from (17) that
(18)
~ IZk(P;) - zk(OI;)1 = ~ l l f J ; h(t)dtl < s.
I I ,
7
Existence and Properties 0/ Solutions 83
whence the statement a) follows.
Passing in (18) to the limit by any convergent subsequence
(19) ZA:(t) - z(t),
we deduce that the limiting function z(t) is absolutely continuous.
We will show that 2:(t) belongs to F(t, z(t)) almost everywhere. It follows from (16)
that for any e > 0 the measure of the set where l'l1,(t)1 e, tends to Bero as Ie - 00,
that is, the sequence 'lA:(t) converges to Bero in measure. Therefore, from the subsequence
'lA:(t), Ie = lel, 1e!3J"" one can choose ([64J, p. 110) a new subsequence which converges to Bero
almost everywhere on [a, bJ. For brevity we denote this new subsequence by {'li(t)}, and the
corresponding subsequence from (19) by {Zi(t)}.
For almost all t, taking account of the upper semicontinuity of the function F(t, z) in z,
it follows from Zi(t) - z(t), 'li(t) - 0 that
F (t, (Zi(t))'Ij(t)) C [F(t, Z(t))]";(t) ,
lIi(t) - o.
On the right-hand side we have here a convex set, so one can write the sign co before the
left-hand side. Then we have from (15)
Hence, for any " E R" for almost all t
(20) .lim 2:
o
(t) . II = ep(t) ,p(F(t, z(t)) , II),
.-co
where 'I/J is a support function (3, 6).
For any a,p (a a < p 6) we have
II' (Zi(P) - zi(a)) = "'". 2:i(t) . dt (fJ 2:i(t) . dt.
Ja Ja
Since SUpll '2:j(t) (i i) does not increase with increasing i and tends to the left-hand side
of (20), as i _ 00, we obtain
LfJ II' :i:(t) dt == II . (z(,8) - z(a)) LfJ ep(t)dt.
The interval (a,p) is arbitrary, so " '2:(t) is almost everywhere less than or equal to ep(t). By
virtue of (20),
II' 2:(t) 'I/J(F(t, z(t, II)
almost everywhere on [a, bJ. The same is true for a countable, everywhere denae set of vectors II.
Thus (see Lemma 6, 6, and the paragraph following it), 2:(t) E F(t, z(t almost everywhere.
THEOREM 5 [143J. Let, for almost all t E [to, to + a] and for Iz - zol b,
1) the set F(t, z) be nonempty, closed, convexj
2) the function F be upper ,emicontinuoUB in Zi
3) there exist a single-valued vector function I(t, z) C F(t, z) which is measurable in t
for all Zj
4) there exist a summable function met), such that 1!(t,z)1 met)
Then on the interval to t to + d, where d is defined as in (3), 1, there exists a
solution of the problem
(21)
2: E F(t,z), z(to) = zoo
84 Solutions of Discontinuous Systems Chapter 2
REMARK: If the condition 1) is fulfilled and if the function F is measurable in t for each z,
the condition 3) is fulfilled by virtue of Theorem 6, 6.
PROOF: For Ie = 1,2, ... take
Now we construct a function z,\:(t). Let Zk(tkO)
Zr,(tk;) = Zki has already been defined and
i = 0,1, ... ,1e.
ZOo If for a certain i ~ the value of
(22)
(\O(t) == I: m(8)dS) ,
then for tki < t ~ tk,i+l we put
(23)
Since IJ(t, z)1 ~ met), then from (22) and (23) we have
(24)
Thus, Zk(t) is constructed inductively on the intervals Ik' = [tk" tk,HI], i = 0,1, ... , Ie-
1. On the whole interval [to, to + d] the inequalities (24) are valid, the vector functions z,,(t)
are absolutely continuous and, almost everywhere on each interval I",
where Fo(t, z) is a part of the set F(t, z) contained in a ball of radius met) with centre at the
origin. The function Fo(t, z) also meets the requirements 1)-4) of Theorem 6.
Let Zk(t) = Z"i (tli ~ t < tl,i+l, i = 0,1, ... , Ie - 1). Then
(Ie -+ 00).
By virtue of Lemma 3, from the sequence {z,,(t)} one can choose a uniformly convergent
subsequencej its limit is a solution of the problem Z E Fo(t, z), z(to) = Zo and, accordingly, of
the problem (21).
LEMMA 4 [143]. Let the requirements of Theorem 5 and IF(t, z)1 ~ ml(t) be met and let the
function ml(t) be summable.
Then the solutions of the problem (21) on the interval [to, to + d] form a compactum in
the metric O.
PROOF: The assertion follows from Lemma 8 if Zk(t) = z,,(t), u,,(t) = Zk(t).
THEOREM 6. Let a set-valued function F(t, z) be d e f i n ~ d in a domain G and let the conditions
of Lemma 4 be fulfilIed in each bounded closed domain D C G, possibly with different functions
met) and ml(t) for different domains D.
Then the solutions of the inclusion Z E F(t, z) in the domain G possess the properties A-F
listed in 4.
The assertion is proved by methods similar to those used in 2j in this case references
to Lemmas 1 and 2, and to Theorem 1, are replaced by references to Lemmas 3 and 4, and
Theorem 6. These assertions are proved in [143] under somewhat less general assumptions.
In the case where the set F(t,z) can be non-convex, for the existence of a solution it is
insufficient that the function F be upper semicontinuous (example in 3).
7
Existence and Properties of Solu.tions 85
THEOREM 7 [145]. Let for to t to + a, Iz - zol b a set F(t, z) be nonempty and
closed; let IF(t, z)1 m(t), the function met) be summable, and the function F be continuous
in z, measurable in t. Then for to t to + d there exists a solution of the problem (21).
It is shown in [146] that at the points at which the set F(t,z) is convex, the condition of
continuity of the function F in z can be weakened down to upper semicontinuity.
6. The differential equations with discontinuous right-hand sides, which extend the
Caratheodory equations to the case where the right-hand sides can be discontinuous in t and
in z, are considered in [107], [108], [93].
Let the vector-valued function J(t, z) be defined almost everywhere and measurable in
the domain G of the (t, z)-space (z E RR) and let there exist, for each bounded closed domain
D c G, an almost everywhere finite function met) such that
(25) IJ(t, z)1 met)
almost everywhere in D.
Let F(t, z) be the smallest closed convex Bet containing all limit values of the vector
function J(t, z'), where tending to z. z, spans almost the whole neighbourhood (that is, except
for a set of measure zero) of the point z, that is,
(26) F(t, z) = n n Co/(t, z6\ N).
6>0,.N=0
Here Co implies convex closure (I, 5); intersection is taken over all sets N of measure zero and
over all 6 > o.
The function I(t, z) being measurable in the domain G. it is measurable for almost all t
on the cross-section Gt of the set G intersected by the plane t = const, and in (25) met) < 00.
For these t (a set of such t will be denoted by E) the function I( t, z), regarded as a function of z
only, is approximately continuous almost everywhere ([64]. pp. 287, 396), that is, everywhere
except on a set No(t) of measure zero. For tEE, one can write, instead of (26),
(27) F(t, z) = n coJ (t, z6\ No (t) ,
6>0
Hence the set F(t, z) is nonempty, bounded, closed, and convex. For the remaining t the set
F(t, z) may remain undefined. Instead of intersection over all 6 > 0, one can take intersection
over an arbitrary sequence 6 = 6. _ +0 (i = 1,2, ... ). The function (27) can be easily shown
to be upper semi continuous in z.
The vector-valued function z(t) defined on an interval [a, b] is called [93] a .olution of the
equation
(28) z = J(t,z)
if it is absolutely continuous and z(t) E F(t, z(t almost everywhere.
This definition does not, obviously, depend on the choice of the coordinate system in the
z-space. The definitions from (107) and [108] do not possess this property.
For the equations, the solutions in the sense of this definition coincide with
the solutions in the sense of l,ll, and for equations with piecewise continuous right-hand sides
they coincide with the solutions in the sense of definition a) in 2, 4.
THEOREM 8 [93). Let, in an open domain G, a vector-valued function J(t,z) be measurable
and almost ever,ywhere satisfy the inequality (25) with a summable function met).
Then for any point (to, zo) e G there exists a solution of equation (28) with the initial
dsta z(to) = zoo The solution is defined at least on the interval [to - d, to +d], where d is such
that the whole of a cylinder Z
It - tol d, Iz - zol
84 Solutions of Discontinuous Systems Chapter 2
REMARK: If the condition 1) is fulfilled and if the function F is measurable in t for each x.
the condition 3) is fulfilled by virtue of Theorem 5. 6.
PROOF: For k =: 1.2 ... take
h" =: d/ k.
i=:O.I ... k.
Now we construct a function x,.(t). Let x"(t,,o) == Xo. If for a certain i ~ the value of
x"(t,,,) =: x", has already been defined and
(22)
( ~ ( t ) == I: m(s )dS) .
then for t", < t ~ t",,+1 we put
(23)
x,,(t) = z", + I' I(s. z",)ds.
tk"
Since I/(t. x)1 ~ m(t), then from (22) and (23) we have
(24) Ix,.(t) - zol ~ ~ ( t ) ~ b
Thus, z,.(t) is constructed inductively on the intervals I", =: [tk'. tk,i+d, i = 0,1, ... , k-
1. On the whole interval [to. to + dJ the inequalities (24) are valid. the vector functions z,.(t)
are absolutely continuous and, almost everywhere on each intervallki
where Fo(t, x) is a part of the set F(t. x) contained in a ball of radius m(t) with centre at the
origin. The function Fo(t, x) also meets the requirements 1)-4) of Theorem 5.
Let Zk(t) == Xki (tA:; ~ t < tk,Hl, i == 0,1 ... k - 1). Then
(k --+ (0).
By virtue of Lemma 3. from the sequence {Zk(t)} one can choose a uniformly convergent
subsequence; its limit is a solution of the problem :i: E Fo(t. z). x(to) =: Xo and, accordingly. of
the problem (21).
LEMMA 4 [143J. Let the requirements of Theorem 5 and IF(t. x)1 ~ ml(t) be met and let the
function ml (t) be Bummable.
Then the solutions of the problem (21) on the interval [to. to + d] form a compactum in
the metric C.
PROOF: The assertion follows from Lemma 3 if Zk(t) = Xk(t). u,.(t) =: :i:,,(t).
THEOREM 6. Let aBet-valued function F(t. z) be defined in a domain G and let the conditions
of Lemma 4 be fulfiIIed in each bounded closed domain D C G, possibly with different functions
m(t) and ml(t) for different domains D.
Then the solutions of the inclusion :i: E F( t. z) in the domain G possess the properties A-F
listed in 4.
The assertion is proved by methods similar to those used in 2; in this case references
to Lemmas 1 and 2, and to Theorem 1. are replaced by references to Lemmas 3 and 4, and
Theorem 5. These assertions are proved in [143] under somewhat less general assumptions.
In the case where the set F(t, x) can be non-convex, for the existence of a solution it is
insufficient that the function F be upper semicontinuous (example in 3).
57
Existence and Properties of Solutions 85
THEOREM 7 [145]. Let for to t to + a, Iz - zol b a set F(t, z) be nonempty and
closed; let IF(t, z)1 m(t), the function met) be summable, and the function F be continuous
in z, measurable in t. Then for to t to + d there exists a solution of the problem (21).
It is shown in [146] that at the points at which the set F(t, z) is convex, the condition of
continuity of the function F in z can be weakened down to upper semicontinuity.
6. The differential equations with discontinuous right-hand sides, which extend the
Caratheodory equations to the case where the right-hand aides can be discontinuous in t and
in z, are considered in [107], [1081, [93].
Let the vector-valued function I(t, z) be defined almost everywhere and measurable in
the domain G of the (t, z)-space (z eRR) and let there exist, for each bounded closed domain
D c G, an almost everywhere finite function met) such that
(25) I/(t, z)1 met)
almost everywhere in D.
Let F(t, z) be the smallest closed convex set containing all limit values of the vector
function I(t, z'), where tending to z, z, spans almost the whole neighbourhood (that is, except
for a set of measure zero) of the point z, that is,
(26) F(t, z) = n n co/(t, z6\ N).
6>0 flN=o
Here co implies convex closure (I, 56); intersection is taken over all sets N of measure zero and
over all 6 > o.
The function I(t, z) being measurable in the domain G, it is measurable for almost all t
on the cross-section Gt of the set G intersected by the plane t = const, and in (25) met) < 00.
For these t (a set of such t. will be denoted by E) the function I(t, z), regarded as a function of z
only, is approximately continuous almost everywhere ([64], pp. 287, 396), that is, everywhere
except on a set No(t) of measure zero. For teE, one can write, instead of (26),
(27) F(t, z) = n col (t, z6\ No(t) ,
6>0
Hence the set F(t, z) is nonempty, bounded, closed, and convex. For the remaining t the set
F(t, z) may remain undefined. Instead of intersection over all 6 > 0, one can take intersection
over an arbitrary sequence 6 = 6, -+ +0 (i = 1,2, ... ). The function (27) can be easily shown
to be upper semicontinuous in z.
The vector-valued function z(t) defined on an interval [a,b] is called [93] a ,olution of the
equation
(28) z = I(t,z)
if it is absolutely continuous and z(t) e F(t, z(t almost everywhere.
This definition does not, obviously, depend on the choice of the coordinate system in the
z-space. The definitions from [107] and [108] do not possess this property.
For the equations, the solutions in the sense of this definition coincide with
the solutions in the sense of l,fU, and for equations with piecewise continuous right-hand sides
they coincide with the solutions in the sense of definition a) in 2, 4.
THEOREM 8 [93]. Let, in an open domain G, a vector-valued function I(t,z) be measurable
and almost everywhere satisfy the inequality (26) with a summable function met).
Then for any point (to,zo) e G there exists a solution of equation (28) with the initial
data z(to) = zoo The solution is deRned at least on the interval [to - d, to + d], where d is such
that the whole of a cylinder Z
It - tol d,
86 Solutions of Discontinuous Systems Chapter 2
is contained within the domain G (,. being equal to the larger integral of the function met)
over the intervals [to - d, to] and [to, to + d]).
PROOF: Let Po = po(Z, 8G), w" be the volume of the ball 1111 < p" = 2-1: Po,
(29)
1
I,,(t,z) = -
w"
! I(t, z + lI)dll.

For k = 1,2, ... the function fA: is defined for Iz - Zo I r and, for almost all t E [to - d, to +
dj, continuous in z, measurable in t, z and, therefore, measurable in t for almost all z (and
measurable in t for all z due to continuity in z), l!k(t, z)1 met). Thus, the function !k in Z
satisfies the Caratheodory conditions, and by Theorem 1, 1, for to - d t to + d there
exists a solution z,,(t) of the problem
which lies in the cylinder Z. It follows from (29) and from Lemma 12, 5, that almost every-
where (more precisely, for t E Ej the set E has been defined above)
"'(t,z) E
No(t) is the same as in (27). For II E \ No(t) the function I(t, II) is approximately contin-
uous in II, hence l(t,lI) EF(t,II)' Therefore
(30)
almost everywhere.
The function F being semicontinuous in z, it follows from Lemma 14, 5, that the set
F(t, (z,,(t))PI:) on the right-hand side of (30) is closed. By virtue of Lemma 3, from the sequence
{z,.,(t)} one can choose a uniformly convergent subsequence, and its limit is a solution of the
inclusion :i E F(t, z), i.e., a solution of equation (28).
THEOREM 9 [93]. Under the assumptions of Theorem 8 the solutions of equation (28) possess
the properties A-F listed in 4.
PROOF: Solutions of equation (28) coincide with solutions of the inclusion :i E F(t, z) in
which the function F is defined in (26) and (27). The'function F meets the requirements 1)
and 2) of Theorem 5.
We shall show that the requirements 8) and 4) are met also. It has been shown that the
function (29) is measurable in t and that l!k(t, z)1 met) almost everywhere, more precisely,
for tEE. Let H(t,z) be a set of all the limit points of a sequence I,,(t, z), k = 1,2, ....
Obviously, for tEE the sets H(t,z) and coH(t,z) are bounded and closed. Since for any
aERR
p(a,H(t,z = lim Ifk(t,z)-al,
the functions pea, H(t, z and H(t, z) are measurable in t, so is coH(t, z) (3, 6).
Since, as in fk(t, z) E coF(t, zPi:), p" -+ 0, and the function F is upper semicontin-
uous in z, thencoH(t,z) C coF(t,z) = F(t,z). By TheoremS, 6, there exists a single-valued
function
r(t,z) E coH(t,z) C F(t,z),
which is measurable in t.
It follows from (25) that IF(t, z)1 met) for almost al1 t. For the function F(t, z) the
conditions 3) and 4) of Theorem S are, therefore, fulfilled also. Then, by virtue of Theorem 6,
the solutions of the inclusion :i E F(t, z) and, therefore, the solutions of equation (28) possess
the properties A-F.
For theorems on differential inequalities for equations with discontinuous right-hand sides
see [112].
8 Dependence 0/ Solution on Initial Data 87
8 Dependence of Solution on Initial Data and on the Right-Hand
Side of the Equation
It is shown that in the case of uniqueness a solution depends continuously
on initial data and on the right-hand side of the equation or inclusion, whereas
in the case of non-uniqueness a set of solutions depends on the initial data in a
semicontinuous way. Applicability of the definitions a)-<:) , 4, for an approximate
description of motion in various physical systems, is established.
1. Let a set-valued function F(t,:z;) be defined in some eo-neighbourhood
Do of a set D, and F"'(t,:z;) be defined on the set D. For 0 < 0-/2 < eo and for
each point (t,:z;) ED a set F(t
6
, :z;6) is then defined as a union of sets F(tl,:z;d
over all tl E t
6
, :Z;1 E :z;6. We write d
D
(F, F) ~ 0 if and only if for all (t,:z;) ED
(1)
(the notation is borrowed from 7, 1). H (1) is valid, any solution of the inclusion
Z E F"'(t,:z;) lying in D is a o-solution (1, 7) of the inclusion Z E F(t, :z;).
The number d
D
(F*, F) equal to the infimum of those 0 for which (1) is valid
can be called a measure of deviation of the set-valued function F* from F . Under
the conditions formulated in the remark (1, 7) and for a sufficiently small 0, it
follows from (1) that the graph of the function F* lies in a small neighbourhood
of the graph of the function F.
LEMMA 1. Let F(t,:z;) satisfy the basic conditions (2, 7) in the open domain G,
and let :z;.(t) be a o.-solution of the inclusion
(2) Z E F(t, :z;),
lying for a. ~ t ~ P. in a closed bounded domain D c G, i = 1,2, ... J
(3) O. -+ 0,
Then from the sequence {:z;.(t)} one can choose a subsequence which converges
uniformly to the solution :z;(t) of the inclusion (2) on each segment [a',p'] c
(Ct, P)j in this case :z;( Ct) = :Z;o, :z;(,8) = :z;*.
PROOF: By Lemma 15, 5, IF(t,:z;) I ~ min DP, where p > 0 is small enough
for DP C G. Then for 0.-/2 ~ p
(4)
Now one repeats the reasoning of the proof of Lemma 5, 1, taking met) = m+ p.
By Lemma 1, 7, the limit of the convergent subsequence will be a solution.
THEOREM 1. Let F(t,:z;) satisfy the basic conditions (2, 7) in the open do-
main G; to E [a, bl, (to, :z;o) E G; let all the solutions of the problem
(5) Z E F(t, :z;), :z;(to) =:z;o
88 Solutions of Discontinuous Systems Chapter 2
for a t b exist and their graphs lie in G.
Then for anye > 0 there exists a 8> 0 such that for any to E [a, bj, Xo and
F*(t, x) satisfying the conditions
(6)
- tol 0, - xol 0, da(F*,F) 0
and the basic conditions, each solution of the problem
(7) * E F*(t, x*), =
exists for a t b and differs from some solution of the problem (5) by not
more than e.
This implies that each solution x*(t) of the problem (7) either exists on [a, bj
or can be extended to the whole segment [a, bj, and that for this solution there
exists a solution x(t) of the problem (5) such that
max Ix*(t) - x(t)1 e .
..
PROOF: By Theorem 3, 7, the set H of points (t, x), a t b, belonging to the
graphs of solutions of the problem (5) is bounded and closed. By Lemma 1, 5,
p(H, aG) = Po > O.
Suppose the theorem is false. Then for some e (0 < 2e < po) there exists a
sequence of solutions x.(t), i = 1,2, ... , of the problems
(8) i = 1,2, ... ,
for which, as O. -> 0 (i -> 00), we have
and the solution Xi either does not extend to the whole segment [a, bj, or for each
solution x(t) of the problem (5)
(9) max IXi(t) - x(t)1 > e.

for all i. In both cases, for all i > i
o
, the point (toi' XOi) lies in H6 and the
solution Xi(t) lies in H
C
for ai t (3., to. E (a., (3.), and the points
lie on the boundary aH" of the closed domain He (Theorem 2, 7). Let us
choose a subsequence i = i
l
, i
2
, .. -> 00 such that
(10)
Applying Lemma 1 to the subsequence x.(t), i = i
l
,i
2
, .. , we obtain a new
subsequence P converging to the solution x(t) of the inclusion (2) which passes
through the points p and q.
8
Dependence of Solution on Initial Data 89
Since the solution x.(t) passes through the point (tot,%o.) -. (to,xo), then,
by virtue of (4), for i > i* the solution x.(t) on a closed interval [to, to.) or [to., to)
lies within H- and
This implies that x(t) is a solution of the problem (5), and its graph for
max{ajt
p
} ~ t ~ min{bjtq }
lies in H. Then it follows from (10) that tp < a, tq > b. Now it follows from
Lemma 1 that the subsequence P converges to x(t) uniformly on [a, b). This is
in contradiction with (9).
COROLLARY 1. Let F(t, x) satisfy the basic conditions in the domain G, let
for t ~ to the problem (5) have a unique solution x(t) and let its graph on the
segment [to, b ] lie within G.
Then for any IS > 0 there exists a 5 > 0 such that for any to, x
o
, F* (t, x)
satisfying the inequalities (6) and the basic conditions in G each solution on the
problem (7) on the segment [to, b) exists and differs from x(t) less than by IS.
Thus, from the right uniqueness of the solution there follows a right-hand
continuous dependence of the solution on the initial data and on the function F.
A similar assertion is valid for the segment [ao, to].
COROLLARY 2. Let F(t, x) satisfy the basic conditions in the open domain G
and let all the solutions of the problem (5) with all possible initial data (to, %0) E
M (M is "a given compactum) for a ~ t ~ b exist with their graphs lying in G.
Then for any IS > 0 there exists 5 > 0 such that for any compactum M* C
Mii and for any function F* (t, x) satisfying the basic conditions and the condition
dG(F*, F) ~ 5 each solution of the problem (7) with an arbitrary (to, xo) E M*
for a ~ t ~ b exists and differs from a certain solution of the problem (5) with
some (to, xo) E M by not more than e.
PROOF: IT the assertion is not true, there exists a sequence of solutions of the
problems (8) for which the initial points go infinitely close to M, and the solutions
themselves either satisfy the inequality (9) or fail to exist on the whole of the
segment [a, b]. Let us choose a subsequence of solutions for which the initial
points converge to a certain point (to, xo) E M. For these solutions there holds
the assertion of Theorem 1. But this contradicts the above assumption.
According to Corollary 2, the set of solutions of the problem (7) with
(to, xo) E M* lies in an IS-neighbourhood (in the metric C[a, b]) of the set of
solutions of the problem (5) with (to, xo) EM. Hence, the segment a ~ t ~ b of
the funnel ofthe set M* for the inclusion :i; E F* (t, x) lies in the e-neighbourhood
of the segment of the funnel of the set M for the inclusion (2). Thus, a set of
solutions with initial data from a given compactum and a segment of a funnel
depend upper semicontinuously on this compactum and on the right-hand side
of the inclusion.
90 Solutions of Discontinuous Systems Chapter 2
2. From Theorem 1 similar theorems are deduced for differential equations
with piecewise continuous right-hand sides if the solutions are understood in the
sense of the definition a) or c), of 4.
Let the vector-valued functions f(t, x) and I*(t, x) be piecewise continuous
in the domain G, as in 1, 4, and satisfy the condition 'Y of 1, 6. We will write
dO(I*, f) 5 if and only if for each point of continuity (t, x) of the function 1*
there is a point of continuity (t', x') of the function I such that
(11)
It' - tl 5, Ix' - xl 5,
If(t', x') - J*(t,x)1 5.
Note that it does not follow from (11) that under any of the definitions 4,
the values of the functions 1* and I on the surface of discontinuity differ by not
more than 5. For example, if x = (X1,X2),
I (u(x)) = (2 - 1.;0.1- 0.11.),
1. = (X2 < 0),
J* (u(x)) = (2 - 1.;0.2 - 0.11.),
1. = 3 (X2 > 0),
then for X2 oF 11* - II = 0.1, and by virtue of each of the definitions 4,
for X2 = we have 1= (1,0), 1*(0,0).
The following theorem assumes that in the open domain G the vector-valued
functions I(t, x) and 1* (t, x) are piecewise continuous and satisfy the condition 'Y
and that all the solutions are understood in the sense a), 4, to E [a, b], (to, xo) E
G.
THEOREM 2. Let all the solutions of the problem
(12) :i: = f(t, x),
x(tol = Xo
exist for a t b and let their graphs be contained in G.
Then for any > there exists 5 > such that for any to E [a, b], Xo and
I*(t, x) satisfying the conditions
(13)
- xol 5,
each solution of the problem
(14) :i:'" = J*(t, x), x'"(t(j) =
exists for a t b and differs for these t from a certain solution of the prob"
lem (12) by not more than bye.
PROOF: According to 1, 6" under the condition 'Y equations (12) and (14) are
equivalent to the inclusions
:i: E F(t, x), :i:'" E F* (t, x*).
In the domains of continuity of the function I we have F = I, and at the points
of discontinuity F(t, x) = coH(t,x), where H(t,x) is a set of limit values for
8
Dependence 0/ Solution on Initial Data 91
I(ti, Xi) for ti - t, Zi - z. This is also the case with F*. According to 6, 1,
the functions F and F* are upper semicontinuous in t, z.
IT the function f* is continuous at the point (t, z), we have from (11)
r(t,z) = f*(t,z) c [/(t',z')J
6
C [F(t
6
,z6)]6.
If, however, f* is discontinuous at the point (t, z) and continuous at the points
(ti' z.) - (t, z), then
(15) r(ti, :ii) C zmo , - til 6, - z. I 6.
For sufficiently large i the points !(ti, zi) are contained in an arbitrarily small
neighbourhood of the set F(t
6
, z6); otherwise, for a certain e > 0 there would
exist a subsequence of points f(ti, zD not contained in [F(t
6
, z6W. It would be
possible to choose a further subsequence from it (i = '1,'2,'" - 00) such that
(i=i1c-oo).
But in this case U E C F(t
6
,z6). This is in contradiction with the
choice of the first subsequence.
From what has been proved and from (15) it follows that the set H*(t, z)
of the limit values for f*(ti,Zi) is contained in [F(t
6
,z6)J6. Since F*(t,z) =
co H* (t, z) (1, 6) we obtain, using Lemma 9, 5,
r(t,z) C co ([F(t
6
,z6)t) = [coF(t
6
,z6)t.
Thus (1) follows from (13), and the validity of the assertion of Theorem 2
follows from Theorem 1,
(16)
(17)
We will formulate a similar theorem for the problem
z = ! (t, Z, Ul (t, z), ... , ur(t, z)),
z(to) = Zo,
where (t, z) E G, ! is a continuous vector-valued function, Ui (t, z) is a scalar
function discontinuous only on a smooth surface Si, i = 1, ... ,r. A theorem
similar to this is proved in [95J. As in the case c), 4, solutions of equation (16)
are solutions of the inclusion
(18)
z E co Fdt, z),
Fl (t, z) = ! (t, Z, U1 (t, z), ... , Ur(t, z)) .
At the points of continuity of the function ut the set U. (t, z) is the point ut (t, z),
while at the points of discontinuity, i.e., on the surface Si, the set U. (t, z) is a
line segment joining the points ui(t, z) and ut (t, z), which are the limit values
for Ui(t', z') as t' -+ t, z, -+ z.
It is assumed that (to, zo) E G, a to b. The same assumptions are
made for the problem
(19)
z = r (t, z, z), ... , z)),
The function r is continuous, the function u; is either continuous, or discon-
tinuous only on the surface S;, i = 1, ... , r.
92 Solutions of Discontinuous Systems Chapter 2
THEOREM 3. Let for a t b all the solutions (in the sense of the defini-
tion c), 4} of the problem (16), (17) exist and lie in the open domain C.
Then for any > 0 there exists 0 > 0 such that for any to E la, bj, xo, /*, ui
satisfying the conditions
(20) - tol S, Ixo -xol S, 1/* - II S,
i = 1, ... , T, each solution of the prqblem (19) exists for a t b and differs for
these t from some solution of the problem (16), (17) by not more than e.
PROOF: According to 1, 6, the function co FI (t, x) satisfies the basic conditions
of 2, 7. By Theorem 3, 7, the set H of points (t, x), a t b, which lie on
the graphs of solutions of the problem (16), (17), is bounded and closed. By
Lemma 1, 5, p(H, aC) 30' > o. Next, the function Ui and I are examined
only for (t, x) E H<T, (t', x') E H2t7.
For any points (t, x) and (t', x') for one and the same domain of continuity
of function Ui we have, for t' E t", x' E x" ,
(21) Iudt', x') - Ui(t, x) I J.L(I']).
The function J.L(7]) can be taken common for all Ui, i = 1, ... , Tj J.L(7]) -> 0 as
7] -> o. If t' E t", x' E x" and
i = 1, ... , T,
we have
(22) If(t', x', ... , - I(t, x, Ul, ... , ur)1 1/(1]),
where 1/(1/l -> 0 as I'] -> o.
Assuming the contrary and using the compactness of H
t7
, we prove the
following. For any 0 > 0 there exists S = S(O) > 0, such that for each set of
indices N = (il, ... ,i.) and for each point (t,x) E Ht7 whose neighbourhood
(t
8
,x
6
) contains points of all surfaces Si, i E N, the set (to,xO) contains a
point common to all these surfaces, more precisely, a point of the set niENSi.
Obviously, 0(0) o.
Let 0 < 0 < 0', 0 < S < 0(0). By virtue of the last inequality in (20), for
each point (T, e) close to the point (t, x) E Ht7 and for each i T there exists a
point (Tf, en E (T'\ e
6
) such that
(23)
If in (to, e) there are no points of surfaces S1, ... , Sr, then, by virtue of (23)
and (21), as (T, e) -> (t, x), all the limit values of the function UnT, e) are
contained in the (S + J.L(S))-neighbourhood of the value u;(t, x), i.e.,
(24)
ut(t, x) c (Ui(t, x)) 6+1-'(0) ,
i = 1, ... , T.
8
Dependence 01 Solution on Initial Data 93
If in (t
D
, x
D
) there are points of one or several surfaces S. (Le., surfaces S.
with numbers i EN), in (t
9
, x
9
) there exists a point (t', x') common to all these
surfaces. Arbitrarily close to this common point there exist points of each of
the two domains into which the space is separated by the surface S., i.e., points
of each of the domains of continuity of the function ttl' i E N. In both cases
(i E Nand i . N), arbitrarily close to the point (t', x') there are points (r?, e?)
belonging to the same domain of continuity of the function Ui, as the point (rI, en
in (23).
One may assume that 7', e, 7'.0, e? differ from t, x, t', x' (respectively) by less
than 0/2. Since (t',x
'
) E (t
9
,x
9
), (rI, en E (7's,e
S
), I7'I-r,ol < f'J, l e ~ - e ? 1 <
f'J, f'J = {} + 20. Now, by virtue of (21),
(25)
As (7', e) ---+ (t,x), (rp, e?) ---+ (t', x'), it follows from (23) and (25) that
(26) i = 1, ... ,r.
Thus, for each point (t,x) E HtJ' there exists a point (t', x') e (t
8
,x
8
) for
which (26) is valid (in the case (24) t' = t, x' = x). Then, by virtue of (22) and
of the inequality 11* - II ~ 0, the set
Ft(t, x) = r (t, x, U;(t, x), ... , U;(t, x))
is containe:l in the (0 + v(f'J-neighbourhood of the set Fdt', x') C Fdt
9
,x
8
).
With the help of Lemma 9, 5, we obtain
(27)
*( ) [ (9 9)]D+v{rll
co Fl t, x C co Fl t ,x .
As 6 ---+ 0, we may take {} = 0(6) ---+ O. Then f'J = {} + 26 ---+ 0, v(f'J) ---+ O.
Hence, if 0 is sufficiently small, the number dD (co Fi, co F
1
) for the domain
D = HtJ' is arbitrarily small, and from Theorem 1 there follows the assertion of
Theorem 3 for solutions of the inclusions
X E coF
1
(t, x), X E co Fi(t, x),
which are equivalent to equations (16) and (19).
COROLLARY. If under the assumptions of Theorem 2 (or Theorem 3) the prob-
lem (12) {correspondingly, the problem (16), (17) has a unique solution on the
interva1[to, bj, as well as on any smaller interval [to, cj C [to, bj, then for to ~ t ~ b
this solution depends continuously on the initial data and on the right-hand side
of the equation.
In this case, small variations of the right-hand side are variations, similar to
those in (13) and (20) for a small o. This means that it is not only small variations
of piecewise continuous functions I in (12) and Ui in (16) in the domains of
their continuity, but also small variations of the boundaries of these domains are
admitted.
94 Solutions of Discontinuous Systems Chapter 2
Figure 12
3. Differential equations with discontinuous right-hand sides are often used
as a simplified mathematical description of some physical systems. The choice
of one or another way of definition of the right-hand side of the equation on a
surface of discontinuity, for instance, the definitions a), b) or c), 4, depends on
the character of the motion of the physical system near this surface. Suppose
that outside a certain neighbourhood of a surface of discontinuity of the function
I(t, x) the motion obeys the equation :i; = I(t, x). In this neighbourhood the law
of motion may be not completely known. Suppose the motion in this neighbour-
hood may proceed only in two regimes, and switching over from one regime to
the other has a retardation, the value of which is known only to be small. Using
these incomplete data, we should choose the way of defining the right-hand side
of the equation of the surface of discontinuity, so that for a sufficiently small
width of the neighbourhood the motions of the physical system differ arbitrarily
little from the solutions of the equation :i; = f(t, x) defined in the way we have
chosen. The theorems proved above make it possible to motivate the choice of
one or another way of definition in some frequently discussed cases.
Let the piecewise continuous vector function f(t, x) and the solutions of the
problem (12) meet the requirements of Theorem 2, the function yet) be absolutely
continuous and /y(to) - xo/ ~ S. In each of the domains of continuity G. the
function I is equal to some function I. continuous in G . Let the function f. be
continuously extended from the domain Go into its S-neighbourhood.
1
0
Let, outside the S-neighbourhood Mli of the set M, on which the function
f is discontinuous, yet) satisfy the equation y = f(t, y), and in the neighbourhood
itself let
(28)
/y(t) - f (t, z(t))/ ~ 0,
for almost all t where z(t) is any function such that /z(t) - y(t)/ ~ o. In par-
ticular, at each point of Mli, which is at a distance not greater than S from the
domains Gi, Gj , Gk, ... , the motion may obey any of the laws
iI = Mt, y), y=fj(t,y), if = !k(t, y), ....
The switching, i.e., the change-over from motion under the law iI = h(t, y) to
motion under the law iI = fi(t, y), may occur at any point of the Mli which is
at a distance not greater than 0 from the domains G
i
and Gj (Fig. 12).
8
Dependence of Solution on Initial Data. 95
Then on a given interval a ~ t ~ b the function y(t) differs from some
solution (in the sense of the definition a), 4) of the problem (12) by less than
any 6 > 0 if 0 = 0(6) is sufficiently small.
We shall show this. By virtue of the definition a), 4, the equation $ =
f(t, $) is equivalent to the differential inclusion $ E F(t, $). According to (28),
yet) E [F(t, (y(t))SjS, and the result follows from Theorem 1.
2 Let, for almost all t,
yet) = / (t, y(t - 1')) , o ~ l' ~ o.
The retardation l' may have a constant value or may vary arbitrarily between 0
a.nd o.
Then for y( t) there holds the same statement as in the case 1.
We shall show this. In a domain where If I ~ m, we have for 0 ~ l' ~ 0
Iy(t - 1') - y(t)! ~ mo,
yet) E F (t, (y(t))mS) ,
the function F being the same as in the case 1. Now the assertion follows from
Theorem 1.
3 Let, in the o-neighbourhood of the set of points of discontinuity of the
function f, the derivative yet) differ for almost all t by not more than 0 from
some mean (with any nonnegative weights) values of the function f(t, $) in the
6-neighbourhood of the point (t, y(t)) , for example,
Iy(t) - (at!(t,zl) + ... + amf(t,zm))1 ~ 6,
al + ... + am = I, ai ~ 0, IZi - y(t)l ~ 6, i = 1, ... , m,
(29)
where the numbers ai and the vectors Zi may depend arbitrarily on t and yet).
(30)
Another possibility is: Iy(t) - f*(t,y(t))! ~ 0,
ret, y) = / f(t, $)p(t, $, y)d$,
1"-111<05
p(t,$,y) ~ 0, / p(t,$,y)d$ =1.
1"-111<05
In particular, if the function pet, $, y) is continuous for i$ - yi ~ 0, then the
function (30) is continuous.
Then in both cases (29) and (30) the same statement as in the case 1 is
valid for yet).
We shall show this. The values of the function f(t, $) through which the
mean is expressed belong to the set f(t
S
, yS) c F(tS, yS) and, therefore, the
mean belongs to the set co F(tS, yS), and
Now the assertion follows from Theorem 1.
96 Solutions of Discontinuous Systems Chapter 2
REMARK: If in (29) the ai are not numbers but matrices, then the assertion is,
generally false.
4 Some other cases are known where solutions of a discontinuous system
must be understood in the sense of the definition a}, 4. For instance, it is shown
in [147] that for a normal linear system (a linear system in general position)
with scalar control a time-optimal solution is also a solution in the sense of the
definition a}, 4, of some discontinuous system obtained in solving the problem
of synthesis of optimal control.
5 Now consider equation (16). Let the functions f, Ul>' , Ur and solutions
of the problem (16), (17) satisfy the conditions formulated in Theorem 3 and
before it. Let an absolutely continuous vector-valued function y(t} satisfy the
inequalities Iy(to) - xol 5 and
(31) I y (t) - f (t, y( t) , th ( t, Y ( t)) , ... , Vr (t, y ( t))) I 5,
almost everywhere. Let IVi(t,y) -ui(t,y)1 5 outside the 5-neighbourhood of
the surface Si on which the function Ui is discontinuous, and in this neighbour-
hood
(32) infui - 5 Vi SUPUi + 5,
where inf and sup are taken in the 5-neighbourhood of the point (t, y). Then for
the function y(t) the assertion of Theorem 3 is valid.
We shall show this. Let Ui be as in (18). By virtue of (32) and (31),
V.{t,y) E [U.(t
6
,y6}t = ut(t,y), y(t} E Fi (t,y(t)),
Fi(t,y) = [!(t,y,Ui(t,y), ... ,U;(t,y))]6.
Let FI be the function (18). As in (27),
*( ) [ (8 8)]6+
V
(,1l
co FI t, Y c co FI t , x ,
and the proof is concluded as in Theorem 3.
REMARK: The assertion remains valid if in (31) the function f is replaced by
the sum
m
L: akf (t, y(t), (t, y(t}), ... , (t, y(t))) ,
k=l
where all ak = ak (t) 0, al + ... + am = 1, and all the v; satisfy the same
conditions as Vi. (Then, by virtue of Lemma 7, 5, y(t) E co Fi(t, y(t)), and in
other respects the proof does not alter.}
The proof of this assertion and the remark can be found in [95].
6 Consider cases where the definition b), 4, can be applied. First, if in (16)
the function f is linear in UI,"" U
r
and each function Ui(t, x} is discontinuous
only on a smooth surface Si and at the points of intersection of all or several
surfaces Si the vectors normal to these surfaces are linearly independent, then
8
Dependence of Solution on Initial Data 97
the definitions a), b), c) coincide (2, 4) and in any of the cases just examined
(1-5) each of these definitions can be applied.
Secondly, the definition b) can be applied in the following case. Let, in
equation (16), f E a
1
and let on a smooth surface 81 (1P1(X) = 0, IPI E a
2
)
only one function udt, x) be discontinuous. In a real system instead of the
discontinuous function Ul (t, x) let a continuous function til (t, x) be present which
is equal to Ul(t,X) outside the neighbourhood IlPdx)1 < S of the surface 8
1
and
which depends linearly on IPdx) (or on x) on each segment of the normal to
SI lying in this neighbourhood. Then, as S -+ 0, the solutions of a real system
(Fig. 13) passing near the surface 8
1
tend to solutions of equation (16) in the
sense of the definition b) (Fig. 14). This is proved in [7] (pp. 40, 57) .
.a'2
~
'-fff
0 .a'f o
Figure 13 Figure 14
7 There are other cases where solutions of differential equations with dis-
continuous right-hand sides can be used for an approximate description of mo-
tions in real systems. In particular, systems where small parameters occur at
derivatives of some of the equations are considered in [71. Chapter 5. The pres-
ence of such parameters can be due, for example, to different kinds of small
inertia, to small inductivities in electric circuits, etc. Discarding terms with
small parameters decreases the order of the system. The methods of studying
such systems with continuous right-hand sides are well known. It is shown in [7]
that these methods can be applied also in the cases where after lowering the
order, one obtains a system of equations with discontinuous right-hand sides in
which motions are observed on surfaces of discontinuity.
8 Differential equations with discontinuous right-hand sides occur in real
problems not only as a result of limit transitions, for example, such as in the
cases 1
0
_7
0
Sometimes physical laws are expressed by discontinuous functions,
for example, a discontinuous dependence of the friction force on the velocity in
the cases of dry friction [148], [149], the Prager-Ishlinsky model in the theory
of plasticity [150], [151] and others. Methods of the qualitative theory of dif-
ferential equations have sometimes been applied to the resulting equations with
discontinuous right-hand sides, and conclusions drawn concerning the stability
of solutions and the existence of periodic solutions.
4. Below we present theorems on continuous dependence of a solution, under assumptions
concerning the right-hand side of a differential equation or an inclusion weaker than those
proposed in 1. 2).
98 Solutions of Discontinuous Systems Chapter 2
THEOREM 4. Let, in the open domain G, and for almost all t, a set-valued function F(t, z)
satisfy the conditions of Theorem 6 and Lemma 4, T. Let to E [a, b), (to, zo) E G, and let
each solution of the problem
(33) Ii: E F(t,z),
exist for a t b and lie within the domain G.
Then for each e > 0 there exists 6 > 0 such E [a, b), satisfying
the conditions - tol < 6, Izo - zol < 6,
r(t,z) c [coF(t,zl'(I)],,(I),
l6 p(t)dt < 6
and the conditions 1)-8) of Theorem 6, 7, for the function F*, each solution of the problem
(36)
z E FO(t, z),
for a t b exists and differs from some solution of the problem (SS) by not more than e (in
the sense of Theorem 1, 8).
PROOF: We will show that for solutions of the problems (33) and (36) the conditions of
Lemma 6, 1, are satisfied where aD = (to, zo), the role of the parameter p is played by the
function pet) E LIla, b); Po = 0, and the condition p ..... Po implies that IIpllLl -+ 0, i.e., the
integral in (84) tends to zero.
It follows from Theorems 6 and 6, 7, that the conditions 1) and 2) of Lemma 6, 1, are
satisfied, and the segment a t b of the funnel of the problem (88) is a compactum KeG.
The conditions 6) and 6) of the lemma are therefore fulfilled. The conditions 8) and 4) are
fulfilled by virtue of Lemma S, 7. Now the assertion follows from Lemma 6, 1.
Let us prove a similar theorem for a differential equation with a discontinuous measurable
right-hand side. Solutions are understood in the same sense as in 6, 7.
THEOREM 5. Let the vector-valued function I(t, z) be measurable in the open domain
G and I/(t,z)1 met) almost everywhere, the function met) being summable. Let to E
[a. b). (to, zo) E G and let, for a t b, each solution olthe problem
(36) 1i:=/(t,z), z(to) = Zo
exist and lie in the domain G.
Then for each e > 0 there exists 6 > 0 with the following properties. Let the number
to E [a, bJ, the vector zo' and the function ret, z) measurable in G, be such that
Ito - tol < 6, Izo - zol < 6
and, for almost all t E [a, b) the measure of the Bet E(t, z) is positive for (t, z) E G. Here
E(t, z) is a set of those. for which
(37)
I. - zl pet), II*(t,z) -/(t,z)l pet),
the integral of pet) over the segment [a,b) being less than 6.
In this case each solution of the problem
:i: = I*(t,z), z(t
o
) =
for a t b exists and differs from some solution of the problem (86) by less than e.
PROOF: The solutions of the equation Ii: = I(t, z) coincide with the solutions of the inclusion
Ii: E F(t, z) with the function F defined in (26) and (27), 7. In the proof of Theorem 9, 7, the
function F is shown to satisfy the conditions of Theorem 6, 7, and, therefore, the conditions
of Theorem 4, 8 (the inequality IF(t, z)1 met) is obvious). The function FO(t, z) defined
9
Change of Variables 99
similarly through the function ret, z) satisfies the condition (34) by virtue of (37). Hence, the
assertion of Theorem 6 follows from Theorem 4.
For the application of the familiar averaging method for obtaining asymp-
totic (for small e) solutions of differential equations of the form :i: = ef(t, z), with
discontinuous right-hand sides and solutions of differential inclusions, see [27],
[1521-[1541.
9 Change of Variables
The usual changes of variables applied to differential equations with contin-
uous right-hand sides are shown to be also applicable to differential equations
with discontinuous right-hand sides and to differential inclusions.
1. The operations with set-valued functions used hereafter are defined
in 2, 5. Consider the change of variables
(1) 11. = 'h(t, Zl, , zn),
i = 1, .. . ,n,
in a domain D, where ,pl, ... ,,pn E 0
1
and (1) is a one-to-one transformation.
Write the transformation (1) in the vector form 11 = ,p(t, z), and the inverse trans-
formation in the form z = ,p-l(t,lI). A linear transformation of n-dimensional
space with the matrix (8,p./8zj)',j:l, ... ,n will be denoted by z).
LEMMA 1 ([155], p. 321). Every continuous one-to-one mapping of a com-
pactum has a continuous inverse, and is th"erefore a topological mapping.
THEOREM 1 [120]. After the change 11 = ,p(t,z), each solution z(t) of a differ-
ential inclusion
(2) :i: E F(t,z)
is transformed into the solution lI(t) = ,p(t, z(t)) of the differential inclusion
(3) y E ,pat, z) + z)F(t, z) 1",:",-1 (t,fI) ,
obtained from (2) by the formal change 11 = ,p(t, z).
PROOF: On any segment a t b the function z(t) is absolutely continuous. In
a closed bounded domain containing the graph of the function z(t), the function
,p(t, z) satisfies the Lipschitz condition. In line with [64] (p. 264) we conclude
that the function lI(t) = ,p(t, z(t)) is absolutely continuous.
Almost everywhere on the segment [a,6] y(t) = ,pHt, z) z):i:(t). From
this and from (2) it follows that lI(t) is a solution of the inclusion (3).
REMARK 1 [120]: IT the function Fin (2) satisfies the basic conditions of 2, 7,
the right-hand side of the inclusion (3) also satisfies these conditions (the function
z = ,p-l(t, 11) being continuous by Lemma 1).
The property of upper semicontinuity in z (or continuity) is retained when
one passes from (2) to (3).
REMARK 2: IT t= 0, then the mapping z = ,p-l(t, y) possesses the same
properties as y = ,p(t, z). Then to each solution y(t) of the inclusion (3) there
corresponds a solution z(t) = ,p-l(t, y(t)) of the inclusion (2).
The following theorem strengthens Theorem 6 from [120].
100 Solutions of Discontinuous Systems Chapter 2
THEOREM 2. Let a function t( r) be strictly monotone and absolutely continu-
ous.
Then under the change of variable t = t(r) each solution x(t) of the differ-
ential inclusion (2) transforms into the solution y(r) = x(t(r)) of the differential
inclusion
(4)
dy
dr E G(r, y),
G(r,y) = F(t(r),y)t'(r),
G( r, y) being equal to zero for those r for which t' (r) is equal to zero or does not
exist. Each solution of the inclusion (4) is obtained by such a change from some
solution of the inclusion (2).
PROOF: If a function x(t) is a solution of the inclusion (2), it is absolutely
continuous and
dx(t)
d;t = vet) E F (t, x(t))
almost everywhere, the function vet) being summable. For any to, tl
(5)
After the change t = t(r) we obtain ([64], p. 283)
(6)
1
"1
y(rd = y(ro) + v (t(r)) t'(r) dr,
"0
the integrand vanishing where t'(r) = 0 or where t'(r) is absent. The integral
in (6) is a Lebesgue integral and the function y(r) is therefore absolutely con-
tinuous and dyldr is equal to the integrand almost everywhere. Thus, y(r) is a
solution of the inclusion (4).
Conversely, let y(r) be a solution of the inclusion (4). Since the function
t(r) is absolutely continuous, it maps the set Ml of measure zero of those r, for
which t'(r) or yl(r) either does not exist or y'(r) does not belong to G(r,y(r))
into the set Nl of t values of measure zero ([64], p. 268). The set M2 of those
r for which t'(r) = 0 is mapped by the function t(r) into the set N2 also of
measure zero ([64J, p. 281). For the rest of r there exist y'(r) and t'er) (t'(r)
being nonzero), and from the equality y'(r) = v(t(r))t'(r) the function vet) is
uniquely defined for t Nl U N
2
, that is, for almost all t. For these t, i.e., for
r Ml U M2 we have
y'(r) E G (r, y(r)) = F (t(r), y(r)) t'er).
Hence, denoting y(r(t)) = x(t), we have for t Nl U N2
(7) vet) E F (t, x(t)) .
For these t there exist r'(t) = 1/t'(r) and yl(r), r = ret), and hence there exists
(8) x'(t) = y'(r)r'(t) = vet) E F (t, x(t)).
9 Change of Variables 101
We will show that the function x(t) = y(r(t)) is absolutely continuous even
if ret) is not absolutely continuous. Since ret) is continuous and monotone and
y(r) is of bounded variation, the function x(t) is also of bounded variation. The
function vet) in (8) is therefore summable. Then the right-hand side of (5) is an
absolutely continuous function of tl and is equal to the right-hand side of (6),
that is, to y(r(td) = x(td. The (unction x(t) is therefore absolutely continuous,
and by virtue of (8) is a solution of the inclusion (2).
Theorem 2 can be used to reduce a differential equation or an inclusion
with an unbounded right-hand side estimated by a summable function of t to a
differential equation or to an inclusion with a bounded right-hand side.
LEMMA 2 [931. Let a set-valued function F(t, x) be defined in the domain Q
of the (t, xl-space and let for each bounded closed domain D c Q there exist a
summable function mD (t) such that IF(t, x) I ~ mD (t) in D and for almost all t.
Then there exists a function t(r), absolutely continuous along with the in-
verse function ret), such that after the change of variables t = t( 1') the differential
inclusion (2) is transformed into the differential inclusion (4), the right-hand side
of which is bounded in each closed bounded domain contained in Q.
PROOF: Let Dl C D2 C ... be closed bounded domains, the union of which is
Q, Die being contained in the strip -k ~ t ~ k and in Die
(9)
for almost all t where the functions mle(t) are summable, mle(t) = 0 for It I ~ k.
Let
The function lPle(t) is absolutely continuous, nondecreasing, and 0 ~ lPle(t) ~
2-1.. Therefore, the series t + lPl(t) + lP2(t) + ... converges and on each finite
interval its sum ret) is an increasing absolutely continuous function. Almost
everywhere r'(t) ~ 1. The inverse function is therefore absolutely continuous
also,
t'(r) = _1_ ~ 1
r'(t) 1 + ble Imle(t)
(-k ~ t ~ k).
It now follows from (4) and (9) that in the domain into which Die is mapped
under the change t = t(r), we have IG(r,y)1 ~ b
le
.
COROLLARY. The differential equation :i; = f(t, x) satisfying the CaratModory
conditions in the domain Q or in each closed bounded domain D C Q can be
transformed by the change t = t( 1') into a CaratModoryequation with the right-
hand side bounded in each closed bounded domain D c Q.
2. We now show that one can apply the same transformations to autonomous
differential inclusions :i; E F(x} as to autonomous systems of differential equa-
tions.
102 Solutions of Discontinuous Systems
THEOREM 3. Let a continuous function p(x) > 0 in the domain G.
Then in these domains the differential inclusions
(10)
(11)
have the same trajectories.
X E F(x),
x E p(x)F(x)
Chapter 2
PROOF: Let x(t) be a solution of the inclusion (11), that is, the function x(t)
is absolutely continuous and
dx(t)
~ = v(t) E P (x(t)) F (x(t))
for almost all t. On the interval a ~ t ~ b we put
ret) = r p (x(s)) ds.
Jto
The derivative r'ft) = p(x(t)) ~ c > 0 is continuous. There exists an inverse
function t(r). The function x*(r) = x(t(r)) is absolutely continuous ([64], p. 264),
and
dx*(r) = dx t'(r) = v(t(r)} E F (x*(r)}
dr dt p(x*(r))
almost everywhere (since the functions r'ft) and t'(r) are continuous, the con-
ditions "for almost all t" and "for almost aUr" are equivalent; see [64], p. 268),
that is, x*(r) is a solution of the inclusion (10).
Thus, the trajectory of any solution of the inclusion (11) is also the trajectory
of some solution of the inclusion (10), and vice versa, since the function 1/p(x) >
o is also continuous.
REMARK: If at some points x = x(t) of the trajectory of the inclusion (10) the
function pet) vanishes, this trajectory can be divided by such points into several
(sometimes infinitely many) trajectories of the inclusion (11).
The differential inclusion
(12)
dz
dt E F(t, x),
where X= (Xl, , x
n
) is equivalent to an autonomous differential inclusion in
an (n + I)-dimensional space Xo, Xl, , xn:
(13)
dz
o
= 1
dt '
dx
dt E F(t,x).
After renaming t as zo, the graphs of solutions of the inclusion (12) in the (t, x)-
space coincide with trajectories of the inclusion (13) in the (xo, Xl, , xn)-space.
The inclusion (13) is not of the general form because the set of admissible values
of the derivative dz Idt, where x* = (xo, Xl, , x
n
), lies in an n-dimensional
hyperplane of the (n+1)-dimensional space. Hence a backward transition from an
9 Change of Variables 103
autonomous differential inclusion to a differential inclusion in a space of smaller
dimension is not always possible and must be considered separately.
The set F in (10) and (12) is contained in an n-dimensional space, which
can be called a velocity space VI,"" Vn. Let, for all z E G (G being some region
in Rn), the set F(z) be closed, bounded, and lie in the half-space til ~ 'Y > 0,
the function F being upper semicontinuous. Projecting the set F{z) from the
origin onto the plane VI = 1, we get the set H(z) (Fig. 15). In this case to each
point tI = (VI,.'" vn) E F(z) there corresponds the point
(14) (
V2 tin)
1,-,.",- j
til til
(
V2 , ... , tin) E H(z).
VI til
Figure 15
LEMMA 3. Under the above assumptions, the trajectories of the inclusion
(15)
dz
dt E F(z)
coincide with the graphs of solutions of the inclusion
(16)
in the domain G.
PROOF: Let z(t) = (Zl(t), ... , zn(t)) be a solution of the inclusion (15). Then
the function z(t) is absolutely continuous and
(17)
dz(t)
(it = (Vl(t),,,., tln(t)) E F (z(t))
almost everywhere. By assumption, vt{t) ~ 'Y > O. Hence for the function
zt{t) there exists an inverse function t(zt}, which is monotone and absolutely
continuous. For almost all Zl (this is equivalent to "for almost all t" [64], p. 268)
we have from (17)
(18)
dZ(t(Zl)) _ dz . ~ _ (1 tJ2(t) tJn(t))
dZ
l
- dt dZ
l
- 'tJl(t)"'" tJl(t) .
104 Solutions 01 Discontinuous Systems Chapter 2
Since x = (Xl, y), then (16) follows from (18) and (14).
Conversely, let y(xt} = (X2(X1),.'" xn(xt) be a solution of the inclu-
sion (16), a. ~ Xl ~ b. Then for almost all Xl
(19)
From the point (0, ... ,0) of the (VI, , vn)-space a ray passes through the point
(1, tL2(Xl)"'" tLn(xt}) and crosses the set F(x). Let (Vl(Xt}, ... , vn(xt}) be the
point of intersection with the smallest coordinate VI. The functions F(x) and
F(x(xd) are upper semicontinuous and, accordingly, the function Vl(Xt} is lower
semicontinuous and, therefore, measurable, 0 < "t ~ vt{xd ~ m. Hence the
function
the inverse function X1(t), and the composite function x(t) = (Xl(t), Y(Xl(t)))
are absolutely continuous. Almost everywhere,
(20)
dx ( dY ) dXl
dt = 1, dXl dt = (I, tL2,, tLn)vdxt{t)) .
Since by virtue of (19) (tL2, ... , tLn) belong to H(x), the right-hand side of (20)
belongs to F(x), i.e., x(t) is a solution of the inclusion (15).
3. From the above theorems and lemmas there follow similar assertions for
differential equations with discontinuous right-hand sides
(21) x = I(t,x)
under the definition a), 4, and
(22) x = 1 (t, x, tLt{t, x), ... , ttr(t, x))
under either of the definitions b) and c), 4. The condition formulated in 4
(piecewise continuity of the function 1 in (21) and tLi in (22), continuity of 1
in (22)) or in Theorem 8, 7 (measurability of the function 1 in t, X in (21) and
the inequality I/{t, x) I ~ m{t) with the summable function m(t)), are assumed
to be satisfied in this case.
Indeed, in all these cases solutions of a differential equation are solutions of
the differential inclusion x E F(t, x) in which the function F(t, x) is constructed
in a certain way with the help of the set of limiting values of the function f (t', x')
(or tLi(t', x')) for x' -+ X, t' = t or for x' -+ X, t' -+ t. Since all the transforma-
tions considered in 1, 2 are continuous in x (and, except Lemma 3, either retain
the planes t = const or map them into the planes r = const), they map a set of
limiting values into a set of limiting values, and a convex set of admissible values
of the derivative x is linearly transformed into a convex set. Therefore, from the
results of 1, 2, there follow similar assertions for equations (21) and (22). In the
assertion analogous to Lemma 3, in the case of the definition a), the condition
"t of 1, 6, should be assumed to hold. By virtue of what has been said, we need
only formulate these assertions.
10 Sufficient Conditions lor Uniqueness 105
THEOREM 4 [931, [95]. After the transformation y = 1Ji(t, :z:), where the function
1Ji belongs to 0
1
and there exists an inverse transformation :z: = 1Ji-1(t, y) EO,
each solution of equation (21) or (22) is mapped into a solution of the equation
(23) iI = 1Jiat,:z:) + :z:)/(t, :z:)I",=.p-l(t,y),
or, respectively, of the equation
(24) Y = 1JiHt,:z:) + (t,:z:) I (t,:z:, udt, :z:), ... , u,. (t,:z:)) I",=.p-l (t,y)'
COROLLARY. After the change y = 1Ji(t, x), the equation :i; = fO(t, x) which
determines the solutions of equation (21) lying on the surface of discontinuity
or on the intersection of such surfaces is mapped into the equation iI = gO(t, y)
which determines the same kind of solutions of equation (23).
REMARK: IT 1Ji-
1
(t, y) 0
1
, it may turn that not every solution of equa-
tion (23) or (24) is obtained from a solution of equation (21) or (22). For instance,
the equation :i; = 1 has only the solutions x = t + c, and after the change y = x
3
the derived equation iI = 3y2/3 has, besides the solution y = (t + c)3, also a
solution y = 0, which cannot be obtained from the solutions x = t + c by the
change y = x
3

THEOREM 5 193], [951. Let the function t(r) be strictly monotone and t'(r)
be piecewise continuous. Then, after the change t = t(r), each solution x(t) of
equation (21) or (22) is mapped into the solution y(r) = x(t(r)) of the equation
dy
dr = J(t(r),y)t'(r)
(the right-hand side being equal to zero ift'(r) = 0) or
= f(t(r),y,u1 (t(r),y) , ... ,u,. (t(r),y))t'(r).
THEOREM 6. Let the continuous function p(x) > O. Then the equations :i; =
f(x) and :i; = p(x)f(x) have the same trajectories in the phase space x. The
same holds for the equations
3;= f(x,ttdx), ... ,u,.(x)) , x = p(x)f (x, ttl(X), ... , tt,.(x)).
REMARK: After the changes indicated in Theorems 4-6, the right-hand sides of
the derived equations satisfy the same conditions (out of those formulated at the
beginning of 3), which they satisfied before the change. The conditions imposed
on J(t, x) in Theorem 8, 7, hold also after the change with any absolutely
continuous strictly monotone function t(r) in Theorem 5.
106 Solutions of Discontinuous Systems Chapter 2
10 Sufficient Conditions for Uniqueness
We present here sufficient conditions under which a solution lying on a
surface of discontinuity of the right-hand side of a differential equation or on an
intersection of surfaces of discontinuity is uniquely continued in the direction of
increasing t.
1. We say that for the equation
(1) x = f(t,x)
right uniqueness holds at a point (to, xo) if there exists h > to such that each
two solutions of this equation satisfying the condition x(to) = Xo coincide on
the interval to ~ t ~ tl or on the part of this interval on which they are both
defined.
For equation (1) right uniqueness holds in a domain D (open or dosed) if for
each point (to, xo) E D every two solutions satisfying the condition x(to) = x ~
coincide on each interval to ~ t ~ tl on which they both exist and lie in this
domain.
Left uniqueness at a point and in a domain is similarly defined as uniqueness
for tl ~ t ~ to.
LEMMA 1. .From right uniqueness at each point of a domain D there follows
right uniqueness in this domain D . .From right uniqueness in a domain D there
follows right uniqueness at each interior point of this domain.
Both these assertions are easy to prove by assuming the contrary.
For the Caratheodory equations, Theorem 2 of 1 gives a sufficient condition
for right and left uniqueness in a domain D, and the remark to this theorem
gives the condition for right uniqueness. Both the theorem and the remark (as
well as the proof presented in 1) remain valid for differential equations with
discontinuous right-hand sides if their conditions are satisfied not only for the
values of the function f(t, x) in its domains of continuity, but also for those values
which further define this function at its points of discontinuity.
The next theorem gives conditions under which one may disregard these
additionally defined values of the function f (t, x).
THEOREM 1 [93]. Let a [unction f(t,x) in a domain D be discontinuous only
on a set M of measure zero. Let there exist a summable function l(t) such that
for abnost all points (t, x) and (t, y) ofthe domain D we have If(t, x)1 ~ l(t) and
for Ix - yl < eo, eo > 0,
(2) (x - y) . (f(t, x) - f(t, y)) :os;; l(t) Ix _ Yl2
Then under the definition a), 4, equation (1) has right uniqueness in the
domain D.
PROOF: For almost all t we have l(t) < 00, and the inequality (2) holds for
almost all x and y in this domain. Then with these t, we already have for all
x,y
(3) (x - y*) . (v - w) ~ l(t} Ix* _ y*1
2
,
10 Sufficient Conditions for Uniqueness 107
where v and w are arbitrary values of sets V and W of the limit values of the
function I(t, x) for x -+ x and, correspondingly, of the function I(t, y} for
y -+ y By virtue of Lemma 8, 5, the inequality (3) is valid if one first replaces
the condition v E V by the condition v E co V and then the condition w E W
by the condition wEco W. The inequality (2) is therefore valid for almost all t
for all x and y, Ix - tl < eo, if for (t, x) E M the value f(t, x) is replaced by any
value of the set F(t, x) defined in 4; the situation is similar for (t, y) E M.
But then for any two solutions x(t) and yet) in the domain D for almost
all t
Ix(t) - y(t)12 == (x(t) - yet)) (x(t) - yet)) let} Ix(t} - yet) 12.
From this there follows right uniqueness (see the proof of 2, 1).
Theorem 1 is valid [93] also for any discontinuous function !(t,:Il) measurable in the
domain D if its solutions are defined as in 6, S7.
2. Let a domain G c R
n
be separated by a smooth surface S into domains
G- and G+. Let I(t, x) and al lax" i = 1, ... , n, be continuous in domains
(a < t < b, x E G-) and (a < t < b, x E G+) up to the boundary. The
definition a), 4, is applied to equation (1) on the surface S. Let I-(t, x) and
1+ (t, x) be the limiting values of the function I at the point (t, x), xES, from
the regions G- and G+, correspondingly. Let
1+ (t, x) - ret, x) = h(t, x)
be a "discontinuity vector," Iii, I'J, hN be projections of the vectors 1-,/+, h
onto the normal to S directed from G- to G+ at the point x.
In the domain G- and G+ uniqueness (right and left) of solution holds due
to continuity of the derivatives a I lax" i = 1, ... , n.
LEMMA 2. If at some point Xo E S we have xo) > 0 (or I'J (to, xo) < 0),
then in the domain G+ there exists a ,unique solution of equation (1) with the
initial data x(to) = Xo. This solution is defined on some interval to < t < tl
(respectively, tl < t < to). 'Similar assertions are also true for G- in the cases
Iii < 0 and Iii > O.
PROOF: Let us extend continuously the function I(t, x) from G+ to a whole
neighbourhood of the point (to, xo). A solution with the initial data x(to) = Xo
will exist. For all such solutions the vector x(to) = I+(to, xo) is directed towards
the domain G+ since I'J (to, $0) > o. Every such solution lies in S U G+ for
to t < h; also, I E 0
1
there and the solution is unique.
COROLLARY 1. On the region of the surface S, where Iii > 0, > 0 (or
Iii < 0, Iii < 0), the solutions pass from G- into G+ (correspondingly, from
G+ to G-), and uniqueness is not violated.
By virtue of the definition a), 4 (see explanation of Fig. 3), there are no
solutions lying on the surface S.
108 Solutions 01 Discontinuous Systems Chapter 2
COROLLARY 2. Onto each point of such a region of the surface S, where IN>
0, I ~ < 0, for each t there comes exactly one solution from the domain G- and
one solution from the domain G+.
In the case IN > 0, lJi < 0 as t increases, the solutions can escape from
the surface S neither into the domain G- nor into G+. They remain on Sand,
according to a), 4, satisfy the equation :i; = 10(t, x), where the function jD is
defined by formula (5), 4. If sEa
l
, the unit vector n( x) of the normal to
S is a continuous function of the point x, so IN E a, lJi E a and, by virtue
of (5), 4, 1 Ea.
If I E 0
2
, then n(x) E 0
1
and, therefore, the vector 10(t,x) is a smooth
function (of class 0
1
) of the local coordinates on the surface. (If in the neigh-
bourhood of the indicated point we have arp/aXi '" 0, then the equation rp(x) =
o on the surface S is solvable with respect to Xi, and local coordinates are
Xl, .. , xi-l! xHl,"" X,..) Then through each point of the indicated region of
the surface S there passes exactly one solution of the equation :i; = 10(t, x).
This argument does not yet make it possible to prove right uniqueness at
the points where IN > 0, lJi = 0, or IN = 0, lJi < 0 and cannot be applied
to the case where, within a finite time interval, solutions arrive infinitely many
times onto the surface of discontinuity and leave it. Lemma 3 and Theorem 2
given below include these cases also.
LEMMA 3. Let SEa
l
j let, at the points of the open region So of the surface
S for a < t < b the vector h = 1+ - 1- be directed along the normal to the
surface (or be equal to zero), and hN ~ O.
Then for equation (1) there holds right uniqueness in the neighbourhood of
any point Xo E So for a < t < b.
PROOF: We show that the inequality (2) with l(t) = const is fulfilled. If both
the point x and the point y lie on one side of S, then (2) follows from boundedness
of a I/ax. in the indicated neighbourhood for X . S.
IT x E G+ and y E G-, then let z be a point of intersection of the line
segment xy with the surface S, which is nearest to x. From the boundedness of
al/axi it follows that
(4)
I/(t, x) - r(t, z)1 ~ lIx - zl, Ir(t,z) - l(t,y)1 ~ liz - YI
Since z E S, the remaining points of the segment zx lie in G+, and the vector
h = 1+ (t, x) - 1- (t, x) is directed towards the domain G- along the normal to
S or is equal to zero, then
(x - z) . (r(t,z) - r(t,z)) ~ o.
This inequality remains valid also if the vector x - z is replaced by the vector
x - y which has the same direction. Adding the derived inequality to the one
following from (4)
(x - y) . (J(t, x) - r (t, z) + r (t, z) - I(t, y)) ~ llx _ Yl2 ,
10 Sufficient Conditions for Uniqueness 109
we obtain the inequality (2). Now the assertion of the lemma follows from
Theorem 1.
REMARK: The sign of the number hN = ft; - fN is altered neither by renaming
of the domains G- and G+ nor by a differentiable transformation of coordinates.
For instance, if hN < 0, the sum IXN I + IYN I of the distances from the tangent
plane to S of the points x(t) E G+ and y(t) E G- close to the point Xo E S
decreases because XN > 0, YN < 0,
the number a being small. The property of this distance being increased or
decreased and, therefore, the sign of hN(t,XO) is retained under differentiable
transformations.
The general case with the condition hN ~ 0 can be reduced to the case of
Lemma 3 with the help of differentiable coordinate transformation.
LEMMA 4. Let the function g(Z2, ,Zn,t) E 0
1
, and f(z2, . ,Zn,t) have
continuous lirst and second derivatives except possibly 8
2
f / 8t
2

Then there exists a function '7(Z1, , zn, t) with continuous lirst and sec-
ond derivatives, except possibly 82'7/8t2, which satislies the requirements '7 =
f, 8'7/8z1 = g for Z1 = O.
PROOF: The function
'7(Zl, . , zn, t) = f(Z2, . , zn, t)
+ Zl 1
1
... fo 1 g(Z2 + U2Z1, , Zn + UnZ1, t)dU2 dUn
satisfies the conditions '7 = f, 8'7/8z1 = g for Zl = O. In the following integrals
the arguments of the function g are the same as in the preceding one:
8'7 11 11 n 11 11 8g
-8 = ... gdU2 dUn + Z1 L ... Ui-
8
d U2 dUn.
Zl 0 0 i=2 0 0 Zi
Integrating by parts, we obtain
1
1 8g 11
Zl Ui-
8
dUi = glu,=l - gdUi.
o Zi 0
Consequently, 8'7/aZ1 has first derivatives with respect to all arguments, which
are continuous up to the plane Zl = o. The same is valid for a'7 /8zj, j = 2, ... , n.
LEMMA 5. Let a nontangent vector h(X2, , X
n
, t) E 0
1
, Ihl ~ S > 0, be given
on a surface S (Xl = e(X2, , Xn) E 0
2
).
Then in the neighbourhood of the surface S there exists a transformation
Xi = ~ i ( Z l ' . ' Zn, t),
i = 1, . .. ,n,
110 Solutions of Discontinuous Systems Chapter 2
with a Jacobian J i 0, such that the surface Zl = 0 coincides with S, and the
coordinate lines ZI (that is, lines on which Z2, . , Zn. are constant) are tangent
to the vector h at the p.oints of the surface S j
i,j = 1, ... ,n,
for Zl = 0 the function lPi do not depend on t.
PROOF: The transformation
Y2 = X2, , Yn. = xn.
maps S into the plane Y1 = O. The direction of the vector h = (hlJ"" h
n
) is
expressed by the equations
in the old coordinates, and by the equations
(5)
dYl dY2 dYn
-=-="'=--,
g h2 hn
in the new coordinates. The vector h is not tangent to S, therefore, g i o.
Now we pass over to Zl, ,.%n by the formulae
(6)
Y1 = %1, Yi = 77i(Zl"",Zn,t),
i = 2, . .. ,n,
(7)
Tii = Zi; i = 2, .. . ,n.
Such functions TJi exist by Lemma 4. Along the coordinate lines ZI we have
dZ
2
= ... = dZ
n
= dt = 0, that is, by virtue of (6) and (7) at the points of the
surface Zl = 0,
aTJ' h
dYi = -a dYl = -2. dYl.
%1 g
From this and from (5) it follows that for %1 = 0 the coordinate lines Z1 are tan-
gent to the vector h. Expressing Xl, ,X
n
through Z1, , Zn, we obtain to the
required transformation. By virtue of (7) the Jacobian of the transformation (6)
is equal to unity for %1 = 0; the Jacobian of the transformation from X to Y is
also equal to unity.
THEOREM 2 [93]. Let the conditions of 2 be fulfilled, the surface S E 0
2
, and
the vector h(t, x) = f+ - f- E Cl. If for each t E (a, b) at each point xES at
least one of the inequalities fN > 0 or f"J < 0 (possibly different inequalities for
10 Sufficient Conditions lor Uniqueness 111
different x and t) is fulfilled, then right uniqueness for equation (1) occurs for
a < t < b in the domain G.
PROOF: At least one of the three conditions
a) IN > 0, > OJ b) IN < 0, < OJ c) - IN < O.
is satisfied at each point of the surface S. In the cases a) and b) right uniqueness
occurs in the neighbourhood of such a point by virtue of Corollary 1 of Lemma 2.
In the case c), in some neighbourhood ofthe point the inequality IN < 0
is satisfied also, and the equation of the surface S can be solved with respect
to one of the coordinates, for example, Xl. After a transformation x = IP(z, t),
as in Lemma 5, the surface S will be mapped into the plane Zl = 0, and the
vector h = 1+ - f- into the vector orthogonal to this plane. By Theorem 4, 9,
equation (1) is transformed into the equation
(8)
z = ,pHt, x) + x)f(t, x) I:.:=rp(z,t) ,
where Z = ,p(t, x) is a transformation inverse to x = IP(z, t), being a vector,
and being a matrix (see 1, 9). The function ,p possesses the same smooth-
ness properties as in Lemma 5. Accordingly, the right-hand side of (8) and its
derivatives 8j8z, are continuous in the neighbourhood ofthe indicated point for
Zl > 0 and Zl < 0 up to the plane Zl = o.
We will show that the discontinuity vector of the right-hand side of (8)
h*(t,x) = (t+(t,x) - r(t,x =
is orthogonal to the plane of discontinuity Zl = O. The coordinate lines Zl in the
x-space, that is the lines
(9)
are tangent to the vector h at the points of the surface S. So, for Zl = 0 the
vector is collinear with the vector h, that is,
(10)
Applying to both sides of the equality (9) the transformation Z = ,p(t, x) which
is inverse to '1', we have
Differentiating with respect to Zl, we are led to
(1,0, ... ,0) = .
For Zl = 0 we deduce from this equation and from (10) that the vector = h
is collinear with the vector (1,0, ... ,0), i.e., orthogonal to the plane Zl = O.
112 Solutions 01 Discontinuous Systems Chapter 2
By virtue of the remark to Lemma 3 it follows from the inequality hN =
I"J - Iii < 0 that h'N < O. By Lemma 3, in the neighbourhood of the indicated
point in the case c) right uniqueness takes place for equation (8), and therefore
for equation (1).
3. Consider the differential equation
(11) x = I (t, x, u(t, x))
with the definition b) on the surface of discontinuity. Let the functions I, a I / ax.
(i = 1, ... ,n), ai/au be continuous and the function u(t,x) be discontinuous
on a smooth surface S (s(x) = 0), which separates the domain G into domains
G- (s(x) < 0) and G+ (s(x) > 0), in which u(t, x) and aU/aXi are continuous up
to the boundary. Suppose sex) E 0
1
, the gradient Vs i= 0 on S. In approaching
S from the domains G- and G+, the limiting values of the function u( t, x) will
be denoted by u- (t, x) and u+(t, x), and the limiting values of the function
I(t,x,u(t,x)) by I-(t,x) and f+(t,x). Let be projections of the
vectors 1,1-,1+ onto the normal to'S, as in 2, that is,
f
( )
_Vs(x)'/(t,x,u)
Nt,x,U - IVs(x)1 .
Let U(t, x) be an interval with the endpoints u- (t, x) and u+ (t, x). H xES
and lii(t, x) x) 0, i.e., the function IN(t, x, u) does not retain the positive
or negative sign under variation of u on the interval U(t, x), then there exists a
solution ueq(t, x) E U(t, x) of the equation IN(t, x, ueq(t, x)) = 0, that is,
(12) v sex) . I (t, x, ueq(t, x)) = O.
Then the vector rq(t,x) = I(t,x,ueq(t,x)) is tangent to the surface S at the
point x, and at such points equation (11) is further defined as follows:
(13) x= I(t,x,ueq(t,x)).
LEMMA 6. If S E 0
2
, and at the point xES
(14) 0,
for all u E U(t, x), then on the interval U(t, x) equation (12) has a unique solution
ueq(t, Xli the [unctions ueq(t, x) and au
eq
/aXi are continuous in t, x.
PROOF: By virtue of (14), under the change of u on the interval U(t, x) the
function IN(t, x, u) is monotone and reverses sign or is equal to zero at the end
of the interval, so the solution u
eq
(t, x) exists and is unique. By the implicit
function theorem, u
eq
(t, x) EO. H S E 0
2
, then a IN / a Xi E a and, hence, there
exist continuous 8u
eq
/ax,.
10 Sufficient Conditions lor Uniqueness
COROLLARY. If, on the region 8
0
of the surface 8 E 0
2
Iii (t,x) > 0, lit(t,x) <0,
afN(t,x,U) =F
au
113
for all u E U(t, x), then on the region 8
0
and in some neighbourhood of each of
its points right uniqueness holds for equation (11).
The next theorem, like Theorem 2, also involves cases where within a finite
time interval a solution may reach the surface 8 and leave it infinitely many
times.
THEOREM 3. Let the conditions formulated at the beginning of 3 be fulfilled
and, moreover,
2 al 1 + 1
8 E 0 j I, au EO j u-(t,x),u (t,x) EO j
aIN(t, x, u) ...J. 0 U( )
au r for all u E t, x .
If for each t E (I, b) at least one of the inequalities Iii > 0 or I"J < 0 (possibly,
different inequalities for different t and x) is valid at each point x E 8 then for
(I < t < b in the domain G a solution with the initial data x(to) = Xo E G exists
and right uniqueness holds for equation (11).
PROOF: As in Theorem 2, it suffices to consider the case I"J - Iii < 0. In the
neighbourhood of a point where Iii > 0 I"J < 0, right uniqueness is guaranteed
by the corollary of Lemma 6. It remains to consider those cases where at a given
point Iii > 0, I"J = 0 or Iii = 0, I"J < o. The second case is reduced to the
first one by renaming the domains G- and G+.
Let Iii (to, xo) > 0 and I"J (to, xo) = o. By the implicit function theorem,
the solution ueq(t, x) of equation (12) exists and belongs to 0
1
in some neigh-
bourhood of the point (to, xo) (It - tol < 8, x E 8, Ix - xol < 8) even in the
region where I"J > o. Hence, in such a neighbourhood the function
(15)
1
1 a r
q
- 1+
tI(t, x) = -a I(t, x, u+ + u(u
eq
- u+)) du = +,
o u u
eq
- U
(here r
q
= I(t,x,ueq(t,x))) belongs to 0
1
Since alN/aU retains its sign
(possibly, in a smaller neighbourhood), so does tlN(t, :1:). Let
(16) sgntlN(t,x) = 0, ret, x) + Otl(t, x) = f; (t, x).
Then I; (t,:I:) E 0
1
, the vector tI is collinear with the difference r
q
- 1+. and
the endpoint of the vector I:: lies on the line which passes through the endpoints
of the vectors 1+ and r
q
(Fig. 16). We extend smoothly the function I:: from
the surface 8 to its half neighbourhood which lies in G- .
(17)
We will show that the solutions of the equation
. - f (t ) _ { I (t, x, u(t, x))
x- .. ,x -
I:: (t, x),
xEG+,
xEG-,
114
Solutions of Discontinuous Systems Chapter 2
o
Figure 16
defined on S according to a), 4, coincide in the domain G+ and on S with the
solutions of equation (11) defined on S according to b), 4. Indeed, by virtue
of (16)
(18) r(t,x) - f;(t,x) = -8v(t,x) = h{t,x),
Hence, in the neighbourhood of the point (to, xo) the vector (t;)N > ,.,/2 > O.
At points of this neighbourhood where I"J ~ 0, the vectors r
q
= I(t, x, ueq(t, x))
and 12(t, x) are defined; 12(t, x) is the velocity of motion on the surface S for
equation (17). The endpoints of these vectors lie on the straight line which
passes through the endpoints of the vectors f+ and I;, and at the same time
in the plane tangent to S. By virtue of (18) this straight line crosses the plane
only at one point, which is the end point of the vectors r
q
and I ~ . Hence,
r
q
== 12. (The same result can be obtained in another way, by expressing r
q
in terms of 1+ and I; by means of formulas (15) and (16), and 12 by means of
formula (5), 4.)
Thus the solutions of equation (11) in G+ and on S coincide with the solu-
tions of equation (17). For both the equations the solutions do not go off S into
the domain G-. For equation (17) with the definition a), 4, existence of the
solution for any initial data is proved in 4, 7, and right uniqueness is proved in
Theorem 2, 10. The condition that 1 belongs to C
l
in G- provides existence
and uniqueness of the solution of equation (11) in the domain G-. Therefore,
for any initial data x(to) = Xo E G the solution of equation (11) exists and for
t ~ to it is unique.
4. We shall indicate the conditions for right uniqueness at points of inter-
section of several surfaces of discontinuity.
Let a domain G c Rn be separated by smooth hypersurfaces sf< into do-
mains Sj, j = 1, ... , r. The upper index denotes dimension, the lower index the
number of the surface or of the domain; Sl are lines, S? are points. Suppose
the edge of each hypersurface does not belong to this hypersurface and consists
of a finite number of smooth hypersurfaces of smaller dimensions and points.
For example, if G is a three-dimensional space separated by three coordinate
planes, then SJ (i = 1, ... ,8) are coordinate octants, Sf (i = 1, ... ,12) are
quarters of coordinate planes, Sl (i = 1, ... ,6) are coordinate semi-axes, Sf is
the origin.
10 Sufficient Conditions lor Uniqueness 115
Let M be the closure of a set M. The vector V:f= 0 is called tangent to the
set M at a point z E M if there exists a sequence of points at E M (i = 1,2, ... )
such that at - z,
(19)
(i - 00).
We shall consider the equation
(20) z = I(t,z)
in the domain G.
Let the following condition be satisfied:
1*. The vector-valued function I(t, z) is continuous in t, z for a < t < f3
in each of the domains Si up to the boundary, that is, I(t, z) = li(t, z) in
Si, the function Ii is continuous in S'l. On some or all of the hypersurfaces
sj, 0 =s;; k =s;; n - I, or on some of their closed subsets continuous vector-valued
functions INt, z) are given; the vector IlO(t, z) lies in the k-dimensional plane
tangent to Sf at the point z. (If the point z lies on the edge of the surface Si",
then the vector lying in oa. tangent plane may be not tangent to Si" in the sense
of (19).) At the point Sf either a zero vector If = 0 or no vector at all can be
given.
A function x(t) is a solution of equation (20) if it is absolutely continuous
on an interval and satisfies the equation
(21) z(t) = Ii" (t, z(t)) .
for almost all t such that z(t) E Si". Hence, to the points of the surfaces Sf
where the functions Ii" are not defined, the solution can get only on a set of t
values of measure zero.
These conditions are satisfied, in particular, in the case where for equa-
tion (20) on the surfaces of discontinuity the definition a) or b), 4, is applied
provided only that all the vectors li"(t, z) are single-valued where they are de-
fined, that is, if for each z E Sf the set F(t, z) (or, correspondingly, FI(t, z)),
defined in 2, 4, has not more than one common point with the k-dimensional
plane P;"(z) tangent to Sf at the point z.
Indeed, the function F(t, z) is upper semicontinuous in t, z (1, 6) and,
therefore, as well as the function
(22)
it has closed graphs (Lemma 14, 5). Thus, the function (22) is upper semicon-
tinuous; if it is single-valued, the function If(t, z) = Kf(t, z) is continuous. The
same argument is valid for the function FI(t, z) in the case of the definition b).
THEOREM 4. Let the condition 1* and the following three conditions be satis-
fied:
1) The solutions of equation (20) cannot pass from one set S; to another
an infinite number of times in a finite time.
116 Solutions 01 Discontinuous Systems Chapter 2
2) In each of the sets S:, where the [unction Il (t, x) is defined, right unique-
ness holds for equation (21).
3) If the vector If (t, x) tangent to Sf or equal to zero is defined at the point
x E Sf, then at this point we do not have a vector IJ (t, x) (for each = Sf)
equal to zero or tangent to its SJ, except in the case If(r,x) = = 0 for
all r t.
Then for the equation (20) in the domain G there holds right uniqueness.
PROOF: Suppose the conditions of the theorem hold, but for some initial data
x(to) = Xo E G there exist two solutions x(t) and y(t), x(t) being not identical to
y( t) for to < t < to + h. Let tl be the greatest lower bound of those t E (to, to + h)
for which x(t) = y(t). Then x(tt} = y(tt) = Xl and there exists a decreasing
sequence tm -+ tl + 0 for which x(t
m
) = y(t
m
), m = 2,3, .... By virtue of the
condition 1), for some m*
x(t) ESf, y(t) E
By virtue of the condition 2), Sf = SJ. According to (21),
Since the function Il' is continuous in Sf, there exists a vector z(td = INtl. xd
which is either tangent to Si
k
or equal to zero. Similarly, there exists a vector
y(td = h(tl, xd which is either tangent to SJ or equal to zero. By virtue of the
condition 3), this is possible only in the case where It(t, Xl) = IJ(t, Xl) = 0 for
all t ft.
At least one of the functions x(t) and y(t) is non-constant for tl t <
t + 5 for arbitrarily small 6, for instance, x(t). Then in Sf the problem z =
lik(t, x), x(td = Xl has two solutions: x(t) Xl and x"(t) == Xl since If(t, xd =
O. This contradicts the condition 2). Hence, the supposition is false and the
result follows.
The assumption 1) of the theorem is far from being necessary. It can be
weakened, for instance, in the following way: for any tl and for any solution
there exists t2 > tl such that for tl < t < t2 this solution is contained in one of
the sets Sr But one must not discard the condition 1). This is seen from the
following example. With the initial data x(to) = y(to) = 0 the system
(23) z = sgnx - 2sgny, y = 2 sgn x + sgn y
has a solution x(t) == y(t) == 0 and, besides, an infinite number of solutions,
whose trajectories are untwisting spirals.
Since each successive point of intersection between a trajectory and the
coordinate axes is thrice as far from the point (0,0) as the previous one, and the
velocity of motion is constant, the time intervals between the moments of these
intersections form a geometric progression. The motion from the point (0,0) up
to any point of the trajectory, therefore, takes only a finite time. Hence, for a
1l
Variation 01 Solution" 117
certain finite to the initial data z = y = 0 are satisfied at least by two solutions:
one is z(t) == y(t) == 0, while the other one has a spiral-shaped trajectory. Right
uniqueness does not hold.
Note that by virtue of (23) ! (izi + Iyl) == 2. Hence all the solutions for
which Iz(tdl + Iy(tdl = 2a left the point (0,0) at the same instant to = tl - a.
1l Variation of Solutions
Here we derive equations of first variation which are satisfied by the main
part of the difference between two close solutions in the cases where solutions
intersect the surface of discontinuity of the right-hand side of a differential equa-
tion, enter this surface, and leave it.
1. Vectors z E Rn and I(t, z) E R
n
will be written as columns, for
example z = (ZI,"" Zn) T, T being the transposition sign, and the vector
rps = (81P/8z1,"" 81P/8zn) will be written as a rowi I ~ = (8 J./8z
i
ki=I, ... ,n
is a matrix. The products of vectors and matrices will be defined by the rect-
angular matrix multiplication rule (rows of the first matrix are multiplied by
columns of the second one). In such products, factors can be grouped without
permutation, for instance, a(Az) = (aA)z, where a is a row vector, z is a col-
umn, A is a matrix. Then az is a scalar product, za is a matrix (ztaik,.=I, ... ,ni
E is a unit matrix. It can be easily proved that
(1)
(za)2 = za . az.
Solutions and surfaces of discontinuity are considered in an (n+1)-dimension-
al (t, z)-space. All the surfaces and their intersections under consideration are
smooth and all belong to class (J2.
2. Consider the variation of a solution in a region where the right-hand side
of the equation is smooth. Let z(t) and i(t) be solutions of the same equation
Z = I(t, z) (z ERn) with the initial data z(to) = Zo, i(to) = Zo + ho, I and
81/8z,. being continuous. Then, as is known 19),
(2) i(t) - z(t) = Y(t)ho + o(ho),
where the matrix yet) satisfies the first-variation equation
(3) yet) = Is (t, z(t)) yet), Y(to) = E.
The result remains valid if in some neighbourhood of a given arc of the graph
of the solution z(t) the functions I and 81/8z,. are continuous in z and in
their absolute value do not exceed some summable function m(t). If the same
conditions are also satisfied by 8
2
1/8z,.8z1c, then the residual term in (2) can be
replaced by O ( h ~ ) , and one can write down the equation for the second variation.
S. Consider the variation of a solution which intersects a surface of dis-
continuity 1156J. Let a vector-valued function I(t, z) have a discontinuity on a
smooth surface rp( t, z) = 0, I and 81/ 8z,. being continuous on both sides of this
surface up to the surface. For t = t. let a solution of the problem
(4)
z = I(t, z), z(to) = Zo
118 Solutions of Discontinuous Systems Chapter 2
pass from one side of the surface cp(t, x) = 0 to the other at the point x. = x(t.),
and at this point let
(5)
that is, intersection occurs without tangency. Here f = f(t. 0, x(t. 0)).
Then we represent the difference between two close solutions in the form (2)
where the matrix Yet) satisfies equation (3) on both sides of the surface, and on
the surface it has a jump
the values CPt and cplJ! being taken at the point (t., x.). According to the notation
of 1, the numerator in (6) is a matrix ofrank 1 and the denominator is a number.
In the case t. > to it is sufficient to require CPt + cplJ!f- f:. 0 instead of (5),
then the first of the qualities (6) is valid, but the matrix yet. + 0) can be
degenerate.
We shall prove formula (6). Near the point (t., x.) the equation of the
surface cp(t, x) = 0 can be written in the form
(7)
and the equation of the trajectory x(t) before its intersection with the surface
can be represented as
(8) x(t) = x(t) + Y(t)ho + o(ho) = x. + {t - t.)r + Y- ho + 0 (It - t.1 + Ihol) ,
where Y- = yet. - 0). To find the point of intersection of this trajectory with
the surface, we replace in (7) x by x(t) from (8). We obtain
From this we have for the intersection point
cpzY-h
o
(9) t-t. = - f- +o{ho),
CPt + cplJ!
~ ( ) ,- CPIJ!Y-h
o
Y-h (h )
x t =x.- f-+ 0+0 0
CPt + cplJ!
In the case t < t. on the interval (t, toO) we have dx/dt = f+ + O(h
o
), and
therefore, x(t.)-x(t.) = x(t.)-x(t)+x(t)-x. = (t.-t)J++o(ho)+x(t)-x.j
using (9), we obtain
(10) i(t.) - x(t.) = (r - r) cplJ!Y- ~ _ + Y- ho + o(h
o
).
CPt + cplJ!
Since both the solutions have already intersected the surface cp(t, x) = 0, the
left-hand side of (10) is equal to yet. +O)ho +o(h
o
), and the first equality of (6)
is thus proved. In the case t > t. the same result is obtained similarly.
11 Variation of Solutions 119
The second equality in (6) is derived from the first if it is solved with respect
to yet. - 0) and the property (1) is used.
4. Consider the variation of a solution which lies on a surface of discontinu-
ity. For t. ~ t ~ t let solutions x(t) and i(t) lie on a smooth surface !pet, x) = 0
and satisfy there an equation :i: = fO(t, x). The vector-valued function fa is
continuous in t,x and is smooth in Xj the vector (1, fO(t, x))T is tangent to this
surface at the point (t, $). We shall extend the function fO(t, x) from the surface
into its neighbourhood, retaining continuity of fa and f ~ . Then for the variation
of the initial data i(t.) = x(t.) +h., which does not lead the solution out of the
surface (i.e., such that /p(t., x.)h. = o(h.), where $. = $(t., the variation of
the solution is written by analogy with (2), (3), that is,
(11) i(t) - $(t) = yO(t)h. + o(h.), yO(t) = f2 (t,x(t yO(t),
yO(t.) = E. The solutions i(t) and x(t) lie on the surface, therefore in (11)
i(t) - $(t) does not depend on the way in which the function fa is continued.
Hence, YO(t)h does not depend on this way either (for all vectors h such that
!Plll(t., $.)h = 0), although the matrix yO(t) may depend on this procedure.
These formulae are also valid for solutions lying on a smooth hypersurface
of any dimension, for instance, on the intersection of a finite number of surfaces
of discontinuity. In order that these formulae may be applied, the function fO
must be smoothly continued from this hypersurface into its neighbourhood.
5. Consider the variation of a solution which reaches a surface of discon-
tinuity and then remains on it. Let a solution x(t) of the equation :i: = f(t, x)
lie in a domain G1 (where f and fill are continuous) for to ~ t ~ t., reach the
smooth surface S (!p(t, $) = 0) at a nonzero angle for t = t., and then lie on the
region of the surface S, where the solutions do not leave S, and satisfy there the
equation :i: = fO(t, x). Let the functions fa and f ~ be continuous.
To write the equation of first variation, we shall smoothly continue the func-
tion fa into its unilateral neighbourhood which does not belong to the domain
G
1
After this one can use the same argument as in 3, with the exception that
the function f- and f+ are replaced by f and fO. In this case !Pt + /PlIlf :F 0 at
the point (t.,x.). As in (6), the matrix yet) for t = t. has a discontinuity
(12)
yet. + 0) - yet. - 0) = (f0 - j)!P1ll yet. - 0),
!Pt + !Plllf
the values fO,f,!Pt,!P1ll being taken at the point (t., x.).
We will show that for t ~ t. the matrix yet) is degenerate. Solutions close
to x(t) reach S at an instant close to t. and remain on S. Therefore in (2)
for t > t. and for any (small) ho the vector Y(t)h
o
is tangential to an (n - 1)-
dimensional cross-section of the surface S and the plane t = const, and rank
yet) ~ n-l.
For t > t. the matrix yet) satisfies the equation
(13) yet) = f2 (t,x(t Yet).
We will show that yet) does not depend on the way in which the function
fO is extended from the surface S into its neighbourhood.
120 Solutions of Discontinuous Systems Chapter 2
If the surface 8 is a plane x,. = 0, then, as has been said above, for any
small ho = x(to) - x(to) the vector Y(t)h
o
lies in the plane x,. = 0 for t > t .
Hence the last row of the matrix yet) consists of zeros. The remaining n-l
are uniquely determined from the (n - l)-dimensional equation of first variation
written in the plane x,. = 0; the initial value of yet. + 0) is known from (12).
They do not therefore depend on the way in which the function fO is continued,
and the matrix yet) is determined uniquely.
The case of a smooth surface 8 is reduced to the case of a plane by a change
of variables.
6. Consider the variation of a solution with the initial condition on a surface
of discontinuity.
Let us investigate the case where a variation of initial data is admitted
which takes the solution out of the surface of discontinuity 8 x) = 0). Let
a solution x(t) with the initial condition x(t.) = x. for t > t. lie on 8 and satisfy
the equation 3; = fO(t, x). In the region > 0 near 8, let there hold an
equation 3; = f+(t, x) and in the region x) < 0 let there hold an equation
3; = f- (t, x); let the vectors f+ and f- be directed towards the surface 8, that
is
+ < 0,
In the case > 0 < 0) the initial condition x(t.) = x. + h. of the
solution x(t) lies in the region x) > 0 (correspondingly, x) < 0) if h. is
sufficiently small (the required smallness of Ih.1 depends on the direction of the
vector h.).
Then the variation of the solution for t > t. is expressed by formulae (2)
and (13), in which in the case to the condition Y(t.) = E is replaced by
the condition
(14)
Y(t.) = E + (f0 - ,
+
where f+ (f-) is taken for the case > 0 0); the values f
O
, f+, f-,
are taken at the point (t., x.).
We will prove formula (14). Let < o. One can obtain this case from
the one considered in 3 if one assumes to = t. - 0 and denote the function
fO continued to the region x) > 0 by f+. Since on reaching the surface
x) = 0 the solution x(t) remains on it, formula (12) is valid. The jump of
yet) at t = t. is described by the first equality in (6), where f+ is replaced by
fO. From this equality there follows (14) with f- instead of f%.
The case > 0 is obtained from the considered one by an obvious change
of notation.
7. Consider the variation of a solution which passes from one surface onto
another. Let solutions pass along a smooth surface 8
1
(,p1 (t, x) = 0) and satisfy
there the equation:i: = fl(t,x). On reaching the surface 8
2
(,p2(t,x) = 0) at a
nonzero angle (i.e, + ,p;f
1
to) they continue on this surface without leaving
it and satisfy there the equation :i: = P(t, x).
To write the equation of first variation of such solutions in the case of
variations ho of the initial condition, which do not take the solution off the surface
1l Variation 0/ Solutions 121
8
1
, we continue the function /1 from the surface 8
1
onto its neighbourhood
located on one side of 8
2
Then the problem reduces to the one considered in 5.
For the indicated values of ho the variation of the solution x(t) is expressed by
formulae (2) and (13), where /0 is replaced by P for t < t. and by P for t > t.
(the solution x(t) reaches 8
2
at t = t.); the jump of Yet) at t = t. is expressed
by formula (12), where now one should replace /, /0 and 'I' by p, p, and ,p2.
Consider the case where the surface 8
1
is tangent to the surface 8
2
along an
(n -1)-dimensional surface P. Draw an auxiliary surface rp(t, x) = 0 through P
and consider the case where rpt + '1'11:/
1
"1= 0 on P, i.e., solutions lying on S1
are not tangent to the surface 'I' = O. Such a problem is analogous to the one
considered in 3. The jump ofthe matrix Yet) is expressed by formula (12), where
/ and /0 are replaced by /1 and p.
8. Consider the variation of a solution which leaves a surface of discontinuity.
Let solutions pass along a smooth surface ,p1(t, x) = 0 and satisfy there the
equation z = P (t, x). Reaching the intersection P of this surface with a smooth
surface rp(t, x) = 0 (which may be either a surface of discontinuity of the right-
hand side of the differential equation z = P(t,x), like the surface ,p1 = 0, or
an auxiliary surface serving only for defining the set P of points at which the
solutions leave the surface ,p1 = 0), the solutions leave the surface ,p1 = 0 and
continue into the domain G where they satisfy the equation z = /(t, x); the
functions / and /11: are continuous in G. The set of points (t,x) lying on these
solutions in the domain G forms a surface ,p2(t, x) = O. Then the problem of
variation of the solution x(t), which first lies on the surface ,p1 = 0 and then
in the domain G on the surface ,p2 = 0, is reduced to the problem considered
in 7, but with the function / instead of p. As in 7, it is assumed here that
rpt + 1jJ1I:/
1
"1= 0, that is, on reaching the set P the solutions are not tangent to
the surface rp(t, x) = O.
In the case where /1 = / at the points at which solutions leave the surface
,p1 = 0, the matrix yet) does not have a jump.
9. Consider the variation of a solution which lies on a surface of discontinuity
and passes over to the intersection P of this surface with another surface of
discontinuity. Let solutions lie on a smooth k-dimensional surface Sic (2 ~ k ~ n)
and satisfy there the equation z = /1 (t, x). Reaching a (k - 1 )-dimensional
intersection P of this surface with a smooth n-dimensional surface S,. (rp(t, x) =
0), they lie further on P and satisfy there the equation z = pet, x). It is assumed
that rpt + '1'11:/
1
"1= 0, i.e., that on reaching P the solutions are not tangent to the
surface S".
The variation of the solution is determined as in 5, 7, the jump of yet) at
the moment t of reaching P is expressed by formula (12), where now / and /0
are replaced by /1 and /2.
As in 8, we consider the case where solutions lie on an intersection (of
any dimension) of surfaces of discontinuity and then go off it onto one of these
surfaces or into the domain of continuity of the right-hand side of the equation.
10. Thus, the first variation of a solution can be written in the form (2) if the
solution lies in the region of smoothness of the right-hand side of the equation, if
the solution crosses a surface of discontinuity or gets onto it and passes along it,
if the solution gets onto the intersection of surfaces of discontinuity and passes
122 Solutions of Discontinuous Systems Chapter 2
along it or goes off it, or if it goes off the surface of discontinuity. In this case it
is assumed that:
1) All surfaces of discontinuity and their intersections (of any dimension)
belong to class C2, and the functions determining the velocity of motion belong
to class C1.
2) From each domain sn+l of continuity of the right-hand side of the equa-
tion, from a surface sn of discontinuity or from an intersection Sk of such sur-
faces (the upper index shows dimension) the varied solution x(t) gets only onto
a surface (or intersection of surfaces) pi which is by one dimension smaller and
only at a nonzero angle; pi lies on Sk or on the boundary of Sk.
3) Then the solution either immediately leaves pi or goes along pi for
some time; it can leave pi only having reached at a nonzero angle some smooth
hypersurface Qi, :j = i - 1 (i.e., dimQi = dim pi - 1) which lies on pi or on
the boundary of pi; leaving pi is possible into any of the sets sm adjacent to
pi, the dimension m ~ i - 1.
4) Leaving any Sk is uniquely determined by directions of the velocity vec-
tors f (t, x) in the sets sm (m > k) adjacent to Sk.
5) In a finite time interval there may exist only a finite number of points
where solutions pass over from one set Sk to another.
For instance, if the surfaces of discontinuity are faces S2 of a cube S3,
then one considers variations only of such solutions which do not get from S3
immediately on an edge S1 or onto a vertex So, as well as from S2 onto So.
Going off the face S2 occurs only on reaching at a nonzero angle some line Q1
which mayor may not be an edge. Leaving a face is possible either onto an edge
(but not onto a vertex) or into the interior or exterior of a cube.
Under conditions 1}-5) all solutions with initial data sufficiently close to
x(to) get onto surfaces Sk in the same order as the solution x(t). The variation of
the solution is determined by formula (2). The matrix Y(t) satisfies an equation
of the form (3) or (13) when the solution lies in each set Sk but when a solution
passes from one Sk into another, it undergoes jumps as indicated in 3-9.
Variation of solutions of equations with discontinuous right-hand sides is
considered also in [207].1
1 Added in translation.
CHAPTER 3
BASIC METHODS
OF
QUALITATIVE THEORY
The basic methods of the qualitative theory of differential equations are applied to the study
of differential equations with discontinuous right-hand sides and differential inclusions. The
general properties of trajectories of autonomous systems and the properties of trajectories
in a plane (in particular,' if there holds only right uniqueness) are described. The existence
conditions for bounded and periodic solutions, the methods of studying stability by means of
Lyapunov functions and by a first approximation equation are presented.
12 Trajectories of Autonomous Systems
We will show that many properties of autonomous systems of ordinary differ-
ential equations hold also for differential equations with discontinuous right-hand
sides and for differential inclusions. Differences in the properties are due rather
to lack of uniqueness than to the presence of discontinuity in the right-hand side
of the equation.
1. In a domain G of the space Rn we consider an autonomous differential
inclusion
$ E F(:z:)
or an autonomous system of differential equations with discontinuous right-hand
sides, which is reduced to (1), for instance, with the help of the definition a)
or c), 4. It is assumed that there hold the basic conditions of 2, 7: for each
z E G the set F(z) is nonempty, bounded, closed, convex, and the function F
is upper semicontinuous. In this case for each bounded closed domain D c G
the function F is bounded in D (Lemma 15, 5), and the solutions possess the
following properties determined in 2, 4, 7:
A
0
For any initial condition z(t) = Zo, where Zo is an interior point of the
domain D, the solution exists and continues, either unboundedly as t increases
(and decreases), i.e., as t - 00, or until it reaches the boundary of the domain D.
B
O
All the solutions lying in D are equicontinuous.
Co The limit of each uniformly convergent sequence of solutions is a solution.
123
124 Basic Methods of the Qualitative Theory Chapter 3
DO If x(t) (to ~ t ~ td and yet) (tl ~ t ~ t2) are solutions and if x(td =
y(td then the function
(1) z(t) = x(t) (to ~ t ~ ttl,
is also a solution.
From the properties A o_Do there follow some other properties of solutions.
In particular, if all the solutions with a given initial condition x( to) = Xo exist for
to ~ t ~ tl then the set of these solutions is a compactum in the metric C[to, tll
(Theorem 3, 7)j this compactum is an upper semicontinuous function (with re-
spect to the inclusion) of the initial point (to, xo) (Corollary 2 to Theorem 1, 8).
If a solution with the initial condition x(to) = xo is unique on the interval [to, tll
and on any smaller interval [to, t'l c [to, tll, it depends continuously on to, xo
and on the right-hand side of the equation or of the inclusion (Corollary 1 to
Theorem 1, 8).
2. For the differential inclusion (1) (or for an equation which can be reduced
to this inclusion) the traiectory is a point or a line (in the x space) determined by
the vector-valued function x = \O(t), which is a solution of inclusion (1). Trajec-
tories passing through the point p are denoted by T(p), Tdp) , T
2
(p), L(p), R(p),
etc. The part of the trajectory T(p) spanned for t ~ to (where \O(to) = p) is
denoted by T+ (p), and for t ~ to by T- (p) (positive and negative half trajecto-
ries).
The point x = p is called stationary if it is a trajectory, that is, if x(t) == p
is a solution of the inclusion (1). The term "singular point" is not used here
since besides stationary points we also consider some other singular points, for
instance, branching and joining points of trajectories.
From the definition of solution and from t-independence of the right-hand
side of the inclusion (1) we have the following properties of solutions and trajec-
tories.
If x = \O(t) is a solution (for a < t < 13) then for any constant c the function
x = \O(t + c) (a - c < t < 13 - c) is also a solution, and these solutions have the
same trajectory.
A point p is stationary for the inclusion (1) if and only if 0 E F(p).
A set of stationary points contained in a closed domain D is closed.
As is known ([157], p. 30), in the case of uniqueness of solutions each tra-
jectory of an autonomous system is either a stationary point or a closed curve
or an open curve without self-intersections. In the general case the trajectories
of the autonomous differential inclusion (1) may have any self-intersections.
THEOREM 1. If there holds right uniqueness, each trajectory of the differential
inclusion (1) pertains to one of the following types:
1) a stationary point-a trajectory of the solution x(t) == p;
2) a closed curve without self-intersections-a trajectory of the periodic
solution x(t) 1= const;
3) an open curve without self-intersections;
4) a trajectory coming into a stationary point, i.e., consisting of a simple arc
without self-intersections, x = \O(t) (t < ttl, and a stationary point x = \O(t) == P
(t ~ ttl;
12
Trajectories of Autonomous Systems 125
5) a trajectory joining a closed trajectory, i.e., consisting of a simple arc
without self-intersections, z = (t < t1), and a closed trajectory z = ==
+ I) (t t1, 1= const > 0).
In the cases 4) and 5) the parts t < hand t t1 of the trajectory :r; =
do not have common points.
PROOF: ff =F for the solution :r; = (-00 a < t < f3 00)
for any tlJt2' t1 =F t2, then we have the case 3). In the other cases let t1 be
the greatest lower bound of those l' which are such that = at least
for one value of 0" > 1'. Let 0" - l' = h. Then ,p(t) = + h) is a solution,
,p(1') = = Hence, == ,p(t) for t 1',
(2)
== + h)
(t 1').
ff = for l' t 0" then by virtue of (2) = for all t 1',
and as a consequence of continuity of the function also for all t > t1 (t t1 if
t1 > a). Since by virtue of the choice of t1 the function =F for t < t1
then there holds the case 4). ff h = a then = const and there holds the
case 1).
Let ' const for l' t < 0" and l' + I be the greatest lower bound of
those t > l' for which = Then 0 < I h (if I = 0 then, as in (2),
== + It) (t 1') for arbitrarily small I. and since the function is
continuous, == const (t 1'), which contradicts the assumption). Therefore,
== I) (t 1'), i.e., for t l' the function is periodic with a smaller
period l> O. The closed curve :r; = (1' t l' + l) has no self-intersections
since otherwise = 0 < 0"1 - 1'1 < I and as in (2), the function
would have a period 0"1 - 1'1 < I.
ff in this case tl = a, there holds the case 2), and if tl > a, there holds the
case 5).
LEMMA 1. Let D be a bounded closed domain, let
i = 1,2, ... ,
be a sequence of arcs of trajectories of the inclusions (1) contained in D,
= Pi -+ p,
bi - a; = Ii "t > 0, i = 1, 2, ..
Then:
(i -+ 00);
1) if lim._
oo
li = 1 < 00 then the domain D contains an arc 0 t I of
some trajectory z = = p, = qj
2) if limi_oo Ii = 00 then D contains some half trajectories T+(p) (z =
0 t < 00) and T-(q) (z = ,p(t), -00 < t 0).
The arc pq or the half trajectories T+(p) and T-(p) are limits of a certain
subsequence of arcs Piqi or of their parts.
PROOF: The solutions
(3)
(0 t It)
126 Basic Methods of the Qualitative Theory Chapter 3
have the same trajectories as the solutions For arbitrarily large k we take
Ak = l- 2-
k
in the case 1) and Ak = k in the case 2). Fix k. According to BO,
the sequence of solutions (3) for i = ik, ik + 1, ... , js compact in the metric C
on the interval 0 t Ak. We choose from this sequence a subsequence,
for which li -+ l in the case 1) or li -+ 00 in the case 2). From the latter
subsequence we choose a uniformly convergent subsequence. Its limit is also a
solution x = 0 t Ak, whose trajectory is contained in D,
Now we consider solutions of the subsequence for 0 t Ak+1, and choose
from them a new subsequence which uniformly converges on the interval 0
t Ak+l' The limit of this subsequence is a solution on 0 t Ak+1 which
coincides with the solution on 0 t Ak. Therefore, this solution can be
denoted as before by Proceeding similarly, we obtain a solution for
o t < l (l = 00 in the case 2)) whose trajectory is contained in D. In the
case 2) the half trajectory T+(p) is already constructed, T- (q) is constructed in
a similar manner.
In the case 1) IF(x)1 minD and, accordingly, Ix(t) I m for all the
solutions, and there exists limt_l-o = For any s > 0 for k > ko(s)
and i > io (k, e) we have
- I m(l - Ak) = 2-
k
m < s,
ItPi(Ak) - th (lo) I m(Ak -lo) < s,
- tP.(Ak)1 < e,
ItP.(li) - ql = Iq. - ql < e.
Hence, - ql < 4s. Since s is arbitrary then = q.
3. In the next theorem we consider the behaviour of trajectories near a
nonstationary point without making the assumption of uniqueness.
THEOREM 2. Let a point b be nonstationary for the inclusion (1), that is,
OF(b).
Then there exists a vector v (Ivl = 1), a constant "1 > 0, and a closed
neighbourhood K(lx - bl eo) of the point b such that for all the trajectories
lying in K we have
(4) v . :i:(t) "1 > 0,
and the angle between the vectors v and :i:(t) is not larger than
(5)
11" "1
a = '2 - arcsm m'
m=maxIF(x)l
.,EK
All the trajectories which have common points with the diametric cross-section
S(v . x = v . b, Ix - bl so) of the neighbourhood K intersect this cross-section
in one direction, namely, in the direction of an increasing product v . x.
PROOF: Since 0 F(b) and the set F(b) is convex then by Lemma 3, 5, there
exists a plane P which separates 0 and F(b). The equation of the plane P
can be written in the form v . x = "I, where Ivl = 1, "1 > O. The point 0
12
Trajectories of Autonomous Systems 127
lies in the region v . x < "I, and the set F(6) lies in the region v . x > '1. By
Lemma 1, 5, p(F(6), P) = Po > o. Since the function F is upper semicontinuous,
there exists eo > 0 such that for Ix - 61 eo we have P(F(x),F(6)) Po, i.e.,
F(x) C (F(6))Po. Then F(x) lies in the region v . x "1 and for any solution of
the inclusion (1) in the region Ix - 61 eo we have (4).
Next, for Ix - 61 eo the set F(:z:) lies in a balllzi m (Lemma 15, 5).
For any y e F(x) we have IYI m, '1 v . Y = Ivl . IYI cos 01, 01 being the
angle between the vectors v and y. Since Ivl = 1, COSOl "IIIYI "11m and
therefore (5) follows.
COROLLARY 1. Under the assumptions of Theorem 2, for anye > 0 there
exists 5 > 0 such that each trajectory passing through the 5-neighbourhood 6
6
of the point b intersects the transversal S (the cross-section S constructed in
Theorem 2) without going out of its e-neighbourhood and then goes out

PROOF: Let e be less than the eo specified in Theorem 2 and let 5 = "Ie/m. By
virtue of (4), none of the trajectories passing through the point q e b
6
can remain
in b
C
, and therefore each of them reaches the boundary of the neighbourhood 6
C
both with a decreasing and with an increasing t. Figure 17 shows a cone with the
axis directed along the vector v, with the base ppdlx - bl e, V x = v 6), with
the lateral surface tangent to the ball 6
6
Then cos 0 = I br I : I 6p I = ole = '1/ m,
the angle between the element rp and the vector v being also equal to o. Since
the angle between the vectors :i:(t) and t1 is not greater than 0 (see (5)), the
trajectory going from the point q of the ball b
6
will not pass out of the cone until
it crosses its base PP1.
P
f
Figure 17
v
COROLLARY 2. Let there hold right uniqueness on the arc ab of the trajec-
tory T (x = 0 t p, = a, = b) and let the point 6 be
nonstationary.
Then for any e > 0 there exists '7 > 0 such that each trajectory passing
through the point al e a" intersects, at some point Cl. the cross-section S (as t
increases) which passes through the point b, the whole arc alcl C (ab), and the
128 Basic Methods 0/ the Qualitative Theory Chapter 3
time of motion along the arc aici differs arbitrarily little (for small '7) from the
time of motion along abo
PROOF: For a given e there exists 6 < e as in Corollary 1. Since right uniqueness
holds, there exists '7 > 0 such that the arc alb
l
(a ~ t ~ ~ ) of any trajectory
TI(ad (x = ,p(t), ,p(a) = ad is contained in the 6-neighbourhood (ab)6 of the
arc ab (Corollary 1 to Theorem I, 8). Since , p ( ~ ) = b
l
E b
6
then the trajectory
Tdad intersects S at some point CI; in this case the arc blCI C be. Then the
whole arc alcl C (ab)e. Since the arc blCl C be, Iv, (CI - bdl ~ 2e (if Ivl = 1)
and from (4) it follows that the time of motion along the arc blCl is not greater
than 2eh.
The following two known theorems on trajectory straightening in the neigh-
bourhood of a nonstationary point, in the case of uniqueness, are presented in
the form required for further investigations.
THEOREM 3. Let a continuous function Xl = ,p(tI), where v = (VI", .,vn-d,
give a one-to-one mapping of the compactum K C Rn-l onto the set M C RR.
Let, for each Xo E M, the solution X = e(t; xo) of the inclusion (1) or of the
equation :i; = f(x) with the initial data e(O; xo) = Xo on the interval I =
[a, ~ l (a ~ 0 ~ ~ ) exist and be unique, and let the arcs a ~ t ~ ~ of trajectories
of such solutions have no common points L; e(t
l
, xo) i= e(t
2
, xo) iEtI i= t2
Then the function x = e(t; ,p(v)) maps topologically the set I X K onto the
set Q C Rn filled with arcs a ~ t ~ ~ of trajectories with initial data x(O) E M.
These arcs are images of the segments of straight lines v = const.
PROOF: The mapping of I X K onto Q is a one-to-one mapping since the con-
sidered arcs of trajectories have no common points. Continuity of this mapping
follows from continuity of the functions ,p( v) and x = e(t; xo); the function e is
continuous due to uniqueness of the solutions. The inverse mapping is continuous
by Lemma 1, 9.
THEOREM 4. Let the conditions of Theorem 3 be satisfied for the equation
:i; = f(x),' moreover, let K be a closed bounded domain in Rn-l, fEel, ,p E
. C
l
, and the vectors f(x), a,p/aVI,"" a,p/aVn_1 be linearly independent for all
v E K, x = ,p( v).
Then the mapping x = e (t, ,p (v)) of the set I X K onto Q and the inverse
mapping are continuously differentiable.
PROOF: By Theorem 3 the mapping x = e(t,,p( v)) is topological. It is contin-
uously differentiable since e(t, xo) E C
l
by the theorem on solution differentia-
bility with respect to initial data. The derivatives u. = aX/aVi' i = 1, ... , n -I,
satisfy an equation of first variation with initial data Ui (0) = a,p / av .
Since the equation :i; = fez) is autonomous, the solution x(t; to, zo) with
initial data x( to; to, xo) = Xo depends only on t - to and on Xo. So the function
Uo = ax/at == -ax/ato satisfies an equation of first variation with initial data
uo(to) = /(xo) ([131, p. 96). From the assumption of the theorem it follows
that the vectors u.(t), i = 0,1, ... , n - 1, are linearly independent for t = O.
They satisfy a linear homogeneous equation of first variation and are therefore
linearly independent for any t. Hence the determinant, which is composed of
12 Trajectories of Autonomous Systems 129
these vectors and is the Jacobian of the mapping :I: = e(t, "'(11)), is not equal to
zero, and the inverse mapping is also continuously differentiable.
4. Many properties of limit sets of trajectories of an autonomous system of
differential equations are retained for limit sets of trajectories of a differential
inclusion :i: E F(x) if the basic conditions of 1 are satisfied. In the first place,
this concerns the properties inherent in limit sets of any continuous curves in
the space Rn which are given in the form x = to t < 00.
A point q E Rn is called an w-limit point for a curve L (x = to
t < 00, E C) if there exists a sequence tl, t2, ... , tending to 00 such that
-+ q (i -+ 00). The set of all w-limit points of the curve L is called an
w-limit set of the curve L and is denoted by O(L).
For a curve :I: = (-00 < t to, E C) a point p E Rn is called an
a-limit if there exists a sequence of points -+ P (i = 1,2, ... ; ti -+ -00);
the a-limit set of the curve is the set of all its a-limit points.
H a given curve :I: = is a trajectory or a half trajectory of an autonomous
differential equation or of an inclusion, one speaks of limit points and sets of this
trajectory or half trajectory.
The following known and easily proved assertions are concerned not only
with a limit set of trajectories but also with limit sets of any continuous curves
in RA. The assertions are formulated for w-limit sets; a-limit sets possess similar
properties.
1) Let L be a curve x = to t < 00, and Lie be a part of this curve,
tie t < 00, tie -+ 00. (Ie -+ 00). Then
00
O(L) c L,
O(L) = n Lie.
Ie=l
2) The set O(L) is closed.
3) The set O(L) is empty if and only if 00 as t -+ 00.
4) The set O(L) is bounded if and only if the curve L (:I: = to t < 00)
is contained in a bounded domain.
5) H the set O(L) is bounded then
O(L)) -+ 0 (t -+ 00)
6) Always
(t -+ 00).
LEMMA 2. The set O(L) is not a union of two disjoint nonempty closed sets if
at least one of these sets is bounded.
PROOF: Suppose O(L) = Au B, An B = 0, A ::/: 0, B ::/: 0, A and B
being closed, and B bounded. By Lemma 1, 5, p(A, B) = 2d > O. Take points
a E A, b E B. These are w-limit points and so there exists an increasing sequence
tb t2, ... , tending to 00 such that
Ie = 1,2, ....
130 Basic Methods of the Qualitative Theory Chapter 3
Then p(fP(t2k-d, B) > d, k = 1,2, ... (otherwise
which is a contradiction since p(A, B) = 2d). The continuous function p(fP(t) , B)
is greater than d at t = t2k-l and less than d at t = t2k, k = 1,2, .... Hence,
for some t = Tk > t2k-l
k = 1,2, ... , T,. -+ 00.
A bounded sequence fP(Tk) has a limit point c E O(L). Since p(c, B) = d >
0, p(A, B) = 2d, then c B, c A. This contradicts the fact that c E O(L) =
AuB.
COROLLARY. If O(L) is bounded, it is connected.
The formulation of Lemma 2 becomes simpler if the space RB is comple-
mented with one extra point x = 00 to form a compactum [RBJ with the natural
topology: Xk -+ x if IXk - xl-+ OJ Xk -+ 00 if IXkl-+ 00. Then Lemma 2 can be
formulated as follows: the set O(L) is connected in [RBJ.
LEMMA 3. If O(L) has no common points with the line L (x = fP(t), to ~
t < 00) then L is contained in one of the components G
l
of the open set
Rn\O(L), O(L) is nowhere dense, O(L) = BG
l
, i.e., O(L) is the boundary of
the domain G
l
.
PROOF: The first assertion follows from the assumption of the lemma and from
the connectedness of the line L. From L C G
I
it follows that O{L) c BG
I
,
and since G
I
C Rn\O(L) then BG
I
C O(L). Thus, O(L) = aGl' By virtue of
the definition of the boundary of a domain, in any neighbourhood of each point
a E BG
l
there exist points of the domain G
l
Hence, the set O(L) = BGl is
nowhere dense.
Next we consider limit sets of trajectories of the differential inclusion (1) in
a closed domain D under the basic conditions formulated in 1 and the condition
IF(x)1 ~ minD.
The condition IF{x) I ~ m is not a severe restriction since, by Lemma 15, 5,
in each bounded part Dk = D n Bk (Bk being a ball Ixl ~ k) of the domain
D we have IF(x) I ~ mk' The inclusion (1) can therefore be replaced by the
inclusion :i: E p(lxI)F(x) which, by Theorem 3, 9, has the same trajectories as
the inclusion (1), but whose right-hand side is bounded in the entire domain D.
To this end, it suffices to take as p( ) a continuous decreasing function such that
p(k - 1) ~ m;;l, k = 1,2, ....
LEMMA 4. Through each point a E O(T) there passes a whole trajectory
To (x = ,p{t), -00 < t < 00) contained in O(T). The same is true for an
a-limit set A{T).
PROOF: The point a is an w-limit point for the trajectory T (x = fP(t)), that
is, there exists a sequence ti -+ 00 such that fP(ti) -+ a. The functions
(to - ti ~ t < 00)
12 Trajectories of Autonomous Systems 131
are solutions, and ,pi (0) -+ a. Since IF(:I:) I m, on any finite interval-k t k
the solutions ,pi(t), beginning from a certain one, are defined, equicontinuous,
and uniformly bounded. Hence, from the sequence {,pi(t)} one can choose a
subsequence uniformly convergent for -1 t 1 to the solution ,pet), and from
it a subsequence uniformly convergent for -2 t 2 to the same solution
continued onto the segment [-2; 2], etc. We obtain the solution is ,pet) defined
for -00 < t < 00. In this case, ,p(0) = lim ,pi (0) = a. The trajectory of this
solution is contained in OCT), since for any t the point ,pet) is the limit of some
subsequence of points ,pi(t) == + til, i = ij -+ 00.
The case a e A(T) is reduced to the one just considered on replacing t by-to
5. We will investigate in more detail the properties of limit sets in the
case where the conditions listed before Lemma 4 are satisfied and, moreover, a
solution with any initial data :I:(to) = :1:0 e D is unique for t to.
LEMMA 5. If a trajectory T (:I: = a < t < 00) has a common point
:1:. = with a set OCT) then either T c OCT) or some half trajectory
T+ (:I: = tl t < 00) is contained in OCT), and the rest of the trajectory
T (t < td has neither self-intersections nor common points with OCT).
PROOF: By Lemma 4, through the point :1:. there passes some trajectory To C
OCT). Let To be the trajectory of the solution :I: = ,pet). Since:l: = ,p(t + c)
is a solution for any c, one may assume that ,p(t.) = :1:. = Then, as a
result ofright uniqueness, ,pet) = for all t t . Let tl be the greatest lower
bound of t. such that e O(t). From what has been proved it follows that
e OCT) for all t > tl. IT tl = a then T C OCT). IT tl > a then . OCT)
for a < t < tl by virtue of the choice of tl, and e OCT) because is
continuous and OCT) is closed. The absence of self-intersections of the arc
for a < t < tl follows from Theorem 1.
THEOREM 5. Let the conditions listed before Lemma 4 be satisfied and let
right uniqueness hold in the domain D. If the trajectory T has a common point
with OCT) then only the following cases are possible:
1) OCT) coincides with T or with some half trajectory T+ c T; in this case
OCT) is a stationary point or a closed trajectory;
2) OCT) contains at least one point which does not belong to T; in this
case OCT) consists of an uncountable set (continuum) of trajectories; in the
neighbourhood of any point a e OCT) there exist points of the trajectory T and
points of the set O(T)\T.
PROOF: IT OCT) is a stationary point or a closed trajectory then there holds the
case 1). IT the case 1) does not hold, the point bET n OCT) is nonstationary.
By Theorem 2, through this point there passes a local cross-section S. Since
the point b is an w-limit point of the trajectory T (:I: = there exists a
sequence -+ b, -+ 00, i = 1,2, .... The trajectory T that reached some
neighbourhood of the point b at t = (i = il,i
l
+ 1, ... ) must intersect the
cross-section S at some instant ti close to by Corollary 1 to Theorem 2. Thus,
we have a sequence of points
= bi -+ b, bi E SnT+(b) c SnO(T),
132 Basic Methods 01 the Qualitative Theory Chapter 3
since T+(b) C OCT) by Lemma 5.
All the points b. are different since T+(bo) is not a closed trajectory. The
point b is therefore a limit point for a closed set M = OCT) nS. The same is true
for each point of the set M, except perhaps for the points lying on the boundary
as of the cross-section S. Discarding from M the points which lie on as and
are not limit points for the set M\aS, we obtain a nonempty closed set Mo
containing no isolated points and having therefore the power of the continuum
([64], p. 58).
Each trajectory which intersects S must come out of some neighbourhood of
the point b (by virtue of (4)) before it crosses S once again. The time intervals
between two intersections cannot therefore be arbitrarily small. Hence, each
trajectory can intersect S in not more than a countable set of points. Thus,
through the points of the set Mo C OCT) n S there passes, besides T, also an
uncountable set (continuum) of other trajectories contained in OCT). This is
true for any neighbourhood of any point a E OCT).
Lemma 5 and Theorem 5 enable us to classify the trajectories in more detail
than has been done in Theorem 1. We must take into account the absence or
the presence of intersections of a trajectory with its w-limit set.
In the cases 1) and 4) of Theorem 1, OCT) is a point, and in the cases 2)
and 5) it is a closed trajectory. In the cases 1) and 2) OCT) = T, and in the
cases 4) and 5) OCT) C T, but OCT) - T. In the case 3) the trajectory T is an
open curve without self-intersections, and there exist the following possibilities:
3a) OCT) is empty;
3b) OCT) is nonempty and has no common points with T;
3c) T C OCT), but T - O(T);
3d) the part t < tl of the trajectory T(z = !pet)) has no common points
with OCT), and the rest of the trajectory, tl ~ t < 00, is contained in OCT), but
does not coincide with it.
By Theorem 5, in the cases 3c) and 3d) the set OCT) contains, besides
the trajectory T (or the portion tl ~ t < 00 of it), also an uncountable set
(continuum) of other trajectories.
Examples of trajectories of the types 1), 2), 4), and 5) are obvious. An
example of the case 3a) is a trajectory z = t, 3b)-a trajectory z = e-
t
, 3c-a
trajectory from an irrational winding of a torus ([158], p. 70); for other examples
see [158] (pp. 408 and 418), 3d)-a trajectory which comes to a torus from its
exterior and joins one of the trajectories of its irrational winding.
Using arguments similar to those of Lemma 5 and Theorem 5, one can
investigate the situation of a trajectory with respect to an a-limit set A{T). The
cases A(T) = 0 and A(T) - 0, A(T) n T = 0 are possible. If the trajectory T
has a common point a with the set A(T) then by virtue of Lemma 4 and right
uniqueness, T+(a) C A(T). In this case, as in Theorem 5, there are the following
possibilities: T = A(T); then T is a stationary point or a closed trajectory; T C
A(T), but T - A(T) then, besides T, A(T) contains a continuum of trajectories;
another case is possible where T contains points a E A(T) and b . A(T), then
T-(b) n A(T) = 0, T+(a) C A(T). The latter case holds, for instance, for the
13 Properties 0/ Trajectories in a Plane 133
trajectory
z = cos 6(t), y = sin6(t)j
6. Let the basic conditions of 1 be fulfilled. Uniqueness is not assumed to
hold. IT all 'the solutions of the differential inclusion (1) are defined for -00 < t <
00, they define [120] a generalized (i.e., without uniqueness) dynamical system.
Such systems possess some properties of usual dynamical systems, in particular,
properties concerning minimal sets and recurrent trajectories [159J, [160J.
A set M is called minimal if it is nonempty, closed, consists of whole trajec-
tories (i.e., through each point p E M there passes at least one whole trajectory
z = !p(t), -00 < t < 00, contained in M) and contains no subset Mo =1= M which
possesses the same properties. A trajectory T is called recurrent if for any e > 0
there exists 1"(e) such that the e-neighbourhood of any a r ~ of the trajectory T,
which is passed through in the time 1"(e), contains the whole trajectory T.
THEOREM 6 [159]. Any nonempty compact set consisting of whole trajectories
contains a minimal set.
COROLLARY. If the set O(T) is nonempty and bounded, it contains a minimal
~ L '
THEOREM 7 [159]. Each whole trajectory contained in a compact minimal set
is recurrent.
THEOREM 8 [159J. The closure of a recurrent trajectory contained in a bounded
domain is a compact minimal set.
18 The Properties of Trajectories in a Plane
We now establish which of the well-known properties of trajectories of the
equation :i: = /(z) (z E R2, / E G1) are retained for trajectories of the differ-
ential inclusion :i: E F(z) (z E R2) and, therefore, for differential equations with
discontinuous right-hand sides in a domain of a plane under the definition a)
or c), 4. In particular, for such equations and inclusions we formulate theorems
similar to Bendixon's theorems on limit sets in a plane and on closed trajectories.
1. Fundamental properties of trajectories of differential equations in a plane
in the case of uniqueness were investigated in [161] and in [158J (Chapter 2, 1),
and in the absence of uniqueness-in [162J and [13] (Chapter 7, 4). Many of
these properties are retained with small modifications also for differential inclu-
sions (see, in particular, [163J, [164]). The proofs are similar to those presented
in [13J and, [158J with the following variations. Instead of a segment of a normal
to a trajectory or of an arc without contact we consider a transversal, i.e., the
cross-section constructed in Theorem 2, 12j instead of the theorem on contin-
uous dependence of solutions on initial data we use the local compactness of a
set of solutions (the properties BO and Co, 1, 12).
In a closed domain of a plane we consider the differential inclusion
(1) :i: E F(z),
134 Basic Methods of the QualitatitJe Theory Chapter 3
A
Figure 18
which satisfies the basic conditions of 1, 12, and the conditions IF(x)1 ~ m.
A segment S is called a transtJersal if it is intersected by trajectories only in
one direction, more precisely, if in its neighbourhood for any x and any tt E F(x)
we have v . tt ~ '1 > 0 (v being a given vector orthogonal to the segment S).
For any nonstationary point the existence of a transversal passing through this
point is proved in Theorem 2, 12.
LEMMA 1. If on a transversal S there exists a point b E O(T) (or b E A(T))
then a trajectory T (x = ip(t)) intersects the transversal S for arbitrarily large
It I, and among the intersection points one can choose a sequence
bi = ip(t.) -+ b, ti -+ 00 (i -+ 00)
(or, correspondingly, ti -+ -00).
PROOF: The point b is an w-limit point of the trajectory T (x = ip(t)) and,
therefore, on T there exists a sequence of points a. = ip(to') -+ b, t ~ -+ 00.
By virtue of Corollary 1 to rheorem 2, 12, the trajectory T passing through
any point a. sufficiently near b will intersect S at the point b. = ip(t.), and from
a. -+ b there follows b. -+ b, and with an account of (4), 12, t.-to' -+ 0, t. -+ 00.
The case b E A(T) is reduced to that considered above on replacing t by -to
In Lemmas 2-6, which follow, a given trajectory T (x = ip{t)) is assumed
to satisfy at least one of the two conditions: either a) ip(tt} t= ip(t2) for any
tb t2, t1 t= t2 or b) at the points of the trajectory T there holds right uniqueness.
Nothing is assumed concerning the other trajectories except T.
Such an assumption is a severe restriction for differential inclusions. It
is satisfied, in particular, for those differential inclusions, to which differential
equations with discontinuous right-hand side are reduced (by means of the defi-
nition a), 4) in the case of right uniqueness.
LEMMA 2. If a trajectory T intersects a transversal S several times, the in-
tersection points are placed on S monotonically (under the condition a) strictly
monotonically), i.e., in the same order as on the trajectory.
PROOF: If a trajectory T intersects a transversal S = ac at points hand b2
then a closed curve consisting of the arc h b
2
of the trajectory T and of the
segment b
2
b
1
of the transversal S separates the plane into two parts A and B.
Let ab
1
C A, b
2
c C B (Fig. 18). Having passed through the point b
2
, the
trajectory T remains in B and can reach neither the segment ab
1
E A of the
transversal, nor the segment b
1
b
2
into which the trajectories come only from the
region A. Therefore, having passed through the point b
2
, the trajectory T can
intersect the transversal ac only on the segment b
2
c.
13 Properties 01 Trajectories in a Plane 135
LEMMA 3. For a trajectory T (x = a set O(T) can intersect the transver-
sal S at not more than one point. If b is the point of intersection oIO(T) and S
then T intersects S only at the points
(2) (i = 1,2, ... ),
the points b. tend to b monotonically on S.
A similar assertion is valid for A(T), but then t.+! < t., t, --+ -00.
PROOF: Let be OCT) n S. By Lemma 1 there exists a sequence (2) of points
of intersection of T and S. From the estimate tI x(t) 'Y > 0 it follows that
after each intersection the solution must go out of a certain neighbourhood of the
transversal S. The time intervals between successive intersections are therefore
not less than a positive constant. We shall enumerate all the intersection points
(beginning with a particular one) in increasing order of ti. By virtue of Lemma 1,
a certain subsequence of this sequence converges to the point b. By Lemma 2,
the points bi are disposed on S monotonically and, therefore, the whole sequence
b. --+ b.
IT the intersection OCT) n S contains, besides b, a point a then, according
to what has been said above, b
i
-+ a. This is impossible if a "I b.
For A(T) the proof is constructed in a similar way.
THEOREM 1. If a trajectory T has a common point b
1
with the set O(T) and
if on T there holds right uniqueness, then O(T) is a stationary point or a closed
trajectory and coincides with T or with its half trajectory T+ (bI).
PROOF: IT b1 is a stationary point then, by virtue of right uniqueness, b
1
=
T+(b
1
) = OCT). If 6
1
is a nonstationary point then, by Lemma 3, the points
h, b
2
, of intersection of T and the transversal S drawn through h are dis-
posed on S monotonically and tend to b
1
This is possible only in the case
b
1
= 6
2
= .... Hence, for the trajectory T (:.; = we have =
t1 "I t2' Then T+(b1) is a closed trajectory (see the proof of Theo-
rem 1, 12) and OCT) = T+(b
1
).
COROLLARY. If there holds right uniqueness, no trajectories olthe type 3c) and
3d) can exist in the plane (5, 12).
THEOREM 2. If a trajectory T has a common point a with the set A(T) and if
on T there holds right uniqueness then either T is a stationary point or a closed
trajectory, or A(T) consists only 01 stationary points and OCT) = a E A(T).
PROOF: Let a nonstationary point b E A(T). By Lemma 3, the transversal S
passing through the point b intersects A(T) only at the point b, whereas it
intersects the trajectory T (:.; = at the points
(3)
b. = -+ b, (i=l,2, ... ), t, --+ -00.
IT b
i
= b for some i then, since the sequence {b
i
} is monotone on S, we have
bi = b,. = b for aUk i. Then the arc x = tic+! t tic, of the trajectory
T is a closed curve. By virtue of right uniqueness, T+ (blc+1) is a closed curve.
136 Basic Methods of the Qualitative Theory Chapter 3
Since blc = cp(tlc), tic -+ -00 (k -+ 00), the whole trajectory T is a closed curve
and A(T) = T.
IT bi =1= b for all i then by virtue of (3) and the monotony of the sequence
{bi} we have bi =1= bHl for some i = i
l
and by virtue of right uniqueness this
holds also for all i ~ il. For such i, the arc b
H2
bi of the trajectory T and the
segment b
i
b
i
+
2
C S separate the plane into three parts, one of which contains
T+(bi)\b
i
and the other contains T-(bHd and, therefore, A(T) (Fig. 19). Tak-
ing a sufficiently large i such that b
i
=1= a and the point a E Tn A(T) lies on
T+(bi), we reach a contradiction.
Thus, either T is a closed trajectory or A(T} consists only of stationary
points. In the latter case it follows from a E Tn A(T) and from the uniqueness
theorem that T+(a) = a = O(T). Then either T = a or T-(a) =1= a and A(T)
consists either of one point a or of an infinite set of points.
o v
Figure 19 Figure 20 Figure 21
The following examples (where p, 6 are polar coordinates, c > 0 is an
arbitrary constant) show that both the latter cases are possible.
1) 6(t) = min{etj 21r}, p(t) = c.
2) 9(t) = min{etj 21r}, p(t) = c(2 + sin om)' This trajectory is shown in
Fig. 20.
2. Several assertions regarding the properties of w-limit sets containing
nonstationary points are extended to differential inclusions with right uniqueness
(in some cases without right uniqueness).
In Lemmas 4-6 and in Theorems 3-5 proved below, the basic conditions
of I, 12, the condition IF(x)1 ~ m, and at the points of the trajectory T at least
one of the conditions a) and b) formulated before Lemma 2 are assumed to be
fulfilled.
LEMMA 4. Each nonstationary point b E O(T) has a neighbourhood through
which there passes only one simple arc of one trajectory L c O(T) and there are
no other points of the set O(T}.
PROOF: By Lemma 4, 12, there exists a trajectory L c O(T) passing through
the point b. By Theorem 2, 12, there exists a circle K(lx - bl ~ eo) in which,
for all the trajectories v . :i; ~ '1 > 0, the angle between the vectors :i; and v
is not greater than a, a < 1f/2, v being a constant vector with Ivl = 1. Let
13 Properties 01 Traiectories in a Plane 137
:I: = (Xl, :1:2), the :l:l-axis being parallel to tI. Then for all the trajectories in
K we have dXl/ dt ~ 'Y > 0 and each chord :1:1 = constant of the circle K is a
transversal.
The trajectory L, which passes through the point b, intersects each chord
:1:1 = c (el < C < 6) at one point (Fig. 21). By Lemma 3, in the part 6 < :1:1 <
6 of the circle K, there are no other points from O(T).
LEMMA 5. H a closed trajectory (without stationary points) L c O(T), then
OCT) = L.
PROOF: By Lemma 4, each point bEL has a neighbourhood containing no
points of the set M = O(T)\L. The union of such neighbourhoods is an open set
G:J L. Its complement R2\G = D is dosed, Me D. Since M = OCT) n D, M
is closed. Hence, OCT) = LuM, Land M are closed, LnM = 0, L is bounded.
By Lemma 2, 12, this is possible only in the case M = 0, O(T) = L.
LEMMA 6. Let a trajectory L c O(T), the set O(L) or A(L) be nonempty and
let there be no stationary points on L.
Then either L is a closed trajectory and L = OCT) or all a- and w-limit
points of the trajectory L are stationary.
PROOF: Let a nonstationary point bE O(L). Through the point b there passes
a transversal S. By Lemma I, L intersects S at the points b
l
, b
2
, -+ b. Since
L c O(T), then bi E O(T), and it follows from Lemma 3 that b
l
= b
2
= ... = b.
Hence, through the point b there passes an arc b
l
b
2
of the trajectory L which is a
closed curve Lo C L c OCT). By Lemma 5, OCT) = Lo. Hence, OCT) = L = Lo.
The case b E A(L) is considered similarly.
REMARK: Lemmas 4-6 remain true if OCT) is replaced by an a-limit set A(T).
THEOREM 3. Let the conditions listed at the beginning of 2 be satisfied. H the
set OCT) or A(T) is bounded and contains no stationary points then it consists
of one closed trajectory.
PROOF: Any trajectory L c OCT) is bounded, hence the set O(L) c L is
nonempty. Since OCT) is closed then L c OCT) and in L there are no stationary
points. By virtue of Lemma 6, OCT) is a closed trajectory.
THEOREM 4. Let the conditions listed at the beginning of 2 be satisfied. Let
the set OCT) be not a closed trajectory.
Then
1) the set 0
0
of stationary points contained in OCT) is either empty or
closed;
2) the set of nonstationary points contained in OCT) is either empty or
consists of a finite or a countable set of nonintersecting arcs of trajectories Li C
OCT);
3) for these arcs L. the sets O(L.) and A(Li) are either empty (if L. tends
to infinity) or consist only of stationary points and are contained in 0
0
,
PROOF:
1) The set O(L) is closed (4, 12), so is the set M of all stationary points
(2, 12) and the set 0
0
= OCT) n M is therefore closed.
138 Basic Methods 0/ the Qualitative Theory Chapter 3
2) By virtue of Lemma 4, through any nonstationary point of O(T) there
passes a single trajectory L., and those arcs of such trajectories which contain no
stationary points either do not intersect or they coincide. We will show that the
arcs L. amount to a countable set at most. By virtue of Lemma 4, for each arc
L. one can construct a circle with a centre bEL. which has no common points
with the other arcs L,.. Circles whose radii are twice less do not intersect. Such
circles amount to a countable set at most, so do the trajectories L .
3) Let :r; = !P.(t) (a. < t < 13.) be the maximal arc of the trajectory L. c
O(T) which contains no stationary points. By Lemma 5, this arc (or a part of
it) cannot be a closed trajectory since O(T) is not a closed trajectory. If 13. < 00
then there exists a limt-tJi !Pi (t) = q . The point q. is stationary, otherwise the
arc L. could have been extended beyond the point q . We put !pi(t) = q. for
Pi ~ t < 00. We may use the same procedure if a. > -00. The whole trajectory
so obtained, :r; = !Pi (t) (-00 < t < 00), is again denoted by L . Then O(Li) (or
A(Li)) is a stationary point.
If Pi = 00 then in the case l!Pi(t) I --+ 00 (t --+ 00) the set O(Li) is empty,
otherwise O(Li) is nonempty. The trajectory Li is open, and by Lemma 6, O(Li)
consists of stationary points. Since O(Li) eLi c OCT), O(Li) cO
o
.
COROLLARY. If the set OCT) contains a tinite or only a countable set M of
stationary points then OCT) is either a stationary point or consists of the set M
and a tinite or a countable set of arcs of trajectories in which each end either is
one of the points of the set M or goes to intinity (Fig. 22).
Figure I!I!
PROOF: By Lemma 2, 12, if the set OCT) is not a point, it cannot have isolated
points. Then OCT) is a closed set without isolated points and has therefore
the power of continuum ([64], p. 58). Hence, if M is not a single point then,
besides points of the set M, the set OCT) contains also nonstationary points. By
Theorem 4 these lie on a finite or a countable set of arcs of the trajectories Lij
O(Ld is either empty (in which case L. goes to infinity) or is contained in M
and by virtue of connectedness is a point. By virtue of the property 5),of 4, 12,
the trajectory Li either comes close to this point as t --+ 00 (or as t --+ -00), or
reaches it at a finite t, and the result follows.
Under the conditions a) and b) (given before Lemma 2) the set OCT), which
contains a nonstationary point b, possesses some properties of a stable limit
cycle. If OCT) is a closed trajectory, two cases are possible: either the whole of
the trajectory T lies on one side of OCT) (within or outside it), has no common
points with OCT) and spirals round OCT), or the trajectory T joins the closed
trajectory OCT) at some point (case 5) of Theorem 1 12)j under the condition a)
the second case is impossible.
13 Properties of Trajectories in a Plane 139
We say that the trajectory T spirals round the limit set O(T) if
1) it has no points common with O(T) and, therefore, the whole of it lies in
one of the domains G* into which the set O(T) divides the planej
2) there exist at least three simple arcs aiai (j = i, ... ,mj m ~ 3) which
have no pairwise common points, lie in G*, have the ends ai E O(T), and are
intersected by the trajectory T only in one direction; that is, the point ai always
remains on the left of T, and the point ai-on the right, i = 1, ... ,m (Fig. 23),
or always vice versaj
3) beginning from some point, the trajectory T intersects these arcs alter-
nately in the same order repeated infinitely many times.
THEOR.EM 5. Let the conditions listed at the beginning of 2 be satisfied. If a
set OCT) contains a nonstationary point b then either
1 the trajectory T spirals round O(T), or
2 the trajectory T coincides with O(T) or joins O(T) at some point, and
O(T) is a closed trajectory.
Under the condition a) (see before Lefllma 2) the case 2 is impossible if
neT) : T . . If T is not a closed trajectory, A(T) has DO common points with
O(T) in both these cases.
PR.OOF: Draw the transversal S through the point b. By Lemma 3 the trajectory
T intersects S at points bi which have the properties (2).
IT b
i
= b for some i then by virtue of monotony of the sequence {bi} we have
bi+1 = bi = h. Hence there holds, not the condition a) but the condition b), that
is, right uniqueness on T. Then the arc bibi+1 of the trajectory T is a closed
curve L without stationary points and T+(bi) = L = O(T), i.e., the case 2
holds. IT T : L then from Theorem 2 it follows that T n A(T) = 0. Since
OCT) C T, O(T) n A(T) = 0.
Let bi : h for all i. Then the trajectory T fails to pass twice through the
same point not only under the condition a), but also under the condition b)
(otherwise, by virtue of right uniqueness, the trajectory would have joined a
closed trajectory, and we would have had hi : h, i ~ it). Therefore, for all
i we have b
i
: hi+1' and the curve K
i
, which consists of the arc h
i
hi+1 of the
trajectory and the segment hi+1hi of the transversal S, divides the plane into two
domains: the domain Gi containing T-(bi)\bi, and the domain Hi containing
T+(hi+1)\bi+1' ThenGi C Gi+1 C "'j GinHi+2 = 0, neT) C Hi+2' T-(bi ) C
Gi, therefore, T- (by n OCT) = 0. Since i is arbitrary then Tn OCT) = 0, and
since A(T) C T-(hi . then A(T) n OCT) = 0.
We now show that T spirals round OCT). By Theorem 4, OCT) contains
infinitely many nonstationary points. Let Si (j == 1, ... , m) be transversals at
some m of these points 0.1,,,., am. We shorten the transversals so that they
do not intersect. Let the trajectory T (z = !pet)) intersect Sifor the first time
at t = Ti and TO = mUTi, bi = !p(TO) E Sl. Then T-(b.) intersects all of
the transversals Sl,,,,,Sm' The points a1,,,.,a
m
E OCT) lie outside each of
the domains G
ic
One can therefore shorten the transversals so that the half
trajectory T- (hi) intersects each of them only once and so that all the points
a ~ , ... , a:,. (ends of the transversals) lie in the domain Gi-1. Then for each k ~ i
140 Basic Methods of the Qu.alitative Theory Chapter 3
each segment aiai C 8i intersects the boundary of the domain GIc, that is, the
arc blcblc+1 of the trajectory T.
If the arc b
i
bi+l C T intersects all the transversals, for instance, in the order
8
1
, . ,8
m
then the arc bi+lbi+2 intersects them in the same order. Indeed, let
the domain Q be bounded by an arc of the trajectory T (from the point b
i
of its
intersection with the transversal 8
1
to the first point Ci of the intersection with
the subsequent transversal 8
2
), by the segments bial C 81, Cia2 C 8
2
of these
transversals and by the part of the set O(T) bounded by the points a1 and a2
(Fig. 24). In Q there are no points of other transversals since other transversals
intersect neither 8
11
nor 8
2
, nor the arc biC; c T. Entering the domain Q at the
point bi+l, the trajectory T cannot remain within it, since before returning to
8
1
at the point bi+2, the trajectory T passes outside Q. It can go out of Q only
after intersecting the segment Cia2 C 8
2
Therefore, after each intersection with
8
1
, the trajectory T intersects other transversals in the same order.
Figu.re HS Figure H4
3. The following theorems, which are similar to the known theorems in
the qualitative theory of differential equations, hold for differential inclusions
of the form (1) in a closed domain in a plane if the basic conditions of I, 12,
and the condition IF(x)1 ~ m are satisfied without any assumptions concerning
uniqueness of solutions.
THEOREM 6. H a half trajectory T+ is bounded then its limit set O(T) contains
either a stationary point or a closed trajectory.
PROOF ([13), Ch. 7, 4): The set O(T) is bounded and nonempty (property 3),
in 4, 12). Let O(T) contain no stationary points. By Lemma 4, 12, through
any point p E O(T) there passes a trajectory L C O(T). Since O(T) is closed,
O(L) C L c O(T). Hence the set O(L) is bounded and contains no stationary
points. If the trajectory L (x = ,,(t)) has no self-intersections, that is ,,(ttl :I:
t/J(t2) for any t1, t2, fI :I: t2, then O(L) is a closed trajectory by Theorem 3.
If ,,(ttl = ,,(t2) for some tb t2, tl < t2 then the part tl ~ t ~ t2 of the
trajectory L is a closed trajectory.
COROLLARY. H the half trajectory T+ is contained in a bounded closed domain
in which there are no stationary points then in this domain there exists a closed
trajectory.
13 Properties of Trajectories in a Plane 141
Note that, as in the qualitative theory of differential equations, this is pos-
sible only in a ring-shaped domain.
THEOREM 7 [164]. In a closed domain D bounded by a closed trajectory L,
let the conditions listed at the beginning of 3 be fulfilled. Then in this domain
there exists a stationary point.
The proof can be constructed by the same method as the one used in [158J
(p. 54) for a system of two differential equations. Suppose that in D there are no
stationary points. Through an arbitrary interior point p of the domain D there
passes a trajectory T (z = !p(t)).
IT this trajectory passes twice through an interior point q of the domain
D, that is, !p(tl) = !p(t2) = q, tl < t2, then the arc tl ~ t ~ t2 of the
trajectory T is a closed trajectory To which passes through the point q. IT To has
self-intersections, one picks from it a smaller closed trajectory L, without self-
intersections, which passes through the point q (some arc of the trajectory To
containing the point q has no self-intersections by virtue of the estimate (4), 12).
Since q ~ L then Ll :f: L.
IT the trajectory T does not pass twice through any of the interior points of
the domain D then each of its half trajectories either reaches the boundary L of
the domain D or spirals round L or round a closed trajectory Ll :f: L. IT both
half trajectories reach L at the points a and b then the arc ab of the trajectory
T and the arc ba c L make up a closed trajectory which passes through the
interior point p. IT one half trajectory reaches L and the other spirals round L,
they intersect within D. IT they have no intersections within D, they cannot
both spiral round L since by Theorem 5 A(T) :f: O(T).
Thus, in all cases D contains a closed trajectory Ll :f: L. By the same
arguments, the domain Dl C D bounded by the trajectory Ll contains a closed
trajectory L2 :f: L
1
. It bounds the domain D2 C D
1
, etc.
The sequence of embedded closed domains D :::> Dl :::> D2 :::> '" has a
nonempty intersection D*. By the assumption, any point b E aD* is nonsta-
tionary. By Theorem 2, 12, there exists a circle K (Ix - bl ~ eo) in which, for
the solutions, there hold the inequalities (4) and (5), 12. Let x = (Xl' X2) and
let the Xl-axis be parallel to the vector tI from formula (4), 12. Then each chord
Xl = const of the circle K is a transversal.
For i > i*(6) the trajectory L. passes through the 6-neighbourhood of the
point b. By virtue of Corollary 1 to Theorem 2, 12, L. intersects the diameter
Xl = /31 of the circle K and, therefore, all the chords near it, each at one
point (by Lemma 3, since L. = O(L.)). By virtue of (5), 12, the equation
of the trajectory L. in the circle K is written in the form X2 = "'.(Xl), where
I " ' ~ I ~ tan Q. Since Dl :::> D2 :::> "', the sequence of the functions "'i is monotone
and for IXI - /311 ~ 6
0
it converges to the function "'(Xl), the graph of which
passes through the point b and is the trajectory L* of the inclusion (1) (the
properties BO and Co, 1, 12).
IT for some i the part of the circle K lying in the strip IXI - /311 ~ 50 above
the curve L,(X2 = "'.(Xl)) does not belong to the domain D. and the part lying
below belongs to the domain D. then, since D. :::> DHI :::> , the same will
hold for all i. Therefore the part of the circle K lying in this strip above the
142 Basic Methods of the Qualitative Theorv Chapter 3
trajectory L* does not belong to D*, and below L* it belongs to D*, that is,
the set D* has interior points. The closure of any component of the set of these
interior points will be denoted by Dw. According to the proof, the boundary of
the closed domain Dw is the trajectory Lw.
Now one can construct a transfinite sequence of the embedded domains and
conclude the proof by using Baire's theorem, as in [158] (p. 55).
THEOREM 8. Let a neighbourhood U of a stationary point P contain no other
stationary points.
Then either there exists a trajectory terminating at the point P (within some
finite or infinite time), or in each neighbourhood of the point P there exist closed
trajectories encircling this point.
PROOF: In the circle K (Ix - pi ~ e, e being arbitrarily small) contained in
U we take a sequence Pi -+ p. IT T+(Pi) c K then by Theorem 6 the set
O(T) C K contains a stationary point, the point P (there are no other stationary
points), or a closed trajectory To. In the first case either O(T) = P or by
virtue of the corollary to Theorem 4, O(T) consists of the point P and one or
several trajectories terminating with both ends at the point P (there are no other
stationary points in K). Thus, there exists a trajectory, one end of which enters
p. In the second case, within the domain bounded by the trajectory To there
exists, by Theorem 7, a stationary point, the point p, since there are no other
stationary points.
IT T+ (Pi) leaves the circle K at a point qi, we select a convergent subsequence
gi -+ g, i = i 1 ,i2 ,'" -+ 00. Since, for the solutions Ixl ~ IF(x)1 ~ m, the time
of motion along the trajectory T from the point Pi to qi is not less than some
'1 > O. Then, by Lemma 1, 12, K contains either an arc of the trajectory which
joins the points P and q or a whole half trajectory T- (q) c K. The latter case
is considered as in the case T+ (Pi) c K.
Take a sequence of circles K. (Ix - pi ~ e.), e. -+ O. By virtue of what has
been proved, either at least one of the circles contains a trajectory terminating
with one end at the point p, or in each circle there exists a closed trajectory
surrounding the point p, and the result follows.
Some results on the qualitative theory of differential inclusions can be found
in papers on the theory of control systems. For instance, the regions in a plane
which can be reached by going from a given point along the trajectories of a
differential inclusion are investigated in [165J.
14 Bounded and Periodic Solutions
The concept of rotation of a multivalued vector field is formulated and
the properties of rotation are pointed out. Using these concepts we establish
sufficient conditions of existence of bounded and periodic solutions of differential
inclusions similar to those known for ordinary differential equations.
1. In the whole of 14 we assume that a set-valued function F satisfies the
basic conditions of 2, 7, in as open domain G and that the compactum KeG.
We use the notation introduced in 5.
14 Bounded and Periodic Solutions 143
LEMMA 1. For any 6 > 0 and for any compactum K there exists 00 > 0 such
that for all 0 ~ 00 the graph of the function F6 (p) = [co F{p6) J6, P E K, lies in
the e-neighbourhood of the graph r of the function F(p), p E K.
PROOF: In the contrary case there exists 6 > 0 and sequences O. --+ 0, P' E
K, q. E F6; (P.), i = 1,2, ... , such that
(1) p P., qi), r) ;;JI: 6, i = 1,2, ....
Let maxo. = 01 < p(K, 80). By Lemma 15, 5, IF(p) I ~ m for p E K
6
1, and
therefore IF,dp) I ~ m + 15
1
for p E K. As a consequence of this estimate and
the compactness of K, one may assume that Pi -+ Po E K, qi -+ qo. From (1) it
follows that p((po, qo), r) ~ 6 and, therefore, p( qo, F(po)) ~ e.
By virtue of the upper semicontinuity of the function F there exists 0 >
o such that F(p) c (F(pO))/4 for all p E pg, that is, F(pg) c (F(pO))/4.
Since F(po) and (F(pOW/4 are convex then coF(pg) c (F(po))-/4, and for
O. < 15/2, c5i < e/4, IPi - Pol < 6/2 we have (p.)6; C pg,
qi E F
6
;(Pi) = [coF(pt,)t C [coF(pg)]_/4 c (F(po))/2.
This contradicts the inequality p(qo,F(po)) ~ 6 since q. -+ qo.
LEMMA 2. For a given set-valued function F(p) and for any 0, 6 > 0 there
exists a single-valued continuous vector-valued function f(p), p E K, whose
graph lies in the 6-neighbourhood of the graph ofthe function F (p), P E K, and
f(p) E co F(p6 n K).
PROOF: For a given e > 0 take a number 15
0
as in Lemma 1 and any 6 < 60
Cover the compactum. K with a finite set of balls Ip - Pi I < 0, Pi E K, i =
1, . , k. Take any qi E F(p.), i = 1, ... , k. Put 9i(p) = max{Oj 0 -Ip - Pil},
10 10
as(p) = 9i(P)/ E 9
3
, (p) , f(p) = E as (p)q
;=1 .=1
All the 9i(p) are continuous, E 9i(P) > 0, E (l'(p) = 1. Hence, the function
f(p) is continuous. Since (li(P) ::f= 0 only for Pi E p6, f(p) E coF(p6). By
Lemma 1, the graph f(p) is contained in the e-neighbourhood of the graph of
the function F(p).
REMARK: The function f{p} satisfies the Lipschitz condition.
LEMMA 3. Ito F(p) for all p E K, K being a compactum, then there exists
00 > 0 such that for all p E K, 0 ~ 00 we have
p (0, [coF(p
6
W) ~ Po> O.
PROOF: The graph of the function F(p), p E K, is a closed bounded set
(Lemmas 14 and 15, 5). Hence, its projection F(K) is a closed set. Since
o F(K), p(O, F(K)) = 2po > O. By Lemma 1 there exists 150 > 0 such that
for all 6 ~ 15
0
the graph of the function F6 (p) = [co F (p6)J6, P E K, lies in the
po-neighbourhood of the graph of the function F(p). Then p(O, F6 (p)) ~ Po for
pEK.
144 Basic Methods of the Qualitative Theory Chapter 3
LEMMA 4. Let 0 - F(p) for all p E K, K being a compactum, and let the
vector-valued functions f(p) and g(p) be single-valued, continuous; let their
graphs for p E K lie in the o-neighbourhood of the graph of the function
F(p), 0 < 00, 00 being the same as in Lemma 3.
Then f(p) f 0 in K, g(p) f 0 in K, and in K there is no point p at which
the vectors f (p) and g(p) have opposite directions.
PROOF: The vectors f(p) and g(p) are contained in the convex set [co F(pDW.
If for some p E K they had opposite directions, there would exist a E (0,1) such
that af(p) + (1- a)g(p) = o. The sum belongs to the same convex set. But by
Lemma 3 this set does not contain zero. This is a contradiction.
LEMMA 5. IT bounded closed convex sets A and B in Rn contain neither zero
nor oppositely directed vectors u E A, v E B, then 0 - co(A U B).
PROOF: Suppose 0 E co(AUB). By the Caratheodory theorem (5) there exist
points ao, al, ... , ak E A U B, k ~ n and numbers ao, a1,"" ak ~ such that
(2) ao + ... + ak = 1.
Let, for instance, ao, . . , ai E Aj ai+l, ... , ak E Bj ao + ... + ai = a, ai+1 +
... + ak = {3. If {3 = 0 then 0 = aoao + ... + aiai E Aj if a = 0, then E B,
which contradicts the assumption. Hence, a > 0, {3 > 0. Then
and, by virtue of (2), au + (3v = 0, that is, the vectors u and v are oppositely
directed. This is impossible. Hence the assumption is false, and the result
follows.
2. The definition of rotation of a continuous vector field in an n-dimensional
case for n > 2 is rather complicated. We therefore first define the rotation and
describe its properties in the case n = 2, where this definition is very simple.
Let f (x) be a single-valued continuous vector field in a domain G in the plane
R2, L be a continuous closed curve x = e(8) in G, So ~ 8 ~ 81' The direction
in which the curve is described (i.e., the direction in which 8 is increasing) is
assumed to be specified. Let f(x) f on L. Let 8(8) be a continuous function
equal to the angle between the direction of the Xl-axis and the direction of the
vector f(e(s)), So ~ IJ ~ 81. The angle is determined up to an additive constant
21Tk, where k is an integer. This constant is so chosen that the function 8(s) is
continuous.
The number
"1(/, L) = (8(8d - 8(so)) j21T.
is called the rotation of the vector field f(x) along the curve L. If the direction
of the circuit is positive then the rotation is also called the index
l
of the curve
L with respect to the vector field f [9, 13J. Since the curve is closed then
8(Sl) - 8(so) is a multiple of 21T and the rotation is an integer. If 8G
1
is the
1The usual term in English mathematical literature
14 Bounded and Periodic Solutions 145
boundary of a domain G
l
C G, and if this boundary consists of one or several
closed curves L
l
, , Lm then, by definition,
{3}
the direction of motion on each curve L, being chosen so as to allow the domain
G
l
to remain on the left (Fig. 25).
3:2
Q
Figure f5
A point z = a at which I{a} = 0 is called a singular point of the vector field
I{z}. The rotation -yU, aH} of the field 1 on the boundary aH of any domain
H containing this singular point and no other singUlar points either within it or
on the boundary is called the indez -yU, a) of the isolated singular point z = a
in the vector field I{z}. (By virtue of the property 3 formulated below, the
number -yU, aH) is the same for all such domains H.)
Let a vector field I{z, p} dependent on the parameter p be defined on L. If
the vector-valued function I(z,p) is continuous in (z,p), the vector field I{z,p)
is said to vary continuously with p.
The properties of rotation of a continuous vector field in a plane and the
properties of the index of a singular point in such a field are presented, for
instance, in [157] (pp. 205-216) and in [9] (pp. 398-400).
Let L be either a closed curve without self-intersections or the boundary of
a bounded domain and let I(z) oF 0 on L.
1 The rotation -yU,L) of a vector field does not vary with a continuous
variation of this field if 1 does not vanish on L.
2 If the vectors 1 (z) and g( z) do not vanish and are not oppositely directed
at each point z E L then -yU, L) = -y(g, L).
3 If in a closed domain D the vector I(z) oF 0 then -yU, aD) = o.
4 The index of the point z = 0 in the vector field 1 (z) = Az (det A oF 0) is
equal to -y(Az, 0) = sgn det A.
5 If in a domain Go there exists only a finite number of singular points
al, ... , am and if on the boundary of this domain I(z) oF 0, then
Let F(z) be a set-valued vector function satisfying the basic conditions in a
domain G in the plane, let L be either a boundary of the bounded closed domain
D C G or a closed curve without self-intersection in the domain G, and let the
direction of description (if not specifically indicated, the direction is positive) be
given on L. Let 0 r!. F{z) for each z E L.
146 Basic Methods 0/ the Qualitative Theory Chapter 3
The rotation '1(1, L) of any single-valued vector field /(x) on L such that
the graph of the function /(x) on L lies in a 5
0
-neighbourhood of the graph of
the function F(x) on L is called [166] a rotation 'Y(F, L) 0/ the multivalued vector
field F(x) on Lj 50 is the same as in Lemma 3. Such a function / exists by
Lemma 2. From Lemma 4 and from the property 2 it follows that /(x) : 0 on
L and the number '1(1, L) does not depend on the choice of the function I.
A point x = a such that 0 E F (a) is called a singular point of the multivalued
vector field F(x). The index 'Y(F, a) 0/ a singular point is defined, like '1(1, a),
through the rotation 'Y(F, aH), where a E Hand H contains no other singular
points.
We will show that 'Y(F, aH) does not depend on the choice of the domain
H. Let Hl and H2 be domains with the same properties as H, and let the
domain Ho be contained strictly within the intersection Hl n H
2
, a E Ho. Since
o F(x) for all x in the closed domain K = (H 1 U H 2)\Ho one can construct in
K a single-valued continuous vector function I(x) : 0 whose graph lies in the
5
0
-neighbourhood of the graph of the function F(x) in K (Lemma 3). By the
definition of rotation of the field F we have
Since I(x) : 0 in K then by virtue of the property 3 and formula (3)
0= 1(1, a (H.\Ho)) = 'Y(j, aH.) - '1(1, aHo), i = 1,2.
Consequently, 'Y(j, aH
l
) = 'Y(j, aH
2
), 'Y(F, aHd = 'Y(F, aH
2
).
For multivalued vector fields the properties 3 and 5 are retained when 1 is
replaced by F and the condition I(x) : 0 is replaced by the condition 0 F(x).
This follows from the definition of 'Y(F, L) through '1(1, L) and from Lemma 4.
The property 2 is replaced by the following:
2*. 1/ on L there is no point x such that either 0 E Fl (x) or 0 E F
2
(x) or the
sets Fl(x) and F2(x) contain oppositely directed vectors u E Fl(x), v E F2(X),
then 'Y(Fl , L) = 'Y(F2,L).
PROOF: The function F(x) = CO(Fl(X) U F
2
(x)) satisfies the basic conditions
since for the function Ft{x) U F2(X) upper semicontinuity is obvious, and for the
function F(x) it follows from Lemma 16, 5. By Lemma 5, 0 F(x) for all
x E L. By Lemma 3, 0 toF(xO) for 5 ~ 50. By Lemma 2, for any 5> 0 there
exist continuous single-valued functions ft, 12, such that for x E L
i = 1,2.
Since the vectors ft(x) and 12 (x) belong to the same closed convex set which does
not contain the point 0, they are neither equal to zero nor oppositely directed. By
virtue of the property 2, 'Y(ft, L) = '1(12, L). From this and from the definition
of 'Y(Fo, L) there follows the assertion 2*.
3. Let I(x) be a continuous vector field in Rn or on the boundary L = aGo
of a bounded domain Go c Rn, I(x) : 0 on L. The rotation 'Y(j, L) is defined,
for instance, in [167] (p. 88) as the degree of mapping
Tx = l(x)/I/(x)1
(x E L)
14
Bounded and Periodic Solutions 147
of the boundary L of the domain Go into a unit sphere. The rotation is an
integer. At first the boundary is assumed to be smooth, but after the definition
of the rotation is extended to the case of arbitrary boundary ([1671, 5.3).
In the case n > 2 the degree of a mapping is not an elementary topological
concept and the concept of rotation of a continuous vector field is therefore not
elementary. In most applications one uses not the definition of rotation, but its
properties presented below in line with the book [1671 (5).
The rotation ..,(/, L) possesses the properties 1
0
_5
0
, 2. The formulations
of these properties and the definition of the index of a singular point remain
unchanged for any n ~ 2. Below we point out some other properties of the
rotation and of the index for the case of arbitrary n ~ 2.
6
0
..,(-I,L) = (-l)"..,(/,L).
7
0
IT I(z) E 01, 1(0) = 0, 1'(0) is a matrix (81./8z,.).,;=I ... " for z = a
and if det I'(a) =F 0 then
..,(/,0) = sgn det I'(a).
8
0
IT a domain Q is divided by surfaces into domains Ql, ... , Qm and if on
their boundaries I(z) =F 0 then
The concept of rotation of a vector field is used in theorems on fixed points
of a continuous mapping h(z), i.e., on solutions of the equation h(z) = z. Such
points are singular points of a vector field I(z) == h(z) - z.
THEOREM 1. Let a mapping h(z) be continuous in a bounded closed domain
D c R" and ..,(/, a D) =F 0, I(z) == h(z) - z.
Then there exists a point zED such that h(x) = z.
PROOF: IT such a point does not exist, then I(x) =F 0 in D and by virtue of the
property 3
0
the rotation ..,(/,8D) is equal to zero, which is false.
THEOREM 2 (THE BROUWER THEOREM). Let a closed domain D c Rn be
homeomorphic to a ball. Then for a continuous mapping h(z) of the domain D
into itself there exists at least one lixed point Zo, such that h(zo) = zo.
PROOF: First we prove the theorem for a ball K with the centre z = o. For
any point x E 8 = 8K we have h(z) e K and, therefore, the vector h(z) - z
cannot go in the same direction as the vector z. Hence, for any point z E 8 the
vectors h(z) - z and -z are not oppositely directed.
IT h(z) - z = 0 for some z E 8 then z is a fixed point. IT h(z) - z =F 0 on 8
then, by virtue of the properties 2
0
and 4
0
,
..,(h(z) - z,8) = '1(-z,8) = (_1)" =F 0
By Theorem 1 there exists a point Zo E K such that h(zo) = ZOo
Now let the closed domain D be homeomorphic to the ball K, i.e., let
there exist a homeomorphism y = g(z), z = g-l(y), zED, y E K, where
g and g-1 are continuous. To the points z and h(z) of the domain D there
148 Basic Methods of the Qualitative Theory Chapter 3
correspond the points g(x) = y and g(h(x)) = g(h(g-l(y))) = z(y) of the ball
K, the mapping z(y) being continuous. According to what has been proved,
there exists a point Yo E K for which z(yo) = Yo, that is, g(h(g-l(yO))) = Yo.
Hence h(g-l(yO)) = g-l(yo), that is, h(xo) = Xo, where Xo = g-l(yo).
Let F(x) be a set-valued vector function which satisfies the basic conditions
in a bounded domain D c Rn with the boundary L.
Let 0 F(x) for each x E L. The rotation "IU, L) of the multivalued vector
field F(x) on L is defined, as in the case n = 2 (see 2), through the rotation
of an auxiliary single-valued vector field I(x). The proof of the nondependence
of "IU, L) of the choice of the field I(x) for sufficiently small 6 (see 2), and
the properties of the rotation "I(F, L), remain unchanged for any n ~ 2. For a
detailed presentation of the theory of rotation of multivalued vector fields see
[166].
4. The' concept of rotation of a vector field makes it possible to establish
several theorems on the existence of bounded and periodic solutions of differential
equations ([167], 6-8). Below we present some extension (obtained in [168],
[169]) of these theorems to differential inclusions.
THEOREM 3 [168]. Let W be a bounded closed convex domain in R'''', <,O(x) E
Cl, <,0 ( x) ::;:; 0 in the domain W, <,0 ( x) = 0 on the boundary aw of this domain.
Let a set-valued function F(t, x) satisfy the basic conditions given in 2, 7, and
(4) F(t + l, x) == F(t, x) (x E W),
(5) grad <,O(x) 0 (grad <,O(x)) . y ::;:; 0
for all x E aw, y E F(t, x).
Then the inclusion
(6) X E F(t, x)
in the domain W has a solution with a period l.
PROOF: Let the point x = 0 lie within W (otherwise we move the origin into
the interior of the domain W). By virtue of (5) and convexity of the domain we
have
(7) (grad <,O(x)) . x ~ go> 0 (x E aWl.
For any e and 6 > 0 we construct a function
I(t, x) E co F (t
8
, x
8
n W) (O::;:;t::;:;l, xEW),
as in Lemma 2 for p = (t, x). Assuming the contrary, and taking account of the
compactness of aw, the upper semicontinuity of F(t, x), and the inequality (5),
we prove that
sup (grad <,O(x)) . I(t, x) ::;:; t7(5, e) -+ 0
0:>;U;I,.,E8W
(6 --> O,e -+ 0).
14 Bounded and Periodic Solutions 149
Let us take the sequences O. -+ 0, e. -+ o. Denote '7(0., e:d by '7. and the function
f(t, z) for 0 = 0., e = e. by Ii(t, z). Let f.(t, z) - 2'7.g(jlz = li(t, z). By virtue
of (S) and (7)
(grad . fi(t, z) -'7. < 0 (0 t I, z E aWl.
Hence, the solutions of the equations x. = fi(t, z) do not go out of the domain
W 0) as t increases. Since t: satisfies the Lipschitz condition the
solution z. = t/li(tj a) is unique, and depends continuously on the initial data
z.(O) = a.
Then y = tfJ. (Ij z), z E W, is a continuous mapping of the closed domain W
into itself. By Theorem 2 there exists a point a. e W such that tfJ.(lj 40) = 40.
The sequence of solutions z.(t) = tfJ.(tj ail (0 t l), i = 1,2, ... , is
compact since
IF(t,z)1 m
(z e W),
and from it one can select a uniformly convergent subsequence. Since the graph
of fi lies in the e:;-neighbourhood of the graph of the function F, where
(i -+ 00),
then by Lemma I, 7, the limit of the subsequence is a solution z(t) of the
inclusion (6) which lies in the domain W. Since tfJ.(lj ail = 40, that is, z.(l) =
Zi(O), z(l) = z(O). We extend the function z(t) so that z(t + l) == z(t). It will
be a periodic solution by virtue of periodicity of the function F(t, z).
Theorem 3 can be extended [168] also to the case where the domain W
is given by a finite number of the inequalities 0, i = 1, ... ,', as in
[167] (p. 44).
Let z(t) = tfJ(tj zo) be a unique solution (0 t l, Zo E D) of the equation
:i; = I(t, z) with the initial data z(O) = Zoj the function I is continuous. Then,
as is known [321, the function tfJ(t, z} is continuous (0 t l, Zo e D).
LEMMA 6 ([1671, p. 101). Let D be a closed bounded domain in RB, f(O, z) ::f
o (z e aD = L),
(8) tfJ(tj z) ::f z (0 t l, z E L).
Then
(9) 'Y (z - tfJ(l, z), L) = 'Y (-1(0, z), L) .
PROOF: The function
yet, z) = - (I I().t, tfJ()'t, z))d)' = r I(r, tfJ(r, z))dr
10 t 10
is continuous in t, z (0 t I, zED) and is equal to -/(0, z) at t = 0,
(z - tfJ(t, z))/t for 0 t l. By virtue of (8), yet, z) ::f 0 for z E L, and (9) holds
by virtue of the property 1
0

150 Basic Methods of the Qualitative Theory Chapter 3
THEOREM 4 [169]. Let a set-valued function F(t, x) satisfy the basic conditions
of 2, 7, for all t E R1, x E Rn and F(t + l, x) == F(t, x). Let each solution of
the inclusion (6) be continued up to arbitrarily large t. Let
(10) !p(x) E C
1
, (grad !p(x)) . y < 0 (Ixl ~ ro, 0 ~ t ~ l)
for all y E F(t, x). Let the rotation of a vector field grad !p(x) on some sphere
Ixl = r* > ro be not equal to zero.
Then the inclusion (6) has a solution with a period l.
PROOF: By virtue of Theorem 3, 7, there exist r1 > ro + 1 and r2 such that
all the solutions with the initial data to, Xo (0 ~ to ~ l, Ixol ~ ro) for to ~ t ~ l
are contained in the ball Ixl ~ r1 - 1 and the solutions with the initial data,
to, Xo (0 ~ to ~ l, Ixol ~ r11 are contained in the ball Ixl ~ r2 - 1. From (10)
and from upper semicontinuity of the function F it follows that for some 11 > 0
and for 0 ~ t ~ l, ro ~ x ~ r2, Y E F(t,x), we have (grad!p(x)) . y ~ -211.< O.
Let us consider sequences O. -+ 0, e. -+ 0 and, taking W as a ball Ixl ~ r2,
construct functions I. (t, x) (i = 1,2, ... ) as in the proof of Lemma 3. Then for
i> i1 we have
(11) (grad !p(x)) . li(t, x) :;;;; -11 < 0
For i > i 2 , to :;;;; t :;;;; I, all the solutions of the equation x = Ii(t, x) with the
initial data 0:;;;; to ~ l, Ixol ~ ro, are contained in the.balllxl < r1, and solutions
with the initial data 0 :;;;; to :;;;; l, Ixol ~ '1 are contained in the ball Ixl ~ r2 (by
virtue of Corollary 2 to Theorem 1, 8). We shall show that for all solutions of
the equation x = Ii(t, x) (i> max{i
1
; i
2
}) with the initial conditions Ix(O)1 ='1
we have
(12) x(t) of x(O), 0< t ~ l.
These solutions are contained in a ball Ixl < r2' IT Ix(t)1 ~ ro, 0 < t :;;;; to ~ I,
then for these t, by virtue of (11), !p(x(t)) decreases and, therefore, x(t) of x(O).
If to < I, Ix(to)1 ~ ro then, according to what has been proved, Ix(t)1 < r1, to ~
t ~ I and, therefore, x(t) of x(O).
Since, by virtue of (10), grad !p(x) of 0 for Ixl ~ ro, the rotation of grad !p(x)
on the spheres Ixl = r* and L(lxl = rd is the same (by virtue of the property
3) and is not equal to zero. By virtue of (11), I.(x) '" 0 and the vectors -li(x)
and grad!p( x) are not oppositely directed for x E L. Hence,
(13)
Let x = !/Ii(t; xo) be a solution of the equation x = Ii(t,x) with the initial
condition !/I.(O; xo) = Xo E L. From (12), from Lemma 6 and (13) there follows
7(X-!/Ii(l;x),L) =7(-li,L) ",0
According to 3, in the region Ixl ~ '1 there is a point XOi, at which
!/I. (l;xo.) = xo.
From the sequence of solutions !/Ii(t; xo.) we choose a subsequence which
converges uniformly for 0 :;;;; t ~ 1. By Lemma 1, 7, the limit x(t) of this
subsequence is a solution of the inclusion (6), x(l) = x(O). Continuing the
function x(t) with the period l, we obtain the required periodic solution.
14 Bounded and Periodic Solutions 151
THEOREM 5 1169]. Let all the conditions of Theorem 3, except the condition
(4), be fulfilled.
Then the inclusion (6) has at least one bounded solution
(14) :I:(t) E W (-00 < t < 00).
PROOF: Taking any k = 1,2, ... and repeating the reasoning of Theorem 3,
but on the interval -k ~ t ~ k instead of 0 ~ t ~ I, we obtain the solution
:l:1c(t) E W(-k ~ t ~ k) of the inclusion (6). From the sequence {:l:Ic(t)} we choose
a subsequence convergent for It I ~ I, and from it we choose 'a new subsequence
convergent for It I ~ 2, etc. The limiting function :I:(t) satisfies (14) and, by virtue
of Corollary 1 to Lemma I, 7, is a solution of the inclusion (6).
Theorems on dissipative systems of differential equations, for instance The-
orem 2.5 from 1170], also hold for differential inclusions.
The differential inclusion (6), where the function F (t, :1:) is defined for t >
t., :I: ERn, possesses the dissipation property if each solution can be continued
up to arbitrarily large t and if there exists a ball 1:1:1 < b such that for increasing
t each solution enters this ball and remains there.
THEOREM 6. Let a set-valued function F(t,:I:) satisfy the basic conditions
of 2, 7, and the condition (4). Let there exist a function ip(t,:I:) E a
1
for
1:1:1 ~ a with the following properties:
ip(t + l,:I:) == ip(t, :I:)i
and for each y E F(t,:I:)
ip(t,:I:) ~ ipo (:1:) - 00
(15)
aip
at + (grads ip(t,:I:)) . Y < 0
(1:1:1- 00),
Then the inclusion (6) possesses the dissipation property.
PROOF: Let :I:(t) be a solution of the inclusion (6), :I:(to) = :1:0. The set Dl (0 ~
t ~ I, m ~ ip(t,:I:) ~ mlJ 1:1:1 ~ a), where m = m8.Xjel=a,OE;tE;lip(t,e)i ml >
m, ml > ip(to, :1:0), is closed and bounded. On this set the graph of the function
F(t,:I:) is a compactum K (Lemmas 14 and IS, 5). Hence, for (t,:I:, Y) E K the
left-hand side of (15) reaches its maximum at some point, and this maximum is
equal to -'7 < O. Therefore, for each solution of the inclusion (6) which lies in
the domain Dl and, by virtue of periodicity of the functions F and ip, also in
the domain D (1:1:1 ~ a, m ~ ip(t,:I:) ~ mIl
! ip(t, :I:(t)) == d: + (grads ip(t,:I:)) . x(t) ~ -'7 < 0
for almost all t. Consequently, ip(t, z(t)) decreases, and within a finite time the
solution z(t) goes out of the domain D into a domain where ip(t,:I:) ~ m or
1:1:1 ~ a and remains there. This domain does not depend on the solution z(t)
and is contained in some balllzi ~ b.
152 Basic Methods of the Qualitative Theory Chapter 3
5. The question of the existence of periodic solutions of differential equations
with discontinuous right-hand sides is investigated in a number of papers, for
instance, in [IJ (Chapter 8), [4J (Chapters 18, 19) by the usual methods of the
qualitative theory of differential equations. To find periodic solutions, one uses
the point-mapping method, solution-patching method, [31 (Chapter 2, 4), [59J,
[1711, [172], and approximate methods, in particular, the describing-function
method [172J, [173]. Stability of periodic solutions is considered, for instance, in
[96], [159J, [172]. Bifurcations of periodic solutions are examined in [174J, [175J.
15 Stability
We present here several methods for investigating stability of differential
equations with discontinuous right-hand sides and of differential inclusions: the
Lyapunov functions method, using the first approximation equation, the separa-
tion of fast and slow motions, the point-mapping method. Examples are given.
1. For differential inclusions there exist two types of stability: stability and
weak stability [176J.
A solution x = <p(t) (to ~ t < 00) of a differential inclusion
(1) x = F(t,x)
is called stable (respectively, weakly stable) if for each e > 0 there exists 0 > 0
which possesses the following property. For each Xo such that ]xo - <p(t
o
)] < 0,
each solution (respectively, some solution) x(t) with the initial data x(t) = Xo
for to ~ t < 00 exists and satisfies the inequality
(2) ]x(t) - <p(t)] < e (to ~ t < 00).
Asymptotic stability and weak asymptotic stability are defined similarly, but with
an additional condition x(t) - <p(t) -+ 0 as t -+ 00.
Let us consider a control system:
(3) x = f(t, x, u), u = u(t) e U(t, x).
A solution is defined as a pair of functions, namely, an absolutely continuous
function x(t) and a measurable function u(t), which satisfy the system (3) almost
everywhere on a given interval.
In order to study the set of all the solutions of the system (3), one may
replace this system by the differential inclusion (1), where
F(t,x) = f(t,x,U(t,x)).
Then, stability of the solution x = <p(t) of the inclusion (1) means that for
]x(to) - <p(to)] < 0 the solution x(t) of the equation x = f(t, x, u(t)) satisfies
the inequality (2) for all admissible controls u(t), and weak stability means the
same for some admissible control u(t). Thus, weak asymptotic stability of the
solution x = <p(t) means that the system can be stabilized to this solution for
sufficiently small initial deviations.
15
Stability 153
EXAMPLES:
1) :i: = -Ixlo sgnx (-00 < x < 00, a = const 0). The solution x(t) == 0
is asymptotically stable. For 0 a < 1 any other solution reaches equilibrium
x = 0 within a finite time, and for a 1 within an infinite time.
2) x E F(x}, F(x) being a segment with endpoints kx, mXj k m. The
function x(t) == 0 is always a solution. For other solutions we have
:i:
k - m,
z

For k m < 0 the solution x(t) == 0 is asymptotically stable,
for k m = 0 it is stable,
for k < 0 < m it is weakly asymptotically stable,
for k = 0 < m it is weakly stable,
for 0 < k m it is unstable.
For the function v(t, x) E a
1
the upper and lower derivatives due to the
differential inclusion (1) are defined by
v* == (ddVt) = sup (Vt + 'Vv y),
IIEF(t,,.,)
v. == (dd
V
) = inf (Vt + 'Vv y).
t. IIEF(t,,.,)
Here 'Vv == grad,., v. For almost all t the derivative x(t) exists and satisfies the
inclusion (1). For these t there exists
(4) v == v(t, x(t)) = Vt + 'Vv . Xj
THEOREM 1. Let, in a closed domain D (to t < 00, Ixl eo), the function
F(t, x) satisfy the basic conditions of2, 7j 0 E F(t, 0); in this domain, let there
exist functions vet, x) E a
1
, vo(x) E a for which
V(t, 0) = 0, vet, x) vo(x) > 0 (0 < Ixl < eo) .
Then:
1) If v 0 in D, the solution x(t) == 0 of the inclusion (1) is stable.
2) If, moreover, there exist functions V1(X) E a, w(x) E a (Ix\ eo) and
0< vo(x) v(t, x) V1(X), v* -w(x) < 0 (0 < Ixl < eo), V1(0) = 0,
then the solution x(t) == 0 is asymptotically stable.
The known proofs of these assertions for differential equations remain valid
aIso for differential inclusionsj to estimate the function v(t, x(t)) from above, one
uses the relations (4).
1S4 Basic Methods of the Qualitative Theory Chapter 3
THEOREM 2 [176J. If the conditions of Theorem 1 are satisfied, but with v.
instead of v, then the solution x(t) == 0 is weakly stable in the case 1) and
weakly asymptotically stable in the case 2).
PROOF: The set F(t, x) is closed and, therefore, the infimum in the formula for
11. is reached on a closed subset Fdt, x) C F(t, x). For all y E Fdt, x)
(S) tit + VtI . Y ~ 0 (or ~ -w(x) < 0).
Closing the graph G 1 of the set-valued function Fl (t, x), we obtain the graph
G
2
of the function F2(t, x) which is upper semicontinuous by Lemma 14, 5.
Since the function F is upper semicontinuous, its graph G is closed. Hence,
from G
l
C G it follows that G
2
= G
l
C G = G, that is, F
2
(t, x) c F(t, x).
Since the left-hand side of (S) is continuous in t, x, y then (S) holds also for all
(t, x, y) E G
l
= G
2
, that is, for all y E F2(t, x).
For fixed t, x the inequality (S) linear in y is satisfied only for those y which
belong to some closed half space P(t, x). Hence, F
2
(t, x} c P(t, x}. Then
Fo(t, x) = co F2(t, x) C P(t, x), that is, (S) is valid for all y E Fo(t, x}. By
Lemma 16, S, the function Fo(t, x) is upper semicontinuous. By Theorem 1,
the solution x(t) == 0 of the inclusion x E Fo(t, x) is stable (or asymptotically
stable). Since
Fo(t,x) = co F2 (t,x) C co F(t,x) = F(t,x),
then each solutiQn of the inclusion :i; E Fo(t, x} is a solution of the inclusion (1),
and the result follows.
More general results than those of Theorems 1 and 2 are obtained in [176].
In particular, the author considers not only stability of the point x = 0, but
also stability of a compact set; non-smooth and even discontinuous functions
tI(t, x) are admitted; the upper right-hand derivative is considered instead of the
derivative dtl / dt, etc.
In [5J (2.3) stability of a stationary set (a set consisting of all stationary
points of the inclusion (1)) is distinguished from pointwise stability of this set.
A point c is called stationary if x(t) == c is a solution of the inclusion (1). If the
inclusion (1) satisfies the basic conditions of 2, 7, the stationary set is closed by
virtue of Corollary 1 to Lemma 1, 7.
A set M C Rn (not necessarily stationary) is called stable if for anye > 0
there exists 5 > 0 such that for to ~ t < 00 each solution x(t) with the initial data
x(to) from the 5-neighbourhood of the set M exists and satisfies the inequality
p(x(t), M) < e. Obviously, for a closed set Me Rn to be stable, it is necessary
that any solution with the initial data x(to) E M remain in M for to ~ t <
00. For a differential inclusion x E F(x} a stationary set may not possess this
property (example: x E Rl, F(x) is a segment [x - 1, x + 11, a solution x = e
t
departs from a set of stationary points -1 ~ x ~ 1}.
A stationary set is called stable in the large [S] if it is stable and if for
t ..... 00 each solution comes infinitely close to this set. A stationary set is called
pointwise stable in the large [S] if it is stable and if for t ..... 00 each solution tends
to a stationary point. Sufficient conditions for stability, stability in the large,
15
Stability 155
and pointwise stability in the large of a bounded stationary set of the differential
inclusion :i; E F(x) are formulated in [5] (2.3) by means of Lyapunov functions
Systems of the form
:i; = Ax + b1<Pdcl . x) + '" + bm<Pm(cm . x),
are considered in [5] (Chapter 3). Here x,bi,Ci E R"', the functions <Pi are
piecewise continuous, and at the points of discontinuity they are set-valued, the
value of the function <Pi at a point of discontinuity being a segment containing
limit values of the function as the argument comes close to this point. Frequency
conditions of stability (in one or another sense) of a stationary set are obtained
for such systems.
Let the differential inclusion (1) be obtained from the differential equation
(6) :i; = I(t,x)
with a piecewise continuous right-hand side by means of the definition a), 4,
and let the function vet, x) E 0
1
Then, in order to check the fulfillment of the
conditions of Theorem 1 it suffices to make sure that
dv
(7) dt == Vt + "Vv . I ~ 0 (or ~ -w(x) < 0), Ixl < eo
only in the domains of continuity of the function I(t, x). Indeed, in these domains
F(t, x) = I(t, x), and at the points of discontinuity of the function I the set
F(t, x) is defined by closure of the graph of the function I (either in the x-
or in the t, x-space) and by passing over to a convex hull. As is shown in the
proof of Theorem 2, these operations do not increase the upper boundary of the
expression Vt + "Vv . I. Hence, from validity of the inequality (7) in the domains
of continuity of the function I there follows validity of the same inequality for
the function iJ defined above, that is, validity of the assertions of Theorem 1.
Now let us consider the case where the Lyapunov function v(t, x) may not
belong to 0
1
, but satisfies the Lipschitz condition in the neighbourhood of each
point of this domain. Then for any absolutely continuous function x(t) and,
therefore, for any solution the composite function v(t, x(t)) is absolutely contin-
uous and almost everywhere has a derivative with respect to t. But within some
time the solution may go along a line or a surface on which grad v does not exist,
and the derivative dv/dt cannot be expressed as in (7). We will show that in
this case
(8)
~ v(t, x(t)) = d ~ v(t + h, x(t) + hy) 11>=0
(y = :i;(t)).
Indeed, if for some t the derivatives :i;(t) = y and dv(t, x(t))/ dt exist then
d ( ( _ l' v(t + h, x(t + h)) - v(t, x(t
-d v t, x t - 1m h
t h-O
= lim v(t + h, x(t) + hy) - vet, x(t
1>-0 h
li
v(t + h, x(t + h)) - v(t + h, x(t) + hy)
+ m h .
1>-0
156 Basic Methods of the Qualitative Theory Chapter 3
The last limit is equal to zero since x(t+h) = x(t)+hy+o(h), and the function tI
satisfies the Lipschitz condition. Hence the last but one limit exists also. It is
equal to the right-hand side of (8), and the result follows.
EXAMPLE: Let v = It2-xl and let it be known that x = 2 at the point t = x = 1.
Then, by virtue of (8), at this point
iJ= dd
h
tI(t+h,X+2h)! = :hh
2
! =0.
t=.,=l,h=O h=O
Note that it is impossible to express iJ through right-hand derivatives of the
function v with respect to t and x because at the point t = x = 1 we have ( the
sign + implying a right-hand derivative)
vt = 2, v; = 1,
iJ+ = - vt + v; . X = 4.
By virtue of what has been said above, for instance, in order that the func-
tion tI(t, x(t)) should not increase, it suffices that the expression (8) be non-
positive. Thus, if the function tI(t, x) satisfies the Lipschitz condition then the
upper and the lower derivatives due to the inclusion (1), iJ* and iJ*, of the func-
tion tI can be expressed by sup and inf of the right-hand side of (8) for all
y E F(t, x). Then Theorems 1 and 2 remain true, but the proof of Theorem 2
becomes more complicated [177J.
Definitions of the derivative due to the differential inclusion (1) which are
more general than (8) can be found in [176] and [177].
If v C
1
then one cannot neglect searching for dtl / dt on the lines and
surfaces of discontinuity of the function f(t, x) even in the case of the defini-
tion a), 4.
EXAMPLE: By virtue of the system x = sgn x, Y = -2 sgn y the derivative of
the function v = Ixl + IYI is equal to
iJ = tI.,x + VIIY = 1 - 2 = -1 < 0.
for xy - 0. This is insufficient for the use of Theorem 1 because the derivatives v.,
and till are discontinuous on the coordinate axes, that is, in the same place where
the right-hand sides of the system are discontinuous. Under the definition a), 4,
we have :i: = sgn x, Y = 0, tI = Ixl on the x-axis and, consequently,
iJ = ! Ix(t)1 = hgnx = 1> 0,
so that the conditions of Theorem 1 are not fulfilled. The same result is obtained
by formula (8):
iJ = v(x + hsgnx,O)!
h=O
= 1.
h=O
15
Stability 157
u
Figure 26
Since, on the x-axis, we have :i; = sgn x, Y = 0, the solutions depart from the
point (0,0) along the axis with a velocity of 1, and the solution x == Y == 0 is
unstable (Fig. 26).
We will give an example of application of the Lyapunov function for obtain-
ing sufficient conditions for stability of a zero solution of a discontinuous system.
The conditions of the theorem that follows are not invariant under transforma-
tions of the form x. = 7.y., i = 1, ... , n. The stability conditions invariant
under such transformations are known [178] for n ~ 3, a'i = const.
THEOREM 3 ([7], p. 85). For an asymptotic stability of a zero solution of the
system
(9)
n
Xi = - E ati(t, z) sgn Zi,
i=l
i = 1, ... , n,
defined according to a), 4, with continuous aii(t, z) it is sufficient that [or z = 0
and for all t the quadratic form
n
lp(pl,,Pn; t, z) = L aii(t, Z)p.Pi
i.3=1
be positive definite (the condition ati = aii is not necessary).
PROOF: Let J.'(t, z) = min Ip on the surface of the cube Ipi I ~ 1, i = 1, ... , n.
The form Ip is positive definite, hence J.'(t,O) > O. Since the functions aii(t, z)
and, accordingly, J.'(t, x) are continuous for z = 0, for some 00 > 0 in the domain
Q(lxll + ... + IZnl ~ 00, to ~ t ~ to + 00) we have J.'(t, z) ~ h > O.
Let 11 = IZ11 + ... + IZnl. In the domain Q for Zl i= 0, ... , z,. i= 0
,. n
iJ = LXi sgn xi = - E a.oi sgn Xi sgn Zi ~ -h < O.
i=l i.i=1
Now we shall consider the point z, one or several coordinates of which are
equal to zero. For instance, let
(10) Z1 = ... = ZIc = 0,
ZIc+1 =f 0, ... ,Z,. i= 0, 1 ~ k ~ n - 1 .
158 Basic Methods 01 the Qualitative Theory Chapter 3
According to the definition a), 4, at such a point the function x(t) may acquire
only values from the smallest convex closed set which contains the limit values
of the right-hand side of (9), that is, for i = 1,.,., n
k n n
Xi = - EaiiPi - E aii sgn xi = - EaiiPb
i=1 i=k+l i=1
(11) -1 ~ Pi ~ 1, j = 1, .. " kj
'Pi = sgn xb j = k + I, ... , n.
If the solution x(t) satisfies the conditions (10) on a set of values t of measure
zero then for these t the values Xi and v may be disregarded. If the solution
satisfies the conditions (10) on a set M of values t of positive measure then
ahnost all these values t are non-isolated points of the set M. For almost all
such non-isolated t there exists Xi, and from (10) and from the definition of
derivative it follows that Xi = 0, i = 1, ... , k. From this and from (11) we have
for such t
n n n
V = E Xi sgnxi = - E E aiiPi'Pi'
i=k+l i=k+l i=1
Adding to this sum the sum equal to zero
k k n
0= Ep.x. = - EEaiiPiP;.
i=1 i=1 i=1
we obtain the quadratic form u = -!P(Pl, ... , Pnj t, x) ~ -h < 0 (since k ~ n-l,
at least one of Pi is 1 or -1).
Thus, in the domain Q we have
u(x(t)) ~ -JL(t, x(t ~ -h < 0,
for almost all t as long as x(t) =I- o. Consequently, if v(x, (to)) < min{50i Mo}
then v(x(t)) decreases along the solution, and the solution does not leave this
domain until t = to + 5 (5 < 50). At this instant tJ(x(t)) = 0, x(t) = O. The
equality x(t) = 0 holds also for all t > to + 50 because in the neighbourhood of
each point (t,O) we have v ~ O. The asymptotic stability follows.
REMARK 1 ([7], p. 86): If the condition of Theorem 3 is fulfilled and for all t, x
the functions ati (t, x) are bounded and
det Ilaii + ai.ll..i=l, ... n ~ const > 0,
then JL(t, x) ~ h > 0 for all t, x, and the zero solution of the system (9) is
asymptotically stable in the large. (Indeed, JL(t, x) ~ '\1 (t, x), where ,\t{t, x) is
the minimum of the quadratic form !P on the sphere p ~ + ... + p ~ = 1. This
minimum is equal to the least eigenvalue of the matrix II (a'i + ai.)/21Ii.;=1 ..... n.
Under the above conditions the roots of the characteristic equation of this matrix
are bounded from below by a positive number.)
15
Stability
REMARK 2: In order that the zero solution of the system
10
x. = b.(t,z) - E as.,.(t,z)sgnzf, i = 1, ... , k,
.';=1
159
with continuous bi(t, z) and aii(t,z} be asymptotically stable, it is sufficient that
at least one of the two conditions:
a) Ibil + E ~ = I . '>F
i
laiil < aii, i = 1, ... , kj
b) Ib
1
1 + ... + (bioi < >'1, >'1 is the least root of the equation
det II asi + ai' - >.6 11 = 0
2 ., . . '
.,'=1 .... ,10
be satisfied, where 6'i is the Kronecker symbol: 6 .. = 1, 6ii = 0 (i =J:. i).
Indeed, in both cases, because of continuity the difference between the right-
and left-hand side of the inequality in some neighbourhood of the point (t,O) is
not less than some h > O. Then for zi(t) =J:. 0 (j = 1, ... , k) in this neighbourhood
in the case a) we have x.(t) ~ -h < 0 if Zi(t) > 0 and Xi(t) ~ h> 0 if x.(t) < O.
According to the definition a), 4, the same is also true for any Xi(t) (j =J:. i) if
Xi(t) exists and Xi(t) is not equal to zero. Hence, those coordinates :es(t), which
are not equal to zero decrease in absolute value at a speed not lower than h, and
in a finite time the solution beaomes equal to zero.
In the case b) we obtain
v ~ -I-' + Ib1 1 + ... + Iblol ~ ->'1 + Ib11 + ... + Iblol ~ -h < 0,
instead of the inequality v(z(t)) ~ -I-'(t, x(t)) ~ -h < 0 and the proof is carried
out as before.
For other conditions of stability for the system (9), and for comparisons
between them, see, for instance, [1781.
2. Below we present some methods for investigating stability of homoge-
neous differential inclusions and equations. If A is a set in R"', and e is a
number, then eA implies a set of points of the formez for all x EA.
A set-valued function F(x) is called homogeneous of degree a if F(ex) ==
eaF(x) for all e > O.
The differential inclusion
(12) Z E F(x) (F(ez) == e
a
F(z), e > 0)
is called homogeneous. It remains unchanged under the change x = eXt, t =
et-att with any e > O. If X = !pet) is a solution of the inclusion (12) then for
anye > 0 the function z = e!p(e
a
-
1
t) is also a solution.
The inclusions (12) and :i: E Fo(x}, where Fo(x) == Ixl-aF(x) is a homoge-
neous function of degree 0, have in the region x =J:. 0 the same trajectories, but
different speeds of motion along those trajectories (Theorem 3, 9).
Under any of the definitions a), b), c), 4, the homogeneous differential
equation .
(13) x = f(x) (f(ex) == e
a
f(x), e> 0)
160 Basic Methods of the Qualitative Theory Chapter 3
also possesse'l the properties indicated above. All the surfaces of discontinuity
of a homogeneous piecewise continuous function f(x) are cones with vertices at
the origin.
In 2 it is further assumed that the set-valued function F(x) satisfies the
basic conditions of 2, 7, and that in (12) and (13) a ;?; O.
LEMMA 1. H the inclusion x E F(x) has an asymptotically stable solution
x(t) == 0 then there exists 00 > 0 such that all the solutions with the initial data
Ix(O) 1 00 tend uniformly to zero as t -+ 00.
PROOF: If we assume the contrary then for any 6 > 0 there exist solutions
Xk(t), k = 1,2, ... , such that
k = 1,2, ... ; tk -+ 00.
The solution x == 0 is asymptotically stable and, accordingly, one take 0 suffi-
ciently small that for all solutions with Ix(O)1 6 we have
(14) Ix(t)! e x(t) -+ 0 (t-+oo),
and for some IJ > 0 for all solutions with Ix(O)1 < IJ we have Ix(t)J '7(0) for
o t < 00. Then for all Xk(t)
(15) for 0 t tk, k = 1,2, ... ,
because in the case IXk(t)1 < IJ, toO tk for the solution z(t) = Xk(t + toO) the
inequalities Iz(O)1 < IJ, Iz(tk -t")1 > '7(0) would be fulfilled, and this contradicts
the choice of IJ. From the sequence of the segments of the solutions (15) one can
choose a subsequence convergent for 0 t tl, and from this subsequence, in
turn, a new subsequence convergent for 0 t t2, etc. The limiting function
x(t) is a solution for which
Ix(O) 1 6,
This contradicts (14).
LEMMA 2. The function x(t) == 0 is an asymptotically stable solution if and
only if all the solutions of the inclusion (12) tend to zero as t -+ 00.
PROOF: Necessity follows from the definition of asymptotic stability by virtue
of the homogeneity.
We will prove sufficiency. Let all the solutions tend to zero as t -+ 00.
Then the function x == 0 is a solution (it is the limit of the solutions Xk(t) ==
xo(t + k), k = 1,2, ... , where xo(t) is some solution).
Suppose the solution x(t) == 0 is unstable. Then there exist e > 0 and a
sequence of the solutions Xi(t) such that
Ix.(O)1 = 6. -+ 0, to> o.
15
Stability 161
Let ai be the last of the points of the segment [OJ tiJ, at which IXi(adl = 0.,
and b. be the first point after ai, at which Ix.(bi)1 = e. Then Yilt) = Xi(t + ail
is a solution, and Zi(t) = 0i-
1
Yi(ol-at) is also a solution of the inclusion (I),
Iz.(O)1 = I, IZi (tt) 1 ~ o.-le - 00, 1 ~ Iz.(t)1 ~ 6.-
1
e (0 ~ t ~ ttl.
tt = or-l (b. - ail.
All the solutions with Iz(O)1 = 1 exist for 0 ~ t < 00 because by hypothesis they
tend to zero as t - 00. By Theorem 3, 7, on any closed interval 0 ~ t ~ l the
set of these solutions is compact. Hence, t; - 00 (i - 00). From the sequence
{Zi(t)} we choose a subsequence uniformly convergent for 0 ~ t ~ I, and from
it, in turn, a subsequence uniformly convergent for 0 ~ t ~ 2, etc. The limiting
function z(t) is a solution, Iz(t) 1 ~ 1 for 0 ~ t < 00. This contradicts the fact
that all the solutions tend to zero.
Thus, the assumption is false, and the solution x(t) == 0 is stable. Since
all the solutions tend to zero as t - 00, the solution set) == 0 is asymptotically
stable.
THEOREM 4 [144J. If the zero solution of the inclusion (12) is asymptotically
stable and 0 ~ a < 1 then there exist constants Co and Cl such that for each
solution set) with Ix(toll ~ a we have
(16)
Ix(t)1 ~ coa (to ~ t ~ to + t*),
x(t) = 0 (to + t* ~ t < 00), t* = Cla1-a
PROOF: By Lemma 1 there exists r > 0 such that for all the solutions with
Ix(O)1 ~ 00 we have I:z:(t) 1 ~ 00/2 for r ~ t < 00, and by Theorem 3, 7,
Ix(t)1 ~ cooo for 0 ~ t ~ 'f.
IT x(t) is a solution with Ix(O)1 ~ a then for C = 50a-
1
the function so(t) =
cx(c
a
-
1
t) is a solution also, Ixo(O)1 ~ 50, and therefore
Ixo(t)1 ~ 50/2 (r ~ t < 00),
Going back from xo(t) to x(t), we obtain for q = 5fI-
l
a
l
-a
(17) Ix(t) 1 ~ Co Ix(O) 1 (0 ~ t ~ qr), Ix(t)l ~ Ix(O) 1/2 (qr ~ t < 00).
Since the substitution of t + const for t transforms a solution into a solution, it
follows from (17) that if I x( ti) 1 ~ ai then
(18)
Ix(t)1 ~ Ix(tdl/2 (t. +qiT ~ t < OOj
q
. _ oa-1al-a)
,- 0 i .
For the solution x(t) with Ix(to) I ~ a we take Q, = 2-'a, tHl
i = 0, 1,2, ... Then from (18) there follows qi = (2-i5o-la)l-a,
(19)
(t, ~ t < 00, i ~ 1).
162 Basic Methods of the Qualitative Theory Chapter 3
Since a < 1 then
For t ~ to + Cla.
1
-
a
the inequality (19) is satisfied for all i, that is, for these t
the solution x(t) = O.
REMARK: What has been said in the proof up to the estimate (19) is valid for
all a ~ o. In the case a = 1 we have q. = 1, t. = to + iT, and from (19) there
follows
(20) (to ~ t < 00; "( > 0).
Such an estimate can be found in [179], [180].
In the case a > lone can obtain [144] from (19) the estimate
Ix(t)1 ~ min{co Ix(to)l; cdt - to).B} (to ~ t < 00; f3 = __ 1_) .
a-1
Let us investigate the retention of asymptotical stability of a zero solution
of a differential inclusion under small perturbations which do not violate homo-
geneity. Small variations both of the argument and of the function are admitted,
as in 1, 7. We denote e-neighbourhoods of the point x and of the set M by x'
and M. For a homogeneous function F(x) of degree a and for numbers p > 0,
q > 0 let
(21)
The function Fpq is a homogeneous function of the same degree Q. If F satisfies
the basic conditions, so does Fpq.
THEOREM 5. If the zero solution of the inclusion (12) is asymptotically stable
and Q ~ 0 then for sufficiently small p and q the zero solution of the inclusion
(22)
is also asymptotically stable. In the estimates (16) and (20) for solutions of
the inclusion (22), the constants co, Cl, C2, 'Y may differ arbitrarily little from the
values of these constants for the inclusion (12) if p and q are sufficiently small
and 0 ~ a ~ 1.
PROOF: Let 0 < e ~ 1/2, the constants Co, Cl be the same as in (16) for the
inclusion (12), 0 ~ a < 1. By virtue of Corollary 2 to Theorem 1, 8, there
exists 5> 0 such that for 0 ~ t ~ Cl all the solutions of the inclusion;; E F'"(x)
with Ix(O)1 ~ 1 differ by less than e from the solutions of the inclusion (12) with
the same initial data, provided that d(F,F) < 5(e). Then they are contained
in a balllxl ~ Co + e for 0 ~ t ~ C2. For sufficiently small p and q the inequality
15 Stability 163
dD(Fpq,F)'< 6(e) is satisfied for the domain D(lzl ~ Co + 2e). Then for the
solutions of the inclusion (22) with Iz(O)l ~ 1 we have
(23) Iz(t) I ~ Co + e
Since the inclusion (22) is homogeneous, by means of the technique used
in the derivation of the inequalities (18) and (19), we obtain from (23) for i =
1,2, ...
(24)
Iz(t)1 ~ cos'
Iz(d,)1 ~ e'+l
(do-l ~ t ~ do),
do = d,_1 + Cl e,(l-a).
Here Co = Co + e, do = Cl. Since do -+ d* = Cl + 0(e
1
-
a
) then z(d*) = O. The
assertion of the theorem follows by virtue of homogeneity of the inclusion (22).
IT a > 1 then, using Lemma 1, we obtain for the solution of the inclusion
(12) with Iz(O) I ~ 1 the estimate Iz(ctJ I ~ e/2 for some C1 > O. As in the case
a < 1, we derive the inequalities (23) and (24) for the solutions of the inclusion
(22). From (24) with d* = 00 there follows asymptotic stability of the zero
solution.
Let a = 1, and for the solutions of the inclusion (12) let there hold the
estimate (20). For any e > 0 and f3 E (0,'1) we take 8 > 0 such that C2 + e ~
e
b
-
fJ
)'. As at the beginning of the proof, we show that for sufficiently small p
and q all the solutions of the inclusion (22) with the initial data Ix(O)l ~ 1 for
o ~ t ~ 8 differ from some solutions of the inclusion (12) with Ix(O)l ~ 1 by less
than ee-..,t and, on taking account of (20), they therefore satisfy the inequality
Ix(t)1 ~ (C2 + e)e-..,t (0 ~ t ~ B). Taking x(8),x(28), ... as initial data and
applying the estimate obtained, we find
i - 1)& ~ t ~ is; i = 1,2, ... ).
By virtue of the ~ h o i c e of 8, the right-hand side is not greater than (C2 + e) e-
Pt
,
and the result follows.
For the case 01= 1 this theorem is proved in [180].
Some results on stability of homogeneous differential. inclusions with or with-
out perturbations is obtained in [181] on the basis of the principle of the absence
of boundary solutions.
The next theorem gives the stability condition for a homogeneous (a = 0)
differential inclusion with a piecewise constant right-hand side. It can be also
applied to differential equations with piecewise constant right-hand side under
the definition a) or c), 4.
Let some pieces of conic hypersurfaces S;: (m denoting dimension, p the
number of a piece), separate the space Rn into conic regions S; with a vertex
x = O. The boundary of each piece S;: consists of pieces of hypersurfaces of
smaller dimensions and does not belong to S;:.
THEOREM 6. Let a set-valued function F(z) satisfy the basic conditions and
let this function depend on x in none of the regions S; and on none of the pieces
164 Basic Methods of the Qualitative Theory Chapter 3
S;:', that is, F(x) = F;:' for xES;:', m = 1, ... , n,' P = 1, ... , Pm. Let the
solutions of the inclusion x E F(x) be unable to pass from one S;:' into another
(1 ~ m ~ n) infinitely many times. The function x(t) == 0 is an asymptotically
stable solution if and only if for each S;:' (1 ~ m ~ n) none of the vectors from
the let F;: lie in S;:' or on its boundary as;:,.
PROOF. NECESSITY: IT v =f 0, v E F;:, and v E S;:, or v E S ~ c as;;, then
x = vt is a solution (in the case v E S ~ c as;:, we have v E F;: c F: as a
consequence of upper semicontinuity of the function F). If v = 0 E F;: then for
any Xo E S;;' the function f(t) == Xo is a solution. In these cases the point x = 0
is not asymptotically stable.
SUFFICIENCY: Let the solution x(t) not enter the point x = 0 for any finite t.
Then for tl < t < 00 it remains in some S;:" and
t
(25)
x(t) - x(tt} = _1_ / x(r)dr = y(t), ly(t)1 ~ c.
t - h t - tl
Since 5;(r) E F;: and the set F;: is closed and convex, by Lemma 12, 5, y(t) E
F;:" for h < t < 00. On the other hand, x(t) E S;:, S;:" being a conic set with
the vertex 0 and, therefore,
x(t) sm
--E
t - tl P ,
p(y(t),sm) ~ p (y(t), x(t) ) = Ix(tdl _ 0
P t - tl t - tl
as t - 00. Hence as t - 00, any of the limit points for y(t) belongs both to F;:'
and to S;:.. This contradicts the assumption. Thus the assumption is false, and
each solution reaches the point x = 0 for some finite t.
The solution cannot leave the point x = 0 since then x(tt} = 0, x(t) E
S;:" (tl < t < t2), and by virtue of (25) y(t) E S;:", y(t) E F;:. This is
impossible because F;: n S;: = 0.
Consequently, each solution reaches the point x = 0 and remains there. By
Lemma 2, x(t) == 0 is an asymptotically stable solution.
REMARK: IT solutions may pass over from one set S;: into another infinitely
many times then the assertion of sufficiency is not true, Example: the sys-
tem (23), 10.
In the case where solutions may go over infinitely many times, stability
must be investigated by other methods, for instance, by means of the Lyapunov
functions, the frequency method ([5J, Chapter 3) or the point-mapping method
([3J, Chapter 2, 2). We will briefly present the point-mapping method on the
assumption of right uniqueness of solutions. It can be applied not only to ho-
mogeneous equations, but also to others.
In a neighbourhood of a point x = 0, let solutions intersect some surface P
infinitely many times in one direction and let such intersections occur at each
point of the surface. A trajectory going from any point x E P intersects the
surface P next time at a point TIX. Since from right uniqueness there follows
right-hand continuous dependence of the solution on initial data, the point Tlx
15
Stability 165
depends continuously on the point X; that is, Tl is a continuous mapping of the
surface P into itself.
IT the mapping Tl has a fixed point a E P, that is T1a = a, then either a is
a stationary point, i.e., an equilibrium position (if x(t) == a is a solution), or the
solution passing through the point a is periodic.
IT one succeeds in proving that for any point X E P sufficiently close to the
point 0 the sequence
converges to 0 it is then usually easy to prove asymptotic stability of the zero
solution.
IT a given differential equation or inclusion is homogenous then a half plane
or a plane passing through the origin or a conical surface with a vertex x = 0 is
taken as P. The initial n-dimensional problem is then reduced to investigation
of the mapping Tl of an (n - I)-dimensional surface P and then, by virtue of
homogeneity, to investigation of the mapping of some (n-2)-dimensional surface
(or a line in case n = 3).
For examples of application of the points mapping method to discontinuous
systems, see, for instance, 11J (Chapter 8).
EXAMPLE: We will determine whether or not the zero solution of the system
(26)
:i; = 2sgnx - 6sgny - 2sgnz,
y = 6sgnx - 4sgnz,
Z = 12sgnx + sgny - 9sgnz.
is stable.
In all the coordinate octants
sgn:i; = -sgny, sgny = sgnz = sgnx.
So, trajectories make revolutions around the x3-axis and pass many times into
the plane x = 0, intersecting it for y > 0 in one direction, and for y < 0 in
another direction. Construct a mapping Tl of the half plane x = 0, y > 0 into
itself which is determined by the motion along the trajectories of the system.
The solution with initial data Xo = 0, Yo > 0, Zo < 0 lies first in the region
x < 0, Y > 0, fI < O. In this region :i; = -6, Y = -2, z = -2, and the solution
has the form
z = -6t, Y = Yo - 2t, Z = Zo - 2t.
It intersects the plane y = 0 at the moment t* = yo/2 at the point
z* = -3yo < 0, y* = 0, z = Zo - Yo < O.
Next, it passes into the domain z < 0, y < 0, Z < 0, where :i; = 6, Y = -2,
Z = -4 and has the form
x = -3yo + 6(t - t*), Y = -2(t - t*), Z = flO - Yo - 4(t - t*).
166 Basic Methods of the Qualitative Theory Chapter 3
It intersects the plane x = 0 at the moment t1 = t + Yo/2 at the point
Xl = 0, Y1 = -yo < 0, Z1 = Zo - 3yo < O.
The case 0 < Zo ~ 2yo (in this and in the next cases, one should take into
account that the trajectory intersects the plane z = 0), 2yo < Zo < 13yo, and
Z ~ 13yo are considered in a similar way. We find that from the point Xo = 0,
Yo > 0, Zo the trajectory first goes back into the plane x = 0 at the point Xl, Yll
Zl, where Xl = 0,
(27)
Zo
Y1 = -Yo + 3'
17yo - 14zo
Y1 = 33
Y1 = -5yo,
Zl = Zo - 3yo
7
Zl = - Zo - 3yo
6
2zo - 26yo
Zl = 33
Z1 = Zo -13yo
(Zo ~ 0)
(0 ~ Zo ~ 2yo)
(2yo ~ Zo ~ 13yo),
(zo ~ 13yo).
This is a mapping of the half plane Po (x = 0, y > 0) onto the half plane
P
1
(x = 0, y < 0). Next, from the point (Xl, Y1,Zt) e P
1
through the region
X > 0 the trajectory comes into the point (X2' Y2, Z2) e Po. Since the system
(26) is not changed through a simultaneous replacement of x, y, z, respectively,
by -X, -y, -z, this mapping is expressed by formulae similar to (27) with
the replacement of Yo, Zo, respectively, by -Y1, -Zl and Ylt Zl by -Y2, -Z2
Consequently, instead of the mapping T1 of the half plane Po into Po one may
consider in this case the mapping T. obtained from (27) through the replacement
of Y1 and ZlI respectively, by -Y1 and -Z1, T1 being equal to (T.)2.
Using homogeneity of the mapping T., we reduce it to a mapping of a
straight line into itself. Putting Zo = kyo, zl = f(k)Ylt we obtain from (27)
(after the replacement of Yll Zl respectively by -Yl, -ztJ Y1 = cp(k)yo,
cp(k) = 1,
k
cp(k) = 1- 3'
(
k) = 14k - 17
cp 33'
cp(k) = 5,
f(k) = 3 - k
f(k) = 18 -7k
6- 2k
f(k) = 26-2k
14k -17
f(k) = 13 - k
5
(k ~ 0),
(0 ~ k ~ 2),
(2 ~ k ~ 13),
(k ~ 13).
To study the iterations (T.)', i = 1,2, ... , of the mapping T., we consider
for any ko a sequence of numbers k. = f(leo-d, i = 1,2, .... The function f(k)
is continuous and decreasing. IT ko lies outside the closed interval 0 ~ k ~ 13
then after every two iterations the distance from the point leo to this interval
decreases by more than a factor of 5, and after a finite number of iterations we
are led to
o ~ ki ~ 13, (j+2 ~ i < 00).
15
Stability 167
Then 1P(A1) < 0.8, hence, Y' -+ 0, Zi -+ as i -+ 00. Consequently, all the
solutions of the system (26) tend to zero as t -+ 00 (we take into account the
fact that when moving from the point (O,Yi,Zi) to the point (O,Yi+1,%>+1) the
trajectory lies in the region Izl + lyl + Izi ~ const (ly.1 + IZil) and that by virtue
of the definition a), 4, on the z-axis there exist solutions satisfying the equation
z = - ~ sgn z). By Lemma 2, the zero solution is asymptotically stable.
We shall show that for the system (26) a Lyapunov function of the form
tI = al Izl + a21yI + al Izi + 1hz + P2Y + Paz,
does not exist. Here ai > IPi I, i = 1,2,3, otherwise the function tI would not be
positive definite.
From the point (0, Yo, zo), where Zo > 13yo ;> 0, the solution enters the plane
z = at the point (0, -5yo, Zo - 13yo) and then the point (0, 5yo, Zo + 2yo). At
the last point the value of any function tI of the indicated form is higher than
at the point (0, Yo, zo). Such a function cannot, therefore, serve as a Lyapunov
function.
Using the methods presented in [182], one can construct the following Lya-
punov function
tI = Izl + 21YI + 10 Iz - 2yl
for the system (26).
The class of piecewise linear systems, i.e., variable structure systems [6]
important for applications, is reduced to first-degree homogeneous differential
inclusions. The phase space of such a system is separated by switching planes
(which pass through the origin) into regions in each of which the system is
linear but has different coefficients in different regions. One of the frequently
used methods for investigating stability of such systems is the following. H (1)
each trajectory gets into the switching plane P or approaches it; (2) trajectories
cannot depart from the plane P on either side; (3) all the solutions in this plane
tend to zero as t -+ 00, then the solution z == is asymptotically stable. For
more details see [6] (Chapters 2 and 3), [7] (Chapter 8).
Stability of autonomous control systems has been investigated in many pa-
pers which cannot all be referred to here. One of the latest review papers is
[183].
3. To investigate stability of the zero solution of differential equations and
inclusions close to homogeneous ones, one can replace a given equation or an
inclusion by a "first approximation," i.e., by an equation or an inclusion with a
homogenous right-hand side, see [180] for the case a = 1 and [144]. These results
are presented below in a more general form.
We assume everywhere in 3 that set-valued functions F(z) and F(t, z) satisfy
the basic conditions of 2, 7, and that a ~ 0.
For each point z E Rn we define "polar coordinates": the number p = Izi
and the vector w = z/Izl of length 1. Then z = pw. For z = the vector w is
arbitrary or, to express this better, is multi-valued and takes on all the values
with Iwl = 1.
Let a set-valued function F(z} (izi ~ Pl) satisfy the conditions: IF(z)1 ~
mllzlQj there exists a sequence zi -+ such that IF(zi) I ~ rna IZiIQ, rna > O.
168 Basic Methods 0/ the Qualitative Theory Chapter 3
We define a homogeneo us main part H (x) of the function F (x). For each w, Iw I =
1, we consider all possible sequences Xi --+ 0 such that Xi :1= 0, Wi = X'; IXi I --+ w,
and the sequences Yi E Ix. 1-'" F(x.). Let H(w) = co HO(w), where HO (w) is
a set of limit points for all such sequences {y.}. Let for each X :1= 0 the set
H(x) = Ixl'" H(w) ,w = x/ Ixl; let H(O) = 0 if a> 0 and let H(O) = coHO(O),
where HO(O) is a union of all the sets H(w) (Iwl = 1) and the set F(O), if a = O.
Then the function H(x) is homogeneous, of degree a, IH(x) I m1 Ixl"'.
The graph of the function HO(w) is the set of all limit points of the sequences
(w.,y", i = 1,2, .... It is t4erefore closed and the functions HO(w), H(w), and
H(x) are upper semicontinuous (Lemmas 14 and 16, 5).
EXAMPLE: Let a circle x! + P! be separated by smooth curves into a
finite number of sectors, and in each sector S. let the function F(x), where x =
(Xl, X2) be single-valued and continuous up to the boundary. On the boundary
Li between two sectors let the set F(x) be a convex compactum containing limit
values of F(x' ) as x' --+ x. Let limF(x) = Fi for x E Si, X --+ 0; a(F(x), --+ 0
for x ELi, x --+ 0; for the notation a(A, B) see 3, 5.
Then H(x) is a piecewise constant function equal to Fi in each angular
region whose boundaries are rays tangent at the point 0 to the boundaries of
the sector Si and equal to F,": on a ray tangent to the line Li at the point O. If
several lines L" Lk , are tangent to one ray at the point 0 then on this ray
H(x) is a convex closure of the union of sets F;, F;, ... . (In the latter case it
would be incorrect to pass over from a given inhomogeneous differential equation
with discontinuous right-hand side to a homogeneous differential equation and
then to a differential inclusion, because the limit values of the right-hand side
of the equation in infinitely narrowing sectors between such lines Li' Lk may be
lost.)
Let a set-valued function F(t, x) (Ixl P1, a t b) satisfy the conditions
IF(t, x) I m1 Ixl'" and let for each tEla, bj there exist a sequence Xi --+ 0
such that F(t, Xi} mo IXil"', mo > O. Let be a set of limit points
for all possible sequences Yi E IXir'" F(ti'X')' where t. --+ 5, Xi --+ 0, Xi :1= 0,
Xi/ IXil = Wi --+ w. Then the graph of the function (a 5 b, Iwl = 1)
is closed. Next,
H.(w) = Ha(x) = Ixl'" H.(w), w = x/ Ixl;
H. (0) = 0 if a > 0, and if a = 0 then H. (0) is a convex closure of the set of
limit points of all sequences Y' E F(t., x.), ti --+ 5, Xi --+ O. The function H.(x)
is upper semicontinuous both in 5, X and in x for any 5 = const.
Let a function H(x} be homogeneous, of degree a. We shall write d",(F, H)
S for Ixl Po if for each P E (0, Po) the graph of the function p-'" F(pw) , re-
garded as a function of w, Iwl = 1, lies in a 8-neighbourhood of the graph of
the function H(w), and F(O) C H(O).5. We shall say that a set-valued function
F(x) is close to a homogeneous function H(x} of degree a if da(F, H) 8(p) for
Ixl p, where S(p) --+ 0 as p --+ o.
For a t < b a set-valued function F(t, x) is close to a homogeneous
function H. (x) (of degree a) dependent on the parameter 5 E [a, b) if for each
15
Stability 169
8 E [a, b) and each 0 > 0 there exist l > 0 and '1 > 0 such that for each fixed
t E (8 -1,8 + l), t E [a, b) we have
(28)
LEMMA 3. If H(z) is the homogeneous main part ofa set-valued function F(z)
then the function F(x) is close to the homogeneous function H(z). The same is
true for a function F(t, x) and for the homogeneous function H, (z) constructed
for F(t, x).
PROOF: Suppose there exists 0 > 0 such that for some arbitrarily small numbers
p < 0 the graph of the function p-a F(pw) does not lie in the o-neighbourhood
of the graph G of the function H(w). Then there exist sequences Pi - 0,
wi(lwil = 1), 'IIi E piaF(Pi,Wi) such that the distance
(29)
P((Wi' 'IIi), G) ~ 0,
i = 1,2, ....
Since IYil ~ ml then for some subsequence {i1c} we have 'IIi" - '11, Wi" - w.
But then'll E H(w) by the definition of the set H(w), that is, (w, '11) E G. This
contradicts (29). From this the first assertion of the lemma follows. The second
assertion is proved similarly.
The next two theorems made it possible to investigate, using "first ap-
proximation," the stability of autonomous and some nonautonomous differential
inclusions. The right-hand sides of all the differential inclusions under consider-
ation are assumed to satisfy the basic conditions of 2, 7.
THEOREM 7. Let a function H(x) be homogeneous, of degree 0: ~ 0 and let
there exist a function o(p) - 0 (p - 0) such that for each fixed t E [tl'oo) and
P ~ Po
da(F(t, z), H(x)) ~ o(p) for Ixl ~ p.
If the inclusion
(30) zE H(z)
has an asymptotically stable zero solution then the same holds for the inclusion
(31) z E F(t, x).
PROOF: From the assumptions of the theorem it follows that for all the in-
dicated t and P the graph of the function p-a F(t, pw), which is regarded as a
function of w, Iwl = 1, lies in the o-neighbourhood of the graph of the function
H(w) == p-aH(pw)i 0 = o(p). Then F(t,pw) C [H(pwSW
as
, that is,
(32)
p= Izl,
where 11 = q = 0 = o(p)j for the notation Hpq see (21).
170 Basic Methods of the Qualitative Theory Chapter 3
Since the zero solution of the inclusion (30) is asymptotically stable, for
sufficiently small P and q (p, q ~ pt) the same is true, by Theorem 5, for the
inclusion
(33)
By virtue of Theorem 4 and the remark, for the solutions of the inclusion (33)
with p = q = Pl we have
(34) Ix(t)1 ~ Co Ix(to)! (to ~ t < 00), x(t) -+ 0 (t -+ 00),
For 0 = 1 the number Co is replaced by C2 from (20).
Let the number Pl > 0 be sufficiently small that for all P E (O,Pl] we have
6(2cop) ~ Pl. Then (32) with P = q = PI holds in the region Ixl ~ 2cop. Hence
in this region the solutions of the inclusion (31) are solutions of the inclusion
(33). The solutions of the inclusion (31) with Ix(to)1 = P ~ PI remain therefore
in the region Ixl ~ Cop. Then (34) holds for these solutions, that is, the zero
solution of the inclusion (31) is asymptotically stable.
COROLLARY. If the function F{x) is close to the homogeneous function H{x)
and the differential inclusion (30) has an asymptotically stable zero solution,
then the inclusion 3: E F{x) also has an asymptotically stable zero solution.
For the case 0 = 1 a similar assertion is proved in [180].
The next theorem states that for investigating stability of a nonautonomous
differential inclusion in the case 0 ~ 0 < lone can use the "freezing-in coeffi-
cient" method.
THEOREM 8. Let a function F(t, x) for tl ~ t < 00 be close to a homogeneous
function H. (x) of degree 0, 0 ~ 0 < 1. If for each value of the parameter
s E ttl, 00) the inclusion
(35) X E H.(x)
has an asymptotically stable zero solution then the inclusion (31) also has an
asymptotically stable zero solution. Each solution of the inclusion (31) with
sufficiently smalllx(to)1 reaches the point x = 0 within a finite time.
PROOF: Let to E ttl, 00). Fix 8 = to. The zero solution of the inclusion (35) is
asymptotically stable. By Theorem 5 there exists 6 > 0 such that for P = q = 6
the zero solution of the inclusion
(36) 3: E H.,pq(x)
is also asymptotically stable (the function H.,pq is defined through the function
H., like (21)). By Theorem 4 the solutions of the inclusion (36) with Ix(to)1 = a,
a being arbitrary, satisfy the relations (16).
Since the function F (t, x) is close to the homogeneous function H. (x) there
exists ao = ao(6) such that for each fixed t E [to, to + claA-a] and '7 = 2coao (co
and Cl are the same as in (16)) the inequality (28) holds. From this inequality
15
Stability 171
there follows the relation (32) in a cylinder to t Izi 2coao, but
with the functions H.,pq instead of Hpq. Then all the solutions of the inclusion
(31) which lie in this cylinder are solutions of the inclusion (36). Hence, the
solutions of the inclusion (31) with Iz(to}1 = a, a 0,0, for t to are solutions
of the inclusion (36) and by virtue of (16) leave this cylinder only at the point
t = to + claA-a, Z = o.
The solutions of the inclusion (31) do not leave the straight line z = 0
since otherwise an analogous reasoning for a cylinder constructed near a point
of departure leads to a contradiction with (16).
Stability of a zero solution of a homogeneous differential inclusion of degree
a = 1 under permanently acting perturbations is considered in [1841. If a vector-
valued function get) is absolutely continuous then the inclusion
(37) z e F(z) + g'lt)
is equivalent to the inclusion
(38) 11 e F(y + get)) (y = z - get)).
The inclusion (38) is meaningful not only for absolutely continuous functions
get), but also for some other functions. In [1841, passing over to (38) serves to
define the solution of the inclusion (37) and for investigating its properties, in
the case where the function get) has bounded variation on each finite interval.
If the function get) has jumps then (37) is a differential inclusion with pulse
disturbances.
The next theorem refers to the case where for a given differential equation
or inclusion the solutions are divided in a natural way into solutions reaching
an l-dimensional hypersurface 8 c R
n
within a finite time and solutions going
along this hypersurface. In particular, this includes the case where 8 is an
intersection of surfaces of discontinuity of the right-hand side of a differential
equation or inclusion (but upper semicontinuity is retained on 8) and stability
of sliding motion along the surface 8 is investigated under perturbations leading
the solutions off 8.
We consider the inclusion (31) for t E [tl' 00), z e G, where G c Rn is
the neighbourhood of the hypersurface 8. Let the coordinates ZI, . ,Zn be so
chosen that 8 is a hyperplane Zl = ... = Zn-I = o. Denote (Zl, . , Zn-I) = y,
(Zn-l+l, . , zn) = z. Then Z = (y,z).
(Let G(t,y,z) and H(t,y,z) be projections of the set F(t,z) from (31) into
the subspaces y and z. Then each solution of the inclusion (31) is a solution of
the system
(39) 11 E G(t, y, z), z e H(t, y, z).
The converse is not always true. For such solutions z(t} = (0, z(t)) of the inclu-
sion (31) which lie on 8, the functions z(t} are solutions of the inclusion
(40) z e Ho(t, z) (Ho(t, z) = F(t, z) n 8 for Z = (0, z)} .
Let G '" (y) be the convex closure of the set of all limit values of the function
G(t.,r.Yi,z.) for t. -+ 8, Z. -+ v, !Ii -+ y, r, -+ o. Then G,u(Y) is a function
homogeneous in y, of degree a = o.
172 Basic Methods of the Qualitative Theory Chapter 3
THEOREM 9. Let xo(t) = (0, zo(t)), (to ~ t < 00) be a solution of the inclusion
(31). For any constant s, tI (8 E [to, 00), ItI- zO(8)1 < EO)' let the inclusion
if E G." (y) have an asymptotically stable solution y == 0, and let the solution
zo(t) of the inclusion (40) be stable (or asymptotically stable).
Then the solution xo(t) is stable (respectively, asymptotically stable).
PROOF: Let x(t) = (y(t), z(t)) be a solution of the inclusion (31),
(41) Iy(to) 1 < 1], Iz(to) - zo(to)1 < 1].
In a closed domain B(b) (lyl ~ b, Iz-zo(to)1 ~ b, to ~ t ~ to + b) we have
IH(t,y,z)1 ~ m, IHo(t,z)1 ~ m for some b = bo > 0.
Applying the method used in the proof of Lemma 3, we show that for any
6> 0, and for small enough b = b(6) > in the domain B(b), we have
(42) G(t, y, z) C G . ,,; pq(y),
where 8 = to, tI = zo(to), P = q = 6, and the function G . ,,; pq(y) is defined
through the function G.,,(y), as in (21). By Theorem 5 the number 6 can be
taken sufficiently small that the zero solution of the inclusion
(43) if e G . ,,; pq(y)
is asymptotically stable. Then by Theorem 4 with a = 0, for all the solutions of
the inclusion (43) we have
(44)
y(t) = (t ~ to + cia).
where a = Iy(to) I. Let 1]0 > be sufficiently small that
(45)
(co + 1 + CI + mctl'1o < b(6) < boo
On some segment to ~ t ~ t2 the solution of the system (39) with the initial
data (41), where", < "'0, lies in the domain B(b(6. Let t2 > to be the first
instant at which the solution reaches the boundary of this domain. While the
solution lies in the indicated domain, its component y(t) is a solution of the
inclusion (43) and, therefore, satisfies (44) for to ~ t ~ t2, and Iii ~ m. Hence
for such t,
(46) ly(t)1 < co'" < b(6), Iz(t) - zo(to)1 < '" + m(t - to).
By virtue of (45), for t - to ~ CI"'O the right-hand side is less than b(6), so the
solution goes out of B( b( 6)) only for t2 > to + Cl "'0, i.e., after it reaches, by
virtue of (44), the plane 8(y = 0) at the moment t* ~ to + Cl '" < t2 at the point
(O,z(t*)). By virtue of (46)
(47)
Iz(t*) - zo(to)1 < '" + mCl'1
For t ~ t* the solution (y(t), z(t)) has not already left 8. This assertion is proved
with the same reasoning as at the end of the proof of Theorem 8.
15
Stability 173
Let z*(t) be a solution of the inclusion (40) (t to) which coincides with
z(t) for t t*. Since IHo I :s:; m then
Iz*(to) - z*(t*)1 :s:; m(t* - to) :s:; mCl'1.
From this and from (47) we obtain
(48)
Since the solution zo(t) of the inclusion (40) is stable by hypothesis from (48)
there follows
(to :s:; t < 00),
if f'/ is sufficiently small. Since z(t) = z*(t) for t t*, and for to :s:; t :s:; t* we
have the estimates (46), for all sufficiently small '1 the solution (y(t),z(t)) for
to :s:; t < 00 differs from the solution (O,zo(t)) by less than 6. Thus, the solution
xo(t) = (O,zo(t)) of the inclusion (31) is stable.
IT the solution zo(t) of the inclusion (40) is asymptotically stable then, be-
sides what has alre3.dy been proved, we have z* (t) - Zo (t) -4 0 as t -4 00. Hence,
z(t) - zo(t) -40, and the solution xo(t) is asymptotically stable.
EXAMPLE: We give sufficient conditions of asymptotic stability of the zero so-
lution of the system
(49)
Ie
Xi = bi(t, x) - L aii(t, x) sgn Xi,
i=l
i = 1, .. . ,n,
where n = k + l > k, the functions bi and aoi are continuous, and the defini-
tion a), 4, is used.
We apply Theorem 9, taking y = (Xl, ... ,XIe)T, Z = (XIe+l, ... ,xn)T. De-
note
lIaii(t, x) Ilid=1, ... ,1e = Al ,
(bt{t, x), ... , ble (t, x)) T = c(t, y, z),
Ila.At, x) Ili=k+1, ... ,n = A2,
3"=1, ... ,1e
(b
le
+1(t,x), ,b
n
(t,x))T = d(t,y,z).
(sgnx1, ... ,sgn X,.)T = sgny. The system (49) is of the form
(50) 11 = c(t,y,z) - A
1
(t,y,z) sgny, i = d(t,y,z) - A
2
(t,y,z) sgny,
analogous to the system (39). The inclusion 11 E from Theorem 9 takes
here the form
(51) 11 = c(s, 0, tI) - Al (s, 0, tI) sgn y
with the definition a), 4. Equation (51) is a vector notation of a system similar
to that considered in Remark 2 to Theorem 3; sand tI are parameters. Let, for
all t to, x = (0, z), z < 60, the coefficients aii(t, x) and bi(t, x) (i,i = 1, ... , k)
174 Basic Methods of the Qualitative Theory Chapter 3
satisfy one of the conditions a) or b) of the indicated remark. Then for any
8 ~ to and Ivl < eo the solution y = 0 of equation (51) is asymptotically stable
and, moreover, det Al # O.
The equation of motion along the hypersurface y = 0 is obtained if, as in
the proof of Lemma 3, we replace in (50) sgn y by the vector p, determine it
from the first of the equations (50) for iI = 0, and substitute it into the second
equation. We derive an equation of the form (40):
(52)
H the zero solution of equation (52) (with continuous right-hand side) is asymp-
totically stable and one of the indicated conditions is satisfied for equation (51)
then, by Theorem 9, the zero solution of the system (49) is also asymptotically
stable.
Theorem 3 and the remarks give only sufficient conditions for asymptotic
stability of the zero solution to the systems (9) and (51). In the case of constant
coefficients the necessary and sufficient conditions for the system (51) are known
only for k ~ 2 (see 3, 20 below) and for the system (9) for n ~ 3 (see [182]).
In the case n = 3 these conditions have a very complicated form. The suffi-
cient conditions for n = 3, which in the case of constant coefficients strengthen
Theorem 3, are given in [178J.
CHAPTER 4
LOCAL SINGULARITIES
OF
TWO-DIMENSIONAL SYSTEMS
Singularities in the pattern of trajectories of two-dimensional autonomous systems with piece-
wise continuous right-hand sides are investigated. Singularities on lines and singularities at
points are topologically classified. All types of structurally stable singular points lying on a line
of discontinuity of the right-hand sides of a system, singular points of first degree of structural
(of codimension 1) instability and their bifurcations are indicated. Singular points lying on
intersection of linea of discontinuity are examined.
16 Linear Singularities
Singularities on lines are topologically classified, and the analytical condi-
tions for a singularity on a line to belong to one or the other class are given.
1. Consider an autonomous system
(1)
in a finite domain G of the Xl, x2-plane. The system (1) can be written in a
vector form
(2) ;;= /(X)
It is assumed that continuity of the right-hand side of equation (2) and
uniqueness of the solutions can be violated only on separate piecewise smooth
lines and at isolated points.
In the cases where a solution, which has reached a discontinuity line, cannot
leave this line as t increases (or decreases), the right-hand side of the equation
must be defined on this line in order that the solution may exist for any initial
data x(to) = (xo) and that the limit of each uniformly convergent sequence
of solutions be a solution. The vector-valued function /O(x) which determines
the velocity of motion along the line of discontinuity must be single-valued and
continuous, except at isolated points. Under these assumptions solutions depend
continuously on initial data in domain of uniqueness.
175
174 Basic Methods of the Qualitative Theory Chapter 3
satisfy one of the conditions a) or b) of the indicated remark. Then for any
8 ~ to and Itli < eo the solution y = 0 of equation (51) is asymptotically stable
and, moreover, det Al =I o.
The equation of motion along the hypersurface y = 0 is obtained if, as in
the proof of Lemma 3, we replace in (50) sgn y by the vector p, determine it
from the first of the equations (50) for iJ = 0, and substitute it into the second
equation. We derive an equation of the form (40):
(52)
IT the zero solution of equation (52) (with continuous right-hand side) is asymp-
totically stable and one of the indicated conditions is satisfied for equation (51)
then, by Theorem 9, the zero solution of the system (49) is also asymptotically
stable.
Theorem 3 and the remarks give only sufficient conditions for asymptotic
stability of the zero solution to the systems (9) and (51). In the case of constant
coefficients the necessary and sufficient conditions for the system (51) are known
only for k ~ 2 (see 3, 20 below) and for the system (9) for n ~ 3 (see [182]).
In the case n = 3 these conditions have a very complicated form. The suffi-
cient conditions for n = 3, which in the case of constant coefficients strengthen
Theorem 3, are given in [178].
CHAPTER 4
LOCAL SINGULARITIES
OF
TWO-DIMENSIONAL SYSTEMS
Singularities in the pattern of trajectories of two-dimensional autonomous systems with piece-
wise continuous right-hand sides are investigated. Singularities on lines and singularities at
points are topologically classified. All types of structurally stable singular points lying on a line
of discontinuity of the right-hand sides of a system, singular points of first degree of structural
(of codimension 1) instability and their bifurcations are indicated. Singular points lying on
intersection of lines of discontinuity are examined.
16 Linear Singularities
Singularities on lines are topologically classified, and the analytical condi-
tions for a singularity on a line to belong to one or the other class are given.
1. Consider an autonomous system
(1)
in a finite domain G of the ZIl z2-plane. The system (1) can be written in a
vector form
(2) :i; = /(z)
It is assumed that continuity of the right-hand side of equation (2) and
uniqueness of the solutions can be violated only on separate piecewise smooth
lines and at isolated points.
In the cases where a solution, which has reached a discontinuity line, cannot
leave this line as t increases (or decreases), the right-hand side of the equation
must be defined on this line in order that the solution may exist for any initial
data z(to) = (zo) and that the limit of each uniformly convergent sequence
of solutions be a solution. The vector-valued function /o(z) which determines
the velocity of motion along the line of discontinuity must be single-valued and
continuous, except at isolated points. Under these assumptions solutions depend
continuously on initial data in domain of uniqueness.
175
176 Local Singularities of Two-Dimensional Systems Chapter 4
A point x = a is called stationary if the vector-valued function x(t) == a is
a solution. At a point x = b uniqueness is violated if there exist two solutions
which satisfy the same initial condition x(to) = b but which are different on
an arbitrarily small interval to - S < t < to + S. If uniqueness is violated at a
stationary point then some solutions enter this point (as t increases or decreases)
within a finite time, and if uniqueness is not violated, there are no such solutions.
Domains, all points of which are points where uniqueness ceases to hold,
may be encountered for equations and systems with nondifferentiable right-hand
sides (example in [13], p. 31) and also for differential inclusions (example: x =
1, llil ~ 1). We do not consider such cases.
Under these assumptions one can distinguish between two types of topolog-
ically homogeneous domains:
1) domains which contain no stationary points and through each point of
which there passes a single trajectory;
2) domains consisting only of stationary points, i.e., domains in which
!(x) == o.
Topological homogeneity of a domain (or a line) means that each two points a
and b of this domain have neighbourhoods Va and Vb for which there exists a
topological mapping (that is, a one-to-one mapping continuous on both sides)
from one neighbourhood onto the other, which carries the point a into the point b
and trajectories into trajectories; the inverse mapping also carries trajectories
into trajectories.
By Theorem 3, 12, each point in a first-type domain has a neighbourhood
for which there exists a topological mapping onto a rectangle such that trajecto-
ries are carried into lines parallel to a side of the rectangle. A first-type domain is
therefore topologically homogeneous. Topological homogeneity of a second-type
domain is obvious. Since it is assumed that points where uniqueness is vio-
lated cannot fill domains, there are no other types of topologically homogeneous
domains for the class of systems under consideration.
Boundaries of topologically homogeneous domains consist of points of non-
uniqueness and of stationary points. For equations with piecewise continuous
and piecewise smooth right-hand sides it is typical that such a boundary can be
divided into a finite number of topological homogeneous lines.
A maximal topologically homogeneous line which does not lie within a topo-
logically homogeneous domain is called a linear singularity.
The maximality requirement implies that this line be not a part of another
line which possesses the same properties. The line must be a non-closed simple
arc x = p(t) (0: < t < f3) or a closed curve. The absence of self-intersections
follows from topological homogeneity. This line does not lie within a topologically
homogeneous domain, otherwise its points will not be topologically distinguished
among the other points of the domain.
Not each linear singularity has a half neighbourhood (a one-sided neighbour-
hood) which is a topologically homogeneous domain. For instance, let trajecto-
ries spiral round a circle L (approach a circle L like spirals) from the exterior and
from the interior. Among these, let there exist a finite number of trajectories at
each point of which uniqueness is violated, i.e., trajectories which are lines of tra-
jectory confluence. On the other trajectories and on L uniqueness is not violated.
16
Linear Singularities 177
(A concrete example can be obtained by taking a system r7 = (sin '7 )1/3, e = 1,
making the transformation e = 8, '7 = 8 + In Ip - 11, and interpreting p,8 as
polar coordinates.) Then L is a topologically homogeneous line, that is, a linear
singularity. In any half neighbourhood of each point of the line L uniqueness
is violated only at the points of an infinite set of arcs convergent to L. Hence,
such a half neighbourhood is not a topologically homogeneous domain. In what
follows such cases are eliminated by the conditions imposed in 2.
We will give examples of linear singularities belonging to different topolog-
ical classes. In all the examples a linear singularity is a straight line v = o.
First-kind linear singularities, i.e., singularities containing no stationary
points:
1) u = 1, iJ = -sgnvi
2) u = 1, iJ = 0 (v 0), iJ = -1 (v> O)i
3) u = 1, iJ = 3V
2
/
3

Second-kind linear singularities, i.e., singularities consisting only of station-
ary points:
4) u = 0, iJ = -sgnvi
5) u = 0, iJ = V (v 0), iJ = -1 (v> O)i
6) u = v, iJ = 0 (v 0), u = 0, iJ = -1 (v> O)i
7) u = 0, iJ = 0 (v 0), iJ.,= -1 (v> O)i
8) u = 0, iJ = -Vi
9) u = v, V = 0i
10) u=O, u=v, iJ=O(V>O)i
11) u=O, v=O iJ=-v (v>O);
12) u = 0 (v 0), u = v (v> 0), iJ = 0i
13) u = 0, iJ = 3v
2
/
3
i
14) an example of irregular linear singularity:
the trajectories are the lines u = c + sin (1/v) and the stationary points are
u = c, v = o. Irregular linear singularities are eliminated by the conditons of 2
and are not considered in detail.
Those of the above examples where the right-hand sides are discontinuous
can be replaced by other examples in which right-hand sides are continuous and
which belong to the same topological classes. For instance, the equation v =
- sgn v can be replaced by the equation iJ = _v
1
/
3
, etc. Thus, the topological
classification of linear singularities presented below in 2 is also appropriate, but
with some extension (due to examples 3) and 13)), to differential equations with
continuous right-hand sides, which are nondifferentiable only on some separate
lines.
All points which belong neither to linear singularities nor to topologically
homogeneous domains are called pointwise singularities. Thus, pointwise sin-
gularities include endpoints of linear singularities and points of non-uniqueness,
limit points for the above-mentioned, and stationary points which belong neither
to the singularities nor to the domains mentioned above.
178 Local Singularities 01 Two-Dimensional Systems Chapter 4
2. We shall give the conditions sufficient for the system (1) to have linear
singularities of one or the other kind and list the local topological classes of linear
singularities.
Let L be a smooth line, for instance, a discontinuity line of the vector-valued
function I(x) = (h (Xl, X2), h(X1' X2}) or a line on which I(x) = o. Let r (x)
and I+(x) denote limit values of the vector-valued function !(X') when x' tends
to the point x E L from the domains G- and G+ of continuity of the function I,
which are adjacent to the line L, and let IN(x) and I;(x) denote projections
of the vectors 1- (x) and 1+ (x) onto the normal to the line L at the point x
directed from G- to G+.
1 In a finite domain G, let the vector-valued function I (x) be piecewise
continuous and piecewise smooth.
This implies that the domain G is separated by a finite number of smooth
finite-length lines (which may have common ends) into a finite number of sub-
domains, in each of which I, a I I aX1, and a f/ aX2 are continuous up to the
boundary.
2 At the points x of the discontinuity line L, where IN(x)/;(x) ~ 0,
except, possibly in the case
(3)
IN(x) = M(x) = 0,
a continuous vector-valued function 10(x) is given which determines the velocity
of motion :i; = 10(x) along the line L. The vector 10(x) is tangent to L at the
point x. If IN (x) = 0 then 10(x) = r(x); if I ~ { x ) = 0 then IO(x) = r(x).
The condition 2 is satisfied, in particular, if the vector 10(x) on L is defined
according to a), 2, 4.
3 The case (3) can occur only at a finite number of points.
4 If r(x) = 0 (or I-(x) = 0) on the line L then near each point of the
line L, except possibly a finite number of points, in G+ (respectively, in G-)
either I(x) :f 0 and the function
(4)
g(x) = l(x)/l/(x)1
satisfies the Lipschitz condition, or I(x) == O.
LEMMA 1. If L is the line X2 = ,p(xt}, ,p E 0
1
, and f+ (x) = 0 on L, then
for the Lipschitz condition to be satisfied for the function (4) in G+ it sullices
that there exist m ~ 1 such that on L the one-sided (towards ~ h e domain G+)
derivatives satisfy the conditions
(5)
aiel
a
Ie =0,
x2
k = 0, 1, ... , m - 1;
and that near L in G+ the derivative am! lax'; satisfy the Lipschitz condition.
The same is valid also for G- if I-(x) = 0 on L.
16
Linear Singularities 179
The prool follows from the representation of the function I(X1, X2) by the
Taylor formula with an integral residual term
since for small z (on L and in G+ near L) the last integral does not vanish and
satisfies the Lipschitz condition.
It follows from Lemma 1 that the condition 4 holds also for the case where
near L the function I is analytical separately in G+ and in G- up to L.
LEMMA 2. Let the condition 1 and lit{x) (or 0) on L be satisfied.
Then none of the trajectories from the domain G+ can approach any point of
the line Last increases (respectively, decreases) up to a finite limit and if,
moreover, I+(x) ::I: on L, then also as t --+ 00 (respectively, as t --+ -00).
PROOF: Suppose a trajectory Zl = 'P1(t), Z2 = 'P2{t) from the domain G+
(Z2 > tP(Zl)) reaches the point (0,0) of the L (Z2 = tP(zI), tP E e
1
j we may
suppose that tP(O) = tP'{O) = 0) as t -+ t1 - 0. Then

Consequently, z = h(t, z), where
h{t,z) = h - tP'('P1(t))l1,
Ii = f;( 'P1 (t), tP( 'P1 (t)) + z), i = 1,2.
Since (-tP'{'Pd, 1) is a vector normal to L at the point ('P1I tP('P1)) then
From the boundedness of Bh/Bz it follows that with z>
z = h(t,z) h(t,O) - kz -kzj
z(t) z(to)e-k(t-t
o
)
for to t t1' This contradicts the assumption z(td = 0.
IT lit(z) 0, rex) ::I: on L then 11+(0,0)1 = m > 0. Therefore, either
ft(O,O) = > m/2 or 111(0,0)1 >m/2. At least one of the inequalities
h > m/2 or 111 I > m/2 is also satisfied in some one-sided (in G+) neighbourhood
of the point (0,0). Thus, the solution goes out of this neighbourhood within a
finite time and cannot approach the point (0,0) as t --+ 00.
180 Local Singularities of Two-Dimensional Systems Chapter 4
LEMMA 3. Let [unctions I(X1,X2) [or X2 ~ I/I(xt} and I/I(xt) satisfy the Lips-
chitz condition. Then the function I can be continued into the region X2 < I/I(xd,
the Lipschitz condition being preserved.
PROOF: We can take l(xlJ X2) = I(X1, 1/1 (x11) for X2 < I/I(xt).
Consider all possible dispositions of the trajectories of the system (1) in a
one-sided neighbourhood of the line L under the conditions 1 and 4.
A. IT Iii (x) :/= 0 on L then into each point of the line L there comes exactly
one trajectory from the domain G+ either when t increases (if Iii < 0) or when t
decreases (if Iii > 0) (Fig. 27). The trajectories from the domain G+ reach L
at finite values of t.
For the proof, one can continue the function I from G+ to G- by Lemma 3
and apply the existence and uniqueness theorem.
I.
Figure ~ 7 Figure ~ 8 Figure ~ 9
B. IT Iii (x) == 0, 1+ (x) :/= 0 on L then none of the trajectories comes onto
the line L from G+ (Fig. 28).
This follows from the fact that after the function I is continued from G+
into G- by Lemma 3, the line L itself is a trajectory.
IT I+(x) = 0 on L, but I :/= 0 in G+ near the line L then for the function (4)
we define g+(z) and 9k(x) as r(x) and lii(z). Then:
a} if 9k (x) :/= 0 on L then the trajectories in G+ are arranged as in the
case A but can approach the points of the line L only as t -+ +00 (if 9k < 0 on
L) or as t -+ -00 (if 9k > 0) on L}j
b) if 9k{Z) = 0 on L then the trajectories in G+ are arranged as in the
case B.
Indeed, in the domain G+ the trajectories of the equations :i; = I(x) and
:i; = g(x} coincide, and the function equal to g(x) in G+ and to g+(x) on L
satisfies the Lipschitz condition by virtue of 4j we always have Ig{x) 1 = 1;
different trajectories therefore have no common points either in G+ or on L.
c) IT I == 0 in G+ near L then some one-sided (in G+) neighbourhood of
the line L is filled with stationary points.
In the cases B, a), b), c) some functions vanish on a line or in a domain.
Such cases are therefore exceptional and rare. They are presented here for com-
pleteness of classification.
Any of the cases A, B, a), b), c} may also arise in the domain G- near L.
Combining each of the cases in the domain G+ with each case in the domain G- ,
we obtain the following classification.
Case AAo. IN Iii > O. Trajectories intersect the line L, and this line is not
a linear singularity. Example: :i; = 1, 1; = 2 + sgn y (Fig. 29).
16
Linear Singularities 181
Case AA1 IN I"J < 0, 1 :j:. O. Trajectories join (flow into) the line L on
both sides at finite values of t, the line L is a trajectory also. See 1, example 1
(Fig. 30).
Case AA2. IN I"J < 0, 1 E: O. Trajectories reach the line L on both sides
at finite values of t; the whole of the line L consists of stationary points. See 1,
example 4 (Fig. 31). .
Case AB. I"J :f 0, IN = O,r :f 0 (or IN :f 0, I"J = 0, 1+ :f 0). On one
side trajectories join the trajectory L for finite t, and on the other side none of
them does so. See 1, example 2 (Fig. 32).
~ ~ " .
l
___ .......... __ l
L .,

Figure 90 Figure 91 Figure 9S
Case Aa. IN :f 0, 1+ = 0, g1i :f 0 (or I'J :f 0, r = 0, gil = 0).
Trajectories approach the points of the line L from both sides, from one side for
finite t and from the other side for t - 00 (or t - -00); the line L consists of
stationary points. See 1, example 5.
Case Ab. IN :f 0, 1+ = 0, g1i = 0 (or I ~ :f 0, r = 0, g'N = 0). On
one side the trajectories approach the points of the line L for finite t, and on the
other side none of them does so; the line L consists of stationary points. See 1,
example 6.
Case aa. 1- = 1+ = 0, gil:j:. 0, g1i :f O. Trajectories approach the points
of the line L on both sides as t - 00 or as t - -00; these points are stationary.
See 1, example 8.
Case abo 1- = 1+ = 0 and, moreover, either g'N :f 0, gl; = 0 or g'N =
0, gl;:f O. On one side trajectories approach the points of the line Last - 00
(or t - -00), and on the other side they do not; these points are stationary.
See 1, example 10.
Case bb. 1- = 1+ = 0, g'N = g1i = O. The line L consists 'of station-
ary points, and no trajectory on either side approaches these points. See 1,
example 9.
In the cases to follow, trajectories on one side of L are arranged as in the
case A, a), b) (see above), and on the other side of L all the points are stationary.
Case Ac. I{x) E: 0 in a- near L, I ~ :f 0, (or I(x) == 0 in a+ near
L, IN:j:. 0). See 1, example 7.
Case ac. I{x) == 0 in a- near L, 1+ = 0, gl; :f 0 (or I{x) E: 0 in a+
near L, 1- = 0, g'N :f 0). See 1, example 11.
Case bc. Near L in a- I(x) == 0, in a+ I(x) :f 0, on L 1+ = gj{ = 0 (or
in a+ I(x) == 0, in a- I{x) :f 0, on L r = g'N = 0). See 1, example 12.
In the case cc, L is not a linear singularity by virtue of 2 .
If we weaken the condition 3 by admitting the case (3) not only for a.
finite number of points but also at each point of a finite number of arcs then
182 Local Singularities 01 Two-Dimensional Systems Chapter 4
there appear the possibilities BB, Ba, Bb, Bc. Their classification depends on the
method of defining the right-hand side of a differential equation on the line L. In
this case the definition a) 4, is multivalued. Under this definition the following
cases can be specified.
Case BBl' IN = I'J = 0, the vectors 1- and f+ have the same direction.
Case BB
2
fN = f'J = 0, the vectors f- and 1+ have opposite directions.
Cases Ba, Bb, and Bc do not require explanation.
Cases where the velocity of motion on L is not uniquely defined are not
considered below.
We will establish sufficient conditions for existence of a linear singularity of
the kind considered in 1, example 3. The derivatives of the function f(x) will
not be continuous up to the line L, that is, the condition 1
0
does not hold. Let
X2 = !/I(xt} (a < x < (3) be the equation of the line L, !/I E 0
1
The change
Xl = X, x2 - ""(xd = y maps the line L into a portion a < x < P of the straight
line y = 0 and the system (1) into the system
(6) :i; = p(x,y), iJ = q(xy).
LEMMA 4. In a neighbourhood of the line L, Jet the functions p , p ~ , q be con-
tinuous, p ::f 0,
(7) q(x, y) = tp(y)h{x, y), /
dy
-( ) ::f oo,
-. tp Y
IS > 0, the functions tp, h, h ~ be continuous, Ihl ~ c > 0, tp(O) = 0 and Jet for
o < IYI < IS either tp(y) > 0 or tp(y) < O.
Then the line L (y = 0) is an arc of the trajectory of the system (6), and
from each point of the line L a positive half trajectory goes to one side and a
negative half trajectory goes to the other side; that is, the line L is intersected
by a trajectory at each point.
PROOF: Since p{x, y) ::f 0, tp(O) = 0 then y = 0 is a trajectory. Dividing the
second equation in (6) by the first one and making the change of variables
(!J dy
10 tp(y) = z,
dy = tp(y)dz, h(x, y) = p(x, y)k(x, y)
we obtain dz/dx = k{x, y(z)). Since the functions k and 8k(x, y(z))/8z = k ~ . tp
are continuous, through each point (xo,O) there passes a unique solution z(x).
Since dz / dt = h, the solution goes from the region z < 0 into a region z > 0 (or
vice versa) if h ~ c > 0 (respectively, if h :;;; -c < 0). Going back from z to y,
we come to the assertion of the lemma.
REMARK: We may assume that the function tp(y) has an ordinary discontinuity
(a jump) for y = 0 under the condition tp(+O) tp(-O) = O.
The linear singularities described in the assertion of Lemma 4 will be as-
cribed to class AA3 (1, example 3, Fig. 33).
If the line L consists of stationary points, and if at each point this line is
intersected by a trajectory, then L is a linear singularity of class AA4 (1, ex-
ample 13). The sufficient conditions for the existence of such a singularity are
16 Linear Singularities
183
l
Figure 99
obtained from Lemma 4 if we discard the condition p =F 0 and require that
p(z, O) = 0 and that the functions p and h belong to 0
1
for y > 0 and for y < 0
up to the line y = o.
The next theorem gives the conditions under which the system (1) or equa-
tion (2) has only a finite number of linear and pointwise singularities.
THEOREM 1. Let, in a finite domain G, the right-hand side of equation (2)
satisfy the condition 1 and be able to vanish only in a finite number of domains,
the boundaries of which consist of a finite number of smooth lines and, moreover,
in a finite number of points and smooth lines. All these lines are of finite length.
On lines of discontinuity of the functions /, a 1/ az
1
, a 1/ az
2
, let the vectors
r(z), I+(z), 10(z) be able to vanish and the vectors I-(z) and I+(z) be
tangent to the lines of discontinuity only in a finite number of points and possibly
also at each point of a finite number of arcs. Let the conditions 2-4 be satisfied
on lines of discontinuity and on lines where fez) = o.
Then the domain G can contain only a finite number of linear and pointwise
singularities.
PROOF: In any subdomain, where I, al/az1 , al/az2 are continuous and
I(z) =F 0, only one trajectory passes through each point. In these sub domains
and in those where I(z) == 0 there are no linear or pointwise singularities. The
boundaries of those sub domains where I(z) == 0 consist of a finite number of
lines on which the conditions 2_4 are satisfied. Such lines consist of a finite
number of linear singularities of classes Ac, ac, bc. The lines of discontinuity
consist of a finite number of smooth pieces, on each of which each of the functions
IN and I'J either preserves sign or is identically zero, and each of the vector-
valued functions 1-, 1+, and 1either does not vanish or is identically zero. By
virtue of the conditions 2-4 and of the reasoning given in the classification,
such pieces (except in the case AAo, where there are no singularity) are linear
singularities of classes AA
1
, AA
2
, AB, Aa, Ab. By virtue of the condition 4 the
remainder of the lines where / = 0 consist of a finite number of pieces which are
linear singularities of classes aa, ab, bb. Thus, there is a finite number of linear
singularities. Their endpoints and isolated points where I(z) = 0 are pointwise
singularities; hence, there is a finite number of them.
REMARK: If the assumptions of Theorem 1 are fulfilled and the function I(z)
is continuous in G then there may exist linear singularities only of classes aa, ab,
ac, bb, bc.
3. We will show that the classification of linear singularities presented in 2
under the conditions 1-4 is a local topological classification. We say that the
trajectories of two systems in open or closed domains G
1
and G2 (respectively)
184 Local Singularities 0/ Two-Dimensional Systems Chapter 4
have the same topological structure ([157], p. 125) or, in short, that domains G
t
and G
2
have the same topological structure if there exists a topological mapping
of the domain G
t
onto the domain G
2
which carries, as does its inverse mapping,
trajectories into trajectories.
This means that the mapping of the domain G
l
onto the domain G
2
carries
from G
l
each arc of a trajectory (or stationary point) of the first system into an
arc of a trajectory (respectively, stationary point) of the second system, and the
inverse mapping carries each (contained in G
2
) are of a trajectory (or stationary
point) of the second system into an arc of trajectory (or stationary point) of the
first system. This mapping does not necessarily retain the direction of motion
along trajectories or change the direction simultaneously on all trajectories ([157],
p. 128). Example: the identity mapping x = x, 11 = 11 carries trajectories of the
system x = x, 11 = 0 into trajectories of the system x = x
2
, y = 0 and vice
versa; the direction of motion along trajectories in the half plane x > 0 remains
unchanged, whereas in the half plane x < 0 it changes.
If the domain G 1 is closed and bounded then from continuity of one-to-one
mapping of G
l
onto G2 there follows continuity of the inverse mapping ([155],
p.321).
The requirement that the inverse mapping should also carry an arc of a
trajectory into an arc of a trajectory does not follow from the other requirements.
REMARK ([157], p. 126): An identical mapping x = x, 11 = 11 carries each arc
of trajectory of the system
(8) y=o
into an arc of trajectory of the system
(9) x= 1, y=o
but does not carry the arc -1 < x < 1 of the trajectory 11 = 0 of the system (9)
into an arc of a trajectory of the system (8). The additional requirement that a
stationary point of a first system should be mapped into a stationary point of
a second system is not sufficient, for instead of the system (9) one can take the
system
(10) y=o,
for which the same arc -1 < x < 1, 11 = 0 is an arc of the trajectory of the
solution x = t
3
, 11 = o.
The requirement that a stationary point of the first system should be
mapped into a stationary point of a second system does not follow from the
other requirements. This is seen by considering the mapping x = x, 11 = 11 of
trajectories of the system (9) into trajectories of the system (10) and from the
inverse mapping of (10) into (9).
Instead of the requirement that each arc of a trajectory should be mapped
into an arc of a trajectory, it is required in [157J, (p. 125) that each two points
lying on one trajectory should be mapped into two points lying on one trajectory.
16
Linear Singularities 185
e
f
e
mf
Figure 34 Figure 35
These requirements are equivalent in the case where for any initial conditions
x(o) = :Z:o, y(O) = Yo a solution is unique, but they are not equivalent for systems
where uniqueness is violated, as is seen from the following example (Figs. 34, 35).
In both cases the :z:-axis is a trajectory at each point of which uniqueness
is violated; solutions reach the stationary point 0 within a finite time. There
exists a topological mapping, which carries any two points of one trajectory into
two points of one trajectory. This mapping may, for instance, be identical in the
region y > 0 and below the trajectory mOn and continued in an obvious way
(along trajectories) into the regions mOd and nO I. Points a and b are mapped
into points a1 and b
ll
but the arc acOdelb of the trajectory is not mapped into
an arc of a trajectoryj the points 41 and b
1
are joined by the arc a1k10cli1b1
of a trajectory. The index of the stationary point 0 is equal to 0 in Fig. 34 and
is equal to +1 in Fig. 35.
We will say that linear singularities L and K belong to the same topological
class if any (non-end) points :z: E L, :z:* E K have neighbourhoods of the same
topological structure. Thus, we make a local topological classification of linear
singularities.
THEOREM 2. Under the conditions 1
0
_4
0
, 2 there exist only eleven topological
classes of linear singularities: AAlI AA
2
, AB, Aa, Ab, Ac, aa, ab, ac, bb, bc.
PROOF: We will show that each non-endpoint :Z:o of a linear singularity L has
a neighbourhood which can be topologically mapped onto a neighbourhood of
any point of the u-axis in the respective example considered in 1, 2, so that
trajectories are carried into trajectories. Let :z: = ,p( s) (-5 t;;;; S t;;;; 5) be an arc I
of the linear singularity L, ,p Eel, ,p1(S) ::j; 0, ,p(0) = ::Co. If, on this arc,
ft(::c) > 0 (for the notation see 2) and:z: = ~ ( t , s ) is a solution with the initial
condition tp(O, s) = ,p(s) which lies in G+ for 0 < t t;;;; t1, then by Theorem 3, 12,
the function ~ ( t I , s ) maps topologically a rectangle -5 t;;;; S t;;;; 5, 0 t;;;; tI t;;;; t1,
onto some one-sided (in G+) neighbourhood of the point :Z:o of the line L. The
existence of a number t1 > 0 common to all such solutions ~ ( t , s), lsi t;;;; 5,
follows from the condition It (:z:) > 0 and from the uniform continuity of the
function I(:z:) in G+ near the arc l.
The case It < 0 is reduced to the above case by the substitution of -t for t,
and the cases f+ = 0, gj; > 0 and f+ = 0, gj; < 0 is handled by passing over
to the equation z = g(:z:) which has the same trajectories in the domain G+ by
virtue of (4).
186 Local Singularities 0/ Two-Dimensional Systems Chapter 4
If on the arc 1 E L we have Ii; = 0, /+ #- 0, then we draw a sufficiently
small contactless segment :c = X('7), ~ '7 ~ 6' (X Eel, X' #- 0, X(O) = xo)
from the point :Co E 1 into the domain a+.
We will define the function f on L by the values f = f+. Let :c = \l'l(t, '7)
be a solution of the equation x = f(:c) with the initial condition \1'1 (0, '7) = X('7).
For '7 = 0 this solution runs through a part of the arc 1 for the time interval
t1 ~ t ~ t
2
, where tl < 0 < t2' By virtue of continuous dependence of solutions
on initial conditions the function \1'1 is defined and continuous in the rectangle P
(tl ~ t ~ t2, ~ '7 ~ S) for sufficiently small S. By Theorem 3, 12, this function
maps topologically P onto some one-sided neighbourhood of the point Xo.
The case where f+ = 0, gj{ = 0, g+ #- 0 on 1, is reduced to the one
considered above if we pass over to the equation :i: = g(:c).
Thus in the cases A, B, a), b), 2, there exists a topological mapping of some
one-sided neighbourhood of the point :Co E L onto a rectangle, under which
trajectories are carried into parallel straight lines. In the case c) one can take an
arbitrary topological mapping of such a neighbourhood onto a rectangle if the
arc l c L is carried into a side of the rectangle.
Combining each of the cases A, B, a), b), c) in a+ with each one in a- and
noticing that a topological mapping of two one-sided neighbourhoods (in a+
and a-) can be continuously joined along the arc l, we obtain the mapping of
the whole neighbourhood of the point :Co onto some rectangle. The cases BBl.
BB
2
, Ba, Bb, Bc are eliminated due to the condition 3; in the case cc there is
no linear singularity. The case AA is divided into subcases, as in 2.
In the cases AA
2
, Aa, Ab, Ac, aa, ab, ac, bb, bc the constructed topological
mapping of the neighbourhood of the point Xo onto a rectangle is the desired
one (up to a change of the labelling of coordinates). In the case AA1 it remains
only to map linearly both halves of the rectangle (one half, in the case AB) onto
parallelograms bounded by the lines tI = 0, tI = S and by two trajectories from
example 1 (or 1, example 2).
Thus, all linear singularities satisfying the conditions of the same (anyone)
of the eleven cases AA
1
, , bc, 2, belong to the same topological class. These
eleven topological classes ar different. For example, in the case AA2 each point of
a linear singularity is stationary and, moreover, belongs to two other trajectories
which enter this point within a finite time, in the case Aa it belongs to one such
trajectory, and in the case aa, to none of such trajectories. The difference in the
other cases is also proved very simply.
The conditions 2-4, 2, admit of the requirements imposed in each of the
cases AAlo ... being violated in a finite number of "exceptional" points of the
line L. If the structure of the neighbourhood of such a point differs from the
structure of the neighbourhoods of other points of the line L then such a point
does not belong to a linear singularity, but is a boundary between two linear
singularities lying on L. If the structure of the neighbourhood of such a point
is similar to the structure of the neighbourhoods of all nearby points on the
line L then this point belongs to the linear singularity. The belonging of a linear
singularity to one or another topological class is established by the fulfillment of
requirements imposed on the functions f+, f-, at non-"exceptional" points.
Since in 2 we consider all the cases which under the conditions 10-4
0
can be sat-
16
Linear Singularities 187
isfied on a whole arc of the line L, under these conditions each linear singularity
belongs to one of the eleven indicated topological classes.
The proposed local topological classification of linear singularities can be
made more detailed. For instance, if one considers only topological mappings
which retain the direction of motion along trajectories or change the direction
simultaneously on all trajectories then each of the classes Aa, aa, bb is divided
into two classes, and the other classes remain unchanged.
4. Now we extend the topological classification to classification with respect to diJleomor-
phi",." i.e., topological mappings which are continuously differentiable along with their inverse
mappings.
The condition 4,2 must now be strengthened by requiring that g(z) E 0
1
up to the line
L. Note also that if the vectors 1+ and 1- (or 1+ and g-, or 1- and g+, or g- and g+) are
collinear at some point z then they retain this property after any differentiable mapping. In
addition to the conditions 1-4 we therefore require that the line L consist of a finite number
of arcs, on each of which these vectors are collinear either at no point or at every point of the
arc.
Next, in the case bb, after passing over to the equation z= g(z), the vectors g-(z) and
g+(z) are tangent to L. If they are oppositely directed, we take -t instead of t in G-. Since
always Ig(z)1 = 1, we obtain the equation z = g(z) with a continuous function g(z). If on
some arc of the line L we have ikgii(z) - ik-gt(z) then after any diffeomorphism these
derivatives turn out to be different for the tran90rmed equation, that is, the discontinuity of
the derivative -&gN(Z) along the normal to L cannot be eliminated using diffeomorphism.
One should therefore impose another condition: each line of discontinuity must consist of a
finite number of arcs on each of which the equality
(11)
holds either at all points or at none of the points of the arc.
For such arcs one can give a classification with respect to diffeomorphisms.
THEOREM 3. Under the above assumptions there exist eighteen classes 01 linear singularities
with respect to diil'eomorphismB. Out 01 the eleven classes mentioned in Theorem 2, class AA1
is divided into three classes and each 01 the classes AA2, Aa, aa, bb is divided into two classes,
and one more class AAo with noncoIIinear vectors 1- and 1+ is added.
lion a line 01 discontinuity the deJinition a), 4, is applied then instead 01 these eighteen
there exist only Jllteen classes (AA1 and AA2 remain undivided).
PROOF: Let L be an arc of a linear singularity of class AA1 and at each point z E L the
vectors I-(z) and I+(z) be noncollinear, Iii - 0, Iii - O. We will construct a diffeomorphism
which maps trajectories of the system
(12) z = I(z) (z ~ L),
near L into trajectories of one of the two systems
(IS)
(14)
u= 1,
u= 1,
v=-sgntl (tI-O),
v=-sgntl (tI-O),
u= 1,
u= -I,
v = 0 (tl = 0),
V = 0 (tl = 0).
Consider the case Iii > 0, Iii < 0 (the case Iii < 0, Iii > 0 is reduced to this one by taking
-t instead of t).
For z E L we consider the function
lii(z)
'Y(z) = - lii(z) > 0,
Extend this function to the neighbourhood of the line L so that the conditions 'Y(z) > 0, 'Y(z) E
0
1
be satisfied (for instance, as in Lemma 3). Replace equation (12) by the equation
(15)
z = h(z) (h(z) = I(z), z E G+; h(z) = 'Y(z)/(z), z E G-) ,
188 Local Singularities of Two-Dimensional Systems Chapter 4
which has in G+ and in G- the same trajectories as in (12). Since h'j:, = fii = -h'N < 0 then
for z E L put
(16)
The vector hO(z) is tangent to L at the point z. Since the vectors f- and f+ and, therefore,
h- and h+ are noncollinear, it follows that hO(z) #; O.
Let Zo E L, and z = 1/I(t) be a solution of equation (16) with the initial condition
1/I(z) = zoo For some t > 0 the arc Z = 1/I(t), It I ~ t, lies on L. Let z = rp-(t, s) and
z = rp+(t, 8) be solutions (respectively, in G- and G+) of equation (15) with the common
initial condition rp- (0,8) = rp+(O, s) = 1/1(8). As in the proof of Theorem 2, the functions rp-
and rp+ are defined for lsi ~ t, -tl ~ t ~ O.
We will show that
(17) Z=rp+(-II,U+II) ( t I ~ O )
is the unknown diffeomorphism. Indeed, as in the proof of Lemma 2, formulae (17) define
the homeomorphism of the closed domain 1111 ~ tl, Iu + Itlil ~ t onto a neighbourhood of
the point zoo The trajectories of equation (15) are expressed by the fonnulae z = rp(t, s),
where 8 = constant and t is a variable. Hence, the trajectories of the system (13) for tI #; 0
are mapped by formulae (17) into trajectories of equation (15). By virtue of the theorem on
differentiability of a solution with respect to the parameter we have rp-, rp+ E a 1. Obviously,
the derivative 8z/8u in (17) is continuous also for II = O.
It remains only to prove continuity of the derivative 8z/811 for II = O. Since rp-(t, 8),
rp+(t,s), and 1/I(t) are solutions of the above equations, for tI = 0
Hence for the mapping (17)
By virtue of (16), these expressions coincide. Thus, (17) is a mapping of class 0
1
For tI = 0
the vector 8z/8u = 1/I'(s) = hO(z) is tangent to L, while 8z/8t1 = h- - h
O
is not tangent to L.
Consequently, the Jacobian of the mapping (17) is not equal to zero on the line L and in its
neighbourhood. .
Thus, (17) is a diffeomorphism which maps trajectories of the system (13) into trajectories
of the system (15), (16).
If the vectors fO(z) and hO(z) for z E L have one direction then the trajectories of the
systems (12) and (15), (16) coincide and the diffeomorphism (17) maps trajectories of (13)
into trajectories of (12). If tho vectors fO(z) and hO(z) are oppositely directed then the
diffeomorphism (17) maps trajectories of the system (14) into trajectories of (12). If fO(z) == 0
(the case AA2) and the vectors f+ and f- are noncollinear, then the diffeomorphism (17)
maps trajectories of the system
u= I, iJ=-sgnll (11#;0), u=v=O (tI=O)
into trajectories of the system (12).
The cases AAo and Aa, as (for non collinear vectors f+ and f- or g+ and g-) are reduced
to this case, the former through replacement of fez) by - fez) in G+ or in G-, the latter two
through a replacement of the function fez) by the function g(z) from (4).
If for each z E L the vectors f+(z) and f-(z) (or g+(z) and g-(z are collinear but
not tangent to the line L, then in the case AAo the trajectories have no singularities and
are mapped onto a family of parallel straight lines, and in the cases AAl, AA2, Aa, aa the
trajectories are mapped into parts of the straight lines u = constant in half planes tI > 0
and tI < 0 and into the trajectory II = 0 (in the case AAJ) or into stationary points on the
straight line tI = O. To construct a diffeomorphism in these cases, one takes the equation
z = g(z) instead of (12) (see (4 and in the case gtig'N < 0 replace in G+ (or in G-) the
16
Linear Singularities 189
vector g(z) by the vector -g(z). After this g(z) Eel in the neighbourhood of the line L and
the diffeomorphism is constructed as in Theorem 4, I2.
If on a line of discontinuity one uses the definition a), 4, then the vectors /0 in (12)
and hO in (16) always have one direction, whereas in the case of collinearity of f+ and f- we
have /0 = 0, hO = o. Therefore, in each of the cases AA1 and AA'J there remain only one of
the above-mentioned possibilities.
In the cases AB, Ab, ab the vector-valued function z = tp( t, s) is constructed on one side
of Land z = tp1(t,'7) is constructed on the other side, as in the proof of Theorem 2, but the
function 9 from (4) must be first substituted for the function f. Since on L neither the vectors
t p ~ and t p ~ nor the vectors t p ~ t and t p ~ 1 J are collinear then the Jacobians of the vector-valued
functions tp and tp1 do not vanish. Therefore, near L the functions s = B(Z) Eel, '7 = '7(z) E
e
1
up to L. Extending each of the functions B(Z) and '7(z) onto the other side of the line L
(in ell, we obtain a diffeomorphism B = B(Z), '7 = '7(z) under which L is mapped into the
straight line '7 = 0 and the trajectories of the system (12) on one side of L are mapped into
straight lines 8 = constant, and on the other side into straight lines '7 = constant; that is,
in the cases Ab and ab, into trajectories of examples 6 and 10, 1. In the case AB, to obtain
traJectories of example 2, 1, one should make a linear transformation.
In the case bb, after passing over to the equation :i: = g(z) (and provided that g-(z) =
-g+(z) after -t is taken instead oft in 0-), we obtain an equation with a continuous function
g(z). Since Ig(z)1 = 1 and since in the case bb on the line L the vector g(z) is tangent to this
line then on the arc , C L, where (11) is satisfied, the derivatives og/oz; are continuous,
i = 1,2. In the neighbourhood of each point of this arc g(z) Eel, and by Theorem 4, I2,
there exists a diffeomorphism which maps traJectories of the equation:i: = g(z) onto the family
of parallel straight lines. It mapa trajectories of the initial system :i: = fez) into trajectories of
example 9, 1.
Let the equality (11) be satisfied at none of the points of the arc , C L. As in the case ab.
using diffeomorphism, we map treJectories in the domain 0- into parallel straight lines. The
system will take the form
(18)
e= 1, t1 = 0 ('7 ~ 0); e= 1,
Here q(e, 0) = 0 (we have the case bbl. Since the equality (11) does not hold then by virtue of
what has been said before the formulation of the theorem, q ~ (e, 0) = p( e) O. We shall make
the change
We obtain the system
du
dT = 1,
du
dT = 1.
d'7 = q(e(u),'7)
dT p(e(u))
('7 ~ 0).
The last fraction will be denoted by I(u, '7). By virtue of the choice of the function pee), we
have oe/O'7 = 1 for '7 = O.
Let u = '1', '7 = tp(T, c) be a solution with the initial conditions u(O) = 0, '7(0) = 0 ~ O.
Let us put
(19)
(II ~ 0), (II ~ 0); u=u.
Then the treJectories u = ", '7 = tp(",o) are mapped into the lines u = ", II = ce
r
for 0 ~ O.
Consequently, the system is mapped into the system (here u = du/dT, etc.).
(20)
u = 1 v = 0 (II ~ 0); u = 1, iJ = II (II ~ 0).
We will show that 0'7/011 is continuous for II = O. From (19) 0'7/011 = e-"otp/oc. The
derivative atp/at: = w satisfies the first-variation equation
til = woe/O'7; w(O) = 1.
190 Local Singularities of Two-Dimensional Systems Chapter 4
For fJ = 0 we have aD/OfJ = 1; consequently,
For v ~ 0 we have fJ = v, lJfJ/Ovl.=-o = 1. Hence (19) is a diffeomorphism.
Thus in the case bb trajectories of a system are mapped either into trajectories of exam-
ple 9, 1 or into trajectories of the system (20).
In the cases Ac, ac, bc, a diffeomorphism which maps trajectories into parallel straight
lines is constructed on one side of the line L as in the case abo Then this diffeomorphism is
arbitrarily extended through the line L into a domain filled with stationary points.
17 Topological Classification of Singular Points
The known topological classification of singular points by the number and
disposition of hyperbolic, parabolic, elliptic sectors extends to singular points of
systems with piecewise continuous right-hand sides. This enlarges the number
of topological classes of sectors.
1. The concept of separatrix must be extended to autonomous systems
with non-uniqueness. Not only stationary points (equilibrium positions) but also
points where uniqueness is violated, and other pointwise singularities, may have
separatrices. For instance, if at some point a bundle of trajectories flows together
to become one trajectory then the two boundary half trajectories of the bundle
and the half trajectory formed after the confluence are separatrices because they
separate trajectories with different behaviour (Fig. 36). These separatrices are
similar to the three separatrices of a saddle-node and differ from them only in
that they are not whole trajectories.
Figure 36 Figure 37
A singular point may have orbit-stable separatrices. For instance, in the
system (Fig. 37)
3: = -x,
y= {O Y
=xsgny
(x < -Iyllt
(Ixl ~ Iyl) ,
(x ~ Iyl)
all positive half trajectories tend to a stable node (0,0) and are w-orbit-stable
([157], p. 257). Three half trajectories
y=O, x> OJ y =x < OJ y= -x > 0
17
Topological Classification of Singular Points 191
are linear singularities and three half trajectories
y= 0,
x < OJ y = x > OJ y = -x < 0
are separatrices. These six half trajectories separate the neighbourhood of the
point (0,0) into six parabolic sectors, two of which belong to one topological
class and the other four to another topological class.
Below we define a separatrix for a system with a finite number of linear and
pointwise singularities (I, 16). In all the cases the ends of an arc are considered
as not belonging to this arc.
What we call a separatriz I of a pointwise singularity b is either a trajectory
tending to the point b or an arc of a trajectory with endpoint b such that unique
ness on I is not violated and for any point a E I there exist arcs of trajectories
l., i = 1,2, ... , such that b I. and, besides, either
1) I. = a.b.c., a,b. -+ ab, p(c., b) ~ eo > 0, i = 1,2, ... , or,
2) to = tlib. -+ lb, the point b. lying on a linear singularity.
We distinguish between separatrices of the first and second kinds, for which
the condition 1) or 2), respectively, is satisfied. A separatrix may be simultane-
ously of first and second kinds, for instance, the separatrix ab in Figs. 38 and 39
(in both figures, bc is a linear singularity).
b ci
a i - - - - ~ - - - - - - ~ - - - - - - - - - -
a i - - ~
Figure 98 Figure 99
The separatrix of a point b is called a whole separatrix if it is extended from
the point b either infinitely or up to a nearest (along this separatrix) pointwise
or linear singularity.
For a system without uniqueness violations and with only isolated singular
points there can exist 'only first-kind separatrices. In this case the above defi-
nition of a separatrix is equivalent (by virtue of Theorem 38 from [157]) to the
definition of separatrix as an orbit-unstable half. trajectory tending to a singular
point [157] (p. 277).
2. Consider a system in vector notation
(1) :i: = !(x),
which satisfies the conditions 1
0
_4
0
, 2, 16.
By Theorem I, 16, in a finite domain G this system may have only a finite
number of linear and pointwise singularities. Let a point 0 (x = 0) be a station-
ary point or a pointwise singularity and let it have a neighbourhood containing
192 Local Singularities 01 Two-Dimensional Systems Chapter 4
no. o.ther statio.nary po.ints, po.intwise singularities, who.le linear singularities o.r
who.le separatrices.
If there exist so.lutio.ns entering the po.int 0 (x = 0) within a finite time then
instead o.f equatio.n (1) we take the equatio.n
(2) x = Ixl I(x),
which has the same trajecto.ries in the regio.n x : o. Since I/(x)1 ~ m fo.r Ixl ~ 5
then fro.m (2) it fo.llo.ws that Idlxl/dtl ~ Ixl ~ mlxl, lIn IX(t2)1- In Ix(tdll ~
mlt2 -tll. The so.lutio.n o.f equatio.n (2) may therefo.re enter the po.int x = 0 o.nly
after an infinite time and the po.int x = 0 is a statio.nary Po.int (in 17 we call it
a singular Po.int).
It is sho.wn belo.w that under these co.nditio.ns the po.int x = 0, if it is
neither a centre no.r a centre-fo.cus, has a neighbo.urho.o.d separated by trajecto.ries
(tending to. this Po.int) into. a finite number o.f secto.rs o.f ten classes (Fig. 40).
As is kno.wn ([157], 19), fo.r the system (1) with 1 E 0
1
these secto.rs may
belo.ng o.nly to. three classes, that is, it may be elliptic (E), hyperbo.lic (H), o.r
parabo.lic (P).
E H
I(
l
Figure 40
p
In each secto.r o.ne o.f the Po.ints o.f the bo.undary (the lo.wer o.ne in Fig. 40) is
a singular Po.int, and there are no. o.ther singular Po.ints o.r po.intwise singularities
in the secto.r o.r o.n its bo.undary. The directio.n o.f mo.tio.n o.n all the trajecto.ries
may be simultaneo.usly reversed. In each secto.r there passes o.nly o.ne trajecto.ry
thro.ugh each interio.r po.int, and in secto.rs E, H, P also. thro.ugh each bo.undary
po.int. Secto.rs E, F, G are elliptic (all the trajecto.ries, po.ssibly excepting tho.se
go.ing alo.ng the bo.undary o.f a secto.r, tend at bo.th ends to. a singular po.int),
secto.rs H, K, L are hyperbolic (bo.th ends o.f all the trajectories, except trajecto-
ries go.ing alo.ng the bo.undary o.f a secto.r, leave the neighbo.urhoo.d o.f a singular
po.int), secto.rs P, Q, R, S are parabolic (all the trajecto.ries at o.ne end reach a
singular po.int and at the o.ther end leave the neighbouro.o.d o.f this Po.int).
Each sector is bounded by a simple clo.sed curve which contains a singular
po.int and a finite number o.f arcs of trajecto.ries and arcs witho.ut co.ntact inter-
sected by trajectories o.nly in o.ne directio.n. A bo.undary o.f a secto.r E contains
o.ne trajecto.ry bo.th ends o.f which tend to. a singular Po.int, a bo.undary o.f each
of the o.ther secto.rs co.ntains two. half trajecto.ries which tend to. a singular po.int
and are called lateral bo.undaries o.f a sector. In secto.rs F and R these two. half
trajecto.ries have a co.mmo.n po.int and clo.se the secto.r. Secto.rs G, L, S are closed
by o.ne arc o.f a trajecto.ry with its ends o.n lateral bo.undaries, a secto.r P is clo.sed
by a co.ntactless arc, secto.rs K and Q by a contactless arc and by o.ne arc o.f a
17
Topological Classification of Singular Points 193
trajectory, and a sector H by two contactless arcs and by one arc of a trajectory.
In Fig. 40 these contactless arcs are shown by a dashed line.
In sectors F, K, Q, R only one boundary trajectory is a linear singularity (or
a part of it), whereas in sectors G, L, S both of them are. All the trajectories
passing through interior points of the sector flow into these linear singularities
(respectively, with one or with two ends). In a sector Q on the arc of a trajectory
joining any interior point of the sector to a singular point there is a point of
confluence of this trajectory with the linear singularity, and in a sector R there
is no such point. In a sector E all the trajectories are loops entering a singular
point at both ends, one of each two loops lying within the other.
Note also that the whole neighbourhood of a singular point may consist
of one sector P, Q, or S. Such a sector will be denoted by Po, Qo, or So. A
sector of class So contains a linear singularity of class AA3 and may therefore
be encountered only in the cases where the condition 1
0
, 2, 16, is weakened,
for instance as in Lemma 4, 16. Mter we have cut a sector along one of its
trajectories, it will have the same structure as a sector P, Q or S. A "centre" -type
singular point has a neighbourhood filled with closed trajectories surrounding
this point and bounded by a closed trajectory. Such a neighbourhood may be
interpreted as a sector of class 0
0

We will prove that the classes of sectors described above are topological.
LEMMA 1. In a sector of any of the classes F, R, G, L, S, on a lateral bound-
ary oe, which is a linear singularity, we take a monotone sequence of points
ai, i = 1, 2, ... , convergent to a singular point o. The trajectories joining oc at
the points a. separate domains Di on the boundaries of which there is a point 0
and no point e. Then the diameter of the domain Di tends to sero as i -+ 00.
PROOF: In a closed domain D
i
, let Pi be a point farthest from the point o. The
sequence a. is monotone and, therefore,
Ipi - 01 = di,
Suppose Pi does not tend to o. Then among the limit points of the sequence Pi
there is a point P =1= 0 on which belongs to all the domains Di.
Since the part of the line oc contained in Di is an arc oat arbitrarily small
at large i then P fj. oe. Through each point of a sector of the considered classes
there passes an arc of a trajectory passing within the sector from this point to
some point on oe different from the point o. Hence, from a point P there passes
an arc of trajectory pq, q E oe, q =1= o. It cannot intersect the trajectory which
goes from the point at along the boundary of the domain Di and is, therefore,
contained in Di and can reach oe only at points of the arc oa.. Consequently,
q E oat for all i, q =1= o. This contradicts the fact that at -+ 0 (i -+ 00). Thus,
the supposition is not true, and the result follows.
LEMMA 2. Let an arc zob
o
of a trajectory, which goes from the point Zo and
lies in the domain of uniqueness of solutions reach a linear singularity I at the
point boo Then
1) all the trajectories going from points z of some neighbourhood of the
point Zo also reach I at points b = b(z)j
194 Local Singularities of Two-Dimensional Systems Chapter 4
2) the point b and the time of motion t:llb along the arc xb depend continu-
ously on the point x.
PROOF: Through any point ao of the arc xob
o
we draw a transversal lo (a
contactless arc) intersected by trajectories only in one direction. By virtue of
Corollary 2 to Theorem 2, 12, all the trajectories going from points x of some
neighbourhood VI of the point Xo intersect lo, the intersection point a and the
time of motion t:ll4 along the arc xa depending continuously on x.
By virtue of Theorem 2, 16, the point b
o
E I has a one-sided (on the side of I
where there passes the arc xob
o
) neighbourhood U which is topologically mapped
onto a rectangle filled with straight lines, images of trajectories. A trajectory
T(x) going from any point x of the neighbourhood V
2
of the point Xo lies near
the arc xob
o
and enters U. Then it reaches 1 at a point b near the point boo
Hence, for x E VI n V
2
with points a(x) and b(x) of intersection of the
trajectory T(x) with the lines 10 and I are definedj a(x), b(x) and t:ll4 depend
continuously on X. IT we take x E 1 then b(x) = x and, therefore, the time
of motion tb4 depends continuously on the point b. Then t:llb = t:ll4 + t 4b (or
t:llb = t
4
b - t
4
:1l' depending on the order of the points a, x, b on the trajectory)
depends continuously on X.
LEMMA 3. Each of the sectors K and Q can be topologically mapped on a
rectangle so that all the trajectories lying within the sector is mapped onto
straight lines parallel to a side of the rectangle.
PROOF: A sector is bounded by an arc boo of a linear singularity, by arcs of
trajectory aob
o
and co, and by a contactless arc aoc (x = I/;(v), 0 ~ v ~ Vo, c =
1/;(0)) (Fig. (1). By the definition of the sector K (or Q), through each point x
of the sector, except a singular point 0, there passes a trajectory, one end of
which reaches the arc aoc at a point a, and the other end reaches the arc boo at
a point bj and such trajectories have no common points. By virtue of Corollary 2
to Theorem 2, 12, the point a and the time of motion r(x) from x to a (or from a
to x) depend continuously on x for x :j: O. This holds also for x E boo, that is, for
x = b. Hence, a depends continuously and monotonically (since the trajectories
do not intersect) on b, and b on a (by continuity of the inverse function).
DO\-----
61-----...-
Q6-__ --
Figure 41
Let the motion along trajectories be directed from the arc aoc to the arc
boo, and x = !p(t, a) be a solution with the initial condition !p(0, a) = a. Then
b = !p(r(b), a). The point b and the number r(b) depend continuously on the
point a E aoc, but as a -+ c we have r(b) -+ 00 (otherwise, by Lemma 1, 12, the
time of motion from c to 0 would be finite), b -+ 0 (since each point of the arc
17
Topological Classification of Singular Points 195
boo is reached by a trajectory the other end of which leaves the sector through
the arc aoc).
For 0 ~ v ~ Vo, 0 ~ u ~ I, let u(v) = 1'(b) be the time of motion from the
point a = ,,(v) to the point bE boo, s(tI) = 1- e-<1(v),
(3)
t(u, v) = -In (1-us(v)) , x = !p (t(u, v), ,,(v)).
For v = constant and u varying from 0 to I, the point x runs through an arc of
trajectory from the point a = ,,(v) to the point b. Formula (3) gives a one-to-one
correspondence between (u, v) and the points x ofthe sector. For (u, v) =1= (1, 0)
this correspondence is continuous due to continuity of all the functions under
consideration. We will prove continuity for u = I, v = O. As u -+ 1, v -+ 0, we
have
a -+ c, b -+ 0, 1'(b) -+ 00, s( v) -+ 1, t(u,v) -+ 00.
Since the function 1"(x) = tas = t(u,v) is continuous for x =1= 0 and 1"(x) -+ 00
only as z -+ 00, it follows as u -+ I, v -+ 0, we have z -+ 0 in (3).
Thus, the function (3) is continuous in the whole rectangle 0 ~ u ~ I,
o ~ v ~ Vo and maps this rectangle topologically onto the considered sector
(Lemma I, 9).
LEMMA 4. Any two sectors belonging to different classes have different topo-
logical structure (3, 16) whereas those belonging to the same (except So) have
similar structure.
PROOF: The first assertion of the lemma follows from the above description of
the sectors. We will prove the second assertion. For sectors of classes E, H, P, Po,
and 00 it is proved in [157], pp. 341-346, 361. For sectors of classes F and R
it is proved with the help of Lemma I, using the same argument as for a sector
of class E in [157], (p. 345). For sectors K and Q the assertion follows from
Lemma 3.
In sectors of class G, L, or S, through any point z there passes a trajectory
both ends of which meet lateral boundaries l1 and 12 of the sector at points a
and b, respectively. By Lemma 2, the points a and b and the time of motion
tas and tsb depend continuously on the point:1:. In particular, for x = a we
deduce that b and tab depend continuously on a. Since arcs of trajectories do not
intersect each other within a sector and to each point on it and 12 there comes
exactly one such arc then the point b depends monotonically on a.
We will separate a sector by a sequence of arcs of trajectories aibi, where
a, Ell' b
i
E l2' i = 1,2, ... j aa -+ 0, into curvilinear quadrangles Mi =
aabibHlaa+1, i = 1,2, ... . We will map Mi onto the region
so that the trajectories become arcs p = const. The procedure is similar to that
of the proof of Lemma 3 but is somewhat simpler because of continuity and
boundedness of tas in M,. On common sides of rectangles the mapping can
196 Local Singularities of Two-Dimensional Systems Chapter 4
be made continuous ([157], p. 340). We will obtain a topological mapping of
the whole (by virtue of Lemma 1) sector alho onto a circular sector 0 ~ p ~
2-1, 0 ~ () ~ 1r/4, under which trajectories are transformed into arcs p = const.
Continuity of the mapping at the point p = 0 is proved with the help of Lemma 1
and with the same reasoning as in 1157](p. 342).
REMARK: For classes G, L, or S, a topological mapping of one sector onto
another sector of the same class can be made coincident only on one lateral
boundary of the sector with a given topological mapping (which carries a singular
point into a singular point) of this boundary, whereas for any of the other classes
it can be made coincident with a given mapping on two lateral boundaries. This
assertion is proved in the same way as similar assertions 1157] (pp.340-345).
3. We will consider an isolated singular point 0 of a system which satisfies
the condition 1-4
0
, 2, 16, and has only a finite number oflinear and pointwise
singularities.
LEMMA 5. In an arbitrarily small neighbourhood of the point 0, let there exist
points of linear singularities. Then the point 0 has an arbitrarily small closed
neighbourhood U, whose boundary is a closed curve without self-intersections,
in which
1) there are no other pointwise singularities except 0;
2) one end of each linear singularity enters a singular point, and the other
end leaves the neighbourhood;
3) each half trajectory either tends to a point 0 or reaches a linear singularity
or leaves the neighbourhood.
PROOF: By the assumptions, linear singularities are of finite length and there-
fore cannot have limit sets different from points. Hence there exists a neigh-
bourhood in which all linear singularities enter the point 0 at one or with both
ends. Diminishing the neighbourhood so that it contain neither a singe linear
singularity as a whole, nor pointwise'singularities, except the point 0, we reach
the assertions 1) and 2).
If a half trajectory T does not leave the neighbourhood U which possess the
properties 1) and 2) and has no common points with linear singularities then it
is contained in the domain of solution uniqueness. Its limit set M is nonempty
and is contained in U. If M = 0 then the half trajectory T tends to o. If M
does not contain singular points then M is a closed trajectory. Within M there
must be a singular point o. Then the trajectory M, and therefore T, intersects
a linear singularity one end of which enters the point 0 and the other end leaves
the neighbourhood.
If M contains both the point 0 and ordinary points then M consists of the
singular point 0 and of trajectories which enter this point with both ends. If T
spirals toward M from the exterior then T intersects a linear singularity, as in
the previous case. If T spirals towards M from the interior then U contains
both 0:- and w-limit sets for T. By Theorem 5, 13, they do not have common
points. Hence, only one of them (M) does contain a singular point 0, and the
other (N) lies within M. There are no singular points within M and, therefore,
N is a closed trajectory. But then within N there is a singular point different
from the point 0 which lies outside N. This is a contradiction.
17 Topological Classification 01 Singular Points 197
THEOREM 1. Let some neighbourhood of an isolated singular point contain
only a finite number {or none} of pointwise singularities, whole separatrices,
and arcs of linear singularities. Then the singular point is either a center or
a centre-focus or has a neighbourhood consisting either of one sector of class
Po or Qo or of a finite number of sectors which can belong only to classes
E, F,G,H,K, L,P, Q, R, S.
PROOF: Let some neighbourhood of a singular point 0 contain neither linear sin-
gularities nor other singular points nor pointwise singularities. Then the unique-
ness of the solution is not violated in this neighbourhood (for a given equation
or for equation (2) which has the same trajectories). Then there hold the known
results on the structure of the neighbourhood of a singular point.
H in an arbitrarily small neighbourhood of the point 0 there are closed
trajectories then this point is a centre or a center-focus ([158J, pp. 77, 78).
H in some neighbourhood of the singular point 0 there are no closed trajec-
tories and the number of separatrices is finite then ([157J, p. 351) there exists a
canonical neighbourhood of this point which consists either of one sector of class
Po or of a finite number of sectors of classes E, H, P.
Now let there exist linear singularities in an arbitrarily small neighbourhood
of the singular point o. They cannot consist of singular points (the singular
point 0 is isolated) and, therefore, can belong only to classes AAlJ AB (2, 16).
There exists a neighbourhood U of the point 0 which possesses properties indi-
cated in Lemma 5 and contains no whole separatrices. Let '0 be one of the linear
singularities in U. By Lemma 5, one end of it enters the point 0 and the other
end leaves U.
a) Let there exist a half trajectory in U going from a point p E lo to the
point 0 and having no common points, except p, with linear singularities. This
half trajectory and the arc po C 10 bound a domain Dp in which there are no
linear singularities since the linear singularities contained in U leave U at one
end. All the half trajectories departing from the points of the arc po C lo into
the domain Dp remain in Dp and by Lemma 5 tend to the point o. IT they fill
the whole domain Dp then the domain is a sector of class F or R depending on
the direction of motion along these trajectories and along lo.
H such half trajectories fill only a part B of the domain Dp then through a
point a E Dp naB (a B is the boundary of the set B) there passes a trajectory
T{a) both ends of which enter the point 0 by Lemma 5. Since, through points
at E B, a, -+ a (i = 1,2, ... ), there pass trajectories which reach 1
0
, T(a) is
a second-kind separatrix. This is a contradiction because U does not contain
whole separatrices.
b) Let the case a) not hold, but let there exist in U an arc of trajectory of pq
which goes from a point l' E 10 into a point q of another linear singularity hand
has no common points with other linear singularities.
H in the domain Dpq bounded by the arc pq and by the arcs po c lo, qo c h
all the trajectories also have one end at '0 and the other end at h, then Dpq is
a sector of class G, L, or S.
IT the trajectories which have one end at 10 and with the other at h fill only
part of the domain Dpq then, as in the case a), Dpq contains a whole separatrix.
198 Local Singularities 0/ Two-Dimensional Systems Chapter 4
c) Let the cases a) and b) not hold. By Lemma 5, each half trajectory going
from the points of the line 10 into a given side leaves U. Such half trajectories, for
instance T+(p.), from points P' E 10 , P' -+ 0 (the point PH1 lies between P' and
PH2, i = 1,2, ... ), leave U for the first time at points q. E au. The arcs Piqi do
not intersect each other, and the sequence of points q. on au is therefore also
monotone and has a limit point q. By Lemma 1, 12, through the point q there
passes a half trajectory T- (q) c U, which is a limit of the arcs qiP. (Fig. 42).
Figure 411
The half trajectory T- (q) cannot have common points with linear singular-
ities, except in the case T- (q) = poo c 1
0
, Indeed, if T- (q) had a common point
p* ::f q with the linear singularity h then, by Lemma 2, for sufficiently large i
the arcs q.P' would reach h (therefore, h = 10) on the same side as T-(q) at
points arbitrarily close to p*j this is a contradiction because Pi -+ 0, p* ::f o.
Then, by Lemma 5, T-(q) tends to o.
From the point c E T- (q) lying within U we draw a contactless arc "f on
the side of T-(q) where there pass the arcs Piqi. For all i ~ k the arcs P.q.
intersect "f at points Ci -+ C (i -+ 00). Each trajectory emerging from any point
of the arc PIcO C 10 lies between some trajectories Piqi and PH1qHl (i ~ k)
or coincides with one of them. Since it can neither return to 10 nor reach the
point 0, it goes out of U (Lemma 5) and, therefore, intersects the arc CIcC C "f.
Similarly, all the trajectories which intersect this arc emerge from the points of
the arc PkO C 10
If these trajectories fill the whole domain Do bounded by the arcs of trajec-
tories PloCk, oc C T-(q), PkO C 10 and by the arc CkC C "f, then this domain is a
sector of class K or Q (or of class Qo if T-(q) = POO C 10')
If such trajectories fill only a part B of the domain Do then through the
point a E Do n aB there passes a trajectory T(a) which, by virtue of what has
been said, can emerge from Do neither onto the arc PkO C 10 nor onto the arc
CkC C "f. Then, by Lemma 5, both ends of this trajectory tend to the point o.
Through the points am E B, am -+ a (m = 1,2, ... ) there pass trajectories which
reach the arc CkC at points C
m
(for m > md. Using the continuous dependence
on initial conditions, one can select from the arcs amC
m
of these trajectories
some parts amb
m
convergent to the arc ao C T(a). Hence, T(a) is a first-kind
separatrix. This ~ a contradiction because U contains no whole separatrices.
Thus, in the presence of linear singularities one can select from U either a
sector of class Qo, which contains some neighbourhood of the point 0, or a finite
17 Topological Classification of Singular Points 199
number of sectors each of which is bounded by a linear singularity, by some arc
of a trajectory entering the point 0, and possibly also by a contactless arc CkC and
belongs to one of the classes F, G, K, L, Q, R, S. In the remaining sectors of the
neighbourhood U, each is bounded by two half trajectories and, therefore there
are no points where uniqueness is violated. As in [157J (19), these sectors are
separated into a finite number of sectors of classes E, H, P. Some parts of the
neighbourhood U which are at a positive distance from the point 0 are discarded.
As a result, there remains a neighbourhood of the point 0 which consists of a
finite number of sectors of the indicated classes, and the assertion of the theorem
follows.
We will investigate some properties of this separation into sectors. The
boundary of each sector contains two half trajectories which tend to the point o.
Each of them is also a boundary half trajectory of an adjacent sector. Therefore,
all the sectors are arranged in a cyclic order around the point o.
All linear singularities and separatrices in the neighbourhood lie along sector
boundaries. Moreover, a sector E is bounded on both sides and sectors F and R
on one side by usual half trajectories which are neither separatrices nor linear
singularities. As the neighbourhood decreases, linear singularities and separa-
trices still remain sector boundaries, and the indicated usual half trajectories no
longer lie along boundaries. From sectors E, F, R the parts are separated which
are filled with trajectories with one end tending to 0 and with the other end
leaving the neighbourhood. These parts join the nearest sectors of class P.
To each sector of class E, sectors of class P are adjacent on both sides,
whereas to each sector of classes F and R sectors of class P are adjacent on one
side (namely, to that boundary of a sector whicb is not reached by any other
trajectory). Indeed, examining other possible cases, we verify that if a sector of
any other class had adjoined this boundary, it would have been a whole separatrix
or a whole linear singularity, whereas the chosen neighbourhood contains none.
From this it also follows that as the neighbourhood decreases, the number, classes,
and the cyclic order of the sector remain unchanged.
To describe the structure of a singular point, one must enumerate classes
of sectors encountered in the circuit of a singular point in a positive direction
beginning from any sector. If we deal with a sector which is an image of a
standard (shown in Fig. 40) sector of class F, K, Q, R, or S under a topological
orientation-reversing mapping (for instance, under mirror refiection), then a class
is denoted by F, K, Q, R, S. A simultaneous change in the direction of motion
in all the trajectories of a sector, including boundary trajectories, does not affect
the notation (Fig. 43).
If
I(
Figure 49
200 Local Singularities of Two-Dimensional Systems Chapter 4
According to what has been said, the notation H K PQ implies the structure
of a singular point presented in Fig. 44, and H K PQ implies the structure shown
in Fig. 45. In both figures, each sector occupies one coordinate quadrant. Under
a cyclic permutation of letters (for instance, HKPQ and KPQH) the cyclic
order of sectors and the structure of the singular point remain unchanged. Under
a topological orientation-reversing mapping the order of sectors is reversed, the
letters F, K, Q, R, S acquire a "bar" (or lose it if they had one). For instance,
the notation HKPQ becomes QPKH.
The sum of the number of elliptic sectors and the number of hyperbolic sec-
tors is always even for any singular point. (This assertion follows from the fact
that on both boundaries of a parabolic sector the motion proceeds in one direc-
tion, namely, towards a singular point or backward, while on both boundaries of
an elliptic or a hyperbolic sector the motion proceeds in different directions.)
To indicate the direction of motion along trajectories, it suffices to indicate
the direction of motion on one boundary between two sectors, say, by a "positive"
sign for motion towards a singular point and by a "negative" sign for motion away
from this point. Then for the rest of the trajectories the direction of motion is
uniquely determined. For instance, taking into account the direction of motion,
one can write the structure of the singular point shown in Fig. 44 as follows:
H_KPQ (or HK+PQ, etc).
K
~
K
\\;
I
0 0
p
r;
p
p
Figure 44 Figure 45 Figure 46
In the case where the neighbourhood of a singular point consists of an
arbitrary number of sectors only of classes G, L, S, this neighbourhood contains
curves which consist of arcs of trajectories and which surround the singular point.
Each arc intersects one sector, its ends lie on linear singularities, and the ends of
the whole curve lie on the same linear singularity (Fig. 46). The curve may be
either closed or open. Consequently, two singular points with sectors belonging
to the same classes G, L, S may have different topological structure. They can
be distinguished by means of a generalized succession function.
On some arc I of one of the linear singularities which begins at a singular
point we introduce a parameter s which increases monotonously and continuously
from 8 = 0 at the singular point to some 8 = ao > o. For each 80 E (0, ao)
from the point s = So on the arc I there departs a line composed of arcs of
trajectories which intersects each boundary of sectors only at one point and
makes one revolution in the positive direction around the singular point. This
line goes back to I at a point 8 = s 1. The function s 1 = 1/1 (so) is called a
generalized succession function.
17 Topological Classification of Singular Points 201
The function ,p is strictly increasing because trajectories do not intersect
within sectors and not more than one trajectory from the sector may enter each
point of a linear singularity. The function ,p is continuous by virtue of Lemma 2;
,p ( s) --. +0 for s --. +0 (this follows from Lemma 1).
We call two functions ,p and ,p. equivalent if there exists a continuous and
increasing change of variables under which one function is mapped into the other
on some interval 0 < s < a, that is,
(4)
,p. (8(s)) == 8 (,p(s)).
LEMMA 6. For the increasing continuous functions ,p and ,p. to be equivalent
it is necessary and sufficient that, in some region 0 < s < a, the intervals where
,pes) > s, the intervals where ,pes) < s, and also the points and segments where
,pes) = S be arranged in the same order as corresponding intervals, points, and
segments for the function ,p. (s) in the region 0 < s < a.
Necessity follows from the fact that under the transformation s* = 8(s),
,p*(s*) = 8(,p(s the sign of the difference ,p*(s*) - s* agrees with the sign of
the difference ,pes) - s (the functions ,pes) and 8(s) are increasing).
Sufficiency. Each point or each segment, where ,pes) = s, is assigned a
point or a segment (retaining their order), where ,p*(s*) = s*; on such segments
the correspondence between sand s may be taken, say, as linear. We obtain
the function s* = 8(s). This function is defined, continuous, and increasing on
a closed set of those s for which ,pes) = s.
Let ,pes) > s on the interval (a1' a2), and at the endpoints of this interval
,p (s) = s. For some So E (a1' a2) we define sequences
(5) i = 1,2, ... ,
where the function ,p-1 is the inverse of,p. Then
... < S-2 < S-l < So < Sl < S2 < ... ,
as i --. 00. The interval (a1' a2) corresponds to the interval ({h, /32) = (8(ad, 8(a2)),
on which ,p*(s*) > s*. On the interval (/31,/32) we take So and construct in a
similar wayan increasing sequence {sil,
(6) i = ... - 2, -1,0, 1,2, ....
We define the function 8(s) for So ~ s ~ Sl so as to be continuous and increas-
ing, for instance, linear, with 8(so) = So, 8(st) = si. As s increases from So
to Sl, the function ,pes) increases from S1 to S2 and therefore, using (4), one can
define the function 8(s) for Sl < 8 ~ S2; continuity of this function for s = Sl
follows from (5) and (6). Using (4), we define in the same way the function 8(s)
successively on the segments [Si,8i+l], i = 2,3, .... From (4) there follows the
equality
8(s) = ,p.-l (8(,p(s))) ,
from which 8(s) is successively defined on the segments [s_" S-i+l], i = 1,2, ....
202 Local Singularities of Two-Dimensional Systems Chapter 4
Thus, the function O(s) is defined on the whole interval (a, (2) and maps it
onto the interval (.81, .82)' One can similarly define O( s) on the intervals where
t/J(s) < 8. We obtain the function 0(8), which for 0 < s < a is continuous,
increases, and satisfies (4). Hence, the functions t/J and t/J. are equivalent.
REMARK: Under a mirror reflection of the neighbourhood of a singular point the
generalized succession function t/J (8) is replaced by the inverse function t/J -1 (s)
(we recall that t/J(s) is defined for a circuit about a singular point in a positive
direction) .
THEOREM 2. Let two isolated singular points satisfy the conditions of Theo-
rem 1 and not be centre-foci. For these points to have neighbourhoods of similar
topological structure it is necessary and sufficient that they have (possibly after
a mirror re8ection of one of the neighbourhoods) the same cyclic sequence of
sectors and, in the case where only sectors of classes G, L, S are present, that,
moreover, the generalized succession functions be equivalent.
PROOF: Necessity follows from the fact that a topological transformation of one
neighbourhood into another retains the classes of sectors, their cyclic order, and
maps the succession function of one singular point into the succession function
of another singular point.
The sufficiency for "centre"-type singular points is proved in [157] (p. 361).
In the other cases, for each of two singular points, in a neighbourhood di-
vided into sectors, we will construct a smaller "canonical" neighbourhood, as
in 2, 19 [157J, possibly replacing each sector by a smaller sector of the same
class.
Consider the case where there exists at least one sector which does not be-
long to classes G, L, S. In this case there exists at least one sector of class H, K,
P, or Q since each sector of class E, F, or R always has an adjacent sector of
class P. In sectors of classes G, L, S a diminution of one lateral boundary causes a
definite diminution of the other lateral boundary. In sectors of classes H, K, P, Q
lateral boundaries can be diminished irrespective of one another since the con-
tactless arcs which close such sectors can be drawn from any points of its lateral
boundaries (for sectors P and H see [157J, pp. 331-339, and for sectors K and Q
this follows from Lemma 3).
Therefore, in the case under consideration, by diminishing sectors one can
construct for a singular point a neighbourhood whose boundary is a simple closed
curve consisting only of
1) arcs of trajectories going along boundaries of sectors of classes E, F, R
and not reaching a singular point;
2) arcs of trajectories which close sectors of classes G, L, S;
3) contactless arcs and arcs of trajectories which close sectors of classes
H,K,P,Q.
Such a neighbourhood is called a canonical one (Fig. 47).
We construct canonical neighbourhoods for both singular points. By the
assumption, in both neighbourhoods the sectors are arranged in the same cyclic
order. By virtue of Lemma 4, one can topologically map in succession each sector
of a first neighbourhood onto a corresponding sector of a second neighbourhood.
17
Topological Classification of Singular Points 203
Figure 47
The last to be mapped is a sector of class H, K, P, or Q. By virtue of the remark
to Lemma 4, the mappings of adjacent sectors can be made coincident on their
common boundary, and the mapping of the last sector can be made coincident on
both of its lateral boundaries with the already constructed mappings of adjacent
sectors. We obtain a topological mapping of a canonical neighbourhood of one
singular point onto a canonical neighbourhood of another singular point which
carries trajectories into trajectories. Hence these neighbourhoods have a similar
topological structure.
Consider the case where there exist only sectors of classes G, L, S. A curve
which is composed of arcs of trajectories, begins at a point S = So of a linear
singUlarity (the notation is introduced before Lemma 6), passes round a singular
point and back onto I at a point Sl = ,peso) is assigned to a similar curve in
the neighbourhood of another singular point which begins from a point s* =
So = 8(so) of a linear singularity 1*; the function 8(so) is the same as in (4).
The boundary of the canonical neighbourhood consists of such a curve and, if
,peso) =f: So, also of an arc of the linear singularity 1 with the endpoints s = So
and s = ,peso); the boundary of the neighbourhood of the other singular point
consists of a respective curve of a similar arc of the linear singularity l*. Using
Lemma 4 and the remark to it, one constructs a topological mapping of the first
sector adjacent to I onto a respective sector of the neighbourhood of another
singular point. On I it must coincide with the mapping s* = 8 (s). Then one
constructs a mapping of the second sector so that on the boundary with the
first sector this mapping coincides with the already available mapping of the
first sector, etc. The mapping of the last sector coincides on I with the already
constructed mapping 8* = 8(s), due to equivalence of the succession functions.
In all the cases the result follows.
Let us weaken the condition 1
0
or 2
0
, 2, 16, so that besides linear sin-
gularities indicated in Theorem 2, 16, we also admit the existence of linear
singularities of class AAs. Then, besides the cases considered above, the case is
also possible where the neighbourhood of a singular point consists of one sector
of class So. Provided that linear singularities of class AAs are admitted, Lem-
mas 1-5 are valid; Lemma 1 holds also for a sector So. In the formulation of
Theorem 1, after Qo we add "or So". The changes in the proof are as follows:
linear singularities of class AAs are also possible; in the case b) it may turn out
that h = lo, then a sector So is formed. In Theorem 2, instead of "G, L, S" we
204 Local Singularities of Two-Dimensional Systems Chapter 4
need "a, L, S, 80 ."
Theorem 2 and the previous arguments give the following topological clas-
sification of isolated singular points in the presence only of a finite number of
pointwise and linear singularities and separatrices (linear singularities of classes
AA
1
, AA
3
, AB are admissible).
Points without sectors. These are centres of class 0
0
and centre-foci which
may belong to infinitely many topological classes.
Points with one sector. These are nodes of classes Po, Qo, 80 (t/I). The
symbol 8
0
(t/I) indicates that in the case of the sector So there exists infinitely
many topological classes, each of which is defined by the class of equivalent
succession functions t/I. The class So(t/I) coincides with 8
0
(t/I-l).
Points with two and more sectors. The structure of such a singular point is
given by a finite cyclic sequence composed ofletters E, F, F, a, H, K, K, L, P, Q, Q,
R, R, 8, S with the following restrictions:
1. The total number of letters E, F, F, a, H, K, K, L is even.
2. The letters E, F, F, R, R may appear only in the combinations PEP, P F,
FP,RP,PR.
3. Two letters P never appear one after another.
4. In the presence of sectors a, L, S, S only, one must specify also a gener-
alized succession function t/I (determined up to equivalence).
5. Any sequence and symmetric sequence, that is, the sequence of the same
letters in the inverse order with F, K, Q, R, 8 instead of F, K, Q, R, S (and vice
versa) and with the function t/I-l instead of t/I determine two arrangements of
sectors which are obtained from one another by mirror reflection.
All the 'Considered classes of singular points exist also in systems of differ-
ential equations with continuous right-hand sides.
Under additional restrictions on right-hand sides the number of topological
classes decreases. In particular, under the conditions 1
0
-4
0
, 2, 16, linear sin-
gularities of class AA3 cannot exist and, therefore, in the neighbourhood of a
singular point none of the sectors K, L, R, 8 may appear after any of the sec-
tors F, a, Q, 8 and none of the sectors F, a, Q, 8 may appear after any of the
sectors K, L, R, S.
In the case where for any initial condition x(to) = Xo a solution is unique for
t> to, sectors of classes a, L, 8, So cannot exist; in sectors of classes F, F, Q, Q,
Qo, Q
o
motion along a linear singularity is possible only in the direction towards
a singular point, and in sectors of classes K, K, R, R only away from a singular
point; this imposes new restrictions on the order of sector sequence.
Now we consider the case where among linear singularities which end at a
given singular point 0 there may also exist second-kind linear singularities, that
is, those consisting of singular points. Then a singular point 0 is not isolated.
We assume, as before, that in some neighbourhood of this point there may exist
only a finite number of pointwise and linear singularities and separatrices, and
the linear singularities belong to the classes considered in 2, 3, 16. In this case
the above results on the structure of the neighbourhood of a singular point are
mainly preserved. A finite number of topological classes of sectors is added which
differ from those described in Fig. 40 only in that one or two lateral boundaries
are linear singularities consisting of singular points. Circular sectors similar to
18 Structurally Stable and Structurally Unstable Systems 205
sectors Po, Qo, So, but with a linear: singularity consisting of singular points, are
added also. There appear obvious limitations on the classes of adjacent sectors.
4. Investigation of the isolated pointwise singularity z = 0 of equation (1),
which is not a singular (stationary) point, reduces to investigation of the singular
point z = 0 of equation (2). Such a point cannot be a centre of a centre-focus
since then it would be a singular point also for equation (1). Therefore, by
virtue of Theorem 1, its neighbourhood is divided into a finite number of sectors
belonging to classes pointed out in 2.
THEOREM 3. Let the right-hand side of equation (1) be piecewise continuous,
let the definition a), 4, be applied, and the pointwise singularity 0 be an isolated
and a nonstationary point. Let there exist in some neighbourhood of the point 0
only a finite number of linear singularities. Then this point has a neighbourhood
containing exactly two hyperbolic sectors and no elliptic sectors.
PROOF: By Theorem 2, 12, for all trajectories in the neighbourhood of the
point 0 there holds the inequality (4), 12. Then this neighbourhood does not
contain stationary points, closed trajectories, or trajectories both ends of which
tend to the point 0, and therefore it does not contain elliptic sectors. The cross-
section S (Theorem 2, 12) is a diameter of some circle. Trajectories intersecting
the cross-section S cannot enter the point 0 by virtue of (4), 12, and, hence, fill
two hyperbolic sectors. These trajectories are separated by trajectories passing
through the point 0 (and filling parabolic sectors if there are more than one of
such trajectories). There are no other hyperbolic sectors since any trajectory in
the neighbourhood of the point 0 must intersect the cross-section S.
18 Structurally Stable and Structurally Unstable Systems
The concepts of structural stability and degrees of structural instability
extend to systems of differential equations with discontinuous right-hand sides.
Necessary and sufficient conditions for structural stability of a system are given.
1. Structurally stable systems are systems which preserve their topological
structure under any sufficiently small admissible perturbations (that is, varia-
tions in right-hand sides of the system). An exact definition will be given below.
First we consider examples.
The system z = y, iJ = z has a singular point z = y = 0 (a "saddle-point"),
and in the neighbourhood of this point is structurally stable under perturbations
of class C
1
([185J, 9). This implies, in particular, that any system
z = p(z,y), iJ = q(z, y),
whose right-hand sides in a given neighbourhood of the point (0,0) are close
enough in the metric C1 (that is, closeness of functions and of their first-order
derivatives) to the right-hand sides of a given system, has in this neighbourhood
only one singular point; this point is close to the point (0,0) and is also a saddle-
point.
The system z = x, iJ = y2 is structurally unstable since it has one singular
point (0,0), and the system z = z, iJ = y2 - a
2
, which is arbitrarily close to the
206 Local Singularities of Two-Dimensional Systems Chapter 4
first one if the number a is small, has in the neighbourhood of the point (0,0)
two singular points: (0, a) and (0, -a).
Structural stability or structural instability of a system may depend on
what perturbations are considered to be admissible. For instance, the system
:i; = y, y = x is structurally stable under perturbations of class 0
1
H we treat as
admissible those perturbations which are discontinuous on a straight line y = 0
and smooth up to the boundary in each of the regions y < 0 and y > 0, then the
same system will be structurally unstable because an arbitrarily close system
:i; = y+6,
:i; = y-6,
y=x
y=x
(y < 0),
(y > 0)
(8 > 0 being arbitrarily small) has three singular points (the saddle-points
(0, -6) and (0,6) and the centre (0,0)). In this chapter we treat as admissi-
ble these perturbations which are discontinuous on previously given lines.
In a finite domain G of a plane we consider a system in vector notation
(1) :i:= I(x)
By means of a finite number of finite-length smooth lines which may have com-
mon endpoints, the domain G is divided into a finite number of sub domains
G
i
, j = 1, .. . ,1 in each of which I, al/ax1, al/ax2 are continuous up to the
boundary. On the lines of discontinuity the definition a), 4, is used.
Let Of be a class of systems of the form (I), in which the lines of dis-
continuity of class Op+l (1, 4) are the same for all systems of this class, and
the functions I(x) along with the derivatives up to the pth order inclusive are
continuous in each of the subdomains Gi up to the boundary.
We say that the system (1) and the system
(2) :i: = i(x)
with the same lines of discontinuity are 6-close in the metric or, that is, IIi -
III:" ~ 6 if in each of the sub domains G
i
the components of the vector-valued
function i-I and their partial derivatives up to the order m inclusive do not
exceed 6 in the absolute value.
Next, in 18-20 we consider systems of class or, p ~ 1. Stationary points,
at which I(x) = 0 or 10(x) = 0 (the notation is the same as in 2, 16), pointwise
singularities (see 1, 16) and all points at which the vector I( x) is tangent to the
line of discontinuity, i.e., IN (x) = 0 or IJ (x) = 0, are called singular points.
This definition is not purely topological because it exploits the concept of
tangency. It is equivalent to the following definition. Stationary points, pointwise
singularities, and points capable of bifurcation (this term means a point such
that its arbitrarily small neighbourhood may change its topological structure for
some arbitrarily small variations of the system) are called singular points. The
latter implies that for any m ~ 1 and any arbitrarily small eo, e < eo, and 6
there exists a system of the type (2) 6-close (in an eo-neighbourhood Uo of a
considered point to a given system (1)) in the metric 0:", and such that there
18
Structurally Stable and Structurally Unstable Systems 207
exists no topological mapping of the neighbourhood Uo which shifts each point
by less than e and carries arcs of the trajectories of the system (2) into arcs of
the trajectories of the system (1) so that the inverse mapping also carries arcs
of trajectories into arcs of trajectories.
The equivalence of these two definitions \..f a singular point follows from
Lemmas 1-4. These lemmas provide information on which singularities can and
which cannot undergo bifurcations. In these lemmas a "singular point" is a point
satisfying the second definition.
LEMMA 1. In a domain G
j
of smoothness of the function I the points at which
I(x) '" 0 are not singular. On discontinuity lines of the function I the points at
which Iii (x) '" 0, (x) '" 0 (and 1
0
(x) '" 0 if the function 1
0
(x) is defined} are
not singular.
PROOF: Let Xo E Gj, I(xo) '" o. From Theorem 3, 12, it follows that the
point Xo is not a pointwise singularity. Let Z = ,p (8) (,p Eel, ,p' '" 0, lsi h) be
an arc without contact with the trajectories of the system (1), ,p(0) = Xo, and
let Z = s) (It I r) be a solution of the system (1) with the initial condition
= ,p(s); let hand r be sufficiently small that these solutions be contained
in Gi and Sl) '" S2) for (tlJ 81) '" (t2' S2).
H the system (2) is sufficiently close to (1) then z = ,pes) is a contactless
arc also for the system (2), and for the solutions of the system (2), z =
with = ,p(s), we have
- < e (lsi h, It I r).
A mapping under which a point s) is assigned a point s) is topological.
The structure of the neighbourhood of the point Zo remains unchanged under
transition from a system (1) to a sufficiently close system (2). The point Zo is
not singular.
In the case where the point Xo lies on a discontinuity line, a part of this line
is taken as an arc z = ,pes). In other respects the proof is similar.
The case where Zo is the endpoint of a discontinuity line (then lii(xo) =
i= 0 is reduced to the previous case since the line can be smoothly
continued beyond this endpoint.
LEMMA 2. A common point Zo of several smooth lines of discontinuity is not
singular if it is neither a stationary point nor a pointwise singularity and if for
each of these lines of discontinuity we have Iii (zo) '" 0, i= O.
PROOF: Let the point Zo not lie on a linear singularity. Then in some neigh-
bourhood of this point there are no linear singularities and on the discontinuity
lines we have lii(z) > 0, that is, trajectories intersect the discontinuity
lines at a nonzero angle. Hence, in the neighbourhood of the point Zo unique-
ness is not violated. Neither is it violated at the point Zo because Zo is not a
pointwise singularity.
It is only in one of the sectors, into which the discontinuity lines separate
the neighbourhood of the point Zo, that there exists a trajectory entering the
point Zo as t increases, and only in one sector there is a trajectory leaving this
208 Local Singularities of Two-Dimensional Systems Chapter 4
point. The trajectories are not tangent to the discontinuity lines. All this holds
also for any system (2) sufficiently close to (1).
Through the point Xo we draw an arc, without contact with the trajectories
of the system (1) which is not tangent to the discontinuity lines. It will be a
contactless arc also for a close system (2). We map each point a E , into
itself. The intersection points of the trajectory x = ~ ( t , a) ( ~ ( O , a) = a) of
the system (1) with the discontinuity lines will be mapped into the intersection
points of the trajectory x = ~ ( t , a) of the system (2) with the same discontinuity
lines. In the neighbourhood of the point Xo we obtain a topological mapping
of the boundaries of the sectors (the discontinuity lines and the arc ,). This
mapping is continued along trajectories onto each sector. If the trajectory x =
~ ( t , a) intersects the sector boundaries for t = t1 and t = t2, and the trajectory
x = <p(t, a) for t = 1'1 and t = 1'2, then the point ~ ( t , a) (t1 ~ t ~ t2) is assigned
to the point <p( 1', a), where l' is defined from the condition
If for t > t2 the trajectory x = ~ ( t , a) no longer intersects the boundaries of
these sectors then we put the point <p(1', a), l' - 1'2 = t - t2, in correspondence
with the point ~ ( t , a) (t > t2)' Since the trajectories are not tangent to the
boundaries of the sectors then the functions tl = tda), etc. are continuous
and this correspondence is topological in the neighbourhood of the point xo.
The structure of the neighbourhood remains unchanged when we pass over to a
system sufficiently close to (2). The point Xo is not singular.
Let the point Xo lie on a linear singularity l. Then l consists of discontinuity
lines Lj and Lk with a common endpoint Xo and by virtue of the conditions
of IN and Ii; belongs to the class AA
1
Only one trajectory enters each point
a E l on either side of the line l, and these trajectories are not tangent to the
lines of discontinuity. Hence, on either side of I a topological mapping can be
constructed by the method proposed above. In this case the point Xo is not
singular either.
LEMMA 3. In the case IN (xo) Ii; (xo) = 0, a point Xo on a smooth line of
discontinuity L or at its endpoint is singular.
PROOF: If at the point Xo a function 1
0
is defined and IO(xo) = 0 then the
point Xo is stationary and therefore singular. Let us consider some other cases.
In an arbitrarily small neighbourhood of the point Xo on L, let there exist
points (and, therefore, arcs), where IN (x) Ii; (x) < O. These arcs belong to linear
singularities of class AA
1
If, moreover, in each neighbourhood of the point Xo
there exist endpoints of these linear singularities, i.e., pointwise singularities, or
the point Xo itself is such an endpoint then Xo is a pointwise singularity and,
therefore, a singular point.
If in some neighoburhood of the point Xo there are no such ends then Xo is
not an endpoint of a linear singularity of class AA
1
In its eo-neighbour hood IN
and Ii; do not change sign, for instance, IN ~ 0, Ii; ~ 0, and at the point xo,
for instance, If; (xo) = O. We put i{x) = I(x) + ano in G- and in C+, where
no is a vector directed towards the domain G+ along the normal to L at the
18 Structurally Stable and Structurally Unstable Systems 209
point zo, and the number a > 0 is arbitrarily small. Then at the point zo and
hence in some neighbourhood of this point, IN > 0, I"J > OJ that is, in this
neighbourhood the trajectories pass through L from a- into a+. The structure
of the eo-neighbourhood of the point Xo has changed and, consequently, the
point Xo is singular.
Let IN(x) I"J ~ 0 in some eo-neighbourhood of the point Xo on L, and at
this point IN (zo) I"J (xo) = O. Then in this neighbourhood there are no linear
singularities of class AAI (this follows from Lemma 2, 16). We put
(3) i(x) = I(z) + ano I(x) = I(x) - ano
where the vector no is the same as above, lal is arbitrarily small, and a >
o if IN(xo) ~ 0, I ~ ( z o ) ~ 0, and a < 0 in the rest of the case. Then
IN(xo) 1"J(xo) < 0 and the point Xo therefore lies on a. linear singularity of
class AA
1
The structure of the neighbourhood of the point Xo has changed,
hence the point Xo is singular.
LEMMA 4. A common point Xo of several smooth lines of discontinuity, in the
case where for at least one of these lines IN(xo) 1"J(xo} = 0, is singular.
The prool is carried out in the same way as in Lemma 3, but with the
following addition. H Xo is not an endpoint of a linear singularity 1 then near
the point Xo the line 1 consists of arcs of two discontinuity lines (Li and L,.)
and comes with both ends on the boundary of eo-neighbourhood of the point Zo
at points aj and a,.. H for the line L,. (or Lj) we have IN(x) ~ 0 (Iz - zol ~
eo), 1"J(xo) = 0 then in passing over to the function i(x) = I(x) + ano (see the
proof of Lemma 3) part of the line L,. (or Li) is no longer a linear singularity.
In a sufficiently small e-neighbourhood of the line 1 the system (2) already has
no linear singularities which join the points ai and a,. (or points close to them).
Then there exists no topological mapping carrying trajectories of the system (l)
in the eo-neighbourhood of the point Xo into trajectories of the system (2) and
shifting each point by less than e. Hence; Zo is a singular point.
H for both lines L,' and L,.
(4)
IN (xo) =I: 0,
but for some third line of discontinuity Lm we have I ~ (xo) = 0, then near
the point Xo the line Lm contains no arcs of linear singularities (otherwise the
point Xo would be a. pointwise singularity). Then in passing over to the func-
tion (3) on Lm there appears a linear singularity with the end Xo and for a
sufficiently small a the lines Li and L,. remain linear singularities by virtue
of (4). For the system (2) the point :1:0 is a common point of three linear singu-
larities. The topological structure of the neighbourhood of the point :1:0 changes
in passing over to the system (2), and Zo is a singular point.
2. Let A and A be systems (1) and (2). The system A in a domain H
is e-identical ([185], p. 41) to the system A in a domain H, that is,
(H, A) ~ (H, A),
210 Local Singularities of Two-Dimensional Systems Chapter 4
provided that there exists a topological mapping of the domain fI onto the
domain H under which each point shifts less than bye, and such that trajectories
and singular points of the system A are carried into trajectories and singular
points of the system A and provided that the inverse mapping possesses the
same properties. Such a mapping will be called hereafter an e-mapping.
Let the system A be of class C; in the open domain G, and W be a closed
or an open sub domain, We G.
The system A is called structurally stable ([185], p. 64) in the domain W if
there exists a domain H, W c H c H c G, such that for any e > 0 there exists
o > 0 such that for each system A which is o-close to A in C; (G) there exists
a domain fI such that
(5) (fI,A) (H,A).
It can be shown that structural stability or structural instability of the system A
in the domain W does not depend on the choice of the domain G ::> W.
REMARK: Let D c G. If for any e > 0 there exists 0 > 0 such that for each
_ ,.., ,.., N II
system A o-close to A in C; (G) there exists a domain D such that (D,A) ==
(D, A) then the system A is not necessarily structurally stable in D (example in
[185], p. 482)' but is structurally stable in any subdomain W which is strictly
interior for D (indeed, if we take H = D, the condition (5) is fulfilled).
If the system A is structurally stable in W then there exists a domain Hi,
containing W strictly within it, such that the system A is structurally stable also
in the domain Hi.
From the definition of structural stability it follows that if a system is struc-
turally stable in some domain then it is structurally stable in any subdomain.
This makes it possible to give the following definition. A trajectory or a part
of it (an arc or a point) is called structurally stable if it has a neighbourhood in
which the system is structurally stable.
An ordinary point (at which f(x) =1= 0) lying within a domain G
i
of smooth-
ness of the function f(x) in (1) is structurally stable. Any point or any arc of a
smooth line of discontinuity is stable if at this point or on this arc fii (x) fit (x) =1=
o (and fO(x) =1= 0 if fii(x) ft(x) < 0). This follows from the proof of Lemma 1.
Singular points of "saddle", "node" and "focus" type which lie in Gj are
also structurally stable if the matrix of a linearized (at a given singular point)
system has Re ).1,2 =1= 0 ([185], 8 and 9). If there is at least one eigenvalue with
Re). = 0, the singular point is structurally unstable ([185], p. 75, 103).
On a discontinuity line a point may be either structurally stable or struc-
turally unstable even if in its neighbourhood the trajectories are located topo-
logically the same as in the neighbourhood of an ordinary point. For instance,
for a system
(6) iJ = 1 (y < 0), iJ = x
2
(y > 0); x=l
through each point there passes a single trajectory. In the topological respect
the point (0,0) is in no way distinguished. A system
(7) iJ = 1 (y < 0), 3:=1
18
Structurally Stable and Structurally Unstable Systems 211
which is arbitrarily close to (6) (for small a =I 0), has a linear singularity, namely,
a. line -a < z < a, y = 0, at the points of which the trajectories flow together.
Hence, the system (7) is not e-identical to the system (6). Consequently, the
system (6) is structurally unstable in any neighbourhood of the point (0,0) and
this point is structurally unstable.
Any point or any arc of a linear singularity of class AB for the system (1)
is structurally unstable because the system (2) (arbitrarily close to (1)) with
the function i of the form (3) has a linear singularity already of another class,
namely, of class AA
l

Structurally stable systems can be called systems of zeroth degree of struc-
tural instability. Among structurally unstable systems one can successively pick
systems of first, second, etc. degree of structural instability. Let Ie 1 and let
systems of degrees 0, .. , (Ie - 1) of structural instability be already defined.
A system A of class 0:"+1 in a domain G is called a system 0/ leth degree
0/ structural in.stability ([185], p. 217, 338) in a domain W, W c G, if this
system A is not of a smaller degree of structural instability in Wand if there
exists a domain H, W c H c H c G, such that for any e > 0 there exists
5> 0 such that each system A, 5-close to A in the metric either has
in W a degree of structural instability less than Ie or for this system there exists
a. domain ii in which (ii,..4) (H, A).
A system A of class has a degree of structural instability 00 in a do-
main W if any 5 > 0 and Ie there exist systems with a degree of structural
instability Ie in the domain W which. are O'-close to A in the metric
It follows from these definitions that if a. system has a leth degree of struc-
tural instability in a domain W, its degree of structural instability in any sub-
domain of the domain W is not more than Ie.
Let a sequence of domains Go :::> G 1 :::> G
2
contract to a point a and let
the system have a leath degree of structural instability in a domain Gi. Then
leo le
l
and there exists a j such that lea = lei for all i j. For
each domain G C G
i
containing the point a there exists a domain G
i
such that
a E G. c G C G
i
and, therefore, the degree of structural instability of the system
in G is equal to lei' This number lei is called the degree 0/ structural instability
0/ the point a. Thus, the degree of structural instability of the point a for the
system A is the degree of structural instability of this system in each sufficiently
small domain containing the point a. The degree of structural instability of a
trajectory is defined similarly.
The choice of the class of smoothness in the definition of a system
of leth degree of structural instability is determined by the properties of singular
points of the type of complicated focus ([185], p. 264) and by the properties of
singular points lying on discontinuity lines and their intersections and consisting
only of sectors of classes G, L, S, So (2, 3, 17). In the absence of such points the
class can be replaced by the class 0:+1.
3. The number Zo is called a zero 01 multiplicity r of the function I(z) E
or (a z .8) if
(8) I(zo) = 0,
r 1.
212 Local Singularities of Two-Dimensional Systems Chapter 4
The following lemmas are closely similar to the statements of 3, 1 [185] and
are proved using the same techniques.
LEMMA 5. Let Xo be a zero of multiplicity r of the function f E C
r
, !( x) :f. 0
for a x < Xo and for Xo < x /3. Then for anye > 0 there exists 6 > 0 such
that any function i which satisfies the inequality (for some m r)
(9)
Iii -fllc
m
< 6,
may have not more than r zeros on the segment [a, /3Jj all the zeros lie on the
interval (xo - e, Xo + e)j the sum of their multiplicities is equal to r or is less
than r by an even number.
LEMMA 6. Let f(x) E CP[a,bj, p 1, Xo E (a,b) and
(10)
f(xo) = f'(xo) = ... = f(p) (xo) = o.
Then for any e > 0, 6> 0, m 1, 1 k p there exists a function i{x) E CP
satisfying the inequality (9) which coincides with f(x) for Ix - xol e and has
on the interval Ix - xol e/2 the zero Xo of multiplicity p + 1 - k and, besides,
at least k different zeros co.
REMARK 1: One can require any given number i k of the zeros Co to lie on
the interval (xo - e/2, xo).
REMARK 2: The zeros c, can be made simple, that is, they may have a multi-
plicity 1.
LEMMA 7 ([64J, p. 248). If f(x) is a continuous function of bounded variation
on [a, bJ then for almost all c the function f(x) - c has only a finite number of
zeros on [a, bJ.
The assertion of the Lemma is true, in particular, for all functions of
class C
1
[a, bJ.
LEMMA 8. Let the function f(x) E CP on an interval [a, b] have infinitely many
zeros and let Xo be one of the limit points for the zeros. Then for any 6 > 0 and
m p there exists a function i{x) E CP which satisfies (9) and has on [a, bJ only
a finite number of zeros, of which the zero Xo has a multiplicity p.
PROOF: Applying Rolle's theorem to f, f', .. . , f(p-1) , we deduce that f(i)
(i = 1, ... ,p) has on [a, bJ infinitely many zeros with a limit point Xo. At this
point there hold the equalities (10). For given 6 and m the function
f(xj a) = f(x) + a(x - xo)P
satisfies (9) and has a zero Xo of multiplicity p for all a E (all 2ad, where a1 > 0
is sufficiently small. By virtue of (10), for some '7 > 0 we have
f(xjad>O (-1)Pf (Xj ad> 0 (Xo - '7 x < xo).
The same is true for !(Xj a) for all a E (al' 2ad.
18
Structurally Stable and Structurally Unstable Systems 213
By Lemma 7, there exists a E (aI, 2a1) such that the function
f(x; a) (x - xo)-V == f(x) (:z: - :z:o)-P + a
has only a finite number of zeros on the intervals [a, Xo - '7] and [xo + '7, b]. Then
j(z) == fez, a) meets all the requirements of the lemma.
4. When investigating structural stability of a system with smooth right-
hand sides one must establish whether or not its singular points and closed tra-
jectories are structurally stable and whether there exist trajectories whose both
half trajectories are separatrices ([185], p. 165). Structural stability of systems
of class cl with piecewise continuous right-hand sides are investigated similarly.
The conditions for structural stability of singular points of such systems are ob-
tained in [186] (see 19 and 20 below) and we now consider closed trajectories,
separatrices, and linear singularities. It turns out that, besides trajectories, one
must also consider lines composed of parts of trajectories. We used such lines
in 3, 17, to construct a succession function and to determine the topological
class of a singular point, the neighbourhood of which consists of sectors G, L, S.
We will show that similar composite lines may play the role of separatrices which
go from one singular point into another. Singular points are understood in the
sense of the definition given in 1. The separatrix of a singular point is defined
in the same way as the separatrix of a pointwise singularity in 1, 17.
Figure 48 shows a system with two lines of discontinuity (mn and pq) which
involves separatrices ab and cd of the points a and d. These separatrices, together
with the arc bc of the trajectory, compose a line abcd which goes from one singular
point to another and both of whose ends are separatrices. The presence of such
a line leads to structural instability of the system. Indeed, by varying arbitrarily
little the slope of trajectories between the lines mn and pq, one can obtain
a system in which the endpoints band c of the separatrices ab and dc are not
joined by a trajectory (Fig. (9). Such a system has already a different topological
structure. The system shown in Fig. 48 is, therefore, structurally unstable.
Figure -48 Figure 49
214 Local Singularities of Two-Dimensional Systems Chapter 4
The system shown in Fig. 49 is structurally stable if the singular points a
and d are structurally stable. In this case the points a and d are joined by the
line abecd which consists of arcs of trajectories and contains the part ec of the
linear singularity.
Thus we are led to the following definition [186].
A line composed of successively located arcs of trajectories is called a poly-
trajectory if it does not pass through singular points and contains no arcs of
linear singularities.
The lines abed and a'b'c'd' in Fig. 48 are poly trajectories, whereas the line
abe cd in Fig. 49 is not.
From this definition and from the existence, uniqueness, and solution contin-
uation theorems it follows that for a system of class 0: through each non-singular
point there passes a single poly trajectory. It is continued either infinitely or up
to the boundary of a given domain or up to a singular point. A poly trajectory
may intersect linear singularities of classes AA1 and AA
3
According to the
definition given in 1, the other linear singularities consist of singular points, and
a poly trajectory, if it reaches such a point, terminates there. A poly trajectory
may also be a closed curve without self-intersections.
Each non-endpoint of a poly trajectory is either a uniqueness point or a point
at which the poly trajectory intersects a linear singularity when passing from one
side of it to the other. Two different poly trajectories (neither of which is a
continuation of the other) may therefore have in common only the endpoints,
which are singular points. A poly trajectory can be tangent to a discontinuity
line of the right-hand side of a system only at its end (since the tangency point
of a trajectory with a discontinuity line is singular; see 1).
A trajectory or a poly trajectory, both end arcs of which are separatrices, is
called a double separatriz.
LEMMA 9 [186]. A system which is structurally stable in a bounded closed
domain W may have only a finite number of singular points in this domain.
COROLLARY. Linear singularities of a structurally stable system may belong
only to classes AA1 and AA
3

Indeed, linear singularities of other classes consist of singular points. A
structurally stable system has only a finite number of singular points.
LEMMA 10 [186]. A system structurally stable in a domain W cannot have
double separatrices contained in this domain.
PROOF: Suppose a system A of the form (1), structurally stable in the do-
main W, has a double separatrix ab C W. Let H be such a domain as described
in the definition of structural stability, W C H. Then for some Po > 0 a close
po-neighbourhood V of the separatrix ab is contained in H and contains no other
singular points except a and b.
Let a point Xo E ab be such that in its neighbourhood f(x} E 0
1
and
f(zo} =I O. Then for some p E (O,Po) the angle between the vectors f(x} and
/(xo) is less than 7r/4 for Ix - xol < p. Suppose that for the system (2)
(11) ;(x) = f(x) + 0;17 (Ix - xol) tI,
18
Structurally Stable and Structurally Unstable Systems 215
where tI =F 0 is a vector orthogonal to the vector I(xo), the number a > 0 is
arbitrarily small, and '7(e) is a function of the class 0
00
(0 ~ e < 00),
Then outside the p-neighbourhood U of the point Xo the trajectories and poly-
trajectories of the system (2) coincide with those of (1), and within U trajectories
of the system (2) intersect trajectories of the system (1), all in one direction, for
instance, from left to right. Outside U, but in the same domain of smoothness
of the function I(x), we draw a transversal S (a contactless arc) through the
point P of the arc xob C ab (Fig. 50). Let us consider a poly trajectory T2 of the
system (2) which coincides with the separatrix ab of a system (1) on the portion
from the point a up to the point of entrance into U. Within U this poly trajectory
does not already coincide with ab and intersects the transversal S at the point
p(a) which depends continuously on a and tends to P as a - O.
Figure 50
Since ab is a separatrix of the point b then there exists a sequence of
arcs aibici (or ~ b i ) ' i = 1,2, ... , of trajectories such that
aibi - aob cab, P(Ci' b) > eo
(or the point b
i
lies on a linear singUlarity). These arcs, continued beyond the
point a. as polytra,jectories, intersect S at points Pi - p. There exists a sequence
ai -+ 0 (i - 00) for which p(ai) = Pi. For a = ai, after the intersection with S
at the point p( ai) = Pi the poly trajectory T
2
, which is a separatrix of the point a,
goes farther along the arc aibic. and out of the eo-neighbourhood of the point b
(or reaches a linear singularity at the point bi). By the definition of separatrix, on
its arc aob there are no points of linear singularities and, therefore, in both cases,
for small enough e, the e-mapping which carries trajectories of the system (1)
into trajectories of the system (2) cannot carry the double separatrix ab into the
poly trajectory T
2

On the other hand, this e-mapping must carry the separatrix axo of the
point a into a separatrix of the point a. But in a structurally stable system
the singular point a may have only a finite number of separatrices (this fol-
lows from [186]). Consequelitly, for sufficiently small e the e-mapping can carry
the separatrix axo into no other separatrix except T2 which coincides with axo
near the point a. This contradicts the above assertion. Hence, the assumption
concerning the existence of a double separatrix is false, and the lemma follows.
In structurally stable systems of class 0; it is not only closed trajectories,
but also closed poly trajectories that are structurally stable. Let a closed poly-
trajectory T intersect successively smooth discontinuity lines L1 , , L,. of the
216 Local Singularities of Two-Dimensional Systems Chapter 4
function f(x). By the property of a poly trajectory, the intersection takes place
without tangency. Let, moreover, T intersect without tangency a smooth arc Lo
which lies in the domain of smoothness of the function lex) or coincides with Lk.
The lines L. are given parametrically by
The poly trajectory T departs from a point x = 1
0
(0"0) E Lo and returns
onto Lo at the same point. Using the theorem on solution differentiability with
respect to the initial conditions and the implicit-function theorem, one can easily
deduce that from any point Zo = 1
0
(0"0) E Lo sufficiently close to z there
goes a poly trajectory lying near T, intersecting the lines L
1
, , Lk at points
1.(0".), i = 1, ... , k, and returning to Lo at a point Xk+l = 10 (O"k+d and that for
these intersection points we have the following functions
(12) i = 0,1, ... , k.
A function "'(0"0) = O"k+t{O"k( . . 0"t{0"0) ... )) E C1 is called a generalized
succession function. The poly trajectories do not intersect one another and,
therefore, "'(0"0) increases; ""(0"0) =I o. A poly trajectory is closed if an only
if "'(0"0) = 0"0.
ff a poly trajectory passes through a point common to several discontinu-
ity lines, then this point is not singular (by the definition of poly trajectory).
Therefore, in the neighbourhood of this point of vectors fez) are not tangent
to discontinuity lines. As before, we can prove that they there exist left-hand
and right-hand derivatives of the function tP(O"o).
LEMMA 11 [186]. For a closed poly trajectory intersecting an arc Lo at a point
x = lo (0"0) to be structurally stable, it is necessary and sufficient that
-1) -1) > O.
REMARK: By contrast with poly trajectories, trajectories of systems of dass C:
can join together and can pass through singular points. Hence, not all closed
trajectories are poly trajectories. The assertions proved for poly trajectories do
not always hold for such closed trajectories.
For instance, in a structurally stable system a stable limit cycle or a part
of it can be a linear singularity of class AA
1
. In this case "'(0"0) = constant on
some interval 11 < 0"0 < 12.
Next, a structurally stable system may have an uncountable set of closed
trajectories passing through a singular point. For instance, in a system
:i; = 2 + sgn x - 2 sgn y, iI = 2 + 2sgnx - sgny.
defined on lines of discontinuity according to a), 4, closed trajectories are closed
polygonal lines with three vertices (-a, 0), (0,0), and (0, a) for any a > 0
(Fig. 51).
19
Singular Points on a Line 0/ Discontinuity 217
Figure 51
THEOREM 1 [186J. For a system (1) of class C; to be structurally stable in
a closed bounded domain, it is necessary and sufficient that it has no double
separatrices, that it have only a finite number of singular points and closed
poly trajectories (if they exist), and that all of them be structurally stable.
For systems of class C1 a similar assertion is proved in [185J (p. 165).
19 Singular Points on a Line of Discontinuity
Singular points and pointwise singularities on a line of discontinuity of the
right-hand sides of a system of two differential equations are examined. Analyt-
ical criteria for ascribing singular points to one topological class or another are
established. All structurally stable points and points of first degree of structural
instability and some other points are specified. Bifurcation of singular points is
analyzed.
1. To investigate a system, the right-hand sides of which are discontinuous
on a smooth line, one can make a smooth transformation under which this line
is mapped into a segment of the z-axis. We therefore further consider systems
with right-hand sides discontinuous on the z-axis.
In a domain G by the z-axis into parts G- (y < 0) and G+ (y> 0),
we consider a system
(1) a: = P(z, y),
Let P, Q e C!, k 1. This implies that
P=P-(z,y), Q=Q-(z,y)inG-,
P-,Q- e C
Io
(G-),
iI = Q(z, y).
P = P+(z,y), Q = Q+(z,y) in G+,
P+, Q+ e C
Io
(G+).
Along the segments ofthe z-axis, where Q-(z, O)Q+(z, 0) 0, motion is possible
at a velocity
(2)
iI = O.
The function PO(z) is defined and belongs to C
k
everywhere on these segments
except possibly at the points where
(3)
218 Local Singularities of Two-Dimensional Systems Chapter 4
We assume also that
(4)
pO(x) = p- (x, 0),
pO(x) = P+(x,O),
if Q-(x,O) = 0,
if Q+(x,O) = 0,
Q+(x,O) =1= 0,
Q- (x, 0) =1= 0.
These conditions are fulfilled, in particular, under the definition a), 4. In this
case
(5)
2. Let us investigate cases where the functions Q-(x,O), Q+(x,O), and
pO(x) can vanish only at isolated points. According to 1, I8, only these points
are singular. There exist six types of such points 1187] characterized by the
following conditions (the values of all the functions are taken at a given point
(c,O) of the x-axis.
1. Q-Q+ < 0, PO(c) = 0.
2. Q+ = 0, Q- =1= 0, p+ =1= or Q- = 0, Q+ =1= 0, p- =1= 0.
3. Q- = Q+ = 0, p- =1= 0, p+ =1= 0.
4. p+ = Q+ = 0, Q- =1= or p- = Q- = 0, Q+ =1= 0.
5. Q- = Q+ = and only one of the functions P-, p+ equals 0.
6. P- = Q- = p+ = Q+ = 0.
For each of these types we investigate possible arrangements of trajectories near
the point (c,O).
Type 1. Let at the point (c, 0)
(6)
(the case Q- < 0, Q+ > 0, pO = is reduced to the case (6) by replacement
of t by -t in the system (1)). In the neighbourhood of the point (c,O) we have
ltil > constant> 0, Ixl < constant (for y =1= 0), therefore from some smaller
neighbourhood of this point all the solutions reach the x-axis within a finite
time. After this they remain on the x-axis and satisfy the system (2). Since
x = c is an isolated zero of the function Po (x) three cases are possible for small
Ix - cl (under the condition (6)).
Ia. In the case (x-c)PO(x) < (x =1= c) the solutions on the x-axis approach
the point x = c from both sides. This point is a stable node (Fig. 52). Example:
x = -x, ti = -sgny.
lb. In the case (x - c)PO(x) > (x =1= c) the solutions on the x-axis move
away from the point x = c on both sides. This point x = c is a saddle-point
(Fig. 53). Example: x = x, ti = - sgn y.
Ic. In the case where PO(x) has the same sign for x < c and for x > c the
solutions on the x-axis on the one side approach the point x = c and on the
other side move away from it. This point is a saddle-node (Fig. 54). Example:
x = ~ } , iJ = - sgn y.
Thus, type 1 consists of three topological classes.
Singular Points on a Line of Discontinuity 219
Figure 5B Figure 59 Figure 54
Class 1a is a node consisting of sectors QQQQ (the notation is the same as
in 3, 17).
Class 1b is a saddle-point of sectors KKKK.
Class 1c is a saddle-node of sectors KQQK.
The topological equivalence of singular points belonging to the same class follows
from Theorem 2, 17.
If instead of isolation of singular points we require finiteness of the number
of linear and pointwise singularities, then the function PO(x) can vanish both
at some isolated points and on whole intervals. These intervals are linear singu-
larities of class AA2 , and their ends are pointwise singularities. In Fig. 55 the
point a is a semi-node, the point b is a semi-saddle.
Type 2. Let at the point (c, 0)
(7)
Q- >0, Q+ =0,
p+ >0
(the other cases are reduced to this by change of variables). In some neighbour-
hood of this point
iI > const > 0 for 11 < 0, :i; > const > 0 for 11 > o.
From the part of the neighbourhood where 11 < 0, solutions meet the x-axis. For
y > 0 the following cases are possible:
2a. If (x - c)Q+ (x, 0) > 0 then into each point (x,O), where c - 0 < x < c,
there comes one trajectory from the region 11 > 0 and from each point (x,O),
where e < x < e + 0, there departs one trajectory into the region 11 >" o. The
limit of these trajectories is a trajectory passing through the point (e,O) and
lying in the region y > 0 (Fig. 56). Along the closed interval e - 0 ~ x ~ e of
the x-axis there passes a trajectory for which :i; = pO(x) > 0 by virtue of (4).
Example:
:i;=O,
iJ = 1 (y < O)i :i: = 1, y=x (1/>0).
2b. If (x - e)Q+(z,O) < 0 then trajectories depart from the points (x,O),
where e - 0 < z < e, into the region 1/ > 0 and come from this region into the
points (x,O), wherec < z < c + o. Since near the point (c,O) for 11 > 0 we
have :i; > const > 0, Iill < const, the above trajectories intersect some segment
z = c, 0 ~ 11 ~ 1/1. Trajectories that come onto the x-axis with both ends pass
through the points of this segment sufficiently close to (e,O) (Fig. 57). Along
220 Local Singularities of Two-Dimensional Systems Chapter 4
the closed interval c ~ x ~ c + S of the x-axis there passes a trajectory for which
x = pO(x) > 0 by virtue of (4). Example:
x=o,
y = 1 (y < 0); x= 1, y = -x (y> 0).
2c. If Q+(x,O) > 0 for 0 < Ix - cl < S then all the trajectories in the
neighbourhood of the point (c, 0) pass from the region y < 0 into the region
y> 0 (Fig. 58). Example:
:i: = 0, y = 1 (y < 0); :i: = 1, Y = x
2
(y> 0).
2d. If Q+ (x, 0) < 0 for 0 < Ix - cl < S then all the trajectories in the neigh-
bourhood of the point (c,O) join the trajectory that lies on the x-axis (Fig. 59).
The x-axis is a linear singularity of class AA
1
Example:
x = 0, y = 1 (y < 0); :i: = 1, Y = _x
2
(y > 0).
Figure 55 Figure 56 Figure 57
Figure 58 Figure 59
Thus, Type 2 consists of four topological classes: 2a (the neighbourhood of
a singular point consists of sectors HQQH), 2b (sectors KK), 2c (sectors HH),
2d (sectors KQQK). In all these cases the point (c,O) is not stationary since
it follows from (7) and (4) that if there exist solutions on the x-axis, they are
such that :i: = pO(x) > o. This is, in particular, what distinguishes class 2d from
class lc.
If instead of isolation of a singular point we require finiteness of the number
of pointwise and linear singularities then the function Q+ (x, 0) can vanish on
whole intervals. They are linear singularities of class AB, and their ends are
pointwise singularities (Figs. 60-63, classes H K, HQQK, HQH, K QK).
Type 3. At the point (c,O)
(8)
p- f. 0, p+ f. o.
19
Singular Points on a Line of Discontinuity 221
Figure 60 Figure 61
Figure 62 Figure 69
Figure 64 Figure 65 Figure 66
Figure 67 Figure 68 Figure 69
Figure 70 Figure 71
Therefore, in each of the half-neighbourhoods of this point the arrangement of
trajectories can be the same as in the upper half neighbourhood of the point (c, 0)
in any of Figs. 56-59. Thus, there exist the following possibilities (Figs. 64-71).
Each figure corresponds to several topological classes of arrangement of
222
Local Singularities of Two-Dimensional Systems Chapter 4
trajectories depending on whether p- and p+ are of the same or of opposite
signs, and in some cases depending on the signs of pO(x) on both sides of the
point (c,O). Under the definition a), 4, in the case P- P+ > 0 the point (c,O)
is nonstationary whereas in the case P- p+ < 0 it is stationary.
In Fig. 64, in the case P- p+ < 0 we have a saddle-point (class H H H H)
and in the case P- p+ > a quasisaddle (class QHQQHQ) with a trajectory
lying on the x-axis. In Figs. 65 and 70, in the case P- p+ > 0 the points do not
differ topologically from ordinary ones (class HH), and in the case P- p+ <
o each of these figures presents three classes (GQHQ,LKHK,SQHK, and
QQQQ, KKKK, KQQK, respectively) subject to the direction of motion along
the x-axis on both sides of a singular point. In Fig. 66, in the case P- P+ > 0
we observe one topological class, QHHQ, while in the case P- p+ < 0 there are
two classes HKKH and HQQH. In Figs. 67 and 68, in the case P- p+ < 0
there are classes Po (focus) and 0
0
(centre), and in the case P- p+ > 0 there are
classes LL(,p) with ,pes) =F s (quasifocus) and with ,pes) == s (quasicentre)j the
cases of centre-focus are not considered here. In Fig. 69, in the case P- p+ > 0
we have class KK and, in the case P- P+ < 0, classes QQ and KK. In Fig. 71,
in the case P- p+ < 0 we are dealing with class H H, and in the case P- p+ > 0
there is no pointwise singularities and we are dealing with class KQQK.
Each of these classes consists of one or several topological classes depending
on whether the trajectories on the x-axis enter a singular point within a finite
or an infinite time. There exists a total of thirty-nine topological classes (in the
case of analytical functions P-, Q-, P+, Q+ there are twenty-four classes).
Type 4. In one half plane trajectories reach the x-axis without tangency,
and on the boundary of the other half plane there exists a stationary point.
This may be any stationary point admissible for a system of class C
l
Type 4
therefore contains an infinite set of topological classes. The simplest of these are
enumerated in 5.
Type 5. In one half plane the vector (P, Q) is tangent to the x-axis at a
given point, and the disposition of the trajectories is the same as in the region
y > 0 in any of Figs. 56-59. In the other half plane the point under consideration
is a stationary point of an arbitrary type.
Type 6. A given point is stationary both for the system x = P-, if = Q-
and for the system x = P+, if = Q+. The picture of the arrangement of
trajectories near this point is obtained by gluing together two pictures of half
neighbourhoods of any stationary points.
Each of the types 5 and 6 contains an infinite set of topological classes.
We will show that structurally stable points occur only in types 1 and 2, and
singular points of first degree of structural instability occur only in types 1-4.
LEMMA 1 [188]. Isolated singular points of types 3 and 4 are structurally un-
stable.
PROOF: Let (c,O) be an isolated singular point of type 3 of a system A of the
form (1), i.e., at this point the conditions (8) are fulfilled. We will consider,
for any Cl close to c, a system A obtained from A by replacing Q+(x, y) by the
function Q+ (x, y)-Q+ (Cl' 0). In some 2e-neighbourhood H of the point (c, 0) the
system A has only one singular point, namely (c,O). The system A, arbitrarily
19
Singular Points on a Line of Discontinuity 223
close to A if IC1 -cl is sufficiently small, has two singular points, (c,O) and (Cl' 0),
'" c
in the e-neighbourhood of the point (c,O) if ICl - cl < e. Therefore, (H, A)
(H, A) for any domain Hj hence, the point (c,O) is structurally unstable.
Let (c,O) be a singular point of type 4 of the system A, and at this point
p+ = Q+ = 0, Q- :f:. 0, and let there be no other singular points in its 2e-
neighbourhood H. Take an arbitrarily small Yl > 0. The system A, obtained
from A by replacement of P+(z,y) and Q+(z,y) by the functions P+(z,y)-
P+(C,Y1) and Q+(z,y) - Q+(C,Y1), is arbitrarily close to A and has a singular
point (c, Yl). For Y > the system A belongs to class 0 1, and therefore no
trajectories enter this singular point within a finite time. In the system A one
trajectory from the region Y < enters the singular point (c,O) within a finite
time, that is, the singular point lies on this trajectory. For any domain H we
'" _ c
have therefore (H, A) (H, A), and the point (c,O) is thus structurally unstable.
LEMMA 2 [188]. An isolated singular point of type 5 cannot have its degree
of structural instability less than 2, nor can one of type 6 have its degree less
than 3.
PROOF: Let the point (c,O) be a point of type 5 of the system A and let, at this
point, Q- = Q+ = P+ = 0, P- :f:. 0. In the neighbourhood of the point (C1,0),
for C1 sufficiently close to c, the system A obtained from A by replacement of
the functions P+(z,y), Q+(z,y) by
has two singular points: (c,O) of type 2 and (Cl,O) of type 4. The system A is
therefore not e-identical to the system A. By Lemma 1, the system A is struc-
turally unstable, and therefore the system A cannot have its degree of structural
instability lower than 2.
Let a point (c, 0) in the system A be of type 6. The system A obtained by the
(9) has two singular points of type 4: (c,O) and (C1,0). Hence, the
system A is not e-identical to the system A. Shifting the singular point (C1' 0) into
the region y > 0, as in the proof of Lemma 1, we obtain a system A which is not
e-identical to the system A and has a singular point (Cl' yt} and the structurally
unstable singular point (c,O). Therefore, the system A is structurally unstable,
the system A cannot have its degree of structural instability less than 2, nor
can A have its degree less than 3.
3. We shall indicate all structurally stable and structurally unstable iso-
lated singular points of types 1 and 2, and also some of their bifurcations. The
system (1) in the domain G is assumed to satisfy the conditions of 1. On a line
of discontinuity the definition a), 4, is used.
LEMMA 3 [1871. If (c, 0) is a singular point of type 1 (or 2) of the system (1)
then in some neighbourhood of this point any sufficiently close system (in the
metric O!) can have singular points only of the same type.
PROOF: The result follows from the fact that inequalities Q-(z, O)Q+(z, 0) <
for type 1 and Q-(z,O) :f:. 0, P+(z,O) :f:. for type 2 are also valid in the
224 Local Singularities of Two-Dimensional Systems Chapter 4
neighbourhood of the point (c, 0) i they hold for all sufficiently close systems
also.
Let only a finite number of singular points (Ci,O), i = 1, ... , m (m ~ 0) of a
system A of the form (1) exist on a closed interval T (a ~ x ~ b) of the x-axis. Let
all of these points be of type 1, and the points x = a and x = b be non-singular.
Then the signs of the functions Q- and Q+ on this interval remain unchanged,
and in some neighbourhood V of this interval we have IQ(x, y) I > const > 0 for
y #: O. A closed domain in V bounded by four arcs of trajectories coming from
the endpoints of the segment and by two straight line segments y = h (Fig. 72)
is called a domain of type 1.
Figure 71!
LEMMA 4 [187J. Let us consider a system A in a domain H of typP 1. Por any
e > 0 there exist numbers 5 > 0 and '7 > 0 with the following property. Let
a system A be a-close to A in the metric C!, and let, for the system A, the
function PO(x) have zeros only at points Ci, Ic. - e.1 < '7, i = 1, ... , m, on the
segment [a, bJ.
Then there exists a domain H such that (H, A) == (H, A).
PROOF: Let
a = Co < Cl < ... Cm < Cm+l = bi 2'7 < m.in(cHl - col

Let us map linearly each of the segments [C.,C'HJ onto the segment [C"CHIJ.
\ye obtain a topological mapping e = ,pee) of the segm!nt [a, bJ onto itself,
Ie - el < '7. For sufficiently small a and '7 the function po has on each open
interval (Ci' cHd the same sign as the function po has on the open interval
(c" CiH)'
The trajectories of the system A satisfy the equation dx/dy = P/Q. Let
x = ~ ( y , e) be its solution with the initial data ~ ( O , e) = e, and let x = p(y, e)
be a similar solution for A. A mapping in which to each point ( ~ ( y , e), y) E H
there corresponds a point (p(y,,p(e)),y) is topological. It maps trajectories of
the system A into trajectories of the system A, and for sufficiently small 5 and
'7 shifts each point by less than e.
THEOREM 1 [187]. Let for a system A E Cf of the form (1)
For this system to have degree of structural instability s (0 ~ s ~ p - 1) in
a domain Ho of the type 1, whose intersection with the x-axis is a segment
19
Singula.r Points on a Line 0/ Discontinuity
225
a ~ z ~ h, it is necessary and sullicient tbat on this segment the function pO(x)
have only a finite number of zeros C1, ,C
m
(m ~ 0) and that their multiplicities
'1, ... , rm satisfy the condition S = s, where
(11) S = (rl - 1) + ... + (rm - 1).
PROOF: Prool of sufficiency is constructed by induction with respect to S, and proof of neces-
sity by induction with respect to II. Let n ~ O. If n > 0, we assume that sufficiency is proved
for all S < n. and necessity for all II < nj both are proved for all domains of type 1.
SuJjiciencg. Let the function PO(z) on the segment [a. II] have only zeros Cl, .. , em of
multiplicities rl ... rm and let. in (11), S = n. By the inductive hypothesis. in the neigh-
bourhood of the segment la, II] of the z-axis the system A cannot have degree of structural
instability II < n. For the system A In a domain H. BUch as in Lemma 4. H:J Ho and for any
, > 0 we choose the numbers 6 and '1 by Lemma 4. If 6 is sufficiently small then by virtue
of (5) for any system A 6-close to A in the metric C!'+ 1. the function pO is so close to pO that
it cannot have zeros outside the '1-neighbourhoodil Vi of points Ci. For a sufficiently small 6
the function pO in V, has nros Cik of multiplicities qik. k = 1, .. 'i. and by Lemma 5. 18
(12)
Ii
Eq'k ~ r,.
k=1
Ii
L(q,k - 1) ~ ri - 'i.
k=l
i= 1, ... m.
If m = 0 or 'i = 1 for all i then. by Lemma 4, there exists a domain H such that
(H,..4.) ~ (H. A). In particular. for n = 0 this case alone is possible. Hence, the system A is
structurally stable.
If', ~ 2 for some i then we have from (12)
m I, m
(IS) S = L L(q,k - 1) ~ E(r, - 1) - 1 = S - 1.
,=1 k=1 .=1
For a sufficiently small 6 > 0, one can construct a domain H of type 1 for the system A so
that H CHand that the closure of the domain H contain no singular points of the system A
outside H. Since S ~ n-l (see (IS)) then by the inductive hypothesis the degree of structural
instability of the system A in if is not greater than n - 1.
In the domain H the system A therefore has the degree of structural instability II ~ n.
Since the case II < n is impossible (see above) it follows that II = n.
Nece,litll. Let the degree of structural instability of the system A in the domain H be n.
Suppose that there exist points e, E (a, II) and numbers r, ~ 1 (i = 1 ... m) such that
pO(z) ~ 0 for z ~ e;
(14) (Ie = 0.1 ... r, - 1).
m
L(r; - 1) ~ n + 1.
,=1
Then r j ~ 2 for some j. Let a closed neighbourhood V of the point C j lie in (a, II) and contain
no points Cit i ~ j. By Lemma 6. 18. for any 6' > 0 and q ~ p there exists a function Pl(Z)
with a zero Cj of multiplicity rj - 1 and a nro Cj ~ Cj in V. This function coincides with
PO(z) outside V and is such that II P1 - pOliot < 6'. By virtue of (5) there exists a system A
which is 6-close to the system A in ct and is such that for it the function PO(z) coincides
with P1(Z). The system A has singular points (c;,O). i = 1 ..... m. and (Cj.O). They are more
numerous than in the system A. The system A is not. therefore. e-identical to the system A.
In the case n = 0 this contradicts the assumption that the system A is structurally stable.
226 Local Singularities of Two-Dimensional Systems Chapter 4
In the case n > 0 the degree of structural instability of the system A is n, consequently
for the system A it is not greater than n - 1. By the inductive hypothesis, for the system A
the sum S, similar to (11), is not greater than n - 1. But for the system A the function pO
has Zeros c" i = 1, ... m, of multiplicities r, ~ r, (i 't- i), rj = rj - 1 and a zero Cj. Hence,
for the system A
m m
by virtue of (14). The contradiction shows that the inequality (14) is impossible.
Suppose PO(z) has an infinite set of zeros on (a,b). By Lemma 8, 18, there exists a
function Pl(Z) arbitrarily close to PO(z) and having on [a, bj only a finite n u m b ~ r of zeros, of
which at least one, Zo, is of mUltiplicity ro = n + 1. There exists such a system A, close to A,
for which PO(z) = Pl(Z). Then A is not e-identical to the system A, the degree of structural
instability of A is not greater than n - 1, and by the inductive hypothesis, S :;;; n - 1. This is
in contradiction with ro = n + 1.
Thus, for the system A of nth degree of structural instability, the function PO(z) has
only a finite number of zeros and cannot possess the properties (14). This implies that the
zeros have multiplicities r, and
S = (rl - 1) + ... + (rm - 1) :;;; n.
In the case S < n, by the inductive hypothesis the system has a degree of structural instability
less than n. Hence, S = n.
COROLLARY 1. For a system (1) of class 0: (k ~ s + 1) a singular point of
type 1 has the degree of structural instability s if and only if at this point the
function pO(x) has a zero of multiplicity 8 + 1.
COROLLARY 2. If for a system (1) of class Or;" on some closed interval of the
x-axis Q-(x,O)Q+(x,O) < 0, PO(x) == then this interval is a part of a linear
singularity of class AA2 (2, 16) and in any neighbourhood of this interval (or
any of its points) the system has the degree of structural instability (Xl.
REMARK: From what has been said it does not follow that any physical system
which has a whole interval consisting of equilibrium positions may lose it under
arbitrarily small perturbations. Consider an oscillatory system described in the
second-order equation
(15) x+bsgnx+ g(x) = I(x,x),
where the function I, 9 E 0
1
Any perturbations of these functions lead to
perturbations only 01 the second equation of the system
(16) :i;=y, iJ = I(x, y) - g(x} - b sgn y,
to which equation (15) is reduced. IT on the x-axis there exists a segment on
which
lI(x,O) - g(x)1 :;;; b
it consists entirely of equilibrium positions. The part of the segment, where
I/(x,O) - g(x) 1 :;;; b - e, is preserved under any perturbations of the function
1 - 9 which do not exceed e. Such a segment is a structurally stable singularity
19
Singular Points on a Line of Discontinuity 227
under perturbations of the second equation in (16) or of equation (15), that is,
under perturbations of the physical system.
By Corollary 2, under perturbations of both equations (16) this singularity
has degree of structural instability 00 if f, g E 0
00
But such perturbations are
physically meaningless. Thus, in certain cases one should consider structural
stability of a system under perturbations only of some equations of the system.
In [51 (3.1 and 3.2) many physical systems are considered which have an
infinite set of equilibrium states occupying a whole segment in the phase space.
Stability of these equilibrium states is investigated.
In [1891 it is stated that for nonholonomic mechanical systems the case is
typical where a set of equilibrium states is a manifold whose dimension is equal
to the number of nonholonomic constraints.
Bifurcations of singular points of type 1 are fully determined by bifurcations
of the zeros of the function pO(z), having regard to the signs taken by this
function on both sides of each zero.
Hz = c is a simple zero for the function PO(z), the function PO(z) changes
sign when z passes over this zero, and therefore the point (e,O) belongs either
to class 1a or to 1b (Figs. 52, 53). By Corollary 1 to Theorem 1, this point is
structurally stable, that is, it is not subject to bifurcations under small (in 0
1
)
variations of the system.
Hz = c is a double zero of the function PO(z), the function PO(z) does
not change sign when z passes over the zero. The singular point (e,O) therefore
belongs to class 1c. Under small (in 0
2
) variations of the function pO(z) three
cases are possible: the zero of multiplicity 2 is preserved (possibly, it shifts along
the z-axis); the zero disappears; the zero splits into two zeros of multiplicity 1
(Fig. 73). Therefore, under
Figure 73
a small variation of the system, a singular point of class 1c of first degree of
structural instability (Fig. 54) either preserves its topological class or vanishes
(in the case there remains a linear singularity of class AA
1
, Fig. 30) or splits
into two structurally stable singular points of classes 1a and 1b (Fig. 72).
Considering bifurcations of a triple zero of the function pO(z), one can
obtain all possible bifurcations of singular points of type 1 of second degree of
structural instability.
Now consider a system A of the form (1) with singular points of type 2. Let,
for instance, on a given segment T of the z-axis
(17) P+(z,O) > 0,
Here and below the inequalities for PO(z) refer to those points and intervals
where the function PO(z) is defined. In the case (17) at the endpoints of each
228 Local Singularities of Two-Dimensional Systems Chapter 4
such segment we have Q+(x,O) = 0, and therefore by virtue of (4) PO(x) > at
the endpoints and, accordingly, on the whole segment. What follows concerns a
neighbourhood V of the segment T, in which for some IJ >
(18)
Let H c V, let there exist in H a finite number of singular points (by virtue
of (17) they are of type 2), and let H be a closed domain whose boundary is a
simple closed curve which consist of a finite number of arcs of trajectories and
arcs without contact, does not pass through the singular points, has only two
common points (a,O) and (b,O) with the x-axis, and intersects the x-axis at these
points (Fig. 74). The endpoints of these arc of trajectories will be called angular
points. The points (a,O) and (b,O) must not lie on the chosen arcs without
contact. The domain H must contain neither separatrices joining a singular
point with an angular point nor arcs of trajectories lying within H (but not
on the x-axis) and joining two angular points. Such a domain is called here a
domain of type 2.
Figure 74
A separatrix of a singular point (c, 0) of the system A with the condition (17)
will be called a left (right) separatrix if near this point on the separatrix x <
C (x> c) and y > 0.
LEMMA 5 [187]. Let, in a domain H of type 2 for a system A, there hold
the conditions (18) and let there exist a finite number of singular points (Ci,O),
i = 1, ... , n. Let a system A, be a 6-close (in C1) to the system A, let it have
only singular points (d., 0), i = 1, ... , n, and let
1) Id. - cil < 1'/ and the point (do,O) be of the same class as (Ci,O), i =
1, ... ,n;
2) from the point (do, 0) there departs a double separatrix (contained in H)
of the system A which is left or right for the point (di' 0) if and only if from the
point (c.,O) there departs a double separatrix (contained in H) of the system A,
which is, respectively, left or right for this point.
Then for ~ n y e > there exist 6 > 0, 1'/ > such that (H, A) ~ (H, A) in
some domain H.
PROOF: Let Cl < C2 < ... Cn and 11 be so small that dl < d2 < '" < dn If a double separatrix
8im of the system A passes from the point (c.,O) to the point (Cm,O), m > i, then by the
assumptions of the lemma, from the point (d.,O) there passes a right double separatrix S., of
the system J... into some point (dl,O), 'I > i. We shall show that 1= m.
Suppose, for instance, that I < m. From the point (Ct, 0) the left separatrix 8 jl of the
system A goes to some point (cjo 0). The separatrices 8im. and Sjl cannot have common points
for 1/ ~ 0; therefore i < i < I. From the point (dj, 0) the right separatrix Sjlo of the system J...
goes to some point dlo, i < i < k < I since Sjlo and Sil cannot have common points. From
the point (Clo, 0) there departs a left separatrix of the system A, etc. We obtain a sequence of
19 Singular Points on a Line of Discontinuity 229
nested segments [e;, Cm] ::> [ci' e,l ::> of the z.axis; the endpoints of each segment are joined
by a separatrix of the system A. There is a finite number of singular points and, therefore, the
process must ultimately stop. This contradicts the condition 2) of the lemma.
Construct a domain H. Draw traJectories of the system A from the points (CI,O), (b,O)
and from one of the endpoints of each remaining arc L; of the tn,jectories of the system A
which pass along the boundary of the domain H (or from points suftlciently near those points)
up to intersection with the same arcs without contact (or with arcs close to them) on which
the arcs L; end. For a sufficiently smaH 6 the intersection points exist and are close to the
endpoints of the arcs L;. These points and the points of intersection of separatrices and
boundary trajectories with boundary arcs without contact (and with the z-axis) are arranged
on these arcs in the same order for the systems A and A if 6 and '1 are sufficiently small.
The drawn arcs of the trajectories of the system A and the arcs without contact bound the
domain H of type 2 for the system A.
Figure 75
The trajectories of the system A (or ~ , which pass through singular and angular points,
and the z-axis, separate the domain H (or H) into elementary tetragons ~ 5 7 1 , p..J6), general-
ized elementary tetragons Ri' and elementary segments T" (respectively, Ri and T,,) (Fig. 76).
From what has been said about the order of the points of intersection between trajectories and
arcs without contact it follows that for sufficiently small 6 and '1 these elementary domains
in Hand H are arranged in a similar manner. For each domain Hi or T" one can construct
an e-mapping (2, 18) onto a corresponding domain Ri or Tot (as for the elementary tetragons
in [185], pp. 51-53, and for the sectors of classes K, Q, L in Lemmas 3 and 4, S17). Mappings
of adjacent elementary domains can be made coincident on their common boundary. To this
end, the first to be mapped are those segments of a line of discontinuity, which are arcs of tra
jectories, then the domains Hi and Tot adj scent to these segments, and then all the remaining
domains. Thus, we obtain an e-mapping of the domain H onto H.
THEOREM 2 [1871. Let for a system A E ~ of the form (1)
W be a domain of type 2 intersected by the z-axis along an interval a ~ z ~ b.
For the system A to have degree of structural instability h (0 ~ h ~ p - 1) in
the' domain W, it is necessary and sufficient that the function Q+ (z, 0) on [a, b 1
have only a finite number of .eros Cl, ,en (n ~ 0) and that their multiplicities
rl, ... , rn satisfy the condition S = h, where
(19) S = h - 1) + ... + (rn - 1) + 8,
8 is a number of double separatrices lying in the domain W.
PROOF: Sufficiency is proved by induction with respect to 8, and necessity is proved by
induction with respect to h. Let an integer q ~ O. For q > 0 we assume that for all domains
of type 2 sufficiency is proved for all 8 < q, and necessity for all h < q.
SUfficienc/l. Let S = q. Then by the inductive hypothesis the system A cannot have its
degree of structural instability less than q. Consider a domain H ::> W which possesses the same
properties as Wand contains no other singular points and separatrices. Take any e > 0 and
a smaH '1 > 0 such that 31l.neighbourhood of each zero C; contain neither other zeros nor the
points CI and b. Let a system A (2: = 15(Z,II), iJ = Q(z, II)) be 6-cJose in C!+l to the system A;
230 Local Singularities 0/ Two-Dimensional Systems Chapter 4
let the number 6 < I' (see (18 be sufficiently small that sgnQ+(z,O) = sgnQ+(z,O) outside
the ,,-neighbourhoods of all ,eoints Ci.
Ca.tJe 1. The function Q+(z,O) has exactly one zero di in the ,,-neighbourhood of each
point Ci. Then for the system A there hold inequalities similar to (18), but with I' - 6 instead
of 1', and the signs on the left and on the right of each zero are the same at Q+(z,O) and at
Q+(z,O). Then the condition 1) of Lemma 5 is fulfilled.
If a left (or a right) double separatrix (contained in H) of the system A does not leave
the point (Ci,O) then for small 6 the same is true also for the point (di,O) and the system A
(because the solution depends continuously on the initial data and on the right-hand side of
the system).
a) If, moreover, the condition 2) of Lemma 5 is satisfied then by this lemma (H,A) :.
(H,A).
In particular, if S = 0 then all ri = I, 8 = O. This implies that we are in Case 1 and the
system A has no double separatrices. Then (H, A) :. (H, A), and the system A is structurally
stable.
b) If the condition 2) of Lemma 5 is not satisfied then by virtue of what has ben said,
for small 6 the system A has fewer double separatrices than the system A. By Lemma 5, 18,
the multiplicity of each zero di is not higher than the multiplicity of the zero Ci. Hence for the
system A the sum S of the form (19) is less than q.
Ca.tJe 2. In the neighbourhood of each point Ci there is not more than one zero of function
Q+(z,O), whereas in the neighbourhood of some point Cj there is no zero of this function.
By Lemma 5, 18, the Cj has multiplicity rj ~ 2. In passing over from the system A to the
system A, the summand rj - 1 ~ 1 is therefore discarded from (19) and as in Case 1 the rest
of the summands do not increase. The number of double separatrices does not increase since
they may cease to be double, or two (left and right) separatrices of the point Cj may merge
into one. Then for the system A we have S < S = q.
Ca.tJe S. In the neighbourhood of the point Ci there exist ni ~ 0 zeros dij (j =
1, ... , ni; i = 1, ... , n) of the function Q+(z,O), where ni ~ 2 at least for one i.
If for a certain i we do not have a left (right) double separatrix of the system A going
from the point (Ci,O) then for a sufficiently small 6 we do not have a left (right) "external"
double separatrix of the system A, going from each of the points (di;' 0), i = 1, ... , ni i.e.,
there does not exist a separatrix entering a singular point (dkl,O), k :j: i. Indeed, if they
did exist, external left separatrices of the points (di" 0), would lie for a smaH 6 in the small
neighbourhood olthe left separatrix of the point (Ci' 0) of the system A, and by the assumption,
this separatix passes by other singular points at a positive distance.
On the interval Ii (Ci - ",Ci + ,,) the function Q+(z,O) either changes sign once, at the
point Ci, or does not change sign at all. The number of sign reversals from "negative" to
"positive" of the function Q+(z, 0) on this interval exceeds that of the function Q+(z, 0) by a
number Pi ~ 0, and from "positive" to "negative" also by a number Pi; the number of zeros,
passing through which the function Q+(z,O) does not change sign, is greater by ni - 1- 2Pi.
According to I, under the condition (17) the point of sign reversal from "negative" to "positive"
(or from "positive" to "negative") is a singular point of class 2a (2b). Such a point is reached
by two Jor, respectively, by no) separatrices from the region 1/ > O. A lI:ero, in passing through
which Q+(z,O) does not change sign, is a point of class 2c or 2d reached by one separatrix.
Possibly, not all of these separatrices are double.
Thus, if ni ~ 2, the number of endpoints of double separatrices in the interval Ii can
increase by not more than 2Pi + (ni - 1- 2Pi) = ni - I, whereas for ni = 1 and ni :: 0, as in
Cases 1 and 2, the number of such endpoints does not increase. Each double separatrix has two
ends at singular points, and in passing over from the system A to the system A the number of
all double separatrices can therefore increase by not more than a number Bl = ! 2:. (ni - 1);
summation is carried out only over those i for which ni ~ 2.
The sum of multiplicities of the lI:eros of the function Q+(z, 0) in the interval Ii is equal
to ri ~ ri (Lemma 5, SI8). In passing over from the system A to the system A, the sum
2:(ri - 1) in (19) is replaced by the sum
R ni n
L L(rij - 1) = L(ri - nil,
i=1 j=1 i=l
19
Singula.r Points on a. Line of Discontinuity
231
which is less than the sum ~ ) r .. - 1) at least by a number B2 = E(n .. - 1). Therefore in
passing over from the system A to the system A the sum (19) acquires an increment
,., 1 '\""
s - s ~ Bl - B2 = -'2 LJ (ni -1).
The last sum is positive since in Case 8 at least one n .. ~ 2. The numbers Sand S are integers
and hence. S - S ~ -1. that ia. for the system A we have S ~ q - 1.
Thus. for the system A in Cases lb. 2. 3 we have S < q. For the system A we construct
a domain H of type 2 which has no singular points and double separatrices other than those
lying in H. so that H c H. By the induction assumption. the degree of structural instability
of the system A in 11 and. accordingly. in H. is not greater than q - 1. Taking into account
Case la. we conclude that the degree of structural instability of the system A in the domain
W is q.
N:e.nt,. Let the degree of structural instability of the system A in the domain W be q.
Then there exists a domain H of type 2 such that W lies exactly within H. and the degree
of structurally instability of the system A in H is q. and H has only those singular points
and double separatrices which belong to W. Suppose that there exist numbers Ci E (a. b) and
Pi ~ 1 such that for the function R(z) == Q+(z. 0) we have
(20)
(21)
(; = 0.1 ... Pi - 1; i = 1 ... n).
(Pl - 1) + ... + (Pn - 1) + B ~ q + 1.
where B is the number of double separatrices in the domain W.
For some e > 0 and an arbitrary 6 > 0 we construct a system A such that
1 the system A is 6-close to A in the metric C:+
1
;
,.., - . ,..,
2 (H. A) ~ (H. A) for any domain H. if We H;
8 there exist numbers d .. E (a. b) and P .. ~ 1 such that for the function R(z) == Q+(z.O)
we have
(22)
(28)
(;=O.l ..... p .. -l; i=I ..... k).
(Pl - 1) + ... + (ps. - 1) + i ~ q.
where i is the number of double separatrices of the system A in the domain W.
Let, > o. Let tp E CPo tp(Z.II) > 0 in a small neighbourhood Vl of the point
(Zl.1I1).1I1 > O. which lies on one of the double separatrices. tp = 0 outside Vl. The sys-
tem A obtained from A by replacement of the function Q by Q = Q + >.tp is close to the
system A for sufficiently small>' > O. has the same singular points (di = Ci) and the numbers
Pi = Pi. but it has one double separatrix fewer than the system A. as in Lemma 10. lS. Such
a system A has the properties 1-8.
Let, = O. Then. by virtue of (21). Pi ~ 2 for some i. Let the segment I = ICi - v. ci +
vI c (a. b) contain no singular points c ... i:# i. By Lemma 6. lS. for any 6 > 0 there exists
a function R(z) which has in I a r;ero ci of multiplicity Pi = Pi - 1 and a r;ero ci ' c and
coincides with R(z) outside I and is such that
(24)
IIR(z) - R(z)llo9+1 < 6.
Then for sufficiently small 6 the system A obtained from A by replacement of Q(x.y) by
(25)
Q(z.lI) = Q(Z.II) + R(z) - R(z).
has the properties 1 and 8 for CS.. = Ci (since Pi = Pi. i :# i. Pi = Pi - 1). If the system A
has a finite number of singular points. the system A has an extra singular point (ci.O) and
possesses the property 2.
232 Local Singularities of Two-Dimensional Systems Chapter 4
If the system A has infinitely many singular points, that is, the function R(z) has infinitely
many zeros on [o,bl, then by Lemma 8, 18, there exists a function H(z) which satisfies (24)
and has only a finite number of zeros on [0, bl, of which one zero Cl is of multiplicity p. Then
the system A, obtained similarly to (26), has a finite number of singular points and possesses
the properties 1 and 2. Taking i = Ie = I, Pl = p in (22) and noticing that, by assumption,
p -1 is greater than or equal to the degree of structural instability of q, we obtain (23). Hence,
the system A has the property So.
Thus, in all cases there exists a system A with the properties 1-3.
In the case q = 0 this contradicts the structural stability of the system A.
In the case q ~ 1 for a system A sufficiently close to A, we construct a domain if of
type 2 as in Lemma 6. We can make We if c H. It follows from 1 and 2 that the system A
in the domain H, and accordingly, in the domain if has degree of structural instability less
than q. Then, by the inductive hypothesis, the seros di of the function H(z) = q+(z, 0) have
finite multiplicities Fi, and
(26) (Fl - 1) + ... + (Fj: - 1) + i < q.
Since by virtue of (22) Fi ~ P., the inequality (26) contradicts (23).
In a1l the cases of existence of the system A with the properties 1
0
_3
0
leads to contra-
diction. Hence, the assumption (20), (21) is false, i.e., the zeros Ci have finite multiplicities ri,
and the sum (19) is equal to q (in the case S < q the degree of structural instability of the
system A would be less than q).
COROLLARY 1. For a system (1) of dass C ~ ( p ~ q + 1) the point (c,O) is a
singular point of type 2 and has degree of structural instability equal to q if
and only if at this point Q- f; 0, p+ f; 0, and Q+ (x, 0) has a zero x = c
of multiplicity q + 1 {or Q+ f; 0, P- f; 0, and Q- (x, 0) has a zero x = c of
multiplicity q + 1).
COROLLARY 2. If for a system (1) of class C:, on some interval of the x-axis
then this interval is part of a linear singularity of class AB, and in an arbitrarily
small neighbourhood of this interval the system has infinite degree of structural
instability.
PROOF: By Corollary 1, the system obtained from (1) on replacing the function
Q(x, y) by the function Q(x, y) = Q(x, y) + A(X - c)P (A > 0 being arbitrarily
small) in the neighbourhood of the point (c, 0) has degree of structural instability
p - 1, the number p being arbitrarily large.
Bifurcations of singular points of type 2 are determined by bifurcations of the
zeros ofthe function Q+ (x, 0) (or Q- (x, 0)), by the signs of this function on either
side of each zero and by the disposition of separatrices. Let Q- > 0, p+ > o.
H x = c is a simple zero of the function R(x) == Q+(x,O) then the singular
point (c,O) is of class 2a (if R'(c) > 0) or 2b (if R'(c) < 0) (Figs. 56 and 57); it
is structurally stable and does not undergo bifurcations.
H x = c is a zero of multiplicity 2, the function R(x) does not change sign
and the singular point (c,O) is of class 2c (if R"{c) > 0) and of class 2d (if
R"(c) < 0) (Figs. 58 and 59); it has first degree of structural instability. For
small variations of the function R(x) in the metric (J2 the zero of multiplicity 2
may be preserved, may vanish or split into two simple zeros as in Fig. 73.
19
Singular Points on a Line of Discontinuity 233
Therefore, under small (in 02) variations of the system a singular point
of class 2c can either be preserved or vanish (in this case there remains such a
singularity on the line y = 0 as in the case AAo, 2, 16, Fig. 29) or split into
two structurally stable points of classes 2a and 2b (Fig. 76) joined by the line
on which trajectories join together, i.e., by a linear singularity of class AA
1
A
singular point of class 2d also can either be preserved or be transformed into
a non-distinguished point of a linear singularity of class AAl (Fig. 30), or split
into two singular points of classes 2a and 2b; the line on which trajectories join
together becomes discontinuous (Fig. 77).
Figure 76 Figure 77
If :r; = c is a triple zero of the function R(:r;) then the singular point (c,O) is
of second degree of structural instability and belongs to class 2a (if Rill (c) > 0)
or to class 2b (if Rill (c) < 0). Considering bifurcations of a triple zero, we obtain
all possible bifurcations of such a singular point. For RIII(C) > 0, for systems
close in 0
3
the following cases of the presence of singular points are possible:
1) one point of class 2a; 2) two points of classes 2d and 2aj 3) two points of
classes 2a and 2c; 4) three points of classes 2a, 2b, 2a arranged in that order
(here three topologically different arrangements of separatrices are possible). For
RIII(c) < 0 the following cases are possible: 1) one point of class 2bj 2) two points
of classes 2c and 2b (Fig. 78); 3) two points of classes 2b and 2d (Fig. 79)j 4)
three successively ordered points of classes 2b, 2a, 2b.
Figure 78 Figure 79
REMARK: The concept of degree of structural instability introduced in 2, 18,
changes essentially if in the definition of eo-identity of the systems A and A we
do not require that singular points be mapped into singular points (or if we do
not regard as singular those points in the neighbourhood of which trajectories
are arranged topologically the same as in the neighbourhood of ordinary points
or as in the neighbourhood of non-endpoints of a linear singularity, Figs. 58, 59).
For instance, at bifurcation of the singular point considered the last (for
R"'(c) < 0) in the cases 1),2),3) the system obtained is topologically equivalent
to the initial one since singular points of classes 2c and 2d are topologically
equivalent to non-singular points (cf. Figs. 57, 78, 79) and in the case 4) the
234 Local Singularities of Two-Dimensional Systems Chapter 4
system obtained is structurally stable. Therefore, under the definition of e-
identity modified as above, (or under the modified definition of a singular point)
one would have to ascribe to such a singular point with R(e) = R'(e) = R"(c) =
0, RIII(e) < 0 the first degree of structural instability. This would complicate
the formulation and the proof of Theorem 2. Moreover, for such singular points
the degree of structural instability would not then coincide with codimension,
whereas they do coincide for the remaining singular points considered here.
4. Among singular points of type 3 the "sewed focus" 1 (Fig. 67) has been
investigated most thoroughly ([4J, p. 393; [190]).
Let, for the system (1) of class e:" m ~ 2, at the point (0,0).
(27)
p- < 0, p+ >0,
and in the neighbourhood of this point
(28) (0 < Ixi < po).
Under these conditions, for a sufficiently small Xo > 0, a trajectory from a
point (xo,O) passes into the region y < 0, intersects the x-axis at a point
(X1,0), Xl < 0, passes into the region y > 0 and goes back to the x-axis at
the point (X2'0), X2 > 0. Instead of the succession function X2 = /(xo) it is
more convenient to consider ([4J, p. 396) the functions
(29) Xo = 0'- (Xl), X2 = 0'+ (Xl), X(xt) = X2 - Xo = 0'+ (Xl) - 0'- (xt).
If X(xt) > 0 on some interval -01 < Xl < 0 then the focus is unstable (Fig. 80);
if X(Xl) < 0 then it is stable (Fig. 81), and if X(xt) == 0 then the singular point
is a sewed centre (Fig. 68). If on each interval of the form -01 < Xl < the
function X takes both zero and nonzero values, the singular point is a sewed
centre-focus.
Figure 80 Figure 81
In order to examine the properties of the functions 0'+ (x) and 0'- (x) it is con-
venient to define them for X ~ 0, assuming 0'*(0) = 0, 0'+(X2) = Xl, O'-(xo) =
Xl, where X2 > 0, Xl < 0, Xo > are the same as above. Then the functions
0'* (x) are defined for -P1 < X < P2, P1, P2 > 0, and
(30) 0'+(0'+ (x)) == X, 0'- (O'-(x)) == x.
LEMMA 6. If P-, P+, Q-, Q+ E em, m ~ 1, at the point (0,0) the condi-
tions (27) are fulfilled, and the derivatives Q; < 0, Qt < 0 then 0'-,0'+, X(x) E
em for Ixl < 01, 01 > O.
PROOF: For y > 0 we have from (1)
~ ~ = F(x, y) F = ~ : E em (y ~ 0),
F.,(O,O) = -2rP < O.
lOther terms used are: "fused focus," "merged focus" and "stitched focus."
19 Singular Points on a Line of Discontinuity 235
Putting y = f}2z2, we derive the equation 2f32z dz/dx = F(x,z2), from which
we pass over to the system
(31)
dz 1 ( 2_ ( )
dr = 2f32 F X, z ) = H x, z ,
dx
dr = z.
Since HeC
rn
(x
2
+z
2
< H(x,z) = -x+o(lxl+lzl) the result follows from
[185J (p. 252).
LEMMA 7. If u(x) e Cl, u(O) = 0, u(O'(x)) = x, xO'(x) < 0 (0 < Ixl < 5), then
u'(O) = -l.
PROOF: Differentiating the equality u(u(x)) = x at the point x = 0, we have
(u'(0))2 = 1. Since xu(x) < 0 (0 < Ixl < 5) then u'(O) = -l.
LEMMA 8. If functions Ul(X) and U2(X) satisfy the conditions of Lemma 7
and udx) < U2(X) for 0 < x < 5 then udx) < U2(X) and on some interval
-51 < x < O ..
PROOF: If udx) = y then ut{y) = x, that is, the graph of the function U1(X)
is symmetric about the straight line y = Xi the same holds also for U2(X). The
assertion of the lemma follows from symmetry of the graphs and from decrease
of the functions Ul, U2 (Fig. 82).
Figure 8
LEMMA 9 [41, p. 397). The functions u- ,u+, X possess the properties:
1
(32) u-(O) = u+(O) = X(O) = 0, (u-)'I,_=o = (u+)'I._=o = -1, X'(O) = o.
2 If for some k 2 there exist X(i) (0), i = 1, ,k, and
(33)
X(k) (0) =1= 0,
then k is an even number.
3 Each of the functions u- and u+ also possesses the property 2 .
PROOF: The property 1 follows from (29), (30) and from Lemma 7.
We will prove the property 2. If in (33) the number k were odd, then the
difference
236 Local Singularities of Two-Dimensional Systems Chapter 4
would change sign on passing through point x = O. This contradicts Lemma 8.
The property 3 is proved similarly to 2 if instead of the functions 0'+ or
0'- we take the function 0'2(X) == -x.
For an ordinary focus, as distinguished from a "sewed" focus, the first of
the nonzero derivatives (for p = 0) of the function d(p) = f(p) - p (f(p) is a
succession function) has an odd order ([185J, p. 352).
Let us find several first coefficients of a power series expansion of the function
x(x) in x. Under the conditions (27), the trajectories of the system (1) near the
point (0,0) for y > 0 and y < 0 satisfy the equation (its coefficients are different
for y> 0 and y < 0)
dy Q(x, y) 2 2
(34) dx = P(x, y) = ax + by + ex + dxy + ey + rp(x, y),
rp(x, y) E C
2
, rp(x,l/) = 0(x
2
+ y2). If P, Q E ct then we can write
(35)
We seek for a solution which goes from the point (-p, 0). For this solution
x = O(p), Y = O(p2). Making, in (34), the change 2y = -aYl and then -2x +
bYl = -2X1' we obtain
(36)
d
d
Yl
= -2Xl + 3 A x ~ + 0 ( x ~ + IYll) ,
xl
Integrating from -p to Xl and taking into account the fact that yd -p) = 0, we
obtain (writing x instead of xd
(37)
The function (37) vanishes for X = -p and for x = O'(-p), Equating (37) to zero
and cancelling X + p, we obtain
(38)
Since we seek for the zero x = 0'( -p) = O(p) then from (38) we have X - P =
O(p2). Substituting this again into (38), we get
(39)
In the case where the function rp in (34) has the form (35), we similarly obtain
From (29) and (39) we derive for systems of class C;
(41)
19 Singular Points on a Line of Discontinuity 237
and for systems of class C!
x(-p) = a2p2 + asps + a4p4 + O(p4),
as = (A+)2 - (A-)2, a4 = K+ - K-.
(42)
Here A+, K+ (A-, K-) are expressed by formulae (39) and (40) through the
values of the coefficients a = a+ < 0, b = b+, ... from equation (34) in a region
1/ > (respectively, a = a- > 0, b = b-, ... in a region 1/ < 0). They can also
be expressed immediately through the values of the functions P, Q and of their
derivatives at the point (0,0), for instance,
(43)
Knowing the coefficients a2, a4, of the function X( -p), one can investi-
gate stability of a sewed focus and its bifurcation.
THEOREM 3. Let the conditions (27) and
(44) Q;(O,O) < 0, < 0.
be fulfilled. If a2 < or a2 = 0, a4 < or X(k) (0) < in (33) then the zero
solution is asymptotically stable. If "2 > or a2 = 0, a4 > or X(k) (0) > 0
in (33) then the zero solution is unstable. In the case of stability the trajectory
reaches the point (0,0) only after an infinite time, and solutions tend to zero
with a characteristic exponent
(45)
-- 1 V
'Y = lim -lnz
2
(t) + 1/
2
(t) = -,
t ..... oo t 21"
1 1
1" = P-(O, O) + P+(o, 0)"
PROOF: A trajectory passing through the point (-p,O) intersects the semi-axis
Oz, z> 0, at points Zo = q-(-p) and Z2 = q+(-p). IT X(-p) < (0 < p < Po)
then Z2 < Zo (Fig. 81) and after that the trajectory intersects this semi-axis at
points Z4 > Z6 > ... > O. There exists .lim Z2i 0. Since, as in (29),
...... 00
(46)
it follows that as i --. 00 we have X(Z2Htl --. 0, Z2H1 --. 0. Hence Z2i =
(1'- (Z21+1) --. and on the trajectory we have z(t) --. and the asymptotic
stability follows.
IT X(-p) > (0 < p < Po) then we similarly find that z(t),y(t) --. as t
decreases, and the zero solution is unstable.
Let us estimate the speed at which the solutions approach zero in the case
X < 0. By virtue of (32), Z2H1/ Z2i --. -1 as i --. 00, hence for any e >
from (41) and (46) we have for all i
238 Local Singularities of Two-Dimensional Systems Chapter 4
Since lnx ~ x -1 (0 < x < 00),
(47)
The time of motion along the trajectory from the point (X2., 0) to the point
(X2H2' 0) is equal to t. = 2TX2.(1 + 0(1)), where T is the same as in (45). Sum-
ming (47) over i from some i = i(e) to any k, we obtain
k
Tk = Lt .
'=i
From this, taking account of boundedness of dyjdx, (45) follows.
We now consider bifurcations of a sewed focus under the conditions (27)
and (44). In passing over from the functions P, Q to the functions P, Q, which
are close to P, Q in C!, the singular point either remains isolated (if the functions
Q- (x, 0) and Q+ (x, 0) have a common zero) or splits into several singular points
(if the zeros of these functions are distinct). The former case is considered in [4J
(p. 398) and in [190J, and the latter one is analyzed in 5 below.
In the former case, the conditions (28) are preserved after the origin is placed
at a singular point. IT a2 =1= a in (41) then by virtue of (43) under small (in C:)
variations of the functions P, Q, the sign of a2 is preserved and by Theorem 3
the singular point remains a stable (if a2 < 0) or an unstable (if a2 > 0) focus.
Let P, Q E C! and a2 = 0, a4 < O. Then the singular point is a stable focus.
Under small (in C!) variations of the functions P, Q the sign of a4 is preserved.
Two cases are possible. IT it turns out that a2 ~ 0 then the focus remains stable.
IT a2 > 0 then the focus becomes unstable and around it a stable limit cycle
appears (Fig. 83).
Figure 89
Indeed, for small P the function (42) is negative in the case a2 = 0, a4 < 0
and has a zero P = 0 of multiplicity 4. For a4 < 0, and sufficiently small
a2 > 0 the function remains negative for some p. < 0 and P" > 0 but becomes
positive for small Ipl. Consequently, it vanishes for some PI < 0 and P2 > 0,
and through the points (-PI, 0) and (-P2, 0) there passes a closed trajectory.
By Lemma 5, 18, the sum of the multiplicities of the zeros of the function (42)
(with a4 =1= 0) in the neighbourhood of the point P = 0 is 4 at most. Since P = 0
is a double zero then PI and P2 are simple zeros. Hence, the closed trajectory
is a limit cycle. It is stable because as Ipi increases, the function X changes sign
from "positive" to "negative."
19 Singular Points on a Line of Discontinuity 239
5. By Lemma 1, singular points of types 3 and 4 are structurally unstable.
We will select from them, points of first degree of structural instability. Suppose
that P, Q e and that the velocity of motion on the intervals of the x-axis
where Q-(z,O) . Q+(x,O) is determined by formula (5). The proofs are
briefly presented.
Let (0,0) be a singular point of type 3, that is, at this point
(48) Q- =Q+ =0, P- ",0, p+",o.
LEMMA 1 O. If (0,0) is a singular point of type 3 which has a nrst degree of
structural instability then it is isolated and at this point
(49)
Q; (0, 0) '" 0,
Qt(O,O).", 0.
PROOF: Let the point (O,O}be a limit point for singular points (x.,O), that is,
for points at which either PO(x.) = or Q-(x.,O) = or Q+(x.,O) = 0, i =
1,2, .... The functions pO and f(x) are defined in (5).
We will consider a system A obtained from a system A of the form (1) by
taking the function
(50)
instead of the function Q+(x,y). For the system A we have 1<z) = /(z) +
axP-(z,O). Since p- '" then, as in Lemma 8, 18, for almost all a the
functions i(z} and Q+(z,O} have only a finite number of zeros in a neighbour-
hood U of the point x = 0. Of these a we take a sufficiently small one and by
Q- (x,,U) = Q-lz, y) - {3z for Q- (z, y) make each of the functions
r = P+Q- - P-Q+ and to have a finite number of zeros in U. The
new system has an isolated singular point (0,0) of type 3, that is, a structurally
unstable point and is not e-identical to the system A. Hence the system A with
a non-isolated singular point cannot have a first degree of structural instability.
Let the point (0,0) be an isolated singular point of type 3 and assume
that at this point, for instance, = 0. We will consider the system A with
the function (50), taking a = c-1Q+(c,0). In a 3e-neighbourhood V of the
point (0,0) there are no other singular points and, therefore, a '" for c = e.
The system A in V has singular points (0,0) of type 3 and (e, 0). Hence, it is
structurally unstable and not e-identical to the system A. The system A and the
point (0,0) cannot, therefore, have a first degree of structural instability. This
contradicts the assumption of the lemma, and the assumption = is not
true.
COROLLARY. The singular points of type 3 presented in Figs. 66, 69, 70, 71
cannot have a nrst degree of structural instability.
Indeed, the function Q+(z,O) or Q-(z,O) does not change sign, and the
condition (49) is not fulfilled.
LEMMA 11. Near the point (0,0) the trajectories of the systems
240 Local Singularities 0/ Two-Dimensional Systems Chapter 4
are written in the form 11 = IP- (x). 11 = IP+ (x), and if IP'f (0) = 0, then
(52) = Q;(O,O)/ p+(O, 0).
Taking account of (48), the proof follows from the formulae
= Q/P = [(Q., + - (P., + /p
2

COROLLARY 1. If at the point (0,0) we have Q; P- < 0, Q;t p+ > then the
singular point (Fig. 64) is either a saddle (for P- p+ < 0) or a quasisaddle with
a trajectory going along the x-axis (for P- p+ > 0).
COROLLARY 2. If at the point (0,0) we have Q; P- > 0, Q;t P+ < then near
this point all the trajectories come onto the x-axis at both ends. If there are no
closed curves composed of arcs of trajectories then the singular point (Fig. 67)
is a focus (for P- P+ < 0) or a quasifocus with the trajectory going along the
x-axis (for P- P+ > 0).
COROLLARY 3. If at the point (0,0) we have Q; Q;t P- P+ > then for 11 <0
and 11 > 0 the trajectories are convex on the same side (Fig. 65). In the case
P- P+ < there exists a trajectory going along the x-axis.
In all the three cases (Corollaries 1-3) near the point (0,0) there exists a
trajectory going along the x-axis only if
(53) Q;(O, O)Q;(O, 0) < 0.
At the point (0,0) it follows from (5) and (48) that
(54) /'(0) = P+(O,O)Q;(O,O) - P-(O,O)Q;(O,O).
In the cases 1 and 2 under the condition (53) we have /(0) = 0, 1'(0) :F 0, Q; :F
Q;t, hence pO(x) in (5) does not change sign near the point x = OJ that is, the
motion along the x-axis on both sides of the singular point proceeds in one
direction. In the case 3 this holds if
that is, if at the point (0,0) the curvatures of the trajectories of the two sys-
tems (51) are different (this follows from (52)).
THEOREM 4 [188]. If a system A is of class C: and at the point (0,0) the con-
ditions (48) are satisfied then this point has a first degree of structural instability
if and only if the following conditions are satisfied:
1 Q;t(O,O}:F 0, Q;(O,O):F 0.
2 If at the point (0,0) we have Q; P- > 0, Q;t p+ < then at this point
PI + Qt _ Q;t., _ P.,- + Q; + Q;., - :F
P+ 2Q% P- 2Q; - a2
519
(55)
Singular Points on a Line of Discontinuity 241
30 If at the point (0,0) we have P- p+ < 0, Q; Q;!' < 0, then at this point
Q; Q;!'
a) p_ :f. p+'
o = 2 for Q; p+ > 0,
b) Q; ..J. OQ;!'
p_ r p+'
o = 1/2 for Q; p+ < O.
PROOF: SujJicienc". Let the conditions (48) and 1_3 be fulfilled. Then in some neighbour-
hood U of the point (0.0) the functions P-.P+. Q;. Qt (and in the case P-p+ < 0 also
/'(z)) do not change sign and exceed a constant" > 0 in absolute value. For /'(z) in the
case 3 follows from (66) and in the case p-p+ < o. Q;Ql >,..,0 fr2m !,!i4). For _any
system A sufficiently close in to the system A. the functions p-.P+.Q;.Qt (and /' if
p-p+ < 0) in U have the same signs as p-.P+.Q;.Qt (and I'). Hence the system A may
have singular points in U only of types 1. 2. and 3 (or only of types 2 and S if P-p+ > 0).
Since q; :j:. o. qt :j:. 0 (and i' :j:. 0). each of the functions q-(z.O). q+(z.O) (and i(z) if
p-p+ < 0) in U has only one. necessarily simple. zero (Zl.Z2.Z0. respectively).
If Zl = Z2 then i(zl) = OJ hence Zl = Z2 = zo and there exists in U only one singu-
lar point 0 of the system A. At this point the functions p:l:. (and i') satisfy the same
inequalities as p:I:. (and I'). The singular points (0.0) and 0 belong therefore to the
same topological class. In the neighbourhoods of these points one can prove a-identity of the
systems A and A.
In the case Zl :j:. Z2 we have j(Zl) :j:. o. i(Z2) :j:. O. hence Zl :j:. Zo :j:. Z2. The system A has
in U two singular points (ZI.0) and (Z2.0) of type 2 (and one point Zo of type 1 ifP-P+ < 0).
These points are structurally stable (Theorems 1 and 2) because the zeros z 1. Z2. Zo are simple.
a) If P- Q; < O. p+ Qt > 0 at the point (0.0) then the Bame ineqUalities hold for the
system A in U. The are convex towards the z-axis (Fig. 84). The singular points
(ZI.0) and (Z2.0) are of class 2a. (zo.O) is of class lb. Structural stability of the system A is
proved as in Lemma 6.
b) If P-Q; > O. P+Qt < 0 then the of the systems A and A are concave
towards the z-axis. The singular points (Zl. 0) and (Z2.0) are of class 2b. (zo.O) is of class 1a.
By virtue of the condition 2.112 :j:. 0 in (41). Hence. 1+)" - 1-)":= X" :j:. O. and the graphs
of the functions (1+ and (1- lie as shown in Fig. 82. Under small (in variations of the
system A the functions u+ and (1- change little in C
2
(this can be obtained by applying the
results from [186). p. 262 to the system (31)). Then for the system A close to A the graphs are
either also tangent to one another or have no common points or intersect at two points; that is.
the equation X(z) = 0 has either a double zero or no zeros or two simple zeros (Lemma 6. 18).
In the first case the system A is a-identical to the system A. In the second and third cases the
trajectories of the system A are shown in Figs. 86 and 86 if P- < O. p+ > O. 112 < 0 (for
different signs the direction of motion along in one or two half planes is different;
for P-p+ > 0 the on the z-axis lie only outside the interval (Zlo Z2)). Simple
teros of the function X correspond to a structurally stable limit cycle. Double separatrices are
absent. and the structural etability of the system A follows.
c) If P-p+ > o. Q;Qt > 0 at the point (0.0) then in U all the of the
systems A and A are convex to one side. The system A has only two singular points (Zl.0)
and (Z2. 0) of classes 2b and 2a (Fig. 87). Structural stability of the system A follows as in the
case a).
d) If P-p+ < o. Q;Qt < 0 at the point (0.0) then in U all the trajectories of the
systems A and A are convex to one side. For the system A the z-axis is a trajectory. the motion
along it on both sides of the point z = 0 has one direction by virtue of the condition SOa).
The system A has two singular points (Zl. 0) and (Z2.0) of type 2. classes 2a and 2b. and one
242 Local Singularities of Two-Dimensional Systems Chapter 4
Figure 85 Figure 86
Figure 87 Figure 88
singular point (zo,O) of type 1 (Fig. 88). Closed trajeetories are absent. A separatrix of a
sing'llar point of dass 2a may go into a singular point of type 1. We will show that under the
eondition 3
0
b) this is impossible for systems A sufficiently dose to A.
By virtue of (48) for trajectories of the system A we have
h = Q ~ ( O , O ) '10
p(O,O) ,
the positive or negative sign is taken for II > 0 (II < 0); <p E 0'2, <p = 0(z2 + '"I). Suppose,
for instance, Qt p+ > 0 then h+ > 0, h- > o. After we have placed the origin at the point
(Z2,O), where Q+(Z2'O) = 0, we have for the system A.
(56)
where Cl!+ = 0, Cl!-,p+,p- are small,.p EO?, .p = 0(z2 + 1111). The separatrix of the
singular point .(0,0) of the system A in the region II < 0 has the form
It intersects once again the z-axis at the point Z3. = -2Cl!-/(h- + p,:) +",Oaj'2).",
On the other hand, at the point Zo we have /(zo) = 0, that is, Q-/P- = Q+ /p+. From
this and from (56) we obtain
(57)
zo= h++p+a_
h
_p +0(a-)2);
a-(2h+ - h- + 2P+ - P-) + R
Z3 - Zo = (h- + ,8-)(h- + p- - h+ - ,8+) ,
If there exist such systems A with double separatrices which are arbitrarily close to A
then 2:3 - Zo = 0 for some sequence of values a- = ai -+ 0, p- = Pi ..... 0, 13+ == f3t -+
0, i = 1,2, .... Equating (57) to zero, then dividing the resulting equality by a- and passing
to the limit over this sequence, we obtain 2h+ - h- = 0, that is, 2Qt /p+ == Q; /P- at
the point (0,0). This contradicts the condition 3
0
b). Hence, the system A has no double
separatrices. Its structural stability follows as in the case a).
Thus, in the case Zl = Z2 we have (B,A) ~ (H,A) and in the ease Zl '12:2 the system A
is structurally stable. The system A and its singular point (0,0) have, therefore, a first degree
of structural instability.
19 Singular Points on a Line 0/ Discontinuity 243
NIICII .itl/ of the condition l
O
is proved in Lemma 10. We will prove the necessity of the
conditions 2 and So.
2 Let Q;P- > 0, Q'tP+ < 0, and, for instance, P- < 0, p+ > O. Let (12 = O. Then
for the system A we have X(z) = 0(z2) by virtue ofj41) and (4S). For the system A, which is
obtained from the system A by the substitution of P+(z,SI) = P+(Z,SI) + for P+(Z,SI), by
virtue of (4S) the function X is equal to
(58)
"'() 21' 2 (2)
X Zjl' = SP+(O,O)Z +0 Z .
If (0,0) is either a centre or a centre-focus for the system A then for any I' '# 0 this point
is a focus for the system A by virtue of (58).
If in some neighbourhood of the point (0,0) there are no closed of the system A
then X(zt) '# 0 for an arbitrarily small ZI > 0, for instance, X(Zl) > o. There exists a small
I' '# 0 such that X(Zl, 1') > 0 and for some Z2 e (0, ZI) we have < 0 by virtue of (58).
Then i(zs, 1') = 0 for some Zs e (Z2,ZI). Through the point (zs,O) there passes a closed
of the system A.
In both cases the systems A and A are not II-identical for small II. For the system A the
point (0,0) is of type S, hence, the system A is structurally unstable. The system A and its
singular point (0,0) cannot, therefore, have a first degree of structural instability.
So Let P-p-f < 0, Q;Q't < 0 at the point (0,0). If the condition So a) of Theorem 4
is not fulfilled then "(0) = 0 (Bee (54. Let the system A be obtained from A by taking the
function
instead of the function Q:!::(z, SI). The system A is close to the system A if a is small, and for
it
q+(O, O)q-(O, 0) = a
2
p+(O,O)P-(O,O) < 0, j(O) = 0, j'(O) = O.
Consequently, for the system A the singular point (0,0) is a structurally unstable point of
type 1 (Theorem 1). It is topologically different from a singular point of type 3 under the
conditions P-P+ < 0, Q;Q't < 0 (the neighbourhood of this point consists of other sectors,
see 2).
Let the condition 3 b) be not fulfilled and, for instance, Q'tP+ > O. We will construct
such a system A with a double lIeparatrix which is arbitrarily close to the system A. For this
purpose we take 01+ = p+ = 0, ;; = <p:!:: in (56) and for an arbitrarily small 01- '# 0 choose
p-, such that Zs - Zo = 0 in (57). Since h- = 2h+ then from the equation zs - Zo = 0 we
have
(59)
Since IRI k(a-ra then equation (59) has a solution p- = 0(01-).
Thus, if the condition 8 a) or 3 b) is not fulfilled then there exist structurally unstable
systems which are arbitrarily close to the system A but topologically different from it. Thus,
the system A cannot have a first degree of structural instability in the neighbourhood of the
point (0,0).
6. Let (0,0) be a singular point of type 4 and
(60) p+(O,O) = Q+(O,O) = 0,
Let us assume the system A + (see (51 of class 0
1
to be defined in a whole
neighbourhood of the point (0,0) but not only for 11 O. By virtue of (60), the
point (0,0) is a stationary point of the system A +. Suppose
b = P:(O,O),
u = a+d,
c = Q:!"(O,O),
tl. = ad - bc.
244 Local Singularities 01 Two-Dimensional Systems Chapter 4
Under linear transformations of the plane and under substitution of -t for
t and -x for x the signs of the quantities .6., 0'2 - 4.6., O'Q- (0, 0), and I' (0),
where I(x) is as in (5), remain unchanged.
It follows from (60) that in the case (0, 0) =1= 0 the function Q- (x, 0) X
Q+(x,O) changes sign in passing over from the values x < 0 to x > O. The
motion along the x-axis therefore proceeds only in a half neighbourhood (x < 0
or x > 0) of the point x = O. According to (5), if 1'(0) < 0 then this motion
and the motion along the trajectory of the system A - , which passes through the
point (0,0) for y 0 (see (51)), are both directed either towards the point (0,0)
or away from this point and if 1'(0) > 0 then one is directed towards this point
and the other is directed away from it. In the case .6. < 0, the singular point (0,0)
of the system A + is a saddle-pointj in the case 0 < 4.6. < 0'2 it is a node, and
in the case 0 < 0'2 < 4.6. it is a focus. This reasoning gives the following eight
topological classes of singular points.
1) If .6. < 0, =1= 0 then in the case 1'(0) < 0 we have the class
HQQH (Fig. 89), and in the case 1'(0) > 0 the class HKKH (Fig. 90).
2) If 0 < 4.6. < 0'2, (0,0) =1= 0, then in the case I' (0) < 0 we have the
classes Q PQ for O'Q- (0, 0) < 0 (Fig. 91) and H P FQ for O'Q- (0, 0) > 0 (Fig. 92),
and in the case I' (0) > 0 we have the classes K P K for O'Q- (0, 0) < 0 (Fig. 93)
and HPRK for O'Q-(O, 0) > 0 (Fig. 94).
3) If 0'2 < 4.6. then in the case 1'(0) < 0 we have the class QQ (Fig. 95),
and in the case 1'(0) > 0 the class KK (Fig. 96).
If a singular point is a node or a saddle-point then ([157], p. 186) trajectories
entering this point are tangent at this point to eigenvectors of the matrix
(61)
M= (a !) =
c Q", Qy ",=y=O
A nonzero vector (u, v) is an eigenvector if and only if
(62) au + bv = .Au, cu + dv = .AV,
that is, if
(63) (au + bV)v = (cu + dv)u.
If c =1= 0 then the eigenvectors have the form (kl' 1) and (k2' 1), where kl and k2
are roots of the equation
(64) == ck
2
+ (d - a)k - b = O.
LEMMA 12 ([185], 9). Let (0,0) be a singular point 01 a system A + E a!, and
.6. =1= O. Then
a) there exist p > 0, 00 > 0 such that for 0 < 0 < 00 any system A o-close
in a
1
to the system A + has in a circle Kl (x
2
+ y2 p2) exactly one singular
point (xo, Yo), where xo = 0(0), Yo = 0(5);
b) if .6. < 0 or 0 < 0'2 =1= 4.6. > 0 then there exists 51 > 0 such that for
o < 5 < 51 the singular point (:to, Yo) of the system A* is of the same type
(node, saddle-point, focus) as the point (0,0) of the system A +j
19 Singular Points on a Line of Discontinuity 245
Figure 89 Figure 90 Figure 91
Figure 9 Figure 99 Figure 94
!J
Figure 9S Figure 96 Figure 97
c) if I:l. < 0 or 0 < 41:l. < 0'2 then for anye > 0 there exist Pl(e), 6'2(e) such
that for 0 < P < Pl(e), 0 < 6' < 6'2(e) there exist smooth lines L1, L2; each of
these smooth lines consists of such two half trajectories of the system A which
enter the singular point (xo, Yo), and divides the circle K z- xO)2 + (y- YO)2 ~
p2) into two parts (Fig. 97); at any point the tangent to L" i = 1,2, forms an
angle less than e with the eigenvector (t4, tli) of the matrix (61).
REMARK: IT Q;t :/: 0 then instead of the statement concerning the angle one
can use the following: on L,
(65)
I
dZ - kil < e
dy ,
LEMMA 13. Let a system
(66) z = az+ by,
i = 1,2.
y= cz+dy
have a "focus"-type singular point. Then the trajectory of the system tangent
to the straight line y = -1 has a derivative dx/dy = ko at a first point (6,0) of
246 Local Singularities of Two-Dimensional Systems Chapter 4
its intersection with this straight line; O"(a - ck
o
) > 0,
r 1 (2.6 )
- n + arctg - 0"
20" (a - ck
O
)2 a - cko
0"
= 271"sgnO" - arctg-,
r
(67)
r = V-4bc - (d- a)2 > O.
PROOF: Dividing the first equation from (66) by the second one, we obtain
a homogenous equation. We solve it by means of the substitution x = uy. An
integral curve passing through the tangency point y = -1, u = -d/ c is separated
into arcs, on each of which the integration constant is determined separately. At
the intersection point with the straight line y = -1 we obtain an equation for Uj
expressing U through dx/dy = ko, we obtain (67).
THEOREM 5 [188]. Let a system A E C; and let the conditions (60) be satis-
fied at the singular point (0,0). In order that this point have a first degree of
structural instability it is necessary and sufficient that the following conditions
be satisfied:
1 Either .6 < 0 or t:.. > 0, 0" f: 0, 0"2 f: 4.6.
2 Q:t (0, 0) f: o.
3 P:(O,O)Q-(O,O) f:
4 If.6 < 0 and (63) with U = P-(O,O), v = Q-(O,O) is fulfilled, then the
condition
(68)
must hold.
5 If 4.6 > 0"2 and for ko = P- (0, O)/Q- (0, 0) (67) holds, where a, b, c, dare
as in (61), then the condition O"Q- (0, 0) < 0 must be fulfilled.
PROOF: Nece,litll. For the condition 2. necessity is proved as in Lemma 10.
Let the condition 2 be fulfilled and the condition 1 be not fulfilled. If t:.. = 0 or t:.. >
O. (1 = 0 then the point (0.0) for the system A+ is structurally unstable ([185]. Theorems 11
and 15). We shift this point to the point (0.'1). that is. replace the functions P+(Z.II) and
Q+(z.lI) by P+(Z.II) = P+(Z.II-") and Q+(Z.II) = Q+(Z.II- ,,). The system so obtained is
structurally unstable and, as shown at the end of the proof of Lemma 1, is not e-identical to
the system A. Hence, the system A cannot have a first degree of structural instability. (Here
and below we do not dwell on the choice of the domain H for which (H,..4) (H, A) because
it is obvious.)
If (12 = 4t:.. > 0 then for the system A + the point (0,0) is a node. By virtue of 2. the
vector (1,0) does not satisfy (64), hence infinitely many trajectories from the region II > 0
enter the point (0,0). We make an arbitrarily small variation of the system, so that 4t:.. > (12.
The point (0,0) becomes the focus of the system A +, and there will not be a trajectory from
the region II > 0 entering this point. One trajectory will enter from the region II < 0 and one
along the z-axis (see Figs. 95 and 96). The system so obtained is not e-identical to the initial
system A and is structurally unstable by Lemma 1. Hence, the system A cannot have a first
degree of structural Instability.
Let the condition 8 fail. Then for the function /(z) from (5) we have 1'(0) = O. For the
system A obtained from the system A through replacement of the functions P+, Q+ by
P+(z,lI) = P+(Z,II) - aP-(O,O) - azP;-(O,O),
Q+(Z,II) = Q+(z, II) - aQ-(O,O) - a
2
zQ;(O,O),
19
Singular Points on a Line of Discontinuity
247
for an arbitrarily small a > 0 we have
i(o) = i'(O) = o.
For the system A the point (0,0) is a singular point of type 1. It is structurally unstable by
Theorem 1. Near this point Q-Q+ < 0, hence join together on both intervals
-p < z < 0 and 0 < z < p of the z-axis, whereas for the system A trajectories join together
only one one interval because q-(z, O)q+(z, 0) changes aign by virtue of 2 and (60). Then
the singular point (0,0) of the system A and the singular point (0,0) of the system A are
topologically different. Hence, the system A cannot have a ftrst degree of structural instability.
Let, as in 4,11 < O. Then for the system A+ the point (0,0) is a saddle-point and its
separatrices are tangent to the vectors (ki' 1), ki (i = 1,2) being the roots of equation (64).
For the system A +
(69)
z = P+(Z,II) = P+(Z,II) - P+(O,,,),
iI = Q+(Z'II) = q+(z, II) - q+(O, ,,).
For small" > 0 the point (0,,,) is a saddle-point by Lemma 12.
Let (63) with u = P-(O,O), v = q-(O,O) hold. Then (u,v) is an eigenvector of the
matrix (61). It is collinear with one of the vectors (ki' 1), for instance, with the vector (ki' 1).
By Lemma 12 one separatrix T of the system A+ intersects the z-axis at a point (ZI,O), and
at this point
(70)
where 211 -+ 0, 1(") -:! 0 as " -+ O. _
Let the system A coincide with the system A + for II > 0 and for II < 0 let it be obtained
from the system A through replacement of the function P-(Z,II) by the function P-(Z,II) =
P- (Z,II) + v, where v is determined from the equality
(" -+ 0),
aEd q- = q-. Then the point ,,(ZI' Ok. fC?! the system A the vectors (p+, Q+) and
(P-, q-) are collinear and /(ZI) = p+q- - P-q+ = O.
If is an eigenvalue of the matrix (61) which corresponds to the vector (u,v) = (P-(O,O),
q-(O,O then by virtue of (62) the left-hand side of (68) is equal to 0). If the condi-
tion (68) does not hold then > O. If > 0 then q-(O,O) > 0 and the motion along
the separatrix T is directed away from the saddle-point (0,,,) towards the point (ZIl0), hence
Q+(ZI,O) < O. Then for small" and ZI we have q+(Zl,O)Q-(Zl,O) < O. Since i(zI) = 0,
(Zl'O) is a singular point of type 1 of the system A and T is a double separatrix. The same
holds in the case < O.
The system A is therefore structurally unstable and the system A cannot have a first
degree of structural instability.
Let, as in 5, 411 > (72. Then (0,0) is a focus both for the system A + and for its linear
part, namely the system (66). Now for small" the point (0,,,) is a focus for the system (69).
After the change z = "X, II = ,,(y + 1), the point (0,,,) is mapped into a point X = Y = 0,
and the straight line II = 0 into a straight line Y = -1. The system (69) is transformed into
a system arbitrarily close to (66) in the region IXI '"', WI '"' if" is sufficiently small.
The system so obtained has a trajectory which is tangent to the straight line Y = -1 and
then intersects it at the point Xl (close to 6) with a derivative dX/dY = ko + 1("), where
1'(,,) -+ 0 as " -+ 0 and 6 and leo are the same as in Lemma 13. Going back to 21,11, we deduce
that the trajectory T of the system (69) which is tangent to the z-axis at some point (z, 0)
subsequently intersects it at the point (Zl' 0), Zl = "X1, with a derivative dz/dll = ko + 1(").
Next, as in the proof of the necessity of the condition 4, we show that if the condition 5 is
248 Local Singularities of Two-Dimensional Systems Chapter 4
not satisfied then there exists a system A arbitrarily close to the system A, for which the point
(ZI'O) is a singular point of type 1 and T is a double separatrix. Hence, the system A cannot
have a first degree of structural instability.
Sufficiencl/. Let the conditions 1-5 be satisfied and let V be a sufficiently small neigh-
bourhood of the point (0,0). According to 1, the point (0,0) for the system A+ is either a
saddle-point or a focus or an ordinary node. For a small 6 > 0, for any system A 6-close in
C ~ to the system A, the function Q-(Z,II) y!; 0 in V. The system A may therefore have in V
singular points only of types I, 2, and 4 and not more than one stationary point (ZO,lIo) for
II > O. IC 6 is small then by virtue of 2,3, and (60), for the system A the functions Q+(z,O)
and .
}(z) = P+(z, O)Q - (z, 0) - P- (z, O)Q+(z, 0)
have, on the segment of the z-axis in V, only one zero each, z and ZI, respectively (since for the
function 1 from (5) we have 1(0) = 0, 1'(0) y!; O)i these zeros are simplei z, ZI, Zo,II0 = 0(6),
so the point (:CO.lIO) is of the same type as the point (0,0) for A+.
A If 110 = 0 then P+(:co, 0) = Q+(zo,O) = 0, i(zo) = 0, hence z = ZI = Zo. Then
in V there exists only one singular point (zo,O) of the system A. This is the point of type 4.
For small 6 at this point there hold the conditions similar to the conditions 1-3 for the
system A, and the functions Q-, QT, i', A, (72 - 4A, (7 (for A = 0) have the same signs as the
corresponding functions for the system A. Then the neighbourhoods of these singular points
consist of the same sectors (see cases 1)-3), Figs. 89-96) and are topologically equivalent. We
have (V, A) ~ (V, A) for a small 6 > 0 in some neighbourhood V of the point (zo, 0).
BO If I/O > 0 or if in the part II ~ 0 of the neighbourhood V there are no stationary points
of the system A+ (2: = P+(Z,II), iI = Q+(:C,I/)) then in V there exist exactly one singular
point (:c., 0) of type 2, not more than one singular point iZl' 0) of type ~ , and not more than
one stationary point (:co, I/o) in the region II > O. Since QT(z, 0) y!; 0, 1
'
(zI} y!; 0, by virtue
of Theorems 1 and 2 and the condition 1, these points are structurally stable. We will show
that in V there are no double separatrices or structurally unstable closed poly trajectories.
The functions Q- presetves its sign in Vi hence a closed trajectory cannot lie, even
partially, in the region II < O. If a whole closed trajectory lay in the region II > 0 then within
it there would be a singular point (:co, 110) of index I, that is, with A > o. But then (7 y!; 0 for
the system A and, therefore, for small V and 6 for the system A the sum Pi" + QT ,'close in V
to the number (1, preserves its sign in V. Then in V for II > 0 there are no closed trajectories
([157J, p. 228). Consequently, a closed trajectory can lie only partially in the region 1/ > 0
and partially on the :c-axis (Fig. 98). But then it contains a segment of the :c-axis on which
Q- y!; 0, that is, a segment of linear singularity, and is not a poly trajectory.
We will show that V contains no double separatrices.
1) Suppose that a separatrix T of a singular point (:c., 0) of type 2 goes into a point
(ZI'O) of type 1. At (Zl,O) the function h(z) = Q-(z,O)Q+(:c,O) < Oi it changes sign only
at the point (:c,O). Hence h(:c) < 0 on the interval of the z-axis between these points, and
along this interval there passes a trajectory L. The trajectories T and L bound a domain W.
The second separatrix of the point (:c., 0) goes inside W since otherwise the function Q+(:c,O)
would once again change sign on the indicated interval (Fig. 99), which is impossible. Then
within W there is a singular point (zo, I/o). At small 6 it can be only a focus because, by virtue
of Lemma 12, c), in the case of a node or a saddle-point through the point (zo, 110) there passes
a line which separates W into two parts and cannot be intersected by the trajectory T. Hence
for the system A + the point (0,0) is also a focus. Then from the reasoning used in the proof
of the necessity of the condition 5 it follows that if the condition 5 is fulfUled, there' are no
double separatrices.
2) Let a separatrix depart from the point (:co, I/o), I/o > O. Then (:co, I/o) is a saddle-point
of the system A. Since QT(O,O) y!; 0 the separatrices of the singular point (0,0) of the sys-
tem A + are not tangent to the :c-axis at this point. By Lemma 12, for small 6 the separatrices
of the point (:CO,IIO) of the system A are not tangent to the :c-axis in the neighbourhood V
either. Therefore, they do not enter the point (z, 0) at which the trajectory is tangent to the
z-axis. Neither do they enter the singular point (ZI' 0) if the condition 4 is satisfied. This
is proved by reasoning similar to that used in the proof of the necessity of the condition 4.
Hence, V contains no double separatrices in this case either.
Thus, in case BO for small 6 the system A has neither structurally unstable singular points
nor structurally unstable closed poly trajectories nor double separatrices. Then, by virtue of
19 Singular Points on a Line 01 Discontinuity 249
Figure 98 Figure 99
Theorem 1, 18, the system A is structurally stable in V.
From A and BO it follows that the system A in .the domain V and the singular point
(0.0) have a first degree of structural instability.
By virtue of this theorem there exist eight topological classes of singular
points of type 4 of first degree of structural instability (Figs. 89-96). Let us
consider bifurcations of these points.
In the case f:j, < 0, 1'(0) < 0 (Fig. 89) the following bifurcations may occur.
For a system A close to A, for 'Yo > 0 near the origin there exists (Fig. 100)
a singular point (x*, 0) of class 2b, a singular point (Xl, 0) of class la, and a
saddle-point (xo, 'Yo). The point (x*, 0) lies on the interval between the points of
intersection of the separatrices with the x-axis, and the point (XlJO) lies either
on the same interval or outside it.
IT 'Yo < 0, that is, the system A + has no stationary points for 'Y ~ 0, then
the system A has only a singular point of class 2a (Fig. 56).
In the case f:j, < 0, I' (0) > 0 (Fig. 90 for the system A) the arrangement of
the trajectories of the system A is similar to that in the previous case, but for
'Yo > 0 there is no singular point of type 1, and for 'Yo < 0 there exists a singular
point (Xl, 0) of class 1b and a singular point (x*, 0) of class 2a.
In the case 0 < 4f:j, < (12 (Figs. 91 and 92 for the system A), if 'Yo > 0
then the system A has a singular point (x*, 0) of class 2a and a node (xo, 'Yo),
and if 'Yo < 0 then it has singular points of classes 2b and 1a. Bifurcations of
the singular point shown in Fig. 91 are shown in Fig. 101. (Bifurcations of the
singular point shown in Fig. 92 are considered in a similar way.)
The bifurcations of singular points in the case 0 < 4f:j, < (12, I' (ot > 0
(Figs. 93 and 94) differ from the considered ones in that the system A has
a singular point of type 1 only if Yo > 0, and this singular point belongs to
class lb.
In the case 0 < (12 < 4f:j" 1'(0) > 0 the trajectories of the system A are
shown in Fig. 96. IT 'Yo > 0 then the system A has a singular point (X, 0)
of class 2a, a singular point (Xl; 0) of class lb, and a focus (xo, 'Yo). IT the
condition 5 holds, the system A either may have a structurally stable limit
250 Local Singularities of Two-Dimensional Systems Chapter 4
Figure 100 Figure 101 Figure 102
cycle (Fig. 98) or may have none (Fig. 102). In the case O'Q- (0, 0) < 0 there
is no limit cycle. IT Yo < 0, the system A has only a singular point of class 2b
(Fig. 57).
In the case 0 < 0'2 < 4 ~ , 1'(0) < 0 (Fig. 95 for the system A) the bifur-
cations of a singular point differ in that the system A has a singular point of
type 1 only for Yo < 0, this point belonging to class 1a.
The number of topological classes of isolated singular points of each type
(excluding centre-foci because there are infinitely many of them) is tabulated
[188]:
Type
Total number of topological classes
Structurally stable
First degree of structural instability
1
3
2
1
2
4
2
2
Note 1. For type 3 the definition a), 4, is used.
3
39
o
7
4
00
o
8
5
00
o
o
6
00
o
o
Note 2. Bifurcations of vector fields with singularities on the boundary of a
half plane were considered in [191], [192].
20 Singular Points on an Intersection of Lines of Discontinuity
A singular point lying on an intersection of any finite number of disconti-
nuity lines is investigated qualitatively. Sufficient conditions for stability and
instability of such a point and sufficient conditions for its structural stability are
given. More complete results are presented for a singular point on an intersection
of two lines of discontinuity.
20 Singular Points on an Intersection 01 Lines 01 Discontinuity 251
1. Let a circle K < with a centre 0 be separated by smooth lines
(simple arcs of class C1) L
1
, , Lm into m domains S. (i = 1, ... , mj m 2)
called sectors. A sector S. lies between lines L. and L1+1j Lm+1 = L1. Only
endpoints as of the lines L. lie on the circumference of the circle K. The direction
of the circuit a1a2'" a
m
a1 is positive. Each pair of lines L. and Li have no
common points, except the point 0, which is their common endpoint.
In the circle K we consider a system in vector notation
(1) :i: = 1(3:)
In each sector S., the vector-valued function 1(3:) is assumed to satisfy the Lips-
chitz condition. The function can be discontinuous only on the line L
1
, , Lm.
Let Io(x) be a continuous extension of the function 1 from the sector S. onto its
closure S . For 3: E L., let IN(3:) and be projections of the vectors 1'-1(x)
and 10(3:) onto the normal to L. directed from S.-1 to S . On those arcs of the
line L., where 0 (or at least IN (3:) 0, It(x) 0) a continuous
vector-valued function If(x) is defined which is tangent to L. and determines
the velocity of motion :i: = If (x) along such arcs.
LEMMA 1. If 10 (x) =1= 0 in Si \0 then, when continued on both sides, a trajectory
passing through an arbitrary point of the sector S, either comes onto the sector
boundary or tends to the point O.
This is proved in the same way as the assertion 3 of Lemma 5, 17.
Let o. be an angle (which is taken to be in the positive direction) between
the positive direction of the x-axis and the ray tangent to the arc Li at the
point OJ then we have
If Ii (0) =1= 0 then !Pi is an angle between the 3:-axis and the vector 10(0). Adding
to !Pi, if necessary, a multiple by 211", we always assume that
(2)
Let Kp be the circle + < p2.
LEMMA 2. Let "(0) =1= 0 for some i. Then
a) if 0i < !Pi < at+! (or at < !Pi - 11" < 0'+1) then there exists a p > 0 such
that each trajectory passing into Si n Kp goes out of Si n Kp through the arc of
the circumference Ixl = past increases (respectively, as t decreases); in Si there
exists only one trajectory entering the point 0 as t decreases ( respectively, as t
increases); at this point the trajectory is tangent to the vector li(O);
b) if Oi+1 < !Pi < 0i + 11' (or Oi+1 < !Pi - 11' < at + 11') then there exist k
and p such that each trajectory passing through any point b E Si n Kp goes out
of Si onto the line Li (respectively, LHd as t decreases, and onto the line Li+1
(respectively, Li) as t increases, and the arc of this trajectory from the ingress
to the egress point in S, is contained in the region k-
1
Ibl < Ixl < k Ibl.
PROOF: Let 0i < !Pi < 0i+1' The vector "(0) is directed from the point 0
inside the sector Si. Due to continuity of I.(x) in Si and smoothness of the
252 Local Singularities of Two-Dimensional Systems Chapter 4
lines Li and L
Hls
there exists p> 0 such that at each point x of these lines, at
which Ixl < P, the vector Ii(x) is also directed inside the sector. Into the sector
there enter trajectories, one through each of these points x (due to the Lipschitz
condition). They leave the sector Si n Kp only through the arc Ixl = p.
Let aHl < 'Pi < ai +11". Fix '1 > 0 such that ai+1 +'1 < 'Pi < ai+ 1['- '1 and
take Pi > 0 such that in the region Ixl < Pi, x E Si' the directions of the vector
Ii (x) and of the tangents to the lines Li and Li+1 differ from the directions of
the rays 'P = 'Pi, respectively, rp = ai, rp = a'+1, by less than e (0 < e < '1/4).
Then for Ixl < Pi the line Li lies between the rays OCI and OC2 (rp = a. T e),
and the line LHI lies between the rays OCs and OC4 (rp = ai+1 T e) (Fig. 103).
Take P = Pi sin '11, '11 = '1 - 2e, and draw straight lines pq and rs through any
point b E S. n K
p
, b =j:. 0, in directions with polar angles rp = rpi T e. These lines
will intersect the rays OC1,"" OC4 in the region Ixl < Pi because, for instance,
the difference of polar angles of the rays bp and OC4 is equal to
Lopb > '71 and, by the law of sines for the triangle obp we have
sinobp 1 1
lopl = lobi' -. -b ~ lobl-.- ~ P-.- = Pl
sm op sm'11 sm'11
(3)
Figure 109
Similarly we conclude that the distance from the point 0 to the nearest point
of the straight lines pq and rs is at least lObi sin '11. The trajectory passing
through the point b lies between these straight lines. From this there follows the
assertion b) of the lemma for the case under consideration. The other cases are
reduced to the previous ones by taking -t instead of t or -rp instead of rp.
THEOREM 1. Let Ii(O) =j:. 0 for all i, and let the numbers rpi be the same as
in (2). For the point :I: = 0 to be asymptotically stable it is sufficient that
1) for each i the inequalities
(4)
be satisfied;
20 Singular Points on an Intersection 01 Lines 01 Discontinuity 253
2) for 0 < Ixl < Po, the vectors I?(x), wherever defined, be directed along
the tangents to the lines L. towards the point 0, and that I.O(x) =I- OJ
3) if
(5)
i = 1, ... , m,
then it is required that
(6) q < 1,
and if
(7)
i= 1, ... ,m,
then q> 1.
H the boundaries of the sectors are straight lines, and if the direction of the
vector I(x) in each sector is constant, then the conditions 1)-3) are, moreover,
necessary.
REMARK: If the velocity of motion along the lines L. is defined according
to a), 4, and if the condition 1) holds, then for the condition 2) to hold, it
is sufficient that I ~ . - ~ . + ! I < 11' for those i for which
PROOF: First we consider the case where
(8) i= 1, ... ,m.
Then for sufficiently small e > 0
(9) i = 1, ... , m.
By virtue of (4) and (9), for Ixl < Po the vector "(x) is not tangent to L. if
x E L. and is not tangent to Li+1 if x E L.+!. Then for each i, according to the
sign of the difference fP. - a. - 11', on the whole arc Ixl < Po of the line L. the
trajectories either only go out of the sector S. onto the line L. or only go off the
line L. into the sector S . The same holds for Ixl < Po on the boundary Li+1 of
the sector S . In particular, in the case (5) there holds (8), and all the trajectories
for small Ixl successively pass from Sl into S2,. .. Sm, then again into Sl, etc.
For the points Xi of intersection of a trajectory with L., i = 1,2, ... , it follows
from (3) that
In a sufficiently small neighbourhood of the point 0, this ratio of the sines
is arbitrarily close to the one in (6). Hence for a sufficiently small IX11 the
trajectory from the point Xl makes a revolution around the point 0 and returns
254 Local Singularities of Two-Dimensional Systems Chapter 4
onto Ll at the point Xm+1, where IXm+11 ~ ql IXII. Since q < 1 then ql < 1 if
IXII < p But then the trajectory makes another revolution around the point 0,
etc. After n revolutions, IXnm+d ~ q? IXll - 0 and n - 00. On the arc of the
trajectory between the points Xnm+1 and X(n+1)m+1 we have Ix(t)! ~ c IXnm+11
by virtue of (3). From these estimates there follows the asymptotic stability of
the point x = o.
In the case (7) the reasoning is similar, but revolutions proceed in the neg-
ative direction.
If (8) holds, but neither (5) nor (7) does, then a trajectory cannot return
to a sector where it has already been. By virtue of (3), in each sector the value
of Ix(t)1 may increase at most by a factor (sin'7d-
1
and, therefore, Ix(t)1 ~
(sin '7J)-m Ix(to) I for to ~ t < 00. Beginning from some instant tl the trajectory
remains in one of the sectors S. (and then enters the point 0 by Lemma 1) or on
one of the lines L. (and then tends to the point 0 by virtue of the condition 2)
of the theorem). Thus, in the case (8), asymptotic stability follows.
Let, for some i, the vector f.(x) be tangent to the line L. at some points
x E L. arbitrarily close to O. Then <Pi = 0:. + 11" and for Ixl < p the directions
of the vectors hex) and fP(x) differ from the direction with a polar angle <piby
less than E:. Therefore, in the parts of the sector Si and of the line L., which lie
in the sector l<p - 0:. I < 11"/8 of the circle K p , the function Ix(t) I decreases along
the trajectory even if the trajectory comes onto the line L. and goes off it into
the sector 8. (or into S'-l if in this sector <Pi-l = 0:. + 11") infinitely many times.
If <Pi-l 'I- 0:. + 11", then for sufficiently small Ixl trajectories either go off Li into
8.-1 without returning onto L., or cannot leave it.
If the values <Pi coincide for a group of adjacent sectors Si, and if for the
lines Li which separate these sectors the values O:i + 11" coincide with these <P.,
then within some time interval the trajectory can remain in these sectors passing
an arbitrary number of times (even infinitely many times) from one sector Si
into another and, possibly, going along the lines Li' From what has been said
it follows that on such a time intervallx(t) I decreases along the trajectory. On
the other time intervals there hold the same estimates as in the case (8). Con-
sequently, in all the cases where the conditions of the theorem are satisfied the
asymptotic stability follows.
2. The reasoning used in the proof of Theorem 1 and of the lemmas make
it possible to investigate qualitatively the neighbourhood of the point 0 in the
case where all the vectors f'(O) are nonzero and none of them is tangent to the
boundaries Li and Li+1 of the sector 8
i
at the point 0, that is, for i = 1,2, ... , m
(10)
and fP (x) 'I- 0 on the lines L.. In this case, in some neighbourhood of the point
o there are no singular points other than 0, and the point 0 itself can be either
singular or non-singular (for the definition of a singular point see 1, 18).
In the cases (5) and {7) the singular point 0 is a focus, a centre, or a centre-
focus, and near this point there are no linear singularities. In the case (5),
motion along trajectories around the point 0 proceeds in the positive direction;
for q < 1 we ha'e a stable focus, for q > 1 an unstable one. In the case (7),
20 Singular Points on an Intersection of Lines of Discontinuity 255
motion proceeds in the negative direction, for q < 1 we have an unstable focus,
for q > 1 a stable one. The case q = 1 is critical, the point 0 can be a focus, a
centre, or a centre-focus. If all the lines L. are straight and the directions of the
vectors 10(3:) are constant in each of the sectors S. and q = I, then the singular
point is a centre.
If for some (not all) values of i there holds the double inequality (5), and
for the remaining values there holds (7) then there exists a line Li for which
IN > 0, f"J < 0 and another line for which IN < 0, I"J > O. There is an odd
number of such lines. They are linear singularities of class AAI and separate the
neighbourhood of the point 0 into topological sectors of classes G, L, S (the sec-
tors considered in 17, as distinguished from S., are called topological). Stability
of a singular point and belonging of topological sectors to a class G, L, or S de-
pend on the direction of motion along the lines L. which are linear singularities.
If for some i we have a. < !P' < a'+l (or a. < tp. - 1(' < aHl) then by
Lemma 2 in the sector S. there exists a trajectory which enters the point 0
as t decreases (increases). In at least one sector S., let there hold the inequality
a. < tp. - 1(' < a'+l, and let the inequality ai ~ tpi ~ ai+l hold in none of the
remaining sectors, and in each of the lines L. near the point 0 let there exist
neither points where 1(3:) = 0 nor motions directed from the point O. Then
the point 0 is asymptotically stable. In its neighbourhood there may exist only
topological sectors of classes Q and S. If a. < !P. < a.+l for at least one i then
the point 0 cannot be stable.
If a. < tp. < aHl for at least one i and ai < !Pi-1r < ai+l for at least one i
then in the absence of sectors S. with the inequalities (5) and (7) the point 0 is a
saddle-point; its neighbourhood may consist only of topological sectors of classes
H, K, Q. If moreover, sectors S. with the inequalities (5) or (7) are present then
there may also exist topological sectors of classes G, L, S. The point 0 may be
either singular or non-singular (of class H H or KQQK).
LEMMA 3. If for i = 1, .. , m the conditions (10) are satisfied, I. (0) =f 0, and
f.O(O} =f 0 on the lines L. on which the function fP is defined and if q =f 1 in the
cases where for each i either (5) or (7) holds (possibly, forsome i it is (5) and
for other i it is (7)) then the point 0 is structurally stable.
PROOF: Under sufficiently small (in 0
1
) variations of the right-hand side of a
differential equation for each i there remains exactly that condition from the
four from a) and b) of Lemma 2 which has been satisfied for that particular i.
Then the behaviour of the trajectories in each sector and on each line L. remains
unchanged. The condition q =f 1 guarantees the absence of closed poly trajectories
(4, 18) near the point O. The s-mapping of each sector S. onto a corresponding
sector of the phase plane of another, a-close equation is constructed by the
methods used in 17. This proves structural stability of the point O.
The conditions of Lemma 3 are only sufficient for structural stability. The
necessary and sufficient conditions are obtained in [1861.
Now let us consider equation (1) with the definition a), 4. All the previous
results hold in this case also, but their formulations now become simpler.
Along with the phase plane 3:lo 3:2 separated by the lines L. into sectors S.,
we consider a "velocity plane" til, tl2 separated by rays I. (tp = a.) into angles
256 Local Singularities of Two-Dimensional Systems Chapter 4
Si (ai < IP < aHd. The point 0 is considered as belonging to all the rays l.,.
Let tti J-e the endpoint of the vector "(0) constructed in the plane t11, V2. Let
P be a closed broken line with vertices ttl, tt2,'" ttrn , ttm+l = ttl' If a segment
ttitti+1 intersects a ray lHI (or its continuation beyond the point 0) at a point
w then, according to a), 4, the vector fP+1 (0) = w is defined on the line L
i
+1'
We denote the convex closure of the set of points ttl, . ,ttrn by M.
The following assertions hold.
1) The point x = 0 is stationary if and only if 0 E M (2, 12).
2) If 0 E M, 0 P then x = 0 is an isolated stationary point (since in this
case t.(x) :f 0, fP(x) :f 0 by virtue of continuity of the functions" for Ixl < pl.
3) If for i = 1, ... , m the point tLi lies neither on the rays li' lHI nor on
their continuations, if 0 P, and if q :f 1 in the cases where for each i there
holds either (5) or (7) then the point x = 0 is structurally stable (Lemma 3).
4) If for at least one i neither (5) nor (7) is satisfied and if the points
tti Si and the segments ttitti+1 have no points in common with the rays
lHI' i = 1, ... , m then the point x = 0 is asympotically stable. (This follows
from Theorem 1.)
5) If the broken line ttl tt2 ... ttrn ttl does not pass through the point 0 then
the indez of the point x = 0 is equal to the number of revolutions made by this
broken line around the point 0 (2, 14).
6) If the lines L. are straight and in each sector Si the functions ''(x) are
constant then the conditions formulated in 2) and 3) are not only sufficient but
also necessary.
Systems with right-hand sides discontinuous on the lines Li which go from
the point 0 have been investigated in the papers [104], [193]-[196], etc.
3. We now consider the case where right-hand sides of a system are sums
of two terms, one of which is discontinuous on one smooth line and the other is
discontinuous on another smooth line and these lines intersect at a nonzero angle.
If we make the change of variables so that these two lines become coordinate axes,
the system will take the form
5; = It (x, y) + gl (x, y),
the functions Ii are discontinuous only on the y-axis, the functions gi only on the
x-axis. To investigate the behaviour of trajectories near the intersection point
of discontinuity lines in structurally stable cases, one can replace the functions
Ii, g. in each of the coordinate quadrants by their limit values for x -+ 0, y -+ 0
and obtain a system of the form [197]
(13) :i: = a + bsgn:z:+ csgny, iJ = d + e sgn x + f sgn y.
On the lines of discontinuity we use the definition a), 4. We will mention some
properties of solutions of this system, which partially follow immediately from
the results of 2 and partially have been obtained in [197].
If I fl ~ Id + e sgn xl, x > 0 or x < 0 then there exists a solution going along
20 Singular Points on an Intersection of Lines of Discontinuity 257
the indicated semi-axis Ox with the velocity
:i: = 7 (Dl + Dsgnx), y = 0,
D = 1 ~ f 1 ' Dl = 1 ~ f 1 ' D2 = 1 ~ ~ I
IT Ibl ;;I?; la + c sgn yl, y > 0 or 11 < 0 then there exists a solution going along the
indicated semi-axis Oy with the velocity
:i:=O, iJ = ~ (D2 + Dsgny).
The point (0,0) is stationary if and only if either
D:/: 0,
or
D=D1 =D2 =0,
lal ~ Ibl + Icl , Idl ~ lei + III j
the point (0,0) is an isolated stationary point if and only if
(14)
In the case (14) the index I of the singular point (0,0) is equal to sgn Dj if the
point (0,0) is nonstationary then 1=0.
(15)
The point (0,0) is a saddle-point if D < -ID1I, D < -ID21.
The point (0,0) is a focus or centre if
Icl > lal + Ibl , lei> Idl + III ,
ce < o.
Then in the case
(16)
the point (0,0) is a stable focus, if the reverse inequality holds then it is an
unstable focus and in the case of equality in. (16) it is a centre.
For x = 0, y = 0 to be an asympotically stable solution of the system (13),
it is necessary and sufficient that in the case (15) there hold the inequality (16)
and that in the case of failure of at least one of the inequalities (15) there hold
the inequalities
(17)
1< IIdl-lell
The point (0,0) is a stable node if the inequalities (17) hold and at least one
of the inequalities (15) does not hold. IT the same conditions are fulfilled, but
with -b and - I instead of b and I in the last two inequalities (17), then (0,0)
is an unstable node.
258 Local Singularities 01 Two-Dimensional Systems Chapter 4
The point (0,0) is stationary with an elliptic region (Fig. 51) if D > ID!I,
D > ID21 and, besides, either
Ie + al < b < a - e, -e - d < 1 < -Ie - dl ,
or
-e - a < b < -Ie - al , Ie + dl < t < d - e.
The structural stability conditions are as follows: abc i= 0, de1 i= 0
(eight conditions with all possible combinations of signs), D i= max {ID!I, ID2 1},
and if in all the quadrants of the plane we have xyxy < 0 by virtue of the
system (13) then
(then there are no closed broken lines consisting of portions of trajectories).
CHAPTER 5
LOCAL SINGULARITIES OF THREE-DIMENSIONAL
AND
MULTIDIMENSIONAL SYSTEMS
Local singularities of three-dimensional autonomous systems with piecewise continuous and
piecewise smooth right-hand sides are investigated. Singularities lying ona surface of discon-
tinuity of the right.hand side of a system or on an intersection of surfaces of discontinuity are
considered. The basic topological eiasses of singularities are pointed out. Structurally stable
singularities are distinguished. The results are partly extended to multidimensional systems.
21 Basic Types of Singularities. Two-Dimensional Singularities
The main features are specified, according to which the singularities of three-
dimensional systems are classified. Details of the arrangement of trajectories near
a smooth surface of discontinuity of the right-hand sides of a system are studied.
Two-dimensional singularities are considered, their topological classes are
indicated, and the conditions for structural stability given.
1. In a domain G we consider an autonomous system
(1)
The domain G consists of a finite number of finite domains Gj(i = 1, ... ,I), in
each of which a vector-valued function I(z) belongs to C1 up to the boundary,
and of a set M which contains those boundary points of all the domains Gj that
belong to G and consists of a finite number of portions of finite-area smooth
surfaces, finite-length smooth lines, and points. Each of these lines and points
lies on an edge of one or several such portions of surfaces.
The boundary (edge) of each portion of a surface or the endpoints of a
line are not considered to belong to this portion. Different portions have no
common points, whereas their boundaries may have some. For instance, if the
function 1 is discontinuous in three coordinate planes then the domains Gj
are coordinate oct ants, and the set M contains twelve quadrants of coordinate
planes, six coordinate semi-axes, and one point z = o.
259
258 Local Singularities 01 Two-Dimensional Systems Chapter 4
The point (0,0) is stationary with an elliptic region (Fig. 51) if D > ID1I,
D > ID21 and, besides, either
Ie + al < b < a - c, -e - d < f < - Ie - dl ,
or
-c - a < b < -Ie - al , Ie + dl < 1 < d - e.
The structural stability conditions are as follows: a b c i- 0, d e 1 i- 0
(eight conditions with all possible combinations of signs), D i- max {ID11, ID
2
1},
and if in all the quadrants of the plane we have xyxy < 0 by virtue of the
system (13) then
(then there are no closed broken lines consisting of portions of trajectories).
CHAPTER 5
LOCAL SINGULARITIES OF THREE-DIMENSIONAL
AND
MULTIDIMENSIONAL SYSTEMS
Local singularities of three-dimensional autonomous systems with piecewise continuous and
piecewise smooth right-hand sides are investigated. Singularities lying ona surface of discon-
tinuity of the right-hand side of a system or on an intersection of surfaces of discontinuity are
considered. The basic topological classes of singularities are pointed out. Structurally stable
singularities are distinguished. The results are partly extended to multidimensional systems.
21 Basic Types of Singularities. Two-Dimensional Singularities
The main features are specified, according to which the singularities of three-
dimensional systems are classified. Details of the arrangement of trajectories near
a smooth surface of discontinuity of the right-hand sides of a system are studied.
Two-dimensional singularities are considered, their topological classes are
indicated, and the conditions for structural stability given.
1. In a domain G we consider an autonomous system
(1)
The domain G consists of a finite number of finite domains Gj(i = 1, ... , I), in
each of which a vector-valued function /(z) belongs to C1 up to the boundary,
and of a set M which contains those boundary points of all the domains Gj that
belong to G and consists of a finite number of portions of finite-area smooth
surfaces, finite-length smooth lines, and points. Each of these lines and points
lies on an edge of one or several such portions of surfaces.
The boundary (edge) of each portion of a surface or the endpoints of a
line are not considered to belong to this portion. Different portions have no
common points, whereas their boundaries may have some. For instance, if the
function / is discontinuous in three coordinate planes then the domains G
j
are coordinate octants, and the set M contains twelve quadrants of coordinate
planes, six coordinate semi-axes, and one point z = o.
259
260 Local Singularities of Three-Dimensional . .. Systems Chapter 5
The system must be defined on a part of the set M from which the solution
can go out in none of the domains Gi' The definition a), 4, or any other
definition satisfying the conditions mentioned below in 2 is admitted.
We say that the neighbourhoods of two points x and y* filled with trajec-
tories of the system (1) (or of two different systems) have the same structure if
there exists a mapping from one neighbourhood onto another which carries the
point x* into the point y* and which, together with the inverse mapping, is a
one-to-one continuous mapping and carries trajectories into trajectories (that is,
each arc of a trajectory into an arc of a trajectory, and a stationary point into a
stationary point).
A point x* EGis called a topologically ordinary point of the system (1) if
it has a neighbourhood V which contains no stationary points and can be topo-
logically mapped onto some domain so that all the arcs of trajectories contained
in V are transformed into segments of parallel straight lines. The remainder of
the points of the domain G are called topologically singular for the system (1).
From Theorem 3, 12, it follows that all the interior points of the domain, in
which f{x} satisfies the Lipschitz condition and does not vanish, are topologi-
cally ordinary. Thus, all topologically ordinary points have neighbourhoods of
identical structure. Topologically singular points of the system (1) may have
neighbourhoods of different structure.
In the domain G we consider a connected set, all the points of which are
topologically singular and have neighbourhoods of identical structure. Let this
set not be contained in any other set with the same properties. If this set is a
surface then it is called a two-dimensional singularity of the system (1) ; if the
set is a line, it is a linear singularity; if a point, it is a point singularity.
All topologically singular points and, therefore, two-dimensional, linear, and
point singularities of the system (1) can lie only on a set where f(x) = 0 and
on the set M, that is, on surfaces of discontinuity of the function f or on their
edges.
This leads to the following preliminary classification of singularities:
1) Singularities in a domain of smoothness of the function f (all of them
consist of stationary points, that is, of points at which f{x) = 0).
a) Isolated stationary points (investigation of these points is one of the
current topics in the qualitative theory of differential equations).
b) Lines consisting of stationary points.
c) Surfaces consisting of stationary points.
Such singularities have been studied also from a more general point of view: an m-
dimensional manifold, all the points of which are stationary, has been considered in an n-
dimensional phase space. From the point of view of the theory of differential equations this
case may seem to be exceptional and very rare, but it is typical of mechanical systems with
nonholonomic constraints [189]' [198]. Sufficient conditions for stability of stationary points
lying on such a manifold have been studied in [198] in the form of the stability theorem by a
first approximation. The simplest critical cases of stability and some bifurcations have been
discussed in [1991.
2) Singularities on a smooth surface of discontinuity.
a) Two-dimensional singularities.
b) Linear singularities.
c) Pointwise singularities.
21 Two-Dimensiona.l Singula.rities 261
3) Singularities on a smooth line of intersection of discontinuity surfaces or
on a smooth edge of a discontinuity surface.
a) Linear singularities.
b) Pointwise singularities.
4) Pointwise singularities at intersection points of several discontinuity sur-
faces, and also at non-smoothness points of the edge of a discontinuity surface
or of intersection lines of discontinuity surface.
For a further classification of all these singularities we must take into account
the following circumstances: whether or not a singularity consists of stationary
points or of arcs of trajectories; whether or not there exist trajectories tending
to points of singularity in a finite or an infinite time; which singularities of larger
dimension adjoin a given linear or point singularity; whether or not the vector
field I(x) is tangent to a discontinuity surface at singular points (on one or on
both sides of this surface).
Let us establish which singularities are typical and which are rare and ex-
ceptional. For a smooth function tfi(x!l of one variable a typical case is one in
which the function vanishes only at isolated points and has only simple zeros or
is everywhere nonzero. This implies that the indicated property is preserved for
any sufficiently small variation of the function (in this case in the metric C
1
).
Other typical cases are those in which one smooth function !P(X1' X2) of
two variables vanishes on smooth lines (on these lines grad!p f: 0), and where
two such functions vanish at isolated points. Cases of multiple roots for 1/I(X1)
or of a simultaneous vanishing of !pC Xl, X2) and grad!p are more rare. Cases
where tfi(X1) (or simultaneously !P1(X1,X2) and !P2(X1,X2)) vanishes on a line or
!p(Xl' X2) vanishes in a domain are exceptional.
For instance, cases where the vector field I(x) is tangent to a discontinuity
surface only at points of some line (or is not tangent at all) are, therefore, typical,
whereas the case of tangency at all the points of a certain domain of a surface
is exceptional. But nontypical singularities are also encountered in some classes
of mechanical systems (dry-friction systems (15), 19; nonholonomic systems).
2. A surface P is said to be of class C
k
if in the neighbourhood of each of
its points the equation of the surface P can be written in a form solved with
respect to one of the coordinates, for instance, X3 = !p(Xl' X2), !p E C
k
.
Let a surface P of class C
m
+! (m ~ 1) separate a domain a c R3 into
subdomains a- and a+. Let us denote by C:, the class of vector-valued func-
tions I(x) continuous in each of the domains G- and G+ up to the boundary,
together with their partial derivatives up to order m inclusive. Let 1- (z) and
I+(x) be limiting values of a vector-valued function I(x') when x' approaches
the point X E P from the domain G- or G+, respectively, and let Iii (z) and
lit(x) be projections of the vectors I-(x) and I+(x) onto the normal to P at
the point x directed towards the domain G+.
We will consider the system (in vector notation) (1) under the following
conditions:
1
0
The function I E C:, in the domain G C R3 and is discontinuous only
on the surface P E cm+1, m ~ 1.
2
0
At those points x E P, where Iii (x) lit (x) ~ 0, the vector 10(x) is given
which is tangent to P and determines the velocity of motion $ = 10(x) along
262 Local Singularities 01 Three-Dimensional . .. Systems Chapter 5
the surface Pj 1 E em wherever liN (x) I + lit (x) I of. OJ if IN (x) = 0 then
10(x) = r(x)j if = then 10(x) = r(x), except possibly in the case
(2) IN(x) = It (x) = 0,
If the condition lOis satisfied and on the surface P the definition a), 4, is
used then the condition 2 is also satisfied.
3 The case (2) is admitted only at a finite number of points.
4 If 1- (x) = 0 (or 1+ (x) = 0) on the surface P then near each point of
the surface P, except possibly points lying on a finite number of smooth lines,
in a- (respectively, in a+) let either I(x) of. 0 and the function
(3)
g(x) == I(x)/ I/(x)1
satisfy the Lipschitz condition, or I(x) == o.
LEMMA 1. H P is a surface X3 = ",(X1,X2), '" E et, and I+(x) = on P then
for the condition 4 to be satisfied in a+ it is sufficient that there exist q 1
such that on P the one-sided (in the direction of the domain a+) derivatives
meet the requirements
(4) k = 0,1, ... , q - Ij
and that near P in a+ the derivative a
q
I / satisfy the Lipschitz condition.
A similar assertion holds also for a- if I-(x) = 0 on P.
The prool is similar to that of Lemma 1, 16.
From Lemma 1 it follows that the condition 4 is fulfilled, in particular, for
piecewise analytical functions I (x).
We will consider possible arrangements of trajectories in the domain a+
near the surface P under the conditions 1-4.
A. If It of. 0 on P then into each point of the surface P there comes (within
a finite t) only one trajectory from the domain a+ (Fig. 104). For each compact
K c P there exists T > 0 such that all the trajectories coming into the points of
the compactum K at t = are contained in a+ for -T t < 0 or for 0 < t T
(due to the uniform conformity of the function I(x) in such a neighbourhood of
the compactum K which is contained in a+) and do not intersect (since IE e
1
in this neighbourhood). From Theorem 3, 12, it follows that such trajectories
fill some one-sided neighbourhood of the surface P. Example: u. = v = 0, w =

REMARK: The condition =I- 0 is only sufficient for trajectories to be disposed
as described above. In the case I E e
1
(a+ UP), a necessary and sufficient
condition is that It 0 on P (or It 0 on P), and none of the arcs lying on
P is an arc of the system = 1+ (x).
B. If It == 0, 1+ =I- 0 on P then at each point x E P the vector I+(x) is
tangent to the surface P and the surface P is filled with trajectories of the system
21 Two-Dimensional Singularities 263
~
V
-
-
-
Figure 104 Figure 105
:i; = /+(:z:). The trajectories of the system (1) passing into G+ cannot reach P,
by the uniqueness theorem (Fig. 105). Example: u = 1, v = til = 0 (w ~ 0).
In the cases where f+(x) = 0 on P but f(x) 0 in G+ near.P, all the
points of the surface P are stationary for the system (1) supplementarily defined
by the values /(x) = f+(x) on P. By the uniqueness theorem, the trajectories
passing into G+ cannot reach the surface P within a finite time. By virtue of
the condition 4, the system (1) in G+ has the same trajectories as the system
(5) :i; = g(x).
Since the Lipschitz condition is fulfilled, the function g(x) is continuously ex-
tended from G+ onto Pi everywhere WE! have Ig(x) 1 = 1 =1= o. For the function
g(:z:) we define g+(x), gt(x). etc., like f+, f'J." ..
a) If gt =1= 0 on P then for the system (5) there holds the case A. Hence,
into each point on P there comes exactly one trajectory from the domain G+
(in a finite time for the system (5) and in an infinite time for the system (1.
Example: u = v = 0, til = w (w ~ 0).
b) Let gt == 0 on P, 9 E Lip(Ioc 0+). The latter denotes that each point
x E P has a half neighbourhood (in 0+) in which the function 9 satisfies the
Lipschitz condition. For the system (5) near P there holds the case B, hence
the trajectories of this system and, therefore, the trajectories of the system (1)
passing in a one-sided (in G+) neighbourhoc;>d of the surface P do not reach P.
All the points of the surface P are stationary for the system (1), but not for the
system (5). Example: u = w, V = til = 0 (w ~ 0).
c) If f(x) == 0 in G+ near the surface P then a one-sided (in G+) neighbour-
hood of the surface P is filled with s t a t i o n ~ points of the system (1). Example:
u = v = til = 0 (w ~ 0).
If the condition 4 is not fulfilled, an irregular case is also possible, which
can be seen from the example 14), I, 16, with an additional equation z = O.
Combining each of the cases A, B, a), b), c) in G+ with each of the same
cases in G- , we obtain the following possible disposition of the trajectories of the
system (1) near the surface P under the conditions 1_4: AA
o
, AAlI AA
2
, AB,
Aa, Ab, Ac, aa, ab, ac, bb
l
, bb
2
, bc. The description of these cases is similar
to the description of the respective cases of the disposition of trajectories in a
plane near a linear singularity in 2, 16. We therefore do not present it here.
The case bb, however, is divided into the case bb
l
, where the vectors g"": (x) and
g+(x) are collinear for each x E P, and the case bb
2
, where they are noncollinear
for each x E P.
If the condition 3 is not fulfilled, there may also hold the cases BBlI BB2,
Ba, BblJ Bc, which are analogous to the respective cases in 2, 16, as well as the
264 Local Singularities of Three-Dimensional. .. Systems Chapter 5
cases BB
3
, Bb2, which differ in that the vectors f+ (z) and f- (z) or g+ (z) and
g-(z) are noncollinear for each z E P.
THEOREM 1. Under the conditions 1_4 there exist only twelve local topologi-
cal classes of two-dimensional singularities: AA
l
, AA
2
, AB, Aa, Ab, Ac, aa, ab,
ac, bb
l
, bb
2
, bc.
The proof is carried out in the same way as for Theorem 2, 16, and is now
presented briefly.
If for the system (1) in G+ there holds one of the cases A, B, a), b), c) then
for an arbitrary point Zo of the surface P we construct, by the same method
as in Theorem 2, 16, a topological mapping from some half neighbourhood
U+ (xo) C G+ onto the half neighbourhood the point u = tI = W = 0, under
which the trajectories of the system (1) are carried into trajectories from the
respective example out of those given above .. If on one side of P there holds
the case B or b) then one first maps this half neighbourhood and then the
other half neighbourhood, both maps coinciding on P. In the case bb
2
, on
P there exist trajectories of the.. system :i: = g- (x) which intersect trajectories
of the system :i: = g+ (x). First these two families of trajectories are mapped
into families of lines u = const and tI = const of the plane w = 0, and then
the half neighbourhoods are mapped, the latter map coinciding on P with the
already constructed one. In each case we obtain a topological mapping from
a whole neighbourhood of the point Xo onto the neighbourhood of the point
u = tI = W = 0, under which trajectories of the system (1) are carried into
trajectories of the corresponding standard system. In any two systems, for which
there holds the same case out of AA
l
, AA
2
, ... , the neighbourhoods of any two
points of the surface P have therefore the same structure.
The difference in the structure of such neighbourhoods for systems belonging
to different cases is proved as in Theorem 2, 16j the difference in the structures
in the cases bb
l
and bb2 follows from the fact that in the case bb
l
on the surface
P there exists only one family of lines which are limits of convergent sequences
of trajectories of the system (1), whereas in the case bb
2
there exist two such
families (trajectories of the systems :i; = g-(z) and :i; = g+(z)).
We will prove that under the conditions 1-4 each two-dimensional singu-
larity P belongs to one of these twelve classes. By virtue of 1_4, on P there
exists a point Y in the neighbourhood U+ (y) C G+ for which there holds one of
the cases: (A) f"J t OJ (B) f"J == 0 on P, J+ t OJ (a) J+ = 0 on P, gt. t OJ (b)
J+ = 0, gt. = 0 on P, g E Lip(loc U+(Y))j (c) f == 0 in U+(y).
Near the point Y there exists a point z on P for which on the side of the
domain G+ there holds the same case as for y, while on the side of the domain G-
there holds one of these five cases, but with the function f- and g- j this point z is
different from the points mentioned in condition 3. The case AA is divided into
subcases J-{x)J+(x) > 0 (AAo, no topological singularity), r(x)J+(x) < 0
and JO(z) == 0 (case AA
2
) or JO(z) 0 (then near z we take a point q E P at
which JO(q) to, case AAd. The case bb is divided in a similar way.
Then the neighbourhood of the point z (or of the point q) belongs to one of
the indicated twelve topological classes. By the definition of a two-dimensional
singularity, any of its points z has a neighbourhood of the same structure as the
21 Two-Dimensional Singularities 265
neighbourhood of the point z (or q), and therefore belongs to one of these twelve
classes.
We will show that structural stability occurs only for singularities of class AAI
in the case IN I"J < O. The following condition is assumed to be satisfied.
IT INI"J < 0 on P in a closed neighbourhood V of a point Xo e P, then
under sufficiently small variations (in 0;) of the function I the function 1
0
varies arbitrarily little in the metric 0
1
(V) j if 1
0
(x) == 0 in V then one can vary
the function I in such a way (arbitrarily little in C;) that 1
0
(x) ~ 0 in each
neighbourhood of any point Xl e V.
Under the definition a), 4, this condition is fulfilled.
LEMMA 2. If in some neighbourhood of a point Xo e P there holds the case AAo
(IN I"J > 0) or AAI (IN I"J < 0, 1
0
i- 0) then in some neighbourhood of the
point Xo the system (1) is structurally stable.
PROOF: For small enough variations of the function I the indicated inequalities
are preserved, and the two-dimensional singularity retains its class. First we
construct an eol- mapping x = "'(x), x e P, which carries the trajectories ofthe
system (1) lying on P near the point Xo into trajectories of a a-close system.
Let x = lP(t, x*) and x = ~ ( t , x*) be solutions (lying in G+) of these systems
with initial conditions x* e P and x* e P at t = O. A mapping which assigns
the point x = ~ ( t , ",(x*)) to the point x = lP(t, x*) for Ix* - xol ~ p, 0 ~
t ~ l' (or -1' ~ t ~ 0) is topological if p and l' are small. This follows from
Theorem 3, 12. For sufficiently small a it shifts each point by less than e,
by virtue of the continuous dependence of solutions and compactness of the
neighbourhood Ix - xol ~ p. The same holds for trajectories in G-. Hence, in
the neighbourhood of the point Xo the system (1) is structurally stable.
LEMMA 3. If on a two-dimensional singularity P at some point Xo we have
IN(xo) = 0 (or 1"J(xo) = 0, or 10(xo) = 0) then in any neighbourhood of this
point the system (1) is structurally unstable.
PROOF: IT 10(xo) = 0, IN(xo)/"J(xo) < 0 then Xo is a stationary point. Since P
is a two-dimensional singularity then all the points on P are stationary. Let us
change the system arbitrarily little so that 10(x) ~ 0 near the point Xo. Then
not all the points there will be stationary. Hence, the system (1) is structurally
unstable.
Let IN{xo) = 0, and h be the vector of the normal to P at the point Xo.
The equations 3; = I'{x), i = 1,2, where
I'(x) = I{x) + ",h I'{x) = I{x) + (-I),,,,h
differ from equation (1) arbitrarily little for small ",. For small enough", > 0,
in the neighbourhood of the point Xo, for one of these equations there holds the
case AAo, and for the other the case AA
1
In at least one of these cases the
structure of the neighbourhood of the point Xo differs from the structure of this
neighbourhood for equation (I), and the structural instability follows.
8. We will consider transformations of trajectories of the system (1) with the help of
diffeomorphisms, that is, such one-to-one mappings II = "'(z) E C
l
, for which the inverse
266 Local Singularities of Three-Dimensional ... Systems Chapter 5
mapping ",-1(11) belongs to 0
1
The definition a), 4, is assumed to be used on the surface of
discontinuity.
Let the right-hand sides of the systems (1) and
(6)
iI = 9(11)
of dass O! be discontinuous only on surfaces 8 and 8 of dass 0
2
, respectively, and let
(7) Iii> 0, Iii < 0 in 8, oii > 0,
+ ~
ON < 0 in 8.
THEOREM 2 [208]. Let the condition (7) be fuIfllled and let there exist a diffeomorphism
II = X(z), z E 8, II E 8, satisfying the condition
(8) k(z) > 0,
and, therefore, transforming trl\iectories (z = 10(z of the system (1), which lie on the surface
8, into trl\iectories hi = 0(11)) of the system (6), which lie on 8, the direction of motion along
trl\iectories being preserved. Then in the neighbourhood of the surface 8 there also exists a
diffeomorphism transfonning trl\iectories of the system (1) into trl\iectories of the system (6),
the direction of motion being preserved.
PROOF: Since, by using a smooth transformation, one can map the smooth (of dass 0
2
)
surfaces 8 and 8 into planes we assume 8 and S to be finite domains in the planes Zs = 0 and
lis = 0 (here z = (ZI' Z2, zs), 1= (h, 12, fa), etc.). Let
Then
(9)
I(z)
p(z) = IIs(z)I'
0(11)
q(lI) = 10a(II)I'
PH = pii = 1, Ph = pt = -1, q; = 1,
p- + p+ q- + q+
p= 2' q= 2
and by Theorem 6, 9, the systems :i: = p(z), iI = q(g) have the same trajectories as the
systems (1) and (6), respectively. In (8) we express 10 and gO by formula (6), 4, and so
obtain
x'(z)(p- + p+) (-!t)!a = k(z) (q- + ~ + ) ( -Ot)9; I
la - It (Os - ot) 11=,..(")
The functions la, rt, 0; ,ot, k( z) belong to Oland do not vanish, hence the function m(lI) >
o can be so chosen that there hold
(10)
Let z = e-(a, t) and z = e+(a, t) be solutions of the system z = p(z) with the initial
conditions e-(a,O) = e+(a,O) = a E 8 which for -6 ~ t < 0 lie in the regions Zs < 0 and
Za > 0, respectively. The solutions II = '7-(1., t) and II = '7+(b, t), b = x(a) E 8, of the system
iI = q(lI) are defined similarly. Each point z = e-(a, t) (or z = e+(a, t)) on the trajectory of
such a solution is mapped to a point
11= '7- (b,m(b)t) (respectively, II = '7+ (b,m(b)t)).
The mapping II = "'(z) so obtained coincides on 8 with the mapping II = X(z) and carries
trajectories of the system z = p(z) into trajectories of the system if = q(II), the direction of
motion being preserved. For Z8 0 we have "'(z) E 0
1
, and for Zs = 0 the derivatives
22 Linear and Point Singularities 267
8'1/1/8zi, i = 1,2, are continuous. For continuity of 8'1/1/8z8 it suffices that the derivative of '1/1
in the direction of the vector n = 1'0 - 1'+ = 1'- - 1'0 be continuous, i.e., that 'I/I'(z)n ('I/I'(z) is
a Jacobian matrix) be continuous.
Since 'I/I(z) = X(z) in the plane Za = 0 and the vector 1'0 lies in this plane then, by virtue
of (10), for Za = 0
(11)
Next,
(12)
for t = 0, b = X(G), 'I/I(z) = lim"a_o 'I/I'(ZI, Z2, za). Since V = '1(b, t) is a solution of the
system iI = q(V), the right-hand side of (12) is equal to m(v)q(,,), where V = X(G). Hence,
for V = X(z)
From this and from (11) it follows for V = X(G) , G E S, that
(13)
'I/I+(G) (1'0 (G) - 1'+ (G) = m(v) (qO(v) - q+(v) ,
' I / I ~ ( G ) (p-(G) - 1'01) = me,,) (q-(v) - qO(v) .
The right-hand sides coincide by virtue of (9). Then the limit values of the vector-valued
function 'I/I'(z)n on the two sides of the surface S coincidej that is to 8ay, this function is
continuous on S. Consequently, 'I/I(z) E C
1

Since V = X(z) is a diffeomorphism on S, the vecton 'I/I'(z)el, 'I/I'(z)e2 (z E Sj el, e2 are
vectors parallel to the Zl-, z:z-axes) are linearly independent and lie in the plane za = O. By
virtue of (7) and (13), thevector;,'(z)(pO_p+) does not lie in this plane. The range of the linear
transformation 'I/I'(z) contains three linearly independent vectors, hence det;,' : 0 (z E S).
Hence V = 'I/I(z) is a diffeomorphism in the neighbourhood of the surface S.
COROLLARY. Under the definition aJ' 4, in the neighbourhood of any point of a two-
dimensional singularity, where IN(z)/p(z) < 0, 10(z) : 0, there exists a diffeomorphism
carrying trl\iectories of the system (1) mto trl\iectories of the system
ill = I, il2 = 0, ils = - scn Va
4. Most of the results of 2 hold also for autonomous systems of differential
equations in an n-dimensional space with right-hand sides discontinuous on a
smooth (n - 1)-dimensional surface.
The cases bb
2
, Bb
2
, BBs (where the vectors g-(x) and g+(x) are tangent to
the surface P, but are noncollinear) are however divided into smaller topological
classes.
EXAMPLE: For a system
there exist two-dimensional surfaces Xs = c, x, = 0, which lie in a three di-
mensional hyperplane P(x, = 0) and are filled with two families of trajectories,
namely, trajectories of the system z = J-(x) and x = J+(x). For the system
obtained from that written above by replacing only one equation Zs = 0 by the
equation Z3 = Xl for X, > 0, there are no such two-dimensional surfaces.
268 Local Singularities 01 Three-Dimensional. .. Systems Chapter 5
22 Linear and Point Singularities on a Surface of Discontinuity
Linear singularities and point singularities lying on a smooth surface of dis-
continuity of the right-hand side of a system are topologically classified. Struc-
turally stable and several structurally unstable singularities are specified.
1. Let a surface S E C
2
separate a finite domain G C R3 into parts G-
and G+, and let a vector-valued function I E ct be discontinuous only on S.
Let the conditions 1
0
_4
0
, 2, 21, be satisfied. The notation 1+, It;, etc. means
the same as in 21. We will consider the system
(1) 2: = I(x),
The cases Iii It; > 0 (involving no topological singularity) and Iii It; <
0, 1 t= 0 (involving a two-dimensional singularity of class AAd are dealt with
in 21. Therefore, other singularities may appear only on those subsets of the
surface S, where either 1= 0 or Iii = 0 or It; = o. One can specify six types of
singularities lying on the surface S, characterized by fulfillment of the following
conditions at the points of a given singularity:
1. Iii It; < 0, 1= O.
2. It; = 0, t+ t= 0, Iii t= 0 (or Iii = 0, r t= 0, It; t= 0).
3. Iii = It; = 0, r t= 0, t+ t= o.
4. t+ = 0, Iii =F 0 (or r = 0, It; t= 0).
5. t+ = 0, Iii = 0, r t= 0 (or r = 0, It; = 0, 1+ =F 0).
6. r = t+ =0:
The conditions characterizing the types 4-6 can be violated under arbitrarily
small variations of the function I. Hence, in what follows, we analyze only
singularities of types 1-3. In the n-dimensional case, singularities of these types
have been examined in [3], Chapter 2, 1, and in [100J, 1199J-1202], 1208].
Suppose the functions 1- ,1+ ,1, Iii, It; can vanish only at isolated points,
on a finite number of piecewise smooth lines, and in a finite number of domains
with piecewise smooth boundaries. This supposition is true, in particular, if the
function I(x) and the surface S are piecewise analytic.
We will consider the case Iii It; < O. Let, for instance,
(2)
Iii> 0, It; < O.
The domains on the surface S, where 1=F 0, are two dimensional singularities
which belong to class AA1 , and the domains, where 1== 0, belong to class AA2
(2, 21). It remains to consider the boundaries of the domains where 1 = 0,
and isolated lines and points where 1= O. For the system
(3) xES,
which describes motion along the surface S, these lines (or parts of them) and
points are linear and pointwise singularities consisting of stationary points.
22 Linear and Point Singularities 269
Since f
O
E C1 it follows from Theorem 2, 16, that such linear singular-
ities may belong only to classes aa, ab, ac, bb, bc (if the function fO satisfies
the condition 4,2, 16). Considering different directions of motions along tra-
jectories of the system (3) on the two sides of a particular line L and taking
into account (2), we obtain ten different cases of behaviour of trajectories in
the three-dimensional neighbourhood of this line L. Class aa gives three cases,
classes ab, ac, and bb give two cases each, class bc gives one case. We will show
that these ten cases give ten topological classes of linear singularities.
If fii > 0, fii < 0 on a closed bounded domain K lying on the surface S,
then into each point a E K there comes one trajectory from a domain G- and
one from G+ at t = o. For -r ~ t ~ 0 (with a certain r > 0) all these
trajectories exist, do not have common points, except common endpoints a E K
(see case A, 2, 21), and fill a closed domain Z(K, r).
We will consider the system (1) and the system z = i{z) with the function
i E C; discontinuous on the surface Sj as in (2) and (3), on S
iii> 0,
LEMMA 1 [2001. If there exists a topological mapping T from a closed bounded
domain K c S onto a closed domain if c S under which trajectories of the
system (3) are carried into trajectories of the system z = iO(z) (and inversely),
the direction of motion along trajectories being preserved, then the mapping T
can be continued onto Z(K, r), the indicated properties being preserved for tra-
jectories of the systems (1) and z = i{z).
PROOF: Let for -r ~ t ~ 0
be a solution of the system (1), with !p+ in G+ and !p- in G-. Similarly, let
z = ",:t: (t, b) be solutions of the system z = i{ z), b E if, -r1 ~ t ~ o. The point
z = !p+(t, a) is mapped to the point i = 1/I+(r1 r-
1
t, Ta), similarly for !p-. Since
solutions depend continuously on initial conditions, and by virtue of (2), the
point a and the time of motion t depend continuously on the point z = !p+ (t, a),
it follows that mapping so constructed meets the requirements of the lemma.
REMARK: For a given system (1), for the domain K, and for any e > 0 there
exists a number 6 > 0 with the following properties. For any system z = i{z)
such that i E C;, Ii - fl < 6 and ITz - zl < 6(z E K), the mapping T,
continued by virtue of Lemma 1, shifts each point of the domain Z(K, r) by less
than e. For all 6 from some interval (0,6
0
) one can choose a number r > 0 which
depends neither on 6 nor on the choice of the function J.
PROOF: The possibility of choosing r follows from (2) and from the uniform
continuity of the function f in both half neighbourhoods of the compactum K.
The statement concerning the shift smaller than e follows from the theorem
on continuous dependence of solution. The continuity is uniform on the com-
pactum K.
From Lethma 1 it follows that under the condition (2), and the condi-
tion 4, 2, 16, for f
O
all the systems, for which there holds the same (any) of
270 Local Singularities 01 Three-Dimensional. .. Systems Chapter 5
the above-mentioned ten cases, compose one local topological class. Thus, under
these conditions there exist ten local topological classes of linear singularities.
For investigating structural stability, the following condition is assumed to
be fulfilled.
5 For some m ~ 1 we have S E om+l, 1 E Or:', and on each compactum,
where 1/;;(x)I+l/it(x)1 =1= 0, for small enough variations (in Or:') of the function 1
the function f
O
also varies little (in am), and any small variation (in am) of the
function 1 can be obtained by slightly varying the function 1 (in Or:').
This requirement is met, in particular, under the definition a), 4.
LEMMA 2 !200]. Let the system (1) satisfy the condition 5 with m = 1 and
the condition (2). Then the structural stability of the system (3) in a closed
bounded domain W c S is a necessary and sufficient condition for the structural
stability of the system (1) in the domain Z(W, r).
The assertion is proved by using the standard reasoning concerning struc-
turally stable systems and the remark to Lemma 1.
REMARK: The statement similar to Lemma 2, but with m = 3, is true for
systems of first degree of structural instability.
COROLLARY 1. The linear singularities of the above-mentioned ten local topo-
logical classes are locally structurally unstable, that is, the system (1) is struc-
turally unstable in each neighbourhood of any point of such linear singularity.
One can show that in this case the degree of structural instability is infinite.
COROLLARY 2. Under the condition (2) there exist only three topological
classes of structurally stable pointwise singularities of the system (1). On the
surface S the system (3) has a structurally stable stationary point which is re-
spectively: 1) a stable node or a focus; 2) an unstable node or a focus; 3) a
saddle-point.
COROLLARY 3. Under the condition (2) there exist only four topological classes
of point singularities of nrst degree of structural instability for the system (1).
On the surface S the system (3) has either a saddle-node of multiplicity 2
([185J, p. 236) or a complicated focus of multiplicity 1 ([185J, p. 253). Each of
these cases for the system (3) corresponds to two topological classes of point-
wise singularities for the system (1) which differ in the direction of motion along
trajectories on the surface S.
This statement follows from the remark to Lemma 2 and from the fact that
only the two above-mentioned types of singular points of the system (3) have a
first degree of structural instability ([185, p. 382).
Let us now consider equation (1) in an n-dimensional space in the neigh-
bourhood of a smooth (n -l)-dimensional surface S, on which the vector-valued
function I(x) is discontinuous. As in the case n = 3, under the condition (2)
the topological classification of singularities of the system (3) (preserving the
direction of motion along trajectories) completely determines the topological
classification of singularities of the system (1), which lie on the surface S, and
all such singularities consist of stationary points. Lemmas 1 and 2 remain valid
22 Linear and Point Singularities 271
also in the n-dimensional case. In line with Corollary 2 to Lemma 2 there holds
the following assertion:
For equation (1), where x ERn, untier the condition (2) there exist only
n topological classes 01 structurally stable points lying on the surlace 8. 118 is
a plane Xn = 0 then lor singular points 01 the kth topological class a matrix 01
order (n - 1)
( : ~ : ) i.i=1 ..... n-1
(the values 01 the derivatives being taken at a singular point) has n - k negative
and k - 1 posit?'ve Re Ai, II the conditions (2) are lulfiJled and Re Ai < 0, i =
1, ... , n - 1, the singular point is asymptotically stable.
2. Let us consider the case where on a smooth line L c 8 only one of the
functions Iii and Iii is equal to zero. Let, for instance,
(4) Iii > 0, 1+ =1= 0, f"J = 0 on L.
The part of the surface 8 lying near the line L is separated by this line into two
domains: 8
1
and 8
2
. By virtue of (4) we may assume that Iii > 0 in 8
1
and 8
2
.
In each of the domains 8
1
and 8
2
let the function f"J preserve sign or
be equal to zero, and at points x E L let the vector f+ (x) be directed either
from 8
1
to 82 or from 82 to 8
1
or along the tangent to L. Considering the
various combinations of these possibilities, we obtain the basic classes of linear
singularities lying on the surface 8 under the condition (4). The cases, where in
an arbitrarily small neighbourhood of a point a E L the function fii changes sign
in 8
1
or in 8
2
or the vector f+ changes direction, lead to pointwise singularities.
Since there are very many such possibilities, we discuss only the basic ones,
including all structurally stable singularities.
a) Let the condition (4) be fulfilled and let the function fii have opposite
signs in 8
1
and 8
2
, for instance,
(5)
Then a two-dimensional singularity of class AAl in the domain 81 adjoins the
line L and in the domain 8
2
trajectories intersect the surface 8 and pass from G-
to G+.
For x E L, let n{x) be a nonzero vector tangent to 8, normal to L, and
directed from 81 to 82. Consider the cases
(6)
(7)
(8)
n' f+ > 0 on L,
n' f+ < 0 on L,
n' f+ == 0 on L.
LEMMA 3 1200j. In the neighbourhood of each point of the line L, all the
systems satisfying the conditions (4)-(6) have the topological structure (Fig, 106)
similar to that of the system
(9)
ill = 1, Y2 = 0, Ys = Yl, (Ys> 0),
Y1 = Y2 = 0, Ys = 1 (Ys < 0),
272 Local Singularities of Three-Dimensional. .. Systems Chapter 5
defined by a), 4, in the neighbourhood of the point 0 = (0,0,0).
PROOF: Let us construct a topological mapping carrying trajectories of a given
system (1) in the neighbourhood of a point a E L into trajectories of the sys-
tem (9). Let P be a smooth surface passing through the line L, tangent to the
vector /(x) at none of the points x E L, and located in G+ near the line L. Let
y = I/I(x) be a topological mapping carrying the point a into the point 0, an
arc l (containing the point a) of the line L into a segment iY2i ~ p of the Y2-axis,
and those portions of the surfaces 8
2
and P which adjoin l and are intersected
by trajectories of the system (1) only in one direction into those portions of the
half planes Y3 = 0, Y1 > 0, and Y1 = 0, Y3 > which adjoin a segment of the
Y2- axis.
We continue this mapping along trajectories onto 8
1
. If x = ~ O ( t , b) is a
solution of the system (3) on 8
1
with the initial condition ~ O ( O , b ) = bEL and
Y = <,O(t, b) is such a solution of the system (9) defined according to a), 4,
which lies on the half plane Y3 = 0, Y1 < 0, <,0(0, b) = b = 1/I(b), then each point
x = ~ O ( t , b) is mapped to a point y = <'o(t, I/I(b)).
Figure 106 Figure 107
In the same way we continue this mapping along trajectories of the sys-
tem (1) which lead from points of the surfaces 8 and P into the domains G-
and G+. This is a one-to-one mapping continuous in a certain neighbourhood
of the point a by virtue of the continuous dependence of a solution on initial
condition and the continuous dependence of the point Xo E 8 and the number t
on the point x = ~ ( t , xo). By Lemma I, 9, this mapping is topological.
LEMMA 4 [200j. In the neighbourhood of each point of the line L, all the
systems satisfying the conditions (4), (5), (7) have the same topological structure
(Fig. 107) as the system
Y1 = -I, Y2 = 0, Y3 = Y1, (Y3 > 0);
(10)
Y1 = Y2 = 0, Y3 = 1 (Y3 < 0),
defined according to a), 4, in the neighbourhood of the point 0 = (0,0,0).
PROOF: First we construct the mapping Y = I/I(x) on the line L. As in Lemma 3,
we continue mapping onto 8
1
along the trajectories.
22 Linear and Point Singularities 273
A trajectory z = !p + (t, b) of the system (1) with the initial conditions
!p+ (0, b) = b e 8
1
, which passes in the domain G+, will intersect 8
2
at a point
c = c(b) if the point b is sufficiently close to the line L. (Indeed, if the function
I(z) in (1) is smoothly continued from the domain G+ into G- then, by virtue
of (5), through the points of the line L there pass trajectories entering G- at
both ends. Therefore, through all the points b e 8
1
U G+ sufficiently close to L
there pass trajectories which first lie in G+ and then intersect 8
2
near L and go
into G-.)
The mapping c(b) is continuous in the neighbourhood of the line L. H
c = !p+(tdb), b), b = ,pCb) and for the system (10) the point c = b)
of the trajectory z = lies in the half plane !/s = 0, !/1 0, then for
t t1(b) the point z = !p+(t, b) of the trajectory of the system (1) is
mapped into the point !/ = b) of a trajectory of the system (10).
Thus, the mapping !/ = ,p(z) is continued onto the half neighbourhood (in G+)
of the line L. The continuation into G- is made as in Lemma 3.
We shall say that a linear singularity belongs to class L1 (or L
2
) if the
neighbourhoods of its points have the same topological structure as the neigh-
bourhoods of the points of the line L for the system (9) Fig. 106 (respectively,
for the system (10) see Fig. 107).
LEMMA 5. Under the conditions of Lemma 3 (or Lemma 4) and the condi-
tion 5, 1, 22, the system (1) is structurally stable in a sufficiently small neigh-
bourhood of any point of the line L.
PROOF: A topological mapping of the neighbourhood of the point a e L carry-
ing trajectories of the system (1) into trajectories of a 5-close system x = i(z) is
constructed as in Lemmas 3 and 4. For a sufficiently small 6' this mapping can
be made an e:-mapping, as in the remark to Lemma 1.
To investigate structurally unstable cases, we need the following lemma.
LEMMA 6. Let, in a cylinder Z(IZ11 'I, + p2),
(11) 1=(h,/2,h)eC
1
, h(Z1,0,0) =0.
If 'I > is sufficiently small then there exists a surface P (Z2 = g(xll xs) e C)
passing through the Z1-axis, separating Z into two parts Z- (Z2 < g(xll xs)),
Z+ (X2 > g(Z1' zs)), and intersected by trajectories ofthe system x = I(x) only
in one direction, namely, .from Z- to Z+.
Each trajectory intersects P at one point, except in the case where a tra-
jectory contains a segment of the z1-axis, on which /2 = 0.
PROOF: Let I be a Lipschitz constant for the function I in Z and < 'I <
h/41, r = + We fix k = 4l/h. The function t1 = X2 + kz1r is equal to
zero only on the surface P
Z2 = -kXllxsl (1-
For IZ11 'I, r =I 0, by virtue of the system :i; = I(z) we have
= kr h + (1 + kZl :2) /2 + kzl z; Is.
274 Local Singularities of Three-Dimensional... Systems Chapter 5
Using the Lipschitz condition and t'he relations (11), we have h ~ -lr, IIsI ~ lr.
Since Ih11 ~ 1, IXi/rl ~ 1, i = 2,3, for r > 0
t I ~ ~ krh - 2lr - lr = r(kh - 31) > O.
Hence the solutions cannot come from the domain Z+, where tI > 0, onto the
surface P, where tI = 0, and cannot go off Pinto Z- .
LEMMA 7. In the neighbourhood of any point of the line L E 0
2
, all the systems
satisfying the conditions (4), (5), (8) have the same topological structure as the
system
(12)
ill = 1, il2 = 0, Y3 = Y2 (Y3 > 0);
ill = il2 = 0, Y3 = 1 (Y3 < 0)
in the neighbourhood of the point (0,0,0).
PROOF: Using a smooth change of variables of class C2 we map the surface
S into a plane So and the line L, which is a trajectory by virtue of (8), into
a straight line Lo. Then conditions of the type (4), (5), (8) will be fulfilled.
From Lemma 6 it follows that each point a E Lo has a neighbourhood which
contains no arcs of trajectories going into the plane So at both ends. In such a
neighbourhood one can construct a topological mapping carrying trajectories of
a given system into trajectories of the system (12) using the same method as in
Lemma 3.
LEMMA 8. Under the conditions (4), (5) and L E C2 there exist only three
local topological classes of linear singularities mentioned in Lemmas 3, 4, and 7.
PROOF: On each linear singularity L there exists an arc on which there holds
one of the conditions (6)-(8). In the neighbourhood of any point of such an arc
a linear singularity belongs to one of these three classes. By the definition of
linear singularity the same is also true for the neighbourhood of any point of the
line L.
Thus all linear singularities are considered in the case a), where the condi-
tions (4) and (5) are fulfilled.
b) Let the condition (4) be fulfilled and Iii > 0 in Sl and in S2. Then on
both sides of the line L trajectories intersect the surface S. Into each point of the
line L there enters one trajectory from the domain a-. If on L (or on some arc
l C L) there holds the condition (8), then L (or the arc l) is a trajectory, and by
virtue of the foregoing, it is a linear singularity. If (8) holds on none of the arcs of
the line L then none of the arcs of the line L is a trajectory. Then through each
point of the line L there passes a single trajectory, and in the neighbourhood of
the line L there are no topological singularities by Theorem 3, 12.
The case, where the condition (4) holds and f ~ < 0 in Sl and S2, is reduced
to the previous one by taking -t instead of t in equation (1) in the domain G+.
Consequently, if the condition (8) holds on an arc l C L then this arc is a
trajectory, each point of which is reached only by one trajectory, a trajectory
from the domain a-. Each point of the domains 8
1
and S2 is reached by two
22 Linear and Point Singularities 275
trajectories, one from G-, the other from G+. The arc I is a linear singularity.
IT no arc of the line L is a trajectory then the surface 8 (near the line L) is a
two-dimensional singularity of class AA
I

c) The cases in which the condition (4) holds and 1+ == 0 in 8
11
while
in 8
2
either Ii; > 0 or Ii; < 0, are treated similarly. In each of these cases
there exist three classes of linear singularities specified, respectively, by the con-
ditions (6), (7), and (8). .
Thus, under the condition (4) and L E C
2
there exist eleven local topological
classes of linear singularities. Only two of them (mentioned in Lemmas 3 and 4)
are structurally stable.
d) Let us consider cases where the conditions (4) and (5) hold and on an
arc o.b of the line L there holds one of the conditions (6)-(8) while on an arc
bc there holds another one. Then these arcs are linear singularities of different
classes, and their common endpoint b is a pointwise singularity.
Let z = ~ ( 8 ) be the equation of the line L, ~ E C2, ~ ' ( 8 ) =/: 0, 0: < 8 < p.
The function Ii;(z) E 0
1
is defined for z E 8, and VIi; is its gradient, that is,
the vector tangent to 8. It is directed towards the most rapid increase of the
function Ii; on 8, and its length is equal to the derivative of Ii; in this direction.
For z E L the vector n(z) E Cl is tangent to 8 and directed along the normal
to L from 8
1
to 8
2
, n(z) =/: O. Consider the scalar product
(13)
Let the parameter 8 be so chosen that 8 < 0 on o.b,8 > 0 on bc, ~ ( O ) = b.
The vector 1+(6) is tangent to L. Let the vector ~ ' ( O ) have the same direction
as I+(b). We investigate the arrangement of trajectories in the general case,
that is, under the conditions
(14) VIi; =/: 0 on L, p'(O) =/: O.
According to [203], in a domain G+ C RS with a smooth (of class 0
00
)
boundary 8 in the neighbourhood of any point of the boundary, the vector field
I(z) E 0
00
of general position without singular points (that is, I(z) =/: 0) can
be reduced by a smooth change of variables to one of the three forms
l = I, 2 =0, es = OJ
l = e2, 2 = I, s = OJ
el =6, 2 = es, es = 1.
In each of these cases there are two possibilities: the domain G+ is transformed
into a domain el > 0 or into a domain el < O. The first case has been dealt
with in 2, 21, (case A), and the second in Lemmas 3 and 4, 22. In the third
case the change 26 = Ys, e ~ - 2e2 = y, es = Yl reduces the system to the form
(Fig. 108)
(15)
ill = I,
2
Ys = Yl - Y2
(YS > O)j
276 Local Singularities of Three-Dimensional ... Systems Chapter 5
Figure 108 Figure 109
if however, the system is considered in the region 6 < 0 then on replacing Ys
by -ys we have (Fig. 109)
(16)
Yl = 1, Y2 = 0, Ys = Y2 - Y ~ (Y3 > 0).
In both figures the trajectories in the region Ys > 0 have the same topological
arrangement.
Let the system (15) or (16) be obtained from the system (1), where the
function I is defined in G+ and in G- , and let Iii > O. The trajectories from the
domain G- reach the surface 8 as t increases, and the surface 8 is transformed
into the plane Ys = O. Therefore, in the plane Ys = 0 there exist trajectories
in the domain Y2 > y ~ (Fig. 108) or in the domain Y2 < y ~ (Fig. 109). This
domain is the domain 8
1
(see (5)). On the line L (Y2 = y ~ , Y3 = 0) the vector
1+ (y) = (1, 0, 0) is tangent to the plane Y3 = 0, and at the point Yl = Y2 = Y3 = 0
it is tangent to the line L. By virtue of the condition 2, 2, 21, we have
IO(y) = J+ (y) = (1,0,0) on L. Making use of the fact that IO(y) E C
t
near
the point Y = 0, one can show that the system (15) has there some trajectories
which lie in the plane Y3 = 0 and reach the line L at both ends, whereas the
system (16) has no such trajectories. Hence, these two cases are topologically
different.
Putting s = Yl and noting that the vector n(y) is directed from 8
1
to 8
2
,
we conclude that for n(y) = (2Yl, -1,0) the function (13) is equal to p(yt) = 2Yl
for the system (15). For the system (16) n(y) = (-2Yl, 1,0), p{y) = -2Yl.
THEOREM 1 [200J. If I E Goo in G+ U 8, IE C
1
in G-, 8 E Coo and on 8
the definition a), 4, is used then under the conditions (4), (5), and (14) there
exist only two topological classes of point singularities on the line L. They are
specified by the conditions p'(O) > 0 (Fig. 108) and p'(O) < 0 (Fig. 109).
PROOF: Let systems A and A satisfy the conditions of the theorem and, for
instance, p'(O) < 0, ii'(O) < O. Using the above-mentioned statements from
[203J, we reduce both systems to the form (16) in the region Ys > O. Both
transformations are smoothly continued into the domain G-, and the systems B
and B so obtained are, generally speaking, different for Ys < OJ hence in the
plane Ys = 0 their trajectories are also different.
The trajectories of the system (16), which are tangent to the plane Y3 = 0
at points of the arc Kl (Y2 = y ~ , Yl ~ 0), return into the plane Y3 = 0 at points
of the arc Ks (4Y2 = y ~ , Yl ~ 0) shown by dashed line in Fig. 109. Near the
point 0 = (0,0,0) for the arc Ks we have dY2/ dYl = Yl/2, and for a trajectory
22 Linear and Point Singularities 277
lying in the plane !/3 = 0, by virtue of the definition a), 4, we obtain on Ks
(17) k = const.
In the neighbourhood of the point 0 on K
3
, the slope (17) of trajectories is less
than the slope of the arc K
3
, and these trajectories there intersect the arc K
3
,
once each.
In the neighbourhood of the point 0 we construct a topological mapping
y = t/I(!/) carrying trajectories of the system B into trajectories of the system B.
On the arcs K 1 , K3 , on the half line !/1 = !/3 = 0, !/2 ~ 0, and on the trajectories
passing through these arcs and lying in the region !/3 > 0, let t/I(!/) = !/. Next, to
the part !/2 ~ ! / ~ of the plane !/s = 0 the mapping is extended along trajectories
lying in the plane !/3 = O. To the remaining part of the three-dimensional
neighbourhood of the point 0 the mapping is extended along trajectories passing
in the regions !/3 > 0 and !/3 < 0, as in Lemmas 3 and 4.
The case p'(O) > 0 is considered in a similar way.
REMARK: The conditions f E 0
00
, 8 E 0
00
in Theorem 1 are not necessary.
They can be weakened by excluding the reference to [2031 and changing the
proof. Then the derivation of (17) becomes more complicated. Obtaining the
estimate (17) (even with O(!/1) in the right-hand side), uniform for all the systems
sufficiently close to the initial one, makes it possible to prove structural stability
of the pointwise singularity under the conditions (4), (5), and (14).
Now we consider the case where the condition p'(O) =F 0 in (11) is replaced
by the condition
(18) p(i)(O)=O (i=0,1, ... ,k),
In all the smoothness conditions the order of smoothness should be increased by
k.
If k is odd, the function p(s) does not change sign and vanishes only for
s = O. Then there is no pointwise singularity by virtue of the following lemma.
LEMMA 9. Let the condition (4) be fulBlled, L E 0
2
,
and let none of the arcs lying on 8 be an arc of the trajectory of the equation
:i: = f+ (x). Then L is a linear singularity of class L1 if n . f+ ~ 0 on L, and of
class L2 ifn f+ ~ 0 on L.
PROOF: By virtue of the remark to the case A, 2, 21, it follows from the
conditions of the lemma that in 8
1
there exists a two-dimensional singularity
of class AA
1
, and in 8
2
the trajectories intersect the surface 8. Let r = f
in G+, r E 0
1
in a whole neighbourhood of the point bEL. Having made
the change of variables, we may assume 8 to be a plane and L to be a straight
line. With an appropriate choice of coordinates the function r satisfies the
condition (11). By Lemma 6, in the neighbourhood of the point b there exists
a surface P passing through the line L, intersected by trajectories of the system
278 Local Singularities of Three-Dimensional . .. Systems Chapter 5
x = /*(x) in only one direction, and having only one common point with each of
these trajectories. By means of this surface one can construct, as in Lemmas 3
and 4, a topological mapping carrying trajectories of the considered system into
trajectories of the system (9) if n 1+ ~ 0, and into trajectories of the system (10)
if n 1+ ~ O.
For an even k ~ 2 the function pes) changes sign, and the point 6 E L is an
endpoint of linear singularities of classes Ll and L2 as in Theorem 1.
For k ~ 1 the case (18) is structurally unstable since under an arbitrarily
small variation of the function I in (1) the multiple root of the function pes) can
split into several simple roots. Then the pointwise singularity splits into several
other pointwise singularities.
By similar methods one can also analyze those points of the line L on one
side of which pes) == 0 on L and on the other side pes) -:j: 0, as well as the case
where Iii has the same sign in 8
1
and 8
2
under different assumptions concerning
the function pes).
e) Let the condition (4) be satisfied and at some point of the surface 8
(19)
Iii = 0, Viii = o.
Let us assume the surface 8 to be a plane Xs :::;:: 0, this point to be the origin 0
and Iii E C2. Then in the neighbourhood of the point 0
(20) tp = o ( x ~ + x ~ ) .
If a > 0, ac > 6
2
(or a < 0, ac > 6
2
) then the quadratic form is positive
(negative) definite and It > 0 (It < 0) everywhere except at the point O.
Then in the neighbourhood of the point 0 there are no topological singularities
(respectively, on S there exists only a two-dimensional singularity of class AAd.
This follows from the remark to the case A, 2, 21.
In both these cases, in any neighbourhood of the point 0 the system is
structurally unstable, since an addition to the function (20) of an arbitrarily
small linear term leads to the appearance of a linear singularity.
If ac < 6
2
then the quadratic form is indefinite (sign-variable) and It = 0
on two smooth lines intersecting at the point O. Two sectors of the plane Xs = 0
between these lines are intersected by trajectories, and the other two are two-
dimensional singularities of class AA
I
Parts of the above-mentioned two lines
are linear singularities of classes Ll and L
2
, the point 0 is a pointwise singularity,
structurally unstable as in the previous case.
The case ac = 6
2
and other cases can be treated similarly.
In the general case the set on which tJ = 0 may have a more complicated
structure. Under the assumptions of 1 it consists of a finite number of smooth
curves K. which enter the considered point pES with one end and, possibly,
of a finite number of domains between some of these curves. In a topological
classification of such cases one must take note of which of the domains between
the curves Kl the vector I+(p) is directed towards. If in the neighbourhood of
the point p there exist arcs of trajectories with both ends on 8 then one must
also consider the position of the lines described by one end of such an arc when
the other end moves along the curve K. or along a trajectory lying on 8.
22 Linear and Point Singularities 279
3. On the surface S at some point p, let
(21)
fii = f"J = 0, r : 0,
that is, at this point the vectors f- and f+ are tangent to S. On each side of
S trajectories may be arranged as in the domain G+ in 2. When each of the
arrangements considered in 2 for the domain G+ is combined with each one in
G- , we are led to a large number of cases which are split, 'in turn, into topological
classes. Hence, we consider only the case of general position, where each of the
functions fii and f"J vanishes on some line, these two lines intersect at the point
p at a nonzero angle, the vectors f- and f+ are not tangent to these lines, the
gradients Vfii(p) : 0, Vf+(p) : O. Then on each side of S trajectories are
arranged as in Lemmas 3 and 4 in the domain G+ (Figs. 106 and 107). On the
surface S, we use the definition a), 4.
The point p is stationary only if the vectors f-(p) and f+(p) are oppo-
sitely directed. In other cases, in the neighbourhood of this point there are no
stationary points.
We shall now use new coordinates, in which the surface S is a plane z = 0,
and the aforesaid lines are the z- and y-axes. By an appropriate choice of the
direction and scale on the axes, we obtain the system
(22)
(23)
:i: = e- + .. " y = b + ... , z = z + mz + .. .
:i: = a + ... , y = e+ + . ", z = -y + nz + .. .
(z < 0),
(z> 0),
where Ie-I = le+ I = 1, and the omitted terms near the point 0 are infinitesimal
as compared with those written down. In the plane S (z = 0), in the second and
fourth quadrants trajectories intersect the plane S, while in the first and third
quadrants the plane S contains trajectories for which
(24)
. e+z+by+ ...
y= ,
z+y+'"
z = o.
The point z = y = 0 is always nonstationary, except in the case ab =
e- e+, ae- <; o.
After discarding the denominators in (24) (in which case the direction of
motion in the third quadrant changes) the matrix M of the linear part of the
system has the following characteristic equation
(25) ).2 _ (a + b)A + (ab - e-e+) = o.
The slopes kl and k2 of the directions in which trajectories enter the point 0
are the roots of the equation
(26)
If these roots are real we assume kl <; ~ . Since (1, kd and (1, k
2
) are eigenvec-
tors of the matrix M then
(27) A. = a + e- "-i, i = 1,2.
280 Local Singularities of Three-Dimensional. .. Systems Chapter 5
z
II
Figure 110 Figure 111
9
Figure 112
a) Consider the case e- = e+ = -1. The coordinate semi-axes are linear
singularities of class L1 (see 2) (Fig. 110). By virtue of (26), k1k2 = -1 and,
therefore, in the first and third quadrants trajectories enter the point 0 with
a slope k2 > O. IT we disregard the particular case where the vectors 1- (0)
and 1+(0) are oppositely directed then in the first and third quadrants two
topologically different disposition of trajectories are possible.
1) In the case ab > 1, a + b > 0 we have 0 < A2 < A1 (Fig. 111).
2) In the cases ab < 1 and ab ~ 1, a + b < 0 we have, respectively, A2 <
0< A1 and ).2 < A1 ~ 0 (Fig. 112). It is permissible to have a = 0 or b = O.
b) Consider the case e- = -1, e+ = 1 (Fig. 113). (The case e- = 1, e+ =
-1 is reduced to this one by replacement of z, x, y by -z, y, x.) Both semi-axes
yare linear singularities of class L
1
, while both semi-axes x belong to class L
2

By virtue of (26), in the first quadrant there are either no directions in which
trajectories may enter the point 0 (in the case b > a - 2, Fig. 114) or two such
directions (in the case b < a - 2; for b = a - 2 they coincide). IT b ~ a - 2 then
in the case ab > -1 we have A1A2 > 0, 0 < k1 < 1 < k2 and the point 0 is a
node, which in the first quadrant is stable for a + b < 0 (Fig. 115) and unstable
for a + b > 0 (Fig. 116). In the case b < a - 2, ab < -1, the point 0 is a saddle
(Fig. 117).
As in Lemma 4, near the point 0 the trajectories from the region z >
go at both ends (XO,YO,O) and (X1,Y1,O) into the plane z = 0. Using (23), we
22 Linear and Point Singularities
z
g
Figure 119 Figure 114
Figure 115 Figure 116 Figure 117
obtain
Z1 = Zo - 2a!lo + !pdzo, Yo), !l1 = -Yo + !P2(ZO, Yo),
(28) !Pi = 0 (Izol + Iyo!) , a !Pi a!Pi = 0(1) (zo -+ 0, Yo -+ 0).
azo ' ayo
We denote the mapping (28) by T+; (T+)-1 = T+.
281
The topological class of the arrangement of trajectories in the region Z2 +
y2 + 18
2
< 52 depends not only on the arrangement of trajectories in the plane
18 = 0, but also on the mutual arrangement of trajectories and their images
under the mapping T+. In a small neighbourhood of the point 0, T+ maps a
line y = ,p(z) with dy/dz = k into a line y = ,p1(Z) with
(29)
dy k
dz = 2ak _ 1 + 0(1),
if 2ak =F 1, and into a line z = ,po (y) with dz / dy = o( 1) if 2ak = 1. The images of
the y-axis and of the trajectories entering the point 0 with the slopes k1 and k2
are curves entering the point 0 with the slopes
k* = ~
2a'
1
Consequently, the topological class depends on the arrangement on the real axis
of those numbers among k1' k2' k*, kt, kt which are positive. Equating them in
pairs, we will find the bifurcation values of the parameters a, h.
282 Local Singularities of Three-Dimensional . .. Systems Chapter 5
Putting k* = kl > 0, we have 2a = l/kl = k2 > 0 and by virtue of (26),
2a(a + b) = -1, a> o.
Putting kl = ~ > 0, we have a-b = 2. Putting kl = kt > 0, we have k2 = a > 0
and from (26) ab = -1. Putting kl = kt > 0, we have k2 = 1/kl = 2a - kl > 0
and from (26) a + b = 0, a > o. The relations obtained define the lines which
separate the plane of the parameters a, b into eleven regions (Fig. 118).
THEOREM 2 [200]. In the case ()- = ()+ = -1 there exist only two topological
classes of structurally stable pointwise singularities at the point 0 for the sys-
tem (22), (23) specified by the inequalities: 1) b> a-
1
> OJ 2) b ~ 0 or ab < 1.
In the case ()+ = -()- = 1 there exist only eleven classes, the ranges of a and b
values for each class are shown in Fig. 118.
PROOF: In the case ()- = ()+ = -1 the topological classes of the arrangement of
trajectories in the plane z = 0 are specified in a). They completely determine the
topological character of the disposition of trajectories in the three-dimensional
neighbourhood of the point 0, as in Lemma 3. The structural stability is proved
as in Lemma 5. For systems with b = a-
1
> 0 there exist arbitrarily close
systems which may belong to either of these two classes. Hence, systems with
b = a-
1
> 0 are structurally unstable.
In the case ()+ = -()- = 1 we take any two systems A and B, for which the
values of the parameters a and b belong to the same domain in the bifurcation
diagram in Fig. 118, for instance, to domain 8, for which a > 0, ab < -1, 2a(a+
b) < -1. In this case
(30)
and trajectories are arranged as shown by solid lines in Fig. 119, while their
images under the mapping T+ are shown by dashed lines. At the point 0 the lines
o kl' 0 k* , . .. have tangents with slopes kl' k* , ... , respectively. In the domain
between the lines Ok and Oy there exist two families of lines. This domain is
separated by the lines Okt and Ok
2
into three sectors located similarly for the
systems A and B by virtue of (30). Solid and dashed lines near the point 0
are tangent to one another only on the x-axis (from formulae (24), (28), (29) it
follows that tangency is possible only for (a + b) (ab + 1) y = 0, a> 0, but in
the cases 1-11, Fig. 118, these requirements are met only for y = 0).
First we construct a topological mapping in the plane z = o. If on the
boundaries Ok
2
and Oy of the sector k
2
0y the mapping is already chosen and the
points p E Ok2 and q E Oy correspond to the points p' and q' for the system B,
then the lines qr and pr (Fig. 119) must be carried into the trajectory q'r' and
into the image p'r' of the trajectory of the system B, hence the point r must be
carried into the intersection r'. Thus, the mapping in a sector is determined by
the mapping of its boundaries (or a part uv of the boundary in the case shown in
Fig. 120). Now we construct mappings of sectors with two families of lines, then
(with a higher degree of arbitrariness) with one family. For each of the eleven
cases it can be easily verified that by a successive mapping of sectors one can
22 Linear and Point Singularities 283
Figure 118 Figure 119
obtain a topological mapping of the first and third quadrants of the plane z = 0
which carries trajectories of the system A and their T+ -images into trajectories
and their images of the system B. IT the systems A and B belong to different
classes then such a mapping does not exist.
The mapping constructed in the first and third quadrants of the plane z = 0
is extended onto the three-dimensional neighbourhood of the point 0 for z > 0
as in Lemma 4, and for z < 0 as in Lemma 3. Structural stability of systems
of these eleven classes and the absence of other structurally stable systems is
proved as in the case e- = e+ = -1.
c) Consider the case e- = e+ = 1. Through each point ofthe neighbourhood
of the point 0 there passes a trajectory coming at both ends into the plane z = 0
(Fig. 121). The four. coordinate semi-axes are linear singularities of class L
2

This case (and a similar case in RA) has been investigated in [2021 by the points
mapping method.
z
Figure 180 Figure 181
In the region z > 0 trajectories are arranged as in the case b) and, therefore,
in the plane z = 0 near the point 0 the mapping T+ of the form (28) is defined as
a transition from one point of the plane z = 0 into another, along the trajectory
of the system (23). The mapping T- is defined similarly,
(31)
Yl = Yo - 2bxo + "2(XO, Yo)
as a transition along the trajectory of the system (22).
284 Local Singularities of Three-Dimensional. .. Systems Chapter 5
The trajectory starts from the point p = (xo,Yo). If Yo < 0, it passes into
the point T+p, then if at this point x < 0, it passes into the point T-T+p, then
if at that point y < 0, it passes into the point T+r.-T+p, etc.
According to (28) and (31), the mapping T = T-T+ has the form
(32) x = -Xo + 2ayo + ... , y = -2bxo + (4ab - l)yo + ....
The omitted terms have the same estimates as in (28). Since (T-)-l = T-,
(T+)-l = T+ then (T-T+)-l = T+T-. The linear part of the mapping (32)
has the eigenvalues
(33) !J.l,2 = 2ab -1 2y'ab(ab -1);
Now let us investigate qualitatively the systems (22), (23). Let Ri be the
ith coordinate quadrant of the plane z = O. If a > 0 then near the point 0, by
virtue of each of the systems (22)-(24), we have :i; > const > 0 and if b > then
y > const > O. If a < 0, b < 0, ab < 1 then
(34)
d
dt[(l-b)x+(l-a)y]=l-ab+ ... > const >0.
In these three cases, near the point 0 each trajectory enters Rl after a finite
number of intersections with the plane z = 0 (ill the third case one must take
into account the fact that by virtue of (33)
(35) /Jl,2 = cos v i sin v, O<v< 11',
and, therefore, with a certain choice of the basis in the plane x, y the linear part
To of the mapping T is reduced to a rotation by an angle v). In RIo by virtue
of (24) and of the same estimates, all the solutions leave the neighbourhood of
the point O. Stability is absent. (If a system in Rl and R3 were defined in
another way, the presence of stability would depend on the behaviour of the
trajectories in R
l
.)
In the case a < 0, b < 0, ab > 1 in (34) we have 1 - ab + ... < const < 0,
hence, those trajectories which have not reached Rl intersect the planes z = 0
alternately in R2 and R
4
, ultimately moving away from the point O. Stability
is absent (under any definition of a system in Rl and R3).
The case a < 0, b < 0, ab = 1 is critical. The point 0 is stationary, it may
be stable or unstable depending on the higher order terms in (22) and (23). For
instance, for the system
:i; = 1-:z; - y,
:i:=-l-x-y,
y=-l-x-y,
y = 1- x - y,
z=:z;-z
z = -y - z
(z < 0),
(z> 0),
defined for z = 0 according to a), 4, the point 0 is asymptotically stable. This
is proved using the Lyapunov function
23 Singularities on an Intersection 285
It can be shown that in the case e- = 9+ = 1 the system (22), (23) of
class 0
1
defined in the quadrants z = 0; xy ~ 0 according to a), 4, for any
values of a and b is structurally unstable in any neighbourhood of the point 0
and that there exist infinitely many topological classes of such systems.
We will consider the case where, as distinguished from (22), (23), both the
equalities I;; = 0 and IJ = 0 are satisfied, not on different lines but on the same
line L. This line or parts of it can be linear singularities. They are investigated
by the same methods as in the cases a)-c), 2, depending on the signs at Iii and
I ~ in the domains 8
1
and 82 and on the direction of vectors I-(x) and I+(x)
for x E L.
The most complicated case, where trajectories in G+ go from 8
1
to 8
2
,
while in G- they go from 8
2
to 8
1
, has been discussed in [201], [202] by means
of the point-mapping method. Sufficient conditions for asymptotic stability of
a stationary point lying on L have been obtained. In this case a system is
considered in an n-dimensional space, and its right-hand side is discontinuous
on an (n - l)-dimensional surface 8, Iii = I ~ = 0 on an (n - 2)-dimensional
hypersurface L.
4. Singularities of types 4-6 (1, 22) consist of stationary points lying on a
surface of discontinuity. If such a point is isolated then its structural instability
is proved as in the two-dimensional case (Lemmas 1 and 2, 19).
23 Singularities on an Intersection of Surfaces of Discontinuity
Linear and point singularities on intersection lines of a finite number of
surfaces of discontinuity and pointwise singularities at intersection points of sur-
faces of discontinuity are considered. In some cases, the topological structure of
the arrangement of trajectories near a singularity is established. Methods are
proposed for investigating stability.
1. Let the line L E 0
2
be adjoined by a finite number of surfaces 8
i
E
01, i = 1, ... ,p, which have no common points outside L (Fig. 122). These
surfaces divide the neighbourhood of the line L into domains G., i = 1, ... , p,
in each of which I(x) E 0
1
up to the boundary. The line L may also be an edge
of a smooth surface of discontinuity; in this case p = 1. We will investigate such
linear and pointwise singularities of a system (in vector notation)
(1) a: = I(x)
which lie on L. On surfaces and lines of discontinuity one uses either the defi-
nition a), 4, or any definition satisfying the conditions 1
0
and 2
0
, 2, 21 (with
m= 1).
It is supposed that no two surfaces 8
i
and 8
3
are tangent to one another at
points of the line L. One of them is permitted to be a continuation of the other,
like 8
1
and 8
s
in Fig. 122.
Stability of a stationary point lying on the line L can be analyzed using The-
orem 9, 15. Let the line L pass along the xs-axis. Then, as in Theorem 9, 15,
we put x = (y,z), where y = (Xl' X2), z = xs,
I(x) = (g(y,z), hey, z)),
286 Local Sngularities of Three-Dimensional. .. Systems Chapter 5
Figure lff
The system (1) is written as follows
(2)
y = g'(y, z),
. 0, ( )
y = g y,z,
z = h'(y,z)
z = hOi(y,z),
(y,Z)EG"
(y, z) E So,
i = 1, ... ,p,
i E I,
where I is the set of those values of i for which arcs of trajectories lie on surfaces
St. For solutions lying on the line L we have
(3)
the function hO(z) is assumed to be continuous.
The point y = 0, z = Zo of the line L is stationary if hO(zo) = 0. To inves-
tigate stability of this point, we consider a first approximation to the system (2)
in its neighbourhood. The surfaces S, are replaced by half planes S? tangent to
Si at the point (0, zo), the domains G i are replaced by dihedral angles G ~ with
sides S?, and the functions gi(y,z) and gOi(y,z) by the constant 9'(O,zo) and
gO,(O, zo). Let Vi and L. be cross-sections of the domain ~ and the side Sp by
the plane z = Zo.
THEOREM 1. Let the solution y = of the two-dimensional system
(4)
if = g'(O,zo),
. Oi (0 )
Y = g ,Zo,
Y E Vi,
Y E L.,
i = 1, ... ,p,
i E I,
be asymptotically stable, the solution z = Zo of equation (3) be stable (or asymp-
totically stable) and
(5) g'(O,zo) :fO, i = 1, .. . ,p,
0'
g '(0, zo) :f 0, i E I.
Then the solution y = 0, z = Zo of the system (2), (3) is stable (respectively,
asymptotically stable).
The theorem is proved similarly to Theorem 9, 15.
Theorem 1 reduces the study of stability of a stationary point (0, zo) E L to
the study of the one-dimensional equation (3) and the two-dimensional piecewise
constant system (4). The system (4) is investigated by the methods considered
in 20. The most essential restriction in Theorem 1 is the requirement (5). IT
this requirement is not met then t.he system (4) has stationary points arbitrarily
close to the point y = 0, hence its solution y = cannot be asymptotically
stable.
23 Singula.rities on a.n Intersection 287
The case where (5) fails is a critical one, like the case where zero roots are
present in the usual theorem on stability by first approximation. It should be
investigated by other methods, this time taking account of the values of gi (y, z)
for y :f. 0, z :f. ZOo
2. We will indicate one of the classes of linear singularities lying on the line L
and describe the structure of these singularities. The simplest examples of linear
singularities are those in which the surfaces Si are planes or cylindrical surfaces
with generatrices parallel to the z-axis, and the functions gi, hi, gOi, hOi, h
O
are
z-independent. Then any shift parallel to the to the z-axis maps trajectories of
the system (2) into trajectories. The neighbourhoods of any two points of the
z-axis have, therefore, identical structure, and this axis is a linear singularity
(naturally, provided it does not lie on a surface or within a domain, all points of
which have neighbourhoods of identical structure).
We will specify cases where the neighbourhood of each point of the line L is
foliated into surfaces z = Z(Yi >.) (>. being a parameter of the family) filled with
arcs of trajectories of the system (2). It is natural to require that the function
Z(Yi >.) be continuous and that the foliation be preserved under small variations
of the right-hand sides of the system (2). For this purpose it is necessary that
near the line L there should be no such lines consisting of arcs of trajectories of
the system (2) which would be projected onto the plane Z = 0 into closed curves
(if non-closed, such a line has endpoints (y, Zl) and (y, Z2), Zl :f. Z2, not lying
on one surface Z = z(y, >.), and if closed, it is destroyed under small variations
of the functions hi in (2)). On such a surface trajectories must not therefore
form sectors of classes E, F, G, L, R,S near a singular point Y = 0 (2, 17). The
condition (5) is necessary for a similar reason. These arguments account for the
conditions imposed below.
LEMMA 1. Let surfaces Si be half planes adjacent to the z-axis, let, in the sys-
tem (2), (3), each of the functions gi,hi,gOi,hOi,ho be constant, each vector gi
be noncollinear with the sides of the angle V. where it is defined, and the neigh-
bourhood of the singular point Y = 0 of the system (4) consist only of sectors of
classes H, K, P, Q. Then the z-axis is a linear singularity. Its neighbourhood is
filled with a family of surfaces
(6) z = tp(y) + c (-00 < C < 00), tpE 0,
each of which is filled with arcs of trajectories of the system (2).
PROOF: Let Mo be a set consisting of a point y = z = 0 and points (y,z)
lying on trajectories of the system (2) which lie along the surfaces Si and enter
the point Y = z = 0 as t increases or decreases. In each sector of class H, we
draw a ray in the plane z = 0 which goes from the point 0 to intersect the
trajectories of this sector at a nonzero angle. Adding to M
o
, the points which
lie on arcs of the trajectories with one end entering points of the set M
o
, and
on trajectories intersecting the rays constructed in the plane z = 0, we obtain
Ii. set M. The projection of this set into the plane z = 0 fills all the sectors of
classes H, K, P, Q. From the assumption concerning the functions gi, hi, ... and
from the presence of these sectors only it follows that into each point of the plane
288 Local Singularities of Three-Dimensional . .. Systems Chapter 5
z = 0 only one point of the set M is projected, that is, the set M is given by the
equation z = !p(y). In each domain Gi located between the planes Si and 8i+1'
the points of the set M fill a piece of a plane. The function !p(y) is, therefore,
continuous and even satisfies the Lipschitz condition.
Since any shift parallel to the z-axis maps trajectories into trajectories then
for any c the surface z = !p(y) + c is also filled with arcs of trajectories and, as
at the beginning of 2, the z-axis is also a linear singularity. The result follows.
In the next theorem the surfaces 8i and the system (2) satisfy the conditions
enumerated at the beginning of 1, the line L being the z-axis.
THEOREM 2. Let for each Zo E (0:,.8) the vector gi(O,zO) be noncollinear with
sides of the angle Vi (i = 1, ... , p), let the neighbourhood of the singular point
y = 0 of the system (4) consist only of sectors of classes H, K, Q, and h
O
(zo) =1= O.
Then the interval Q: < z < .8 of the z-axis is a linear singularity (or part of it)
for the system (2). The neighbourhood of any point of this interval is filled with
a family of surfaces, each of which is filled (topologically similarly) with arcs of
trajectories of the system (2). In some neighbourhood of an arbitrary point of
this interval, the system (2) is structurally stable.
PROOF: For any zo E (0:,.8) we construct a system Ao of first approximation, as
in 1, also by replacing hO(z) by hO(zo). Then we construct a topological mapping
of the neighbourhood of the point y = 0, z = Zo, such that the points of the
z-axis are carried into themselves, and trajectories of the system Ao are carried
into trajectories of the system (2).
Let x = ei(tjb) and x = be solutions of the system (2) and of
the system Ao which go along the surface 8i and the plane respectively, to
pass through the point x = b at t = O. For small enough t (of the sign for
which these solutions go along the indicated surfaces) each point a = bIl,
where b
1
= (O,zIl, is assigned a point ,p(a) = t(tjbd. We deal similarly with
trajectories which go from the point (0, Z1) directly into the domain G
i
. On the
rays lh lying in the plane Ie = Zl and projected into the rays constructed in the
proof of Lemma 1 in sectors of class H in the plane z = 0, we put ,p(a) = a.
Through each interior point of the sector K or Q there passes a trajectory
of the system (4) which reaches the lateral boundary of the sector only with one
end, and in the sector H there passes a trajectory which has only one common
point with the constructed ray. Such a trajectory is a projection of the trajectory
x = eo(tj a) of the system A
o
, which passes along the surface M1 (z = !p(y) +zd
constructed in Lemma 1. The point a lies on the surface or on the ray lh'
and at this point the mapping ,p(a) is already defined. The point x = eo(tj a) is
assigned a point ,p(x) = e(tj ,p(a)) on the trajectory of the system (2).
In some neighbourhood of the point (0, zo), ,p(x) is a one-to-one mapping
carrying trajectories of the system Ao into trajectories of the system (2). The
point a, at which the trajectory reaches the boundary of the sector or is inter-
sected by the ray lh' depends continuously on the point x = eo(tj a) by virtue of
the noncollinearity condition, and the point b
1
= (0, zI) depends continuously
on the point a. From this and from the theorems on the continuous depen-
dence of solution it follows that the mapping ,p(x) is continuous both on the
surface Ml and in a whole neighbourhood of the point (0, zo) (the point Zl runs
23 Singularities on an Intersection 289
through some neighbourhood of the point zo). By virtue of Lemma 1, 9, the
mapping ",(z) is topological in a closed neighbourhood of the point (0, zo). It
carries the family of surfaces z = tp(y) + c into the family of surfaces which fill
some neighbourhood of the point (0, zo) and consist of arcs of trajectories of the
system (2).
For the system Ao all the points of the z-axis have neighbourhoods of iden-
tical structure by virtue of Lemma 1. The mapping 1/I(z) is topological and,
therefore, for the system (2) all the points of the z-axis lying in the neighbour-
hood of the point So also have neighbourhoods of the same structure. Any
compact part of a given interval a < z < P of the z-axis can be covered with
a finite number of such neighbourhoods. Hence any two points of this interval
have neighbourhoods of the same structure, and for the system (2) this interval
is a linear singularity (or part of it).
II the system (2) varies little in C; (1, 18) then the systems Ao and (4) also
vary little. By the noncollinearity condition, all the sectors for the system (4)
preserve their topological classes. By virtue of Theorem 2, 17, the topological
structure of the neighbourhood of the point y = 0 for the system (4) remains
unchanged. The same is true for the system Ao due to the presence of the
foliation (6), and hence for the system (2) in some neighbourhood of any point
of the indicated interval of the z-axis, since a topological mapping similar to
'" ( z) also exists for a modified system.
To construct an -mapping carrying trajectories of the system (2) into tra-
jectories of the modified system, one should, as at the beginning of the proof,
construct this mapping first for trajectories lying along the surfaces Si and then
for the rest of the trajectories. For sufficiently close systems this mapping shifts
each point by less than by virtue of the continuous dependence of solutions on
the initial conditions and on the right-hand sides of the system. The system is
therefore structurally stable in this given neighbourhood.
From this theorem and from Theorem 2, 17, it follows that the topological
classification of those linear singularities which exist under the conditions of the
theorem is completely determined by the number and the cyclic order of the
sectors of classes H, K, Q for the two-dimensional system (4).
Let the topological structure of the neighbourhood of the singular point
11 = 0 for the system (4) be different for Zo E (a,p) and for Zo E (P,'1), or
let it be the same, but with the function hO(z) in (3) having opposite signs on
the intervals (a, P) and (P, '1). Then the intervals (a, P) and (P, '1) of the z-axis
belong to different linear singularities, and their common endpoint z = P is a
pointwise singularity.
The arrangement of trajectories near the intersection line of surfaces of
discontinuity has not been given a more detailed consideration. Several systems
of this kind used in applications (for instance, in [204]) and automatic control
systems with two and more relay functions (for instance, in [5J, pp. 197 and 249)
have been analyzed by some authors.
3. The pointwise singularity at an intersection point of several discontinuity
surfaces has been treated mainly from the point of view of its stability [182J,
[178J, [205J. Under a natural assumption that discontinuity surfaces (possibly,
curved ones) are arranged as sides of polyhedral angles, an autonomous system
290 Local Singularities of Three-Dimensional . .. Systems Chapter 5
in the neighbourhood of such a point is close to a homogeneous system. Sev-
eral methods for studying stability of such systems are dealt with in 15. The
arrangement of the trajectories in different cases is examined in [182] in order
to obtain necessary and sufficient conditions for stability of a system with three
discontinuous functions (sgn x, sgn y, sgn z).
REFERENCES
1. Andronov, A. A., Vitt, A. A., and Khaikin, S. E., Vibration Theory. Fiz-
matgiz, Moscow, 1959. (In Russian).
2. Barbashin, E. A., Introduction to Stability Theory. Nauka, Moscow, 1967.
(In Russian).
3. Neimark, Yu. I., Points Mapping Method in the Theory of Nonlinear Vibra-
tions. Nauka, Moscow, 1972. (In Russian).
4. Bautin, N. N., Leontovich, E. A., Methods and Techniques of Qualitative
Study of Dynamic Systems in a Plane. Nauka, Moscow, 1976. (In Russian).
5. Gelig, A. Kh., Leonov, G. A., and Yakubovich, V. A., Stability of Nonlinear
Systems with Nonunique Equilibrium State. Nauka, Moscow, 1978. (In
Russian).
6. Theory of Systems with Variable Structure. Ed. by Emelyanov, S. V., Nauka,
Moscow, 1970. (In Russian).
7. Utkin, V. I., Sliding Regimes in Optimization and Control Problems. Nauka,
Moscow, 1981. (In Russian).
8. Sansone, G., Equazioni Differenziali nel Campo Reale. Parte 2. Bologna,
1949.
9. Coddington, E. A., and Levinson, N., Theory of Ordinary Differential Equa-
tions. McGraw-Hill, New York, Toronto, London, 1955.
10. Bokstein, M. F., "Theorems on existence and uniqueness of solutions of ordi-
nary differential equations." Uchen. Zapiski Mosk. Gos. Univers. Mathem.
15 (1939), 3-72. (In Russian).
11. Krasnosel'skii, M. A., and Krein, S. G., "Nonlocal existence theorems and
uniqueness theorems for systems of ordinary differential equations." Dokl.
Akad. Nauk SSSR. 102 (1955), 13-16. (In Russian).
12. Kamke, E., "Zur Theorie der Systeme gewohnlicher Differentialgleichun-
gen." Acta Math. 58 (1932), No.1, 57-85.
13. Hartman, P., Ordinary Differential Equations. John Wiley, New York, Lon-
don, Sydney, 1964.
14. Krasnosel'skii, M. A., and Krein, S. G., "On the averaging principle in
nonlinear mechanics." Uspekhi Mat. Nauk. 10 (1955), No.3, 147-152. (In
Russian).
15. Kurzweil, J., "Generalized ordinary differential equations and continuous
dependence on a parameter." Czechosl. Math. Journ. '1 (1957),418-449.
16. Kurzweil, J., "On generalized ordinary differential equations possessing dis-
continuous solutions." Prikl. Mat. i Mekh. 22 (1958), 27-45. (In Russian).
291
290 Local Singularities of Three-Dimensional . .. Systems Chapter 5
in the neighbourhood of such a point is close to a homogeneous system. Sev-
eral methods for studying stability of such systems are dealt with in 15. The
arrangement of the trajectories in different cases is examined in [182] in order
to obtain necessary and sufficient conditions for stability of a system with three
discontinuous functions (sgn x, sgn y, sgn z).
REFERENCES
1. Andronov, A. A., Vitt, A. A., and Khaikin, S. E., Vibration Theory. Fiz-
matgiz, Moscow, 1959. (In Russian).
2. Barbashin, E. A., Introduction to Stability Theory. Nauka, Moscow, 1967.
(In Russian).
3. Neimark, Yu. 1., Points Mapping Method in the Theory of Nonlinear Vibra-
tions. Nauka, Moscow, 1972. (In Russian).
4. Bautin, N. N., Leontovich, E. A., Methods and Techniques of Qualitative
Study of Dynamic Systems in a Plane. Nauka, Moscow, 1976. (In Russian).
5. Gelig, A. Kh., Leonov, G. A., and Yakubovich, V. A., Stability of Nonlinear
Systems with Nonunique Equilibrium State. Nauka, Moscow, 1978. (In
Russian).
6. Theory of Systems with Variable Structure. Ed. by Emelyanov, S. V., Nauka,
Moscow, 1970. (In Russian).
7. Utkin, V. I., Sliding Regimes in Optimization and Control Problems. Nauka,
Moscow, 1981. (In Russian).
8. Sansone, G., Equazioni Differenziali nel Campo Reale. Parte 2. Bologna,
1949.
9. Coddington, E. A., and Levinson, N., Theory of Ordinary Differential Equa-
tions. McGraw-Hill, New York, Toronto, London, 1955.
10. Bokstein, M. F., "Theorems on existence and uniqueness of solutions of ordi-
nary differential equations." Uchen. Zapislei Mosle. Gos. Univers. Mathem.
15 (1939), 3-72. (In Russian).
11. Krasnosel'skii, M. A., and Krein, S. G., "Nonlocal existence theorems and
uniqueness theorems for systems of ordinary differential equations." Dolcl.
Alead. Naule SSSR. 102 (1955), 13-16. (In Russian).
12. Kamke, E., "Zur Theorie der Systeme gewohnlicher Differentialgleichun-
gen." Acta Math. 58 (1932), No.1, 57-85.
13. Hartman, P., Ordinary Differential Equations. John Wiley, New York, Lon-
don, Sydney, 1964.
14. Krasnosel'skii, M. A., and Krein, S. G., "On the averaging principle in
nonlinear mechanics." Uspelehi Mat. Naule. 10 (1955), No.3, 147-152. (In
Russian).
15. Kurzweil, J., "Generalized ordinary differential equations and continuous
dependence on a parameter." Czechosl. Math. Journ. 'T (1957), 418-449.
16. Kurzweil, J., "On generalized ordinary differential equations possessing dis-
continuous solutions." Prilel. Mat. i Meleh. 22 (1958), 27-45. (In Russian).
291
292 References
17. Kurzweil, J., and Vorel, Z., "Continuous dependence of solutions of differen-
tial equations on a parameter". Czechosl. Math. Journ. '1 (1957), 568-583.
(In Russian).
18. Dole!al, V., and Kurzweil, J., "0 nl!kterych vlastnostech linearnich difer-
entialnich rovnic". Aplikace mat. 4 (1959), 163-176.
19. Jarnik, J., "On a certain modification of the theorem on the continuous
dependence on a parameter". Casopis pro pestov. mat. 86 (1961) 415-424.
20. Petrov, N. N., "Some sufficient conditions for continuous dependence of
solution of a differential equation on a parameter". Vestnik Leningr. Gos.
Univers. (1962), No. 19, 26-40. (In Russian).
21. Arnese, G., "Sulla dipendenza dal pararnetro degli integrali di una equazione
differenziale ordinaria del primo ordine." Rend. semin. mat. Univ. Padova.
33 (1963), 140-162.
22. Kartak, K., "A theorem on continuous dependence on a parameter." Casop.
pro pestov. mat. 91 (1966), 178-194.
23. Kartak, K., "Continuous dependence on parameters and generalised solu-
tions of ordinary differential equations." Beitr. Anal. 9 (1976), 39-41.
24. Artstein, Z., "Continuous dependence on parameters: on the best possible
results." Journ. of Dif. Equat. 19 (1975),214-225.
25. Artstein, Z., "Topological dynamics of ordinary differential equations and
Kurzweil equations." Journ. of Dif. Equat. 23 (1977), 224-243.
26. Vorel, Z., "Continuous dependence on parameters." Nonlinear anal. Theory,
Meth. and Appl. 5 (1981), 373-380.
27. Matveev, N. M., Nosov, S. L., and Pokrovskii, A. N., "To the problem of
the averaging principle." Dif. Uravn. 14 (1978), 371-373. (In Russian).
28. Volpato M., "Sulla derevabiliU., rispetto a valori iniziali ed a parametri delle
soluzioni dei sistemi di equazioni differenziali ordinarie del primo ordine."
Rend. semin. mat. Univ. Padova. 28 (1958), 71-106.
29. Ursescu, C., "A differentiable dependence on the right-hand side of solutions
of ordinary differential equations." Ann. polon. math. 31 (1975), 191-195.
30. Reimann, H. M., "Ordinary differential equations and quasiconformal map-
pings." Invent. math. 33, (1976), 247-270.
31. Blagodatskikh, V. I., "On differentiability of solutions with respect to initial
conditions." Dif. Uravn. 9 (1973) 2136-2140. (In Russian).
32. Andreev, A. F., and Bogdanov, Yu. S., "On continuous dependence of solu-
tion of the Cauchy problem on initial data." Upsekhi Mat. Nauk. 13 (1958),
165-166. (In Russian).
33. Zaremba, S. C., "Sur les equations au paratingent." Bull. des Scienc. Math.
Ser. 2, 60 (1936), 139-160.
34. Khalanai, A., and Veksler, D., Qualitative theory of systems with impulses.
Mir Publishers, Moscow, 1971. (In Russian).
35. Kartak, K., "A generalization of the Caratheodory theory of differential
equations." Czechosl. Math. Journ. 11 (1967), 482-514.
36. Saks, S., Theory of the Integral. Warsaw, 1939.
37. Myshkis, A. D., and Samoilenko, A. M., "Systems with impulses at given
instants." Matemat. Sbornik. '14 (1967),202-208. (In Russian).
References 293
38. Schwabik, S., "Verallgemeinerte gewohnliche Differentialgleichungen; Sys-
teme mit Impulsen auf FI1khen, I, II." Czechosl. Math. Journ. 20 (1970),
468-490; 21 (1971), 172-197.
39. Schwabik, S., "Stetige Abhangigkeit von einem Parameter fiir ein Differ-
entialgleichungssystem mit Impulsen." Czechosl. Math. Journ. 21 (1971),
198-212.
40. Pandit, S. G., "Systems described by differential equations containing im-
pulses: existence and uniqueness." Rev. roum. math. pures et appl. 26
(1981), 897-887.
41. Mil'man, V. D., and Myshkis, A. D., "On stability of motion in systems
with impulses." Sibirsk. Matem. Zhurn. 1 (1960), 233-237.(1n Russian).
42. Rozhko, V. F., "Lyapunov stability discontinuous dynamic systems." Dif.
Uravn. 11 (1975), 1005-1012. (In Russian).
43. Schwabik, S., "Bemerkungen zu Stabilitatsfragen fur verallgemeinerte Dif-
ferentialgleichungen." tasop. pro plstov. mat. 96 (1971), 55-56.
44. Rao, M. R. M., and Rao, V. S. H., "Stability of impulsively perturbed
systems." Bull. Austral. Math. Soc. 16 (1977), 99-110.
45. Samoilenko, A. M., and Perestyuk, N. A., "Stability of solutions of differ-
ential equations with impulses." Dif. Uravn. 13 (1977), 1981-1992. (In
Russian).
46. Samoilenko, A. M., and Perestyuk, N. A., "On stability of solutions of a
system with impulses." Dif. Uravn. 11 (1981), 1995-2001. (In Russian).
47. Samoilenko, A. M., Teplinskii, Yu. V., and Tsyganovskii, N. S., "On the
behaviour of solutions of a quasilinear system of differential equations with
impulses in the neighbourhood of an invariant torus." Dif. Ura'Un. 18
(1982), 833-839. (In Russian).
48. Rozenwasser, E. N., "On the theory of piecewise linear systems with period-
ically varying parameters." A'Utomatika i Telemekhanika. 23 (1962), No.1
122-126. (In Russian).
49. Amatov, M. A., "On stability of motion of systems with impulses." Dif.
Ura'Un. Riazan'. 9 (1977), 21-28. (In Russian).
50. Samoilenko, A. M., and Perestyuk, N. A., "Periodic solutions of weakly
nonlinear systems with impulses." Dif. Ura'Un. 14 (1978), 1034-1045. (In
Russian).
51. Perestyuk, N. A., and Shovkoplyas, V. N., "Periodic solutions of nonlinear
differential equations with impulses." Ukraink. Matem. Zhurn. 31 (1979),
517-524. (In Russian).
52. Samoilenko, A. M., and Perestyuk, N. A., "Periodic and almost periodic
solutions of differential equations with impulses." Ukrainsk. Matem. Zhurn.
34 (1982), 66-73. (In Russian).
53. Mitropol'skii, Yu. A., Samoilenko, A. M., and Perestyuk, N. A., "On the
problem of motivation of the averaging method for second-order equations
with impulses." Ukrainsk. Matem. Zhurn. 29 (1977), 750-762. (In Rus-
sian).
54. Tsyganovskii, N. S., "On the problem of motivation of the averaging method
for systems with impulses." Ukrainsk. Matem. Zhurn. 31 (1979) 469-473.
(In Russian).
294 References
55. Schwabik, S., "Uber ein Differentialgleichunggystem mit unstetigen Losungen
endlicher Variantion." Zeitschr. angew. Math. und Mech. 48 (1968), son-
derheft, No.8, 30-32.
56. Karkinbayev, 1., "On the problem of motivation of the averaging method for
systems of differential equations with impulses." Matem. Fizika. Respubl.
Mezhved. Sbornik, Kiev. 26 (1979), 40-48. (In Russian).
57. Zavalischin, S. T., "On one method of optimal synthesis at unknown pertur-
bations." Trudy Inst. Matem. i Mekhan. Ural. Nauchn. Tsentr Akad. Nauk
SSSR. 32 (1979) 45-70. (In Russian).
58. B e n ~ s , K., "On modelling dynamic systems excited by the Dirac function."
Acta Univ. Palack. Olomuc. Fac. rerum nat. 57 (1978) 123-129.
59. Aizerman, M. A., and Gantmakher, F. R., "On the determination of periodic
regimes in a nonlinear dynamic system with piecewise linear characteristics."
Prikl. Mat. i Mekh. 20 (1956), 639-654. (In Russian).
60. Kurzweil, J., "Linear differential equations with distributions as coefficients."
Bull. Acad. Polon. Sci. ser. math. 7 (1959), 557-560.
61. Gelfand, I. M., and Shilov, G. E., Distributions and Operations of Them.
Fizmatgiz, Moscow, 1959. (In Russian).
62. Zavalischin, S. T., "Establishment of the reaction of a linear nonstationary
transmission system to locally summable actions." Dif. Uravn. 4 (1968),
1404-1412. (In Russian).
63. Zavalischin, S. T., "Stability of generalized processes. I, 11." Dif. Uravn. 2
(1966), 872-881j 3 (1967), 171-179. (In Russian).
64. Natanson, 1. P., The Function Theory of the Real Variable. Gostekhizdat,
Moscow, 1957. (In Russian).
65. Zavalischin, S. T., "The Cauchy formula for the linear equation of general
form in distributions." Dif. Uravn. 9 (1973), 1138-1140.(In Russian).
66. Barbashin, E. A., "On stability under impulse excitation." Dif. Uravn. 2,
(1966),863-871. (In Russian).
67. Zavalischin, S. T., "Periodic generalized orbits." Dif. Uravn. 3 (1967),
1231-1239. (In Russian).
68. Zavalischin, S. T., "On locally integrable periodic motions of a nonlinear
transmission system." Dif. Uravn. 5 (1969), 1575-1582. (In Russian).
69. Gantmakher, F. R., Theory of Matrices. Nauka, Moscow, 1966. (In Rus-
sian).
70. Doetsch, G., "Das Anfangswertproblem fur Systeme linearer Differentialgle-
ichungen unter unzulassigen Anfangsbedingungen." Annali di mat. pura ed
appl. 39 (1955), 25-37.
71. Focke, J., "Losung von Systemen gewohnlicher Differentialgleichungen durch
Sprungfunctionen." Wiss. Zeitschr. Univ. Leipzig. Math. Nat. Reihe. 8
(1958/59), 867-870.
72. Campbell, S. L., Meyer, C. D., and Rose, N. J., "Application of the Drazin
inverse matrix to linear systems of differential equations with singular con-
stant coefficients." SIAM Journ. Appl. Math. 31 (1967), 421-425.
73. Campbell, S. L., "Linear systems of differential equations with singular co-
efficients." SIAM Journ. Math. Anal. 8 (1977), 1057-1066.
References 295
74. Boyarintsev, Yu. E., and Korsukov, V.M., "The structure of the general
continuously differentiable solution of the boundary problem for a singular
system of ordinary differential equations." Voprosy Prikl. Matem. Irkutsk.
(1977), 73-93. (In Russian).
75. Boyarintsev, Yu. E., Regular and Singular Systems of Linear Ordinary Dif-
ferential Equations. Nauka,. Novosibirsk, 1980. (In Russian).
76. Vladimirov, V. S., Equations of Mathematical Physics. Nauka, Moscow,
1967. (In Russian).
77. Pfaff, R., "Gewohnliche lineare Differentialgleichungen zweiter Ordnung mit
Distributionskoeffizient." Arch. Math. 32 (1979), 469-478.
78. L i g ~ z a , J., "On generalized periodic solutions of linear differential equations
of order n." Ann. polan. math. 33 (1977), 209-218.
79. Uno, T., and Hong, 1, "Some consideration of asymptotic distribution of
eigenvalues for the equation cPu/dz+>.p(z)u = 0." Japan Journ. Math. 29
(1959), 152-164.
80. Guggenheimer, H., "Stability theory for Hill equations with generalized co-
efficient." Proc. Amer. Math. Soc. 53 (1975), 155-158.
81. L i g ~ z a , J., "On generalized solutions of some differential nonlinear equations
of order n." Ann. polan. math. 31 (1975), 115-120.
82. L i g ~ z a , J., "Cauchy's problem for systems of linear differential equations
with distributional coefficients." Colloq. math. 33 (1975), 295-303.
83. Wall, H. S., "Concerning harmonic matrices." Archi". Math. 5 (1954),
160-167.
84. MacNerney, J. S., "Stieltjes integrals in linear spaces." Annals of Math. 61
(1955), 354-367.
85. Hildebrandt, T. H., "On systems of linear differentio-Stieltjes-integral equa-
tions." Rlinois Journ. Math. 3 (1959), 352-373.
86. Reid, W. T., "Generalised linear differential systems." Journ. of Math. and
Phys. 8 (1959), 705-726.
87. Schwabik S., "Verallgemeinerte line are Differentialgleichungssysteme." Casop.
pro plsto". mat. 96 (1971), 183-211.
88. L i g ~ z a , J., "On distributional solution of some systems of linear differential
equations." Casop. pro plsto". mat. 102 (1977) 37-41.
89. Schwabik, S., and Tvrdy M., "Boundary value problems for generalized
linear differential equations." Czechosl. Math. Journ. 29 (1979), 451-477.
90. Pandit, S. G., "Differential systems with impulsive perturbations." Pacific
Journ. Math. 86 (1980), 553-560.
91. L i g ~ z a , J., "The existence and the uniqueness of distributional solutions of
some systems of nonlinear differential equations." Casop. pro plsto". mat.
102 (1977), 30-36.
92. Kurzweil, J., "Generalized ordinary differential equations." Czechosl. Math.
Journ. 8 (1958), 360- 388.
93. Filippov, A. F., "Differential equations with discontinuous right-hand side."
Matemat. Sbornik. 51 (1960) 99-128. (in Russian).
94. Krasovskii, N. N., and Subbotin, A. 1, Positional Differential Games. Nauka,
Moscow, 1974. (In Russian).
296 References
95. Aizerman, M. A., and Pyatnitskii, E. S., "Fundamentals of the theory of
discontinuous systems. 1,11." Alitomatika i telemekhanika. 'T (1974), 33-47;
8, 39-61. (In Russian).
96. Jakubovich, V. A., "Periodic and almost periodic limit regimes of control
systems with several generally discontinuous nonlinearities." Doklady Akad.
Nauk SSSR. 1'11 (1966), 533-536. (In Russian).
97. Alimov, Yu. 1., "On the application of the direct Lyapunov method to dif-
ferential equations with non-single-valued right-hand sides." Alitomatika i
Telemekhanika. 22 (1961), 817-830. (In Russian).
98. Malgarini, G., "Su un particolare sistema differenziale ordinario, con secondi
membri discontinui." Rend. 1st lombardo sci. e lettere. Sci. mat. fiz., chim.,
e geol. A94 (1960), 612-631.
99. Malgarini, G., "Sull'integrazione di un sistema differenziale ordinario dis-
continuo rispetto alle incognite." Rend. 1st lombardo sci. e lettere. Sci.
mat., fiz'J chim., e geol. A95 (1961), 3-21.
100. Andre, J., and Seibert, P., "Uber stiickweise lineare Differentialgleichungen,
die bei Regelungsproblemen auftreten. I, II." Arch. der Math. 7 (1956),
148-156; 157-164.
101. Tonkova, V. S., and Tonkov, E. L., "Some properties of averaged solutions
of a control system with discontinuous nonlinearity." Dif. Uravn. 9 (1973),
278-289. (In Russian).
102. Hermes, H., Discontinuous Vector Fields and Feedback Control. Different.
Equat. and Dynam. Syst. Academic Press, New York, 1967. 155-165.
103. Sentis, R., "Equations differentielles a second membre measurable." Boll.
Unione mat. ital. B15 (1978), 724-742.
104. Solntsev, Yu. K., "On Lyapunov stability of equilibrium positions of a
system of two differential equations with discontinuous right-hand sides."
Uchen. Zapiski Mosk. Gos. Univers. ser. Matem. 148 (1951), 144- 180.
(In Russian).
105. Solntsev, Yu. K., "On continuous dependence on initial conditions of solu-
tions of systems of differential equations with piecewise continuous right-
hand sides." Uchen. Zapiski Mosk. Gos. Univer8. ser. Matem. 186 (1959),
191-203. (In Russian).
106. Nagumo, M., "Uber das System der gewohnlicher Differentialgleichungen."
Japanese Journ. of Math. 4 (1927), 215-230.
107. Rosenthal, A., "Uber die Existenz der Losungen von gewohnlicher Differ-
entialgleichungen." Sitzungsberichte der Heidelberger Akad., Math. Naturw.
Klasse. 19 (1929), 3-10.
108. Viktorovskii, E. E., "On one generalization of the concept of integral curves
for a discontinuous direction field." Matemat. Sbornik. 34 (1954), 213-248.
(In Russian).
109. Persidskii, K. P., "Generalized solutions of differential equations." Izvestiya
Akad. Nauk Kazakh. SSR, ser. Fiz. Mat. Nauk. 3 eer. Mat. i Mekh., 18,
(1965), 17-24. (In Russian).
110. Coletti, G., and Regoli, G., "Criteri di existeza e di limitatezza di eoluzioni
di equazioni differenziali non lineari." Rend. mat. 11 (1978), 393-403.
References 297
111. Guintini, S., and Pianigiani, G., "Equazioni differentiali ordinarie con sec-
ondo membro discontinuo." Atti semin. mat. e jiz. Univ. Modena. 23
(1974), 233-240.
112. Matrosov, V. M., "On differential equations and inequalities with discontin-
uous right-hand sides." II. Dif. Uratln. 3, (1967), 395-409; 869-878. (In
Russian).
113. Kozlov, R. I., "On the theory of differential equations with discontinuous
right-hand sides." Dif. Uratln. 10 (1974), 1264-1275. (In Russian).
114. Pelant, J., "Vztahy mezi niznymi typy zobechenych fe!!eni dif-
ferencialnich rovnic." Kniin. odbor a tlld. spisti. VUT Brnl. Sec. 1, B-56
(1975), 181-187.
115. Reid, W. T., "Anatomy of the ordinary differential equation." Amer. Math.
monthly. 82 (1975), 971-984.
116. Binding, P., "The differential equation z = f 0 z." Journ. of Dif. Equat. 31
(1979), 183-199.
117. Hajek, 0., "Discontinuous differential equations." I, II. Journ. of Dif.
Equat. 32 (1979), 149-170; 171-185.
118. Filippov, A. F., "Differential equations with the right-hand side discontin-
uous on intersecting surfaces." Dif. Uratln. 15 (1979), 1814-1823. (In
Russian).
119. Pshenichny, B. N., Contlez Analysis and Eztreme Problems. Nauka, Moscow,
1980. (In Russian).
120. Barbashin, E. A., and Alimov, Yu. I., "On the theory of relay differential
equations." Iztlestiya Vysshikh Uchebnykh Zatledenii, ser. Matem. 1 (1962),
3-13. (In Russian).
121. Wazewski, T., "Sur une condition equivalente a. l'equation au contingent."
Bull. Acad. Polon. Sci. ser. math., astr., phys. 9 (1961), 865-867.
122. Marchaud, A., "Sur les champs de demi-cones et les equations differentielles
du premier ordre." Bull. Soc. Math. France. 62 (1934), 1-38.
123. Marchaud, A., "Sur les champs de demi-cones convexes." Bull. Sci. Math.
B ser. 62 (1938), 229-240.
124. Filippov, A. F., "Differential equations with multivalued discontinuous right-
hand side." Dokl. Akad. Nauk SSSR. 151 (1963), 65-68. (In Russian).
125. Kowalski, Z., "Measurability conditions for set-valued functions." Bull.
Acad. Polon. Sci. ser. math., astr., phys. 12 (1964), 449-453.
126. Kowalski, Z., "Measurability conditions and scalar coordinates for orient or
fields." Bull. Acad. Polon. Sci. ser. math., astr'
l
phys. 12 (1964),455-459.
127. PliS, A., "Remark on measurable set-valued functions." Bull. Acad. Polon.
Sci. ser. math., astr., phys. 9 (1961), 857-859.
128. Kikuchi, N., "Control problem of contingent equation." Publ. Res. Inst.
Math. Sci. Kyoto Univ. ser. A. 3 (1967), 85-99.
129. Scorza Dragoni, G., "Un teorema sulle funzioni continue rispetto ad una e
misurabili rispetto as un'altra variabile." Rend. Semin. Mat. Padotla. 11
(1948), 102-106.
130. Scorza Dragoni, G., "Una applicazione della quasi continuita. semiregolare
delle funzioni misurabili rispetto ad una e continue ad un'altra variable." Atti
Acad. Naz. Lincei. Ser. 8. 12 (1952), 55-61.
298 References
131. Opial, Z., "Sur l'equation differentielle ordinaire du premier ordre dont Ie
second membre satisfait aux conditions de Caratheodory." Annales polan.
math. 8 (1960), 23-28.
132. Wazewski, T., "Sur une condition d'existence des fonctions implicites mesurables."
Bull. Acad. Polan. Sci. ser. math., astr., phys. 9 (1961), 861-863.
133. Wazewski, T., "Systemes de commande et equations au contingent." Bull.
Acad. Polan. Sci. ser. math., astr., phys. 9 (1961), 151-155.
134. Filippov, A. F., "On some problems of the theory of optimal control." Vest-
nik Mask. Gas. Univers., Ber. matem., mekh. (1959), No.2, 25-32. (In
Russian). .
135. Wazewski, T., "Sur une generalisation de la notion des solutions d'une
equation au contingent." Bull. Acad. Polan. Sci. ser. math., astr., phys.
10 (1962), 11-15.
136. Turowicz, A., "Sur les trajectoires et quasitrajectoires des systemes de com-
mande nonlineaires." Bull. Acad. Polan. Sci. ser. math., astr., phys. 10
(1962), 529-531.
137. PHs, A., "Trajectories and quasitrajectories of an orientor field." Bull. Acad.
Polan. Sci. ser. math., astr., phys. 11 (1963), 369-370.
138. Filippov, A. F., "Classical solutions of differential equations with multival-
ued right-hand side." Vestnik Mask. Gas. Univers. ser. matem., mekh.
(1967), No.3, 16-26. (In Russian).
139. Hermes, H., "The generalised differential equation :i: E R(t, x)." Advances
Math. 4 (1970), 149-169.
140. Tolstonogov, A. A., and Chugunov, P. I., "On the set of solutions of a
differential inclusion in the Banach space." Sibirsk. Matem. Zhurn. 24
(1983), 144-159. (In Russian).
141. Turowicz, A., "Remarque sur la definition des quasitrajectoires d'un systeme
de commande nonlineaire." Bull. Acad. Polan. Sci. ser. math., astr., phys.
11 (1963) 367-368.
142. PHs, A., "Measurable orient or fields." Bull. Acad. Polon. Sci. ser. math.
phys. 13 (1965),565-569.
143. Davy, J. L., "Properties of the solution set of a generalized differential equa-
tion." Bull. Austral. Math. Soc. 6 (1972), 379-398.
144. Filippov, A. F., "Stability of differential equations with discontinuous and
multivalued right-hand sides." Dif. Uravn. 15 (1979), 1018-1027. (In
Russian).
145. Kaczynski, H., and Olech, C., "Existence of solutions of orientor fields with
non-convex right-hand side." Annales polan. math. 29 (1974),61-66.
146. Olech, C., "Existence of solutions of non-convex orient or fields." Boll.
Unione mat. ital. 11 (1975), 189-197.
147. Brunovsky, P., "Every normal linear system has a regular time-optimal
synthesis." Mat. slovaca. 28 (1978), 81-100.
148. Zheleztsov, N. A., "The point transformation method and the problem of
forced oscillations of oscillator with "combined" friction." Prikl. Mat. i
Mekh. 13 (1949), 3-40. (In Russian).
149. Ressig, R., "Uber die Stabilitiit gediimpfter erzwungener Bewegungen mit
linearer Riickstellkraft." Math. Nachr. 13 (1955),231-245.
References 299
150. Zabreiko, P. P., Krasnosel'skii, M. A., and Lifshits, E. L., "Oscillator with
elastoplastic element." Do/d. Alead. Naule SSSR. 190 (1970), 266-268. (In
Russian).
151. Buhite, J. L., and Owen, D. R., "An ordinary differential equation from the
theory of plasticity." Arch. Ration. Mech. and Anal. 'T1 (1970), 357-383.
152. Plotnikov, V. A., "The averaging method for differential inclusions." Dif.
UratJn. 15 (1979), 1427-1433. (In Russian).
153. Plotnikov, V. A., and Zverkova, T. S., "The averaging method for standard
systems with discontinuous right-hand sides." Dif. UratJn. 18 (1982), 1091-
1093. (In Russian).
154. Kozlov, R. 1., "On the motivation of the averaging method for differential
equations with discontinuous right-hand sides." UstoichitJost'i UpratJlenie.
Kazan'. (1981), 33-42. (In Russian).
155. Aleksandrov, P. S., Introduction to the General Theory of Sets and Func-
tions. Gostekhizdat, Moscow-Leningrad, 1948. (In Russian).
156. Aizerman, M. A., and Gantmakher, F. R., "Stability in the linear approx-
imation of periodic solution of a system of differential equations with dis-
continuous right-hand sides." Prikl. Mat. i Mekh. 21 (1957), 658-669. (In
Russian).
157. Andronov, A. A., Leontovich, E. A., Gordon,!. I., and Maier, A. G., Qual-
itatitJe Theory of Second-Order Dynamic Systems. Nauka, Moscow, 1966,
(In Russian).
158. Nemytskii, V. V., and Stepanov, V. V., Qualitative Theory of Differential
Equations. Gostekhizdat, Moscow-Leningrad, 1949. (In Russian).
159. Barbashin, E. A., "On the theory of generalized dynamic systems." Uchen.
Zapiski Mosie. Gos. UnitJers. Matem. 2 (1949), No. 135, 110-133. (In Rus-
sian).
160. Petrov, N. N., "An analogue of the Birkhoff theory for invariant sets of
control systems." Dif. UratJn. 15 (1979), 2155-2160. (In Russian).
161. Bendixon, I., "Sur les courbes definies par les equations differentielles." Acta
Math. 24 (1901), 1-88. Russian translation of chap. 1 "On the curves
defined by differential equations." Uspekhi Mat. Naule. 9 (1941), 191-211.
162. Brouwer, L. E. J., "On continuous vector distributions." I, II, III. Ver-
hanl. Neder. Alead. Wetersch. Afd. Natuurle. Sec. 1, 11 (1909),850-858; 12
(1910), 716-734; 13 (1910), 171-186.
163. Myshkis, A. D., "Generalization of the theorem on the rest point within a
closed trajectory." Matemat. Sbornilc. 34 (1954), 525-540. (In Russian).
164. Hautus, M. L., Heymann, M., and Stern, R. J., "Rest point theorems for
autonomous control systems." Journ. Math. Anal. and Appl. 58 (1977),
98-112.
165. Baitman, M. M., "On controllability domains in a plane." Dif. UratJn. 14
(1978), 579-593.
166. Borisovich, Yu. G., Gelman, B. D., Mukhamadiev, E. M., and Obukhovskii,
V. V., "On rotation of multivalued vector fields." Trudy Semin. po funlet.
anal. Voronezh. UnitJers. 12 (1969), 69-84. (In Russian).
167. Krasnosel'skii, M. A., Shift Operator Along Traiectories of Differential Equa-
tions. Nauka, Moscow, 1966. (In Russian).
300 References
168. Povolotski, A. I., and Gango, E. A., "Periodic solutions of differential equa-
tions with multivalued right-hand side." Uchen. Zapiski Leningr. Pedagog.
Inst. im Herzena. 464 (1970), 235-242. (In Russian).
169. Povolotski, A. 1., and Gango, E. A., "On periodic solutions of differential
equations with multivalued right-hand side." Uchen. Zapiski Leningr. Ped-
agog. Inst. im Herzena. 541 (1972), 145-154. (In Russian).
170. Pliss, V. A., Nonloeal Problems of Vibration Theory. Nauka, Moscow, 1964.
(In Russian).
171. Neimark, Yu. 1., "On periodic motions of relay systems." In To the Memory
of A. A. Andronov. Izdat. Akad. Nauk SSSR, Moscow, 1955. (In Russian).
172. Rozenwasser, E. N., Oscillations of Nonlinear Systems. Nauka, Moscow,
1969. (In Russian).
173. Dolgolenko, Yu. V., "Approximate definition of partially sliding periodic
regimes in relay control systems." Avtomatika i Telemekhanika. 18 (1957),
3-27. (In Russian).
174. Neimark, Yu. 1., and Kinyapin, S. D., "On the appearance of periodic motion
from the equilibrium state on a surface of discontinuity." Izvestiya Vysshikh
Uchebnykh Zavedenii, Radiojizika. 5 (1962), 1196-1205. (In Russian).
175. Brusin, V. A., Neimark, Yu. 1., and Feigin, M. 1., "On some cases of the
dependence of periodic motions of a relay system on a parameter." IZfJestiya
Vysshikh Uchebnykh Zavedenii, Radiojizika. 6 (1963), 785-800. (In Rus-
sian).
176. Roxin, E., "Stability in general control systems." Journ. of Dif. Equat. 1
(1965), 115-150.
177. Krbec, P., "Weak stability of multivalued differential equations." Czechosl.
Math. Journ. 26 (1976), 470-476.
178. Filippov, A. F., "A system of differential equations with several discontinu-
ous functions." Matemat. Zametki. 21 (1980), 255-266. (In Russian).
179. Foti, J. P., "Asymptotically autonomous multivalued differential equations."
Trans. Amer. Math. Soc. 221 (1976), 449-452.
180. Tsalyuk, V. Z., "On stability of differential inclusions in a first approxima-
tion." Dif. Uravn. 16 (1980), 258-263. (In Russian).
181. Krasnosel'skii, M. A., and Pokrovskii, A. V., "The principle of the absence
of bounded solutions in the problem of absolute stability." Dokl. Akad. Nauk
SSSR. 233 (1977),293-296. (In Russian).
182. Khudov, V. F., "On the stability of three-coordinate nonlinear angular
tracking system." Candidate Thesis, Moscow, Moskovsk. Gos. Univers.
(1970). (In Russian).
183. Voronov, A. A., "Present situation and problems of the theory of stability."
Avtomatika i Telemekhanika. (1982), No.5, 5-28. (In Russian).
184. Tsalyuk, V. Z., "Perturbations of exponentially stable differential inclusions
by distributions." Matem. Fizika. Respubl. Mezhvedmostv. Sbornik. Kiev.
28 (1980), 34-40. (In Russian).
185. Andronov, A. A., Leontovic4, E. A., Gordon, 1. 1., and Maier, A. G., The
Theory of Bifurcations of Dynamic Systems in a Plane. Nauka, Moscow,
1967. (In Russian).
References 301
186. Kozlova, V. S., "Structural stability of discontinuous systems." Vestnik
Mask. Gas. Univers. Ser. Matem. i Mekhan. (1984), No.5, 16-20. (In
Russian).
187. Kozlova, V. S., "Structurally stable singular points on a line of discontinu-
ity of the right-hand sides of a system of differential equations." VINITI,
Moscow. 42'11-84 (1984). (In Russian).
188. Kozlova, V. S., "Singular points of 1st degree of structural instability on
a line of discontinuity of right-hand side of a system." VINITI, Moscow.
4284-84 (1984). (In Russian).
189. Neimark, Yu. 1., and Fufayev, N. A., Dynamics of Nonholonomic Systems.
Nauka, Moscow, 1967. (In Russian).
190. Skryabin, B. N., "The appearance of a limit cycle from a "sewed focus"."
Prikl. Mat. i Mekh. 42 (1978),952-955. (In Russian).
191. Teixeira, M. A., "Generic bifurcation in manifolds with boundary." Journ.
of Dif. Equat. 25 (1977),65-89.
192. Teixeira, M. A., "Generic bifurcation of certain singularities." Boll. Uniore
Mat. Ital. 16-B (1979), 238-254.
193. Myshkis, A. D., and Khokhryakov, A. Ya., "Storming dynamic systems. 1.
Singular points in a plane." Matemat. Sbornik. 45 (1958), 401-414. (In
Russian).
194. Potlova, N. 1., and Potlov, V. V., "Some properties of trajectories of one
class of homogeneous systems with discontinuous right-hand sides." Dif.
Uravn. Riazan'. 11 (1978), 140-143. (In Russian).
195. Potlov, V. V., and Potlova, N. 1., "Qualitative integration of homogeneous
systems." Dif. uravn. Riasan'. 15 (1980), 100-115. (In Russian).
196. Pachter, M., and Jacobson, D. H., "The stability of planar dynamical sys-
tems linear-in-cones." IEEE Trans. Automat. Oontr. 26 (1981), 587-590.
197. Filippov, A. F., "The investigation of a system of differential equations
with two intersecting lines of discontinuity." Vestn. Mosk. Gos. Univers.
ser. matem i mekh. (1979), No.6, 68-75. (In Russian).
198. Neimark, Yu. 1., and Fufayev, N. A., "On the stability of equilibrium states
of nonholonomic systems." DoH. Akad. Nauk SSSR. 160 (1965), 781-784.
(In Russian).
199. Strygin, V. V., "Systems of differential equations which have a manifold
of stationary positions and are located near the boundary of stability do-
main." Dif. Uravn. Mezhvuzivskii Sbornik. Kuibyshev. (1976), 72-126. (In
Russian).
200. Shumafov, M. M., "Topological classification of singularities on a surface
of discontinuity of the right-hand sides of a system of three differential
equations." In Differential Equations and their Applications. Mosk. Gos.
Univers, Moscow, 1984. 123-130. (In Russian).
201. Aizerman, M. A., and Gantmakher, F. R., "On the stability of equilibrium
positions in discontinuous systems." Prikl. Mat. i Mekh. 24 (1960), 283-
293. (In Russian).
202. Neimark, Yu. 1., and Kinyapin, S. D., "On the equilibrium state on a sur-
face of discontinuity." Izvestiya Vysshikh Uchebnykh Zavedenii, Radiojiz. 3
(1960), 694-705. (In Russian).
302 References
203. Vishik, C. M., "Vector fields in the neighbourhood of the edge of a manifold."
Vestnik Mosk. Gos. UnilJers. ser. matem. i mekh. (1972),No. 1, 21-28. (In
Russian).
204. Kinyapin, S. D., "On the stability of equilibrium of a two-stage relay sys-
tem." IZlJestiya Vysshikh Uchebnykh ZalJedenii, RadioJizika. 3 (1960), 511-
525. (In Russian).
205. Lozgachev, G. I., "Sufficient conditions for stability of one class of discon-
tinuous systems." Sbornik TrudolJ VNII sistem. issled. 4 (1980). 21-24. (In
Russian).
206. Pandit, S. G., and Deo, S. G., Differential equations with impulses. Springer-
Verlag, Berlin, 1982. ,
207. Glodde, B., "Numerische Behandlung von Zweipunktrandwertaufgaben fiir
gewohnliche Differentialgleichungssysteme erster Ordnung mit unstetiger
Rechterseite." Zeitschrift fur Angew. Math. und Mech. 63 (1983), 559-
568.
208. Shumafov, M. M., "Diffeomorphisms of three-dimensional discontinuous sys-
tems." Vestnik MGU, ser. mat., mekh. (1984), No.6, 85-88.
INDEX
A
Approximate solution, 75, 76, 82
Asymptotic stability, 152, 252, 257
Averaging, 95, 99
B
Basic conditions, 76
Bifurcations, 227, 232, 238, 241, 249,
281
Boundary, 68
C
Canonical neighbourhood, 202
Caratheodory equation, 4
Change of variables, 99
Characteristic exponent, 237
Classification of two-dimensional sin-
gularities, 264
of linear singularities, 180, 185,
268
of distributions, 29
of singular points, 204, 218, 268
Closed sets, 59
Compactness of set of solutions, 7, 79,
82,84
Contingence, 69
Continuation of solutions, 7, 78, 82
Continuity, 65
upper semi-continuity, 65
Continuity up to the boundary, 49
Continuous dependence of solutions,
9,89,93,97
303
Control system, 80, 96, 152
Convex combination, 62
Convex set, 59
Cross-section, 16, 79, 82
of a funnel, 16, 79, 82
D
Degree of structural instability, 211
Delta-function, 18, 41
Diffeomorphism, 187,265
Differential inclusion, 67
Double separatrix, 214
Dry friction, 53, 97
E
E-identity, 209
Equivalent control, 54
Existence of the solution, 4, 77, 82
F
Frequency method, 164
Frozen coefficients, 170
G
Graph, 65
H
Half trajectory, 124
Hausdorff distance, 65
Homogeneous differential inclusion, 159
Homogeneous set-valued function, 159
Hyperplane, 49
Hypersurface, 49
302 References
203. Vishik, C. M., "Vector fields in the neighbourhood of the edge of a manifold."
Vestnik Mosk. Gos. UnilJers. ser. matem. i mekh. (1972),No. 1, 21-28. (In
Russian).
204. Kinyapin, S. D., "On the stability of equilibrium of a two-stage relay sys-
tem." /zlJestiya Vysshikh Uchebnykh ZalJedenii, Radiojizika. 3 (1960), 511-
525. (In Russian).
205. Lozgachev, G. I., "Sufficient conditions for stability of one class of discon-
tinuous systems." Sbornik TrudolJ VNIlsistem. issled. 4 (1980). 21-24. (In
Russian).
206. Pandit, S. G., and Deo, S. G., Differential equations with impulses. Springer-
Verlag, Berlin, 1982. ,
207. Glodde, B., "Numerische Behandlung von Zweipunktrandwertaufgaben fur
gewohnliche Differentialgleichungssysteme erster Ordnung mit unstetiger
Rechterseite." Zeitschrift fur Angew. Math. und Meeh. 63 (1983), 559-
568.
208. Shumafov, M. M., "Diffeomorphisms of three-dimensional discontinuous sys-
tems." Vestnik MGU, ser. mat., mekh. (1984), No.6, 85-88.
INDEX
A
Approximate solution, 75, 76, 82
Asymptotic stability, 152, 252, 257
Averaging, 95, 99
B
Basic conditions, 76
Bifurcations, 227, 232, 238, 241, 249,
281
Boundary, 68
C
Canonical neighbourhood, 202
Caratheodory equation, 4
Change of variables, 99
Characteristic exponent, 237
Classification of two-dimensional sin-
gularities, 264
of linear singUlarities, 180, 185,
268
of distributions, 29
of singular points, 204, 218, 268
Closed sets, 59
Compactness of set of solutions, 7, 79,
82,84
Contingence, 69
Continuation of solutions, 7, 78, 82
Continuity, 65
upper semi-continuity, 65
Continuity up to the boundary, 49
Continuous dependence of solutions,
9,89,93,97
303
Control system, 80, 96, 152
Convex combination, 62
Convex set, 59
Cross-section, 16, 79, 82
of a funnel, 16, 79, 82
D
Degree of structural instability, 211
Delta-function, 18, 41
Diffeomorphism, 187,265
Differential inclusion, 67
Double separatrix, 214
Dry friction, 53, 97
E
E-identity, 209
Equivalent control, 54
Existence of the solution, 4, 77, 82
F
Frequency method, 164
Frozen coefficients, 170
G
Graph,65
H
Half trajectory, 124
Hausdorff distance, 65
Homogeneous differential inclusion, 159
Homogeneous set-valued function, 159
Hyperplane, 49
Hypersurface, 49
304
I
Index of a singular point, 145, 146
Integral funnel, 16
J
Jumps of solutions, 18, 28, 41
Limit point, 129
Limit set, 129
L
Linear singularity, 176, 260
Lipschitz condition, 80
Lyapunov functions, 153-157
Metric C:', 206
Minimal set, 133
Paratingence, 69
M
P
Periodic solutions, 19, 148-152
Piecewise smoothness, 178
continuity, 49
Point-mapping method, 164
Pointwise singularity, 177, 205, 260
stability, 154
Poly trajectory, 214
Q
Quasitrajectory, 81
R
Recurrent trajectory, 133
Retardation, 95
Right uniqueness, 106
Subiect Index
Set-valued function, 65
Sewed focus, 234
Singular point, 145, 146, 192, 206
Sliding motion, 51, 80
Solution, 4, 49-56, 67
a-solution, 76, 82
Stability, 152, 154, 169
Stationary point, 124, 154, 176
Structurally stable singular point, 210
system, 205, 210, 217
Succession function, 200, 216, 234
Support plane, 61
function, 71
T
Tangent vector, 115
Topological homogeneity, 176
structure, 184
mapping, 176
Trajectory, 124
Transversal, 134
Two-dimensional singularity, 260
u
Uniqueness of the solution, 5, 106
v
Variation of solutions, 117
W
Weak stability, 152
Rotation of the vector field, 144-148
S
Sectors, 192
Segment of a funnel, 9, 16, 79, 82
Semicontinuity, 65
upper semicontinuity, 65
Separatrix, 191
Printed in the United Kingdom
by Lightning Source UK Ltd.
102668UKS00002B/40
11111111111111111111111111
9 789027 726995

Potrebbero piacerti anche