Prepublicaci´oN´um36,desembre2010. DepartamentdeMatem`atiques. http://www.uab.cat/matematiques
QUADRATIC SYSTEMS
JOAN C. ART´ES1, JAUME LLIBRE1AND NICOLAE VULPE2
Abstract. In this paper we give a complete study using affine invariant conditions for the quadratic systems having centers. Independently we do the same for quadratic systems being Hamiltonian. There are two improvements of the previous results as [33] in which centers where study up to GL-invariant, and of [1] in which Hamiltonian QS where classified without invariants. The geometrical affine invariant study we present here is a crucial step for a bigger goal which is a complete affine invariant algebraic classification of the hole family of quadratic systems according to all their singular points (finite and infinite).
1. Introduction and statement of main results
LetR[x, y] be the ring of the polynomials in the variables x and y with coefficients in R.
We consider a system of polynomial differential equations or simply a polynomial differential system inR2defined by
(1) ˙x = P (x, y),
˙y = Q(x, y),
where P, Q∈ R[x, y]. We say that the maximum of the degrees of the polynomials P and Q is the degree of system (1). A quadratic polynomial differential system or simply a quadratic system (QS) is a polynomial differential system of degree 2. We say that the quadratic system (1) is non–degenerate if the polynomials P and Q are relatively prime or coprime, i.e. g.c.d.(P, Q) = 1.
These last one hundred years quadratic vector fields have been investigated intensively as one of the easiest families of nonlinear differential systems, and more than one thousand papers have been published about these vectors fields (see for instance [11, 27, 36, 35]), but the problem of classifying all the integrable quadratic vector fields remains open. For more information on the integrable differential vector fields in dimension 2, see for instance [12] or [21].
In [26] H. Poincar´e defined the notion of a center for a real polynomial differential system in the plane (i.e. an isolated singularity surrounded by periodic orbits). The analysis of the limit cycles which bifurcate from a focus or a center of a quadratic system was made by Bautin [8], by providing the structure of the power series development of the displacement function defined near a focus or a center of a quadratic system. More recently the structure of this displacement function has been understand for any weak focus of a polynomial differential system. More precisely, first by using a linear change of coordinates and a rescaling of the independent variable, we transform any polynomial differential system having a weak focus or a center at the origin with eigenvalues±ai 6= 0 (i.e. having a weak focus) into the form
(2) ˙x = y + P (x, y),
˙y =−x + Q(x, y),
where P and Q are polynomials without constant and linear terms. Then the return map x7→ h(x) defined for |x| < R, where R is a positive number sufficiently small to insure that the power series expansion of h(x) at the origin is convergent. Of course, limit cycles correspond to isolated zeros of the displacement function d(x) = h(x)−x. The structure of the power series for the displacement function is given by the following restatement of Bautin’s fundamental result (see [28] for more details): There exists a positive integer m and a real number R > 0 such
2000 Mathematics Subject Classification. Primary 34C05, 34A34.
Key words and phrases. quadratic vector fields, weak singularities, type of singularity.
1
that the displacement function in a neighborhood of the origin for the polynomial differential system (2) can be written as
d(x) = Xm j=1
v2j+1x2j+1
"
α0+ X∞ k=1
α2j+1k xk
# ,
for|x| < R, where the v2j+1’s and the α2j+1k ’s are homogeneous polynomials in the coefficients of the polynomials P and Q.
The constants Vj= v2j+1are called the focus quantities or the Poincar´e-Liapunov constants.
A weak focus for which V1= . . . = Vn−1= 0 and Vn6= 0 is a weak focus of order n. If all the focus quantities are zero then the weak focus is a center. Note that any weak focus has finitely many focus quantities, in our notation exactly m.
It is known that a polynomial differential system (2) has a center at the origin if and only if there exists a local analytic first integral of the form H = x2+ y2+ F (x, y) defined in a neighborhood of the origin, where F starts with terms of order higher than 2. This result is due to Poincar´e [26] and Liapunov [20], see also Moussu [23].
Through the coefficients of a quadratic system every one of these systems can be identified with a single point ofR12. One of the first steps in a systematic study of the subclasses of QS was achieved in the determining the subclass QC of all QS having a center. Of course this problem is algebraically solvable in the sense indicated by Coppel [13], because the classification of the quadratic centers is algebraically solvable.
The phase portraits of the class QC were given by N. Vulpe in [33] and are here denoted by Vul# using his classification. In that classification, only GL–invariants were used which implied that systems could only be characterized after displacing one center to the origin and adopting the standard normal form. Later papers related with centers provide the bifurcation diagrams for the different types of centers (see [29] or [37]).
The polynomial differential system (2) is Hamiltonian if there exists a polynomial H = H(x, y) such that P = ∂H/∂y and Q =−∂H/∂x. Regarding Hamiltonian systems, apart from many papers using them in conservative systems, the first complete classification for quadratic systems was done in [1] where quadratic Hamiltonian systems were split into four normal forms and a bifurcation diagram was provided for each one of them. No invariants were used there.
Later on in [18] the affine–invariant conditions were stablished but they were constructed with primitive tools which in the later years have been greatly improved. Now, with these better tools, the invariants needed are of lower degree and consistent with all the set of invariants needed to describe singular points.
The main results of this paper are the following two theorems.
Theorem 1. Consider a quadratic system of differential equations.
(i) This system possesses a center and the configuration of all its singularities (finite and infinite) is given in Table 2 if and only if the corresponding conditions described in Table 2 hold.
(ii) The phase portrait of this system corresponds to the one of 31 topologically distinct phase portraits constructed in [33] (except the case of a linear system) and either it is determined univocally by the respective configuration, or it is determined by the configuration and additional conditions are given in Table 3.
Tables 2 and 3 can be found in section 5.
Theorem 2. Assume that a quadratic system of differential equations is Hamiltonian.
(i) This system possesses the configuration of all its singularities (finite and infinite) given in Table 4 if and only if the corresponding conditions given in Table 4 hold.
(ii) The phase portrait of this system corresponds to the one of 28 phase portraits given in [1] and either it is determined univocally by the respective configuration, or it is determined by the configuration and additional conditions given in Table 5.
Tables 4 and 5 can be found in section 6.
The work is organized as follows. In section 2 we introduce the notation that we use for describing the singular points. In section 3 we give some preliminary results needed for the work. In section 4 we adapt a diagram from a previous paper [6] to describe more easily the bifurcation tree of finite singularities, and we also introduce the used invariants from [33] and [18]. Finally in sections 5 and 6 we prove the main theorems of this paper.
2. The notation for singular points
In this section we present the notation that we use for describing the singular points. The complete notation for singular points will appear in our project of classification of finite and infinite singular points of all QS.
This notation used here for describing finite and infinite singular points of quadratic systems, can easily be extended to general polynomial systems.
We start by distinguishing the finite and infinite singularities denoting the first ones with small letters and the second with capital letters. When describing in a row both finite and infinite singular points, we will always order them first finite, latter infinite with a ‘;’ separating them.
Finite and infinite singular points may either be real of complex. Most of the times one only wishes to describe the real ones, but in case we wish to remark the presence of a complex singular point we will do by means of the symbols c and c for finite and infinite points respectively. We point out the sum of the multiplicities of all singular points of a quadratic system (with a finite number of singular points) is always 7. The sum of the multiplicities of the infinite singular points is always at least 3, more precisely it is always 3 plus the sum of the multiplicities of the finite points which have gone to infinity. So when the sum of the multiplicities of all singular points is lower than 7, or the sum of the multiplicities of all infinite singular points is lower than 3, means that there are complex singularities.
• We call elementary a singular point with its both eigenvalues not zero.
• We call semi–elementary a singular point with exactly one of its eigenvalues equal to zero.
• We call nilpotent a singular point with its eigenvalues zero but its Jacobian matrix is not identically zero.
• We call degenerate a singular point with its Jacobian matrix identically zero.
Starting with elementary points, we use the letters ‘s’,‘S’ for “saddles”; ‘n’, ‘N ’ for “nodes”;
‘f ’ for “foci” and ‘c’ for “centers”. The small letters denote finite singular points, and the capital ones infinite singular points. In order to augment the level of precision we will distinguish the finite nodes as follows:
• ‘n’ for a node with two distinct eigenvalues.
• ‘nd’ (a one–direction node) for a node with two identical eigenvalues whose Jacobian is not diagonalizable.
• ‘n∗’ (a star–node) for a node with two identical eigenvalues whose Jacobian s diago- nalizable.
Moreover in the case of an elementary infinite node, we want to distinguish whether the eigenvalue associated to the eigenvector directed towards the affine plane is greater or lower than the eigenvalue associated to the eigenvector tangent to the line at infinity. This is relevant because this determines if all the orbits except one arrive at infinity tangent to the line at infinity or transversal to this line. We will denote them as ‘N∞’ and ‘Nf’ respectively.
Finite elementary foci (or saddles) are classified according to their order as weak foci (or saddles). When the trace of the Jacobian matrix evaluated at those singular points is not zero, we call them strong saddles and strong foci and we maintain the standard notations ‘s’ and
‘f .’ But when the trace is zero, it is known that for quadratic systems they may have up to 3 orders plus an integrable one, which corresponds to infinite order. So, from the order 1 to order 3 we denote them by ‘s(i)’ and ‘f(i)’ where i = 1, 2, 3 is the order. For the integrable case, the saddle remains a topological saddle and it will denoted by ‘$’. In the second case we have a
change in the topology of the local phase portrait which makes the singular point a center and is denoted by ‘c’.
Foci and centers cannot appear as isolated singular points at infinity and hence it is not necessary to introduce their order in this case. In case of saddles, we can have weak saddles at infinity but it is premature at this stage to describe them since the maximum order of weak singularities in cubic systems is not yet known.
All non–elementary singular points are multiple points, in the sense that when we perturb them within a nearby system they could split in at least two elementary points. For finite singular points we denote with a subindex their multiplicity as in ‘s(5)’ or in ‘esb(3)’ (the meaning of the ‘ ’ and the ‘b’ will be explained below). The multiplicity of a singularity of a QS is the maximum number of singular points which can appear from this singularity when we perturb it inside the class of all QS. In order to describe the various kinds of multiplicity at infinite singular points we use the concepts and notations introduced in [30] Thus we denote by ‘ ab
...’
the maximun number a (respectively b) of finite (respectively infinite) singularities which can be obtained by perturbation of the multiple point. For example ‘11
SN ’ means a saddle–node at infinity produce by the collision of one finite singularity with an infinite one; ‘03
S’ means a saddle produced by the collision of 3 infinite singularities.
Semi–elementary points can either be nodes, saddles or saddle–nodes, finite or infinite. We will denote them always with an overline, for example ‘sn’, ‘s’ and ‘n’ with the corresponding multiplicity. In the case of infinite points we will put the ‘ ’ on top of the parenthesis of multiplicity.
Semi–elementary nodes could never be ‘nd’ or ‘n∗’ since the eigenvalues are always different.
In case of an infinite semi–elementary node, the type of collision determines whether the point is denoted by ‘Nf’ or by ‘N∞’ where ‘11
N ’ is an ‘Nf’ and ‘02
N ’ is an ‘N∞’.
Nilpotent points can either be saddles, nodes, saddle–nodes, elliptic–saddles, cusps, foci or centers. The first four of these could be at infinity. We denote the finite ones with a hat ‘b’
as inesb(3) for a finite nilpotent elliptic saddle of multiplicity 3, andcpb(2) for a finite nilpotent cusp point of multiplicity 2. In the case of nilpotent infinite points, analogously to the case of semi–elementary points we will put the ‘b’ on top of the parenthesis of multiplicity. The relative position of the sectors of an infinite nilpotent point with respect to the line at infinity can produce topologically different phase portraits. This forces us to use a notation for these points similar to the notation which we will use for the degenerate points.
It is known that the neighborhood of any singular point of a polynomial vector field (except foci and centers) is formed by a finite number of sectors which could only be of three types:
parabolic, hyperbolic and elliptic (see [14]). Then a reasonable way to describe degenerate points and nilpotent points at infinity is to use a sequence formed by the types of their sectors.
The description we give is the one which appears in the clock–wise direction once the blow–
down is done. Thus in quadratic systems we have just seven possibilities for finite degenerate singular points (see [3]) which are the following ones
• a) phpphp(4);
• b) phph(4);
• c) hh(4);
• d) hhhhhh(4);
• e) peppep(4);
• f) pepe(4);
• g) ee(4).
We use lower case because of the finite nature of the singularities and add the subindex (4) since they are of multiplicity 4.
For infinite degenerate and nilpotent singular points, we insert a dash between the sectors to split those which appear on one side of the equator of the sphere from the ones which appear in the other side. In this way we distinguish between 22
P HP− P HP and 22
P P H− P P H.
The lack of finite singular points will be encapsulated in the notation∅. In the cases we need to point out the lack of an infinite singular point we will use the symbol∅.
Finally there is also the possibility that we have an infinite number of finite or infinite singular points. In the first case, this means that the polynomials defining the differential system are not coprime. Their common factor may produce a real line or conic filled up with singular points, or a conic with real coeficients having only complex points.
We consider now systems which have the set of non isolated singularites located on the line at infinity. It is known that the neighborhood of infinity can be 7 different types (see [30]) up to topological equivalence. The way to determine them comes from a study of the reduced system on the infinite local charts where the line of singularities can be removed within the chart and still a singular point may remain on the line of infinity. However in [30] the tangential behavior was not considered in the case of the node. If after the removal of the degeneracy at the line of infinity, a node remains, this can either be of the type Nd or a node (N ) with two different eigenvalues. Since no eigenvector of such a node N will ever be tangent to the line of infinity we do not need to split N in Nf and N∞. Thus, depending of the nature of this point, the behavior of the singularities at infinity of the original system can be denoted as [∞, ∅], [∞, N], [∞, Nd], [∞, S], [∞, C], [∞, SN] or [∞, dES]. In the families showed in this paper we will only meet the case [∞, S].
We will denote with the symbol⊖ the case when the polynomials defining the system have a common factor. The symbol stands for the most generic of these cases which corresponds to a real line filled up of singular points. The degeneracy can be also be produced by a common quadratic factor which could generate any kind of conic. We will indicate each case by the following symbols
• ⊖[|] for a real straight line;
• ⊖[∪] for a real parabola;
• ⊖[k] for two real parallel lines;
• ⊖[kc] for two complex parallel lines;
• ⊖[|2] for a double real straight line;
• ⊖[)(] for a real hyperbola;
• ⊖[×] for two intersecting real straight lines;
• ⊖[◦] for a real circle or ellipse;
• ⊖[ c ] for a complex conic;
• ⊖[· ] for two complex straight lines which intersect at a real finite point.
In the families showed in this paper we will only meet the case⊖[|].
Moreover we also want to determine whether after removing the common factor of the poly- nomials, singular points remain on the curve defined by this common factor. If the reduced system has no finite singularity which remains on the curve defined by this common factor, we will use the symbol∅to describe this situation. If some singular points remain we will use the corresponding notation of their types. In the families showed in this paper we will only meet the case ⊖ [|],∅
.
The existence of a common factor of the polynomials defining the differential system also affects the infinite singular points. We point out that the projective completion of a real affine line filled up with singular points has a point on the line at infinity which will then be also a non isolated singularity.
In order to describe correctly the singularities at infinity, we must mention also this kind of phenomena and describe what happens to such points at infinity after the removal of the common factor. To show the existence of the common factor we will use the same symbol as before: ⊖, and for the type of degeneracy we use the symbols introduced above. We will use the symbol∅ to denote the non–existence of infinite singular points after the removal of the degeneracy. They are other possibilities for a polynomial system, but this is the only one of interest in this paper.
3. Some preliminary results Consider real quadratic systems of the form
(3)
dx
dt = p0+ p1(x, y) + p2(x, y)≡ P (x, y), dy
dt = q0+ q1(x, y) + q2(x, y)≡ Q(x, y),
with homogeneous polynomials pi and qi (i = 0, 1, 2) of degree i in x, y, where p0= a00, p1(x, y) = a10x + a01y, p2(x, y) + a20x2+ 2a11xy + a02y2,
q0= a00, q1(x, y) = a10x + a01y, q2(x, y) + a20x2+ 2a11xy + a02y2.
Let ˜a = (a00, a10, a01, a20, a11, a02, b00, b10, b01, b20, b11, b02) be the 12-tuple of the coefficients of systems (3) and denoteR[˜a, x, y] = R[a00, . . . , b02, x, y].
3.1. Number and types of weak singularities of quadratic systems. A complete char- acterization of the finite weak singularities of quadratic systems via invariant theory was done in [34], where the next result is proved.
Proposition 3. Consider a non-degenerate quadratic system (3).
(a) If T46= 0 then this system has no weak singularity.
(b) If T4 = 0 and T3 6= 0 then the system has exactly one weak singularity. Moreover this singularity is either a weak focus (respectively a weak saddle) of the indicated order below, or a center (respectively an integrable saddle) if and only ifT3F < 0 (respectively T3F > 0) and the following corresponding condition holds
(b1) f(1) respectively s(1)
⇔ F16= 0;
(b2) f(2) respectively s(2)
⇔ F1= 0, F26= 0;
(b3) f(3) respectively s(3)
⇔ F1=F2= 0, F3F46= 0;
(b4) c respectively $
⇔ F1=F2=F3F4= 0.
(c) If T4 = T3 = 0 and T2 6= 0, then the system could possess two and only two weak singularities and none of them is of order 2 or 3. Moreover this system possesses two weak singularities, which are of the types indicated below, if and only ifF = 0 and one of the following conditions holds
(c1) s(1), s(1) ⇔ F16= 0, T2< 0, B ≤ 0, H > 0;
(c2) s(1), f(1) ⇔ F16= 0, T2> 0, B < 0;
(c3) f(1), f(1) ⇔ F16= 0, T2< 0, B < 0, H < 0;
(c4) $, $ ⇔ F1= 0, T2< 0, B < 0, H > 0;
(c5) $, c ⇔ F1= 0, T2> 0, B < 0;
(c6) c, c ⇔ F1= 0, T2< 0, B < 0, H < 0.
(d) If T4=T3=T2= 0 andT16= 0, then the system could possess one and only one weak singularity (which is of order 1). Moreover this system has one weak singularity of the type indicated below if and only ifF = 0 and one of the following conditions holds
(d1) s(1) ⇔ F16= 0, B < 0, H > 0;
(d2) f(1) ⇔ F16= 0, B < 0, H < 0.
(e) If T4=T3=T2=T1= 0 and σ(a, x, y)6= 0, then the system could possess one and only only one weak singularity. Moreover this system has one weak singularity, which
is of the type indicated below, if and only if one of the following conditions holds (e1) s(1) ⇔ F16= 0, H = B1= 0, B2> 0;
(e2) f(1) ⇔ F16= 0, H = B1= 0, B2< 0;
(e3) $ ⇔
[α] F1= 0, F = 0, B < 0, H > 0, or [β] F1= 0, H = B1= 0, B2> 0, or
[γ] F1= 0, H = B = B1=B2=B3= µ0= 0, K(µ22+ µ23)6= 0, or [δ] F1= 0, H = B = B1=B2=B3= K = 0, µ2G 6= 0, or [ε] F1= 0, H = B = B1=B2=B3=B4= K = µ2= 0, µ36= 0;
(e4) c ⇔
[α] F1= 0, F = 0, B < 0, H < 0, or [β] F1= 0, H = B1= 0, B2< 0.
(f ) If σ(a, x, y) = 0, then the system is Hamiltonian and it possesses i (with 1 ≤ i ≤ 4) weak singular points of the types indicated below if and only if one of the following conditions holds
(f1) $,$,$, c ⇔ µ0< 0, D < 0, R > 0, S > 0;
(f2) $,$, c, c ⇔ µ0> 0, D < 0, R > 0, S > 0;
(f3) $,$, c ⇔ µ0= 0, D < 0, R6= 0;
(f4) $,$ ⇔
[α] µ0< 0, D > 0, or [β] µ0< 0, D = 0, T < 0, or
[γ] µ0= R = 0, P6= 0, U > 0, K 6= 0;
(f5) $, c ⇔
[α] µ0> 0, D > 0, or [β] µ0> 0, D = 0, T < 0, or
[γ] µ0= R = 0, P6= 0, U > 0, K = 0;
(f6) $ ⇔
[α] µ0< 0, D = T = P = 0, R6= 0, or [β] µ0= 0, D > 0, R6= 0, or
[γ] µ0= 0, D = 0, PR6= 0, or [δ] µ0= R = P = 0, U6= 0;
(f7) c ⇔ µ0> 0, D = T = P = 0, R6= 0.
The invariant polynomials used in the above theorem are constructed as follows F1(˜a) =A2,
F2(˜a) =− 2A21A3+ 2A5(5A8+ 3A9) + A3(A8− 3A10+ 3A11+ A12)−
− A4(10A8− 3A9+ 5A10+ 5A11+ 5A12),
F3(˜a) =− 10A21A3+ 2A5(A8− A9)− A4(2A8+ A9+ A10+ A11+ A12)+
+ A3(5A8+ A10− A11+ 5A12),
F4(˜a) = 20A21A2− A2(7A8− 4A9+ A10+ A11+ 7A12) + A1(6A14− 22A15)−
− 4A33+ 4A34, F(˜a) =A7,
B(˜a) = − (3A8+ 2A9+ A10+ A11+ A12), H(˜a) = − (A4+ 2A5),
G(˜a, x, y) = fM + 32 eH, and
B1(˜a) =n T7, D2
(1)
12D1T3+ 2D31+ 9D1T4+ 36 T1, D2
(1)
− 2D1 T6, D2
(1)
D21+12T3]+D21
D1 T8, C1
(2)
+ 6 T6, C1
(1)
,D2
(1)o /144,
B2(˜a) =n T7, D2
(1)
8T3 T6, D2
(1)
− D21 T8, C1
(2)
− 4D1 T6, C1
(1)
, D2
(1) + +h
T7, D2(1)i2
(8T3− 3T4+ 2D12)o /384,
B3(˜a, x, y) =− D21(4D22+ T8+ 4T9) + 3D1D2(T6+ 4T7)− 24T3(D22− T9), B4(˜a, x, y) = D1(T5+ 2D2C1)− 3C2(D21+ 2T3).
Here by (f, g)(k) is denoted the differential operator called transvectant of index k (see [24]) of two polynomials f, g∈ R[˜a, x, y]
(f, g)(k)= Xk h=0
(−1)h
k h
∂kf
∂xk−h∂yh
∂kg
∂xh∂yk−h,
and Ai(˜a) are the elements of the minimal polynomial basis of affine invariants up to degree 12 (containing 42 elements) constructed in [9]. We have applied here only the following ele- ments(keeping the notation from [9])
A1= ˜A, A2= (C2, D)(3)/12,
A3=
C2, D2)(1), D2
(1)
, D2
(1)
/48, A4= ( eH, eH)(2), A5= ( eH, eK)(2)/2, A6= ( eE, eH)(2)/2, A7=
C2, eE)(2), D2
(1)
/8, A8= eD, eH)(2), D2
(1)
/8, A9= eD,D2)(1), D2
(1)
, D2
(1)
/48, A10= eD, eK)(2), D2
(1)
/8, A11= ( eF , eK)(2)/4, A12= ( eF , eH)(2)/4, A14= ( eB, C2)(3)/36, A15= ( eE, eF )(2)/4, A33= eD,D2)(1), eF(1)
, D2
(1)
, D2
(1)
/128, A34= eD, eD)(2), D2
(1)
, eK(1)
, D2
(1)
/64, where
A = C˜ 1, T8− 2T9+ D22(2)
/144, D =e h
2C0(T8− 8T9− 2D22) + C1(6T7− T6− (C1, T5)(1)+ 6D1(C1D2− T5)− 9D12C2
i /36, E =e h
D1(2T9− T8)− 3 (C1, T9)(1)− D2(3T7+ D1D2)i /72, F =e
6D12(D22− 4T9) + 4D1D2(T6+ 6T7) +48C0(D2, T9)(1)− 9D22T4+288D1Ee
− 24
C2, eD(2)
+120
D2, eD(1)
−36C1(D2, T7)(1)+8D1(D2, T5)(1)i /144, B =e n
16D1(D2, T8)(1)(3C1D1− 2C0D2+ 4T2) + 32C0(D2, T9)(1)(3D1D2− 5T6+ 9T7) + 2 (D2, T9)(1) 27C1T4− 18C1D21 −32D1T2+ 32 (C0, T5)(1)
+ 6 (D2, T7)(1)[8C0(T8−12T9)−12C1(D1D2+T7)+D1(26C2D1+32T5) +C2(9T4+96T3)]
+ 6 (D2, T6)(1)[32C0T9− C1(12T7+ 52D1D2) −32C2D21
+ 48D2(D2, T1)(1) 2D22− T8
− 32D1T8(D2, T2)(1)+ 9D22T4(T6− 2T7)− 16D1(C2, T8)(1) D21+ 4T3
+ 12D1(C1, T8)(2)(C1D2− 2C2D1) + 6D1D2T4 T8− 7D22− 42T9 + 12D1(C1, T8)(1)(T7+ 2D1D2) + 96D22h
D1(C1, T6)(1)+ D2(C0, T6)(1)i
− 16D1D2T3 2D22+ 3T8
− 4D31D2 D22+ 3T8+ 6T9
+ 6D21D22(7T6+ 2T7)
−252D1D2T4T9} /(2833), K =(Te 8+ 4T9+ 4D22)/72 ≡
p2(x, y), q2(x, y)(1)
/4, H =(e −T8+ 8T9+ 2D22)/72,
M =(Cf 2, C2)(2)= 2 Hess C2(x, y)
and
(4)
T1= (C0, C1)(1), T2= (C0, C2)(1), T3= (C0, D2)(1), T4= (C1, C1)(2), T5= (C1, C2)(1), T6= (C1, C2)(2), T7= (C1, D2)(1), T8= (C2, C2)(2), T9= (C2, D2)(1)
are the GL-comitants constructed by using the following five polynomials, basic ingredients in constructing invariant polynomials for systems (3)
(5)
Ci(˜a, x, y) = ypi(x, y)− xqi(x, y), (i = 0, 1, 2), Di(˜a, x, y) =∂pi
∂x +∂qi
∂y, (i = 1, 2).
The affine invariantsTj(j = 1, 2, 3, 4) which are responsible for the number of vanishing traces of the finite singularities (see [34]) are constructed as follows.
We consider the polynomial σ(˜a, x, y) which is an affine comitant of systems (3) σ(˜a, x, y) =∂P
∂x +∂Q
∂y = σ0(˜a) + σ1(˜a, x, y) (≡ D1(˜a) + D2(˜a, x, y)), and the differential operatorL = x · L2− y · L1(see [6]) acting onR[˜a, x, y], where
L1= 2a00
∂
∂a10
+ a10
∂
∂a20
+1 2a01
∂
∂a11
+ 2b00
∂
∂b10
+ b10
∂
∂b20
+1 2b01
∂
∂b11
; L2= 2a00
∂
∂a01+ a01
∂
∂a02 +1 2a10
∂
∂a11 + 2b00
∂
∂b01+ b01
∂
∂b02 +1 2b10
∂
∂b11. Applying the differential operatorsL and (∗, ∗)(k)(i.e. transvectant of index k) in [34] is defined the following polynomial function (named trace function)
(6) T(w) =
X4 i=0
1 (i!)2
σ1i, 1
i!L(i)(µ0)
(i)
w4−i= X4 i=0
Giw4−i,
where the coefficients Gi(˜a) = 1
(i!)2(σi1, µi)(i), i = 0, 1, 2, 3, 4 G0(˜a) ≡ µ0(˜a)
are GL–
invariants.
Finally using the function T(w) the following four needed affine invariantsT4,T3,T2,T1are constructed [34]
T4−i(˜a) = 1 i!
diT dwi w=σ0
, i = 0, 1, 2, 3 T4≡ T(σ0) ,
which are basic schematic affine invariants for the characterization of weak singularities via invariant polynomials (see Proposition 3).
The invariant polynomials D, P, R, S, T, U and V are defined in the next section (see (11)).
In what follows we also need the following invariant polynomials:
(7)
B3(˜a, x, y) = (C2, eD)(1)= Jacob C2, eD
, B2(˜a, x, y) = (B3, B3)(2)− 6B3(C2, eD)(3),
B1(˜a) = Resx
C2, eD
/y9=−2−93−8(B2, B3)(4), B4(˜a, x, y) =− ( eD, eH)(2), eH(1)
× ( eD, eH)(2), B5(˜a, x, y) = D2
((C2, D2)(1), D2)(1)− 3(C2, eK)(2) , B6(˜a, x, y) = C12− 4C0C2.
and
(8)
η(˜a) = Discrim C2(x, y)
= ( fM , fM )(2)/384, N (˜e a, x, y) = 4 eK− 4 eH; R(˜e a, x, y) = ˜L + 32 eK,
θ(˜a) = Discrim eN (˜a, x, y)
=−( eN , eN )(2)/2, L(˜˜ a, x, y) = 16 eK− 32 eH− fM ; θ1(˜a) = 16η− 2θ − 16µ0.
3.2. Number and multiplicities of the finite singularities of quadratic systems. The conditions for the number and multiplicities of the finite singularities of quadratic systems are first constructed in [6].
We shall use here the notion of zero–cycle in order to describe the number and multiplicity of singular points of a quadratic system. This notion as well as the notion of divisor, were used for classification purposes of planar quadratic differential systems by Pal and Schlomiuk [25], Llibre and Schlomiuk [22], Schlomiuk and Vulpe [30] and by Artes and Llibre and Schlomiuk [2].
Definition 1. We consider formal expressionsD = P
n(w)w where n(w) is an integer and only a finite number of n(w) are nonzero. Such an expression is called a zero–cycle of P2(C) if all w appearing inD are points of P2(C). We call degree of the zero–cycle D the integer deg(D) = P
n(w). We call support of D the set Supp (D) of w’s appearing in D such that n(w)6= 0.
We note that P2(C) denotes the complex projective space of dimension 2. For a system (S) belonging to the family (3) we denote ν(P, Q) = {w ∈ C2 | P (w) = Q(w) = 0} and we define the following zero–cycle DS(P, Q) = P
w∈ν(P,Q)Iw(P, Q)w, where Iw(P, Q) is the intersection number or multiplicity of intersection of P and Q at w. It is clear that for a non–degenerate quadratic system deg(DS) ≤ 4 as well as Supp (DS) ≤ 4. For a degenerate system the zero–cycleDS(P, Q) is undefined.
Using the affine invariant polynomials
(9) µ0(˜a), D(˜a), R(˜a, x, y), S(˜a, x, y), T(˜a, x, y), U(˜a, x, y), V(˜a, x, y)
(the construction of these polynomials will be discussed further), in [6] the next proposition was proved.
Proposition 4. ( [6]) The form of the divisorDS(P, Q) for non-degenerate quadratic systems (3) is determined by the corresponding conditions indicated in Table 3, where we write p + q + rc+ sc if two of the finite points, i.e. rc, sc, are complex but not real.
4. The global diagram for the finite singularities of quadratic systems. Some needed invariants.
We note that the polynomials (9) were constructed in [6] (see also [3]) using the basic ingre- dients (5) in constructing invariant polynomials for systems (3) and applying the differential operator (∗, ∗)(k)(i.e. transvectant of index k).
Here we shall use the new expressions for the polynomials (9) (constructed in [34]), which are equivalent to the old ones but make more transparent their geometry and allow us to observe the dynamic of the finite singularities. More exactly we shall use the polynomials µ0(˜a) and µi(˜a, x, y) constructed in [6] as follows
(10)
µ0(˜a) = Resx p2(x, y), q2(x, y) /y4, µi(˜a, x, y) = 1
i!L(i)(µ0), i = 1, .., 4,
where L(i)(µ0) = L(L(i−1)(µ0)). Their geometrical meaning is revealed in the following two lemmas.
Table 1 No. Zero–cycle
DS(P, Q)
Invariant
criteria No. Zero–cycle DS(P, Q)
Invariant criteria 1 p + q + r + s µ06= 0, D < 0,
R > 0, S > 0 10 p + q + r µ0= 0, D < 0, R6= 0 2 p + q + rc+ sc µ06= 0, D > 0 11 p + qc+ rc µ0= 0, D > 0, R6= 0 3 pc+ qc+ rc+ sc µµ006= 0, D < 0, R ≤ 06= 0, D < 0, S ≤ 0 12 2p + q µ0= D = 0, PR6= 0 4 2p + q + r µ06= 0, D = 0, T < 0 13 3p µ0= D = P = 0, R6= 0 5 2p + qc+ rc µ06= 0, D = 0, T > 0 14 p + q µ0= R = 0, P6= 0,
U > 0 6 2p + 2q µ06= 0, D = T = 0,
PR > 0 15 pc+ qc µ0= R = 0, P6= 0, U < 0 7 2pc+ 2qc µ06= 0, D = T = 0,
PR < 0 16 2p µ0= R = 0, P6= 0, U = 0 8 3p + q µ06= 0, D = T = 0,
P = 0, R6= 0 17 p µ0= R = P = 0,
U6= 0
9 4p µ06= 0, D = T = 0,
P = R = 0 18 0 µ0= R = P = 0,
U = 0, V6= 0
Lemma 5 ([6]). The total multiplicity of all finite singularities of a quadratic system (3) equals k if and only if for every i ∈ {0, 1, . . . , k − 1} we have µi(˜a, x, y) = 0 in R[x, y] and µk(˜a, x, y)6= 0. Moreover a system (3) is degenerate if and only if µi(˜a, x, y) = 0 inR[x, y] for every i = 0, 1, 2, 3, 4.
Lemma 6 ([7]). The point M0(0, 0) is a singular point of multiplicity k (1 ≤ k ≤ 4) for a quadratic system (3) if and only if for every i∈ {0, 1, . . . , k − 1} we have µ4−i(˜a, x, y) = 0 in R[x, y] and µ4−k(˜a, x, y)6= 0.
Using the invariant polynomials µi(i = 0, 1, . . . , 4) in [34] the polynomials (9) are constructed as follows
(11)
D =h
3 (µ3, µ3)(2), µ2
(2)
− 6µ0µ4− 3µ1µ3+ µ22, µ4)(4)i /48, P =12µ0µ4− 3µ1µ3+ µ22,
R =3µ21− 8µ0µ2, S =R2− 16µ20P,
T =18µ20(3µ23− 8µ2µ4) + 2µ0(2µ32− 9µ1µ2µ3+ 27µ21µ4)− PR, U =µ23− 4µ2µ4,
V =µ4.
Considering these expressions we have the next remark.
Remark 7. If µ0= 0 then the condition R = 0 (respectively R = P = 0; R = P = U = 0;
R = P = U = V = 0) is equivalent to µ1= 0 (respectively µ1= µ2= 0; µ1= µ2= µ3= 0;
µ1= µ2= µ3= µ4= 0).
On the other hand, considering Lemma 5 we deduce that the invariant polynomials µi (i = 0, 1, . . . , 4) are responsible for the number of finite singularities which have collapsed with infinite ones. So taking into account the remark above and Proposition 4 we could present a diagram, which is equivalent to Table 1. So we get the next result.
Theorem 8. The number and multiplicities of the finite singular points (described by the divisorDS(P, Q)) for a non-degenerate quadratic system (3) is given by the diagram presented in Fig.1 .
We are interested in a global characterization of the singularities (finite and infinite) of the family of quadratic systems. More precisely we would like to extend the diagram of Fig.1
Figure 1. Diagram for Finite Singularities of Quadratic systems
adding the infinite singularities (their number and multiplicities) and then including the types of all these singularities. Moreover we wish to distinguish the weak singularities (if it is the case) as well as their order. This is one of the motivations why we consider again the class of quadratic systems with centers as well as the class of Hamiltonian systems, the topological classifications of which could be found in articles [17, 15, 16] and [18], respectively.
On the other hand we would like to reveal the main affine invariant polynomials associated to the singularities of quadratic systems, having a transparent geometrical meaning. And it is clear that all the conditions we need have to be based on the invariant polynomials contained in the diagram of Fig.1.
Thus in this article new geometrical more transparent affine invariant conditions for distin- guishing topological phase portraits of the two mentioned families of quadratic systems are simultaneously constructed. For this purpose we need the following GL-invariant polynomials
constructed in tensorial form in [32] (we keep the respective notations)
(12)
I1= aαα, I2= aαβaβα, I3= aαpaβαqaγβγεpq, I4= aαpaββqaγαγεpq, I5= aαpaβγqaγαβεpq, I6= aαpaβγaγαqaδβδεpq, I7= aαpraβαqaγβsaδγδεpqεrs, I8= aαpraβαqaγδsaδβγεpqεrs, I9= aαpraββqaγγsaδβγεpqεrs, I10= aαpaβδaγνaδαqaνβγεpq, I13= aαpaβqraγγsaδαβaνδνεpqεrs,
I16= aαpaβraγδaδαqaνβsaτγµaµντεpqεrs, I18= aαaqapαεpq, I19= aαaβγaγαβ, I21= aαaβaqapαβεpq, I23= aαaβaγαδaδβγ, I24= aαaβδaγαaδβγ,
I28= aαaβaγδaδγµaµαβ, I30= aαaβpaγβqaδγµaµαδεpq,
(13)
I33= aαaβaγaδαβaµγνaνδµ, I35= aαaβpaγαaδβqaµγνaνδµεpq,
K1= aααβxβ, K2= apαxαxqεpq, K3= aαβaβαγxγ, K5= apαβxαxβxqεpq, K7= aαβγaβαδxγxδ K11= apαaαβγxβxγxqεpq, K12= aαβaβαγaγδµxδxµ,
K14= aαpaβαqaγβδaδγµxµεpq, K21= apxqεpq, K22= aαapαxqεpq, K23= apaqαβxαxβεpq, K27= aαaβαγaγβδxδ, K31= aαaβαγaγβδaδµνxµxν,
where ε11= ε22= ε11= ε22= 0, ε12=−ε21= ε12=−ε21= 1. We note that the expressions for the above invariant are associated to the tensor notation for quadratic systems (3) (see [32])
dxj
dt = aj+ ajαxα+ ajαβxαxβ, a1= a00, a11= a10, a12= a01, a111= a20, a122= a02, (j, α, β = 1, 2); a2= b00, a21= b10, a22= b01, a211= b20, a222= b02,
a112= a121= a11, a212= a221= b11.
5. The family of quadratic systems with centers
The proof of Theorem 1 is based on the classification of the family of quadratic systems with centers given in [33]. Using the expressions (12) of [33] we get the following GL-invariants (we keep the respective notations adding only the ”hat”)
(14) α = Iˆ 22I8− 28I2I52+ 6I5I10, β = 4Iˆ 42− 3I2I9− 4I3I4, γ =ˆ 3
I42(2I3I4+ I2I9), δ = 27Iˆ 8− I9− 18I7, ξ = Iˆ 2I5(I2I5+ 2I10)− 4I102 − I23I8.
We note that in [33] the expressions of the invariants ˆξ and ˆδ are used directly, but we set these notations for compactness.
According to [33] (see Lemmas 2-5) the next result follows.
Proposition 9. Assume that for a quadratic system with the singular point (0, 0) the conditions I1 = I6 = 0 and I2 < 0 hold. Then this system has a center at (0, 0) and via a linear transformation could be brought to one of the canonical forms below if and only if the respective additional GL-invariant conditions hold
(S1(c))
˙x =−y + gx2− xy, (g 6= 0),
˙y = x + x2+ 3gxy− 2y2, ⇔ I3I136= 0, 5I3− 2I4= 13I3− 10I5= 0;
(S2(c))
˙x = y + 2nxy, (wm6= 0),
˙y =−x + lx2+ 2mxy− ly2, ⇔ I3= 0, I136= 0;
(S3(c))
˙x = y + 2(1− e)xy,
˙y =−x + dx2+ ey2, ⇔ I13= 0, I46= 0;
(S4(c))
˙x = y + 2cxy + by2,
˙y =−x − ax2− cy2, c∈ {0, 1/2} ⇔ I4= 0;
where w = m2(2n− l) − (n − l)2(2n + l).
Table 2 Conditions for the existence of a center [statement (b) of Proposition 3]:
T36= 0, T4=F1=F2=F3F4= 0,T3F < 0, (b4) Additional conditions for configurations Configuration
of singularities No.
µ06= 0
D < 0 K < 0e c, s, s, s ; N, N, N 1 K > 0e c, s, n, n ; S, S, N 2
D > 0 η < 0 c, f ; S 3
η > 0 c, n ; S, S, N 4
D = 0 c, n, sn(2); S, 02
SN 5
µ0= 0 c, s ; N, 11
SN, 11
SN 6
Conditions for the existence of a center [statement (c) of Proposition 3]:
T4=T3= 0,T26= 0, (c5)∪ (c6)
µ0< 0
D < 0
η < 0 c,$, n, n ; S 7
η > 0 K < 0e c,$, s, s ; N, N, N 8 K > 0e c,$, n, n ; S, S, N 9 η = 0 c,$, n, n ; 03
S 10
D > 0
η < 0 c, c ; S 11
η > 0 c, c ; S, S, N 12
η = 0 c, c ; 03
S 13
µ0> 0
D < 0 c, c, s, s ; N 14
D > 0
η < 0 c,$; N 15
η > 0 c,$; S, N, N 16
η = 0 c,$; 03
N 17
µ0= 0
η < 0 Ke 6= 0 µ2< 0 c, c ; 21
S 18
µ2> 0 c,$; 21
N 19
K = 0e c,$; N 20
η > 0 Ke6= 0 c,$; 21
S, N, N 21
K = 0e c,$; N, 11 SN, 11
SN 22
Proof of Theorem 1. We shall consider each one of the systems (S1(c))−(S4(c)) and will compare the GL-invariant conditions [33] with the affine invariant ones given by Tables 2 and 3.
5.1. The family of systems (S1(c)). For these systems we calculate the respective GL- invariants
(15) I13= 125g(1 + g2)/8, I3= 5(1 + g2)/2 and the affine invariant polynomials
(16) T4=F1=F2=F4= 0, T3=−125g(1 + g2), F3= 625g2(1 + g2)2, g0=−2(1 + g2), D = 5184g2(1 + g2), η = 4(1 + g2).
According to [33] in the case I136= 0 the phase portrait of systems (S1(c)) is given by Vul32and hence we have the configuration of the singularities c, n, S, S, N .
