The Existence of a Periodic Solution in a Non-Homogeneous System of ODE’s

dynamical systemsordinary differential equationsperiodic functions

Variation of parameters tells us that the solution to the equation $$\dot{X}(t) = AX(t) + G(t)$$ with initial condition $X(0) = X_0$ is

$$X(t) = \exp(tA)(X_0 + \int_0^t \exp(-sA)G(s)ds)$$
where $A$ is an $n \times n$ matrix of real numbers, $X_0 \in \mathbb{R^n}$, and $G: \mathbb{R} \to \mathbb{R}^n$ is continuous.

My textbook was going through an example where $G$ was $2\pi$-periodic, and $A$ had only negative (real) eigenvalues, say $\lambda_j$. They claimed that there existed a solution which was also $2 \pi$-periodic, and began doing so by assuming $X(2\pi) = X_0$, and solving the resulting equation for $X_0$. In more detail,

$$X_0 = \exp(2\pi A)X_0 + \exp(2\pi A) \int_0^{2\pi} \exp(-sA)G(s)ds$$
Letting $W = -\exp(2\pi A) \int_0^{2\pi} \exp(-sA)G(s)ds$, we find that

$$X_0 = (\exp(2\pi A)-I)^{-1}W$$

Where we know $(\exp(2\pi A)-I)^{-1}$ exists because $\exp(2 \pi A)$ must have eigenvalues $\exp(2 \pi \lambda_j) < 1$

From here, my textbook simply states "the solution with this initial condition is then $2\pi$-periodic", however, I don't understand why that is. As I see it, the initial condition we found is only a necessary condition for a $2\pi$-periodic solution, and does not guarantee one exists.

Otherwise, the argument could be repeated with any real number $\tau$ in place of $2 \pi$ and we'd then find (by their reasoning) a $\tau$-periodic solution. Of course, these solutions could be shown to not be periodic by observing that

$$x(t+\tau) = x(t) \implies \dot{x}(t+\tau) = \dot{x}(t) \implies G(t + \tau) = G(t)$$ which is only true if $\tau = 2 \pi n$ for some $n \in \mathbb{N}$.

So my question is, what is happening here? Was their argument enough to show that we have a $2 \pi$-periodic solution? And if so, what is my argument telling me?

Best Answer

Equation $\dot x=f(t,x)$ with $T$-periodic $f$ has a $T$-periodic solution if and only if $x(0)=x(T)$.

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