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3/9, and G
1
(x, y, z) and G
2
(x, y, z) are analytic func-
tions in a neighborhood of 0 R
3
, starting with terms of degree at least
1 and 2 respectively. We prove that equation (1) exhibits a Hopf bifurca-
tion and we discuss for distinct functions G
1
and G
2
about the period, the
1991 Mathematics Subject Classication. Primary 34K18.
Key words and phrases. Delay dierential equation, Hopf bifurcation.
1
2 J. LLIBRE AND A. TART A
stability of the bifurcated periodic orbit and its direction in the parameter
space.
The periodic orbits of the delay dierential equation (1) for the particular
case a =
3/9, G
1
(x, y, z) = x
2
and G
2
(x, y, z) = 0 were studied by Jones
[10], and Kaplan and Yorke [11]. The Hopf bifurcation for this particular
delay dierential equation has been analyzed in Hassard, Kazarino and
Wan [8].
2. Analysis of the equation
Consider the delay dierential equation (1). We dene the function
F(x, y, z, ) = (a +)[y +z +G
2
(x, y, z)][1 +G
1
(x, y, z)].
Clearly it satises
(i) F is analytic in (x, y, z) and in a neighborhood of (0, 0) R
3
R,
(ii) F(0, ) = 0 for in an open interval containing 0.
Additionally we assume that
(iii) 0 R
3
is an isolated stationary zero of F for in an open interval
containing the zero.
The linearization of (1) about x = 0 is
(2) x(t) = (a +)(x(t 1) +x(t 2)),
and its characteristic equation is given by
(3) (a +)(e
+e
2
) = 0,
for more details see [8, 6] or Appendix 2.
Proposition 1. At = 0 equation (3) has exactly two pure imaginary roots
and no roots with positive real part.
Proof: The straight line u = /(a) does not intersect the curve u =
e
+ e
2
for 0. Thus, at = 0, equation (3) has no positive real
roots.
In order that equation (3) has a pure imaginary root = i with > 0 at
= 0 it must be that its real and imaginary parts are zero, or equivalently
that
(4) cos + cos 2 = 2 cos
2
cos
3
2
= 0,
and
(5) = a(sin + sin2).
HOPF BIFURCATION OF A DELAY DIFFERENTIAL EQ. WITH TWO DELAYS 3
Equation (5) can be written in the following form
(6) sin
3
2
cos
2
=
2a
If cos(/2) = 0, equation (6) is not satised. Thus cos(3/2) = 0. That
means 3/2 /2 +k[k Z. In this case, sin(3/2) = 1. Using the
graphics of the functions cos(/2) and /(2a), it is easy to see that for
a [9/100,
cos +e
2
cos 2)
and
(8) = a(e
sin +e
2
sin2).
If > 0, (8) implies that [ [ 2a. Therefore we only need to look for
solutions of (7)(8) for (0, 2a]. Now (7) implies
(9)
a cos
= e
+
cos 2
cos
e
2
.
Since cos 2t/ cos t 1 if t (0, /3], the righthand side of (9) is positive.
When 1/6 < a
sin ae
2
sin2
has a positive derivative for such and K(/3) > 0. Hence (3) has no
complex roots with positive real parts for = 0.
Theorem 2. The delay dierential equation (1) satisfying (iii) has a family
of Hopf periodic solutions bifurcating from the origin at = 0.
Proof: Clearly from (i), (ii) and (iii) the delay dierential equation (1)
satises the conditions (a) and (b) of Theorem 5 from Appendix 1.
Derivating the characteristic equation (3) with respect to we get
() = (a +)(e
()
+ 2e
2()
)
() (e
()
+e
2()
).
Evaluating the above equation at = 0 and noticing that (0) = i
0
we
obtain
(0) =
e
i
0
+e
2i
0
1 a(e
i
0
+ 2e
2i
0
)
,
4 J. LLIBRE AND A. TART A
or equivalently
(0) =
2 cos(
0
2
)
2
(1 + 3a 2 cos
0
) +i sin
0
(1 +a + 2 cos
0
)
1 + 5a
2
2
2a[(1 2a) cos
0
+ 2 cos 2
0
]
=
(0) +i
(0).
Hence, we obtain that
(0) =
2 cos(
0
2
)
2
(1 + 3a 2 cos
0
)
1 + 5a
2
2
2a[(1 2a) cos
0
+ 2 cos 2
0
]
.
Substituting
0
with 2v and noticing that cos v = v/a we get
(0) =
2(3a
2
2
(1 +a) 4v
2
)v
2
a
4
4
(1 +a)
2
+ 4a
3
3
(7 + 2a)v
2
32v
4
.
Replacing 2v with
0
, we have
(0) =
(3a
2
2
(1 +a)
2
0
)
2
0
2a
4
4
(1 +a)
2
+ 2a
3
3
(7 + 2a)
2
0
4
4
0
.
In the following we prove that
2
(1 +a)
2
0
> 0.
This is obvious because the derivative of h(a) = 3a
2
2
(1 + a)
2
0
is
positive for a [9/100,
2
+ O(
3
)
for 0 < <
0
such that for each (0,
0
) there exists a periodic
solution p
2
+ O(
3
)]/
0
of p
(t) is an analytic
function.
(c) The periodic solution p
_
d
d
if 2 < 0,
(a +)[(1) +(2)] if = 0,
and
R() =
_
_
_
0 if 2 < 0,
f(, ) if = 0,
where
(11)
f(, ) = (a +)[G
2
((0), (1), (2))+
((1) +(2))G
1
((0), (1), (2))+
G
2
((0), (1), (2))G
1
((0), (1), (2))].
We dene q() = e
i
0
and q
() = De
i
0
.
Lemma 4. Normalizing q and q
by the condition q
, q) = 1 we obtain
that D = ReD + ImD where
ReD =
2a
3
3
2a
4
4
+ 7a
2
2
0
2
4
0
2a
3
3
(a 1)
2
+ 2a
2
2
(7 + 2a)
2
0
4
4
0
,
ImD =
3a
2
0
_
4a
2
2
0
+ 2
3
_
4a
2
2
0
2a
3
3
(a 1)
2
+ 2a
2
2
(7 + 2a)
2
0
4
4
0
.
Proof: Since
q
, q) = q
(0)q(0)
_
0
=2
_
_
=0
q
( )q()d
_
d()
=
D
_
0
=2
_
_
=0
De
i
0
()
e
i
0
d
_
d()
=
D +a
D
_
0
=2
_
_
=0
e
i
0
d
_
(( + 1) +( + 2))d
=
D +a
D
_
0
=2
e
i
0
(( + 1) +( + 2))d
=
D
_
1 a(e
i
0
+ 2e
2i
0
)
_
,
6 J. LLIBRE AND A. TART A
we obtain
D =
_
1 a(e
i
0
+ 2e
2i
0
)
_
1
= (1 a(cos
0
+ 2 cos 2
0
) +ia(sin
0
+ 2 sin2
0
))
1
.
Rationalizing the above equation, we get
D =
1 a(cos
0
+ 2 cos 2
0
) ia(sin
0
+ 2 sin2
0
)
1 + 5a
2
2
2a[(1 2a) cos
0
+ 2 cos 2
0
]
.
Taking into account that cos(
0
/2) =
0
/(2a), we obtain the value of
D.
From the denition of z and w in Appendix 2, and (24) we have
z(t) = i
0
z(t) +
Df(w(z(t), z(t), 0) + 2Re(z(t)q(0)), 0)
= i
0
z(t) +
Df
0
(z(t), z(t)) (12)
= i
0
z +g(z, z).
Next step is to solve system (29) and nd the coecients w
ij
for i +j = 2.
From the equations (26) and (27) we have for [2, 0) that
H(z, z, ) =
Df
0
q() D
f
0
q() = gq() g q().
Using the expression for H obtained in (28) and for g given in (30), we get
(13) H
20
() = g
20
q() g
02
q(),
(14) H
11
() = g
11
q() g
11
q().
Using the denition of A, the rst equation of (29) and (13) we have
w
20
() = A()(w
20
())
= 2i
0
w
20
() H
20
()
= 2i
0
w
20
() +g
20
q() + g
02
q().
Noticing that q() = e
i
0
0
g
20
e
i
0
+
i
3
0
g
02
e
i
0
+ce
2i
0
,
where c is a complex constant.
Similarly, using the denition of A, the second equation of (29) and (14) we
obtain
w
11
() = g
11
q() + g
11
q(),
which leads to
(16) w
11
() =
i
0
g
11
e
i
0
+
i
0
g
11
e
i
0
+d,
HOPF BIFURCATION OF A DELAY DIFFERENTIAL EQ. WITH TWO DELAYS 7
where d is also a complex constant.
In the following we have to nd the constants c and d. From equations (26),
(27) and (12), for = 0 we have that
H(z, z, 0) =
Df
0
q(0) D
f
0
q(0) +f
0
= gq(0) g q(0) +
q
(0)f
0
q
(0)
= g g +
g
D
.
Using the expression for H obtained in (28) and for g obtained in (30), we
get
(17) H
20
(0) = g
20
g
02
+
g
20
D
,
(18) H
11
(0) = g
11
g
11
+
g
11
D
.
From the denition of A (see (10)), the rst two equations of (29), (17) and
(18), for = 0 we have that
a(w
20
(1) +w
20
(2)) = 2i
0
w
20
(0) H
20
(0)
= 2i
0
w
20
(0) g
20
g
02
+
D
1
g
20
,
and
a(w
11
(1) +w
11
(2)) = H
11
(0)
= g
11
g
11
+
D
1
g
11
.
Substituting w
20
and w
11
in the above equations we obtain
a(
i
0
g
20
e
i
0
+
i
3
0
g
02
e
i
0
+ce
2
0
+
i
0
g
20
e
2i
0
+
i
3
0
g
02
e
2i
0
)+ce
4
0
)
= 2(g
20
+
1
3
g
02
ic
0
) g
20
g
02
+
D
1
g
20
,
and
a (
i
0
g
11
e
i
0
+
i
0
g
11
e
i
0
+d
i
0
g
11
e
2i
0
+
i
0
g
11
e
2i
0
+d)
= g
11
g
11
+
D
1
g
11
.
Solving these two equations for c and d, we get
c =
ia
0
(g
20
e
i
0
+
1
3
g
02
e
i
0
+g
20
e
2i
0
+
1
3
g
02
e
2i
0
)3g
20
5
3
g
02
+
D
1
g
20
ae
2i
0
+ae
4i
0
+ 2i
0
,
and
d =
ia
0
(g
11
e
i
0
g
11
e
i
0
+g
11
e
2i
0
g
11
e
2i
0
) +g
11
+ g
11
D
1
g
11
2a
.
8 J. LLIBRE AND A. TART A
From the denition of w we have that x
t
() = w(t, ) + zq() + z q().
Replacing w with the expression obtained in (23), we nd that
(19)
x
t
() = ze
i
0
+ ze
i
0
+w
20
()
z
2
2
+w
11
()z z +w
02
()
z
2
2
+O([ z, z [
3
).
Taking into account (11), (12) and (19), we can nd g
20
, g
11
, g
02
, g
21
and
2
=
1
2
0
(0)
(
0
Re(g
21
) + Im(g
20
)Re(g
11
) + Im(g
11
)Re(g
20
)),
2
=
1
6
2
0
[Im(g
02
)
2
6Im(g
11
)
2
3Im(g
11
)Im(g
20
)Re(g
02
)
2
6Re(g
11
)
2
+ 3Re(g
11
)Re(g
20
) + 3Im(g
21
)
0
]
1
(0)
and
2
=
1
0
(
0
Re(g
21
) Im(g
20
)Re(g
11
) Im(g
11
)Re(g
20
)).
3. Applications
In this section we give some applications of the theory developed in Sec-
tion 2 .
3.1. Example 1. We consider the delay dierential equation (1) with
9/100 a
3/9, G
1
= mx and G
2
= mxy + mxz + nxz
2
where
m, n are arbitrary real numbers. Thus equation (1) has a Hopf periodic
orbit for the value of the parameter =
2
2
+ O(
3
) having period
T =
2
0
(1 +
2
2
) + O(
3
), where
0
is the imaginary part of the pure
imaginary root of the characteristic equation of delay dierential equation
(1). This periodic orbit is asymptotically stable if
2
2
+ O(
3
) < 0 and
unstable if
2
2
+O(
3
) > 0. In this case
2
,
2
and
2
are given by
2
=
1
6a 4 cos(w
0
) + 2
(an
_
5
2
a
2
+ 2(2a 1) cos(w
0
)a
4 cos(2w
0
)a+1) sec
2
_
w
0
2
_
(ReD(cos(4w
0
)+2)ImDsin(4w
0
))),
HOPF BIFURCATION OF A DELAY DIFFERENTIAL EQ. WITH TWO DELAYS 9
2
=
1
w
0
(3a + 2 cos(w
0
) 1)
(an sec
_
w
0
2
_
(6aImD cos
_
w
0
2
_
2ImDcos
_
3w
0
2
_
ImDcos
_
5w
0
2
_
+aImD cos
_
7w
0
2
_
+ 2aImD cos
_
9w
0
2
_
+ 2aReD sin
_
w
0
2
_
+ 2ReDsin
_
3w
0
2
_
ReDsin
_
5w
0
2
_
+aReD sin
_
7w
0
2
_
+ 2aReD sin
_
9w
0
2
_
)),
and
2
= 2an(ReD(cos(4w
0
) + 2) ImDsin(4w
0
)),
where ReD and ImD are given in Lemma 4.
3.2. Example 2. We consider the delay dierential equation (1) for a =
2
=
=
1
21
(2
3(59049
7
(34234m
2
+ 1200nm15917pm15917n
2
133336p
2
132136np)3486784401
3(8m
2
+9nm+5pm+5n
2
5p
2
+ 4np) 117649(2m
2
+12nm+11pm+11n
2
+28p
2
+40np)
13
+ 151263
3(16m
2
+ 5nm3pm3n
2
49p
2
44np)
12
+ 194481(62m
2
+ 8nm23pm23n
2
224p
2
216np)
11
+ 3695139
3(8m
2
+ 9nm+ 5pm+ 5n
2
5p
2
+ 4np)
10
+ 13931190(2m
2
+ 12nm+ 11pm+ 11n
2
+ 28p
2
+ 40np)
9
275562
3(964m
2
131nm613pm613n
2
4249p
2
4380np)
8
531441
3(9208m
2
+5497nm+893pm+893n
2
20341p
2
14844np)
6
9565938(1778m
2
+ 944nm+ 55pm+ 55n
2
4280p
2
3336np)
5
15943230
3(1468m
2
+1203nm+469pm+469n
2
2263p
2
1060np)
4
43046721(1138m
2
+ 848nm+ 279pm+ 279n
2
2008p
2
1160np)
3
129140163
3(344m
2
+ 335nm+ 163pm+ 163n
2
371p
2
36np)
2
387420489(122m
2
+ 108nm+ 47pm+ 47n
2
164p
2
56np))),
where
21
= 117(27 + 3
3 + 7
2
)(27
3 +(9 + 7
3))
2
(19683 +(6561
3 +(17496
+ (3483
3 + 7(648 + 7(9
3 + 7))))));
10 J. LLIBRE AND A. TART A
2
=
=
1
21
(2(8m
2
+ 9nm+ 5pm+ 5n
2
5p
2
+ 4np)(31381059609
3
+ (66248903619 +(65861483130
3 +(91043814915
+ (47939698287
3 +(46193914602 +(15740750979
3
+ (10381699935 + 7(323883765
3 + 7(17281674
+ 7(187353
3+7(11421+7(810
3+7(45+7
3))))))))))))))),
where
21
=
= 13(729 +(162
3 +(405 + 7(6
3 + 7))))
2
(19683 +(6561
3
+ (17496 +(3483
3 + 7(648 + 7(9
3 + 7))))));
and
2
=
=
1
21
(6(59049
7
(34234m
2
+ 1200nm15917pm15917n
2
133336p
2
132136np) + 3486784401
3(8m
2
+ 9nm+ 5pm+ 5n
2
5p
2
+ 4np) + 117649(2m
2
+12nm+11pm+11n
2
+28p
2
+40np)
13
151263
3(16m
2
+ 5nm3pm3n
2
49p
2
44np)
12
194481(62m
2
+ 8nm23pm23n
2
224p
2
216np)
11
3695139
3(8m
2
+ 9nm+ 5pm+ 5n
2
5p
2
+ 4np)
10
13931190(2m
2
+ 12nm+ 11pm+ 11n
2
+ 28p
2
+ 40np)
9
+ 275562
3(964m
2
131nm613pm613n
2
4249p
2
4380np)
8
+ 531441
3(9208m
2
+5497nm+893pm+893n
2
20341p
2
14844np)
6
+ 9565938(1778m
2
+944nm+55pm+55n
2
4280p
2
3336np)
5
+ 15943230
3(1468m
2
+1203nm+469pm+469n
2
2263p
2
1060np)
4
+ 43046721(1138m
2
+ 848nm+ 279pm+ 279n
2
2008p
2
1160np)
3
+ 129140163
3(344m
2
+ 335nm+ 163pm+ 163n
2
371p
2
36np)
2
+ 387420489(122m
2
+ 108nm+ 47pm+ 47n
2
164p
2
56np))),
where
21
= 13(729 +(162
3 +(405 + 7(6
3 + 7))))
2
(19683
+ (6561
3+(17496+(3483
3+7(648+7(9
3+7)))))).
HOPF BIFURCATION OF A DELAY DIFFERENTIAL EQ. WITH TWO DELAYS 11
3.3. Example 3. We consider the delay dierential equation (1) for
9/100 a
3/9, G
1
= x and G
2
= xy + xz + x
3
. Thus,
2
,
2
and
2
are given by
2
=
6aReD
_
5
2
a
2
+ 2(2a 1) cos(w
0
)a 4 cos(2w
0
)a + 1
_
(6a 4 cos(w
0
) + 2)(cos(w
0
) + 1)
,
2
=
1
w
0
(3a 2 cos(w
0
) + 1)
(3a sec
_
w
0
2
_
(3aImD cos
_
w
0
2
_
ImDcos
_
3w
0
2
_
+ ReD(a + 2 cos(w
0
) + 1) sin
_
w
0
2
_
)),
and
2
= 6aReD,
where ReD and ImD are given in Lemma 4.
4. Appendix 1: The Hopf bifurcation Theorem
The following result can be found in [8].
Theorem 5. We consider the delay dierential equation
(20) x(t) =
dx(t)
dt
= F(x(t), x(t r
1
), . . . , x(t r
n1
), )
If
(a) F is analytic in x and in a neighborhood of (0, 0) in R
n
R,
(b) F(0, ) = 0 for in an open interval containing 0, and x(t) = 0 is
an isolated stationary solution of (20),
(c) the characteristic equation of (20) has a pair of complex conjugate
eigenvalues and
such that () = () + i() where (0) =
0
> 0, (0) = 0,
(0) ,= 0,
(d) the remaining eigenvalues of the characteristic equation have strictly
negative real parts,
then the delay dierential equation (20) has a family of Hopf periodic solu-
tions. More precisely, there is an
0
> 0 and an analytic function () =
i=2
i
for 0 < <
0
such that for each (0,
0
) there exists a
periodic solution p
(t)
12 J. LLIBRE AND A. TART A
for values of a satisfying () = , (0,
0
). For 0 < <
0
the pe-
riod T() = 2
_
1 +
i=2
/
0
of p
(t)
is an analytic function. Exactly
two of the Floquet exponents of p
i=2
i
for
0 < <
0
. The periodic solution p
x
t
+f(x
t
(), ), t > 0, R,
= 0,
where for some r > 0
x
t
() = x(t +), x : [r, 0] R, [r, 0].
We denote by C[r, 0] the set of all continuous functions from [r, 0] to R.
In C[r, 0] we put the topology of the supremum. Then we dene C as the
set of all continuous functions from C[r, 0] to R. An orbit corresponding to
a solution x(t) of (21) is a curve in C traced out by the family of functions
x(), (x
t
() = x(t + )) as t rangers over (0, ); the orbit of a periodic
solution is a closed curve in C. The individual periodic orbits will belong
to slices C
, (constant) of C.
Here L
x
(0, ) = 0.
For simplicity we consider that f(, ) is analytic and L
depends analyti-
cally on the bifurcation parameter for [ [ small.
In the following we transform the linear problem x = L
x
t
. By the Riesz
representation theorem, there exists a function (, ) of bounded variation
for [r, 0] such that for all C[r, 0],
L
=
_
0
r
()d(, ).
HOPF BIFURCATION OF A DELAY DIFFERENTIAL EQ. WITH TWO DELAYS 13
In particular
L
x
t
=
_
0
r
x(t +)d(, ).
For example, if L
x
t
= x(t 1), then d(, ) = ( + 1), where () is
the Dirac delta function. The choice d(, ) = () corresponds to the
ordinary dierential equation x = x.
We make the usual Hopf assumption on the spectrum () =
=
_
[ L
= 0
_
of L
; namely
(1) there exists a pair of complex, simple eigenvalues () and
()
such that () = () +i(), where and are real and (0) =
0, (0) =
0
> 0, and
= 0 is the
characteristic equation of (21).
Next we dene for C
1
[r, 0]
A()() =
_
_
d
d
if r < 0,
_
0
r
(s)d(s, ) = L
if = 0,
and
R() =
_
_
_
0 if r < 0,
f(, ) if = 0.
Then since dx
t
/d = dx
t
/dt, (21) can be written as
(22) x
t
= A()(x
t
) +R(x
t
),
which is a more mathematically pleasing one because this equation involves
a single unknown variable x
t
rather than both x and x
t
.
We shall obtain explicit expressions only for
2
,
2
and
2
(see Appendix
1). We dene q() to be the eigenvector for A(0) corresponding to (0);
namely A(0)(q()) = i
0
q(). The adjoint operator A
(0) is dened by
A
(0)((s)) =
_
_
d
ds
if 0 < s r,
_
0
r
(t)d(t, 0) if s = 0.
We shall henceforth simply right A for A(0), A
for A
, and
A
(q
) = i
0
q
.
14 J. LLIBRE AND A. TART A
To construct coordinates to describe C
0
near 0 R
3
, we need an inner
product. For C[0, r] and C[r, 0] that is dened by
, ) =
(0)(0)
_
0
=r
_
_
=0
( )()d
_
d(),
Then, as usual, , A) = A
), where D(A)
denotes the denition domain of A. We normalize q and q
by the condition
q
) = 1. Of course q
, q) = 0, since i
0
is a simple eigenvalue for A. For
each x D(A), we may than associate the pair (z, w) where z = q
, x) and
w = x zq z q = x 2Re(zq).
For x
t
a solution of (22) at = 0, we dene z(t) = q
, x
t
) and then
dene w(t, ) = x
t
() 2Re(z(t)q(t)). On the manifold C
0
, w(t, ) =
w(z(t), z(t), ) where
(23) w(z, z, ) = w
20
()
z
2
2
+w
11
()z z +w
02
()
z
2
2
+w
30
()
z
3
6
+. . . .
In eect, z and z are local coordinates for C
0
in C in the directions of q
and q
, w) = 0.
Now, for solutions x
t
C
0
of (22), q
, x
t
) = q
, A(x
t
) +R(x
t
)) or, since
= 0,
z(t) = q
, x
t
) + q
, A(x
t
) +R(x
t
))
= i
0
z(t) + q
, A(x
t
)) + q
, R(x
t
))
= i
0
z(t) + q
(0)f(x
t
, 0) (24)
= i
0
z(t) + q
(0)f
0
(z(t), z(t)),
which we write in abbreviated form as
(25) z = i
0
z +g(z, z).
Our next object is to expand g in powers of z and z; and then to obtain
from this expansion the values of
2
,
2
and
2
. First, it is required to derive
equations for the coecient w
ij
(). We write w = x
t
zq
z q and use (25)
and (22) to obtain
(26) w =
_
_
_
A(w) 2Re( q
(0) f
0
q()) if r < 0,
A(w) 2Re( q
(0) f
0
q(0)) +f
0
if = 0,
HOPF BIFURCATION OF A DELAY DIFFERENTIAL EQ. WITH TWO DELAYS 15
which we rewrite as
(27) w = A(w) +H(z, z, ),
where
(28) H(z, z, ) = H
20
()
z
2
2
+H
11
()z z +H
02
()
z
2
2
+. . . .
On the other hand, on C
0
near the origin w = w
z
z+w
z
z. Using (23) and (25)
to replace w
z
and z and their conjugates by their power series expansions
(which involve the w
ij
), we get a second expression for w. We equate this
to the righthand side of (27). The result is an equation from which we can
derive equations for the nvectors w
ij
(), (i +j = 2, 3, . . . ). These are
(29)
2i
0
w
20
() A(w
20
()) = H
20
(),
A(w
11
()) = H
11
(),
2i
0
w
02
() A(w
02
()) = H
02
(),
. . .
Now the H
ij
with i + j = 2 do not involve any of the w
ij
with i + j > 2.
Further, by hypothesis 2i
0
and 0 are not eigenvalues of A. Thus, the rst
three equations (29) can be solved for w
20
, w
11
and w
02
= w
20
. At each stage
the equations for w
ij
(i +j k +1) only involve via the H
ij
coecients w
ij
with i +j k. Hence the equations (29) can be solved successively for the
w
ij
. Only the values of w
ij
(i +j = 2) are needed to compute
2
,
2
and
2
.
If
2k
,
2k
and
2k
are desired for some k > 1, then must not be set equal
to 0 in the previous analysis.
Once the w
ij
are determined, the dierential equation (25) for z can be
written as
(30) z = i
0
z +g
20
z
2
2
+g
11
z z +g
02
z
2
2
+g
21
z
2
z
2
+. . . ,
where the coecients g
ij
for i +j 3 may be computed by expanding the
expression
(31) q
(0) f
_
zq() + z q() +w
20
()
z
2
2
+w
11
()z z +w
02
()
z
2
2
_
.
The coecient c
1
(0) of the Poincare normal form (see [8], pp. 2536, 4551
and [1], chapters 5 and 6) is given in terms of these g
ij
by formula
c
1
(0) =
i
2
0
_
g
20
g
11
2 [ g
11
[
2
1
3
[ g
02
[
2
_
+
g
21
2
.
The following formulas give us the values of
2
,
2
and
2
(32)
2
=
Re(c
1
(0))
(0)
,
16 J. LLIBRE AND A. TART A
(33)
2
=
1
0
[Im(c
1
(0)) +
2
(0)] ,
(34)
2
= 2Re(c
1
(0)).
For more details see [8] pages 29, 31 and 44, respectively. We recall that
=
2
2
+ O(
3
), T() = 2(1 +
2
2
+ O(
3
))/
0
, and that the Hopf
periodic orbit is orbitally asymptotically stable if
2
< 0, and unstable if
2
> 0.
Acknowledgements
The rst author was partially supported by a DGICYT grant number
MTM200506098C0201 and by a CICYT grant number 2005SGR 00550;
the second author thanks to Centre de Recerca Matem`atica for its hospi-
tality and facilities for doing this work.
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1
Departament de Matem` atiques, Universitat Aut` onoma de Barcelona, 08193
Bellaterra, Barcelona, Spain
E-mail address: jllibre@mat.uab.es
2
Department of Applied Mathematics, Babes Bolyai University, 1 Kogal-
niceanu str., 400084 ClujNapoca, Cluj, Romania
3
Centre de Recerca Matem` atica, Apartat 50, 08193, Bellaterra, Spain
E-mail address: atarta@crm.es