\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2016 (2016), No. 109, pp. 1--11.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu} \thanks{\copyright 2016 Texas State University.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2016/109\hfil Limit cycles bifurcated from a center] {Limit cycles bifurcated from a center in a three dimensional system} \author[B. Sang, B. Fer\v{c}ec, Q.-L. Wang \hfil EJDE-2016/109\hfilneg] {Bo Sang, Brigita Fer\v{c}ec, Qin-Long Wang} \address{Bo Sang (corresponding author) \newline School of Mathematical Sciences, Liaocheng University, Liaocheng 252059, China. \newline Guangxi Education Department Key Laboratory of Symbolic Computation and Engineering Data Processing, Hezhou University, Hezhou 542899, China} \email{sangbo\_76@163.com} \address{Brigita Fer\v cec \newline Faculty of Energy Technology, University of Maribor, Ho\v{c}evarjev trg 1, 8270 Kr\v{s}ko, Slovenia} \email{brigita.fercec@gmail.com} \address{Qin-Long Wang \newline School of Science, Hezhou University, Hezhou 542800, China} \email{wqinlong@163.com} \thanks{Submitted September 25, 2015. Published April 26, 2016.} \subjclass[2010]{34C05, 34C07} \keywords{Focal value; limit cycle; Hopf bifurcation; center} \begin{abstract} Based on the pseudo-division algorithm, we introduce a method for computing focal values of a class of 3-dimensional autonomous systems. Using the ${\epsilon}^{1}$-order focal values computation, we determine the number of limit cycles bifurcating from each component of the center variety (obtained by Mahdi et al). It is shown that at most four limit cycles can be bifurcated from the center with identical quadratic perturbations and that the bound is sharp. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \allowdisplaybreaks \section{Introduction} Many real world phenomena can be modeled by autonomous systems of the form \begin{equation}\label{eq1} \frac{d\mathbf{x}}{dt}=\mathbf{f}(\mathbf{x}), \quad \mathbf{x}\in \mathbb{R}^{m}, \end{equation} where $\mathbf{f}: D \to \mathbb{R}^{m} $ is a smooth function and $D$ an open connected subset of $\mathbb{R}^{m}$. A limit cycle of the system is a periodic orbit which is isolated among periodic orbits. Limit cycles may be used to model the behavior of many real-world oscillator systems of great importance (see \cite{Fi06, mr, mul, Rt1989, s15}). The study of limit cycles was initiated by Poincar\'{e} \cite{p1886}. Further research was perhaps motivated by Hilbert's 16th problem. A fundamental question in these studies is the determination of upper bounds, $H_{n}$, for the number of limit cycles in planar polynomial vector fields of degree $n$ and their relative position. Although the problem was formulated more than a hundred years ago, it is not yet solved even for planar quadratic systems. Moreover, it is unknown even whether a uniform upper bound exists (see \cite{gine07,Rouss}). An essential part of the problem, called the local 16th Hilbert problem \cite{Fran}, is the investigation of the number of limit cycles bifurcated from singular points, i.e., the cyclicity of singular points. The concept of cyclicity was introduced by Bautin in \cite{Bautin}, where he showed that in antisaddles of quadratic systems at most three small-amplitude limit cycles can bifurcate out of one equilibrium point. Bautin's work is important not only because of the bound that it provides, but also because of the approach it gives to the study of the problem of cyclicity in any polynomial system. Specifically, Bautin showed that the cyclicity problem in the case of a simple focus or center could be reduced to the problem of finding a basis for the ideal of focal values. Bautin's approach is described in detail and further developed in \cite{IY,Rouss}. The cyclicity problem for some families of polynomial systems was treated also in \cite{ch05, Fran, han07, sib65, yak95, zol94}. Higher-dimensional vector fields may not only exhibit limit cycles, but also may co-exist with chaotic dynamics. For results on limit cycles for higher-dimensional vector fields see \cite{bb, han15, li08} and more references therein. Llibre et al.\cite{li08} studied the limit cycles of polynomial vector fields in $\mathbb{R}^3$ which bifurcate from three different kinds of two dimensional centers (non-degenerate and degenerate). Buzzi et al. \cite{bb} studied the maximal number of limit cycles that can bifurcate from a periodic orbits of the linear center in $\mathbb{R}^4$. Han and Yu \cite{han15} showed that perturbing a simple quadratic system in $\mathbb{R}^3$ with a center-type equilibrium point can yield at least 10 small-amplitude limit cycles around an equilibrium point. The computation of focal values (focus values, Lyapunov constants) plays an important role in the study of the center-focus problem and small-amplitude limit cycles arising in degenerated Hopf bifurcations (see \cite{bvl, ch05, gine12a, gine12b, gy09,han15,k04,lv,mrs,s15,t14,yu13,w10} and references therein). For the definition and computation of focal values in 3-dimensional systems, see \cite{yu98,w10} and the second part of this paper. We consider the general $n$-dimensional system \begin{equation}\label{eq10} {\frac{\mathbf{d{x}}}{d{t}}={\mathbf{f}_1(\mathbf{x},\mathbf{p}_{k_1})+\epsilon \mathbf{f}_2(\mathbf{x}, \mathbf{p}_{k_2})}}, \end{equation} (which is an integrable system for $\epsilon=0$) associated with a Hopf bifurcation, where $\mathbf{p}_{k_1}=(p_1,p_2,\dots,p_{k_1})$ is the system parameter and $\mathbf{p}_{k_2}=(p_{k_1+1},\dots,p_{k-1})$ is the perturbation parameter. Since the corresponding Hopf equilibrium point is a center for the flow on the center manifold when $\epsilon=0$, the $k$th focal values of system \eqref{eq10} can be written in the form of \begin{equation} V_k=\tilde{v}_{k,1}(\mathbf{p})\epsilon+\tilde{v}_{k,2}(\mathbf{p}){\epsilon}^2 +\tilde{v}_{k,3}(\mathbf{p}){\epsilon}^3+\dots, \quad k=1,2,\dots, \end{equation} where $\tilde{v}_{k,m}$ are said to be ${\epsilon}^{m}$-order focal values (see \cite{yu13}). For $|{\epsilon}|>0$ sufficiently small, we may use $\tilde{v}_{k,1}$ to determine the number of small-amplitude limit cycles of system \eqref{eq10} bifurcated from the equilibrium point. \begin{lemma}[\cite{han15}] \label{lem1} Assume that at $\mathbf{p}=\mathbf{p}_c=(p_{1c} , p_{2c} , \dots , p_{(k-1)c} )$, the $\epsilon^{1}$-order focal values of system \eqref{eq10} satisfy $$ \tilde{v}_{j,1}(\mathbf{p}_c)=0,\quad j=1,2,\dots,k-1;\;\tilde{v}_{k,1}(\mathbf{p}_c)\neq {0} $$ and \begin{equation}\label{bigcond} \operatorname{Rank} \Big[\frac {D(\tilde{v}_{1,1}, \tilde{v}_{2,1}, \dots,\tilde{v}_{k-1,1})} {D (p_1, p_2, \dots, p_{k-1})}\Big]_{\mathbf{p}=\mathbf{p}_c}=k-1. \end{equation} Then, proper perturbations can be made to the parameters $p_1, p_2, \dots , p_{k-1}$ around the critical point $\mathbf{p}_c$ to generate $k-1$ small-amplitude limit cycles in the vicinity of the Hopf equilibrium point. \end{lemma} In fact, this Lemma was first presented in \cite{han15} without proof. For completeness and convenience, we give a proof using the basic idea found in \cite{han04}. \begin{proof} Proving the existence of $k-1$ small-amplitude limit cycles near the equilibrium point for system \eqref{eq10} is equivalent to proving that the amplitude equation of the normal form (expressed in polar coordinates) of the system up to $k$th order, given by \begin{align*} \frac{dr}{dt} &={r^3}(V_1+V_2r^2+\dots+V_kr^{2k-2})\\ &={r^3}\sum_{j=1}^{k}{\Big(\sum_{s=1}^{\infty}{\tilde{v}_{j,s} (\mathbf{p}){\epsilon}^{s}} \Big){(r^2)}^{j-1}}\\ &= {\epsilon}{r^3}\sum_{j=1}^{k}{\tilde{v}_{j,1}(\mathbf{p}) }{(r^2)}^{j-1}+o(\epsilon)\\ &= {\epsilon}{r^3}\Big(\sum_{j=1}^{k}{\tilde{v}_{j,1}(\mathbf{p}) }{(r^2)}^{j-1}+o(1)\Big),\quad \epsilon\to{0}, \end{align*} has $k-1$ small positive zeros for ${r^2}$, where $\mathbf{p}=(\mathbf{p}_{k_1},\mathbf{p}_{k_2})=(p_1 , p_2 , \dots , p_{k-1} )$. Let ${\rho}=r^2$. By the implicit function theorem, one can reduce the problem to the existence of $k-1$ small positive simple zeros for $\rho$ in the algebraic equation \begin{equation}\label{alg} \tilde{v}_{k,1}(\mathbf{p}){\rho}^{k-1}+\tilde{v}_{k-1,1}(\mathbf{p}){\rho}^{k-2} +\dots+\tilde{v}_{1,1}(\mathbf{p})=0. \end{equation} By the conditions given in \eqref{bigcond}, there exists a $\mathbf{p}=(p_1 , p_2 , \dots , p_{k-1} )$ in a neighborhood of $\mathbf{p}_c$, such that \[ |\tilde{v}_{1,1}(\mathbf{p})|\ll |\tilde{v}_{2,1}(\mathbf{p})|\ll |\tilde{v}_{3,1}(\mathbf{p})|\ll \dots \ll |\tilde{v}_{k,1}(\mathbf{p})|\ll {1},\quad \tilde{v}_{j,1}(\mathbf{p})\tilde{v}_{j+1,1}(\mathbf{p})<{0}, \] for $j=1,2,\dots k-1$, which ensures the existence of $k-1$ positive simple zeros for \eqref{alg}. Hence, $k-1$ small-amplitude limit cycles can bifurcate from the equilibrium point. This completes the proof. \end{proof} Mulholland \cite{mul} studied the behavior of the solutions of the third-order non-linear differential equation \begin{equation}\label{new1} {\frac {{d}^3x}{{d}{t}^3}}+F(r){\frac {{d}^{2}x}{{d}{t}^{2}}}+F(r){\frac {{d}x}{{d}{t}}}+x=0, \end{equation} in which \begin{equation}\label{new2} F(r)=1-\epsilon f(r), \quad f(r)=1-r^2,\quad r^2=x^2+({\frac {{d}x}{{d}{t}}})^2+({\frac {{d}^{2}x}{{d}{t}^{2}}})^2. \end{equation} Here $F(r)$ represents a central restoring force, which has important applications in modern control theory. For this equation with small non-linearities, the existence of a limit cycle is established by a fixed point technique, the approach to the limit cycle is approximated by averaging methods, and the periodic solution is harmonically represented by perturbation. Mahdi et al \cite{mah13, mah} investigated the center-focus problem of a third-order differential equation of the form \begin{equation}\label{eq12} {\frac {{d}^3u}{{d}{t}^3}}={\frac {{d}^{2}u}{{d}{t}^{2}}}+{\frac {{d}u}{{d}{t}}}+u+f(u,{\frac {{d}u}{{d}{t}}},{\frac {{d}^{2}u}{{d}{t}^{2}}}), \end{equation} where $f(u,{\frac {{d}u}{{d}{t}}},{\frac {{d}^{2}u}{{d}{t}^{2}}})$ is an analytic function starting with quadratic terms. It can be reduced to a system of first order differential equations \begin{equation}\label{eq13} \begin{gathered} \frac{{du}}{{dt}}=-v+h(u,v,w),\\ \frac{{dv}}{{dt}}=u+h(u,v,w),\\ \frac{{dw}}{{dt}}=-w+h(u,v,w), \end{gathered} \end{equation} where $h(u,v,w)=f(-u+w,v-w,u+w)/2$, which is equivalent to \eqref{eq12}, see \cite{mah13}. The center conditions on the local center manifold for system \eqref{eq13} with \begin{equation}\label{eq14} h(u,v,w)=a_1u^2+a_2v^2+a_3w^2+a_4uv+a_5uw+a_6vw \end{equation} were obtained in \cite{mah}. For center conditions of some other polynomial differential systems in $\mathbb{R}^3$ we refer to \cite{alg, gine16, cv15}. \begin{lemma}[\cite{mah}] \label{lem2} The system \eqref{eq13} with $h(u,v,w)$ as in \eqref{eq14} admits a center on the local center manifold (for the equilibrium point at the origin) if and only if one of the following holds: \begin{itemize} \item[(1)] $a_1=a_2=a_4=0$; \item[(2)] $a_1-a_2=a_3=a_5=a_6=0$; \item[(3)] $a_1+a_2=a_3=a_5=a_6=0$; \item[(4)] $a_1+a_2=2a_2-a_3+a_6=a_3-a_4-2a_5=2a_4+3a_5+a_6=0$; \item[(5)] $2a_1-a_6=2a_2+a_5=2a_3-a_5+a_6=a_4+a_5+a_6=0$; \item[(6)] $a_1-a_2=2a_2+a_6=a_4=a_5+a_6=0$; \item[(7)] $2a_1+a_2=2a_2+a_6=4a_3+5a_6=a_4=2a_5-a_6=0$. \end{itemize} \end{lemma} For system \eqref{eq13}, we consider the perturbed system (with identical nonlinearities for the three components) of the form \begin{equation}\label{eq15} \begin{gathered} \frac{{du}}{{dt}}=-v+h(u,v,w)+\epsilon h_1(u,v,w),\\ \frac{{dv}}{{dt}}=u+h(u,v,w)+\epsilon h_1(u,v,w),\\ \frac{{dw}}{{dt}}=-w+h(u,v,w)+\epsilon h_1(u,v,w), \end{gathered} \end{equation} where \begin{equation}\label{eq16} h_1(u,v,w)=b_1u^2+b_2v^2+b_3w^2+b_4uv+b_5uw+b_6vw. \end{equation} The purpose of this paper is prove that four is an upper bound for small amplitude limit cycles that bifurcate from the origin of the system \eqref{eq15} when one of conditions in Lemma \ref{lem2} holds. The remainder of the paper is organized as follows. Based on a previously developed algorithm of Sang \cite{s14} for 2-dimensional systems, in Section 2, we introduced a new algorithm for computing focal values of 3-dimensional systems. In Section 3, we prove that at most four small-amplitude limit cycles can bifurcate out of the center based on the analysis of $\epsilon^{1}$-order focal values. \section{Algorithm for computing focal values} In this section, we present an algorithm for computing focal values of a class of 3-dimensional differential systems \begin{equation}\label{eq2} \begin{gathered} \frac{{du}}{{dt}}=-v+\sum_{j+k+s=2}^{\infty}\tilde{a}_{{jks}}{u}^{j}{v}^{k}w^{s},\\ \frac{{dv}}{{dt}}=u+\sum_{j+k+s=2}^{\infty}\tilde{b}_{{jks}}{u}^{j}{v}^{k}w^{s},\\ \frac{{dw}}{{dt}}=-dw+\sum_{j+k+s=2}^{\infty}\tilde{c}_{{jks}}{u}^{j}{v}^{k}w^{s}, \end{gathered} \end{equation} which is analytic in the neighborhood of the origin and $u,v,w,t \in\mathbb{R}$, $d>0$, $\tilde{a}_{jks},\tilde{b}_{jks},\tilde{c}_{jks}\in \mathbb{R}$, $j,k,s\in \mathbb{N}\cup\{0\}$. By means of the transformation \begin{equation}\label{eq3} u=\frac{1}{2}(x+y),\quad v=\frac{\texttt{i}}{2}(-x+y),\quad w=z, \quad t={-\texttt{i}}t_1, \end{equation} where $\texttt{i}=\sqrt{-1}$, system \eqref{eq2} can be transformed into the following complex system \begin{equation}\label{eq4} \begin{gathered} \frac{{dx}}{{dt_1}}=x+\sum_{j+k+s=2}^{\infty}a_{{jks}}{x}^{j}{y}^{k}z^{s}=X(x,y,z),\\ \frac{{dy}}{{dt_1}}=-y+\sum_{j+k+s=2}^{\infty}b_{{jks}}{x}^{j}{y}^{k}z^{s}=Y(x,y,z),\\ \frac{{dz}}{{dt_1}}=\texttt{i}dz+\sum_{j+k+s=2}^{\infty}c_{{jks}}{x}^{j}{y}^{k}z^{s}=Z(x,y,z). \end{gathered} \end{equation} \begin{lemma}[\cite{w10}] \label{lem3} For system \eqref{eq4}, there exists a formal power series \begin{equation}\label{eq5} F(x,y,z)=xy+\sum_{s=3}^{\infty}\sum_{k=0}^{s} \sum_{j=0}^{s-k}{B_{s,k,j}}{x}^{s-k-j}{y}^{k}z^{j}, \end{equation} such that \begin{equation}\label{eq6} \frac{dF}{dt_1}\Big|_{\eqref{eq4}}=\frac{{\partial F}}{{\partial x}}{X} + \frac{{\partial F}}{{\partial y}}{Y}+\frac{{\partial F}}{{\partial z}}{Z}=\sum_{n=1}^{\infty} W_{n}(xy)^{n+1}, \end{equation} where ${B_{s,k,j}}$ are determined by the recursive formula (see \cite{w10}) with ${B_{2k,k,0}}=0$. The terms $W_{n}$ are called the $n$th singular point values of system \eqref{eq4} at the origin. \end{lemma} \begin{lemma}[\cite{w10}] \label{lem4} For any positive natural number $n$, the following assertion holds: \begin{equation}\label{eq7} V_{n}=\texttt{i}\pi W_{n} \mod{\langle{W_1,W_2,\dots,W_{n-1}}\rangle }, \end{equation} where $V_{n}$ is the $n$-th focal value of system \eqref{eq2}, and $W_{j}$ is the $j$th singular point value of system \eqref{eq4}, $j=1,2,\dots,n$. More precisely, when $W_1=W_2=\dots=W_{n-1}=0$, the following assertion holds: \begin{equation}\label{eq8} V_{n}=\texttt{i}\pi W_{n}. \end{equation} \end{lemma} Note that the equilibrium point of system \eqref{eq2} at the origin is either a center or a fine focus for the flow on the local center manifold (see \cite{w10}). The problem of distinguishing between these two cases is called the center problem. The origin is said to be a fine focus of order $k$ ($k\in \mathbb{N}$) if $V_k$ is the first non-zero focal value. In this case at most $k$ limit cycles can be bifurcated from the fine focus; these limit cycles are called small-amplitude limit cycles. The origin is a center when all the focal values are zero. Grouping like terms in the second expression of \eqref{eq6}, we obtain \begin{equation}\label{eq9} \begin{aligned} &\frac{{\partial F}}{{\partial x}}{X} + \frac{{\partial F}}{{\partial y}}{Y}+\frac{{\partial F}}{{\partial z}}{Z} \\ & = \sum_{s= 3}^{2n+1} \sum_{k = 0}^{s} \sum_{j = 0}^{s-k} {{f_{s,k,j}}{x^{s -k-j}}{y^k}{z^j}} \\ & \quad +\sum_{\substack{k,j\geq {0}\\k+j\leq 2n+2\\(k,j)\neq{(n+1,0)}}}{{f_{2n + 2,k,j}}{x^{2n+2-k-j}}{y^k}{z^j}} + {D_n}{(xy)^{n + 1}} +\dots, \end{aligned} \end{equation} where $D_{{n}},f_{{s,k,j}},f_{2n+2,k,j}$ can be considered as linear polynomials of variables $B_{s,k,j}$ with coefficients formed from $a_{jks},b_{jks},c_{jks}$. Suppose that $W_1=W_2=\dots=W_{n-1}=0$. In this case, we are in a position to develop the algorithm for computing the $n$th singular point value $W_{n}$ of system \eqref{eq4} based on pseudo-divisions. It is remarkable that the idea behind it is similar to the situation of 2-dimensional systems described by Sang in \cite{s14}. When computing the $n$th singular point value $W_{n}$, the coefficients $f_{{s,k,j}},f_{2n+2,k,j}$ have to be zero. Thus in order to eliminate variables $B_{{s,k,j}}$ from $D_{n}$, we use successive pseudo-divisions: first choosing an adequate variable order of $B_{s,k,j}$; then rearranging some polynomials $f_{{s,k,j}},f_{2n+2,k,j}$ to get a triangular set $TS_{n}$, next performing successive pseudo-division of $D_{n}+\xi$ by $TS_{n}$ to get the pseudo-remainder $R_{n}$, and finally expressing the $n$th singular point value ${W_n}$ as $\frac{{{R_n}}}{{{\operatorname{coeff}}({R_n},\xi)}}-\xi$, where ${\operatorname{coeff}}({R_n},\xi)$ is the coefficient of $\xi$ in the polynomial $R_{n}$, and $\xi$ is a dummy variable. The termination of the algorithm is trivial because the number of variables $B_{{s,k,j}}$ is finite when $n$ is fixed. Recalling Lemma \ref{lem4}, once $W_{n}$ is returned, the $n$th focal value $V_{n}$ of system \eqref{eq2} can be obtained from relation \eqref{eq8}. Thus, the algorithm can be modified for computing the $n$th focal value $V_{n}$ of system \eqref{eq2}. \section{Four limit cycles obtained from $\epsilon$-order focal values} Suppose that the condition (1) in Lemma \ref{lem2} holds. It is easy to obtain the $\epsilon^{1}$-order focal values of system \eqref{eq15} (up to a positive constant multiple): \begin{align*} \tilde{v}_{1,1} &= {\frac {13 a_5b_1}{20}}+{\frac {7 a_5b_2}{20}}-{\frac{1}{20}} a_5b_4+{\frac {11 a_6b_1}{20}}+{\frac {9 a_6b_2}{20}}+{\frac {3 a_6b_4}{20}},\\ \tilde{v}_{2,1} &= {\frac {473 {a_5}^3b_1}{1080}}+{\frac {371 {a_5}^3b_2}{1080}}-{\frac {2 {a_5}^3b_4}{27}}+{\frac {409 a_{{6 }}{a_5}^{2}b_1}{1080}}+{\frac {71 {a_5}^{2}a_6b_2 }{360}}\\ &\quad +{\frac {31 a_5{a_6}^{2}b_1}{360}}-{\frac {a_5 {a_6}^{2}b_2}{120}}+{\frac{{a_6}^3b_1}{120}}-{\frac{1}{40}}\, {a_6}^3b_2,\\ \tilde{v}_{3,1} &= -{\frac {49 {a_5}^5b_1}{2720}}+{\frac {2661 a_6{a_{{5} }}^4b_1}{19040}}-{\frac {3981 {a_5}^3{a_6}^{2}b_1 }{3332}}-{\frac {156509 {a_5}^{2}{a_6}^3b_1}{13328}}\\ &\quad -{ \frac{667381 {a_5}^{2}{a_6}^3b_2}{93296}} -{\frac{ 5379919 a_5{a_6}^4b_1}{133280}} -{\frac{142871 a_5 {a_6}^4b_2}{5831}} -{\frac {25080959 {a_6}^5b_1}{ 932960}}\\ &\quad -{\frac{2066875 {a_6}^5b_2}{93296}} -{\frac {342555 {a_6}^5b_4}{46648}},\\ \tilde{v}_{m,1} &= 0, \quad m\ge 4, \end{align*} where the quantity $\tilde{v}_{k,1}$ is reduced with respect to the Gr\"{o}bner basis of $\{\tilde{v}_{j,1}: j