Floquet theory and periodic-coefficient second-order ODE

The question concerns second-order ODEs with periodic coefficients, asking about Floquet multipliers, monodromy matrices, existence of periodic solutions, or the Floquet decomposition of solutions.

grandes-ecoles 2024 Q2 View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Show that if $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ is a solution of (1), then the function $t \mapsto y(t+T)$ is also one. Deduce that for all $t \in \mathbb{R}$: $$y(t+T) = y(T) y_1(t) + y'(T) y_2(t)$$
grandes-ecoles 2024 Q3 View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Let $\mu \in \mathbb{C}^*$, and let $\lambda \in \mathbb{C}$ such that $\mu = e^{\lambda T}$. Show that the following three assertions are equivalent.
(a) Equation (1) has a non-zero solution $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ that satisfies: $$\forall t \in \mathbb{R}, \quad y(t+T) = \mu y(t)$$
(b) The complex number $\mu$ is a solution of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0$$
(c) The differential equation (1) has a non-zero solution $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ such that: $$\forall t \in \mathbb{R}, \quad y(t) = e^{\lambda t} u(t)$$ where $u \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ is a $T$-periodic function.
grandes-ecoles 2024 Q4a View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Let $\mu_1, \mu_2$ be the complex roots of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0$$ Show that if $\mu_1 \neq \mu_2$ and if $\lambda$ is a complex number such that $\mu_1 = e^{\lambda T}$, then for any solution $y$ of (1), there exist two $T$-periodic functions $w_1$ and $w_2$, as well as two complex numbers $\alpha$ and $\beta$ such that $$\forall t \in \mathbb{R}, \quad y(t) = \alpha e^{\lambda t} w_1(t) + \beta e^{-\lambda t} w_2(t)$$
grandes-ecoles 2024 Q4b View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0 \tag{1}$$ Let $y_1$ and $y_2$ be the solutions in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$ to (1) satisfying $$\left\{ \begin{array}{l} y_1(0) = 1 \\ y_1'(0) = 0 \end{array} \quad \text{and} \quad \left\{ \begin{array}{l} y_2(0) = 0 \\ y_2'(0) = 1 \end{array} \right. \right.$$ Let $\mu_1, \mu_2$ be the complex roots of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0$$ Suppose that $\mu_1 = \mu_2$. Show that $\mu_1 = \mu_2 = \pm 1$ and that equation (1) admits a periodic solution in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$.
grandes-ecoles 2024 Q18a View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix from the normal form $M(t) = Q(t)\exp(tB)$.
Show that if $B$ has an eigenvalue of the form $\lambda = i\frac{2k\pi}{mT}$ with $k \in \mathbb{Z}$ and $m \in \mathbb{N}^*$, then (2) has a non-zero $mT$-periodic solution.
grandes-ecoles 2024 Q18b View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix from the normal form $M(t) = Q(t)\exp(tB)$.
Suppose that there exists $m \in \mathbb{N}^*$ such that (2) has a non-zero $mT$-periodic solution. Show that $\exp(TB)$ has an eigenvalue that is an $m$-th root of unity.
grandes-ecoles 2024 Q19 View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ In this question, we suppose that (2) has a $T'$-periodic solution $X$ with $T' \notin \mathbb{Q} T$.
Show that for all $t \in \mathbb{R}$ and $u \in \mathbb{R}$, we have $$A(u) X(t) = A(t) X(t).$$ One may use without proof the fact that if $G$ is a subgroup of $(\mathbb{R}, +)$ which is not of the form $\mathbb{Z}a$ for $a \in \mathbb{R}$, then $G$ is dense in $\mathbb{R}$.
grandes-ecoles 2024 Q21 View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be a continuous application on $\mathbb{R}$ and $T$-periodic. Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix from the normal form $M(t) = Q(t)\exp(tB)$. Let the differential system $$X'(t) = A(t) X(t) + b(t) \tag{3}$$ where $b : \mathbb{R} \rightarrow \mathbb{C}^n$ is a continuous function on $\mathbb{R}$ and $T$-periodic.
We assume that $1$ is not an eigenvalue of $\exp(TB)$. Show that (3) possesses a unique $T$-periodic solution.
grandes-ecoles 2024 Q2 View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0. \tag{1}$$ Let $y_1$ and $y_2$ be the solutions of (1) with initial conditions $y_1(0)=1, y_1'(0)=0$ and $y_2(0)=0, y_2'(0)=1$. Show that if $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ is a solution of (1), then the function $t \mapsto y(t+T)$ is also one. Deduce that for all $t \in \mathbb{R}$: $$y(t+T) = y(T) y_1(t) + y'(T) y_2(t).$$
grandes-ecoles 2024 Q3 View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0. \tag{1}$$ Let $y_1$ and $y_2$ be the solutions of (1) with initial conditions $y_1(0)=1, y_1'(0)=0$ and $y_2(0)=0, y_2'(0)=1$. Let $\mu \in \mathbb{C}^*$, and let $\lambda \in \mathbb{C}$ such that $\mu = e^{\lambda T}$. Show that the following three assertions are equivalent.
(a) Equation (1) has a non-zero solution $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ that satisfies: $$\forall t \in \mathbb{R}, \quad y(t+T) = \mu y(t).$$
(b) The complex number $\mu$ is a solution of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0.$$
(c) The differential equation (1) has a non-zero solution $y \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ such that: $$\forall t \in \mathbb{R}, \quad y(t) = e^{\lambda t} u(t),$$ where $u \in \mathscr{C}^2(\mathbb{R}, \mathbb{C})$ is a $T$-periodic function.
grandes-ecoles 2024 Q4a View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0. \tag{1}$$ Let $y_1$ and $y_2$ be the solutions of (1) with initial conditions $y_1(0)=1, y_1'(0)=0$ and $y_2(0)=0, y_2'(0)=1$. Let $\mu_1, \mu_2$ be the complex roots of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0.$$ Show that if $\mu_1 \neq \mu_2$ and if $\lambda$ is a complex number such that $\mu_1 = e^{\lambda T}$, then for any solution $y$ of (1), there exist two $T$-periodic functions $w_1$ and $w_2$, as well as two complex numbers $\alpha$ and $\beta$ such that $$\forall t \in \mathbb{R}, \quad y(t) = \alpha e^{\lambda t} w_1(t) + \beta e^{-\lambda t} w_2(t).$$
grandes-ecoles 2024 Q4b View
Let $q : \mathbb{R} \rightarrow \mathbb{R}$ be a continuous application, periodic with period $T > 0$. We consider the differential equation $$y'' + qy = 0. \tag{1}$$ Let $y_1$ and $y_2$ be the solutions of (1) with initial conditions $y_1(0)=1, y_1'(0)=0$ and $y_2(0)=0, y_2'(0)=1$. Let $\mu_1, \mu_2$ be the complex roots of the equation with unknown $x$: $$x^2 - \left(y_1(T) + y_2'(T)\right) x + 1 = 0.$$ Suppose that $\mu_1 = \mu_2$. Show that $\mu_1 = \mu_2 = \pm 1$ and that equation (1) admits a periodic solution in $\mathscr{C}^2(\mathbb{R}, \mathbb{C})$.
grandes-ecoles 2024 Q18a View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be an application continuous on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix such that $M(t+T) = M(t)\exp(TB)$ for all $t$.
Show that if $B$ has an eigenvalue of the form $\lambda = i\frac{2k\pi}{mT}$ with $k \in \mathbb{Z}$ and $m \in \mathbb{N}^*$, then (2) has a non-zero $mT$-periodic solution.
grandes-ecoles 2024 Q18b View
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be an application continuous on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix such that $M(t+T) = M(t)\exp(TB)$ for all $t$.
Suppose that there exists $m \in \mathbb{N}^*$ such that (2) has a non-zero $mT$-periodic solution. Show that $\exp(TB)$ has an eigenvalue that is an $m$-th root of unity.