Metric Properties of Differential Equations Author(s): D. C. Lewis Reviewed work(s): Source: American Journal of Mathematics, Vol. 71, No.

2 (Apr., 1949), pp. 294-312 Published by: The Johns Hopkins University Press Stable URL: http://www.jstor.org/stable/2372245 . Accessed: 12/02/2012 08:36
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METRIC PROPERTIES

OF DIFFERENTIAL By D. C.
LEWIS.

EQUATIONS.*

1. Introduction. The purpose of this paper is to discuss the depenequations, dence of solutionsof a systemof differential (1. 1)
= dx,/dt

Xi (x1, *

* * , xn,

t)

Xi [x,tI,

i = 1,2,

*, -n,

on the initial conditions. The classical existenceproofsyield inequalities on whichshowthat the solutionsdependcontinuously the initial conditions, satisfya Lipschitz condition. In this at least, if the right hand members these classical inequalities,assuming paper we shall refineand supplement to that the Xi are of class C'. In so doingwe call attention the fundamental of importance a certain quadratic form Q to be introducedin the sequel. but may Still further, less useful,refinements be obtainedon the assumptioli that the Xi are of class C", in whichcase a certainbiquadraticformB plays of the decisiverole. It is also indicated,by consideration simple examples, are theorems the best possibleones of their type. A that our fundamental is simple applicationto the theoryof qualitative integration given. in are Our theorems specified termsof a metricwhichwe assign to the to space of the (x1, . * , x,,). For most purposesit is sufficient assume a if is Riemannianspace. Much of the analysis,however, not more difficult, we assume a general Finsler space. be of class C'" and positively Let f[x,x f(x1, * xn, jp, .* ,n) s] .. , supposef[x, x] > O, Furthermore, of homogeneous degree+ 1 in x, * AAi > 0 forall sets AX, , A unlessall the x's are zero,and that i.j [x, fl] Iere, as in the sequel, the summation to 1 ,*i*n. not proportional from1 of convention tensoranalysisis used,withall repeatedindicessummed i = l * n, 0< of to n. The length an arc,xi-Xi(T), 1, is defined
,

as the value of the integral,

f[x(r), x'(r)

] dT, which exists if the arc is

on of independent the parametrization regularand is, moreover, sufficiently

* Received May 11, 1948. The purpose of this condition is to insure the " regularity " of the variational [x, problem 8 ft ,]d-r = 0 in parametric form. Cf., for instance, Marston Morse, "The calculus of variations in the large," American Mathematical Society Colloquium Publications, vol. 18 (1934), p. 121.
1

294

METRIC

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OF DIFFERENTIAL

EQUATIONS.

295

of The distancebetweentwo account of the assumed homogeneity f[x, ]. the two points. The points is the length of the shortestarc connecting a geodesical arc are well known to satisfv parametricequations of such Euler's equations, (1. 2)
f [x(T), x'(T)](d/dT)fxi[x(T), x'(7)] O, i=1,
l

* , n.

that the Xi are of class C'. 2. Fundamental resultson the hypothesis

THEOREM

1. Let us considertwo integral arcs of the system (1. 1). and C,: x,=x,(t,i), toC t Cto + h.

CO: xi,x,(t,O)

We let D(t) denotethe distancebetween[x(t,O)] and [x(t, 1)] measured assume that all these gt are along the geodesicalarc gt. We furthermnore included withinan open regionR, and that no completegeodesic obtained withinR an arc whose end points are a by extending gt containsentirely conjugateto each other(in the senseof the calculus of variations). If (2. 1)
gt, then

t] a (t) ?{f$:[x, X]XA[ix +

fPI[x,

? A]Xi[x, t]XAi :(t)

1=

for everyset (2.2)

An, , X such that f[x, A]

and at everypoint [x] on du,

D (to) exp

to

a (u) du < D(t) < D (to) exp /8(u)

t

to? t < to+ h. with the proofof this theoremwe note that in the Before proceeding Riemanniancase, when important (2. 3) x] f[x,
=

(gij[x] xisii) ,

the middlemember (2. 1) can be replacedby a verysimplequadraticform of . . *, An, namely, in At, (2. 4)

Q[A]

) AXAi. Xi j1VXV (iXkagij/axk gikXkx3 +

can Here the A's are components a unit vector,inasmuchas f[x, A] of = now be writtenin the form g1jAiAi 1. In formula (2. 4), X,j is the kXk of covariantderivative the covariantvectorXi gk we To provethe theorem, let
-

(2.5)

xixi(t,T))

1,-

* ,n,

0<T<1,

296

D. C. LEWIS.

of be the coordinates the pointon gt whichdividesgt into two arcs of shorter lengthin the ratio r: (1 -r) from [x(t, 0)] to [x(t, 1)]. The functions xi (t, T) may be shown to be of class C". It is here that the hypothesis of the concerning non-existence certainpairs of conjugatepointsin R is used. of By definition D (t) we have (2. 6) D(t)f[x(t, T),
xT(t, T)]dT,

under the integralsign, thus obtaining whichwe differentiate

D'(t)
=
41

(fx [x, xr] (&x,/aT)

f$s[x, (aOx/t/ataT) xr]

)dr.

by The second term in the integrandcan be integrated parts, and, in a mannerfamiliarto all devoteesof the calculus of variations,we findthat
^1

D'(t) +

{ (fxj[x, Xr]
Xlr(t,

(0a/aT

f;

[x, XT] ) axi/a}

)/aot f$i[x(t,

dr O),
X (
t,

{f
f

x (t, ),p

xi(tp

0)

Oxi(tp

0)

lot

}.

In virtue of (1. 2), which the xi (t, r) consideredas functionsof r are of the knownto satisfy, integralin the above representation D'(t) disappears curvesof (1. 1), thatthe curvesCOand C, are integral at once. Remembering with the resultthat can also be simplified, the rest of the expression
(2. 7)

D"'(t)

{f,;,[x (t,,1) , x (t~,1)

f$i [Z(t, O),

]X

Ex(t,,1), t]
O) ]XI[x(t, O), t] }

Xr(t,

J(t, 1) -J(t,0 ), J wherewe define as follows: J(t,,r) [Z(t,'r), XTr(t5 fl$,

T)X

[x (t, r), t].

this Differentiating last equalityand again using (1. 2), we obtain

(2. 8)
Jr (tN

7-)

, fxiEx(t, 7-) x
+

( tN 7-)

X'[x (t,,7-), t]
[x(t, 7),
t]aXj/8T.

f;1[x(t,

7), Xr(t, 7)]Xxj

by the new variable s defined We now introduce

rT

METRIC

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297

whichhas the obviousproperties:

(2. 10) (2. 11)
aS/aT
=

f[x(t, r), s (t, 1)

X (t,

T)],

D (t)
=

(2. 12)

f[x,ax/as]

1.

The last of these relationsfollowsfromthe fact that, on account of the in of assumedhomogeneity f[x,x], the parameter (2. 9) can be changedfrom T s', wheres' s(t,T), with the result,deducedfrom (2. 9), that to s
=

f[x(t,s'),

x8(t,s')]ds'.

Again using the homogeneityproperty of f[x, x] and the relations x7], we obtain from (2. 8) the result that x= =XS(&0r]= x8f[x,
Jr(t,
T)

[fU[x(t, s),
+

s), xj]XXE[x(t, t]
x8]
(aX'/a1Xj) (OX/as)

f$ [x,

]f[X,

XT];

From this we findwiththe aid of (2. 1) and (2.12) that

a(t) f[xI xr]
_

J7-(t,

7-) C

J8(t) f[X,

Xr].

fromr Integrating that (2. 13)

0 to T

1 and referring (2. 6) and (2. 7), we find to

a(t)D(t)

? D'(t) ?

3(t)D(t).

of The proof of the theoremis completedby integration these last two inequalities. of The theorem just provedyieldsat once a resultmorereminiscent the if classical inequalities, we take for a (t) and p(t) constantsa and : which of lowerand upperboundsin R forthe middlemember (2. 1) are respectively or (in the case of a Riemannianmetric) for the quadraticformQ given by (2. 4). We thus obtain the 'result
(2. 14)

D(to)ea(tto) < D(t) < D(to)ee(tto),

to

t,

2 whichmay be comparedwith such a classical formula as

(2. 15)

D (t) ? D (to) eM(t-to).

2Cf., for instance, formula (2), p. 43, of Bieberbach's textbook, Differentialgleichnotation is used in connection with a first order system and ungen, where a different the usual Euclidean metric.

298

D.

C. LEWIS.

appearingin the Lipschitzcondition(or some Here M is the positiveconstant in cases). In other positiveconstantmultiplethereof the more complicated words,if the X's are of class C' and if we neglecta possiblepositiveconstant As we shall show in 6, factor,M is an upper bound for the I OX10xj. be and hence 8 may sometimes thereare cases when Q is negativedefinite whereas (except for the trivial case when taken to be zero or even negative, of the X's are independent x1,* * *,xn), M must be positive. In this sense, of at least, (2. 14) is an essentialrefinement (2. 15). 2. Let C, and C1 be definedas in the precedingtheorem. equations, parametric be an arbitrary regularcurve,wvith sufficiently rto , n, 0 < <r 1, whoseend pointsare at [x(to, 0)] and x= 4(r), i = 1, [x(t0, 1)] respectively. Let C, be the curve whose parametricequations, x= xi (t, T), satisfythe system(1. 1) for each fixedvalue of r on the unit 4 1(Tr). Let rt be the arc intervaland take on the initial values xi (t0, ,-) for each fixedt, (to ? t < to+ h), are likewise whoseparametric equations, < x= xi (t, -r), ?r _- 1. Let L(t) denotethe lengthof rt.
THEOREM

Let

If (2. 16) x Xi[x, t] + f;i [x, k]X [x,x f cc* ---Y [x, Ak] (t)
t]Aj C /3

(t),

A] for everyset of the A's, such that f[x, then (2.17) L(t0) exp

1 and at everypoint [x] of Ft, exp.f3*(u)du.

to

J
to

?L(t0) *(u)d)du?l>L(t)

of To provethis,we observethat by our definition length

(2. 18)

L(t) =

(f [x(t, T) xT(t,

T)]dT.

underthe integralsign,we have (aftermakinguse of (1. 1)) Differentiating

(2. 19)

L (t)

1
=

{fi[x(t,

T),

XT(t

Ti)]X

[x(t, T), t]

r), +f fM[x(t,

xT(t, T)]X%x?[X(t, i-), t]axj/ai-}dT-.

the we As in the preceding proof, introduce arc lengths as a new parameter. s ff[x (Et,
T T i) , X

(t, I-) ] dIT,

f[X,ax/as] 1.

of of Again using the homogeneity f[x, x] and hence the same homogeneity in the integrand (2. 19), we findthat

METRIC

(2. 20)

L' (t)

PROPERTIES

OF DIFFERENTIAL

EQUATIONS.

299

>L(t) [,X/OS]X$,JI [x, t]axjl/s}ds. faf [X, Ox/as]Xt[x, t] + f.[x,

It now followsat once from (2. 16) that (2. 21) * (t)L(t) L'(t) (t)L(t), /38*

of by and hencethe proofis completed integration (2. 21). betweenTheorem1 and Theorem2 is made sufficiently The relationship remark: obviousby the following Althoughrt is not, in general,a geodesicfor all values of t (or even for any value of t), it is possibleto choosert0 in such a way that for some particulart, Pt is a geodesic. For such a rt it is clear that D(t) whereas Hence
while

L(t) + t). if At>0,

D (t +

t) vL(t

{D(t+At)-D(t)}/\t-?{L(t+ {D(t + At)-D(t)

}/zt>{L(t

At)-L(t)}/At, + At)-L(t)

}/At, if At< 0.

Hence, allowing At to approach zero firstthroughpositivevalues and then negativevalues,we findthat D' (t) =L' (t). Thus the inequalities through the (2.13) used in theproofof Theorem1 can be deducedfrom corresponding inequalities(2. 21) used in the proofof Theorem2. The. indicatedalternative in the proofTheorem1 was not adoptedbecause of the essentialimportance of formula(2. 7) in 3. as 3. Let CJo, D(t), a (t) be defined in Theorem1. Let THEOREM C,, in the rt, introduced Theorem2 be chosenas a geodesic,and then let L(t) as and ,3*(t) be defined in Theorem2. Then
0 ? L (t)-D

(t) < D(to) [exp

8* (u) du -exp

c(u)

du],

to? t < to+ h. of whichis a trivialconsequence L (to) =- D (to) and the This theorem, about the mannerin which two previoustheorems, gives some information by defined the differential under the transformations geodesicsare deformed system(1. 1).

300

D. C. LEWIS

3. Estimates DI'(t) and L"(t) on thehypothesis the Xi are for that

of class C". So far we have not made use of the particular mannerin which theparameter was chosenin theproofof Theorem Actuallyit was chosen r 1. in such a mannerthat s(t,yr)=TD(t)

f [[X(t, T'), Xr(t, 7)

]dT',

whence,differentiating respectto r, we have with (3.1) D(t) =f[x(t,Tr), x7(t,T)]

(3. 2)

0 =- fs(,2xt/8t2). ? fw(@z/)

made in 1 on f[x, x], it may be shownthat, On accountof the assumptions althoughthe n equations (1. 2) are not independent, these equationstakeln 3 together with (3. 2) can be solveduniquely for02x,/Or2 in termsx1, *, x. and ax,/1, - *, Ox/r. We accordingly write (3. 3)
=2Xt0r2

F=

[x, Ox/ah].

must be It is easy to verifythat the functions FP[x,:x], here introduced, . . ., x". It is perhaps also worthwhile to of homogeneous degree 2 in x1, recordthe fact that these F's are determined the following by systemof n linear equations:
(3. 4)

(fffj + f1fj;,) F

ffi

-(ffjix.

+ f$fjk)

n.

the abbreviations, We introduce (3. 5) P[t,

x,z] =
?

f$jfj{XiXIjxFk -XiXkFJxJk fwJ (X'XjXk)

(XiXk)xli,zFi$k}
+ f?

ih4k

ft$j
t$k}k

(X'Xi)$k-4

+ + f;, { (XiXi>,X) Xk X + f$i{X$Xi + X4t,

3 These are essentially well known facts in the Calculus of Variations. It is also easily shown that a set of n independent equations equivalent to the n + 1 equations (1. 2) and (3. 2) may be written
[Od(f)/ Ox] [8/OTJ] [Oa(f)/0j]

= 0,

where 4 is an arbitrary functionof class C" whose firstand second derivatives are positive for positive values of its argument. Formula (3. 4) was obtained by taking 1'(f) = f2. If we set gij (x, x) = ff + fjfi Gi = - iFi, etc., the relation (3.4) is seen to have obvious connections with certain equations given by E. Cartan, "Les espaces de Finsler," Actualit6s scientiflques et industrielles, 79, Exposes de Geometrie, II, pp. 16 and 17.

METRIC PROPERTIESOF DIFFERENTIALEQUATIONS.

301

and

(3. 6)

P*

[t,x,x]

fwi,Xi

,j AX'

skik

2fxjtjXXjxkxk

fJiCXtXj

+ fPIt X (XiXkXk)+ XiXj + f${{X'x,Xi + X%t}, tyi;j

so that the following theorems may be stated in reasonablycompactform.
THEOREM 4. With the same assumptions as those of Theorem 1 regardingCO, CO, D(t), gt, we assume in addition that

(3. 7)

C(t) -<P [ t,

A~_ ']

(t) such that f[x,A]

=

xt everypoint [x] on gt and for everyset Al,* -,An then (3. 8) b(t)D (t) < D"(t) _q (t)D (t).

1,

THEOREM 5. With the same assumptions as those of Theorem 2 regarding C1, rt, L(t), we assume in additionthat CO,

(3. 9)

+8 (t) -<P*Et, x, Ak] +*(t) _< such that f[x, A]-1

at every point [x] on rt and for everyset AX' *n * then

(3. 10)

0* (t) L(t) :!E L"'(t)

+(t) L(t).

In the Riemanniancase we may write, (3. 11) (

5 B [A] ==-[f[x, A]] ] 3P* [t,x,.A] ]3P[t, x,A] B*[A] [f[x, A] Y,jkl(x, t)xtxijkkV Xi'Xjkk . Y*i.kl (x, t)

These biquadratic forms,in their relation to the appraisal of the second of derivatives D (t) and L (t) are analogous to the quadratic form Q [A] derivatives. There givenby (2. 4) in its relationto the appraisal of the first for to seems,however, be no particularly simpleinterpretation the coefficients as we had for the X-j in (2. 4) as the covariant Y jkl or Y*ijkl such of derivative Xi. to To proveTheorem4, differentiate 7) withrespect t and remember (2. that xi = xi(t, T), i =1, * n, for r = 0 and 1 satisfy (1. 1). We thus findthat

(3. 12)

Jr(t)

K K(t, 1) -K(t,

0) J- X

(t, T)dT,

302 where
K (t, T)

D. C. LEWIS.

f$i$j,[x (t, T), xr(t, T) + f$jxjXiXi

+

]XjxSk[x

(t, T), +

t] X[Ex (t, T), t] oxkl/

f$Xit.

f XiXiXj

to this Now differentiating last equalitywithrespect T and using both (1. 2) and (3. 3) as well as the easily provedrelations,
(81/9T)ff,j fx,-j

-f$,kF

f$x

[f$i$k

FklJ

jj.k'P$i]

(0/0'r) fAi$j f$i$j we obtain

faq!kF wxp
;P

Yr (t, T)

[t, x (t, T), x, (t, T)

the of Now, since P[t, x, x] is homogeneous degree + 1, we may introduce s parameter as in the proofof Theorem1, thus obtaining Kr(t,r) ==P[t,x(t,s),xs(t,s)]f[x(t, r),x7(t,s)], f[x(t, s), xs(t, s)] = 1.

From this,we findwith the aid of (3. 8) and (2. 12), that
+O(t)fEX,XT]
C<

K,(t, 7) C< +(t) fEx,x,].

to fromr = 0 to Tr= 1 and referring (2. 6) and (3. 12), we find Integrating that (3. 8) has been proved,as desired. (2. To prove Theorem5, we differentiate 19) under the integralsign and make use of (1. 1). We thus obtain
X (t)Et,

x(t, r), xT(t, r)]dr.

of Since P* [t,x, t] is homogeneous degree 1 in the x's, we have, upon formula: the new parameter, following the introducing arc lengthas a
L'(t)
-

fL(t)

P* x(t, s), xs(t, s) ] ds. [t,

from(3. 9) that (3. 10) is true,thus completing It now followsimmediately the proof. P the between twoforms and P*: to It is interesting noticethe difference
P p* = fj{X'X xkF' XiXkFiwk
-

2 (XXk)

xFj$kkt

Xf XXjxhxk;hk}

+ fi~j {XxwkXj -

X Xjxk-

METRIC

PROPERTIES

OF DIFFERENTIAL

EQUATIONS.

303

the termsand writing Upon rearranging (3. 13)

Si

fj,;f {XixkFl
lf;jXkx

2x

$,Fijj91ih;4} X, +

~
Xk,

we thus obtain (3. 14)

$Fj$t't

+ (fxj$Xiwk - fcxj$jXk)

P-P*-=XiSi.

are constants. From (2. 4), we have

(4. 1)

== thatf2 assume we In plified. thissection therefore

4. Special case of a Riemann metricwith constantcoefficients.For to most purposes it is sufficient take a Riemann metric with constant simIf coefficients. this is done, practicallyall formulasare enormously
gjX
'j,

where g's the

Q[A] = gikXajXWA;.

of Since f is independent the undottedx's, we have fx-6= =fI so that (3. 4) yieldsFi =-0. From (3. 5), we now obtain
(4. 2)
f3P

fxi =0o,

B[x] =

(9ag9j

gaigfij) (XXxk) )
a4Xaxfl4hJk

xat04hXk

+i g9a8gh (X'Xji

From (3. 13), we have (4. 3)

f3S,
=

(gaPgij

g9agflj)XiBj)X7

wxhaphkw.

Still further specializingto the Euclidean case we obtain (4. 1E)

Q [A.]= Z$$AA
f3P h (XXXk) Xhi~a5iackz +
(X
$jXj) -

(4. 2E)
(4. 3E)

( XXjk) Xh^itj4;7
+ X txXaXaXtik

x7aMiXk

f3St

x$xaialhxk

Xj$a,XtXjXhW

5. Second order linear systems. The simplest nontrivialsystem to is whichwe may apply the above theory the secondorderlinear system, (5. 1) = dx/dt A(t)x + B(t)y,
= dy/dt C(t)x + D(t)y,

with the metric, whichwe shall considerin connection

(5. 2)

ds2

Edx2 + 2Fdxdy Gdy2, +

EG-F2

>0,

E > O.

304

D. 0. LEWIS.

A2= ,u, x1 = x, x2 = y, the fundamental quadraticformQ may be computed from (4. 1).

Here E, F, G are constants. Thus, takinggl,,

E,

g12 =-F,

g22 =

G, A'=A,

(5. 3)

Q= (AE + CF)A2 + (BE + DF + AF + CG)Al + (BF + DG)A2.

The extreme values of Q under the condition, EA2 + 2FAM G12_ 1, that + of A and ju be the components a unit vector,can be foundby the methodof Lagrange's multipliers. The maximum,,B(t), and the minimum,x(t), of quadraticequation in s: Q[A] are thus seen to be the rootsof the following
(5. 4)
S2_

(A

+ D)s + AD-BC

-I(BE

-AF+

DF- CG)2/(EG-F2)

=0.

It is interesting noticethat the sum of the rootsof this quadratic is the to same as the sum of the rootsof the equation,
(5.5)
S2

-(A

+D)s+AD

-BC=0,

called which,in the case of constantcoefficients, B, C, D, is commonly A, the characteristic equation. We shall call it the " characteristicequation," metric(for some even whenA, B, C, D are not constants. A mostfavorable as fixedvalue of t in the non-constant case) is defined a metricwhichmakes of ,/ a a minimum. Since a +,B = A + D is independent the metric, choice also makes /3a minimumand a a it is clear that a most favorable maximum. We summarizeour results on most favorablemetricsin the threetheorems: following
THEOREM

6. If -4(AD-BC) = (A-D)2 + 4BC > O,

(5. 6)

(A +D)2

the metric a mostfavorable givesto a and /8 values of the rootsof the characteristicequation (5. 5). There exist infinitely many essentiallydistinct mostfavorablemetrics. we Proof. Since (,8 a) 2 is to be a minimum, mustchooseE, F, and G of the of so as to minimize discriminant (5. 4). But the discriminant (5. 4)
-

4Two metrics, EdX2 + 2Fdxdy + Gdy2 and E'dX2 + 2F'dxdy + G'dy2, are for the purposes of Theorems 6 and 7 regarded as essentially the same, if, and only if,
= E9/EJ' FI/'
=GG'.

METRIC

PROPERTIES

OF DIFFERENTIAL

EQUATIONS.

305

of is the same as the discriminant (5. 5) augmentedby the non-negative quantity,

(BE -AF + D1F-CG)

BE -AF+

2/

(EG .F2).

E, by is minimization obtained choosing F, and G, so that Hence the required (5 )

EG F2

> 0,

DF-CG = O E > 0.

F 0, G= B. If BC > 0, we satisfy (5. 7) by taking E=l C' + (D-A)B, F i 2BC, G If BC < 0, we take E= + (A-D)C, + (A - D)C > 0. This makes EG - F2 where ? is chosen so that )2 + 4BC], whichin viewof(5. 6) mustbe positive present in -BC[(A C, G=-+ (D -A) circumstances.If B = O and C 0, take E =1, F =+ if 0. Finally,if B =C ==0, takeE == G 1 > 0. Similarly, B =- 0 and C it 0. From considerations continuity, is clear that in each of of and F these cases thereare infinitely many otherchoices.
-

THEOREM

7.

If

(5. 8)

(A +D)2-4(AD-BC)

= (A-D)2

+ 4BC < O,

there exists an essentiallyunique most favorablemetric,making ac= /3 equation. real part of one of the conjugatecomplexrootsof the characteristic betweenthe roots of (5. 5) Proof. In view of the knownrelationship to and (5. 4), it is sufficient show that E, F, and G can be chosenin essentially just one way in such wise that (5. 4) have a double root. Equating of to zero the discriminant (5. 4) and making some algebraic manipulations,we findthat E, F, and G must satisfythe relation, (5. 9) (BE + CG)2-(2BF + DG -AG) (2CF + AE -DE) = O,

number if a and ,l are to be equal. While there are obviouslyan infinite turns out that there is (neglectinga this relation,it of ways of satisfying factor) only one real set of values for E, F, G, namely common (5.10) E=+C>O, F=zt(D-A), G +TB, + AE - DE,

whichsatisfies(5. 9). In fact, if we set p=-23F + DG-AG we findat once that (5.11) (BE + CG) (DI-A)=Cp

and q-2CF - Bq.

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D. C. LEWIS.

It followsfrom (5. 9) that p and q must satisfythe relation (5.12) (Cp-Bq)2 (D -A)2pq=-O.

The discriminantof this quadratic form in p and q is found to be which,because of (5. 8), is surelynegative (A -D)2[4BC+ (A-D)2], positive of in case A #A Since the left hand member (5. 12) is therefore D. the only real values for p and q which can satisfy (5. 12) are definite, p q 0. The stated resultfollowsat once, in case A # D. In the conin trarycase, A D, we are justified, view of (5. 11) and the fact deduced 0, in writingp=lkB and q kcC. Thus (5. 9) from (5. 8) that BC 2BC. The left hand side of this relationis nonbecomes (BE + CG)2 negative, while,in view of (5. 8), the righthand side is non-positive.Hence as k 0, and we are led to p- q 0, as before, well as to BE + CG= 0, fromwhichthe proofis readilycompleted.
= = =

THEOREM 8.

If

(5.13)

(A+D)2-

4(AD-

BC)

(A -D)2+4BC

0,

0. But, for any thereis no most favorablemetric,except when B =C= numbere > 0, a metriccan always be found suchlthat 2(A + D) -e < a < (A + D) +e 2 (A + D) <3 first. If A #ZD, then BC < 0. Proof. We provethe second statement F= ? 2B0 G +(D -A)B, Then, if we take E= -+(A-D)C>0, > 0 <0 <1, we findthat EG-F
2

BC (A --D) BC[(A-D)2

2-

4B2C202

+ 4BC] - BC[4BC(02-1)],
-'

which,on accountof (5. 13) reducesto 4B2C2(1- 02) > 0, so that EG > 0, as required. We also findthat equation (5. 4) becomes
s2-

(A+D)s+1(A+D)2-

[(A-D)2(-

0)]/(

+0) ==0.

Since 0 < 0 < 1, the roots of this equation are real; and, by taking 0 from 1 (A + D) by less close sufficiently to 1, we can make the rootsdiffer A D, eitherB or C is zero or both are zero. We now than E. If, however, B >+, F ItfollowsthatEG-_2 >0. Cj O, G take E II+, while (5. 4) becomes > 0,
e2_ 9.Ael

A2

lrt ([7-C2,q1/{

R I 1 I C7 I 1

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307

fromA by less than E, if v is sufficiently which yields real roots differing small. we statement, note that the establishedsecond stateTo provethe first 1 (A + D), a ment implies that for any most favorablemetric,ac-3 , double root of (5. 5). Thus, equations (5. 4) and (5. 5) must be identical equations,and thus we are led to the relation,BE - AF + DL - CG - O, metric. This relation of by to be satisfied the coefficients any mostfavorable form can also be writtenin the (5. 14) (A -D)2F2= (BE - CG)2.

by From (5. 13), we have (on multiplication EG) (5. 15)

-

(A-D)2EG

4BCEG.

of members (5.14) and (5.15), we obtain Adding corresponding - (A-D)2(EGF2)

=

(BE + CG)2 ? 0.

Since EG - F2 is to be positive,this relationis impossibleunless A = D and BE = - CG. From these two relationstaken with (5. 13), we find C = 0 as stated. at once that we would have to have B betweenTheorems6, 7, We shall not dwell on the obviousconnections and the explicitsolutionsof (5. 1) whichare available whenA, B, C, and 8 show and D are constants. We merely remarkthat such considerations of that Theorems1 and 2 are the best possibletheorems theirtype. We now considerthe biquadraticformsB [A] and B* [x] B - f3XiSi, is whose significance explainedin 3. We see at once from (4. 3) that, for any linear system(not merelysecond order system) and for any Riemann all metricwith constantcoefficients, the St must vanish. Hence, our first B [A] B* [A]. that resultis to the effect for compact In orderto write down the expression B [x] in reasonably as we A*, B*, C*, D*, and H, defined form, introduce and yet illuminating follows: AB 2 (AtBt AEF A*B* )= (CD CtDt FG _C*D( F2. H=EG
=

We then findfrom (4. 2) that (5.16) B[x]

H[-C'2+

(A -D)X

+By2]2

[Ex2 + 2F5!j+ Gy2][A*;.2+ (B* + C*)>z

+ D*y2].

308

D. C. LEWIS.
=

f2 Ei_2 Hence, lower and upper bounds for B, for sets (x,y) satisfying in + Fxy + Gy2 1, can be written the formHo2 + p or p, wherep being an extreme value of the quadratic form, A*x2+ (B* + C*)xy + D*2, the quadratic equation, satisfies
=

Hp2

[A*G+D*E

B*
0,

- C*F]p + (A*D*

B*C*)

-(B*-C*)2

while a, being an extremevalue of the form, -C the quadratic satisfies HU2_ [BE-AF +DF-CG]a ~~~~~~~~~~~~~~~~~ + (AD-BC)

Q2

(A

D)
)2

+ By2,
O.

'(A +D

In view of Theorem 7 and (5. 10), the occurrenceof the form, ? C*.2 + (A - D)x + By2, in (5. 16) is rather interesting. It seems what happenswhen,for a certainvalue to worthwhile therefore investigate of t, (5. 10) maybe assumedto hold. The resultdependsupon the following whichthe readerwill have no troublein verifying: matricidentity, symm[(1(D-A)

C)(

D)2]
C

(A2 + D2 + 2BC)(l(D-A)

~ (D-A -BA)

part of the matrix M Here the symbolsymm is used for the symmetric I (M + M). Using the definition A*, B*, C*, D*, and of M i. e. symm HR we findfrom(5. 16) that,when
=

Ex2 + 2Fxy + Gy2-

?.?2

(D

A)

+ By2

1,

have we necessarily B=w(A +D)2 {[CAt + 2(D[CBt - BCt +

2

A)Ct]X2 (Dt + At)P]x P[t,x,x].

(D-A)

+ [1(D-

A)Bt--BDt]2}

A, This resultis fullyto be expectedin case the coefficients B, C and D are constants. Thus, if (5. 10) holds for a particularvalue of 1, of (5. 1) it holds for all t. Our resultshowsthat the estimatesgiven in Theorems4 and 5 are the best of their types. For we have exhibitedan example in whichthe estimatesgive the exact values.

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6. Application to a simple non-linearsystem. Consider the second ordersystem, dx/dt - k(X2 + y2)'X dy/dt q-l(x2 + y2) y, with the Euclidean metric,ds2 dx' wherek and g are positiveconstants, + dy2. Thus takingg1= g22-1, g12 = O, xl-x, X2 Y, Al= A, X2 U, from(4. lE). We thus quadraticformQ may be computed the fundamental find
=

(1/kl)Q[A] =

[X2/(X2

+ y2) + (X2+ y2) ]X2+ (2xy/(X2 y2)i)XIA

(x2 +y2) ]2.

+ [y2/(x2 +y2)+

If we set V =
-

(X2 + y2)-,

cos 0

x/v, sin 0 - y/v,we obtain

(1/kv)Q[X]

2 + + (1 + cos2 O0)X2 (2 cos 0 sin 0)Xkt (1 + sin 0),/2

A2 + /12+

O?sin (ACOS0 +

0)2

sin 1 + (A cos 0 + /u 9) 2 for unit vectors(A,p), forwhichX2+ yields Therefore

,U2

Schwarz'sinequality for 1. Evidently, such unit vectors,

0? (X cos 04+-u sin 0)2? 1?
-

/ (lV) Q [X] ? 2,

-2kv

Q []

< -kv.

at We thus have an exampleof a systemin whichQ is negativedefinite all seems too points otherthan the origin. The biquadraticformB, however, to complicated botherwith. equations. of 7. Applicationsto the qualitativeintegration differential We close our paper with a few indicationsof the way in which our ideas by may prove to be of value in the study of functionsdefined systemsof equations. ordinarydifferential Suppose that the regionR of Theorem1 is such that the for XZ[x, t] are defined [x] in R and for to? t < + oo. Suppose also that
THEOREM 9.

310
=

D. C. LEWIS.

a no solutioncurvewhichfort to is withinR everpasses through boundary > to. Let A be the least upper boundof point of R for t (7. 1) x]X f [x, X

[x,t] + f-i[x,A XIX,$j [x, t]Ai

=

set for [x] in R forevery of X's such thatf[x, A] 1 and for t ? to. Then, if A < 0, any two solutions,whichfor t - t1? to are withinR, is this phenomenon If mustapproacheach otherasymptotically. R is finite, uniform. Proof. In fact,fromeitherTheorem1 or Theorem2, it is obviousthat is pointson the two trajectories less than corresponding distancebetween the (A < 0). or equal to the distanceat t t1,multipliedby exp [A(t -t1)]; resultsfromthe fact that Hence it tendsto zero as t --> 0o. The uniformity the distance at t t1 for any two trajectoriesis bounded,if R is finite. Furtherdetails are omitted.
= =

of 10. Suppose that,in additionto the hypothesis Theorem9, THEOREM on it is assumedthat the X's dependperiodically t withperiod r and that R is finite. Then there exists in R a unique periodic solution of period ., R towardwhichall othersolutionsentering mustapproachasymptotically. solutionwhich ,n, be an arbitrary Proof. Let x,= x? (t), i=1< * i=1,2 MrT), for t? to is withinR. Then xi x,O$(t)-x,(t+ for each positiveintegralvalue of m, is also a solution. By the previous it theorem, is knownthat any two of these solutionsapproach each other uniformly.Hence, given a number > 0 one can always finda numberT, of independent p, such that
e

Ix iO(t)

-xP(t)I

< e

for t > T,

p1,2,*

In particular I x (mr) - xiP(mTr) < E for integral m > T/r. From the I can be written this inequality of definition xim(t)

Ixim(0)
(T. 2)

xm+P(0) <

for m > T/r.

(0)] forma Cauchysequenceand we can write Hence the points [xm ~~limxim (0)
m-ooo

atn
=

1,

n.

at thenturnsout to be periodic. The solution, = xi (t), such that xi (0) xi (on To establishthis it is sufficient account of the,uniquenesstheoremfor

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EQUATIONS.

311

of with the periodicity the X's) to show solutionsof (1. 1) taken together of that xi (T) = a,. By the knowncontinuity solutionsin respectto their we dependenceon the initial conditions, know that (7. 2) implies x,(t)
=

in->oo

lim xe, (t),

1,2,

interval0 < t < T. In particular, overthe finite uniformly

xi (T)
=

m->oo

lim

Xim (T)

m->oo

lim xm+1 (O)

m-ooo

lim xim (O) =ai,

as we wishedto prove. Finally,the periodicsolution[x(t)] mustbe unique. For, if thereweretwo periodicsolutions[x(t)] and [x(t)] it is clear,from the fact that
2

I x,(t)

x, (t) 12

iS

continuouson 0 ? t < T, that this

value, whichalso serves (on account has (on 0 ? t? T) a minimum quantity of periodicity)as the minimumvalue for all t. From Theorem 9, this minimumvalue must be 0. By the uniqueness theoremfor differential equations,xi (t) and , (t) would then have to coincide,and the theoremis established. The readerwill noticethat in the special case in whichthe X's do not in mentioned Theorem10, must on dependexplicitly t, the periodicsolution, be an equilibriumpoint (i. e. a point where all the X's vanish), toward which all other solutionstend asymptotically.In fact, we can prove the whichis someof for theorem the non-existence periodicsolutions, following 2.5 of what reminiscent a resultof Bendixsonin the case n
THEOREMI

point) in any point to have a periodicsolution (other than an equilibrium set in which the expression(7. 1) is either positive definiteor negative definite.

on 11. If the X's do not dependexplicitly t it is impossible

Proof. We consideronlythe case when (7. 1) is negativedefinite. The othercase reducesto this,if t is replacedby - t'. Suppose we had a given periodicsolution[x (t)] withperiodT on which (7. 1) werenegativedefinite. to Then, referring Theorem2, we take CO as the curvexi = xi (t), C, as the = xi(t +? ), and rt0 as the curve with one end point at [x(to)] curve xi drawn around CO to the point [x(to + T) ] . Since xi (to + T) xi (to), we see that rt0,and hencert, is closed. The lengthL (t) is nothingotherthan whichof courseis a constant. Since the lengthof the givenclosedtrajectory,
Acta Ivar Bendixson, " Sur les courbes definies par des equations diff4rentielles," 5 Mathematica, vol. 24 (1901), pp. 1-88, especially p. 78.

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D. C. LEWIS.

(7. 1) is negativedefinite, ,8* of (2. 17) may be taken less than a fixed the is negativenumber. Here we make use of the fact that the closedtrajectory compact, but we omit details. Hence, from Theorem 2, L (t) -> 0 as t -> oo. Hence L ( t) - 0. Thus the given periodic solution would reduce to an equilibriumpoint,and the theoremis proved. In conclusion,we point out certain obvious connections betweenthe resultsof this paper and a paper by Wintner.6 We refer,for example,to his theoremto the effect that, if A (t) is a matrix of n2 real continuous functions satisfying t max (yA(s)y)ds < oo (7. 3) limsup
m-*ao O 11=1

then every solution vector x == x (t) of dx/dt =

A (t) x is bounded as t -> 00. Here the quadraticformyAyplays the same role as our Q, and, in fact, if this theoremof Wintnerresults immediately, we apply our Theorem 1 and a Euclidean metric. or 2 to a linear system
UNIVERSITY OF MARYLAND, COLLEGE PARK, MD. WHITE OAK, MD. NAVAL ORDNANCE LABORATORY,

Wintner, " Asymptotic integration constants," American Journal of Mathevol. 68 (1946), pp. 553-559, especially p. 558. matics,
6 Aurel