A note on linear differential equations with periodic coefficients

Linear ordinary differential equations and systems (34A30) Theory of limit cycles of polynomial and analytic vector fields (existence, uniqueness, bounds, Hilbert's 16th problem and ramifications) for ordinary differential equations (34C07) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Stability of solutions to ordinary differential equations (34D20) Dynamical systems with hyperbolic orbits and sets (37D05)

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The authors consider the periodic linear differential equation \(\dot{x}=A(t)x\) and derive sufficient conditions for the asymptotic stability of the zero solution. They cover a class of systems, where \(A(t)\) is negative semidefinite, i.e. \(x^TA(t)x\leq 0\) for all \(x\) and \(t\), or nearly negative definite, i.e. \(x^TA(t)x\leq \varepsilon_0(t,x)+\varepsilon_1(t)x^2\) with conditions on \(\varepsilon_0\) and \(\varepsilon_1\). The proof uses the construction of a matrix-valued function \(P(t)\) that satisfies the matrix equation \[ Q=\dot{P}+PA+A^TP \] such that \(x^TP(t)x\) is a strict Lyapunov function. Moreover, the authors prove that any configuration of cycles can be realized as hyperbolic and asymptotically stable limit cycles of a polynomial vector field. This solves an open problem stated in [\textit{D. Peralta-Salas}, J. Differ. Equations 217, No. 1, 249--256 (2005; Zbl 1086.34029)].

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