\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2012 (2012), No. 68, pp. 1--11.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2012 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2012/68\hfil
Limit cycles of a Li\'enard differential equation]
{Limit cycles of the generalized Li\'enard differential equation
 via averaging theory}

\author[S. Badi, A. Makhlouf \hfil EJDE-2012/68\hfilneg]
{Sabrina Badi, Amar Makhlouf}  % in alphabetical order

\address{Sabrina Badi \newline
Department of Mathematics, University of Guelma \\
P.O. Box 401, Guelma 24000, Algeria}
\email{badisabrina@yahoo.fr}

\address{Amar Makhlouf \newline
Department of Mathematics, University of Annaba \\
 P.O. Box 12, Annaba 23000, Algeria}
\email{makhloufamar@yahoo.fr}

\thanks{Submitted August 11, 2011. Published May 2, 2012.}
\subjclass[2000]{37G15, 37C80, 37C30}
\keywords{Limit cycle; averaging theory; Lienard differential equation}

\begin{abstract}
 We apply the averaging theory of first and second order to a
 generalized Li\'enard differential equation.
 Our main result shows that for any $n,m \geq 1$ there are differential
 equations $\ddot{x}+f(x,\dot{x})\dot{x}+ g(x)=0$, with
 $f$ and $g$ polynomials of degree $n$ and $m$ respectively,
 having at most $[n/2]$ and
 $\max\{[(n-1)/2]+[m/2], [n+(-1)^{n+1}/2]\}$
 limit cycles,  where $[\cdot]$ denotes the integer part function.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{example}[theorem]{Example}
\allowdisplaybreaks

\section{Introduction}


One of the main topics in the theory of ordinary differential equations is
the study of limit cycles: their existence, their number, and their stability.
A limit cycle of a differential equation is a periodic orbit in the set of all
isolated periodic orbits of the differential equation.
The Second part of the 16th Hilbert's problem \cite{D} is related to
the least upper bound on the number of limit cycles of polynomial vector
 fields having a fixed degree.
Then there have been hundreds  publications about the limit cycles of planar
polynomial differential systems.
The generalized polynomial Li\'enard differential equation
was introduced in \cite{A}, and has the form
\begin{equation}\label{L}
 \ddot{x}+f(x)\dot{x}+g(x)=0.
\end{equation}
where the dot denotes differentiation with respect to
time $t$, and $f(x)$ and $g(x)$ are polynomials in the variable $x$ of
degrees $n$ and $m$ respectively.

The Li\'enard equation, which is often taken as the typical example of nonlinear
self-excited vibration problem, can be used  to model resistor-inductor-capacitor
circuits with nonlinear circuit elements.
It can also be used to model certain mechanical systems which contain the nonlinear
damping coefficients and the restoring force or stiffness.
Limit cycles usually arise at a Hopf bifurcation in nonlinear systems with varying
 parameters. In mechanical systems, the varying parameter is frequently a damping
coefficient (see \cite{AA,DingL}). A lot of papers discusse the
possible number of limit cycle of Li\'enard and generalized mixed Rayleigh-Li\'enard
oscillators. Ding and Leung \cite{DingL} investigated the generalized mixed
Rayleigh-Li\'enard oscillator with highly nonlinear terms.
They consider mainly the number of limit cycle bifurcation diagrams of these systems.
For the subclass of polynomial vector fields \eqref{L} we have a simplified version
of Hilbert's problem, see \cite{ADP,SS}.

Many results on limit cycles of polynomial differential systems have
been obtained by considering limit cycles which bifurcate from a single
degenerate singular point, that are so called \emph{small amplitude limit cycles},
see {\cite{NGL}} and {\cite{SL}}.
 We denote by $\hat{H}(m,n)$ the maximum number of small amplitude limit cycles
for systems of the form \eqref{L}. The values of $\hat{H}(m,n)$ give a lower bound
for the maximum number $H(m,n)$ (i.e. the Hilbert number) of limit cycles
that the differential equation \eqref{L} with $m$ and $n$ fixed can have.
For more information about the Hilbert's 16th problem and related topics
see \cite{YI,JL}.

 Now we shall describe briefly the main results about the limit cycles
on Li\'enard differential systems.

 In 1928 Li\'enard {\cite{A}} proved that if $m=1$ and $F(x)=\int^x_0f(s)ds$
is a continuous odd function , which has a unique root at $x=a$ and is monotone
increasing for $x\geq a$, then equation \eqref{L} has a unique limit cycle.

 In 1973 Rychkov {\cite{GSR}} proved that if $m=1$ and $F(x)=\int^x_0f(s)ds$
is an odd polynomial of degree five, then equation \eqref{L} has at most two
limit cycles.

 In 1977 Lins, de Melo and Pugh {\cite{ADP}} proved that $H(1,1)=0$ and $H(1,2)=1$.

 In 1998 Coppel {\cite{WAC}} proved that $H(2,1)=1$.

 Dumortier, Li and Rousseau in {\cite{DR}} and {\cite{DL}} proved that $H(3,1)=1$.

 In 1997 Dumortier and Chengzhi {\cite{DChengzhi}} proved that $H(2,2)=1$.

 Blows, Lloyd {\cite{BLL}} and Lynch ({\cite{LLL}} and {\cite{SLynch}})
 used inductive arguments to prove the following results.
 \begin{itemize}
 \item If $g$ is odd then $\hat{H}(m,n)=[\frac{n}{2}]$.
 \item If $f$ is even then $\hat{H}(m,n)=n$, whatever $g$ is.
 \item If $f$ is odd then $\hat{H}(m,2n+1)=[\frac{(m-2)}{2}]+n$.
 \item If $g(x)=x+g_{e}(x)$, where $g_{e}$ is even then $\hat{H}(2m,2)=m$.
 \end{itemize}

Christopher and Lynch {\cite{CHLY}} developed a new algebraic method
for determining the Liapunov quantities of system \eqref{L} and proved
the following:
 \begin{itemize}
 \item $\hat{H}(m,2)=[\frac{(2m+1)}{3}]$,
 \item $\hat{H}(2,n)=[\frac{(2n+1)}{3}]$,
 \item $\hat{H}(m,3)=2[\frac{(3m+2)}{8}]$ for all $1<m\leq50$,
 \item $\hat{H}(3,n)=2[\frac{(3n+2)}{8}]$ for all $1<n\leq50$,
 \item $\hat{H}(4,k)=\hat{H}(k,4)$ for $k=6,7,8,9$ and $\hat{H}(5,6)=\hat{H}(6,5)$.
\end{itemize}

In 1998 Gasull and Torregrosa \cite{GT} obtained upper bounds for
 $\hat{H}(7,6)$, $\hat{H}(6,7)$, $\hat{H}(7,7)$ and $\hat{H}(4,20)$.

In 2006 Yu and Han {\cite{YH}} proved that $\hat{H}(m,n)=\hat{H}(n,m)$
 for $n=4$, $m=10,11,12,13$; $n=5$, $m=6,7,8,9$; $n=6$, $m=5,6$.

By using the averaging theory we shall study in this work the maximum number
of limit cycles $\tilde{H}(m,n)$ which can bifurcate from the periodic orbits
of a linear center perturbed inside the class of generalized polynomial
 Li\'enard differential equations of degree $m$ and $n$ as follows:
\begin{equation}\label{B}
\begin{gathered}
\dot{x}=y, \\
\dot{y}=-x- \sum_{k \geq 1} \epsilon^k (f_{n}^k(x,y)y+g_{m}^k(x)),
\end{gathered}
\end{equation}
where for every $k$ the polynomial $g_{m}^k(x)$ has degree $m$,
the polynomial $f_{n}^k(x,y)$ has degree $n$ on $x$ and $y$ and $\varepsilon$
is a small parameter, i.e. the maximal number of
\emph{medium amplitude limit cycles} which can bifurcate from the periodic
orbits of the linear center $\dot{x}=y, \dot{y}=-x$, perturbed as in \eqref{B}.
In fact, we mainly shall compute lower estimations of $\tilde{H}(m,n)$.
More precisely, we compute the maximum number of limit cycles
$\tilde{H}_{k}(m,n)$ which bifurcate from the periodic orbits of the linear
center $\dot{x}=y, \dot{y}=-x$, using the averaging theory of order $k$,
for $k=1,2$.
Of course $\tilde{H}_{k}(m,n) \leq \tilde{H}(m,n) \leq H(m,n)$.

In 2009, Llibre, Meureu and Teixeira \cite{LMT} obtained lower
estimates of $H(m,n)$ for all $m,n \geq 1$ for the system
\begin{equation}\label{1.1}
\begin{gathered}
\dot{x}=y, \\
\dot{y}=-x- \sum_{k \geq 1} \epsilon^k (f_{n}^k(x)y+g_{m}^k(x)),
\end{gathered}
\end{equation}
and from these estimates they obtained that
 $\tilde{H}_{k}(m,n) \leq \hat{H}(m,n)$ for $k=1,2,3$ for the values
which $\hat{H}(m,n)$ is known.
The main result of this paper is the following.

\begin{theorem} \label{thm1}
If for every $k=1,2$, the polynomials $f_{n}^k(x,y)$ and $g_{m}^k(x)$
 have degree $n$ and $m$ respectively, with $m,n \geq 1$, then for
 $|\varepsilon|$ sufficiently small, the maximum number of medium
limit cycles of the polynomial Li\'enard differential systems \eqref{B}
 bifurcating from the periodic orbits of the linear center
$\dot{x}=y, \dot{y}=-x$,
\begin{itemize}
 \item[(a)] using average theory of first order:
 $\tilde{H}_{1}(m,n)=[n/2]$;

\item[(b)] using average theory of second order:
\[
\tilde{H}_{2}(m,n)=\max\{[(n-1)/2]+[m/2], [n+(-1)^{n+1}/2]\}.
\]
\end{itemize}
\end{theorem}

We remark that in general, $\tilde{H}_{k}(m,n)\neq \tilde{H}_{k}(n,m)$ for
 $k=1,2$.


\section{Averaging theory of first and second order}


The averaging theory of first and second order for studying periodic
orbits was developed in{\cite{BL,LMT}. It is summarized as follows.
Consider the differential system
\begin{equation}\label{1.2}
 x'(t)=\epsilon F_{1}(t,x)+ \epsilon^2 F_{2}(t,x)+ \epsilon^3 R(t,x, \epsilon),
\end{equation}
where $F_{1},F_{2}:\mathbb{R}\times D \to \mathbb{R}^n, R:\mathbb{R}
\times D \times (-\epsilon_{f},\epsilon_{f}) \to \mathbb{R}^n$
are continuous functions, $T$-periodic in the first variable, and $D$
is an open subset of $\mathbb{R}^n$. Assume that the following hypotheses
 hold:
\begin{itemize}
 \item[(i)] $F_{1}(t,.) \in C^1(D)$ for all
 $t \in \mathbb{R}$, $F_{1}, F_{2},R, D_{x}F_{1}$ are locally Lipschitz with respect
to $x$, and $R$ is differentiable with respect to $\epsilon$.
 We define
\begin{gather*}
 F_{10}(z)=\frac{1}{T} \int^T_0 F_{1}(s,z)ds,\\
 F_{20}(z)=\frac{1}{T} \int^T_0 [ D_{z}F_{1}(s,z) . y_{1}(s,z)
+ F_{2}(s,z) ] ds,
\end{gather*}
 where
$ y_{1}(s,z)=\int^s_0 F_{1}(t,z)dt$.

\item[(ii)] For $V \subset D$ an open and bounded set and for each
$ \epsilon \in (-\epsilon_{f},\epsilon_{f})\backslash\{ 0 \} $,
there exists $a_{\epsilon} \in V$ such that
$F_{10}(a_{\epsilon})+ \epsilon F_{20}(a_{\epsilon})=0$ and
$d_{B}(F_{10}+ \epsilon F_{20},V,a_{\epsilon})\neq 0$.

\end{itemize}
 Then, for $|\epsilon|>0$ sufficiently small there exists a $T$-periodic
solution $\varphi(., \epsilon)$ of the system \eqref{1.2} such that
$\varphi(0, \epsilon)=a_{\epsilon}$.

 The expression $d_{B}(F_{10}+ \epsilon F_{20},V,a_{\epsilon})\neq 0$
means that the Brouwer degree of the function
$F_{10}+ \epsilon F_{20}: V \to \mathbb{R}^n$ at the fixed point
$a_{\epsilon}$ is not zero. A sufficient condition for the inequality to be true
 is that the Jacobian of the function $F_{10}+ \epsilon F_{20}$ at $a_{\epsilon}$
is not zero.

If $F_{10}$ is not identically zero, then the zeros of $F_{10}+ \epsilon F_{20}$
are mainly the zeros of $F_{10}$ for $\epsilon$ sufficiently small.
In this case the previous result provides the \emph{averaging theory of first order}.

If $F_{10}$ is identically zero and $F_{20}$ is not identically zero, then
the zeros of $F_{10}+ \epsilon F_{20}$ are mainly the zeros of $F_{20}$
for $\epsilon$ sufficiently small. In this case the previous result provides
the \emph{averaging theory of second order}.

For more information about the averaging theory see \cite{SV,V}}.



\section{Proof of statement (a) of Theorem \ref{thm1}}


For applying the first-order averaging method, we write system
\eqref{B} with $k=1$, in polar coordinates $(r, \theta)$ where
$x=r\cos(\theta)$, $y=r\sin(\theta)$, $r>0$. In this way system \eqref{B}
is written in the standard form for applying the averaging theory.
If we write $f_{n}^1(x,y)=f(x,y)=\sum^n_{i+j=0}a_{ij}x^iy^j$ and
$g_{m}^1(x)=g(x)=\sum^m_{i=0}b_ix^i$, system \eqref{B} becomes
\begin{equation}\label{1.3}
\begin{gathered}
\dot{r}=-\epsilon [\sum^n_{i+j=0}a_{ij} r^{i+j+1} \cos^i(\theta) \sin^{j+2}(\theta)
+ \sum^m_{i=0}b_i r^i \cos^i(\theta) \sin(\theta)], \\
\dot{\theta}=-1- \frac{\epsilon}{r}[ \sum^n_{i+j=0}a_{ij} r^{i+j+1}
 \cos^{i+1}(\theta) \sin^{j+1}(\theta)+\sum^m_{i=0}b_i r^i \cos^{i+1}(\theta)].
\end{gathered}
\end{equation}
Taking $\theta$ as the new independent variable, system \eqref{1.3} becomes
\begin{equation*}
 \frac{dr}{d \theta}= \epsilon
 \Big( \sum^n_{i+j=0}a_{ij}r^{i+j+1}\cos^{i}(\theta) \sin^{j+2}(\theta)
+ \sum^m_{i=0}b_i r^i \cos^i(\theta) \sin(\theta)\Big) + O(\epsilon^2)
\end{equation*}
and
\begin{equation*}
 F_{10}(r)=\frac{1}{2\pi} \int^{2\pi}_0
 \Big( \sum^n_{i+j=0}a_{ij}r^{i+j+1}\cos^{i}(\theta) \sin^{j+2}(\theta)
+\sum^m_{i=0}b_i r^i \cos^i(\theta) \sin(\theta) \Big) d\theta.
\end{equation*}
To calculate the exact expression of $F_{10}$ we use the following formulas:
\begin{gather*}
\int^{2\pi}_0 \cos^{i}(\theta) \sin^{j+2}(\theta) d\theta
=\begin{cases}
0 & \text{if $i$ is odd,  or $j$ is odd} \\
\alpha_{ij} &\text{if $i$ is even  and $j$ is even},
\end{cases}
\\
\int^{2\pi}_0 \cos^{i}(\theta) \sin(\theta) d\theta =0 ,\quad \text{for } i=0,1,\dots
\end{gather*}
Hence
\begin{equation}\label{1.4}
 F_{10}(r)=\frac{1}{2\pi} \sum^n_{i+j=0} a_{ij} \alpha_{ij} r^{i+j+1}
\quad \text{when $i$ is even and $j$ is even}.
\end{equation}
Then the polynomial $F_{10}(r)$ has at most $[\frac{n}{2}]$ positive roots,
and we can choose the coefficients $a_{ij}$ with $i$ even and $j$ even in such
a way that $F_{10}(r)$ has exactly $[\frac{n}{2}]$ simple positive roots.
Hence statement (a) of Theorem \ref{thm1} is proved.

\begin{example} \rm
We consider the system
\begin{equation}\label{a}
\begin{gathered}
\dot{x}=y, \\
\dot{y}=-x-\epsilon ( 3-x+2y+{x}^2-y^2-2xy^2)y+(x-y) .
\end{gathered}
\end{equation}
The corresponding  system \eqref{1.3} associated with \eqref{a} is
\begin{align*}
\dot{r}&=-\epsilon r \sin(\theta) (2\sin(\theta)+\cos(\theta)
-r(\cos(\theta)\sin(\theta)+2\sin(\theta)^2)\\
&\quad +r^2(\sin(\theta) \cos(\theta)^2-\sin(\theta)^3)-2r^3
 \cos(\theta) \sin(\theta)^3),
\\
\dot{\theta}&=-1-\epsilon[2r \sin(\theta)\cos(\theta)
 -r^2\cos(\theta)^2\sin(\theta)\\
&\quad +2r^2\sin(\theta)^2\cos(\theta)+r^3\sin(\theta)\cos(\theta)^3\\
&\quad -r^3\sin(\theta)^3 \cos(\theta)-2r^4\cos(\theta)^2\sin(\theta)^3
 +r\cos(\theta)^2].
\end{align*}
To look for limit cycles, we must solve the equation
\begin{equation}\label{1.8}
F_{10}=\frac{1}{2\pi} \Big( 2r \pi -\frac{1}{4}r^3 \pi \Big) =0,
\end{equation}
This equation possesses the positive root $r=2$. According with statement
 (a) of Theorem \ref{thm1}, that system \eqref{a} has exactly one limit
 cycle bifurcating from the periodic orbits of the linear differential
system \eqref{a} with $\epsilon=0$, using the averaging theory of first order.
\end{example}

\section{Proof of statement (b) of Theorem \ref{thm1}}

For proving statement (b) of Theorem \ref{thm1} we shall use the second-order
averaging theory. If we write $f_{n}^1(x,y)=\sum^n_{i+j=0}a_{ij}x^iy^j$,
 $f_{n}^2(x,y)=\sum^n_{i+j=0}c_{ij}x^iy^j$,
$g_{m}^1(x)=\sum^m_{i=0}b_ix^i$ and
$g_{m}^2(x)=\sum^m_{i=0}d_ix^i$ then system \eqref{B} with $k=2$
in polar coordinates $(r,\theta)$, $r>0$ becomes
\begin{equation} \label{1.5}
\begin{aligned}
\dot{r}&=-\epsilon \Big( \sum^n_{i+j=0}a_{ij}r^{i+j+1}\cos^i(\theta)
 \sin^{j+2}(\theta)+ \sum^m_{i=0}b_ir^i \cos^i(\theta)\sin(\theta)\Big)\\
&\quad -\epsilon^2 \Big( \sum^n_{i+j=0}c_{ij}r^{i+j+1}\cos^i(\theta)
\sin^{j+2}(\theta)+\sum^m_{i=0}d_ir^i \cos^i(\theta)\sin(\theta) \Big),
\\
 \dot{\theta}&=-1- \frac{\epsilon}{r}\Big( \sum^n_{i+j=0}a_{ij}r^{i+j+1}\cos^{i+1}
(\theta) \sin^{j+1}(\theta)+ \sum^m_{i=0}b_ir^i \cos^{i+1}(\theta) \Big) \\
&\quad -\frac{\epsilon^2}{r} \Big( \sum^n_{i+j=0}c_{ij}r^{i+j+1}\cos^{i+1}(\theta)
\sin^{j+1}(\theta)+ \sum^m_{i=0}d_ir^i \cos^{i+1}(\theta)\Big).
\end{aligned}
\end{equation}
Taking $\theta$ as the new independent variable in the system \eqref{1.5},
it becomes
\begin{equation*}
 \frac{dr}{d \theta}=\epsilon F_{1}(\theta,r)+\epsilon^2 F_{2}(\theta,r)
+ O(\epsilon^3),
\end{equation*}
where
\begin{gather*}
 F_{1}(\theta,r)
 = \sum^n_{i+j=0}a_{ij}r^{i+j+1}\cos^i(\theta) \sin^{j+2}(\theta)
+ \sum^m_{i=0}b_ir^i \cos^i(\theta)\sin(\theta) ,
\\
\begin{aligned}
&F_{2}(\theta,r)\\
&= \Big[\sum^n_{i+j=0}c_{ij}r^{i+j+1}\cos^i(\theta)
\sin^{j+2}(\theta)+\sum^m_{i=0}d_ir^i \cos^i(\theta)\sin(\theta)\Big] \\
&\quad -r \cos(\theta)\sin(\theta) \Big[ \sum^n_{i+j=0}a_{ij}r^{i+j}\cos^i(\theta)
\sin^{j+1}(\theta)+\sum^m_{i=0}b_ir^{i-1} \cos^i(\theta)\sin(\theta)\Big]^2.
\end{aligned}
\end{gather*}
Now we determine the corresponding function $F_{20}$.
 For this we put $F_{10}\equiv 0$ which is equivalent to $a_{ij}=0$ for
all $i$ and $j$ even, and we compute
\begin{equation*}
 \frac{d}{dr}F_{1}(\theta,r)= \sum^n_{i+j=0}(i+j+1) a_{ij}r^{i+j}
 \cos^i(\theta) \sin^{j+2}(\theta)+\sum^m_{i=1} i b_ir^{i-1}
\cos^i(\theta)\sin(\theta),
\end{equation*}
and
$$
\int^{\theta}_0F_{1}(\phi,r) d \phi=y_{1}^1+ y_{1}^2
$$
where
\begin{align*}
y_{1}^1
&=\int^{\theta}_0\sum^n_{i+j=0}a_{ij}r^{i+j+1}\cos^i(\phi) \sin^{j+2}(\phi)\\
&= a_{10} r^2 \big( \alpha_{110} \sin(\theta)+\alpha_{210}\ \sin(3 \theta) \big)
+\dots + a_{lb} r^{l+b+1} \Big( \alpha_{1lb} \sin(\theta)+\alpha_{2lb}\sin(3 \theta)\\
&\quad +\dots 
 +\alpha_{\frac{(l+b+2)+1}{2}lb} \sin((l+b+2)\theta)\Big)
+ a_{01} r^2 \big( \alpha_{101} +\alpha_{201} \cos(\theta)
\\
&\quad +\alpha_{301} \cos(3 \theta) \big)
 +\dots + a_{cd} r^{c+d+1} \Big( \alpha_{1cd} + \alpha_{2cd} \cos(\theta)
+\alpha_{3cd} \cos(3 \theta)+\dots
\\
&\quad +\alpha_{\frac{(c+d+2)+3}{2}cd} \cos((c+d+2)\theta) \Big)
 + a_{11} r^3 \big(\alpha_{111} +\alpha_{211} \cos(2 \theta)
\\
&\quad +\alpha_{311} \cos(4 \theta) \big) +\dots
 + a_{ld}r^{l+d+1} \Big( \alpha_{1ld} +\alpha_{2ld} \cos(2 \theta)
 +\alpha_{3ld} \cos(4 \theta)+\dots \\
&\quad  + \alpha_{\frac{(l+d+2)+2}{2} l d} \cos((l+d+2) \theta) \Big),
\end{align*}
such that  $l$ is the greatest odd number and $b$ is the greatest even
number so that $l+b$ is less than or equal to $n$.
$c$ is the greatest even number and $d$ is the greatest odd number so
 that $c+d$ is less than or equal to $n$.
$\alpha_{ijk}$ are real constants exhibited during the computation of
$\int^{\theta}_0\cos^i(\phi) \sin^{j+2}(\phi) d\phi$ for all $i$ and $j$.
and
$$
y_{1}^2=\int^{\theta}_0\sum^m_{i=0}b_ir^i \cos^i(\phi)\sin(\phi)
=b_0(1-\cos(\theta))+\dots +b_{m}r^m \frac{1}{m+1}(1-\cos^{m+1}(\theta).
$$
We know from \eqref{1.4} that $F_{10}$ is identically zero if and only if
$a_{ij}=0$ for all $i$ even and $j$ even. Moreover
\begin{gather*}
\int^{2\pi}_0\cos^i(\theta) \sin^{j+2}(\theta)\sin((2k+1)\theta)d\theta
=\begin{cases}
0 &\text{if $i$ is odd  and  $j \in \mathbb{N}$}, \\
A^{2k+1}_{ij} &\text{if $i$ is even and $j$ is odd},\\
&  $k=0,1,\dots$
\end{cases}
\\
\int^{2\pi}_0\cos^i(\theta) \sin^{j+2}(\theta)d\theta \neq 0, \quad
\text{if  and  only  if $i$ is even  and $j$ even},
\\
\int^{2\pi}_0\cos^i(\theta) \sin^{j+2}(\theta)\cos((2k+1)\theta)d\theta
=\begin{cases}
0 &\text{if $j$ is odd  and  $i \in \mathbb{N}$}, \\
B^{2k+1}_{ij} &\text{if $i$ is odd  and $j$ is even},\\
&  k=0,1,\dots
\end{cases}
\\
\int^{2\pi}_0\cos^i(\theta) \sin^{j+2}(\theta)\cos((2k)\theta)d\theta =0,
\quad\text{ for $i$  odd  or $j$  odd, $k=0,1,\dots$}
\\
\int^{2\pi}_0\cos^i(\theta) \sin^{j+2}(\theta)\cos^{m+1}(\theta)d\theta
 =\begin{cases}
0 &\text{if $j$ is odd  and }i,m \in \mathbb{N}, \\
M_{ij}^m &\text{if $i$ is odd, $j$ is  even  and $m$ is even},
\end{cases}
\\
\int^{2\pi}_0\cos^i(\theta) \sin(\theta)\sin((2k+1)\theta)d\theta
=\begin{cases}
0 &\text{if $i$ is odd, } k=0,1,\dots \\
N_i^{2k+1} &\text{if $i$ is  even, }  k=0,1,\dots
\end{cases}
\\
\int^{2\pi}_0\cos^i(\theta) \sin(\theta)d\theta =0,\quad \forall i \in \mathbb{N},
\\
\int^{2\pi}_0\cos^i(\theta) \sin(\theta) \cos((2k+1)\theta)d\theta =0,\quad
\forall i,k \in \mathbb{N},
\\
\int^{2\pi}_0\cos^i(\theta) \sin(\theta) \cos((2k)\theta)d\theta =0,\quad
\forall i,k \in \mathbb{N},
\\
\int^{2\pi}_0\cos^i(\theta) \sin(\theta) \cos^{m+1}(\theta)d\theta =0,\quad
 \forall i,m \in \mathbb{N},
\end{gather*}
So
\begin{align*}
&\int^{2\pi}_0 \frac{d}{dr}F_{1}(\theta,r)y_{1}(\theta,r)d\theta \\
&=\int^{2\pi}_0 [\sum^n_{i+j=0}(i+j+1) a_{ij}r^{i+j} \cos^i(\theta)
\sin^{j+2}(\theta)\\
&\quad +\sum^m_{i=1} i b_ir^{i-1} \cos^i(\theta)\sin(\theta)]
  (y_{1}^1+y_{1}^2) d\theta\\
&=\sum^n_{i+j=0}(i+j+1) a_{ij}r^{i+j} \int^{2\pi}_0 \cos^i(\theta)
\sin^{j+2}(\theta)  (y_{1}^1+y_{1}^2) d\theta\\
&\quad  + \sum^m_{i=1} i b_ir^{i-1} \int^{2\pi}_0 \cos^i(\theta) \sin(\theta)
 (y_{1}^1+y_{1}^2) d\theta
\\
&=\sum^n_{i+j=1_{i \ even, \ j odd}}(i+j+1) a_{ij}r^{i+j}
 [ a_{10} r^2 ( \alpha_{110} A^1_{ij} + \alpha_{210} A^3_{ij} )+\dots
\\
&\quad + a_{lb} r^{l+b+1}( \alpha_{1lb} A^1_{ij}
+ \alpha_{2lb} A^3_{ij}+\dots + \alpha_{\frac{(l+b+2)+1}{2}lb} A^{l+b+2}_{ij} ) ]
\\
&\quad +\sum^n_{i+j=1,i \text{ odd},  j\text{ even}} (i+j+1) a_{ij}r^{i+j}
[ a_{01} r^2 (\alpha_{201} B^1_{ij} +\alpha_{301} B^3_{ij} ) +\dots \\
&\quad +a_{cd} r^{c+d+1} (\alpha_{2cd} B^1_{ij} +\alpha_{3cd} B^3_{ij} +\dots
 +\alpha_{\frac{(c+d+2)+3}{2}cd} B^{c+d+2}_{ij} ) ]
\\
&\quad +\sum^n_{i+j=1,i\text{ odd},  j\text{ even}, m\text{ even}} (i+j+1) a_{ij}r^{i+j}
 [-b_0 M_{ij}^0 -\dots -b_{m}r^m \frac{1}{m+1}M_{ij}^m]
\\
&\quad +\sum^m_{i=2_{i even}} i b_ir^{i-1}
[a_{10}r^2(\alpha_{110}N_i^1+\alpha_{210}N_i^3)+\dots \\
&\quad +a_{lb}r^{l+b+1}(\alpha_{1lb}N_i^1+\alpha_{2lb}N_i^3
+\dots +\alpha_{\frac{(l+b+2)+1}{2}lb}N_i^{l+b+2})].
\end{align*}
Moreover,
\begin{align*}
&\int^{2\pi}_0F_{2}(\theta,r)d \theta\\
& = \int^{2\pi}_0 [\sum^n_{i+j=0} c_{ij} r^{i+j+1} \cos^i(\theta)
\sin^{j+2}(\theta)+ \sum_{i=0}^m d_ir^i \cos^i(\theta)\sin(\theta)] d \theta \\
&\quad - \int^{2\pi}_0r \cos(\theta) \sin(\theta)
\Big[ \sum^n_{i+j=0} a_{ij} r^{i+j}\cos^i(\theta) \sin^{j+1}(\theta)
+ \sum_ {i=0}^m b_ {i} r^{i-1} \cos^i(\theta) \Big]^2 d \theta,
\end{align*}
but
$$
\int^{2\pi}_0 \cos^i(\theta) \sin^{j+2}(\theta) d \theta
=\begin{cases} 0 &\text{if $i$ is odd or $j$ is odd}, \\
F_{ij}\neq 0 &\text{if $i$ is even  and $j$ even.}
\end{cases}
$$
Hence
\begin{align*}
&\int^{2\pi}_0 F_{2}(\theta,r)d \theta \\
&= \sum_{i+j=0, i \text{ even}, j \text{even}}^n C_{ij}F_{ij} r^{i+j+1} \\
&\quad -2 \sum_{i+j=1,i\text{ even},j\text{ odd}}^n
 \sum_{l+k=1,l\text{ odd}, k\text{ even}}^n a_{ij} a_{lk} r^{i+j+l+k+1}
\int^{2\pi}_0 \cos^{i+l+1}(\theta)\sin^{j+k+3}(\theta)
\\
&\quad -2 \sum_{i+j=0,i\text{ even}, j\text{ even}}^n
\sum_{l+k=2,l\text{ odd}, k \text{ odd}}^n a_{ij} a_{lk} r^{i+j+l+k+1}
 \int^{2\pi}_0 \cos^{i+k+1}(\theta)\sin^{j+l+3}(\theta)
\\
&\quad -2 \sum_{k=1, k\text{ odd}}^m  \sum_{i+j=0,i \text{ even}, j\text{ even}}^n
 b_{k} a_{ij} r^{k+i+j} \int^{2\pi}_0 \cos^{k+i+1}(\theta)\sin^{j+2}(\theta)
\\
&\quad -2 \sum_{k=0,k\text{ even}}^m \sum_{i+j=0,i\text{ even}, j\text{ odd}}^n
 b_{k} a_{ij} r^{k+i+j} \int^{2\pi}_0 \cos^{k+i+1}(\theta)\sin^{j+2}(\theta).
\end{align*}
Then $F_{20}(r)$ is the polynomial
\begin{align*}
&\sum^n_{i+j=1, i \text{ even},  j\text{ odd}}(i+j+1) a_{ij}r^{i+j}
 [ a_{10} r^2 ( \alpha_{110} A^1_{ij} + \alpha_{210} A^3_{ij} )+\dots
\\
&\quad + a_{lb} r^{l+b+1}( \alpha_{1lb} A^1_{ij} + \alpha_{2lb} A^3_{ij}+\dots
 + \alpha_{\frac{(l+b+2)+1}{2}lb} A^{l+b+2}_{ij} ) ]\\
&\quad +\sum^n_{i+j=1, i \text{ odd},  j\text{ even}}(i+j+1) a_{ij}r^{i+j}
\big[ a_{01} r^2 (\alpha_{201} B^1_{ij} +\alpha_{301} B^3_{ij} ) +\dots \\
&\quad +a_{cd} r^{c+d+1} (\alpha_{2cd} B^1_{ij} +\alpha_{3cd} B^3_{ij} +\dots
 +\alpha_{\frac{(c+d+2)+3}{2}cd} B^{c+d+2}_{ij} ) \big]
\\
&\quad +\sum^n_{i+j=1,i \text{ odd}, j\text{ even}, m \text{ even}}(i+j+1)
a_{ij}r^{i+j} \big[-b_0 M_{ij}^0 -\dots -b_{m}r^m \frac{1}{m+1}M_{ij}^m\big]
\\
&\quad +\sum^m_{i=2,i\text{ even}} i b_ir^{i-1}
\big[a_{10}r^2(\alpha_{110}N_i^1+\alpha_{210}N_i^3)+\dots \\
&\quad +a_{lb}r^{l+b+1}(\alpha_{1lb}N_i^1+\alpha_{2lb}N_i^3
+\dots +\alpha_{\frac{(l+b+2)+1}{2}lb}N_i^{l+b+2})\big] 
\\
&\quad + \sum_{i+j=0,i\text{ even}, j \text{ even}}^n C_{ij}F_{ij} r^{i+j+1}
\\
&\quad -2 \sum_{i+j=1,i\text{ even}, j\text{ odd}}^n
 \sum_{l+k=1,l \text{odd},  k \text{ even}}^n a_{ij} a_{lk} r^{i+j+l+k+1}
\int^{2\pi}_0 \cos^{i+l+1}(\theta)\sin^{j+k+3}(\theta)
\\
&\quad -2 \sum_{i+j=0, i\text{ even},  j\text{ even}}^n
 \sum_{l+k=2,l \text{odd}, k \text{odd}}^n a_{ij} a_{lk} r^{i+j+l+k+1}
\int^{2\pi}_0 \cos^{i+k+1}(\theta)\sin^{j+l+3}(\theta)
\\
&\quad -2 \sum_{k=1,k\text{ odd}}^m  
\sum_{i+j=0,i\text{ even},  j\text{ even}}^n
b_{k} a_{ij} r^{k+i+j} \int^{2\pi}_0 \cos^{k+i+1}(\theta)\sin^{j+2}(\theta)
\\
&\quad -2 \sum_{k=0, k\text{ even}}^m  
\sum_{i+j=0,i \text{ even},  j \text{ odd}}^n
 b_{k} a_{ij} r^{k+i+j} \int^{2\pi}_0 \cos^{k+i+1}(\theta)\sin^{j+2}(\theta).
\end{align*}
We conclude that
\begin{align*}
F_{20}(r)
&=\sum^n_{i+j=1, i \text{ even},  j\text{ odd}}(i+j+1) a_{ij}r^{i+j}
 \big[ a_{10} r^2 ( \alpha_{110} A^1_{ij} + \alpha_{210} A^3_{ij} )+\dots
\\
&\quad + a_{lb} r^{l+b+1}( \alpha_{1lb} A^1_{ij} + \alpha_{2lb} A^3_{ij}+\dots
+ \alpha_{\frac{(l+b+2)+1}{2}lb} A^{l+b+2}_{ij} ) \big]
\\
&\quad +\sum^n_{i+j=1, i\text{ odd}, j\text{ even}}(i+j+1) a_{ij}r^{i+j}
\big[ a_{01} r^2 (\alpha_{201} B^1_{ij} +\alpha_{301} B^3_{ij} ) +\dots
\\
&\quad +a_{cd} r^{c+d+1} (\alpha_{2cd} B^1_{ij} +\alpha_{3cd} B^3_{ij} +\dots
+\alpha_{\frac{(c+d+2)+3}{2}cd} B^{c+d+2}_{ij} ) \big]
\\
&\quad +\sum^n_{i+j=1, i \text{ odd},  j\text{ even},  m\text{ even}}
(i+j+1) a_{ij}r^{i+j} [-b_0 M_{ij}^0 -\dots -b_{m}r^m \frac{1}{m+1}M_{ij}^m]
\\
&\quad  +\sum^m_{i=2,i\text{ even}} i b_ir^{i-1}
\big[a_{10}r^2(\alpha_{110}N_i^1+\alpha_{210}N_i^3)+\dots
\\
&\quad +a_{lb}r^{l+b+1}(\alpha_{1lb}N_i^1+\alpha_{2lb}N_i^3
+\dots +\alpha_{\frac{(l+b+2)+1}{2}lb}N_i^{l+b+2})\big]
\\
&\quad + \sum_{i+j=0,i\text{ even}, j \text{ even}}^n C_{ij}F_{ij} r^{i+j+1}\\
&\quad -2 \sum_{i+j=1, i \text{ even},  j \text{ odd}}^n
 \sum_{l+k=1,l\text{ odd},  k \text{even}}^n a_{ij} a_{lk} r^{i+j+l+k+1}
 F_{(i+l+1)(j+k+1)}
\\
&\quad -2 \sum_{i+j=0,i\text{ even},  j\text{ even}}^n
 \sum_{l+k=2,l \text{ odd},  k \text{ odd}}^n a_{ij} a_{lk}
 r^{i+j+l+k+1} F_{(i+k+1)(j+l+1)}
\\
&\quad -2 \sum_{k=1,k\text{ odd}}^m  \sum_{i+j=0,i\text{ even},  j\text{ even}}^n
 b_{k} a_{ij} r^{k+i+j} F_{(k+i+1)j}
\\
&\quad -2 \sum_{k=0,k\text{ even}}^m  
\sum_{i+j=0, i\text{ even}, j\text{ odd}}^n b_{k} a_{ij} r^{k+i+j} F_{(k+i+1)j}.
\end{align*}

Note that  to find the positive roots of $F_{20}$ we must find the
zeros of a polynomial in $r^2$ of degree equal to the
\begin{align*}
\max \Big\{&\frac{i+j+l+b}{2},\frac{i+j+c+d}{2},\frac{i+j+m-1}{2},
\frac{l+b+m-1}{2},\\
&\frac{i+j}{2},\frac{i+j+l+k}{2},\frac{i+j+m-1}{2} \Big\}
\end{align*}
we conclude that $F_{20}$ has at most
 $\max\{[\frac{n-1}{2}]+[\frac{m}{2}] ,\, [n+\frac{(-1)^{n+1}}{2}]\}$ positive roots.
Hence the statement (b) of Theorem \ref{thm1} follows.


\begin{example} \rm
We consider the system
\begin{equation}\label{c}
\begin{gathered}
\dot{x}=y, \\
\dot{y}=-x-\epsilon[(x+2y+xy-y^3-2xy^2)y+x]-\epsilon^2[(3y+xy-x^2+x^3)y+x].
\end{gathered}
\end{equation}
To look for the limit cycles, we must solve the equation
\begin{equation}\label{d}
F_{20}=\frac{1}{2} \Big((\frac{-17}{96})r^7+(\frac{133}{96})r^5
-(\frac{1}{3})r^3 \Big) =0,
\end{equation}
This equation has two positive roots $r_{1}=2.752278171$ and
$r_{2}=0.4984920115$. According with statement (b) of Theorem \ref{thm1},
 that system \eqref{c} has exactly two limit cycles bifurcating from
the periodic orbits of the linear differential system \eqref{c} with
$\epsilon=0$, using the averaging theory of second order.
\end{example}

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