Applied Nonlinear Dynamics (SS 2019) - Solution to exercise 4

Dr. Alexander Schaum

4.1 Consider the dynamics

ẋ1 = − sin(x1 ) + x2
(1)
ẋ2 = −x31 + sin(x2 )

Determine the possible equilibrium points (at least approximately) and analyze their local stability
properties. Verify your results numerically.

Solution: The equilibrium points of the system are obtained by solving

ẋ1 ≡ 0 = − sin(x1 ) + x2
(2)
ẋ2 ≡ 0 = −x31 + sin(x2 ).

The first equilibrium point is given by x?1 = [0 0]T . The other two equilibrium points are obtained
when x31 = sin(sin(x1 )) holds true (due to x2 = sin(x1 )). The functions x3 and sin(sin(x)) have their
intersections approximately at 0, 0.9 and −0.9 which is illustrated in Figure 1.

1
X: 0.8879
0.8 Y: 0.7002

0.6

0.4

0.2

-0.2

-0.4

-0.6

-0.8 X: -0.8879 x3
Y: -0.7002 sin(sin(x))

-1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
x

Figure 1: Intersections of the functions x3 and sin(sin(x)).

The equilibrium points x? of system (2) are therefore given by

x?1 = [0 0], x?2 = [0.9 0.8], x?3 = [−0.9 − 0.8].

1
The linearization of system (2) is given by
  
∂f (x)  − cos(x1 ) 1 
Jn = = 
∂x x=x? −3x21 cos(x2 ) x=x?
n n

and reads evaluated at the equilibirum points

with the eigenvalues

s1,1 = 1, s1,2 = −1
s2,1 = 0.038 + 1.413i, s2,2 = 0.038 − 1.413i
s3,1 = 0.038 + 1.413i, s3,2 = 0.038 − 1.413i

as the solution of the characteristic polynomial det(sI −Jn ) = 0. The first equilibrium point in the origin
is a settle, because of one eigenvalue with negative and one eigenvalue with positive real part. The other
two equilibrium points are unstable spirals due to the complex conjugated eigenvalues with positive real
parts. Figure 2 shows the vector field of system (2) and the trajectories of initial conditions starting
close to each equilibrium point.

x2
2

-1

-2
-2 -1 0 1

x1

Figure 2: Vector field of system (2).

d2 θ dθ
(J + mls2 ) +c − mgls sin(θ) = 0
dτ 2 dτ
with the moment of inertia J, the mass m, the dis-
tance from the rotation point to the center of mass
ls , the friction constant c and g the gravitational ac-
celeration.
Show that with appropriate nondimensionalization the pendulum dynamics can be written in the
compact form
θ̈ + δ θ̇ − sin(θ) = 0, δ > 0.
where ẋ = dx/dt with t = κτ being an appropriate dimensionless time with scaling factor κ and
δ a constant. Write the dynamics in state space form, and determine the equilibrium points and
their local stability properties. Verify your results numerically.
Remark: When the stability property of a physical system is analyzed it can often be helpfull to nondi-
mensional normalize the system equations with respect to certain parameter or states, such that a simpler
form of the system is achieved. This is possible because the stability property holds for t → ∞ and there-
fore we can scale the time integration without having an impact on the stability property.

Solution:
d2 θ dθ
(J + mls2 )

+c − mgls sin(θ) = 0  : mgls
d t2 dt

(J + mls2 ) d2 θ

c dθ  dx dx
2 2
+ − sin(θ) = 0  dt = dkτ

mgls d k τ mgls d kτ
s
(J + mls2 )
choosing k =
mgls
s
c mgls
leads to θ̈ + θ̇ − sin(θ) = 0
mgls (J + mls2 )
| {z }
δ
s
c mgls
and δ = .
mgls (J + mls2 )
To transform the dynamics in state space form we rewrite the second order differential equation with
respect to second order time derivative
θ̈ = −δ θ̇ + sin(θ)
and introduce the state vector
   
x θ
x= 1 = .
x2 θ̇
In state space ẋ = f (x) the system then reads
   
ẋ x2
ẋ = 1 = . (3)
ẋ2 −δx2 + sin(x1 )

The system (3) has infinite equilibrium points which are given by x? = [kπ 0]T with k ∈ R.
The Jacobian is given by
  
∂f (x)  0 1
J= = .
∂x x=x? cos(kx1 ) −δ
Since cos(kπ) has alternating sign the Jacobians for and even k read
   
0 1 0 1
Jodd = , Jeven = .
−1 −δ 1 −δ
The eigenvalues are given by the solution of
det(sI − Jodd ) = s2 + δs + 1 = 0
det(sI − Jeven ) = s2 + δs − 1 = 0

and read
r
δ δ2
sodd = − ± −1
2 4
r
δ δ2
seven = − ± + 1.
2 4
The equilibrium points for even k are attractors because they always have negative real parts since
r
δ δ2
> −1
2 4
holds true for δ > 0. The equilibrium points for odd k are saddles because they always have a negative
and a postive real part, i.e for δ > 0
r
δ δ2
< +1 (4)
2 4
holds true.
4.3 Consider the oscillator dynamics with nonlinear damping
ẍ − (1 − x2 )ẋ + x = 0.
Write the dynamics in state space form. What can you say about the local stability of the origin?
Simulate the dynamics close to the origin (i.e., with initial values x(0) = x0 satisfying ||x0 ||  1,
say ||x0 || ≤ 0.1) to verify your analytic result.
What happens when you consider initial values with ||x0 || ≥ 1 (say 0  ||x0 || ≤ 3)? Explain the
concept of locality using your observations.
Solution: To transform the dynamics in state space form we rewrite the second order differential
equation with respect to second order time derivative
ẍ = (1 − x2 )ẋ − x
and introduce the state vector
   
x x
x= 1 = .
x2 ẋ
In state space ẋ = f (x) the system then reads
   
ẋ1 x2
ẋ = = . (5)
ẋ2 (1 − x21 )x2 − x1
and the Jacobian at x? = [0 0]T is given by
    
∂f (x)  0 1  0 1
J= =  = .
∂x x=x? 2x1 x2 − 1 1 − x21 x=x? −1 1
The eigenvalues read
r r
2 1 1 1 3
s −s+1=0 ⇒ s= ± −1= ±j .
2 4 2 4
and reveal that the origin is an unstable spiral because of the conjugated complex eigenvalues with
positive real parts.