 SECOND ORDER SYSTEMS

• State/Phase portraits

• Vector Fields

• Isoclines

• Some Analytical Methods

• Phase portraits in Linear Case

• Bang-Bang Control

• Linearization and Phase Portraits

• Poincaré-Bendixson Theory (Limit cycles)

• Index Theory

1
2
Not always
possible !

3
Not always
possible !

4
5
6
• State plane
• Direction of flow?

7
9
10
11
• clockwise motion !
12
• phase plane : to estimate the time

13
• phase plane : to estimate the time

14
• phase plane : to estimate the time

Estimating periods…

15
• phase plane : to estimate the time

Estimating periods…

16
• phase plane : to estimate the time

Estimating periods…

17
Cover the plane :
Vector field !

20
21
22
23
24
25
26
27
28
GEORG DUFFİNG Balthasar van der Pol

(1861-1944) (1889 – 1959)

29
30
31
• Sometimes works !

32
• Sometimes works !

33
• Sometimes works !

34
 : # of predators
: # of preys

interaction

35
 : # of predators
: # of preys

interaction

not integrable in this form !

36
 : # of predators
: # of preys

interaction

not integrable in this form !

37
38
39
40
41
42
43
44
45
46
47
fast slow

48
fast slow

49
fast slow

50
 fast slow

• Reverse the directions !

51
 fast slow

• Reverse the directions !

52
slow fast

53
slow fast

54
Why Saddle ?

55
Why Saddle ?

56
57
slow fast
slow fast
slow fast
slow fast
slow fast

62
slow fast

63
slow fast

64
slow fast

65
 slow
fast

66
 slow
fast

67
 slow
fast

68
 slow
fast

69
70
71
72
73
74
75
76
• Reverse the directions !

77
78
79
80
81
82
83
84
85
86
87
88
89
Stable Focus Unstable Focus Center

90
Stable Focus Unstable Focus Center

91
92
93
94
95
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule

96
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule

97
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule

98
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule

99
100
101
T=1

102
T=1

103
104
105
T=-1

106
T=-1

107
108
109
Switching Curve S

110
Switching Curve S

111
T=1 T= -1

112
T=1 T= -1

113
T=1 T= -1

Apply
T= -1

114
T=1 T= -1

Apply
T= -1

115
T=1 T= -1

Apply
T= -1

Switch
T=1 116
T=1 T= -1

Apply
T= -1
Switch
T=0

Switch
T1 117
T=1 T= -1

Apply
T= -1
Switch
T=0

Apply
T=1
Switch
T=1 118
T=1 T= -1

Apply
T= -1
Switch
T=0

Apply
T=1
Switch
T=1 119
T=1 T= -1

Switch
T=-1

Apply
T= -1
Switch
T=0

Apply
T=1
Switch
T=1 120
121
 T= -1

T=1

122
123
http://www.mathworks.com/company/newsletters/articles/fly-me-to-the-moon-then-and-now.html

Fly Me to the Moon - Then and Now

124
http://www.mathworks.com/company/newsletters/articles/fly-me-to-the-moon-then-and-now.html

Fly Me to the Moon - Then and Now

The Optimal Controller

125
https://www.youtube.com/watch?v=wjXhHEXqMKE&list=PLIy76b_
ysfBl5uRGKaqt_YlDfsQk0EsGo&index=9

126
127
(Taylor Series expansion)
(Taylor Series expansion)
 (Taylor Series expansion)

JACOBIAN MATRIX 131

QUESTION : Similar Behavior?

132
QUESTION : Similar Behavior?

133
QUESTION : Similar Behavior?

134
135
136
137
138
139
140
141
Slide 68

142
143
144
145
Slide 65

146
147
148
149
?

150
151
without saturation
 without saturation

with saturation
 without saturation

with saturation

v=4y

without saturation
154
 without saturation

with saturation

v=4y

without saturation with saturation

155
Assume : r=0 ,
Assume : r=0 ,
Assume : r=0 ,
without saturation
Assume : r=0 ,
without saturation

159
Assume : r=0 ,
without saturation

160
with saturation

161
 with saturation

as before
 with saturation

as before
 with saturation

as before 164
 with saturation

as before 165
 with saturation

as before due to saturation 166

167
168
169
Nonlinear Case ?

https://en.wikipedia.org/wiki/Hilbert%27s_problems

170
171
172
 How to predict the limit cycle? original dynamics

• Analytical ?

173
 How to predict the limit cycle? original dynamics

• Analytical ?

• Coordinate change ?

174
 How to predict the limit cycle? original dynamics

• Analytical ?

• Coordinate change ?

175
 How to predict the limit cycle? original dynamics

• Analytical ?

• Coordinate change ?

176
 How to predict the limit cycle? original dynamics

• Analytical ?

• Coordinate change ?

transformed dynamics

can be solved !

177
178
179
180
181
182
183
184
• Can we give conditions for nonexistence
of periodic solutions ?

185
 • Can we give conditions for nonexistence
of periodic solutions ?

• PROOF : Depends of Green’s formula, or divergence theorem

186
187
Characteristic
polynomial

188
periodic solutions

Characteristic
polynomial

189
periodic solutions

Characteristic
polynomial

periodic solutions

190
 periodic solutions

Characteristic
polynomial

periodic solutions

Bendixson’s Theorem :

191
192
193
194
195
 • How to show that solutions remain in a bounded region?

• Use Vector field !

Solutions cannot escape from these regions !

196
 • How to show that solutions remain in a bounded region?

• Use Vector field !

Solutions cannot escape from these regions !

197
• Use radial dynamics !

198
• Use radial dynamics !

• Equilibrium points inside ? :

• Show that either there is NO equilibrium point inside
• or show that if there is, its UNSTABLE!

199
• Use radial dynamics !

• Equilibrium points inside ? :

• Show that either there is NO equilibrium point inside
• or show that if there is, its UNSTABLE!

200
Region ?
Region ?

202
Region ?

203
 Region ?

Equilibrium point?

204
 Region ?

Equilibrium point?

205
 Region ?

Equilibrium point?

• Conclusion : No equilibrium point inside..

• Poincaré-Bendixson implies a limit cycle inside ! 206
Show that the only equilibrium is

207
Show that the only equilibrium is

208
Show that the only equilibrium is

209
Show that the only equilibrium is

210
211
• Solutions remain inside
• Eql. Point is UNSTABLE
• Poincaré-Bendixson implies a limit cycle inside !

212
• Solutions remain inside
• Eql. Point is UNSTABLE
• Poincaré-Bendixson implies a limit cycle inside !

213
 Ivar Otto Bendixson Henri Poincaré

1861-1935 1854-1912

Swedish Mathematician French Mathematician

physicist, engineer.
philosopher…

214
• Index Theorems

215
• Index Theorems

216
• Index Theorems

217
• Index Theorems

218
219
• Predator-Prey system Eql. points

220
• Predator-Prey system Eql. points

saddle

center

221
• Predator-Prey system Eql. points

saddle

center

• Conclusion : If there is a periodic orbit, it must enclose ONLY

222
223
 • Duffing Oscillator

saddle

center

• If there is a periodic orbit, it cannot enclose only

•it may enclose only , only , or all three……

224
225