03 Nonlinear

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N-5

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(3) <'l) o{~) =0( <1',~) 'J/)cJ.'j/;; X} 0( €- ~


(4) <~)..y > ~0 'd 'X E:: X) <1C) -:k:)= 0 'f{ ';;lc'= OX
~O'f.f'IM# G/~'" JV\ ~ ptf\..O~c.:A- £ f~ CA. (y) <# J") ) ) ~',,-,-
/1 • II : X ~ tR ~ Yz
II" II: <?t >l "):
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or

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0 ... VI

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~V\ } I) 3- ~A.cA-'<r o~ 1C~e X s. ..J.. Tt.-x-tlj =?C~

Ql'"\~2)~ S9r""GA- f~l; '%iJ.,=T(/)t',)lCOT\~~Jo -1C~


..fut- an J '?Co
" .~~ LII"Y.-~I{
~~~ 3) 117y*-'l~/lf=L /I'X,,-roJl j"
. -­
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s~ r w~k .:sok:
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3

T(~') = ~ +- ""+ (OS ('3--r)


.3

» format long

» [[0:9}' xi xi+f(xi) f(xi}]

ans = •
&. T(~l) .p(~l)
o o -0.33333333333333 -0.33333333333333
1.00000000000000 -0.33333333333333 -0.40232299084494 -0.06898965751160
2.00000000000000 -0.40232299084494 -0.38683321158288 0.01548977926205
3.00000000000000 -0.38683321158288 -0.39084927868525 -0.00401606710237
4.00000000000000 -0.3~084927868525 -0.38983435210584 0.00101492657941
5.00000000000000 -0.38983435210584 -0.39009263383973 -0.00025828173389
6.00000000000000 -0.39009263383973 -0.39002701964517 0.00006561419456
7.00000000000000 -0.39002701964517 -0.39004369575119 -0.00001667610602
8.00000000000000 -0.39004369575119 -0.39003945793057 0.00000423782062
9.00000000000000 -0.39003945793057 -0.39004053489889 -0.00000107696832
~'?9:J

4
~ I
./,/
3
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./
2

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-~-----.

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E=;'
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0
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~
~
~
,
/
, /

" ~~
-1

//
~--r~~2--i,// ~~
-2
/////
-3 r--------/·

-4 I
-5 -4 -3 -2 -1 o 1 2 3 4 5

0.1
~/,/CCCCCC/
o -
..

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-0.1 -
..

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'1"""1
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~
)( -0.2
~
E=;' .///
-0.3
...../
/
..
/

-0.4

~L· ....
V
........--

.... / .... / /
i...--...... I
-0·?0.5 -0.4 -0.3 -0.2 -0.1 0 0.1

x, x(k)
tJ - r'2..

(.) ~ =-P (t) -?C)) f 20 j


~'o):: 1t':o ) /)C6-~VlJ ..f!:a<?IR~R~
0~ 11'\ cl~ a .s CJ UOII'\ -0}(/~-:
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0.

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,; =-P(f I ~)
0 vJJ--
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Q"," I
rJ c.-."
IM.L dt·"'\

6 bt.f)·~ ~) ~.+: '\.A c..oV\.J;·~.~)

-t

(2) ~ i+-) = ';to +!.+


o
(~J 1<=£1::)) cI t:) -t €[o} T J
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(/~(--t)?') - +(i) 'j)1J f k R1t-~JJ J \tot, ~ cBJ V'~ 6[0) T J
(llpsc~it:a: CO~D~

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0""-
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~.
!
fJ-IS

LIV'\,t~Il~-Tn~C!~ '5~6~~ (LTI)

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w~ kV\~ ~. ~O~ LA:

2 .. 2.

(L) ALL ~e?~


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A h().v.4...
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po~:~ /\1L~ p~
hol;'\
iI ad
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11 aJ..{ ~ ~~V\ ~A(JJ). crt A h~ Y\J2~~~ /V!~ p~ .
~: Ui~s(;t~

~-r~

Ab~ Se."o f\J Otr~

S = ~(1;) 'j) S)
~t-{A ~ ~~Io~
6
lCl := '::.l

;) "Y 1..' ~ 'Ij
+-t.... . . . ~

'1C / ::: '1C 2­


i" : : ~L i::) 'Jt,,) ?(,.)

1C,

I.
N-I. 7~

Table 2.1 summarizes the various kinds of equilibrium points for


second-order linear systems.
TABLE 2.1

Ty~ol
Eig~nvQlu~, 01 A Equilibrium Point

A., Al real, A. < 0, Al < 0 Stable node


Ait Al real. A, > O. Al > 0 Unstable node
A.. Al real. A,A2 < 0 Saddle point
A.. A2 complex conjugates, Re A, > 0 Unstable rocus
A" Al complex conjuaates, Re A. < 0 Stable rocus
A.. Al imaainary Center
~-/8

TABLE 2.2

!f.qllilibrium Point ~ I = 0, ~ J = 0 EqllJllbrilun Point XI == 0, XJ = 0


O/tM Lwariud System (7)-(8) o/tll4 NonllMlITiud System (/H2)
Stable node Stable node
Unslable nodo Unstable nodo
Saddle point Saddle point
Stable focus Stable focus
Unslable focus Unstable focus
Center 7

e-K~~Crz: Vay\ ~ Po I 's ~~"..ltDII\

'3>),< [j -,':d td t- ~:o )"M. >0


~~~ S.Vr $

~ 1 .;:: Ij tGf;;::" %'"Z.


'iC"2.- ;:; <-5 i~ :: - (C I +-,1< [/- '(C, "1 J -X:z..
-e~.b",,,,",- POlJ
1C, -= "1?"'2,- ~0
~z. ::- 0 :; - 1CI r 0 ;-.., "it' I ~ 0
2... Nl.(~ccJ .rV\...te.<t'~oV'

:3. I~ c..rthe.$
~ A t'\ J50 C t. i ~. lb tkf'v-..R J t;(A ~ loc:::..v..$. ot ~ pO I ~k
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610f"L 0{ u L J.,f';.JJc! ~ ~

S (~/l~l.)= J.~? = 17. £:~'l -,:::~) =' 0<

. ~, '~~(1CIJ~t,) .

. ! ·
1£1 :: 1C'l..

ic~ =- - '1(, ~ ( / - ~,' ) -;r2­

5 = :. ft:. I +.P (. /-~, 't) ~ a. .:: c(


~~2..
tJ -11 /8.. 2.

... , ....... \~

........... YJ

........ _
--- ---
I

--- ___ ---


--. -- .......

~J
\""'­
___ N
--!-

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,
\
I
I
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- ____ t

___ 0
--
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_.... ...
\
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I
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l
l
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----
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o -....... "\ \
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II

I
II

,~.
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.... \\\1
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I
I
--- ---
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o
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.... ,
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---- --- "
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~
-----!
-­ ........ , ....

....

o .- N f")
I I I

isoc/, VI,.a, ... ~


LOV\d...t-re~ .. ~
Van der Pol Oscillator

0.3

0.2

" " '\ \


0.1

-0.1
\ \ " , , ~ - -
I / / I I
I ,I I / I , I , j
~ , , , - - - ~ / / I I I I I •/ •I f/ 1

, , , - - - - - ~ / / / / I I I I I I I II
-0.2 , , - - - - - - ~ / / / / / / I I I I I I I I I
, - - - - , / /' /' ./ ./ / I I I I I I I I I I
-"'1"0"//////1 /11111//
- - - / ./ ./ ;/ / ;/ / / ~;"I /i ' ~1~/I; ,/ /
~
-0.3L_~-L-__-_·_­__-~"~-__/_ __/_·~·~~';./~/_·~;/_"~/~~/~~~~~1~~p~/-a'!t:2~"~~'o!~ /111///1/
-0.3 -0.2 -0.1 0 0.1 0.2 0.3

VO Vld er)Y\ .. VV\

V Q \f\ d P {?y>' V'.I\

tJ- 20

Van der Pol Oscillator

3
~ ~ ~
I

~ ,
~ ,~ \
\ \
\
~
~
\ \ \
~
~
\
~ i
~
\
i
2 \ \
• ~
I
i \
~
\ \

i •I
1 \ I
i i

-1 I \

,
\
" i
\ \ \ \

\
\

\
\
\
~

,,, ,i
I ~

,,, ,
-2 \
1f + ~.
I
I i
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~!
1\ ,
, \ \ \ \ \
, ~
-3 ; "
\ \ , - - , \ \ i 1

-3 -2 -1 0 2 3

.~, vf. VOV\d eV"'il W\


vCA V\ d (.II,( (J~ , VV\
f'J -'2J

~
.~"

. . G )<fAVv..f> f.u:. a6 Li,..;j c ~ c~


+k .h~MOnAe o,sci 110)0,..

~ ~ YI.(A f: cn'cJ
a iA aM.. pll ~J.a..
i .
~ . J (01'1 d.i.j,OIr< ~
Harmonic Oscillator

/ ' / ' /,-;t


2
"",~ ~
/ /' ....___""J'
~ --~
-~
,<,

1,5
I
I
11
/' /"" ~ -.;;..
~
~
'",,­ \

-
~
/ , />1 ~
1 -'"
~

I
t ,I / ./ ;/
--.,.
\ \ \
0.5
t 1-
! ,. "'"

,
/ ! "- \ \ \ \
~\
0­ l' I~
I t I I
'II t
\ \ \ "- ,/
I I

-0.5 ~~ ~ \\
I .j j
\ \ \
"
~,

/
.: j
~
\ '\\ \
I If I
-1

, " \ " "" "" ""- ~ p:/


/'
"t--..
---
'"
" ""i-­
¥ ;/
-1.5 K
'\. ~ ""'-. "t~_-. .._
< ..........
""f:---­ ~

-2
\ ,,- \~
" "' " ....
",'-
'-""-..­

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

r"'\..
N-23

Nonlinear Oscillator-radial component

1.5

O.S

-0.5

-1

-1.5
/

-2 -1.5 -1 -0.5 o 0.5 1 1.5 2

p= 10 b
V ..p h I0 Sc. r " V'VI

nl o-sc..e 0 · M
fJ-24

Nonlinear Oscillator

2 '~"'~
-~
..........

~
""-,,­ \
......."":'!;..
''>\ '\. \

-~"""-~ .......- .--'"

- ~
~
~ J
1.5 \ \

.---""" .~?1' /"., ?'
\ \

1 /'" ,/ /
. ! /' .,..
~
Vt

~ j
,/ ! I
'",

0.5 11
I
/
'"
" \
I
a t
" \
\
/

-0.5
f

1 , I

-1 1 ,1 .~
I

~ ,/1'/ /

;/

j \
~ ~.........-~

-1.5 1 if\
i
IIA,\
I
l
!

"\ "- ~- k-' ..:.--- ..


~:: ,~" ...... f--....

-2 / ~\.
'. "'-....... ""':"-.... ""'E_... ~- .........

a 1 1.5 2

\J.Q. If\ l05C-, M


V\ \ 0'S C. e ~ , VV\
L/~ t4c~

~vWh()" : ~ it~ ~w <ll.p...


~ocb<,- S~o~ -+0 \l -i::. -h-tc).
=+(1')
I
1'; :A

Benck:xso~s ~OI{~:VA. (~f~~ ~ St-.OW~~D M~ a..


t;~ c~~ L~ does n.<.Yf- 4/~)

5i-Jp po~ b ~ ~ s /~f ~ Co V'I N ckJ ~at0V1 1/1' IR "Z.. t

\j~ (~'J u, dfNd ~:..J

d;cr+ :;V+(~)::: ~~ + ~~
ow-,e/. V{' (~) -=I- 0 'r:i1<: E: D evv.ci cPo es Vto-f chIMA ~r v- /n ~.

~seclor~ aI ..x=+{-?C).
*, =
i z :: -
"'K: z. + 'X "1C"'"1.
~I
I

+ 1(/?C"l"
"6 F L. 11''' [; J

~I =- 'It'l..
"yz, :: - ~ I
J4c ~ I hi I:s a. Co V1 ~ PICA...... of ~"ooLt:c
Bendixson"s theorem example

3 '\ ~ ~
" "­ .-'1" //
\ \ '\ .-'" / /' /'
\ \ -­ ./ /
2

\ \
" \
".'"

'"
,., I

,­ !

-1 I ~

,/ /
/' \ \
-2 ..­
;/ /
" \ \. \
;/ / " \.
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34
) Chap. 2 Second-Qrder Systems
') ) Sec. 2.4 Periodic Solutions and Limit Cycles /)35

41 [definition] Let x(t) be a solution trajectory of [2.3(I)H2.3(2)]. X2


A point z e R" is said to be a limitpoinl of this trajectory if there
exists a sequence (/Ji in R+ such that I. - 00 as n - 00 and
x(tJ - z as II - 00. The set of all limit points of a trajectory x(t)
is called the limit sel of the trajectory and is denoted by L.
XI
42 .R.EMARK.S: Basically, a limit point of the trajectory x(t) is a point
z which has the property that, as time progresses, the trajectory
passes arbitrarily close to J infinitely many times. We sballencoun­ .
ter limit points and limit sets again in Chap. S. (\Ol'\ II ~GI...I'-'
FIG. 2.19
::::~ 0 :>ci II ~ (
\ 43 Tlutotw~ (poincar6-Bendi.xso~rr Let 46 Example. Consider once again the system (9}-( I0), and let M
44 S == (X(/), t ~ O} be the annular region defined by
denote a trajectory in RI of the system [2.3(l)H2.3(2)]. and let L ¥I M = ((xu xJ: 0.9 If ~ .xi + xi 1.1p"}
denote its limit set. If L is contained in a closed bounded region M Then M contains no equilibrium points of the system (9}-(10). Further­
in RI and if M contains no equilibrium points of [2.3(1)H2.3(2)]. more, a sketch of the velocity vector field for this system reveals that,
then either all along the boundary of M, the vector field always points into M, as
(i) S is a periodic solution of [2.3(I)H2.3(2»), or depicted in Fig. 2.19. Hence we can apply Theorem (43) and conclude
(0) L is a periodic solution of [2.3(1)H2.3(2)].

..
that M contains a periodic solution.

We shall omit the proof because it is beyond the scope of this Example. In applying Theorem (43), the condition that M should
boot. not contain any equilibrium points is vr:ry important. To see this. con­
sider the system
45 REMA.u:.s: Roughly speaking. what Theorem (43) states is the fol­
lowing: Suppose we can find a closed bounded region M in RI such
.- XI = -Xl + XI
that M does not contain any equilibrium points of [2.3(I)H2.3(2)] 50 X" = -Xl - Xi
and such that all limit points of some trajectory S are contained in The velocity vector field for this system is sketched in Fig. 2.20. If we
M. Then M contains at least one periodic solution of [2.3(l)}­ choose M to be the unit disk centered at the origin. then all along the
[2.3(2)]. In practice, it is very difficult to verify that M contains all boundary of M the velocity vector field points into M. Hence all trajec­
the limit points of a trajectory. However, because M is closed, it can
be shown that if some trajectory x(t) is eventually contained in M, X2
i.e., there exists a time t. < 00 such that x(t) e M V I ~ 10 • then
L is contained in M~ Thus the theorem comes down to this: If we can
find a closed bounded region M containing no equilibrum points
such that some trajectory is eventually confined to M, then M con­
tains at least one periodic solution. Now, a sufficient condition for
a trajectory to be eventually confined to M is that, at every point -\ XI
along the boundary of M, the velocity vector field always points into
M. If this is the case, then any trajectory originating within M must
remain in M, and hence M contains at least one periodic solution
trajectory. (This is depicted in Fig. 2.19.) FIG. 2.20
-\
,
<::
tv
\l).

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