About the stability of the motion of a dynamic system in a particular case.
Dragomirescu, Cristian George ; Iliescu, Victor
1. INTRODUCTION
Sometimes, motions described by precise laws with a reduced number
of parameters are showing, at first sight, a random aspect of the
motion. Highlighting the chaotically motions produced in deterministic
conditions represented a conceptual revolution with applications in
various domains: physics, chemistry, biology, geography, economics etc.
The fact was also proven in day to day engineering.
The scientific works (Argyris et al., 1994), (Voinea & Stroe,
2000) are showing some specific characteristics of these motions: high
sensitivity to initial conditions, non/repeatable motions, nonlinear
differential equations with at least three independent variables, the
fractal attractor in a finite domain.
Usually, the study of a deterministic chaotically motion is done
using several methods: time history, time series, phase space portrait,
Poincare stroboscopic method, entropy, Liapunov exponents, power
spectra, Melnikov method etc.
In the paper a mechanical system is analysed using three of these
methods. In the process, the methods are developed with original
contributions.
2. THE STUDY MODEL AND METHODS
The mechanical system used is shown in Fig. 1 and consists of a
reversed damped pendulum attached to an oscillating frame. The
differential motion equation is:
[J.sub.O] [??] + c[??] + k[theta]--mag sin [theta] = a[[xi].sub.0]
[[OMEGA].sup.2] cos ([OMEGA]t), (1)
where [J.sub.O] is the mechanical inertial momentum, m--the mass of
the body, c--the damper coefficient, k--the elasticity coefficient of
the elastic element, g--the gravitational acceleration,
[[xi].sub.0]--the amplitude of the harmonic oscillation, [OMEGA]- the
beat of the perturbation.
[FIGURE 1 OMITTED]
Using the normal approximations for small amplitude oscillations
(cos [theta] [approximately equal to] 1, sin[theta] [approximately equal
to] 1 - [[theta].sup.3]/6) and dividing the differential equation (1) by
[J.sub.O], we obtain:
[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (2)
where [alpha]= c/[J.sub.O]; [beta]= k - mag/[J.sub.O]; [gamma] =
mag/6[J.sub.O];[[??].sub.0] = ma[[xi].sub.0][[OMEGA].sup.2]/[J.sub.O].
Due to the fact that the necessary and sufficient conditions for
the occurrence of the chaotically motions are not yet determined, the
paper is going to use for the study three of the most used criteria.
a) Phase space portrait is showing a closed curve (a loop) in the
case of a periodic motion. If the motion is driven towards an
equilibrium position or a periodic motion, the phase space portrait is
going towards a critical point or a limit cycle. For a chaotically
motion, the phase space portrait is becoming more complicated than in
the previous two cases and the phenomena are no longer predictable.
b) Melnikov method is used in case of periodic motions and is
analysing the conditions necessary in order for the stable and
non-stable varieties of the same hyperbolic point to transversally
intersect each odder. The usually used equation is:
[??] = f (x ) + [epsilon] * g(x, t), (3)
where f(x) is a Hamiltonian field ([f.sub.1] = [partial
derivative]H/[partial derivative]V, [f.sub.2] = [partial
derivative]H/[partial derivative]V) defined on [R.sup.2] and
[epsilon]g(x,t) is a small perturbation. If we admit the idea of the
separation of the varieties [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN
ASCII] and [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (for
[epsilon] [not equal to] 0 but small enough in the [MATHEMATICAL
EXPRESSION NOT REPRODUCIBLE IN ASCII] point) in the transversal section
on the homicline, Melnikov defined the function wearing his name:
[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (4)
where all the variables and parameters are those shown in (Argyris
et al., 1994).
If the functions f and g are having the form: [MATHEMATICAL
EXPRESSION NOT REPRODUCIBLE IN ASCII], the Melnikov function becomes
(Argyris et al., 1994):
[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (5)
If M=0 and sin([OMEGA][t.sub.0])=1, the Holmes-Melnikov-Grenze
function is obtained (Argyris et al., 1994):
[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (6)
Using this function, the homoclinean bifurcation may be
highlighted. If [[??].sub.0] < [[??].sub.0cr], the stable and
non-stable varieties of the hyperbolic point cannot have a transversal
intersection and, as a general conclusion, the chaotically motions may
not occur. If [[??].sub.0] > [[??].sub.0cr], the trajectories become
very complicated, like Smale horseshoe (Voinea & Stroe, 2000), and
the chaotically motions may occur.
c) Liapunov exponents are a measure of the divergence of the phase
space trajectories used to characterise the stability of the motion.
The differential equation (2) is equivalent with a system
consisting of three differential equations of the first order:
[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (7)
Out of this system we obtain three Liapunov exponents. If at least
one of them is positive: [L.sub.i]>0 (i = 1, 2, 3) and the sum of all
exponents is negative: [L.sub.1]+ [L.sub.2]+ [L.sub.3]<0, a strange
attractor appears and the motion is chaotically (Voinea & Stroe,
2000). It is to be mentioned that we are highlighting this property even
if these conditions are not considered in the great majority of the
scientific papers.
By numerical integration of the equation (2), in a defined time
interval, an array of solutions [{Z}.sub.i] = [{[[theta].sub.1]
[[theta].sub.2] [[theta].sub.3]}.sup.T.sub.i] is obtained. If we
consider for each interval ([t.sub.i], [t.sub.i+1]) a small perturbation
of the initial conditions [{[delta]}.sub.i] = [{[delta] [[theta].sub.1]
[delta] [[theta].sub.2] [delta] [[theta].sub.3]}.sup.T.sub.i] and we
integrate again, for each time interval we obtain the array of the
"perturbed solutions" [{[Z*}.sub.i] = [{[[theta].sup.*.sub.1]
[[theta].sup.*.sub.2] [[theta].sup.*.sub.3]}.sup.T.sub.i].
In order to maximize the efficiency we propose that the
perturbations to be proportional with the values of the functions at the
[t.sub.i] moment and several times smaller than the intermediate values
of [{Z}.sub.i]. We obtain the perturbations [{[delta]}.sub.i] =
[{[[theta].sub.1i][delta][[theta].sub.10]
[[theta].sub.2i][delta][[theta].sub.20]
[[theta].sub.3i][delta][[theta].sub.30]}.sup.T.sub.i], where the initial
perturbations ([[theta].sub.j0], j =1, 2, 3) are about [10.sup.-2].
Considering the above mentioned conditions, the Liapunov exponents
are calculated as follows (Argyris et al., 1994):
[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (8)
where N is the number of time intervals.
[FIGURE 2 OMITTED]
In order to obtain the average values it is necessary to consider a
large enough [t.sub.f].
The method may be called "approximate" due to the way of
calculus. It is to be mentioned that in the scientific papers it is not
presented in detail the calculus method for Liapunov exponents.
3. RESULTS AND CONCLUSIONS
In Tab. 1 we present the results obtained with the three methods
used:
a) Phase space portrait--the trajectories in the phase space are
crossing many times the stable limit cycle before the motion becomes
stable;
b) Melnikov method--the information gathered with the
Holmes-Melnikov-Grenze function (6) are not relevant, due to the fact
that it is not reflecting the influence of the initial conditions
(Dragomirescu & Iliescu, 2001);
c) Liapunov exponents--the motion is stable for [L.sub.1]<0 and
[L.sub.2]<0 and chaotically for [L.sub.1]<0 and [L.sub.2]>0.
The information obtained is accurate enough and consistent with
scientific papers (Argyris et al., 1994), (Magnus et al., 2008). In all
cases [L.sub.3]=0, being consistent with the observations done by
(Voinea & Stroe, 2000).
As an overall conclusion we consider that using all three methods
above presented, in parallel, we may better qualitatively and
quantitatively identify the domains where chaotically motions may occur.
Otherwise it is difficult to accurately predict the evolution of the
system, being well known that a system may have different behaviours:
periodically motions, periodically windows, overlapping of motions
having different natural frequencies etc.
4. REFERENCES
Argyris, J., Gunter, F. & Haase, M. (1994) Die Erforschung des
Chaos, Vieweg/The Research of Chaos, Wiesbaden, ISBN 3-528-08941-5
Dragomirescu, C. & Iliescu, V. (2001) Aplications of the
Melnikov method in the study of a nonlinear dynamic system, Buletinul
Institului Politehnic Iasi, Tom XLVII (LI), ISSN 1244-78-63
Magnus, K., Popp, K. & Sextro, W. (2008) Chaotische
Bewegungen/Chaotical motions Vieweg & Teubner, ISBN
978-3-8351-0193-7
Voinea, R. & Stroe, I. (2000) Introducere in teoria sistemelor
dinamice/Introduction in the Theoy of the Dynamic Systems, Editura
Academiei Romane, 2000, Bucuresti, ISBN 973-27-0739-9
Tab. 1. The results of the study
Nr. Q [[theta].sub.10] [[theta].sub.20]
1 0.8 0.3 0.8
2 0.6 1.0 0.0
3 0.6 0.0 0.0
4 0.6 0.6 0.8
Nr. [alpha] [beta] [gamma]
1 0.15 -0.6 0.6
2 0.15 -0.6 0.6
3 0.15 -0.6 0.6
4 0.15 -0.6 0.6
Nr. [[??].sub.0] [[??].sub.0cr] [L.sub.1]
1 0.15 0.08225 -2.0774
2 0.15 0.07574 -1.8180
3 0.15 0.07578 -1.7281
4 0.15 0.07576 -3.3082
Nr. [L.sub.2] [L.sub.3] Fig.
1 0.5844 0 2a
2 1.4153 0 2b
3 1.2986 0 2c
4 -0.2479 0 2d