On Global Transversality and Chaos in Two-Dimensional Nonlinear Dynamical Systems

2007 ◽  
Vol 2 (3) ◽  
pp. 242-248 ◽  
Author(s):  
Albert C. J. Luo
Keyword(s):  
Dynamical Systems ◽  
Nonlinear Dynamical Systems ◽  
Duffing Oscillator ◽  
Approximate Expression ◽  
Melnikov Function ◽  
Two Dimensional ◽  
Chaotic Motions ◽  
Nonlinear Dynamical ◽  
Energy Increment ◽  
Exact Energy

In this paper, the global transversality and tangency in two-dimensional nonlinear dynamical systems are discussed, and the exact energy increment function (L-function) for such nonlinear dynamical systems is presented. The Melnikov function is an approximate expression of the exact energy increment. A periodically forced, damped Duffing oscillator with a separatrix is investigated as a sampled problem. The corresponding analytical conditions for the global transversality and tangency to the separatrix are derived. Numerical simulations are carried out for illustrations of the analytical conditions. From analytical and numerical results, the simple zero of the energy increment (or the Melnikov function) may not imply that chaos exists. The conditions for the global transversality and tangency to the separatrix may be independent of the Melnikov function. Therefore, the analytical criteria for chaotic motions in nonlinear dynamical systems need to be further developed. The methodology presented in this paper is applicable to nonlinear dynamical systems without any separatrix.

GLOBAL TANGENCY AND TRANSVERSALITY OF PERIODIC FLOWS AND CHAOS IN A PERIODICALLY FORCED, DAMPED DUFFING OSCILLATOR

2008 ◽  
Vol 18 (01) ◽  
pp. 1-49 ◽  
Author(s):  
ALBERT C. J. LUO
Keyword(s):  
Dynamical Systems ◽  
Nonlinear Dynamical Systems ◽  
Duffing Oscillator ◽  
First Integral ◽  
Poincaré Mapping ◽  
Nonlinear Dynamical ◽  
Periodic Flows ◽  
Poincare Mapping ◽  
Integral Quantity ◽  
Energy Increment

This paper presents how to apply a newly developed general theory for the global transversality and tangency of flows in n-dimensional nonlinear dynamical systems to a 2-D nonlinear dynamical system (i.e. a periodically forced, damped Duffing oscillator). The global tangency and transversality of the periodic and chaotic motions to the separatrix for such a nonlinear system are discussed to help us understand the complexity of chaos in nonlinear dynamical systems. This paper presents the concept that the global transversality and tangency to the separatrix are independent of the Melnikov function (or the energy increment). Chaos in nonlinear dynamical systems makes the exact energy increment quantity to be chaotic no matter if the nonlinear dynamical systems have separatrices or not. The simple zero of the Melnikov function cannot be used to simply determine the existence of chaos in nonlinear dynamical systems. Through this paper, the expectation is that, from now on, one can use the alternative aspect to look into the complexity of chaos in nonlinear dynamical systems. Therefore, in this paper, the analytical conditions for global transversality and tangency of 2-D nonlinear dynamical systems are presented. The first integral quantity increment (i.e. the energy increment) for a certain time interval is achieved for periodic flows and chaos in the 2-D nonlinear dynamical systems. Under the perturbation assumptions and convergent conditions, the Melnikov function is recovered from the first integral quantity increment. A periodically forced, damped Duffing oscillator with a separatrix is investigated as a sampled problem. The corresponding analytical conditions for the global transversality and tangency to the separatrix are obtained and verified by numerical simulations. The switching planes and the corresponding local and global mappings are defined on the separatrix. The mapping structures are developed for local and global periodic flows passing through the separatrix. The mapping structures of global chaos in the damped Duffing oscillator are also discussed. Bifurcation scenarios of the damped Duffing oscillator are presented through the traditional Poincaré mapping section and the switching planes. The first integral quantity increment (i.e. L-function) is presented to observe the periodicity of flows. In addition, the global tangency of periodic flows in such an oscillator is measured by the G-function and G(1)-function, and is verified by numerical simulations. The first integral quantity increment of periodic flows is zero for their complete periodic cycles. Numerical simulations of chaos in such a Duffing oscillator are carried out through the Poincaré mapping sections. The conservative energy distribution, G-function and L-function along the displacement of Poincaré mapping points are presented to observe the complexity of chaos. The first integral quantity increment (i.e. L-function) of chaotic flows at the Poincaré mapping points is nonzero and chaotic. The switching planes of chaos are presented on the separatrix for a better understanding of the global transversality to the separatrix. The switching point distribution on the separatrix is presented and the switching G-function on the separatrix is given to show the global transversality of chaos on the separatrix. The analytical conditions are obtained from the new theory rather than the Melnikov method. The new conditions for the global transversality and tangency are more accurate and independent of the small parameters.

ANALYTICAL DYNAMICS OF PERIOD-m FLOWS AND CHAOS IN NONLINEAR SYSTEMS

2012 ◽  
Vol 22 (04) ◽  
pp. 1250093 ◽  
Author(s):  
ALBERT C. J. LUO ◽  
JIANZHE HUANG
Keyword(s):  
Dynamical Systems ◽  
Analytical Solutions ◽  
Nonlinear Dynamical Systems ◽  
Duffing Oscillator ◽  
Harmonic Balance Method ◽  
Period Doubling ◽  
Nonlinear Damping ◽  
Periodic Motions ◽  
Chaotic Motions ◽  
Nonlinear Dynamical

In this paper, the analytical solutions for period-m flows and chaos in nonlinear dynamical systems are presented through the generalized harmonic balance method. The nonlinear damping, periodically forced, Duffing oscillator was investigated as an example to demonstrate the analytical solutions of periodic motions and chaos. Through this investigation, the mechanism for a period-m motion jumping to another period-n motion in numerical computation is found. In this problem, the Hopf bifurcation of periodic motions is equivalent to the period-doubling bifurcation via Poincare mappings of dynamical systems. The stable and unstable period-m motions can be obtained analytically. Even more, the stable and unstable chaotic motions can be achieved analytically. The methodology presented in this paper can be applied to other nonlinear vibration systems, which is independent of small parameters.

scholarly journals MEASURING AND CONTROLLING THE CHAOTIC MOTION OF PROFITS

2009 ◽  
Vol 19 (11) ◽  
pp. 3593-3604 ◽  
Author(s):  
CRISTINA JANUÁRIO ◽  
CLARA GRÁCIO ◽  
DIANA A. MENDES ◽  
JORGE DUARTE
Keyword(s):  
Dynamical Systems ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Nonlinear Dynamical Systems ◽  
Control Technique ◽  
Stable Steady State ◽  
Chaotic Motions ◽  
Nonlinear Dynamical ◽  
Firm Model ◽  
One Dimensional Maps

The study of economic systems has generated deep interest in exploring the complexity of chaotic motions in economy. Due to important developments in nonlinear dynamics, the last two decades have witnessed strong revival of interest in nonlinear endogenous business chaotic models. The inability to predict the behavior of dynamical systems in the presence of chaos suggests the application of chaos control methods, when we are more interested in obtaining regular behavior. In the present article, we study a specific economic model from the literature. More precisely, a system of three ordinary differential equations gather the variables of profits, reinvestments and financial flow of borrowings in the structure of a firm. Firstly, using results of symbolic dynamics, we characterize the topological entropy and the parameter space ordering of kneading sequences, associated with one-dimensional maps that reproduce significant aspects of the model dynamics. The analysis of the variation of this numerical invariant, in some realistic system parameter region, allows us to quantify and to distinguish different chaotic regimes. Finally, we show that complicated behavior arising from the chaotic firm model can be controlled without changing its original properties and the dynamics can be turned into the desired attracting time periodic motion (a stable steady state or into a regular cycle). The orbit stabilization is illustrated by the application of a feedback control technique initially developed by Romeiras et al. [1992]. This work provides another illustration of how our understanding of economic models can be enhanced by the theoretical and numerical investigation of nonlinear dynamical systems modeled by ordinary differential equations.

scholarly journals Identification of nonlinear dynamical systems with time delay

2021 ◽  
Author(s):  
Ghazaale Leylaz ◽  
Shuo Wang ◽  
Jian-Qiao Sun
Keyword(s):  
Time Delay ◽  
Dynamical Systems ◽  
Nonlinear Dynamical Systems ◽  
Initial Conditions ◽  
Duffing Oscillator ◽  
Algebraic Operation ◽  
Computationally Efficient ◽  
Nonlinear Dynamical ◽  
Automatic Model Selection ◽  
Robust To Noise

AbstractThis paper proposes a technique to identify nonlinear dynamical systems with time delay. The sparse optimization algorithm is extended to nonlinear systems with time delay. The proposed algorithm combines cross-validation techniques from machine learning for automatic model selection and an algebraic operation for preprocessing signals to filter the noise and for removing the dependence on initial conditions. We further integrate the bootstrapping resampling technique with the sparse regression to obtain the statistical properties of estimation. We use Taylor expansion to parameterize time delay. The proposed algorithm in this paper is computationally efficient and robust to noise. A nonlinear Duffing oscillator is simulated to demonstrate the efficiency and accuracy of the proposed technique. An experimental example of a nonlinear rotary flexible joint is presented to further validate the proposed method.

Periodic Flows to Chaos Based on Discrete Implicit Mappings of Continuous Nonlinear Systems

2015 ◽  
Vol 25 (03) ◽  
pp. 1550044 ◽  
Author(s):  
Albert C. J. Luo
Keyword(s):  
Time Delay ◽  
Dynamical Systems ◽  
Nonlinear Systems ◽  
Nonlinear Dynamical Systems ◽  
Duffing Oscillator ◽  
Single Step ◽  
Nonlinear Dynamical ◽  
Periodic Flows ◽  
Mapping Structures ◽  
Stability And Bifurcations

This paper presents a semi-analytical method for periodic flows in continuous nonlinear dynamical systems. For the semi-analytical approach, differential equations of nonlinear dynamical systems are discretized to obtain implicit maps, and a mapping structure based on the implicit maps is employed for a periodic flow. From mapping structures, periodic flows in nonlinear dynamical systems are predicted analytically and the corresponding stability and bifurcations of the periodic flows are determined through the eigenvalue analysis. The periodic flows predicted by the single-step implicit maps are discussed first, and the periodic flows predicted by the multistep implicit maps are also presented. Periodic flows in time-delay nonlinear dynamical systems are discussed by the single-step and multistep implicit maps. The time-delay nodes in discretization of time-delay nonlinear systems were treated by both an interpolation and a direct integration. Based on the discrete nodes of periodic flows in nonlinear dynamical systems with/without time-delay, the discrete Fourier series responses of periodic flows are presented. To demonstrate the methodology, the bifurcation tree of period-1 motion to chaos in a Duffing oscillator is presented as a sampled problem. The method presented in this paper can be applied to nonlinear dynamical systems, which cannot be solved directly by analytical methods.

Approximation of the Frequency-Energy Dependence in the Nonlinear Dynamical Systems

2016 ◽  
Author(s):  
Mohammad A. Al-Shudeifat
Keyword(s):  
Dynamical Systems ◽  
Large Scale ◽  
Nonlinear Dynamical Systems ◽  
Duffing Oscillator ◽  
Nonlinear Dynamical System ◽  
Nonlinear Energy Sink ◽  
High Energy ◽  
Initial Energy ◽  
Nonlinear Dynamical ◽  
High Energy Level

In this work, a method is introduced for extracting the approximate backbone branches of the frequency-energy plot from the numerical simulation response of the nonlinear dynamical system. The duffing oscillator is firstly considered to describe the method and later a linear oscillator (LO) coupled with a nonlinear energy sink (NES) is also considered for further demonstration. The systems of concern are numerically simulated at an arbitrary high level of initial input energy. Accordingly, the obtained responses of these systems are employed via the proposed method to extract an approximation for the fundamental backbone branches of the frequency-energy plot. The obtained backbones have been found in excellent agreement with the exact backbones of the considered systems. Even though these approximate backbones have been obtained for only one high energy level, they are still valid for any other initial energy below that level. In addition, they are not affected by the damping variations in the considered systems. Unlike other existing methods, the proposed approach is applicable to well-approximate the backbone branches of the large-scale nonlinear dynamical systems.

Cleaning the Periodicity in Discrete- and Continuous-Time Nonlinear Dynamical Systems

2014 ◽  
Vol 24 (07) ◽  
pp. 1430020 ◽  
Author(s):  
Paulo C. Rech
Keyword(s):  
Dynamical Systems ◽  
Continuous Time ◽  
Nonlinear Dynamical Systems ◽  
Angular Frequency ◽  
Two Dimensional ◽  
Periodic Forcing ◽  
Dimensional Parameter ◽  
Parameter Spaces ◽  
Nonlinear Dynamical ◽  
First Order

We investigate periodicity suppression in two-dimensional parameter-spaces of discrete- and continuous-time nonlinear dynamical systems, modeled respectively by a two-dimensional map and a set of three first-order ordinary differential equations. We show for both cases that, by varying the amplitude of an external periodic forcing with a fixed angular frequency, windows of periodicity embedded in a chaotic region may be totally suppressed.

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