Approximate Lyapunov-perron Transformations: Computation and Applications to Quasi-periodic Systems

Author(s):  
Ashu Sharma

Abstract A new technique for the analysis of dynamical equations with quasi-periodic coefficients (so-called quasi-periodic systems) is presented. The technique utilizes Lyapunov-Perron (L-P) transformation to reduce the linear part of a quasi-periodic system into the time-invariant form. A general approach for the construction of L-P transformations in the approximate form is suggested. First, the linear part of a quasi-periodic system is replaced by a periodic system with a 'suitable' large principal period. Then, the state transition matrix of the periodic system is computed in the symbolic form using Floquet theory. Finally, Lyapunov-Floquet theorem is used to compute approximate L-P transformations. A two-frequency quasi-periodic system is studied and transformations are generated for stable, unstable and critical cases. The effectiveness of these transformations is demonstrated by investigating three distinct quasi-periodic systems. They are applied to a forced quasi-periodic Hill equation to generate analytical solutions. It is found that the closeness of the analytical solutions to the exact solutions depends on the principal period of the periodic system. A general approach to obtain the stability bounds on linear quasi-periodic systems with stochastic perturbations is also discussed. Finally, the usefulness of approximate L-P transformations to nonlinear quasi-periodic systems is presented by analyzing a quasi-periodic Hill equation with cubic nonlinearity using time-dependent normal form theory. The closed-form solution generated is found to be in good agreement with the exact solution.

Author(s):  
Yandong Zhang ◽  
S. C. Sinha

The problem of designing controllers for nonlinear time periodic systems is addressed. The idea is to find proper coordinate transformations and state feedback under which the original system can be (approximately) transformed into a linear control system. Then a controller can be designed using the well-known linear method to guarantee the stability of the system. We propose two approaches for the feedback linearization of the nonlinear time periodic system. The first approach is designed to achieve local control of nonlinear systems with periodic coefficients desired to be driven either to a periodic orbit or to a fixed point. In this case the system equations can be represented by a quasi-linear system containing nonlinear monomials with periodic coefficients. Using near identity transformations and normal form theory, the original close loop problem is approximately transformed into a linear time periodic system with unknown gains. Then by using a symbolic computation method, the Floquet multipliers are placed in the desired locations in order to determine the control gains. We also give the sufficient conditions under which the system is feedback linearizable up to the rth order. The second approach is a generalization of the classical exact feedback linearization method for autonomous systems but applicable to general time-periodic affine systems. By defining a time-dependent Lie operator, the input-output nonlinear time periodic problem is transformed into a linear autonomous problem for which control system can be designed easily. A sufficient condition under which the system is feedback linearizable is also given.


Author(s):  
Ashu Sharma ◽  
Subhash C. Sinha

Abstract Many dynamical systems can be modeled by a set of linear/nonlinear ordinary differential equations with quasi-periodic coefficients. Application of Lyapunov-Perron (L-P) transformations to such systems produce dynamically equivalent systems in which the linear parts are time-invariant. In this work, a technique for the computation of approximate L-P transformations is suggested. First, a quasi-periodic system is replaced by a periodic system with a ‘suitable’ large principal period to which Floquet theory can be applied. Then, the state transition matrix (STM) of the periodic system is computed in the symbolic form using shifted Chebyshev polynomials and Picard iteration method. Finally, since the STM can be expressed in terms of a periodic matrix and a time-invariant matrix (Lyapunov-Floquet theorem), this factorization is utilized to compute approximate L-P transformations. A two-frequency quasi-periodic system is investigated using the proposed method and approximate L-P transformations are generated for stable, unstable and critical cases. These transformations are also inverted by defining the adjoint system to the periodic system. Unlike perturbation and averaging, the proposed technique is not restricted by the existence of a generating solution and a small parameter. Approximate L-P transformations can be utilized to design controllers using time-invariant methods and may also serve as a powerful tool in bifurcation studies of nonlinear quasi-periodic systems.


1998 ◽  
Vol 08 (03) ◽  
pp. 627-637 ◽  
Author(s):  
Eric A. Butcher ◽  
S. C. Sinha

A symbolic computational technique is used to study the secondary bifurcations of a parametrically excited simple pendulum as an explicit function of the periodic parameter. This is made possible by the recent development of an algorithm which approximates the fundamental solution matrix of linear time-periodic systems in terms of system parameters in symbolic form. By evaluating this matrix at the end of the principal period, the parameter-dependent Floquet transition matrix (FTM), or the linear part of the Poincaré map, is obtained. The subsequent use of well-known criteria for the local stability and bifurcation conditions of equilibria and periodic solutions enables one to obtain the equations for the bifurcation boundaries in the parameter space. Since this method is not based on expansion in terms of a small parameter, it can successfully be applied to periodic systems whose internal excitation is strong. By repeating the linearization and computational procedure after each bifurcation of an equilibrium or periodic solution, it is shown how the bifurcation locations as well as the new linearized equations may be obtained in closed form as a function of the periodic parameter. Bifurcation diagrams are constructed and the results are compared with those obtained elsewhere using the point mapping method.


Author(s):  
Eric A. Butcher ◽  
S. C. Sinha

Abstract In this paper, some analysis techniques for general time-periodic nonlinear Hamiltonian dynamical systems have been presented. Unlike the traditional perturbation or averaging methods, these techniques are applicable to systems whose Hamiltonians contain ‘strong’ parametric excitation terms. First, the well-known Liapunov-Floquet (L-F) transformation is utilized to convert the time-periodic dynamical system to a form in which the linear pan is time invariant. At this stage two viable alternatives are suggested. In the first approach, the resulting dynamical system is transformed to a Hamiltonian normal form through an application of permutation matrices. It is demonstrated that this approach is simple and straightforward as opposed to the traditional methods where a complicated set of algebraic manipulations are required. Since these operations yield Hamiltonians whose quadratic parts are integrable and time-invariant, further analysis can be carried out by the application of action-angle coordinate transformation and Hamiltonian perturbation theory. In the second approach, the resulting quasilinear time-periodic system (with a time-invariant linear part) is directly analyzed via time-dependent normal form theory. In many instances, the system can be analyzed via time-independent normal form theory or by the method of averaging. Examples of a nonlinear Mathieu’s equation and coupled nonlinear Mathieu’s equations are included and some preliminary results are presented.


Author(s):  
Yandong Zhang ◽  
S. C. Sinha

For most complex dynamic systems, it is not always possible to measure all system states by a direct measurement technique. Thus for dynamic characterization and controller design purposes, it is often necessary to design an observer in order to get an estimate of those states, which cannot be measured directly. In this work, the problem of designing state observers for free systems (linear as well as nonlinear) with time-periodic coefficients is addressed. It is shown that, for linear periodic systems, the observer design problem is the duality of the controller design problem. The state observer is constructed using a symbolic controller design method developed earlier using a Chebyshev expansion technique where the Floquet multipliers can be placed in the desired locations within the unit circle. For nonlinear time-periodic systems, an observer design methodology is developed using the Lyapunov–Floquet transformation and the Poincaré normal form technique. First, a set of time-periodic near identity coordinate transformations are applied to convert the nonlinear problem to a linear observer design problem. The conditions for existence of such invertible maps and their computations are discussed. Then the local identity observers are designed and implemented using a symbolic computational algorithm. Several illustrative examples are included to show the effectiveness of the proposed methods.


Author(s):  
Ashu Sharma ◽  
S. C. Sinha

Parametrically excited linear systems with oscillatory coefficients have been generally modeled by Mathieu or Hill equations (periodic coefficients) because their stability and response can be determined by Floquét theory. However, in many cases, the parametric excitation is not periodic but consists of frequencies that are incommensurate, making them quasi-periodic. Unfortunately, there is no complete theory for linear dynamic systems with quasi-periodic coefficients. Motivated by this fact, in this work, an approximate approach has been proposed to determine the stability and response of quasi-periodic systems. It is suggested here that a quasi-periodic system may be replaced by a periodic system with an appropriate large principal period and thus making it suitable for an application of the Floquét theory. Based on this premise, a systematic approach has been developed and applied to three typical quasi-periodic systems. The approximate boundaries in stability charts obtained from the proposed method are very close to the exact boundaries of original quasi-periodic equations computed numerically using maximal Lyapunov exponents. Further, the frequency spectra of solutions generated near approximate and exact boundaries are found to be almost identical ensuring a high degree of accuracy. In addition, state transition matrices (STMs) are also computed symbolically in terms of system parameters using Chebyshev polynomials and Picard iteration method. Stability diagrams based on this approach are found to be in excellent agreement with those obtained from numerical methods. The coefficients of parametric excitation terms are not necessarily small in all cases.


Author(s):  
Yandong Zhang ◽  
S. C. Sinha

For most complex dynamic systems, it is not possible to measure all system states in a direct fashion. Thus for dynamic characterization and controller design purposes, it is often necessary to design an observer in order to get an estimate of those states which cannot be measured directly. In this work, the problem of designing state observers for free systems with time periodic coefficients is addressed. For linear time-periodic systems, it is shown that the observer design problem is the duality of the controller design problem. The state observer is constructed using a symbolic controller design method developed earlier using the Chebyshev expansion technique. For the nonlinear time periodic systems, the observer design is investigated using the Poincare´ normal form technique. The local identity observer is designed by using a set of near identity coordinate transformations which can be constructed in the ascending order of nonlinearity. These observer design methods are implemented using a symbolic computational algorithm and several illustrative examples are given to show the effectiveness of the methods.


2008 ◽  
Vol 15 (6) ◽  
pp. 655-664
Author(s):  
Ramesh Balagangadhar ◽  
Joseph C. Slater

Convergence of finite element models is generally realized via observation of mesh independence. In linear systems invariance of linear modes to further mesh refinement is often used to assess mesh independence. These linear models are, however, often coupled with nonlinear elements such as CFD models, nonlinear control systems, or joint dynamics. The introduction of a single nonlinear element can significantly alter the degree of mesh refinement necessary for sufficient model accuracy. Application of nonlinear modal analysis [1,2] illustrates that using linear modal convergence as a measure of mesh quality in the presence of nonlinearities is inadequate. The convergence of the nonlinear normal modes of a simply supported beam modeled using finite elements is examined. A comparison is made to the solution of Boivin, Pierre, and Shaw [3]. Both methods suffer from the need for convergence in power series approximations. However, the finite element modeling method introduces the additional concern of mesh independence, even when the meshing the linear part of the model unless p-type elements are used [4]. The importance of moving to a finite element approach for nonlinear modal analysis is the ability to solve problems of a more complex geometry for which no closed form solution exists. This case study demonstrates that a finite element model solution converges nearly as well as a continuous solution, and presents rough guidelines for the number of expansion terms and elements needed for various levels of solution accuracy. It also demonstrates that modal convergence occurs significantly more slowly in the nonlinear model than in the corresponding linear model. This illustrates that convergence of linear modes may be an inadequate measure of mesh independence when even a small part of a model is nonlinear.


1992 ◽  
Vol 114 (1) ◽  
pp. 63-70
Author(s):  
Yukio Sano ◽  
Koji Tokushima ◽  
Yuji Inoue ◽  
Yoshihito Tomita

In an earlier paper [4], two sets of equations which governed the processes of propagation of shock waves reflected from the punch and plug surfaces in a die-contained copper powder medium were presented. The pressure-specific volume relation included in the sets of equations was composed of three partial relations having different material constants. In the present paper the sets of equations are simplified by assuming that the pressure and specific volume at the front and back sides of the shock front are always related by the same material constants, and linear equations are obtained by introducing a further minor assumption into the simplified nonlinear equations included in the sets of equations. Two sorts of analytical solutions of the linear equations are obtained. One is a general-form solution, while the other is a closed-form solution. The general-form solution calculated is compared satisfactorily with the difference solution computed in the previous study, confirming that the assumption introduced into the simplified equations is minor. Furthermore, calculated characteristics of the general-form solution are revealed by the consideration of the simplified equations and the linear equations, giving greater insight into the compaction processes. The closed-form solution, which is obtained only for the propagation of the shock wave starting from the punch surface and returning from the plug surface, agrees well with the general-form solution.


Author(s):  
A. F. Vakakis ◽  
M. E. King

Abstract The free dynamics of a mono-coupled layered nonlinear periodic system of infinite extent is analyzed. It is shown that, in analogy to linear theory, the system possesses nonlinear attenuation and propagation zones (AZs and PZs) in the frequency domain. Responses in AZs correspond to standing waves with spatially attenuating, or expanding envelopes, and are synchronous motions of all points of the periodic system. These motions are analytically examined by employing the notion of “nonlinear normal mode,” thereby reducing the response problem to the solution of an infinite set of singular nonlinear partial differential equations. An asymptotic methodology is developed to solve this set. Numerical computations are carried out to complement the analytical findings. The methodology developed in this work can be extended to investigate synchronous attenuating motions of multi-coupled nonlinear periodic systems.


Sign in / Sign up

Export Citation Format

Share Document