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Science Forum Index » Nonlinear Science Forum » Making a nonautonomous system autonomous
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| Maarten van Reeuwijk |
Posted: Tue Nov 28, 2006 6:55 am |
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Guest
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Dear group,
I want to rewrite the nonautonomous equation for the forced pendulum
ddot(x) + x = sin(t)
as an autonomous system of first order ODE's. My question concerns the best
formulation for the forcing term, where best is defined as
- The solution is simple
- The result is a system of three first order ODE's.
- The system produces a nice "attractor" (the forced pendulum is an example;
in reality I am interested in nonlinear systems).
The most naive approach
dot(x) = v
dot(v) = -x - sin(z)
dot(z) = 1
has the problem that it does not produce a classical attractor, as z is a
linear increasing function. On the other hand
dot(x) = v
dot(v) = -x - Im(z)
dot(z) = i z
does what I want but I would like to prevent imaginary numbers (this would
only confuse the students). Lastly, the formulation
dot(x) = v
dot(v) = -x - z
dot(z) = sqrt(1-z^2)
formally works but does not work with a numerical approximation due to the
sqrt.
Does anyone have suggestions on how to crack this problem?
TIA, Maarten
--
===================================================================
Maarten van Reeuwijk dept. of Multiscale Physics
Phd student Faculty of Applied Sciences
maarten.vanreeuwijk.net Delft University of Technology |
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| Harald Hanche-Olsen |
Posted: Tue Nov 28, 2006 12:41 pm |
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Guest
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+ Maarten van Reeuwijk <maarten@remove_this_ws.tn.tudelft.nl>:
| I want to rewrite the nonautonomous equation for the forced pendulum
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| ddot(x) + x = sin(t)
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| as an autonomous system of first order ODE's. My question concerns the best
| formulation for the forcing term, where best is defined as
| - The solution is simple
| - The result is a system of three first order ODE's.
| - The system produces a nice "attractor" (the forced pendulum is an example;
| in reality I am interested in nonlinear systems).
(You'd better add some friction in order to get an attractor, but I
assume you know that already.)
There is this semi-obvious generalization of your two latest attempts:
dot(x)=v
dot(v)=-x-s
dot(s)=c
dot(c)=-s
Except that, by being four-dimensional, it violates your second
requirement. But I doubt that you can do much better, since it's
awfully hard to embed a circle in a line. (Which argument does not
constitute a proof that you can't do better, mind you: There is extra
room along the x and v axes, though I don't see how you can utilize
that room.)
--
* Harald Hanche-Olsen <URL:http://www.math.ntnu.no/~hanche/>
- It is undesirable to believe a proposition
when there is no ground whatsoever for supposing it is true.
-- Bertrand Russell |
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| Lou Pecora |
Posted: Tue Nov 28, 2006 3:40 pm |
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Guest
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In article <pcopsb7cyma.fsf@shuttle.math.ntnu.no>,
Harald Hanche-Olsen <hanche@math.ntnu.no> wrote:
Quote: (You'd better add some friction in order to get an attractor, but I
assume you know that already.)
There is this semi-obvious generalization of your two latest attempts:
dot(x)=v
dot(v)=-x-s
dot(s)=c
dot(c)=-s
Except that, by being four-dimensional, it violates your second
requirement. But I doubt that you can do much better, since it's
awfully hard to embed a circle in a line. (Which argument does not
constitute a proof that you can't do better, mind you: There is extra
room along the x and v axes, though I don't see how you can utilize
that room.)
By setting the scales correctly you can represent this as motion on a
torus in 3D. That's the classical way to think of the above system.
Hanche-Olsen is right, it is not an attractor as it is written, but is
that what really matters? Are you just trying to visualize the
trajectory?
-- Lou Pecora (my views are my own) REMOVE THIS to email me. |
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| Maarten van Reeuwijk |
Posted: Tue Nov 28, 2006 5:37 pm |
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Guest
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Dear Lou and Harald,
Quote: There is this semi-obvious generalization of your two latest attempts:
dot(x)=v
dot(v)=-x-s
dot(s)=c
dot(c)=-s
Except that, by being four-dimensional, it violates your second
requirement. But I doubt that you can do much better, since it's
awfully hard to embed a circle in a line. (Which argument does not
constitute a proof that you can't do better, mind you: There is extra
room along the x and v axes, though I don't see how you can utilize
that room.)
By setting the scales correctly you can represent this as motion on a
torus in 3D. That's the classical way to think of the above system.
It just seems a bit contrived to have to add two extra dimensions to the
system to represent a periodic forcing. This is for a course on Chaotic
Processes and we want to use this to demonstrate that a periodic forcing
changes the 2D system to a 3D system, so that chaotic motion becomes
possible. But perhaps I am trying to oversimplify the situation, and should
the system indeed be regarded as four-dimensional. Can you point me to some
examples of this approach in literature?
Quote: Hanche-Olsen is right, it is not an attractor as it is written, but is
that what really matters?
In reality it could be any 2D system, for example the double well problem.
TIA, Maarten
--
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Maarten van Reeuwijk dept. of Multiscale Physics
Phd student Faculty of Applied Sciences
maarten.vanreeuwijk.net Delft University of Technology |
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| Robert Israel |
Posted: Wed Nov 29, 2006 2:12 am |
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Guest
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In article <53d51$456c1573$82a1bcd4$8955@news1.tudelft.nl>,
Maarten van Reeuwijk <maarten@remove_this_ws.tn.tudelft.nl> wrote:
Quote: Dear group,
I want to rewrite the nonautonomous equation for the forced pendulum
ddot(x) + x = sin(t)
as an autonomous system of first order ODE's. My question
concerns the best
formulation for the forcing term, where best is defined as
- The solution is simple
- The result is a system of three first order ODE's.
- The system produces a nice "attractor" (the forced pendulum
is an example;
in reality I am interested in nonlinear systems).
There's no attractor here. The solutions all have
x^2 + v^2 -> infty as t -> (+/-) infty.
Quote: The most naive approach
dot(x) = v
dot(v) = -x - sin(z)
should be dot(v) = -x + sin(z)
Quote: dot(z) = 1
has the problem that it does not produce a classical
attractor, as z is a
linear increasing function.
On the other hand
dot(x) = v
dot(v) = -x - Im(z)
dot(z) = i z
does what I want but I would like to prevent imaginary numbers
(this would
only confuse the students). Lastly, the formulation
dot(x) = v
dot(v) = -x - z
dot(z) = sqrt(1-z^2)
formally works but does not work with a numerical
approximation due to the
sqrt.
Does not work at all once you reach z = 1, where
it sticks.
If you write p = exp(x) cos(t) and q = exp(x) sin(t),
then
dot(p) = v p - q
dot(q) = v q + p
dot(v) = - ln(p^2 + q^2)/2 + q/sqrt(p^2 + q^2)
It only fails at p=q=0.
Robert Israel israel@math.ubc.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada |
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| Maarten van Reeuwijk |
Posted: Wed Nov 29, 2006 9:27 am |
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Guest
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Robert Israel wrote:
Quote: - The system produces a nice "attractor" (the forced pendulum
is an example;
in reality I am interested in nonlinear systems).
There's no attractor here. The solutions all have
x^2 + v^2 -> infty as t -> (+/-) infty.
I was aware of that, I had taken the first second order system and added a
periodic forcing term. Perhaps I should have used the equations for the
forced double well oscillator
ddot(x) + a dot(x) - x + x^3 = F cos(omega t).
Quote: If you write p = exp(x) cos(t) and q = exp(x) sin(t),
then
dot(p) = v p - q
dot(q) = v q + p
dot(v) = - ln(p^2 + q^2)/2 + q/sqrt(p^2 + q^2)
It only fails at p=q=0.
I checked with Maple, and this is indeed consistent with the equations for
the forced pendulum. I do not understand how it works though. Can you
expand a bit on how you arrived at this expression? Would this approach
also work for a general forced second order equation ddot(x) + f(dot(x), x)
= cos(t)?
Thanks, Maarten
--
===================================================================
Maarten van Reeuwijk dept. of Multiscale Physics
Phd student Faculty of Applied Sciences
maarten.vanreeuwijk.net Delft University of Technology |
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| Wil |
Posted: Wed Nov 29, 2006 9:49 am |
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Guest
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Hi,
Quote: ddot(x) + a dot(x) - x + x^3 = F cos(omega t).
I'm relatively new to the forum, and had just been following along.
This is a basic question... I'm not sure what function ddot(x) and
dot(x) are. Can anyone give a quick summary of what they are? At
least the name would help, so I can go and look it up. Thanks.
Wil |
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| Martin Eisenberg |
Posted: Wed Nov 29, 2006 1:13 pm |
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israel@math.ubc.ca wrote:
Quote: Wil wrote:
I'm not sure what function ddot(x) and dot(x) are.
dot = derivative with respect to t
ddot = second derivative with respect to t
One might also mention that the notation comes from TeX.
Martin
--
Quidquid latine scriptum sit, altum viditur. |
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| Lou Pecora |
Posted: Wed Nov 29, 2006 2:23 pm |
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Guest
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In article <37371$456cabea$82a1bcd4$3324@news1.tudelft.nl>,
Maarten van Reeuwijk <maarten@remove_this_ws.tn.tudelft.nl> wrote:
Quote: Dear Lou and Harald,
There is this semi-obvious generalization of your two latest attempts:
dot(x)=v
dot(v)=-x-s
dot(s)=c
dot(c)=-s
Except that, by being four-dimensional, it violates your second
requirement. But I doubt that you can do much better, since it's
awfully hard to embed a circle in a line. (Which argument does not
constitute a proof that you can't do better, mind you: There is extra
room along the x and v axes, though I don't see how you can utilize
that room.)
By setting the scales correctly you can represent this as motion on a
torus in 3D. That's the classical way to think of the above system.
It just seems a bit contrived to have to add two extra dimensions to the
system to represent a periodic forcing. This is for a course on Chaotic
Processes and we want to use this to demonstrate that a periodic forcing
changes the 2D system to a 3D system, so that chaotic motion becomes
possible. But perhaps I am trying to oversimplify the situation, and should
the system indeed be regarded as four-dimensional. Can you point me to some
examples of this approach in literature?
It's not contrived, but the correct geometry for a periodic motion. You
cannot have periodic, autonomous behaviour in 1D. And it seems to me
you are trying to construct an autonomous system so you can talk about
the geometry of the trajectories.
Check out:
Nonlinear Dynamics and Chaos by Steve Strogatz
Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector
Fields by J. Guckenheimer and P. Holmes
Chaos in Dynamical Systems by E. Ott
Most other books on dynamical systems will probably have information
about periodic motion and motion on a torus.
-- Lou Pecora (my views are my own) REMOVE THIS to email me. |
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| Guest |
Posted: Wed Nov 29, 2006 4:27 pm |
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Maarten van Reeuwijk wrote:
Quote: Robert Israel wrote:
- The system produces a nice "attractor" (the forced pendulum
is an example;
in reality I am interested in nonlinear systems).
There's no attractor here. The solutions all have
x^2 + v^2 -> infty as t -> (+/-) infty.
I was aware of that, I had taken the first second order system and added a
periodic forcing term. Perhaps I should have used the equations for the
forced double well oscillator
ddot(x) + a dot(x) - x + x^3 = F cos(omega t).
If you write p = exp(x) cos(t) and q = exp(x) sin(t),
then
dot(p) = v p - q
dot(q) = v q + p
dot(v) = - ln(p^2 + q^2)/2 + q/sqrt(p^2 + q^2)
It only fails at p=q=0.
I checked with Maple, and this is indeed consistent with the equations for
the forced pendulum. I do not understand how it works though. Can you
expand a bit on how you arrived at this expression? Would this approach
also work for a general forced second order equation ddot(x) + f(dot(x), x)
= cos(t)?
It's simple calculus.
If dot(x) = v, p = exp(x) cos(t) and q = exp(x) sin(t),
then dot(p) = exp(x) cos(t) dot(x) - exp(x) sin(t) = v p - q
dot(q) = exp(x) sin(t) dot(x) + exp(x) cos(t) = v q + p
Moreover, p^2 + q^2 = exp(2 x) so x = ln(p^2 + q^2)/2,
cos(t) = p/sqrt(p^2 + q^2) and sin(t) = q/sqrt(p^2 + q^2),
so you can express dot(v) in terms of p and q.
Robert Israel israel@math.ubc.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada |
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| Guest |
Posted: Wed Nov 29, 2006 4:29 pm |
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Wil wrote:
Quote: Hi,
ddot(x) + a dot(x) - x + x^3 = F cos(omega t).
I'm relatively new to the forum, and had just been following along.
This is a basic question... I'm not sure what function ddot(x) and
dot(x) are. Can anyone give a quick summary of what they are? At
least the name would help, so I can go and look it up. Thanks.
Wil
dot = derivative with respect to t
ddot = second derivative with respect to t
Robert Israel israel@math.ubc.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada |
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| Guest |
Posted: Wed Nov 29, 2006 4:44 pm |
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Maarten van Reeuwijk wrote:
Quote: Robert Israel wrote:
- The system produces a nice "attractor" (the forced pendulum
is an example;
in reality I am interested in nonlinear systems).
There's no attractor here. The solutions all have
x^2 + v^2 -> infty as t -> (+/-) infty.
I was aware of that, I had taken the first second order system and added a
periodic forcing term. Perhaps I should have used the equations for the
forced double well oscillator
ddot(x) + a dot(x) - x + x^3 = F cos(omega t).
If you write p = exp(x) cos(t) and q = exp(x) sin(t),
then
dot(p) = v p - q
dot(q) = v q + p
dot(v) = - ln(p^2 + q^2)/2 + q/sqrt(p^2 + q^2)
It only fails at p=q=0.
I checked with Maple, and this is indeed consistent with the equations for
the forced pendulum. I do not understand how it works though. Can you
expand a bit on how you arrived at this expression? Would this approach
also work for a general forced second order equation ddot(x) + f(dot(x), x)
= cos(t)?
It's simple calculus.
If dot(x) = v, p = exp(x) cos(t) and q = exp(x) sin(t),
then dot(p) = exp(x) cos(t) dot(x) - exp(x) sin(t) = v p - q
dot(q) = exp(x) sin(t) dot(x) + exp(x) cos(t) = v q + p
Moreover, p^2 + q^2 = exp(2 x) so x = ln(p^2 + q^2)/2,
cos(t) = p/sqrt(p^2 + q^2) and sin(t) = q/sqrt(p^2 + q^2),
so you can express dot(v) in terms of p and q.
Robert Israel israel@math.ubc.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada |
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| Wil |
Posted: Sat Dec 02, 2006 9:59 am |
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Guest
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Ahh, that clears it up a lot. thank you.
Wil
Martin Eisenberg wrote:
Quote: israel@math.ubc.ca wrote:
Wil wrote:
I'm not sure what function ddot(x) and dot(x) are.
dot = derivative with respect to t
ddot = second derivative with respect to t
One might also mention that the notation comes from TeX.
Martin
--
Quidquid latine scriptum sit, altum viditur. |
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| jdturner |
Posted: Tue Dec 05, 2006 12:11 pm |
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Guest
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It seems there is one option that has not been considered, namely,
writing the system as the time-invariant system
Eqns: ddotx+x=sin(t), ddoty+y=0=>y=c1*sin(t)+c2*cos(t)
=>i.c.'s y(0)=0, doty|@t=0 = 1 => c2=0 and c1=1
Now the Eqns become:
ddotx+x-y=0; ddoty+y=0 or in state space form
z=[x, dotx, y, doty ]T
dotz = | 0 1 0 0 | *z = A *z
| -1 0 1 0 |
| 0 0 0 1 |
| 0 0 -1 0 |
Or z(t) = exp( A t ) z(0), a matrix exponential closed-form soln.
where z(0) = [ x(0), dotx(0), 0, 1 ]T
Jim T.
Wil wrote:
Quote: Ahh, that clears it up a lot. thank you.
Wil
Martin Eisenberg wrote:
israel@math.ubc.ca wrote:
Wil wrote:
I'm not sure what function ddot(x) and dot(x) are.
dot = derivative with respect to t
ddot = second derivative with respect to t
One might also mention that the notation comes from TeX.
Martin
--
Quidquid latine scriptum sit, altum viditur. |
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