Hopf Bif Phenomena Bajaj

Hopf Bifurcation Phenomena in Tubes Carrying a Fluid Author(s): A. K. Bajaj, P. R. Sethna and T. S.
Lundgren Source: SIAM Journal on Applied Mathematics, Vol. 39, No. 2 (Oct., 1980), pp. 213-230 Published by: Society for Industrial and Applied Mathematics Stable URL: http://www.jstor.org/stable/2101045 . Accessed: 29/03/2013 13:24
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SIAM J. APPL. MATH. Vol. 39, No. 2, October 1980
and Applied Mathematics 1980 SocietyforIndustrial 0036-1399/80/3902-0003 $01.00/0
HOPF BIFURCATION
PHENOMENA
IN TUBES CARRYING A FLUID*
P. R. SETHNAt AND T. S. LUNDGRENt A. K. BAJAJ,t fluid anincompressible carrying tube ofa cantilever oscillations nonlinear planar Self-induced Abstract. andan equation integrodifferential bya nonself-adjoint is governed behavior Thesystem areinvestigated. dependson three behavior The system are couplednonlinearly. equationwhich differential ordinary tothe related anda, a parameter ofthetubeandthefluid ratio velocity, parameters, 6,themass po,theflow for eachi3, As poisincreased, stable. isasymptotically zerosolution tube. Forsmall lossinthe pressure po,the bya pairofcomplex unstable becomes whenthezerosolution a critical valueofPo,Po = Pcr, is reached for conditions satisfies axis. Thesystem the imaginary crossing system linearized ofthe eigenvalues conjugate are solutions periodic Thebifurcated orbits. into periodic bifurcates andthezerosolution Hopfbifurcation ideas. andaveraging center-manifold determined using by thetubemotions. introduced velocity in flow changes include equations thesystem In general, compared large a isvery When toexist. ofa, two ofproblems areshown order classes basedonthe However, andthe theory order thefirst do notenter changes velocity fluid itis shown that to thesizeofthemotion, sub or occurs.In the secondcase, either bifurcation showthatin thiscase onlysupercritical results on thevalueofa. tooccur arefound solutions depending supercritical
conveying tubes offlexible with themotion associated Theproblems Introduction. of with thework start Recent developments for a long time. a fluid havebeenofinterest with thelinear is connected on articulated tubes[1], [2]. Muchofthework Benjamin dependent valueproblem twopoint boundary Thisis a nonself-adjoint planeproblem. withthe deteris associated of interest problem The physical on twoparameters. tube theinitially straight at which ofthelowest valuesoftheseparameters mination presents theaid of computer solutions, evenwith Thisproblem, unstable. becomes and ofGregory theworks on this subject thereferences Among difficulty. considerable andIssid[5] maybe mentioned. Paidoussis [3],[4] andPaidoussis to be qualitatively is known a fluid of tubescarrying behavior The nonlinear at bothends Ifthetubeis supported on theboundary conditions. different depending duetothepassage occurs ofthezerosolution theinstability orfixed-) supported (simply half ofthe zerointotheright through ofthelinearized system ofa single eigenvalue free at the end and at one thetubeis supported hand, plane.If,on theother complex is due to the passage of a pair of complex case) the instability other(cantilever a Hopf case we willshowthat half overto theright plane.In this crossing eigenvalues of thenonexistence Holmes[6] hasproven occurs. motion intoa periodic bifurcation at bothends. intubes supported Hopfbifurcation It has studied. ina planehasnotbeenwidely for motions problem The nonlinear Herrmann and andMote[8],andRousselet [9], beenstudied byHolmes[7],Thurman In [7] Holmesdoesa ofbifurcation. totheproblem in[8] is notrelated [10].Thework a Galerkin atboth endsbyusing thetubeissupported ofthecasewhen study complete case. cantilever the They givea andHerrmann study In [10],Rousselet approximation. of the fluctuations the effect which includes ofthesystem equations derivation complete isbasedonmethods ofthetube. analysis Their inthefluid caused bythemotion velocity and and byKrylov Bogoliubov nonlinear differential equations for ordinary ofanalysis of the solutions. someinteresting phenomena physical demonstrate theresults andHerrmann derived [10].We, samesystem the byRousselet We treat equations andMallet-Paret Chow work of [11]. ofanalysis basedon the use a method however,
* Received May4, 1979. bytheeditors of Minnesota, and Mechanics, of AerospaceEngineering Minneapolis, University t Department NSF-ENG-76Grant under Foundation National Science work wassupported bythe 55455.This Minnesota 00030. 213
214
A. K. BAJAJ, P. R. SETHNA
AND
T. S. LUNDGREN
This is appropriate for nonlinear two pointboundary value problems whenthe equationsare a coupledsystem of partialand ordinary differential equationsas discussed here.Notonly is ourmethod ofanalysis basically different from that in[10] butwe also identify thecrucial roleof a parameter thatdistinguishes twoclassesof that solutions arequalitatively different. ofourconclusions Consequently, many differ from markedly thosein [10]. Furthermore, we giveresults ofa simple critical experiment that gives qualitative confirmation ofourresults. ofanalysis, Other methods suchas onealong thelines ofJoseph andSattinger [12], arepossible. We havechosen thepresent method becauseofitspotential for generalization for thefuture study ofthemore complex problem ofthree dimensional motions of tubes.It shouldbe mentioned thatour results are based on certain assumptions regarding theexistence of a center manifold and thesmoothness of theflow on the manifold. The derivation System equations. of theequations ofmotion is availablein the literature [10], [13]. We willtherefore merely outline thederivation and define the system parameters. We assume that thetube hasuniform cross circular section andislong to compared itsdiameter. Itscenter lineisinextensible andinitially straight anditiselastic. Thefluid tobe incompressible, is assumed andtheflow velocity is assumed tobe parallel to the tubecenter lineanduniform across thecross section. We are interested inplanemotions. Let 0 be theorigin at thecenter lineofthe tubeat thepointof support and let OZ be alongtheunderformed center line.The motions areassumed tooccurintheX-Z plane.The arclength s alongthedeformed tubecoincides withtheZ coordinate in theundeformed state.If u and w are the of'the center lineinthe displacements X andZ directions the respectively then position r of a pointon thecenter vector i and k are fixed lineis r= u(s,t)i+ w(s,t)kwhere unit vectors. orthogonal ofa point on thecenter The acceleration lineofthetubeis a2r/at2 ofa andthat offluid is particle
(+Uj-I
at as
r(s,t) +dU t(s, t)
~~dt
whereU(t) is thevelocity ofthefluid with tothetubeandt= ar/as. Ifm andM respect are themassesper unitlength of thetubeand fluid and Q is thestress respectively resultant on a cross ofa combined section tubeandfluid element, then force balance
gives
(1) (1)
ds-m ~~~~as
aQ
a2r(s, t)
/Ma + a\2 rst)+MdU t 2 +Mi-+Ud-is. at I' ('t)+M-Utdt at aS
Let M be thecoupleresultant on a cross section. Thenbalanceofmoments gives (2) -+txQ=0.
as
M isassumed Thecouple resultant tobe related tothekinematical quantities bythe Bernoulli-Euler equation
(3) M = EIt x
at as
where ofthetube.Furthermore, EI is theflexural rigidity sincethetubecenterline is
HOPF
BIFURCATION
PHENOMENA
215
we have inextensible
(4) ( (-) +( a)
=1.
andthe atthefixed endofthetubeis a constant thepressure for thecasewhere derived We flow. forturbulent in thetubeis thatappropriate motion to thefluid resistance ofthe andtothelength velocity tothesquareofthefluid itisproportional that assume to ofthelength ontheratio depends a which ofproportionality a constant L, with tube, ofthetubeandthe areaA, theroughness section cross rootoftheinternal thesquare oftheflow. number Reynolds integrated when direction, inthetangential element balanceon a fluid The force gives ofthetube, overthelength 2) Ma(Uo-U22
2taud wa a=a\ a2w d -L=O * -+-d|( /awa de-M dt J\at2 aS at2 aSI L
The unknownsof the problem are u(s, t), w(s, t) and U(t). The equations are
whichoccurswhen the tube is not in flowvelocity where Uo is the constant ofproportionality is theconstant x "friction factor" f= +//i/4 a = fL/IA with motion, end s = 0 ofthetube. at thefixed force pressure theconstant andMaU2 represents of = U(t) - Uo instead AU quantity the clearthat itbecomes theanalysis During variables the of forms and thedimensionless variable U(t) is themoreappropriate equations: ofintegrodifferential formidable system thefollowing satisfy
2
u (s, t), w(s, t) and AU(t), whichare takento be 7,

2 2 a2n 4
can be shownto ', and v respectively,
a-i2
+2po-+Pa
a27
ax ar
o 2a+ a4
aX aX
dv 2
v2]-2,3v [13(1-x) d + 2pov+v V =aX2ax2LPkXdTPO J
ax ari
a7
(5)
2a ax ax
a q1
a [a1{(a2)2 +(
2
ax
2
a2)
21]
2
aLaxJ)~xar anr(an where

77 L ';=LSv ~ L
Po=
M12S
=(EI
L(U - Uo), x=LL)

2
( l M (m+M)
L
1/2
= (M+M)
and
Lf Lf-7X
216
AND
T. S. LUNDGREN
ofthe an element lawsfor balance andmoment from theforce Equation(5) arises balanceon a fluid of force equation(6) is theresult takentogether, tubeand fluid (7) and equation overthelength whenintegrated in thetangential direction element conditions Theboundary form. (4) indimensionless condition states theinextensibility to be ([13]) canbe shown at theother at one endandfree a tubefixed for
(8)
(8)
=-=? 7= 71
at1 atx=O axax
and a
atx=1.2 a2 3= ax
__
__
atx=l.
on is dependent (5), (6), (7) and (8) which statement havetheproblem We thus /3 the represents rate, flow thestatic anda. Hereporepresents parameters three po,/3 offriction thecombination and thetubewhilea represents ratioofthefluid density ofthetube. factor andtheslenderness ofthezerosolution ina small neighborhood motions tostudy nonlinear We want ? >0, and let the scalingparameter ' 0, ;-0, v 0. We therefore introduce tov,itwill be shown in(1)). With regard that from that = E "2u (note this u isdifferent ofa. ofmagnitude ofv depends on theorder ofmagnitude theorder belowthat (5), (6) and (7) we have ; from 77= E1/2u andeliminating Introducing a2u ar22P axar
a2u
-+Po
2a 2u a4u
4 ax2+ ax a2ur
8(a-x)
=-2,8v
(9)
a2
aa
dv d+2pov +vJ2
2u a3u u3 a3 + aX23 2 [(X2) x aX2 ax ax Jx
a [au
1' rxi
{(ax a ar)
2L
j a2u \2
+ PO P ax2 +2PoX
2
4
axar,+7X-4) 2IdxJ+O(8)
3U
2+
+0
and
+a (10) dv+2poa-v d,r
dv
eJ[Jlax
~1 x [|
(dx
a2u\~2 a
arl
ax axar
-a2ua dx 2
ar axi
+ O(E2),
arethesameas in (8). conditions andtheboundary where a- a//3
differential side of theordinary notethatthe right of v. Let us first Estimate of r.Let function (10), for u(x,r), is a bounded equation anybounded (11)
u ) +du b(r)=J rrXj [IJ {( d2u~2~
aU a3U1 u dx+O(E). a2u d u21 dxv-u- dua axi axr ~aX aX ar2 J
as Then(10) canbe written (12) -=-a

Jr
+v)v -sE 6b(,r)] (2Po

a!
with on systems result of v(r) we can appealto Malkin's To obtainan estimate " [14] regarding Since(12) is a b(r)as thedisturbance. disturbance acting "constantly inthe ofdv/dr thesign examining isclear bymerely theresult scalar however, equation,
HOPF BIFURCATION
PHENOMENA
217
oftheorigin neighborhood v 0 for all b(r), noting that all r where Ib (r)I< bofor bois It is clearthat somepositive number. there a positively inthe exists invariant interval ofv 0 which neighborhood is of 0(E/a). a represents We recall that theslenderness ofthetubeandtherefore isusually not small. We canchoose a = 0(e8), rc 0,inwhich a caseitisrelated toE orwecanchoose tobe independent ofE.The secondcase is thephysically more realistic one.Thustwo casesarise. inthefirst (i) Ifr> O, then order v is o (E) andtherefore where terms theory only of0(E) aretaken into influid Corrections duetochanges account, v(-r)canbe ignored. inhigher shalloccur velocity order calculations. (ii) Ifa isindependent ofE orr= 0, v(r) = 0(E) andthus v(r) hastobe considered inthefirst order In this in(9) itself. ofequations theory case,wehavea coupled system and(10) with v= EV. The analysis given belowis for themorecomplicated case (ii) becausetheresults forthecase (i) can easilybe derived from thoseforcase (ii). The final and results conclusions for be shown that there is both thecases.Itwill are,ontheother hand, given a qualitative difference intheresults for thetwocases. foru,forE = 0, invector form. The boundary Equations valueproblem
a2u 82
a-P
- + 2po13 ax
82 84 + 4-. 282 +Po ~-2 ax a axar
a2u,
2U a4U
O,
u=-=O
au
atx=O,
a2u a3u 2-= =O atx=l Ax Ax
itcanbe converted toa standard for isnonstandard [15].Although eigenvalue problem with which vector there aresomefundamental this conversion we difficulties functions, intheAppendix. Theformulation which isnotunique, assures the discuss given below, ofthelinear anditsadjoint. oftheeigenfunctions appropriate orthogonality operator a derivative with to x. Let denote Let a prime respect (13)
ua=2
and ui
=-+2popu
Then(9) and (10) canbe written inthevector form (14) and

(15)
) au= 62 --Lu+sN1(u)+EN2(U, V)+O(? ) Or ---2potv
a -
+ g(u) +
0(?)
where u=(l)
Nl (u)
N ( 3;-
0=
[{(2)+uuu}
-P20po(."()i)
{( 2)+ 2U'2U'2U [U v2 2 2}+ui 2 po

/u2+2povu
2+Pu2
0PU
(u1) u2(2poj6u -p o 2 U2-2 ( 2)} dx2}dxl13 2)d2dij

~~~~~~~~0
-2pof3u')]
N2(u,&)~[(lx)
+ 2pof3u'i + 4p f32 u'-2i5f3(u'
218
AND
T. S. LUNDGREN
and
g Ju
o
1 rx ,
aolx
2u
aU
3u
)+y.X
r2J dx
u Or2
u ul
a J dx.
Linearized For E = 0, theboundary equation. valueproblem for u reduces to

(16) au=Lu Or
U2(0, t) = U2(0, t) = U2(1, t) = u"'(1, t) =0.
with we find u = w(x)eAT, that theeigenvalue for(16) is Letting problem

(17)
Aw= Lw
with boundary conditions

w2(0) = w2 (0) = W2 (1) = w ' (1) = 0.
thesolution to be oftheform Assuming theexponent w2(x)= A2eax, we getthat ''a must satisfy
'
(18)
2= a +pOa2+2po0/Aa+A2=0
22
alongwith
r1
(19) (19)
a3ea1
1
2a3 a3 a3e
a3ea3
1
2a a2ea4 -4
a3ea4
2 2aa a a2 ~~~~det 1 a2e2 det[a1e

a3ea2
where of(18) and(19) results from roots theboundary ai(A), i = 1,2, 3, 4 arethefour conditions. of(17) then The solution takestheform (20)
w2(x)=
i=l
4 E
A2i eaix
intheai(A),itis a transcendental inA.The Since(19) is transcendental equation A are known to be denumerable no finite with eigenvalues accumulation points [16]. sincethe coefficients if complex, Furthermore, are real,the eigenvalues, occurin complex conjugate pairs. The eigenvalues obviously depend on po and p. For po=0 the problemis to theproblem andreduces ofa simple cantilever beam.The eigenvalues self-adjoint when be shown to be imaginary with A= iwwhere satisfies Go po= 0 caneasily (21) 1+coshlcocoslco=0. Forpo> 0 andsmall, all theeigenvalues half areintheleft plane.Thiscanbe seen as follows: Let pobe small. Thentheproblem (17) takestheform (22)
wij +A2 w2=-2,3poAw +0(pg) w2=w2=0
theboundary conditions alongwith atx=0 andw2 =w =0 atx=1.
HOPF BIFURCATION
PHENOMENA
219
Sincethesolutions are analytic intheparameter po,we let (23) and

A=
00
W2=
Z
p=o
wp
W2JPO
j=o
A1p'o.
Thenequating ofpowers coefficients ofpo,we see that of 0(1) give terms (24) with along
w20=w20=O (25)
w20+Aw20=0 atx=O andw' =w?"=0 atx=1,
while, from terms of O(po), one gets

wivX +A2w =-2,fAowo -2AoA 1W20 = w21=O atx = 0 w21
where andw'1 = w" =O atx = 1. to higher Similarly equations order terms canbe obtained. corresponding an explicit forw20(x)canbe calculated, Although we getourresult expression by merely thenecessary applying condition totheproblem solvability (25). The "solvabilcondition" ity thatw20(x) must states be orthogonal to theright sideof (25), that is,
1
w 20w(X)W20(X) dx+A1
J
1
w2o(x)
dx =0
or
Al
However,
1
lo W20(X)W20(X) dx
(x) Jo,W20o
1
dx
1
w 20 (X)w20(x)
dx = w20(x)I-
W2o(x)W2 (x)
dx
andthus taking theboundary conditions intoaccount, we obtain A

(x)dx o,Ww20
It then thatfor13>0, A1is real and negative follows and A= iw+Alpo+ O(po). Sincethis istrue for eachrootw of(21),itfollows that theeigenvalues for and posmall areintheleft positive half plane. We areinterested inthenonlinear behavior ofthesystem for valuesofthe larger that parameters makethelinearized system unstable. Instability canoccur when for a given f, po(i.e.,theflow rate)is increased-to-a critical valueatwhich an eigenvalue or several eigenvalues crossintotheright halfplane.To study thebehavior of all the for eigenvalues allpo> O isa very difficult task. We merely postulate that theinstability occurs when for some value of PO= Pcr> 0 there is a pair of complex conjugate
220
AND
T. S. LUNDGREN
eigenvalues that crosses theimaginary axisfrom theleft totheright half ofthecomplex itis assumed plane.Furthermore, that, for 0 < Po Pcr,alltheother eigenvalues remain intheleft half plane. More precisely, thereexistsa pair of complexconjugate eigenvalues A and A,A A(po,,3), such that
A(Pcr, 1)= iWo, wo0 and dRe(A) dpo
PO=Pcr
#0.
as is wellknown, Theseconditions, aretheconditions for a Hopfbifurcation [16]. In Fig.1 numerical solutions for thebehavior ofthethree lowest eigenvalues as a function ofpoareshown for thecasewhen that thebehavior isquite .82 = 0.60.Itisclear iftheremaining complicated. We notethat eigenvalues remain intheleft half planefor all po,0 < Po Pcr, then thenumerical solutions agree with ourpostulate. We alsonote that theeigenvalue tothesecond corresponding eigenvalue oftheself -adjoint problem = is the one that into half the of the This has been goes (Po 0) right complex plane. observed byothers from [3],[5] both numerical calculations andbystudying the"mode shape"oftheperiodic bifurcated motion experimentally.
-40
P?2 =0.6
?1 2 -20
r 2nd Mode
100
201
2j
20 .'N
2C
I - II .
I ,.
1 .
velocity po.
FIG. 1. Behavior tothe lowest modes as a function ofeigenvalues corresponding ofthe system ofthe flow
toeacheigenvalue isaneigenfunction reorder w").We first Corresponding Aithere = Acr. theeigenvalues theone corresponding to thecritical so that eigenvalue Acris A1 The corresponding periodic solution, for p - po,is (26) u(7r, x) = 2 Re (w ')(x) eiwoT) to theeigenvalue where A1. w(')(x) is a vector eigenfunction corresponding To obtain ofthenonlinear theperiodic solution tothe weneedtheadjoint problem linear problem (16). ofx,wedefine Ifa(x) andb(x) arecomplex vector valued functions Adjoint system. theusualL2 inner product (a, b)
0
aT
dx
HOPF BIFURCATION
PHENOMENA
221
L* toL istheoperator adjoint Theoperator conjugate. complex denotes overbar where which for
(La, b) = (a, L*b).
to (16) is adjoint problem Thentheeigenvalue (27) where q(x) = (qi(x)) Aq= L*q
L*
atx=0
(_2(jl(.)iV
2po3( )')
conditions theboundary while ql(x) satisfies

ql=q.=0 and
q'l +pgql=o, q'i +p2q' -2po,8Aq1=0 atx=. oftheadjoint Ais an eigenvalue then oftheoriginal problem IfA is an eigenvalue imaginary pure a of pair has also = problem Thus at Po Pcr, the adjoint problem. original the for the eigenfunctions that, given ?icoo.In [13] it is shown eigenvalues ifAX Specifically problem. adjoint for the eigenfunctions the onecancompute problem, is problem of the adjoint eigenvector component first then the eigenvalue is thefth
(28) q 1 (x)
j =1
Z ak,A2k;eaki(-x)
thekth andA2ki is as in(20) alsofor eigenvalue of(18) for thekth root ak1 is the where eigenvalue. outto be turn problem adjoint
vectorq(r) of the relationsbetweensthvectorw(s)and the rth The orthogonality
(w(s), q(r)) = 5rs
delta. is theKronecker where5rs periodic We now computethe nonlinear into periodicsolution. Bifurcation the in the Introduction, As stated ofPcr. for valuesofpointheneighborhood solution calculations, The actual of lines [11]. is alongthe basisof theanalysis mathematical ofthework [17] for for ourcase,andareinthespirit adopted area variation however, oscillations." "monofrequent
+ 8AL in the solutionswhenpo is near Pcr,let Po= Pcr Since we are interested = is by given e of the linear problem solution For 0, theperiodic uO= a[w(1)ei" +*(1) e-i+]
(29)
For this k= f- or, is thephaseofthemotion. and ko where"a" is theamplitude is of the solution k and a and are arbitrary theperiod 2r/rlwo. linear problem, as thesumu = uo+ ywhere uoliesinthesubspace For e $ 0, letu be decomposed tothe orthogonal all "a" and kwhile yliesinthesubspace byw(l)and*w')for spanned in a manifold = lies solution e the q(l)andq(l) For 0, periodic M(M) eigenvectors adjoint that [11],fore $ 0, we assume byw(l)and*w')forall "a" and f.Following spanned manifold center a smooth invariant exists (i) there M(e): y=y*(a, ,k),
0 =y*(O, q, eA)
aa
(0,X,0)
222
AND
T. S. LUNDGREN
to the(a, X,,tu)space; passing through theorigin u= 0, andtangent on M(e); (ii) thedifferential a smooth flow equation induces forte (-co, co) lie on M(e). (iii) all orbits lying neartheorigin at oftheeigenvalues thedistribution given Theseassumptions, although plausible, the in mindand using a proof. Withtheabove assumptions Po= Pcr,clearly require themanifold, let a and f as variables variables parameterizing (30) and (31) v =vo(a, f)+esj(a, )+0(e2) onthemanifold while onx andr hasbeensuppressed, where thedependence M(e), let thesolution be given by (32)
da= dr
=r di-
u = uO(a,) s?ul(a,,
f, ,)+0(e3) + s+e2u2(a,
(a)+82A
(a)
)+
0 (3),
w00+ sB(a, ,)+ e2B2(a,
,u)+0(s3).
for to obtainexplicit expressions We shall now developa formal procedure andequations u;', j = 0, 1,2,* A, B, j=1, 2, governing ofe byintroducing interms ,uas: Lettheoperators L, N1andN2,also,be expanded
L(po)
+ E,) = L(O) + s ot3L L(pcr apo
N1(u,po) = N1(u,Pcr+EtA) N)(u, = Ni(uo, 0) + sdpo p
A)
)U1+ 0(S 2),
(uo, 0) +sNiu(uo,
(33)
NA(U,v,po)-=N2(U,v,,u)
= N2(uo,vo, Vo,0)u 0) + s N26(uo, Vo,O)v1+ SN2u(uo, +s aN22 at-(uo, Vo,o)+o((2)

aPo
and
+ 0(e2) g(u) = g(uo) + egu(uo)ui
oftheoperators N1andN2with derivatives andN2V areFrechet where respect N1u, N2U to u. ofg(u) with derivative and guis theFrechet to u and v respectively respect with Theoperator ?icoo corresponding eigenfunctions w(l)(x) L(O) haseigenvalues realparts. ofL(O) havenegative and*(1)(x).All other eigenvalues andequating (32) into account, Substituting (30),(31),(33) in(14) and(15),taking ofs, we get ofequal powers coefficients forso (34)
(35)
coo
-+
L(O)uo,
dir
= g(uo); 2po&avo
HOPF
BIFURCATION
PHENOMENA
223
forsi: (36) au, Wu-= au aLau L(O)ul+/i-duO+N2(uo, vo,O)+Nl(uo, O)-du-A1-uB1i, aa aPo
a q,
aq
(37)
dvi2 + 2poa-v-, - avo. = gu(uo)ul di-
Let us now findthe solutionssequentially.uo, as definedin (29) satisfies (34). Then g(uo) is knownand since g is quadraticin u, the solutionfor(35) is of the form (38)
= a2(El+ E2 e2 +E2 e2") vo(7r)
whereE1 and E2 are constants determined a-. by g(uo) and the constant Now,letus turn our attention to terms of 0(e). SinceNj(uo, 0) is periodicin X with period217r and is cubic in uo, it has a complexFourierrepresentation (39) where
4lm(a, x)
Nj(uo, 0) =
m=-+1,3
' 41(a, x) eimqI
N(uo, 0) eim dqi,
m= ? 1,3.
The vectorfunctions 4Dm(a, x) can now be expanded in eigenfunctions w(l)(x) and w)(x), i = 1, 2, 3, ... , so that
(Dm(a,X) =
with q5 (a)
=
00
-00
(n)(x) ,m (a)w
(4V(a, x), q((n))
of the adjointproblem. whereq(n)(x) are the eigenfunctions Similarly
(40)
and (41)
v10, N2(uo, 0)=
m=-+1,3 -oo
Om eimqI Ekm(a)w(n)(x)
00
aL(O) uo
aPo
e'1'+n-') [3(n1) -00
0 Z
e""]w()(x)
ilWn()
Let us also expand the solutionul as
(42)
ul(a, 0,x,
M =-fi1,3
-00
-o
u)=,b (a,/i)w )x )
nm
3e im
224
A. K. BAJAJ, P. R. SETHNA AND T. S. LUNDGREN
Substituting (39), (40), (41) and (42) in (36) we get

M =41,3
m==?13
{ i be(a,
-oo
x)[imWoAn]W( )(x)} eqim

E
m=-+1,3 00-oo
[,km(a) +
n
m (a)]w (n)3(x
( ne
l
emq
iq iq + )ei](n) + ua n)e E [l
-00
-Al{w(l)
ei' + *(i) e
}iI
iaB l{w(l) e'q'-
(1) e
1'}.
To assure theperiodicity oful, we choose (43) or

AI + iaB1 =
Al +iaBl = ,uasl + +11 +21
af3 + ((D a1
q+))
2',
,ua/3n
theother Comparing terms, we get

b1(a,
(44) and
(45) b3
bn (a, /i)
+)=lnA'1)(a) + 0k2n(a) +
(iwo-An) n=?2,3,* ,
b'(a,Au)=O,
(a) ln a)+2k 23) (3) 0 n0 I 3iwo-Akn iw=-A
a+ ()
E
n=i1
,3
n=?1,2,3,-..
Thus,
ui(a, (46)
u(a x @ )
x, , /i) =
m=4?1 -oo,no$l
+
E Y,
q/ k.() (+?2n ()+a3m eimI X~ln (a+an w)(x)} W(n)(

imo
c) O{m)(a)+A2m
M=4-3 -oo lftoM -An
(a)
-An
x)}e
of(36). is thesolution andconstruct to thesolution. we can continue higher approximations Similarly, (1) aregenerated q (1) and k Nowletus consider by The terms (43) insomedetail. inu so that thenonlinear terms 0) iscubic Ni(uo,0) andN2(uo,vo,0) respectively. N1(uo, as 0(1) canbe written
(l) ==a 3(C31+iD31)
whereC31 and D31 are constants 0) on the determined by theprojection of N1(uo, is 0) is linear inuoandv-o eachwhile adjoint eigenfunction q(l).Similarly, N2(Uo, v-0 Vo, in "a". Therefore as quadratic 0 12)canbe written
(12)- a3(C32 + iD32)
andphaseequations andtheamplitude (32) become

(47)
Li= 8 [IaCi + (C31 +
C32)a
3]+ 0(82)
HOPF BIFURCATION
PHENOMENA
225
and (48) where

e o=wo+ E[LD1
+ (D31+D32)a2]+ 0(e2)
,8(1l) C, + iDl.
"a" ofthebifurcated small-,theamplitude case (C31+ C32)#0 andfor In thegeneric by is determined periodic solution
(49)
a 2o= (C31 + C32)
1LC
+ C32).The on thesignof (C31 solution of thisbifurcated depends The stability when + C32) is negative whileit is unstable is stablein case (C31 solution periodic while casethebifurcation issaidtobe "supercritical" + C32)ispositive. In thefirst (C31 case this to the second case. In the nongeneric refers bifurcation "subcritical" to terms in (32) haveto be evaluated ofa3 vanishes order higher andthen coefficient and itsstability oftheperiodic solution [11]. In thecase of theamplitude determine unstable obtained solutions, gives approximation sincethefirst bifurcation, subcritical solution Ifa stable inany periodic observed experiment. the onesphysically they arenot terms canbe obtained order higher byevaluating andstability itsamplitude doesoccur, in (32).
isgiven isgiven (48).Thenewfrequency byequation solution ofthe periodic oscillation by

(50) (y) = ojo+-[kDi + (D31+D32)a 0
Once having determined"a" as above, the correctionto the frequencyof
It iscklar that We shallnowdescribe thenumerical anddiscussion. results, Results theassumptions /3, parameters on three behavior depends thesystem po,and a with If a 0(6 ) and r?0, the of solutions. a determining thetwocategories regarding theresults and we can take in theflow velocity do notenter effect ofthevariations = 0. In casea isindependent ofE, C32 andD32 ingeneral arenotzeroandwe C32 D32 = system. havethecoupled on/8 atwhich occurs, depends Hopfbifurcation valueofpo,namely Pcr, Thecritical for certain A graph ofPcr vs./32 isgiven inFig.2. Itisseenthat manner. ina complicated the caseswhere ofPcr. ifwerestrict tothose ourstudy arethree values However, ,8there is ofthePcr vs./2 curve Pcrthen wereach thepart until that isincreased flow gradually to thediscontinuous ofinterest is restricted curve B1, C1,D1, B2, C2,D2. Thus,all to valuesofPcrthat theoretical belowshallbe restricted given curves and discussion it. from thediscontinuous curve andperturbations follow for ofthenonlinear thecase (i) aregiven. Theseresults In Fig.3, results analysis of C1, C31 and tubes.It showsthevariation slender applyto thecase of relatively for oftheamplitude ofthebifurcated solution periodic thesquare which gives C31j, 1C1/ all/ confirming that thezero thefact C1> 0 for of/2 We notethat A = 1,as a function > Pcr. It is also seen thatC31 is alwaysnegative forPO u 0 is unstable solution inthecaseofslender andthus that, valueof/8 wehavetheconclusion ofthe irrespective and thatthereexiststable forall /3 are supercritical tubes,the Hopfbifurcations of with those inFig.3 areinmarked contrast for solutions , > 0. The results periodic andHerrmann Rousselet [10].
226
15-
AND
T. S. LUNDGREN
UNSTABLE
Da
CI~~~~~~~~~D
5
4
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
vs.j32. velocity flow FIG 2. Critical
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0
0~~~~~~
-4 -
/ -8 -
~~~~~~~~~5N-A
C3112
-16
C31
'
//
_
10- 1c1ic311 ~~~~~~~~~~~~~C1 6 1 ,/IC3,~~~~~~~~~~~IC/C1

15-
Cfj
---C3,
--
Ic,,c20I
2~~2
FIG. 3. Cl, C31 and IC1/C311 vs.,.
= 0(e), aregiven inFigs.4 and5. For thecase (ii),i.e.,whenv(ir) for The results thevalueofC32is However, as for the case (i). the same this case,C1 and C3. remain = which, a factor" "friction on is the where f it inthis caseand depends nonzero Lf/IA, flow. of the number Reynolds the ofthetubeand ingeneral, on theroughness depends values taking numbers Reynolds of fora widerange constant is relatively Thisfactor 4 shows ofC3 -(C31+ C32), as a function variation the 0.004and0.015.Figure between for a = 1.6 and a = 0.8 are always 2, C3 valuesof a. The valuesof ofp fordifferent /3 ofthe inspite bifurcations supercritical we againhaveonly for any andthus negative in Fig.5 It will be shown into account. havebeenta-ken fact that fluid changes velocity > a also we have comparison, of 0.71. Forthepurpose that this is thecase as longas = + a C32 very for C3 C31 curve the that as increases, for Itisclear shown thecurve C31. value a realistic that, perhaps, indicating forC31thereby thecurve approaches rapidly
HOPF BIFURCATION
PHENOMENA
227
ofa, above whichvelocity fluctuations need notbe takenintoaccountin theanalysis, is somewhere around2 to 3. When a < 0.71, forinstanceif a = 0.4, C3 has both negativeand positivevalues and thusdependingupon thevalue of /3 supercritical or subcritical bifurcations occur. FromFig. 4 itis seen thatas a is decreased,theproportion of C3 taking positivevalues increases.Thus one expectsthat,foreach /3, thereis a critical value of a, a = acr, such that fora > ac,r C3 is negative whilefora < acr, C3 is positive. fora given/3, if Therefore a > acr, thezero solutionu 0 bifurcates supercritically intoa stableperiodicsolution whereasifa < acr, the bifurcation is subcritical.
4 0
0.2
C3//
-8
-12 -16 _
'I~~~~~~1
-X=1.6
a0.4
0X=0.8 C 31
FIG. 4. C3 VS. ,3 for various values of a.
The variationof acr as a function of /32 is shownin Fig. 5. For a > 0.71, all the bifurcations are supercritical while for a <0.71, the bifurcations can be super- or subcritical dependingon the value of /3.It must,however,be emphasized that this aspect of the resultsfor the case (ii) is different fromthe qualitativeresultwhich the cases (i) and (ii) based on the orderof a. We note thatforvalues a, distinguished a <0.71, there are several intervalsof /3where the qualitativebehavior alternates between super- and subcritical bifurcations. Althoughthe resultsof Rousselet and Herrmann [10] also predict bothsub- and supercritical fordifferent bifurcations values of/3, ourresults in thatour analysis differ showsthatforthesame /3 itis possibleto have or subcritical bifurcation supercritical dependingon the slenderness parametera. Experimental results.We wishto reportthe resultsof some criticalexperiments thatgivequalitative verification of the theory and numerical resultspresentedabove. We performed withthreedifferent experiments lengthsof Latex rubbertubes using water as the fluid.The internaland externaldiameterswere 0.25 and 0.43 inches respectively which gives/32= 0.342. The tubeswereoflengths 24.0, 11.2 and 5.8 inches respectively whichgave corresponding values of a as 1.105, 0.493 and 0.232 whenthe values off were takento be 0.0102, 0.0097 and 0.0088 respectively. The theoretical results presented givethecritical value of a for/32 =0.342 to be 0.440 and thuspredict in thecase ofthefirst supercritical bifurcations twotubesand subcritical in bifurcations the case of the thirdtube. The experimental observations were foundto be fullyin withthesepredictions. agreement
228
A. K. BAJAJ, P. R. SETHNA AND T. S. LUNDGREN
1.0 Supercritical
0.8 _
a 0.6
0.40.2 0
Subcritical
0.1
0.2
0.3
0.4
0.5
)32
0.6
0.7
0.8
0.9
a vs.f3 FIG. 5. Critical "slenderness parameter"
ofthe thedifficulty Appendix. Hereweshall discuss with associated theconversion intovector nonstandard form. [15] scalareigenvalue problem The nonstandard is eigenvalue problem (A.1) (A.2)
2w = O wiv+pgw" +2po0fAw'+A
with boundary conditions w=w' =O atx=O

U = U2,
and w"= w"'=0

U1 = i2 = i
atx=1.
form is to convert The standard thelinearized choice, equation (9) intovector which thelinear gives system (A.3)
whereu = (uI, U2), a = Llu
(A.4)
Li
-2po/3(
*)'
-po2( *)"-_(
*)
conditions theboundary and u2 satisfies (A.2). for(A.3) is The eigenvalue problem

(A.5) Aw=L1w
functions beingw(r.
where w2satisfies (A.2). of (A.5) with thecorresponding Let A, r= 1,2, ***, be theeigenvalues eigento (A.5) turns outto be theproblem UsingLagrange's formula, adjoint L*q=gq (A.6)
HOPF
BIFURCATION
PHENOMENA
229
where (A.7)
L* = [2poG(
)'
1]
If Aj and q(i) are the eigenvalue-eigenvector pair for(A.6), thenq(i) satisfies the boundary conditions
qi) =ql()
q (i) +P2qW = qif/i) +p2q ") -2p'lArq Now,taking (A.4) intoaccount andusing
(A.9)
0 Vr,j,r#j.
(Liw(r), q(i)) = (W(r), L*q(i))
(A.8)
=0
atx=O
and =0
at x = 1.
it can be shownthatwe do not get the usual orthogonality relation (w(r), q(i))=
Thisdifficulty can be overcome byredefining ul and u2 in (13). Thischoicewas suggested The process, byDavid H. Terman. is notunique. however, An alternate formulation which is notinthestandard form butwhich doesgivea weighted condition isduetoC. S. Hsu.In this orthogonality formulation weconvert the scalar to a vector oftheform problem system
M-=
au
L3u
whereu=(ut, u2)',
u1= u, u2=u,
M=j7
2PoI
)]
and L3=[O)1
P(
()v].
In this case theorthogonality relations turn outto be

(Mw(r)
q(S))
rs
and
(L3W(r), q(r)) = Ar,
r,s = 1, 2,
REFERENCES [1] T. B. BENJAMIN, Dynamics ofa system ofarticulated pipesconveying fluid.L Theory, Proc. Roy. Soc. London Ser.A. 261 (1961),pp.457-486. [2] ofarticulated , Dynamicsofa system pipesconveying II. Experiments, fluid. Ibid., 261 (1961), pp. [3] R. W. GREGORY AND M. P. PAIDOUSSIS, Unstableoscillation oftubular L cantilevers conveying fluid. Theory, Ibid., 293 (1966), pp. 512-527. [4] , Unstable oscillation oftubular cantilevers conveying fluid.II. Experiments, Ibid., 293 (1966), pp. [5] [6] [7] [8] [9]
AND T. N. ISSID, Dynamicstability ofpipesconveyingfluid, J.Sound and Vibrations, 33 (1974), no. 6, pp. 267-294. P. J. HOLMES, Pipes supported at bothends cannotflutter, J.Appl. Mech., 45 (1978), pp. 619-622. , Bifurcations todivergence and flutter inflowinducedoscillations: a finite dimensional analysis,J. Sound and Vibrations, 53 (1977), no. 4, pp. 471-503. A. L. THURMAN AND C. D. MOTE, JR, Nonlinear oscillations ofa cylinder containing J. flowing fluid, Trans. ASME Ser. E, 91 (1969), pp. 1147-1155. Engrg.forIndustry, J.ROUSSELET AND G. HERRMANN, Flutter ofarticulated pipesat finite amplitude, J.Appl. Mech., 44 M. P. PAIDOUSSIS
487-499.
528-542.
(1977),pp. 154-158.
230
[10]
,
AND
T. S. LUNDGREN
script. J. Differential Equations, 26 and bifurcation, [11] S. N. CHOW AND J. MALLET-PARET, Integral averaging (1977), pp. 112-159. Arch. stability, and their timeperiodicsolutions [12] D. D. JOSEPH AND D. H. SATTINGER, Bifurcating Rational Mech. Anal., 45 (1972), pp. 79-109. of forflowinducedmotions Stability boundaries [13] T. S. LUNDGREN, P. R. SETHNA AND A. K. BAJAJ,
Manucantilever velocities, fluidnear critical pipesconveying Dynamic behaviorof continuous
64 (1979), pp. 553-571. nozzle, J. Sound and Vibrations, an inclinedterminal tubeswith Prikl.Mat. Mek., 8 (1944), pp. actingdisturbances, in thecase of constantly [14] I. G. MALKIN, Stability 241-245. Operators, PartI, FrederickUngar,New York, 1968. [15] M. A. NAIMARK, Linear Differential Springer-Verlag, and itsApplications, [16] J. E. MARSDEN AND M. MCCRAKEN, The Hopf Bifurcation
New York, 1976.
[17] N. N. BOGOLIUBOV AND Y. A. MITROPOLSKY, HindustanPub., Delhi, 1961. Oscillations,
Asymptotic Methodsin the Theoryof Non-linear

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Hopf Bifurcation Phenomena in Tubes Carrying a Fluid Author(s): A. K. Bajaj, P. R. Sethna and T. S.

SIAM J. APPL. MATH. Vol. 39, No. 2, October 1980

and Applied Mathematics 1980 SocietyforIndustrial 0036-1399/80/3902-0003 $01.00/0

IN TUBES CARRYING A FLUID*

r(s,t) +dU t(s, t)

/Ma + a\2 rst)+MdU t 2 +Mi-+Ud-is. at I' ('t)+M-Utdt at aS

Let M be thecoupleresultant on a cross section. Thenbalanceofmoments gives (2) -+txQ=0.

where ofthetube.Furthermore, EI is theflexural rigidity sincethetubecenterline is

u (s, t), w(s, t) and AU(t), whichare takento be 7,

can be shownto ', and v respectively,

v2]-2,3v [13(1-x) d + 2pov+v V =aX2ax2LPkXdTPO J

aLaxJ)~xar anr(an where

L(U - Uo), x=LL)

at1 atx=O axax

2u a3u u3 a3 + aX23 2 [(X2) x aX2 ax ax Jx

+a (10) dv+2poa-v d,r

arethesameas in (8). conditions andtheboundary where a- a//3

as Then(10) canbe written (12) -=-a

+v)v -sE 6b(,r)] (2Po

82 84 + 4-. 282 +Po ~-2 ax a axar

a2u a3u 2-= =O atx=l Ax Ax

Then(9) and (10) canbe written inthevector form (14) and

{( 2)+ 2U'2U'2U [U v2 2 2}+ui 2 po

(u1) u2(2poj6u -p o 2 U2-2 ( 2)} dx2}dxl13 2)d2dij

+ 2pof3u'i + 4p f32 u'-2i5f3(u'

Linearized For E = 0, theboundary equation. valueproblem for u reduces to

with we find u = w(x)eAT, that theeigenvalue for(16) is Letting problem

with boundary conditions

2 2aa a a2 ~~~~det 1 a2e2 det[a1e

theboundary conditions alongwith atx=0 andw2 =w =0 atx=1.

Sincethesolutions are analytic intheparameter po,we let (23) and

w20+Aw20=0 atx=O andw' =w?"=0 atx=1,

while, from terms of O(po), one gets

andthus taking theboundary conditions intoaccount, we obtain A

conditions theboundary while ql(x) satisfies

w00+ sB(a, ,)+ e2B2(a,

N1(u,po) = N1(u,Pcr+EtA) N)(u, = Ni(uo, 0) + sdpo p

= N2(uo,vo, Vo,0)u 0) + s N26(uo, Vo,O)v1+ SN2u(uo, +s aN22 at-(uo, Vo,o)+o((2)

forsi: (36) au, Wu-= au aLau L(O)ul+/i-duO+N2(uo, vo,O)+Nl(uo, O)-du-A1-uB1i, aa aPo

dvi2 + 2poa-v-, - avo. = gu(uo)ul di-

' 41(a, x) eimqI

N(uo, 0) eim dqi,

(4V(a, x), q((n))

of the adjointproblem. whereq(n)(x) are the eigenfunctions Similarly

v10, N2(uo, 0)=

e'1'+n-') [3(n1) -00

Let us also expand the solutionul as

A. K. BAJAJ, P. R. SETHNA AND T. S. LUNDGREN

Substituting (39), (40), (41) and (42) in (36) we get

x)[imWoAn]W( )(x)} eqim

iaB l{w(l) e'q'-

To assure theperiodicity oful, we choose (43) or

Al +iaBl = ,uasl + +11 +21

theother Comparing terms, we get

(a) ln a)+2k 23) (3) 0 n0 I 3iwo-Akn iw=-A

q/ k.() (+?2n ()+a3m eimI X~ln (a+an w)(x)} W(n)(

andphaseequations andtheamplitude (32) become

Li= 8 [IaCi + (C31 +

and (48) where

isgiven isgiven (48).Thenewfrequency byequation solution ofthe periodic oscillation by

Once having determined"a" as above, the correctionto the frequencyof

vs.j32. velocity flow FIG 2. Critical

10- 1c1ic311 ~~~~~~~~~~~~~C1 6 1 ,/IC3,~~~~~~~~~~~IC/C1

FIG. 3. Cl, C31 and IC1/C311 vs.,.

10- 1c1ic311 ~~~C1 6 1 ,/IC3,~IC/C1