Nonlinear Dynamic Course

Dynamical Systems 2013
Class 1
Department of Electrical Engineering
Eindhoven University of Technology
Siep Weiland
Class 1 (TUE) Dynamical Systems 2013 Siep Weiland 1 / 46
Part I
Organization of the course
Outline of Part I
1 Organization of the course
Material and contacts
Schedule and topics
Exams and gradings
Organization Material and contacts
website and course material
Website:
http://w3.ele.tue.nl/en/cs/education/courses/dynamical systems/
Material:
Book
Nonlinear Dynamics and Chaos:
with applications to Physics, Biology, Chemistry and
Engineering
Author: Steven H. Strogatz
Publisher Perseus Books
new USD 175, used USD 43
Slides and handouts
Organization Material and contacts
Contact information
Contact information
Siep Weiland
Potentiaal 4.34;
Phone: +31.40.247.5979
Email:s.weiland@tue.nl
Student assistant
Handumant Shekhawat
Potentiaal 4.34;
Phone: +31.40.247.xxxx
Email:h.shekhawat@tue.nl
Organization Schedule and topics
Purpose of this course
Aim:
After this course you can
distinguish among particular classes of NL systems
analyze stability, periodicity, chaotic behavior, bifurcations, hysteresis,
attractors, repellers, limit cycles
eciently simulate and analyse NL evolution laws
appreciate this research area
Lectures
What ? When ? Where ?
Classes Thursdays 13.45-15.30 Auditorium 10
Instructions Mondays 15.45-17.30 Auditorium 13
but subject to changes. . .
Questions:
Ask questions !! (Why? How? What? So what? When? . . . )
Schedule and topics
Weekly schedule 2013.
Week Monday (Aud 13) Thursday (Aud 10)
1 - September 5
2 September 9 September 12
3 - September 19
4 September 23 September 26
5 - October 3
6 October 7 October 10
7 - October 17
8 October 21 October 24
Schedule and topics
Week 1 Organization an phase ows
Week 2 Potential functions, Matlab implementation
Week 3 Bifurcations and their applications
Week 4 Two dimensional ows and stability
Week 5 Dissipativity and Hamiltonian systems
Week 6 Limit cycles
Week 7 Poincare-Bendixson and oscillators
Week 8 Chaotic systems
Organization Exams and gradings
exams and gradings
Exercises
We will make exercises in and outside class hours
May need to bring your notebook (will be announced)
Solutions are always posted on website.
Exams
Regular exam E
Project P (take home style)
Details follow
Final grade
G = round (E + (1 )P) with =
1
2
.
Part II
Todays lecture
Outline of Part II
2 Motivating examples
3 Linear systems
Linearization
4 Nonlinear systems
General structure
Fixed points
5 Stability of xed points
Stable xed points
Unstable xed points
Verifying stability of xed points
6 Summary
Motivating examples
Outline
3 Linear systems
Linearization
4 Nonlinear systems
General structure
Fixed points
Stable xed points
Unstable xed points
6 Summary
Motivating examples
Example 1: dynamics in air ows
Integrated Roof Wind Energy System (IRWES project)
modeling of wind ow inside and
around funnel
design of control system to regulate
louvers
- prevent turbulence
- constant wind speed
Motivating examples
Example 2: phase-lock loops (PLLs)
Classical PLL control loop conguration
VCO LF PD
1/N
- - -
v
o
v
i
6
-
PD: phase detector
LF: loop lter
VCO: voltage controlled
oscillator
1/N: Divider
Used in many, many applications for
carrier synchronization
carrier recovery
frequency division and multiplication
demodulation schemes.
Aim: lock frequency of output voltage v
o
to frequency of input voltage v
i
Motivating examples
Example 3: Laser beams
Monochromatic, coherent and
directional light produced via
stimulated photon emission
(1958)
Application of lasers in
CD/DVD players
eye surgery
optical communication
welding, cutting, blasting
concerts
dental drills
. . .
Motivating examples
Example 4: Meteorology
Atmospheric turbulence
Hurricane path prediction
Tropical storm TORAJI path forecast, September 5, 2013
Turbulence and cyclone path predictions are dicult for good reasons
Motivating examples
Example 5: Unpredictable circuit behavior
A very simple electronic circuit
2 nonlinear diode characteristics
Its voltage behavior
2.5 2 1.5 1 0.5 0 0.5 1 1.5 2 2.5
0.5
0.4
0.3
0.2
0.1
0
0.1
0.2
0.3
0.4
Motivating examples
Example 6: Electrical power networks
Main trends
Liberalization of power market
From monopolistic to competitive
market
Increase of complexity
Increase of distributed and renewable
power generation
wind turbines, photovoltaic cells,. . .
contribute to power generation but
not to stabilization
changes of transmission structures
Aim:
Stable operation of power net
Motivating examples
Example 7: computational uid dynamics
Control variables:
temperature
velocity
Constraints
maximum temp.
fuel constraints
emission constraints
temp. gradients
Linear systems
Outline
3 Linear systems
Linearization
4 Nonlinear systems
General structure
Fixed points
Stable xed points
Unstable xed points
6 Summary
Linear systems Linearization
linear systems
So far in your E curriculum:
All systems, physical components, models were assumed to have
idealized linear dynamics
You have seen dierent formats:
State space models
x = Ax + Bu, y = Cx + Du
Transfer function models
Y(s) = H(s)U(s)
Models of dierential equations
m y + b y + ky = u
What means linearity precisely and how realistic is this property ??
linear vs. nonlinear systems
Example: Pendulum
d
A
A
A
A
Ah
?
F
gravity
Model of pendulum of length L
+
g
L
sin() = u
Linear ?? Nonlinear ??
Example: Magnetic levitation
~
??
F
grav
F
mag
?
z
v: voltage actuator
i : current coil
z: vertical position
Model:
M
d
2
z
dt
2
= Mg k
i
2
z
2
L
di
dt
+ Ri = v
with parameters
M mass of ball
g gravitation constant
k magnetisation constant
L coil inductance
R coil resistance
Linear ?? Nonlinear ??
Denition
By a dynamical system we mean any collection B of functions w : T W
dened on a time set T R and producing values in a signal space W.
A dynamical system is linear (over R) if this collection is a linear space:
if w
1
, w
2
B then also
1
w
1
+
2
w
2
B for any
1
,
2
R.
Example: Pendulum model: B is solution set of di. eqn.
Take solutions (
1
, u
1
) and (
2
, u
2
) and set (, u) = (
1
+
2
, u
1
+ u
2
).
Then
1
+
g
L
sin(
1
) = u
1
2
+
g
L
sin(
2
) = u
2

+
g
L
sin() = u
So the pendulum model is not linear for this reason.
linearization and state representations
With x
1
= and x
2
=

this gives:
nonlinear model in state space form:
x
1
x
2
x
2
g
L
sin(x
1
) + u
f
1
(x
1
, x
2
, u)
f
2
(x
1
, x
2
, u)
linearized model in dierential form:

Around = 0 gives sin() so that
+
g
L
= u
linearized model in state space form:
x
1
x
2
0 1
0
g
L
x
1
x
2
0
1
B
u
linearization -denitions from earlier courses
Linear systems often obtained from linearization of nonlinear system
x = f (x, u), y = g(x, u)
Set
x(t) = x
0
+ (t), u(t) = u
0
+ (t), y(t) = y
0
+ (t)
with (x
0
, u
0
, y
0
) a linearization point and (, , ) a perturbation of
state, input and output.
Taylor expansion of f and g around (x
0
, u
0
, y
0
) yields:
f (x, u) = f (x
0
, u
0
) +
f
x
(x
0
, u
0
)[x x
0
] +
f
u
(x
0
, u
0
)[u u
0
] + . . .
g(x, u) = g(x
0
, u
0
) +
g
x
(x
0
, u
0
)[x x
0
] +
g
u
(x
0
, u
0
)[u u
0
] + . . .
where . . . stands for higher order terms [x x
0
]
2
, [u u
0
]
2
etc.
linearization -denitions
Assume that (x
0
, u
0
, y
0
) is a xed point, that is
f (x
0
, u
0
) = 0 and y
0
= g(x
0
, u
0
)
Since x =

, = x x
0
, = u u
0
and = y y
0
, we have
=
f
x
(x
0
, u
0
) +
f
u
(x
0
, u
0
) + . . .
=
g
x
(x
0
, u
0
) +
g
u
(x
0
, u
0
) + . . .
Ignoring the higher order terms yields a model of the form
= A + B, = C + D
where
A =
f
x
(x
0
, u
0
), B =
f
u
(x
0
, u
0
), C =
g
x
(x
0
, u
0
), D =
g
u
(x
0
, u
0
)
linearization -denitions
Denition
The model

= A + B, = C + D dened on the previous frame is
the linearization of the nonlinear model x = f (x, u), y = g(x, u) around
the xed point (x
0
, u
0
, y
0
).
It represents an approximation of the dynamic behavior of the
nonlinear model for small perturbations around the linearization point
(x
0
, u
0
, y
0
). So, it has local validity.
Equivalently represented by its transfer function
H(s) = C(Is A)
1
B + D
its frequency response H(i ), or its impulse response
h(t) = C exp(At)B + D(t), etc.
linearization -example
Example
Linearize the nonlinear model
x = f (x, u) = x
2
+ u sin(x) + u
2
x
2
1
y = g(x, u) = x
2
+ sin(u) exp(x)
around point (x
0
, u
0
, y
0
) = (1, 0, 1).
Solution:
Compute partial derivatives of f and g:
f
x
= 2x + u cos(x) + 2xu
2
;
f
u
= sin(x) + 2ux
2
g
x
= 2x + sin(u) exp(x);
g
u
= cos(u) exp(x)
linearization -example
Evaluate these at xed point (x
0
, u
0
, y
0
) = (1, 0, 1):
f
x
(1, 0) = 2;
f
u
(1, 0) = sin(1);
g
x
(1, 0) = 2;
g
u
(1, 0) = exp(1).
Hence,
A = 2, B = sin(1), C = 2, D = exp(1)
yields the linearized model
= 2 + sin(1), = 2 + exp(1)
Equivalently, the transfer function
H(s) = 2(s 2)
1
sin(1) + exp(1)
with pole in 2 and zero in 2 + 2 sin(1)/ exp(1).
linearization -pros and cons
Why are linearizations so important?
Linear models have local validity
(only valid for small perturbations)
We can easily analyse linear models
(freq. responses, stability, interconnections, robustness)
Allow many equivalent representations
(state space, transfer functions, dierential equations, convolutions)
Extremely suitable for control system design
But:
We ignore global dynamics
We ignore phenomena beyond small perturbations
(periodicity, attractors, chaos, bifurcations)
Qualitatitive properties of nonlinear dynamics not (always) captured
in linearized models
Nonlinear systems
Outline
3 Linear systems
Linearization
4 Nonlinear systems
General structure
Fixed points
Stable xed points
Unstable xed points
6 Summary
Nonlinear systems General structure
general structure of nonlinear systems
We consider the general form
x = f (x, u), y = g(x, u)
where
x(t) R
n
, u(t) R
m
, y(t) R
p
Important special cases:
homogeneous or autonomous system: no input u.
one-dimensional ows: case n = 1.
Hence, state is one dimensional vector.
linear system: both f and g linear in x and u.
some questions
x = f (x, u), y = g(x, u)
What do we mean by a solution ??
Do solutions x(t) exist for any input, init. condition and time ??
Can we compute them ??
example
Determine solutions of the autonomous system
x = sin(x)
Solution by separation of variables:
dt =
dx
sin x
Integrate:
t + C = log |
1 + cos x
sin x
|
Hence, if x(0) = x
0
then C = log |
1+cos x0
sin x0
| so that
t = log |
[1 + cos(x
0
)] sin(x)
sin(x
0
)[1 + cos(x)]
|
example (ctd)
With x
0
= /3 we can determine x(t) for t = 12 by solving
12 = log |
[1 + cos(/3)] sin(x)
sin(/3)[1 + cos(x)]
|
for x.
This is no easy task!!
Questions:
is it solvable at all?
if it is, is solution unique?
what happens with x(t) as t ?
Nonlinear systems Fixed points
xed points -denition
Denition
A point x
is a xed point of the homogeneous ow x = f (x) if f (x
) = 0.
x
is xed point means that constant x(t) = x
, t R is solution of
x = f (x) with initial condition x(0) = x
.
Fixed points are also called equilibrium points, constant solutions,
working points, steady solutions, stagnation points.
Example
x = sin(x) has x
= k with k Z as its xed points.

Stability of xed points
Outline
3 Linear systems
Linearization
4 Nonlinear systems
General structure
Fixed points
Stable xed points
Unstable xed points
6 Summary
Stability of xed points Stable xed points
stability of xed points
Homogeneous ow x = sin(x) ows
to the right if sin(x) > 0 (velocity is positive)
to the left if sin(x) < 0 (velocity is negative)
6 4 2 0 2 4 6
1.5
1
0.5
0
0.5
1
1.5
Fixed points at x
= k,
k odd: x
is stable xed point.

k even: x
is unstable xed point.

Stability of xed points Stable xed points
stability of xed points
Denition
A xed point x
is stable if any solution x(t) stays near x
for all t 0 if
the initial condition x
0
starts near enough to x
. Precisely, if for all > 0

there exist > 0 such that for all initial condition x
0
with |x
0
x
| < we
have that |x(t) x
| for all t 0.
Important to note that
stability is a local property of a xed point.
may depend on , that is some initial conditions should be chosen
closer to x
than others.
The denition does not say that x(t) x
as t .
x
is also called Lyapunov stable

Stability of xed points Unstable xed points
instability of xed points
Denition
A xed point x
is unstable if it is not stable.

Example
Consider x = x
2
1. Fixed points are x
= 1 and x
= 1. Phase
diagram tells us that x
= 1 is unstable, x
= 1 is stable.
Stable or unstable??
solutions of x = sin(x)
Flow patterns x(t) for 0 t 10 of x = sin(x) for various initial
conditions:
0 1 2 3 4 5 6 7 8 9 10
10
8
6
4
2
0
2
4
6
8
10
t
s
o
lu
tio
n
x
solutions of xdot=sin(x)
Note stable and unstable xed points on vertical axis!
some renements on stability denitions
Denition
A xed point x
is said to be
attractive if there exist > 0 such that lim
t
|x(t) x
| = 0
whenever the initial condition x
0
satises |x
0
x
| .
asymptotically stable if it is both stable and attractive.
Remark: there exist examples of stable xed points that are not attractive,
and examples of attractive xed points that are not stable.
Stability of xed points Verifying stability
how to verify stability?
Theorem
If f is dierentiable at a xed point x
of the ow x = f (x), then x
is
stable if f
(x
) < 0.
unstable if f
(x
) > 0.
So stability can be inferred from sign of f
(x
). No statement on case
where f
(x
) = 0.
For example, verify stability of xed points of x = x
3
or x = x
3
.
Summary
Outline
3 Linear systems
Linearization
4 Nonlinear systems
General structure
Fixed points
Stable xed points
Unstable xed points
6 Summary
Summary
summary
Linear systems admit representations in state space, transfer function,
dierential equation and convolution format.
Nonlinear systems only allow representations in dierential and state
space format. No transfer functions!!
Focused on autonomous (no inputs) and one-dimensional (state has
dimension 1) nonlinear systems.
We dened xed points of nonlinear dynamical systems
Phase diagrams are helpful to decide about stability of xed points
Introduced precise denitions of stability
Can verify stability of xed points through sign of f
(x
).
to next class

Nonlinear Dynamic Course

Diunggah oleh

Informasi Dokumen

Judul Asli

Hak Cipta

Format Tersedia

Bagikan dokumen Ini

Bagikan atau Tanam Dokumen

Opsi Berbagi

Apakah menurut Anda dokumen ini bermanfaat?

Apakah konten ini tidak pantas?

Hak Cipta:

Format Tersedia

Nonlinear Dynamic Course

Diunggah oleh

Hak Cipta:

Format Tersedia

Dynamical Systems 2013

linearized model in dierential form:

is a xed point of the homogeneous ow x = f (x) if f (x

is xed point means that constant x(t) = x

= k with k Z as its xed points.

is stable xed point.

is unstable xed point.

is stable if any solution x(t) stays near x

. Precisely, if for all > 0

is also called Lyapunov stable

is unstable if it is not stable.

of the ow x = f (x), then x

Anda mungkin juga menyukai