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Minorsky Nonlinear Oscillations - IRE Transaction on Circuit Theory

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Minorsky Nonlinear Oscillations - IRE Transaction on Circuit Theory

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K. MINORSKY t

ONLINEAR problems acquire a gradually in- periodic solutions constitutes the problem of PoincarB [I]

creasing importance in various branches of outlined in section 3.

applied science. It is therefore useful to give a As the nonlinearity is “gauged,” so to speak, by the

brief outline of these questions. smallness of p, it is customary also to speak about the

The theory of oscillations is the best-explored branch; method of small parameter (or parameters).

here the nonlinear theory was gradually worked out and If P is not small, nonlinear problems become far more

applied to numerous phenomena, some of which are complicated. ‘Ihe physical interpretation of the “large

outlined below. There are other branches into which non- parameter” domain is in the so-called relaxation oscilla-

linear problems began to penetrate in recent years, such tions, which we will not investigate here.

as theory of automatic control systems, econometrics, In the range of small-parameter problems the math-

biology, astronomy, atomic theory, etc., but in all these ematical treatment is somewhat different, according to

new developments the fundamentals remain very much whether the DE is of ‘Lautonomous” or “nonautomonous”

the same. type. In the former the independent variable t does not

On the theoretical side the situation seems to be enter explicitly in the DE, whereas in the latter it does.

gradually codified owing to an intense activity going on From the standpoint of analytical treatment, there is not

steadily for the last three decades or so. It must be said, much difference between these two types of DE, but the

however, that the whole situation is not definitely crystal- topological approach, so useful in autonomous problems,

lized, so to speak. There are some topics where mathe- ceases to be applicable in nonautonomous ones.

matical developments are ahead of the experimental Besides the main body of problems amenable to ordinary

evidence; at other points, on the contrary, there exists nonlinear DE, phenomena also appeared whose treatment

no definite theory capable of accounting for the observed is amenable to certain functional equations of the differ-

. facts. Finally, there is a domain in which there are two ence-differential type (DDE). The theory of these DDE

competing theories, and it is impossible to say at present is different, and we merely mention it in reference to

which is “better” since much depends on one’s point of publications [2] on the subject. These phenomena appear

whenever there are “retarded actions” in physical systems

view.

However, there is a domain, the nearly linear domain, in caused by time lags.

which the final codification has been apparently reached; A classification of nonlinear problems can be summarized

that is, both the theory and the experimental evidence in Table I.

proceed in agreement with one another. It seems likely

that when the synthesis (i.e., engineering applications) TABLE I

eventually start, the principal developments are to be

expected in this domain where everything seems to be A. Nearly linear problems (p 1) Autonomous (self-sustained

clear and definite small) oscillations)

2) Nonautonomous (subhar-

For systems with one degree of freedom (electrical monic resonance,.synchroni-

or mechanical) these nearly linear problems are amenable zation, parametnc excita-

tion etc.)

t,o differential equations (DE) of the form

B. Strongly nonlinear problems

2 + x + pf(x, 2) = 0 (1) (p large) (relaxation oscilla-

tions) 1) Discontinuous theory

where f(z, ?) is a nonlinear function of II: and 2 and ~1are 2) Analytical theory

a small parameter. In such a case (1) differs but little C. Retarded actions; DDE.

from the linear DE 5 + 2 = 0. However, the fact that the

two DE are (‘near” or “in the neighborhood,” or another

such condition, does not mean yet that their solutions

are also in a corresponding “neighborhood.” Thus, for There are still some special problems of a more compli-

instance, if f(s) 2) = b& the two DE z + z = 0 and cated functional type but these are hardly explored at

z + p b5 + x = 0 are in the neighborhood, but their present.

solutions are not if 1 ---f m. In problems B-l, use is made of certain idealizations

which result in a discontinuous theory resembling that

used in the theory of shocks in theoretical mechanics;

y v.anusc$pt received by the PGCT, August 3, 1959.

7 Aix-en-Yrovence, F’rance. tonoloeical concents

I InlavI an imnortant

I role in that theory

1960 Minorsky: Theoretical Aspects of Nonlinear Oscillations 369

which, for that reason’ is essentially qualitative and can can neglect P, and QZ for the determination of singular

be used easily in applied problems [3]. The analytical points, in which case the problem is simple, and it is shown

approach to these problems [4] is at present very compli- that the nature of a singular point is determined by the

cated and can be regarded as an advance in the theory of nature of roots of the characteristic equation

nonlinear DE rather than as a practical tool in the hands

of physicists or engineers. X” - (a + d)S + (ad - cd) = 0. (3)

As regards problems C, these oscillatory phenomena

If S, and S, are real and of the same sign, the singular

begin to play an important role in the theory of automatic

point is a node;

control systems where time lags are inevitable; their

if S, and S, are real and of opposite signs, the singular

theory is beyond the reach of ordinary nonlinear DE, and

point is a saddle point;

the reader has to consult special treaties on this subject

if S, and S, are conjugate complex, the singular point

[2] as even a short outline of this matter is impossible in

is a focus;

this review.

if S, and S, are purely imaginary, the singular point is

It is likely however, that problems A will continue to

a center.

be of a primary importance, particularly when the

synthesis stage of these studies is ultimately reached.

The first three singularities are called simple; as to the

As regards the contents of this paper, Section I gives a

last one, the center, it is already a special singular point.

brief summary of existing topological concepts and

In fact, in some cases it is impossible to distinguish a

methods; it is assumed that the reader has already a

center from a special form of a focus on the basis of the

certain preliminary knowledge of these questions. Section

II gives a similar review of principal analytical methods; first approximation (i.e., assuming that P, = Q2 = 0).

The problem then becomes more complicated and requires

the last section in this chapter outlines the recently

the study of terms of higher degrees in P, and Q2.

developed stroboscopic method which is used in the

calculation of certain nonlinear phenomena in Section III. The simple singularities have a definite physical mean-

ing: a node characterizes the position of equilibrium toward

which an aperiodically damped motion approaches; a

I. TOPOLOGICAL ASPECTS OFTHE THEORY

focus, the equilibrium toward which an oscillatory damped

A. Singular Points motion approaches; finally, the saddle point always

characterizes an unstable motion, for instance that of a

This subject develops from the important paper of

pendulum in its upright unstable position of equilibrium.

Poincare [5] which can be found now in any text on the

As the representation of these motions and trajectories

theory of DE [6]. We merely mention here some of the

in the phase plane is likely to be known, we do not repro-

important topics and definitions.

duce them here. If the word “approaches” in the above

The plane of the variables ~,3i: is called phase plane, and

definitions is replaced by “moves away,” instead of stable

t.he study of integral curves (characteristics) is usually

singular points (node or focus), one has unstable ones, the

conducted in this plane. An integral curve with the direc-

form of trajectories remaining the same in both cases.

tion of motion of the representative point R (the instan-

Trajectories near a node are stable (unstable) if the roots

taneous state of motion) is called trajectory.

of (3) are negative (positive). Near a focus they are stable

For a physical system with one degree of freedom of

(unstable) if the real part of the roots is negative (positive).

autonomous type, the DE are of the form

The saddle point is always unstable. As to the center, its

P = P(x, y); jl = Qb, Y), (2) equilibrium is indiferent in this classification. Nodes and

foci always characterize nonconservative physical systems.

where P and Q are either analytic function of x and y or

Centers appear only in conservative systems under very

polynomials. A point x, y for which P and Q do not vanish

special conditions. Saddle points occur both in con-

simultaneously is called an ordinary point, while a special

servative and nonconservative systems.

point zO, y. for which both P and Q vanish is called a

singular poink In the theory of oscillations singular points

are identified with positions of equilibria. Singular points B. Limit Cycles

are characterized by the form of trajectories in their The most important discovery of Poincare was the

neighborhood, as well as by the direction in which R establishment of certain closed trajectories which he calls

moves: if R moves toward a singular point, the latter is limit cycles (“cycles limit&;” in the following we shall use

stable; if it moves away from it, it is unstable. often the term cycle) having the following properties:

One often writes the functions P and Q in (2) in the form 1) There exists one single (isolated) closed trajectory

P(x, Y) = ax + by + P&, Y); C, the “cycle” (at least in a finite region of the phase

plane), all other trajectories being nonclosed and having

Q(x, Y) = cx + &/ + &Ax, Y>, (24 the form of spirals C’ winding (unwinding) themselves on

where P, and Q, are either the entire functions or poly- the stable (from the unstable) cycle as shown in Figs. 1 and

nomials whose degree begins with x2, y’, xy or higher. In 2, which are self-explanatory. One consequence of this

a great majority of cases encountered in applications, one definition is obvious: since any point of the phase plane

370 IRE TRANSACTIONS ON CIRCUIT THEORY December

represents some initial condition, and through each such type), e.g., ISIS (Fig. 5) and SIS (Fig. 6). In the latter

point a spiral C’ passes, it is clear the ultimate motion on case, for instance, as the singular point is stable, the

the cycle (for t --f + 03 if the cycle is stable, or for system is not self-excited. If, however, one communicates

t + - ~0, if it is unstable) does not depend on the initial an impulse SA transferring the representative point beyond

conditions. In this respect the motion on a cycle differs the unstable cycle, the system is able to settle on the

radically from the motion on closed trajectories around external stable cycle. Such phenomena are called “hard

the center where, on the contrary, any change in the self-excitation.”

initial conditions results in a new trajectory, which has no

tendency to return to its former path (prior to this change).

@. @J

Fig. 3. Fig. 4.

Fig. 1. Fig. 2.

determined by the linear terms of functions P and Q, the

cycles are manifestations of the presence of nonlinear

terms in these functions. Unfortunately the matter here

Fig. 5. Fig. 6.

is more complicated, for the form alone of these functions

is not sufficient to determine the presence of cycles, as we

shall see later. D. Bifurcations

In his work on a cosmogonic problem [7] Poincare

C. Topological ConJigurations investigated the behavior of solutions (trajectories) of

Poincare has shown that limit cycles and singular points a DE containing a parameter X (not to be confused with

form certain topological con$gurations, that is, that they the parameter p). If for a. small variation X around some

coexist together. The theorem of Poincare is sufficiently value the topological configuration remains the same

general and is based on his theory of indices, but for the qualitatively, such a value is called the ordinary value of

sake of simplicity we use here a simplified statement: X. If, however, for a small change AX around some special

Every limit cycle contains at least one singular point in its value X = X,,, the qualitative aspect of the configuration

interior of stability opposite to that of the cycle. changes, such a value is called the bifurcation value. This

Thus an unstable singular point (a focus or a node) is theory found considerable application in oscillation

surrounded by a stable cycle (Fig. 3) and vice versa theory. There are two principal types of these phenomena.

(Fig. 4). We can use the notation IS for the configuration 1) Bifurcation of the jirst lcind occur when a stable

of Fig. 3 and SI for that of Fig. 4, the first letter relating (unstable) singular point becomes unstable (stable) with

always to the stability of the singular point and the second the appearance of a stable (unstable) cycle. In our

to the stability of the cycle. From the physical point of notations this can be indicated by the schemes

view the configuration IS usually designates a process of

s + (IS) Ft 1s; I F? (SI) * (SD.

self-excitation (e.g., of an electron tube circuit) when a

trajectory unwinds itself from the unstable singular point The letters in brackets indicate the elements in a state

(state of rest) and winds itself onto the stable cycle from of coalescence (i.e., a semi-stable cycle) just before they

inside. The configuration SI, on the contrary, designates split into a singular point and a cycle; the double arrows

the disappearance of an oscillatory process. merely show that the phenomenon is reversible.

It is convenient to consider trajectories as ‘(lines of The first of these schemes is well known in radio

flow” (of a certain “fluid of trajectories”) which facilitates technique; that is, a regenerative amplifier circuit in

the grasp of these phenomena. From that viewpoint the absence of any signal remains at rest, which we indicate

unstable elements of configuration (singular points or here by the symbol S.

cycles) appear always as “sources,” and the stable ones, If, however, the parameter X (the coefficient of coupling

as “sinks.” The interpretation of Figs. 3 and 4 is then between the anode and the grid circuits) begins to in-

obvious. crease, the bifurcation point mill be reached when the

Occasionally one encounters more complicated con- circuit is just on the threshold between the amplification

figurations involving several cycles (of a “concentric” and the oscillation ranges. If this threshold is crossed,

1960 Minorsky: Theoretical Aspects of Nonlinear Oscillations 371

the circuit begins to operate as oscillator on a limit cycle; Although the significance of the theorem is obvious on

the configuration is then IS in these notations. the basis of the concept of “sources” and “sinks,” its

2) Bifurcations of the second kind occur in polycyclic application generally is difficult on account of condition

configurations when, as the result of parameter variation, 2). In fact, in order to determine correctly the bounding

two adjoining cycles (one stable and the other unstable), curves, it is necessary to know the behavior of solutions,

approach each other indefinitely and coalesce for X = X0. but these are unknown, as was just mentioned. It is often

Beyond this value of the parameter, they destroy one necessary to apply a great deal of ingenuity in order to

another. The phenomenon is reversible if the parameter construct such a domain. In cases when one strikes a

varies in the opposite direction. This effect can be repre- problem in which no such a difficulty exists, the theorem

sented by the following scheme: gives an immediate answer.

We shall not go beyond these few remarks, but we shall

IS1 s I(S1) F? I; or SIS F? S(IS) * s. refer the reader to existing texts [6].

Summing up, a bifurcation of the first kind changes

the number of cycles by one unit, while that of the second

II. ANALYTICAL ASPECTS OF THE THEORY

kind changes it by two units.

A. Method of PoincarB

E. PoincarbBendixson Theorem

The essence of the method is to establish the existence

The determination of limit cycles, in general, is a very of a periodic solution of a nonlinear DE, which we shall

difficult problem and could be solved only in a few simple consider here to be in the form (1). We have already

cases.l The difficulty is due to the fact that it is impossible mentioned this problem in the Introduction. The solution

to ascertain the presence of a cycle from the form of the can be written in the form

DE. What permits ascertaining the existence of a cycle

is the knowledge of the topology of the solutions of a DE, x = x(t, p, I<); Y = 2 = Y(4 P, m (4)

but the latter is generally unknown; one finds oneself in

a vicious circle from which there is no easy issue. where K is the amplitude. It is useful to introduce two

Poincare indicated certain necessary criteria (theory additional parameters

of indices, curves of contact) which were generalized into

a theorem and later improved by Bendixson. This cri-

terion is known now as the Poincare-Bendixson theorem.

It gives the necessary and sufficient conditions for the

existence of a cycle but its application is not without a which determine the difference between the initial con-

difficulty. The theorem states: ditions of a nonlinear (p # 0) and linear (p = 0) solutions;

it is obvious that PI(~) + 0, /&(H) -+ 0 when p + 0.

At this point a difference appears between the

autonomous and nonautonomous systems. For the former

the period is determined by the DE, whereas for the latter

it is fixed by the external periodic excitation (more

precisely, by the term containing t explicitly). There is

5 also another difference: in the autonomous systems one

can always replace t by t + t,,, to being a constant without

D changing the solution. One can therefore select to so as to

L make one of P equal to zero. Suppose that we make

@ c2 pz = 0 and set p1 = /?. Thus, in an autonomous system

the parameters will be IL, p, and 7, the latter being the

\ -CT- so-called correction for period. In the nonautonomous

Fig. 7. system (which has no “translation” property), one cannot

dispose of arbitrary to and has to keep both p1 and OZ.

However, T, the period correction, does not exist, since the

If it is possible to determine an annular D (Fig. 7) period.is fixed by the term containing t explicitly and not

limited by two closed curves C, and C, such that: 1) there by the parameters of the DE. The further treatment of

are no singular points either in D or on the boundary both cases is analogous,’ so that it will be sufficient to

curves C, and C,, and 2) if all trajectories enter (leave) D study the autonomous systems which are more important

through every point of C, and C,, then there exists at least in application, at least at present.

one stable (unstable) limit cycle in D.

’ This remark relates to the general theory; it will be shown not to its stability; regarding stability, while this problem is simple

later that in the theory of approximations, on the contrary, the for autonomous

.. .systems, for the nonautonomous ones it is far

problem does not present any difficulty. more complicated.

372 IRE TRANSACTIONS ON CIRCUIT THEORY December

The conditions of periodicity can be written as Since

and c, = g ,

1

dr ’

= PNT, PL,P, K) = 0

(6)

the second condition can be written as

J= dT ap # 0. (11)

On the right-hand side p is taken as a factor in order to d9 a*

take into account the fact that for p = 0 there is always dT dp

a periodic solution. Hence, if p # 0 (i.e., in the nonlinear

case), periodicity is possible only if Hence, if a0 = \EO = 0 and the Jacobian (11) is different

from zero, there exists at least one periodic solution of

a(~, p, P, K) = 0 and \k(~, p, p, K) = 0. (7) the nonlinear problem, small p. The rest of the calculation

is simple but long. One begins by expressing x(t) and

The essential part of the theory is the theorem of y(t) = k(t) in terms of the series of Poincare. Then one

Poincare [9], which states that in the case of a DE con- develops the function f (5, 2) in (1) around the values

taining a parameter p, like (l), the solution is analytic q,(t) and y”(t), which are the so-called ‘(generating solu-

in terms of this parameter (or parameters, if there are tions” for p = 0, and substitutes these series into (1).

several). This means that the solution can be represented Then one arranges the various terms according to the

by an entire series arranged according to the ascending like powers of p. In this way one obtains finally a system

powers of these parameters. of linear DE, which can be integrated successively and

As we have here three parameters, of which p is in- yield the coefficients of the series. These coefficients are

dependent and the other two are p(k) and T(P) such that functions of t.

a(p) ---f 0, T(p) + 0 when p + 0, the functions + and \k The method of Poincare is very general and yields

are of the form successive approximations; in its original form it was

established for astronomical calculations. Later on it was

adapted [II] for other applied problems, but it is still too

complicated because of its generality. Its importance is

in t,hat it opened an entirely new avenue of approach to

For the first approximation, it is sufficient to take only the solution of nonlinear problems.

linear terms in (8). For approximations of higher orders

it is necessary to take more terms in these series. We shall B. Methods of van der Pol and of Krylov-Bogoliubov

limit ourselves to the first approximation. In fact, the These two methods are very close to each other. The

method becomes clear from the first approximation with- idea is to take a simple harmonic solution and to “fit” it

out complicating it too much; moreover, if ELis small, as into the nearly linear equation. For this purpose the

we assume, higher order approximations hardly add any- constant parameters of the harmonic solution are con-

thing of interest but complicate calculations considerably. sidered as function of t subject to the determination by

It is clear that functions ,8(p) and T(p) in the first approxi- a method similar to the classical method of the ‘%ariation

mation can be taken as T(K) = a~ and p(p) = yp where of parameters” in the theory of DE.

CYand y are unknowns. We have thus a system of two The whole difference between the two methods3 is that

algebraic equations, van der Pol takes the harmonic solution in the form,

A sin t + B cos t, while in the Krylov-Bogoliubov method

+ = ay, + ,~(a + bcu+ CY) = 0 this solution is taken in the form, a cos (wt + 4).

(9)

We outline here the Krylov-Bogoliubov method as a

!P = *c, + da, + b,a + KY) = 0

little more convenient to use. The DE in this method is

which are valid in the first approximation and which must considered in the form

be solved for any arbitrary p (provided it is sufficiently z + co22+ pf(z, 2) = 0. (12)

small). It is clear that, in order to determine cy and y

from these equations, the following conditions must be Substituting the solution x = a sin (wt + $J), and im-

fulfilled: posing an additional condition that 2 should be of the

form

2) bcZO. (lob) a Historically, the method of van der Pol is earlier (around

I bl Cl I 1927) than the method of Krylov-Bogoliubov (1937).

1960 Minorsky: Theoretical Aspects of Nonlinear Oscillations 373

one obtains the following DE expressing this condition: point of an auxiliary “stroboscopic” system. We give a

brief outline of this method.

d sin (wt+ 4) + a4 cos (wt + I#J)= 0. (14) Consider a simple problem with a DE: * + x = 0. Its

Replacing X, 2 and 2 (in which differentiations are carried trajectories are circles concentric with the origin. The

out with respect to a and +), one gets the second DE, representative point R, starting from some point R, on

the circle, comes back to this point after the period 2n.

ciw cos y - awc)lsin y + pf(a sin y, aw cos +y) = 0; This defines a transformation effected by the DE during

where the period 2~. Clearly, from the standpoint of the trans-

formation it is immaterial what happens during the time

y = wt + 9. (15) interval 0, 27~; the essential point. is in the result of the

Solving these equations with respect to ci and +J,one finds transformation. This result could be obtained if, instead

that the right-hand side contains the small factor p; this of ‘illuminating motion continuously, one illuminated it

shows that a(t) and 4(t) are slowly varying functions of t. by stroboscopic flashes occurring once during the time 2~.

Hence during the longest period T of the trigonometric In such a case one would see only the fixed point R,.

functions (which appear as the result of the development It is useful to define two planes: 1) the plane (#) in

into a trigonometric series), one can assume that a and which one sees the continuous motion and 2) the strobo-

I$ are constant, thus approximating a trigonometric series scopic plane (4), in which one sees only the stroboscopic

by the regular Fourier series. If one integrates between image, a fixed point in this case. One can designate the

0 and T, all trigonometric terms drop out, and only the identical transformation just mentioned by a symbol,

constant terms Ko(a) and P,(a) remain; if one replaces TV&) *n+cx R,, which means that the transformation

them by their Fourier expressions, one finds the usual T applied n times to the point RO of the phase plane

form of equations of the first approximation, always results in the same point R,.

In a slightly more complicated case, when the van der

da

-= _-_~1 Pol equation acts as an operator of the transformation,

dt w 2ir

one has the transformation T”(r) -+,,, r0 = 2, which

means that the radius r approaches the value r0 = 2 after

02r f(a sin y, aw cos -y) cos y dy = @(a),

*I an infinite number of transformations. In the stroboscopic

(16) plane, there will be a discrete sequence of “stroboscopic

d& w+-- fi 1

-= points,” AO, A,, A,, . . . , converging to a limit point A

dt aw 2a

(Fig. 8) both from the inside and the outside of the circle

along the radius. This is valid in the first approximation,

02r f(a sin y, w cos r) sin y dr = Q(a).

*./ since, as is known, the period then is 2?r, so that for the

phase the transformation is identical. If one had to take

The first equation gives the stationary amplitude a,,

into account the correction for the period, this would

from the equation @(a,J = 0, and the second, the non-

cause a slight departure from radial motion. One can

linear frequency correction by the second term on the

consider the limit cycle as a locus of limit points A if the

right-hand side of the second equation.

phase of the flashes changes, since everything is sym-

For the first approximation, these two methods are

metrical with respect to the circle r,, = 2. So far this

simpler than Poincare’s method, but initially the van der

amounts to presenting the known facts in a different

Pol method was not adapted for approximations of higher

manner, but it will be shown that this argument leads to

orders; later Krylov and Bogoliubov [12] developed a

important results.

method based on an earlier procedure of Lindstedt used

in astronomy for approximations of higher orders. Finally,

recently Bogoliubov and Mitropolsky [13] generalized

this method still further.

C. Stroboscopic Method

This method is applicable to both nonautonomous and

autonomous systems and occupies a somewhat inter-

mediate position between topological and analytical

methods; it has been worked out in collaboration with M.

Schiffer and applied later to various problems, as will Fig. 8.

appear from the following section.

The method is based on the transformation theory of It is useful (although not necessary) to introduce two

DE. Its primary purpose is to replace the difficult problem new variables p and +, defined by the relations: p = r2 =

of the determination of a stable periodic solution of a 5’ + 2’; $ = tan-‘&/x), where p = r2, f = 9, and x = r

nonautonomous system by the simpler problem of cos $ and y = T sin #. Clearly, the variable p is a measure

establishing conditions for the existence of a stable singular of total energy (stored in the oscillation) up to a constant

374 IRE TRANSACTIONS ON CIRCUIT THEORY December

factor. One writes (1) as an equivalent system of two where p’ and 4’ are the terminal values in some interval

first-order DE (setting y = ti), and introduces these and p and 4 the initial values. Setting p’ - p = Ap,

variables, noting that z$ + y?j = l/2 dp/dt and xg - 4’ - 4 = A+, and taking into account (21), (23) can be

yi = p d$/dt. It is sufficient to replace x and y by their written as

values in order to have equations in the new variables.

If one applies this to the DE of harmonic oscillator, AP = ~vK(P, 4); A4 = ~wUP, 41. (24)

z + x = 0, one finds We have taken 2?r as a factor, as it usually appears in

integrations. It is noted t.hat the variable t has disappeared

!G = 0. -dlC, = -1 (17) in integrations (21) and K and L are merely some numbers.

dt ’ dt .

It is convenient, however, to re-introduce the temporal

The first expression shows that the energy is conserved, element by defining

and the second indicates that the period is 23r; these 2?rp = AT, (25)

are obviously equations of a harmonic oscillator in our

new variables. where 7 is the new independent variable, the stroboscopic

One ascertains easily that any nearly linear DE of the time. The difference equations can now be written as

type (1) can be written in the form AP =

--

AT K(P, 4); g = UP, 41. (26)

dp d+

- = /.LLf(P, 1c/, t); dt = --I + PS(P, $1 t>. (1%

dt These equations permit calculating successively the

If one replaces in these DE the series solutions of the “stroboscopic points” in the.4 plane. If the phenomenon

form lasts long enough in terms of one time interval 2?r, one

can introduce a continuous variable (since AT --) dr;

p(t) = PO(t) + PPl(O + ... ; Ap ---f dp and A+ t dq5).

(19)

#(O = $(t> + /A(t) + ... .

At the limit we obtain the stroboscopic DE,

one finds that for the zero-order terms (those which do not (27)

contain p) one has

It is noted that the stroboscopic system is autonomous

PII = PO; J/o(t) = 63 - t, (20)

although the original system (18) is nonautonomous.

where p0 and &, are the initial conditions. The first-order Hence, the topological argument can be used in connection

corrective terms are with (27), whereas it was impossible for (18).

One thus arrives at the theorem:

PI(t) = s,’ f(po, 6, - u, 4 da = WP~, 4o>, The existence of a stable singular point of (27) is the

cm criterion for the existence of a stable periodic solution

$~I(0 = u, ~1 du = Upo, 44. (limit cycle) of (18).

s oL dP0, 40 -

In fact for a singular point one must have

The first-order approximation is then

K(Po, &> = UPO, 4-J = 0, (28

PC0 = PO + /JPl(o; ti(t) = 40 - t + PA(t). (22)

which means dp/dr = 0 and d4/dr = 0. In other words,

It is clear that these expressions cannot be used for there exists a stable fixed point in the 4 plane, and this

t + ~0 since we have neglected the higher order terms in turn means that the trajectory in the # plane passes

(with p2, p3, . . a) and these may give rise to the so-called always through the same point (p,,, &). In other words,

secular terms, which would impair the accuracy of approxi- the trajectory is fixed in all its points and, since it is

mation in the long run. Instead of this we apply the periodic with period 2?r, this is a closed trajectory (the

following procedure: we let time run from 0 to 2~ and limit cycle).

determine ~(2,) and $(2~) from (22). The values so We omit some further remarks regarding the properties

obtained will be used as the initial conditions for the of the stroboscopic system and pass directly to the survey

interval (2~ to 4a), and again the time will run for the of applied problems.

interval 2~ and so on. In this way the error owing to

neglecting higher order terms will be kept under a certain 111. PRINCIPAL NONLINEAR PHENOMENA

value and will not accumulate. It is seen, however, that

the initial conditions in each interval will play the role of A. Parametric Excitation

a discrete variable resulting from the fact that we have It has been known for a long time [14] that if a parameter

replaced the original DE (18) by difference equations, as of an oscillating system is varied with double frequency

we are going to show now.

(compared to the free frequency of the system), an

Clearly (22) may be regarded as a transformation,

oscillation with the free frequency builds itself up in that

p’= P+cLPl; 4’ = 4 + PA, (23) system. In recent times such experiments were produced

1960 Minor&y: Theoretical Aspects of Nonlinear Oscillations 375

by Mandelstam and Papalexi with an oscillating circuit, The quantity p0 is real if the condition (35) is fulfilled.

and it was ascertained that if the system is linear, the In order to see whether the singular point is stable, it is

oscillation builds up indefinitely until the circuit is necessary to form the characteristic (3). From the

punctured by an excessive voltage. If, however, a non- general theory it follows that a = K,, d = L,, b = K,,

linear conductor is inserted, the amplitude of oscillation and c = L,, where K,, K,, L, and L, are partial derivatives

reaches a finite value and is stable [15]. of the functions K and L in (33) with respect to p and +

These phenomena are amenable to the DE of Mathieu at the point p0 and 4”. If one carries out this calculation,

[16], which for a linear case has the form (3) in this case, one gets

2 + (1 + a cos 2t)x = 0, (29) S2 + BS + $(A” - 4B2) = 0, (37)

and for the nonlinear case (we refer to the above-mentioned and for a stable singular point, it is necessary to have to

tests) it is fulfill again the condition (35), which is thus the necessary

and sufficient condition for the existence of amplitude and

Z + bk + (1 + a cos 2t)x $ cx3 = 0. (30) phase as well as for their stability. This result is again in

We shall treat both cases by the stroboscopic method agreement with the above-mentioned experiments.

[17] in the first approximation and will assume that all In recent years the theory of parametric excitation was

coefficients are small numbers in order to be in the nearly further generalized [18], which permits studying a number

linear domain. Consider first (29). Its equivalent system of phenomena which are similar but of a more complicated

isi=y;?j= - z - a [Cos 2t]x. Introducing the variables nature.

p and $ (Section II-C) one obtains the differences, In all problems of parametric excitation the essential

feature is that the phenomenon always starts from rest.

Ap = -i2?rap0 sin 24,; A+ = - $2aa cos 2q5,, (31) In other words, the degree .of freedom of the parameter

of p and $ for one period 2~. Here a plays the role of p, so variation always absorbs the energy which is transferred

that the stroboscopic time element is AT = 2na. The into the principal degree of freedom where the oscillation

stroboscopic system is then builds up. This is because of the fact that the stable phase

occurs for $+, = 3n/4 for which the amplitude is unstable

dp = -+[sin @]p. 7 &

- = -a cos 24. as we mentioned previously. One can question whether

dr (32)

dr

the “inverse parametric effect” is possible. It is clear that

It is seen that (32) has no singular point, as sin 26, and it cannot occur spontaneously as it is inherent in the un-

cos 24, cannot vanish together, but the second equation stable phase &, = r/4. However, if such a phase could be

shows that the phase has an equilibrium point when cos imposed artificially by an additional circuit, the inverse

2&, = 0, that is, when sin 24, = =t 1. The choice between phenomenon undoubtedly could be produced. In such a

these two values is dictated by the stability of &,. Forming case a bar, or string, oscillating laterally (owing to an

the variational equation for the second equation in (32) external periodic excitation of some kind) could be brought

(i.e., replacing 4 by &, + 64, where 84 is a small perturb- to rest, or its oscillation reduced, by an axial periodic

ation), one finds that the phase is stable when +,, = 39/4, force with the phase &, = 7r/4. In such a case, instead of

that is, when sin 2+, = - 1, and for this value the first excitation, one would have a parametric damping.

equation shows that p increases beyond any limit.

The procedure for the DE (30) remains the same; here B. Subharmonic Resonance

it is impossible to eliminate the term bLi:by the classical It has been known for a long time that if a nonlinear

transformation of the dependent variable as in the linear system is acted on by two periodic forces of frequencies

case. The stroboscopic system in this case is w1 and w2, the response of the system occurs not only with

these frequencies and their harmonics but also with the

dp = -+p2B[ + Asin2+] = K(p >4) 7 so called combination tones [19]. Thus, for instance, if one

dr

(33) impresses on the grid of an electron-tube oscillator with

&

-= the nonlinear characteristic of the form i, = a, v + a, v2

-$[A cos 2d + WP] = UP, d,

dr + a3 v3 (where i, is the anode current and v the grid

voltage), a voltage of the form v = vOx (sin wit + sin w2t),

where A = a/p, B = b/p, and C = c/p are the parameter

it is easy to show that the frequencies w,, wp, 2w,,

of the series solution. The singular point of (33) exists if

2%, 3%, 3w,, Wl + w2, Wl - w2, 2% + a, 2w, - W2)

sin 24, = -2B/A ; cos 24, = -3Cp/2A. (34) 2% + Wl, 2wz - w1 will appear in the plate current. The

first frequencies are the original frequencies and their

Since [sin 2&j 5 1, we have the first condition

harmonics, but the other ones-are the combination tones.

A > 2B. (35) Those of the latter whose frequencies are lower than the

lowest of the two frequencies w, and w2 are called sub-

Forming the expression sin22+, + cos22#+,= 1, we obtain

harmonics. The combination tones are given by the formula

w = mw, + nw,, where m and n are (positive or negative)

(36) integers. One readily sees that, if w0 is the free frequency

376 IRE TRANXACTIONX ON CIRCUIT THEORY December

of the system, and if the condition w,, = mw, + nwz is resonance. In order to simplify the problem still further,

fulfilled, a resonance effect is to be expected in such a we investigate the subharmonic resonance of the order

system. l/2 for the DE,

On this somewhat intuitive basis, the phenomena of the

subharmonic resonance are obvious, once the existence of t: - p(a - &“)t + f = e sin 2t,

subharmonic is recognized. If, however, one tries to which by the change of the dependent variable [ = ex

proceed analytically, one encounters considerable difficulty reduces to

because, given a differential equation, the determination

ct - ji(a - yx’)f + 5 = sin 2t; y = Be’. (42)

of a subharmonic as well as its stability generally involves

very long calculations. These difficulties very likely The generating solution in this case is

account more than anything else for our present relatively

z,(t) = A sin t + B cos t - $ sin 2t;

limited knowledge of these phenomena, although their (43)

physical nature is simple enough. y,,(t) = A cos t - B sin t - 8 cos 2t

The first complete theory of the subharmonic resonance

and the conditions of periodicity (6) are

was given by Mandelstam and Papalexi [20]. These

authors dealt directly with the nonautonomous DE of the Z(27r) - x(0) = 2,(27r) - x,(O) + /.&(27r) = 0,

resonance. The calculations of stability are rather long, (44)

as this involves the calculation of the characteristic ex- Yew - Y(O)= %cw - Yo@)+ PYlcw = 0,

ponents, as the variational equations here appear with since x,(O) = y,(O) = 0, as follows from (40). Eqs. (44)

periodic coefficients. are adequate for the determination of the existence of the

We prefer to treat this problem by the stroboscopic subharmonic but not of its stability. For the latter it is

method which simplifies the problem to some extent. preferable to investigate the approach to the subharmonic

We consider the DE, solution. For this it is useful to consider the case when the

3 + x + pf(x, i) = sin nt. right-hand terms in (6), instead of being zero, are certain

(33)

quantities, say Ax and Ay. It is noted also that x(0) = B

It is noted that the amplitude of the external periodic and y(0) = A - 2/3. Since in the stroboscopic method

excitation here is one, as this can always be done by a the ultimate variables are the initial conditions in each

change of the independent variable. interval 2a, it is useful to introduce A and B as new

We wish to show that there may still be a periodic variables. Calculations at this point are simple but long-,

solution with frequency one in spite of the fact that the as expressions (39) are to be introduced into f(x,, &) and

frequency of the external excitation is n (i.e., the sub- the results so obtained have to be integrated between

harmonic resonance of the order n). If p = 0, the generating 0 and 2n. The stroboscopic system in this case becomes

solution so(t) is

dB

-= +B {a - T[$ (A2 + B2) + h]} ;

a7

x0(t) = A Sin t + B cos t + &sin nt, (39) (45)

and likewise for y(t) = k(t). If one forms now the con-

ditions of periodicity (6) one finds

dA

-=

dr

+A $ (A2 + B’) + h .

I>

The introduction of polar coordinates p = A2 + B2 and

t 4 = tan-‘(B/A) simplifies matters. Forming the combi-

x,(t) = - sin (t - df(x0, Yo) du; nation Bli + AA = + dp/d, one gets

s0

(40)

dp

Yl(O = -lt cm (t - df(xo, Yo) du, - = ~[(a - +Y> - 2~~1= G(P). (46)

dr

which results in the first approximation, The second combination is of no interest, as one has

simply d+/dT = 0. From (46) one obtains an expression

x(t) = x,(t) + w,(O; y(t) = Yo(O + PY&). (41) for the stationary amplitude

At this point there is a ramification of the problem into

two cases: 1) when the resonance is exact, and 2) when the p. = $3 (ff - $Pe’),

system is in the neighborhood of the exact resonance. In

the latter case there appears also the phenomenon of since y = be’.

synchronization, which we shall investigate later. As the Hence the stationary amplitude p. = ri can exist only if

first problem is simpler, we investigate it here. In fact, the

difference between the two cases is in the length of calcu- (43)

lations only. For the exact resonance, all integrations are

between 0 and 2i~, so that the integrated parts vanish, This is the essential feature of the nonlinear resonance.

whereas in the second case the integrations are between In ordinary (linear) resonance, the amplitude of oscilla-

0 and 2a + E where e is “the detuning” from the exact tion exists for any value of the external periodic excitation;

1960 Minor&y: Theoretical Aspects of Nonlinear Oscillations 377

here it exists only as long as the external excitation is not Van der Pol gave a theory for this phenomenon [21] by

too large. assuming a solution of the form

Since the stroboscopic method reduces the problem of x(t) = b, sin wt + b, cos wt. (52)

stability of the periodic solution of the original system to

that of the singular point of the stroboscopic system, the If one inserts this solution into the DE (which is not

condition of stability is written here), it is necessary to assume that 6, and b, are

(49) slowly varying functions of time in order to satisfy the

MPO) < 0,

DE. Then it is possible to reduce the original DE to a

and one finds easily that the condition of stability is system of the form

always fulfilled in this case.

The problem of determining a stable subharmonic z;l = fb, b); 6, = gel, b,). (53)

solution in this case was simple because it was possible to

introduce the variable p. However, this is not always This is now an autonomous system whose singular point

possible. occurs for f = g = 0; in such a case b, and 6, become

Thus, for instance, if one tries to ascertain the existence constant and the solution represents the phenomenon of

of the subharmonic resonance of order l/3 in the case of a synchronization. From this point Andronov and Witt

Dulling equation, [22] developed a purely topological theory of synchroni-

zation which can be found also in reference [23].-

$! + ff.$ + cl3 + .$ = e sin 3t, (50) One can also apply the stroboscopic method. It permits

and proceeds .as previously shown, the coordinates of the approaching this problem from a quantitative point of

singular point in the stroboscopic plane are given as real view, but it does not possess a simple intuitive approach

roots common to two algebraic equations, to this question as does the topological.method.

We consider again the DE

1 =OJ

(51)

\~ I

2 + (cx2 - a)? + x = e sin wt

1 = 0, where a, c, and e are small numbers (the assumption that

e is small is not essential; it merely simplifies the argument)

and w = 1 + E, e being generally small. In other words, we

where a = ~LCY,c = ~7. The difficulty is thus in the algebraic

part of the problem. It is-likely that these long calculations wish to consider the problem of nonlinear resonance of the

account more than anything else for a relative scarcity of first order but not the exact resonance, since we wish to

information con&+ning~the quantitative data regarding consider the synchronization feature of the phenomenon

subharmonic resonances of higher orders. which occurs in the neighborhood of the exact resonance.

If one reproduces the calculations inherent in the strobo-

C. Synchronization scopic transformation with which we are now familiar,

. . one easily reaches the stroboscopic equations which are of

The discovery of the phenomenon of synchronization the form

(or “entrainment” .of frequency) goes back to Hyghens

(1629-1695). Being. inventor. of the mechanism of escap- dr

-zz -i (aor + a,r + a,) ;

ment in clocks,.& observed the following fact: two clocks dr

(54)

were slightly unsynchronized with one another when hung d4

-= -$ (bd + b,r + b,).

on a wall but became.synchronized when suspended on a dr 1-

thin wooden board. More than two centuries elapsed

before similar effects were observed in electric circuits. It is more convenient in this case to use the variable r

The simplest way of observing this phenomenon is to (and not p); in addition to this, the integrations are to be

impress. on the grid of an electron tube oscillator (in carried between 0 and X = 27r/w, since in the synchroniza-

addition to the normal feedback voltage) an extraneous tion the frequency is imposed by the external periodic

voltage of a different frequency. If w. is the frequency of excitation.

the oscillator and w that of the applied voltage, one The coefficients in (54) are certain trigonometric func-

observes the following effect: if w is sufficiently far away tions of sin (I$~ - X/2) and cos (40 - X/2) and their

from wo, there is the usual phenomenon of interference or multiple arguments, where 4. is the phase angle at the

“beats” of the two frequencies as this happens also in exact resonance. It can easily be calculated (we omit this

linear systems. If, however, w approaches sufficiently calculation), and one finds that 4. = n. With this value

near to wo, the beats disappear suddenly and there remains one can calculate the coefficients for the various values of

only one frequency W. Everything happens as if the free “detuning.” The problem reduces then to one of ascertain-

frequency of the oscillator were “entrained” by the ing for which values of coefficients in (54) the cubic poly-

external frequency w. This occurs within a certain band nomials have a real common root. Synchronization exists

(- w*, + w*) of frequencies around w,; if w leaves this if such a root exists and disappears together with this root.

interval, the two frequencies separate. Summing up, in this problem as in the subharmonic

378 IRE TRANSACTIONS ON CIRCUIT THEORY December

resonance problem, the stroboscopic method clears up E. Piece-Wise Linear Phenomena

analytical difficulties, but the algebraic difficulties appear In the preceding sections we have followed the classical

at the end in the computational part of the problem. nonlinear theory which requires that the solutions of a

Unfortunately, this seems to be a common feature of all DE should not only be continuous but should also have a

nonlinear problems when one tries to obtain quantitative certain number of continuous derivatives. The question

results. If these problems are to be cleared up quanti- of nonlinearity was thus limited to an iniplicit requirement

tatively, perhaps the use of computing machines would of the analyticity of the solution; the latter was supposed

be a proper way of proceeding without too much loss of to be an analytic curve (not only continuous but possessing

time. continuous tangents, etc. . Under these assumptions, the

existence of self-excited oscillations becomes possible only

D. Asynchronous Actions

in nonlinear systems as defined by the DE (aa), that is,

When the frequency of external periodic excitation is only when P, and Q2 in (2a) are different from zero; these

outside the zones of synchronization and is in no rational oscillations are thus impossible in linear systems.

ratio with the frequency of the self-excited oscillation, it is The above requirements are realized in the classical

customary to speak about asynchronous actions. The term theory, but a number of experimental facts have shown

LLasyn~hronou~” specifies the lack of any rational rat.io that weaker conditions are sufficient for the existence of

between these two frequencies. If the ‘Lautoperiodic” self-excited oscillations. In fact, it has been known for

(self-excited) frequency is present, there are usual “beats” some time that such oscillations appear also in perfectly

between the two frequencies; if it is absent, there remains a linear systems whose solutions exhibit certain points at

small “hetero-periodic” (forced) frequency (sometimes it which the analyticity is lost (but, generally, not the con-

does not exist). tinuity); this usually indicates the presence of impulsive

These phenomena are as yet little explored except in actions. Such phenomena are of a frequent occurrence in

two cases: 1) If the heteroperiodic frequency w is very modern control systems where a number of secondary

high in comparison with the autoperiodic frequency wo, effects such as dry friction, backlash, hysteresis, relay

the existing self-excited oscillation (with frequency wo) actions, oversaturation, etc. may occasionally prepare

is destroyed or “quenched” by the external frequency w. a favorable ground for their appearance in otherwise

This phenomenon is usually called the asynchronous perfect linear systems.

quenching. 2) If the nonlinear characteristic is represented As it is impossible to go into this matter here we shall

by a polynomial of at least fifth degree (that is, with an indicate an example [3] which will clarify the physical

additional inflexion point), another nonlinear phenomenon, nature of these phenomena.

the asynchronous es&&on, is occasionally possible. It Consider a discontinuous characteristic B’A’OAB

can be described as follows: in the absence of the external (Fig. 9) which may be regarded as a limit of functions 1,

frequency w, the circuit is at rest, but as soon as w is 2, 3, . . . ) which approach the broken line B’A’OAB.

applied, it begins to oscillate with its own frequency. The Physically this may be the electron tube characteristic

frequency w appears thus as a kind of a trigger action for a gradually increasing grid voltage (with a corre-

releasing oscillation with frequency wo.Here the magnitude sponding contraction of the x scale), or a relay switching

of w is not of importance (as it is in quenching); what is “on” and “off” a certain circuit, etc.

important here is the form of the characteristic without Whatever the nature of this discontinuous action may

which the effect does not appear. be, what is essential is that a certain “step function” is

We shall not enter into the theory of these effects; it is so introduced.

sufficient to say that the quenching phenomenon is easily We consider a simple linear DE with a positive damping,

treated by the stroboscopic method [24] on condition that

we take into account that w is large in the final result. In z + 2hi + w:x = 0, (55)

the excitation phenomenon the matter reduces to a simple and require that during the time when 2 < 0, this DE

topological representation if one recalls that for the does not have any external action, but if P > 0 this DE

characteristic of the fifth degree there are two limit cycles, acquires a constant right-hand term, say w’, representing

and since normally (without w) the system is at rest, the a kind of a “step function,” due to “on” and “off” con-

configuration is SIS in the notations of Section I. D. If, ditions.

however, the hetero-periodic frequency w is applied, the We have thus a phenomenon governed by an alternate

nonlinear coupling (since the principle of superposition sequence of two DE which have exactly the same left-

does not hold here) acts so as to modify the configuration hand sides but differ only by the right-hand sides, and this

according to the bifurcation of the first kind; SIS -+ replacement of one DE by the other takes place when

(SI)S + IS which releases the autoperiodic oscillation. 2 = 0. We have thus

The two phenomena (especially the second one) are

relatively little known but seem to be of a considerable it + 2hzi + w&z = 0 for i < 0

applied interest in view of the possibility of influencing and

one oscillation by another one of an entirely different

frequency. 5 + 2hi + w:x = wi for li: > 0. 0%)

1960 Minorsky: Theoretical Aspects of Nonlinear Oscillations 379

“displaced axis” operates), we have

x:’ - 1 = (xi + 1) exp (-d/2). (57)

This equation determines the transformation we are

interested in; if one knows the amplitude x1, it is possible

to obtain the following amplitude 2:‘.

Clearly, if the trajectory is closed, x1 = zr{’ = Z, and

we have thus the following condition for the existence of a

limit cycle:

Fig. 9.

1

’ = 1 - exp (-d/2) > ” (59)

ical argument. In fact, each of the two DE’s (56a) and

(56b) can be represented in the phase plane by spiral

trajectories but referred to two different local points

t’ displaced along the z axis. In this manner, the ultimate

closed curve (which represents the periodic motion) con-

sists of two “pieces” (arcs) of logarithmic spirals which

t

are ‘(fitted together” on the x axis.

Along the spiral arcs (the analytic region) the system

is dissipative as h > 0 but, since the stationary motion

is periodic, energy (on the spiral arcs) is compensated for

by the impulsive inputs of energy occurring of the non-

analytic points (the spirals of which are “fitted together”).

Fig. 10. A system of this kind, from the standpoint of energy

relations, behaves as a clock where a similar situation

exists owing to the impulsive replenishing of energy on

Clearly, the second equation can be written as 2’ + the part of the escapment mechanism.

2h5’ + wii’ = 0, if we set 2’ = x - 1. This means that It is to be noted that we have here a closed trajectory,

in the (t, x) diagram (Fig. 10) we have to use the regular a limit cycle, but that this cycle is composed of two analytic

Ot axis when 2 < 0 and use the “displaced” axis O’t’ arcs joined to each other at the points A, A’, A”, . . . .

when 2 > 0. At these junction points, both the continuity of the solu-

Suppose me start (t = 0) at the point A. As 5 < 0, tion and of its first derivative are preserved, but the dis-

from A to A’ we use the t axis; at the point A’ we change continuity takes place in the second derivative (radius of

from t axis to t’ axis. It is noted that, although with the curvature). This is sufficient already to render the

respect to the t axis the point A’ is nearer to that axis conclusions of the classical theory inapplicable. In fact

(because of the dissipation of energy), R” may be more we have here self-excited oscillations in a purely linear

distant from the t axis than A’ because from A’ to A” system, which at a first glance contradicts all that has

intervenes the displaced axis t’. In other words, if the con- been said before. In reallity this is not so, as in the analytic

stants are properly chosen, what is lost in the dissipation theory we have assumed that the integral curves are also

can be made smaller than what is gained, owing to the analytic. Here we have come across phenomena which

displacement of the abcissa axis when & > 0. A scheme of show that this does not occur here, and one should not

this kind may exhibit the feature of self-excitation (its wonder that the conclusions are totally different.

amplitudes grow) in spite of the presence of the positive These physical considerations (of Andronov) were later

damping. generalized in the form of the point iransformation method

It is necessary to ascertain whether a stationary state [25], which we will outline briefly.

is possible [3]. Let the ordinates corresponding to the Assume that there are in the phase plane a certain

points A, A’, A”, . . . be x1, z{, xi’, . . . . During the motion number of arcs of analytic trajectories, A,, A,, . +. A,,

from A to A’ we have the relation traversed by the representative point R. Each of these

“pieces” (arcs) is connected to the others, but at the

xi = x1 exp (-d/2), (56) points of junctions the analyticity is lost (e.g., points with

where d = hT = 2?rh d$-?? is the logarithmic two distinct tangents). The point R traverses this polygone

decrement. For motion between A.’ and A” (when the of arcs passing from the beginning, say a: of arc A, to

380 IRE TRANSACTIONS ON CIRCUIT THEORY December

its end, a:‘; then passing to the next arc A, (obviously: If one tries to go beyond this domain of small param-

a:’ = a:) etc. eters, one encounters considerable difficulties which have

Clearly, a periodic motion is possible if this polygone not been completely overcome. This applies to the domain

is closed which requires that ai should coincide with al’. “of large parameters,” that is, the so-called relaxation

This amounts to the existence of the Jixed point of the oscillations and also to the piece-wise linear (or, more

transformation: T = TA,TA, . . . TA. where TLi are generally, piece-wise analytic) problems which me

partial transformations, transferring R from the beginning mentioned in the preceding section. The two problems

ai of Ai to its end a:‘. Each such partial transformation are to some extent related to one another if one approaches

can be easily calculated as the motion of R on each arc is the relaxation problems on the basis of an idealized dis-

governed by a simple linear DE. continuous treatment. The theoretical approach to these

In spite of the apparent simplicity of the method, its problems is still in a very early stage. There is, finally,

application is not simple, as the relation connecting the still another approach on the basis of certain functional

initial point, a: of an arc Ai with its terminal point a:’ equations of the so-called difference-differential type which

introduces inevitably transcendental functions (the ex- appears each time when certain constant time lags appear

ponential as well as the trigonometric ones). in the chain of cause-effect actions.

Hence, if one writes all these conditions, adding also the If, instead of going more or less into the unknown, or

condition of re-entrant path, one has to solve a number of at least into something which is as yet little known, we

transcendental equations which is a complicated problem. wish to consider the well-explored domain of small param-

In a simple case of the fourth order (amenable to a eters, t,he situation presents itself as follows. In recent

system of two-DE’s of the second order whose solutions years the theory of approximations, the so-called asymp-

are joined nonanalytically so as to obtain a fixed point of totic methods [13], has reached a stage when the solution

the transformation), one can carry out the calculations of a nearly-linear problem can be determined wit,h any

and discuss the results [25]. accuracy one wishes at the cost of the length of

This method has been recently applied to the theory of calculations.

nonlinear servomechanisms possessing nonanalytic features In applied problems one comes across a purely practical

of the piece-wise linear type [26]. question: How far is it necessary to go in successive

It. must be noted that this approach is entirely outside approximations in view of the fact that in general the

the scope of the nonlinear theory of DE with the analytic accuracy with which the nonlinear data are known is very

singularities which has been outlined in the preceding limited? In most cases the answer to this question is

sections, and as was mentioned, there are yet considerable that, usually the first approximation is amply sufficient in

difficult’ies to be overcome before it can be used in more engineering problems. In fact, the first approximation

complicated problems. generally reveals all essential features of a nonlinear

As we have already mentioned, these phenomena are of problem such as whether limit cycles are present or not,

a frequent occurrence in the control theory, and this is whether there are any bifurcation points, how the phe-

the reason why the study of self-excited oscillations in nomenon behaves near the state of rest, etc. Already

that theory presents itself differently. the second approximation increases considerably the

computational work without adding anything of interest

to the qualitative side of the problem; it adds merely a very

F. Conclusions

small quantitative correction to what has been yielded by

We have attempted to condense in this review the the theory of the first approximation. For these reasons

salient points of the modern theory of oscillations. Two the theory of first approximation is very important in

methods, or groups of methods, dominate the whole applied problems. There are cases when the theory of the

situation: 1) topological (or qualitative) and 2) analytical first apprqximation may fail and the higher order approxi-

(or quantitative), but it must be recalled that they apply mations become necessary, but such situations are very

to a rather restricted class of problems from the point of rare in commonly-encountered nonlinear problems.

view of the theory of DE, namely those which appear with If we wish to consider now the physical aspects of the

a parameter. The well-explored field is still more restricted theory, one must admit that our ability to produce the

and lies in the domain of small parameters. In this domain predetermined nonlinearities is yet very limited. We know,

there are again two subdivisions: the autonomous problems for instance, that in order to produce a “soft” character-

and the nonautonomous ones. The former appeared first, istic, one has to use a cubic law in its polynomial approxi-

and here both major lines of attack, 1) and 2), are avail- mation; to produce a “hard” characteristic (with one

able; in the latt.er only 2) is available. The principal additional cycle), this polynomial must be of the fifth

practical difficulty here is t.he question of stability. The degree, etc. If one wishes not only to produce the phe-

DE’s in this case have periodic coefficients. This fact raises nomenon but to “gauge” it sufficiently accurately (DE

the very difficult problem of determining t,he characteristic to establish definite relations between the limit cycles,

exponents. The development of the stroboscopic method etc.) one has to know much more: For instance, what is

was due to a large extent to a desire to obviate this the relation between the coefficient of the fifth degree to

difficulty. that of the third degree? One has to admit that, such a

1960 Minorsky: Theoretical Aspects of Nonlinear Oscillations 381

synthetic production of predetermi-ned characteristics is G. Sansone and R. Conti, “Equazioni differenziali non-lineari,”

Roma, Italy, 1956.

still beyond our reach. We are still in the qualitative phase Y. H. Ku, “Analysis and control of nonlinear systems,” Ronald

of our knowledge of these numerous phenomena and are Press, New York,. N. Y.; 1958.

[71 H. PoincarB, “Figures d’equilibre d’une masse fluide,” Acta

unable to verify theoretical predictions except in some Math.. Paris. France: 1903.

isolated cases such as was the case of the Mandelstam- F31H. PoincarB,’ op. ci1.,‘[6].

I. Bendixson, “Sur les courbes d&nies par des equations

Papalexi experiments. differentielles,” Acta Math., vol. 24, 1901.

Paraphrazing the words of Leonardo da Vinci, “me- PoincarB, op cit., [l], p. 58.

PoincarB, op cit., [l]. See also [3].

chanics is a paradise for a mathematician,” one can I. G. Malkin, “Problems of the theory of nonlinear oscilla-

perhaps say that the nonlinear field also presents a kind tions,” Moscow Press, Moscow, USSR; 1956.

N. Krylov and N. Bogoliubov, “Introduction to Nonlinear

of a “paradise” of potential possibilities, once the theo- Mechanics.” Acud. Sci.. Kief. USSR: 1937.

retical knowledge of these numerous phenomena is N. Bogoli;bov and N: Mit;opolski, “Asymptotic methods,”

Moscow Press, Moscow, USSR; 1958.

supplemented by adequate means for their experimental F. Melde, “Ueber Erregung Stehender Wellen,” Pogg. Ann.,

realization. vol. 109; 1860.

Lord Ravleieh. “On maintained vibrations.” Phil. Maa.. YI

vol. 15;. A”pri1; i883.

M. Bnllouin, “ThCorie d’un alternateur auto-excitateur,”

Eel. Electr.; April, 1897.

H. Poincare, “Sur quelques theoremes gkneraux de l’Clectro-

BIRLIOGRAPHY technique,” J. Math.; March, 1907.

[I51 L. Mandelstam and N. Papalexi,. “Expose des recherches

Note: Complete lists of references can be found in the books recentes sur les oscillations non hnhaires,” J. Tech. Phys.

mentioned in [6]. Other references given here concern topics men- USSR; 1934.

tioned in this review. Del G. Floquet, “Sur les equations differentielles lineaires 3, coeffi-

cients penodiques,” Ann. EC. Norm., Suppl. No. 12; 1883.

[I] H. Poincar$, “Les methodes nouvelles de la mbcanique chleste,” B. van der Pol and M. J. 0. Strutt, “On the stability of solutions

Gauthier Pillars, Paris, France, vol. 1; 1892. of Mathieu’s equation,” Phil. Mug., vol. 5; 1928.

[2] R. E. Bellman, et al., “Differential Difference Equations,” N. Minorsky, J. Franklin Inst., p. 240; 1945.

Project Rand R-133, RAND Corp., Santa Monica, Calif.; 1958. t:;; N. Minorsky, “Colloque Intern,” Porquerolles, France; 1951.

E. Pinney, “Ordinary Difference-Differential Equations,” Uni- D91 H. Helmholtz, “Sensations of tone,” Longmans, Green and

versity of California Press, Berkeley; 1958. Co., New York, N. Y.; 1895.

[3] A. Andronov and S. Chaikm, “Theory of Oscillations,” Moscow, L. Mandelstam and N. Papalexi, Zeit. Phys.,, vol. 73; 1932.

USSR; 1937. English translation by S. Lefschetz, Princeton [Z] B. van der Pol, “Forced oscillations in a circuit with non-

University Press, Princeton, N. J.; 1949. linear resistance,” Phil. Mug., vol. 3; 1927.

[4] M. L. Cartwright and J. E. Littlewood, “On nonlinear differ- WI A. Andronov and A. Witt, “Zur theorieder Mitnehmen’s van

ential equations of second order!” ANN. Math., vol. 48; 1947. der Pal,” Arch. Electrotech., vol. 24; 1930.

[5] H. Poincarb, “Sur les courbes definies par une equation differ- [231 N. Minorsky, “Introduction to Nonlinear Mechanics,” J. W.

entielle,” J. Math., vol. 3, p. 7; 1881. Edwards. Ann Arbor. Mich.: 1947.

[6] L. Bieberbach, “Theorie der Differentialgleichungen,” Dover J. J. Stoker, “No&line& ’ Vibrations,” Interscience Press,

Publications, Inc., New York, N. Y.; 1944. New York, N. Y.; 1950.

W. Hurevicz, ‘(Ordinary Differential Equations,” Brown Uni- [241 N. Minorsky, Comp. rend. Akud. Sci., vol. 248,.- p. 631:, Feb-

versity Press, Providence, R. I.; 1943. ruary, 1959.

S. Lefschetz, “Differential Equations, Geometric Theory,” [=I A. Andronov, A. Witt, and S. Chaikin, “Theory of oscillations,”

Interscience Press, New York, N. Y.; 1957. Moscow Press, Moscow, Russia; 1959.

N. Levinson and E. A. Coddinton, “Theory of Differential [=I N. Gorskava. I. Kroutova and V. Routkovskv. “Dvnamics

Equations,” McGraw-Hill Book Co., Inc., New York, N. Y.; of nonline”ar’ servomechanisms,” Moscow P&&s, Moscow,

1955. USSR; 1959.

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