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Introduction
Exploration 9.5 in Smale, Hirsch, Devaneys Differential Equations, Dynamical Systems, and
an Introduction to Chaos (3rd ed.) extends the classic pendulum with damping to include a
constant torque force in the opposite direction of the damping. Whereas the classical pendulum
with damping is expressed in (, v)-space as:
0 = v
v 0 = bv sin
The pendulum system with a constant torque term is expressed in (, v)-space as:
0 = v
v 0 = bv sin + k
Where we assume k 0.
1 k 2 sin()) + k
0 = v
v 0 = bv (k(1) +
1 k 2 ()) + k
00 =
2
v
1 k b v
p(x) = 2 + b + 1 k 2
q
1
= (b b2 4 1 k 2 )
2
Under the auspices of the Hartman-Grobman Theorem, we can use the eigenvalues of the linearized system to determine the stability of the original system. Consider b > 0, the eigenvalues
are both complex with nonzero imaginary part if:
T 2 4D < 0
b2 4 1 k 2 < 0
b2 < 4 1 k 2
b4 < 16(1 k 2 )
16 b4
k2 <
16
Moreover, since T = b < 0, we know these solutions are spiral sinks / stable sinks.
Eigenvalues are real and distinct if:
T 2 4D > 0
b2 4 1 k 2 > 0
b2 > 4 1 k 2
b4 > 16(1 k 2 )
16 b4
k2 >
16
Since D = 1 k 2 > 0, the eigenvalues are either both negative or positive. Since T = b < 0,
the equilibrium is a nodal sink / stable sink.
Finally, eigenvalues are real and repeated if:
T 2 4D = 0
b2 4 1 k 2 = 0
b2 = 4 1 k 2
b4 = 16(1 k 2 )
16 b4
k2 =
16
Since the repeated eigenvalues would be b, the equilibrium is a nodal sink / stable sink.
These cases all hold for |k| < 1. If |k| = 1, then the eigenvalues are b and 0, so the equilibrium will be stable, but not asymptotically stable.1 . If |k| > 1, there are no equilibria because
sin1 () is only defined for [1, 1].
Equilibrium 2: (0, sin1 (k))
Returning to our initial differential equation, we again make a change of variables to explore the
linearized system at the second equilibrium point, (t) = sin1 (k) + (t), such that:
(t) = sin1 (k) + (t)
sin() = sin(sin1 (k) + (t))
1 k 2 sin()) + k
1 k 2 ()) + k
00 =
2
v
1 k b v
p(x) = 2 + b 1 k 2
q
1
= (b b2 + 4 1 k 2 )
2
Consider b > 0, then the eigenvalues are complex with nonzero imaginary part if:
T 2 4D < 0
b2 + 4 1 k 2 < 0
1 Norman
But b2 + 4 1 k 2 > 0 if |k| < 1. Therefore the eigenvalues cannot be complex with nonzero
imaginary part.
The eigenvalues are real and distinct if:
T 2 4D > 0
b2 + 4 1 k 2 > 0
Which
we know happens for all |k| < 1. More intriguingly, since D = 1 2 , and D =
1 k 2 < 0, then one eigenvalue is positive, and the other is negative: the system is an
unstable saddle.
The eigenvalues are real and repeated if:
T 2 4D = 0
b2 + 4 1 k 2 = 0
b2 = 4 1 k 2
b4 = 16(1 k 2 )
16 b4
k2 =
16
If eigenvalues are real and repeated, they are b, and therefore the equilibrium is a stable node.
These cases all hold for |k| < 1. If |k| = 1, then the eigenvalues are b and 0, so the equilibrium will be stable, but not asymptotically stable.2 . If |k| > 1, there are no equilibria because
sin1 () is only defined for [1, 1]. Moreover, the equilibria where |k| < 1 bifurcate when
|k| = 1 into saddles; more on this later.
When k > 1, there are no equilibria because the two nullclines, 0 = 0 v = 0 and
2 Norman
k sin
, do not intersect as k sin > 0 if k > 1. Moreover, since our
b
equilibrium points occur at = sin1 (k), but sin1 () is only defined for sin1 () [1, 1],
sin1 (k) is not defined for k > 1. Therefore, there are no equilibrium points. When there are
no equilibrium points, the pendulum will demonstrate periodic behavior and complete full orbits. Depending on initial conditions, the pendulum may be faster, or slower, initially, but will
eventually approach the unique periodic behavior that is shared by all solutions with the same
bk -parameters. More on this later.
v0 = 0 v =
When k = 1, then k sin = 1 sin , which has only one intersection with the 0 = 0
points are sin1 (k) and sin1 (k). When k = 1, sin1 (1) = sin1 (1) = . Therefore, this
2
is one equilibrium point (mod 2). When there is only one equilibrium point, the system may
demonstrate periodic behavior, depending on initial conditions, or follow a stationary solution
and either: (i) complete a finite number of orbits before oscillating to a stationary solution, or
(ii) complete no full orbits and swing between [, ] before reaching an equilibrium at sin1 (k).
When k < 1, the v 0 = 0 nullcline intersects the 0 = 0 nullcline twice at sin1 (k) and sin1 (k),
but since k < 1, there are two distinct intersection points. Therefore, there are two distinct
equilibrium points: a sink, and a saddle, (mod 2). For some initial conditions of b and k, the
pendulum may approach a unique periodic solution, complete a finite number of orbits before
oscillating to a stationary solution, or complete no orbits and then reach a stationary solution.
k sin
b
bv2 k > sin
bv2 + (bv2 k) + k > bv2 sin + k
0 > bv2 sin + k
v2 >
So, the vector field F points towards the interior of F. On the curve D2, it is clear that the vector
field points inwards because D2 is a nullcline where the vector field points in the (0, sin + k)
direction, and since k > 1, sin + k > 0. Moreover, there are no critical points inside R as we established because |k| > 1. Then, according to the Poincare-Bendixson Theorem, there
exists a limit cycle and a periodic solution exists.
Poincar
e map on = 0
The Poincare section for this particular differential equation will be an n 1 dimension (1dimensional) space (i.e. line), = 0 if viewed in the (, v)-plane, since the differential equation
lies on a 2-dimensional manifold (S 1 x R).
We can derive some useful conclusions about the Poincare map, p(n). First, we know
f (t, (t, x0 )) and (0, x0 ) = x0 . Therefore:
Z
(t, x0 ) = x0 +
(t, x0 ) =
t
Taking
,
x0
(t, x0 ) = 1 +
x0
Let z(t) =
(s, (s, x0 ))
(s, x0 )ds
x0
x0
f
(t, (t, x0 )).
x0
Therefore, we know,
Z
z(t) = exp
0
f
(t, (t, x0 ))ds
x0
3 Arthur
Mattuck, 2011, M.I.T. 18.03 Ordinary Differential Equations - 18.03 Notes and Exercises, http://math.mit.edu/
~jorloff/suppnotes/suppnotes03/lc.pdf
Z
0
f
(t, (t, x0 ))ds
x0
Figure 3: Poincare map intersecting y = x at multiple fixed points. Not to scale, or frequency.
2f
(s, (s, x0 )) = 0 at an equilibrium
x20
2f
point, by definition. For some values of b and k,
(s, (s, x0 )) will be consistently concave
x20
2f
down or concave up: this means that there can be at most two fixed points. If
(s, (s, x0 )) =
x20
0 for all points, then there can be at most one fixed point.
Taking from our previous analysis, the equilibrium at sin1 (k) is always an unstable saddle.
The (b, k) parameters that allow for both periodic and stationary solutions are peculiar because
the stable curve passing through ( sin1 (k), 0) intersects the y-axis, but subsequent stable
curves for ((2n+1) sin1 (k), 0) do not cross the y-axis. Solutions with initial conditions below
the intersection of the first stable curve and the y-axis follow the stationary solution, and solutions with initial conditions above the intersection of the first stable curve and the y-axis follow
the periodic solution. Solutions with initial conditions above the intersection of the first stable
curve and the y-axis cannot reach a stationary solution at 2n + sin1 (k) as t because
the stable curve wraps the stable sink, and therefore for a solution to reach the stable sink,
it must start inside the basin of attraction whose boundary is the stable curve. Since solutions
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that pass above the first stable curve cannot cross the subsequent stable curves into the basin
of attraction, they cannot reach the stationary solution.
The stable curve for each saddle is represented by the dotted lines
The regions in the bk -plane where there will be both periodic and stationary solutions will be
where the stable curve of the equilibrium at sin1 (k) crosses the y-axis, but the stable curves
at (2n + 1) sin1 (k) do not. As we can see in the above figures, for certain (b, k) values, all
stable curves for (2n + 1) sin1 (k) intersect the y-axis, and therefore there are no periodic
solutions, only stationary solutions.
Since finding the stable curve is no simple task, we cannot draw an exact diagram of the bk -plane
where there are different numbers of solutions, but rather a rough diagram based on numerical
estimation and previous works4 5 . The boundary that defines the regions where k < 1 but
periodic and stationary solutions coexist is the critical torque boundary, kc (b).
The stable curve for each saddle is represented by the dotted lines
Coullet, et al., 2005 A damped pendulum forced with constant torque, https://www.irphe.fr/~fragmix/publis/CGM2005a.pdf
D. Hayes, 1953, On the equation for a damped pendulum under constant torque , http://link.springer.com/article/
10.1007%2FBF02074983
5 Wallace
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