2.

034: Nonlinear Dynamics and Waves

Term Project:

Nonlinear dynamics of piece-wise

linear oscillators

Mostafa Momen

May 2015
Massachusetts Institute of Technology

Nonlinear dynamics of piece-wise linear oscillators

Term Project: Mostafa Momen
With main focus on the paper: On the dynamics of oscillators with bi-linear
damping and stiffness. Int. J. Non. Linear. Mech by Natsiavas, S., 1989

1. Introduction
Many recent studies have investigated the oscillators with piecewise linear and
nonlinear damping and restoring forces. Koltter (1953) demonstrated response diagrams
for a number of piecewise linear systems, using the Ritz-Galerkin method. Oscillators
with bi-linear stiffness were examined by Maezawa et al. (1980), who used a Fourier
series expansion approach for determining periodic solutions of general periodic
excitations. Later Shaw and Holmes (1983) studied a periodically forced single-degree of
freedom nonlinear oscillator with piecewise linear change in the restoring force. Since the
nonlinearity was piecewise linear, explicit solutions are known on each side of the point
of the discontinuity in slop x0 and they suggested a procedure to investigate system
response at almost everywhere including the discontinuities. The system that they
examined is displayed below in Fig.1:

Fig. 1. Diagram of the considered dynamical system in Shaw and Holmes (1983)
When the stiffness ratio increases, the system is referred to as an impact oscillator and by
employing a simple impact rule Shaw and Holmes have analytically found the single
impact orbits of period n and examined their stability. They also investigated a limiting
case in which one slope approaches infinity. Harmonic, subharmonic, and chaotic

motions were found to exist and the bifurcations leading to them were analyzed in their
paper.
When the forcing is periodic the usual expectation is that the long time response of the
system will also be periodic. However, many recent studies such as Natsiavas (1988, and
1989) have shown that these systems may demonstrate behavior characterized by many
unusual and complex features.
Natsiavas (1990) studied the dynamics of the piecewise symmetric linear oscillators. The
stiffness and damping in his previous papers were positive but he assumes that the
damping coefficient becomes negative for small displacement amplitudes there,
resembling the characteristics of the classical van der Pol oscillator. Due to this
assumption, he observes some cases with Hopf bifurcation; however in the paper that we
will study no Hopf bifurcation is possible since we only consider positive damping.
Natsiavas (1990) showed that in the cases that both the damping ratios and the stiffness
of the system are variable, the system exhibits a mixture of Duffing and van der Pol
behavior characteristics, like jump and beating phenomena.
Moreover, note that although the free vibrations of piecewise-linear dynamical systems
can be solved exactly by sticking together the solutions in each linear zone, it is not yet
possible to acquire a closed-form solution for an excited steady-state vibration. Classical
perturbation methods such as LindstedtPoincare, KrylovBogoliubovMitropolsky, or
multiple scale method are valid only when the non-linearity of the considered dynamical
system is weak and thus some other techniques such as incremental harmonic balance
(IHB) or the one that we will describe as the following are suggested by some researchers
(Natsiavas 1989, Xu et al 2002 and 2003). Xu et al. (2003) have investigated the
bifurcation and chaos of a harmonically excited oscillator with piecewise linearities using
IHB method. In their problem, the system exhibits chaos via the route of period-doubling
bifurcations that we will discuss here through Natsiavas (1989) paper. Compared with
classical approaches, the IHB method is not confined to small exciting parameters and
weak non-linearity, and is remarkably effective in computer implementation for obtaining
response with a desired accuracy over a wide range of varying parameter, with both
stable and unstable solutions, subharmonic, harmonic and superharmonic resonances
being traced directly. Here we focus on the Natsiavas (1989) paper and study his
proposed analytical approach to these piecewise changes in the restoring and damping
forces.
The analysis here starts by determining the exact, single-crossing, steady-state solutions
by imposing a set of periodicity conditions. The oscillators considered possess restoring
and damping forces, which are bi-linear functions of the system velocity and
displacement, respectively. Algebraic manipulations reduce this problem to the solution
of a single transcendental equation. Then, the stability and bifurcation of these solutions
is examined. And finally some numerical simulations are performed to yield more
physical understanding of the investigated dynamical system as well as to validate the
suggested analytical solutions.

2. Problem formulation:
The bilinear damping and spring system is defined according to the Fig.2 below and
the equations of motion for this system may be written as:

! x ) = f sin ( t ) ,
m!!
x + g ( x,

c1x! + k1x

! x) =
g ( x,
c2 x! + k2 x + ( k1 k2 ) xc

x xc

(1)

x > xc

where c2 = c1 + c2 and k2 = k1 + k2 and both k1 and k2 are positive but arbitrary

constants. Note that g(dx/dt,x) could include piecewise nonlinear functions of damping
and spring as well but that makes the problem more challenging and so first we consider
the effect of piecewise linear functions and then one can extend similar approach for
piecewise nonlinear functions. In this paper only the piecewise linear damper and spring
coefficients have been investigated. Furthermore, the exciting force is set in the form
fsin(t+) where is an unknown phase angle.

Fig. 2. Schematic view of the considered physical system

Let x2(t) be the system displacement history, starting at time t = 0 from a value xc and
staying in the range x>xc up until time tc (Fig. 3). Then let the displacement continue into
the x < xc range up until the next crossing with xc with history x1(t). Now one could
normalize equation (1) and rewrite its non-dimensional form as:
(2)
where

Now one could solve equation (2) and for under-damped cases obtain:
(3)
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where

Fig. 3. General form of periodic solutions sought

3. Periodic solutions of the piecewise linear system:

According to some experimental observations (Masri 1978), the predominant type of
response for the system examined is one in which the vibrating mass contacts the elastic
stop once per cycle and the conditions of the system are repeated once per forcing cycle.
Taking this into account, one could look for and determine n-periodic, single-crossing
solutions of this pricewise linear system by imposing the following initial conditions:

(4)
where c = 2 n c . Using equation (4), one should solve this problem for six unknowns
A1, A2, A3, A4, , and c. These coefficients may be found as the following:

(5)
where all Ani, Ds, and Es are known functions of the system parameters and c only. Now
we could solve equation (5) and using the trigonometry identities to obtain:
(6)
Periodic solutions with multiple crossings within a response period can also be obtained
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by extending the above procedure, however the algebraic complexity will increase in that
way. It is clear that from all the possible solutions, only those which satisfy the form of
the solution depicted in Fig. 3, i.e. single-crossing solutions between 0 < < 2n, are
acceptable solutions due to the imposed conditions on the form of the desired solutions.

4. Stability analysis:
A method proposed by Masri and Caughey (1966) is chosen in this paper to analyze
the stability of the periodic solutions, in place of the classical Floquets theory. This is
because as one could observe from equation (2), the damping and spring coefficients of
the system considered are not differentiable functions at the displacement values y = 1.
The idea here is to perturb the set of the initial conditions leading to a periodic steadystate solution and examine the behavior of the system in time.
Consider a periodic solution with history y2() and impose the initial conditions y2(0)=1
and y! 2 (t = 0) = y!0 to get:
(7)
Lets perturb as = 0 so the initial conditions become:

Now assume that the perturbed solution will be equal to 1 again at time equal to c + c
according to Fig.3 and define
(8)
Thus the solution from the perturbed initial conditions would be:
(9)
Imposing the initial conditions for the perturbed solution and using equation (9) one
could acquire:

(10)
Now one may linearize equation (10) and up to first order get the following equation:
(11)
Similarly we could differentiate equation (9) in time and apply the initial conditions to
obtain:
(12)
Again linearizing this equation results in the following equation:
(13)
Now we can summarize equations (11-12) and by using (8) write the following matrix:

(14)
Now one could follow similar procedure for the other piecewise part so that the
perturbations at the end of the first response period may be written in the following
matrix form:
(15)
Then, considering only first order terms, the perturbations from the periodic solution after
k x n forcing cycles could be related to the initial perturbations by:
k = k 0

QR
Hence, the requirement for a periodic solution to be asymptotically stable is that the
solutions do not grow in time i.e.:
lim k = 0
k

(16)

(17)

If is the eigenvalue of with the largest modulus, the above condition implies:

< 1 Stable

> 1 Unstable

5. Bifurcation analysis of the piecewise linear systems:

The bifurcation may occur as the parameters of the system change, since the modulus
of can pass through 1 for some combinations of these parameters.
These variations can be explained by modern theories on dynamical systems (e.g.
Guckenheimer and Holmes 1983). For example, when the change of a system parameter
results in complex eigenvalues of with modulus of equal to 1, a Hopf bifurcation
happens. The determinant of the stability matrix in equation (16) could be written after
some manipulations as:
(18)
The presence of positive damping is a sufficient condition for ||<1 and excludes Hopf
bifurcations. Furthermore, there are two possibilities for systems with positive damping:
One is the case with =-1, which results in flip or period doubling bifurcations, while
=+1 gives rise to three different types of bifurcations (saddle-node, pitchfork and
transcritical) according to Guckenheimer and Holmes (1983).
= +1
flip or period doubling bifurcations

= 1 saddle node, pitchfork and transcritical

6. Oscillations with no gap:

For the case of oscillators with no gap, which xc = 0, an equivalent critical length is
chosen for the problem from xc = f m 2 . The same analysis could be presented in a
similar fashion and the only differences appear in equation (5), where all the An0, D0, and
E0 terms become zero and equation (6) will change to F Es Dc Ec Ds = 0 .
Moreover, the undamped system with no gap possesses a natural frequency, which is
independent of the amplitude of the oscillation and is expressed by:

n
1

= n =

2 k2 k1
1+ k2 k1

7. Numerical Results:
The author provides some numerical results that are obtained by applying the
preceding shown analysis. Fig. 4 demonstrates the response diagram for a softening
system where k1/k2 = 4, P = 0.5 and with two levels of damping. As the damping level
increases the response amplitude decreases. Furthermore, as it clear is for a softening
case the response results to frequency intervals with multiple (two stable and one
unstable) solutions at some frequency ratios.
Fig. 5 indicates the response diagram for a hardening system that was studied before by
Masri (1978). This case shows good agreement between the analytical and experimental
values and validates the previous preformed analysis, even though the differences are
probably due to errors in measurements and contribution of modes other than the mode
considered for the structure tested.
The next studied problem validates the results for an oscillator with no gap presented by
Shaw and Holmes (1983). They had numerically shown that a flip bifurcation would
happen for a value of 2.40 < 1 < 2.42 . Here one could observe from Fig. 6 that this
bifurcation occurs at about 2.408, which confirms their result.

Fig. 4. Response diagram of a softening case

Fig. 5. Response diagram of a hardening case compared with experimental data

Fig. 6. Maximum eigenvalue of equation (18) vs. frequency ratio for an oscillator with no
gap.
From now, highly non-linear systems are examined in this paper. Figure 7 shows the
response diagram for the Masri oscillator examined above, over a frequency interval
where harmonic and subharmonic solutions are possible. In this case, the forcing
amplitude is increased to P = 1. For this forcing level (P = 1), the resonances occur at
forcing frequencies with values close to integer multiples n. There are many unique
characteristics emerging from this figure that will be discussed in the following
paragraphs.

Fig. 7. Positive displacement peak versus frequency ratio in highly nonlinear system

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The n = 4 subharmonic case demonstrates a jump phenomena that is due to the system
hardening. However, jump phenomena do not seem to occur in systems with negligible
gap, according to numerical results of Thompson et al. (1983) and Shaw and Holmes
(1983). There exist frequency intervals such as between the n = 2 and n = 3 where no
stable, single-crossing periodic solution is possible. Period doubling sequences happen
between the n = 2 and n = 3, single-crossing, stable, steady state orbits. Furthermore, It is
clear from Fig. 7 that the upper left branch of the n = 3 and n = 4 subharmonic solutions,
where only one single-crossing periodic solution is possible, loses its stability and regains
it again after a relatively short frequency interval. Similar behavior has been captured
previously for a symmetric system examined in Natsiavas (1989).
Only one period doubling was obtained when increasing frequency ratio from left, in
contrast to what happens from the right, where period doubling up to 48 was captured.
Hence, chaotic motions can take place since cascades of period doubling may reach an
accumulation point involving subharmonics of infinite order. Figure 8 displays the
Poincare map for the chaotic motion occurring for frequency ratio of 4.35.

Fig. 8. Poincare map at frequency ratio of 4.35.

The non-periodicity of this solution is shown further in Figs 9 and 10. In Fig. 9 the
forcing period can be easily identified in the response, nonetheless the presence of
subharmonic components is obvious and can be verified further by investigating the
response for longer periods of time (T).

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Fig. 9. Displacement history after first 10000 forcing cycles (frequency ratio=4.35).
According to Hall (1983) a Fourier transform of the displacement history is carried out to
illustrate the effects of the forcing and subharmonic components better. Figure 10
demonstrates a peak right above the forcing frequency, but most of the energy is
distributed over broad frequency intervals over the low frequency range, corresponding
to subharmonic components of the response history examined.

Fig. 10. Fourier transform of displacement amplitude (frequency ratio=4.35).

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Now the author focuses to determine the effect of the damping on the system response.
The value of the first damping coefficient is increased substantially to higher levels to
study its effects. According to Fig. 11 for 1=0.15, the response amplitude is reduced for
both the harmonic and subharmonic solutions and the unstable branches of n = 1 and n =
2 near frequency ratio=0.71, as well as the n = 2 branch at about 2.5 disappear. Also, no
jump phenomena occurs for the n = 3 response.
For 1=0.4, the highest order subharmonic (n = 4) solution disappears completely, while
the amplitude of the other subharmonics becomes considerably smaller. Furthermore,
their maxima are shifted towards smaller frequencies. Increasing 1 to 0.75 again,
completely disappears all the subharmonic solutions, which are substituted by a linear
harmonic response.

Fig. 11. Effect of damping on displacement response of the system.

8. Conclusion:
The long time periodic response of a class of harmonically excited, single degree-offreedom strongly non-linear oscillators have been analyzed. The nonlinearity here
appears in both the damping and the restoring forces and are bilinear functions of the
system velocity and displacement. Such oscillators provide models for mechanical
systems in which components make intermittent contact. The presented procedure allows
for an exact and appropriate method in determining the crossing times as well as the
periodic response history for such oscillators. The analysis begins with determining the
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exact, single-crossing, steady-state solutions by imposing a set of periodicity conditions

and then a suitable analytical procedure is presented for determining the stability of the
located periodic orbits.
This investigation was carried out by examining the response diagram of that system and
studying several frequency ranges where harmonic and subharmonic response,
coexistence of multiple solutions of the same or different order, jump phenomena, period
doubling sequences and apparently chaotic response were observed. Characteristics like
jump phenomena are identified for both harmonic and subharmonic responses of
hardening as well as softening systems. The oscillator examined exhibits a regular
behavior for some combinations of its parameters. Nevertheless, chaotic response is
possible for certain sets of parameters in which the system undergoes bifurcations, which
may lead to loss of stability of periodic solutions. Finally, the effects of the system
parameters, including damping ratio, forcing level and stiffness change, on some of the
characteristics of the system response were analyzed. The presented analysis is also
validated by many performed numerical solutions from other papers.
Furthermore, notice that the free vibrations of piecewise-linear dynamical systems can be
solved exactly by gluing together the solutions in each linear part, nonetheless it is not yet
feasible to obtain a closed-form solution for an excited steady-state vibration. Classical
perturbation methods like LindstedtPoincare, multiple scale methods and etc. are valid
only when the non-linearity of the considered dynamical system is weak and hence some
other techniques such as the one described here are required to tackle these kinds of
problems. This work could be extended further to piecewise nonlinear functions as well,
even though the formulation and required analysis might be more challenging.

9. Further Developments and Applications

These types of solutions with piecewise linear and nonlinearities do exist and could
be applied for mechanical vibrating systems such as lightly loaded spur gears, rotor
systems, relaxation oscillator systems, cam/follower systems, linkage joints and robotic
components, bearings and impact print hammers due to clearances, gaps and impacting
components, etc.

Fig. 12. Applications in rotor systems and gearboxes.

In other fields of electronics, biology, economy, the theoretical models of many nonlinear dynamical problems are also found to be systems having piecewise features. These
types of functions may be also used in fluid mechanics and in highly turbulent flows,
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where the magnitude of the turbulent viscosity or damping is dependent on the imposed
geostrophic forcing. In such systems, for example according to the following equation ,
which is a function of eddy-viscosity, depends on the magnitude of the forcing and also
some other variables that might change diurnally:
u!! + u! + ku = FGestrophic
u here is the wind velocity vector on the atmosphere and k is a constant that depends on
the systems parameters like Coriolis frequency. One might use a similar argument here
by dividing the whole problem to some subdomains in which in each zone a specific
turbulent viscosity is defined and then solve the piecewise linear or nonlinear problem
using similar procedures shown in this paper. Hence, the idea of these piecewise changes
in the damping and restoring forcing functions have a wide applicability and may be
employed in many fields. Moreover, results of the present work as well as some other
recent studies reveal that piecewise linear oscillators may exhibit behavior characterized
by many unusual and complicated features, which are also encountered for systems with
continuous non-linearities.
There have been some recent studies about piecewise linear dynamical systems which
have considered multiple degrees of freedom and well potentials. For instance, Fig. 13
demonstrates two cases that have been examined recently.

Fig. 13. Yu (2012) [left] and Han et al. (2014) [right] considered physical systems.
Yu (2012) studied some efficient computational methods for determining vibrational
responses of piecewise-linear dynamical systems with multiple degrees of freedom and
an arbitrary number of gap-activated springs. Responses of a single DOF system with
gap-activated spring and a 3-DOF system with three gap-activated springs under
harmonic excitations were obtained in their paper. Then their proposed method was
applied to a piecewise linear dynamical system with 1000 DOFs and 1000 gap-activated
springs under harmonic excitations as is shown in the left panel of Fig. 13.
Han et al. (2014) investigated a nonlinear mechanical model with a lump mass and a pair
of springs pinned to rigid supports that is displayed in the right panel of the Fig. 13. Their
results suggested that the oblique springs provide irrational non-linearity behavior with
smooth and discontinuous characteristics and showed the complicated dynamics for
piecewise linear discontinuous system of the subharmonic solutions, chaotic solutions
and the coexistence of multiple solutions for the single well system, double well system
and the triple well dynamics.
These studies show that the piecewise oscillators have attracted a lot of attentions
recently due to their distinctive nonlinear behavior and wide range of applicability in the
real-world problems. More studies are required for piecewise nonlinear functions as well
as multiple crossings in a linear/nonlinear system and also non-periodic problems to gain

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better and more comprehensive understanding of this nonlinear oscillatory behavior.

10. References:
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Vector Fields. Springer, New York (1983).
Hall, J. F., 1982: An FFT algorithm for structural dynamics. J. Earth. engng Struct. Dyn. 10,797-811.
Klotter, K., 1953: Steady state vibrations in systems having arbitrary restoring and damping forces. Symp.
On Van-Iinenr Circuit Analysis. Polytechnic Institute of Brooklyn, New York. 234-257.
Han, Y., Q. Cao, Y. Chen, and M. Wiercigroch, 2015: Chaotic thresholds for the piecewise linear
discontinuous system with multiple well potentials. Int. J. Non. Linear. Mech., 70, 145152,
doi:10.1016/j.ijnonlinmec.2014.09.007.
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Maezawa, S. , Kumano, H. and Minakuchi, Y., 1980: Forced vibrations in an unsymmetric piecewiselinear system excited by general periodic force functions. Buff. JSME 23, 68-75.
Masri, S. F. and Caughey, T. K., 1966: On the stability of the impact damper, J. appi. Mech. 33, 586-592.
Masri, S. F., 1978 : Analytical and experimental studies of a dynamic system with a gap, J. mech. Des. 100.
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Sound Vib. 133.
Natsiavas, S., 1989: On the dynamics of oscillators with bi-linear damping and stiffness. Int. J. Non.
Linear. Mech., 25, 535554, doi:10.1016/0020-7462(90)90017-4.
Natsiavas, S., 1990: Dynamics of Piecewise Linear Oscillators with Van der Pol type damping. Int. J. Non.
Linear. Mech., 26, 349366.
Xu, L., M. W. Lu, and Q. Cao, 2002: Nonlinear vibrations of dynamical systems with a general form of
piecewise-linear viscous damping by incremental harmonic balance method. Phys. Lett. A, 301, 65
73, doi:10.1016/S0375-9601(02)00960-X.
Xu, L., M. W. Lu, and Q. Cao, 2003: Bifurcation and chaos of a harmonically excited oscillator with both
stiffness and viscous damping piecewise linearities by incremental harmonic balance method. J.
Sound Vib., 264, 873882, doi:10.1016/S0022-460X(02)01194-X.
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J. M. T. Thompson, A. R. Bokaian and R. Ghaffari, 1983: Subharmonic resonances and chaotic motions of
a bi-linear oscillator, J. appl. Math. 31, 207-234.
Yu, S. D., 2012: An efficient computational method for vibration analysis of unsymmetric piecewise-linear
dynamical systems with multiple degrees of freedom. Nonlinear Dyn., 71, 493504,
doi:10.1007/s11071-012-0676-8. http://link.springer.com/10.1007/s11071-012-0676-8.

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