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Part I
Siep Weiland
Class 1 (TUE) Dynamical Systems – 2010 Siep Weiland 1 / 42 Class 1 (TUE) Dynamical Systems – 2010 Siep Weiland 2 / 42
Organization Material
http://w3.ele.tue.nl/en/cs/education/courses/dynamical systems/
Material:
1 Organization of the course
• Book
Material
Schedule “Nonlinear Dynamics and Chaos:
Exams and gradings with applications to Physics, Biology, Chemistry and
Purpose Engineering”
Steven H. Strogatz,
about EURO 50.–
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Organization Purpose
6 Summary 6 Summary
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• dental drills
Turbulence and cyclone path predictions are difficult for good reasons
• ...
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Main trends
A very simple electronic circuit Its voltage behavior • Liberalization of power market
0.4
• From monopolistic to competitive
0.3
market
0.2
• Increase of complexity
0.1
0
• Increase of distributed and renewable
−0.1
power generation
−0.2 • wind turbines, photovoltaic cells,. . .
−0.3 • contribute to power generation but
−0.4 not to stabilization
1 nonlinear diode characteristic −0.5
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
• changes of transmission structures
Aim:
Stable operation of power net
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Linear systems Linear systems Linearization
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Linear systems Linearization Linear systems Linearization
• linearized model in differential form: x(t) = x0 + ξ(t), u(t) = u0 + µ(t), y (t) = y0 + ω(t)
Around θ = 0 gives sin(θ) ≈ θ so that with (x0 , u0 , y0 ) a linearization point and (ξ, µ, ω) a perturbation of
g state, input and output.
θ̈ + θ=u
L • Taylor expansion of f and g around (x0 , u0 , y0 ) yields:
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Nonlinear systems Fixed points Stability of fixed points
2 Motivating examples
Definition
A point x ∗ is a fixed point of the homogeneous flow ẋ = f (x) if f (x ∗ ) = 0. 3 Linear systems
Linearization
• x ∗ is fixed point means that constant x(t) = x ∗ , t ∈ R is solution of 4 Nonlinear systems
ẋ = f (x) with initial condition x(0) = x ∗ . General structure
• Fixed points are also called equilibrium points, constant solutions, Fixed points
working points, steady solutions, stagnation points.
5 Stability of fixed points
Stable fixed points
Unstable fixed points
Example Verifying stability of fixed points
ẋ = sin(x) has x ∗ = kπ with k ∈ Z as its fixed points.
6 Summary
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Stability of fixed points Stable fixed points Stability of fixed points Stable fixed points
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Stability of fixed points Unstable fixed points Stability of fixed points Unstable fixed points
Example 6
x2
Consider ẋ = − 1. Fixed points are = 1 and x∗ = −1. Phase x∗ 4
solution x
0
−2
−4
−6
−8
−10
0 1 2 3 4 5 6 7 8 9 10
t
Stability of fixed points Unstable fixed points Stability of fixed points Verifying stability
Definition Theorem
A fixed point x ∗ is said to be If f is differentiable at a fixed point x ∗ of the flow ẋ = f (x), then x ∗ is
• attractive if there exist δ > 0 such that limt→∞ |x(t) − x ∗ | = 0 • stable if f 0 (x ∗ ) < 0.
whenever the initial condition x0 satisfies |x0 − x ∗| ≤ δ. • unstable if f 0 (x ∗ ) > 0.
• asymptotically stable if it is both stable and attractive.
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Summary Summary
Outline summary
2 Motivating examples • Linear systems admit representations in state space, transfer function,
3 Linear systems differential equation and convolution format.
Linearization • Nonlinear systems only allow representations in differential and state
space format. No transfer functions!!
4 Nonlinear systems • Focused on autonomous (no inputs) and one-dimensional (state has
General structure dimension 1) nonlinear systems.
Fixed points
• We defined fixed points of nonlinear dynamical systems
5 Stability of fixed points • Phase diagrams are helpful to decide about stability of fixed points
Stable fixed points • Introduced precise definitions of stability
Unstable fixed points
• Can verify stability of fixed points through sign of f 0 (x ∗ ).
Verifying stability of fixed points
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