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9/8/2013

SE517 Nonlinear Systems


37 LECTURE 2 DYNAMIC BEHAVIOR

Dr. Sami El Ferik, KFUPM, Term 131.

Introduction (Summary of Previous Lecture)


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State space Models are systems of ODE. State space Model can be either
Linear or non-linear. Time variant or Time invariant. Autonomous or Non-autonomous Deterministic or Stochastic

The model can contain lags (delays at the level of the input or output) The model can contain delays at the level of the states.
Dr. Sami El Ferik, KFUPM, Term 131.

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Objectives
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Study the dynamic behavior of nonlinear systems. Introduce the concept of equilibrium point, stability, and limit cycles. Learn how to solve differential equations. Learn how to construct the phase portrait. Learn how to evaluate the stability of the solution. Understand the difference between global behavior and local behavior.

Dr. Sami El Ferik, KFUPM, Term 131.

Expected Outcomes
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Use tools to study the dynamic behavior of nonlinear systems. Grasp the concept of equilibrium point, stability, and limit cycles. Solve differential equations. Construct the phase portrait. Evaluate the stability of the solution of a differential equation. Differentiate between global behavior and local behavior.
Dr. Sami El Ferik, KFUPM, Term 131.

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Structure
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Recall/use some of the motivating examples . Solution of differential equations. Use of modern software tools to solve such equations.
Examples.

Qualitative Analysis
Phase portrait, equilibrium points, and limit cycles. Examples

Stability
Definition. Stability of linear systems and stability analysis via linear approximation. Lyapunov stability analysis. Parametric and non-local behavior. Examples

Dr. Sami El Ferik, KFUPM, Term 131.

General State-Space Model


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In General if the system is nonlinear


dx1 dt dx 2 dt = = f 1 ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) f 2 ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p )

dx n = f n ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) dt Where f i ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) is any function of xi ' s not necessarily linear

Dr. Sami El Ferik, KFUPM, Term 131.

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General State-Space Model


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Define

then

Dr. Sami El Ferik, KFUPM, Term 131.

Comparison: State-Space Representation


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Linear System
dX 0 = K dt M y = [1 0] X 1 0 B X + 1 r (t ) M M

Non-linear System
x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml

dX = AX + Br (t ) dt y = CX + Dr (t )

Dr. Sami El Ferik, KFUPM, Term 131.

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1. Phenomena of Nonlinear Dynamics


Linear vs. Nonlinear
Input u System state, x Output y

x = Ax + Bu y = Cx x = f ( x, u ) y = ( x)
Definitions :

(1)
f : R n Rm Rn

(2)

: Rn R p

Linear : when the superposition holds Nonlinear : otherwise

1-45 Dr. Sami El Ferik, KFUPM, Term 131.

Linearity
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A system is said to be linear if it satisfies the superposition theorem (addition) and also homogeneity If y1 is the output due to u1 If y2 is the output of u2 Let u=u1+u2 the new output y=y1+y2. Let u= u1 then the new output y= y1
Dr. Sami El Ferik, KFUPM, Term 131.

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Superposition
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* Superposition
u1

Sys.

y1 u2

Sys.
y1 + y2

y2

= u1 + u2 Is the system linear ?

Sys.

t A( t ) y1 (t ) = Ce At x0 + C 0 e Bu1 ( ) d t A( t ) At Bu2 ( )d + y2 (t ) = Ce x0 + C 0 e

t A( t ) y1 + y2 = 2Ce At x0 + C 0 e B{u1 ( ) + u2 ( )}d

So is it linear? No, under zero initial conditions only.

Dr. Sami El Ferik, KFUPM, Term 131.

Linearity
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What is the linearity when


y1 (t ) = C e
At At

?
x
1 0 2 x0

u (t ) = 0

y 2 (t ) = C e

2 y1 + y 2 = C e A t ( x 1 0 + x0 )

A mnemonic rule for linear system :All functions in RHS of a differential equation are linear. System is linear at least at zero input or zero initial condition

Ex:
2 x1 = x 2

x2

= x1 + s i n u

n o n li n e a r

Dr. Sami El Ferik, KFUPM, Term 131.

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Time invariant vs. Time varying


Time invariant vs. Time varying
System (1) is time invariant parameters are constant
- Linear time varying system

x = A (t ) x + B (t )u y = C (t) x

(3 )

System (2) is time invariant no function has t as its argument.


- Nonlinear time varying system

x y

= =

f ( x , u , t ) ( x , t )

(4 )

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Autonomous & Non - Autonomous


Time invariant system are called autonomous and time varying are called non - autonomous. In our book, autonomous is reserved for systems with no external input, i.e.,
Ex:
x = Ax, x = f ( x ), y = Cx y = (x)

Thus autonomous are time invariant systems with no external input.

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Stability & Output of systems


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Stability depends on the systems parameter (linear) Stability depends on the initial conditions, input signals as as the system parameters (nonlinear). Output of a linear system has the same frequency as the input although its amplitude and phase may differ. Output of a nonlinear system usually contains additional frequency components and may, in fact, not contain the input frequency. well

Dr. Sami El Ferik, KFUPM, Term 131.

Equilibrium Point
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Equilibrium Point
We start with an autonomous system.
x = Ax or x = f ( x), x Rn

n Definition: xs R is an equilibrium point (or a steady state, or a singular point) A x s = 0, f ( x s ) = 0, i.e., x = 0

If det(A)0, the autonomous system has a unique equilibrium point, (Linear System).

xs =0

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Time variant systems


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x* is said to be an equilibrium point for

x = f ( x, t ) x(t0 ) = x0
If

f ( x*, t ) 0

Dr. Sami El Ferik, KFUPM, Term 131.

Comparison: Equilibrium relations Example 1: Mass-Damper


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dX 0 = K dt M y = [1 0] X

1 0 B X + 1 r (t ) M M

Dr. Sami El Ferik, KFUPM, Term 131.

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Example 2: Pendulum
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x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml
1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1 0

Dr. Sami El Ferik, KFUPM, Term 131.

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12

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Example3: Predator Prey M1


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x = ax bxy = 0 y = cxy dy = 0
x=0 or y = a / b y=0 or x = d / c

Dr. Sami El Ferik, KFUPM, Term 131.

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Predator Prey M2
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x = ( a by x ) x y = ( cx d y ) y

Dr. Sami El Ferik, KFUPM, Term 131.

Comparison:
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Linear System
dX 0 = K dt M y = [1 0] X 1 0 B X + 1 r (t ) M M

Non-linear System
x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml

Equilibrium Linear SystemEquilibrium nonlinear System


x2 0 dX 0 = = K B X + 1 r (t ) x1 x2 dt 0 M M M x2 = 0 Kx1 = r (t )

x1 = 0 = x 2 g F (t ) sin( x1 ) + l ml F (t ) sin( x1 ) = gm x2 = 0 =

if r (t ) = 0 x1 = 0 & x 2 = 0
Dr. Sami El Ferik, KFUPM, Term 131.

if F (t ) = 0 x1 = k & x 2 = 0

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Simulation
mass_spring_sim. clc close all clear all global m k g r B m=1; k=2; g=9.8;r=0; B=0.5; X0=[2,8]; [t,Y]=ode45(@mass_spring,[0 50], X0); figure(1) plot(t,Y(:,1)) grid figure(2) plot(Y(:,1),Y(:,2)) grid
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Pendulum_sim.m clc close all clear all global l m g F B l=2; m=1; B=2; g=9.8; F=2; X0=[pi/4,0]; [t,Y]=ode45(@pendulum,[0 50], X0); figure(1) plot(t,Y(:,1)) grid figure(2) plot(Y(:,1),Y(:,2)) grid

Dr. Sami El Ferik, KFUPM, Term 131.

ODE45 Code
60 function function [dXdt]=pendulum(t,X) [dXdt]=mass_spring(t,X)

global l m g F B

global m g r k B dXdt(1,1)=X(2); dXdt(2,1)=-k/m*X(1)B/m*X(2)+r/m;

dXdt(1,1)=X(2); if abs(sin(X(1)))<0.000001, temp=0; else temp=sin(X(1)); end dXdt(2,1)=-g/l*tempB/(m*l^2)*X(2)+F/(m*l);

Dr. Sami El Ferik, KFUPM, Term 131.

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Additional real Example: Tunnel Diode


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dx1 1 = [ h ( x1 ) + x 2 ] dt c dx 2 1 = [ x1 Rx 2 + E ] dt L

Applications for tunnel diodes included local oscillators for UHF television tuners, trigger circuits in Oscilloscopes,

Dr. Sami El Ferik, KFUPM, Term 131.

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Dr. Sami El Ferik, KFUPM, Term 131.

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h(x1) Step 1: compute the equilibrium point


0= 1 [ h ( x 1 ) + x 2 ] h ( x1 ) = 1 x1 + c R 1 1 0 = [ x 1 Rx 2 + u ] x 2 = x 1 + L R u R u R

Dr. Sami El Ferik, KFUPM, Term 131.

Lets Summarize
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Linear System
Unique equilibrium Point Stable Linear system under harmonic input produces an output with the same frequency. Single mode of behavior

Non-linear System
Multiple equilibrium points. Nonlinear system under harmonic input produces an output containing harmonics and sub-harmonics Multiple modes of behavior.

Dr. Sami El Ferik, KFUPM, Term 131.

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Summary
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Linear System
Unique equilibrium Point Stable Linear system under harmonic input produces an output with the same frequency. Single mode of behavior Infinite escape time.
Dr. Sami El Ferik, KFUPM, Term 131.

Non-linear System
Multiple equilibrium points. Nonlinear system under harmonic input produces an output containing harmonics and sub-harmonics Multiple steady State modes of behavior. Finite escape time.

Solution of the Dynamic Equations


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Dr. Sami El Ferik, KFUPM, Term 131.

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Linear Autonomous Systems


linear autonomous system
x = Ax x(t ) = e At x0 = ai e t Pi
i

i =1

where Pi , i = 1, For 1-dim sys.


x0

, n : eigenvectors of A

i , i = 1, , n : eigenvalues of A
=0
x0

>0

x0

<0

For 2-dim sys.


Re = 0, Im 0

Re > 0, Im 0

Re < 0, Im 0

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Linear Autonomous Systems (Contd.)

All other motions are, basically superpositions of these (along with t je i t , where j is the multiplicity of i ). Thus linear automonous system can exhibit only exponential behavior (possible labeled by harmonic function). Thus the set of possible patterns relatively poor.

Note : Having u , i.e., x = Ax + Bu , we can generate a rich set of patterns,

but this would not be the eigenbehavior but the forced behavior.

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Solution of Linear systems


Solution always exists locally. Solution always exists globally. Solution is unique each initial condition produces a different trajectory. Solution is continuously dependent on initial conditions for every finite t,
, T , such that, , t ) x( x0 , t ) < , t T < x( x0 x0 < i f x0

Equilibrium point is unique (when det A0).

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Linear System Periodic Solution


If there is one periodic solution, there is an infinite set of periodic solutions. (There is no isolated closed solution.) Ex:
x1 = x 2 x 2 = x1 dx1 x 2 = dx 2 x1
x2

x x 0 x1dx + 0 x 2 dx = const.
1 2

2 x12 + x2 = constant

x1

( many periodic solutions, w.r.t. I.C.)

1-70 Dr. Sami El Ferik, KFUPM, Term 131.

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Non - linear Autonomous System

x = f ( x), x R n
Basically everything.

A solution may not exist, even locally.


x = sgn x, x (0) = 0 x R 1 when sgn x = 1 if x 0 otherwise
t

Here the solution is chattering, because x = +1, x = 1. Therefore, no differential function satisfying the equation exists.
1-71Sami El Ferik, KFUPM, Term 131. Dr.

Solutions
Solution may not exist globally.
x = 1 + x 0
x 2

x = tan(t + c )
Assume c = 0

dx = 0t d t + c 1 + x2 ta n 1 x = t + c

/2

finite escape time (= : linear system)

Solution may not be unique.

x (t )

x = t3

x = 3x 3 , x (t ) = 0 x (t ) = t 3
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x (0) = 0 t [0, ) t [0, )


x=0

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Example:
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Consider the following system


dy = K y2 dt

A possible solution is
y= 1 Kt 1
1 t 1

For K=1

y =

Dr. Sami El Ferik, KFUPM, Term 131.

Example: Escape time


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Assume

Consider a nonlinear spring Then the mass spring model becomes


www.tokyomodel.com.hk/ecshop/goods.php ?id=2241)

K ( y) = K y 2 B ( v ( t )) = B v ( t ) M d 2 y (t ) dy = r (t ) B K y2 dt dt 2

A solution for this system will be done numerically later on

dy K 2 = y dt B

But if we assume M very small; r(t)=0 and y(0)=-1, 1 then


and

y =

Dr. Sami El Ferik, KFUPM, Term 131.

K t 1 B

is a possible solution.

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Simulation
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clc %close all clear all global m k g r B m=1; k=0.2; g=9.8;r=1; B=0.5; X0=[2.2 0]; %initial value [t,Y]=ode45(@mass_nonlinear_spring,[0 50], X0); figure(2) plot(t,Y(:,1)) grid figure(1) plot(Y(:,1),Y(:,2)) grid
Dr. Sami El Ferik, KFUPM, Term 131.

Periodic Solutions
Nonlinear system may have isolated closed (periodic) solutions.

Ex:

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Isolated closed solution

Isolated closed solution ( only one periodic solution.) Isolated attractive periodic solution

1-77 Dr. Sami El Ferik, KFUPM, Term 131.

Chaos
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For stable linear systems, small differences in initial conditions can only cause small differences in output. Nonlinear systems, however, can display a phenomenon called chaos, by which we mean that the system output is extremely sensitive to initial conditions. (Chaotic regimes non periodic, bounded behavior) Example:

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Pitchfork bifurcation
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Example: Undamped Duffings equation

As the coefficient varies from positive to negative, one equilibrium point splits into three points (xe = 0, , )

Dr. Sami El Ferik, KFUPM, Term 131.

A Hopf bifurcation
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involves the emergence of limit cycles as parameters are changed

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Video Life and Chaos

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