Exploration 9.

5: The Pendulum with Constant Forcing

Mohit Hajarnis
March 12, 2016

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.

Equilibrium and stability

Equilibrium points for this system exist when:
0=v
0 = bv sin + k
0 = b 0 sin + k
sin = k
= sin1 (k)
Determining the stability of the equilibrium points at (0, sin1 (k)), we use the linearized system,
but cannot use the simplifying assumption that sin is well-approximated by , since the error
term grows quickly unless 0. Instead, we use two change of variables.

Equilibrium 1: (0, sin1 (k))

We can make the change of variables, (t) = sin1 (k) + (t), such that:
(t) = sin1 (k) + (t)
sin() = sin(sin1 (k) + )

sin() = k cos() + 1 k 2 sin()

1

The system of differential equations changes to:

0 = v
v 0 = bv (k cos() +

1 k 2 sin()) + k

In this case, our equilibria occur at = 0, 2, 4, , which corresponds to = sin1 (k). We

can construct a linearized system where sin() is well approximated by and cos() is well
2
estimated by 1
1 in the = 0, 2, 4, cases. Then, our linearized system becomes:
2

0 = v
v 0 = bv (k(1) +

1 k 2 ()) + k

Whose characteristic equation and eigenvalues are given by:

 00  
 
0
1

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))

sin() = kcos() 1 k 2 sin()

The system of differential equations changes to:
0 = v
v 0 = bk (kcos()

1 k 2 sin()) + k

In this case, our equilibria occur at = 0, 2, 4, , which corresponds to = sin1 (k).

We can construct a linearized system where sin() is well approximated by and cos() is well
estimated by 1. Then our linearized system becomes:
0 = v
v 0 = bv (k(1)

1 k 2 ()) + k

Whose characteristic equation and eigenvalues is given by:

 
 00  
0
1

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

Leibowitz, 2016, University of Chicago http://people.cs.uchicago.edu/~lebovitz/Eodesbook/stabeq.pdf


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.

Equilibrium points in the bk -plane

In the bk -plane, there are no equilibrium points if k > 1, one equilibrium point if k = 1, and
two equilibrium points if k < 1.

Figure 1: Areas in the bk -plane with different numbers of equilibria

When k > 1, there are no equilibria because the two nullclines, 0 = 0 v = 0 and
2 Norman

Leibowitz, 2016, University of Chicago http://people.cs.uchicago.edu/~lebovitz/Eodesbook/stabeq.pdf

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

nullcline, at sin1 (1) =

(mod 2). We showed above, in general, that the two equilibrium
2

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.

Proof of a periodic solution

We begin by making use of the two nullclines: 0 = 0 and v 0 = 0:
0 = 0 v = 0
k sin
v0 = 0 v =
b
Our assumption that k > 1 is important because if k 1, the v 0 = 0 nullcline will intersect the
0 = 0 nullcline at sin1 (k) (mod 2).

Figure 2: 0 = 0 and v 0 = 0 nullclines, and v2 boundary

We can use the Poincare-Bendixson Theorem, which states:

Poincare-Bendixson Theorem3 : Suppose R is the finite region of the plane lying

between two simple closed curves D1 and D2, and F is the vector field for the system
if:
(i) at each point of D1 and D2, the field F points toward the interior of R, and
(ii) R contains no critical points,
then the system has a closed trajectory lying inside R
k sin
as D1 and the nullcline 0 = 0 as D2, then on
b
the cylinder S 1 x R, D1 and D2 are two simple closed curves. On the curve D1, the vector field
F points in the direction: (v2 , bv2 sin + k). We know,
If we take the line v = v2 such that v2 >

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

f (s, (s, x0 ))ds

0

Taking

,
x0

(t, x0 ) = 1 +
x0

Let z(t) =

(s, (s, x0 ))
(s, x0 )ds
x0
x0

(s, x0 ). Then, z(0) =

(0, x0 ) = 1 and z 0 (t) =
(t, (t, x0 ))
(t, x0 ) =
x0
x0
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

Since p(x0 ) = (1, x0 ),

(1, x0 )
= z(1) = exp
p (x0 ) =
x0
p0 (x0 ) > 0
0

Z
0

f
(t, (t, x0 ))ds
x0

Therefore, the Poincare Map is strictly increasing. More importantly,

Z s
 Z 1 2f


f
00
0
(s,
(s,
x
))exp
(u,
(u,
x
))du
ds
p (x0 ) = p (x0 )
0
0
2
0 x0
0 x0
2f
sign(p00 (x0 )) = sign( 2 (s, (s, x0 )))
x0
2f
Since the
(s, (s, x0 )) term can be either positive, or negative, depending on , the Poincare
x20
map is at times concave down, and at times, concave up. This means that the Poincare map
will intersect p(x) = x multiple times, and have multiple fixed points.

Figure 3: Poincare map intersecting y = x at multiple fixed points. Not to scale, or frequency.

In fact, p00 (x0 ) = 0 when x0 is an equilibrium point because

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.

Proof of a unique periodic solution

We set out to show that there is a unique periodic solution for each pair of (b, k) parameters,
and all initial conditions that tend towards some periodic solution will tend towards this specific
solution.
Let v0 be a fixed point, such that p(v0 ) = v0 on the = 0 poincare section. Then, we know that
(0, V0 ) is a point on a periodic solution (a priori not necessarily unique). Since the difference in

energy between (0, v0 ) and (2, p(v0 )) must be 0,

Ef inal
Ef inal
WT orque
2k

= Einitial + WT orque QF riction

= Ef inal + WT orque QF riction
= QF riction
= QF riction

Consider then, some v1 > v0 . It follows,

QF riction (v1 ) > QF riction (v0 )
Since WT orque remains constant at 2k,
Ef inal (v1 ) < Einitial (v1 )
p(v1 ) < v1
For this reason, v1 cannot be a fixed point of the poincare map. We can repeat this for some
v1 < v0 where Qf riction (v1 ) < Qf riction (v0 ) and therefore Ef inal (v1 ) > Einitial (v1 ) and p(v1 ) > v1 .
Again, this cannot be a fixed point.
This shows that if we have one fixed point, v0 , there cannot be any other fixed points. Since
each fixed point corresponds to a periodic solution, the periodic solution must be unique.

bk -parameters where both stationary and periodic solutions exist

For some values of (b, k), solutions can either attract towards the stable node at sin1 (k), while
some can proceed to enter a closed, i.e. periodic, orbit:

Figure 4: b = 0.1, k = 0.5, 0 = 0, v0 = 1

Figure 5: b = 0.1, k = 0.5, 0 = 0, v0 = 1.5

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
8

that pass above the first stable curve cannot cross the subsequent stable curves into the basin
of attraction, they cannot reach the stationary solution.

Figure 6: b = 0.1, k = 0.5, 0 = 0, v0 = 1.2

Figure 7: b = 0.1, k = 0.5, 0 = 0, v0 = 1.3

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).

Figure 8: b = 0.6, k = 0.5, 0 = 0, v0 = 2

Figure 9: b = 0.6, k = 0.5, 0 = 0, v0 = 3

The stable curve for each saddle is represented by the dotted lines

Bifurcation when the periodic solution ceases to exist

When the periodic solution ceases to exist, the equilibrium points either experience a saddlenode bifurcation, or a homoclinic bifurcation. A homoclinic bifurcation is qualitatively
defined as the meeting of a periodic solution with a saddle point. These bifurcations occur along
the boundaries k = 1 and kc (b), defined above as the critical torque for (b, k), where periodic
4 P.

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

Figure 10: Regions in the bk -plane with different types of solutions

solutions cease to exist and only stationary solutions exist.

First consider the k = 1 boundary: as we showed previously, since sin1 (k) is only defined
for k [1, 1], therefore there are no equilibria for values of k > 1. When k < 1, there are two
equilibria: sin1 (k) becomes a stable sink and sin1 (k) becomes an unstable saddle. This is
a saddle-node bifurcation.
Next, consider the k = kc (b) boundary. We defined kc (b) to be the boundary that divides
the k < 1 strip into an area where periodic solutions coexist with stationary solutions, and an
area where only stationary solutions exist. For k > kc (b), both periodic and stationary solutions
exist, and for k < kc (b), only stationary solutions exist. Notice first, for values of k < kc (b),
there is a homoclinic orbit that connects equilibria at sin1 (k) to equilibria at sin1 (k) to
equilibria back to sin1 (k) (mod 2). For k > kc (b), such an orbit does not exist. This tells us
that a homoclinic bifurcation occurs along k = kc (b)

Figure 11: k < kc (b) Homoclinic Orbit

Figure 12: k > kc (b) No Homoclinic Orbit

10