978 1 4419 5754 2 PDF

Dynamical Systems
Albert C.J. Luo

Editor
Dynamical Systems
Discontinuity, Stochasticity and Time-Delay
123
Editor
Albert C.J. Luo
Department of Mechanical and Industrial Engineering
Southern Illinois University Edwardsville
Edwardsville, IL 62026-1805
USA
aluo@siue.edu
ISBN 978-1-4419-5753-5 e-ISBN 978-1-4419-5754-2

DOI 10.1007/978-1-4419-5754-2
Springer New York Dordrecht Heidelberg London
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Preface
Dynamics, vibrations, and control of dynamical systems with discontinuity,

stochasticity, and time delay are presented in this book. Dynamical systems with
discontinuity, stochasticity, and time delay exist extensively in practical systems.
This book provides the reader with a better understanding of control of dynami-
cal behaviors of complex dynamical systems. Recent developments in dynamical
systems with discontinuity, stochasticity, and time delay are discussed along with
topics normally associated with discontinuous systems including but not limited to
impact systems, friction-induced systems, and impulsive systems. Also presented
are classic vibration and control of dynamical systems.
This content presented is based on the Second Conference on Dynamics, Vibra-
tion and Control, held in Chengdu-Jiuzhaigou, Sichuan, China, 2009 (DVC2009).
The goal of this conference is to provide a place to exchange recent developments,
discoveries, and progresses on dynamics, vibration, and control. This second con-
ference is the continuation of the 2007 Arctic Summer Conference on Dynamics,
Vibrations and Control. Papers and presentations relative to all areas pertaining
to theoretical, symbolic, computational, and experimental aspects of dynamics, vi-
brations, and control were solicited. There were 57 papers initially submitted for
presentation and publications. After peer review, only 34 papers were selected for
publication in this book; these contributions are divided into four groups:
Group 1 discusses nonlinear and discontinuous dynamical systems and includes
11 contributions that cover fractional dynamics, chaos and bifurcations in non-
linear dynamical systems, discontinuous dynamical systems, and applications in
manufacturing and rotor dynamics.
Group 2 discusses time-delay systems and includes four contributions that cover
the method of time-continuous approximation and time-delay systems, the time-
delay control for nonlinear dynamical systems, bifurcation and stability for
neuronal systems with time delay.
Group 3 discusses switching and stochastic systems and includes six contri-
butions that cover nonlinear dynamics of switching and impulsive dynamical
systems, neuron synchronization under noise excitation, nonequilibrium transi-
tion, and stochastic resonance.
v
vi Preface
Group 4 discusses classic vibration and control with 13 contributions that cover
structural dynamics wave propagation in soil and foundations, fluid-induced
vibration and control systems, and system identification.
The conference organizers would like to take this opportunity to thank all volunteers
for conference preparation and hotel arrangement. We would also like to express
appreciation to Ms. Yi Sun who made all the necessary arrangements for the con-
ference and special events in China.
Edwardsville, IL Albert C.J. Luo

Contents
Part I Nonlinear and Discontinuous Dynamical Systems
1 General Solution of a Vibration System with Damping

Force of Fractional-Order Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 3
Z.H. Wang and X. Wang
2 An Analytic Proof for the Sensitivity of Chaos to Initial

Condition and Perturbations .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 13
J.H. Peng and J.S. Tang
3 Study on the Multifractal Spectrum of Local Area

Networks Traffic and Their Correlations .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 23
Yan Liu and Jia-Zhong Zhang
4 A Boundary Crisis in High Dimensional Chaotic Systems . . . .. . . . . . . . . . . 31

Ling Hong, Yingwu Zhang, and Jun Jiang
5 Complete Bifurcation Behaviors of a Henon Map . . . . . . . . . . . . .. . . . . . . . . . . 37

Albert C.J. Luo and Yu Guo
6 Study on the Performance of a Two-Degree-of-Freedom

Chaotic Vibration Isolation System . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 49
Jing-Jun Lou, Ying-Chun Wang, and Shi-Jian Zhu
7 Simulation and Nonlinear Analysis of Panel Flutter

with Thermal Effects in Supersonic Flow. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 61
Kai-Lun Li, Jia-Zhong Zhang, and Peng-Fei Lei
8 A Parameter Study of a Machine Tool with Multiple

Boundaries . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 77
Brandon C. Gegg, Steve C.S. Suh, and Albert C.J. Luo
vii
viii Contents
9 A New Friction Model for Evaluating Energy Dissipation

in Carbon Nanotube-Based Composites . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . 95
Yaping Huang and X.W. Tangpong
10 Nonlinear Response in a Rotor System With a Coulomb

Spline. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .105
C. Nataraj and Karthik Kappaganthu
11 The Influence of the Cross-Coupling Effects

on the Dynamics of Rotor/Stator Rubbing. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .121
Zhiyong Shang, Jun Jiang, and Ling Hong
Part II Time-delay Systems
12 Some Control Studies of Dynamical Systems with Time

Delay . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .135
Bo Song and Jian-Qiao Sun
13 Stability and Hopf Bifurcation Analysis in Synaptically

Coupled FHN Neurons with Two Time Delays .. . . . . . . . . . . . . . . .. . . . . . . . . . .157
Dejun Fan and Ling Hong
14 On the Feedback Controlling of the Neuronal System

with Time Delay .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .169
Hao Liu, Wuyin Jin, Chi Zhang, Ruicheng Feng,
and Aihua Zhang
15 Control of Erosion of Safe Basins in a Single

Degree of Freedom Yaw System
of a Ship with a Delayed Position Feedback . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .177
Huilin Shang
Part III Switching and Stochastic Dynamical Systems
16 On Periodic Flows of a 3-D Switching System with Many

Subsystems . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .189
Albert C.J. Luo and Yang Wang
17 Impulsive Control Induced Effects on Dynamics

of Complex Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .203
Xiuping Han and Xilin Fu
18 Study on Synchronization of Two Identical Uncoupled

Neurons Induced by Noise .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .217
Ying Wu, Ling Hong, Jun Jiang, and Wuyin Jin
Contents ix
19 Non-equilibrium Phase Transitions in a Single-Mode

Laser Model Driven by Non-Gaussian Noise . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .223
Yanfei Jin
20 Dynamical Properties of Intensity Fluctuation

of Saturation Laser Model Driven by Cross-Correlated
Additive and Multiplicative Noises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .233
Ping Zhu
21 Empirical Mode Decomposition Based on Bistable

Stochastic Resonance Denoising . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .251
Y.-J. Zhao, Y. Xu, H. Zhang, S.-B. Fan, and Y.-G. Leng
Part IV Classic Vibrations and Control
22 Order Reduction of a Two-Span Rotor-Bearing System

Via the Predictor-Corrector Galerkin Method .. . . . . . . . . . . . . . . .. . . . . . . . . . .263
Deng-Qing Cao, Jin-Lin Wang, and Wen-Hu Huang
23 Stiffness Nonlinearity Classification Using Morlet

Wavelets . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .275
Rajkumar Porwal and Nalinaksh S. Vyas
24 Dynamics of Wire-Driven Machine Mechanisms:

Literature Review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .285
Timo Karvinen and Erno Keskinen
25 Dynamics of Wire-Driven Machine Mechanisms,

Part II: Theory and Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .299
Erno Keskinen, Timo Karvinen, and Jori Montonen
26 On Analytical Methods for Vibrations of Soils

and Foundations .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .319
H.R. Hamidzadeh
27 Inversely Found Elastic and Dimensional Properties.. . . . . . . . .. . . . . . . . . . .341

Darryl K. Stoyko, Neil Popplewell, and Arvind H. Shah
28 Nonlinear Self-Defined Truss Element Based on the Plane

Truss Structure with Flexible Connector . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .357
Yajun Luo, Xinong Zhang, and Minglong Xu
x Contents
29 Complex Frequency Analysis of an Axially Moving String

with Multiple Attached Oscillators by Using Green’s
Function Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .371
Le-Feng Lü, Yue-Fang Wang, and Ying-Xi Liu
30 Model Reduction on Inertial Manifolds of Navier–Stokes

Equations Through Multi-scale Finite Element . . . . . . . . . . . . . . . .. . . . . . . . . . .383
Jia-Zhong Zhang, Sheng Ren, and Guan-Hua Mei
31 Diesel Engine Condition Classification Based

on Mechanical Dynamics and Time-Frequency Image
Processing . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .397
Hongkun Li and Zhixin Zhang
32 Input Design for Systems Under Identification as Applied

to Ultrasonic Transducers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .409
Nishant Unnikrishnan, Yicheng Pan, Marco Schoen,
Ajay Mahajan, Jarlen Don, and Tsuchin Chu
33 Development of a Control System for Automating of Spiral

Concentrators in Coal Preparation Plants .. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .421
Josh Hoelscher, Yicheng Pan, Manoj Mohanty, Jarlen Don,
Tsuchin Chu, and Ajay Mahajan
34 On the Rough Number Computation and the Ada

Language . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .437
Trong Wu
Author Index. . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .449
Subject Index . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .461

Contributors
Deng-Qing Cao School of Astronautics, Harbin Institute of Technology,

P.O. Box 137, Harbin 150001, People’s Republic of China, dqcao@hit.edu.cn
Tsuchin Chu Department of Mechanical Engineering and Energy Processes,
Southern Illinois University Carbondale, 1230 Lincoln Drive, Carbondale,
IL 62901-6603, USA, tchu@siu.edu
Jarlen Don Department of Mechanical Engineering and Energy Processes,
IL 62901-6603, USA
Dejun Fan MOE Key Laboratory for Strength and Vibration, School of Aerospace,
Xi’an Jiaotong University, Xi’an, Shaanxi 710049, People’s Republic of China
and
Department of Mathematics, Harbin Institute of Technology (Weihai), Weihai,
Shandong 264209, People’s Republic of China, fandejun@hitwh.edu.cn
S.-B. Fan CSR Qingdao Sifang Locomotive and Rolling Stock Company,
Chengyang, Qingdao 266111, People’s Republic of China
Ruicheng Feng School of Mechano-Electronic Engineering, Lanzhou University
of Technology, Lanzhou 730050, People’s Republic of China
Xilin Fu School of Mathematical Sciences, Shandong Normal University,
Jinan 250014, People’s Republic of China, xilinfu@gmail.com
Brandon C. Gegg Mechanical Engineering, Texas A&M University, College
Station, TX 77843, USA, barracuda@tamu.edu
Yu Guo Department of Mechanical and Industrial Engineering, Southern Illinois
University Edwardsville, Edwardsville, IL 62026-1805, USA, yguo@siue.edu
H.R. Hamidzadeh Department of Mechanical and Manufacturing Engineering,
Tennessee State University, Nashville, TN, USA, HHamidzadeh@tnsate.edu
Xiuping Han School of Mathematical Sciences, Shandong Normal University,
Jinan 250014, People’s Republic of China, han027@163.com
xi
xii Contributors
Josh Hoelscher Department of Mechanical Engineering and Energy Processes,

Southern Illinois University Carbondale, 1230 Lincoln Drive, Carbondale, IL
62901-6603, USA
Ling Hong MOE Key Lab for Strength and Vibration, School of Aerospace, Xi’an
Jiaotong University, Xi’an 710049, People’s Republic of China, hongling@mail.
xjtu.edu.cn
Wen-Hu Huang School of Astronautics, Harbin Institute of Technology,
P.O. Box 137, Harbin 150001, People’s Republic of China
Yaping Huang Department of Coatings and Polymeric Materials, North Dakota
State University, Fargo, ND 58108, USA, yaping.huang@ndsu.edu
Jun Jiang MOE Key Laboratory for Strength and Vibration, Xi’an Jiaotong
University, Xi’an 710049, People’s Republic of China, jun.jiang@mail.xjtu.edu.cn
Wuyin Jin School of Mechano-Electronic Engineering, Lanzhou University
and
Key Laboratory of Digital Manufacturing Technology and Application,
The Ministry of Education, Lanzhou University of Technology, Lanzhou 730050,
People’s Republic of China, jinwuyin@263.net
Yanfei Jin Department of Mechanics, Beijing Institute of Technology, Beijing
100081, People’s Republic of China, jinyf@bit.edu.cn
K. Kappaganthu Department of Mechanical Engineering, Villanova University,
Villanova, PA, USA, karthik.kappaganthu@villanova.edu
Timo Karvinen Department of Mechanics and Design, Tampere University
of Technology, P.O. Box 589, 33101 Tampere, Finland, timo.karvinen@tut.fi
Erno Keskinen Department of Mechanical Engineering, Tampere University
of Technology, P.O. Box 589, 33101 Tampere, Finland, erno.keskinen@tut.fi
Peng-Fei Lei School of Energy and Power Engineering, Xi’an Jiaotong University,
Xi’an, Shaanxi 710049, People’s Republic of China, pflei@stu.xjtu.edu.cn
Yonggang Leng School of Mechanical Engineering, Tianjin University, Tianjin
300072, People’s Republic of China, Hleng yg@tju.edu.cn
Hongkun Li School of Mechanical Engineering, Dalian University of Technology,
Dalian 116023, People’s Republic of China
and
State Key Laboratory of Structural Analysis of Industrial Equipment, Dalian
116023, People’s Republic of China, lihk@dlut.edu.cn
Kai-Lun Li School of Energy and Power Engineering, Xi’an Jiaotong University,
Xi’an, Shanxi 710049, People’s Republic of China, likailun@stu.xjtu.edu.cn
Hao Liu School of Mechano-Electronic Engineering, Lanzhou University
Contributors xiii
Yan Liu School of Mechatronics, Northwestern Polytechnical University, Xi’an

710072, People’s Republic of China, liuyan@nwpu.edu.cn
Ying-Xi Liu Department of Engineering Mechanics, Dalian University
of Technology, 2 Linggong Road, Dalian 116024, People’s Republic of China,
yxliu@dlut.edu.cn
Jing-jun Lou College of Naval Architecture and Power, Naval University
of Engineering, Wuhan 430033, People’s Republic of China,
jingjun lou@hotmail.com
Le-Feng Lü Department of Engineering Mechanics, Dalian University
of Technology, 2 Linggong Road, Dalian 116024, People’s Republic of China,
lorrykey@gmail.com
Albert C.J. Luo Department of Mechanical and Industrial Engineering,
Southern Illinois University Edwardsville, Edwardsville, IL62026-1805, USA,
aluo@siue.edu
Yajun Luo School of Aerospace, Xi’an Jiaotong University, Xi’an 710049,
People’s Republic of China, luoyajun@mail.xjtu.edu.cn
Ajay Mahajan Department of Mechanical Engineering, University of Akron,
Akron, OH, USA
Guan-Hua Mei School of Energy and Power Engineering, Xi’an Jiaotong
University, No. 28, Xianning West Road, Xi’an, Shaanxi 710049, People’s
Republic of China, meiguanhua@stu.xjtu.edu.cn
Manoj Mohanty Department of Mining and Mineral Resources Engineering,
Southern Illinois University Carbondale, 1230 Lincoln Drive, Carbondale, IL
62901-6603, USA
Jori Montonen Department of Mechanics and Design, Tampere University of
Technology, P.O. Box 589, FIN-33101 Tampere, Finland
C. Nataraj Department of Mechanical Engineering, Villanova University,
Villanova, PA, USA, nataraj@villanova.edu
Yicheng Pan Department of Mechanical Engineering and Energy Processes,
IL 62901-6603, USA
J.H. Peng Department of Mechanical Engineering, Shaoyang Polytechnic, Hunan,
People’s Republic of China
and
Department of Physics, Shaoyang University, Shaoyang, Hunan, People’s Republic
of China, pengjhua@sina.com
Neil Popplewell Mechanical and Manufacturing Engineering, University
of Manitoba, 15 Gillson Street, Winnipeg, MB, Canada R3T 5V6,
npopple@cc.umanitoba.ca
xiv Contributors
Rajkumar Porwal Department of Mechanical Engineering, Shri G. S. Institute of

Technology and Science, 23 Park Road, Indore 452003, India, rkporwal@iitk.ac.in,
rajkumarporwal@hotmail.com
Sheng Ren School of Energy and Power Engineering, Xi’an Jiaotong University,
No. 28, Xianning West Road, Xi’an, Shaanxi 710049, People’s Republic of China,
sheng.ren@stu.xjtu.edu.cn
Marco Schoen Department of Mechanical Engineering, Idaho State University,
Pocatello, ID, USA
Arvind H. Shah Civil Engineering, University of Manitoba, 15 Gillson Street,
Winnipeg, MB, Canada R3T 5V6, shah@cc.umanitoba.ca
Huilin Shang School of Mechanical and Automation Engineering, Shanghai
Institute of Technology, Shanghai 20035, People’s Republic of China,
suliner60@hotmail.com
Zhiyong Shang MOE Key Laboratory for Strength and Vibration, Xi’an Jiaotong
University, Xi’an, People’s Republic of China, zhiyongtop@163.com
Bo Song School of Engineering, University of California, Merced CA 95344,
USA
Darryl K. Stoyko Mechanical and Manufacturing Engineering, University
of Manitoba, 15 Gillson Street, Winnipeg, MB, Canada R3T 5V6,
D Stoyko@UManitoba.ca
Jian-Qiao Sun School of Engineering, University of California, Merced,
CA 95344, USA, jqsun@ucmerced.edu
Steve C.S. Suh Mechanical Engineering, Texas A&M University, College Station,
TX 77843, USA
J.S. Tang College of Mechanics and Aerospace, Hunan University, Changsha,
Hunan, People’s Republic of China, js.tang@yahoo.com.cn
X.W. Tangpong Department of Mechanical Engineering, North Dakota State
University, Fargo, ND 58108, USA, annie.tangpong@ndsu.edu
Nishant Unnikrishnan Department of Mechanical Engineering and Energy
Processes, Southern Illinois University Carbondale, 1230 Lincoln Drive,
Carbondale, IL 62901-6603, USA
Nalinaksh S. Vyas Department of Mechanical Engineering, Indian Institute
of Technology Kanpur, Kanpur 208016, India, vyas@iitk.ac.in
Jin-Lin Wang School of Astronautics, Harbin Institute of Technology,
P.O. Box 137, Harbin 150001, China
X. Wang Institute of Science, PLA University of Science and Technology,
211101 Nanjing, People’s Republic of China
Contributors xv
Yang Wang Southern Illinois University Edwardsville, Edwardsville,

IL 62026-1805, USA, ywang@siue.edu
Ying-chun Wang Administrative Office of Training, Naval University
of Engineering, Wuhan 430033, People’s Republic of China
Yue-Fang Wang Department of Engineering Mechanics, Dalian University
of Technology, 2 Linggong Road, Dalian 116024, People’s Republic of China
and
State Key Laboratory of Structural Analysis for Industrial Equipment, Dalian
116024, People’s Republic of China, yfwang@dlut.edu.cn
Z.H. Wang Institute of Science, PLA University of Science and Technology,
and
Institute of Vibration Engineering Research, Nanjing University of Aeronautics and
Astronautics, Nanjing 210016, People’s Republic of China, zhwang@nuaa.edu.cn
Trong Wu Department of Computer Science, Southern Illinois University
Edwardsville, Edwardsville, IL 62026-1656, USA, twu@siue.edu
Ying Wu School of Science, Xi’an University of Technology, Xi’an, Shaanxi
710054, People’s Republic of China, wying36@163.com
Minglong Xu School of Aerospace, Xi’an Jiaotong University, Xi’an 710049,
People’s Republic of China, mlxu@mail.xjtu.edu.cn
Y. Xu CSR Qingdao Sifang Locomotive and Rolling Stock Company, Chengyang,
Qingdao 266111, People’s Republic of China
Aihua Zhang College of Electrical and Information Engineering, Lanzhou
University of Technology, Lanzhou 730050, People’s Republic of China
Chi Zhang School of Mechano-Electronic Engineering, Lanzhou University of
Technology, Lanzhou 730050, People’s Republic of China
H. Zhang CSR Qingdao Sifang Locomotive and Rolling Stock Company,
Chengyang, Qingdao 266111, People’s Republic of China
Jia-Zhong Zhang School of Energy and Power Engineering, Xi’an Jiaotong
University, Xi’an, Shaanxi 710049, People’s Republic of China,
jzzhang@mail.xjtu.edu.cn
Xinong Zhang School of Aerospace, Xi’an Jiaotong University, Xi’an 710049,
People’s Republic of China, xnzhang@mail.xjtu.edu.cn
Y.-W. Zhang MOE Key Lab for Strength and Vibration, Xi’an Jiaotong University,
Xi’an 710049, People’s Republic of China, bee.bean4@stu.xjtu.edu.cn
Zhixin Zhang School of Mechanical Engineering, Dalian University
of Technology, Dalian 116023, People’s Republic of China, dlzzx@dl.cn
xvi Contributors
Y.-J. Zhao CSR Qingdao Sifang Locomotive and Rolling Stock Company,
Chengyang, Qingdao 266111, People’s Republic of China,
zhaoyanju215@yahoo.com.cn
P. Zhu Department of Physics, Simao Teacher’s College, Puer 665000, People’s
Republic of China, zhuupp@yahoo.com.cn
Shi-jian Zhu College of Naval Architecture and Power, Naval University
of Engineering, Wuhan 430033, People’s Republic of China
Part I
Nonlinear and Discontinuous Dynamical
Systems
Chapter 1
General Solution of a Vibration System with
Damping Force of Fractional-Order Derivative
Z.H. Wang and X. Wang
Abstract The generalized Bagley–Torvik system is a linear oscillator whose

damping force is described by fractional-order derivative with order between
0 and 2. This paper shows that as a sequential fractional-order differential equation
with constant coefficients whose general solution depends on more than two free
(independent) constants, the generalized Bagley–Torvik equation actually admits a
general solution that involves two free constants only and can be determined fully
by the initial displacement and initial velocity.
1.1 Introduction
Dynamical systems with fractional-order derivatives have found many applications

in various problems in science and engineering such as viscoelasticity, heat con-
duction, electrode–electrolyte polarization, electromagnetic waves, diffusion wave,
control theory and so on [1–5]. In order to model the forced motion of a rigid plate
immersed in a kind of Newtonian fluid, for example, Bagley and Torvik proposed
the following differential equation [5]
R C B0 D 3=2 x.t/ C C x.t/ D f .t/:

Ax.t/ (1.1)
A peculiarity of this equation is the fractional-order derivative B0 D 3=2 x.t/ that is

used to describe the damping force. Recently, the first author proved in [6] that the
fractional-order derivative B0 D ˛ x.t/ appeared in
Z.H. Wang ()

Institute of Science, PLA University of Science and Technology, 211101 Nanjing,
and
Institute of Vibration Engineering Research, Nanjing University of Aeronautics and Astronautics,
e-mail: zhwang@nuaa.edu.cn
A.C.J. Luo (ed.), Dynamical Systems: Discontinuity, Stochasticity and Time-Delay, 3

DOI 10.1007/978-1-4419-5754-2 1, c Springer Science+Business Media, LLC 2010
4 Z.H. Wang and X. Wang
R C B0 D ˛ x.t/ C C x.t/ D 0 .A; B; C > 0I 0 < ˛ < 2/

Ax.t/ (1.2)
acts always as a damping force, so that the motion governed by (1.2) is a result of
external force, elastic restoring force and fractional-order damping force. A funda-
mental problem is how to formulate the initial conditions so that the evolution of
the system is completely determined from the initial conditions [8]. Because the or-
der of highest derivative in (1.2) is 2, it is expected that as in the case of classical
vibration systems, the initial position and initial velocity determine completely the
evolution of the vibration systems.
A straightforward approach for solving this linear equation (1.2) is Laplacian
transformation [1,7]. In this way, a solution in terms of the initial position and initial
velocity can be easily obtained by using this method, if the Caputo’s fractional-order
derivative is employed. However, in [8], the solution of the vibration system has to
use the value of a fractional-order derivative at the initial point, except for the initial
position and initial velocity, if the Riemann–Liouville’s fractional-order derivative
is applied. Recently, Bonilla et al. established a theory for finding the general so-
lution of sequential fractional-order differential equations (SFDEs) with constant
coefficients [9]. As in solving linear ordinary differential equations with constant co-
efficients, the general solution of a SFDE can be obtained directly by the roots of
a polynomial (be called characteristic roots for simplicity). This paper studies the
general solution of the generalized Bagley–Torvik equation in dimensionless form
R C 0 D ˛ x.t/ C x.t/ D 0
x.t/ . > 0; 0 < ˛ < 2; ˛ ¤ 1/: (1.3)
Regarding the fractional vibration equation as a SFDE, its “order” is greater than 2,
and it requires more than two free constants to describe its general solution. The
main objective of this paper is to show that with Riemann–Liouville’s derivative or
Caputo’s derivative, the general solution of (1.3) involves two free constants only,
and it can be determined fully by the initial displacement and initial velocity.
1.2 Preliminaries for Sequential Fractional-Order

Differential Equations
The following homogeneous linear fractional differential equation

" #
X
n1
aD
n˛
C ak .t/ a D k˛
x.t/ D 0 (1.4)
kD0
is called SFDE, where a; ak 2 R, and
aD
k˛
D a D ˛ .a D .k1/˛ / .k D 2; 3; : : : ; n/:
The fractional-order derivative a D ˛ can be defined in different ways [1,3], including

Riemann–Liouville’s definition.
1 General Solution of a Fractional-Order Vibration System 5
Let ˛ 2 R; m 1 < ˛ m; m 2 N; a 2 R and f be a continuous function, then

Riemann–Liouville fractional-order derivative is defined by
Z t
1 dm f ./
RL ˛
a D f .t/ D d; (1.5)
.m ˛/ dt m a .t /1C˛m
where .z/ is the Gamma function defined by

Z 1
.z/ D et t z1 dt .<.z/ > 0/
0
satisfying .z C 1/ D z .z/. The derivative RL ˛

a D f .t/ requires that f .t/ is con-
tinuous only, so it is widely used in analysis.
1.2.1 Linear Dependence and Linear Independence of Functions
Assume that x1 .t/; x2 .t/; : : : ; xn .t/ are n functions defined on Œa; b; they are called
linearly dependent in Œa; b, if there exist constants c1 ; c2 ; : : : ; cn that are not zero
simultaneously, such that
c1 x1 .t/ C c2 x2 .t/ C C cn xn .t/ 0 .a t b/: (1.6)
Otherwise, x1 .t/; x2 .t/; : : : ; xn .t/ are called linearly independent in Œa; b.
To check the linear dependence in fractional calculus, it is convenient to use the
generalized Wronsky determinant W˛ .x1 ; x2 ; : : : ; xn / of x1 .t/; x2 .t/; : : : ; xn .t/,
defined by [9]
ˇ ˇ
ˇ x1 .t/ x2 .t/ xn .t/ ˇ
ˇ ˇ
ˇ a D ˛ x1 .t/ D ˛
x .t/ D ˛
x .t/ ˇ
ˇ a 2 a n ˇ
W˛ .x1 ; x2 ; : : : ; xn / D ˇ : : : : ˇ:
ˇ :: :: :: :: ˇ
ˇ ˇ
ˇ D .n1/˛ x .t/ D .n1/˛ x .t/ D .n1/˛ x .t/ ˇ
a 1 a 2 a n
(1.7)
The solutions x1 .t/, x2 .t/; : : : ; xn .t/ of (1.4) are linearly dependent in Œa; b if and
only if there is a t0 2 Œa; b such that W˛ .t0 / D 0.
1.2.2 Characteristic Polynomial
In classical calculus, the function et plays an important role in solving ordinary
differential equations with constant coefficients, and it satisfies
d t
e D et :
dt
In fractional calculus, the ˛-exponential function [9]

1
X
a/ k .t a/˛k
e.t
˛ D .t a/ ˛1
.t a/ (1.8)
..k C 1/˛/
kD0
satisfies the following fractional-order differential equation
aD
˛
x.t/ D x.t/ .t > a/ (1.9)
in the sense of Riemann–Liouville fractional derivative. For the SFDE with constant
coefficients, one has
" #
X
n1
a/ a/
RL n˛
a D C ak RL
a D
k˛
e.t
˛ D p./e.t
˛ ; (1.10)
kD0
where
X
n1
p./ D n C ak k (1.11)
kD1
is called the characteristic polynomial of (1.4).

.t a/
Assume that (1.4) has a solution of the form c e˛ , then must be a root of
.t a/
p./. Conversely, if p./ D 0, then (1.4) has a solution c e˛ . Thus, (1.4) has a
.t a/
solution c e˛ if and only if is a root of p./.
The ˛-exponential function can also be defined as following [9]
1
X
a/ k .t a/˛k
eO .t
˛ D .t a/;
.k˛ C 1/
kD0
which satisfies the fractional-order differential equation (1.9) in the sense of Caputo
fractional-order derivative. Caputo’s definition is given by
Z t
1 f .m/ ./
C ˛
a D f .t/ D d: (1.12)
.m ˛/ a .t /1C˛m
It requires that f .t/ has m-order continuous derivatives. For function f .t/, with
m-order continuous derivative and starting from standstill, however, the Caputo frac-
tional derivative gives the same value of Riemann–Liouville fractional derivative.
1.2.3 General Solution of SFDE
In what follows, we shall discuss the general solution of (1.4) in two cases as
follows.
Case 1. The polynomial p./ has simple roots only.
Assume that 1 ; 2 ; : : : ; n are n different roots of p./, then (1.4) has the cor-
responding particular solutions
x1 .t/ D e˛1 .t a/ ; x2 .t/ D e˛2 .t a/ ; : : : ; xn .t/ D e˛n .t a/ : (1.13)
The functions in (1.13) are linearly independent and are the fundamental solutions
of (1.4). In this case, the general solution of (1.4) is [9]
x.t/ D c1 e˛1 .t a/ C c2 e˛2 .t a/ C C cn e˛n .t a/ ; (1.14)
where c1 ; c2 ; : : : ; cn are arbitrary constants.

Case 2. The polynomial p./ has repeated roots.
Suppose that is a root of p./, with multiplicity l; .1 < l n/, then according
to [9],
a/ @ .t a/ @2 .t a/ @l1 .t a/
e.t
˛ ; e ; e ; : : : ; e (1.15)
@ ˛ @2 ˛ @l1 ˛
are l linearly independent particular solutions of (1.4). Let 1 ; 2 ; : : : ; k be the
different roots with multiplicities l1 ; l2 ; : : : ; lk , respectively, and l1 C l2 C C
lk D n, then the general solution of (1.4) are the linear combination of the following
fundamental solutions
@ 1 .t a/ @2 1 .t a/ @l1 1 1 .t a/

e˛1 .t a/ ; e˛ ; e ˛ ; : : : ; e
@ @2 @l1 1 ˛
@ 2 .t a/ @2 2 .t a/ @l2 1 2 .t a/
e˛2 .t a/ ; e˛ ; e˛ ; :::; e
@ @ 2 @l2 1 ˛
::
:
@ k .t a/ @2 k .t a/ @lk 1 k .t a/
e˛k .t a/ ; e˛ ; e ˛ ; : : : ; e
@ @2 @lk 1 ˛
h j iˇ
@j k .t a/ .t a/ ˇ
where e
@j ˛
D @
@
e
j ˛ ˇ .
Dk
1.3 Analysis of the Characteristic Roots
The order ˛ is assumed to be rational:

k 1
˛ D D kˇ ˇD :
n n
Then the generalized Bagley–Torvik equation (1.3) can be recast into a SFDE
2nˇ
0D x.t/ C 0 D kˇ x.t/ C x.t/ D 0 (1.16)
and the characteristic equation reads
p./ WD 2n C k C 1 D 0: (1.17)
Obviously, with s D 1=, one has p./ D 0 if and only if q.s/ D 0, where
q.s/ D 1 C s 2nk C s 2n . Thus, it is sufficient to consider the case 1 k < n
only. Based on the theory introduced above, the general solution of a sequential
fractional differential equation can be given directly if the characteristic roots are
in hand.
The case with repeated roots needs to be studied carefully, which can be carried
out in four steps as follows.
Step 1. p./ has no repeated roots with multiplicity greater than 2. In fact, if
p./ has repeated root , satisfying
8
< p./ D 0 , 2n C k C 1 D 0
p 0 ./ D 0 , 2n2n1 C kk1 D 0 ; (1.18)
: 00
p ./ D 0 , 2n.2n 1/2n2 C k.k 1/k2 D 0
then, the latter two equations yield
2n k
D ;
2n.2n 1/ k.k 1/
which is possible only if k D 2n.

Step 2. p./ has a repeated real root with multiplicity 2 if k is odd, and it has no
repeated real roots if k is even. In fact, the first two conditions in (1.18) implies that
k 2n
2n D > 0 and k D < 0: (1.19)
2n k .2n k/
If the repeated root is real, then k must be odd. In this case,

2n
k
2n 2n k
D O WD : (1.20)
2n k k
Step 3. p./ has no repeated roots of pure imaginary numbers if k is odd, and it
has at most two pairs of conjugate pure imaginary roots with multiplicity 2 if k is
even. In fact, if k is odd, then p.i !/ D 0 implies that
˙ ! 2n ˙ ! k i C 1 D 0 ) ! D 0:
Obviously, D 0 is not a root of p./ D 0. When k is even, let k D 2m, 1 m <

n=2, and denote 2 D s, then p./ D q.s/ WD s n C s m C 1. If q.s/ has a repeated
negative root, then p./ has two pairs of repeated conjugate pure imaginary roots.
As known in Step 2, q.s/ has a repeated negative root only if n is even and m is odd.
It follows that p./ has a repeated complex roots with non-zero real part only, if
both n and m are even.
Step 4. p./ has two pairs of repeated conjugate complex roots with non-zero
real part if n D 2i a, k D 2j b, where i > j and b is odd. Actually, let n D 2a,
m D 2b, (1 b < n=4), then p./ D q.s/ D r.t/ WD t a C t b C 1 with t D 4 .
If r.t/ has a repeated negative root, then q.s/ has two pairs of repeated conjugate
pure imaginary roots ˙i with > 0. As known in Step 2, r.t/ has a repeated
negative root only if a is even and b is odd. In this case, p./ has repeated roots as
following p p
2 2
p .1 ˙ i/; p .1 ˙ i/:
2 2
Thus, the claim is confirmed if the same procedure is carried out repeatedly.
As for ¤ , O the number of real roots of p./ keeps unchanged in .0; / O
and .;O C1/, respectively, since the roots depend continuously on > 0. When
D 0, p./ D 2n C1 has no real roots; thus, p./ has n pairs of conjugate simple
complex roots for all 2 .0; /.O If p./ has a repeated real root at D , O then
p./ has exactly two simple negative roots and .n 1/ pairs of conjugate simple
complex roots for > . O Otherwise, p./ has n pairs of conjugate simple complex
roots for > .O
1.4 The General Solution
Based on the above analysis, we can express the general solution of the SFDE di-
rectly by using the roots of p./, in terms of ˛-exponential function et O t
˛ or e ˛ , and
then prove that some .2n 2/ free constants depend on the rest two free constants.
For simplicity, the general solution, in the terms of et
˛ , of the following equation

2
R C 0 D ˛ x.t/ C x.t/ D 0
x.t/ > 0; ˛ D (1.21)
3
is only addressed. With ˇ D 1=3, (1.21) can be changed to 0 D 6ˇ x.t/ C 0

D 2ˇ x.t/ C x.t/ D 0. For each ¤ O and > 0, the characteristic function
p./ D 6 C 2 C 1 has no repeated roots but three pairs of conjugate simple
roots 1 ; N 1 ; 2 ; N 2 ; 3 ; N 3 , and the general solution of the SFDE can be written as
x.t/ D c1 x1 .t/ C cN1 xN 1 .t/ C c2 x2 .t/ C cN2 xN 2 .t/ C c3 x3 .t/ C cN3 xN 3 .t/; (1.22)
t
where xi .t/ D e1=3
i
.i D 1; 2; 3/. For t ! C0, one has
t 2=3
x.t/ D .c1 C cN1 C c2 C cN2 C c3 C cN3 /
.1=3/
t 1=3
C .c1 1 C cN1 N 1 C c2 2 C cN2 N 2 C c3 3 C cN3 N 3 /
.2=3/
1
C c1 21 C cN1 N 21 C c2 22 C cN2 N 22 C c3 23 C cN3 N 23
.1/
t 1=3
C c1 31 C cN1 N 31 C c2 32 C cN2 N 32 C c3 33 C cN3 N 33
.4=3/
t 2=3
C c1 41 C cN1 N 41 C c2 42 C cN2 N 42 C c3 43 C cN3 N 43 C O.t 2 /:
.5=3/
(1.23)
In order that jx.0/j < 1, jx.0/j

P < 1, it is required to have
8
ˆ
ˆ c1 C cN1 C c2 C cN2 C c3 C cN3 D 0
ˆ
ˆ
< c C cN N C c C cN N C c C cN N D 0
1 1 1 1 2 2 2 2 3 3 3 3
: (1.24)
ˆ N N N3
ˆ c1 1 C cN1 1 C c2 2 C cN2 2 C c3 3 C cN3 3 D 0
3 3 3 3 3
ˆ
:̂
c1 41 C cN1 N 41 C c2 42 C cN2 N 42 C c3 43 C cN3 N 43 D 0
In this case, it holds jx.0/j

R < 1 as well. Straightforward computation gives the coef-
ficient determinant of the above linear system with respect to <.c2 /; =.c2 /; <.c3 /
and =.c3 / as following
D D 2.2 3 /.N 2 N 3 /.N 2 3 /.2 N 3 /

.N 2 N 2 C N 3 N 3 C 2 3 C N 2 N 3 C 2 N 3 C N 2 3 /: (1.25)
The assumptions i ¤ j and i ¤ N j imply that D ¤ 0. Thus, <.c2 /; =.c2 /;

<.c3 / and =.c3 / can be determined uniquely from (1.24), in terms of <.c1 / and
=.c1 /. As a result, the general solution of (1.21) depends on <.c1 / and =.c1 / only
and can be determined fully by the initial displacement and initial velocity.
The above procedure can be carried out to obtain the general solution of (1.3) in
a similar way for D , O as well for any given rational number ˛ 2 .0; 2/. The
computational complexity increases sharply as n increases.
Acknowledgement This work was supported by NSF of China under Grant 10825207 and in part
by FANEDD of China under Grant 200430.
References
1. Podlubny I (1999) Fractional differential equations. Academic, San Diego, CA

2. Kilbas AA, Srivastava HM, Trujillo JJ (2006) Theory and applications of fractional differential
equations. Elsevier, Amsterdam
3. Das S (2008) Functional fractional calculus for system identification and controls. Springer,
Berlin
4. Bagley RL, Torvik PJ (1984) On the appearance of the fractional derivative in the behavior of
real materials. ASME J Appl Mech 51:294–298
5. Bagley RL, Torvik PJ (1983) Fractional calculus – a different approach to the analysis of vis-
coe1astically damped structures. AIAA J 21(5):741–748
6. Wang ZH, Hu HY (2010) Stability of a linear oscillator with damping force of fractional-order
derivative. Sci China: Phys, Mech Astron 53(2):1–8, doi:10.1007/s11433-009-0291-y
7. Suarez LE, Shokooh A (1997) An eigenvector expansion method for the solution of motion
containing fractional derivatives. ASME J Appl Mech 64:629–635
8. Lorenzo CF, Hartley TT (2008) Initialization of fractional-order operators and fractional differ-
ential equations. ASME J Comput Nonlinear Dyn 3:021101
9. Bonilla B, Rivero M, Trujillo JJ (2007) Linear differential equations of fractional orders. In:
Sabatier J, Agrawal OP, Tenreiro Machado JA (eds) Advances in fractional calculus. Springer,
Dordrecht, pp 77–91
Chapter 2
An Analytic Proof for the Sensitivity of Chaos
to Initial Condition and Perturbations
J.H. Peng and J.S. Tang
Abstract An analytic method to prove the sensitivity of chaotic motion to initial

states and perturbations is proposed in this paper. With the fundamental perturbation
method, a second order nonlinear differential equation is expanded into a series of
perturbation equations, and by means of variation of constants, the general solutions
of the perturbation equations are obtained. Based on these general solutions, we
prove that the chaotic motion is sensitively dependent on the initial conditions and
perturbations.
2.1 Introduction
Since Lorentz discovered the chaotic motion of air flow in his famous article
“Deterministic nonperiodic flow” [1] and Li and Yorke first introduced the term
chaos [2], considerable efforts, both theoretical and experimental, have been de-
voted to the study of chaotic motion of nonlinear dynamical system. Many important
properties and applications of chaos have been obtained [3–12].
The property that chaotic motion is sensitively dependent on initial conditions is
the most important nature of chaos [13]. With numeric computation technique the
property of various chaotic systems has been checked [1, 2] and by means with the
Lyapunov characteristic exponents, it can be verified quantitatively [14, 15]. But all
these methods are numerical ones and we have not analytically proved the property
of chaotic motion being sensitively dependent on the initial conditions still. In this
paper, we propose an analytical proof for the property. Firstly, we expand the second
nonlinear differentiate equation into a series perturbation equations, then, with the
trial and error procedure and variation of constants method, we derive the general
J.H. Peng ()

Department of Mechanical Engineering, Shaoyang Polytechnic, Hunan,
and
Department of Physics, Shaoyang University, Shaoyang, Hunan, People’s Republic of China
e-mail: pengjhua@sina.com

14 J.H. Peng and J.S. Tang
solutions of each perturbation equation, and, finally based on the above solutions,
we prove the sensitivity of chaos to initial conditions and perturbations analytically.
2.2 Perturbation Equations
The governing equation of the second order nonlinear differential dynamical system
being studied can be expressed as
(
xR D f .x/ C "g.t; x/
P
; f; g 2 C r ; (2.1)
x.0/ D a; x.0/
P Db
P
where ".>0/ is a small arbitrary parameter, f .x/ is a nonlinear function of x, g.t; x/
is the perturbation acting on the system. The fundamental perturbation method is
employed to solve (2.1). Setting
x.t/ D x0 .t/ C "x1 .t/ C "2 x2 .t/ C : (2.2)
P into the Taylor’s

Substituting (2.2) into (2.1) and expanding f .x/ as well as g.t; x/
series of x and xP yields
@f .x0 /
xR 0 .t/ C "xR 1 .t/ C "2 xR 2 .t/ C D f .x0 / C ."x1 C "2 x2 C /
@x
1 @2 f .x0 / 2
C ."x1 C "2 x2 C / C
2Š @x 2
@g.t; xP 0 /
C " g.t; xP 0 / C ."xP 1 C "2 xP 2 C /
@xP

1 @2 g.t; xP 0 / 2 2
C ."xP 1 C " xP 2 C / C ;
2Š @xP 2
(2.3)
(
x0 D x0 .0/ C "x1 .0/ C "2 x2 .0/ C
; (2.4)
xP 0 D xP 0 .0/ C "xP 1 .0/ C "2 xP 2 .0/ C
equating the sum of i th-order terms of " in (2.3) to zero, we obtain the zeroth-order
perturbation equation and i th-order perturbation equations as follows
"0 W xR 0 D f .x0 /; (2.5)
8
<xR D @f .x0 / x C h .t; x ; xP /
1 1 1 0 0
"1 W @x ; (2.6)
:
h1 .t; x0 ; xP 0 / D g.t; xP 0 /
2 Sensitivity of Chaos to Initial Condition and Perturbation 15
8
ˆ @f .x0 /
<xR 2 D x2 C h2 .t; x0 ; x1 I xP 0 ; xP 1 /
2
" W @x ; (2.7)
:̂h2 .t; x0 ; xP 0 ; x1 / D @g.t; xP0 / C 1 @ f .x0 / x 2
2
@xP 2 @x 2 1
8
ˆ
ˆ @f .x0 /
ˆ
ˆ xR i D xi C hi .t; x0 ; x1 ; : : : ; xi 1 I xP 0 ; xP 1 I : : : I xP i 1 /
ˆ
ˆ @x
ˆ
ˆ
ˆ
ˆ hi .t; x0 ; x1 ; : : : ; xi 1 I xP 0 ; xP 1 I : : : I xP i 1 /
ˆ
ˆ
ˆ
ˆ
< @g.t; xP 0 / @2 g.t; xP 0 /
" W
i D P
x i 1 C .xP 1 xP i 2 C xP 2 xP i 3 C / C :
(2.8)
ˆ @xP @xP 2
ˆ
ˆ i 1
ˆ
ˆ @ g.t; xP 0 / d 2
f .x 0 /
ˆ
ˆ C .i 1/Š
1
xP 1i 1 C .x1 xi 1 C x2 xi 2 C / C
ˆ
ˆ @xP i 1 dx 2
ˆ
ˆ
ˆ
ˆ 1 di 1 f .x0 / i 2 1 di f .x0 / i
:̂C x 1 x 2 C x1
.i 2/Š dx i 1 i Š dx i
2.3 General Solutions of Perturbation Equations
Equation (2.5) is the unperturbed equation of original system (2.1). If we can get
the solutions, xi .t/ .i D 0; 1; 2; : : :/, of various equations given earlier, then
the solution of (2.1) is obtained by inserting xi .t/ into (2.2). Noting that
hi .t; x0 ; xP 0 I x1 ; xP 1 I : : : I xi 1 ; xP i 1 / .i D 1; 2; : : :/ is the non-homogeneous term
of the i th-order perturbation equation .i D 1; 2; : : :/, hence the homogeneous parts
of the i th-order perturbation equations .i D 1; 2; : : :/ are linear differential equa-
tions. The general solution of the i th-order perturbation equation .i D 1; 2; : : :/
can be derived from the fundamental solutions of the homogeneous parts of the
i th-order equation with the method of variation of constants that is well known to
us. For the sake of determining the general solution of the i th-order perturbation
equation .i D 1; 2; : : :/, assume the formal solution of zeroth-order equation (2.5)
is x0 .t/. According to the characteristic of the homogeneous parts of i th-order
perturbation equation
@f .x0 /
xR i D xi ; i D 1; 2; : : : (2.9)
@x
we suppose the trial solutions of them being
Z
xi1 .t/ D xP 0 .t/; xi 2 .t/ D xP 0 .t/ ŒxP 0 .t/2 dt; i D 1; 2; : : : (2.10)
We verify these solutions satisfying (2.9) first. On the one hand, it is easy to get the
second derivative as follows
xR i1 .t/ D x
«0 .t/: (a)
Inserting it into (2.9), we have
@f .x0 /
«0 .t/ D
x xP 0 .t/: (b)
@x
On the other hand, differentiating (2.5) one more time yields

@f .x0 /
«0 .t/ D
x xP 0 .t/: (c)
@x
The forms of (b) are the same with (c), hence the trial solution xi1 .t/ D xP 0 .t/ is a
solution of (2.9).
Now, we prove that the trial solution xi 2 .t/ is the real solution of (2.9). The first
derivative and second derivative can be easily obtained as follows
Z
xP i 2 .t/ D xR 0 .t/ ŒxP 0 .t/2 dt C ŒxP 0 .t/1 ;
Z
«0 .t/ ŒxP 0 .t/2 dt C xR 0 .t/ŒxP 0 .t/2 xR 0 .t/ŒxP 0 .t/2
xR i 2 .t/ D x
Z
Dx«0 .t/ ŒxP 0 .t/2 dt
Substituting representation (b) into this equation yields

Z Z
@f .x0 /
xR i 2 .t/ D x
«0 .t/ ŒxP 0 .t/2 dt D xP 0 .t/ ŒxP 0 .t/2 dt: (d)
@x
Meanwhile, we substitute xi 2 .t/ into (2.9)

Z
@f .x0 /
xR i 2 .t/ D xP 0 .t/ ŒxP 0 .t/2 dt:
@x
It is exactly the same with representation (d), and it shows that the trial solution
xi 2 .t/ is the solution of (2.9). So far, the fundamental solutions of homogeneous
equation (2.9) have been determined.
It is obvious that xi1 .t/ and xi 2 .t/ are linearly independent, thereby the general
solution of (2.9) is the linear combination of xi1 .t/ and xi 2 .t/, that is
xi .t/ D c1 xi1 .t/ C c2 xi 2 .t/:
According to the method of variation of constants, the general solution of the

i th-order perturbation equation
@f .x0 /
xR i D xi C hi .t; x0 ; x1 ; : : : ; xi 1 I xP 0 ; xP 1 ; : : : ; xP i 1 /; i D 1; 2; : : : (2.11)
@x
can be expressed as
xi .t/ D ci1 .t/xi1 .t/ C ci 2 .t/xi 2 .t/: (2.12)
Differentiating it with respect to t yields
xP i .t/ D cPi1 .t/xi1 .t/ C cPi 2 .t/xi 2 .t/ C ci1 .t/xP i1 .t/ C ci 2 .t/xP i 2 .t/: (2.13)
Because there is only one equation (2.11) that the two unknown functions ci1 .t/ and
ci 2 .t/ must fulfill, we can set another expression that the two unknown functions
should hold. Representation (2.13) implying that the second derivatives of ci1 .t/
and ci 2 .t/ is undesired in xR i .t/ we can set
cPi1 .t/xi1 .t/ C cPi 2 .t/xi 2 .t/ D 0; (2.14)
so that
xP i .t/ D ci1 .t/xP i1 .t/ C ci 2 .t/xP i 2 .t/: (2.15)
differentiating (2.15) with respect to t one more time results in
xR i .t/ D cPi1 .t/xP i1 .t/ C cPi 2 .t/xP i 2 .t/ C ci1 .t/xR i1 .t/ C ci 2 .t/xR i 2 .t/: (2.16)
Substituting (2.12) and (2.16) into (2.11), one has

@f .x0 /
cPi1 .t/xP i1 .t/ C cPi 2 .t/xP i 2 .t/ C ci1 .t/ xR i1 .t/ xi1 .t/
@x

@f .x0 /
C ci 2 .t/ xR i 2 .t/ xi1 .t/ D hi : (2.17)
@x
Employing representations (2.9) and (2.10), this equation becomes
cPi1 .t/xP i1 .t/ C cPi 2 .t/xP i 2 .t/ D hi : (2.18)
Combining equations of (2.14) and (2.18), the condition is that the solutions of
unknown variables ci1 .t/ and ci 2 .t/ are nontrivial is

xi1 xi 2
W D D xi1 xP i 2 xi 2 xP i 2 ¤ 0: (2.19)
xP i1 xP i 2
That is
Z
2 1
W D xi1 xP i 2 xi 2 xP i 2 D xP 0 .t/ xR 0 .t/ ŒxP 0 .t/ dt C ŒxP 0 .t/
Z
xP 0 .t/ ŒxP 0 .t/ dt xR 0 .t/ D xP 0 .t/ŒxP 0 .t/1 D 1:
2
(2.20)
Condition (2.19) is fulfilled, and then the nontrivial solutions of ci1 .t/ and ci 2 .t/ are
(
cPi1 .t/ D xi 2 .t/hi
: (2.21)
cPi 2 .t/ D xi1 .t/hi
Integrating these equations yields

( Rt
ci1 .t/ D Ci1 C xi 2 .t/hi dt
Rt0t ; (2.22)
ci 2 .t/ D Ci 2 C t0 xi1 .t/hi dt
where Ci1 ; Ci 2 are the integral constants that are related to the initial conditions.
With the initial conditions (2.4) and expressions (2.12), (2.15), we obtain Ci1 and
Ci 2 as follows (
Ci1 D x2 .0/x.0/
P xP 2 .0/x.0/
: (2.23)
Ci1 D xP 1 .0/x.0/ x1 .0/x.0/
P
Substituting them into representations (2.22) yields
( Rt
ci1 .t/ D x2 .0/x.0/
P xP 2 .0/x.0/ C xi 2 .t/hi dt
Rt0t : (2.24)
ci 2 .t/ D xP 1 .0/x.0/ x1 .0/x.0/
P C t0 xi1 .t/hi dt
To simplify (2.24), we choose a special time ti1 D Ai1 and it fulfills

Z Ai1
P
x2 .0/x.0/ xP 2 .0/x.0/ xi 2 .t/hi dt D 0: (2.25)
t0
With the same method, we select ti 2 D Ai 2 and it holds

Z Ai1
xP 1 .0/x.0/ x1 .0/x.0/
P xi1 .t/hi dt D 0: (2.26)
t0
Therefore, representations (2.24) reduce to

( Rt
ci1 .t/ D Ai1 xi 2 .t/hi dt
Rt ; (2.27)
ci 2 .t/ D Ai 2 xi1 .t/hi dt
where Ai1 and Ai 2 are the constants determined by the initial conditions. Substitut-
ing them into (2.12), we get the general solution of i th-order perturbation equation
Z t Z t
xi .t/ D xi 2 .t/ xi1 .t/hi dt xi1 .t/ xi 2 .t/hi dt; i D 1; 2; : : : (2.28)
Ai 2 Ai1
Differentiating it with respect to t results in

Z t Z t
xP i .t/ D xP i 2 .t/ xi1 .t/hi dt xP i1 .t/ xi 2 .t/hi dt; i D 1; 2; : : : (2.29)
Ai 2 Ai1
2.4 Sensitivity to the Initial Conditions
According to Ref. [16], the homoclinic point and heteroclinic point both are the
core of the chaotic structure. Therefore, what the chaotic motion is sensitivity to
the initial conditions is transferred to that of the homoclinic orbit or the heteroclinic
orbit is sensitivity to the initial conditions. Setting that the solution fx0 .t/; xP 0 .t/g
of unperturbed equation (2.5) of nonlinear second differentiating dynamical system
(2.1) is a homoclinic orbit. In the light of the definition of homoclinic orbit, the orbit
will tent to the saddle as t ! 1 [17]. It implies xP 0 .t/ ! 0; xR 0 .t/ ! 0 as t ! 1.
Therefore, the fundamental solution xi 2 .t/ (see (2.10)) is a divergent function. That
is, xi 2 .t/ ! 0 as t ! ˙1.
Setting that there is a small change of the initial condition in (2.1) and it gives
rise to the integral lower limits of (2.28) transforming from Ai1 and Ai 2 into A0i1
and A0i 2 .i D 1; 2; : : :/, Consequently, the general solution of i th order equation
and its derivative transit from xi .t/, xP i .t/ to xi0 .t/, xP i0 .t/ .i D 1; 2; : : :/. The differ-
ences, which is caused by the small change of initial condition, between xi .t/ and
xi0 .t/ are
Z t Z t
xi0 .t/ xi .t/ D xi 2 .t/ xi1 .t/hi dt xi1 .t/ xi 2 .t/hi dt
A0i 2 A0i1
Z t Z t
xi 2 .t/ xi1 .t/hi dt xi1 .t/ xi 2 .t/hi dt
A Ai1
"Z i 2 Z t #
t
D xi 2 .t/ xi1 .t/hi dt xi1 .t/hi dt
A0i 2 Ai 2
D Axi 2 .t/ Bxi1 .t/; i D 1; 2; : : : (2.30)
and the differences between xP i .t/ and xP i0 .t/ are

Z t Z t
xP i0 .t/ xP i .t/ D xP i 2 .t/ xi1 .t/hi dt xP i1 .t/ xi 2 .t/hi dt
A0i 2 A0i1
Z t Z t
xP i 2 .t/ xi1 .t/hi dt xP i1 .t/ xi 2 .t/hi dt
Ai 2 Ai1
D AxP i 2 .t/ B xP i1 .t/; i D 1; 2; : : : (2.31)
The two equations given above show that only if Ai1 D A0i1 and Ai 2 D A0i 2 the
function in all square brackets equal zero, so that xi0 .t/ D xi .t/, xP i0 .t/ D xP i .t/.
Otherwise, xi0 .t/ ¤ xi .t/, xP i0 .t/ ¤ xP i .t/. With (2.25) and (2.26) we know that any
small perturbation of initial condition will give rise to Ai1 ¤ A0i1 , Ai 2 ¤ A0i 2 in
(2.30) and (2.31). Therefore, we have xi0 .t/ ¤ xi .t/, xP i0 .t/ ¤ xP i .t/. Inserting them
in (2.2), we obtain x.t/ ¤ x 0 .t/, x.t/P ¤ xP 0 .t/, that is to say the two orbits corre-
sponding to two sets of little different initial conditions respectively are different.
Equations (2.30) and (2.31) imply that xi0 .t/ xi .t/ ! 1 and xP i0 .t/ xP i .t/ ! 1
as t ! 1 because of the infinity of xi 2 .1/ and xP i 2 .1/, namely, the difference of

the two orbits tends infinity. The above mentioned analysis clearly shows that the
chaotic motion is sensitively dependent on the initial conditions.
2.5 Sensitivity to Perturbations
In this section, we prove the sensitivity of chaotic motion to the perturbations

with the same approach we used in the last section. To this end, we sup-
pose that the perturbation acting on the system (2.1) changes from g.t; x/ P into
g 0 .t; x/.
P It makes hi .t; x0 ; x1 ; : : : ; xi 1 I xP 0 ; xP 1 ; : : : ; xP i 1 / of i th order perturba-
tion equation change into h0i .t; x0 ; x1 ; : : : ; xi 1 I xP 0 ; xP 1 ; : : : ; xP i 1 /xP 0 ; xP 1 ; : : : ; xP i 1 /.
Hence, the solution of i th order perturbation equation .i D 1; 2; : : :/ tran-
sits from xi .t/ to xi0 .t/, xP i .t/ to xP i0 .t/ .i D 1; 2; : : :/. The chaotic orbit,
fx0 .t/; x1 .t/; : : : ; xi .t/; : : : I xP 0 .t/; xP 1 .t/; : : : ; xP i .t/; : : :g of the system turns into
the new orbit of fx0 .t/; x10 .t/; : : : ; xi0 .t/; : : : I xP 0 .t/; xP 10 .t/; : : : ; xP i0 .t/; : : :g. The dif-
ference between the two orbits can be determined by calculating the differences
xi .t/ xi0 .t/ and xP i .t/ xP i0 .t/. Because the initial conditions of the two orbits
are identical so that Ai1 and Ai 2 remain the same, and the unperturbed solution
is independent of perturbation as well as, we can easily obtain the following results
Z t
xi0 .t/ xi .t/ D xi 2 .t/ xi1 .t/.h0i hi /dt
Ai 2
Z t
xi1 .t/ xi 2 .t/.h0i hi /dt ; (2.32)
Ai1
Z t
xP i0 .t/ xP i .t/ D xP i 2 .t/ xi1 .t/.h0i hi /dt
Ai 2
Z t
xP i1 .t/ xi 2 .t/.h0i hi /dt ; (2.33)
Ai1
where i D 1; 2; : : :. These expressions state that as long as h0i hi does not equal
to zero, xi0 .t/ xi .t/ and xP i0 .t/ xP i .t/ will not be vanished. Since h0i ¤ hi and
lim xi 2 .t/ ! 1, lim xP i 2 .t/ ! 1, above two equations become
t !1 t !1
Z t
lim Œx 0 .t/ xi .t/ D lim xi 2 .t/ xi1 .t/.h0i hi /dt
t !1 i t !1 Ai 2
Z t
xi1 .t/ xi 2 .t/.h0i hi /dt
Ai1
Z t
lim xi 2 .t/ xi1 .t/.h0i hi /dt ! 1;
t !1 Ai 2
Z t
0
lim ŒxP i .t/ xP i .t/ D lim xP i 2 .t/ xi1 .t/.h0i hi /dt
t !1 t !1 Ai 2
Z t
xP i1 .t/ xi 2 .t/.h0i hi /dt
Ai1
Z t
lim xP i 2 .t/ xi1 .t/.h0i hi /dt ! 1; i D 1; 2; : : :
t !1 Ai 2
These results clearly shows that any small change of the perturbation acting on the
system will cause the orbit of the system to go far away from the original one. That
is to say that the chaos possesses the property of sensitivity to the perturbation.
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Publishing House, Shanghai, p 12
Chapter 3
Study on the Multifractal Spectrum of Local
Area Networks Traffic and Their Correlations
Yan Liu and Jia-Zhong Zhang
Abstract Due to the singularity in the Local Area Network (LAN) traffic, the
multifractal spectrums are used to study the characteristics of network traffic from
the viewpoint of nonlinear dynamic system. First, the multifractal spectrums of the
LAN traffic are introduced and established to investigate the complex features of
the systems. Then, the distributions of spectrum parameter vs. the network traffic
are studied in detail, and some important phenomena, which are related with the
complicated networks traffic, are captured. Furthermore, the correlations between
multifractal spectrum and logarithm of mean traffic are presented, and they can be
feasibly applied to the prediction for the networks traffic. Some conclusions can
be drawn that the variation of width of multifractal spectrum is similar to that of
network traffic in a sense. To some degree, the difference between maximum and
minimum probability of multifractal spectrum is ahead to the oscillation of network
traffic, and it is a fundamental route for the network traffic prediction.
3.1 Introduction
There exists a rich variety of nonlinear phenomena in Network traffic. As the study
of the characteristics of network traffic is in-depth, especially on the study of TCP
data streams as well as the behaviors in scale of the global area network, it is found
that the network traffic in larger time scales shows single fractal characteristics,
while in smaller time scales shows the multifractal characteristics of network traf-
fic obviously, that is, the network traffic behaves as a complex unsteady flow, and
in particular, there exists a local breaking and bursting in the traffic [1–4]. Tra-
ditional methods of network traffic analysis and the models are focused on the
self-similarity of the network traffic, in the relatively large time scale [5–8]. How-
ever, these methods and models could not be used to describe and investigate the
J.-Z. Zhang ()

School of Energy and Power Engineering, Xi’an Jiaotong University, Xi’an, Shaanxi 710049,
e-mail: jzzhang@mail.xjtu.edu.cn

24 Y. Liu and J.-Z. Zhang
local characteristic of the time sequence of network traffic in small or fine scale in
detail, and the breaking and bursting behaviors could not be captured. Hence, the
multifractal is introduced to the analysis of the time-sequence of networks traffic in
this study, especially for the rich variety of nonlinear information.
Further, it is found that there exists the complex singularity in the time-sequence
of network traffic in the global area network traffic. As for the local network, there
are a few studies on such topics. With such background, the current work focuses
on the essential features of the fractal structure in the time-sequence of local area
networks traffic, especially the multilevel feature. First, the essential features of the
local area network traffic are studied by the multifractal spectrum, and the rela-
tionship between the multifractal spectrum and the flux of the system is analyzed
further. Some important results are obtained, and can be applied to the prediction of
the network traffic.
3.2 Multifractal and the Spectral Parameters

for Networks Traffic
In a sense, multifractal is the decomposition of the fractal object, and the component
will have its own fractal dimension. Assume that there exists a unit interval with a
unit mass, and it is further divided into several subintervals with the length ı of each
interval for. Then, a nonnegative mass is allocated in the kth sub-interval, and
the sequence fk ; k 1g denotes a stochastic process. Hence, the exponent for
singularity of k at time t0 can be defined as follows:
ln.k /
˛.t0 / D lim ; (3.1)
ı!0 ln ı
where k denotes the mass of the interval containing t0 in time. Normally, singu-
larity exponent ˛.t/ is also called as Hŏlder exponent, which describes the fractal
dimension in the fractal geometric theory, namely, local fractal dimension, and can
describe the probability of growing of the small interval.
If there exists no limit in (3.1), then the singularity exponent could not be defined
at time t0 ; If ˛.t/ is a constant, then the singularity of the sequence at the overall
scale can be described by only one global exponent, which is the feature of single
fractal; If ˛.t/ is the function of time t, that is, the feature of its scale is related
to time, then the sequence has a multifractal characteristics. In comparison with the
single fractal, the concept of multifractal extends the understanding of the scale, and
the scale relevant to time could describe the nonregular behaviors in the local time
interval.
The multifractal is used to describe fractal dimension of the domain with a
large number of small area, and ˛.t/ would extend the single fractal exponent
(Hurst parameter) to the one with multivalues. To this end, it needs to know the
probability of ˛.t/ with different values, in order to analyze the characteristics of
3 Multifractal Spectrum of LAN Traffic 25
network traffic. As the results, a spectrum f .˛/ composed by infinite sequence con-
taining various ˛.t/, and f .˛/ fractal dimension of subsets with same ˛, namely,
the probability of the occurrence of ˛ in the system, and it can be called multifractal
spectrum. The value of f .˛/ values should be in the interval [0,1], and usually be
the convex shape, which can be considered the probability density for the exponent
˛.t/.
Multifractal spectrum f .˛/ could represent the nonuniform property of network
traffic in the fractal structure, so that much more information on the structure can
be gained, when compared with the simple single fractal dimension. If the multi-
fractal spectrum ˛.t/ < 1 for a sequence, then the sequence in the small interval
around a certain point will behave as bursting and breaking in all of the scales.
If ˛.t/ > 1, it when demonstrate that the network traffic varies slightly without
obvious bursting and breaking. Hence, it can use the range of ˛.t/ to determine
bursting and breaking properties of network traffic. Multifractal spectrum width
˛ D ˛max ˛min could describe the property of nonuniform of the probability
for the entire fractal structure, so that the features, related with the different area,
different level, and different local area, can be described in detail. In addition, the
multifractal spectrum parameters ˛max and f .˛max / represent the property of the
minimum subset of the probability, and ˛min and f .˛min / represent the property of
the maximum subset of the probability. Hence, multifractal spectrum is a measure
for the complexity, non-regularity and nonuniform property of the fractal structure
of the sequence.
3.3 Relationship Between Variables of Multifractal Spectrum
A function q ."/, namely, distribution function, can be defined by the follows,

X
q ."/ D Pi ."/q D ".q/ ; (3.2)
where .q/ is the mass function or structure function. If (3.2) can be satisfied, that
is, there exists a power-type relationship between the distribution function and ©,
then the mass function can be defined as
ln q ."/
.q/ D : (3.3)
ln "
According to the definition of multifractal, the generalized multifractal dimension
by .q/ can be expressed as
.q/ ln q ."/
Dq D D : (3.4)
q1 .q 1/ ln "
Following Legendre transform, there exist some relationships between ˛; f .˛/;

.q/ and Dq , they are
1
Dq D Œq˛ f .˛/; (3.5)
q1
f .˛/ D q˛ .q/; (3.6)
d.q/
˛D : (3.7)
dq
By (3.5), Dq can be obtained as ˛ and f .˛/ are given, and ˛ can be obtained
from (3.7), in combination with the derivation of .q/. Multifractal spectrum can
be further obtained by (3.6) and (3.7),
d.q/
f .˛/ D q .q/: (3.8)
dq
Furthermore, following (3.4) and (3.7), yields,
d.q/ d
˛D D Œ.q 1/Dq : (3.9)
dq dq
It implies that ˛ can be also obtained if Dq is prescribed. In the above mentioned

equation, q is the weighting factor, and the multifractal spectrum can be used to
analyze the different level of fractal structure decomposed by q.
3.4 Numerical Simulation and Analysis
LAN traffic sequence used in this study comes from the internal network of a central
group of network monitoring system during March 16, 2005 to March 28, 2005.
This type of LAN is the Ethernet host whose components come from hundreds
of medium-sized local area networks, and the network traffic data is obtained by
sniffing tools, recording the number of network packets and the amount of data with
a time interval of 1 s, and resulting in a nonnegative time series. The transmission
of information includes web browsing, file transfer, network operating systems, etc.
3.4.1 Multifractal Spectrum and Parameters
Figure 3.1 shows the analysis of the multifractal spectrum of the time sequence ob-
tained during March 16, 2005, and the multifractal spectrum parameters are shown
in Table 3.1. It can be seen from the numerical simulation results that there ex-
ists a significant difference in the width of the multifractal spectrum and its shape.
Fig. 3.1 Multifractal spectrum for real network traffic
Table 3.1 Multifractal spectrum parameters for real sequence

Date ˛min f .˛min / ˛max f .˛max / ˛ f
8–9 0.4731 0.0576 2.7137 0.04 2.2406 0.0176
9–10 0.3743 0.0381 1.9223 0.5211 1.548 0.483
10–11 0.6201 0.4739 2.6183 0.0415 1.9982 0.4324
11–12 0.4121 0.0659 2.4348 0 2.0227 0.0659
14–15 0.6153 0.2371 1.7835 0.2675 1.1682 0.0304
15–16 0.1481 0 1.7947 0.1957 1.6466 0.1957
16–17 0.3031 0 1.6556 0.077 1.3525 0.077
17–18 0.5515 0.1595 1.5614 0.2913 1.01 0.1318
f D f .˛min / f .˛max /
In particular, the multifractal spectrum width during 17:00 to 18:00 is the narrowest,
and the width during 8:00 to 9:00 is the widest, that means the latter shows the most
non-uniform property of its network traffic. During 15:00 to 16:00, both ˛min and
the f .˛min / are minimum, that implies the probability of occurrence of maximum
traffic is lowest, and however the traffic is sensitive to the breaking. On the other
hand, during 10:00 to 11:00, both ˛min and f .˛min / are maximum, then the prob-
ability of occurrence of maximum traffic is highest, and the traffic is difficult to
become bursting and breaking. During 9:00 to 10:00, the f .˛max / is the maximum
one, that means the probability of occurrence of minimum is the highest one. On
the contrary, during 11:00 to 12:00, the f .˛max / is minimum, that is, the probability
of occurrence of minimum is lowest. Furthermore, it is clear that the shape of the
multifractal spectrum depends on f significantly, namely, its positive and nega-
tive value. For example, there exists a hooked-curve on the left of the multifractal
spectrum during 10:00 to 11:00, and a hooked-curve on the right of the multifrac-
tal spectrum during 9:00 to 10:00. This is the results from the emergence of the
maximum and minimum flow ratio of the probability, that is, when f > 0, proba-
bility of the maximum traffic is greater than the probability of the minimum traffic,
and vice versa.
3.4.2 Relationship Between Multifractal Spectrum Parameters

and Traffic Variation
From the simulation analysis given above, the multifractal spectrum parameters
˛ and f can describe the fluctuation of the network traffic to some extent. For
analyzing the relationship between the multifractal spectrum and variation of the
traffic further, Zi is introduced to measure the variation of average flux I.ti / in a
certain time interval t,
I.ti /
Zi D ln : (3.10)
I.ti 1 /
Time scale t is set to 1 h, then I.ti / denotes the average flux of the i -instant traffic,
I.ti 1/ means the i 1-instant average flux, so that there are a set of parameters,
Zi ; ˛i and fi , at each instant.
The time sequence collected during 15:00 pm on March 15, 2006 to 10:00 am on
March 28, 2006, a total of 307 h, and the variation of ˛i ; fi vs. Zi are shown
in Fig. 3.2. It is clear that ˛i will become greater as Zi is farther away from the
origin, that is, greater the changes in traffic is, greater the ˛i becomes. At the same
time, as jZi j is small, the probability of large jfi j larger becomes higher, that
indicates there exists a relationship between the multifractal spectrum parameters
and the average flow.
In addition, Fig. 3.3 is the time history of the variance ln.VI/; ˛, the average
flux rate ln(I ) and f , for the time sequence collected on March 16, 2005. It is
clear that the variation of ˛ is very similar to that of variance ln.VI/, and there
are five lowest points in the time history of ln(I ); they are 3:00 to 4:00, 7:00 to
8:00, 13:00 to 14:00, 16:00 to 17:00, and 19:00 to 20:00. And there are also seven
lowest points in the time history of f , they are 2:00 to 3:00, 6:00 to 7:00, 9:00 to
10:00, 12:00 to 13:00, 15:00 to 16:00, 18:00 to 19:00, and 21:00 to 22:00. It can be
seen, except two time intervals, the occurrence of the lowest points in the other time
intervals of f lags that of ln(I ) for an hour. Once such phenomena is available for
all of the network traffic, f can be chosen as a measure to predict the system, and
the relationship will be investigated in depth, that is the next work.
Fig. 3.2 The distribution of Zi vs. ˛i and fi

Fig. 3.3 The time history of variance ln.VI/; ˛, the average flux rate ln(I ) and f
3.5 Concluding Remarks
The results show that the multifractal spectrum could describe the complex bursting
and breaking behaviors for the local area network traffic, and can be considered
a method for studying the complex nonlinear phenomena for the network system.
Moreover, it is proved that there exists local singularity in the network traffic after
the analysis of the real local area network traffic in detail. In particular, the important
relationship between the multifractal spectrum and the variation of the traffic is
founded and established. As a conclusion, all of the results presented can be applied
to the prediction of traffic, deign, and performance evaluation, and play an important
role for the network traffic.
References
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Chapter 4
A Boundary Crisis in High Dimensional
Chaotic Systems
Ling Hong, Yingwu Zhang, and Jun Jiang
Abstract A crisis is investigated in high dimensional chaotic systems by means

of generalized cell mapping digraph (GCMD) method. The crisis happens when
a hyperchaotic attractor collides with a chaotic saddle in its fractal boundary, and
is called a hyperchaotic boundary crisis. In such a case, the hyperchaotic attractor
together with its basin of attraction is suddenly destroyed as a control parameter
passes through a critical value, leaving behind a hyperchaotic saddle in the place
of the original hyperchaotic attractor in phase space after the crisis, namely, the
hyperchaotic attractor is converted into an incremental portion of the hyperchaotic
saddle after the collision. This hyperchaotic saddle is an invariant and nonattract-
ing hyperchaotic set. In the hyperchaotic boundary crisis, the chaotic saddle in the
boundary has a complicated pattern and plays an extremely important role. We also
investigate the formation and evolution of the chaotic saddle in the fractal boundary,
particularly concentrating on its discontinuous bifurcations (metamorphoses). We
demonstrate that the saddle in the boundary undergoes an abrupt enlargement in its
size by a collision between two saddles in basin interior and boundary.
4.1 Introduction
A hyperchaotic attractor is typically defined as chaotic behavior with at least

two positive Lyapunov exponents. Such an attractor is common in high dimen-
sional chaotic systems, namely at least two-dimensional maps or four-dimensional
flows [1, 2]. The first example of a hyperchaotic attractor was presented in the
folded-towel map and the 4-D Rössler system [3]. The experimental realization
of hyperchaotic behavior was first observed in an electronic circuit [4]. There
have been reports of chaos–hyperchaos transition in a driven system [5] and in
a 9D model for a Rayleigh–Bénard convection [6]. The transition from chaos to
hyperchaos is a blowout bifurcation [7] which occurs when a chaotic attractor lying
L. Hong ()
MOE Key Lab for Strength and Vibration, School of Aerospace, Xi’an Jiaotong University,
Xi’an 710049, People’s Republic of China
e-mail: hongling@mail.xjtu.edu.cn

32 L. Hong et al.
in some symmetric subspace becomes transversely unstable. Blowout bifurcations

are related to some interesting complex phenomena such as chaotic synchroniza-
tions [8], riddle basins, on-off intermittency, [9] and metamorphoses of chaotic
saddle for high dimensional chaotic systems [10].
Crises of chaotic attractors are extremely common and have been observed in an
experiment [11]. Sudden changes in chaotic attractors with parameter variation have
been called crises [12, 13]. Crises are due to a collision of chaotic attractors with an
unstable periodic orbit, in which chaotic attractors undergo sudden discontinuous
changes. Three types of crisis can be distinguished according to the nature of the
discontinuous change that the crisis induces in the chaotic attractor: in the first type,
a chaotic attractor is suddenly destroyed as the parameter passes through its critical
value; in the second type, the size of the attractor in phase space suddenly increases;
in the third type, two or more chaotic attractors merge to form one chaotic attractor.
The crises of hyperchaotic attractors reported here are a high-dimensional chaotic
phenomenon, whereas to our knowledge, few works dealing with this problem have
been published to date.
A generalized cell-mapping digraph (GCMD) method for global analysis of non-
linear systems was first introduced by Hsu [14]. Later, the GCMD method was
developed [15] and has been used to deal with crisis bifurcations for determinis-
tic and noisy nonlinear systems [16–18].
The current chapter studies a sudden change in a hyperchaotic attractor with
two positive Lyapunov exponents. Such a change is called a hyperchaotic crisis fol-
lowing Grebogi’s definition of crisis in low dimensional chaotic systems [12, 13].
We shall study a hyperchaotic crisis involving the collision of a hyperchaotic at-
tractor with a chaotic saddle in its fractal boundary. The origin and evolution of
the chaotic saddle in the boundary are also investigated, particularly concentrating
on its discontinuous bifurcations (metamorphoses). We illustrate this hyperchaotic
crisis event by Kawakami map.
The reminder of the chapter is outlined as follows. In Sect. 4.2, we study a hy-
perchaotic boundary crisis in Kawakami map. The chapter concludes in Sect. 4.3.
4.2 A Hyperchaotic Boundary Crisis in a Kawakami Map
The model presented here is a map given by
x.n C 1/ D axn C yn
y.n C 1/ D xn2 b: (4.1)
The equation is well known as Kawakami map. It was first introduced by

Kawakami and Kobayashi in 1979 for an endomorphism study [19]. The strange hy-
perchaotic dynamics of the Kawakami map was thoroughly studied for a parameter
region of 0:1 a 0:15, b D 1:6 [20, 21] including a hyperchaotic attractor
with two Lyapunov exponents and unstable invariant sets in its basin boundary.
In the present chapter, we confirm the previously reported results and further find
4 A Boundary Crisis in High Dimensional Chaotic Systems 33
a hyperchaotic boundary crisis involving the collision of a hyperchaotic attractor

with a chaotic saddle in its fractal boundary. And we also investigate the origin
and evolution of the chaotic saddle in the fractal boundary, particularly focusing on
its discontinuous bifurcations (metamorphoses). To our knowledge, no attempt has
been made regarding this problem.
The domain D D f2:5 x 2:5; 2:0 y 3:5g is discretized into
300 300 cells when applying the FGCM method, 10 10 sampling points are
used within each cell.
We fix the parameter b D 1:6 and allow the parameter a to vary from 0:1 to 0:22.
When a D 0:1, there exist a hyperchaotic attractor and three unstable solutions
including a chaotic saddle in the basin interior as well as a saddle with two narrow
disjointed strips and a unstable node embedded in the boundary. The global phase
portrait is shown in Fig. 4.1. We reassure the above results by refining the 300
300 cell structure to 800 800 through 500 500. Grey denotes the hyperchaotic
attractor. Light grey denotes the chaotic saddle in the basin interior. Black denotes
the saddle in the boundary. The circle symbol ı denotes the unstable node in the
boundary. The boundary is shown in (b) of figures. The color coding and symbol
hold throughout the chapter.
As a increases, the chaotic saddle in the basin interior becomes bigger and closer
to the boundary. A discontinuous bifurcation (metamorphosis) happens in the in-
terval a 2 .0:1648; 0:1649/. In the case, the chaotic saddle is touching the saddle
in the boundary when a D 0:1648, creating a chaotic saddle in a fractal boundary
when a D 0:1649. The chaotic saddle in the fractal boundary has a complicated
structure and plays an extremely important role in an upcoming hyperchaotic cri-
sis. Namely, it will collide with the hyperchaotic attractor when a increases further
to 0:2164, leading to a hyperchaotic boundary crisis. The global phase portrait is
shown in Figs. 4.2 and 4.3 when a D 0:1648 and a D 0:1649.
a b
3.5 3.5
3 3
2.5 2.5
2 2
1.5 1.5
1 1
y
y
0.5 0.5
0 0
−0.5 −0.5
−1 −1
−1.5 −1.5
−2 −2
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5 −2.5 −2 −1.5 −1 –0.5 0 0.5 1 1.5 2 2.5
x x
Fig. 4.1 Global phase portrait of the Kawakami map with a D 0:1, b D 1:6. Grey denotes the
hyperchaotic attractor. Light grey the chaotic saddle in the basin interior. Black the saddle in the
boundary. The circle symbol ı the unstable node in the boundary. The boundary is shown in (b)
34 L. Hong et al.
a b
3.5 3.5
3 3
2.5 2.5
2 2
1.5 1.5
1 1
y
y
0.5 0.5
0 0
−0.5 −0.5
−1 −1
−1.5 −1.5
−2 −2
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5 −2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
x x
Fig. 4.2 Just before the discontinuous bifurcation for the Kawakami map with a D 0:1648,
b D 1:6 at a collision between two saddles, light grey one in the interior and black one in the
boundary. The color coding is the same as that in Fig. 4.1
a 3.5 b 3.5
3 3
2.5 2.5
2 2
1.5 1.5
1 1
y
0.5 0.5
0 0
−0.5 −0.5
−1 −1
−1.5 −1.5
−2 −2
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5 −2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
x x
Fig. 4.3 Just after the discontinuous bifurcation for the Kawakami map with a D 0:1649, b D 1:6
creating a chaotic saddle in a fractal boundary. The color coding is the same as that in Fig. 4.1
A hyperchaotic crisis occurs in the interval a 2 .0:2164; 0:2165/ when the hy-
perchaotic attractor collides with a chaotic saddle in its fractal boundary. In the case,
the hyperchaotic attractor together with its basin of attraction is suddenly destroyed
as a control parameter passes through a critical value, leaving behind a hyperchaotic
saddle in the place of the original hyperchaotic attractor in phase space after the
crisis, namely, the hyperchaotic attractor is converted into an incremental portion
of the hyperchaotic saddle after the collision. This hyperchaotic saddle is an in-
variant and nonattracting hyperchaotic set. The global phase portraits are shown
in Figs. 4.4 and 4.5.
4 A Boundary Crisis in High Dimensional Chaotic Systems 35
a b
3.5 3.5
3 3
2.5 2.5
2 2
1.5 1.5
1 1
y
y
0.5 0.5
0 0
−0.5 −0.5
−1 −1
−1.5 −1.5
−2 −2
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5 −2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
x x
Fig. 4.4 Just before the hyperchaotic crisis for the Kawakami map with a D 0:2164, b D 1:6
when the hyperchaotic attractor touches the chaotic saddle in the fractal boundary. The color coding
is the same as that in Fig. 4.1
3.5
2.5
1.5
1
y
0.5
−0.5
−1
−1.5
−2
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
x
Fig. 4.5 Just after the hyperchaotic crisis for the Kawakami map with a D 0:2165, b D 1:6
leaving behind the hyperchaotic saddle
In this chapter, we have investigated hyperchaotic crises, where a hyperchaotic

attractor collides with a chaotic saddle on its fractal boundary. In the case, the
hyperchaotic attractor together with its basin of attraction is suddenly destroyed as a
control parameter passes through a critical value, leaving behind a hyperchaotic sad-
dle in the place of the original hyperchaotic attractor in phase space after the crisis.
36 L. Hong et al.
A collision with a chaotic saddle in a fractal boundary is the typical mechanism by

which hyerchaotic attractors can be suddenly destroyed. In the hyperchaotic crises,
the chaotic saddle in the boundary has a complicated pattern and plays an extremely
important role. We also investigate the formation and evolution of the chaotic saddle
in the fractal boundary, particularly concentrating on its discontinuous bifurcations
(metamorphoses). We demonstrate that the saddle in the boundary undergoes an
abrupt enlargement in its size by a collision between two saddles in basin interior
and boundary.
Acknowledgments This work is supported by the National Science Foundation of China under
Grant Nos. 10772140 and 10872155 as well as the Scientific Research Foundation for the Returned
Overseas Chinese Scholars, State Education Ministry.
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Chapter 5
Complete Bifurcation Behaviors of a Henon Map
Albert C.J. Luo and Yu Guo
Abstract In this paper, a methodology to analytically predict the stable and

unstable periodic solutions for n-dimensional discrete dynamical systems is ap-
plied to investigate the Henon map. The positive and negative iterative mappings
of discrete maps are introduced for the mapping structure of the periodic solutions.
The complete bifurcation and stability of the stable and unstable periodic solutions
with respect to the positive and negative mapping structures is given. The Poincare
mapping sections of the Neimark bifurcation of periodic solutions is presented, and
the chaotic layers for the discrete system with the Henon map are observed.
5.1 Introduction
The Henon map in the discrete-time dynamic system was first introduced by Henon
[1] in 1976 to simplify the three-dimensional Lorenz equations as a Poincare map;
also, Henon observed chaos numerically in such a discrete system. These numeri-
cal results stimulated more attention on Henon map latter on. In 1979, Marotto [2]
mathematically proved the existence of chaotic behavior of Henon map for certain
parameters. Also, Curry [3] used Lyapunov characteristic exponent and frequency
spectrum to measure the chaotic behavior of Henon map. In 1988, Cvitanovic et al.
[4] investigated the topologic properties and multifractality of Henon map. In 1993,
Gallas [5] numerically investigated the parameter maps for Henon map. In 2000,
Zhusubaliyev et al. [6] did the bifurcation analysis of Henon map and further pre-
sented a more detailed parameter map. The aforementioned investigations were
based on the numerical computation. In 2005, Gonchenko et al. [7] discussed the
three-dimensional Henon map generated from a homoclinic bifurcation. In 2006,
Hruska [8] developed a numerical algorithm to model the dynamics of a polynomial
diffeomorphism of C 2 on its chain recurrent set and applied this algorithm to Henon
map. In 2007, Gonchenko et al. [9] studied the bifurcation of periodic solution of
A.C.J. Luo ()

Department of Mechanical and Industrial Engineering, Southern Illinois University Edwardsville,
Edwardsville, IL 62026-1805, USA
e-mail: aluo@siue.edu

38 A.C.J. Luo and Y. Guo
the generalized Henon map, and further proved the existence of infinite cascades
of periodic solutions in a generalized Henon map. In 2008, Lorenz [10] adopted a
random searching procedure to determine the parameter maps of periodic windows
embedded in chaotic solutions of Henon map. In 1992, Luo and Han [11] presented
a geometric approach to the period doubling bifurcation and multifractality of a
general one-dimensional iterative map. In 2005, Luo [12] investigated the mapping
dynamics of periodic motions in a nonsmooth piecewise system.
In this chapter, the method of mapping dynamics will be adopted to investigate
the bifurcation behavior of the Henon map. The stable and unstable periodic solu-
tions of the Henon map will then be investigated, and the eigenvalue analysis for
each periodic solution of the Henon map will be carried out; the parameter maps of
the Henon map can be obtained through analytical predictions which are beyond the
existing results.
5.2 Analysis
Consider the Henon map

f1 .xk ; xkC1 ; p/ D xkC1 yk 1 C axk2 D 0
(5.1)
f2 .xk ; xkC1 ; p/ D ykC1 bxk D 0
where xk D .xk ; yk /T ; f D .f1 ; f2 /T and p D .a; b/T . Consider two positive and
negative mapping structures as
xkCN D PC.N / xk D PC ı PC ı PC xk
„ ƒ‚ …
N -terms
xk D P.N / xkCN D P ı P ı P xkCN (5.2)

„ ƒ‚ …
N -terms
Equations (5.1) and (5.2) give

9
f.xk ; xkC1 ; p/ D 0 >
>
>
=
f.xkC1 ; xkC2 ; p/ D 0
:: (5.3)
: >
>
>
;
f.xkCN 1 ; xkCN ; p/ D 0
and 9
f.xkCN 1 ; xkCN ; p/ D 0 > >
>
f.xkCN 2 ; xkCN 1 ; p/ D 0 =
:: (5.4)
: >
>
>
;
f.xk ; xkC1 ; p/ D 0:
5 Complete Bifurcation Behaviors of a Henon Map 39
The switching of equation order in (5.2) shows (5.3) and (5.4) are identical. For
periodic solutions for the positive and negative maps, the periodicity of the positive
and negative mapping structures of the Henon map requires
xkCN D xk or xk D xkCN (5.5)
So the periodic solutions xkCj .j D 0; 1; : : : ; N / for the negative and positive map-
ping structures are the same, which are given by solving (5.3) and (5.5). However
the stability and bifurcation are different because xkCj varies with xkCj 1 for the
j th positive mapping and xkCj 1 varies with xkCj for the j th negative mapping.
For a small perturbation, (5.1) for the positive mapping gives
ˇ
@f @f @xkCj ˇˇ
C D0 (5.6)
@xkCj 1 @xkCj @xkCj 1 ˇ
x ; x kCj 1 kCj
where
2 3
@f1 @f1
6@xkCj 1 @ykCj 17
@f 6 7

D 6 7
@xkCj 1 x ; x 4 @f2 @f2 5
kCj 1 kCj
@xkCj 1 @ykCj 1
x ; x

kCj 1 kCj
" #

2axkCj 1
1
D (5.7)
b 0
2 3
@f1 @f1
6 @xkCj @ykCj 7
@f 6 7 10

D6 7 D (5.8)
@xkCj x ;x 4 @f2 @f2 5 01
kCj 1 kCj

@xkCj @ykCj x ; x
kCj 1 kCj
So one obtains

@x
@f
1
@f

kCj
DPC xkCj 1 D D
@xkCj 1 x @xkCj @xkCj 1 x
kCj 1 kCj 1
" #
2axkCj 1 1
D (5.9)
b 0
Similarly, for the negative mapping,

ˇ
@f @f @xkCj 1 ˇˇ
C D0 (5.10)
@xkCj @xkCj 1 @xkCj ˇ
x

kCj 1 ; xkCj
With (5.7) and (5.8), the foregoing equation gives

1
@xkCj 1 @f @f
DP .xkCj / D D
@xkCj x @xkCj 1 @xkCj x
kCj kCj
" #
1 0 1
D (5.11)
b b 2axkCj 1
Thus, the resultant perturbation of the mapping structure in (5.2) gives
.N /
ıxkCN D DPC xk D DPC DPC DPC ıxk
„ ƒ‚ …
N -terms
ıxk D DP.N /
ıxkCN D „
DP DP DP ıxkCN (5.12)
ƒ‚ …
N -terms
where
QN
9
DP.N
C D
/
DPC xkCN j
j D1
=
Q
(5.13)
DP.N /
D N ;
j D1 DP xkCN j C1
.N /
Consider the eigenvalues and C of DP.N /
.xkCN / and DPC .xk /, respectively.
The following statements hold.
ˇ ˇ ˇ ˇ
1. If ˇC ˇ ˇ ˇ .N / .N /
1;2 < 1 (or 1;2 < 1), the periodic solutions of PC .xk / (or P
.xkCN /) are stable.
ˇ ˇ ˇ ˇ
2. If ˇC ˇ ˇ ˇ .N /
1 or 2 > 1 (or 1 or 2 < 1), the periodic solutions of PC .xk / (or P
.N /
.xkCN /) are unstable. ˇ Cˇ ˇ ˇ

3. If real eigenvalues C ˇ ˇ < 1 (or D 1 and ˇ ˇ < 1),
1 D 1 and 2 1 2
the period-doubling (PD) bifurcation of the periodic solutions of PC.N / .xk /
(or P.N / .xkCN /) occurs.
ˇ ˇ ˇ ˇ
4. If real eigenvalues ˇC ˇ C ˇ ˇ
1 < 1 and 2 D 1 (or 1 < 1 and 2 D 1), then
the saddle-node (SN) bifurcation of the periodic solutions relative to PC.N / .xk )
(or P.N / .xkCN /) occurs. ˇ ˇ ˇ ˇ
5. If two complex eigenvalues of ˇC ˇ ˇ ˇ
1;2 D 1 .or 1;2 D 1/, the Neimark bifurca-
tion (NB) of the periodic solutions of PC.N / .xk / (or P.N / .xkCN /) occurs.
5.3 Illustrations
A numerical prediction of the periodic solutions of the Henon map is presented

with varying parameter b for a D 0:85, as shown in Fig. 5.1. The dashed vertical
lines give the bifurcation points. The acronyms “PD,” “SN,” and “NB” represent the
a
NB NB
1.5
SN
1.0 PD
PD
SN
Iterative Points, xk
.5
0.0 P+ P+(2) P+(4) P+(2)
−.5 PD
SN
−1.0
−1.5
−2 −1 0 1 2
Parameter, b
b
NB NB
1.5
1.0
.5
0.0 P− P−(2) P−
−.5
SN
PD
−1.0
−1.5
−2 −1 0 1 2
Parameter b
c
NB NB
1.5
SN
1.0 PD
PD
SN
.5
0.0 P− P+ P+(2) P+(4) P+(2) P−(2) P−
−.5 PD
SN SN
PD
−1.0
−1.5
−2 −1 0 1 2
Parameter b
Fig. 5.1 Numerical predictions of periodic solutions of the Henon mapping: (a) positive mapping
.PC /, (b) negative mapping .P / and (c) combination of the negative and positive mappings
.a D 0:85/
period-doubling bifurcation, saddle-node bifurcation and Neimark bifurcation, re-

spectively. It is observed that the stable periodic solutions for positive mapping PC
lie in b 2 .1:0; 1:0/. The stable period-1 solution of PC is in b 2 .1; 0:074/.
At b D 1, the Neimark bifurcation (NB) of the period-1 solution occurs. At
b 0:074, the period-doubling bifurcation (PD) of the period-1 solution oc-
curs. This point is the saddle-node bifurcation (SN) for the period-2 solution of PC
.2/ .2/
(i.e., PC ). The periodic solution of PC is in the range of b 2 .0:074; 0:3935/
and b 2 .0:82; 1:0/. Also, there is a periodic solution of PC.4/ existing in the range
.2/
of b 2 .0:3935; 0:82/. At b D 1, the Neimark bifurcation (NB) of PC occurs.
After the Neimark bifurcation, the stable periodic solutions for positive mapping
PC do not exist any more. Such stable periodic solutions for positive mapping
PC is shown in Fig. 5.1a. The stable solution for negative mapping P is in the
ranges of b 2 .1; 1:0/ and b 2 .1:0; C1/. At b D 1, the Neimark bifurca-
tion (NB) of the period-1 solution of P occurs. The period-1 solution of P is in
b 2 .1; 1:0/ and b 2 .2:0735; C1/. The period-doubling bifurcation (PD) of
the period-1 solution of P occurs at b 2:0735, and the bifurcation point is the
saddle-node bifurcation (SN) for the period-2 solution of P (i.e., P.2/ ). The stable
periodic solution of P.2/ is in b 2 .1:0; 2:0735/. At b D 1, the Neimark bifur-
cation (NB) of the periodic solution of P.2/ occurs. Such stable periodic solutions
for positive mapping P are shown in Fig. 5.1b. The total bifurcation scenario for
positive and negative mappings is plotted in Fig. 5.1c. The parameter ranges are in
b 2 .1; C1/.
From the numerical prediction, the stable periodic solutions of the Henon map
are obtained. Herein, through the corresponding mapping structures, the stable and
unstable periodic solutions for positive and negative mappings of the Henon maps
are represented in Figs. 5.2 and 5.3. The acronyms “PD,” “SN,” and “NB” represent
the period-doubling bifurcation, saddle-stable node bifurcation, and Neimark bifur-
cation, respectively. The acronyms “UPD,” “USN” represent the period-doubling
bifurcation relative to unstable nodes and saddle-unstable node bifurcation, re-
spectively. The analytical prediction of stable and unstable periodic solutions of
positive mapping PC for a D 0:85 and b 2 .1; C1/ is presented in Fig. 5.2a–
d. The periodic solution of the positive mapping is arranged in Fig. 5.2a. The
real and imaginary parts and magnitude of eigenvalues for such periodic solutions
are given in Fig. 5.2b–d, respectively. The stable periodic solutions for positive
mapping PC lie in b 2 .1:0; 0:0745/, which is closer to numerical predic-
tion. In other words, the stable period-1 solution of PC is in b 2 .1; 0:0745/.
For b 2 .0:0745; 0:39555/, the unstable period-1 solution of PC is saddle. For
b 2 .1; 1:0/, the unstable period-1 solution of PC is relative to the unstable
focus. The corresponding bifurcations are Neimark bifurcation (NB) and period-
doubling bifurcation (PD). However, another period-1 solution of PC exists and
which is unstable. For b 2 .2:07244; C1/, the periodic solution is of the unstable
node. However, for b 2 .1; 2:07244/, the periodic solution is relative to saddle.
Thus, the unstable period-doubling bifurcation (UPD) of the period-1 solution of
PC occurs at b 2:07244. At this point, the unstable periodic solution is from an
a b
NM NM NM NM
2 2
Real Part of Eigenvalue, Reλ1,2

SN
PD
SN SN SN USN
1 1
Iteration Points, xk
PD SN
0 0
SN UPD
USN
PD PD PD PD UPD
−1 −1
P+ P+(2) P+(4) P+(2) P+ P+(2) P+(4) P+(2)

−2 −2
−1 0 1 2 −1 0 1 2
Parameter, b Parameter, b
c d NM NM
NM NM
2.5
Imaginary Part of Eigenvalue, Imλ1,2
Magnitude of Eigenvalue, |λ1,2|

2.0 P+ P+(2) P+(4) P+(2)
1
PD
PD 1.5
PD UPD
0 UPD
SN USN PD PD PD
SN 1.0
SN SN SN SN USN
−1
0.5
P+ P+(2) P+(4) P+(2)
−2 0.0
−1 0 1 2 −1 0 1 2
Fig. 5.2 Analytical predictions of stable and unstable periodic solutions for positive mapping
.PC / of the Henon map: (a) periodic solutions, (b) real part of eigenvalues, (c) imaginary part of
eigenvalues and (d) magnitude of eigenvalues (a D 0:85 and b 2 .1; C1/)
unstable node to saddle. Because of the unstable period-doubling bifurcation, the

.2/
unstable periodic solution of PC for the unstable node is obtained for b 2
.1:0; 2:07244/. This unstable periodic solution is from unstable focus to unstable
node during the parameter of b 2 .1:0; 2:07244/. At b 2:07244, the bifurcation
of the unstable periodic solution of PC.2/ occurs between the saddle and unstable
node. This bifurcation is called the unstable saddle-node bifurcation. The unstable
periodic solution of PC.2/ relative to saddle exists for b 2 .0:3955; 0:8190/, while
the stable period-4 solution of PC.4/ occur on the same interval. At b 0:3955,
.2/
there is a period doubling bifurcation, where the PC periodic solution becomes
.4/
unstable and PC periodic solution starts. At b 0:8190, there is a saddle node bi-
.4/ .2/
furcation where the PC periodic solution goes into the PC solution. At b D 1:0,
the Neimark bifurcation (NB) between the periodic solutions of PC.2/ relative to the
.2/
unstable and stable focuses occurs. The stable periodic solution of PC is existing
for b 2 .0:0745; 0:3955/ and b 2 .0:8190; 1:0/.
a b
NM NM NM NM
2 2
P−(2)
Real Part of Eigenvalue, Reλ1,2

USN P− P−
UPD
SN
Iteration Points, xk
1 1
USN USN
USN
UPD
0 0 USN
USN
SN UPD
UPD PD UPD
−1 −1
UPD PD
(2)
P− P
− P−
−2 −2
−1 0 1 2 −1 0 1 2
c d NM NM
NM NM 2.5
15
Imaginary Part of Eigenvalue, Imλ1,2
Magnitude of Eigenvalue, |λ1,2|

P− P−(2) P−
10 2.0
5 USN UPD
1.5
USN
SN
0
PD USN USN USN SN
UPD 1.0
UPD UPD UPD
−5 UPD USN PD
0.5
−10
P− P−(2) P−
−15 0.0
−1 0 1 2 −1 0 1 2
Fig. 5.3 Analytical predictions of stable and unstable periodic solutions for negative mapping
.P / of the Henon map: (a) periodic solutions, (b) real part of eigenvalues, (c) imaginary part of
eigenvalues and (d) magnitude of eigenvalues (a D 0:85 and b 2 .1; C1/)
Similarly, the analytical prediction of stable and unstable periodic solutions of

negative mapping P for a D 0:85 and b 2 .1; C1/ is presented in Fig. 5.3a–d.
The periodic solution of the negative mapping is plotted in Fig. 5.3a. The real part,
and imaginary part and magnitude of the eigenvalues for such periodic solutions
are presented in Fig. 5.3b–d, respectively. The stable periodic solutions for positive
mapping P lie in b 2 .1; 1:0/ and b 2 .1:0; C1/, which is the same as in
numerical prediction. The stable period-1 solution of P is stable focuses in b 2
.1; 1:0/ and stable nodes in b 2 .2:07244; C1/. For b 2 .1:0; 0:0745/,
the unstable period-1 solution of P is from the unstable focus to unstable node. At
b D 1, the bifurcation between the stable and unstable period-1 solution of P
is the Neimark bifurcation (NB). For b 2 .0:0745; C1/, the unstable period-1
solution of P is of the saddle. Thus, the bifurcation between the period-1 solution
of P between the unstable node and saddle occurs at b D 0:0745, which is
called the unstable period-doubling bifurcation (UPD). For b 2 .0:0745; 0:3955/
and b 2 .0:8190; 1:0/, the unstable period-2 solution of P (i.e., P.2/ ) exists. For
b 2 .1:0; 2:07244/, the stable period-2 solution of P (i.e., P.2/ ) is from the stable
focus to the stable nodes. Thus, the point at b 0:3955 is the bifurcation of the
unstable periodic solution of P.2/ , which is the unstable saddle-node bifurcation
between the unstable node and saddle (i.e., USN).
For the point at b D 1, the Neimark bifurcation between the periodic solutions of
P.2/ relative to the unstable and stable focuses occurs. The point at b 2:07244 is
the bifurcation of the stable periodic solution of P.2/ , which is the saddle-node
bifurcation between the stable node and saddle (SN). For b 2 .1; 2:07244/,
the unstable period-1 solution of P is saddle. At b 2:07244, the period-
doubling bifurcation (PD) of the period-1 solution of P takes place. Also for
b 2 .0:3955; 0:8190/, there exists the unstable period-4 solution of P.4/ , which
is again saddle.
From the analytical prediction, the observations can be stated as follows.
1. The stable periodic solution of positive mapping PC is the unstable periodic
solution of negative mapping P .
2. The stable periodic solution of negative mapping P is the unstable periodic
solution of positive mapping PC .
3. The PD and SN bifurcations of the periodic solutions of positive mapping PC
are the UPD and USN bifurcations of the periodic solutions of negative mapping
P , vice versa.
4. The PD and SN bifurcations of the periodic solutions of negative mapping P
are the UPD and USN bifurcations of the periodic solutions of positive mapping
PC , vice versa.
5. If the unstable periodic solutions of positive mapping PC are saddle, the corre-
sponding periodic solutions of negative mapping P are also saddle.
In addition, the Neimark bifurcation between the periodic solution relative to the
unstable and stable focuses is of great interest. The Poincare mapping relative to
the Neimark bifurcation of the period-1 solution of positive mapping (or negative
at a D 0:85 and b D 1 is presented in Fig. 5.4a. The most inside
mapping)
point xk ; yk .0:4237; 0:4237/ is the point for the period-1 solution of PC
or P relative to the Neimark bifurcation. For the specified parameters, the initial
values of .xk ; yk / used for simulation
are given in Table 5.1. The most outside curve
with the initial condition xk ; yk .1:0597; 0:4237/ is the biggest boundary for
the strange attractors around the period-1 solutions with the Neimark bifurcation.
The skew symmetry of the strange attractors in the Poincare mapping section is
observed.
The Poincare mapping relative to the Neimark bifurcation of the period-2 solu-
tion of positive mapping (or negative mapping) at a D 0:85 and b D 1 is presented
in Fig. 5.4b. The two points xk ; yk .1:0846; 1:0846/ and .1:0846; 1:0846/
are the points for the period-2 solution of PC or P relative to the Neimark bi-
furcation. For the specified parameters, the input data for initial values are listed
in Table 5.2. with the outer chaotic layer, the strange attractor near the periodic
solutions of PC.2/ -1 (or P.2/ -1) disappears.
Fig. 5.4 Poincare mappings a

at the Neimark bifurcation of 0.5
the Henon map: (a) period-1
Iterative Coordinates yk
(i.e., PC -1 or P -1)
(a D 0:85 and b D 1) and 0.0
(b) period-2 solution
.2/
(i.e., PC -1 or
P -1)(a D 0:85 and b D 1)
.2/ −0.5
−1.0
−1.5
−0.5 0.0 0.5 1.0 1.5
Iterative Coordinates xk
b
1.2
Iterative Coordinates yk
0.9
−0.9
−1.2
−1.2 −0.9 0.9 1.2

Iterative Coordinates xk
Table 5.1 Input data .xk ; yk / .xk ; yk /

for Poincare mappings
.0:4237; 0:4237/ .0:7037; 0:4237/
.0:4737; 0:4237/ .0:8037; 0:4237/
.0:5537; 0:4237/ .0:9037; 0:4237/
.0:6237; 0:4237/ .1:0597; 0:4237/
Table 5.2 Input data .xk ; yk / .xk ; yk /

for Poincare mappings
.1:1728; 1:0846/ .1:1128; 1:0846/
.1:1541; 1:0846/ .1:0939; 1:0846/
.1:1328; 1:0846/ .1:0846; 1:0846/
5.4 Conclusion
In this chapter, a discrete dynamical system of the Henon map was investigated. The
positive and negative iterative mappings of discrete maps were employed for the
mapping structure of the periodic solutions. The complete bifurcation and stability
of the stable and unstable periodic solutions with respect to the positive and negative
mapping structures were analyzed. A complete picture of the periodic solutions of
positive and negative mappings is given; the positive and negative mappings are
in a pair. The Poincare mapping sections of the Neimark bifurcation of periodic
solutions were illustrated, and the chaotic layers for the discrete system with the
Henon map were observed.
References
1. Henon M (1976) A two-dimensional mapping with a strange attractor. Commun Math Phys
50:69–77
2. Marotto FR (1979) Chaotic behavior in the Henon mapping. Commun Math Phys 68:187–194
3. Curry JH (1979) On the Henon transformation. Commun Math Phys 68:129–140
4. Cvitanovic P, Gunaratne GH, Procaccia I (1988) Topological and metric properties of Henon-
type strange attractors. Phys Rev A 38(3):1503–1520
5. Gallas JAC (1993) Structure of the parameter space of the Henon map. Phys Rev Lett
70(18):2714–2717
6. Zhusubaliyev ZT, Rudakov VN, Soukhoterin EA, Mosekilde E (2000) Bifurcation analysis of
the Henon map. Discrete Dyn Nat Soc 5:203–221
7. Gonchenko SV, Meiss JD, Ovsyannikov II (2006) Chaotic dynamics of three-dimensional
Henon maps that originate from a homoclinic bifurcation. Regul Chaotic Dyn 11(2):191–212
8. Hruska SL (2006) Rigorous numerical models for the dynamics of complex Henon mappings
on their chain recurrent sets. Discrete Continuous Dyn Syst 15(2):529–558
9. Gonchenko SV, Gonchenko VS, Tatjer JC (2007) Bifurcations of three-dimensional diffeomor-
phisms with non-simple quadratic homoclinic tangencies and generalized Henon maps. Regul
Chaotic Dyn 12(3):233–266
10. Lorenz EN (2008) Compound windows of the Henon-map. Physica D 237:1689–1704
11. Luo ACJ, Han RPS (1992) Period doubling and multifractals in 1-D iterative maps. Chaos
12. Luo ACJ (2005) The mapping dynamics of periodic motions for a three-piecewise linear sys-
tem under a periodic excitation. J Sound Vib 283:723–748
Chapter 6
Study on the Performance
of a Two-Degree-of-Freedom Chaotic
Vibration Isolation System
Jing-Jun Lou, Ying-Chun Wang, and Shi-Jian Zhu
Abstract The nonlinear dynamics and the vibration isolation effectiveness of a

two-degree-of-freedom nonlinear vibration isolation system are numerically stud-
ied. The complex nonlinear behavior in the force-frequency plane of the system
is analyzed. Cascades of bifurcation of the system with different excitation ampli-
tude are also obtained. The power flow transmissibility is analyzed to validate the
performance of the system in vibration isolation. The numerical results show that
the reduction of the line spectra when the system is chaotic is much greater than
that when the system is nonchaotic, and that the overall effectiveness of vibration
isolation at chaos is better than that at nonchaos.
6.1 Introduction
More than three decades of intense studies of nonlinear dynamics have shown that
chaos occurs widely in engineering and natural systems. Historically, it has usually
been regarded as a nuisance and designed out if possible. It has been noted only
as irregular or unpredictable behavior and often attributed to random external influ-
ences. Further studies showed that chaotic phenomena are completely deterministic
and characteristic for typical nonlinear systems.
These studies posed questions about the practical application of chaos. One of
the possible answers is to control chaotic behavior in such a way as to make it pre-
dictable. Recently, there have been examples of the potential usefulness of chaotic
behavior, and this has caused engineers and applied scientists to become more
interested in chaos [1].
It was proposed by the authors the method using the chaotic regime of the
nonlinear vibration isolation system for reduction of line spectrum of radiated noise
J.-J. Lou ()

College of Naval Architecture and Power, Naval University of Engineering, Wuhan 430033,
e-mail: jingjun lou@hotmail.com

50 J.-J. Lou et al.
from a marine vessel in [2]. Experimental chaos in nonlinear vibration isolation

system was observed, and the possible practical application of the chaos method
in line spectra reduction was confirmed in [3]. In this work, the method of chaotic
vibration isolation for reduction of line spectrum is numerically studied.
As is well known, noise spectra of the radiated waterborne noise of surface and
under-surface ships are generally in two categories. One is the broad-band noise hav-
ing a continuous spectrum. The other is the line spectrum which contains lines at
discrete frequencies. The nature of the radiated noise spectra changes as the naviga-
tion speed changes. At high speed, the signature is dominated by broad-band noise,
while at low speed the signature is dominated by line spectrum, and the machinery
is the leading noisemaker.
Insertion of resilient isolators between the machinery and the base is one of the
most common methods for controlling unwanted vibration. Isolators in service are
usually assumed to be linear and the performance characteristics of isolators under
the assumption of linearity have been widely reported [4, 5]. The linear vibration
isolation system has vibration attenuation within a rather wide frequency range. But
its ability in line spectrum reduction is limited.
Thus it becomes important to include nonlinearity presented in practical isola-
tors. Because of the limitations of the linear vibration isolators, nonlinear isolators
were studied in some literatures. However, the investigation was constrained to the
periodic vibration [6,7]. In spite of the achievement in the application of the chaotic
vibration mechanics to chaotic vibratory rollers [8], it is neglected that vibration
excitation and vibration isolation are two sides in the field of vibration engineering.
And no efforts are made to make use of chaos in vibration isolation. The authors
tried to utilize the characteristics of chaos to vibration isolation, and a method of
chaotic vibration isolation was advanced for machinery vibration control and line
spectra reduction [2]. When chaos takes place in a nonlinear vibration isolation
system under a single frequency excitation, the line spectrum of response at the
excitation frequency grows into a broad-band one. Therefore, the frequency config-
uration of the radiated noise is altered. What is more important, the concentrated
energy spreads from the excitation frequency to a broad-band frequency range. To
validate the effectiveness of the method of chaotic vibration isolation, the dynamics
and the power flow transmissibility of the two-degree-of-freedom nonlinear vibra-
tion isolation system is studied in the present work.
6.2 Model of the Two-Degree-of-Freedom Nonlinear

Vibration Isolation System
A majority of stationary equipments are installed by means of vibration isolators

attached to rigid supporting structures. There have been numerous publications that
used a single-degree-of-freedom (SDOF) system to model both active and passive
vibration isolation systems [9, 10]. However, some stationary equipments requiring
vibration isolation are installed on nonrigid structures such as higher floors of
6 Two-Degree-of-Freedom Chaotic Vibration Isolation System 51
Fig. 6.1 Two-degree-of-

F0 cosWT
freedom vibration isolation
model
M1
X1
K1,K3 C1
M2
X2
K2 C2
multistory buildings. This problem also becomes critically important for objects
installed in vehicles, such as car engines, machinery on surface and under-surface
ships, etc. In these cases, the mass of the isolated object is substantially greater than
the “effective mass” of the supporting structure [11].
As we all know, the equipment on a flexible base has six degrees of freedom.
If the translational vibration in the vertical direction is considered only the isolation
system with flexible base can be simplified as a two-degree-of-freedom system as
shown in Fig. 6.1. In this work, the base is simplified as a single-degree-of-freedom
lumped system, namely, a dynamical model of a combination of one equivalent
mass, one equivalent stiffness, and one equivalent damper. In Fig. 6.1, M1 is the
mass of the isolated equipment, M2 is the mass of the base, X1 is the displacement of
the isolated equipment, and X2 is the displacement of the base. The elastic support
of the base mass is assumed to be linear, and the stiffness and damping coefficient
are K2 and C2 respectively. The isolator is of linear damping C1 and cubic hardening
behavior with the first order term K1 and the third order term K3 . The excitation
force F0 cos ˝T is a cosine function of the time T , and ˝ is a single, constant, and
known input frequency.
From Newtonian mechanics, the differential equations of motion of the system
in Fig. 6.1 are
(
M1 XR1 CC1 .XP1 XP2 / C K1 .X1 X2 /CK3 .X1 X2 /3 D F0 cos
T CM1 g
M2 XR 2 C1 .XP 1 XP2 / K1 .X1 X2 /K3 .X1 X2 /3 C C2 XP2 CK2 X2 D 0
(6.1)
p
For K1 ; Kp3 ¤ 0, by introducing p the dimensionless quantities x1 DX1 K3 =K1 ,
x2 D X2 K3 =K1 ; !1n D K1 =M1 , and t D T !1n , we put the differential
equations of motion in a dimensionless form:
dX1 p dx1 dX2 p dx2

D !1n K1 =K3 ; D !1n K1 =K3 (6.2)
dT dt dT dt
52 J.-J. Lou et al.
d2 X1 p d2 x1 d2 X2 p d2 x2
D ! 2
1n K 1 =K 3 ; D ! 2
1n K 1 =K 3 (6.3)
dT 2 dt2 dT 2 dt 2
Then, (6.1) grows into a dimensionless form
8
< xR 1 C 1 .xP 1 xP 2 / C .x1 x2 / C .x1 x2 /3 D f cos !t C G
(6.4)
: xR 2 u1 .xP 1 xP 2 / u.x1 x2 / u.x1 x2 /3 C 2 xP 2 C u K2 x2 D 0
K1
where
s s
.p K3
K3
1 D C1 M1 K1 ; f D F0 ; !D ; GD M1 g;
K13 !1n K13
M1 C2
uD ; 2 D u 1 (6.5)
M2 C1
6.3 Dynamical Analysis
In order to discuss the influence of the excitation amplitude f and excitation fre-
quency ! on the dynamics of system (6.4), let
1 D 0:02; 2 D 0:2; u D 2; K2 =K1 D 100
As mentioned previously, for cases on high floors or on surface and under-surface

ships, the mass of the isolated object is substantially greater that the “effective mass”
of the supporting structure, and hence u D 2 is selected.
In order to analyze the influence of the excitation frequency ! on the dynamics of
system (6.4), the global bifurcation with regard to the change of the excitation fre-
quency with the excitation amplitude fixed is analyzed, using the Poincaré section
method. The degree of periodicity of the response has been declared mainly on the
basis of the Poincaré map, but quantitative dynamic measures – such as the fre-
quency response spectrum, the Lyapunov exponents, and the fractal dimensions –
have been calculated in many specific situations, too.
The global bifurcation diagram with f D 4:0 is shown in Fig. 6.2. Decreasing
the excitation frequency from 5 to 0.8 with the step-size equal to 0.01, two cascades
of period-doubling bifurcation occur which originates from a period 1 (P-1) motion.
However, the excitation amplitude is so small that chaos does not appear.
The global bifurcation diagram with f D 8:8 is shown in Fig. 6.3. Besides two
cascades of period-doubling bifurcation, two sequences of chaotic motion occur.
The global bifurcation process is as follows:
(1) The system remains P-1 motion when ! 4:46. The phase plot of the P-1
motion when ! D 4:80 and f D 8:8 are shown in Fig. 6.4.
Fig. 6.2 Global bifurcation diagram with regard to excitation frequency .f D 4:0/
Fig. 6.3 Global bifurcation diagram with regard to excitation frequency .f D 8:8/
(2) When ! D 4:45, the first period-doubling bifurcation occurs and a period 2
(P-2) motion is obtained. The phase plot of the P-2 motion when ! D 4:10 and
f D 8:8 are shown in Fig. 6.5.
(3) When ! is decreased to 3.96, a response of period 4 (P-4) is observed after twice
period-doubling bifurcation. The phase plot of the P-4 motion when ! D 3:74
and f D 8:8 are shown in Fig. 6.6.
(4) Further decrease of the excitation frequency leads to deeper bifurcation cas-
cades, and responses of period 8 (P-8) and chaos at ! D 3:71 and ! D 3:70,
respectively. The phase plot of the P-8 motion when ! D 3:71 and f D 8:8 are
shown in Fig. 6.7. The phase plot and Poincaré map of the chaotic motion when
! D 3:70 and f D 8:8 are shown in Fig. 6.8.
54 J.-J. Lou et al.
Fig. 6.4 Phase plot of P-1 motion .f D 8:8; ! D 4:80/
(5) When 2:12 ! 3:60, the P-1 motion presents itself again. Then, another
sequence of period-doubling bifurcation occurs, and the system remains P-2
motion when 1:96 ! 2:11.
(6) However, this period-doubling bifurcation does not accelerate as the excita-
tion frequency decreases, and instead it is broken by the P-1 motion when
1:18 ! 1:95.
(7) When ! D 1:17, the third sequence of period-doubling bifurcation comes forth
and the P-2 motion is obtained.
(8) The P-4 and P-8 motions are observed when ! D 1:10 and ! D 1:09 respec-
tively, and then chaos occurs.
(9) Finally, the system rests on P-1 motion when ! 1:05.
56 J.-J. Lou et al.
Fig. 6.8 Phase plot and Poincaré map of chaotic motion .f D 8:8; ! D 3:70/
6.4 Analysis of the Power Flow
In the third section, the dynamical evolution of the two-degree-of-freedom nonlin-

ear vibration isolation system (6.4) in the control parameter space is analyzed. Two
cascades of deep period-doubling bifurcation and two sequences of chaotic motion
are observed when the excitation frequency is decreased from 5 to 0.8, while the ex-
citation amplitude remains 8.8. However, the isolation characteristics of the system
(6.4), rather than the dynamical evolution, is of much more concern.
In the nonlinear theory of vibration isolation, one encounters the problem of
defining a suitable performance index for the isolation. This is because a harmonic
response with the same frequency as that of the excitation is not guaranteed. As
mentioned previously, the response may contain subharmonics and superharmonics,
and sometimes the response may even be nonperiodic, namely, chaotic. Usually, if
other harmonics are present, a working index of isolation effectiveness may be de-
fined as the ratio of the r.m.s. values of the response and the excitation. In the case
of a chaotic response, the ratio of the power spectral densities of the response and
the excitation may be used [7]. But the indices to be used for various types of ex-
citation, unlike in a linear system, cannot be related through simple expressions.
Furthermore, in the design of a vibration isolation system, what we care most is the
attenuation of the vibratory energy. The power flow, hence, is a good candidate.
As we all know, the force transmissibility is defined as the ratio of the force
transferred to the base vs. the excitation force. Correspondingly, we can define the
power flow transmissibility as [12]
Pout
TP D (6.6)
Pin
where Pout is the power flow transferred to the base through the isolator, and Pin is
the power flow into the whole system.
Express the reciprocal of TP with decibel, and (6.6) becomes
1 Pin
LP D 10 lg D 10 lg (6.7)
TP Pout
where LP is called the power flow attenuation rate (PFAR).

However, this working index LP is devoid of any information about the response
frequency content and cannot indicate the weakening of the line spectrum. One of
the most advantages of the chaotic vibration isolation lies in isolating the line spec-
trum. Another index should be used.
Following the definition of the vibration level difference, let
PLSin
DP D 10 lg (6.8)
PLSout
as the power flow line spectrum drop (PFLSD), where PLSin is the input power flow
at the frequency containing the line spectrum, and PLSout is output power flow at the
same frequency.
Thus, the isolation effectiveness can be analyzed throughout the bifurcation pro-
cess from the point of view of energy. The evolution of the PFAR and the PFLSD
at the excitation frequency of system (6.4) with f D 8:8 is shown in Fig. 6.9.
The representative phase plots of P-1 and chaotic motions when ! D 4:80 and
3.70 throughout the two cascades of deep period-doubling bifurcation are shown in
Figs. 6.4 and 6.8 respectively. The corresponding characteristics of the power flow
when ! D 4:80 and 3.70 is shown in Figs. 6.10 and 6.11, and the corresponding
PFLSD is 35.11 and 40.31 dB respectively. Namely, the reduction of the line spectra
when the system is chaotic is 5 dB greater than that when the system is periodic. The
values of the PFAR and the PFLSD at different excitation frequencies are listed in
Table 6.1.
As shown in Figs. 6.10 and 6.11 and Table 6.1, the nonlinear vibration isolation
system is good for the reduction of the line spectra. For some parameters, the PFAR
in chaotic state is 17 dB higher than that in P-1 state at best, and the PFLSD in
chaotic state is 5–20 dB higher than that in P-1 state. Data in rows of No. 2–3 vs.
that of No. 4–6 and data in rows of No. 10 vs. that of No. 11–12, furthermore, shows
that the PFLSD in 1/2 (or 1/4, 1/8) subharmonic states is close to that in chaotic state.
That is, the isolation effectiveness of the line spectrum is widely improved after a
sequence of period-doubling bifurcations.
6.5 Conclusion
The complex dynamic behaviour of the two-degree-of-freedom nonlinear vibration

isolation system is studied numerically, and its ability in line spectrum reduction is
also analyzed.
58 J.-J. Lou et al.
Fig. 6.9 Power flow

attenuation rate and line
spectra drop .f D 8:8,
! D .0:80 W 0:01 W 5//.
(a) Bifurcation diagram,
(b) power flow attenuation
rate, (c) power flow line
spectra drop
Fig. 6.10 Input and output power flow for P-1 motion .f D 8:8; ! D 4:80/
Fig. 6.11 Input and output

power flow for chaotic
motion .f D 8:8; ! D 3:70/
Table 6.1 Values of the PFAR and PFLSD at different excitation frequencies
Excitation Form PFAR PFLSD at excitation
No. frequency of motion (dB) frequency (dB)
1 1.01 P1 21.92 36.69
2 1.06 Chaos 18.25 42.75
3 1.08 Chaos 18.62 41.45
4 1.09 P8 18.71 41.40
5 1.10 P4 18.73 41.40
6 1.12 P2 18.94 40.85
7 1.80 P1 18.06 28.16
8 2.07 P2 13.81 30.48
9 2.80 P1 11.35 20.20
10 3.70 Chaos 28.07 40.31
11 3.71 P8 27.98 40.45
12 3.74 P4 27.91 40.88
13 4.10 P2 28.07 36.82
14 4.80 P1 32.73 35.11
The dynamic behaviour distribution chart of the two-degree-of-freedom nonlin-

ear vibration isolation system is obtained, which shows that there exists complex
nonlinear behavior indeed in this system. Cascades of bifurcation in the two-degree-
of-freedom nonlinear vibration isolation system with different excitation amplitudes
are obtained.
The isolation effectiveness is analyzed from the point of view of energy. For
some parameters, the power flow attenuation rate in chaotic state is 17 dB higher
than that in P-1 state at best, and the power flow line spectrum drop in chaotic state
is 5–20 dB higher than that in P-1 state.
60 J.-J. Lou et al.
It is also concluded that the isolation effectiveness of line spectrum is improved

after once or twice period-doubling bifurcation, when the power flow attenuation
rate and the power flow line spectrum drop are close to that in chaotic state.
To validate the effectiveness of the method of chaotic vibration isolation, the
vibration-isolation test rig with flexible foundation similar to the actual situation
onboard of ships is designed, and meticulous experiment is also accomplished.
Preliminary experimental results indicating better isolation in the chaotic regime
will be published in near future.
Acknowledgment This work was supported by National Natural Science Foundation of China
under Grant 50675220.
References
1. Kapitaniak T (1997) Chaos for engineers: theory, application, and control. Springer, London
2. Lou JJ, Zhu SJ, He L, et al (2005) Application of chaos method to line spectra reduction.
J Sound Vib 286:645–652
3. Lou JJ, Zhu SJ, He L, et al (2009) Experimental chaos in nonlinear vibration isolation system.
Chaos Solitons Fractals 40:1367–1375
4. Crede CE (1951) Vibration and shock isolation. Wiley, New York
5. Snowdon JC (1979) Vibration isolation use and characterization. J Acoust Soc Am
66:1245–1279
6. Ravindra B, Mallik AK (1993) Hard Duffing-type vibration isolator with combined coulomb
and viscous damping. Int J Non Linear Mech 28:427–440
7. Ravindra B, Mallik AK (1994) Performance of non-linear vibration isolation under harmonic
excitation. J Sound Vib 170:325–337
8. Long YJ, Wang CL, Zhang P (1998) Road roller based on chaotic theory. J China Agric Univ
3:19–22
9. Harris CM (1988) Shock and vibration handbook, 3rd edn. McGraw-Hill, New York
10. Karnopp DC (1995) Active and semi-active vibration isolation. J Sound Vib 117:177–185
11. Rivin EI (2003) Passive vibration isolation. The American Society of Mechanical Engineers,
New York
12. Lou JJ (2006) Application of chaos theory in line spectrum reduction [PHD dissertation]. Naval
University of Engineering, Wuhan
Chapter 7
Simulation and Nonlinear Analysis of Panel
Flutter with Thermal Effects in Supersonic Flow
Kai-Lun Li, Jia-Zhong Zhang, and Peng-Fei Lei
Abstract With the consideration of thermal effect, an improved panel flutter model
equation is established to study the dynamic behaviors of panel structures on super-
sonic aircrafts. The governing equation is approached by Galerkin Method, and then
the resulting ordinary differential equations of the panel are obtained. By the numer-
ical simulation, some essential nonlinear phenomena are discovered, and they play
an important role in the stability of the panel in supersonic flow. Finally, Mach num-
ber and Steady temperature recovery factor are considered bifurcation parameters,
Hopf bifurcation, and Pitchfork bifurcation, and other complex bifurcations at the
equilibrium points are analyzed in detail, respectively, by seeking the eigenvalues of
the Jacobian matrix of the dynamic system at bifurcation points. It can be concluded
that there exist a rich variety of nonlinear dynamics, and they are essential for the
stability of the panel in the supersonic flow.
7.1 Introduction
The panel structures have been used frequently on supersonic aircrafts. As the
aircrafts are flying at supersonic speed, the aerothermoelasticity has an enormous
impact on the aircrafts. Under the combined effects of aerodynamics, thermodynam-
ics, and structure dynamics, the panel structures on the aircrafts behave as periodic
oscillation, quasi-periodic oscillation, chaotic motion, buckling, etc. These phenom-
ena lead to a great deal of threat to the safety and life of the panel.
From the viewpoint of nonlinear dynamics, the states of panel varying from
static state to oscillation or dynamic buckling are the typical bifurcation behav-
iors, and such nonlinear phenomena could be utilized to improve the aerodynamic
J.-Z. Zhang ()

School of Energy and Power Engineering, Xi’an Jiaotong University,
Xi’an, Shaanxi 710049, People’s Republic of China

62 K.-L. Li et al.
performance of the aircrafts. Therefore, using nonlinear theory to analyze the

stability of the panel is essential for the modern aerodynamic design.
Much of the early works have been devoted to panel flutter in supersonic speed
[1, 2]. And the nonlinear behavior of panel flutter has been discovered and inves-
tigated [3, 4]. Also the chaos theory has been introduced by several scholars to
investigate the panel flutter [5].
More recently, a panel flutter model with thermal effect has been established by
Gee and Sipcic [6]. The introduction of thermal effect makes the problem more com-
plicated. On the one hand, thermal effect reduces the stiffness of the panel because
of aerodynamic heating. On the other hand, thermal stress is generated because of
mismatch in the thermal expansion coefficients of panel and support structure. Also,
it has been found that the change of temperature distribution in the panel does not
synchronize with the change of temperature on the panel surface, that is, there is a
time-lag between them because of heat transferring.
An improved panel flutter model equation is established in this study, with the
consideration of thermal effects. In order to simplify the model equation, the re-
duction of panel stiffness and the time-lag of heat transferring are neglected. Von
Karman large deflection plate theory and Piston theory are used to obtain the strain
in the panel and aerodynamic loads respectively. Aerodynamic heating is obtained
from Busemann–Crocco’s solution of boundary layer equations.
By Galerkin method, the vector form of governing equation is obtained. And
then some nonlinear phenomena are discovered, and two main kinds of bifurcations
of the dynamic system are analyzed following the nonlinear theory.
7.2 Governing Equation
Figure 7.1 is the schematic of two-dimensional panel with hinged boundary condi-
tion in supersonic flow. It is assumed that the panel is infinite in spanwise direction,
with a in length and h in thick.
Fig. 7.1 Two-dimensional panel with hinged boundary condition in supersonic flow
7 Analysis of Panel Flutter with Thermal Effects in Supersonic Flow 63
7.2.1 Dynamic Loads and Heating
The steady temperature in the panel caused by aerodynamic heating due to viscous
flow is obtained from Busemann–Crocco’s solution as follows [7],
2
Tf D T1 C Rf Œ. 1/=2M1 T1 : (7.1)
According to Piston theory, the unsteady pressure on the outer surface of the panel
gives
pu D p1 C .2q1 =M1 /Dt w: (7.2)
From isentropic relation between pressure and temperature, the unsteady tempera-
ture change can be obtained from (7.2)
Tu D T1 C . 1/M1 T1 Dt w: (7.3)
Actually, the temperature change on the outer surface is the result from viscous
flow and the compression and expansion of air, so the actual temperature on the
outer surface should be obtained by (7.1) and (7.3). Replacing T1 in (7.3) by Tf
in (7.1), the actual unsteady temperature on the outer surface of the panel can be
written in the form
Tu D Tf C Ru . 1/M1 T1 Dt w: (7.4)
In the equations given above, Dt w is defined by
Dt w D V =U1 D w;x C w;t =U1 : (7.5)
As the panel is under flow at constant Mach number, then the temperature in the
inner side of panel maintains at the steady temperature Tf due to viscous flow and
heat transferring. And the inner surface pressure on the panel is assumed to be equal
to the pressure p1 , the pressure in the free stream.
7.2.2 Solution of Heat Transfer
The heat conduction along the thickness direction of the panel is governed by the
one-dimensional heat conduction equation. For this problem, Duhamel superposi-
tion integral is a closed-form solution [8], namely

x 1
T .z; t/ D Tf C C Tu .t/
h 2
1 Z t
2 X .1/n 2
C Tu .0/C Tu0 ./en d
nD1 n 0

2 t x 1
en sin n C ; (7.6)
h 2
64 K.-L. Li et al.
Tu D Tu Tf D Ru . 1/M1 T1 Dt w; (7.7)

c h2
D 2 ; (7.8)
k
where cp ; p ; h, and kp are the specific heat capacity, density, thickness, and thermal
conductivity of the panel, respectively. In fact, when aluminum alloy is adopted as
the material of the panel, will be far less than 1 due to small thickness of the panel
and good thermal conductivity of the material. So the distribution of temperature in
the panel can be simplified as

x 1
T .z; t/ D Tf C C Tu .t/: (7.9)
h 2
That means the time-lag of heat transferring can be neglected to get the approxi-
mation of the temperature distribution in the panel.
7.2.3 Governing Equations
The original governing equation of infinite two-dimensional panel flutter is
@2 Mx @2 w
2
C .Nx C NE / 2 C q.x; y/ D 0; (7.10)
@x @x
where NE is an externally applied in-plane load and q.x; y/ is defined as
@2 w
q.x; t/ D p h C .p1 pu /: (7.11)
@t 2
Introducing the thermal effect into Von Karman large deflection plate theory, the
stress in the panel gives
" 2 #
E @u 1 @w @2 w
x D C z 2 .1 C /˛p Tp ; (7.12)
1 2 @x 2 @x @x
Tp D T .x; t/ Tref ; (7.13)
where Tp denotes the difference between current temperature distribution and ini-
tial temperature distribution in the panel. In this study, it is assumed that
Tref D T1 : (7.14)
And then the axial force and bending moment can be obtained as
Z a 2
Eh˛s Ts Eh @w
Nx D C dx
1 2 2a.1 / 0
2 @x
Z a Z h=2
˛p E
dx Tp dz; (7.15)
a.1 / 0 h=2
Z h=2
@2 w ˛p E
Mx D D 2 Tp zdz; (7.16)
@x 1 h=2
where Ts is the difference between current temperature and initial temperature in
the support structure, it is defined as
Ts D Tf Tref : (7.17)
Substituting (7.11), (7.15), and (7.16) into the (7.10), and the nondimensional gov-
erning equation becomes
@4 wN O u @ wN C ‚RO u @ wN
3 3
C ˆR
@xN 4 @xN 3 @tN@xN 2 !
O Z
Rf O @2 wN @2 wN 1 @wN 2
C 12 C 12Rf RE 6 2 dxN
1Cv @xN 2 @xN 0 @xN
Z Z
O @2 wN 1 @wN O @2 wN 1 @wN
C 6ˆRu 2 dxN C 6‚Ru 2 dxN
@xN 0 @xN @xN 0 @tN
@2 wN @wN ‚ @wN
C 2 Cƒ Cƒ D 0: (7.18)
@tN @xN ˆ @tN
The coefficients in (7.18) are listed in Appendix 2. And the boundary condition of
(7.18) gives
@2 wN @2 wN
N tN/ D w.1;
w.0; N tN/ D 0; .0; N/ D
t .1; tN/ D 0; (7.19)
@xN 2 @xN 2
@wN
N x;
w. N 0/ D g.x/;
N N 0/ D 0:
.x; (7.20)
@tN
7.2.4 Galerkin Method
Following Galerkin method, wN can be denoted as
X
N
w. N tN/ D
N x; wr .tN/ sin.r x/:
N (7.21)
rD1
Substituting (7.21) into (7.18) and integrating on the both side of the equation, the
ordinary differential equations are obtained as follows
66 K.-L. Li et al.
ˆRO u X
N
s
.s/4 ws 2 . r/3 wr Œ1 .1/sCr
s2 r 2
rD1;r¤s
" #
O RO f O
‚Ru .s/ w
2
P s 12 C 12Rf RE .s/2 ws
1Cv
X
N X
N
Œ1 .1/r
C 3.s/ ws2
. r/ 2
w2r 6‚RO u .s/2 ws wP r C wR s
rD1 rD1
r
X
N
rs ‚
C 2ƒ wr Œ1 .1/sCr C ƒ wP s D 0; s D 1; : : : ; N: (7.22)
s2 r 2 ˆ
rD1;r¤s
For the sake of simplicity, the resulting governing equations are rewritten in the
first-order form
wP s D wsCN ; wP sCN D ba.s/ws bb.s/wsCN bc.s/wsCN

X
N X
N X
N
bf .s; r/wr bg.s; r/ws w2r bh.s; r/ws wrCN
rD1;r¤s rD1;r¤s rD1;r¤s
X
N
bi.s; r/wr bg.s; s/w3s bh.s; s/ws wsCN : (7.23)
rD1;r¤s
The coefficients in (7.23) are shown in Appendix 2. And the Jacobian matrix of the
dynamic system is
@wP s
D 0;
@ws
@wP s
D 0;
@wr
@wP s
D 1;
@wsCN
@wP s
D 0;
@wrCN
@wP sCN X
N X
N
D ba.s/ bg.s; k/w2k bh.s; k/wkCN
@ws
kD1;k¤s kD1;k¤s
3bg.s; s/w2s bh.s; s/wsCN ;

@wP sCN
D bf .s; r/ 2bg.s; r/ws wr bi.s; r/;
@wr
@wP sCN
D bb.s/ bc.s/ bh.s; s/ws : (7.24)
@wsCN
Also, the equilibrium positions of the dynamic system can be obtained by solving
(7.25) as follows
XN
bg.s; s/ws 3 C ba.s/ws C bg.s; r/ws w2r
rD1;r¤s
X
N
C Œbf .s; r/ C bi.s; r/wr D 0: (7.25)
rD1;r¤s
Apparently, ws D 0; s D 1; : : : ; N are the equilibrium positions, and the stability

of this position is analyzed in the following section.
7.3 Numerical Results
In this section, it is assumed that Ru D 0, that means only the impact of Rf to the
panel is considered. Runge–Kutta Method is used to investigate the dynamic system.
When Rf D 0 and Rf D 0:056, the state of the panel changes from static state
to periodic oscillation respectively as the Mach number M1 increases. And there
exist two main kinds of bifurcations as the system parameters are varied. Letting
M1 D 2, the state of the panel changes from static state in original position to
buckling as the steady temperature recovery factor Rf increases, the bifurcation is
also analyzed.
7.3.1 Rf D 0, Mach Number as the Bifurcation Parameter
Rf D 0 means that the thermal effects are not taken into account. From Figs. 7.2 and
7.3, it is can be found that the state of the panel changes from static state to periodic
oscillation as Mach number increases. As the parameters increase to the values as
follows:
Rf D 0; M1 D 6:03177; wi D 0; i D 1; : : : ; N;
the real parts of a pair of conjugate complex eigenvalues of the Jacobian matrix
equal to zero approximately and the real parts of the other eigenvalues are not equal
to zero, namely, the system is at a critical state. So as the Mach number increases
from 6.0317 to 6.0318, the Hopf bifurcation occurs in the dynamic system at about
M1 D 6:03177. The bifurcation diagram is shown in Fig. 7.4.
68 K.-L. Li et al.
Fig. 7.2 The time history of the dynamic system at Rf D 0; M1 D 6:0317
Fig. 7.3 The time history of the dynamic system at Rf D 0; M1 D 6:0318
Fig. 7.4 Bifurcation diagram of the dynamic system at Rf D 0

7.3.2 Rf D 0:056, Mach Number as the Bifurcation Parameter
Taking thermal effect into account and assuming Rf D 0:056, it is can be found
that as the Mach number increases from 1.73 to 1.74, the state of the panel varies
from the static state in initial equilibrium position to buckling. The time histories
are shown in Figs. 7.5 and 7.6. As the parameters increase to the values as follows,
Rf D 0:056; M1 D 1:73:75; wi D 0; i D 1; : : : ; N
one of the eigenvalues of the Jacobian matrix is real and equals to zero approxi-
mately, and the real parts of the other eigenvalues are not equal to zero. According to
Fig. 7.5 The time history of the dynamic system at Rf D 0:056; M1 D 1:73
Fig. 7.6 The time history of the dynamic system at Rf D 0:056; M1 D 1:74
70 K.-L. Li et al.
Fig. 7.7 Bifurcation diagram of the dynamic system at Rf D 0:056
Fig. 7.8 Time history of the dynamic system at Rf D 0:056; M1 D 2
the nonlinear theory, as the Mach number increases from 1.73 to 1.74, the Pitchfork
bifurcation occurs in the dynamic system at about M1 D 1:73075. The bifurcation
diagram is shown in Fig. 7.7.
As Mach number increases from 2 to 2.8, several time histories and phase por-
traits are shown in Figs. 7.8–7.12. From the figures, it can be found that as Mach
number increasing from 2 to 2.8, the panel changes its state from buckling to pe-
riodic oscillation. Some irregular oscillations and a state like chaos occur as the
parameters are varied. Apparently, the bifurcation behavior at Rf D 0:056 is differ-
ent from the bifurcation behavior at Rf D 0.
Fig. 7.9 Phase portrait

of the dynamic system at
Rf D 0:056; M1 D 2:1

Rf D 0:056; M1 D 2:5

Rf D 0:056; M1 D 2:7
72 K.-L. Li et al.
Fig. 7.12 Phase portrait of the dynamic system at Rf D 0:056; M1 D 2:8
Fig. 7.13 Time history of the dynamic system at Rf D 0:05427; M1 D 2
7.3.3 M1 D 2, Rf as Bifurcation Parameter
From Figs. 7.13 and 7.14, it can be found that the panel changes its state from static
state to periodic oscillation as Rf increases. As the parameters are the values as
follows,
M1 D 2; Rf D 0:0542714; wi D 0; i D 1; : : : ; N;
the real parts of a pair of conjugate complex eigenvalues of the Jacobian matrix
equal to zero approximately and the real parts of the other eigenvalues are not equal
to zero. From the nonlinear theory, as Rf increases from 0.05427 to 0.05428, Hopf
bifurcation occurs in the dynamic system at about Rf D 0:0542714.
Fig. 7.14 Time history

Rf D 0:05428; M1 D 2

Rf D 0:05596; M1 D 2

Rf D 0:05597; M1 D 2
As Rf continues to increase, the panel jumps suddenly from periodic oscillation

to buckling at about Rf D 0:055965. The time histories are shown in Figs. 7.15 and
7.16, and the bifurcation diagram is demonstrated in Fig. 7.17.
74 K.-L. Li et al.
Fig. 7.17 Bifurcation diagram of the dynamic system at M1 D 2
7.4 Conclusions
From the results presented above, some conclusions can be drawn as follows.
As thermal effect is not taken into account, the state of the panel varies from static
state to periodic oscillation at high Mach number (more than 6), which is verified as
Hopf Bifurcation. Then, as thermal effect is taken into account, the state of the panel
also varies from static state to periodic oscillation, however, at lower Mach number
(less than 3). The pitchfork bifurcation is found as the Mach number is increasing.
Further, as Mach number is assumed to be a constant, the state of the panel changes
from static state to buckling as Rf increasing.
So it is can be found that the thermal effect will make the panel unsteady in ini-
tial equilibrium position at lower Mach number (less than 3), the oscillation occurs
easily than the situation without thermal effect.
Appendix 1
Nomenclature
a Length of the panel

c Specific heat capacity
D Bending stiffness
E Young’s modulus
h Panel thickness
k Thermal conductivity
M Mach number
p Static pressure
q Dynamic pressure
Rf Steady temperature recovery factor
Ru Unsteady temperature recovery factor
T Temperature
Tf Temperature due to aerodynamic heating
U Velocity
˛ Coefficient of thermal expansion
Poisson ration
Density
Subscripts
1 Free stream
p Panel characteristic
s Support structure characteristic
u Condition at external surface
Appendix 2
Nondimensional Variables
w
wN D
h
x
xN D
a
t p
tN D ; D p a4 h=D

h
ˆD
a
˛s
D
˛p
1 h
‚D
U1
NE a 2 Eh3
RE D ; DD
D 12.1 2 /
3
2a q1
ƒD
DM 1
O ˛p
Ru D Ru . 1/M1 T1 2 .1 C /
‚
1 ˛p
RO f D Rf . 1/M1 2 T1 2 .1 C /
2 ‚
76 K.-L. Li et al.
The Coefficients of the Governing Equation

" #
ROf
ba.s/ D .s/4 C 12 12RO f C RE .s/2
1Cv
bb.s/ D ‚RO u .s/2
‚
bc.s/ D ƒ
ˆ
ˆRO u s
bf .s; r/ D 2 . r/3 2 Œ1 .1/sCr
s r2
bg.s; r/ D 3.s/2 . r/2
Œ1 .1/r
bh.s; r/ D 6‚RO u .s/2
r
s
bi.s; r/ D 2ƒr 2 Œ1 .1/ sCr

s r2
Acknowledgments This research is supported by Program for New Century Excellent Talents in
University in China, No. NCET-07-0685.
References
1. Dugundji J (1966) Theoretical considerations of panel flutter at high super-sonic Mach number.
AIAA J 4:1257–1266
2. Ashley H, Zartarian G (1956) Piston theory-a new aerodynamic tool for the aeroelastician.
J Aeronaut Sci 23:1109–1118
3. Dowell EH (1966) Nonlinear oscillations of a fluttering plate. AIAA J 4:1267–1275
4. Dowell EH (1967) Nonlinear oscillations of a fluttering plate II. AIAA J 5:1856–1862
5. Sipcic SR (1990) Chaotic response of fluttering panel the influence of maneuvering. Nonlinear
Dyn 1:243–264
6. Gee DJ, Sipcic SR (1999) Coupled thermal model for nonlinear panel flutter. AIAA J
37:642–650
7. Schlichting H (1979) Boundary-layer theory. McGraw-Hill, New York
8. Hildebrand FB (1976) Advanced calculus for applications. Prentice-Hall, Englewood Cliffs, NJ
Chapter 8
A Parameter Study of a Machine Tool
with Multiple Boundaries
Brandon C. Gegg, Steve C.S. Suh, and Albert C.J. Luo
Abstract The parameter study of a machine-tool with intermittent cutting is

completed for eccentricity frequency and amplitude. The effects with respect to
chip length are also incorporated, such that comparisons of the parameter maps
can be accomplished. Specific areas within the parameter maps are studied, via
switching components, to explain the complicated motions within. In such a case,
the switching characteristics are shown in relation to the eccentricity frequency.
The complexity of the periodic solution structure, with regard to the vector fields
and mapping quantities, is discussed. Furthermore, the traditional definition of a
stability boundary is extended beyond that in literature. The most useful data is the
overlay of the number of mappings and minimum switching force product record.
This aspect illustrates the extent and location of complexity in the machine-tool
model studied herein.
8.1 Introduction
The extent of parameter studies on machining systems are typically confined to

descriptions in the frequency and depth of cut plane [1]. In such a case, the
boundary for stable/unstable motions is defined. Other studies focus on the chip
seizure (stick-slip effect) interaction, where a boundary can be defined in parame-
ter space [2]. However, these motions are confined to limitations of a continuous
system. Typically, a system with multiply interconnected domains is not studied for
chip seizure or other phenomena associated with such a system. There are three
parameters studied herein: eccentricity frequency and amplitude, and chip con-
tact length. What makes this study further unique is the output dimension of the
components. There are typically at least two switching components for a simple
B.C. Gegg ()

Department of Mechanical Engineering, Texas A&M University, College Station,
TX 77843, USA
e-mail: barracuda@tamu.edu

78 B.C. Gegg et al.
steady state motion. The eccentricity frequency and amplitude with initial con-
ditions yield a steady state solution that can be characterized by the switching
components characteristics; three measures are introduced. The typical character-
ization of a steady state response is noted by the magnitude of the displacement and
velocity components at a zero phase measure of the system [3]. In a similar manner,
one of the new parameters introduced herein is the magnitude of the displacement
and velocity state in each principal direction. A new quantity, referred to as MAG.,
is multiplied by the minimum of the switching force product (MFP) components
(MAG and MFP will be formally be defined herein). This unique measure in combi-
nation with the MAG. is a first application in literature. Additionally, the complexity
is further quantified by the recording the total number of mappings (NOM), which
is also a first application in literature. Due to varying dimensions of complexity in
this system, combinations of the NOM, MFP, and MAG. are necessary to fully un-
derstand what phenomena may be inducing complex motion. Applications of these
ideas and measures are not limited to machining. Rather, any system which contains
boundaries in their continuous systems can be modeled by discontinuous systems
theory. The ultimate implications of this study are the development of switching
components and their use within a control scheme to produce a specific type of sta-
bility in a discontinuous system. If such switching components can be monitored
in experiment, a control scheme can be adopted to manipulate these components to
avoid such an interaction [4]. However, if the goal is to continually interact with a
boundary, then avoidance of a sink boundary, or in this case a chip seizure can be
completed. As far as this study is concerned, the modeling of a machine tool with-
out control is adopted to observe the natural reaction of a system, which indeed will
point out the requirement of such an approach to achieve robust operation.
8.2 Structured Motions by the Mapping Technique
The mechanical model of 8.1 (A, B) is described by the chip adhesion dynamics,
f0 .x; t; 0 / D 0: .CAD/ (8.1)
CAD denotes chip adhesion dynamics. The dynamics of the tool with no work-piece
contact are
f1 .x; t; 1 / D 0: .TD/ (8.2)
TD denotes tool-piece dynamics. The dynamics of a reducing chip length pro-
cess are
f2 .x; t; 2 / D 0: .NC/ (8.3)
NC denotes tool and work-piece dynamics, no cutting. The dynamics of an increas-
ing chip length process are
f3 .x; t; 3 / D 0: .CRC/ (8.4)

8 A Parameter Study of a Machine Tool with Multiple Boundaries 79
CRC denotes tool and work-piece dynamics with cutting and reducing chip length.
The dynamics are
f4 .x; t; 4 / D 0: .CIC/ (8.5)
CIC denotes tool and work-piece dynamics with cutting and increasing chip length.
Parameters defining . i for i D 0; 1; 2; 3; 4/ the dynamics of (8.1–8.5) repre-
sent such characteristics such as mass, stiffness, damping, etc. In any case of the
dynamics defined within these domains and on the boundaries, the interactions of
these systems with the domain boundaries can be clearly understood by discon-
tinuous systems theory of Luo [5]. The state of the tool is measured through the
N y/
.x; N representing the tangential and normal directions with respect to contact of
the work-piece (Figs. 8.1 and 8.2). Since the focus of the chip interactions are ap-
N y/
plied to the tool rake surface, the .x; N coordinate system is transformed to the
Q y/
.x; Q coordinate system,

xN cos ˛ sin ˛ xQ xQ
D Dƒ : (8.6)
yN sin ˛ cos ˛ yQ yQ
a b
X1
Xeq
x~ A O
η FP(t)
eX
F2(t) dy ky
y~ a
eY Yeq
F2t dx
F2n
Y1
m D1 m
kx
y d2
β
D2
x F1(t) d1
B
Fig. 8.1 Cutting tool mechanical model: (a) external forces, (b) mechanical analogy
⋅
y~ P4
( y~i ,V,ti ) V ( yi+1,V,ti+1)
Fig. 8.2 Periodic P3

intermittent cutting motions y~
P34 in the phase plane
80 B.C. Gegg et al.
The initial contact boundary of the tool and work-pieces is
.Xeq C x/
N sin ˇ C .Y1 Yeq y/
N cos ˇ D ı1 : (8.7)
Such a boundary is related to the measure
N y/
D1 .x; N D .Xeq C x/
N sin ˇ C .Y1 Yeq y/
N cos ˇ ı1 : (8.8)
The onset of cutting boundary is
.Yeq C y/
N sin ˛ C .X1 Xeq x/
N cos ˛ D ı2 : (8.9)
The final boundary is considered the chip disappearance boundary; where the chip
begins to reduce in length until no effective force transmission is made through the
chip-tool interface,
Lc yQ0 .x0 ; y0 / D y.x;
Q y/; (8.10)
where Lc is the chip length, yQ0 is the initial tool position at the switching point
on the chip-tool rake surface friction boundary, and yQ is the tool position at time t
(see Fig. 8.3). x D .x; x/
P T and y D .y; y/
P T . The normalized governing equations
characteristic of each domain or Eqs. (8.1–8.5) are of the form
h i
IrRQ .t/ C ƒ1 fD.i / gƒrPQ .t/ C ƒ1 fK.i /gƒQr.t/ D ƒ a.i / cos.t/ C b.i / t C c.i / ;
(8.11)
where rQ D .x;
Q y/
Q T . The damping, stiffness, periodic amplitude and constants noted
in Eq. (8.11) are defined in the appendix.
Fig. 8.3 Chip and tool-piece: (a) effective force contact and (b) route to loss of effective force
contact
8.3 Domains and Boundaries
The four domains considered in this study are noted to overlap in several areas, and
a formal comprehensive definition is necessary as in Gegg [6, 7]. Domain 1 is the
vibration of the tool-piece without contacting the work-piece,
P y/
†1 .x; y; x; P D f.x; y; x;
P y/jD
P 1 .x; y/ 2 .0; 1/gI (8.12)
domain 2 is the contact of the tool and work-piece without cutting,

(
.x; y; x; P jD1 .x; y/ 2 .1; 0/g ;
P y/
P y/
†2 .x; y; x; P D (8.13)
.x; y; x;P y/
P jD2 .x; y/ 2 .0; 1/g ;
9
P y/jD
.x; y; x; P 2 .x; y/ 2 .1; 1/ =
or and .x; y; x; P y/jD
P 4 .x; y/ 2 .1; 0/ (8.14)
PQ x; ;
P y/j
if .x; y; x; P y. P y/
P 2 .1; V /I
domain 3 exists purely during reduced chip length,
8 9
ˆ
ˆ P y/jD
.x; y; x; P 1 .x; y/ 2 .1; 0/g; >>
< =
P y/jD
.x; y; x; P 2 .x; y/ 2 .1; 0/g;
P y/
†3 .x; y; x; P D (8.15)
ˆ .x; y; x;
P y/jD
P 4 .x; y/ 2 .0; Lc /g; >
>
:̂ ;
P y/j
.x; y; x; P
P y.
Q x;
P y/
P 2 .1; V /gI
and domain 4 is well defined by normal cutting,

8 9
P y/jD
< .x; y; x; P 1 .x; y/ 2 .1; 0/; =
P y/
†4 .x; y; x; P D .x; y; x;
P y/jD
P 2 .x; y/ 2 .1; 0/; (8.16)
: PQ x; ;
P y/j
.x; y; x; P y. P y/
P 2 .V; 1/:
The boundaries created by the domains noted in the above equations are
P y/
@†12 .x; y; x; P D f.x; y; x;
P y/j'
P 12 .x; y/ D '21 .x; y/ D D1 .x; y/ D 0g; (8.17)
( )
P y/j'
.x; y; x; QP x;
P 24 .x; y/ D '42 .x; y/ D D2 .v/ D 0 if y. P y/
P > V;
P y/
@†24 .x; y; x; P D (8.18)
P y/j'
.x; y; x; P y/
P 24 .x; QP x;
P D y. P y/
P V D0 if D2 .x; y/ < 0;
(
D4 .x; y/ D 0 if D2 .x; y/ < 0;
@†32 D .x; y; x;
P y/j'
P 32 .x; y; x;
P y/
P D (8.19)
D2 .x; y/ D 0 QP x;
if y. P y/
P < V;
and
@†34 D .x; y; x;
P y/j'
P 34 .x;
P y/
P D '43 .x;
P y/ PQ x;
P D y. P y/
P V D 0 if D2 .v/ < 0;
(8.20)
82 B.C. Gegg et al.
as in Gegg [6, 7]; where V D VN =

and
is the eccentricity frequency applied
to the work-piece. The discontinuous systems theory will now be applied to this
machine-tool through the state and domain definitions.
8.4 Motion Switch Ability Conditions
Development of the switching conditions is determined by application of discontin-

uous systems theory as in Gegg et al. [8, 9]. Accordingly, the only boundary which
has the potential to produce a sink boundary is the chip-tool friction boundary as
defined herein. The force conditions governing the passage of motion through the
boundary of (8.3) are
.3/ .4/
FyQ .Qx; yQ ; t/FyQ .Qx; yQ ; t/ > 0 on @†34 (passable motion); (8.21)
FyQ.3/ .Qx; yQ ; t/FyQ.4/ .Qx; yQ ; t/ 0 on @†34 (non-passable motion): (8.22)
Appearance/disappearance of passable/non-passable motion,
FyQ.3/ .Qx; yQ ; t/FyQ.4/ .Qx; yQ ; t/ 0 on @†34 : (8.23)
The boundary @†34 is notation referring to the chip-tool friction boundary. The
forces noted in (8.21) are derived from the state and the total forces acting on the
tool-piece; hence,
FyQ .Qx; yQ ; t/ D FD3 .Qx; yQ ; t/ D yRQ .i / .t/ D xR .i / sin ˛ C yR .i / cos ˛:

.i / .i /
(8.24)
The friction boundary exhibiting completely passable vector fields is defined by
.3/ .4/
FyQ .Qx; yQ ; t/ > 0; FyQ .Qx; yQ ; t/ > 0 on @†34 ; (8.25)
which implies,
FyQ.3/ .Qx; yQ ; t/FyQ.4/ .Qx; yQ ; t/ > 0 on @†34 : (8.26)
The non-passable motion through the friction boundary has switching components
.3/ .4/
FyQ .Qx; yQ ; t/ > 0; FyQ .Qx; yQ ; t/ < 0 on @†34 ; (8.27)
which implies,
FyQ.3/ .Qx; yQ ; t/FyQ.4/ .Qx; yQ ; t/ < 0 on @†34 ; (8.28)
Fig. 8.4 Vector fields for ⋅

passable and non-passable y~
with appearance and (4) y~
Fy~
vanishing points a specific Σ4
example
(3)
Fy~
Σ3
Observe the simulation of Fig. 8.4. The boundary is initially non-passable, but
becomes passable after motion along the boundary; where the vector field changes
direction. Boundary four, the chip reduction boundary, is a permanently passable
boundary as noted by Gegg et al. [10–12].
8.5 Parameter Study of (e, )
Consider the periodic motion,
P34 D P3 ı P4 : (8.29)
This motion structure implies that two switching points exist which defines a solu-
tion set. Since there are two switching points, there are two switching force products.
Hence,
.3;1/ .4;1/
)
FP.1/ D FyQ FyQ ;
(8.30)
FP.2/ D FyQ.3;2/ FyQ.4;2/ :
The force components for this particular case are defined by domains three and four.
The boundary of these two domains is the chip/tool friction boundary. As a result
of limiting the output of the parameter study to one output for two input variables,
only one of the force products can be shown on a contour or three-dimensional
figure. A zero force product is known to be a predictive measure of the system
encountering a change in the motion structure; hence, the minimum absolute value
of the switching force products is recorded as the single output for the contour and
three-dimensional figures. In general, the force components are

ˇ ˇ
ˇ ˇ
ˇ ˇ ˇ ˇ
FPmin D min ˇFP.k/ ˇ D min ˇFyQ.i;k/ FyQ.j;k/ ˇ ; (8.31)
where i and j are the domains bordering the chip/tool friction boundary, and k is the
kth switching force product for the steady state motion of the machine-tool system.
84 B.C. Gegg et al.
Furthermore, the magnitude of the minimum absolute value force product and the
orbit in the phase plane with respect to the switching points is a useful output.
Hence,
q
Mag.e;
/ D min.jFP.k/ j/ .ı xQ mn /2 C .ı yQpq /2 C .ı xPQ rs /2 C .ı yPQuv /2 ; (8.32)
where 9
ı xQ mn D max.xQ m / min.xQ n /; > >
=
ı yQpq D max.yQp / min.yQq /;
(8.33)
ı xPQ rs D max.xPQ r / min.xPQ s /; >
>
;
ı yPQuv D max.yPQu / min.yPQv /I
for m; n; p; q; r; s; u; v 2 Œ1; w. The parameter w is the total number of switching
points in the periodic orbit. Hence, max.xQ m / is the maximum value of xQ out of the w
switching points and so on for the remaining measures of (8.33). Consider the steady
state motion of a machine-tool where the above measures are recorded for a two
parameter .e;
/ range allowing contouring and three-dimensional mesh plotting of
the minimum force product component and the magnitude of the phase orbit. The
parameters of most traditional reference in a parameter map are the frequency and
amplitude. The related parameters in this study are the eccentricity frequency
and
amplitude e. The dynamical system parameters for the following results are
me
D 103 ; dx D 740 N s=mm; dy D 630 N s=mm;
meq
kx D ky D 560 kN=mm; k1 D 1 MN=mm;
k2 D 100 kN=mm; d1 D d2 D 0 N s=mm;
and the external force and geometry parameters are
ı1 D ı2 D 103 m; D 0:7; Lc D 1:0 104 m;

V D 20 mm=s;

˛ D rad; ˇ D 0:1 rad; D rad;
4 4
X1 D Y1 D 103 m; Xeq D Yeq D 5 103 m:
The minimum force product noted in (8.31) are shown in the form of a contour
plot in Fig. 8.5a, where the color variation is determined on a logarithmic scale. The
three-dimensional view of a mesh plot is shown in Fig. 8.5b, where the minimum
force product (MFP) is shown to vary with eccentricity amplitude and frequency,
.e;
/; respectively. The use of the logarithmic scale is necessary for both the
MFP and the MAG (magnitude of (8.32)). Hence, the contour plot of Fig. 8.5a
maintains the largest MFP in the neighborhood of the natural frequency groups
of this machine-tool. The most useful components of Fig. 8.5a are the darkest
areas, which imply the potential for chip seizure motion. There are apparent dis-
continuities in the contour plot which denotes a grazing of the chip/tool friction
boundary. This phenomena causes the steady state of the machine-tool to jump to
a new orbit with an MFP of zero or nearly zero. Although the MFP, Fig. 8.5a, b,
Fig. 8.5 Minimum force product study for a machine-tool undergoing steady state motion
with eccentricity amplitude e vs. eccentricity frequency
: (a) ContourŒe;
D min.FP.k/ /,
(b) min.FP.k/ / vs: e vs:
for Lc D 1 .mm/
uncovers the areas in the eccentricity amplitude and frequency .e;

/ range where
chip seizure may occur, this says nothing about what motion actually occurs. Hence,
the total number of mappings or domains traversed in steady state motion is recorded
in a contour plot of Fig. 8.6a. The lighter colors denote the maximum number of
mappings recorded (w D 30 for the current results). The three-dimensional mesh
plot of the number of mappings is shown in Fig. 8.6b. The number of mappings in
the steady state solution structure is very clearly noted in Fig. 8.6b. The level of
mappings noted by the number one is the motion of the tool when there is no in-
teraction with the chip/tool friction boundary. The noticeable jumps in the mesh are
the areas that have an increased number of mappings which then denote increased
86 B.C. Gegg et al.
Fig. 8.6 Number of mappings in steady state motion for a machine-tool undergoing steady state
motion with eccentricity amplitude e vs. eccentricity frequency
, for Lc D 1 .mm/
complexity in the system. A combination of the MFP and the NOM (number of
mappings) will provide perhaps the most useful method of determining whether the
chip seizure motion is occurring in the potential neighborhoods; see Fig. 8.7a. There
are four notable areas that are bordered by the NOM’s outline. Region A is that
near the second natural frequency group, where a chip seizure motion occurs in the
steady state motion. The remaining regions (labeled by B) outlined by the NOM
are grouped nearest the first natural frequency group. Such motions are expected
to have chip seizure in the steady state structure with associated grazing motions.
Furthermore, the use of the magnitude of the delta measure (MAG) and the MFP
is useful to show the growth and reduction of the phase orbit in several planes, see
Fig. 8.7b.
Fig. 8.7 Number of mappings overlaid on (a) minimum force product and (b) magnitude for
a machine-tool undergoing steady state motion with eccentricity amplitude e vs. eccentricity
frequency
, for Lc D 1 .mm/
8.6 Numerical Prediction of Eccentricity Frequency
As a result of the parameter study of Figs. 8.5–8.7, interest of the phase and specific
switching force components is developed. Hence, the numerical prediction of steady
state motion for this machine-tool is shown via switching phase mod.ti ; 2/ and
Q
displacement y.Dy t /, Fig. 8.8a, b; respectively. The range of eccentricity frequency
2 Œ50:0; 600:0.rad=s/ is studied with the parameters,
e D 0:275 mm and Lc D 1:0 mm:

88 B.C. Gegg et al.
The P34 steady state motion dominates the largest frequency span, but is interrupted
by the P234 steady state motion; see Figs. 8.8 and 8.9. As noted in Gegg [12], the
route to an unstable state caused by the transient/steady state interference with chip
seizure motion is observed with decreasing eccentricity frequency
. The switching
phase components are noted to nearly fill the spectrum, implying that the motion
may be chaotic. Verification of the introduction of chip seizure motion is noted in
Fig. 8.9a, b by the switching forces and force products. Table 8.1 summarizes the
motions and changes in the steady state structure throughout the frequency range.
Fig. 8.8 Numerical and

analytical predictions of
(a) switching phase
mod.
ti ; 2/, (b) switching
displacement yQ for
interrupted periodic motions
over a range of eccentricity
frequency
for
e D 0:275 mm and
Lc D 1:0 mm
Fig. 8.9 Numerical and

analytical predictions of
(a) switching forces
.3/ .4/
FyQ and FyQ , and
(b) switchingforce product
.3/ .4/
FyQ FyQ for interrupted
periodic motions over a range
of eccentricity frequency
for e D 0:275 mm and,

Lc D 1:0 mm
Table 8.1 Summary of eccentricity frequencies for specific motions

for e D 0:275; Lc D 1:0
Mapping Eccentricity Grazing bifurcation Chip seizure
structure frequency
of boundary bifurcation
P.034/n .0:1520k; 1656k .rad=s/ D3 W 0:1520k
P034 .0:1656k; 0:1970k .rad=s/ D3 W 0:1656k .rad=s/ 0:1656k .rad=s/
P234 .0:3869k; 0:4923k .rad=s/ D4 W 0:3869k .rad=s/
90 B.C. Gegg et al.
8.7 Summary and Conclusions
The steady state motion for a machine-tool has been studied over the three
parameters: eccentricity frequency and amplitude, and chip length. The prelim-
inary discussion of notable phenomena is developed through sketches and their
governing equations. The steady state chip seizure with a near grazing motion is
developed and observed in ensuing simulations. The parameters maps expressing
the MFP, the NOM, and the MAG were presented alone and in two combinations.
One combination shows the MFP and the NOM overlay; where the motions and
complexity can be clearly defined. The second combination shows the MAG with
the NOM overlaid to express the size of the orbit and extent the motion interacts
with the chip/tool friction boundary. These parameter maps were completed for two
chip lengths, where the motion structure could be observed for effects on the size
and location of unstable/chaotic regions. The numerical prediction of two parameter
ranges of the eccentricity frequency is completed; one for each chip length. Such
is completed to explain the onset of the complex motion noted in Figs. 8.8 and
8.9. This study claims that the measure developed herein by observing not only
a single quantity of the motion structure (which has been traditionally accepted
protocol), but all the switching component in the motion structure and summariz-
ing the motion with several output measures such as the NOM, the MFP and the
MAG. are necessary and sufficient to characterize this machine-tool system and any
interconnected dynamics of continuous systems.
Appendix
The dynamical system damping parameters for this machine-tool system with free
vibration of the tool-piece motion, domain †i , for i D 1, are
2 3
.i / .i /
d11 d12
fD.i / g D 4 5; (8.34)
.i / .i /
d21 d22
where
.i / 1 .i / .i / .i / 1
d11 D dx ; d12 D d21 D 0; d22 D dy : (8.35)
m
m
The stiffness parameters in domain †i for i D 1, are

2 3
.i / .i /
k11 k12
fK.i / g D 4 5; (8.36)
.i / .i /
k21 k22
where
.i / 1 .i / .i / .i / 1
k11 D kx ; k12 D k21 D 0; k22 D ky : (8.37)
m
2 m
2
The external force parameters in domain †i , for i D 1, are
h iT h iT h iT
a.i / D ax.i / ay.i / ; b.i / D bx.i / by.i / ; c.i / D cx.i / cy.i / ; (8.38)
where
ax.i / D ay.i / D bx.i / D by.i / D cx.i / D cy.i / D 0; (8.39)
respectively. The dynamical system damping parameters for this machine-tool sys-
tem undergoing tool and work-piece in contact but no cutting, in domain †i , for
i D 2, are 9
1
.i /
d11 D Œdx C d1 sin ˇ; >
2 >
>
>
m
>
>
>
>
1 >
Œd1 cos ˇ sin ˇ; >
.i /
d12 D =
m
(8.40)
1 >
.i /
d21 D Œd1 sin ˇ cos ˇ; >
>
>
m
>
>
>
>
1 >
>
Œdy C d1 cos ˇ: ;
.i /
d22 D 2
m
The stiffness parameters in domain †i , for i = 2, are

9
1 >
.i /
k11 D Œk C k sin2
ˇ; >
>
m
2
x 1 >
>
>
>
1 >
>
.i /
k12 D Œk 1 cos ˇ sin ˇ; >
=
m
2
(8.41)
1 >
>
Œk1 cos ˇ sin ˇ; >
.i /
k21 D >
>
m
2 >
>
>
>
.i / 1 >
;
k22 D 2
Œky C k 1 cos 2
ˇ:
m
The external force parameters in domain †i , for i D 2 are

me me
ax.i / D e sin ; ay.i / D e cos ; bx.i / D by.i / D 0 (8.42)
m m
and 9
.i / 1 >
cx D fk1 Œx1 sin ˇ y1 cos ˇ sin ˇ; =
m
2 (8.43)
1 >
cy.i / D 2
fk1 Œx1 sin ˇ y1 cos ˇ cos ˇ; ;
m
92 B.C. Gegg et al.
respectively. The dynamical system damping parameters for this machine-tool

system undergoing tool and work-piece in contact but with cutting, in domain †i ,
for i D 3, 4, are
1 9
.i /
d11 D Œdx C d1 sin2 ˇ C d2 cos ˛.cos ˛ .1/i sin ˛/; >=
m
(8.44)
1 >
.i /
d12 D Œd1 cos ˇ sin ˇ d2 sin ˛.cos ˛ .1/i sin ˛/; ;
m
and
1 9
Œd1 sin ˇ cos ˇ d2 cos ˛.sin ˛ C .1/i cos ˛/; >
.i /
d21 D =
m
(8.45)
1 >
.i /
d22 D Œdy C d1 cos2 ˇ C d2 sin ˛.sin ˛ C .1/i cos ˛/: ;
m
The stiffness parameters in domain †i , for i D 3, 4, are
1 9
Œkx C k1 sin2 ˇ C k2 cos ˛.cos ˛ .1/.i / sin ˛/; >
.i /
k11 D 2
=
m
(8.46)
1 >
.i /
k12 D Œk1 cos ˇ sin ˇ C k2 sin ˛.cos ˛ .1/.i / sin ˛/; ;
m
2
and
1 9
.i /
k21 D Œk 1 cos ˇ sin ˇ k2 cos ˛.sin ˛ C .1/ .i /
cos ˛/; >
=
m
2 (8.47)
1 >
.i /
k22 D Œky C k1 cos2 ˇ C k2 sin ˛.sin ˛ C .1/.i / cos ˛/: ;
m
2
The external force parameters in domain †i , for i D 3, 4, are
me me
ax.i / D e sin ; ay.i / D e cos ; bx.i / D by.i / D 0 (8.48)
m m
and
1 ˚ 9
cx.i / D k1 x1 sin ˇ y1 cos ˇ sin ˇ >
>
2 >
>
m
>
>
C k2 x2 cos ˛ y2 sin ˛ cos ˛ .1/.i / sin ˛ ; =
1 ˚ >
>
cy.i / D k1 x1 sin ˇ y1 cos ˇ cos ˇ >
>
2 >
>
m

;
C k2 x2 cos ˛ C y2 sin ˛ sin ˛ C .1/ cos ˛ ;
.i /
(8.49)
respectively. The dynamical system damping parameters for this machine-tool
system undergoing tool and work-piece in contact but with cutting, in domain †i ,
for i D 0, are
1
dQ11
.i /
D d2 C d1 sin2 .˛ C ˇ/ C dx cos2 ˛ C dy sin2 ˛ ; (8.50)
2m
and dQ12
.i /
D dQ21
.i /
D dQ22
.i /
D 0. The stiffness parameters in domain †i , for i D 0, are
1
kQ11 D
.i /
2
k1 sin2 .˛ C ˇ/ C k2 C kx cos2 ˛ C ky sin2 ˛ ; (8.51)
m
and kQ12
.i /
D kQ21
.i /
D kQ22
.i /
D 0. The external force parameters in domain †i , for
i D 0, are
.i / me .i /
aQ x D e sin. ˛/; aQ y D 0; (8.52)
m
V
bQx.i / D k1 cos.˛ C ˇ/ sin.˛ C ˇ/ C .kx ky / cos ˛ sin ˛ ; bQy.i / D 0 (8.53)
m
and
1
cQx.i / D fŒd1 VN k1 .VN t0 C yQ0 / cos.˛ C ˇ/
m
2
C k1 Œx1 sin ˇ y1 cos ˇg sin.˛ C ˇ/ C ŒVN .dx dy /
ı
C .VN t0
C yQ0 /.ky kx / cos ˛ sin ˛ C k2 xQ 2 ; (8.54)
respectively. The tilde noted parameters can be referred to in the .x; y/ coordinate
system by
h iT h iT
ƒQa.i / D ƒ aQ x.i / aQ y.i / D a.i / D ax.i / ay.i / ; (8.55)
h iT h iT
ƒbQ .i / D ƒ bQx.i / bQy.i / D b.i / D bx.i / by.i / ; (8.56)
and h iT h iT
ƒQc.i / D ƒ cQx.i / cQy.i / D c.i / D cx.i / cy.i / : (8.57)
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9. Luo AC, Gegg BC (2004) Grazing phenomena in a periodically forced, linear oscillator with
dry friction. Commun Nonlinear Sci Numer Simul 11(7):777–802
10. Gegg BC, Suh CS, Luo ACJ (2007) Periodic motions of the machine tools in cutting process.
DETC2007/VIB-35166, Las Vegas, Nevada
11. Gegg BC, Suh S, Luo ACJ (2009) Interrupted cutting periodic motions in a machine tool with
a friction boundary, Part I: modeling and theory. ASME J Manuf Sci Eng (in press 2010)
12. Gegg BC (2009) An investigation of the complex motions inherent to machining systems via
a discontinuous systems theory approach. PhD dissertation, Texas A&M University, College
Station, Texas
Chapter 9
A New Friction Model for Evaluating Energy
Dissipation in Carbon Nanotube-Based
Composites
Yaping Huang and X.W. Tangpong
Abstract Being lighter and stiffer than traditional metallic materials,

nanocomposites have great potential to be used as structural damping materials
for a variety of applications. Studies of friction damping in the nanocomposites are
largely experimental, and there has been a lack of understanding of the damping
mechanism in nanocomposites. A new friction model is developed to study the
energy dissipation at the interface between carbon nanotube (CNT) and polymer
matrix under dynamic loading. Iwan’s distributed friction model is considered in
order to capture the stick/slip phenomenon at the interface. The effects of several pa-
rameters on energy dissipation are investigated, including the excitation’s frequency
and amplitude, and the interaction between CNT’s ends and matrix. A compliance
number is introduced to evaluate the energy dissipation for different contact inter-
faces. Some of the results are compared well with experimental observations in the
literature.
9.1 Introduction
Friction damping refers to the conversion of kinetic energy associated with the
motion of vibrating surfaces to thermal energy through friction between them [1].
Adding friction damping into a dynamic system can be a useful and practical
means to control mechanical vibration passively, particularly in high temperature
applications. There are various methods to introduce additional damping into a
system, for example, through (1) the incorporation of a damper (such as a ring)
in automotive and turbomachinery applications [2–5], (2) piezoelectric materials
and shunted electrical circuits [6, 7], (3) electro-rheological/magneto-rheological
fluids [8, 9], and (4) viscoelastic and elastomeric materials [10, 11]. While
viscoelastic materials offer good damping performance, their thermal stability
becomes an issue in high temperature environments and many of their mechanical
X.W. Tangpong ()

Department of Mechanical Engineering, North Dakota State University, Fargo, ND 58108, USA
e-mail: annie.tangpong@ndsu.edu

96 Y. Huang and X.W. Tangpong
properties start to degrade as the temperature rises. Those conventional methods

also pose challenges when it comes to integration into heterogeneous systems due
to limitations on space, weight, thermal stability, and damper reliability [12]. One
solution is to engineer the desirable amount of damping directly into composite
materials to develop light-weight and durable structure damping composites that
can be easily integrated into various systems. With the rapid development of nan-
otechnology in the last decade, an attractive opportunity rises as to engineer such
high damping performance composite materials by adding nanoscale fillers such as
carbon nanotubes (CNTs) into polymer composites (see Refs. 12, 13 and the refer-
ences therein) for a variety of mechanical, civil, military, aerospace, and aeronautics
applications. Due to CNT’s thermal stability, the CNT-reinforced nanocomposites
can be used as structural damping materials for extreme temperature applications.
The properties of nanocomposite, including the damping capacity, are highly de-
pendent on the fabrication method and processing techniques used. The damping
properties of nanocomposites have been studied experimentally [12–20]. Dynamic
mechanical analysis (DMA) tests of nanocomposites with different weight fractions
of CNTs showed that the reinforcement of CNTs could have significant influence
to the material’s damping capacity, and both temperature and frequency affected
the damping [14, 15]. Through mechanical cyclic test, the damping property of
CNT-based composites has been found to be dependent on strain, temperature,
CNTs’ weight fraction, and dispersion [16–18]. Friction damping can also be de-
termined from frequency response of the material sample using an accelerometer
and spectrum analyzer. Usually, a film of nanocomposite material is put in between
piezoelectric, epoxy, or metal sheets to form a sandwich beam, and the vibration of
the beam’s tip is then measured under cantilevered boundary condition. A critical
weight fraction of the CNTs has been found to exist for maximum damping of the
composite [12, 19, 20]. From these experimental studies, it was hypothesized that
energy dissipation in nanocomposites was due to interfacial slippage between the
CNTs and the matrix.
In the limited modeling work on evaluating friction damping of nanocompos-
ites, the stick–slip phenomenon between the CNTs and the polymer matrix has been
well accepted [12, 13, 19–22]. Generally, CNT is modeled as a solid cylinder, and
interfacial slippage takes place along the CNT–matrix interface when the interfacial
shear stress reaches a critical value [19]. The molecular dynamics (MD) method was
used to calculate the energy dissipation due to intertube friction in [21], where the
boundary conditions of the nanotube cluster were considered to be periodic [21],
though CNTs do not have continuous geometry. Shear lag analysis was also well
accepted in modeling the interfacial slippage of CNT–matrix [13, 19]. Other mod-
eling methods include (sandwiched) beam vibration analysis [12, 20, 23] and finite
element analysis [19, 24]. These aforementioned models did not take into account
the spatially distributed nature of the CNTs and did not consider varying interfa-
cial stiffness across the CNT–matrix interface. A major property of the CNT is its
high aspect ratio (length is much larger than diameter). When friction contact is
across a spatially distributed interface, the interfacial stiffness is not constant across
the interface and, therefore, should be treated in a statistical sense. The spatially
9 A New Model for Evaluating Energy Dissipation 97
varying interfacial stiffness, coupled with nonuniform pressure distribution as a re-

sult of material processing, could activate partial stick–slip motion, which is critical
in determining energy dissipation. In this chapter, a friction model is developed
considering the spatially distributed nature of CNT–matrix contact. Based on the
developed model, dynamic analysis of energy dissipation at CNT–matrix interface
considering multiple properties of the CNTs are performed. The results agree with
some experimental results from the literature qualitatively.
9.2 Vibration Model
To describe the spatially distributed nature of CNT–matrix contact, the distributed-

element friction model of Iwan [25,26] is adopted in this work. This model is based
on the concept of a large number of ideal elasto-plastic elements having different,
and statistically distributed, yield levels. The model is capable of simulating hystere-
sis characteristics with nonlocal memory [27]. Figure 9.1 illustrates a parallel-series
distributed-element model of Jenkin’s (or Maxwell-slip) elements, and each consists
of a linear spring of stiffness K=N in series with a Coulomb damper of a slip force
fi =N , where N is the number of elements. The force–deflection relation of one
element is depicted in Fig. 9.2, and upon initial loading, the reaction force is
X
n
F D fi =N C kx.N n/=N; (9.1)
i D1
where n is the number of elements that have slipped, while the remainder stick. In
the limit of very large N , the slip force is expressed in terms of the distribution
function ', and (9.1) is written in the equivalent form:
Z kx Z 1
F D f '.f /df C kx '.f /df ; xP > 0; (9.2)
0 kx
k k k k
N N ⋅⋅⋅ N ⋅⋅⋅ N
* * * *
f1 f2 fi fN
N N N N
Fig. 9.1 Distributed

F x
hysteresis model
Fig. 9.2 Force-deflection fi

relation of a slip element
* a
fi /N
k/N
1 x
−A O A
Fig. 9.3 Distribution

function '
yi
Km Km Km
Km
Km
••• •••
Ke Kc mi Kc Kc Ke
xi
CNT Matrix
Fig. 9.4 Frictional contact model of a CNT and polymer matrix
where '.f /df is the fraction of elements satisfying f fi f C df . The

force developed on other parts of the hysteresis loop is derived in a similar manner.
The second term in (9.2) vanishes for large x, and the total slip force becomes
Z 1
Fy D f '.f /df : (9.3)
0
The distribution function can be prescribed in analytical form [25, 28, 29], or it can
be determined from experimental data. The distribution function is closely related to
the topography of the contact interface, the contact compliance, and the coefficient
of friction. In this chapter, the distribution function ' is expressed in an analytical
form as illustrated in Fig. 9.3, similar to the one considered in [25].
The frictional interaction between a single CNT and the polymer matrix is
described in Fig. 9.4. The CNT, matrix, and the friction interface between the two
are each discretized into a large number of elements in the longitudinal direction.
The frictional interface between each pair of CNT/matrix elements is modeled by
Iwan’s distributed friction concept (depicted in Fig. 9.1). The equation of motion of
the ith CNT element is
mi xR i D Kc xi C1 Kc xi C Fi ; (9.4)
where Kc is the axial stiffness of one CNT element, xi is the length of the ith
element, and the friction force Fi is determined by (9.2). The total energy dissipation
in one cycle of vibration is calculated by
N Z
X T
ED Fi .yPi xP i /dt; (9.5)
i D1 0
and the total number of elements .N / is determined by convergence study of the

energy dissipation. The matrix’s motion is specified in a sinusoidal form as

2n
y.x; t/ D y0 sin x cos.!t/; (9.6)
L
where y0 is the amplitude, ! is the excitation frequency, n is the spatial wave
number and L is the CNT’s length. The friction force is, therefore, driving the CNT’s
motion, but not the matrix’s. In this study, the matrix’s motion is specified, and there-
fore, the stiffness between matrix elements (parameter Km ) does not come into the
equations of motion. The matrix’s response to dynamic loads will be included in a
future work by the authors, and in that case, the friction force will also influence
the matrix’s motion. It should be noted that the stiffness between the CNT’s two
ends and the matrix is represented by a separate parameter Ke . This stiffness comes
from the binding strength between the CNT’s ends and the matrix, and the binding
mechanism is yet to be discovered [30, 31].
9.3 Results and Discussion
The following nondimensionalized parameters are considered in this chapter.
y0 ! Kt Ke E
y D ; D q ; tD ; eD ; E D ;
L Kc Kc Kc Fy L
m
f Kc L EA
ˇD ; M D D ; (9.7)
Fy Fy Fy
where m is the elemental mass of the CNT and Kt is the tangential stiffness of
the interface. Parameter e characterizes the ratio of the CNT’s end binding stiffness
to its axial stiffness. Parameter ˇ is considered in the distribution function ' (see
Fig. 9.3). Parameter M is introduced here to describe the relative stiffness of the
CNT and the contact interface, and it is discussed in detail in Sect. 9.3.3.
9.3.1 Excitation Frequency and Binding Strength
The energy dissipation per cycle is calculated for a range of excitation frequency for
different values of stiffness ratio e (Fig. 9.5). By varying the value of e, the axial
stiffness of the CNT is fixed; therefore, larger values of e correspond to stronger
interaction or stronger binding of the CNT’s ends with the matrix. As shown in
Fig. 9.5, higher energy dissipation takes place around the natural frequencies of
the CNT. Due to the symmetry of the model considered in this study, only the odd
modes appear. It can also be observed that as the value of e increases, the CNT’s
natural frequencies shift higher due to larger binding stiffness of the ends.
At the same excitation frequency, the energy dissipation decreases as the CNT
binds with the matrix stronger, or as the value of e increases (Fig. 9.6). As the inter-
action between the CNT’s ends and the matrix becomes stronger, the relative motion
at the interface has smaller amplitude under the same excitation, and therefore, less
energy dissipation takes place.
1
e = 0.1
Energy dissipation per cycle, E*
0.5
0
0 1 2 3
1
e = 0.5
0.5
Fig. 9.5 Frequency response

of energy dissipation per 0
0 1 2 3
cycle; ˇ D 0:8; t D 0:2,
M D 200; y D 0:05 Frequency ratio, η
0.038
η=0.7
0.036
η=0.3
0.034
0.032
η=1.2
Fig. 9.6 Energy dissipation
as a function of CNT’s
0.03
binding stiffness with the 0 0.1 0.2 0.3 0.4 0.5
matrix; ˇ D 0:8; t D 0:2,
M D 200; y D 0:05 Stiffness ratio, e
9.3.2 Excitation’s Amplitude
Energy dissipation at the CNT–matrix interface is investigated as a function of

excitation’s amplitude (Fig. 9.7). When the matrix’s displacement has small ampli-
tude, the CNT–matrix interface experiences a combination of stick and slip motions
since the matrix’s displacement is not large enough to activate full slip at the in-
terface. The energy dissipation in the low excitation amplitude range, therefore,
exhibits a nonlinear relationship as indicated in Fig. 9.7. As the matrix’s ampli-
tude increases, the relative motion at the interface gradually progresses to full slip
and energy dissipation changes linearly with respect to the excitation’s amplitude.
Similar observation was made experimentally in [32], where energy dissipation in
the CNT-based composite material was found to change with the strain amplitude
of the composite nonlinearly in the low amplitude range, and then linearly as the
strain amplitude increases (data with circle markers). The theoretical predictions
presented in Fig. 9.8 [32], however, did not capture the nonlinear relationship in low
strain amplitude range.
9.3.3 Compliance Number M
In defining the parameter M in (9.7), Fy is the total slip force of the CNT–matrix
contact interface, and Fy =L can be considered as the linear density of slip force
along the interface. The slip force Fy is closely related to the surface topography
of the contact interface, the contact pressure, and the coefficient of friction. For
one CNT, its stiffness Kc is fixed, and the parameter M can be viewed as a com-
pliance number that quantifies how easily full slip motion can be activated at the
interface. The larger the compliance number is, the easier it is for full slip motion
to take place at the interface. Figure 9.9 depicts how energy dissipation changes
0.5
0.4
0.3
0.2
0.1
Fig. 9.7 Energy dissipation
as a function of excitation’s 0
0 0.05 0.1 0.15 0.2 0.25
amplitude; t D 0:1; D 0:3,
e D 0:2; ˇ D 0:8; M D 200 Excitation's amplitude, y*
Fig. 9.8 Effect of shear strain amplitude on damping. Original figure used with permission of
Nature Publishing Group [32]
Fig. 9.9 The effect

x 10−4
of compliance number 1
to energy dissipation;
ˇ D 0:8; t D 0:2; D 0:5, 0.8
e D 0:2; y D 0:05
0.6
0.4
0.2
0
0 500 1000 1500 2000 2500
Compliance number, M
with the compliance number. An optimal value of M exists for maximum energy
dissipation. In the study shown in Fig. 9.9, the CNT’s stiffness Kc is fixed while
the slip force Fy is varied. When the value of M is small, Fy is large, and it is not
easy to activate slip at the interface; therefore, the energy dissipation is small. As
the value of M increases, a combination of stick and slip motions begin to emerge,
and the dissipation increases. At large values of M , or when Fy is small, the inter-
face experiences full slip motion; however, since the slip force has small magnitude,
the total dissipation is again not optimal. Similar study has been done to keep Fy
fixed while changing the value of Kc , and the resulting energy dissipation shows
the same trend as depicted in Fig. 9.9 and an optimal value of M exists. In the light
of these studies, damping of the nanocomposite can be varied by choosing different
CNT fillers (single walled, multiwalled, different aspect ratios, etc.) for the polymer
matrix. The value of Fy for various nanofillers will be investigated experimentally
in a later study.
9.4 Summary
A new vibration model has been developed to evaluate the energy dissipation at the
CNT–polymer matrix interface. This model takes into account spatially distributed
friction at the tube–matrix interface in a statistical sense, and it is capable of cap-
turing the nonlinear stick/slip phenomenon. Energy dissipation has been found to
have larger values around the CNT’s natural frequencies. At the same excitation fre-
quency, energy dissipation decreases as the binding of CNT’s ends with the matrix
becomes stronger. Strong end interaction of the CNT with the matrix constraints the
motion of the CNT, limits the relative motion, and therefore lowers the energy dis-
sipation. The model also predicts that the energy dissipation grows nonlinearly with
the increase of excitation’s amplitude in small amplitude range, and the relationship
becomes linear when the amplitude is large. Under low magnitude of excitation, the
motion at the CNT–matrix interface is a combination of stick and slip motions, and
under large excitation, full slip at the interface is activated. The model developed in
this work is capable of capturing such transition of nonlinear to linear relationship
of energy dissipation with excitation’s amplitude. Such results are consistent with
some experimental observations in the literature. A compliance number (M ) is also
introduced to quantify how easily full slip motion can be activated at the interface,
and an optimal value of M exists for maximum energy dissipation.
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Chapter 10
Nonlinear Response in a Rotor System
With a Coulomb Spline
C. Nataraj and Karthik Kappaganthu
Abstract This chapter deals with the nonlinear analysis of a system with two rigid
rotors connected by a spline coupling and mounted on isotropic bearings. The
coupling has Coulomb friction. The system is found to have three unstable fixed
points and a limit cycle above a certain critical speed. The response of the system
at the limit cycle indicates transient chaos, which is usually an artifact of the crisis.
The crisis route to chaos has been analyzed and a strange attractor is found.
10.1 Introduction
Figure 10.1 illustrates a typical spline coupling used to drive a rotating shaft from a
motor or other prime mover. Under insufficient lubrication conditions, such a cou-
pling has been found to exhibit Coulomb friction. We will hence call this spline a
“Coulomb spline.” Past analyses of such systems are very limited. Nataraj et al. [1]
discovered that such a system can exhibit limit cycles under certain conditions. In
fact, this was verified with a practical installation as well.
In this chapter, the nonlinear dynamic behavior of the system is studied further.
We will assume a rigid rotor model that simplifies some of the dynamics; such a
model is valid for rotors operating below the first critical speed.
First, the fixed points of the system and their stability are analyzed, then the
possibility of creation or destruction of fixed points with changes in the spin speed
is studied. A limit cycle is identified using analytical methods. This limit cycle exists
only above a certain critical spin speed; this is the bifurcation point in the system.
The numerical simulation of this limit cycle suggests the presence of transient
chaos. Transient chaos and its cause is explained in [2]. In a paper published later
by the same authors [3], they discuss the dependence of average lifetime of the
system on the parameter. They suggest that transient chaos is one of the effects of
crisis. They analyzed crisis and transient chaos in three different continuous systems
C. Nataraj ()
Department of Mechanical Engineering, Villanova University, Villanova, PA, USA
e-mail: nataraj@villanova.edu
106 C. Nataraj and K. Kappaganthu
Fig. 10.1 Spline coupling
including the Lorenz system. Transient chaos has also been observed in many other
systems like Sine-Gordon system [4], Gear-Rattling model [5], Plasmas [6], and
experimentally in [7].
In the next section, the mathematical model of the system is described, and the
following section discusses the nonlinear phenomenon observed.
10.2 Mathematical Modeling
The system being considered consists of two rigid rotors coupled by a Coulomb
spline. A schematic of the system is shown in Fig. 10.2. The equations of motion of
the system as derived in [8] are
M qR C .D ˝G/qP C Kq D F; (10.1)
where M , D, G, and K are the mass, damping, gyroscopic, and stiffness matrices
respectively, given by:

m 0
M D
0 m

c 0
DD
0 c

0 Ip
GD
Ip 0
10 Nonlinear Response in a Rotor System With a Coulomb Spline 107
l1 l2
y
Ω
x
Fig. 10.2 Schematic diagram of the system

k 0
KD y
0 kz
q D ŒV W T is the vector of displacements of the point of interconnection along

y and z axes respectively.
The parameters of the system are:
m: Equivalent mass
Ip : Equivalent polar moment of inertia
c: External viscous damping coefficient
ky and kz : Equivalent stiffness in y and z directions respectively
˝: Spin speed of the rotor
The force acting due to the spline coupling is

Ci c .1 C l1 = l2 / VP C ˝W
F D 1=2 (10.2)
.WP ˝V /2 C .VP ˝W /2 WP ˝V
T P
Ci c D sin k (10.3)
ns
where is the coefficient of friction l1 ; l2 are the lengths of the shaft, and k is the
angular position of kth spline.
The equations should be nondimensionalized to identify key parameters.
The nondimensional form of the equation is
00 0
Mn qn C .Dn ˝n Gn /qn C Kn qn D Fn ; (10.4)
where

1 0
Mn D
0 1

2 0
Dn D
0 2

0 ˛
Gn D
˛ 0

1 0
Kn D
0 2
qn D ŒV = l1 W= l1 T (10.5)
This nondimensional q derived using the substitutions D !y t;
q form has been
ky kz !z I
˝n D !y , !y D
˝
m ; !z D m ; D !y ; D
pc ; ˛ D mlp2 . is the
2 km 1
orthotropic parameter.
The nondimensional force is given by [8]
0
v C ˝n w
Fn D 1=2 0 (10.6)
.w0 ˝n v/2 C .v0 C ˝n w/2 w ˝n v
1 C l1 = l2
D 0:64T (10.7)
m!y2 l12
10.3 Analysis
In this chapter, the nonlinear behavior of the isotropic system is analyzed, i.e, with
is equal to one. The nondimensional form of the equation, (10.4) is used for the anal-
ysis. The only nonlinearity in the system is from the force exerted by the spline. The
coupling between the two differential equations in (10.4) is primarily due to the gy-
roscopic matrix. The system is studied for variation in response with changes in the
nondimensional spin speed, ˝n .
The system has fixed points at
v1 D 0; w1 D 0; (10.8)

v2 D p ; w2 D p (10.9)
1 C 2 1 C 2

v3 D p ; w3 D p (10.10)
1 C 2 1 C 2
No fixed points are created or destroyed with changes in ˝n ; further, the eigen-
values of the system linearized about each of the fixed points suggest that each of
these points is unstable for all values of ˝n .
Owing to the isotropy, the limit cycle, if it exists, must be a circular orbit in y–z
plane. For such a solution, v D Ao cos !n and w D Ao sin !n . Substituting these
into (10.4) and solving
˝n < !n No limit cycle exists

˝n > !n Limit cycle exists; with (10.11)
s 2
˝n ˛ ˝n ˛
!n D C 1C (10.12)
2 2

Ao D : (10.13)
2!n
The critical value of the spin speed from (10.11), (10.12) is given by
1
˝n; critical D p (10.14)
1˛
The limit cycle and the transients obtained at ˝n D 1:3 are shown in
Figs. 10.3–10.7. The parameters used for the simulation are given in Table 10.1.
For these chosen values, ˝n; critical D 1:1952. The bifurcation diagram is shown in
Fig. 10.8.
It has also been observed that, but for certain initial conditions close to the
limit cycle, the system settles into a stable limit cycle only after very large chaotic
transients. These transients are shown in Figs. 10.9–10.13. The presence of such
transient chaos suggests the presence of strange attractors and crisis. The presence
of crisis as a possible route of chaos is explained in [2] and [3].
The phenomenon of crisis occurs when there is a “collision between a chaotic
attractor and a coexisting unstable fixed point or periodic orbit” [2]. In this system,

the
crisis occurs because of the presence of
an unstable
fixed points at v 2 w2 and
v3 w3 . Numerical simulations about v1 w1 show that it is a strange attractor.
Different ODE solvers in MATLAB give similar results.
The system response at subcritical speeds is shown in Figs. 10.14–10.17.
A zoomed in view of the response in v and w is shown in Figs. 10.18 and 10.19
respectively. The response seems to divide itself, however it is difficult to establish
the presence of fractals in the four dimensional space.
In order to rule out the possibility of a quasi periodic orbit, the volume of the
state space is analyzed. Proceeding as in [9], the state space form of (10.4) is
xP D f.x/; (10.15)
0.08
0.06
0.04
0.02
w
−0.02
−0.04
−0.06
−0.05 0 0.05 0.1

v
Fig. 10.3 Orbit in a limit cycle
0.1
0.08
0.06
0.04
0.02
vdot
−0.02
−0.04
−0.06
−0.08
−0.1
−0.05 0 0.05 0.1
v
Fig. 10.4 Phase plane v vs. vP

0.15
0.1
0.05
wdot
−0.05
−0.1
−0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08 0.1
w
P
Fig. 10.5 Phase plane w vs. w
0.3
0.2
0.1
v
−0.1
0 50 100 150 200 250
τ
0.1
0.05
0
w
−0.05
−0.1
0 50 100 150 200 250
τ
Fig. 10.6 Variation of v and w

0.1
vdot 0.05
−0.05
−0.1
0 50 100 150 200 250
τ
0.3
0.2
wdot
0.1
−0.1
0 50 100 150 200 250
τ
Fig. 10.7 Variation of vP and w

P
Table 10.1 Parameter values Parameter Value

˛ 0.3
0.1
0.01867
1
where
h 0
i
0 T
xD vwv w (10.16)
2 0 3
v
6 0 7
6 w
0 7
6 7
6 v C ˝ w 7
6 0 0
n
7
6 2v ˝n ˛w v h i 7
6
f D6 2 2 1=2 7
w0 ˝n v C v0 C ˝n w 7:
6
7
6 0 7
6 w ˝ v 7
6 0 0
n
7
42w ˝n ˛v w h
2
2 0 2 1=2 5
i
0
w ˝n v C v C ˝n w
(10.17)
Using divergence theorem, the volume rate of the state space is given by
Z
0
V D gradf dV : (10.18)
0.08
0.075
0.07
0.065
Amplitude
0.06
0.055
0.05
0.045
0.04
0 0.5 1 1.5 2 2.5

Ωn
Fig. 10.8 Bifurcation diagram
0.06
0.04
0.02
w
−0.02
−0.04
−0.06
−0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08

v
Fig. 10.9 Transient chaos followed by a limit cycle
For the system to exhibit a chaotic motion, the volume in the state space should
shrink exponentially fast [9], and there should be no stable fixed points or limit
cycles. The second part of the condition has already
been shown. To look at the
volumes, the system is linearized about v1 w1 . The linearization matrix of the
system is as shown in (10.19).
0.1
0.08
0.06
0.04
0.02
vdot
−0.02
−0.04
−0.06
−0.08
−0.1
−0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08
v
Fig. 10.10 Phase plane in transient chaos (v vs. vP /
0.1
0.08
0.06
0.04
0.02
wdot
−0.02
−0.04
−0.06
−0.08
−0.1
−0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08
w
P
Fig. 10.11 Phase plane in transient chaos (w vs. w/
2 3
0 0 1 0
6 0 0 0 1 7
AD6
41 C L1
7; (10.19)
L2 2 C L3 ˝n ˛ C L4 5
L5 2 C L6 ˝n ˛ C L7 2 C L8
0.1
0.05
0
v
−0.05
−0.1
0 200 400 600 800 1000
τ
0.1
0.05
0
w
− 0.05
−0.1
0 200 400 600 800 1000
τ
Fig. 10.12 Variation of v and w in transient chaos
0.1
0.05
vdot
−0.05
−0.1
0 200 400 600 800 1000
τ
0.1
0.05
wdot
− 0.05
−0.1
0 200 400 600 800 1000
τ
Fig. 10.13 Variation of vP and w

P in transient chaos
x 10−7
2
1.5
0.5
0
w
−0.5
−1
−1.5
−2
−2 −1 0 1 2
v x 10−7
Fig. 10.14 Chaotic response
x 10−5
3
1
vdot
−1
−2
−3
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
v x 10−7
Fig. 10.15 Phase plane view of chaos (v vs. vP /
where
˝n .wd ˝n v/ .vd C ˝n w/

L1 D
3=2 ; (10.20)
.wd ˝n v/2 C .vd C ˝n w/2
x 10−5
3
1
wdot
−1
−2
−3
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
w x 10−7
P
Fig. 10.16 Phase plane view of chaos (w vs. w/
x 10−7
4
0
v
−2
−4
0 100 200 300 400 500
τ
x 10−5
4
2
vdot
−2
−4
0 100 200 300 400 500
τ
Fig. 10.17 Variation of v and vP in chaos
˝n .wd ˝n v/2

L2 D
3=2 ; (10.21)
x 10−7
1.5
w 0.5
−0.5
−1
−1.5
−1.5 −1 −0.5 0 0.5 1 1.5
v x 10−7
Fig. 10.18 Zoomed view of the chaotic orbit
x 10−7
0.5
v
−0.5
−1
270 271 272 273 274 275
τ
Fig. 10.19 Zoomed view of the variation of v
.wd ˝n v/2
L3 D
3=2 ; (10.22)
.wd ˝n v/ .vd C ˝n w/
L4 D
3=2 ; (10.23)
2 2
.wd ˝n v/ C .vd C ˝n w/
˝n .wd ˝n v/2
L5 D
3=2 ; (10.24)
2 2
.wd ˝n v/ C .vd C ˝n w/
˝n .wd ˝n v/ .vd C ˝n w/

L6 D
3=2 ; (10.25)
.wd ˝n v/ .vd C ˝n w/
L7 D
3=2 ; (10.26)
.vd C ˝n w/2
L8 D
3=2 : (10.27)
The trace of the A matrix is given by (10.28). Since the second part of the
equation is less than zero, according to the comparison lemma [10], the volume re-
lation is given by (10.29). Hence, the volume implodes with time and the response
is chaotic.

tr.A/ D 4
1=2 (10.28)
V ./ < V .0/e4 (10.29)

Finally, Fig. 10.20 shows the convergence of the largest Lyapunov exponent for
the parameter values listed in Table 10.1; the converged value is 0.1483.
0
Largest Lyapunov Exponent
−2
−4
−6
−8
−10
−12
0 200 400 600 800 1000 1200 1400 1600
Iteration Number
Fig. 10.20 Largest Lyapunov exponent

10.4 Conclusion
This chapter analyzed the nonlinear behavior of a system with two rigid rotors
connected by a Coulomb spline and mounted on isotropic bearings. The fixed points
and limit cycles were identified analytically. The transient chaos exhibited near the
limit cycle indicated crisis and chaos. Owing to the higher dimensionality of the
system numerical analysis alone was performed. The strange attractor at the origin
was analyzed and chaos has been established satisfactorily within the limitations of
numerical simulations.
References
1. Nataraj C, Nelson HD, Arakere N (1985) Effect of coulomb spline on rotor dynamic response.
Washington, DC, pp 225–233
2. Grebogi C, Ott E, Yorke JA (1983) Crisis, sudden changes in chaotic attractors and transient
chaos. Physica D 7:181–200
3. Grebogi C, Ott E, Yotke JA (1986) Critical exponent of chaotic transients in nonlinear dynam-
ical systems. Phys Rev Lett 57(11):1284–1287
4. Bartuccelli M, Christiansen PL (1986) Horseshoe chaos in the space-independent double sine-
gordon system. Wave Motion 8:581–594
5. de Souza SLT, Caldas IL (2001) Basins of attraction and transient chaos in a gear-rattling
model. J Vib Control 7(6):849–860
6. He K (2003) Critical phenomenon, crisis and transition to spatiotemporal chaos in plasmas.
Space Sci Rev 107:475–494
7. Stouboulos IN, Miliou, AN, Valaristos AP, Kypriandis IM, Anagnostopoulos AN (2007) Crisis
induced intermittency in a fourth-order autonomous electric circuit. Chaos Solitons Fractals
33(4):1256–1262
8. Nataraj C (1987) Periodic oscillations in mechanical systems with nonlinear components. PhD
thesis, Arizona State University
9. Strogatz SH (2000) Nonlinear Dynamics and Chaos. Westview Press, Boulder County, CO
10. Khalil HK (2002) Nonlinear systems. Prentice Hall, Upper Saddle River, NJ
Chapter 11
The Influence of the Cross-Coupling Effects
on the Dynamics of Rotor/Stator Rubbing
Zhiyong Shang, Jun Jiang, and Ling Hong
Abstract In this chapter, the influence of cross-coupling effects on the rubbing-

related dynamics of rotor/stator systems is investigated. The model considered in
this chapter is a four-dof rotor/stator system, which takes into account the dynamics
of the stator and the deformation on the contact surface as well as the cross-coupling
effects. The stability of the synchronous full annular rub solution of the model is first
analyzed. Then, the cross-coupling effects on the stability of the system at different
system parameter planes are studied. It is found that the cross-coupling damping of
the stator benefits the synchronous full annular rubs and that of the rotor has a little
influence on the response. While the cross-coupling stiffness of the stator always
reduces the stability domain of the response, the cross-coupling stiffness of the rotor
may either increase or decrease the stability domain depending upon its value.
11.1 Introduction
In order to improve the efficiency, the gap between the rotor and the stator of a
rotating machine is setting smaller and smaller, while the rotor/stator rubbing is be-
coming more and more common. Rotor/stator rub is a serious malfunction in the
operation of a rotating machine, which can seriously degrade the machine perfor-
mance and can even lead to disastrous consequences of the machine. There are a
large amount of works on the rub-related phenomena in the rotor/stator systems in
order to get deep insights into the dynamical behaviors and their relationship with
system parameters. It has now become well known that rotor-to-stator rubbing can
induce periodic synchronous full annular rubs [1–4], sub and superharmonic mo-
tions [5, 6], quasiperiodic partial rubs [7, 8], chaotic responses [9, 10] as well as the
destructive self-excited dry friction backward whirl [2, 11, 12]. Since rotor-to-stator
J. Jiang ()
MOE Key Laboratory for Strength and Vibration, Xi’an Jiaotong University,
Xi’an 710049, People’s Republic of China
e-mail: jun.jiang@mail.xjtu.edu.cn
122 Z. Shang et al.
rubbing is usually caused by other malfunctions that induce large rotor deflections
covering the clearance between the rotor and the stator, an effective way to prevent
from the rotor-to-stator rubbing is to suppress the vibration amplitude of the rotor,
i.e., through active magnetic bearing or active controlled journal bearings [13–15].
When the rotor/stator rubbing is unavoidable, i.e., without the vibration suppres-
sion measures or due to the failure of the suppression measures in the extreme
running condition, it is still highly expected that the rotating machine can adapt
to the changing environments and optimize its performance to reduce the rub-
bing induced degradation and, especially, to avoid the occurrence of the destructive
instability. In this chapter, the influences of the cross-coupling effects on the rotor-
to-stator rubbing will be investigated. The aims are twofolds: at one hand, to take
into account more realistic effects in the rotor/stator model and study their influence
on the rub-related behaviors of the system; on the other hand, to examine the possi-
bility to use these cross-coupling effects to develop new control approaches in order
to reduce the rubbing severity. The chapter is arranged as follows. In Sect. 11.2, the
model of the rotor/stator system is introduced. The stability of the synchronous full
annular rub solution is carried out in Sect. 11.3. The influence of cross-coupling
effects on the stability of the synchronous full annular rub solution is studied in
Sect. 11.4. Finally in Sect. 11.5, the conclusions of this work are drawn.
11.2 The Rotor/Stator Model with Cross-Coupling Effects
The schematic of the rotor/stator model studied in this chapter is shown in Fig. 11.1.
A weightless shaft supported by two ideal bearings has effective transverse stiffness
kr and rotates at an angular speed !. A rigid disk of mass mr is mounted at the
midpoint of the shaft. Concentric with the disk is an annular stator (an auxiliary
bearing) of mass ms . The stator is elastically supported by a symmetrical set of
springs with isotropic radial stiffness ks . A clearance ı exists between the rotor
and the stator. To consider the deformation at the contact surface between the rotor
and stator, a symmetrical set of fictive springs with isotropic radial stiffness kc is
Fig. 11.1 Left: the schematic plot of the rotor-to-stator system; Right: the section view on the
plane of the rotor and the stator ring
11 Cross-Coupling Effects on the Dynamics of Rotor/Stator Rubbing 123
assumed being laid in the inner ring of the stator to model the contact stiffness. The
rotor also possesses a mass eccentricity of e.
The equations that govern the motion the rotor/stator system in the complex form
can be written as:
mr rRr C .cr jr /Prr C .kr jQr /rr C F D mr e! 2 ej!t

ms rRs C .cs js /Prs C .ks jQs /rs F D 0

F D kc .1 C j/ rr rs ı jrrrr r
rs j ;
s
(11.1)
where rr D yr C jzr and rs D ys C jzs are the complex deflections and cr and cs the
damping of the rotor and the stator, respectively. F represents the resultant contact
force on the contact surface. is the friction coefficient. Besides, the cross-coupling
effects represented by the cross-coupling damping terms, with r and s for the rotor
and the stator, respectively, and the cross-coupling stiffness terms, with Qr and Qs
for the rotor and the stator, respectively, are also included in the model. Additionally,
we define D 1, if jrr rs j ı and D 0, if jrr rs j < ı.
Equation (11.1) can be formulated into the nondimensional form as
rOr00 C .2r jr /Orr0 C .1 jr /Or C FO D ˝ 2 ej ;

p
Msr rOs00 C .2s Msr ˇsr js /Ors0 C .ˇsr js /Ors FO D 0;

rOr rOs
FO D ˇcr .1 C j/ rOr rOs ; (11.2)
jOrr rOs j
where0 represents thepdifferentiation with respect to the nondimensional time

D !0 t with !0 D kr =mr being the natural frequency of the rotor. The other
nondimensional variables are defined as following:
rr rs F ms ks kc ı !
rOr D ; rOs D ; FO D ; Msr D ; ˇsr D ; ˇcr D ; D ; ˝ D ;
e e ekr mr kr k e !0
p r
cr cs r s Msr ˇsr Qr Qs
r D p ; s D p ; r D p ; s D p ; r D ; s D
2 kr mr 2 ks ms kr mr ks ms kr kr
11.3 The Solution and the Stability Analysis
It is well known that for a linear rotor system without rubbing, the cross-coupling
stiffness may induce the instability of the rotor when the cross-coupling stiffness
goes above a critical value. It has been shown that for a rotor system with rubbing,
the dry friction at the contact surface may induce the instability of the rotor/stator
system when the dry friction exceeds a critical value [12]. It is, therefore, of great
interest to investigate the interaction effect between the cross-coupling effects and
the dry friction on the rubbing behaviors of the rotor/stator system.
124 Z. Shang et al.
When D 1 in (11.1) or (11.2), the governing equation has a steady-state

periodic solution with constant amplitude and frequency that equals to the rotating
speed of the rotor. This solution is called a synchronous full annular rub solution.
As known that only a stable solution corresponds to a physical observable response,
so the stability of the solution is of great interest. It is known that the destructive dry
friction backward whirl of a rotor/stator system always occurs after the synchronous
full annular rub loses stability. The stability analysis will provide useful information
for the design of the rotor/stator system.
11.3.1 Synchronous Full Annular Rub Solution
To carry out the stability analysis, the explicit form of the solution must be first avail-
able. By doing so, an equivalent form of the resultant contact force is adopted [16]
0 1
1 j F A O
FO D ˇcr .1 C j/ @rOr rOs p ˇ ˇ : (11.3)
1 C 2 ˇˇFO ˇˇ
Since the synchronous full annular rub solution has a frequency equal to the rotating
speed, the stability analysis of the solution will become easier when (11.2) is trans-
formed into a rotating coordinate system with the frequency equal to the rotating
speed of the rotor. To do so, we introduce the transformations
rOr D r e jt ; rOs D s e jt ; FO D ˚e jt : (11.4)
After substituting (11.4) into (11.2), we get the equations in the rotating coordi-
nates as
r00 CŒ2r C j.2˝ r / r0 CŒ1 ˝ 2 C˝r C j.2˝r r / r D ˝ 2 ˚;

Msr s00 CŒ2s Cj.2˝Msr s / s0 CŒˇsr ˝ 2 Msr C˝s Cj.2˝s ks / s D ˚;

˚ D ˇcr .1 C j/ r s p1j 2 j˚j
˚
; (11.5)
1C
p
where s D s Msr ˇsr . Using Cr und Cs to denote the dynamical stiffness of the
rotor and the stator, Cr D 1 ˝ 2 C ˝r C j.2˝r r /; Cs D ˇsr ˝ 2 Msr C
˝s C j.2˝s s /.
Since the amplitude of the solution we seek is constant, the terms containing
differentiation with respect to will be cancelled. In this way the algebraic equations
on the complex amplitudes of the rotor and the stator as well as the corresponding
resultant contact force are obtained as
Cr r D ˝ 2 ˚
Cs s D ˚

.1 C j/ˇcr r s p1j 2 j˚j
˚
D ˚: (11.6)
1C
It is seen that the equations governing the motion of the rotor and the stator are
linear. However, the system with rubbing becomes nonlinear due to the presence of
the resultant contact force. In this case, the complex amplitudes of the rotor and the
stator are the functions of the resultant contact force. From the first two equations
of (11.6), we derive
r D .˝ 2 ˚/=Cr
: (11.7)
s D ˚=Cs
After substituting (11.7) back into the third equation of (11.6) and doing some
manipulation, the magnitude of the resultant contact force can be written as
q
.1 C R1 /K ˙ Œ.1 C R1 /2 C I12 .R22 C I22 / K 2 I12
j˚j D ; (11.8)
.1 C R1 /2 C I12
p
where K D ˇcr 1 C 2 is a real number and

Cr C Cs ˝2
R1 D < .1 C j/ˇcr ; R2 D < .1 C j/ˇcr ;
Cr Cs Cr
Cr C Cs ˝2
I1 D = .1 C j/ˇcr ; I2 D = .1 C j/ˇcr
Cr Cs Cr
with <./ and =./ standing for the real and the imaginary part of a complex number.
The resultant contact force is then given by
˝2
.1 C j/ˇcr
Cr
˚D : (11.9)
K Cr C Cs
1C C .1 C j/ˇcr
j˚j Cr Cs
Substituting (11.9) into (11.7), the complex amplitudes of the rotor, r , and the
stator, s , can be determined. The synchronous full annular rub solution is then
obtained by substituting r and s into (11.4), which should also meet the condition
j r s j .
11.3.2 Stability Analysis
To carry out the stability analysis on the synchronous full annular rub solution, the
complex amplitude of the rotor and the stator will be first written in their component
form as:
r0 D Yr0 C jZr0 D Br exp.j˛/; s0 D Ys0 C jZs0 D Bs exp.jˇ/:
126 Z. Shang et al.
The synchronous full annular rub solutions are in the form
rOr0 D r0 ej D Br ej.C˛/ D yr0 ./ C jzr0 ./; rOs0 D s0 ej

D Bs ej.Cˇ / D ys0 ./ C jzs0 ./
Defining the state vector in the inertial coordinate system

n oT
x./ D yr zr ys zs yr0 z0r ys0 z0s :
Equation (11.2) can be written as first-order differential equations in the state space
xP D Ax C g.x; / D G.x; /; (11.10)
where A and g(x; ) are the coefficient matrix and the nonlinear vector as
2 3
0 0 0 0 1 0 0 0
6 0 0 0 0 0 1 0 0 7
6 7
6 0 7
6 0 0 0 0 0 0 1 7
6 7
6 0 0 0 0 0 0 0 1 7
AD6 7
6 .1 C ˇcr / .r ˇcr / ˇcr ˇcr 2r r 0 0 7
6 7
6 r ˇcr .1 C ˇcr / ˇcr ˇcr r 2r 0 0 7
6 7
4 Bcr Bcr .Bsr C Bcr / .Ks Bcr / 0 0 2„s Gs 5
Bcr Bcr Ks Bcr .Bsr C Bcr / 0 0 Gs 2„s
˚ T
and g.x; /D 0 0 0 0 ˇ cr Hy C˝ 2 cos ˝ ˇ cr Hz C˝ 2 sin ˝ Bcr Hy Bcr Hz .
The variables above are defined as followings
s s
Bsr D ˇsr=Msr ; Bcr D ˇcr=Msr ; „r D r=Msr ; „s D s=Msr ; Gs D ; Ks D
Msr Msr
Hy D =RŒ.yr ys / .zr zs /; Hz D =RŒ.yr ys / C .zr zs /
p
with R D .yr ys /2 C .zr zs /2 :
After linearizing (11.10) about the synchronous full annular rub solution, which is
denoted by
˚
x0 D Br cos '˛ Br sin '˛ Bs cos 'ˇ Bs sin 'ˇ ˝ Br sin '˛
T
˝Br cos '˛ ˝Bs sin 'ˇ ˝Bs cos 'ˇ ;
with '˛ D ˝ C˛; 'ˇ D ˝ Cˇ, a set of time-variant linear differential equations
is obtained
ı xP D ŒJ.x0 ; /ıx; (11.11)
ˇ ˇ
ˇ ˇ
where J.x0 ; / 88 D @G
@x ˇ D A C @g
@x ˇ is the so-called Jacobian matrix.
xDx0 xDx0
ıx D x x is the perturbation to the synchronous full annular rub solution.
0
Since the Jacobian matrix is periodic time-dependent, it cannot be directly used

to derive the information of stability of the analyzed solution. We thus make the
following transformation:
ıx D ŒT ıu; (11.12)
where
2 3
Œt1 0 0 0

6 0 Œt2 0 0 7
ŒT D 6 7 ; Œt1 D cos '˛ sin '˛ ; Œt2 D sin 'ˇ cos 'ˇ :
4 0 0 Œt1 0 5 sin '˛ cos '˛ cos 'ˇ sin 'ˇ
0 0 0 Œt2
Substituting (11.12) into (11.11) and after some simple manipulation, we get
ıu0 D ŒJn ıu; (11.13)
where [Jn ] D ŒT1 .ŒJ.x 0 ; £/ŒT ŒT0 /.

The stability of the synchronous full annular rub solution can now be determined
through the examination of the sign of the real parts of the characteristic roots of the
Jacobian matrix, , which is solved from
ŒŒJn I88 D 0: (11.14)
The solution is stable if all the real parts of its characteristic roots are less than zero.
Otherwise it is unstable.
11.4 The Cross-Coupling Effects on the Stability
To demonstrate the influence of the cross-coupling effects on the stability of the

synchronous full annular rub solution, the stability domains of the solution are
drawn on different parameter planes at different cross-coupling coefficients. In the
following analysis, some system parameters are fixed: r D 0:05; s D 0:05;
ˇcr D 200:0; D 2:0. In the following figures, two solid curves SNl and SNr
define the lower and the upper existence boundaries of the synchronous full annular
rub solution. Outside the region enclosed by SNl and SNr , the synchronous no-rub
response always exists. Inside the region enclosed by SNl and SNr , the dotted curves
with different symbols show the stability boundaries (Hopf bifurcation) of the syn-
chronous full annular rub solution at different cross-coupling coefficients. Outside
each stability domain of the synchronous full annular rub solution, the quasiperi-
odic partial rub response or the dry friction backward whirl response with heavy or
destructive rubbing severity may appear.
128 Z. Shang et al.
11.4.1 Stability Domains in the Plane of ˝
In this case, the mass ratio and the stiffness ratio are fixed to Msr D 0:2; ˇsr D 2:0.
The stability domains of the synchronous full annular rub solutions in the parameter
plane of ˝ at different cross-coupling coefficients are studied.
Figure 11.2 demonstrates the influence of the cross-coupling stiffness on the
stability domains. In Fig. 11.2 (left), it is found that with the increase of the cross-
coupling stiffness of the rotor, r , from 0.0 to 0.4, both the lower and the upper
existence boundaries of the solution move rightward. So the existence region of
the solution has almost no change with the increase of r while the stable domain
shrinks. In fact, the increase of the stable domain may be observed when r is tuned
between 0.0 and 0.2. As pointed out in [3], the dry friction and the cross-coupling
stiffness of the rotor play contrary roles in stabilizing the synchronous full annular
rub solution and both can destabilize the solution. So when the two parameters are
well balanced for the given system parameters, the synchronous full annular solu-
tion is stable. As either of the two parameters is too large to be compensated by the
other one, the solution will become unstable. In Fig. 11.2 (left), the lower branches
of the stability boundary at r D 0:2 and r D 0:4 are due to the too large cross-
coupling stiffness of the rotor. In Fig. 11.2 (right), it is easily seen that the increase
of the cross-coupling stiffness of the stator has no influence on the lower boundary
of the existence region of the synchronous full annular solution, but will shift the
upper boundary to the right. So the increase of s will enlarge the existence region
of the solution. Meanwhile it will also monotonically reduce the stability domain
of the solution, indicating the disadvantage for the appearance of the cross-coupling
stiffness of the stator in the rotor-to-stator contact systems.
The influence of the cross-coupling damping on the stability of the synchronous
full annular rub solution is demonstrated in Fig. 11.3. It is found from Fig. 11.3 (left)
Fig. 11.2 Stability chart of the synchronous full annular solution in the parameter plane of ˝
at different cross-coupling stiffness coefficients. Left: in the case that s D r D s D 0, where
(inverted open triangle) stands for the stability boundary at r D 0, (open circle) at r D 0:2,
(cross) at r D 0:4. Right: in the case that r D r D s D 0, where (inverted open triangle)
stands for the stability boundary at s D 0, (open circle) at s D 0:2, (cross) at s D 0:4
Fig. 11.3 Stability chart of the synchronous full annular solution in the parameter plane of ˝
at different cross-coupling damping coefficients. Left: in the case that r D s D s D 0, where
(inverted open triangle) stands for the stability boundary at r D 0, (open circle) at r D 0:2,
(cross) at r D 0:4. Right: in the case that r D s D r D 0, where (inverted open triangle)
stands for the stability boundary ats D 0, O at s D 0:2, (cross) at s D 0:4
that the cross-coupling damping of the rotor, r , has a little influence on the size of
the existence region of the synchronous full annular rub solution when r changes
from 0.0 to 0.2 then to 0.4. But it has almost no effect on the stability domain of
the solution. The effect of the cross-coupling damping of the stator is significant in
comparison. First, it enlarges the existence region of the full annular rub solution
by keeping the lower boundary unchanged and moving the upper boundary right-
ward. Secondly, it increases the stability domain of the solution remarkably. So the
cross-coupling damping of the stator will benefit the synchronous full annular rub
response by avoiding the contact severity between the rotor and the stator through a
synchronous full annular rub.
11.4.2 Stability Domains in the Plane of ˝ˇsr
Below the mass ratio and the friction coefficient are fixed to Msr D 0:2; D
0:10. The cross-coupling damping of the rotor, r , on the stability domains of the
synchronous full annular rub solution in the parameter plane of ˝ ˇsr are explored.
It is noticed from Fig. 11.4 that the speed range by which the synchronous full
annular rub solution exists increases significantly with the increase of the stiffness
ratio between the stator and the rotor. Meanwhile, the speed range of the stable
synchronous full annular rub solution becomes large when the stiffness ratio ˇsr is
reduced, indicating that small stiffness ratio between the stator and the rotor may
benefit the system to have a relatively large range of mild rubbing in the case that
rubbing between the rotor and the stator is unavoidable.
The influence of the cross-coupling damping of the rotor on both the existence
region and the stable domain of the full annular rub solution is seen to be very little.
130 Z. Shang et al.
Fig. 11.4 Stability chart of the synchronous full annular solution in the parameter plane of ˝ ˇsr
at different cross-coupling damping of the rotor in the case that r D s D s D 0, where (inverted
open triangle) stands for the stability boundary at r D 0:0, (open circle) at r D 0:4, (cross) at
r D 0:8
With the increase of r , the lower and the upper boundaries of the solution move
simultaneously to the right, while the stability boundaries of the solution shift in the
similar manner to produce seemingly unaltered stable domains.
11.4.3 Stability Domains in the Plane of ˝Msr
To study the stability domains of the synchronous full annular rub solution in the
parameter plane of ˝Msr , the stiffness ratio and the friction coefficient are fixed
to ˇsr D 2:0; D 0:10.
From Fig. 11.5 it is seen that the influence of the mass ratio on the existence re-
gion of the synchronous full annular rub solution is small. It is, however, observable
that the speed range of the stable synchronous full annular rub solution will take its
maximal value around Msr D 0:2. In order to get an overall view on the influence of
the cross-coupling effects on the stability of the synchronous full annular rub solu-
tion, the stability domains of the solution under the influence of the cross-coupling
effects of the rotor and of the stator are drawn in Fig. 11.5 (left) and (right), respec-
tively. It is found that the cross-coupling stiffness of the rotor slightly enlarges the
stability domain in this case and the cross-coupling damping of the rotor reduces
it as mentioned above (see Fig. 11.5 (left)). On the other hand, the increase of the
cross-coupling damping of the stator significantly enlarges the stable domain of the
synchronous full annular rub solution, while the increase of the cross-coupling stiff-
ness of the stator may largely reduce the stable domain of the solution, as shown in
Fig. 11.5 (right).
Fig. 11.5 Stability chart of the synchronous full annular solution in the parameter plane of
˝Msr . Left: under the cross-coupling effects of the rotor with s D s D 0, where (inverted open
triangle) stands for the stability boundary at r D r D 0:0; (open circle) at r D 0:0; r D 0:3;
(cross) at r D 0:3; r D 0:0. Right: under the cross-coupling effects of the stator with
r D r D 0, where (inverted open triangle) stands for the stability boundary at s D s D 0:0;
(open circle) at s D 0:3 s D 0:0; (cross) at s D 0:0; s D 0:3
11.5 Conclusions
With the goal to understand the influence of cross-coupling effects on the rubbing-
related dynamics of rotor/stator systems, a model for a rotor/stator system including
both the dynamics of the stator and the deformation on the contact surface as well as
the cross-coupling damping and stiffness is set up in this chapter. After solving the
synchronous full annular rub solution of the model, the stability analysis of the so-
lution is then carried out. Our results show that except the cross-coupling damping
of the rotor, the other three cross-coupling terms all have influence on the stability
domains of the synchronous full annular rub solution. While the cross-coupling stiff-
ness of the stator can monotonically reduce the stability domain, the cross-coupling
stiffness of the rotor has some optimal value that may achieve a maximal stability
domain for the given system parameters. The cross-coupling damping of the stator
will benefit the rotor-to-stator contact system through significantly enlarging the sta-
ble domain of the synchronous full annular rub solution. Since the synchronous full
annular rub is a mild rub in comparing with the heavy rub, such as the quasiperiodic
partial rubs and the destructive self-excited dry friction backward whirls. So an ap-
propriate adaptation of the cross-coupling effects that can stabilize the synchronous
full annular rubs in the rotor/stator system may prevent system from quick damages
under rubbing.
Acknowledgments The authors are grateful for the financial support by the National Natural
Science Foundation of China (NSFC) under the grant No. 10872155, 10472086 and 10772140.
132 Z. Shang et al.
References
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machinery – literature survey. Sound Vib Dig 21:3–11
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cross-coupling stiffness coefficients. Nonlinear Dyn 24:269–283
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study on full annular rub. ASME J Gas Turbine Power, 124:340–350
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using an active journal bearing. J Sound Vib 213:1–14
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rotors with magnetic bearings. J Vib Control 2:33–52
15. Qiu JH, Tani J, Kwon T (2003) Control of self-excited vibration of a rotor system with active
gas bearings. ASME J Vib Acoust 125:328–334
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tions through active auxiliary bearings. Int J Non-Linear Mech 41/8:949–957
Part II
Time-delay Systems
Chapter 12
Some Control Studies of Dynamical Systems
with Time Delay
Bo Song and Jian-Qiao Sun
Abstract This chapter presents a summary of recent studies of controlling

dynamical systems with time delay. The time delay can be uncertain and time-
varying with known lower and upper bounds. Two methods for approximate
solutions of the system with time delay are discussed, namely the method of
semi discretization and the method of continuous time approximation. The spec-
tral properties of mapping based methods are discussed. We also demonstrate the
supervisory control to handle uncertainties in time delay. Several control examples
are presented in the chapter.
12.1 Introduction
Time-delayed systems have been studied using discretization techniques with an

extended state vector. Pinto and Goncalves [1] fully discretized a nonlinear SDOF
system to study control problems with time delay. Klein and Ramirez [2] studied
MDOF delayed optimal regulator controllers with a hybrid discretization technique,
where the state equation was partitioned into discrete and continuous portions. Yang
and Wu [3] and Stepan [4] have studied structural systems with time delay. A study
on stability and performance of feedback controls with multiple time delays is re-
ported in [5] by considering the roots of the closed-loop characteristic equation.
A method using Chebyshev polynomials to approximate general nonlinear functions
of time has been developed to handle linear and nonlinear time-delayed dynamical
systems with periodic coefficients [6–9]. The method has also been applied to study
optimal control problems. A temporal finite element method has been proposed in
[10] to study the stability of time-delayed systems with parametric excitations. The
work reported in [11] makes use of the piece-wise exact solution of linear differen-
tial equations with a single time delay to create a map in order to study the stability
J.-Q. Sun ()

School of Engineering, University of California, Merced CA 95344, USA
e-mail: jqsun@ucmerced.edu
136 B. Song and J.-Q. Sun
of the system. A series of papers in [12–14] have studied optimal feedback gain
designs based on the mapping of an extended state vector. For deterministic delayed
linear systems, a survey of methods for stability analysis is presented in [15]. An ex-
cellent survey of stability and control of time-delayed systems can be found in [16].
There have also been many studies of control systems with unknown and time-
varying time delays. Chen et al. derived sufficient conditions for the existence of
the guaranteed cost output-feedback controller in terms of matrix inequalities for
uncertain dynamical systems with time delay [17]. The Lyapunov method is used
in [18] for the stability analysis of systems with time-varying delay with known
lower and upper bounds. The Lyapunov function dependent on the known upper
bound of uncertain state-delays is derived in the study of model predictive controls
(MPC) for a constrained linear digital systems with uncertain state-delays [19]. A
class of iterative learning control systems with uncertain state delay and control
delay is studied in [20]. Robust stability of uncertain linear systems with interval
time-varying delay is studied in [21]. Stability of systems with bounded uncertain
time-varying bounded delays in the feedback loop is studied in [22]. The stabil-
ity problem is treated in the integral quadratic constraint (IQC) framework. Kwon,
Park and Lee [23] investigated delay-dependent robust stability for neutral systems
with the help of the Lyapunov method. The system has time-varying structured un-
certainties and interval time-varying delays. A compensation scheme that consists
of a fuzzy-PID controller and a neural network compensator is proposed for real-
time control over the network is studied in [24]. This scheme reduces the influence
of time delays on stability while maintaining the system performance. According
to [25], given a finite-dimensional linear time invariant (LTI) plant and an upper
bound on the admissible time delay, there is no general theory for designing a con-
troller to handle an arbitrarily large uncertain delay. The authors show that given
a finite-dimensional LTI plant and an upper bound on the admissible time delay,
there exists a linear periodic controller which robustly stabilizes the plant. Robust
stability for systems with random time-varying delay with a known probability dis-
tribution is studied in [26]. The resulting system model has stochastic parameters.
Sufficient conditions for the exponential mean square stability of the system are
derived by using the Lyapunov functional method and the linear matrix inequal-
ity (LMI) technique.
When the uncertain time delay is bounded with known lower and upper bounds,
we can consider the supervisory control [27–30]. The supervisory control proposes
to use several estimates of uncertain parameters for the system model. For each
estimate of the parameter, a control is designed to achieve the desired performance.
A supervisor monitors the real-time response of the system, selects a plant model
according to a switching criterion, and implements the corresponding control.
In this chapter, we review some recent control studies of dynamical systems
with time delay. We first review two approximate methods for computing the
response of time-delayed systems, discuss their properties and applications to feed-
back controls. We also introduce the supervisory control of systems with unknown
time delay. The influence of the range of the unknown time delays on the supervisory
control is discussed. A number of examples are included to demonstrate the theo-
retical discussions.
12 Control of Systems with Time Delay 137
12.2 Methods of Solution
12.2.1 Semi-Discretization
Consider a linear periodic system with time delay
xP .t/ D A.t/x.t/CAd .t/x.t / C B.t/u.t/; (12.1)
where x 2 Rn and u 2 Rm . A.t/ 2 Rnn , Ad .t/ 2 Rnn and B.t/ 2 Rnm are pe-
riodic matrices with period T . We shall consider a feedback control with or without
time delay in the following forms
u.t/ D Kx.t/ or u.t/ D Kx.t /; (12.2)
where K 2 Rmn is the gain matrix. In the closed loop system, the control simply
modifies the matrix A.t/ or Ad .t/.
When we introduce the method of semi-discretization, we can focus on the fol-
lowing system without loss of generality,
xP .t/ D A.t/x.t/CAd .t/x.t /: (12.3)
Because of the time delay, the state vector of the system is no longer just x.t/,
but .xT .t/; xT .t 1 //T for all 0 < 1 , which has an infinite dimension. The
time delay significantly complicates the solution process of the system.
Let us discretize the period T into an integer k intervals of length t such that
T D kt. For the sake of simplicity, we assume that the time delay D Nt
where N is an integer. When an integer N cannot be found, discretization of the
time delay will be approximate [31], or a continuous time approximation can be
adopted as discussed in Sect. 12.2.2.
Consider (12.3) in a time interval t 2 Œti ; ti C1 , where ti D i t, i D
0; 1; 2; : : : ; k. In each small time interval Œti ; ti C1 , the delayed responses x.t /
and the time dependent coefficients are assumed to be constant. We denote
x.ti / D x..i N /t/ D xi N ;

A.ti / D Ai ; Ad .ti / D Ad i : (12.4)
Equation (12.3) becomes
xP .t/ Ai x.t/ D Ad .t/x.t / t 2 Œti ; ti C1 ; i D 0; 1; 2; : : : ; k: (12.5)
The general solution of the equation is

Z t
O
x.t/ D eAi .t ti / xi C eAi .t ti t / Ad .tO/x.tO /dtO;
ti
t 2 Œti ; ti C1 ; i D 0; 1; 2; : : : ; k: (12.6)
The integration on the RHS of the above equation can be computed by assuming
that Ad .t/x.t / is a constant or a linear function of time over the small interval
Œti ; ti C1 . The work in [32] has studied the accuracy of these approximation schemes.
As an example, we show the case when Ad .t/x.t / is assumed to be constant
over Œti ; ti C1 : The response xi C1 D x.ti C1 / at time ti C1 can then be expressed in
the following mapping
xi C1 D Qi xi C Pi xi N : (12.7)
where Z ti C1
Pi D eAi .t / Ad i d; Qi DeAi t ; (12.8)
ti
Define an .N C 1/n dimensional state vector as

T
yi D xTi xTi1 xTi2 : : : xTiN : (12.9)
A mapping of the state vector over the interval Œti ; ti C1 can be found as
yi C1 D Hi yi ; (12.10)
where the transition matrix from time ti to ti C1 is

2 3
Qi 0n.N 1/n Pi
Hi D 4 Inn 0n.N 1/n 0nn 5: (12.11)
0.N 1/nn I.N 1/n.N 1/n 0.N 1/nn
The mapping of the state vector over one period T D kt is therefore
yj C1 D ˆy j ; (12.12)
where the mapping matrix ˆ is given by
ˆ D Hk1 Hk2 H1 H0 : (12.13)
Note that the index j (j D 0; 1; :::) refers to the number of periods, i.e. yj is the
state vector at the beginning of the j th period.
The stability of the control system is determined by the eigenvalues of ˆ. Let
jjmax denote the largest absolute value of eigenvalues of the matrix ˆ. Then,
jyj C1 j jjmax jyj j: (12.14)
When jjmax < 1, ˆ is a contraction, and the control system is asymptotically

stable. The stability boundary is given by jjmax D 1. Equation (12.14) indicates
that the smaller jjmax is, the faster the system converges to zero. jjmax therefore
also provides a measure of the control performance.
12.2.2 Continuous Time Approximation
Consider a nonlinear system with one time delay given by,

xP D f .x .t/ ; x .t / ; t/ CBu .t/ ; (12.15)
where x 2 Rn ; u 2 Rm , f is a nonlinear function of its arguments, and B D fBij g is
the control influence matrix. Following the idea of semi-discretization, we discretize
the delayed part of the state vector .x .t t1 / ; 0 < t1 /. Let N be an integer
such that D =N . i D i .i D 1; 2; : : : ; N /. We introduce a finite forward
difference approximation of the derivatives of .x .t i / ; 1 i N / as
1
xP .t i / D Œx .t i 1 / x .t i / : (12.16)

Note that other approximation schemes including, for example, the central differ-
ence and Gear integration method for ordinary differential equations, can be used,
and that the discretization of the time delay interval can be nonuniform.
Define M D n.N C 1/ dimensional extended state vector as
y .t/ D Œx .t/ ; x .t 1 / ; x .t 2 / ; : : : ; x .t N /T
Œy1 .t/ ; y2 .t/ ; y3 .t/ ; : : : ; yN C1 .t/T : (12.17)
We obtain an equation for the vector y .t/ 2 RM .

2 3
f y1 .t/ ; yN C1 .t/ ; t 2 3
6 1 7 B
6 7
6 Œy 1 .t/ y 2 .t/ 7 607
6
yP .t/ D 6 7C6 : 7
6 : 7 4:7 u .t/
6 :: 7 :5
4 1 5
ŒyN .t/ yN C1 .t/ 0

Of.y; t/ C Bu
O .t/ : (12.18)
For a linear system

xP D Ax .t/ CA x .t / CBu .t/ ; (12.19)
where A is the Rnn state matrix and A is the Rnn state matrix related to the
delayed response, we have an equation for y .t/ 2 RM as
2 3
A 0 0 A
6 1 1 7 2 3
6 0 7
6 I I 0 7 B
6 7 607
6 : :: 7 6 7
yP .t/ D 6 7 y .t/ C 6 : 7 u .t/
6 7 4 :: 5
6 :: 7
6 : 7
4 1 1 5
0
0 0 I I

O .t/ C Bu
Ay O .t/ ; (12.20)
where A O 2 RM M and BO 2 RM m . Recall that i need not to be spaced uniformly

in the time interval Œ0; . Nonuniform sampling allows the method to handle more
than one independent time delays [14].
12.3 Spectral Properties of the Methods
Both the methods of semi-discretization and CTA focus on approximation of tempo-

ral responses of the system over a short time interval. As N ! 1, the approximate
solution approaches the exact one in time domain at the rate depending on the order
of the local approximation. This has been verified by means of extensive numerical
simulations [12–14, 31].
These methods are not specifically developed to meet frequency dominant re-
quirements such as accurate representation of the open-loop or closed-loop poles
and zeros of the original system. The methods have been mostly validated with
time domain numerical solutions. Their properties in frequency dominant are stud-
ied next with the help of numerical examples of a linear time-delayed system. Since
the CTA formulation can be made completely equivalent to semi-discretization for
linear time-invariant systems with a single time delay, the spectral properties of the
CTA method are the same as that of semi-discretization.
Consider a linear spring–mass–dashpot oscillator subject to a delayed PD con-
trol. The closed-loop characteristic equation is given by
s 2 C cs C k C kp es C kd ses D 0; (12.21)

where we take c D 0:2, k D 4, and D =2. kp and kad are the feedback gains.
The state matrix with the CTA method reads
2 3
0 1 0 0
6 k c
6 kp kd 7
7
6 1 1 7
6 I I 0 0 7
6 7
O D6 6 7
A :: 7: (12.22)
6 : 7
6 7
6 :: 7
6 : 7
4 1 1 5
0 0 I I

From the stability chart in [13], we know that the system is stable when .kp ; kd / D
.0:5; 0:5/. There are two pairs of the dominant poles with real parts approxi-
mately equal to 1 and 0:4. Figures 12.1 and 12.2 show the roots of the char-
acteristic equation (12.21) and the eigenvalues of the state matrix (12.22) con-
structed with the forward central difference and fourth order Gear’s integration
algorithm [33]. Extensive simulations show that the CTA method is able to cap-
ture the dominant poles of the system only, and completely misses the fast and high
frequency poles.
a b
50 20
15
10
Im(s) 5
Im(s)
0 0
−5
−10
−15
−50 −20
−40 −20 0 −20 −10 0
Re(s) Re(s)
Fig. 12.1 Closed-loop poles of the linear oscillator under a delayed PD control. “” denotes
the roots of the characteristic equation (12.21). “C” denotes the eigen values of the state ma-
trix (12.22) constructed with forward finite difference approximation. .kP ; kD / D .0:5; 0:5/.
k D 4: c D 0:2. D =4. N D 20. (b) is the zoomed view of (a) in the indicated range
a b
50 20
15
10
5
Im(s)
Im(s)
0 0
−5
−10
−15
−50 −20
−100 −50 0 −20 −10 0
Re(s) Re(s)
Fig. 12.2 Closed-loop poles of the linear oscillator under a delayed PD control. denotes the
roots of the characteristic equation (12.21). “C” denotes the eigen values of the state matrix (12.22)
constructed with the fourth order Gear’s integration scheme. .kP ; kD / D .0:5; 0:5/. k D 4.
c D 0:2. D =4. N D 20. (b) is the zoomed view of (a) in the indicated range
The central finite difference for CTA yields more accurate solutions in time
domain. But it introduces a set of lightly damped poles as shown in Fig. 12.3. This
causes difficulties when the method is used in control design. On the other hand,
the backward finite difference for CTA is unstable, even though it also accurately
40
20
Im(s)
0
−20
−40
−3 −2.5 −2 −1.5 −1 −0.5 0
Re(s)
Fig. 12.3 Closed-loop poles of the linear system with central finite difference approximation
of the delayed portion of the response under a delayed PD control. “” denotes the roots of
the characteristic equation (12.21). “C” denotes the eigen values of the state matrix (12.22).
.kP ; kD / D .0:5; 0:5/. k D 4. c D 0:2. D =2. N D 40
40
20
Im(s)
−20
−40
−30 −20 −10 0 10 20 30 40 50
Re(s)
Fig. 12.4 Closed-loop poles of the linear system with backward finite difference approxima-
tion of the delayed portion of the response under a delayed PD control. “” denotes the roots
of the characteristic equation (12.21). “C” denotes the eigen values of the state matrix (12.22).
.kP ; kD / D .0:5; 0:5/. k D 4. c D 0:2. D =2. N D 40
captures the dominant poles as shown in Fig. 12.4. Furthermore, all the methods can
capture the right most dominant poles when the system is unstable. The results are
not presented here for the sake of space.
Why can the CTA method accurately predict temporal response x .t/ of the time-
delayed system even when it misses all the fast and high frequency poles?
Recall that the response of time-delayed systems lives in an infinite dimen-
sional state space. x .t/ is a projection of the infinite dimensional response
.x .t/ ; x .t t1 / ; 0 < t1 / on to the finite dimensional space Rn . However,
different objects in a higher dimensional space can have the same projection in a
lower dimensional space. The CTA method aims at accurate time domain solutions
of x .t/ for all t > 0, much like the numerical algorithms for integrating ordinary
differential equations, such as Runge–Kutta methods whose frequency domain
properties are also rarely discussed. These methods in time domain provide one
projection of the infinite dimensional response, while the methods in frequency
domain such as Padé approximations of the transfer function provide a different
projection [34, 35]. In principle, the solutions x .t/ obtained by both the time and
frequency domain methods with “equivalent accuracy” should be very close to each
other, while the solutions obtained by the frequency domain methods may have an
advantage of containing more accurate information about the poles and zeros.
The question is then, can we construct a time domain method that accurately
predicts both the temporal responses and the poles of the system?
12.4 Control Formulations
12.4.1 Full-State Feedback Optimal Control
Within the framework of continuous time approximation, we can formulate a full-

state feedback optimal control problem. Define a performance index as
Z1

1
J D yT Qy C uT Ru dt; (12.23)
2
0
where Q D QT 0 and R D RT > 0. When the linear system (12.20) is consid-

ered, the full state feedback control u D Ky is the LQR control determined by the
matrices .A;O B;
O Q; R/ [36]. When the nonlinear system (12.18) is considered, we
have a nonlinear optimal control problem on hand [37].
Note that the extended state vector y contains the current and past system re-
sponse x .t/. The full state feedback control does not consider possible transport
delays since the current state x .t/ is included in the control.
12.4.2 Output Feedback Optimal Control
Assume that there is a transport delay p . We consider a control of the form

u D Kx.t p / for the linear system. First, we select a discretization scheme
such that p is one of the points i of the time discretization. Assume that p D k .
Define an output equation as
v D Cy D ykC1 D x.t p /; (12.24)
where ykC1 is the .k C 1/th elemental vector defined in (12.17).

According to [36], if a control gain K for the linear system in (12.20) can be
found such that the closed-loop system characterized by the matrix A O BKC
O
is stable, the system is output stabilizable. When the system is output stabilizable,
an optimal control gain can be found in the following optimization problem: Find a
control gain K such that the performance index
1 1 h i
J D yT0 Py0 D tr Py0 yT0 ; (12.25)
2 2
is minimized where y0 is an initial condition of the extended state vector y.t/,
subject to the constraint of the Lyapunov equation
O BKC/
.A O T O BKC/
P C P.A O C CT KT RKC C Q D 0: (12.26)
This is a nonlinear matrix algebraic optimization problem. The Matlab function

fminsearch can be used to find the optimal control. The optimal gain is in general
a function of the initial condition y0 . This is not a desirable feature of the output
feedback control. A common approach to select initial conditions is to replace the
term y0 yT0 by its statistical average EŒy0 yT0 , i.e., the autocorrelation function of y0 .
For more discussions, the reader is referred to [36].
It should be noted that for a given initial value of the control gain to start
searching for the optimal one, even the best searching algorithm only gives a lo-
cal minimum of the performance index J . There are many research issues with
the output feedback design that need further studies. For example, how to help the
searching algorithm land on a much deeper local minimum? How to select the de-
sign matrices Q and R to improve the control performance under certain constraints?
In the current formulation, when is the system output stabilizable? These turn out to
be tough technical questions to answer.
12.4.3 Optimal Feedback Gains via Mapping
Another way to obtain optimal gains for output feedback controls is via mapping.
This approach has been studied extensively in [12, 13] with semi-discretization.
For the linear system (12.20), a mapping of the response can be constructed as
y.k C 1/ D ˆ.K/y.k/; k D 0; 1; : : : (12.27)
where u D Kx.t p / has been substituted. The mapping ˆ is therefore a function
of the control gain K. This mapping can be found either by the method of semi-
discretization or directly from the solution of Equation (12.20) given by
Zt
O O O .t1 / dt1 :
y .t/ D e y0 C
At
e A.t t1 / Bu (12.28)
0
We have found that the mapping constructed via CTA is completely equivalent to the
mapping via semi-discretization. When the system (12.20) is periodic with multiple
independent time delays, we can combine the method of semi-discretization with

CTA to construct the mapping for the response of the system [31, 32].
Consider a bounded and compact region Rmn such that K 2 . We can
find the domains of stability and optimal control gains in the region to minimize the
largest magnitude of the eigenvalues of ˆ. This leads to the following optimization
problem
min Œmax j.ˆ/j subject to jjmax < 1: (12.29)
K2
This formulation offers a different approach to the design of output feedback con-
trols for linear periodic systems with or without time delay. The control performance
criterion is the decay rate of the mapping ˆ over one mapping step. In the frequency
domain, we have found that the optimal feedback gains designed by the mapping
method maximize the damping of the dominant closed-loop poles of the system that
are closest to the imaginary axis of the s-plane [13].
12.5 Supervisory Control
Recall the system in (12.30). The time delay is assumed to be slowly time-varying,
and lie in an interval Œmin ; max , where the minimum and maximum time delays are
assumed to be known. Assume that we have obtained a set of optimal feedback
gains for the set of time delays sampled in the interval Œmin ; max . We present the
switching algorithm for selecting a gain to implement in real time.
The actual time delay is such that min max . We discretize Œmin ; max
into M 1 intervals, so that min D 1 < 2 < M D max . Consider M
models of the time-delayed system as
xP i D f .xi .t/ ; xi .t i / ; t/ CBui .t/ ; 1 i M : (12.30)
Consider the feedback control ui D Ki xi .t i / where Ki 2 . Each Ki is

found by imposing (12.29) subject to an additional constraint: Ki must be stable for
all j (1 j M ). Let Ki Opt 2 be the optimal gain for i and the associate
eigenvalue with the smallest magnitude ji .ˆ/jmin < 1. Check if Ki Opt stabilizes
the system in (12.30) for all other time delays j (1 j M ).
Following the concept of the supervisory control [27–30], we define an estima-
tion error as
ei D xi .t/ x .t/ ; 1 i M ; (12.31)
where x .t/ is the output of the system with unknown time delay. In the experiment,
x .t/ would be obtained from measurements. Consider a positive function of the
estimation error Fi .ei / > 0. An example is Fi .ei / D jjei jj2 . Define a switching
index i .t/ such that
P i .t/ C i i .t/ D Fi .ei /; .i > 0/

i .0/ D 0; (12.32)
where the parameter i defines the bandwidth of the low pass filter. The general
solution for i .t/ can be obtained as
Zt
i .t/ D ei t i .0/ C ei .t / Fi .ei .//d: (12.33)
0
The hysteretic switching algorithm in [29, 30] is stated as follows. Assume that
the system is sampled at time interval t. At the kth time step, the system is
under control with the gain Kj and the associated switching signal is j .k/. At
the .k C 1/th step, if there is an index i such that i .k/ < .1 /j .k/ where
> 0 is a small number, we switch to the gain Ki . Otherwise, we continue with
the gain Kj . is known as the hysteretic parameter and prevents the system from
switching too frequently.
12.6 Numerical Examples
12.6.1 Linear Time Invariant System
Consider a second-order autonomous system under a delayed PI control.

2 3 2 3
0 1 0 0 0 0
xP .t/ D 40 0 1 5 x.t/ 4 0 0 05 x.t /; (12.34)
0 k c ki kp 0
where x D .x; x; R T . The feedback control u D Œki ; kp ; 0 x.t / has an uncer-
P x/
tain transport delay
Take k D 4, c D 0:2. The discretization number of the time delayed response
is set to be N D 20 for all sampled time delays [12–14]. min D 0:0419 and
max D 0:2094. We pick five different time delays to design optimal feedback gains
according to the method outlined in the previous section.
The optimal gains associated with the five time delays are listed in Table 12.1.
The associated stability domains in the gain space are shown in Fig. 12.5. It should
Table 12.1 Optimal PI feedback gains and jjmax

for the four sampled time delays of the linear time
invariant system
Time delay ki kp jjmax
1 D 0:0419 0.2000 1:8400 0.9992
2 D 0:0733 0.2000 2:3500 0.9982
3 D 0:1047 0.2000 2:8600 0.9966
4 D 0:1571 0.2000 2:8600 0.9938
5 D 0:2094 0.2000 3:3700 0.9907
1.5
ki
0.5
−0.5
−4 −2 0 2 4 6
kp
Fig. 12.5 Stability domains (lines) in the gain space and the optimal feedback gains (o) for the
autonomous systems with four different time delays i (i D 1; 2; 3; 4; 5). The stability boundaries
become taller and narrower, and move upward along ki axis as time delay increases
be pointed out that when the optimal gains of all the controls with different time
delays fall in the intersection of the stability domains, it is possible to use the hys-
teretic algorithm to switch among the predesigned controls and to keep the system
stable all the time. When an optimal gain is out of the intersection, the control with
that gain can destabilize the system with some time delay in the range Œmin ; max .
This property limits the size of the unknown time delay range Œmin ; max because
the stability domains change significantly with the time delay, particularly for peri-
odic systems [13].
Figure 12.6 shows the closed loop response of the system under the feedback
control with all four different time delays when the system true time delay is taken
to be 4 and is assumed to be unknown. As it can be seen from the figure, when
the control designed for the time delay that is close to 4 is implemented, the per-
formance is acceptable. Otherwise, the performance can deteriorate as seen in the
left-upper sub-figure.
Next, we examine how well the hysteretic switch algorithm works. Assume that
we start with a control gain K1 designed for 1 , while the system delay is 4 .
Figure 12.7 shows that the hysteretic algorithm is able to switch the control to K3
and K4 since both controls have a similar performance. Figure 12.8 shows the switch
signal .t/ and the control index.
12.6.2 Periodic System
Consider the Mathieu equation with a delayed PID feedback control

2 3 2 3
0 1 0 0 0 0
xP .t/ D 4 0 0 1 5 x.t/ 4 0 0 0 5 x.t /;
4" sin 2t .ı C 2" cos 2t/ 0 ki kp kd
(12.35)
5 5
τ=τ1, K=K1 τ=τ1, K=K2
x1 0 0
−5 −5
0 20 40 60 0 20 40 60
5 5
τ=τ1, K=K5
τ=τ1, K=K3, K3
x1
0 0
−5 −5
0 20 40 60 0 20 40 60
Time (s) Time (s)
Fig. 12.6 Response of the autonomous system under feedback controls designed for a specific gain
when the system true time delay is 1 and is assumed to be unknown. When the feedback gains
.K2 ; K3 ; K5 ) are designed for the time delay close to the actual one, the control performance is
quite good. K4 and K5 are the same. When the mismatch gap is large, i.e. when K5 designed for
5 is implemented for the system with time delay 1 , the performance deteriorates
5
τ=τ1, K=K5
x1
−5
0 10 20 30 40 50 60
Time (s)
5
τ=τ1, Switch from K5

x1
−5
0 10 20 30 40 50 60
Time (s)
Fig. 12.7 The closed loop response of the system under the switched control when the initial gain
of the control is K5 designed for 5 while the system true time delay is 1 (bottom), as compared
to the case when the gain is fixed at K5 (top)
Control Index
3
1
0 10 20 30 40 50 60 70 80
x 10−3
2
Switching Signal
0
0 10 20 30 40 50 60 70 80
Time (s)
Fig. 12.8 Switch signal (lower figure) and the control index (upper figure) of the hysteretic
switching algorithm for the closed loop response in Fig. 12.7
Table 12.2 Optimal PD feedback gains and jjmax

for the five sampled time delays of the periodic sys-
tem. note that the mapping step for the periodic
system is one period, while the mapping step for the
LTI system is only one time delay
Time delay kp kd jjmax
1 D0.5498 3:6634 0:0990 0.0130
2 D0.6676 4:0000 0:8000 0.0083
3 D0.7854 2:8000 0:6000 0.0141
4 D0.9032 2:6000 0:6000 0.0213
5 D1.0210 1:8000 0:6000 0.0347
where x D .x; x;P x/

R T . The period of the system is T D . We select the parameters
to be " D 1; ı D 4, and N D 20 for all sampled time delays. The uncontrolled
system is parametrically unstable. Next, we show the closed-loop response of the
system under a switching PD control with time delay in the range [0.5498, 1.0210].
Five time delays are sampled from the interval, and their optimal gains are listed in
Table 12.2. The stability domains in the gain space are shown in Fig. 12.9. Note that
the optimal gains of all the controls with different time delays fall in the intersection
of the stability domains. Hence, it is possible to use the hysteretic algorithm to
switch among the predesigned controls and to keep the system stable all the time.
Another interesting phenomenon as shown in Fig. 12.9 and also in [13] is that the
stability domain in kp kd gain space grows along the kd direction as time de-
lay increases.
Figure 12.10 shows the closed loop response of the system under the feedback
control with the first four different time delays when the system true time delay is
0
kd
−1
−2
−3
−4
−5
−6 −4 −2 0 2
kp
Fig. 12.9 Stability domains (lines) in the gain space and the optimal feedback gains (o) for the
periodic system with five different time delays i (i D 1; 2; 3; 4; 5). The stability boundaries move
down along kd axis as time delay increases
2 2
1 τ=τ1, K=K1 1 τ=τ1, K=K2

x1
0 0
−1 −1
−2 −2
0 10 20 0 10 20
2 2
τ=τ1, K=K3 τ=τ1, K=K4

1 1
x1
0 0
−1 −1
−2 −2
0 10 20 0 10 20
Time (s) Time (s)
Fig. 12.10 Response of the periodic system under PD feedback controls designed for a specific
gain when the system true time delay is 1 and is assumed to be unknown
taken to be 2 and is assumed to be unknown. As it can be seen from the figure,

when the control designed for the time delay that is close to 2 is implemented, the
performance is better.
1 τ=τ1, K=K4
x1
0
−1
−2
0 5 10 15 20
Time (s)
2
1 τ=τ1, Switch from K4

x1
−1
−2
0 5 10 15 20
Time (s)
Fig. 12.11 The closed loop response of the periodic system under the switched PD control when
the initial gain of the control is K4 designed for 4 while the system true time delay is 1 (bottom),
as compared to the case when the gain is fixed at K4 (top)
4
Control Index
1
0 5 10 15 20
0.16
Switching Signal
0.14
0.12
0.1
0 5 10 15 20
Time (s)
Fig. 12.12 Switch signal (lower figure) and the control index (upper figure) of the hysteretic
switching algorithm for the closed loop response in Fig. 12.11
Next, we start with a control gain K4 designed for 4 . Figure 12.11 shows the
closed loop response. The hysteretic algorithm switches the gain to reduce the
switch signal .t/ as shown in Fig. 12.12.
12.6.3 An Experimental Example
We experimentally study time-delayed feedback control of a rotary flexible joint

made by Quanser. The test apparatus is shown in Fig. 12.13, which consists of a
rotary flexible joint mounted on top of a rigid rotary platform. Two encoders are
used in the system. One measures the angular position of the platform, the other
measures the angular displacement of the flexible joint relative to the platform. The
state equation of the system is of fourth order given by
xP D Ax C bu; (12.36)
where
P ˛
x D Œ; ˛; ; P T; (12.37)
2 3
0 0 1 0
60 0 0 17
AD6
40
7; (12.38)
689:86 57:658 0 5
0 1359:2 57:658 0
b D Œ0; 0; 107:39; 107:39T : (12.39)
is the angular position of the platform, and ˛ is the angular position of the flex-
ible joint relative to the platform. By examining the measured step response of the
open-loop system, we have found that the system has a time delay of 0:002 s. An
additional transport delay 0:008 s between the input and the output of the system is
digitally introduced, leading to a total time delay D 0:01 s.
We consider the time-delayed control u D k x.t /. The closed-loop system
reads
xP D Ax bk x.t /: (12.40)
Fig. 12.13 Experimental setup of the flexible rotary joint by Quanser

The mapping over one delay time step is constructed based on the solution given in
(12.28). Consider a region in the gain space
0 < k1 < 100; 50 < k2 < 50; (12.41)

0 < k3 < 5; 0 < k4 < 5:
We look for optimal gains in this region. We initially discretize the domain by di-
viding each gain range into ten partitions. Successive refinement of the grid leads to
the global minimum of jjmax D 0:65128 in the domain (12.41) and the associated
optimal feedback gains
kopt D Œ16:256; 14:428; 1:089; 0:656: (12.42)
The optimal feedback gains reported in [13] under the same condition by means of
the mapping approach are kopt D Œ12:321; 15:432; 0:864; 0:452 with jjmax D
0:6511. The difference between these two sets of gains is due to the different ap-
proximation schemes used to compute the delayed response and the mapping.
Figure 12.14 compares the closed-loop response of the rotary flexible joint
system with the optimal feedback gains kopt and with the LQR controller de-
signed for the system without time-delay. The control performance of the feedback
controller designed for the system with time-delay is obviously much better
than that of the LQR control. For the completeness, we list the parameters
for the LQR control design here: Q D diag.Œ2; 500; 4; 500; 1; 1/, R D 2 and
k D Œ35:355; 39:574; 1:974; 0:873.
0.5
Joint Angle (θ+α)
−0.5
−1
0 1 2 3 4 5 6
Time (s)
Fig. 12.14 Comparison of the rotary flexible joint response under the feedback control with
the optimal gains and the LQR controller designed for the system without time-delay. Solid line:
the feedback control with optimal gains. Dashed line: the LQR control for the system without
time-delay
We have presented a review of recent studies of analysis and control of dynamical

systems with time delay. Methods of solution including semi-discretization and con-
tinuous time approximation are reviewed, and their spectral properties are discussed.
Examples of supervisory control of systems with unknown time delay and experi-
mental validation are presented also.
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Chapter 13
Stability and Hopf Bifurcation Analysis
in Synaptically Coupled FHN Neurons
with Two Time Delays
Dejun Fan and Ling Hong
Abstract This chapter presents an investigation of stability and Hopf bifurcation

of the synaptically coupled nonidentical FHN neurons with two time delays.
By regarding the sum of the two delays as a parameter, it is shown that under
certain assumptions, the steady state of the model is absolutely stable; Under an-
other set of conditions, there is a critical value of the parameter, the steady state
is stable when the parameter is less than the critical value and unstable when the
parameter is greater than the critical value. Thus, oscillations via Hopf bifurcation
occur at the steady state when the parameter passes through the critical values.
Then, explicit formulas are derived by using the normal form method and center
manifold theory to determine the direction of the Hopf bifurcations and the stability
of the bifurcating periodic solutions.
13.1 Introduction
The FHN equation has been derived as a simplied model of Hodgkin–Huxley

(HH) equation by FitzHugh and Nagumo. They reduce a four-dimensional HH
equation [1] to a two-dimensional system called the FitzHugh–Nagumo (FHN)
model [2, 3] by extracting excitability of the dynamics of the behavior in the HH
equation. A complete topological and qualitative investigation of the FHN equa-
tion with a cubic nonlinearity has been done by Bautin [4], and a rich variety of
nonlinear phenomena is observed including a hard oscillation, separatrix loops,
bifurcations for equilibria and limit cycles. To understand information process-
ing in the brain, complex dynamics and bifurcations of oscillatory phenomena in
D. Fan ()
MOE Key Laboratory for Strength and Vibration, School of Aerospace, Xi’an Jiaotong University,
Xi’an, Shaanxi 710049, People’s Republic of China
and
Department of Mathematics, Harbin Institute of Technology (Weihai), Weihai, Shandong 264209,
e-mail: fandejun@hitwh.edu.cn
158 D. Fan and L. Hong
coupled FHN neurons have been much investigated [5–7]. It is known that time
delays always occur in the signal transmission for real neurons. The observations
of a finite time delay in synaptic communication between neurons [8] have stimu-
lated some theoretical studies on coupled time-delay oscillators. Bifurcations and
synchronization have been investigated in coupled identical neurons with delayed
coupling [9, 10]. However, to our knowledge, there is little work in the literature
to deal with delay-coupled nonidentical neurons. For experimental relevance, the
questions of prime importance are about the effects of time delays on dynamical
behaviors.
Recently, Wang et al. [11] has studied the following model:
dV1 .t/
D V1 .t/3 C aV1 .t/ W1 .t/ C C1 tanh.V2 .t //;
dt
dW1 .t/
D V1 .t/ b1 W1 .t/; (13.1)
dt
dV2 .t/
D V2 .t/3 C aV2 .t/ W2 .t/ C C2 tanh.V1 .t //;
dt
dW2 .t/
D V2 .t/ b2 W2 .t/;
dt
where V1 .t/ and V2 .t/ represent the transmembrane voltage, W1 .t/ and W2 .t/
should model the time dependence of several physical quantities related to electrical
variables. Constants a; b1 ; b2 ; C1 ; C2 are positive, represents time delay. In [11],
this nonidentical FHN neurons with time-delay coupling has been numerically in-
vestigated involving the effects of time delays and coupling strength on bifurcations
and synchronization.
In order to describe the model more reasonable, we introduce second time delay
in model (13.2), and for convenience, we rewrite this system as the following form:
xP 1 .t/ D x13 .t/ C ax1 .t/ x2 .t/ C C1 tanh.x3 .t 1 //;

xP 2 .t/ D x1 .t/ b1 x2 .t/; (13.2)
xP 3 .t/ D x33 .t/ C ax3 .t/ x4 .t/ C C2 tanh.x1 .t 2 //;
xP 4 .t/ D x3 .t/ b2 x4 .t/:
In this chapter, we regard the delay D 1 C 2 as a parameter to investigate

the stability and bifurcation to the model (13.3). It is shown that under certain as-
sumptions the steady state of the model ia absolutely stable; Under another set
of conditions, there is a critical value of the parameter, the steady state is stable
when the parameter is less than the critical value and unstable when the parameter
is greater than the critical value. Specifically, there exists a sequence of values of ,
0 < 0 < 1 < < j <

13 Bifurcation Analysis in FHN Neurons with Delays 159
such that the zero equilibrium loses its stability when passes through 0 , and a
Hopf bifurcation occurs when passes through each critical value j . Thus, os-
cillations via Hopf bifurcation occur at the steady state when the parameter passes
through the critical value. Meanwhile, using the center manifold theory and normal
form method due to Hassard et al. [12], we derive the algorithm for determining
the direction of the Hopf bifurcations and the stability of the bifurcating periodic
solutions on the center manifold.
The rest of this chapter is organized as follows. In Sect. 13.2, we shall consider
the stability of the zero equilibrium and the existence of the local Hopf bifurcation.
In Sect. 13.3, the stability and direction of periodic solutions bifurcating from Hopf
bifurcations are investigated by using the normal form theory and the center mani-
fold theorem.
We would like to mention that there are several articles on the bifurcation for
neural network models with delays, we refer the readers to [13–23] and references
therein.
13.2 Stability Analysis
Obviously, the origin (0,0,0,0) is an equilibrium of system (13.3), linearizing it gives
xP 1 .t/ D ax1 .t/ x2 .t/ C C1 .x3 .t 1 //;

xP 2 .t/ D x1 .t/ b1 x2 .t/; (13.3)
xP 3 .t/ D ax3 .t/ x4 .t/ C C2 .x1 .t 2 //;
xP 4 .t/ D x3 .t/ b2 x4 .t/:
The characteristic equation associated with system (13.4) is given by
4 C A3 C B2 C C C D E. C b1 /. C b2 /e D 0; (13.4)
where
A D b1 C b2 2a;
B D b1 b2 2a.b1 C b2 / C a2 C 2;
C D a2 .b1 C b2 / 2ab1 b2 C b1 C b2 2a; (13.5)
D D a2 b1 b2 C 1 ab1 ab2 ;
E D C1 C2 ;
D 1 C 2 :
In this section, we first study the distribution of roots of (13.4). Clearly,

i! .! > 0/ is a root of (13.4) if and only if ! satisfies
! 4 B! 2 C D D EŒ.b1 b2 ! 2 / cos ! C !.b1 C b2 / sin !;

A! 3 C C ! D EŒ!.b1 C b2 / cos ! .b1 b2 ! 2 / sin !: (13.6)
Taking square on the both sides of (13.6) and summing them up, we obtain
.! 4 B! 2 CD/2 C! 2 .A! 2 CC /2 D E 2 Œ! 2 .b1 Cb2 /2 C.b1 b2 ! 2 /2 : (13.7)
Letting
p D A2 2B;
q D B 2 C 2D 2AC E 2 ;

u D C 2 2BD E 2 b12 C b22 ; (13.8)
2
vDD E 2 b12 b22 ;
z D !2:
Then (13.7) becomes
z4 C pz3 C qz2 C uz C v D 0: (13.9)
Since the form of (13.9) is identical to that of (13.6) in [24], thus, we can get
Lemmas 1 and 2 analogously. The proofs are omitted.
Lemma 1. ([24]) If v < 0, then (13.9) has at least one positive root.
Denote
h.z/ D z4 C pz3 C qz2 C uz C v: (13.10)
Then we have
h0 .z/ D 4z3 C 3pz2 C 2qz C u: (13.11)
Set
4z3 C 3pz2 C 2qz C u D 0: (13.12)
p
Let y D z C 4, then (13.12) becomes
y 3 C p1 y C q1 D 0; (13.13)
q p3 pq
where p1 D 2
3 2
16
p ; q1 D 32
8
C 4u :
Define

q 2

p 3
1 1
D C ;
2 p 3
1 C i 3
"D ;
r 2 r
q1 p q1 p
y1 D C C 3 ;
3
2 2
r r
q1 p q1 p
y2 D 3 C " C 3 "2 ;
2 2
r r
q1 p q1 p
y3 D 3
C "2 C 3
": (13.14)
2 2
Let
p
zi D yi ; .i D 1; 2; 3/: (13.15)
4
Lemma 2. ([24]) Suppose that v 0, then we have the following:
(i) If 0, then (13.9) has positive roots if and only if z1 > 0 and h.z1 / < 0
(ii) If < 0, then (13.9) has positive roots if and only if there exists at least one
z 2 fz1 ; z2 ; z3 g such that z > 0 and h.z / 0
Suppose that (13.9) has positive roots. Without loss of generality, we assume that it
has four positive roots, denoted by zk .k D 1; 2; 3; 4/. Then (13.7) has four positive
roots, q
!k D zk ; .k D 1; 2; 3; 4/ (13.16)
By (13.16), we have

!k4 B!k2 C D !k .b1 C b2 / A!k3 C C !k b1 b2 !k2
sin !k D h 2 i ;
E .b1 C b2 /2 !k2 C b1 b2 !k2
4
!k B!k2 C D b1 b2 !k2 C A!k3 C C !k !k .b1 C b2 /
cos !k D h 2 i :
E .b1 C b2 /2 !k2 C b1 b2 !k2
(13.17)
Thus, denoting
4

!k B!k2 C D !k .b1 C b2 / A!k3 C C !k b1 b2 !k2
a D h 2 i ;
E .b1 C b2 /2 !k2 C b1 b2 !k2
(13.18)

!k4 B!k2 C D b1 b2 !k2 C A!k3 C C !k !k .b1 C b2 /
b D h 2 i ;
E .b1 C b2 /2 !k2 C b1 b2 !k2
8 1
ˆ
< .arccosb C 2j/; a 0;
k.j / D ! k (13.19)
:̂ 1 .2 arccosb C 2j/; a < 0;
!k
where k D 1; 2; 3; 4 and j D 0; 1; 2; : : : ; then ˙i!k is a pair of purely imaginary
n oC1
roots of (13.4) with D k.j / . Clearly, the sequence k.j / is increasing, and
j D0
.j /
limj !C1 k D C1 .k D 1; 2; 3; 4/.
S4 .j / C1
For convenience, we let kD1 fk gj D0 D fi gC1
i D0 , such that
0 < 1 < 2 < < i < ; (13.20)
where n o
0 D min 1.0/ ; 2.0/ ; 3.0/ ; 4.0/ : (13.21)
Applying Lemmas 1, 2, and Corollary 2.4 of Ruan and Wei [16], we have the
following results.
Lemma 3. ([24]) Assume that (H) A > 0; A.B E/ > C E.b1 C b2 /;
D > Eb1 b2 ; ŒC E.b1 C b2 /ŒA.B E/ C C E.b1 C b2 / > A2 .D Eb1 b2 /.
(i) If one of the followings holds (a) v < 0; (b) v 0; D 0; z1 > 0 and
h.z1 / 0; (c) v 0, D < 0, and there exists a z 2 fz1 ; z2 ; z3 g such that
z > 0 and h.z / 0, then all roots of (13.4) have negative real parts when
2 Œ0; 0 /.
(ii) If the conditions .a/ .c/ of (i) are not satisfied, then all roots of (13.4) have
negative real parts for all 0.
Proof. When D 0, (13.4) becomes
4 C A3 C .B E/2 C ŒC E.b1 C b2 / C D Eb1 b2 D 0: (13.22)
By the Routh–Hurwite criterion, all roots of (13.22) have negative real

parts if and only if A > 0, A.B E/ > C E.b1 C b2 /, D > Eb1 b2 ,
ŒC E.b1 C b2 /ŒA.B E/ C C E.b1 C b2 / > A2 ŒD Eb1 b2 :
From Lemmas 1 and 2, we know that if .a/–.c/ of (i) are not satisfied, then (13.4)
has no roots with zero real part for all 0; If one of the .a/; .b/ and .c/ holds,
when ¤ k.j / (k D 1; 2; 3; 4; j D 0; 1; 2; : : :), (13.4) has no roots with zero real
part and 0 is the minimum value of so that (13.4) has purely imaginary roots.
This completes the proof. t
u
Let
./ D ˛./ C i!./ (13.23)
be the root of (13.4) near D k.j / satisfying

˛ k.j / D 0; ! k.j / D !k ; (13.24)
then, from Lamma 2.5 of Hu and Huang [25] the following conclusion holds.
Lemma 4. ([25]) Suppose h0 .zk / ¤ 0, where h.z/ is defined by (13.10). If D k.j / ,

then ˙i!k is a pair of simple purely imaginary roots of (13.4). Moreover,
ˇ
d.Re.// ˇˇ
d ˇ .j / ¤ 0; (13.25)
D k
and the sign of ˇ

d.Re.// ˇˇ
d ˇ .j /
Dk
is consistent with that of h0 .zk /.

Applying Lemmas 3 and 4, we obtain Theorem 1 immediately.
.j /
Theorem 1. Let k and 0 be defined by (13.19) and (13.21), respectively.
Suppose (H) hold,
(i) If the conditions (a) v < 0; (b) v 0; D 0; z1 > 0 and h.z1 / 0;
(c) v 0, D < 0, and there exists a z 2 fz1 ; z2 ; z3 g such that z > 0
and h.z / 0 are not satisfied, then the zero solution of system (13.3) is
asymptotically stable for all 0.
(ii) If one of the conditions (a), (b) and (c) of (i) is satisfied, then the zero solution
of system (13.3) is asymptotically stable when 2 Œ0; 0 /.
(iii) If one of the conditions (a), (b) and (c) of (i) is satisfied, and h0 .zk / ¤ 0,
then the system (13.3) undergoes a Hopf bifurcation at (0,0,0,0) when D i
(i D 0; 1; 2; : : :).
13.3 The Direction and Stability of Hopf Bifurcation
In the previous section, we have obtained some conditions to ensure that the system
(13.3) undergoes a single Hopf bifurcation at the origin when passes through cer-
tain critical values. In this section, we study the direction, stability, and the period
of the bifurcating periodic solutions. The method we used is based on the normal
form method and the center manifold theory introduced by Hassard et al. [12].
Without loss of generality, we denote the critical value j .j D 0; 1; 2; : : :/ by
Q D Q1 CQ2 at which system (13.3) undergoes a Hopf bifurcation, where Q1 < Q2 and
D Q C D .Q1 C / C Q2 , then D 0 is Hopf bifurcation value of system (13.3).
We choose the phase space as C D C.ŒQ2 ; 0; C 4 /, where for convenience in
computation we use C 4 instead of R4 . Letting X.t/ D .x1 .t/; x2 .t/; x3 .t/; x4 .t//T
and Xt ./ D X.t C / 2 C .Q2 0/, we can transform system (13.3) into
an operator of the form:
XP .t/ D L .Xt / C G.; Xt /; (13.26)
with
L ./ D B.0/ C B1 .Q1 / C B2 .Q2 /; (13.27)
and 0 1
C1 3
13 .0/
3 .Q1 / C
B 3 C
B C
B 0 C
G.; / D B C; (13.28)
B 3 .0/ C2 3 .Q / C C
@ 3 1 2 A
3
0
where ./ D .1 ./; 2 ./; 3 ./; 4 .//T 2 C , and

2 3 2 3 2 3
a 1 0 0 0 0 C1 0 0 0 0 0
6 1 b1 0 0 7 60 0 0 07 6 0 0 0 07
B D6
40 0
7; B1 D6 7; B2 D6 7:
a 1 5 40 0 0 05 4 C2 0 0 05
0 0 1 b2 0 0 0 0 0 0 0 0
By the Riesz representation theorem, there exists a 4 4 matrix function .; /,

whose elements are of bounded variation, such that
Z 0
L ./ D Œd.; / ./; for 2 C: (13.29)
Q
2
For 2 C , define the operator A. / as

8
< d./
; 2 ŒQ2 ; 0/;
A. /./ D R d (13.30)
: 0 Œd.; /./; D 0:
Q
2
We further define the operator R. / as

0; 2 ŒQ2 ; 0/;
R. /./ D (13.31)
G.; /; D 0:
Then, the system (13.26) is equivalent to the following operator equation
XP t D A. /Xt C R. /Xt : (13.32)
Letting C D C.Œ0; Q2 ; C 4 /, for 2 C , A is defined by

8
< d'.s/
; s 2 .0; Q2 ;
A .s/ D R ds (13.33)
: 0 './d.; 0/; s D 0;
Q
2
and a bilinear form

Z 0 Z
h .s/ ; ./i D '.0/.0/
N N /d././d;
'. (13.34)
Q
2
D0
where ./ D .; 0/. Then A.0/ and A are adjoint operators.
From the discussion in Sect. 13.2, we know that ˙i!k are eigenvalues of A.0/
and therefore they are also eigenvalues of A , without loss of generality, we write
˙i!k as ˙i!0 , that is,
A.0/q./ D i!0 q./; A q .s/ D i!0 q .s/:

It is not difficult to verify that the vectors q./ D .q1 ; q2 ; q3 ; 1/T ei!0
. 2 ŒQ2 ; 0/ and q .s/ D D1
N .q1 ; q2 ; q3 ; 1/e
i!0 s
.s 2 Œ0; Q2 / are the eigen-

vectors of A.0/ and A corresponding to the eigenvalue i!0 and i!0 , respectively.
By direct computation, we obtain
1 i!0 Q2
q1 D e Œ1 C .i!0 a/.i!0 C b2 /;
C2
1
q2 D ei!0 Q2 Œ1 C .i!0 a/.i!0 C b2 /; (13.35)
C2 .i!0 C b1 /
q3 D i!0 C b2 :
and
1 i!0 Q1
q1 D e Œ1 C .i!0 C a/.i!0 b2 /;
C1
1
q2 D ei!0 Q1 Œ1 C .i!0 C a/.i!0 b2 /; (13.36)
C1 .i!0 b1 /
q3 D i!0 b2 :
Then, we can choose

Z 0 Z
D D .qN1 q1 C qN2 q2 C qN3 q3 C 1/ qN . /d./q./d: (13.37)
Q
2
D0
Then hq .s/; q./i D 1:

Following the algorithms given in Hassard et al. [12] and using a computation
process similar to that of Wei and Ruan [15], we can obtain the coefficients which
will be used in determining the important qualities:
g20 D g11 D g02 D 0;

2 h N
2
i
g21 D q1 3q1 qN1 C C1 q32 qN3 ei!0 Q1 C qN3 3q32 qN 3 C C2 q12 qN1 ei!0 Q2 :
D
(13.38)
Because each gij in (13.38) is expressed by the parameters and delay in system
(13.3), we can compute the following quantities:

i jg02 j2 g21 g21
c1 .0/ D g11 g20 2jg11 j2 C D ;
2!0 Q 3 2 2
Re.c1 .0//
2 D ;
Re.0 .//
Q
ˇ2 D 2Re.c1 .0//;
Im.c1 .0// C 2 Im.0 .Q //
T2 D : (13.39)
!0
From the discussion in Sects. 13.2 and 13.3, we have the following result
immediately.
Theorem 2. The direction of the Hopf bifurcation of the system (13.3) at the origin
when D i .i D 0; 1; 2; : : :/ is supercritical (subcritical) if 2 > 0 .2 < 0/,
that is, there exist the bifurcating periodic solutions for > i . < i /;
The bifurcating periodic solutions on the center manifold are stable (unstable)
if ˇ2 < 0 .ˇ2 > 0/; The period of the bifurcating periodic solutions increases
(decreases) if T2 > 0 .T2 < 0/.
Acknowledgment This research is supported by the National Science Foundation of China

under Grant No. 10772140 and Harbin Institute Technology (Weihai) Science Foundation with
No. HIT(WH)ZB200812.
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9. Nikola B, Dragana T (2003) Dynamics of FitzHugh–Nagumo excitable system with delayed
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10. Nikola B, Inse G, Nebojsa V (2005) Type I vs. type II excitable system with delayed coupling.
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Chapter 14
On the Feedback Controlling of the Neuronal
System with Time Delay
Hao Liu, Wuyin Jin, Chi Zhang, Ruicheng Feng, and Aihua Zhang
Abstract For an individual Hindmarsh–Rose model neuron with time delay and
dynamic threshold, the dynamic considerations of firing depending on time delay
and synaptic intensity are studied in this chapter. It is found out that with the scaling
of the delay time and synaptic intensity ", neural firing patterns transform among
tonic spiking, busting, and resting firing states each other; as an example, with two
groups of the time delays and synaptic intensity " together, the neuronal chaotic
firing behavior could be controlled to period-1 or period-3 activities, respectively.
14.1 Introduction
As we all know, there is a growing evidence that the hysteresis phenomenon exists
in the dynamical system inevitably, i.e., the systemical development direction de-
pends not only on the current state but also on their passed state; specifically, there
is always a time-lag response to the input of system. Many scientists, including neu-
roscientists and biologists, have done a lot of research on dynamical system with
time delay, acquiring a great deal of significant achievements, moreover, controlling
the dynamical system by time delay skillfully [1–3]. For example, it is important to
control chaos with feedback of time delay.
Due to the time delay, the system appears to have abundant dynamical behaviors
and its characteristics have been altered, such as a delay of cells, the propagation
delay, and synaptic delay in the biological systems [4]. Then, it is necessary and
important to study the time delays in transmition of neuro-information among the
neurons. Initially the neuron system with time delay is studied, which consists of
W. Jin ()
School of Mechano-Electronic Engineering, Lanzhou University of Technology, Lanzhou 730050,
and
Key Laboratory of Digital Manufacturing Technology and Application, The Ministry of Education,
Lanzhou University of Technology, Lanzhou 730050, People’s Republic of China
e-mail: jinwuyin@263.net
170 H. Liu et al.
an individual neuron or a pair of neurons with delayed coupling, obtaining a sense

of results especially in research of stability of system; Yu and Peng Jian-hua have
controlled the chaotic activities to one 5 spikes/burst orbit embedded in the chaotic
attractor by one nonlinear time-continuous feedback perturbation stimulus of mem-
brane potential [5]. Adding the time delay to the feedback signal, the dynamical
system could be controlled to some target orbits. Besides the method of OGY, the
adaptive control, OPF control, transfer and displace control, periodic disturbances
with parameters, and periodic vibration are widely used in dynamical system [6–8].
Pyragas proposes two kinds of control strategy to the continuous system based
on the idea of OGY method for discrete data, i.e., by using the feedback controlling,
add one bit disturbance with continuous time on the system. The disturbance cannot
change the unstable period orbits (UPOs), but these UPOs could stabilize under
some conditions [9, 10]. The feedback controlling with time delay has been widely
adapted to control dynamical system and has been realized in experimental study.
For neural system, it is useful and also important to use explicitly the time de-
lays in the description of the transfer of information between the neurons, owing
to a single neuron that might influence a recurrent loop through an autosynapse
and/or through synaptic connections involving other neurons, and synaptic com-
munication between neurons depends on propagation of action potentials along the
axons. Diez-Martinez and Segundo studied experimentally the pacemaker neuron in
the crayfish stretch receptor organ and showed that as the transmission delay time
was increased the discharge patterns went from periodic spikes to trains of spikes
separated by silent intervals [4, 11].
14.2 HR Model Neuron with Time Delay
Many biological systems operate under the influence of time-delayed feedback

mechanisms, and excitable cells can exhibit dissimilar firing patterns to various time
delay . The influence of time delay on chaotic system has attracted particular atten-
tion extensively, and an individual neuron can exhibit different intrinsic oscillatory
activities introduced by external currents [12, 13]. However, it is also interesting to
analyze discharge activities induced by the time-delayed synaptic interaction be-
tween neurons without external current. In this case, the properties of discharge
activities of each neuron depend on the synaptic intensity " and the time delay .
Here, the one time-delay HR model neuron with external stimulus I is intro-
duced, and the change of discharge patterns of the neuron are studied on synaptic
intensity " and the time delay , as well as their dynamical behavior, and the model
is described as follows:
8
ˆ
<xP D y ax C bx z C I C ".x.t //
ˆ 3 2
yP D c dx 2 y ; (14.1)
ˆ
:̂zP D rŒS.x / z
14 On the Feedback Controlling of the Neuronal System with Time Delay 171
where x is the membrane potential of neuron, y is a recovery variable associated

with the fast current for a sodium current or a potassium current, and z is a slowly
changing adaptation current for a calcium current [14]. The model used the follow-
ing parameters: a D 1:0; b D 3:0; c D 1:0; d D 5:0; D 1:6; r D 0:013;
s D 4:0; I D 3:1. The first equation of model (14.1) describes the effect of feed-
back connection. x.t / is the membrane potential at the earlier time t , here
" is the synaptic intensity and is the time delay.
14.3 Influence of Synaptic Intensity " on the Neuronal

Discharge
The dynamic variation of neuronal discharge depending on the synaptic intensity

" are first studied in the absence of external stimulus with a fixed time-delay self-
feedback input, here D 14 ms.
It is seen from Fig. 14.1 that there is no firing for a smaller " and the mem-
brane potential exhibits only subthreshold oscillations. When synaptic intensity "
a 2 2
−1 0
e = 1.5ms 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
b 2 2
−1
e = 1.8ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
c 2 2
x / mv
−1
x (t)
e = 2.5ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
d 2 2
−1 0
e = 3.1ms 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
e 2 2
−1
e = 4.6ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
t / ms z (t)
Fig. 14.1 Influence of synaptic intensity " on the neuronal firing behavior when D 14 ms,
with increasing the synaptic intensity ", the neuron exhibits different discharge patterns, such as:
period-1 for " D 1:5 ms1 (a), period-2 for " D 1:8 ms1 (b), period-3 for " D 2:5 ms1 (c),
period-4 for " D 3:1 ms1 (d), period-5 for " D 4:6 ms1 (e); the right part shows the phase
space of x z
172 H. Liu et al.
increases greater than the threshold "th , for different synaptic strength, the neuron
displays different discharge patterns (shown in the left of Fig. 14.1) and phase space
(shown in the right of Fig. 14.1), transforming among resting, tonic, and bursting
state. For fixed D 14 ms, with synaptic intensity " changing from 1.5 to 4:6 ms1 ,
the neuronal spike changes from period-1 to period-5 as shown in Fig. 14.1a–e,
respectively; sometimes, the period-2, period-3, period-4, etc. are generally called
bursting spike. We also found out that the neuron firing behavior disappears and the
membrane potential keeps at a constant value for too bigger synaptic intensity of ",
(e.g., " 15 ms1 ).
14.4 Influence of Time Delay £ on the Neuronal Discharge
Next, the time delay is the other one important factor in neuroinformation transfer-
ring and disposal for neural system, so the influence depending on time delay of
feedback control can also be investigated in this section, the synaptic intensity is
fixed at 3:18 ms1 .
The neuron displays rest state when the delay time smaller than 5 ms, as shown
in Fig. 14.2a. When rises up to 5 ms gradually, the neuron exhibits likewise dif-
ferent discharge patterns (shown in the left of Fig. 14.2) and phase space (shown in
the right of Fig. 14.2), as well as realizing the transition from testing, spiking, burst-
ing state. For fixed " D 3:18 ms1 , with time delay changing from 5 to 14 ms,
the neuronal firing changes from period-1 to period-4 as shown in Fig. 14.2b–e,
respectively.
With positive feedback with time delay, both " and could affect the firing pat-
terns of the HR neuron in the absence of the stimulus current, along with increasing
of the synaptic intensity or time delay, the neuron will change from periodic spike
to burst spike actives.
14.5 Controlling Chaotic Discharge by Feedback Control

with Time Delay
The controlling of chaotic discharges of the HR model neuron is investigated in this

work. One external stimulus current is introduced to the first equation of neuron
model [shown in (14.1)] to generate chaotic discharges in the absence of time-delay
part; here, the external stimulus is set as 3:12 A. The neuronal discharge represents
chaotic firing, as shown in Fig. 14.3a, and its chaotic characteristics, chaotic saddle,
could be easily found in the return map of ISI (interspike interval) as shown in
Fig. 14.3b. Then the feedback control with time delay is added to the model too;
the results suggested that the neuronal chaotic discharges could be controlled to
tonic firing, as two examples, when the synaptic strength " D 1:8 ms1 and time
a 2
2
t = 3ms 0 0
−2
−2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
b 2 2
t = 5ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
c 2 2
x / mv
x (t)
t = 8ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
d 2 2
t = 12ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
e 2 2
t = 14ms 0 0
−2 −2
0 50 100 150 200 250 300 1.5 2 2.5 3 3.5
t / ms z (t)
Fig. 14.2 Influence of time delay on the neuron firing behavior when " D 3:18 ms1 , with
increasing the time delay , the neuron also exhibits different discharge patterns, such as: rest-
firing for D 3 ms (a), period-1 for D 5 ms (b), period-2 for D 8 ms (c), period-3 for
D 12 ms (d), period-4 for D 14 ms (e); the right part shows the phase space of x z
delay D 6 ms, the chaotic discharges are replaced by period-1 discharges (see
Fig. 14.3c, d), and when " D 1:76 ms1 and D 12 ms the neuron displays period-
3 activities (see Fig. 14.3e, f).
14.6 Conclusions
The firing responses of an individual HR model neuron with time delay by synapse
have performed numerical investigations in this work; for the different feedback
inputs, the neuron shows rich and complex dynamical firing activities. The scal-
ing of synaptic intensity " and time delay could trigger many kinds of periodic
174 H. Liu et al.
a b
2 60
1 50
ISI (n+1)
x / mv
40
0
30
−1
20
−2 10
0 50 100 150 200 250 300 350 400 450 500 10 20 30 40 50 60
t / ms ISI ( n )
c 2 d 50
1 40
ISI(n+1)
x / mv
0 30
−1 20
−2 10
0 50 100 150 200 250 300 350 400 450 500 10 20 30 40 50
t / ms ISI(n)
e f
2 100
80
1
ISI (n+1)
60
x / mv
0
40
−1
20
−2 0
0 50 100 150 200 250 300 350 400 450 500 0 20 40 60 80 100
t / ms ISI ( n )
Fig. 14.3 With parameter r D 0:015 and the external stimulus current 3:12 A, the HR neuron
shows chaotic discharges for " D 0 ms1 (a, b); period-1 firing for " D 1:8 ms1 and D 6 ms
(c, d); period-3 firing for " D 1:76 ms1 and D 12 ms (e, f), respectively
oscillation in the absence of the stimulus current, and the neuronal chaotic discharge
could also be controlled to period-1 or period-3 discharge by feedback control with
time delay.
Acknowledgments We are grateful for the support of the National Natural Science Foundation of
China under Grant Nos. 30670529 and 10572056.
References
1. Just W, Bernard T, Ostheimer M, Reibold E, Benner H (1997) Mechanism of time-delayed

feedback control. Phys Rev Lett 78(2):203–206
2. Hu HY, Wang ZH (1998) Stability analysis of damped SDOF systems with two time delays in
state feedback. J Sound Vib 214:213–225
3. Ji CJ, Leung AYT (2002) Resonances of a non-linear sdof system with two time-delays in
linear feedback control. J Sound Vib 253(5):985–1000
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in the firing pattern of thermally sensitive neurons. Phys Rev E 70:1–11
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Sin 21(4):295–300
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170:421
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Biol Cybern 47:33–41
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system, Acta Biophys Sin 12:663
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equations Nature 296:162
Chapter 15
Control of Erosion of Safe Basins in a Single
Degree of Freedom Yaw System of a Ship
with a Delayed Position Feedback
Huilin Shang
Abstract A single degree of freedom nonlinear yaw system of a ship with autopilot
force and wave exciting force is investigated in this chapter. The delayed position
feedbacks are applied to control erosion of safe basins in the dynamical system for
increasing the ship’s safe possibility. Considering time delay as a variable parameter
and employing the fourth Runge–Kutta and Monte Carlo methods, the evolutions of
boundary and area of safe basins with time delay are presented. For a short delay,
the mechanism of the evolution of safe basin is studied analytically. It is found that
the delayed position feedback can be used as a good strategy to control the erosion
of safe basins of the rolling motion system.
15.1 Introduction
It is well known that the unacceptably large motions in engineering dynamical

system under consideration may lead to the failure of the system [1–5]. For example,
ship at sea may capsize under wave excitation when the roll-motion angle of the ship
is too large [2–4]. The safe basin is induced to study the phenomena which is the
union of basins of attraction of all bounded solutions for a system [2,3]. The erosion
of safe basins due to the penetration of tongues from the “dangerous” attractors is
an unwanted and dangerous phenomenon from a practical point of view. Therefore,
it is necessary to investigate the basin erosion and its possible control. The control
methods, which are used to enlighten the loss of safety of the structure, have been
devoted much attention during decades [6–10]. Various integrity measures, such as
GIM [6], LIM [6], and IF [7], are applied to study the evolution of the system. Varia-
tion of a system parameter may induce or control the basin erosion globally [8–10].
It is found that the erosion of safe basins can be aggravated by the Gaussian white
H. Shang ()
School of Mechanical and Automation Engineering, Shanghai Institute of Technology,
Shanghai 20035, People’s Republic of China
e-mail: suliner60@hotmail.com
178 H. Shang
or bounded noise excitation [8] but be controlled by the increasing of the damping
[9, 10] or the decreasing of the excitation amplitude [11].
In this chapter, we aim to control the erosion of safe basins in nonlinear systems
by the delayed position feedbacks. Many obtained results [12–14] shows that ap-
plying a delayed feedback in a dynamical system also may be a good approach
to control dynamical motions of the system. We study a nonlinear yaw system of
a ship, where the autopilot force acted on and the wave exciting force are taken
into account
xR C c xP C x x 3 D G cos
t; (15.1)
which is a softening Duffing oscillator and x in (15.1) represents the roll-motion
angle of the ship. By adding the delayed position feedback to the system, one may
obtain that
xP D y;
yP D cy x C x 3 C G cos
t C A.x.t / x/; (15.2)
where is time delay and A the feedback gain. When D 0, the system (15.2) can
be reduced to the system (15.1).
For a system modeled by an ordinary differential equation (ODE), the safe basin
is defined [2]. However, it is difficult to describe and study the safe basin for DDE,
since initial conditions are completely different from those for ODE. Solutions of
DDE are determined by initial conditions z.t/ D z0 for t D 0 and z.t/ D .t/
for t < 0. Thus, regions of attraction of various solutions are located
within a polyhedron composed of the initial phase space with the thickness . It
is unintuitively to observe dynamical behaviors on such regions of attraction. How-
ever, the regions of attraction can be projected to the initial phase space given by
z.0/ D fz1 .0/; z2 .0/; : : : ; zn .0/gT for controlled systems with delayed feedbacks,
since there is not any signal to be returned into systems before t D 0. Therefore,
the safe basin in (15.2) can be studied on the plane where the x-axis is x.0/ and the
y-axis y.0/.
In this chapter, the effect of the delay or the feedback gain on the erosion of safe
basins is discussed in some detail in system (15.2). Section 15.2 presents variations
of boundaries of safe basins numerically when one changes the delay in the delayed
position feedback. In Sect. 15.3, the variation of the basin area with the delay is
displayed and the mechanism of the variation is explained when the delay is short.
In Sect. 15.4, results are summarized and discussed.
15.2 Effects of the Time Delay on the Basin Boundary
To determine boundaries of the solutions of the system (15.2), we generate figures

of safe basins when ˝ D 1:0; c D 0:01; A D 0:2, and increases from 0 to
7=5 as shown in Figs. 15.1 and 15.2 for G D 0:1 and G D 0:3, respectively.
The region of attraction is drawn in the sufficiently large space region defined as
15 Control of Safe Basin by Delayed Feedbacks 179
a b
c d
e f
g h
Fig. 15.1 Evolution of the safe basin as increases for G D 0:1 where (a) D 0, (b) D =50,
(c) D =25, (d) D 3=50, (e) D 2=25, (f) D 4=5, (g) D , (h) D 26=25
180 H. Shang
i j
k l
Fig. 15.1 (continued) (i) D 27=25, (j) D 29=25, (k) D 31=25, and (l) D 7=5
2 x.0/ 2; 2 y.0/ 2 by generating a 640 240 array of starting

conditions for each of those starting points. The escaping set for infinite time is
approximated with good accuracy by a study with 10,000 excited circles. The time
step is taken as 1/4,000 of the period of excitation. The white and black regions are
numerical approximations to the safe basin and the basins of attraction of unbounded
solutions, respectively.
When G ¤ 0, the system (15.2) is a nonautonomous system. It is well known
that the boundary of the safe basin in a nonautonomous system may be fractal and
have a noninteger dimension without time delay [10, 11]. Figure 15.1 presents a se-
quence of safe basins for (15.2) when G D 0:1 and the delay varies. For D 0,
the safe basin is fractal as shown in Fig. 15.1a. With increasing from 0 to 4=5
(see Figs. 15.1a–e), the safe basin is enlarged, and its boundary becomes smoother
and smoother. When grows to 2=25 (see Fig. 15.1e), the fractal dimension is
near 2.0. As the delay increases from 4=5 to (see Fig. 15.1f, g), the safe basin
becomes small but its boundary is still completely smooth. Then a small increase
for the value of the delay makes the fingers of the basin return back to the boundary
(see Fig. 15.1h). Figure 15.1h–l shows the evolution of the basin by fractal with
increasing. When D 27=25, fingers from fractal suddenly begin to erode the in-
ner region of the safe basin, which leads to the strong erosion as shown in Fig. 15.1i.
As the delay continues to grow, the fractal structure also becomes more and more
visible. It follows from Fig. 15.1h–l that such evolution of the erosion in the inner
a b
c d
e f
g h
Fig. 15.2 Evolution of the safe basin as increases for G D 0:3 where (a) D 0, (b) D =5,
(c) D 2=5, (d) D 13=25, (e) D 16=25, (f) D 73=100, (g) D 37=50, and
(h) D 7=5
182 H. Shang
region of the basin is performed continuously until there is only a trivial point (see
Fig. 15.1l). Accordingly, the change of the topological structure of the safe basin in
Fig. 15.1 confirms that a short delay can reduce but a long delay may aggravate the
fractal erosion of the safe basin.
Figure 15.2 shows the change of the boundary and range of the safe basin of
(15.2) when G D 0:3 and the delay varies. It is drawn in a similar way to Fig. 15.1.
For D 0, the safe basin is not smooth and the range is small as shown in Fig. 15.2a.
With varying from 0 to 13=25 (see Fig. 15.2a–d), the area of the safe basin
increases with delay though the boundary of the safe basin is still not smooth. With
the delay increasing further, the safe basin begins to shrink and the fingers occur
in the boundary (see Fig. 15.2e–h), which suggests the fractal behavior. And such
erosion in the inner region of the basin is performed continuously until there is only
a trivial point as the safe basin (see Fig. 15.2h). Similar to the case for G D 0:1, it
follows from Fig. 15.2 that a small value of the time delay is helpful to enlarge the
safe basin, but a large value provides the opposite action or aggravates the erosion.
15.3 Effects of the Delay on the Area of the Safe Basin
Figures 15.1 and 15.2 indicate that the delay can reduce the erosion or enlarge the
extent of safe basins of (15.2). However, the evolution of safe basins with the delay
is not simple. When the delay is long enough, it can lead to the sudden erosion of
the safe basin. To quantify those phenomena displayed in Figs. 15.1 and 15.2, we
define that the area of the “initial basin” is 100% for c D 0:01; G D 0, and D 0
in (15.2) (see Fig. 15.3), since the basin boundary is smooth. Then the change of the
basin area with the amplitude G for the different levels of the delay can be observed
in Fig. 15.4 where c D 0:01; ˝ D 1:0, and G varies from 0 to 0.8.
For A D 0:2 (the dashing-dot line in Fig. 15.4), the area of the safe basin with
delayed position feedback control is smaller than that without control. For A D 0:2
(solid lines in Fig. 15.4), the area of the safe basin under delayed position feedback
for a small value of the amplitude is bigger than the uneroded “initial basin,” which
show the erosion of the safe basin is successfully reduced. The area of the safe
basin of the system (15.2) decreases with the increasing of the amplitude under
Fig. 15.3 The initial safe basin

150
3 4
τ= π τ= π
5 5
π
τ=
5
100
Area (%)
τ =π
50 τ =0
π
τ=
25
0.2 0.4 0.6 0.8
G
Fig. 15.4 Variation of the basin area with the increasing the amplitude of the excitation for the
system (15.2) under different values of time delay where A D 0:2 for solid lines and A D 0:2
for the dashing-dot line
each different value of the delay. As time delay increases from 0, the basin area is
first enlarged to maximum value and then shrink (see the solid lines D 4=5 and
D ). Besides, the comparison of the solid lines D 0 and D =5 shows that
a small delay can control the basin erosion under different values of G when A is
positive.
When the delay is short, it is worthwhile to expand the delay variable x.t / in
a Taylor series despite occasional warnings [15]. One can write
x.t / D x.t/ x.t/

P C (15.3)
Substituting (15.3) in (15.2), one can obtain that

xP D y;
(15.4)
yP D .c C A/y x C x 3 C G cos
t:
The unperturbed system can be expressed as

xP D y;
(15.5)
yP D x C x 3 ;
which is a Hamiltonian system. Then the system has a hetero-clinic orbit to two-
saddle points .1; 0/ and (1, 0), which can be given by
p p p
2 2 2
x.t/ D tanh t; y.t/ D ˙ sech t: (15.6)
2 2 2
184 H. Shang
Obviously, when the feedback gain A is positive, the system (15.4) can be
considered as the system (15.1) with a larger damping. As we know, the increasing
of the damping can reduce the erosion of safe basins [9, 10]. Therefore, one can
explain why the safe basin in (15.2) is enlarged when the delay increases from 0.
Besides, one can also conclude that the safe basin in (15.2) will be eroded when the
feedback gain is negative and the delay increases from 0, which is verified by the
dashing-dot line in Fig. 15.4.
15.4 Conclusions
Some investigation has been made on the evolution of the broaching attracting basin
of a nonlinear yaw equation model of a ship with delayed position feedbacks. The
fourth Runge-Kutta and Monte Carlo methods are employed to observe effects on
safe basins when time delay is considered as the control parameter. For a short delay,
the mechanism of the evolution of safe basin is analyzed. Some important results are
obtained as below:
(a) Similar to the case in ordinary differential system, the increasing of excitation
amplitude can lead to the erosion of the safe basin under delayed position feed-
back control.
(b) The basin area is not a monotonic function of the delay for the delayed position
feedback control.
(c) For negative feedbacks, the increasing of the delay aggravates the erosion of
safe basins. For positive feedbacks, the delay can be indeed used to reduce the
erosion of safe basins. The erosion can be reduced when the delay is short, but
a long time delay makes the erosion more sudden and severe.
(d) The sudden erosion of the safe basin caused by the increasing of the delay in
delayed position feedback controlled system can be ascribed to the hetero-clinic
tangency of the manifolds. It is well known that the hetero-clinic tangency of
the stable and unstable manifolds may yield chaos. The results provide the pos-
sibility to control chaos that occurs in the system.
Acknowledgments This work is supported by Shanghai Municipal Education Commission under
Grant No. YYY08004, Shanghai Leading Academic Discipline Project under Grant No. J51501,
and National Natural Science Foundation of China under Grant No. 10902071.
References
1. Freitas M, Viana R, Grebogi C (2003) Erosion of the safe basin for the transversal oscillations
of a suspension bridge. Chaos Solitons Fractals 18(4):829–841
2. Thompson J, Rainey F, Soliman MS (1995) Ship stability criteria based on chaotic transients
from incursive fractals. Philos Trans R Soc Lond A 332(1):149–167
3. Thompson J, McRobie F (1993) Indeterminate bifurcation and the global dynamics
of driven oscillators. In: Proceedings of 1st European nonlinear oscillation’s confer-
ence. Hamburg, Germany
4. Senjanovic I, Parunov J, Cipric G (1997) Safety analysis of ship rolling in rough sea. Chaos
5. Soliman M (1995) Fractal erosion of basins of attraction in coupled nonlinear systems. J Sound
Vib 182(5):729–740
6. Soliman M, Thompson J (1989) Intergrity measures quantifying the erosion of smooth and
fractal basins of attraction. J Sound Vib 35(3):453–475
7. Rega G, Lenci S (2005) Identifying, evaluating, and controlling dynamical integrity measures
in non-linear mechanical oscillators. Nonlinear Anal 63(5–7):902–914
8. Gan C (2005) Noise-induced chaos and safe basin in softening Duffing oscillator. Chaos
9. Bishop S, Galvanetto U (1993) The influence of ramped forcing on safe basins in a mechanical
oscillator. Dyn Stab Syst 8(2):73–80
10. Moon F, Li G (1985) Fractal basin boundaries and homoclinic orbits for periodic motion in a
two-well potential. Physica Rev Lett 55(14):1439–1442
11. Xu J, Lu Q, Huang K (1996) Controlling erosion of safe basin in nonlinear parametrically
excited systems. Acta Mechanica Sin 12(3):281–288
12. Shang H, Xu J (2008) Multiple periodic solutions in Lienard oscillator with delayed position
feedbacks. J Tongji Univ (Nat Sci) 36(7):962–966
13. Xu J, Chung K (2003) Effects of time delayed position feedback on a van der Pol–Duffing
oscillator. Physica D 180(1–2):17–39
14. Maccari A (2006) Vibration control for parametrically excited Liénard systems. Nonlinear
Mech 41(1):146–155
15. Driver D (1977) Ordinary and delay differential equations. Springer, New York
Part III
Switching and Stochastic
Dynamical Systems
Chapter 16
On Periodic Flows of a 3-D Switching System
with Many Subsystems
Albert C.J. Luo and Yang Wang
Abstract In this chapter, the stability and bifurcation of periodic flows in a

switching system of multiple subsystems with transport laws at switching points
is presented. The periodic flows and stability for linear switching systems are
discussed as an example. Analytical prediction of the periodic flow in such lin-
ear switching systems is carried out and parameter maps of stability are given.
The methodology presented in this chapter can be applied to nonlinear switching
systems. The further results on chaos, stability, and bifurcation of periodic flows in
nonlinear switching systems will be presented in sequel.
16.1 Introduction
Consider a C ri -continuous system (ri > 1) on an open domain Di Rn , in the

time interval t 2 Œtk1 ; tk

T
xP .i / D F.i / x.i / ; t; p.i / 2 Rn I x.i / D x.i
1
/ .i /
; x 2 ; : : : ; x .i /
n 2 Di : (16.1)

T
The time is t and xP .i / D dx.i /=dt. p.i / D p1.i / ; p2.i / ; : : : ; pm
.i /
i
2 Rmi is a

parameter vector. On the domain Di Rn , the vector field F.i / xP .i / ; t; p.i / with
the parameter vector p.i / is C ri -continuous in x.i / for time interval t 2 Œtk1 ; tk .
.i /
With an initial condition x.i /.tk1 / D xk1 , the dynamical system in (16.1)
possesses a continuous flow as

x.i / .t/ D ˆ .i / x.i
k1
/
; t; p.i /
I x.i
k1
/
D ˆ .i /
x .i /
k1 ; tk1 ; p.i /
: (16.2)
A.C.J. Luo ()

Department of Mechanical and Industrial Engineering, Southern Illinois University Edwardsville,
Edwardsville, IL62026-1805, USA
e-mail: aluo@siue.edu
190 A.C.J. Luo and Y. Wang
To investigate the switching system consisting of many subsystems, the following

assumptions of the i th subsystem should be held.
(A1)

F.i / x.i / ; t; p.i / 2 C ri I ˆ .i / x.i
k
/
; t; p.i / 2 C ri C1 I on Di for t 2 Œtk1 ; tk ;
(16.3)
(A2)
jjF.i / jjK1.i /.const/I jjˆ .i / jj K2.i /.const/ on Di for t 2 Œtk1 ; tk ; (16.4)
(A3)
x.i / D ˆ .i / .t/ … @Di for t 2 .tk1 ; tk /: (16.5)
(A4) The switching of any two subsystems possesses the time continuity.
To investigate the switching system, a set of dynamical systems in finite time in-
tervals will be introduced first. From such a set of dynamical systems, the dynamical
subsystems in a resultant switching system can be selected.
Definition 1. From dynamical systems in (16.1), a set of dynamical systems on
the open domain Di in the time interval t 2 Œtk1 ; tk for i D 1; 2; : : : ; m is defined
as
SD f Si j i D 1; 2; : : : ; mg ; (16.6)
where
( ˇ )

ˇ .i / 2 D Rn ; p.i / 2 Rmi I
n ˇx i
Si xP .i /
DF .i / .i /
x ; t; p .i /
2 R ˇ .i / :
ˇ x .tk1 / D x.i /
k1 I t 2 Œtk1 ; tk I k 2 N
(16.7)
From Assumptions (A1)–(A3), the subsystem possesses a finite solution in the finite
time interval and such a solution will not reach the corresponding domain boundary.
From the set of subsystems, the corresponding set of solutions for such subsystems
can be defined as follows.
Definition 2. For the i th dynamical subsystems in (16.1), with an initial
condition
x.i /
k1
2 D i for k 2 N and, there is a unique solution x .i /
.t/ D ˆ .i /
x .i /
k1
; t; p.i /
.
For all i D 1; 2; : : : ; m, a set of solutions for the i th subsystem in (16.1) on the open
domain Di in the time interval t 2 Œtk1 ; tk is defined as
n o
S D ‚.i / ji D 1; 2; : : : ; m ; (16.8)
where
n ˇ
o
ˇ .i /
‚.i / x.i / .t/ ˇx.i / .t/ D ˆ .i / xk1 ; t; tk1 ; p.i / I t 2 Œtk1 ; tk ; k 2 N :
(16.9)
16 On Periodic Flows of a 3-D Switching System with Many Subsystems 191
This class of switching systems exists in network systems and control systems [1]
and widely applied to electronic power systems [2]. The survey of such switch-
ing systems can be referred to [3]. To obtain the complex responses of switching
systems, numerical schemes can be developed. For instance, Danca [4] used an
explicit Euler method to give a numerical integration scheme for switching dynami-
cal systems to obtain approximate numerical solutions. Grune and Kloeden [5] used
the Taylor series scheme to develop a higher order numerical integration scheme to
carry out numerical simulations of switching systems. Gokcek [6] used the Floquet
theory to discuss the stability of switching systems. Indeed, approximate numerical
methods can help one understand the behaviors of switching systems. However, for
the traditional analytical and numerical methods, it is very difficult to handle the
discontinuity for the switching of two systems, and it is impossible to provide an
accurate solution for switching systems. In 2005, Luo [7] developed a local theory
of singularity for such switching systems in order to exactly switch from a subsys-
tem to another subsystem (also, see Luo [8]). In 2008, Luo and Wang [9] presented
a general concept of switching systems to investigate switching dynamics of multi-
ple linear oscillators. With periodic and random piecewise forcing, the solutions of
dynamical oscillation were presented. Periodic motions of switching systems with
vector field switching were investigated. This chapter will apply the methodology
for switching system in Luo and Wang [9] to 3-D switching dynamical systems. The
periodic flow and corresponding stability of the 3-D switching system will be inves-
tigated. The parameter map for the 3-D linear switching systems will be presented
and numerical illustrations for periodic flow will be carried out.
16.2 Methodology for Periodic Flows
To describe the switching of subsystems, consider a switching set for the i th

subsystem to be
n ˇ o
/ ˇ .i /
†.i / D x.i
k ˇ k
x D x.i / .tk /; k D 0; 1; 2; : : : : (16.10)
From the solution of the i th subsystem, a mapping Pi for a time interval Œtk1 ; tk
is defined as
Pi W †.i / ! †.i / or Pi W x.i

k1
/
! x.i
k
/
for i D 1; 2; : : : ; m: (16.11)
Define a time difference parameter for the i th subsystem for time interval Œtk1 ; tk
˛k.i / D tk tk1 (16.12)
which is set arbitrarily. For simplicity, introduce two vectors herein

T
T
.i / .i / .i / .i /
f .i / D f1 ; f2 ; fm.i / I x.i / D x1 ; x2 ; : : : ; xm
.i /
: (16.13)
From the solution in (16.9) for the i th subsystem, the foregoing equation gives for
(i D 1; 2; : : : ; m)

f .i / x.i
k
/ .i /
; x k1
D x .i /
k
ˆ .i /
x .i /
k1
; tk ; tk1 ; p.i /
D 0: (16.14)
Suppose the two trajectories of the i th and j th subsystems in phase space at the
switching time tk is continuous, i.e., for i; j 2 f1; 2; : : : ; mg at time tk ,

.j / .i / .i / .i / .j / .j /
xk D xk or x1;k ; : : : ; xm;k D x1;k ; : : : ; xm;k (16.15)
If the two solutions of the i th and j th subsystems at the switching time tk are dis-
continuous, for instance, an impulsive system needs a transport law. From Luo [2],
a vector for the transport law is introduced as

T
.ij/ .ij/
g.ij/ D g1 ; g2 ; : : : ; gm
.ij/
(16.16)
so the transport law between the i th and j th subsystems can be written as

g.ij/ x.i
k
/ .j /
; x k
D0 at time tk : (16.17)
In other words, one obtains

9
;>
.j / .ij/ .i / .i / .j / .ij/ .i / .i /
x1.k/ D g1 x1.k/ ; : : : ; xm.k/ ; x2.k/ D g2 x1.k/ ; : : : ; xm.k/ >
=

: (16.18)
>
>
.j /
xm.k/ D
.ij/
gm .i /
x1.k/ .i /
; : : : ; xm.k/ ; for i; j 2 f1; 2; : : : ; mg: ;
From the transport law, a transport mapping is introduced as for i; j 2 f1; 2; : : : ; mg
.ij/
P0 W †.i / ! †.j / ; (16.19)
i.e.,

.ij/
P0 Wx.i
k
/
!x .j /
k
or P0
.ij /
W x .i /
1.k/
; : : : ; x .i /
m.k/
! x .j /
1.k/
; : : : ; x .j /
m.k/
:(16.20)
.l lnC1 / .l l2 /
P D P0 n ı Pln ı ı Pl2 ı P0 1 ı Pl1 Pln : : :l2 l1 (16.21)
The algebraic equations for the transport mapping are given in (16.18). The mapping
Pi for the i th subsystem for time t 2 Œtk1 ; tk and the transport mapping at time
t D tk are sketched in Figs. 16.1 and 16.2. The initial and final points of mapping Pi
are x.i /
k1
and x.i
k
/
. Similarly, the initial and final points of mapping Pj are x.j
k
/
and
.j /
xkC1 . The mappings relative to the subsystem are sketched by a solid curve. The
two mappings are connected by a transport mapping at t D tk , which is depicted
a b ( j)
xk+1
Pi
(i )
(i )
xk−1 Pi xk−1 Pj
(ij)
P0
(i )
xn2 xk
xn2 ( j)
xk xk+1
xn1 xn1
.ij/
Fig. 16.1 (a) Mapping Pi and (b) transport mapping P0 in phase plane (n1 C n2 D n)
( j)
a b xk
(i) Pi
xk−1
(i)
xk−1 Pi Pj
(ij)
P0
(i) (i)
xk xk ( j)
xk+1
x
x
tk−1 tk tk − 1 tk tk + 1
t t
.ij/
Fig. 16.2 (a) Mapping Pi and (b) transport mapping P0 in the time history
by the dashed line. In phase plane, there is a nonnegative distance governed by

(16.17). However, the time-history of flows for the switching system experiences a
jump at time t D tk . If the transport law gives a special case to satisfy (16.14), the
solutions of two subsystems are C 0 -continuous at the switching time t D tk . The
jump phenomenon will disappear. Consider a flow of the resultant switching system
to have a mapping structure for t 2 [njD1 tkCj 1 ; tkCj as where
Plk 2 f Pi j i D 1; 2; : : : ; ng : (16.22)

T
Consider an initial state xk.l1 / D x1.k/ .l1 / .l1 /
; : : : ; xm.k/ at t D tk and final state

T
.lnC1 / .lnC1 / .lnC1 /
xkCn D x1.kCn/ ; : : : ; xm.kCn/ at t D tkCn , respectively.
.l / .l / .l lnC1 / .l l2 / .l /
nC1
xkCn D P xk 1 D P0 n ı Pln ı ı Pl2 ı P0 1 ı Pl1 xk 1 : (16.23)
with each time difference, one has the total time difference
Xn
tkCn tk D ˛.l m/
kCm : (16.24)
mD1
In addition, (16.25) gives the following mapping relations
.l1 /
9
xkC1 D Pl1 xk.l1 / ) Pl1 W xk.l1 / ! xkC1
.l1 /
>
>
>
>
.l / .l l2 / .l1 / .l l2 / .l / .l / >
>
2
xkC1 D P0 1 xkC1 ) P0 1 W xkC1
1
! xkC1
2
>
>
>
>
.l2 /
D .l2 /
Pl2 xkC1 ) .l2 /
Pl2 W xkC1 .l2 /
! xkC2 >
>
xkC2 >
>
.l3 /
=
xkC1 D P0.l2 l3 / xkC2
.l2 /
) P0.l1 l3 / W xkC2
.l2 / .l3 /
! xkC2 : (16.25)
>
>
:: >
>
: >
>
>
>
.l / .l / .l / .l / >
>
n
xkCn D Pln xkCn1
n
) Pln W xkCn1
n
! xkCn
n
>
>
>
.l / .l lnC1 / .ln / .l lnC1 / .ln / .lnC1 / >
;
nC1
xkCn D P0 n xkCn ) P0 n W xkCn ! xkCn
Mapping relations in (16.20) yields a set of algebraic equations as

9
.l1 /
f .l1 / xkC1 ; xk.l1 / ; ˛k.l1 / D 0; g.l1 l2 / xkC1.l1 / .l2 /
; xkC1 D 0; >
>
>
=
:: (16.26)
:

>
>
>
D 0: ;
.ln / .ln / .ln / .ln / .lnC1 /
f .ln / xkCn ; xkCn1 ; ˛kCn D 0; g.ln lnC1 / xkCn ; xkCn
If there is a periodic motion, the periodicity for tkCn D T C tk is
.l / .l / .l /
nC1
xkCn D xk.l1 / for lnC1 D l1 or x1;kCn
nC1 .l1 /
D x1;k nC1
; : : : ; xm;kCn .l1 /
D xP m;k ; (16.27)
where T is time period. The resultant periodic solution of the switching system is
for i D 1; 2; ; n
˚ ˇ )
x.li / .t/ D x.li / .t/ˇ t 2 ŒtkCnsCi 1 ; tkCnsCi for s D 0; 1; 2; : : : ;
.li / .l mod .i;n/C1 / (16.28)
xkCnsCi D xkCnsCi for s D 0; 1; 2; : : :
From (16.23) and (16.24), the corresponding switching points for the periodic
motion can be determined. From the time difference parameter, the time interval
parameter is defined as
.lm / ˛.l
kCm
m/ Xn .lm /
qkCm D and qkCm D 1: (16.29)
T mD1
If a set of the time interval parameters for switching subsystems during the next
period is the same as during the current period, the periodic flow is called the
equi-time-interval periodic flow. The pattern of the resultant flow for the switching
system during the next period will repeat the pattern of the flow during the current
period. If a set of the time interval parameters for the second period is different
from the first period, the periodic motion is called the non-equi-time-interval peri-
odic motion. For this flow, the switching pattern during the next period is different
from the current one. For a general case, during two periods, only one pattern to
make (16.28) can be satisfied. Hence, this switching pattern can be treated as a pe-
riodic flow with two periods.
To determine the stability of such a periodic motion, the Jacobian matrix can be
computed, i.e.,
.l l / .l l2 /
DP D DP0 n 1 DPln DPl2 DP0 1 DPl1 ; (16.30)
where for j D 1; 2; : : : ; n,
2 3 2
3
.l / .lj / .lj / .lj /
j @ x1.kCs/ ; x2.kCs/ ; : : : ; xm.kCs/
@xkCs
DPlj D 4 .lj /
5 D 4
.l / .lj / .lj /
5
j
@xkCs1 @ x1.kCs1/ ; x2.kCs1/ ; : : : ; xm.kCs1/
2 3mm
1 2 3 mm
.lj / .lj /
D 4 @f 5 4 @f 5
.l /
j j .l /
@xkCs @xkCs1
mm mm
(16.31)
because from (16.15) one obtains
2 3 2 3 2 3
.lj / .lj / .l /
j
@f @f @xkCs
4 5 C 4 .l / 5 4 5 D 0: (16.32)
.lj / j .l /
j
@xkCs1 @xkCs1 @xkCs1
mm mm mm
Similarly, from the transport law, one obtains

2 3 2 3 2 3
.lj lj C1 / .lj lj C1 / .lj C1 /
@x
4 @g 5 @g
C 4 .l / 5 4 kCs 5 D 0; (16.33)
.lj / j C1 .lj /
@xkCs @xkCs @xkCs
mm mm mm
2 3 2
.l / .l / .lj C1 /
3
.lj C1 / j C1 j C1
@x @ x ; x
1.kCs/ 2.kCs/ ; : : : ; xm.kCs/
DP0 j j C1 D 4 kCs 5 D 4
.l / 5
.l l /
.lj / j .lj / .lj /
@xkCs @ x1.kCs/ ; x2.kCs/ ; : : : ; xm.kCs/
2 mm
31 2 3 mm
.lj lj C1 / .lj lj C1 /
@g 4 @g
D 4 .l / 5 .lj /
5 :
j C1
@xkCs @xkCs (16.34)
mm mm
If the magnitudes of two eigenvalues of the total Jacobian matrix DP are less than
1 (i.e., j˛ j < 1, ˛ D 1; 2; : : : ; m:/, the periodic motion is stable. If the magnitude
of one of two eigenvalues is greater than 1 (j˛ j > 1,˛ 2 f1; 2; : : : ; mg/, the peri-
odic motion is unstable. If one of eigenvalues is positive one (C1) and the rest of
eigenvalues are in the unit cycle, the periodic flow experiences a saddle-node bifur-
cation. If one of eigenvalues is negative one (1) and the rest of eigenvalues are in
the unit cycle, the periodic flow possesses a period-doubling bifurcation. If a pair of
complex eigenvalues is on the unit cycle and the rest of eigenvalues are in the unit
cycle, a Neimark bifurcation of the periodic flow occurs.
16.3 Analytical Predictions
For switching system, periodic motions can be predicted by constructing certain

mapping structure and the corresponding stability can be determined by evaluat-
ing eigenvalues of Jacobian matrix. To illustrate the stability of the 3-D switching
system, consider a linear switching system as an example that includes two 3-D
subsystems with two matrices for j D 0; 1; 2; : : :
2 3
a11 a12 a13
A.1/ D 4a21 a22 a23 5 for t 2 ŒtkC2j ; tkC2j C1 ;
a31 a32 a33
2 3
b11 b12 b13
A.2/ D 4b21 b22 b23 5 for t 2 ŒtkC2j C1 ; tkC2j C2 ; (16.35)
b31 b32 b33

T
/ t t0
Q.i / D A.i
1 e ; A.i /
2 .t t0 /; A.i /
3 for i D 1; 2:
The linear switching system is expressed by
P .i / D A.i / X.i / C Q.i /

X (16.36)
The two subsystems are continuously connected at the switching points. Without
losing generality, the parameters for a dynamical system are fixed and the parame-
ters for another subsystem are varied. For instance, select the parameters as
a11 D a13 D a23 D b11 D b31 D 1I

a22 D a31 D 1I a12 D a21 D 2I a32 D 3I a33 D 3I b21 D 1:5: (16.37)
To understand the time intervals of the two subsystems for periodic motion,
introduce a new parameter as
.i / t2kCi t2kCi 1
q2kCi 1
D for i D 1; 2 and
T
X2 Xn .i /
1D q2kCi 1
for k D 1; 2; : : : ; n: (16.38)
i D1 kD1
.i /
If q2kCi 1 D q .i / , the i th subsystem possesses the equi-time interval. Otherwise,
the i th subsystem possesses the non-equi-time interval. Consider a simple periodic
motion with a mapping structure as P D P2 P1 D P21 , and the corresponding
time interval parameter can be set as q .1/ and q .2/ . For q .1/ D 0 (q .2/ D 1/, the
switching system is formed by the second subsystem only. For q .1/ D 1 (q .2/ D 0/,
the switching system is formed by the first subsystem only. Switching points are
recorded in Fig. 16.3 for a periodic flow with P D P21 , where P1 is given as a
.1/ .1/
mapping from an initial state xk to the final state xkC1 in the first subsystem of
a 100
50
Switching, x1(k)
x1(k+1)
0
x1(k)
−50
−100
0 200 400 600 800 1000
Parameter, b32
b 100
50
Switching, x2(k)
x2(k)
0
x2(k+1)
−50
−100
0 200 400 600 800 1000
Parameter, b32
c 400
200
Switching, x3(k)
x3(k+1)
0
x3(k)
−200
−400
0 200 400 600 800 1000
Parameter, b32
Fig. 16.3 Periodic motion scenario with P21 for switching 3-D systems (a) switching x1.k/ ,
(b) switching x2.k/ and (c) switching x3.k/ . q .1/ D 0:25I a11 D a13 D a23 D b11 D b31 D
b23 D 1I a22 D a31 D b22 D 1I a12 D a21 D 2I a32 D 3I a33 D 3I b21 D 1:5I b12 D
.1/ .1/ .1/ .2/ .2/ .2/
0:5I b13 D 2I b33 D 2:0I A1 D A2 D A3 D A1 D A2 D 1I A3 D 1I T D 4
the switching system, and P2 represents the mapping between an initial state x.2/
kC1
and the final state x.2/
kC2
for the second subsystem. The solid line stands for the
stable periodic response in shaded area and the dashed line represents the unsta-
ble response in white area with the parameter (b33 D 2:0; q .1/ D 0:25), where
q .1/ is the time interval of first subsystem as defined in (16.38). The similarity of
the switching points and periodic motion can be observed as parameter b32 vary-
ing from 0 to 1,000. The corresponding eigenvalues are given in Fig. 16.4. Once
there is amplitude of eigenvalues of Jocabian matrix greater than one, the switching
system is unstable. Only if all amplitudes of eigenvalues are less than one, switching
system is stable. It is consistent with the results of switching points and eigenval-
ues. When one real eigenvalue approaches to positive one (C1), switching points of
periodic flow goes to infinite and turns to unstable infinite. Meanwhile, if one real
eigenvalue is negative one (1), switching points are finite numbers shown as solid
points. As long as parameter b32 is increasing, the stable region vanished to zero and
values of switching points are expanding. Parameter map of stability region is given
in Fig. 16.5 with respect to b32 and b33 . For the boundary of stable and unstable
region, b33 and b32 goes to negative infinity in the left-hand plane, and cusps can be
found along the boundary in right-hand plane.
a b
6.0
5.0
Magnitude of Eigenvalues
4.0
4.0
2.0
Eigenvalues
3.0
0.0
2.0
−2.0
1.0
−4.0
0.0
−6.0
0 200 400 600 800 1000 0 200 400 600 800 1000
Parameter, b32 Parameter, b32
Fig. 16.4 Eigenvalue analysis for periodic motions with P21 for switching 3-D systems (a) mag-
nitudes and (b) real and imaginary parts of eigenvalues. q .1/ D 0:25I a12 D a21 D 2I a32
D 3I a33 D 3I a11 D a13 D a23 D b11 D b31 D b23 D 1I a22 D a31 D b22 D 1I b21 D
.1/ .1/ .1/ .2/ .2/ .2/
1:5I b12 D 0:5I b13 D 2I b33 D 2:0I A1 D A2 D A3 D A1 D A2 D 1I A3 D
1I T D 4
a b
8.0 8.0
Unstable Unstable
4.0 4.0
Parameter, b33
Parameter, b33
0.0 0.0
−4.0 −4.0
Stable Stable
−8.0 −8.0
0 200 400 600 800 1000 −20 0 20 40 60 80 100
Parameter, b32 Parameter, b32
Fig. 16.5 Parameter map for switching 3-D systems, (a) stable and unstable motion regions
(b) zoomed view. q .1/ D 0:25; a11 D a13 D a23 D b11 D b31 D b23 D 1; a22 D a31 D
b22 D 1; a32 D 3; T D 4; a12 D a21 D 2; a33 D 3; b21 D 1:5; b12 D 0:5; b13 D 2;
.1/ .1/ .1/ .2/ .2/ .2/
A1 D A2 D A3 D A1 D A2 D 1; A3 D 1; b12 D 0:5; b13 D 2; b23 D 1
a e
10.0
T T
P2
5.0 50.0
State, x1
P1 P2 P1 P2 P1
State, x1
P2 P2
0.0
0.0
P1 P1 P1
−5.0
−50.0
−10.0
0.0 2.5 5.0 7.5 10.0 −100.0
0.0 2.5 5.0 7.5 10.0
time, t time, t
b 2.0 f 50.0
T T
−1.5 25.0 P1
State, x2
State, x2
P2 P2
−5.0 0.0
P1 P2 P1 P2 P1 P1 P1
−8.5 −25.0
−12.0 −50.0
0.0 2.5 5.0 7.5 10.0 0.0 2.5 5.0 7.5 10.0
time, t time, t
c g
4.0 400.0
T T
P2 P2
5.0 200.0
State, x3
P2 P2 P1
State, x3
−3.0 0.0
P1 P1 P1 P1 P1
−6.5 −200.0
−10.0 −400.0
0.0 2.5 5.0 7.5 10.0 0.0 2.5 5.0 7.5 10.0
time, t time, t
d 2.0
h
22.0
P1
7.0
−2.0 P1
x3
x3
−8.0 P2 P2
P2 P1
−6.0
−23.0
10.0
5.0 9.0
−10.0 0.0 1 −38.0 5.0
−2.0 −5.0 x 1.0
4.0 2.0 −3.0 x 1
x2 −10.0 0.0 −2.0
x2 −4.0
Fig. 16.6 Periodic flows of P21 for switching 3-D systems. q .1/ D 0:25; a12 D a21 D
2; b13 D 2; b12 D 0:5; a11 D a13 D a23 D b11 D b31 D b23 D 1; a22 D
.2/
a31 D b22 D 1; a32 D 3; a33 D 3; b33 D 2:0; b21 D 1:5; A3 D 1; T D
.1/ .1/ .1/ .2/ .2/
4; A1 D A2 D A3 D A1 D A2 D 1: t0 D 0; (a–d) stable periodic flow
x1 .t0 / 6:6304; x2 .t0 / 4:3082; x3 .t0 / 2:6031; b32 D 0; (e–h) unstable flow x1 .t0 /
0:7232; x2 .t0 / 3:0431; x3 .t0 / 10:1835; b32 D 100
16.4 Numerical Illustrations
From the analytical prediction, numerical illustrations of periodic flows can provide
a comprehensive understanding of the switching systems. Consider the switching
system as defined in (16.37) and parameters in (16.36), a stable periodic flow is
given in Fig. 16.6(a)–(d) with b32 D 0; q .1/ D 0:25; A.2/ 3 D 1; T D 4; and
A.1/
1 DA .1/
2 DA .1/
3 DA .2/
1 DA .2/
2 D1. From analytical prediction, the initial condition
for this periodic flow is x1 .0/ D 6:6304, x2 .0/ D 4:3082, x3 .0/ D 2:6031.
The time histories for three state variables (xi , i D 1; 2; 3/ in the periodic flow of
the 3-D linear switching system are presented in Fig. 16.6(a)–(c). The solid point
represents the initial points and hollow points are switching points when subsystem
is switching from one to another. It is observed that all the switching points are
continuous but nonsmooth. An unstable flow of P21 is given in Fig. 16.6(e)–(h) with
b32 D 100. Even the initial condition is chosen as x1 .0/ D 0:7232, x2 .0/ D 3:0431,
x3 .0/ D 10:1835 from analytical prediction, the periodic flow is easily destroyed
by a disturbance and the values of each state (xi ,i D 1; 2; 3) will goes to infinity as
shown in Fig. 16.6(e)–(g) in time history. The numerical simulations are consistent
with analytical predictions.
16.5 Conclusions
In this chapter, a switching system of multiple subsystems with transport laws at

switching points is discussed. A frame work for periodic flows of such a switch-
ing system is presented. To show applications, periodic flows and stability for linear
switching systems are discussed as an example. Analytical prediction of periodic
flows in such linear switching systems is carried out, and parameter maps for pe-
riodic motion stability are developed. Numerical simulations are demonstrated for
illustration of stable and unstable motions. For linear switching systems, bifurca-
tions of the periodic flows cannot be observed. This framework can be applied to
the nonlinear switching systems. The further results on stability and bifurcation of
periodic flows in nonlinear switching systems will be presented in sequel.
References
1. Morse AS (1997) Control using logic-based switching. Lecture notes in control and information
sciences, vol 222. Springer, London
2. Sachdev MS, Hakal PD, Sidhu TS (1997) Automated design of substation switching systems.
Developments in power system protection, 6th international conference, pp 369–372
3. Liberzon D, Morse AS (1999) Basic problems in stability and design of switched systems. IEEE
Control Syst 19(5):59–70
4. Danca MF (2008) Numerical approximations of a class of switch dynamical systems. Chaos
Solitons Fractals 38:184–191
5. Grune L, Kloeden PE (2006) High order numerical approximation of switching system. Syst
Control Lett 55:746–754
6. Gokcek C (2004) Stability analysis of periodically switched linear system using Floquet theory.
Math Probl Eng 2004(1):1–10
7. Luo ACJ (2005) A theory for non-smooth dynamic systems on the connectable domains. Com-
mun Nonlinear Sci Numer Simul 10:1–55
8. Luo ACJ (2006) Singularity and dynamics on discontinuous vector fields. Elsevier, Amsterdam
9. Luo ACJ, Wang Y (2009) Switching dynamics of multiple linear oscillators. Commun Nonlinear
Sci Numer Simul 14:3472–3485
Chapter 17
Impulsive Control Induced Effects on Dynamics
of Complex Networks
Xiuping Han and Xilin Fu
Abstract Control and synchronization of complex networks have been extensively

investigated in many research and application fields. Previous works focused upon
realizing synchronization by varied methods. There has been little research on the
dynamics of synchronization manifold of complex networks by now. It was known
that dynamics of the single system can be changed very obviously after inputting
particular impulse signals. For the first time, above impulsive control of complex
networks is considered in this chapter. Complex networks can realize to synchronize
with such impulsive control. And dynamics of the synchronous state of complex
networks can be induced to different orbit. The orbit may be an equilibrium point,
a periodic orbit,or a chaotic orbit, which is determined by a parameter in the outer
impulse signal. Strict theories are given.
17.1 Introduction
Recently, complex networks have received rapidly increasing attentions from

different fields. Such as from internet to world wide web, from communication
networks to social organizations, from food webs to ecological communities, etc.
They widely exist in our life and are presently prominent candidates to describe the
sophisticated collaborative dynamics in many sciences [1, 3, 5, 8, 19, 21]. So far, the
dynamics of complex networks has been extensively investigated. Control and syn-
chronization are typical topics that have attracted lots of interests [11, 13, 17, 19–21].
Synchronization is a fundamental phenomenon that enables coherent behavior in
networks as a result of interactions. And several different approaches including
adaptive synchronization [26], robust synchronization [16], and impulsive control
[9] have been introduced to solve the above problem. Among these approaches,
X. Fu ()
School of Mathematical Sciences, Shandong Normal University, Jinan 250014,
e-mail: xilinfu@gmail.com
204 X. Han and X. Fu
studies show that impulsive control strategy [2, 10, 15, 22–24] is very effective and
robust while with low cost. In past decades, it has been widely applied in many
fields, such as space techniques, information science, control system, dynamical
nerve cell networks, and communication security etc. It allows stability of a com-
plex network only by small impulses being sent to the receiving systems at the
discrete impulsive instances, which can reduce the information redundancy in the
transmitted signal and increase robustness against the disturbances. In this sense,
impulsive control schemes have been applied to numerous chaos-based communi-
cation systems for cryptographically secure purposes and detailed experiments have
been carried out [6, 7, 12].
Previous work on impulsive control and synchronization of complex networks
are focused on normal impulsive effects. The impulsive input only contains state
variable. Little work has been done for the synchronization of networks with special
impulsive control, which contains outer signals. Control of chaotic systems to peri-
odic motions has been discussed using proper impulsive input [25]. It is presented
in [18] that chaos exists in a class of impulsive differential equation. Two chaotic
models for single impulsive differential systems have been discussed in [14]. Impul-
sive control induced effects on single and coupled systems with two systems have
been discussed in [4].
In this chapter, impulsive control induced effects on dynamics of complex
networks and the stability of complex networks with different dynamical nodes
by such impulsive control is discussed, where the impulse effects have outer in-
put signals. It can be seen that the complex networks realize synchronization with
such special impulsive control. The dynamics of complex networks are affected by
changes of outer input signals. Complex networks can realize synchronization and
its synchronization manifold can be changed with such impulsive control signals.
17.2 Main Results
Consider a network consisting of N nodes, in which each node is an n-dimensional

dynamical system. The state equations are
X
N
xPi D fi .xi / C bij xj ; i D 1; 2; : : : ; N; (17.1)
j D1;:::;N
where xi 2 Rn , B D .bij /N N denote the coupling configuration matrix. Then

bij D bj i D 1 if there is a connection between node i and j (i ¤ j ); otherwise,
bij D bj i D 0. In this model, it is required that the coupling coefficients satisfy
P
N
bi i D bij . And 2 Rnn is the inner connecting matrix in each node. It
j D1;j ¤i
is called complex networks with identical dynamical nodes if f1 D f2 D D fN ,
otherwise it is with different dynamical nodes.The impulsive control with special
17 Impulsive Control Induced Effects on Dynamics of Complex Networks 205
functions of above complex networks will be discussed. The first part is the stability
analysis of the presented dynamical networks with different dynamical nodes with
impulsive control.
17.2.1 Stability Analysis of the Presented Dynamical Networks

with Different Dynamical Nodes with Impulsive Control
Consider the impulsive control of complex networks (17.1) with different dynamics
of each node. That is, fi ¤ fj ; .i ¤ j; i; j D 1; 2; : : : ; N /. It can be described by
8
ˆ
ˆ P
N
ˆ xPi D fi .xi / C
< bij xj ; t ¤ tk ;
j D1;:::;N
(17.2)
ˆ
ˆ xi .t/ D Ik .xi .t//; t D tk ;
:̂
xi t0C D xi 0 ; k D 0; 1; : : : ; i D 1; 2; : : : ; N;
where fi .xi /WD!Rn ; t1 >t0 and impulse function Ik .xi / W D!Rn ; kD0; 1; 2; : : :.
Impulsive instants ftk g1
kD0
!1; t1 <t2 < < tk < ; lim tk D1, and supftkC1
k!1
C k
tk g<ıI xi jt Dtk Dxi tk xi .tk /DIk .t; xi /; where xi tkC D lim xi .t/; xi .tk /
t !tkC

D lim x.t/Dxi tk .
t !tk
Few studies were focused on complex networks with different dynamical nodes
by impulsive control for existing results. And in this chapter, the impulsive func-
tion is different from existing results. Choose Ik .xi / D zk Bk C Ck xi xi , Ck
is an n n constant matrix, Bk is a column vector, and zk is a discrete model
outer input state variable, such as from the Logistic model etc. Denote xi D

T T
.xi1 ; xi 2 ; : : : ; xi n /T ; i D 1; 2; : : : ; N; X D x1T ; x2T ; ; xN ; fi .xi /DAi xi C
T T
'i .xi /; Ai 2 R ; '1 .x1 / ; '2 .x2 /; : : : ; 'N .xN / DF .X /;
nn T T
2 3
A1 : : : 0
6 :: : : :: 7 :
AD4 : : : 5
0 ::: AN
System (13.2) can be rewritten as

8
< XP D AX C F .X / C .B ˝ /X; t ¤ tk ;
X D zk .IN ˝ Bk / C .IN ˝ Ck /X .IN ˝ In /X; t D tk ; (17.3)
:
X.t0C / D X.t0 / D .x1T .t0 /; x2T .t0 /; ; xN
T
.t0 //T D X0 ;
where In ; IN are n n and N N unit matrix respectively.

We have the following theorem from results [25, 26].
Theorem 1. Suppose the series fzk g of impulsive differential equation (17.3) as
zkC1 D zk .1 zk / and the impulsive interval is , then the solution of system
(17.3) is changed with different value of in Logistic model. Especially, the trivial
solution of system (17.3) is global asymptotical stable as 0 < 1 for impulsive

Bk ; Ck ; k D 0; 1; 2; : : : That is the impulsive controlled networks in (17.2) is global
asymptotical stable at origin.
17.2.2 Impulsive Control Induced Effects on Dynamics

of Complex Networks with Identical Dynamical Nodes
Suppose that f1 D D fN D f , complex networks (17.1) can be described by
X
N X
N
xPi D f .xi / C bij xj D Axi C '.xi / C bij xj ; i D 1; 2; : : : ; N:
j D1;:::;N j D1
(17.4)
And suppose the following assumption holding.
Assumption 1. There exists a constant L > 0 such that all the nonlinear functions
k'.xi / '.xj /k Lkxi xj k for all i ¤ j.i; j D 1; 2; : : : ; N /.
Definition 1. Complex networks (17.4) is called realize synchronization if

lim kxi .t/ xj .t/k D 0 for all i; j D 1; 2; : : : ; N .
t !1
Consider the impulsive control of the presented model:

8
ˆ
ˆ P
N
ˆ
ˆ xP D Ax C '.x / C bij xj ; t ¤ tk ;
< i i i
j D1
xi .t/ D Ik .xi .t//; t D tk ; (17.5)
ˆ
ˆ
ˆ
:̂
x.t0C / D x0 ; k D 0; 1; : : : ;
where Ik .zk ; xi / D zk Bk C Ck xi xi , Ck is an n n constant matrix, Bk is a

column vector and zk is a discrete model outer input state variable, such as from the
P
N
Logistic model etc. Assume that s D N1 xi is the synchronization state of the
i D1
complex networks. Then, we have
8
ˆ PN PN
ˆ
ˆ sP D N1 xP i D As C N1 '.xi / D ';
N t ¤ tk ;
ˆ
ˆ
ˆ
< i D1 i D1
s D zk Bk C Ck s s; t D tk ; (17.6)
ˆ
ˆ
ˆ
ˆ P
ˆ N
:̂ s t0C D N1 xi .t0 /; t0 > 0:
i D1
Let ei D .ei1 ; ei 2 ; : : : ; ein /T D xi s; i D 1; 2; : : : ; N , the dynamical error

equation is
X
N
1 X
N
ePi D Aei C bij xj C .'.xi / '.xj //; t ¤ tk ;
N
j D1 i D1
ei D Ck ei ei ; t D tk ; i D 1; 2; : : : ; N: (17.7)
Definition 2. Complex network (17.4) is called realize synchronize if lim kxi .t/
t !1
s.t/k D 0 for all i D 1; 2; : : : ; N . And the synchronization state is the orbit of s.
Denote max .X / as the maximum eigenvalues of a square matrix X . Then, we have

Theorem 2. Let ˇk Dmax CkT Ck ; 1 D max .max ..ACbi i /T C.AC
i D1;2;:::;N
bi i ///; 2 D max . /; b D max bii :
i D1;:::;N
(i) If D 1 C 2b2 C 4L < 0 ( is a constant), and there exists a constant

˛.0 ˛ < /, such that lnˇk ˛.tk tk1 / 0; k D 1; 2; : : : , then the
impulsive control coupled system (17.5) realize synchronization.
(ii) If D 1 C 2b2 C 4L 0 ( is a constant) and there exists a constant ˛ 1,
such that ln.˛ˇk / C .tkC1 tk / 0; k D 1; 2; : : : ; then ˛ D 1 implies that
the trivial solution of the system (17.7) is stable and ˛ > 1 implies the trivial
solution is globally asymptotically stable. That is, the impulsive control coupled
system (17.5) realize synchronize.
!
1 P N
Proof. Construct a Lyapunov function V .e/ D e T ei . For t 2 .tk1 ; tk
2 1 i
.k D 1; 2; : : :/, the time derivative of along the trajectory of system (17.7) is
VP .e1 ; : : : ; eN /
00 1T
1 X T X X X
N N N N
1 1
D ePi ei C eiT ePi D @@Aei C bij ej C .'.xi / '.xj //A ei
2 2 N
i D1 i D1 j D1 j D1
0 11
X
N
1 X
N
C eiT @Aei C bij ej C .'.xi / '.xj //AA
N
j D1 j D1
0
1X T X
N N
D @ei ..A C bi i /T C .A C bi i //ei C 2 eiT bij ej
2
i D1 j D1;j ¤i
1
1 X
N
C 2eiT .'.xi / '.xj //A
N
j D1
1X X X
N N N
max ..A C bi i /T C .A C bi i //eiT ei C eiT bij ej
2
i D1 i D1 j D1;j ¤i
X
N
1 X
N
C eiT .'.xi / '.xj //
N
i D1 j D1
1X X X
N N N
max ..A C bi i /T C .A C bi i //eiT ei C bij 2 jjeiT jjjjej jj
2
1 XX
N N
C jjei jjjj.'.xi / '.xj //jj
N
i D1 j D1
1X X X
N N N
max ..A C bi i /T C .A C bi i //eiT ei C bij 2 jjeiT jjjjej jj
2
L X
N X
N
C jjei jjjjxi xj jj
N
i D1 j D1
!
1 X T X X
N N N
1 T
1 ei ei C 2 bij ei ei C ejT ej
2 2
L X
N X
N
C jjei jj.jjxi sjj C jjs xj jj/
N
i D1 j D1
!
1 X T X X
N N N
1 T
1 ei ei C 2 bij e ei CejT ej
2 2 i
L X
N X
N
C .jjei jj2 C jjei jjjjej jj/
N
i D1 j D1
! 0 1
1 X T 2 X X
N N N
1 ei ei C @bi i eiT ei C bij ejT ej A
2 2
00 1 1
L X @@ X X
N N N
1
C jjei jj2 A C eiT ei C ejT ej A
N 2
i D1 j D1 j D1
! 0 0 11
1 X T 2 @X X X
N N N N

1 ei ei C bi i eiT ei C @ bij ejT ej AA
2 2
i D1 i D1 i D1 j D1;j ¤i
0 0 11
L @X X X
N N N
1
C NeiT ei C @ eiT ei C ejT ej AA
N 2
i D1 i D1 j D1
! 0 0 11
1 X T 2 @X X X
N N N N

1 ei ei C bi i eiT ei C @ bij ejT ej AA
2 2
i D1 i D1 i D1 j D1;j ¤i
!
L X
N
C 2NeiT ei
N
i D1
! !
1 X N
2 X
N
X N
X N
1 ei ei C
T
bi i ei ei C
T
bi i ei ei C 2L
T
eiT ei
2 2
i D1 i D1 i D1 i D1
! !
1 X N X N
X N
1 eiT ei C b2 eiT ei C 2L eiT ei
2
i D1 i D1 i D1
!
1 X T
N
.1 C 2b2 C 4L/ ei ei : (17.8)
2
i D1
Let D 1 C 2b2 C 4L, then VP .e/ V .e/ and

C C
V .e1 .t/; : : : ; eN .t// V e1 tk1 ; : : : ; eN tk1 exp..t tk1 //;
t 2 .tk1 ; tk ; k D 1; 2; : : : (17.9)
On the other hand, it follows
1 T C C C
V .e.tkC // D e1 tk e1 tk C C eN T
tk eN tkC
2

1
D .Ck e1 .tk // Ck e1 .tk / C C .Ck eN .tk // Ck eN .tk /
T T
2

max CkT Ck V .e.tk //
ˇk V .e.tk //: (17.10)

The following results come from (17.9) and (17.10).

For t 2 .t0 ; t1 , V .e1 .t/; : : : ; eN .t// V .e1 .t0C /; : : : ; e= n.t0C // exp..t t0 //;
which leads to V .e1 .t1 /; : : : ; eN .t1 // V .e1 .t0C /; : : : ; eN .t0C // exp..t1 t0 // and
V .e1 .t1C /; : : : ; eN .t1C // ˇ1 V .e1 .t1 /; : : : ; eN .t1 // ˇ1 V .e1 .t0C /; : : : ; eN .t0C //
exp..t1 t0 //.
In general, for t 2 .tk ; tkC1 ; .k D 0; 1; 2; /;
V .e1 .t/; : : : ; eN .t// V .e1 .t0C /; : : : ; eN .t0C //ˇ1 : : : ˇk exp..t t0 //:
Therefore, we have the following results.

(i) If < 0 and there exists a constant ˛.0 ˛ < / such that ln ˇk ˛.tk
tk1 / 0; k D 1; 2; : : : : Then we obtain that for t 2 .tk ; tkC1 ,
V .e1 .t/; : : : ; eN .t//

V .e1 .t0C /; : : : ; eN .t0C //ˇ1 ˇk exp..t t0 //
D V .e1 .t0C /; : : : ; eN .t0C //ˇ1 ˇk exp.˛.t t0 // exp.. C ˛/.t t0 //
V .e1 .t0C /; : : : ; eN .t0C //ˇ1 ˇk exp.˛.tk t0 // exp.. C ˛/.t t0 //
D V .e1 .t0C /; : : : ; eN .t0C //ˇ1 exp.˛.t1 t0 //ˇ2 exp.˛.t2 t1 //
ˇk exp.˛.tk tk1 // exp.. C ˛/.t t0 //
V .e1 .t0C /; : : : ; eN .t0C // exp.. C ˛/.t t0 //:
Namely, V .e1 .t/; : : : ; eN .t// V .e1 .t0C /; : : : ; eN .t0C // exp.. C ˛/

.t t0 //; t t0 . We can conclude that the trivial solution of system (17.7)
is globally exponentially stable from the theories in [2, 10, 22]. That is
ei1 ; : : : ; ei n ! 0.i D 1; 2; N / as t ! 1. Then, complex networks (17.5)
synchronize up with each node quickly with above impulsive control inputs.
(ii) If 0 and there exists a constant ˛ 1, such that ln.˛ˇk / C .tkC1
tk / 0; k D 1; 2; : : : . For t 2 .tk ; tkC1 , then V .e1 .t/; : : : ; eN .t//
V .e1 .t0C /; : : : ; eN .t0C //ˇ1 ˇ2 ˇk exp..t t0 //

V .e1 .t0C /; : : : ; eN .t0C //ˇ1 ˇ2 ˇk exp..tkC1 t0 //
V .e1 .t0C /; : : : ; eN .t0C //ˇ1 exp..t2 t1 //ˇ2 exp..t3 t2 //
ˇk exp..tkC1 tk // exp...t1 t0 //
1
V .e1 .t0C /; : : : ; eN .t0C // exp...t1 t0 //;
˛k
which implies that the conclusion (ii) of Theorem 2 holds. That is complex networks
achieve synchronize. t
u
Remark. The solution of system (17.6) exists if the conditions in Theorem 2 hold
for system (17.5). That is, the impulsive system (17.6) is soluble.
The following theorem can be derived for system (17.5):

Theorem 3. Suppose that conditions in Theorem 2 are satisfied by impulsive
differential system (17.5). And impulsive input functions are taken as
Ik .zk ; xi / D H.zk C "xi / xi D zk Bk C Ck xi xi ; i D 1; 2; : : : ; N;
where zkC1 D g.zk /; k D 0; 1; 2; : : : , then we have

(a) (1) H.0/ D g.0/ D f .0/ D 0; the map H is a topological transmission from
D ! D, which is defined in C 2 ; (2) The map g W Y ! Y D is a chaotic
map in C 2 in the Devaney sense, and Y is compact.
Then, the system (17.6) is also chaotic in the Devaney sense as D 0 if
conditions .1/ and .2/ hold.
(b) If the series fzk g.k D 0; 1; 2; : : :/ is . 1/-period, that is z D g .z/ (for all
z 2 fzk g) and g./ is continuous, complex networks (17.5) synchronize, and the
synchronization manifold s.t/ is T -period, that is s.t/ D s.t C T /, for any
t 2 Œ0; C1/.
It can be seen from numerical simulations that the synchronization orbit of com-
plex networks may be an equilibrium point as 0 < 1, periodic orbits as
1 < < 3:5, or a chaotic orbit as > 3:57.
17.3 Numerical Simulations
To demonstrate the above-derived theoretical results, some typical examples of

chaotic systems are used as the dynamical node of the impulsively coupled sys-
tem. Such as the typical Lorenz system etc.
A single Lorenz system is described by
8
< xP i1 D c1 .xi 2 xi1 /;
xP D c3 xi1 xi1 xi 3 xi 2 ; (17.11)
: i2
xP i 3 D xi1 xi 2 c2 xi 3 :
When c1 D 10; c2 D 8
3 ; c3 D 28; Lorenz system has a chaotic attractor.
Then we have
2 3 2 3
10 10 0 0:1 0 0
A D 4 28 1 0 5 ; D 4 0 0 0 5 ;
0 0 83 0 00
and 1 D max ..A C bii /T C .A C bii // D 27:2938: We can obtain that the
bound of above chaotic system is 39:2462. The nonlinear part of the system is
'.xi1 ; xi 2 ; xi 3 / D .0; xi1 xi 3 ; xi1 xi 2 /T . It follows that L in theorem is 39:2462.
Consider the coupled systems with four Lorenz systems as the ring chain,
2 3
1 0 0 1
6 0 1 1 0 7
where B D 6 7
4 0 0 1 1 5 : For the case, choose the matrix Bk D .0; 1; 0/;
1 0 0 1
Ck D .0:1; 0:1; 0:1/ and ˛ D 1:01; ˇ D 0:01; 2 D 1; D 186:9592 the same value
as before. The impulsive interval for synchronization should be less than 0:0246.
Then, Figs. 17.1–17.3 show the stable of the origin solution of the four Lorenz
20
xi1(t)(i=1,2,3,4)
10
0
−10
−20
0 5 10 15 20 25 30 35 40 45 50
40
xi2(t)(i=1,2,3,4)
20
0
−20
−40
0 5 10 15 20 25 30 35 40 45 50
60
xi3(t)(i=1,2,3,4)
40
20
0
0 5 10 15 20 25 30 35 40 45 50
t/s
Fig. 17.1 Variable state of the ring networks with four Lorenz coupled without impulsive control
10
xi2(t)(i=1,2,3,4) xi1(t)(i=1,2,3,4)
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
15
10
5
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
xi3(t)(i=1,2,3,4)
10
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t/s
Fig. 17.2 Variable state of the ring networks with four Lorenz coupled for D 0:5
xi3(t)(i=1,2,3,4) xi2(t)(i=1,2,3,4) xi1(t)(i=1,2,3,4) 10
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
15
10
5
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
10
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
t/s
Fig. 17.3 Variable state of the ring networks with four Lorenz coupled D 1
100
xi1(t)(i=1,2,3,4)
50
0
−50
−100
0 1 2 3 4 5 6 7 8 9 10
200
xi2(t)(i=1,2,3,4)
100
0
−100
−200
0 1 2 3 4 5 6 7 8 9 10
200
xi3(t)(i=1,2,3,4)
100
0
−100
−200
0 1 2 3 4 5 6 7 8 9 10
t /s
Fig. 17.4 Synchronization of the variable states of the networks with four Lorenz coupled for
D 3:5
systems coupled. Figures 17.4–17.6 display the synchronization and the node dy-
namics of the coupled networks with four Lorenz systems as D 3:5.
It can be seen from the numerical simulations that ring networks with four Lorenz
system coupled cannot achieve synchronization for certain given values of cou-
pling strength matrix . It is shown by Fig. 17.1. However, the networks (17.2)
will be stable to origin quickly with the presented impulsive control, where the
impulsive response is corresponding with the outer input variables. Figures 17.2
xi1(t)(i=1,2,3,4) 100
50
0
−50
−100
8 8.2 8.4 8.6 8.8 9 9.2 9.4 9.6 9.8 10
200
xi2(t)(i=1,2,3,4)
100
0
−100
−200
8 8.2 8.4 8.6 8.8 9 9.2 9.4 9.6 9.8 10
200
xi3(t)(i=1,2,3,4)
100
0
−100
−200
8 8.2 8.4 8.6 8.8 9 9.2 9.4 9.6 9.8 10
t /s
Fig. 17.4 (continued)
20
x11−x21
−20
0 1 2 3 4 5 6 7 8 9 10
50
x12−x22
−50
0 1 2 3 4 5 6 7 8 9 10
50
x13−x23
−50
−100
0 1 2 3 4 5 6 7 8 9 10
t /s
Fig. 17.5 The synchronization errors between the first and second node of the four Lorenz coupled
networks for D 3:5
and 17.3 display the stable of the origin of networks. And the synchronization man-
ifold can be changed with the outer input impulsive functions. The same conclusions
can be obtained for the synchronizing coupling strengths, that is, the synchroniza-
tion manifold is changed with impulsive inputs.
200
150
100
50
x13
0
−50
−100
−150
200
150
100 80
50 40 60
0 20
−50 0
x12 −100 −20
−150 −40
−200 −80 −60 x11
Fig. 17.6 The dynamical behavior of the first node of networks for D 3:5
17.4 Conclusion
Control and synchronization of complex networks have been extensively

investigated in many research and application fields. Previous works focused upon
realizing synchronization by vary methods. There has been little research on the
dynamics of synchronization manifold of complex networks by now. In this chapter,
impulsive control induced effects on dynamics of complex networks are investi-
gated. And the stability of complex networks with different dynamical nodes by
such impulsive control is discussed too,where the impulse effects have outer input
signals. Complex networks realize synchronization with such special impulsive
control. The dynamics of complex networks are affected by changes of outer input
signals. Complex networks can realize synchronization and its synchronization
manifold can be changed with such impulsive control signals. The synchronization
orbit may be an equilibrium point, a periodic orbit,or a chaotic orbit, which is
determined by a parameter in outer impulse single. Strict theories are given, and
some numerical simulations confirm the correctness of theoretical results.
Acknowledgments This work was supported by the National Natural Science Foundation of
China (Grant No. 10871120), the China Tianyuan Youth Founding of Mathematics (Grant No.
10826029), the Science & Technology Development Funds of Shandong Education Committee
(Grant No. J08LI10).
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work. IEEE Trans Automat Control 51:652–656
Chapter 18
Study on Synchronization of Two Identical
Uncoupled Neurons Induced by Noise
Ying Wu, Ling Hong, Jun Jiang, and Wuyin Jin
Abstract In this paper, noise-induced synchronization between two identical

uncoupled neurons is investigated by using Hodgkin–Huxley .H H/ and FHN
models with sinusoidal stimulations. The numerical results show that the value of
the critical noise intensity for synchronizing two neurons is much less than the
magnitude of mean size of the attractor of the original system, the deterministic
dynamics structure of the original attractor is not swamped under noise, and the
deterministic feature of the attractor of the original system is affected by noise
slightly for FHN neurons. This finding is significantly different from the previous
work (Phys Rev E 67:027201, 2003).
18.1 Introduction
Noise-induced synchronization is widely studied [1–9]. Theoretical results have in-

spired experimental work since the noise-induced synchronization was observed in a
pair of uncoupled sensory neurons of biological system [10]. It was confirmed that
phase synchronization could be achieved between two coupled non-identical HR
neurons when the intensity of common noise exceeds a critical value [9]. The same,
two uncoupled identical HR or HH neurons are able to achieve complete syn-
chronization [6, 8], and two uncoupled non-identical HR neurons or HH neurons
are able to achieve generalized synchronization or phase synchronization respec-
tively [7,8]. Specially, the results of Ref. [6] show that the value of the critical noise
intensity for synchronizing two identical uncoupled neurons is roughly equal to the
magnitude of mean size of the attractor of the original system, and the randomicity
of noise swamps the deterministic dynamics structure of the original attractor.
Y. Wu ()
School of Science, Xi’an University of Technology, Xi’an, Shaanxi 710048, People’s Republic of
China
e-mail: wying36@xaut.edu.cn
218 Y. Wu et al.
In this paper, noise-induced synchronization between two identical uncoupled

HH neurons and FHN neurons is numerically investigated. The results show that
the value of the critical noise intensity for synchronizing two neurons is much less
than the mean size of the attractor of the original system, and the deterministic
dynamics structure of the original attractor is not swamped under noise, but the de-
terministic dynamics structure of the original attractor in FHN models is changed
slightly by noise. This result is completely different from the conclusion of Ref. [6],
which means that the value of critical noise intensity reaching or exceeding the mag-
nitude of size of the attractor of the original system for synchronizing two identical
uncoupled neurons would not be necessary.
18.2 Numerical Results and Discussion
In Ref. [6], the equations of two identical uncoupled HR neurons are given as
follows: 8
< xP 1;2 D y1;2 ax1;2 C bx1;2 z1;2 C I C k.t/
3 2
yP D c dx1;2 y1;2
2 (18.1)
: 1;2
zP1;2 D rŒS.x1;2 / z1;2
the parameter I is external input current, .t/ is white noise with zero mean, and
h.t/.t /i D ı./; k is noise intensity. Other parameters can be obtained in [6].
The result is given in Fig. 18.1, Fig. 18.1a corresponds to attractors without noise,
and Fig. 18.1b to synchronized attractors with noise intensity k D 2:4.
Obviously, in the noiseless conditions, neurons is chaotic firing for I D3:3. After
noise-induced synchronization, the deterministic dynamics structure of the original
attractors is swamped by noise.
a b
I=3.3
2 I=3.3 5
1.5 4
1 3
2
0.5
1
0
x
0
−0.5
−1
−1
−2
−1.5 −3
−2 −4
3.25 3.3 3.35 3.4 3.45 2.4 2.5 2.6 2.7 2.8 2.9
z z
Fig. 18.1 The projections of attractors of HR neurons in z x plane for I D 3:3, the projections
of noiseless attractors (a); the projections of attractors synchronized by noise, k D 2:4 (b)
18 Study on Synchronization of Two Identical Uncoupled Neurons Induced by Noise 219
The differential equations of single H H model are given as follows:

8
ˆ dV
ˆ
ˆ C D gNa m3 h.V VNa / gk n4 .V VK / gL .V VL / C Iext
ˆ
ˆ dt
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ dm
ˆ
< dt D ˛m .V /.1 m/ ˇm .V /m
(18.2)
ˆ
ˆ dn
ˆ
ˆ D ˛n .V /.1 n/ ˇn .V /n
ˆ
ˆ
ˆ
ˆ
dt
ˆ
ˆ
ˆ dh
:̂ D ˛h .V /.1 h/ ˇh .V /h
dt
where V is the membrane potential, the definitions of the other variables could be
found in [11], and, the parameters C D 1 F=cm2 ; gNa D 120 mS=cm2 ; gK D 36
mS=cm2 ; gL D 0:3 mS=cm2 ; VNa D 50 mV; VK D 77 mV; VL D 54:4 mV; Iext
is an external periodic signal current, Iext D Ishift C sin.2ft/, where Ishift D 10 A
=cm2 , is the amplitude of current shift, and f D f0 is the stimulus frequency,
f0 D 20 Hz is basic stimulus frequency. In this work, the double precision fourth-
order Runge Kutta method is used with integration time step 0.05, and the thresh-
old Vth D 40. As parameter varies, there are a lot of firing types, such as
quasi-periodic, bursting, chaotic, and periodic motions.
Adding white noise .t/ with zero mean to external input current, the differential
equations of two uncoupled H H models are given as follows:
8
ˆ dV1;2
ˆ
ˆ C D gNa m1;2 3 h1;2 .V1;2 VNa / gk n1;2 4 .V1;2 VK / gL .V1;2 VL /
ˆ
ˆ dt
ˆ
ˆ
ˆ
ˆ C Iext C k.t/
ˆ
ˆ
ˆ
< dm1;2
D ˛m .V1;2 /.1 m1;2 / ˇm .V1;2 /m1;2 (18.3)
ˆ dt
ˆ
ˆ
ˆ
ˆ dn 1;2
ˆ
ˆ D ˛n .V1;2 /.1 n1;2 / ˇn .V1;2 /n1;2
ˆ
ˆ dt
ˆ
ˆ dh1;2
:̂ D ˛h .V1;2 /.1 h1;2 / ˇh .V1;2 /h1;2
dt
where k is noise intensity. In numerical simulation, the initial conditions are

.V1 ; m1 ; n1 ; h1 /0 D.60; 0:2; 0:4; 0:45/ and .V2 ; m2 ; n2 ; h2 /0 D.65; 0:1; 0:4;
0:45/, the data of n 104 are ignored to avoid transients.
According to the definition in [6], the mean size of attractor of H H model
without noise corresponding to variable V is SV 106:8, and the mean size is not
changed as stimulus frequency varies. In Fig. 18.2, we give V h projections of the
attractors for f D 4:7f0 . The critical noise intensity for synchronizing two H H
neurons is k D 4:3. The critical noise intensity are much less than the magnitude
of the mean size of the original attractor .SV 106:8/. Figure 18.2a corresponds
to the attractors without noise which is chaotic firing, Fig. 18.2b to synchronized
attractors. Obviously, after synchronizing the original attractors is not swamped by
noise, which is completely different from the conclusion of Ref. [6].
220 Y. Wu et al.
a b
η=4.7 η=4.7
40 40
20 20
0 0
−20 −20
V
V
−40 −40
−60 −60
−80 −80
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5
h h
Fig. 18.2 The projections of attractors of HH neurons in V h plane for D 4:7, the projection
of noiseless attractors (a) the projection of attractors synchronized by noise (b)
a b
b=0.2404
0.15
0.15 b=0.2404
0.1 0.1
0.05 0.05
w w
0 0
−0.05 −0.05
−0.1 −0.1
−0.2 0 0.2 0.4 0.6 0.8 −0.5 0 0.5 1
v v
Fig. 18.3 The projections of attractors of FHN neurons in v w plane for b D 0:2404, the
projection of noiseless attractors (a) the projection of attractors synchronized by noise (b)
The differential equations of two uncoupled FHN models with noise are given as
follows: 8
ˆ dv
< " i D vi .vi a/.1 vi / wi C k.t/
dt (18.4)
:̂ dwi D vi dw b C r sin.ˇt/
dt
in which, i D 1, 2 and other parameters are " D 0:02; d D 0:78; a D 0:5; r D 0:27,
and ˇ D 14:0 respectively, single FHN model can show a lot of firing types with
parameter b changing.
Figure 18.3 gives the projections of attractors of FHN neurons in v w plane
for b D 0:2404. Figure 18.3a corresponds to the attractors without noise which is
chaotic firing, Fig. 18.3b to synchronized attractors. Obviously, after synchronizing
the original attractor is not swamped by noise, but are changed obviously, which
18 Study on Synchronization of Two Identical Uncoupled Neurons Induced by Noise 221
are disturbed by noise slightly. The result is different from the conclusion of HH
neurons. The values of critical noise intensity for synchronizing two FHN neurons
is 0.06, which is much less than the magnitude of the mean size of the original
attractor .Sw D 0:43/. That is same as the result of HH neurons.
18.3 Conclusions
By numerically investigating noise-induced synchronization between two uncoupled

FHN and HH models, we find that the value of the critical noise intensity reaching
or exceeding the magnitude of the mean size of the attractor of the original system
for synchronizing two models is not necessary. This result is completely different
from conclusion of Ref. [6]. It is interesting that the deterministic dynamics struc-
ture of the original attractor of neurons is swamped by noise for HR model, but that
of the original attractor of neuron is remained for HHmodel, and the original attrac-
tor of neuron is slightly changed by noise for FHN models. These differences mean
that the mechanism of noise-induced synchronization is worthy to further detected.
Acknowledgments The project is grateful for the financial support by the National Natural Sci-
ence Foundation of China under Grant Nos. 10772140, 10872155, and the first author is grateful
for the financial support by the Foundation of Xi’an University of Technology under Grant Nos.
108-210808, 108-210809.
References
1. Maritan A, Banavar JR (1994) Chaos, noise, and synchronization [J]. Phys Rev Lett 72:1451
2. Pikovsky AS (1994) Chaos, noise, and synchronization [J]. Phys Rev Lett 73:2931
3. Lai CH, Zhou CS (1998) Synchronization of chaotic maps by symmetric common noise [J].
Europhys Lett 43:376
4. Zhou CS, Kurths J (2002) Noise-enhanced phase synchronization of chaotic oscillators [J].
5. Toral R, et al (2001) Analytical and numerical studies of noise-induced synchronization of
chaotic systems [J]. Chaos 11:665
6. He DH, Shi PL, Stone L (2003) Noiseinduced synchronization in realistic models [J]. Phys
Rev E 67:027201
7. Wu Y, Xu JX, He DH, et al (2005) Generalized synchronization induced by noise and parameter
mismatching in Hindmarsh–Rose neurons [J]. Chaos Solitons Fractals 23:1605
8. Zhou CS, Kurths J (2003) Noise-induced synchronization and coherence resonance of a
Hodgkin–Huxley model of thermally sensitive neurons [J]. Chaos 13:401
9. Shuai JW, Durand DM (1999) Phase synchronization in two coupled chaotic neurons [J]. Phys
Lett A 264:289
10. Neiman AB, Russell DF (2002) Synchronization of noise-induced bursts in noncoupled sen-
sory neurons [J]. Phys Rev Lett 88:138103
11. Jin WY, Xu JX, Wu Y, et al (2004) An alternating periodic-chaotic ISI sequence of HH neuron
under external sinusoidal stimulus. Chinese Phys 13:335
Chapter 19
Non-equilibrium Phase Transitions
in a Single-Mode Laser Model Driven
by Non-Gaussian Noise
Yanfei Jin
Abstract The non-equilibrium phase transition of a single-mode laser model driven

by non-Gaussian noise is studied in this paper. The stationary probability distribu-
tion (SPD) and its extremal equation are derived by using the path integral approach
and the unified colored noise approximation. It is found that there is a critical rela-
tion between the noise intensity and the correlation time so that there is a transition
line separating the mono-stable region and the bi-stable region. Given the noise
intensity and the correlation time, the single-mode laser system undergoes a suc-
cessive phase transition by varying the departure of the non-Gaussian noise from
the Gaussian noise. Meanwhile, as indicated in the phase diagram, when the noise
intensity and the correlation time are varied, the system undergoes a reentrance
phenomenon.
19.1 Introduction
Noise may play a constructive role and induce new ordering phenomena in
some non-equilibrium systems [1–4] even though it is usually considered as a
source of disorder and chaos. This phenomenon is the so-called noise induced
phase transition. The noise induced phase transitions in systems far away from
thermal equilibrium have been widely investigated in many fields [5–11], such
as physics, chemistry, and biology. Gudyma [7] examined the mechanisms of ac-
tion of colored multiplicative noise in a positionally disordered semiconductor
with Moss–Burstein shift. It is found that the action of multiplicative noise causes
non-equilibrium first-order phase transition of the disorder-order-type in electron
subsystem of semiconductor. Van den Broeck et al. [8] found that the lattice model
with multiplicative noise could undergo a non-equilibrium phase transition to a
symmetry-breaking state. Zaikin et al. [9] showed the non-equilibrium first-order
Y. Jin ()
Department of Mechanics, Beijing Institute of Technology, Beijing 100081,
e-mail: jinyf@bit.edu.cn
224 Y. Jin
phase transition in a nonlinear lattice of over-damped oscillators with both additive

and multiplicative noise terms, which is induced by additive noise. Castro et al.
[10] reported the reentrance phenomena induced by colored multiplicative noise
and correlated additive and multiplicative white noises. Jia et al. [11] found that
the cross-correlation between noises could induce the reentrance phenomena in a
bi-stable kinetic model. The above studies proved that the noise acts an important
role in the study of non-equilibrium phase transitions.
The single-mode laser model with random fluctuation has received much at-
tention from both theorists and experimentalists [12–18] and can be regarded
as a particular prototype of a nonlinear problem in non-equilibrium statistical
mechanics. Zhu [12] investigated the transient properties of two different single-
mode laser models with loss noise and gain noise. Cao and Liang et al. [13–15]
studied the effects of white and colored cross-correlation between additive and mul-
tiplicative noises on the phase transition in the dye laser system respectively. Luo
et al. [16] developed a two-dimensional decoupling theory, which applied to single-
mode dye laser system with colored noise. Xie and Mei [17] studied a single-mode
laser model with cross-correlated additive and multiplicative noises term and found
that nearby threshold the presence of negatively correlated noises slows down the
decay of fluctuation. Jin et al. [18] investigated the relaxation time of a single-mode
dye laser system driven by cross-correlated additive and multiplicative noises and
found that the correlation intensity speeds up the intensity fluctuation decay of laser
slightly above threshold.
Most of existing theoretical works assume that the noise source yields a Gaussian
distribution (either white or colored). Recently, some experiments in sensory, bio-
logical, and physical systems [19, 20] have indicated that the noise sources may
yield non-Gaussian distributions. Fuentes and Horacio et al. [21–23] investigated
the effects of non-Gaussian noises on the mean first-passage time and stochas-
tic resonance in a bi-stable system. Meanwhile, the effect of non-Gaussian noise
sources in the noise-induced transition for a genetic model is studied by Horacio and
Toral [24]. Goswami et al. [25] studied the barrier crossing dynamics in presence
of additive and multiplicative non-Gaussian noise. This included the multiplica-
tive colored non-Gaussian noise, which can induce resonant activation. To the best
knowledge of the author, no attention has been paid to the noise-induced phenom-
ena in the laser model subjected to non-Gaussian noises because of mathematical
difficulties. It is desirable, hence, to gain an insight into the non-equilibrium phase
transitions of a single-mode laser model subjected to the non-Gaussian noise.
The paper is organized as follows: In Sect. 19.2, the stationary probability dis-
tribution (SPD) and its extremal equation are derived by using the path integral
approach and the unified colored noise approximation. It is found that there is a crit-
ical relation between the noise intensity and the correlation time so that there is a
transition line separating the mono-stable region and the bi-stable region. Analyzing
the roots of the extreme equation of SPD, the effects of non-Gaussian noise on non-
equilibrium phase transition is discussed in Sect. 19.3. Finally, several concluding
remarks are drawn in Sect. 19.4.
19 Non-equilibrium Phase Transitions in a Single-Mode Laser Model 225
19.2 Approximate Stationary Probability Distribution
Consider a single-mode laser loss model with the non-Gaussian noise described by
the following Langevin equation
IP D 2. I /I C 2I .t/; (19.1)
where I is the laser intensity, is the pump parameter, .t/ is the noise term
with the non-Gaussian distribution, and can be modeled as a Markov process by
the following Langevin equation [21]
1 d 1
P D Vq ./ C .t/; (19.2)
d
where .t/ is the Gaussian white noise and can be characterized by the following
mean and variance
˝ ˛
h.t/i D 0; .t/.t 0 / D 2Dı.t t 0 / (19.3)
and

D 2
Vq ./ D ln 1 C .q 1/ ; (19.4)
.q 1/ D 2
where parameter q denotes the departure of the non-Gaussian noise .t/ from the
Gaussian distribution, the parameters and D represent the noise correlation time
and the noise intensity respectively. When q ! 1; .t/ degenerates to Gaussian col-
ored noise. From [21–23], the stationary probability distribution of .t/ is given by
1=.q1/
1 2
Pqst ./ D 1 C .q 1/ ; (19.5)
Zq D 2
here Zq is the normalization factor. And the mean and variance of .t/ are derived
as follows
h.t/i D 0;
(
˝ 2 ˛ 2D
; q 2 .1; 5=3/
.t/ D .53q/ : (19.6)
1; q 2 Œ5=3; 3/
The multiplicative noise .t/ in (19.1) turns to the additive one by setting x D ln I
xP D 2. e x / C 2.t/: (19.7)

226 Y. Jin
From (19.2)–(19.6), one can see that the introduction of the non-Gaussian noise
involves many mathematical difficulties. Thus, the following Gaussian noise ap-
proximation in the region jq 1j
1 (q > 1 and q < 1) is adopted by applying
the path integral approach [21–22]
1 " ˝ 2 ˛ #1

1 dVq ./ 2 1
D 1 C .q 1/ 1 C .q 1/ D ;
d D 2 D 2 eff
(19.8)
where eff D .2.2 q/=.5 3q//.
It is easy to see that (19.2) can be rewritten as a re-normalized Ornstein–
Uhlenbeck process with the effective noise correlation time eff and the effective
multiplicative noise intensity Deff D .2.2 q/=.5 3q//2 D. Especially, when
q ! 1, there are eff ! and Deff ! D.
Based on (19.8), (19.2) has been transformed into a Markov process. And using
the unified colored noise approximation, (19.7) can be rewritten as
2. e x / 2
xP D C 1 .t/; (19.9)
1 C 2e eff
x eff Œ1 C 2e x eff
where eff is defined as (19.8).

The corresponding Fokker–Plank equation determined by (19.9) can be
derived as
@P .x; t/ @ @2
D ŒA.x/P .x; t/ C 2 ŒB.x/P .x; t/; (19.10)
@t @x @x
where
2. e x / 8e x eff 4Deff

A.x/ D Deff ; B.x/ D :
1 C 2eff .1 C 2e x eff /3 .1 C 2e x eff /2
Substituting the transformation x D ln I , the stationary probability distribution

(SPD) of the laser intensity can be obtained from (19.10)

N ˆ.I /
st .I / D exp ; (19.11)
B.I / D
where
2
5 3q . ln I C I / .2 q/I.2 I /
ˆ.I / D ;
2q 8 4.5 3q/
2.2 q/I
B.I / D (19.12)
.5 3q/ C 4.2 q/I
and N is a normalization constant. When q D 1, (19.11) is consistent with the result

obtained in [4].
From (19.11)–(19.12), the extremal equation of the SPD st .I / are determined
by the following equation of third order
I 3 C a2 I 2 C a1 I C a0 D 0; (19.13)
where
1 8D.2 q/2 .5 3q/2

a0 D ;
16 2 .2 q/2
1 .5 3q/Œ.5 3q/ 8.2 q/
a1 D ;
16 2 .2 q/2
1 .5 3q/ 2.2 q/
a2 D :
2 .2 q/
When the form of st .I / changes between the bimodal structure and the unimodal
structure, the critical parameter Dc satisfies the following equation

2 .5 3q/ 3
Dc D 4 C : (19.14)
216 .2 q/
That is, when the correlation time is fixed, the SPD is bimodal for D > Dc and
it is unimodal for D < Dc . Equation (19.14) can be rewritten according to the
effective noise correlation time eff and the effective multiplicative noise intensity
Deff as
2 1 3
Deff D eff .2 C eff / : (19.15)
27
19.3 General Analysis
From (19.11) and (19.15), the effects of the non-Gaussian noise on the non-
equilibrium phase transition of the single-mode laser are discussed in this section.
In Fig. 19.1, the transition lines for different values of q are plotted in the .; D/
plane. It is seen that the transition line decreases with the increase of q and a min-
imum value of noise intensity D is needed to induce the phase transition. When
.; D/ falls into the region above the transition line, the extreme equation (19.13)
has three extreme points. Otherwise, (19.13) only has one extreme point. The cor-
responding SPD st .I / is plotted with different values of q shown in Fig. 19.2. In
Fig. 19.2, the noise correlation time and the noise intensity D are fixed as D 1
and D D 0:5, which are chosen above the boundary of q D 1:5 and below the
boundaries of q D 1 and q D 0:5. The SPD st .I / corresponding to q D 1 and
q D 0:5 has a single peak when the laser intensity I in interval [0,1]. When q D 1:5,
228 Y. Jin
Fig. 19.1 Phase diagram Dc

vs. for different values of q
with D 1
1
q=1
0.9 q=1.5
q=0.5
0.8
0.7
0.6
ρst(I)
0.5
0.4
0.3
0.2
0.1
0
0 0.5 1 1.5 2 2.5 3
I
Fig. 19.2 The SPD st .I / for different values of q with D 1, D D 0:5; D 1
the curve of st .I / exists an infinite maximum at I D 0 and a finite maximum at

0 < I < 1. The SPD st .I / appears a bimodal structure and the corresponding
extreme equation (19.13) has two maximum points and one minimum point, which
is consistent with the results shown in Fig. 19.1. Thus, the SPD st .I / can switch
from unimodal to bimodal structure by increasing the parameter q for fixed and D.
Therefore, the parameter q plays an important role in the noise induced transitions.
Figure 19.3 gives the transition line for the case of q D 1:5. Points A and C
are chosen from the region below the transition line, while point B is laid above
the transition line. The SPD st .I / for the points A, B, C indicated in Fig. 19.3 are
presented in Fig. 19.4. The SPD st .I / at point A appears a bimodal structure. Then
fixed the value of the correlation time and increased the noise intensity D beyond
some threshold phase, the SPD st .I / corresponding to B has a unimodal structure.
If further fixed the noise intensity D and increased the correlation time beyond
Fig. 19.3 Phase diagram Dc vs. for q D 1:5 and D 1
1
corresponding to ponit A
0.9
corresponding to point B
0.8 corresponding to point C
0.7
0.6
ρst(I)
0.5
0.4
0.3
0.2
0.1
0
0 0.5 1 1.5 2 2.5 3
I
Fig. 19.4 The SPD st .I / for different combinations of .; D/ with D 1 and q D 1:5
some threshold value, the SPD st .I / corresponding to C goes back to the bimodal
structure. This type of non-equilibrium transition phenomenon is called reentrance
phenomenon. Thus, the reentrance phenomenon is found in this laser model when
the noise source is the non-Gaussian noise.
19.4 Conclusion Remarks
The non-equilibrium phase transition of a single-mode laser model driven by non-

Gaussian noise is studied in this paper. The stationary probability distribution (SPD)
and its extremal equation are derived by using the path integral approach and the
230 Y. Jin
unified colored noise approximation. It is found that there is a critical relation

between the noise intensity and the correlation time so that there is a transition line
separating the mono-stable region and the bi-stable region. Given the noise intensity
and the correlation time, the single-mode laser system undergoes a successive phase
transition by varying the departure of the non-Gaussian noise from the Gaussian
noise. Meanwhile, as indicated in the phase diagram, for some regions of values of
noise intensity and correlation time, the system turns to a bi-stable phase. Then, for
fixed value of correlation time and increased noise intensity beyond some thresh-
old value, the system undergoes a transition to a mono-stable phase. If the noise
intensity is further fixed and the correlation time is increased beyond some thresh-
old value, the system goes back to a bi-stable phase. This type of non-equilibrium
transition phenomenon is called reentrance phenomenon.
The single-mode laser model with random fluctuation is a particular prototype in
describing the effects of noises and may be subject to various kinds of noise sources.
This study, therefore, extends the application of the single-mode laser model by
introducing the non-Gaussian noise. The phenomena found in this paper provide a
basis for experimental research and technological applications of the laser system.
Acknowledgments This work was supported in part by the National Natural Science Foundation
of China under Grant Nos. 10702025, 10972032, and 70771005, in part by the Excellent Young
Scholars Research Fund of Beijing Institute of Technology under Grant No. 2008Y0175, Beijing
Municipal Commission of Education Project under Grant No. 20080739027, and the Ministry of
Education Foundation of China under Grant No. 20070004045.
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laser white-gain-noise model and correlated noises induced transitions. Phys Lett A 260:126
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and multiplicative colored noises with colored cross-correlation. Phys Lett A 294:190
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driven by cross-correlated additive and multiplicative noises. Physica A 354:143
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Chapter 20
Dynamical Properties of Intensity Fluctuation
of Saturation Laser Model Driven
by Cross-Correlated Additive
and Multiplicative Noises
Ping Zhu
Abstract Dynamical properties of the intensity fluctuation of a saturation laser

model driven by cross-correlated additive and multiplicative noises are investigated.
Using the Novikov theorem and the projection operator method, we obtain the an-
alytic expressions of the stationary probability distribution Pst .I /, the relaxation
time Tc , and the normalized correlated function C.s/ of the system. By numeri-
cal computation, we discussed the effects of the cross-correlated strength and the
cross-correlated time , the quantum noise intensity D, and the pump noise inten-
sity Q for the fluctuation of the laser intensity. Above the threshold, weakens the
stationary probability distribution, speeds up the startup velocity of the laser system
from start status to steady work, and enhances the stability of laser intensity out-
put; however, strengthens the stationary probability distribution and decreases the
stability of laser intensity output; when < 0, speeds up the startup; on the con-
trary, when > 0, slows down the startup. D and Q make the associated time
exhibit extremum structure, that is, the startup time possesses the least values. At the
threshold, cannot generate the effects for the saturation laser system, expedites
the startup velocity and enhances the stability of the startup. Below threshold, the
effects of and not only relate to and , but also relate to other parameters of
the system.
20.1 Introduction
Recently, people have been more and more interested in statistical fluctuations of
laser radiation which determine the limits on the use of lasers in almost every
application. The statistical properties of a sing-mode laser that contains both ad-
ditive and multiplicative noises are discussed by the experimental measurements
and theoretical analysis [1–7]. Meanwhile, importance of the saturation effects for
P. Zhu ()
Department of Physics, Simao Teacher’s College, Puer 665000,
Peoples’s Republic of China
e-mail: zhuupp@yahoo.com.cn
234 P. Zhu
the behavior of the laser is shown [8–12]. Zhu [13] discussed the saturation ef-
fects in a laser with additive and multiplicative white noises. Cao et al. [14–16]
analyzed the effects of saturation in the transient process of a dye laser with addi-
tive and multiplicative noises. Recently, the effects of correlations between additive
and multiplicative noises on the statistical fluctuation of a single-mode laser model
have attracted the close attention [7, 17–19]. In [7], Zhu investigated the steady-
state properties of the cubic model of single-mode laser with correlations between
additive noise and a multiplicative noise. Long et al. [18] studied the phase lock
induced by correlations between an additive noise and a multiplicative noise in the
cubic model of a single-mode laser. Liang at al. discussed moments of intensity of
single-model laser driven by additive and multiplicative colored noises with cross-
correlation [20].
The saturation laser model possessing the theoretical and applied values is as
typical as the cubic model of a single-mode laser model. In 1992, Zhu [21] investi-
gated the saturation effects of uncorrelated additive and multiplicative noises for a
saturation laser model. Thereafter, Zhu et al. [22,23] presented the correlation func-
tion and the relaxation time of a saturation laser model with correlated additive and
multiplicative white noises and discussed the effects of correlated white noises.
The associated relaxation time and the correlation function are important physi-
cal quantity to characterize the dynamic behavior of a stochastic process, and hence
are usually used to describe the fluctuation behavior of a nonlinear system. Re-
searches [24–27] on the problem have shown the important physical feature of the
associated relaxation time and the correlation function of the probability fluctua-
tion in a nonlinear stochastic system. Applying the means of the projection operator
method, Xie and Mei investigated the dynamical properties of a bistable kinetic
model with correlated white noises [28], and Mei et al. [29, 30] investigated the
effects of cross-correlation for the relaxation time and the correlated function of
a bistable system and showed the dynamical properties of a bistable system with
cross-correlated white noise. Zhu discussed the effects of cross-correlated additive
and multiplicative colored noise sources for the associated relaxation time and the
intensity correlation function of a bistable system [31, 32]. From these researches,
we found that the correlation strength between additive and multiplicative noises
play an important role in the processes of a nonlinear stochastic system. As the on-
going studying works further deepens, people have been more and more interested
in the stochastic system with cross-correlated additive and multiplicative colored
noises. Jin et al. [33] discussed the relaxation time of a single-mode dye laser sys-
tem driven by cross-correlated additive and multiplicative noises.The case of a full
account of the saturation with cross-correlated additive and multiplicative noises are
not further investigated.
This chapter is organized as follows: in Sect. 20.2, making use of the approx-
imatic Fokker–Plank equation (AFPE) for a saturation laser model with cross-
correlated additive and multiplicative noises, we solve the AFPE for stationary
probability distribution (SPD) of the laser system. Employing the means of the
projection operator method, in which the effects of the memory kernels are taken
into account, the analytic expressions of the associated relaxation time and the nor-
malized correlation function on the saturation laser model with cross-correlated
20 Dynamical Properties of Intensity Fluctuation 235
noises were derived. In Sect. 20.3, based on the numerical results, we discuss the
effects of the coupling strength , the cross-correlated tine , the quantum noise
intensity D, the pump noise intensity Q for the stationary probability distribution,
the associated relaxation time and the correlation function, so that we show further
dynamical properties of intensity fluctuation of saturation laser model driven by
cross-correlated additive and multiplicative noises. The discussion and conclusion
of the results conclude the paper.
20.2 Stationary Probability Distribution and Relaxation

Time and Correlated Function
The complex laser field E of a laser model with a full account of the saturation
effects follows the Langevin equation [8]
dE
dt
D kE C
F1 E
1 C A j E j2 =F1
C p.t/E C q .t/; e e (20.1)
where K is the cavity decay rate for the electric field and F1 D a0 C K is the
e e
gain parameter; a0 and A are real and stand for net gain and self-saturation coeffi-
cients. The random variables q .t/ and p .t/ are complex and present the quantum
and pump noise.
Performing the polar coordinate transform E D rei on (20.1), one can obtain
two equation of the field amplitude r and phase . Then, the Langevin equation of
the field amplitude r can be written as follows [34]:
F1 r D
rP D Kr C C C rp.t/ C q.t/: (20.2)
Ar 2
1C F1
r
Defining the laser intensity is as I , and then we have I D r 2 .

Thus, (20.2) can be rewritten as the Langevin equation of I
F1 I 1
IP D 2KI C C 2D C 2I 2 q.t/ C 2Ip.t/: (20.3)
1C AI
F1
The multiplicative noise p.t/ and the additive noise q.t/ are considered to be
Gaussian-type noise, with zero mean, and
hq.t/q.t 0 /i D 2Dı.t t 0 /; (20.4)
hp.t/p.t 0 /i D 2Qı.t t 0 /; (20.5)

p
DQ jt t 0 j
hq.t/p.t 0 /i D hp.t/q.t 0 /i D exp

p 0
! 2 DQı.t t / as ! 0; (20.6)
236 P. Zhu
where D and Q stand for the strength of additive and multiplicative noises,
respectively. The parameter measures the strength of correlations between q.t/
and p.t/. is the correlation time of the correlation between q.t/ and p.t/. When
the limit ! 0, the colored correlation becomes the white one. Employing the
Novikov theorem [35], Fox’s approach [36] and ansatz of Hanggi et al. [37], the
approximate Fokker–Planck equation (FPE) to (20.3) is given by [38–40]
@P .I; t/
D LFP P .I; t/; (20.7)
@t
@ @2
LFP D f .I / C 2 G.I /; (20.8)
@I @I
where
2F1 I
1

f .I / D 2KI C C 2D C 2 D C 3b0 I 2 C 2QI ; (20.9)
1 C AI =F1

3

G(I) D 4 DI C 2b0 I 2 C QI 2 ; (20.10)
and p
DQ
b0 D
: (20.11)
1 C 2K 1 K
F1
Note that this approximate Fokker–Plank equation holds under the condition
1C2K.1 FK1 / > 0. Thus, when the system is operated above the thresh-
old (a0 >0), there is no restriction
p on 0; when the system is operated at the
threshold (a0 D 0), b0 D DQ, and (20.7) reduces to the case of the correlated
additive and multiplicative white noises; when the system is operated below the
threshold (a0 < 0), must satisfy 0 < .K C a0 /=2Ka0.
In the case of a stationary state, the probability density function Pst .I / of (20.7)
can be obtained below:
1. When a0 > 0, the probability density function is given by

1
ˇ1 A ˇ2
Pst .I / D N QI C 2b0 I C D
2 I C1
F1
2 s 3
1
!
6 QI C b02 1 A 7
exp 4ˇ3 arctan q C ˇ4 arctan I 2 5;
DQ b02 F1
(20.12)
for jj 1, where
K F12 .AD F1 Q/
ˇ1 D 1;
2Q 2Œ.AD F1 Q/2 C 4b02 F1 A
F12 .AD F1 Q/
ˇ2 D ;
2Œ.AD F1 Q/2 C 4b02 F1 A

b0 K F12 .AD C F1 Q/
ˇ3 D q 1 ;
DQ b02 Q .AD F1 Q/ C 4b0 F1 A
2 2
and
5p
2b0 F12 A
ˇ4 D :
.AD F1 Q/2 C 4b02 F1 A
2. When a0 D 0, the probability density function is given by

ˇ2
p 1
ˇ1 A
Pst .I / D N.QI C 2 DQI C D/ 2 I C1
F1
" 1 p s !#
QI 2 C DQ 1 A
exp ˇ3 arctan p C ˇ4 arctan I 2 ;
DQ.1 / 2 F1
(20.13)
for 0 jj < 1 and
ˇ2
p 1 A
Pst .I / D N.QI C 2 DQI 2 C D/ˇ1 I C1
F1
" s !#
˛1 1 A
exp 1 p C ˇ4 arctan I 2 :
QI 2 C DQ F1
(20.14)
for jj D 1, where

p K F12 .AD C F1 Q/
˛1 D DQ 1 :
Q .AD F1 Q/2 C 42 DQF1 A
˚
3. When a0<0, discriminant D4.b02 DQ/D4DQ 2 =Œ1 C 2K.1K=a0 C
K/2 1 , plus-minus of which is determined by taking values of , K, a0
and .
(a) > 0, we have
ˇ2
1 A
Pst .I / D N.QI C 2b0 I 2 C D/ˇ1 I C1
F1
0 p q 1˛2 s !#
"
B Q I C b 0 .b 2
0 DQ/ C 1 A
@ p q A exp ˇ4 arctan I 2 ;
Q I C b0 C .b02 DQ/ F1
(20.15)
238 P. Zhu
where

b0 K F12 .AD C F1 Q/
˛2 D q 1 :
2 b02 DQ Q .AD F1 Q/ C 4b0 F1 A
2 2
(b) D 0, we have
ˇ2
1 A
Pst .I / D N.QI C 2b0 I 2 C D/ ˇ1
I C1
F1
" s !#
˛3 1 A
exp C ˇ4 arctan I 2 ; (20.16)
QI C b0 F1
where
K F12 .AD C F1 Q/
˛3 D b0 1 :
Q .AD F1 Q/2 C 4b02 F1 A
(c) < 0, we have
ˇ2
1 A
Pst .I / D N.QI C 2b0 I 2 C D/ˇ1 I C1
F1
2 s 3
1
!
6 QI 2 C b0 1 A 7
exp 4ˇ3 arctan q C ˇ4 arctan I 2 5:
DQ b02 F1
(20.17)
In (20.12)–(20.17), N is the responding normalization constant. The normalization

constant N is given by the equation
Z 1
Pst .I /dI D 1:
0
Then, expectation values of the nth power of the laser intensity I are given by
Z 1
hI n i D I n Pst .I /dI: (20.18)
0
For a general laser model where a stationary state exists, the stationary correlation
function is defined by
C.s/ D hıI.t C s/ıI.t/ist D lim hıI.t C s/ıI.t/i; (20.19)

t !1
where
ıI.t/ D I.t/ hI.t/i:
A normalized correlation function is
hıI.t C s/ıI.t/ist
C.s/ D : (20.20)
h.ıI /2 ist
The associated relaxation time which describes the fluctuation decay of the laser
intensity variable I is defined by
Z 1
Tc D C.t/dt; (20.21)
0
By using the projection operator method [29], the zeroth approximation for the
relaxation time is given by
h.ıI /2 ist
Tc D 01 D : (20.22)
hG.I /ist
Similarly, the first-order approximation for the relaxation time is given by

1 1
Tc D 0 C ; (20.23)
1
where
hG.I /f 0 .I /ist
1 D C 02 ; (20.24)
h.ıI /2 ist
and
hG.I /Œf 0 .I /2 ist 03
1 D C 20 : (20.25)
1 h.ıI /2 ist 1
Employing (20.9), (20.10), and (20.18), we have
4k1
0 D ; (20.26)
h.I /2 i st hI ist
2
3b0
8Œ.K C 2Q/k1 C F1 k2 C 2 k12
1 D C 02 ; (20.27)
h.I /2 ist hI i2st
8 9
ˆ
ˆ 16.K C 2Q/2 >
>
1 < = 3
k1 C 16F12 k4 C 36b02 k0
1 D C 0 20 ;
1 .h.I /2 ist hI i2st / ˆ C32.K C 2Q/F1 k2 >
> 1
:̂ ;
C48b0 .K C 2Q/k12 C 48b0 F1 k5
(20.28)
where
1
k0 D D C 2b0 hI 2 ist C QhI ist; (20.29)
240 P. Zhu
3
k1 D DhI ist C 2b0 hI 2 ist C QhI 2 ist ; (20.30)
1 3
k12 D DhI 2 ist C 2b0 hI ist C QhI 2 ist ; (20.31)
* + * + * +
3
2 I2
k2 D D
I
2 C 2b0
I
2 CQ
2 ; (20.32)
1C AI
F 1C AI
F1 1C AI
F
1 st st 1 st
* + * + * +
3
2 I2
k4 D D
I
4 C 2b0
I
4 CQ
4 ; (20.33)
1C AI
F 1C AI
F 1C AI
F
1 st 1 st 1 st
and
* 1
+ * + * 3
+
I2 I I2
k5 D D
2 C 2b0
2 CQ
2 :
(20.34)
1C AI
F1
1C AI
F1
1C AI
F1
st st st
Here, we see that the zeroth approximation of the relaxation time Tc D 01
is good agreement with that by virtue of the Stratonovich-like ansatz [41]. When
D 0 and Q D 0, the above results fall back to (2.29)–(2.31) presented in [24]. In
other words, the Stratonovich-like ansatz completely neglects the memory kernel.
Performing converse the Laplace transformation, we easily get the correlation
function of the laser intensity fluctuation
C.s/ D ˇ exp. s/ C .1 ˇ/ exp.C s/; (20.35)
where 1
ˇD (20.36)
C
and
0 C 1 1p
˙ D ˙ .0 1 /2 41 : (20.37)
2 2
To see the effects of cross-correlation noises on the laser intensity fluctuation, by
virtue of the expression of the associated relaxation time (20.23) and the correlation
function (20.35) and by applying the method of numerical calculation, we have
plotted the curves of C.s/ and Tc (a0 > 0) in Figs. 20.4–20.8, respectively, so that
we can discuss properties of the intensity fluctuation of a saturation laser model with
cross-correlation noises.
20.3 Discussion and Conclusion
In order to illustrate the effects of the coupling strength and the cross-correlation
time between additive and multiplicative white noises, by the means of numerical
calculations, we plot the curves of the stationery probability distribution (SPD) of
a
0.14 =-1
=-0.6
0.12 =-0.3
=0
0.1 =0.3
=0.6
=1
Pst(I)
0.08
0.06
0.04
0.02
0
0 5 10 15 20
I
b
0.25
t=0
0.2 t=0.1
Pst(I)
0.15
0.1
————————— t=0.5
————————— t=1
0.05
0 5 10 15 20
I
Fig. 20.1 The steady-state laser intensity distribution function Pst .I / vs the variable I above the
threshold a0 > 0. The parameters chosen are a0 D 5, A D 1, D D 1, Q D 0:5 and K D 30. (a)
is fixed to be 0.3 and takes different values. (b) is fixed to be 0.2 and takes different values
the saturation laser model vs. the laser intensity variable I for above the threshold
.a0 > 0/, at the threshold .a0 D 0/, and below the threshold .a0 < 0/ under the
condition of 1 C 2K.1 K=.a0 C K// > 0 in Figs. 20.1–20.3.
When the laser is operated above the threshold .a0 > 0/, the SPD of the system
vs. the variable I is plotted in Fig. 20.1. In Fig. 20.1a, is fixed to be 0:3 and
takes different values. We see that the SPD exhibits one-maximum structure, the
height of the peak of Pst .I / decreases as the coupling strength increases from 1
to 1. In Fig. 20.1b, is fixed to be 0:2 and takes different values, we see that for
D 0 and the smaller value of , Pst .I / always gives a higher value as I ! 0 and
decreases monotonously as I increases; however, when is increased continuously,
Pst .I / starts to exhibit one-maximum structure, and the height of the peak of the
SPD decreases as increases.
When the laser is operated at the threshold (a0 D 0), the effects of the cross-
correlation time cannot occur, and the SPD of the system vs. the variable I is
plotted in Fig. 20.2. From Fig. 20.2, we see that the values of the SPD decreases
as increases for a fixed I , that is, the coupling strength attenuates the SPD;
under the case of the parameters chosen, when takes larger values ( > 0),
Pst .I / possesses no-maximum structure, and Pst .I / decreases monotonously as I
242 P. Zhu
0.8
0.6 0.9
0.5
Pst(I)
0.4 0
0.5
0.2 0.9
0 2 4 6 8
I
Fig. 20.2 The steady-state laser intensity distribution function Pst .I / vs the variable I for different
values of the coupling strength at threshold a0 D 0. The parameters chosen are A D 1, D D 1,
Q D 2 and K D 30
increases; however, when takes smaller values( < 0), Pst .I / possesses one-
maximum structure and the height of the speak of the SPD increases as decreases.
When ( D 0), the Pst .I / I curve is agreeable with the result given by [13].
When the laser is operated ˚ below the threshold (a0 < 0), discriminant
D 4 b02 DQ D 4DQ 2 =Œ1 C 2K.1 K=a0 C K/2 1 , plus–minus
of which is determined by taking values of , K, a0 , and , and the approximate
Fokker–Plank equation [20.8] must satisfy the condition 1 C 2K.1 FK1 / > 0.
For example, if K D 60 and a0 D 5, 0 < 0:092. In Fig. 20.3a, the cross-
correlation time takes D 0:05, When jj > 0:4545, > 0; When jj D 0:4545,
D 0; When jj < 0:4545; the SPD vs. the variable I for different values of the
coupling strength is plotted. Pst .I / possesses no-maximum structure and Pst .I /
decreases monotonously as I increases. The coupling strength enhances the SPD.
In Fig. 20.3b, is fixed to be 0.5 and takes different values, the parameters chosen
make the discriminant < 0, and corresponding the SPD is plotted. Pst .I / pos-
sesses no-maximum structure and Pst .I / decreases monotonously as I increases.
The correlation time weakens the SPD.
When the laser starts working, it is always from below the threshold to at the
threshold, and again to above threshold. So we discuss mainly the character of the
associated time and the correlation function above the threshold and at the threshold.
The associated relaxation time Tc gives dynamical information about the time
scale of the evolution of a spontaneous fluctuation of the system in the steady
state, which means that it reflects the evolution velocity of the system from an ar-
bitrary initial state to the steady state. The associated relaxation time distribution
diagrams of the saturation laser model vs. different parameter variables are given in
Figs. 20.4–20.6. In Fig. 20.4a, the associated time cures of Tc are symmetrical
on the axes D 0. When < 0, Tc decreases as increases. On the contrary, when
> 0, Tc increases as increases. When D 0, Tc is unchange as increases.
In Fig. 20.4b, the associated time Tc monotonously decreases as increases. For
a
1.5
1.25
1 l= 0.95,D>0
Pst(I)0.75
l= 0.4545,D=0
0.5
0.25
l=0.2,D<0
0 0.5 1 1.5 2
I
b
1
0.8
t=0.01
Pst(I)
0.6
0.4 t=0.02
0.2 t=0.04
0 0.2 0.4 0.6 0.8 1

I
Fig. 20.3 The steady-state laser intensity distribution function Pst .I / vs. the variable I for dif-
ferent values of the coupling strength below the threshold a0 < 0. The parameters chosen are
a0 D 5, K D 60, A D 1, D D 1, and Q D 2. (a) is fixed to be 0.05 and takes different
values. (b) is fixed to be 0.5 and takes different values
a
0.065
=-1
0.06 =-0.5
=0
0.055 =0.5
Tc
=1
0.05
0.045
0 0.2 0.4 0.6 0.8
t
Fig. 20.4 (a) The relaxation time Tc as a function of the cross-correlated time for different
values of the coupling strength . Parameters chosen are a0 D 5, K D 60, A D 1, D D 1 and
Q D 2. (b) The relaxation time Tc as a function of the coupling strength for different values
of the cross-correlated time . The parameters chosen are a0 D 5, K D 60, A D 1, D D 1
and Q D 2
244 P. Zhu
b 0.065
t= 0
t= 0.1
0.06 t= 0.5
t= 0.9
Tc 0.055
0.05
-0.75 -0.5 -0.25 0 0.25 0.5 0.75
Fig. 20.4 (continued)
a
0.055
0.05
0.045 l= 0.9
l= 0
TC
0.04
0.035 l=−0.9
0.03
0 10 20 30 40
D
b
0.05
0.045
0.04 t= 0
Tc
0.035 t= 0.2
0.03
t= 1.6
0 10 20 30 40
D
Fig. 20.5 (a) The relaxation time Tc as a function of the quantum noise intensity D for different
values of the coupling strength . Parameters chosen are a0 D 5, D 0:9, K D 120, A D 1, and
Q D 2. (b) The relaxation time Tc as a function of the quantum noise intensity D for different
values of the cross-correlated time . The parameters chosen are a0 D 5, D 0:5, K D 120,
A D 1, and Q D 2
a
4
0.9———————
0————————
3
——————— 0.9
2
Tc
0
0 20 40 60 80 100
Q
b
3 1.2———————
2.5 0.2————————
2
——————— 0
1.5
Tc
0.5
0
0 20 40 60 80
Q
Fig. 20.6 (a) The relaxation time Tc as a function of the pump noise intensity Q for different
values of the coupling strength . Parameters chosen are a0 D 5, D 0:9, K D 120, A D 1, and
D D 1. (b) The relaxation time Tc as a function of the pump noise intensity Q for different values
of the cross-correlated time . The parameters chosen are a0 D 5, D 0:5, K D 120, A D 1, and
DD1
< 0, Tc decreases as takes the larger values; for > 0, the effects of are
entirely opposite.
Figure 20.5 shows the the effects of the quantum noise intensity D, the coupling
strength , and the correlation time for the associated relaxation time. Tc –D
curves exhibit one-minimum structure. When D takes smaller values, Tc decreases
as D increases, and the effects of attenuate the associated relaxation time. When
D takes larger values, Tc increases as D increases, enhances the associated re-
laxation time. In contrast, the effects of are entirely opposite for the associated
relaxation time.
Figure 20.6 displays the the effects of the pump noise intensity Q, the cou-
pling strength , and the correlation time for the associated relaxation time. Tc –Q
curves exhibit one-minimum structure. When Q takes smaller values, Tc decreases
as Q increases and the effects of and do not almost occur. When Q takes larger
246 P. Zhu
a
1
0.8
0.6
C(s)
0.4
—————————— 0.9
—————————— 0
0.2 —————————— 0.9
0
0 0.05 0.1 0.15 0.2
s
b
1
0.8
0.6
C(s)
—————————— 1.2
0.4
—————————— 0.1
—————————— 0
0.2
0
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14
s
Fig. 20.7 The normalized correlation function C.s/ as a function of decay time s for a0 D 5,
A D 1, K D 60, D D 1 and Q D 1:5. (a) is fixed to be 0.2 and takes different values.
(b) is fixed to be 0.2 and takes different values
values, Tc increases as Q increases, attenuates the associated relaxation time,

however, the effects of are entirely opposite.
The correlated function C.s/ describes the fluctuation decay of the variable ıI
with time in the stationary state. To see that the effect of the coupling strength
for the intensity fluctuation, C.s/ as functions of the decay time s are plotted in
Fig. 20.7. It is clear that the correlation function C.s/ is an exponential function of
the variable I . In Fig. 20.7a, the cross-correlated time is fixed to be 0:2 and takes
different values. C.s/ increases as increases from 0:9 to 0:9. In Fig. 20.7b, the
correlated strength is fixed to be 0:8 and takes different values. C.s/ increases
as increases from zero to 1.
When the laser system is operated at the threshold, the associated relaxation
time and the correlation function distribution diagrams are given in Fig. 20.8.
In Fig. 20.8a, the relaxation time decreases as increases. In Fig. 20.8b, C.s/
decreases as increases from 0:9 to 0:9 for a fixed value of the decay time s.
From the foregoing, we can further understand that dynamical properties
of the saturation laser intensity, and see that the cross-correlated additive and
multiplicative noises play important roles in a laser model with a full account of the
saturation effects.
0.14
Tc 0.12
0.1
0.08
-0.75 -0.5 -0.25 0 0.25 0.5 0.75
b
1
0.8
0.6 ————————— 0.9

C(s)
—————————— 0.5
0.4 —————————— 0
—————————— 0.5
0.2 —————————— 0.9
0 0.2 0.4 0.6 0.8 1

s
Fig. 20.8 The laser system is operated at the threshold (a0 D 0). (a) The relaxation time Tc as
a function of the coupling strength . Parameters chosen are K D 120, A D 1, and Q D 2.
(b) The normalized correlation function C.s/ as a function of decay time s for different values of
the coupling strength . Parameters chosen are A D 1, K D 60, D D 1 and Q D 2
1. When the laser system is operated at the threshold and below the threshold,
Pst .I / mainly concentrated on the region of I ! 0, so it cannot almost possess
the laser intensity output. When the laser system is operated above the thresh-
old, Pst .I / possesses one-maximum structure, and the laser system possesses
the output of the steady laser intensity. The coupling strength weakens the
peak of the SPD, and the position of the peak shifts to the smaller intensity vari-
able I as increases; in contrast, the cross-correlation time generates entirely
opposite effects.
2. The relaxation time Tc reflects the evolution velocity of the system from arbitrary
initial state to the steady state, which can characterize the startup time of the laser
system from start to steady work. When the laser system is operated above the
threshold, the coupling strength speeds up the startup; When < 0, the cross-
correlation time speeds up the startup; When > 0, the cross-correlation time
blows down the startup; The quantum noise intensity D and the pump noise
248 P. Zhu
intensity Q makes the relaxation time exhibit the extremum structures, that is,
the startup time possesses the least values at D D D0 and Q D Q0 , which are
as functions of other parameters, respectively.
3. The correlation function reflects the stability of laser intensity of laser output.
When the laser system is operated above the threshold, which the laser system
possesses the steady output of laser intensity, enhances the stability of the in-
tensity output of the saturation laser system, however, weakens the stability of
the intensity output.
4. When the laser system is operated at threshold, the coupling strength expedites
the startup and enhances the stability of the startup.
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Chapter 21
Empirical Mode Decomposition Based
on Bistable Stochastic Resonance Denoising
Y.-J. Zhao, Y. Xu, H. Zhang, S.-B. Fan, and Y.-G. Leng
Abstract The empirical mode decomposition (EMD) of weak signals submerged

in a heavy noise was conducted and a method of stochastic resonance (SR) used
for noisy EMD was presented. This method used SR as pre-treatment of EMD
to remove noise and detect weak signals. The experiment result proves that this
method, compared with that using EMD directly, not only improve SNR, enhance
weak signals, but also improve the decomposition performance and reduce the
decomposition layers.
21.1 Introduction
In the quest of accurate time and frequency localization, Huang et al. [1, 2] pro-
posed the empirical mode decomposition (EMD) scheme which offers a different
approach in time-series processing. This method can decompose the signal into a set
of oscillatory modes by taking advantage of the characteristic time scales embedded
in the data. So there is no need for a basis function and no need for transforma-
tion [3]. But EMD method can not eliminate boundary problem because it uses
cubic splines method to obtain signal’s instantaneous average. If EMD is used in
strong noise condition it will affect the decomposition performance, especially in-
crease decomposition layers and lower efficiency of arithmetic, even may lead EMD
lose definitude significance, so denoising process must be performed before EMD
decomposition. References [4] and [5] use wavelet and SVD to denoise and get good
effect. But these methods are not good at weak signals submerged in heavy noise.
At the meantime, stochastic resonance (SR), which is put forward by Benzi [6]
wherein he addresses the problem of the primary cycle of recurrent ice ages, has
a strong development for its advantages in weak signal’s enhancement and detec-
tion. With the cooperation effect of signal and noise in non-liner system, SR can put
Y.-J. Zhao ()

CSR Qingdao Sifang Locomotive and Rolling Stock Company, Chengyang, Qingdao 266111,
e-mail: zhaoyanju215@yahoo.com.cn
252 Y.-J. Zhao et al.
noise power into lower-frequency signal which can enhance weak signal and reduce
noise at the same time. In a word, this paper proposes a new method of weak sig-
nals detection based on SR theory and EMD decomposition. Firstly, do denoising
procession with SR and then do EMD decomposition. Experiments proved that this
method is better than direct EMD decomposition method.
21.2 Empirical Mode Decomposition
Empirical Mode Decomposition (EMD) is a novel method for adaptive of non-linear

and non-stationary signals. It can decompose any non-linear signal into several
Intrinsic Mode Functions (IMFs), and a residue.
21.2.1 IMFs
The components resulting from EMD, called Intrinsic Mode Functions (IMFs),
each admit an unambiguous definition of instantaneous frequency. By definition,
an Intrinsic Mode Function (IMF) satisfies two conditions
1. The number of extreme and the number of zero crossing may differ by no more
than one
2. The local average is zero
where the local average is defined by the average of the maximum and minimum
envelopes discussed in the following section. These properties of IMFs allow for
instantaneous frequency and amplitude to be defined unambiguously.
21.2.2 The Sifting Processing
In order to obtain the separate components called IMFs, we perform a sifting pro-
cess. The goal of sifting is to subtract away the large-scale features of the signal
repeatedly until only the fine-scale features remain. A signal x.t/ is then divided
into the fine-scale detail, h.t/ and a residual, m.t/ so x.t/ D m.t/ C h.t/. This
detail becomes the first IMF and the sifting process is repeated on the residual
m.t/ D x.t/ d.t/.
The sifting process requires that a local average of the function be defined. If
we knew the components before, we would naturally define the local average to be
the lowest frequency component. Since the goal of EMD is to discover these com-
ponents, we must approximate the local average of the signal. Huang’s solution to
find a local average creates maximum and minimum envelopes around the signal by
21 Empirical Mode Decomposition Based on Bistable Stochastic Resonance 253
using natural cubic splines through the respective local extreme. The local average
is approximated as the mean of the two envelopes.
The first IMF, c1 .t/ of a signal, x.t/, is found by iterating through the follow-
ing loop.
1. Find the local extreme of x.t/.
2. Find the maximum envelope eC .t/ of x.t/ by passing a natural cubic spline
through the local maxima. Similarly find the minimum envelope e .t/ with the
local minima.
3. Compute an approximation to the local average, m.t/ D .eC .t/ C e .t//=2.
4. Find the proto-mode function h1 .t/ D x.t/ m.t/.
5. Check whether h1 .t/ is an IMF. If h1 .t/ is not an IMF, repeat the loop on h1 .t/.
If h1 .t/ is an IMF then set c1 .t/ D h1 .t/.
The sifting indicates the process of removing the lowest frequency information until
only the highest frequency remains. The sifting procedure performed x.t/ on can
then be performed on the residual r1 .t/ D x.t/ c1 .t/ to obtain r2 .t/ and c2 .t/,
repeat the process as described above for n time, then n IMFs of signal x.t/ could
be got. Then 8
ˆ
ˆ r2 .t/ D r1 .t/ c2 .t/
ˆ
< r3 .t/ D r2 .t/ c3 .t/
:: (21.1)
ˆ
ˆ :
:̂
rn .t/ D rn1 .t/ cn .t/
At last, the signal x.t/ is decomposed into several Intrinsic Mode Functions (IMFs),
and a residue.
X
n
x.t/ D ci .t/ C rn .t/ (21.2)
i D1
Residue rn .t/ is the mean trend of x.t/. The IMFs c1 ; c2 ; : : : ; cn include different
frequency bands ranging from high to low. The frequency components contained in
each frequency band are different and they change with the combination signal x.t/,
while rn .t/ represents the central tendency of signal x.t/.
21.2.3 Examples
In order to illustrate the performance of EMD, we use a combination of two pure

sine waves, which are added together as
x.t/ D a1 sin.2f1 t/ C a2 sin.2f2 t/ (21.3)
The values of f1 and f2 are respective 10 and 30 Hz, amplitudes are both 1.5.
Fig. 21.1 The EMD decomposed result of pure mixed signal
As shown in Fig. 21.1, mixed signal x.t/ is decomposed into two IMFs: c1 ; c2
and the residue r2 c1 is corresponding with sine wave of 30 Hz, c2 is the other sine
wave of 10 Hz. It can be seen from this example that, with the EMD method, signal
can be decomposed into some different time-scales IMFs by which the characteris-
tics of the signal can be presented in different resolution ratio.
However, signals are not always pure in practice. They usually mix much noise
which can affect EMD performance. In Fig. 21.2, the mixed signal is still composed
by two sine waves 30 and 10 Hz, but mixed noise of intensity D D 0:2. While the
amplitude of 30 Hz is still 1.5, but the one of 10 Hz changes into 0.1, belongs to
weak signals. As shown in Fig. 21.2, c1 c7 are IMFs decomposed form EMD,
and r7 is the residue. It can be seen from this figure that the first IMF c1 is mainly
composed of high frequency noise, and for the noise existence, the sine wave of
30 Hz is decomposed into c2 and c3 , the wave is serious distortion especially in
time domain. c4 c6 are supposed to depict sine wave of 10 Hz, but due to small
amplitude, they cannot be distinguished in despite of in frequency spectrum. There-
fore, when signal is very weak and mixed with noise, direct EMD performance is
bad. It will result distorted IMFs and cannot detect the weak signal. So before EMD
operation denoising process is necessary.
21.3 Stochastive Resonance
Stochastic resonance (SR) is a phenomenon in which a nonlinear system heightens

the sensitivity to a weak signal input and when noise with an optimal intensity is
presented simultaneously. So SR doesn’t remove but make use of noise to gain the
optimal and desirable signal-to-noise ration (SNR) of output signals.
Fig. 21.2 The EMD decomposed result of noisy and weak signal
21.3.1 Bistable System
SR is most often considered by the example of the motion equation of a light particle
in a bistable potential field. It is disturbed by a small periodic signal and additive
white noise:
xP C f .t/ D A sin.!t/ C n.t/; (21.4)
where x is the particle displacement, A sin !t is a weak periodic signal at frequency
!; f .x/ D dU.x/=dx; U.x/ is a symmetric double-well potential We will consider
the simplest case of such a potential, namely, U.x/ D ax 2 =2Cbx 4 =4n.t/ is white
noise of intensity D, i.e. n.t/n.t C / D Dı./. As it follows from [7–9], under
the condition of adiabatic elimination and small parameters (frequency, amplitude
and intensity of noise are less than 1), the power spectrum of (21.4) is described that
high frequency noise is weakened, and spectra energy is center around in the low fre-
quency area, especially, there is a peak at the frequency of !. However, the adiabatic
elimination SR theory in small parameters cannot meet larger signals in practice.
So the method of twice sampling stochastic resonance is recommended. According

to this method, we first compress the measurement signals to low frequency ones in
a linear mode to meet the requirement of small parameters. Secondly, analyze the
compressed data spectrum to acquire characteristics of signals. At last we recon-
struct the compressed data to origin according to the linear mode mentioned earlier.
21.3.2 Examples
Figure 21.3 is a given example to illustrate the implementation of stochastic reso-

nance under larger parameters signal condition. As shown in Fig. 21.3, the f0 value
is much more than 1, belongs to large parameter signals, so the twice sampling
Fig. 21.3 Implement of SR of large parameters single, where f0 D 10 Hz; fs D 2;000 Hz, and
data length is 2,048. Parameter values are a D 0:1; b D 1; A D 0:5, and D D 0:6
stochastic resonance method is adopted to compress it to small parameter signal.

The twice sampling frequency is selected 8 Hz, then the compressed frequency is
calculated 0.04 Hz. In the figure, (c) and (d) graphs display waveform and spectrum
of compressed signal, (c) and (d) is the SR output of compressed signal. Compared
with graph (c) and (e), because high-frequency noise in original signal is weakened,
the waveform of SR output becomes smooth, at the same time the amplitude of
signal is heightened, as shown in graph there is a peak at the frequency f0 .
21.4 Test of EMD Based on SR Denoising
We still use the 10 and 30 Hz sine wave signals. Sampling frequency is 2 kHz and
data length is 2,048. Amplitude of 30 and 10 Hz signal is 1.5 and 0.1. The noise
of intensity is 0.2. Parameters of SR are set as: a D 0:1; b D 1, twice sampling
frequency is 8 Hz.
Figure 21.4 shows signal’s waveform and spectrum before and after SR process.
The 10 Hz weak signal nearly submergence in noise is seen in graph (b), but after
SR system the weak signal is enhanced as shown in graph (d). Figure 21.5 gives the
EMD decomposition results of signal which is processed by SR. It is clear that the
high frequency noise is filtered by SR system and 10-Hz weak signal is enhanced. It
can be seen from frequency domain, the first IMF c1 is 30 Hz frequency component,
it is smooth and obvious. IMF c2 is correspondence with 10 Hz signal. IMF c3 c6 ,
for their small amplitudes, consider as residue.
Fig. 21.4 Waveform and spectrum of original signal before and after SR
Fig. 21.5 EMD decomposition result of SR output
Figures 21.2 and 21.5 use the same original signal. In Fig. 21.2, we decompose
signal with EMD directly, for the reason of noise the first IMF c1 is mainly high-
frequency noise component. 30 Hz frequency component is decomposed into IMF
c2 ; c3 and is distorted. Ten hertz correspondence with c4 c6 , for the low am-
plitude it is hard to detect. Compared with Figs. 21.2 and 21.5, we can conclude
that SR C EMD method is better than only EMD method. For large signal the for-
mer performance is better than the latter and for weak signal only the former can
be detected and decomposed. Otherwise, SR C EMD method can reduce EMD de-
composition’s layer, as shown in figures, there are eight layers in Fig. 21.5 but only
six in Fig. 21.2.
21.5 Conclusion
In order to use EMD decomposition in weak signals under noisy background,

this paper puts forward a new method: using SR as pre-treatment and then per-
forming EMD decomposition. The experiment result proved that this method,
compared with EMD directly, not only improve SNR, enhance weak signals, but
also improve the decomposition performance and reduce the decomposition layers
of signals.
Acknowledgments This work is supported by national 863 project fund Grant # 2007AA04Z414
and National Natural Science Foundation of China Grant # 50675153.
References
1. Huang NE, Shen Z, Long SR, et al (1998) The empirical mode decomposition and the
Hilbert spectrum for nonlinear and non-stationary time series analysis [J]. Proc R Soc Lond
A 454:903–995
2. Huang NE (1996) Computer implicated empirical mode decomposition method, apparatus, and
article of manufacture [P]. U.S. Patent Pending
3. Deng Y (2001) Comment and modification on EMD and Hilbert transform method [J]. Chinese
Sci Bull 46(3):257–263
4. Dai G-P, Liu B (2007) Instantaneous parameters extraction based on wavelet denoising and
EMD [J]. Acta Meteor Sin 28(2):158–162
5. Wang T, Wang Z, Xu Y (2005) Empirical mode decomposition and its engineering applications
based on SVD denoising [J]. J Vib Shock 24(4):96–98
6. Benzi R, Sutera A, Vulpiana A (1981) The mechanism of stochastic resonance. J Phys A
l4(11):L453–L4572
7. Leng Y-G, Wang T-Y, et al (2004) Power spectrum research of twice sampling stochastic reso-
nance response in a bistable system [J]. Acta Phys Sin 53:(3):717–723
8. Leng Y-G, Wang T-Y (2003) Numerical research of twice sampling stochastic resonance for the
detection of a weak signal submerged in a heavy noise [J]. Acta Phys Sin 52(10):2432–2437
9. Leng Y-G (2004) Mechanism analysis of the large signal scale-transformation stochastic reso-
nance and its engineering application study. Papers of PHD, Tianjin University, Tianjin
Part IV
Classic Vibrations and Control
Chapter 22
Order Reduction of a Two-Span Rotor-Bearing
System Via the Predictor-Corrector
Galerkin Method
Deng-Qing Cao, Jin-Lin Wang, and Wen-Hu Huang
Abstract The predictor-corrector Galerkin method (PCGM) is employed to obtain

a lower order system for a two-span rotor-bearing system. First of all, a 32-DOF
nonlinear dynamic model is established for the system. Then, the predictor-corrector
algorithm based on the Galerkin method is employed to deal with the problem of
order reduction for such a complicated system. The first six modes are chosen to
be the master subsystem and the following six modes are taken to be the slave sub-
system. Finally, the dynamical responses are numerically worked out for the master
and slave subsystems using the PCGM, and the results obtained are used to com-
pare with those obtained by using the SGM. It is shown that the PCGM provides a
considerable increase in accuracy for a little computational cost in comparison with
the SGM in which the first six modes are reserved.
22.1 Introduction
Increasing demands for high performance rotating machinery have made the ro-
tor dynamic problems more and more complex, and more and more attention has
been drawn to the nonlinear dynamics of large-scale rotor-bearing systems. Usu-
ally, a large rotating machine consists of two or more shafts which are rigidly
or flexibly coupled together to form a continuous rotor supported on three or
more hydrodynamic journal bearings. Such a rotating machine is referred to as
a multi-span rotor-bearing system. Up to now, research efforts on dynamics of
multi-span rotor-bearing systems are much fewer than those on single-shaft rotor
systems, e.g., the rigid or flexible Jeffcott rotor. Ding and Krodkiewski [1] and
Krodkiewski et al. [2] proposed a general mathematical model of multi-bearing rotor
systems for the straightforward formulation of an approach for on-site identification
D.-Q. Cao ()

School of Astronautics, Harbin Institute of Technology, P.O. Box 137,
Harbin 150001, People’s Republic of China
e-mail: dqcao@hit.edu.cn
264 D.-Q. Cao et al.
of bearing alignment changes during system operation. Based on the approach

proposed in [1, 2], procedures for balancing large multi-bearing rotors have been
established in [3]. Hu et al. [4] designed a test rotor supported on four bearing to val-
idate that the vibration behaviors of statically indeterminate rotor-bearing systems
with hydrodynamic journal bearings are significantly dependent on the relative lat-
eral alignment of bearing housing. The study of Ding and Leung [5] indicated that
the non-synchronous whirls of two flexibly coupled shafts may affect each other. Fi-
nite element method (FEM) and computer simulation technology have been widely
used in designing and analyzing rotor-bearing systems. And in the machine struc-
ture analysis, a refine discretization is usually necessary to obtain a reliable dynamic
model. In this process, a large set of second order differential equations of motion
for the multi-bearing system is established. Additionally, when one or more nonlin-
ear elements such as fluid-bearing, fluid seal, etc., are included in the system, which
is often case, the large order nonlinear systems are usually costly to solve in terms of
computer time and storage, especially over long-time intervals. Hence, it is essential
to reduce the order of the large-scale nonlinear dynamic system, and subsequently
to get a lower order dynamic system which is an approximate representative of the
original one.
The traditional order reduction methods, such as the Guyan order reduction
method [6] and standard Galerkin method (SGM) may also be applied to nonlin-
ear dynamic systems. Although the traditional order reduction methods proved to
be efficient in constructing approximate solutions for nonlinear dynamic systems, it
has itself own limitation that accurate results may only be achieved through the in-
clusion of many modes in the reduced order system. If only a few nonlinear elements
exist, the large order system can be reduced using a fixed-interface component mode
synthesis procedure (CMS) [7] in which the degrees of freedom (DOF) associated
with nonlinear elements are retained in the physical coordinates while the linear
subsystem, the DOF of which far exceeds the DOF of the nonlinear subsystem, are
truncated to a few dominant modes. However, if there are complex nonlinear terms
in the system, i.e., the DOF of the nonlinear subsystem is not small enough, the
practicability of fixed-interface CMS is worth of further study.
An ideally order reduction method is sought to provide a reduced order model
that only contains a few modes. In pursuit of the goal, a large dynamical system
is transformed to modal coordinates and split into a master subsystem and a slave
subsystem. Then the nonlinear Galerkin method (NLGM) is developed, in which
a lower order subsystem is constructed by estimating and approximating the slave
subsystem as function of the master subsystem. The approximate relation between
the master subsystem and slave subsystem was given the name of approximate iner-
tial manifolds (AIM) [8–11]. One simple method for constructing the AIM has been
proposed in [11] by ignoring the time derivative term of the slave subsystem. The
AIM can be obtained by iteration. In particular, during numerically integrating the
reduced order system obtained via NLGM, constructing the AIM at each time step is
tedious and very costly. In order to avoid the disadvantage of the NLGM and at the
meantime to improve SGM, Garcia-Archilla et al. [12] proposed a so-called post-
processed Galerkin method (PPGM). The PPGM, which is as simple as the SGM
22 Order Reduction of a Two-Span Rotor-Bearing System 265
and has some advantage of NLGM, has been used to solve the nonlinear dynamics of
shells in [13] and the dissipative equation in fluid dynamics under periodic boundary
conditions [14]. In the application of PPGM, the SGM is used and the AIM only
needs to be calculated when output is required. For the merit and fault of NLGM
and PPGM, we refer to the comments in [15, 16].
For the rotor-bearing system, since the oil film forces are nonlinear functions
of the displacements, the velocities at bearings and the rotating speed of the ro-
tor, the NLGM may be not available due to the limitation on the displacements at
bearings. In fact, by ignoring the time derivative term of the slave subsystem to get
the AIM may overtop the limitation on the displacements. In order to get an or-
der reduction of a large-scale rotor-bearing system, the predictor-corrector Galerkin
method (PCGM) has been proposed in [17] based on the ideals of NLGM and
PPGM. In [17], a large nonlinear dynamical system is split into a master subsystem,
a slave subsystem, and a negligible subsystem. In a general way, the lower modes
whose frequencies are close to the frequencies of external periodic excitations dom-
inate the dynamic behaviors of the large dynamical system, and the corresponding
modes can be chosen to be the so-called master subsystem. In order to save the cal-
culating time, the order of the slave subsystem may be chosen to be the same as the
master subsystem, while the order of the negligible subsystem may far exceed the
order of master subsystem.
A 32-DOF nonlinear dynamic model is established for a two-span rotor-bearing
system in this paper. The predictor-corrector algorithm based on the Galerkin
method is employed to deal with the problem of order reduction for such a com-
plicated system. The first six modes are chosen to be the master subsystem and the
following six modes are taken to be the slave subsystem. The dynamical responses
are numerically worked out for the master and slave subsystems using the PCGM,
and the results obtained are used to compare with those obtained by using the SGM.
It is shown that the PCGM provides a considerable increase in accuracy for a little
computational cost in comparison with the SGM.
22.2 Modeling of the Two-Span Rotor-Bearing System
Consider a two-span rotor-bearing system as shown in Fig. 22.1. It consists of four

disks and two shafts, which are rigidly coupled together via a coupling. The shaft
is treated as a free-free body and is modeled by FEM based on Euler beam theory.
Each node has four degrees of freedom. On the free-free rotor, all external forces can
be applied, no matter whether they are linear or nonlinear, static or time-dependent.
The dynamic responses of the two-span rotor-bearing system are governed by the
following differential equations of motion.
M zR C DPz C Kz D f .z; zP; t/ D fn .z; zP/ C fe .t/ C g; (22.1)
where M; C; K 2 R3232 are the mass, damping, and stiffness matrices, and
fn .z; zP/; fe .t/; g 2 R32 are the nonlinear fluid film force, unbalance force, and
Fig. 22.1 The sketch of the two-span rotor-bearing system
gravitational force vectors, respectively. The short bearing model [18] is employed
to describe the fluid film forces at four bearings. The displacement vector is
z D Œx1 ; y1 ; ˇ1 ; 1 ; x2 ; y2 ; ˇ2 ; 2 ; : : : ; xr ; yr ; ˇr ; r T 2 R32 ;
where r is the number of nodes, xi ; yi , and ˇi ; i are the lateral displacements
and rotation angles of the i th nodal point along the horizontal and vertical direction,
respectively. The ms .s D 1; 2; 3; 4/ is the mass of the sth disk, es is the eccentricity
of the sth disk, and Js is the transverse moment of inertia of the sth disk as shown
in Fig. 22.1.
22.3 The Predictor-Corrector Galerkin Method
The original system described by (22.1) can be split into three parts by the modes
of the linearized part of (22.1), i.e., a master subsystem, a slave subsystem, and a
negligible subsystem. To do this, the solution z is assumed to be in the form
z D „ D ˆm C ‰s C Zp ; (22.2)
where DŒ; ; T ; „DŒˆm ; ‰s ; Zp ;ˆm DŒ'1 ; : : : ; 'm ;‰s D Œ'mC1 ; : : : ; 'mCs ;
Zp D Œ'mCsC1 ; : : : ; 'mCsCp , and 'i0 s are the eigenmodes of the linearized part of
(22.1). Substituting (22.2) into (22.1) and multiplying with „T from the left, (22.1)
can be written as
M R C C P C K D f .„; „; P t/; (22.3)
where M ; C and K are the diagonal matrices in which the diagonal elements
respectively are
mi D 'iT M 'i ; c i D 'iT C 'i and k i D 'iT K'i ; (22.4)
P t/ for i D 1; 2; : : : n.
and the generalized force is f i D 'iT f .„; „;
The matrices M ; C ; K and the force vector f are rearranged in the form.
2 3 2 3 2 3
Mm 0 0 Cm 0 0 Km 0 0
M D 4 0 M s 0 5 ; C D 4 0 C s 0 5 ; K D 4 0 Ks 0 5 ;
0 0 Mp 0 0 Cp 0 0 Kp
2 3
fm
f D 4f s 5:
fp
Then, (22.3) can be rewritten as

R
M m CC P
m CK P
m D f m .ˆm C‰s CZp ; ˆm C‰
P
s P CZp ; t/; (22.5a)
M s R C C s P C Ks P
D f s .ˆm C‰s CZp ; ˆm C‰ P
s P CZp ; t/; (22.5b)
M p R C C p P C K p D f p .ˆm C‰s CZp ; ˆm C‰

P P
s P CZp ; t/: (22.5c)
The excitation frequency of the rotor is far from the higher modes, the contribution
of higher modes is considered to be insignificant. Thus, by neglecting (22.5c) or
setting D 0, the entire system is approximated by
M m R C C m P C K m D f m .ˆm C ‰p ; ˆm P C ‰p P ; t/; (22.6a)

M p R C C p P C K p D f p .ˆm C ‰p ; ˆm P C ‰p P ; t/: (22.6b)
In the process of numerical integration of the system, the refined calculation of the
master subsystem is necessary. Equation (22.6b) corresponds to the slave subsystem,
for which the solution could be approximately carried out. Therefore, the time step
T for (22.6b) may be chosen as several times as the time step t for (22.6a). The
solving procedures of the PCGM proposed in [17] can be described as
P and .t/; P .t/ are assumed
1. Set T D k t (k > 1 is an integer). .t/; .t/
to be known at a given time t.D mT D mkt for an integer m).
2. To calculate the force vector at time t,
(
P C ‰p P .t/; t/
f m .ˆm .t/ C ‰p .t/; ˆm .t/
:
P C ‰p P .t/; t/
f p .ˆm .t/ C ‰p .t/; ˆm .t/
3. The dynamic responses .t C T / and P .t C T / of the slave subsystem are

predicted by (22.6b) at time t C T . Then, the dynamic response of the slave
subsystem at time t C j t are given by the interpolation method as
8
ˆ j Œ .t C T / .t/
< .t C j t/ D .t/ C ;
k for j D 1; : : : ; k 1:
P P
:̂ P .t C j t/ D P .t/ C j .t C T / .t/ ;
k
4. The dynamic responses .t C j t/ and .t C j t/ of the master subsystem
are solved by integration of (22.6a) at time t C j t. When j D 1, the force
vector f m has been obtained from the second step; when j > 1, the force vector
f m is
f m .ˆm .t C .j 1/ t/ C ‰p .t C .j 1/ t/;

P C .j 1/ t/ C ‰p P .t C .j 1/ t/; t C .j 1/ t/;
ˆm .t
where .t C .j 1/ t/ and P .t C .j 1/ t/ are given from the third step.
Up to t C T , the dynamic responses .t C k t/ and .tP C k t/ of the
P C T /.
master subsystem are obtained, i.e., .t C T / and .t
5. To repeat the processes from Step 2 to Step 5, we can get the solution of the
system for next time step T .
22.4 Numerical Results and Discussion
A two-span rotor-bearing model with specific material constants and structural pa-
rameters listed in Table 22.1 is now presented to explore the complicated nonlinear
dynamic behavior of the system. Numerical calculations based on the procedures of
PCGM are carried out. The first six modes are kept as the master subsystem; the
Table 22.1 The geometrical and physical parameters for

the rotor-bearing system
Physical properties Value
L1 D L2 =2 D L3 =3 0.38267 m
L4 0.25 m
L5 D L6 =2 D L7 =3 0.414 m
m1 D m2 50.31 kg
m3 45.32 kg
m4 31.63 kg
J1 D J2 0:514 kg m2
J3 0:416 kg m2
J4 0:203 kg m2
e1 D e3 D e4 3 105 m
e2 4 105 m
Journal and shaft radius 0.057 m
Bearing length 0.03 m
Radial clearance 0:2 103 m
Dynamic viscosity 0.018 Pa s
Mass density 7; 850 kg=m3
Young’s modulus 2:06 1011 N=m2
Number of elements 7
Number of node (r) 8
slave subsystem consists of the following six modes and the remained modes are
neglected during numerical integration. At the meantime, the SGM with the first
six modes is also selected to reduce the number of DOF. We should note that the
contribution of the slave subsystem is neglected in the integration of SGM.
The frequency-response curves of displacements at the first bearing and the
first disk from the left are shown in Fig. 22.2a, b, respectively. It can be ob-
served from Fig. 22.2 that the dynamical responses of the original system and
the PCGM-based reduced system are nearly indistinguishable, whereas the SGM-
based reduced system exhibits an appreciable error after 4,740 rpm (after first order
critical speed), especially the frequency-response curves at the disk as shown in
a
1
Original System
PCGM (6+6)
0.8 SGM (6-DOF)
Amplitude, x1
0.6
0.4
0.2
0
0 1000 3000 5000 7000 9000
Rotational speed [rpm]
b
1.6
Original System
1.4 PCGM (6+6)
SGM (6-DOF)
1.2
1
Amplitude, x2
0.8
0.6
0.4
0.2
0
0 1000 3000 5000 7000 9000
Rotational speed[rpm]
Fig. 22.2 Comparison of frequency–response curves using different methods: (a) left bearing;
(b) the first disk from the left
a
1
0.5
x1 0
−0.5
−1
0 1000 3000 5000 7000 9000
b
1
0.5
x1
−0.5
−1
0 1000 3000 5000 7000 9000
c
1
0.5
x1
−0.5
−1
0 1000 3000 5000 7000 9000
Fig. 22.3 Comparison of bifurcation diagrams for different order reduction methods: (a) the
original system; (b) the PCGM; (c) the SGM
Fig. 22.2b. The first jump phenomenon appears at the rotating speed 4,440 rpm
on the frequency-response curves of both original system and reduced order sys-
tem obtained through PCGM. The jump phenomenon in the reduced order system
Re sponse
0.5
0
9000
Ro
7000
ta
tio
5000
na
9000
ls
3000 7000
5000
pe
3000
e
pm ]
d[
1000 0 1000 en cy [r
Frequ
rp
m
]
b
1
Re s p o n se
0.5
0
9000
Ro
7000
ta
tio
5000
na
9000
ls
3000 7000
pe
5000
ed
3000
1000 0 1000
[rp
cy [r ]
p m
F re q u en
m
]
1
Response
0.5
0
9000
7000
Ro
ta
tio
5000
na
9000
ls
3000 7000
pe
5000
3000
ed
1000 0 ]
1000 cy [r /m in
[r/
F re q u en
mi
n]
Fig. 22.4 Comparison of three-dimensional spectrum plots for different order reduction methods:
(a) the original system; (b) the PCGM; (c) the SGM
obtained by the SGM is delayed near 300 rpm. Observing Figs. 22.2 and 22.3
we find that a period-doubling bifurcation (Fig. 22.3a–c) results in a transition
from synchronous whirl to non-synchronous whirl with whirling frequency being
equal to half of rotating speed (Fig. 22.4a–c), when the fist jump phenomenon
take place. In the original system, with the increases of the rotating speed, the
synchronous motion again occurs in the speed range 5,460–6,240 rpm, after rotating
speed 6,240 rpm more complex nonlinear dynamic behaviors begin evolvement as
shown in Figs. 22.3a and 22.4a. It is delightful that the dynamic phenomena of re-
duced order system obtained via the PCGM are coincident with those of the original
system (Figs. 22.3b and 22.4b). However, the reduced order system obtained via the
SGM can not reproduce the actual nonlinear dynamic phenomena of original system
(Figs. 22.3c and 22.4c) after the fist bifurcation point in the original system. In order
to achieve the accurate results, more modes should be included for the SGM.
22.5 Conclusions
A 32-DOF nonlinear dynamic model has been established for the two-span rotor-
bearing system. A lower order subsystem with 6-DOF has been taken as the master
subsystem. The master subsystem associated with the slave subsystem which also
has 6-DOF has been numerically solved using the predictor-corrector Galerkin
method proposed in [17]. It has been shown that the PCGM provided a considerable
increase in accuracy for a little computational cost in comparison with the SGM in
which the first six modes were reserved. The numerical results indicated that the in-
fluence of some higher modes should be taken into account. The PCGM can achieve
the request accuracy and reduce the order of the large-scale nonlinear dynamical
system without losing essential dynamical behaviors of the original system.
Acknowledgments This research was supported by National Natural Science Foundation

of China (10772056, 10632040) and the Natural Science Foundation of Hei-Long-Jiang Province,
China (ZJG0704).
References
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cation in a large-scale rotor-bearing system. J Vib Shock 29(2):100–105
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ings. Nonlinear Dyn 10:251–269
Chapter 23
Stiffness Nonlinearity Classification
Using Morlet Wavelets
Rajkumar Porwal and Nalinaksh S. Vyas
Abstract A methodology based on wavelet transform using standard and

low-oscillation Morlet wavelets is presented to distinguish between symmetric and
asymmetric polynomial form of stiffness nonlinearities. Free vibration response
of the system is wavelet transformed and ridges are estimated. Characteristics of
ridges in conjunction with analytical solutions from Krylov–Bogoliubov method
are used to classify the nonlinearities. Numerical simulations are performed on the
quadratic and mixed parity nonlinear oscillator to illustrate the procedure.
23.1 Introduction
Presence of many forms of the nonlinearities in the restoring force and dissipa-
tive forces makes identification and parameter estimation of nonlinear systems
quite involved. Classification and identification of nonlinearities is one of the
important aspects of system parameter estimations. A brief description of vari-
ous identification schemes can be found in Kerschen et al. [4] and Worden and
Tomlinson [14].
Wavelet transform technique for nonlinear system identification is being used
more frequently [4, 10]. The capability of wavelet transform to capture instanta-
neous frequency and amplitude envelope makes it suitable for the identification of
nonlinear systems. Transient vibration of a weakly nonlinear system can be mod-
eled as a signal whose amplitude envelope and instantaneous frequency change
with time. Closed form solutions obtained from Krylov–Bogoliubov technique es-
tablish the relationships for amplitude envelope and instantaneous frequency for a
weakly nonlinear system [9]. Instantaneous frequency and amplitude envelope of
the given signal can also be determined numerically using the wavelet transform.
R. Porwal ()
Department of Mechanical Engineering
Shri G. S. Institute of Technology and Science, 23 Park Road, Indore 452003, India
e-mail: rkporwal@iitk.ac.in; rajkumarporwal@hotmail.com
276 R. Porwal and N.S. Vyas
The numerical results obtained from wavelet transform and closed form solutions
from Krylov–Bogoliubov technique are used in conjunction to determine the system
parameters.
Staszewski [12] applied the analytic wavelet transform techniques to nonlinear
systems of the Duffing type. Lardies and Ta [5] analyzed the system containing non-
linear damping. In another paper, Ta and Lardies [13] addressed the systems having
polynomial type of nonlinearity on damping and stiffness. They demonstrated the
application of the procedure on the systems with symmetric polynomial type of
stiffness nonlinearities.
Most parameter estimation procedures are based on an inherent assumption about
the form of nonlinearities. However, for complex engineering systems, it is dif-
ficult to recognize the actual form of nonlinearities. A third degree polynomial
form of stiffness is considered in the present study and a methodology based on
wavelet transform using standard and low-oscillation Morlet wavelets is suggested
to distinguish between the symmetric and asymmetric polynomial forms of stiffness
nonlinearity.
23.2 Response of the Nonlinear System
For weakly nonlinear systems given by
yR C y D "F .y; y/
P I (23.1)
the response through the Krylov–Bogoliubov method is represented as
y D A./ cos Œ C ./ ; (23.2)
where A./ and ./ are calculated by [8].

" Z 2
AP D F .A cos ; A sin / sin d ; (23.3)
2 0

" Z 2
P D F .A cos ; A sin / cos d : (23.4)
2A 0
The instantaneous frequency Œ!./ of the response signal is time derivative of the
P
phase i.e., Œ1 C ./.
A damped single degree of freedom system with nonlinear stiffness modeled by
a polynomial of degree three, executing free vibration, initiated by providing some
initial displacement, can be modeled as
yR C 2 yP C y C "2 y 2 C "3 y 3 D 0; y.0/ D 1 ; P

y.0/ D 0: (23.5)
23 Stiffness Nonlinearity Classification Using Morlet Wavelets 277
In absence of quadratic term, the response of the system is given by [8]

Z
3
y./ D A0 e cos C "3 A ./d C 0 :
2
(23.6)
0 8
Here constants A0 and 0 depend on the initial conditions. Amplitude envelope

A./ and instantaneous frequency !./ are given by the following expressions
A./ D A0 e ; (23.7)

!./ D 1 C 3 2
8 "3 A ./: (23.8)
The above relationship involves dependence of the frequency of oscillations on the

amplitude of oscillations.
Presence of quadratic term makes the problem little involved. The Krylov–
Bogoliubov method, which is first order averaging technique is not able to incor-
porate the effect of quadratic nonlinearity [8]. In order to use Krylov–Bogoliubov
method and to have a better representation of response for quadratic and mixed-
parity nonlinear oscillators, Porwal and Vyas [11] analyzed the positive displace-
ment and negative displacement motion separately.
Motion during positive half cycle is governed by
yR C 2 yP C y C "2 y jyj C "3 y 3 D 0 ; for y > 0 (23.9)
Response during the ith positive half cycle is given by

ypi ./ D Api e cos !pi C pi ; (23.10)
where
2
!
4"2 Ypi 3"3 Ypi
!pi D 1C C ; (23.11)
3 8
Api and pi are constants which depend on the conditions at the beginning of the
half cycle. Ypi is the amplitude of oscillation and !pi is the average frequency of
oscillation. Governing equation of motion during negative half cycle is
yR C 2 yP C y "2 y jyj C "3 y 3 D 0 ; for y < 0: (23.12)
Response during the jth negative half cycle is given by

ynj ./ D Anj e cos !nj C nj ; (23.13)
where
2
!
4"2 Ynj 3"3 Ynj
!nj D 1 C ; (23.14)
3 8
Constants Anj and nj depend on the conditions at the beginning of half cycle. Ynj is
the amplitude of oscillation and !nj is the average frequency of oscillation. A semi
analytical approach to determine all these quantities for the complete motion is de-
scribed by Porwal and Vyas [11]. The frequency changes from half cycle to half
cycle as per the above equations, (23.11) and (23.14). Wavelet transform is used to
detect and characterize the system using this fact.
23.3 Wavelet Transform
The continuous wavelet transform (CWT) for a finite energy signal y./ using ad-
missible wavelet function g./ is defined by the integral [3]
Z 1
1 b
Wy .a; b/D hy; g.; a; b/i D p y./g dt ; where y./ 2 L2 .R/
a 1 a
(23.15)

g ba
is complex conjugate of g b a
. Variables a and b are scale and
translational parameters, respectively. The above mentioned definition of wavelet
transform i.e., (23.15) can be converted to the frequency domain using Parseval
identity [3]
p Z 1
a
Wy .a; b/ D Y .!/G.a!/ej!b d!: (23.16)
2 1
Here Y .!/ is the Fourier transform of y./ and G.!/ is the Fourier trans-
form of g./. The bar over G.a!/ i.e., G.a!/ N denotes complex conjugate of
G.a!/. p This result can be interpreted as an inverse Fourier transform of the
function aY .!/ G .a!/. Equation (23.16) is used here for computation in or-
der to take advantage of an efficient Fast Fourier Transform (FFT) algorithm.
23.3.1 Wavelet Transform of the Response Signal
The system response represented by (23.6), or (23.10) and (23.13) can be written in
general as
y./ D A./ cosŒ./ ; P

where ./ D !./: (23.17)
Under the assumption of small damping, the response signal can be considered as
an asymptotic signal if oscillation due to the phase term ./ is more significant
than that coming from the amplitude term A./ [2]. A reasonable approximation of
wavelet transform of an asymptotic signal (23.17) turns out to be [2, 6]
p
a
Wy .a; b/ D A.b/ej.b/ GN .a!/ : (23.18)
2
23.3.1.1 Standard Morlet Wavelet
Standard Morlet wavelet function with central frequency !0 is given by
1 2
g./ D e =2 ej!0 : (23.19)
./1=4
Its Fourier transform is

2 =2
G.!/ D .4/1=4 e.!!0 / : (23.20)
!0 D 5 is used here to meet the admissibility criterion [2]. Therefore, a reasonable

approximation of wavelet transform of an asymptotic signal (23.17) is
p
a 2
Wy .a; b/ D A.b/ej.b/ .4/1=4 e.a!!0 / =2 : (23.21)
2
The
ˇ result of wavelet
transform is presented as a 2D plot of normalized scalogram
ˇ
ˇWy .a; b/ˇ2 =a . The magnitude of normalized scalogram is represented by pro-
portional intensity on the plot as a function of .a; b/. Ridge of the wavelet transform
is defined to extract useful information out of the spread normalized scalogram.
Wavelet ridge is closely related to instantaneous frequency of the signal. A ridge
is defined as the locus in time–frequency plane along which normalized scalogram
attains the maxima; mathematically
ˇ ˇ !
@ ˇWy .a; b/ˇ2
D 0: (23.22)
@a a
Substituting the transform (23.21) into (23.22) and simplification gives the locus of
the ridge as
!0
ar .b/ D ; (23.23)
!.b/
where ar .b/ is the scale along the ridge. In order to determine the scale corre-
sponding to ridge ar .b/ the maxima of normalized scalogram is noted for each
time location b in the time–frequency representation calculated by (23.16) and the

corresponding scale is obtained. Subsequently, the instantaneous frequency !.b/ at
a particular time can be determined.
23.3.1.2 Complete Morlet Wavelet
Time resolution of standard Morlet wavelet depends on !0 (Table 23.1) whose

value is kept greater than 5 for the mean of wavelet function to approach zero, a
condition to fulfill admissibility requirement. It is therefore, unable to capture any
phenomenon which is more temporal in nature.
In order to increase time resolution and capture the temporal phenomenon, use of
complete Morlet wavelet has been suggested. This allows us to use lower value of
central frequency !0 . Since the central frequency is lower than the standard Morlet
wavelet, it is known as low-oscillation Morlet wavelet. !0 D 1 is used in the present
work to have better time resolution . Initially low oscillation Morlet wavelet was
used as a pattern matching tool to detect and classify P waves in ECG signal by
Michaelis [7]. Later Addison et al. [1] lucidly explained the underlying mathematics
and applied it to sonic echo NDT signal used for the analysis of structure elements.
The complete Morlet wavelet is defined as follows
!02
1 2
g.t/ D e j!0
e 2 e =2 : (23.24)
./1=4
Its Fourier transform is

2 C! 2
G.!/ D .4/1=4 e.! 0 /=2 .e!!0 1/ : (23.25)
With complete Morlet wavelet, the wavelet transform of an asymptotic signal

(23.17) can be written approximately as [6]
p
a 2 2
Wy .a; b/ D A.b/ej.b/ .4/1=4 e.a! C!0 /=2 .ea!!0 1/ : (23.26)
2
The wavelet ridge is obtained by employing the expression (23.22), thus

1 ar !
ar D log : (23.27)
!0 ! ar ! !0
Table 23.1 Properties of standard Morlet wavelet functions

Time center Frequency center Time spread Frequency spread
!o !0 1 ! 1
b p p
a ! 2 !0 2
Equation (23.27) is solved numerically for instantaneous frequency (!) after

determining locus of ridge (ar ) from the maxima of normalized scalogram at
each time instant.
23.4 Illustration
Following three representative cases are numerically simulated:

1. "2 and "3 are present i.e., asymmetric mixed parity oscillator.
2. "2 is present and "3 is 0 i.e., asymmetric quadratic oscillator.
3. "2 is 0 and "3 is present i.e., symmetric cubic oscillator.
The steps involved in classifying the system using ridges of wavelet transform are
shown schematically in Fig. 23.1 for a mixed parity nonlinear oscillator in which
both "2 and "3 are eqal to 0:1 i.e., case (1). Damping factor D 0:01 is as-
sumed in all the simulations. Figure 23.1a is a simulated response of the system
obtained through Runge–Kutta method. Results in Fig. 23.1b–d are obtained using
standard Morlet wavelet while the results in Fig.2̇3.1e–g are obtained using low os-
cillation Morlet wavelet. Wavelet transform of the response is shown in Fig. 23.1b.
Ridge obtained over the relevant scale is shown in Fig. 23.1c. Locus of ridge is con-
verted to variation of instantaneous frequency with time in Fig. 23.1d. The trend of
the graph shows that the frequency decreases continuously as the amplitude of os-
cillation decreases. The corresponding results in Figs. 23.1e–g indicate that the low
oscillation Morlet wavelet is able to capture the change in instantaneous frequency
form half cycle to half cycle. The instantaneous frequency shows oscillating behav-
ior due to the different governing law during positive and negative motion and this
fact is also evident from (23.11) and (23.14).
The results obtained for the other two cases are shown in Fig. 23.2. Figure 23.2a–c
belongs to case (2). Figure 23.2a shows the response of the system for "2 D 0:1
and "3 D 0. Instantaneous frequencies obtained using standard Morlet wavelet and
low oscillation Morlet wavelet are shown in Fig. 23.2b, c, respectively. Here the
two wavelets yield different loci for the instantaneous frequency. In absence of "3 ,
the frequency locus obtained by the standard Morlet wavelet remains in the close
vicinity of unity. The low-oscillation Morlet wavelet yields an oscillatory frequency
plot.
Figure 23.2d–f belongs to case (3) and shows the results for "2 D0 and "3 D0:1.
Results obtained are same for both wavelets since the instantaneous frequency
changes smoothly with the amplitude of oscillation as given by (23.8).
a
1
0.5
y( τ)
0
−0.5
−1
0 20 40 60 80
τ
b e
3
0.5
4
5 1
a
6 1.5
7 2
0 20 40 60 80 0 20 40 60 80
b b
c f
4.8
1.3
5 1.35
a
1.4
5.2
30 40 50 60 70 30 40 50 60 70
b b
d g
1.04 1.04
1.02 1.02
ω(τ)
ω(τ)
1 1
0.98 0.98
0.96 0.96
30 40 50 60 70 30 40 50 60 70
τ τ
Fig. 23.1 (a) Response of a mixed-parity nonlinear oscillator "2 D 0:1 and "3 D 0:1 (b) Wavelet
transform of the response using standard Morlet wavelet (c) Ridge of the wavelet transform (d) In-
stantaneous frequency of the response (e) Wavelet transform of the response using low-oscillation
Morlet wavelet (f) Ridge of the wavelet transform (g) Instantaneous frequency of the response
a ε2=0.1, ε3=0 d ε2=0, ε3=0.1

1 1
y(τ)
0
y(τ)
−1 −1
30 40 50 60 70 30 40 50 60 70
τ τ
b e
1.04 1.04
1.02 1.02
ω(τ)
ω(τ)
1 1
0.98 0.98
0.96 0.96
30 40 50 60 70 30 40 50 60 70
τ τ
c f
1.04 1.04
1.02 1.02
ω(τ)
ω(τ)
1 1
0.98 0.98
0.96 0.96
30 40 50 60 70 30 40 50 60 70
τ τ
Fig. 23.2 (a) Simulated response for case 2 (b) Instantaneous frequency using standard Morlet
wavelet for case 2 (c) Instantaneous frequency using low-oscillation Morlet wavelet for case 2
(d) Simulated response for case 3 (e) Instantaneous frequency using standard Morlet wavelet for
case 3 (f) Instantaneous frequency using low-oscillation Morlet wavelet for case 3
23.5 Conclusions
The frequency loci obtained through standard Morlet wavelet are non-oscillatory.
Locus of frequency in this case is better explained by considering corresponding
symmetric case i.e., the (23.8). Standard Morlet wavelet averages out the effect
of asymmetric nonlinearity over a number of response cycles due to its higher
time spread. This averaged out results are used to find the presence of "3 . Low-
oscillation Morlet wavelet, due to its ability to capture the temporal phenomenon,
is able to distinguish between the symmetric and asymmetric forms easily. It gives
non-oscillatory frequency locus for symmetric nonlinearity while for asymmetric
nonlinearity the frequency locus is oscillatory. The oscillatory locus of frequency is
better explained by the (23.11) and (23.14).
References
1. Addison PS, Watson JN, Feng T (2002) Low-oscillation complex wavelets. J Sound Vib
254(4):733–762
2. Carmona R, Hwang W, Torresani B (1998) Wavelet analysis and its application: practical time
frequency analysis, vol 9. Academic, San Diego, CA
3. Chui CK (1992) An introduction to wavelets. Academic, San Diego, CA
4. Kerschen G, Worden K, Vakakis AF, Golinval JC (2006) Past, present and future of nonlinear
system identification in structural dynamics. Mech Syst Signal Process 20:505–592
5. Lardies J, Ta MN (2005) A wavelet based approach for the identification of damping in non-
linear oscillator. Int J Mech Sci 47:1262–1281
6. Mallat S (1998) A wavelet tour of signal processing. Academic, San Diego, CA
7. Michaelis M, Penz S, Black C, Sommer G (1993) Detection and classification of p waves using
gabor wavelets. In: Computers in cardiology 1993. Proceedings of IEEE, pp 531–534
8. Mickens RE (1995) Oscillations in planar dynamic systems. World Scientific Publishing,
Singapore
9. Nayfeh AH (1973) Perturbation methods. Wiley, New York
10. Peng Z, Chu F (2004) Application of the wavelet transform in machine condition monitoring
and fault diagnostics: a review with bibliography. Mecha Syst Signal Process 18:199–221
11. Porwal R, Vyas NS (2008) Damped quadratic and mixed-parity oscillator response using
Krylov–bogoliubov method and energy balance. J Sound Vib 309:877–886
12. Staszewski W (1998) Identification of non-linear systems using multi-scale ridges and skele-
tons of the wavelet transform. J Sound Vib 214(4), 639–658
13. Ta MN, Lardies J (2006) Identification of weak nonlinearities on damping and stiffness by the
continuous wavelet transform. J Sound Vib 293:16–37
14. Worden K, Tomlinson G (2001) Nonlinearity in structural dynamics: Detection, identification
and modelling. Institute of Physics Publishing, Bristol, Avov and Philadelphia, PA
Chapter 24
Dynamics of Wire-Driven Machine Mechanisms:
Literature Review
Timo Karvinen and Erno Keskinen
Abstract The state-of-the art of the mechanical properties of wire ropes and the
dynamics simulation of wire rope mechanisms is reviewed in this paper. A special
emphasis is put on the tension dependent Young’s modulus and the damping of the
wire rope in the part dealing with the mechanical properties. In the part discussing
the dynamics simulation, the simplification of the complex system and the connec-
tion between the rope and the pulley are accentuated. There is plenty of literature on
modeling the material properties and they can be predicted accurately. There is still
room for new developments in the dynamics simulation of wire rope systems.
24.1 Introduction
During the past two decades or so, considerable interest has been shown in the me-
chanical characteristics of helically wound steel cables for use in both onshore and
offshore applications such as bridges, oil drilling platforms, cranes, and elevators.
Most wire ropes are constructed from either a single strand or from several strands
that are wound around a core. This core may be a strand in itself or it may be a
fibrous or deformable element. The strand is constructed of wires that are wound
around a central wire. The design of wire rope cross-sections dates back to the late
1800s and has been continuously improved ever since. A typical wire rope is shown
in Fig. 24.1. Several modeling approaches are based on the nonlinear equations of
equilibrium of a thin helical rod [2] and consider the torsion and bending stiffness of
the wires. The theory of wire ropes is presented very extensively in the book of [3].
The parameters affecting the wire rope properties are:
Outer diameter
Wire diameter
T. Karvinen ()
Department of Mechanics and Design, Tampere University of Technology,
P.O. Box 589, 33101 Tampere, Finland
e-mail: timo.karvinen@tut.fi
286 T. Karvinen and E. Keskinen
Fig. 24.1 Typical six-stranded wire-rope with (a) independent wire rope core (IWRC), (b) fibre
core, [1] reprinted with permission from Professional Engineering Publishing
Number of wires
Number of strands
Strands lay angle
Lay type: ordinary lay, Lang’s lay
Core type
Diameter of core
Material properties of wire ropes are needed in order to perform the dynamic
analysis accurately. Most papers dealing with the dynamic analyses related to ropes
are not actually covering the ropes but belt–pulley systems. The same analysis can
be extended to wire rope – pulley systems using different material properties. A lot
of emphasis is put on the detailed modeling of the belt–pulley contact in the liter-
ature but we try to find ways to simplify a complex system consisting of the rope
system, mechanisms, hydraulics, and control systems to more manageable one often
needed in the dynamics analysis.
24 Dynamics of Wire-Driven Machine Mechanisms: Literature Review 287
24.2 Mechanical Properties of Wire Ropes
The wires or strands can be modeled as thin helical rods using [2] curved rod the-
ory. Global relationships between deformation of the cable and the resultant axial
force and bending/torsional moments are established accordingly [3]. There also
exist semicontinuous models in which each layer of helical wires is replaced with
an equivalent orthotropic medium. Interwire and/or interstrand frictional forces are
considered by using contact mechanics to account for stick and slip friction transi-
tion [7]. The individual layers of wires in an axially preloaded multilayered spiral
strand are treated as a series of partly self-stressed cylindrical orthotropic sheets
whose nonlinear elastic properties are averaged to form an equivalent continuum.
The theory is based on the main assumption that with zero axial load on the strand,
the wires in each layer are just touching each other. Under dynamic or cyclic load-
ing, detailed local models overestimate the cable damping for cables with large radii
of curvature. There are analytical approaches and FEM methods [4, 9] developed to
calculate cables’ overall mechanical properties which are: axial, bending, torsional
stiffness, and hysteresis characteristics. Depending on the accuracy of the model,
leading to complex mathematical problem, the solution may be unsuitable for large-
scale engineering applications. The most detailed wire cable models have primarily
been developed for static monotonic loading. The mechanical properties exhibit the
following features:
Young’s modulus is tension dependent
Stretch consists of two parts: constructional and elastic stretch
Lay-angle dependent properties
Interwire friction factor used in simulations D 0:12
24.2.1 Young’s Modulus
Important concepts in studying the Young’s Modulus are the no-slip and full-slip
limits. The no-slip Young’s modulus is the upper bound to the effective Young’s
modulus. Small disturbances do not induce interwire slippage over the line-contact
patches between adjacent wires in various layers and the wires stick together behav-
ing as a solid bar.
The full-slip Young’s modulus is the lower bound limit whereby wires in line-
contact throughout the strand undergo gross sliding with the interwire frictional
forces becoming insignificant compared with the axial force changes within indi-
vidual helical wires. The Young’s modulus depends on the loading; therefore one
should measure it at conditions similar to expected working conditions. Analytical
expressions are found in the literature for the effective Young’s modulus taking into
account the geometry, lay angle, number of strands etc. Even though the expressions
are analytic, the calculation of numerical values is quite involving and it may take
some time to write the equations in the computer. The equations of these models are
not presented in this review, apart from some simple expressions. All the equations
Fig. 24.2 Rope axial stiffness theory vs. experiments, [7] reprinted with permission from ASCE
needed in the calculations can be found in the corresponding papers in the refer-
ence list. There are also models for calculating the stiffness matrix relating the axial
force, moment, and extension and torsion responses [5, 6].
Figure 24.2 illustrates the nondimensional effective Young’s modulus divided by
the steel’s Young’s modulus as a function of the load range obtained both theo-
retically and experimentally. The figure shows a descending trend for the Young’s
modulus with the increasing load. A similar curve is presented in Fig. 24.3 for other
type of wire rope. Similar curves can be drawn for any wire rope by applying the
calculation procedure and the equations found in, e.g., [7, 8]. Many models found
in the literature are computer based and involve certain iterative procedures. This
potential drawback for practical applications is overcome by some simple methods.
The full-slip values of the Young’s modulus can be calculated from a simple formula
(Hruska’s approach) proposed by [33]

P
M P
n
ALi cos3 ˛i cos3 ˇj
Erope j D1 i D1
H D D n , (24.1)
Esteel P P
M
ALi = cos ˛i cos ˇj
j D1 i D1
Fig. 24.3 Variation of Young’s modulus as function of loading, [8] reprinted with permission from
Elsevier
in which AL ; ˛, and ˇ are the total cross-sectional area of wires, the lay angle of
wires in a strand, and the lay angle of a strand.
Raoof [1] developed simplified but still accurate procedures for predicting the
no-slip and full-slip axial stiffnesses of wire ropes, with the proposed formulations
being amenable to simple hand calculations using a pocket calculator. The method
is based on fitting a curve through the data calculated using a more complicated
model. The comparison between Hruska’s and Raoof’s simple models for the full-
slip values is shown in Fig. 24.4. Zhu [9] performed experiments in which the cable
was repeatedly loaded–unloaded, and loaded–unloaded after being bent repeatedly
without tension. It was found out that the elastic modulus changes depending on the
loading: the repeated load applications will increase the elastic modulus of the new
wire cable, and the increased elastic modulus can be lost after bending of the cable
at zero tension.
24.2.2 Damping
Just like in the case of Young’s modulus, analytical models exist for cable damp-
ing [10–12]. The theory for prediction of damping is based on the orthotropic sheet
theory with wire compliances derived from contact stress theories. Later on, [31]
developed simplified, hand-based procedures for obtaining the maximum values
of axial and/or torsional frictional specific loss by fitting curves through the data
calculated using a complicated model. A general observation is that the damping
Fig. 24.4 Comparison of different models for calculating Young’s modulus of rope, [1] reprinted
with permission from Professional Engineering Publishing
increases by increasing the number of wires and/or decreasing the helix angle. The
results for damping are presented in a nondimensional form, the x-axis being the
load range divided by the mean load, which should be checked in the paper, and
the y-axis the axial energy loss per cycle divided by the maximum elastic energy,
U=U . This ratio provides the most direct method of quantifying damping irrespec-
tive of the mechanism involved. For low damping it can be shown that the equivalent
logarithmic decrement is ıeq D U=2U . The traditional Coulomb friction model
tends to grossly overestimate cable damping for large radii of curvature in connec-
tion with vortex shedding dynamic instabilities, overhead transmission lines, and
underwater cables where the maximum amplitude of vibration is of the order of one
cable diameter [10]. Figures 24.5 and 24.6 show characteristic damping curves for
strands of different diameters. The curves have a narrow peak at a certain value of
loading indicating maximum damping. There is no easy way to predict at which
value of loading the maximum damping occurs. Damping curves can also be pre-
sented as a function of the Young’s modulus [10].
Figure 24.7 illustrates the damping as a function of radius of curvature. Similar
curves as those found in Fig. 24.7 can be obtained as a function of core-wire radius
ratio, helix angle, and number of wires [12]. It has also been found that the service
time (or number of cycles) increases damping as shown in Fig. 24.8. Besides ana-
lytical models, there exist numerical approaches such as the Rayleigh damping used
for FEM calculations [9])
ŒC D ˛ŒM C ˇŒK; ˛ C !i2 ˇ D 2i !i

!1 !2 .!2 1 !1 2 / !2 2 !1 1
˛D2 ; ˇD (24.2)
!22 !12 !22 !12
Fig. 24.5 Axial energy dissipation in strands, [11] reprinted with permission from Professional
Engineering Publishing
in which ˛ and ˇ are the damping coefficients multiplying the mass and stiffness
matrices and !1 and !2 the lower and upper limits of the frequency range of interest.
The Kelvin–Voigt model for damping is employed in simulation of vibrations and
rope stability in one reference [13]. The wear of the rope in bending is discussed,
e.g., in the papers of [14, 15].
24.3 Dynamics Simulation of Wire Rope Systems
There are not many papers in the literature dealing with the system-level analysis of
wire rope systems. Usually the system consists of a belt and two pulleys. Some very
large system level models including the wire rope system, mechanisms, hydraulics,
and control can be found in [16] and [17]. Also if there is a more complicated
mechanism, the system does not fully describe the mechanics and omits, e.g., the
wire stiffness and/or damping.
Fig. 24.6 Theoretical axial energy dissipation in strands, [12] reprinted with permission from
Professional Engineering Publishing
24.3.1 Belt–Pulley Systems
There exists no generally accepted friction model between the rope and the pulley.
Two different theories, both physically motivated but based on different belt–pulley
friction assumptions, are developed in the literature. The creep model assumes that
the existence of friction depends completely on the relative motion (creep) between
the belt and the pulley surfaces. Only kinetic friction is considered in the belt–pulley
interaction, the contact arc is divided into two zones: an adhesion zone in which the
belt moves at the same speed as the pulley and the sliding zone in which the belt
slides (creeps) on the pulley surface. Only the sliding zone contributes to moment
transmission through friction forces, whereas the friction remains zero in the adhe-
sion zone. Important concepts in the creep model are the slip angle and the contact
region, which are shown in Fig. 24.9. Another approach in the friction modeling is
the shear model, which addresses the shearing deformation of the belt assuming it
inextensible. The creep model is much more used than the shear model. The shear
model is mathematically more complicated than the creep model. The solutions
presented in the literature are in most cases for the steady-state and usually for a
belt-two-pulley system.
Important quantities in the analysis of belt, wire rope, and pulley systems are
the normal force, the friction force, the maximum moment that can be trans-
Fig. 24.7 Comparison of damping of single-layer strands as function of radius of curvature

between two methods, [12] reprinted with permission from ASCE
mitted and the slip angle. [18] compared different models which were: the full
model taking into account all the effects of inertia including the acceleration due
to stretching, the engineering and alternate solutions which take into account the
centrifugal acceleration but not the tangential acceleration, and the Capstan solution
neglecting the inertia in the momentum equations. It was found that the three first
approaches gave very similar results for the normal and frictional forces of a belt
and two pulleys systems, but the Capstan solution neglecting the inertia gave signif-
icantly different results, which is illustrated in Fig. 24.10. Also the slip angles had
notable differences.
Different approaches can be found in the literature such as those using the curved
Euler–Bernoulli beam including the bending stiffness [19], some models are solved
analytically and numerical values are possible to obtain rather easily [18], and some
models are solved numerically [19–21].
24.3.2 Complex Wire Rope Systems
Despite the establishment of the analysis capabilities, very few actual wire rope
system designs are accomplished through their use and there is a lack of unified
design methodology for wire rope systems based on the analysis. [22] discusses the
Fig. 24.8 Damping against service time, [12] reprinted with permission from ASCE
Fig. 24.9 Normal force in different zones of belt calculated using different models, [18] reprinted
with permission from ASME
design of wire rope systems, but dynamics is not considered and the emphasis is on
the minimization of the rope weight. The models found in the literature are rather
detailed and there have not been attempts to simplify the systems, probably due to
the fact that the system has been a belt-two-pulley system. [23] presented an efficient
Fig. 24.10 Schematic showing slip angle and contact zone, [18] reprinted with permission from
ASME
method for calculating the eigensolutions and the dynamic response of a serpentine
belt drive consisting of several pulleys. The efficiency in the solution is due to the
discretization of the belt spans, which can easily be generalized to a system of ar-
bitrary number of pulleys. Hong [24] presented a method for representing complex
cable–pulley mechanism configurations and motions. In this study only the motion
of pulleys, ropes, and blocks is considered and the cables must be oriented in x or y
direction and the orientation change is not allowed. Verho [25] analyzed a wire rope
Fig. 24.11 Reducing wire rope mass for moment of inertia of pulley, [25] reprinted with permis-
sion from author
Fig. 24.12 Comparison of full (solid line) and simplified (dashed line) wire rope models, [25]
reprinted with permission from author
mechanism in which the moment of inertia of the ropes was reduced to the pulley
and a single value tension approximation along the entire belt was presented as

1
Ii D Iip C si C .Li 1 C Li / m0t Ri2 (24.3)
2
for which the notation shown in Fig. 24.11. The simplified and the full model in-
cluding different tension between different pulleys and without the wire rope mass
reduction are compared in Fig. 24.12 in which the quantity on the y-axis is the
acceleration of a mass to be accelerated with the mechanism.
There also exist FEM approaches for dynamic analysis and other numerical
models in which cable and pulley elements are developed [26]. Kumaniecka [13] de-
veloped a model for vibrations and stability of ropes with the Kelvin–Voigt model
for rope damping. Most system level simulations involve control of elevators and
cranes [27–29]; Characteristic to these studies is the simplified mechanical model
in which the mass and stiffness of rope are neglected, taken as a constant and damp-
ing constant or zero and the emphasis is on the control model. The rope is often
carrying a point mass. Such studies are, e.g., swinging prevention of the load [30]
and improvement of riding comfort in the elevator [32].
24.4 Conclusions
The state-of-the-art of modeling the mechanical properties of wire ropes and the
dynamics analysis of wire rope systems has been presented in the paper. Plenty
of literature is found on predicting the Young’s modulus and damping of the wire
rope taking into account all the geometrical parameters such as the wire and strand
diameter, the lay angle and lay type, respectively. Several modeling approaches exist
and they seem to produce accurate results, even though coding the equations in the
computer and obtaining the numerical results is not very simple. The literature is
scarce discussing the system level dynamic analysis of wire rope systems. Most
papers are dealing with the very detailed analysis of the belt pulley contact in the
steady-state case. Several papers are found on the control of wire rope systems in
which the mechanical model is often very simplified. The emphasis in these papers
is usually in the control of the actuator to minimize the vibration of the load, for
instance. We conclude that there is room for significant developments in the system
level dynamic analysis of wire rope systems.
References
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dependent wire rope core or fibre core wire ropes. J Strain Anal 38(6):577–586
2. Love AEH (1944) A treatise on the mathematical theory of elasticity. Dover, New York, p 643
3. Costello GA (1990) Theory of wire rope. Springer, New York
4. Ma J, Ge S, Zhang D (2008) Distribution of wire deformation within strands of wire ropes.
J China Univ Min Technol 18:475–478
5. Elata D, Eshkenazy R, Weiss MP (2003) The mechanical behavior of a wire rope with an
independent wire rope core. Int J Solids Struct 41:1157–1172
6. Raoof M, Kraincanic I (1995) Characteristics of fibre-core wire rope. J Strain Anal
30(3):217–226
7. Raoof M, Kraincanic I (1995) Analysis of large diameter steel ropes. J Eng Mech
121(6):667–675
8. Raoof M, Kraincanic I (1995) Simple derivation of the stiffness matrix for axial/torsional
coupling of spiral strands. Comput Struct 55(4):589–600
9. Zhu ZH, Meguid SA (2007) Nonlinear FE-based investigation of flexural damping of slacking
wire cables. Int J Solids Struct 44:5122–5132
10. Raoof M, Huang YP (1991) Upper-bound prediction of cable damping under cyclic bending.
J Eng Mech 117(12):2729–2747
11. Raoof M (1991). The prediction of axial damping in spiral strands. J Strain Anal 26(4):221–229
12. Raoof M (1991) Methods for analyzing large spiral strands. J Strain Anal 26(3):165–174
13. Kumaniecka A, Niziol J (1994) Dynamic stability of a rope with slow variability of the param-
eters. J Sound Vib 178(2):211–226
14. Ridge IML, Zheng J, Chaplin CR (2000) Measurement of cyclic bending strains in steel wire
rope. J Strin Anal 35(6):545–558
15. Urchegui MA, Tato W, Gómez X (2008) Wear evolution in a stranded rope subjected to cyclic
bending. J Mat Eng Perform 17(4):550–560
16. Keskinen E, Montonen J, Launis S, Cotsaftis M (1999) Simulation of wire and chain mecha-
nism in hydraulic driven booms. Proceedings of the IASTED international conference applied
modelling and simulation, Cairns, QLD, 1–3 September 1999
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fibers on pulleys. J Appl Mech 67:197–206
19. Kong L, Parker RG (2005) Steady mechanics of belt–pulley systems. J Appl Mech 72:25–34
20. Kong L, Parker RG (2005) Microslip friction in flat belt drives. Proc Inst Mech Eng C: J Mech
Eng Sci 219:1097–1106
21. Rubin MB (2000) An exact solution for steady motion of an extensible belt in multipulley belt
drive systems. J Mech Des 122:311–316
22. Velinsky SA (1993) A stress based methodology for the design of wire rope systems. J Mech
Des 68:69–73
23. Parker RG (2004) Efficient eigensolution, dynamic response, and eigensensitivity of serpentine
belt drives. J Sound Vib 270:15–38
24. Hong DW, Cipra RJ (2003) A method for representing the configuration and analyzing the
motion of complex cable–pulley systems. ASME J Mech Des 125:332–341
25. Verho A (2003) Katapulttimekanismin mallinnus ja simulointi (in Finnish). MSc Thesis,
Tampere University of Technology
26. Hashemi SM, Roach A (2006) A dynamic finite element for vibration analysis of cables and
wire ropes. Asian J Civil Eng (Build Hous), 7(5):487–500
27. Lee H (2003) A new approach for the anti-swing control of overhead cranes with high speed
load hoisting. Int J Control 76(15):1493–1499
28. Otsuki M, Ushijima Y, Yoshida K, Kimura H, Nakagawa T (2006) Application of nonstationary
sliding mode control to suppression of transverse vibration of elevator rope using input device
using gaps. JSME Int J C 49(2):385–394
29. Otsuki M, Yoshida K, Nagakagi S, Nakagawa T, Fujimoto S, Kimura H (2004) Experimental
examination of non-stationary robust vibration control for an elevator rope. Proc Inst Mech
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CESLIC Report SC6, Civil Engineering Department, Imperial College, London
Chapter 25
Dynamics of Wire-Driven Machine Mechanisms,
Part II: Theory and Applications
Erno Keskinen, Timo Karvinen, and Jori Montonen
Abstract A systematic approach, where the mass conservation theorem is applied

to a wire continuum, leads to system equations, in which the dynamics of a com-
plete wire (or chain) and pulley assembly are coupled with the motion of a boom
mechanism. This methodology makes it possible to develop a simulation model of
complete crane and lift systems where the wire and chain wheels communicating
with the wire element can transmit the effect of boom displacements into the
dynamic variations of wire tension.
25.1 Introduction
Wires and chains are widely used machine elements in devices carrying out work
processes where large amplitude displacements and high capacity tools subject to
tensional loads are needed. In boom systems, the wires are typically used in lift-
ing winches whereas the chains can provide a compact solution in telescopic boom
configurations. The modeling problem of wires and chains rests upon the basic ques-
tion of how to represent the elastic property of their internal structure into a simple
enough small degree of freedom model. Along the line of very fast technology de-
velopment aiming at delivering more precise and more task-efficient tools, compact
library models are preferable in system level simulations of large technical systems
since, today, low cost computational capability brings fast models closer to real-
time applications needed in man-in-the-loop simulations. A typical example is the
use of virtual product models as training simulators to give operators good practice
and familiarity with the boom behavior in critical lifting maneuvers. The better real
dynamics is coded into the computational model behind the screen animation, the
better touch and feeling of real operation may be reached in the maneuvers.
E. Keskinen ()
Department of Mechanical Engineering, Tampere University of Technology, P.O. Box 589,
33101 Tampere, Finland
e-mail: erno.keskinen@tut.fi
300 E. Keskinen et al.
Wires are consisting of fiber groups and chains are consisting of link-pin sections.
Despite the complicated internal structure, their dominating mechanical property
is axial elasticity, which may be taken as their main behavior in modeling. This has
been shown by many authors in papers mentioned in a comprehensive reference list
of an adjunct state-of-art review paper written by corresponding authors Karvinen
and Keskinen [1]. A homogenization process produces an average axial stiffness
property, which defines the effective elastic modulus of the material carrying the
axial loads. It has been shown [2] that a similar lumped volume model governing
the dynamic pressure variation within a fluid volume in fluid power circuits can
be developed for the tensional state in the homogenized wire continuum also. Two
worked case studies show the feasibility of proposed methodology in linking to-
gether the dynamical model of a loading crane [3] with a hydraulic winch for first
one (Fig. 25.1a), and of an elevator boom with a chain-driven extension mechanism
[4] for second one (Fig. 25.1b).
Fig. 25.1 Hydraulic boom systems. Winch equipped loading crane (a), chain-driven elevating
platform (b)
25 Dynamics of Wire-Driven Machine Mechanisms 301
25.2 Wire Mechanics
25.2.1 Wire Topology
Wire, chain, and wheel arrangements represent configurations where one-parametric

elastic continuum is stretched to form spans between a group of wheels mounted on
a steady or moving reference frame in Fig. 25.2.
One end is winched into or from a drum whereas the other one is connected to the
work object. In technical systems, the wire typically follows the motion of a boom
mechanism, as shown on Fig. 25.3.
Topologically, the winch systems represent open kinematic chains since the work
object attached to wire end may be moved freely inside the working space covered
by the boom.
Fig. 25.2 Topology of a rigidly mounted wire-wheel-winch-object arrangement
Fig. 25.3 Winch system

mounted on a moving boom
mechanism in an open
kinematic chain
Fig. 25.4 Chain

synchronizing the motion of
links in a multistage telescope
boom
The situation is different if the wire or chain is synchronizing the motion of

individual links in a multiredundant mechanism in Fig. 25.4. In such configurations,
the wire is forming together with the link elements a closed kinematic loop. This
property is useful since it reduces the number of actuators to be controlled during
complicated boom maneuvers.
25.2.2 Elastic Properties of Wire and Chain Elements
In order to model the wire response, a constitutive model of the wire material that
links the strains and strain rates to the tensional stress, is needed
One starts from a very general dependence
D f ."; "/
P (25.1)
in which the wire stress is a nonlinear function of strain and strain rate. The effective
elastic modulus for small strains reads then
@f
EO D O
."/ D E./: (25.2)
@"
Correspondingly, the effective viscous modulus takes form
@f
O D ."/ D ./:
O (25.3)
@P"
The stress rate is then
O
P D E./P
" C ./R
O ": (25.4)
Based on its fiberous structure, wire behaves much more elastically than a steel rod
with the same cross-sectional area [5]. This means that in wire dynamical consider-
ations the actual elastic modulus should be replaced by
EO D c./E (25.5)
where the reduction factor c usually varies in range 0.35. . . 0.85 depending on the
stress level.
For a chain, the situation in Fig. 25.5 is more complicated since the chain consists
of a finite number of sections having local elasticities in the pin-joints and dis-
tributed elasticity on side plates.
As a model, each chain section will be replaced by an equivalent spring assembly
where the sideplates have a linear elastic behavior with pitch stiffness coefficient
AE
k1 D (25.6)

see Fig. 25.6, but the pin-joint has a nonlinear load-displacement relationship of
the form
N D ab (25.7)
leading to load-dependent joint stiffness coefficient
@N
k2 .N / D D ab bN bC1 (25.8)
@
l
Fig. 25.5 Chain section
Dl
N
Fig. 25.6 Spring models
in series representing one l
section of the chain
Chain homogenization is a process where the whole chain is replaced by pitch and
joint spring pairs in series leading to continuous material model with cross-sectional
area A and equivalent elastic constant
E
EO D k1
(25.9)
1C k2 .N /
25.2.3 Kinematics of Wire Motion
Suppose the wire is stretched over guiding wheels located between the winch drum
and work object.
The total wire length L in a multispan arrangement consists of lengths ì along
wheel-to-wheel free spans and overlapping lengths si along the contact zones on
wheels in Fig. 25.7 X X
LD ì C si : (25.10)
i i
The expression of span and overlapping lengths varies depending on the different
cases shown in Fig. 25.8 and Table 25.1.
If the position vectors of wheel centers and wheel radii are known, the distance
di between wheel centers is in all cases
di2 D .R i C1 R i /.R i C1 R i / (25.11)
i−1
si+1
i+1
i si+2
si
Fig. 25.7 Definition of span and overlapping lengths in wire kinematics
B B
A A
I II
B B
A A
II
Fig. 25.8 Four basic cases in I IV
wire length computation
Table 25.1 The basic situations of span topology

Case Contact on wheel A Contact on wheel B
I Outside Outside
II Inside Inside
III Outside Inside
IV Inside Outside
Fig. 25.9 Span length bi

computation for case I
i+1
f1
bi i
di i+1
i Ri+1
f2 ai
Ri
i
The span length for cases I and II in Fig. 25.9 is

q
ì D di2 Ri2 (25.12)
where Ri D Ri C1 Ri , but for cases III and IV

q
ì D di2 †Ri2 ; (25.13)
where ˙Ri D Ri C1 C Ri . The inclination angle ˛ of the center line is in all cases
Yi C1 Yi
˛i D arctan (25.14)
Xi C1 Xi
with the replacement ˛ < 0 ) ˛ ! ˛ C 2 for avoiding negative angles. The

angular difference between wire span and center line is for cases I and II
Ri
ˇi D arctan (25.15)
ì
whereas for cases III and IV

†Ri
ˇi D arctan (25.16)
ì
The direction angles of contact points on the wheels can be calculated from case-
dependent formulae below.
Fig. 25.10 Overlapping

length f1i
i
e1 f2i i
e2
Table 25.2 Direction angles of separation points for basic cases

Case Contact on wheel A Contact on wheel B
I 2i D ˛ C ˇ C =2 1iC1 D 2i
II 1i D ˛ ˇ C 3=2 1iC1 D 2i
III 1i D ˛ ˇ C =2 1iC1 D 2i C
IV 2i D ˛ C ˇ C 3=2 1iC1 D 2i
The overlapping lengths in Fig. 25.10 si are now easily computed from angular
differences between the angles of in-wheel and out-wheel separation points in
Table 25.2 ˇ ˇ
si D Ri ˇ'1i '2i ˇ (25.17)
For further need, the unit vectors for span lines for in-wheel and out-wheel direc-
tions are
e i1 D sin '1i i C cos '1i j (25.18a)

e i2 D sin '2i i cos '2i j (25.18b)
25.2.4 Tension Dynamics
Because a lifting wire or a chain drive is highly loaded during operation, the
tensional state does not vary so much between the spans. A lumped parameter
model may therefore be accurate enough to model dynamic variation of the average
tensional state N along the whole wire length.
The mass conservation theorem applied to the control volume filled of wire
continuum with instantaneous mass M D V reads
dM
D V
P C Q D 0 (25.19)
dt
in which Q is the total flow rate of the wire material flowing out from the control
volume. For a purely axially deforming solid continuum, the density rate is related
to axial strain rate by the expression
P
D P" (25.20)

Combining this with the mass conservation equation then leads to kinematic
equation of the wire continuum
Q
"P D (25.21)
V
Because tensional force is linked to stress by N D A, the state equation for the
wire tension gets form
O /Q C .N
E.N O /QP
NP D A (25.22)
V
By making use of relations
V D AL (25.23)
QP D AL
P (25.24)
for wire volume and flow rate, the state equation finally reads
O /LP C .N
E.N O /LR
NP D A : (25.25)
L
The rate of wire length LP is contributed by the feeding speed vwinch of winch drum
(the sink), by the speed of work object vobject and by the stretching effect of moving
guide wheels
X
LP D ˝Rwinch C vwinch e rope C vobject e rope vi e i1 C e i2 : (25.26)
i
The reaction forces F j acting on the wheel bearings moving by velocities vj can
be computed from the dynamic wire tension by vector expressions

F i D Ni e i1 C e i2 : (25.27)
25.3 Boom Mechanics
Hydraulic booms are multibody systems, which can be modeled using either relative
coordinates between the links or using absolute coordinates for link positions. The
latter approach needs also equations of kinematic constraints to couple the motion
of separate links together or, alternatively, contact force equations to describe more
physically the dynamics of joints [6]. In a boom mechanism, the links are connected
to other links, actuators, and wire wheels as illustrated in Fig. 25.11.
If absolute coordinates are used, the differential equation of motion for each link
reads
M yR C Ky D G C C C H C L; (25.28)
Fig. 25.11 Link element

connected to hydraulic
actuator, neighboring link,
and wire wheel
θ
rj
S
R
T
where the first two elements (S, ) of vector y D S u v are the rigid body
coordinates of link center of gravity. The remaining components are modal coordi-
nates of the vibratory motion in axial and bending directions.
The position of nodal points fixed to the moving link can be calculated using
kinematic transformation R D R.r; y/ D ŒX Y T , where the link state variables y
and local link positions r are related to the global Cartesian variables. This makes it
possible to follow also the global positions of wheel centers with link motion. When
the wheels are moving with boom link, their velocity is given for wheel i by
vi D J .r i /yP (25.29)
where J D @R=@y is the Jacobian between the Cartesian and state vector spaces
evaluated at the wire wheel node. The right-hand-side terms in (25.28), respectively,
represent gravitational loading, concentrated forces from motion constraints, actua-
tors loading, see (25.37), and the last term is the wire wheel force
L D J.ri /T Fi : (25.30)
The wire reaction F i can be computed from (25.27) completing the equation system
in wire–boom interaction.
25.4 Fluid Power Circuit
The power source in lifting booms is very often oil hydraulics. Hydraulic volume
element consists of subvolumes in actuator chamber (a), hose (h), and pipe (p). If
lumped parameter approach is used, the dynamic equations for pressure variations
in plus (i D C) and minus (i D ) volumes of actuator circuit are
Qi
pPi D B ; (25.31)
Vi
where the effective volume of fluid Vi is given by
X B

Vi D 1C Vij (25.32)
ˇij
j Da;h;p
from addition of subvolumes having actual volume Vij and equivalent bulk modulus
ˇij . The actuator volumes are related to link positions by formulae
VCa D AC .z zmin /;
Va D A .zmax z/; (25.33)
where
p
zD .R C R /.R C R / (25.34)
is the instantaneous cylinder length connecting link nodal points to cylinder eyes at
plus and minus ends, see Fig. 25.12.
Contribution to flow into the volume is coming from valve flow qi and from the
displacement flow in actuator piston generated by the link movements
Qi D qi C Ai xP i (25.35)
with actuator chambers length rates xP C D zP, xP D Pz and cylinder speed
1 P P /.R C R /:
zP D .R C R (25.36)
z
Once the dynamic pressures are integrated from (25.24), then the actuator load can
be evaluated by
H
H D J T .R C R /; (25.37)
z
where H D pC AC p A is the resulting hydraulic force. The flows through the
valve ports depend on the pressure differences between the pressures pC and p in
z
x+ x −
V+a , p+ V−a , p−
A +
A −
V+h V−h
R+ V+p V−p
R−
Fig. 25.12 Variables of an
hydraulic actuator
Fig. 25.13 Generation of u

u
ramp functions for open loop
Quick Q
driving mode
N
Normal
C
Creep
actuator volumes and pressures ps and pt in the supply and tank lines. For a double
action actuator driven by a 4/3 directional control valve, the flows into plus and
minus volumes are given in pushing direction (positive control input u>0, switching
code I D1) by
p
qC D sgn.ps pC /cu jps pC j; (25.38a)
p
q D sgn.p pt /cu jp pt j (25.38b)
and in pulling direction (negative control input u < 0, switching code I D 1) by
p
qC D sgn.pC pt /cu jpC pt j; (25.39a)
p
q D sgn.ps p /cu jps p j (25.39b)
=21
with c D qnom u1max pnom obtained by measuring volumetric flow qnom for fixed
pressure difference Pnom and full input voltage umax .
The classical way to govern the valve in a servo-loop control is to apply PID-
control Z t
u D KD eP C KP e C KI e dt; (25.40)
0
where e is the error between desired and measured values of controlled positions in
the system.
For open loop control, a systematic way is to use ramp functions from an elec-
tronic ramp generator, a family of which is shown on Fig. 25.13.
25.5 System Dynamics Examples
As applications of the presented simplified wire dynamical model, two cases respec-
tively corresponding both kinematically and from control point of view to open and
closed loop structures are considered.
25.5.1 Hydraulic Winch System
The system is an articulated three link system with rotational joints and hydraulic
actuators at the first two links and a third link that is an expandable boom supporting
a winch moving a chain with a hook at its extremity to carry a load, see Figs. 25.1a
and 25.14.
Based on the component level models presented in previous chapters, a complete
system model has been built up and tested on the following maneuver consisting of
ten ramp inputs to the valves in an open loop control time-sequence.
The above sequence consists of ten actions in four phases corresponding to lift-
ing, boom shortening, tilting, and winching actions in Table 25.3.
MOT
CYL3 CYL4
CYL2
CYL1
CYL1 CYL2 CYL3 CYL4

MOT
DCV1 DCV2 DCV3 DCV4 DCV5
Fig. 25.14 Three link open loop winching system
Table 25.3 Sequence of ramp functions in lifting task of the

hydraulic winch system
Valve Actuator Switch Ramp Time
DCV1 CYL1 1 N 0.0
DCV1 CYL1 0 N 2.0
DCV2 CYL2 1 N 2.0
DCV2 CYL2 0 N 3.5
DCV3 CYL3 1 N 1.5
DCV3 CYL3 0 N 3.0
DCV4 CYL4 1 N 1.5
DCV4 CYL4 0 N 3.0
DCV5 MOT 1 Q 0.0
DCV5 MOT 0 N 1.5
The dynamic behavior of this system has been simulated using the model above
and the results are shown on Figs. 25.15–25.17 giving respectively the time variation
of wire tension N , boom contraction force H , boom stress and tip trajectory
Rtip D Œ Xtip Ytip T in cartesian space.
12000 N 12000
H
N [N] H [N]
0 0
Fig. 25.15 Wire tension N −4000 −4000

and actuator force H in boom 0 5
shortening cylinder t [s]
s [N/m2]
x 10 8
2.5
Fig. 25.16 Bending stress

−1
variation middle in the first 0 5
stage of the telescopic link t [s]
Ytip [m]
4.5
2
Fig. 25.17 Trajectory R tip of 3.4 5
the boom tip Xtip [m]
Large variation of wire tension is observed on Fig. 25.15 as a result of load

motion and low frequency boom oscillation, which correlates with boom stress on
Fig. 25.16. However, the high frequency generation in the interval between 2 and 3 s.
of boom wire elasticity due to nonlinear friction effect during boom retraction is
almost totally filtered and is only significant above threshold stress value. The wan-
dering behavior of tip trajectory on Fig. 25.17 is due to the absence of control and
provides an element on its need. It should be noted that from these plots important
design properties can be directly fixed concerning system and actuator parameters.
25.5.2 Chain Driven Elevating Boom
The second case under study is a hydraulic telescopic boom system consisting of
two links, the first one being a chain-driven expandable boom with a rotary joint at
origin to change the latitude angle. The second link is fixed by a rotary joint to first
one, and is carrying at its tip an orientable platform, see Figs. 25.1b and 25.18.
The problem here is to keep the orientation of the platform during operation cycle
of 20 s by applying into platform actuator a PI control subject to orientation error
with the vertical. A similar control has been earlier applied to drive line guiding
in an Excavator-based sheet-piling system [7]. The system model has been built up
and tested on the following maneuver consisting of eight ramp inputs governing the
actuators of first two joints and the boom extension.
The sequence of eight actions corresponds to three phases for boom exten-
sion, tilting, and latitude decrease actions in Table 25.4. The actuator of last joint
works during the actions as a part of servo loop for controlling platform verti-
cal orientation.
Simulation of the system corresponding to parameter values of a real industrial
device has been performed. Typical results corresponding to time evolution of chain
tension N and cylinder force H are displayed in Fig. 25.19 while tip trajectory
R tip D Œ Xtip Ytip T in cartesian space is given in Fig. 25.20.
A large variation is observed as in previous case for wire tension. A reason may
be that for the first phase between 0 and 10 s, nonlinear friction modes are generated
during boom extension and are transmitted to chain tension through its elasticity.
Mode amplitude is larger than in second phase as they are driven unstable by boom
expansion. This follows from the large and increasing wandering of tip trajectory
on Fig. 25.20 during first period with expansion corresponding to the vertical part.
To analyze further the effect of PI-controller, a stationary situation where only
the platform actuator is acting to maintain platform orientation along the vertical has
been considered for two values of the gains. A step drop on time point t D 0 turns
the platform out from the initial vertical orientation to a small negative inclination
d D 0:015 rad. The step response is given in Fig. 25.21 and will be compared to
the orientation history shown in Fig. 25.22 obtained from the previous maneuver.
Both results show the superposition of two low frequency (f 2) and high fre-
quency (f 20) oscillations coming respectively from boom and from arm natural
MOT
DCV3
DCV4
DCV2
qd = 0
CYL3
DCV1
CYL1
CYL2
Fig. 25.18 Chain driven elevating platform
Table 25.4 Sequence of ramp functions in lifting task of the

hydraulic elevating platform
Valve Actuator Switch Ramp Time
DCV1 CYL1 1 C 14:0
DCV2 CYL2 0 N 18:0
DCV3 CYL3 1 C 14:0
DCV4 CYL4 0 N 18:0
DCV5 CYL5 1 N 0:0
DCV6 CYL6 0 N 10:0
DCV7 CYL7 1 C 10:0
DCV8 CYL8 0 N 14:0
Fig. 25.19 Chain tension N 5000 5000

and actuator force H in boom N
extension H
N [N] H [N]
0 0
0 20
t [s]
Fig. 25.20 Trajectory R tip Ytip [m]

of the boom tip
27.5
22.5
8 11.5
Xtip [m]
Fig. 25.21 Step responses q [rad]

of platform orientation ™ x10 −3
at stationary position 2
KP = 1, KI = 2
KP = 2, KI = 1
−18
0 5
t [s]
Fig. 25.22 Platform θ [rad]

orientation ™ during maneuver
0.03
−0.03
0 20
t [s]
vibrations, in the evolution of platform orientation. The behaviors of the two fre-
quencies are different for different values of the gains in the controller. When the
gain for proportional part is small but integral part large, the response is, after slight
overshooting, converging to a constant amplitude oscillation. For larger proportional
gain value but smaller integral gain value, the overshooting peak is eliminated, but
the motion is still converging towards the same vibration.
This oscillation is still not steady-state nor limit-cycle vibration. The reason for
this motion is simply the high flexibility of the long extension boom as compared
with its low internal damping. The time required for this oscillation to die out is
therefore relatively long. PI-controller applied to the platform orientation control
only is not capable to compensate this vibration mode.
This behavior clearly exhibits the limitation of a simple PI-controller to realize
the correct functional transformation required to give the closed loop system asymp-
totically stable behavior, as it will be shown elsewhere.
25.6 Conclusion
The problem of finding a simple enough PC workable simulation model of

mechanical systems including chains and/or wires in transmission from hydraulic
actuators, and allowing a study of vibration modes, has been addressed to. It was
shown that by homogenization procedure, these continuous parts may in first ap-
proximation be represented by their stiffness characterizing their tension during
time evolution. The resulting model description has been studied for two industrial
applications kinematical corresponding to open and closed loop structures. In both
cases, wire or chain tension has been directly obtained with the other variables and
system vibrations can be analyzed. The present simulation model allows to directly
compare the consequences of different choice of nominal parameters onto system
dynamics. The effect of various controllers can as well be discussed. In this sense,
the proposed model is providing an adequate tool for system design.
References
1. Karvinen T, Keskinen E (2009) Dynamics of wire-driven machine mechanisms, Part I – liter-

ature review. Dynamical system with discontinuity, stochasticity and time-delay. (A.C.J. Luo,
ed., Springer), 285–298
2. Keskinen E, Keskiniva E, Riitahuhta A (1995) Utilization of integrated simulation techniques
for rapid prototyping of mechatronic machines. Invited Lecture Proceedings ICRAM’95, vol I.
p 111
3. Keskinen E, Montonen J, Launis S, Cotsaftis M (1999) Simulation of wire and chain mecha-
nisms in hydraulic driven booms. In: IASTED international conference on applied modelling
and simulation, Cairns, QLD, September 1–3 1999
4. Keskinen E, Montonen E, Launis S, Cotsaftis M (1999) Cartesian trajectory control of hydraulic
elevating platforms. In: IASTED International conference on robotics and applications, Santa
Barbara, CA, 28–30 October 1999
5. Keskinen EK, Iltanen M, Salonen T, Launis S, Cotsaftis M, Pispala J (2000) Man-in-the-loop
training simulator for hydraulic elevating platforms. In: Proceedings of 17th IAARC/IFAC/IEEE
international symposium on automation and robotics in construction, Taipei, Taiwan, 18–20
September 2000
6. Keskinen EK, Iltanen M, Salonen T, Launis S, Cotsaftis M, Pispala J (2001) Dynamics of train-
ing simulator for mobile elevating platforms. In: Arai E, Arai T, Takano M (eds) Human friendly
mechatronics. Elsevier Science B.V., Amsterdam
7. Keskinen E, Launis S, Cotsaftis M, Raunisto Y (2001) Performance analysis of drive line steer-
ing methods in excavator-mounted sheet-piling systems. Comput Aided Civil Infrastruc Eng
16(4):229–238
Chapter 26
On Analytical Methods for Vibrations of Soils
and Foundations
H.R. Hamidzadeh
Abstract Research on dynamics of soils and foundations has yielded several

fundamental methods for formulation of interaction problems. This paper is in-
tended to survey the development of the current state-of-practice for design and
analysis of dynamically loaded foundations. Extensive studies in this field utilize
various linear mathematical models for interaction between foundations and differ-
ent soil media. The effective analytical, numerical, and experimental techniques and
their methodologies, which are well established for treating problems in dynamic
soil-foundation interaction are outlined. Described techniques are categorized based
upon formulation procedures and their applications. Some areas are indicated where
further research is needed.
26.1 Introduction
The possible occurrence of extreme dynamic excitation, either natural or manmade,

has a major influence on the design of buildings and machine foundations. A pri-
mary concern in designing foundations is the knowledge of how they are expected to
respond when subjected to dynamic loadings. The validity of the mathematical anal-
ysis depends entirely on how well the mathematical model simulates the behavior of
the real foundation. Over the past decades, our ability to analyze mathematical mod-
els for dynamics of foundations has been improved by the use of different analytical
and numerical techniques. In most of these analyses, it is common to assume that the
footing is rigid and the medium is a homogeneous elastic half-space. Extensive ef-
forts have been confined in the development of procedures and computer simulations
to tackle some practical problems that arise in this field, while other important prob-
lems have been neglected. It should be noted that interaction between foundations
H.R. Hamidzadeh ()

Department of Mechanical and Manufacturing Engineering, Tennessee State University,
Nashville, TN, USA
e-mail: HHamidzadeh@tnsate.edu
320 H.R. Hamidzadeh
for noncircular footings was not treated in a satisfactory manner and significant
deficiencies remain in most of the previous analyses.
This paper will discuss some of the issues of dynamics of soils and foundations
from a practical point of view. Since this topic is quite broad, a brief description
of methodology will be outlined, while details will be given for a few procedures
that have proven to be effective and accurate. One of the main objectives of this
review paper is to survey different available techniques for solving the dynamic re-
sponse of foundations when subjected to harmonic loadings. Special attention is
directed to the dynamic response of the surface of the medium due to concentrated
dynamic loads, response of foundations, coupled vibrations of foundations, interac-
tion between two foundations, experimental aspects of soils and foundations, and
laboratory simulations.
26.2 Surface Response Due to Concentrated Forces
In the field of propagation of disturbances on the surface of an elastic half-space,

the first mathematical attempt was made by Lamb [1]. He gave integral representa-
tions for the vertical and radial displacements of the surface of an elastic half-space
due to a concentrated vertical harmonic force. Evaluation of these integrals involves
considerable mathematical difficulties, due to the evaluation of a Cauchy principal
integral and certain infinite integrals with oscillatory integrands. Nakano [2] consid-
ered the same problem for a normal and tangential force distribution on the surface.
Barkan [3] presented a series solution for the evaluation of integrals for the ver-
tical displacement caused by a vertical force on the surface, which was given by
Shekhter [4]. Pekeris [5, 6] gave a greatly improved solution to this problem when
the surface motion is produced by a vertical point load varying with time, like the
Heaviside function. Elorduy et al. [7] developed a solution by applying Duhamel’s
integral to obtain the harmonic response of the surface of an elastic half-space due
to a vertical harmonic point force. Heller and Weiss [8] studied the far field ground
motion due to an energy source on the surface of the ground.
Among the investigators who considered the three-dimensional problem for a
tangential point force, Chao [9] presented an integral solution to this problem for an
applied force varying with time like the Heaviside unit function. Papadopulus [10]
and Aggarwal and Ablow [11] have presented solutions, in integral expressions, to a
class of three-dimensional pulse propagation in an elastic half-space. Johnson [12]
used Green’s functions for solving Lamb’s problem, and Apsel [13] employed
Green’s functions to formulate the procedure for layered media. Kausel [14] re-
ported an explicit solution for dynamic response of layered media. Davies and
Banerjee [15] used Green’s functions to determine responses of the medium due
to forces that were harmonic in time with a constant amplitudes. The solution was
derived from the general analysis for impulsive sources. Kobayashi and Nishimura
[16] utilized the Fourier transform to develop a solution for this problem, and
expressed the results in terms of the full-space Green’s functions, which include
26 On Analytical Methods for Vibrations of Soils and Foundations 321
infinite integrals of exponential and Bessel’s function products. Banerjee and

Mamoon [17] provided a solution for a periodic point force in the interior of a
three-dimensional, isotropic elastic half-space by employing the methods of synthe-
sis and superposition. The solution was obtained in the Laplace transform as well
as the frequency domain.
Hamidzadeh [18] presented mathematical procedures for determination of the
dynamic response of surface of an elastic half-space subjected to harmonic load-
ings and provided numerical results for displacement of any point on the surface
in terms of properties of the medium and of the exciting force. The solution was
analytically formulated by employing double Fourier transforms and was presented
by integral expressions. Hamidzadeh [19] and Hamidzadeh and Chandler [20] pro-
vided dimensionless response for an elastic half-space and compared their results
with other available approximate results.
Considering a semi-infinite elastic solid subjected to a vertical concentrated har-
monic force as illustrated in Fig. 26.1, the radial and vertical displacements on the
surface of the medium due to applied load can be expressed as:
Fo
u.r/ D .u1 C iu2 / ei!t (26.1)
Gr
Fo
v.r/ D .v1 C i v2 / ei!t (26.2)
Gr
where a0 D r! =G is frequency factor, Fo and ! are amplitude and angular

frequency of the applied force, respectively. G and are shear modulus and density
of the medium, respectively. u and v are radial and vertical displacement at any point
on the surface. u1 C iu is a complex non-dimensional radial displacement function.
v1 C iv2 is a complex non-dimensional vertical displacement function.
Figure 26.2 presents numerical results computed for the displacements on the
surface of semi-infinite elastic medium. The displacements of a point on the surface
F0eiΤt
Semi-infinite
Solid
Fig. 26.1 Surface of a semi-infinite elastic solid subjected to a vertical concentrated harmonic
force
322 H.R. Hamidzadeh
0.2
0.1 −u1
−u1,u2 0
−0.1 u2
−0.2
0 5 10 15
0.4
0.2
−v1
−v1,v2
−0.2 v2
−0.4
0 5 10 15
Frequency Factor - a0
Fig. 26.2 Complex non-dimensional radial and vertical functions vs. frequency factor a0
(Hamidzadeh’s – lines; and Rucker’s – symbols)
of the medium depend largely upon in-phase and quadrature components of the
non-dimensionalized complex displacement functions. These components are func-
tions of frequency factory. The range of frequency factor covered is more than
sufficient for practical purposes of considering near-field displacements. Far-field
displacements can be determined using Lamb’s equations. The values of u1 , u2 , v1 ,
and v2 are for Poisson’s ratio of 0.25.
26.3 Dynamic Response of Foundations
Advances in the development of solutions for soil-foundation interaction problems

are categorized in the following sections based on the formulation procedures.
26.3.1 Assumed Contact Stress Distributions
The first attempt to solve the vertical vibration of a massive circular base on the
surface of an elastic medium was made by Reissner [21]. He adopted Lamb’s [1]
approach and developed a solution by assuming a uniform stress distribution on the
surface of the medium. He established an estimated solution for determining the
vertical steady state response of circular footings. He also calculated the displace-
ment of the center of the base and introduced the amplitude of vibration in terms of
non-dimensional parameters. It has been proven that his results overestimated the
amplitude due to his consideration of the displacement at the center of the base.
Reissner and Sagoci [22] presented a static solution for the torsional oscillation of a
disc on the medium. Miller and Pursey [23, 24] considered the vertical response of
a circular base due to a force uniformly distributed on the contact surface. Quinlan
[25] and Sung [26] independently extended Riessner’s [21] approach to solve the
problem of vertical vibration of circular and infinitely long rectangular footings.
In their analyses, they considered three different harmonic stress distributions: uni-
form, parabolic, and stress produced by a rigid base under static conditions. They
showed that the vibration characteristics of semi-infinite media effectively vary with
the type of stress distributions and elastic properties of the medium.
Arnold et al. [27] considered four vibrational modes (vertical, horizontal, tor-
sional, and rocking) for a circular base on the surface of elastic media. By assuming
harmonic static stress distributions for all modes, they evaluated the dynamic
responses using an averaging technique. They also verified this work with experi-
mental results using a finite model for the infinite medium. Bycroft [28] followed the
same approach for four modes of vibration by determining complex functions to rep-
resent the in-phase and out-of-phase components of displacement of a rigid massless
circular plate. Bycroft [29] later carried out some tests to verify his previous theo-
retical work. Thomson and Kobori [30] and Kobori et al. [31–35] considered the
dynamic response of a rectangular base. They provided computational results for
components of the complex displacement functions by assuming a uniform stress
distribution on the contact area of the base and medium. Their analysis was for an
elastic half-space, viscoelastic half-space, and layered viscoelastic media.
26.3.2 Mixed Boundary Value Problems
Harding and Sneddon [36] and Sneddon [37] gave a static solution for a rigid circu-
lar punch pressed into an elastic half-space. By the use of the Hankel transform, the
appropriate mixed boundary value problem was reduced to a pair of dual integral
equations representing the stress distribution and uniform displacement under the
rigid punch.
Several investigations have been conducted to extend the static solution to the
corresponding dynamic problems. Awojobi and Grootenhuis [38] and Awojobi
[39–42] used the Hankel transform to present the complete dynamic problem by
dual integral equations. They gave an analytical solution for the vertical and tor-
sional oscillations of a circular body and the vertical and rocking modes of an
infinitely long strip foundation. The evaluation of stress distributions and uniform
displacements was based on the extension of the Titchmarsh’s [43] dual integral
equation and a method of successive approximations. Robertson [44, 45] followed
the same procedure and reduced the dual integral equations into Fredholm integral
equations and gave series solutions to these equations for the vertical and torsional
response of a rigid circular disc. Gladwell [46–48] developed a solution for the
324 H.R. Hamidzadeh
mixed boundary value problems for circular bases resting on an elastic half-space
or elastic strata. He solved the integral equations and presented the displacements
of four different modes of vibration in series forms. Karasudhi et al. [49] treated
the vertical, horizontal, and rocking oscillations of a rigid strip footing, on an elas-
tic half-space, by reducing the dual integral equations into the Fredholm integral
equations. Housner and Castellani [50] conducted an analytical solution based on
the work done by the total dynamic force and determined the weighted average ver-
tical displacement for a cylindrical body. To determine the free field displacements
of an elastic medium, for four different modes of vibration, for a cylindrical body,
Richardson [51] followed Bycroft’s [28] method and provided a solution to this
problem. Luco and Westmann [52] solved the mixed boundary value problems for
four modes of vibration by considering a massless circular base. Their procedure
reduced the resulting dual integral equations to the Fredholm integral equations.
They calculated the complex displacement functions for a wide range of frequency
factors. In a separate publication [53], they followed the same procedure for the
determination of the response of a rigid strip footing for the three modes of ver-
tical, horizontal, and rocking vibration. The vibration of a circular base was also
treated by Veletsos and Wei [54] for horizontal and rocking vibrations. Bycroft [55]
extended his earlier work to present approximate results for the complex displace-
ment functions at higher frequency factors. Veletsos and Verbic [56] introduced the
vibration of a viscoelastic foundation. Clemmet [57] included hysteretic damping
in the Richardson [51] solution. Luco [58] provided a solution for a rigid circular
foundation on a viscoelastic half-space medium.
These investigations were based on circular or infinitely long strip foundations.
Few investigators have paid attention to the dynamic responses of a rectangular
foundation, due to the difficulty of the asymmetric problem. Elorduy et at. [7] in-
troduced a numerical technique based on the uniform displacements for a number
of points on the contact surface of the rectangular footings. In their analysis, they
employed an approximate solution for the surface motion of a medium due to a ver-
tical point force. They gave complex displacement functions for vertical and rocking
modes with different ratios of length to width of rectangular footings. By extending
the Bycroft [29] idea of an equivalent circular base for a rectangular foundation,
Tabiowo [59] and Awojobi and Tabiowo [60] gave a solution to this problem. They
also introduced another solution by superimposing the solution of two orthogonal
infinitely long strips and gave the displacement at the intersection of these strips
for different frequencies. Wong and Luco [61, 62] solved this problem for the three
modes of vertical, horizontal, and rocking vibrations. They used the approach re-
ported by Kobori et al. [31] to provide an approximate solution to a footing, which
was divided into a number of square subregions. They assumed that the stress dis-
tribution for each subregion is uniform with unknown magnitude, while all the
subregions experienced uniform displacements. Their solution considered the cou-
pling effect for viscoelastic medium, and the complex stiffness coefficients were
tabulated [62] for different loss factors.
Hamidzadeh [18] and Hamidzadeh and Grootenhuis [63] presented an improved
version of Elorduy’s method to obtain the dynamic responses for three modes of ver-
tical, horizontal, and rocking vibration for rectangular foundations. In their analysis,
a uniform displacement for each node of rectangular subregions were assumed.

They utilized the impedance matching technique to formulate the dimensionless
response for foundations.
As reported by Hamidzadeh and Grootenhuis [63], vertical, horizontal, and rock-
ing displacements of a rigid massless base resting on an elastic half-space can be
expressed conveniently in terms of two non-dimensional displacement functions,
one in-phase with the motion (F1 ) and the other in quadrature (F2 ) such that: for
vertical displacements one may write:
F
Uz D .FV1 C FV2 / (26.3)
Gc
for horizontal displacement it yields
P
Ux D .FH1 C iF H2 / (26.4)
Gc
and finally for rocking motion it results
M
x D .FR1 C iF R2 / : (26.5)
Gc3
As shown in Fig. 26.3. F , P , and M are the applied harmonic vertical force, hori-
zontal force, and the moment. G is the shear modulus of the medium, and c is the
half width of the square base. The numerical values of the displacement functions
F1 and F2 , for the different uncoupled motions with subscripts V for vertical, H for
horizontal, and R for rocking, have been computed for a square base. The abscissa
is the frequency factor
a D !c=c2 (26.6)
where ! is the excitation frequency in rad/s, d is half the width of one side and
c2 is the velocity of shear waves in the medium. The displacement functions have
Fig. 26.3 A rectangular rigid foundation on the surface of an elastic half-space subjected to
harmonic vertical, horizontal, and rocking excitation forces and moment
326 H.R. Hamidzadeh
0.2
−V1 Vertical
−V1,V2
0.1
V2
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
0.2
−H1 Horizontal
−H1,H2
0.1
H2
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
0.2
−R1 Rocking
−R1,R2
0.1
R2
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
Frequency Factor - a
Fig. 26.4 Variation of non-dimensional displacements functions vs. frequency factor a for vertical,
horizontal, and rocking motions
been calculated for a frequency factor up to 1.6 where necessary for the subsequent
computation of the resonant response of a foundation block.
The results presented in Fig. 26.4 are for a Poisson’s ratio of 0.25, which is a
reasonable value to take for certain types of soil. Similar sets of curves have been
computed for values of Poisson’s ratio of 0, 0.31, and 0.5 (given in [18]).
The in-phase function, F1 , gives a measure of the stiffness of the elastic half-
space whereas the quadrature function, F2 , is dependent upon the amount of energy
radiated into the half-space. The amplitude response at resonance of a massive foun-
dation block, is therefore controlled solely by the quadrature function. To evaluate
the dynamic response of a foundation block the displacement functions and the
impedance matching technique will be used. The assembled systems of a mass, m,
or of an inertia, I , and a half-space for the three motions can be split into compo-
nents of mass or inertia and medium. The axis of rocking has been taken through the
centre point, O, in the base of the block. The impedance of the rigid body is defined
as the ratio of the applied force divided by the resultant velocity. Since the applied
force and moment are harmonic, the displacements given by (26.5) can be trans-
formed into velocities. By adding the component impedances, the non-dimensional
amplitude of vibration for each mode can be expressed as:
Vertical " #1=2
jUz jGc Fv 12 C Fv 22
D (26.7)
F .1 C a2 bFv 1/2 C .a2 bFv 2/2
Horizontal " #1=2
jUx jGc FH 12 C FH 22
D (26.8)
P .1 C a2 bF H 1/2 C .a2 bFH 2/2
Rocking
" #1=2
jx jGc3 FR 12 C FR 22
D ; (26.9)
M .1 C a2 b 0 FR 1/2 C .a2 b 0 FR 2/2
where a is the frequency factor, b and b 0 are the mass and inertia ratios defined as:
m
bD (26.10)
c 3
I
b0 D 5 (26.11)
c
and is the density of the medium.

The amplitude factors have been plotted in Figs. 26.5–26.7 as a function of the
frequency factor a for constant square base for a Poisson’s ration of 0.25. It can be
seen from these frequency response curves that the lower the mass or inertia ratio
the lower the maximum value of the amplitude factor and the higher the value of the
frequency factor at which this maximum occurs.
It may seem rather surprising at first that a foundation block with a high mass
or inertia ratio will respond more vigorously at resonance than another block with
lower values for the same ratio, when each is exposed to the same disturbing forces
or moments. The energy radiated into the infinite half-space will be less in propor-
tion to the kinetic energy of the vibrating system for the higher values of the mass or
inertia ratio than for the lower values, and hence there will be less effective damping
at resonance. For very low values of the mass ratio for vertical and for horizontal
forcing, all the energy is radiated into the half-space and there is then no resonant
response.
0.5
90
80 Poisson ratio = 0.25
Non-dimensionalized amplitude - V
70
0.4 60
50
40
0.3 30
20
0.2 b=10
0.1
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Non-dimensionalized frequency - a
Fig. 26.5 Non-dimensional amplitude vs. frequency at different mass ratios for vertical harmonic
vibration
328 H.R. Hamidzadeh
1.6
90
80
1.4 70 Poisson ratio = 0.25
Non-dimensionalized amplitude - U
60
50
1.2
40
1 30
0.8
20
0.6
b=10
0.4
0.2
0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1
Fig. 26.6 Non-dimensional amplitude vs. frequency at different mass ratios for horizontal
harmonic vibration
7
60
Poisson ratio = 0.25
Non-dimensionalized rocking amplitude
6
50
40
4
3 30
2 20
1 b=10
0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1
Fig. 26.7 Non-dimensional amplitude vs. frequency at different Inertia ratios for rocking
harmonic vibration
Another important parameter that has a significant effect on the dynamic re-
sponse is the Poisson’s ratio. Previous numerical results [1, 12] have shown that
the resonant amplitude factor will decrease when the Poisson’s ratio of the medium
is increased. The effects of mass ratio and of Poisson’s ratio on the frequency
factor at resonance and the amplitude factor for the three modes are shown in
Fig. 26.8 Non-dimensional 0.9

amplitude vs. b=120
0.8 ν = 0.0
non-dimensional resonant
frequency for different mass
Resonant Amplitude Factor

0.7 80
and Poisson ratios for vertical
0.6 0.25 60
harmonic vibration
0.5 0.31 40
0.4
20
0.3 0.5
10
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
Resonant Frequency Factor
15
ν = 0.0 b=80
60
10
0.25 40
0.31
5
0.5 20
10
5
0
0 0.2 0.4 0.6 0.8 1 1.2
Fig. 26.9 Non-dimensional amplitude vs. non-dimensional resonant frequency for different mass
and Poisson ratios for horizontal harmonic vibration
Figs. 26.8–26.10. These results play an important part in the design of a foundation
block. The variation of the resonant frequency factor and the amplitude factor can be
explained physically by the change in stiffness, which accompanies a variation in
Poisson’s ratio.
An approximate method for computation of compliance functions of rigid plates
resting on an elastic or viscoelastic half-space excited in all directions was re-
ported by Rucker [64]. The proposed method provides compliances for vertical,
horizontal, rocking, and torsional motion for rectangular foundations. Another ap-
proximate solutions for harmonic response of an arbitrary shape foundation on an
elastic half-space was reported by Chow [65]. In his analysis, the contact area was
discretized into square subregions, and the influence of the square subregion was
330 H.R. Hamidzadeh
1.6
b′ = 60
1.4 ν = 0.0

0.25
1.2 0.31 40
1
20
0.8
0.6 10
5
0.4
0.2
0
0 0.2 0.4 0.6 0.8 1 1.2
Fig. 26.10 Non-dimensional amplitude vs. non-dimensional resonant frequency for different
inertia and Poisson ratios for rocking harmonic vibration
approximated by that of an equivalent circular base. He then compared his results

with those of Wong and Luco [62] and Hamidzadeh and Grootenhuis [63]. The dy-
namic stiffness of a rigid rectangular foundation on the half-space was considered by
Triantafyllidis [66] who provided solutions for the mixed-boundary value problem.
The problem was formulated in terms of coupled Fredholm integral equations of
the first kind. The displacement boundary value conditions were satisfied using the
Bubnov–Galerkin method. The solution yielded the influence functions and the stiff-
ness functions characterizing the dynamic interaction between the foundation and
half-space. The presented analytical method considered the coupling between nor-
mal and shear stress distributions acting on the contact area between the footing and
the half-space.
26.3.3 Lumped Parameter Models
Based on the theoretical work for the response of a rigid massless circular plate,
Hsieh [67] was able to present equivalent mass-spring-dashpot models for all
four modes of vibration. The calculated dynamic parameters for each mode were
frequency dependent. Following the Hsieh’s approach, Lysmer [68] provided fre-
quency independent values for equivalent spring and damping constants. The idea
of developing an equivalent mass-spring-dashpot model for a rigid mass on the sur-
face of a half-space has attracted many investigators such as Lysmer and Richart
[69], Weissmann [70], Whitman and Richart [71], Hall [72], Veletsos and Wei [54],
Roesset et al. [73], Oner and Janbu [74], Hall et al. [75], and Veletsos [76]. Approx-
imate expressions for the dynamic stiffness coefficients in the frequency domain are
well established, and are summarized in a text by Wolf [77]. Lumped parameter
models to represent the soil-structure interaction for embedded foundations were
developed by Wolf [78]. Dobry and Gazetas [79, 80] presented a method to deter-
mine the effective dynamic stiffness and damping coefficient of a rigid footing by
considering variations of foundation shape, soil type, and length ratio of the base.
The analytical methods employed were those of Wong and Luco [60], and they veri-
fied some of their computations by several in-situ experiments. A different approach
based on the subgrade reaction method is also reported by many investigators such
as Terzaghi [81, 82], Barkan [3], and Girard [83].
26.3.4 Computational Methods
The Finite Element Method (FEM) has been applied to discretize foundations, the
most crucial problem for discretization of foundations by FEM is transmitting waves
through artificial finite boundaries. This is considered to be a drawback, which is
due to the difficulty encountered in proper modeling of an unbounded soil medium
and satisfying the wave radiation condition. The problem of a rigid circular base
on an elastic half-space has been considered numerically by many investigators such
as Duns and Butterfield [84], Lysmer and Kuhlemeyer [85], and Seed et al. [86].
However, these solutions have not been generalized to cover all modes of vibration
due to numerical limitations. Day and Frazier [87] suggested the use of artificial
boundaries far away from the region of interest to avoid the undesirable wave re-
flections. Bettess and Zienkiewicz [88] recommended the use of infinite elements
and Roesset and Ettouney [89], and Kausel and Tassoulas [90] proposed transmit-
ting or non-reflecting boundaries to circumvent the problem. Chuhan and Chongbin
[91] presented an approximate solution for a viscoelastic medium and strip foun-
dation by considering two-dimensional wave equations in conjunction with the use
of Galerkin weighted residual approximations. A frequency-dependent compatible
infinite element was presented, then by coupling the infinite elements with ordinary
finite elements the system was used to simulate the propagation of waves.
The boundary element method (BEM) has been used as an effective numerical
technique for solving elastodynamic problems. In this method, boundary integral
representation provides an exact formulation, and the only approximations are those
due to the numerical implementation of the integral equations. The technique is
suitable for infinite and semi-infinite domain due to employment of Green’s func-
tions, which satisfy the radiation condition at far-field. The first application of
this technique on soil-structure interaction was performed by Dominguez [92],
and Dominguez and Roesset [93] in frequency domain. Karabalis and Beskos [94]
determined the frequency and time domain solutions for dynamic stiffness of a rect-
angular foundation resting on an elastic half-space medium. Spyrakos and Beskos
[95, 96] used the time domain boundary element method to consider dynamic re-
sponse of two-dimensional rigid and flexible foundations.
332 H.R. Hamidzadeh
Numerical solutions for a layered medium are reported by Luco and Apsel
[97] and Chapel and Tsakalidis [98]. In these solutions, formulation for Green’s
functions were made using the Hankel transform for each layer. Kausel [14]
presented an explicit closed-form solution for the Green’s functions corresponding
to dynamic loads acting on layered strata. These functions embody all the essential
mechanical properties of the medium. The solution is based on a discretization
of the medium in the direction of layering, which results in a formula yielding
algebraic expressions for the displacement of all layers. Determination of response
for a layered medium to dynamic loads, prescribed at some location in the soil, can
be achieved by using the stiffness matrix method presented by Kausel and Roesset
[99]. In their solution the external loads, applied at the layer interfaces, are related to
the displacements at these locations through stiffness matrices, which are functions
of both frequency and wave number. The proposed method can treat simultaneous
solutions for multiple loadings. Israil and Ahmad [100] investigated the dynamic
response of rigid strip foundations on different media of a viscoelastic half-space,
viscoelastic strata on a half-space, and viscoelastic strata on a rigid bed. An ad-
vanced boundary element algorithm was developed by incorporating isoparametric
quadratic elements. The effect of Poisson’s ratio and material damping, layer depth,
embedment, and type of contact at the foundation-medium interface was studied.
26.4 Coupled Vibrations of Foundations
In the analyses for the pure rocking or the horizontal mode, it is usual to assume that
the medium is rigidly stiff for either shear or compression deformations. However, it
is known from characteristics of the soil that it can resist elastically for both applied
compression and shear. Therefore, the problem of horizontal or rocking motion for a
massive footing on the surface of elastic half-space media should be considered as a
coupled motion. Wong and Luco [61,62], Rucker [64], and Triantafyllidis [66] have
presented solutions for coupled vibrations of rectangular foundations on an elastic
and viscoelastic half-space.
Another approximate solution is based on simultaneous horizontal and rocking
motions. Hall [72] is among the early investigators who used the solution for pure
sliding and rocking of circular bases. He followed the Hsieh [67] approach in de-
riving the equations for simultaneous motion and presented numerical results for
certain cases. Richart and Whitman [101] compared the experimental results ob-
tained by Fry [102] with a similar prediction that Hall introduced for a circular base.
They found that their comparisons were satisfactory. Karasudhi et al. [49] and Luco
and Westmann [53] provided an approximate solution to the problem of the coupled
motion of an infinitely long rigid strip. Veletsos and Wei [54] introduced an approx-
imate solution to evaluate the stiffness and damping coefficients for a massless rigid
circular footing. They also compared these coefficients with their corresponding
value for simultaneous motion. Ratay [103] considered simultaneous motions when
the circular base is excited by a harmonic horizontal force. He studied the variation
of the frequency response curve due to variation of involved parameters. Beredugo
and Novak [104] studied the simultaneous motions of a circular base embedded in
the surface of a homogeneous elastic medium.
Using the finite lumped parameter model for circular embedded foundation,
Krizek and Gupta [105] gave a solution to this problem. Clemmet [57] improved
the horizontal translation model and considered the rocking displacement of the
base due to a horizontal force. Wolf [106] and many others studied the practical
problem of soil-structure interaction by allowing simultaneous motions for circular
foundations. A number of publications on the simultaneous motions of rectangular
foundations are available. These are based on the sub-grade reaction method dis-
cussed by Barkan [3] and Girard [83]. Wolf [77, 78] investigated the problem by
allowing simultaneous motions for the circular foundation. It should be noted that
for all modes except torsional, Wolf’s analysis was done by applying relaxed bound-
ary conditions; this allowed one of the components of the surface tractions under
the foundation to be zero. In his analysis, Wolf considered the coupled horizontal
and rocking motions of a rectangular foundation based on the Wong and Luco [61]
theoretical results. Hamidzadeh and Minor [107] utilized the procedure reported
in reference [63] and developed a method for simultaneous horizontal and rocking
motions of square foundations on an elastic half-space. They compared their re-
sults with those of coupled responses determined by Wong and Luco [60, 62]. The
comparison indicates satisfactory agreement for low dimensionless frequencies.
26.5 Interactions Between Foundations
To the authors’ knowledge, little attention has been directed to the dynamics of
foundations on the surface of a homogeneous elastic half-space. The available solu-
tions are limited to circular bases, infinitely long strips, or for foundations that are
very far apart. Iljitchov [108] introduced this problem and gave a poor estimation
of the effect of vertical vibration of one foundation on the other. This problem was
considered in detail by Richardson [51], Richardson et al. [109], and Warburton
et al. [110, 111]. They studied the dynamic responses of two circular bases and
provided numerical results for active and passive bases. Their solution was based on
averaging techniques for the displacements of both footings. Lee and Wesley [112]
presented a solution to the dynamic responses of a group of flexible structures on
the surface of an elastic half-space medium. MacCalden and Matthiesen [113] pre-
sented theoretical and experimental results for far-field bases. Utilizing the method
reported by Richardson et al. [109], Clemmet [57] improved the solution for hor-
izontal and rocking motion of a circular base and introduced hysteretic damping
for the media. He verified his results for the vibration of passive and active bases
with the experimental results of Tabiowo [59]. Snyder et al. [114] employed a two
dimensional finite element method to study this problem for circular and infinitely
long rigid strip bases. Hamidzadeh [18] investigated the interactions of two founda-
tions resting on the surface of a homogeneous elastic half-space. In his analysis, the
two rectangular foundations were separated by a certain distance. The mathemati-
334 H.R. Hamidzadeh
cal model was developed by considering displacement components for each base.
The first component was due to the base vibration and the second one caused by
the induced displacement due to the reaction force at the other base. The analysis
allowed displacement and rotation in every direction. The results of analysis were
provided for two different cases of active-active and active-passive foundations.
26.6 Experimental Studies
Many different laboratory and in-situ experiments have been carried out in this
field. These experimental works can be divided into two main groups: First, the
measurement of dynamic properties for the medium and secondly, measurement of
frequency response for foundations.
For measurement of shear modulus, various techniques have been developed by
investigators. Among researchers, Awojobi [115] employed refraction and reflec-
tion surveys. Jones [116, 117] measured the velocity of Rayleigh waves to evaluate
the shear modulus. Maxwell and Fry [118] measured the velocity of shear and
compression waves to determine the shear modulus and Poisson’s ratio. Stokoe
and Richart [119] and Beeston and McEvilly [120] measured the velocity of shear
waves using cross-hole tests. The calculated response characteristics of vertical vi-
bration of a rigid circular footing were used by Jones [116], Dawance and Guillot
[121], and Grootenhuis and Awojobi [122] to determine shear modulus and Pois-
son’s ratio. In addition to the above in-situ experiments, many laboratory tests have
also been conducted. Hardin and Drnevich [123, 124], and Cunny and Fry [125]
recommended resonant column tests. Lawrence [126] used a pulse technique to
measure shear modulus. Theirs and Seed [127], and Kovacs et al. [128] used a cyclic
simple shear test for low frequency cyclic loading. They measured the shear mod-
ulus and the damping ratio of the soil for very small strains by recording the free
response of the vertical vibration of a circular footing.
In development of experimental methods for determination of frequency re-
sponse for foundations, few experiments have been performed to determine the
frequency response of a footing on the surface of an elastic half-space. This is due
to the difficulties involved in creating a suitable environment for the field test and
establishing a finite model for an infinite elastic medium. Jones [116], Kanai and
Yoshizawa [129], Bycroft [29], Dawance, Guillot [121], and Awojobi [115] pre-
sented some experimental frequency responses for a circular footing in the field.
Eastwood [130], Arnold et al. [27], Chae [131], and Tabiowo [59] established a
finite model for a half-space and did some tests on the dynamic response for circu-
lar bases. Eastwood [130] and Tabiowo [59] gave a number of experimental results
for the response of a rectangular base, but Eastwood did not determine the dy-
namic elastic constants. Kanai and Yoshizawa [129] tested an actual building for
the rocking mode.
Hamidzadeh [18, 132] and Hamidzadeh and Grootenhuis [63] reported experi-
mental results using a laboratory model that simulated an elastic half-space medium
subjected to dynamic loading. The model was used in an attempt to experimentally

determine the two important elastic properties of shear modulus and Poisson’s ratio
for the medium. The finite size model was also used to conduct experiments to verify
the validity of established theories. In the case of two circular footings on an elas-
tic medium, MacCalden [113] gave results for the vibrations of active and passive
circular bases using in-situ tests.
Extensive surveys of experimental studies for the interaction between soil and
structure are reported by Luco et al. [133, 134] and Wong et al. [135]. All the
reported investigations were performed on the Millikan Library Building, which
has been the subject of a large number of forced vibration tests. These experimen-
tal results showed that forced vibration tests can be used to obtain estimates of the
foundation impedance functions
26.7 Conclusions
A comprehensive literature review on the dynamic response of rigid foundations

subjected to loadings is presented. Significant progress has been established in
simulation of the embedded foundations and foundations on elastic half-space and
layered media. Techniques described here can be utilized with some degree of con-
fidence to estimate dynamic responses for a number of problems in the field of
soil-foundation interaction. A considerable amount of the performed research has
been restricted to simple and idealized soil-foundation configurations subjected to
harmonic excitations, and the medium is treated linearly. Further advances in de-
velopment of mathematical models are needed for flexible foundations, structures
supported by piles, interaction between foundations, and the development of a low-
frequency measuring system for in-situ testing.
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Chapter 27
Inversely Found Elastic and Dimensional
Properties
Darryl K. Stoyko, Neil Popplewell, and Arvind H. Shah
Abstract The ability to simultaneously measure a homogeneous, isotropic pipe’s

elastic properties and wall thickness from its known mass density, outer diameter
and the cut-off frequencies of three ultrasonic guided wave modes is demonstrated
for a typical steel pipe. This inverse procedure is based upon simulated results com-
puted by using an efficient Semi-Analytical Finite Element (SAFE) forward solver.
The Young’s modulus, shear modulus, and wall thickness agree very well with those
found from conventional but destructive experiments. On the other hand, Poisson
ratios agree within their assessed uncertainties.
27.1 Introduction
Material and dimensional information constitute fundamental knowledge for assess-

ing the current behaviour or “health” of a structure. From a practical perspective,
in situ measurements should be used that are quick, reliable and non-destructive.
An ultrasonic based approach is one plausible candidate. Indeed ultrasonic body
waves are employed commonly to accurately measure fine dimensions [8]. Single or
“focused guided waves,” on the other hand, can propagate over tens of metres so they
have been used to remotely interrogate inaccessible locations [2–4, 7, 10, 13, 15].
Procedures which employ guided waves are attractive because their multi-modal
and dispersive behaviour can simultaneously provide information over a range
of frequencies [14]. The behaviour of a single, essentially non-dispersive mode
is interpreted relatively easily [3, 10], but it is difficult to implement. Even if
excited, a single mode is likely converted to additional modes at geometrical
discontinuities [3, 10]. These modes are generally dispersive so that the nature of a
propagating wave packet changes as it travels along a structure. The objective here
is to develop a procedure involving several guided waves, that can be automated to
N. Popplewell ()
Mechanical and Manufacturing Engineering, University of Manitoba, 15 Gillson Street,
Winnipeg, MB, Canada R3T 5V6
e-mail: npopple@cc.umanitoba.ca
342 D.K. Stoyko et al.
display material and dimensional data and can be extended, in the future, to indicate
a structure’s condition. Although the procedure could be applied to any plate-like
structure, it is illustrated by using a homogeneous, isotropic steel pipe. Such pipes
are employed ubiquitously in industry [1].
Defining a pipe’s unknown character from its measured response to a specified
excitation is an example of an inverse procedure. Even a computational inversion
procedure, in which errors are generally less than those arising from experimental
measurements, may not produce a unique solution [9]. Moreover, an inversion is
often based upon a more computationally efficient forward solver [9]. (A forward
solver determines the response when both the excitation and pipe’s character are
known.) This indirect approach is adopted here as an uncertainty analysis can be
also performed straightforwardly. The forward solver is based upon a standard Semi-
Analytical Finite Element (SAFE) formulation [21]. Therefore, the novelty lies not
in the numerical technique but in the insight gained from an original presentation
and physical interpretation of the results. On the other hand, the inherent modal
decomposition produced by SAFE is crucial to understanding why simple features
of a pipe’s temporal and corresponding frequency behaviour can be exploited in the
inverse problem.
An overriding concern is that a pipe’s properties should be measured as simply as
possible. Therefore, a short duration excitation is applied radially at an easily acces-
sible external surface of the pipe. No effort is made to avoid dispersive wave modes
in contrast to common practice. The modes are received at a single off-set trans-
ducer, which is linked to a computer processing capability. Both the transmitting and
receiving transducers’ dimensions are assumed to be much smaller than the excited
modes’ predominant wavelengths. Therefore, they are idealized as acting at points.
Software incorporates a Discrete Fourier Transform (DFT) whose output is em-
ployed as input to a curve fitting scheme for the receiving transducer’s temporal
signal. The aim of this contorted procedure is to refine the frequency values of only
the predominant modal contributions in the received response [19]. These values
correspond to the pipe’s cut-off frequencies, which are common to all non-nodal
locations [6]. Therefore, the choice of measurement location is relatively unimpor-
tant. However, the measured cut-off frequencies still have to be reconciled with their
SAFE counterparts. This task is accomplished by taking the “true” set of pipe prop-
erties as the one for which three measured and computed cut-off frequencies are
closest. Likely uncertainties are estimated from a sensitivity assessment around the
selected set of properties. Agreement is shown to be generally good with classically
but more tediously performed destructive experiments.
27.2 Computational Overview
The SAFE forward solver provides the computational foundation so that it is

outlined first. Its use in finding an inverse solution is described later. An infinitely
long pipe, half of which is illustrated in Fig. 27.1, is considered. The pipe is assumed
27 Inversely Found Elastic and Dimensional Properties 343
Fig. 27.1 A pipe’s discretization
to be uniformly right circular, homogeneous, linearly elastic and isotropic. It has

Lamé constants and , density , a constant mean radius R, outside radius r0
and thickness H , in addition to traction free, inner and outer surfaces. Right hand
cylindrical and Cartesian coordinate systems .r; ; z/ and .x; y; z/, respectively, are
shown in Fig. 27.1. Their common origin is located at the geometric centre of a
generic cross-section of the pipe with the z axis directed along the pipe’s longitudi-
nal (axial) axis.
The point excitation, Ft .; z; t/, is applied normally to the external surface at
y D 0 in the plane z D 0 by the transmitting transducer. (In the cylindrical
coordinate system, the excitation’s application coincides with D 0.) To circum-
vent convergence difficulties associated with a point application, the excitation is
approximated by using a “narrow” pulse having a uniform amplitude over a circum-
ferential distance 2r0 0 . This narrow pulse is represented by using a Fourier series of
“ring-like” loads having separable spatial and time, t, variations. In particular,
(
p.t /
•.z/F0 ; 0 0
F .; z; t/ D F0 p.t/•./•.z/
t 2r0 0
0; otherwise
1
X sinc.n0 / jn
D e •.z/F0 p.t/; (27.1)
nD1
2r0
where use has been made of the Fourier series for a rectangular pulse. In (27.1) F0
and p.t/ are a vector and a function that describe the radial and temporal variations
of the excitation, respectively,
p n is the circumferential wave-number, ı is the Dirac
delta function, and j D 1. The F0 is a vector of zeros except for a single element
corresponding to the excitation’s specified position and direction. Application of
the Fourier transform integral to the series in (27.1) transforms the excitation vector
from the axial, z, domain to the wave-number, k, domain. The result is:
X1
sinc.n0 / jn
Ft .; k; t/ e F0 p.t/; (27.2)
nD1
2r0
in which the “sifting” property of the Dirac delta function has been applied.
In (27.1) and (27.2) p.t/ is taken as the commonly used Gaussian modulated sine
wave, which has a non-dimensional form (always indicated by a star superscript) of
(
H 0; t <0
p .t/ D p.t/ D 2 (27.3)
ea.ht / sin.h!0 t/; t 0:
The constant a, , !0 , and h are:
a D 2:29595 1010 s2 ; (27.4a)

5
D 1:4 10 s; (27.4b)
!0 D .5 10 / rad=s; and
5
(27.4c)
h D 0:28 (27.4d)
here. Consequently the excitation has a 70 kHz centre frequency and over 99%
of its energy is contained within a 35–107 kHz bandwidth. Therefore, the Fourier
integral transform of p .t/, pN .!/ where ! is the circular frequency, may be rea-
sonably assumed to be contained within this finite bandwidth. The adopted p .t/
and jpN .!/j, where an over bar indicates a Fourier transformed variable, are illus-
trated in Fig. 27.2.
Having described the excitation, its effect on the pipe has to be considered next.
The pipe is discretized into N layers through its thickness, where N is six in
Fig. 27.1. The thickness of the kth layer is Hk , and it extends radially from rk
to rkC1 . For simplicity, the Hk are considered to be identical. Each layer corre-
sponds to a one-dimensional finite element in the pipe’s radial direction for which a
quadratic interpolation function is assumed. A conventional finite element approach
is applied, layer by layer, to approximate the elastic equations of motion [21] in
which the displacements, ut .r; ; z; t/, take the form
ut .r; ; z; t/ D N.r/Ut .; z; t/: (27.5)
The N.r/ contains the set of interpolation functions assembled over the entire
pipe. On the other hand, Ut .; z; t/ assimilates the corresponding array of nodal
Fig. 27.2 Applied excitation in (a) time and (b) frequency
displacements in which the easily measured radial displacement at the pipe’s ex-
ternal surface is principally of interest. Like the similarly approximated excitation
Ft .; z; t/, the Ut .; z; t/ is assumed to be circumferentially periodic, i.e.,
1
X
Ut .; z; t/ D ejn Utn .z; t/: (27.6)
nD1
Consider, on the other hand, a single temporally harmonic component of

Ft .; z; t/, F.; z; t/, having (circular) frequency !. This excitation component
produces the harmonic response component U.; z; t/. The Fourier series of these
two variables take the form:
P
1
U.; z; t/ D ej!t ejn Un .z/ (27.7a)
nD1
and
P
1
F.; z; t/ D ej!t ejn Fn .z/: (27.7b)
nD1
Equations (27.7a) and (27.7b) are substituted into approximate equations of

motion obtained from Hamilton’s principle [21]. The result is transformed into the
wave-number domain by applying the Fourier integral transform and making use of
(27.2). The result for the nth circumferential wave-number is:

K1 C jnK2 C n2 K4 ! 2 M UN n C jnkn .K3 jnK5 / U
Nn
2 N n D FN n ;
C kn K6 U (27.8)
where the Ki are stiffness matrices and M is the mass matrix. Details are given
in [21].
Proceeding in a classical modal analysis fashion, (27.8) takes the form of an
eigensystem in the special case when FN n is the null vector. Integer values are always
assigned to n. Either kn or ! is assigned when the wave-number or frequency is
presumed. Then a linear or quadratic eigensystem is produced in ! 2 or kn , respec-
tively. In the latter, more commonly encountered case, (27.8) may be rewritten in
the linear form:

UNn 0
ŒA.n; !/ kn B N D N ; (27.9)
kn Un Fn
where:

0 I
A.n; !/ D ; (27.10a)
K1 C jnK2 C n2 K4 ! 2 M jn .K3 jnK5 /

I 0
BD (27.10b)
0 K6
and 0 (I) is the null (identity) matrix.

Normal modes are found for the nth circumferential wave-number by solving
the homogeneous form of (27.9). This results in 12N C 6 eigenvalues or axial
wave-numbers. A real (complex) valued wave-number corresponds to a propagat-
ing (evanescent) wave. Moreover, half the wave-numbers correspond to solutions
for the positive z coordinates; the other half represent solutions for the negative z
R
coordinates. In addition to the wave-numbers, right and left eigenvectors, nm and
L
nm respectively, are associated with the mth eigenvalue. They are partitioned into
the upper and lower halves.
˚ R R T

R
nm D nmu nml (27.11a)
and
˚ L T
L
nm D nmu L
nml (27.11b)
that are represented by the subscripts u and l, respectively.

The pipe’s response is obtained, for the nth circumferential wave-number and
only those axial cross sections having positive z, by linearly superimposing the ad-
missible 6N C3 right eigenvector solutions. Applying first the inverse Fourier trans-
form to this sum, and then Cauchy’s residue theorem, gives the nth circumferential
mode of the response. The result is [21]:
6N C3 L T
j!t jsinc.n0 / X nml F0 R jknm z
Un .; z; t/ D e nmu e ; (27.12)
2 r0 mD1
Bnm
where L T
Bnm •mp D nm R
Bnp ; (27.13)
in which bi-orthogonality relations [20] have been used. Moreover, •mp is the
Kronecker delta. The linear response to a multi-frequency excitation can be found
by merely superimposing the responses caused by each individual frequency com-
ponent. Hence:
Z 1
t j j!t
U .; z; t/ D N
p.!/e
4 2 r0 1
1
"6N C3 #
X X nml L T
.!/F0 R
sinc.n0 / nmu .!/ejknm .!/z ejn d!
nD1 mD1
Bnm .!/
(27.14)
after summing all the circumferential harmonic components.
27.3 Simplifying Features
It is demonstrated in [17,18], by using the modal decomposition capability of SAFE,

that the “peak” magnitudes of a pipe’s radial Frequency Response Function (FRF)
occur at its modal cut-off frequencies where the wave number is zero. A sharp
increase there arises because the corresponding Bnm in (27.12) and (27.13) tends
to zero as a cut-off frequency is approached, i.e., a singularity happens in the
nm mode’s FRF. Although details are omitted here for brevity, this feature ex-
ists because there is a repeated root at each cut-off frequency. Hence a defective1
eigensystem exists. Consequently the corresponding left and right eigenvectors are
orthogonal to the B matrix defined in (27.10) and Bnm also becomes zero [20]. It
is interesting that a cut-off frequency can be interpreted as a juncture at which a
travelling wave problem transitions to a vibration problem because the wavelength,
2 =knm , becomes infinitely long. Therefore, the response at a cut-off frequency may
be termed “vibration”-like [6, 12]. Also note from (27.14) that a modal response at
a cut-off frequency becomes advantageously independent of an observation point’s
axial location. Moreover, cut-off frequencies can be calculated without knowing the
corresponding eigenvectors of (27.8) with kn D 0 and FN n D 0.
Cut-off frequencies depend, through the stiffness and mass matrices, on the
pipe’s elastic properties, mass density, and geometrical dimensions. It is assumed
1
A defective eigensystem is one in which an eigenvalue is repeated, say integer r times, but fewer
than r unique (right) eigenvectors exist for the repeated eigenvalue [20].
here that the pipe’s outer diameter and mass density are readily available, which
leaves the elastic properties and wall thickness to be determined. Two independent
elastic constants are sufficient to characterize a homogeneous isotropic material.
The Buckingham theorem [5] is used to reduce the dimensional space and make
calculations more tractable. Then, for a given circumferential wave-number n and
order m, the non-dimensional cut-off frequency ratio
c
!F.n;m/
c
!F.n;m/ D (27.15)
!ref
p
is defined where !ref D 1=H .= / and !F.n;m/ c
is the cut-off frequency of
c
the F.n; m/ flexural mode.2 The !F.n;m/ can be expressed in terms of the non-
dimensional parameters .H=R/ and .=/. Note that the desired elastic properties
and wall thickness can be calculated from .H=R/, .=/, and !ref , as well as the
presumed mass density and outer diameter [18, 19]. The inequality 0 < .H=R/ < 2
arises physically because the lower and upper bounds relate to a pipe having no wall
thickness and a solid pipe, respectively. On the other hand, .=/ can be bounded
reasonably as 0 .=/ . 10 from the standard elasticity relation 0 0:5,
where is Poisson’s ratio.
27.4 Graphical Relations Between the Cut-Off Frequencies

and Cylinder Properties
The key to making the inverse problem tractable is a succinct yet clear presenta-
tion showing the dependence of the forward solved cut-off frequencies upon the
independent !ref , .H=R/ and .=/. Transformations to obtain practical engineer-
ing properties, which also require the use of f D !=.2 / where f is frequency,
are performed later. The presentation’s construction may be envisaged by initially
considering all the , H , , and !ref to be unity. Then and R are each varied uni-
formly within the physically viable ranges described earlier. Forward computations
c c
to determine three non-dimensional cut-off frequencies, say !F.10;1/ , !F.11;1/ and
c
!F.12;1/ , are performed within these ranges by SAFE. The corresponding values of
.H=R/ and .=/, given !ref is simply 1 rad=s, are also noted.
In general
c
!F.i;1/
c
!F.i;1/ D for all i; (27.16)
!ref
c c
so that a particular !F.i;1/ is identical to !F.i;1/ at this juncture. Moreover
c
!F.10;1/ !F.11;1/
c
!F.12;1/
c
(27.17)
2
Modes are labelled by using the standard convention employed in [16]. Only flexural modes are
considered here although the extension to torsional or longitudinal modes is obvious.
c c
regardless of the value of !ref . Then the largest of the three !F.i;1/ , !F.12;1/ , is
c
taken as an extreme but arbitrary 200;000 rad=s (i.e., fF.12;1/ is 100 kHz). The
non-dimensional cut-off frequency for the selected values of .H=R/ and .=/ are
available so that equation (27.16) is used to find the corresponding !ref . The as-
c c
sociated values of !F.10;1/ and !F.11;1/ can be determined similarly. Two points

c c c
!F.10;1/ ; !F.11;1/ ; !F.12;1/ , computed for the assumed (unity) and calculated !ref ,
are converted to frequencies, in kHz, and graphed. They are joined by a line along
which .H=R/ and .=/ are each constant, but !ref varies. The line must also pass
c
through the graph’s origin because, physically, the !F.i;1/ and !ref are zero there.
The effects of other variations in !ref are calculated straightforwardly. The same
procedure produces a set of similar, closely spaced lines after perturbing .H=R/
and .=/. The resulting overall behaviour is presented in Fig. 27.3.
c
The shaded solution space of Fig. 27.3a shows the dependence of !F.12;1/ (or, al-
c c c c c
ternatively fF.12;1/ ) upon !F.10;1/ (fF.10;1/ ) and !F.11;1/ (fF.11;1/ ). Note that three
cut-off frequencies are required to determine the three unknown .H=R/, .=/ and
!ref . The solution space seems to be a narrow bounded plane whose width increases
c
progressively with deepening shades, i.e., higher fF.12;1/ . This is somewhat decep-
tive, however, because a computed inverse solution has been found empirically to
a b
c d
Fig. 27.3 Dependence of the three cut-off frequencies on (a) each other, (b) fref D !ref =2 ,
(c) .H=R/, and (d) .=/. A dashed line indicates a boundary
exist only in a thin volume, not on a planar approximation. Previous research [18,19]
supports this contention because it was determined that cut-off frequencies should
be measured ideally within 0.01%.
The shadings of Figs. 27.3b and 27.3c indicate that the cut-off frequencies de-
pend strongly upon fref or !ref and .H=R/, particularly at their highest values.
Interestingly, a quite uniform shading emerges when these two figures are superim-
posed. Therefore, similar changes in fref and .H=R/ counterbalance. On the other
hand, the sizeable swathes of a given shading seen in Fig. 27.3d suggest that the
c
fF.i;1/ , i D 10; 11; 12, alter little with large .=/ modifications. A comparison
of Fig. 27.3c, d also intimates that shadings across the shorter width of the solu-
tion space have similar tendencies for the .=/ and smaller .H=R/ variations.
Therefore, the effect of .=/ may be concealed, to some extent, by a greater one
from .H=R/.
Figure 27.4 is a magnification of the computed solution space and nearby regions
contained within the boxes shown in Fig. 27.3. The illustrated points, which are off-
set slightly from the surface, correspond to the cut-off frequencies extracted from
simulated and experimentally measured time histories, to be presented later. The
off-sets arise from uncertainties and errors, the overall magnitudes of which are
a b
c d
Fig. 27.4 Magnified version of Fig. 27.3 near the experimental and simulated data; dependence of
the three cut-off frequencies on (a) each other, (b) fref D !ref =2, (c) (H/R), and (d) (=)
intimated by the off-set’s shortest distance to the computed surface. The errors arise
principally from the temporal curve fitting procedure to find the cut-off frequencies.
Numerical studies [19] suggest that all the discernible cut-off frequencies in the
measurement bandwidth should be incorporated to reduce the error. Uncertainties,
on the other hand, may originate from any questionable assumption of SAFE like
complete uniformity, no out-of-roundness, homogeneity, etc.
27.5 Inversion Scheme
The transmitter is pulsed using the previously described excitation and the response
is measured by the nearby receiving transducer. Three cut-off frequencies, !O F.n
c
,
i ;mi /
are “extracted” from the measured transient response using the temporal curve fit-
ting procedure described in [19]. If these cut-off frequencies are exact and the SAFE
modelling is perfect, the following relations hold:
c
!ref !F.n i ;mi /
!O F.n
c
i ;mi /
D0 for i D 1; 2; 3; (27.18)
c
where !F.n i ;mi /
are the corresponding non-dimensional cut-off frequencies
predicted by SAFE. Equation (27.18) provides three relations in three unknowns
[!ref , .H=R/, and .=/]. The solution of the non-linear equations provides a
characterization of the pipe. Unlike the idealized simulation, experimental noise
and errors can cause a measured point to lie outside the space spanned by the SAFE
computer solutions, as seen in Fig. 27.4. To overcome this discrepancy, the point
in the solution space “nearest” the measurement is sought. This point is located by
minimizing the objective function:
3
X 2
D c
!ref !F.n i ;mi / O
! c
F.n i ;mi / : (27.19)
i D1
It is found by using the robust direct search method described in [11]. The
projections between the extracted !O F.n c c
and the nearest !ref !F.n are
i ;mi / i ;mi /
shown in Fig. 27.4 for an essentially precise numerical simulation and imprecise
experimental data.
Differences between the measured and predicted cut-off frequencies are em-
ployed to estimate the uncertainty in the recovered .H=R/, .=/ and !ref . First,
the vector norm of the difference between the measured !O F.n c
and the near-
i ;mi /
c 3
est found !ref !F.ni ;mi / is computed. Then the variation in each .H=R/, .=/,
and !ref required to produce a change in an individual cut-off frequency equal to
the previously defined vector norm is computed, holding all but one of these three
3
If any single component of the difference vector is less than 100 Hz, it is replaced by 100 Hz.
This appears from Table 2 of [19] to be a reasonably conservative upper bound of the uncertainty
on the extracted cut-off frequencies.
parameters constant, for each individual cut-off frequency. The largest permissible
variation in each of the three parameters is termed the uncertainty. These uncertain-
ties are propagated by using standard uncertainty estimation techniques for each of
the variables derived from the three properties calculated by the inversion scheme.
27.6 Illustrative Examples
Two examples are presented next that illustrate the inversion technique. A numerical
simulation using a priori known material properties and dimensions is given first.
This is followed by a real experimental example for a similar pipe.
27.6.1 Numerical Simulation
An idealized 80-mm Diameter Nominal (DN), Schedule 40, seamless, carbon steel
pipe is considered first. Its dimensional and material properties are summarized in
Table 27.1. This particular pipe is selected because it is commercially important.
At the end of 1997, for example, there was approximately 64,900 km of such pipe
in industrial use as energy-related pipeline in Alberta, Canada [1]. Consequently it
has been studied extensively as in, for example, [2, 3, 10]. The radial displacement
is calculated on the pipe’s outer surface at D 0 and z D z=H D 5:1, by using
(27.14) as described in [19]. The resulting time history is presented in Fig. 3a of
[19]. The corresponding DFT and temporal curve fit are given in Figs. 3d and 3c,
respectively, of [19]. Table 2 of [19] compares the cut-off frequencies obtained from
the computed FRF, DFT, and temporal curve fit. The inversion procedure and uncer-
tainty estimation are applied for the cut-off frequencies from the temporal curve fit.
The results are summarized in Table 27.1. This table shows that the assigned and re-
covered material and dimensional properties generally agree within their estimated
uncertainties.
Table 27.1 Comparing assigned values with those computed from inversion
Property Assigned value Computed value
Young’s modulus, E (GPa) 216:9 216 ˙ 2
Lamé constant [Shear modulus], [G] (GPa) 84:3 84:5 ˙ 0:5
Lamé constant, (GPa) 113:2 109 ˙ 4
Ratio of Lamé constants, .=/ 1:34 1:29 ˙ 0:04
Poisson’s ratio, 0:287 0:282 ˙ 0:004
Outer diameter, D0 (mm) 88:8 –
Thickness, H (mm) 5:59 5:596 ˙ 0:007
Mean radius, R (mm) 41:6 41:60 ˙ 0:05
Thickness to mean radius ratio, .H=R/ 0:134 0:1345 ˙ 0:0002
Mass density, (kg=m3 ) 7,932 –
Table 27.2 Comparing conventionally measured values with those recovered ultrasonically
Property Conventional approach Ultrasonic approach
Young’s modulus, E (GPa) 202 ˙ 6 200 ˙ 10
Lamé constant [Shear modulus], [G] (GPa) 79 ˙ 2 82 ˙ 3
Lamé constant, (GPa) 99 ˙ 54 68 ˙ 8
Ratio of Lamé constants, .=/ 1:3 ˙ 0:7 0:84 ˙ 0:06
Poisson’s ratio, 0:28 ˙ 0:07 0:228 ˙ 0:009
Outer diameter, D0 (mm) 88:80 ˙ 0:09 –
Thickness, H (mm) 5:6 ˙ 0:1 5:59 ˙ 0:01
Mean radius, R (mm) 41:6 ˙ 0:1 41:60 ˙ 0:05
Thickness to mean radius ratio, .H=R/ 0:134˙0:003 0:1343 ˙ 0:0004
Mass density, (kg=m3 ) 7;700 ˙ 200 –
27.6.2 Experimental Corroboration
An actual 80 mm DN, Schedule 40, seamless, carbon steel pipe was examined ex-
perimentally next. The radial displacement was measured on the pipe’s outer surface
at 0 and z D z=H 5. The time history is presented in Fig. 4a, while the
corresponding DFT and temporal curve fit are given in Figs. 4c and 4b, respec-
tively, of [19]. The inversion procedure and uncertainty estimation were applied to
the cut-off frequencies obtained from the temporal curve fit. Results from the ultra-
sonic measurements are summarized in Table 27.2.
An 18 cm or so length was cut from one end of the pipe. Plates and grips
were welded onto this short sample after which the sample was heat treated to re-
lieve residual stresses. Two nominally identical, three-element strain gauge rosettes
were bonded to the specimen. Then the instrumented sample was mounted in a stan-
dard pseudo-static test frame and loaded in either tension-compression or torsion.
The tension-compression results were used to estimate Young’s modulus, E; the tor-
sional test gave the shear modulus, G. These values are also reported in Table 27.2,
along with the independently determined mass density, outer diameter, and wall
thickness. It can be seen that E, G, and dimensional information found from the
ultrasonic measurements correlate very well with those obtained pseudo-statically.
However, the conventional, unlike the ultrasonic approach, calculates , .=/, and
from the E and G values and standard elasticity relationships whose uncertainties,
therefore, are amplified.
27.7 Conclusions
The ability to simultaneously measure a homogeneous, isotropic pipe’s elastic prop-

erties and wall thickness by using the cut-off frequencies of three ultrasonic guided
wave modes is demonstrated. Young’s modulus, the shear modulus, and wall thick-
ness agree very well with values found conventionally. Poisson’s ratios agree within
assessed uncertainties. However, dimensional uncertainties cannot be reflected re-

alistically by the ultrasonic approach’s implicit assumption that dimensions do not
change along or around a pipe. On the other hand, conventionally found dimen-
sional uncertainties are more indicative of actual pipe variations as they are based
upon direct measurements.
Acknowledgments All three authors acknowledge the financial support from the Natural Science
and Engineering Research Council (NSERC) of Canada. The first author also wishes to acknowl-
edge financial aid from the Society of Automotive Engineers (SAE) International, University of
Manitoba, Province of Manitoba, Ms. A. Toporeck, and the University of Manitoba Students’
Union (UMSU). The assistance of Messrs. B. Forzley, I. Penner, D. Rossong, V. Stoyko and
Dr. S. Balakrishnan with preparation of the experimental sample is much appreciated. Recogni-
tion is given to Dr. M. Singh and Mr. A. Komus for the use and help with the load frame.
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Chapter 28
Nonlinear Self-Defined Truss Element Based
on the Plane Truss Structure with Flexible
Connector
Yajun Luo, Xinong Zhang, and Minglong Xu
Abstract A finite-element method based on the self-defined truss element is

developed and used to model the plane truss structure with the flexible connector,
moreover, the dynamic characteristic of the corresponding model is analyzed in
this paper. Firstly, a kind of new type truss structure is analyzed where the flexible
connectors between trusses include clearance effects. A self-defined truss element
is defined based on the mechanical analysis and then used to build the finite-element
model. And the nonlinear elastic-damper model and the Coulomb friction model are
adopted to analyze the nonlinear nodal forces from the clearance field. Secondly, a
nonlinear numerical solution method is developed based on the Newmark implicit
integrate method together with Newton–Raphson iterated method and then used to
solve the nonlinear dynamic model. Finally a numerical example is performed by
the method above and the effects of several key parameters (such as the contact
stiffness and the clearance) on the dynamic characteristic are analyzed. The results
validate the numerical solution method and show that the nonlinear finite-element
model is effective.
28.1 Introduction
Presently, various connectors are wildly adopted in the modern space structure such
as the deployable antenna and the solar plate for the requirement of the launching,
deformation, and attitude control. The dynamic analyses of the connectors are usu-
ally primary and key in the full structural analyses. Moreover, the connectors will
result in variety and complexity of the dynamic analysis of the space structure.
Common connectors, such as the spherical joint [1] and the sleeve connector [2]
in the deployable structure and the pre-load connector in the truss structure [3], gen-
erally include clearance, friction, impact, and other nonlinear cases. Furthermore,
X. Zhang ()
School of Aerospace, Xi’an Jiaotong University, Xi’an 710049, People’s Republic of China
e-mail: xnzhang@mail.xjtu.edu.cn
358 Y. Luo et al.
the errors induced by manufacturing and assembling usually also result in the
randomness of the structural parameters in the practical structure. Therefore, the
modeling of the connectors is not easy for the complicated cases above. At present,
main reports such as the 3-D spherical joint model [1], the sleeve-type connec-
tor model considering the Coulomb friction and clearance effect [2, 4], the bilin-
ear hysteresis model [3, 5], are contributive to the development of this field. The
other work for the connectors, for instance, Flores et al. [6] studied the nonlinear
dynamical behavior of the translational joints with clearance, Shi and Atluri [7]
used the Ramberg–Osgood function to describe the nonlinear elastic performance,
and Gaul and Lenz [8] used the Valanis model to analyze the slip and adhesion
characteristic of the contact field, make also contribution to the design and applica-
tion of the connectors and other clearance mechanisms. Conclusively, the clearance
effect is still the main research focus because it widely exists in the connectors
and easily results in the impact and friction effect. The friction models include the
Coulomb friction model, LuGre friction model, and so on. The impact models are
mainly classified into two types, one is the linear impact model [9] and the other is
the nonlinear elastic-damper model [10–12]. The two models are put forward based
on Hertz contact theory, but the damping forces are considered based on the dif-
ferent hypothesizes. Generally, the latter is employed because it is closer to actual
case than the former. However, with the development of the modern space structure
technology, many new connectors which are with better performance and can sat-
isfy more special requirements are being designed, so some new modeling methods
need to be developed now.
Truss structure is still used widely in the space structure. The connectors be-
tween the truss and the main body structure, or between the truss and the support
structure, or among the trusses have various construction for different application
forms. The truss structure with the flexible connectors which belong to the slideable
connector is applied in a space structure for satisfying some special requirements in
this study. Firstly, a self-defined truss element which has considered the clearance
effect is defined based on the construction of the flexible connector. The nonlinear
elastic-damper model and Column friction model are adopted here. Secondly, the
nonlinear dynamic equations of the full system are obtained. Finally, the nonlinear
dynamic equations are solved in the time domain using the Newmark method for
time integration, in which the Newton–Raphson method is used for handling the
non-linear behavior within each time step. Furthermore, the dynamic characteristic
and response are analyzed by the numerical simulation. And the dynamic effects of
some key parameters on the full system are also analyzed.
In summary, the dynamic modeling based on the self-defined truss and the cor-
responding nonlinear numerical solution method are explored. Moreover, they are
shown as effective approaches for the dynamic analysis of a new type truss structure
with the flexible connector.
28 Nonlinear Self-Defined Truss Element Based on the Plane Truss Structure 359
28.2 Finite-Element Dynamic Modeling
28.2.1 Introduction of the Structure
The flexible truss structure is shown in Fig. 28.1. The flexible connector consists
of six parts: a hollow sphere, a sleeve, two linked springs, a linkage, an inserted
nut, and a hollow rod. The hollow sphere is used as the joint to connect the adja-
cent trusses. The sleeve is used to connect the hollow sphere and the hollow rod, in
which is embedded two linked spring and a linkage. One end of the sleeve is welded
with the hollow sphere. The outer ends of the two linked springs are pressed on the
right end and the left end of the sleeve by a pre-load, respectively. The truncated
cone which locates in the middle of the linkage is used to separate the two adjacent
springs. It is likely to contact with the sleeve during the motion. The inserted nuts
in the ends of the hollow rod are designed because the hollow rod is a thin wall
structure and is hard to be directly connected with other components. They can re-
alize the threaded connection between the linkages and the hollow rods. Obviously,
the flexibility of the connector and the full truss structure is depended on the stiff-
ness of the linked spring based on the design of this flexible connector. That is, the
truss structure with various flexibilities can be obtained by assembling the linked
springs with different stiffness levels. It is just a highlight of this connector. More-
over, the clearance between the sleeve and linkage is considered in the model as
shown in Fig. 28.1. Compared with the traditional truss structure, the flexible truss
structure is with more complex nonlinearity and modeling hardness.
The diagram of the self-defined truss element used to simulate the flexible truss
in the finite-element model is shown in Fig. 28.2. One truss is modeled as one
linkage inserted nut
hollow sphere
hollow rod
sleeve linked spring
Fig. 28.1 The construction of the flexible connector
i E1 E2 E3
j q
Fig. 28.2 The model of the self-defined truss element

360 Y. Luo et al.
self-defined truss element with three sub-elements. The sub-element E1, E3, and E2
in the self-defined element are used to describe the left and right flexible connection
and the middle hollow rod, respectively. The node i and p are located at the center
of the hollow spheres, respectively. The node j and q are located approximately at
the two ends of the hollow rods.
28.2.2 Motion Equations of the Self-Defined Truss Element
There are two contact pairs: one is located between the linkage and the right end
of the sleeve (the contact pair a); the other is located between the sleeve and the
truncated cone of the linkage (the contact pair b). The point contact can be assumed
because the area of the contact surface is very small. Both the contact forces and the
friction forces at the two contact pairs are considered. The stiffness of the sleeve and
the linkage is much larger than that of the linked spring so they are assumed as rigid
body and only the inertia is considered. Through the force analysis, the equilibrium
equations of the connector can be written as follows:
ME1 fuR E1 g C CE1 fuP E1 g C KE1 fuE1 g D fFE1 g; (28.1)
where ME1 , CE1 , KE1 , and fFE1g are the mass matrix, damping matrix, stiffness
matrix, and load vector, respectively.
The sub-element E3 and E1 are located symmetrically along the axial direc-
tion. The material, size, force analysis, and boundary conditions of the sub-element
E3 are the same as those of the sub-element E1. So its motion equations can be
directly obtained. For the sub-element E2, the traditional plane frame element is
adopted here.
Finally, the motion equations of the self-defined element can be obtained by
the superposition of all the dynamic matrix and vectors along the direction of the
corresponding coordinates according to the finite-element assembly method. The
finite-element equations have been given as follows.
Me fuR e g C Ce fuP e g C Ke fue g D fFe g (28.2)
To expand the load vector fFe g, it can be written as below:
fFe g D fFCe g C fFN

e g; (28.3)
where fFCe g and fFN e g are the load vectors about the clearance effect and the nodal
load, respectively. In order to analyze the numerical solution method of the nonlinear
motion equations conveniently, the summary nodal force is defined as,
fRe g D Ke fue g fFCe g (28.4)

and then the motion equations of the self-defined element can be revised as
Me fuR e g C Ce fuP e g C fRe g D fFe g; (28.5)
where the external load vector fFe g is equal to fFN

e g.
28.3 Nonlinear Nodal Forces
Based on the nonlinear elastic-damper model [12], the contact force at every contact
pair is the sum of the elastic restoring force and the damping restoring force. For
example, at the contact pair a,
FjC D Fje C Fjd ; (28.6)
where the expression of the elastic restoring force Fje and the damping restoring
force Fjd are written as follows, respectively.
Fje D Ka "nja h."ja / (28.7)

Fjd D Ca "ja "Pja h."ja /; (28.8)
where n is a factor. h."mn / is a Heaviside function used to describe the direction of

the contact force. "ja is the relative displacement of the middle of the contact pair a.
Similarly, the contact force of the contact pair b can also be obtained.
In the Coulomb friction model, the friction forces FjF at the contact pair a are
expressed as:
FjF D FjC sign.xP i xP j / D .Ka "nja h."ja /CCa "ja "Pja h."ja //sign.xP i xP j /; (28.9)
where is the friction factor and the function sign(x) is used to describe the direc-
tion of the friction force.
By substituting the concrete expressions of the contact force and friction force
into the contact load vector fFCe g, the nonlinear nodal force vector of the local ele-
ment can be obtained. Furthermore, the tangent stiffness matrix of the nodal force
vector of the self-defined element in the local coordinate can be derived from (28.4).
@fRe g @.Ke fue g fFCe g/ @fFCe g

Kte D D D Ke ; (28.10)
@fue g @fue g @fue g
where the expressions of every elements in the tangent stiffness matrix and the
contact stiffness matrix can be written as
Kte .i; j / D Ke .i; j / KCe .i; j /; i; j D 1; 2; 3; 4; 5; 6 (28.11)

362 Y. Luo et al.
@fFCe .i /g
KCe .i; j / D ; i; j D 1; 2; 3; 4; 5; 6; (28.12)
@fue .j /g
where Ke and KCe are the elastic stiffness matrix and the contact stiffness matrix,
respectively.
28.4 The Numerical Solution Method and Example
28.4.1 The Numerical Solution Method
In this search, the Newmark implicit integral method is employed for time integra-
tion, and then the Newton–Raphson method is employed for equilibrium iteration
in each time step. Therefore, the equation can be written as the following iterative
form.
Me fnC1 k uR e g C Ce fnC1 uP g CnC1

k e k1
Kte fk ue g D fnC1 Fe g fnC1 R g
k1 e
(28.13)
where
fk ue g D fnC1
k
ue g fnC1 u g
k1 e
(28.14)
Then, (28.4) and (28.10) can be modified as
fnC1 nC1 nC1 C nC1

k1 Re g D fRe .fk1 ue g/g D Ke fk1 ue g fFe .fk1 ue g/g (28.15)
nC1 t
K
k1 e
D Kte .fnC1 u g/ D Ke KCe .fnC1
k1 e
u g/
k1 e
(28.16)
Equations (28.15) and (28.16) are substituted into (28.13), then
Me fnC1k uR e g C Ce fnC1k uP e g C ŒKe KCe .fnC1

k1 ue g/fk ue g D f
nC1
Fe g Ke fnC1
k1 ue g
CfFCe .fnC1
k1 ue g/g
(28.17)
Equation (28.17) is just the iteration formula of the self-defined element at the
time tnC1 .
28.4.2 Numerical Example
A truss structure with only one flexible truss is considered in the numerical example.
Its structural diagram is given as shown in Fig. 28.3. Both the left and right ends
are fixed. A transverse force Fy and an axial force Fx are simultaneously applied at
the node 2. The responses of both node 2 and node 3 along all DOF directions can
be excited under these loading conditions. As shown in Fig. 28.4, the length of the
Fig. 28.3 The construction

y
of the single flexible truss Fy
structure 1 2 Fx 3 4 x
a b x 10
-4 c x 10
-3
0.01 2 2
Displacement (m)
Displacement (m)
1
0.005 1
Angle (rad)
0
0 0
−1
−0.005 −1
−2
−0.01 −2 −3
0 0.5 1 0 0.5 1 0 0.5 1
Time (s) Time (s) Time (s)
d e -4 f -3
x 10 x 10
0.01 2 4
Displacement (m)
Displacement (m)
0.005 1 2
Angle (rad)
0 0 0
−0.005 −1 −2
−0.01 −2 −4
0 0.5 1 0 0.5 1 0 0.5 1
Fig. 28.4 The displacement response curves. (Node 2: (a) X; (b) Y; (c) ™ Node 3: (d) X; (e) Y;
(f) ™ Factor of random excitation: solid line 0.25; dashed line 0.5)
truss is 0.42 m, the length of the connector is 0.051 m, the stiffness of the linkage
spring is 1,580 N/m, and all the parts are made of steel.
28.4.2.1 Random Excitation
A group random signal with 0–100 Hz frequency range is adopted as the excited
force by the gain amplifier. The different excited force levels are adopted because
the stiffness level along the axis direction is significant difference compared with
that of the transverse direction. In this example, the corresponding gain factors of
Fx and Fy are 0.25 and 1:25, respectively. Simultaneously, the gain factors of Fx
and Fy are increased twice and changed as 0.5 and 2:5 in order to compare the
effects of the different levels of the excited force. The clearance value is 127 m in
the connector.
364 Y. Luo et al.
The displacement responses of the nodes 2 and 3 are given as shown in Fig. 28.4.
The responses along the transverse and rotation directions are mostly constrained
by the clearance. However, the responses along the axial direction are obviously
different under two kinds of excitation. It is found that the excited force with greater
amplitude generates the response with greater level. The nonlinearity along the axial
direction is not strong though the friction effect has been considered. And the axial
displacements at nodes 2 and 3 are almost synchronous as shown in Fig. 28.4a, d. It
is the cause that the axial stiffness of the hollow rod between the two nodes is much
larger than that of the connectors.
The conclusions above are also explained from Fig. 28.5 wherein the correspond-
ing displacement spectrum curves are given. It is indicated that the first frequency
is 38.0 Hz in Fig. 28.5a, d. And it is found that the curves are much unorganized for
the significant nonlinearity from the other four sub-figures.
The position curves at the two nodes with clearance are given in Fig. 28.6 in
order to observe the contact motion law along the transverse direction. The two
boundaries just express the value of the clearance. If the positions are between the
up and below boundaries, it expresses no contact, otherwise contact. The excess
parts of the positions compared with two boundaries are just the penetration of the
a b c
20 0.4 1
0.8
15 0.3
Spectrum (rad)
Spectrum (m)
Spectrum (m)
0.6
10 38.0Hz 0.2
0.4
5 0.1
0.2
0 0 0
0 100 200 0 100 200 0 100 200
Frequency (Hz) Frequency (Hz) Frequency (Hz)
d e f
20 0.25 1.5
0.2
Spectrum (rad)
15
Spectrum (m)
Spectrum (m)
1
0.15
38.0Hz
10
0.1
0.5
5
0.05
0 0 0
0 100 200 0 100 200 0 100 200
Fig. 28.5 The displacement spectrum curves. (Node 2: (a) X; (b) Y; (c) ™ Node 3: (d) X; (e) Y;
(f) ™ Factor of random excitation: solid line 0.25; dashed line 0.5)
a
x 10−4
2
1
Position (m)
−1
−2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time(s)
b
x 10−4
2
1
Position (m)
−1
−2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time(s)
Fig. 28.6 The position curves. (Node: (a) node 2; (b) node 3. Contact pair: solid line a; dashed
line b)
contact pair. In spite of two excitations with the different amplitudes, the position
curves at every node are almost synchronous, respectively. The other phenomenon is
that the repeated impact curves at the node 2 between the two boundaries are clearer
than those at the node 3. The possible explanation is that the node 2 is actively
excited, but the node 3 is passively excited.
28.4.2.2 Contact Stiffness
The dynamic responses are compared in the present example which the contact
stiffness is considered as 1.5E7 and 1.5E8 N/m. A sine signal with the first mode
frequency 38.0 Hz is adopted as the excited force. Moreover, the gain factors of Fx
and Fy are 0.5 and 2.5 N, respectively.
The curves of the displacement responses and the corresponding displacement
spectrums are given as shown in Figs. 28.7 and 28.8, respectively.
In Fig. 28.7, it can be seen that the contact stiffness has little effect on the axis
responses of the system, but it has obvious effect on the other two responses at
every nodes. From sub-figure (b, c, e, f), the smaller contact stiffness can result in
the greater response level. As shown in Fig. 28.8, the spectrum curves have several
peak values. And it is found that all the peak frequencies are several times of the
excited frequency. It is obvious that the nonlinear dynamic system has generated
366 Y. Luo et al.
a b c
x 10−3 x 10−4 x 10−3
2 4 2
Amplitude (rad)
1 2 1
Amplitude (m)
Amplitude (m)
0 0 0
−1 −2 −1
−2 −4 −2
0 0.5 1 0 0.5 1 0 0.5 1
d e f
x 10−3 x 10−4 x 10−3
2 4 4
Amplitude (rad)
1 2 2
Amplitude (m)
Amplitude (m)
0 0 0
−1 −2 −2
−2 −4 −4
0 0.5 1 0 0.5 1 0 0.5 1
(f) ™ Contact stiffness: dashed line 1.5E7 N/m; solid line 1.5E8 N/m)
a 15 b 3 c 4
3
Amplitude (m)
Amplitude (m)
Amplitude (m)
10 38.0Hz 2
2
5 76.0Hz 1
1
0 0 0
0 200 400 0 200 400 0 200 400
d 15 e 1.5 f 10
8
Amplitude (m)
Amplitude (m)
Amplitude (m)
10 38.0Hz 1
6
4
5 0.5
76.0Hz
2
0 0 0
0 200 400 0 200 400 0 200 400
(f) ™ Contact stiffness: dashed line 1.5E7 N/m; solid line 1.5E8 N/m)
a
x 10−4
4
2
Position (m)
−2
−4
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time (s)
b
x 10−4
4
2
Position (m)
−2
−4
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time (s)
Fig. 28.9 The position curves. (Nodes: (a) node 2; (b) node 3. Contact stiffness: dashed line
1.5E7 N/m; solid line 1.5E8 N/m)
the primary resonance and the superharmonic resonance phenomenon. Moreover,

both of the displacement spectrum curves in sub-figure (a, d) have generated only
one superharmonic resonance at the frequency 76.0 Hz. But more superharmonic
resonances are observed in the other four sub-figures. This result reflects that the
nonlinear performance of the axis motion of the system is weaker than that of the
other two directions.
From Fig. 28.9, it can be observed that the position curves of the two nodes are vi-
brated around the up and below contact boundaries (as shown by dash-dot). Because
the excited forces are only actuated at the node 2, the position curves in Fig. 28.9a
have obvious periodicity compared with that in Fig. 28.9b. And an obvious phe-
nomenon is that the amplitude of the penetration is inversely proportional to the
contact stiffness.
28.4.2.3 Clearance
In this example, the contact stiffness is 1.5E8 N/m, the excited force is same so that
in the example of contact stiffness, and the clearance value is adopted two cases:
0 m (without clearance) and 127 m (with clearance).
Figures 28.10 and 28.11 are given the displacement response curves and the cor-
responding spectrum curves. From Fig. 28.10, it can be seen that the clearance has
368 Y. Luo et al.
a b c
x 10−3 x 10−4 x 10−3
2 2 2
1 1 1
Amplitude (m)
Amplitude (m)
Amplitude (m)
0 0 0
−1 −1 −1
−2 −2 −2
0 0.5 0 0.5 0 0.5
d e f
x 10−3 x 10−4 x 10−3
2 2 2
1 1 1
Amplitude (m)
Amplitude (m)
Amplitude (m)
0 0 0
−1 −1 −1
−2 −2 −2
0 0.5 0 0.5 0 0.5
(f) ™ Clearance: dashed line with; solid line without)
a b c
101 100 102
38.0Hz
Amplitude (rad)
Amplitude (m)
Amplitude (m)
100 10−2 100
76.0Hz
10−1 10−4 10−2
10−2 10−6 10−4

0 200 400 0 200 400 0 200 400
d e f
101 100 102
38.0Hz
Amplitude (rad)
Amplitude (m)
100 10−2
Amplitude (m)
100
76.0Hz
10−1 10−4 10−2
10−2 10−6 10−4

0 200 400 0 200 400 0 200 400
(f) ™ Clearance: dashed line with; solid line without)
a x 10− 4
2
1
Position (m)
−1
−2
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (s)
b x 10− 4
2
1
Position (m)
−1
−2
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (s)
Fig. 28.12 The position curves. (Nodes: (a) node 2; (b) node 3. Clearance: dashed line with; solid
line without)
little effect on the axis motion of the system by observing the sub-figure (a, d).
However, the clearance has great effect on the other responses by the obvious
different result in the sub-figure (b, c, e, f). The corresponding spectrum curves
also expressed the results as shown in Fig. 28.11. Only one hyperhormonic reso-
nance peak is observed in sub-figure (a, d), but a series of ones are observed in the
other four sub-figures. For the case of without clearance, the response curves and
spectrum curves become more regular and their amplitudes are also reduced sig-
nificantly than that of with clearance as shown in Figs. 28.10 and 28.11b, c, e, f.
From Fig. 28.12, the penetration is always generated and the curve can be regarded
approximately as the sinusoidal curve when the clearance value is zero.
28.5 Conclusions
In this paper, a nonlinear finite-element model is developed to analyze the dynamic

problems of a new type plane truss structure with the flexible connector that included
clearance, friction, and axial constraint based on the self-defined truss element. And
then the model is solved by means of the nonlinear numerical solution method based
on the Newmark implicit integrate method together with Newton–Raphson intern
method. An example: single flexible truss structure is also analyzed using the non-
linear numerical solution method.
370 Y. Luo et al.
There are two conclusions in the numerical example. On the one hand, the stiff-
ness level along axial direction is lower than the other directions, so that the first
mode can be clearly observed only in the axial response for the case of random
excitation. On the other hand, both the contact stiffness and the clearance mainly
affect the responses of the two non-axial DOFs. And both of them induce the su-
perharmonic resonance phenomena. Obviously, the dynamic motion of the single
flexible truss structure has strong nonlinearity.
In summary, the developed nonlinear self-defined element represents the nonlin-
ear cases and the dynamic properties of the system well. In the future, the method
above will be thoroughly discussed in the complex plane truss structure.
Acknowledgments This work was supported by the Civil Space Advanced Project of China under
Grant No. C4120061309.
References
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backlash. AIAA J 33(7):1335–1341
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rigid multibody systems. J Comput Nonlinear Dyn 3(011007):1–10
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damping at the joints. AIAA J 30(1):234–240
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125:169–181
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systems with clearance connections. J Mech Transm Autom Des 109(1):87–94
10. Lankarani HM, Nikravesh PE (1990) A contact force model with hysteresis damping for impact
analysis of multibody systems. ASME J Mech Des 112:369–376
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Chapter 29
Complex Frequency Analysis of an Axially
Moving String with Multiple Attached
Oscillators by Using Green’s Function Method
Le-Feng Lü, Yue-Fang Wang, and Ying-Xi Liu
Abstract In the present paper, the eigenvalue problem of an axially moving string
with multiple attached mass-spring oscillators is investigated. Closed form transcen-
dental equations for the natural frequencies are obtained by means of the Green’s
function method. The maximum variance rate of eigen-frequencies of the string is
presented to indicate the coupling strength between the modes of subsystems. The
Galerkin’s discretization method is analyzed so as to determine the approximate
eigenvalues for large numbers of oscillators. The results of the traveling mass model
are also presented as a limit case.
29.1 Introduction
Axially moving continuum, rotating flexible machineries, and fluid-conveying pipes

are examples of gyroscopic systems. A convective acceleration component in the
governing equations renders complex, speed-dependent modes. In finding the eigen-
solution of this problem, Meirovitch [1, 2] proposed a method for the solution of
the eigenvalue problem for linear gyroscopic systems, which permits a formulation
in terms of real symmetric matrices. Parker [3] adopted a perturbation analysis
to determine approximate eigenvalue loci for axially moving materials on elastic
foundation. Wang et al. [4] investigated the eigenvalue problem for axially moving
strings based on Hamilton system and obtained the modal functions and symplectic
orthogonality conditions through a symplectic analysis.
For those continuous system subjected to complex constraints the system char-
acteristics can be significantly influenced by the coupling between subsystems.
For example, for moving oscillator systems the presence of mass-spring oscillator
Y.-F. Wang ()

Department of Engineering Mechanics, Dalian University of Technology, 2 Linggong Road,
Dalian 116024, People’s Republic of China
and
State Key Laboratory of Structural Analysis for Industrial Equipment, Dalian 116024,
e-mail: yfwang@dlut.edu.cn
372 L.-F. Lü et al.
varies the inertia of the system, which results in location-dependent eigenvalues

that are different from conventional analytical eigenvalue solutions. Stannisie [5]
determined exact eigen-solutions for mass moving on an elastic foundation by per-
forming the integration in the Stieltjes sense. Kukla [6, 7] studied the eigenvalue
problem of a beam with intermediate elastic supports and presented the exact so-
lution of the coupled system by means of Green’s function method. The Green’s
function, with its intuitive concept and definite physical meaning, is simple yet ef-
fective for problems with presence of Dirac-Delta function. From the point of view
of the Green’s function theory, reference [5] utilizes the properties of Green’s func-
tion that was equivalent to the method of [6, 7].
The Green’s function method is used to analyze the eigenvalue problem for the
axially moving string with attached mass-spring oscillator in this paper. The theorem
of construction of Green’s function is applied to obtain the explicit Green’s function
of the coupling system without complicated computation. In the numerical demon-
stration, the maximum variance rate of the eigen-frequencies of the moving string
related to coupling strength between the string and the masses is calculated. The
model of attached mass is also analyzed as the limit case of the coupled oscillator.
Finally, the Galerkin’s method is compared with the Green’s function method for
validity of the Galerkin’s discretization method.
29.2 Formulation of the Eigenvalue Problem
Consider a simply supported, axially moving string travelling with a velocity c with
N attached undamped linear oscillators, as shown in Fig. 29.1. Assume the i th os-
cillator arrives at the left end of the string at time ti ; i D 1; : : : ; N , of which the
coefficient of acting time is „i D H.t ti / H.t .ti C 1=c//, where H./ is the
Heaviside unit-step function. By neglecting the flexural, shear, and torsion rigidity,
the nondimensional governing equations of transverse vibration of the system can
be written in the form [8]
yi (t) yi+1(t)
mi mi+1
ki k i+ 1
w (x,t)
x
c
Fig. 29.1 Axially moving string with attached multiple oscillators

29 Complex Frequency Analysis of an Axially Moving String 373
X
N
wR C .wP C cw0 / C 2c wP 0 C .c 2 1/w00 D ki „i .yi w/ı.x xi / C fw ;
i D1
(29.1)
ki
yRi C .yi w.xi ; t// D fi ; ti t ti C 1=c; i D 1; : : : ; N; (29.2)
mi
where w.x; t/ is the transverse displacement of the string, the modal damping of
the string, yi ; ki and mi the deflection, the stiffness coefficient and mass of the
i th oscillator, respectively. fw and fi are external forces on the string and mass,
respectively. ı./ is the Dirac-Delta function.
Let the general solutions of the foregoing be
w.x; t/ D Ref.x/et g; yi .t/ D Yi et ; (29.3)
which leads to an eigenvalue problem
X
N
.c 2 1/ 00 .x/ C .2c C c/ 0 .x/ C .2 C /.x/ D "i .xi /„i ı.x xi /;
i D1
(29.4)
where "i D mi ki 2 =.mi 2 C ki /.
By applying the Green’s function method, the solution of (29.4) can be obtained,
Z 1X
N X
N
.x/ D "i „i .xi /ı.x xi /G.xI /d D "i „i .xi /G.xI xi /;
0 i D1 i D1
(29.5)
where G.xI / is the Green’s function of the (29.4).
A set of N homogeneous equations can be derived by substituting x D xi ; i D
1; : : : ; N into (29.5), yielding
X
N
.xi / C "j „j .xj /G.xi I xj / D 0; i D 1; : : : ; N: (29.6)
j D1
The following equation must hold to require a non-trivial solution of (29.6):

ˇ ˇ
ˇ"1 „1 G.x1 I x1 / C 1 "2 „2 G.x1 I x2 / "N „N G.x1 I xN / ˇ
ˇ ˇ
ˇ "1 „1 G.x2 I x1 / "2 „2 G.x2 I x2 / C 1 "N „N G.x2 I xN / ˇ
ˇ ˇ
ˇ :: :: :: :: ˇ D 0:
ˇ : : : : ˇ
ˇ ˇ
ˇ " „ G.x I x / "2 „2 G.xN I x2 / "N „N G.xN I xN / C 1ˇ
1 1 N 1
(29.7)
29.3 Construction of Green’s Function
G.xI / should satisfy the equation according to the definition of the Green’s
function, as
.2 C /G.xI / C .2c C c/G 0 .xI / C .c 2 1/G 00 .xI / D ı.x / (29.8)
and boundary condition

G.0I / D G.1I / D 0: (29.9)
Generally, (29.8) with (29.9) can be solved by taking advantage of properties of
the Green’s function, e.g., the continuous condition and jump condition at x D .
The tedious procedure can be eliminated by using the construction of Green’s
theorem [9], which permits explicit expression of the Green’s function, as follows.
For the second linear differential operator L D P .x/d2 =dx 2 C Q.x/d=dx C
R.x/, if u1 .x/ and u2 .x/ satisfy
Lu1 D 0; au1 .0 / C a0 u01 .0 / D 0;

(29.10)
Lu2 D 0; bu2 .1 / C b 0 u02 .1 / D 0
and W .u1 ; u2 / ¤ 0, then the Green’s function for L can be expressed as

(
1 u1 .x/u2 ./; x <
G.xI / D ˇ ; (29.11)
P ./W .u1 ; u2 / ˇxD
u ./u .x/; < x
1 2
where 0 ; 1 are two boundaries and W .u1 ; u2 / is the Wronskian determination de-
fined as ˇ ˇ
ˇ u .x/; u2 .x/ ˇ
W .u1 ; u2 / , ˇˇ 10 ˇ: (29.12)
u1 .x/; u02 .x/ ˇ
With the following fundamental properties of the Green’s function, it is easy to
verify that the expression given by (29.11) is the Green’s function. That is to say
that G.xI / is continuous
G.xI / D G.xI C / (29.13)
and the derivative dG=dx satisfies the jump condition at x D

ˇ ˇ
dG ˇˇ dG ˇˇ 1
ˇ ˇ D : (29.14)
dx
C dx
P .x/
There are two independent solutions to the homogeneous differential (29.8) which
satisfy each of the boundary conditions given by (29.9)
(
1 .x/ D exp. x/ exp.C x/; 0x
; (29.15)
2 .x/ D exp. .x 1// exp.C .x 1//; x1
where p
.2c C c/ ˙ 2 c 2 C 42 C 4
˙ D :
2.c 2 1/
By applying the above-mentioned method, one can get
(
1 1 .x/2 ./; 0x
G.xI / D 2 ˇ ; (29.16)
.c 1/W .1 ; 2 / ˇxD
1 ./2 .x/; x1
where W .1 ; 2 / ¤ 0 holds. Substitution of (29.16) into (29.7) leads to the frequen-
cies. In order to solve this equation, the eigenvalue of the unconstrained system is
adopted as an initial solution
p
mi D I ki =mi ; nstr D ˙ I!n ;
1 1p 2 p
D ; !n D .c 1/.2 C 4 2 n2 .c 2 1//; I D 1: (29.17)
2 2
Particularly, for a conservative system, the initial eigenvalues of the string alone are
2
n D n.1 c /I;
str n D ˙1; ˙ 2; : : : (29.18)
It is worth pointing out that there exists a singularity in the Green’s function, i.e.,
c D 1, which is the critical speed of the system and corresponds to a non-oscillatory
eigenvector .x/ D 0.
29.4 Results and Discussions
The numerical examples presented hereafter aim to examine the effect of one or
several attached mass-spring oscillators on the eigenvalues of an axially moving
string, especially when the eigen-frequency of the oscillator is close to the first
eigen-frequency of the translating string.
For the problem of a single oscillator, the parameters c D 0:25; k D 3:4, and
m D 0:375 are assigned. The eigenvalues of a conservative system (i.e., D 0)
and a dissipative system with D 0:04 are shown in Figs. 29.2 and 29.3, respec-
tively, both varying with the location of the oscillator x0 . The eigenvalues of the
coupled system derived from the eigenvalues of unconstrained string and oscillator
are marked by solid lines and dot-dashed lines, respectively. When c < 1, the con-
servative system is positive definite and gyroscopic, thus only imaginary eigenvalues
exist [10]. It is noted that both the real and imaginary parts of the eigenvalues of the
constrained system are symmetric with respect to x0 D 0:5 due to the symmetry of
the Green’s function. The distributions of the eigen-frequencies (the imaginary part
of the eigenvalues) of the constrained system are in accordance with the principle of
eigenvalue inclusion [11], which applies only for conservative gyroscopic system.
Fig. 29.2 The first four

eigenvalues of the single
moving oscillator model
with D 0
Fig. 29.3 The first four

eigenvalues of the single
moving oscillator model
with D 0:04
As shown in Fig. 29.3a, it is not the case that the distributions of the real part of the
eigenvalues of the constrained system have the similar principle.
With the above assigned parameters the eigen-frequency of the attached oscillator
.!m D 3:0111/ is very close to the first natural frequency of the unconstrained
Table 29.1 The maximum variance rate of the eigen-frequencies of the coupled system
Im.1str / Im.2str / Im.3str / Im.m1 / Im.m2 /
(%) (%) (%) (%) (%)
Single-oscillator model 34.99 10.01 4.32 41.43
Double-oscillator model 39.16 12.27 6.73 63.61 20.35
Double-mass model 34.23 22.53 19.49
moving string. Therefore, both the real and the imaginary part of the first eigen-
value of the constrained string change significantly with the varying attached
oscillator, which is related to the resonance-type of the eigenvalue. Other eigen-
values have also changed but not significantly. In order to determine the coupling
strength ofˇthe subsystems
ˇı quantitatively,
the maximum
variance rate defined by
˛i D sup ˇIm ui ci ˇ min Im ui ; Im ci ; i D 1; 2; : : : is used, where
ui and ci represent the i th eigenvalues of the unconstrained system and the con-
strained system, respectively. The maximum variance rate is tabulated in Table 29.1.
It can be seen that the variance rate of the eigen-frequencies of the moving string
drops with the increasing order of the modes. Moreover, the effect of higher modes
is relatively small on low-frequency response. This implies that the transient solu-
tions of the coupled system can be approximated by using the expansion of first few
modes of the system.
For the eigenvalue problem of an axially moving string with two mass-
spring oscillators, an equal stiffness of spring k1 D k2 D k and different
masses m1 and m2 are used. In this case, the parameters are chosen to be
m1 D 0:375; m2 D 0:3; t1 D 0; t D 1 and t2 D t1 C t. The whole process of
movement can be divided into three parts
I W t 2 Œ0; t ; „1 D 1; „2 D 0; x1 D ct; x2 D 0;

II W t 2 Œt; 1=c ; „1 D 1; „2 D 1; x1 D ct; x2 D c.t t/;
III W t 2 Œ1=c; t C 1=c ; „1 D 0; „2 D 1; x1 D 0; x2 D c.t t/:
As shown in Fig. 29.4, the eigenvalue curves are no longer symmetric with respect to
the central point .t D 2:5/ on the time axis due to different masses of the oscillators.
Nonetheless, the eigenvalue curves will be mirrored about t D 2:5 as a result of the
symmetry of the Green’s function if the two masses are interchanged. For Parts
I and III, the eigenvalues are identical to those of the first and second oscillators
individually placed on the string, whereas for Part II another additional eigenvalue
appears when the second oscillator steps in, with less variance of frequency than
that of the first one. The maximum variance rate of other eigenvalues resembles the
one from the problem of single oscillator, though it becomes larger in magnitude.
Strictly speaking, the limit case of moving oscillators will be the one with in-
finitely large spring stiffness, which is not equivalent to the problem of moving
mass problem [12]. However, (29.7) is still valid for the eigenvalue problem of
coupled systems with attached masses since there is no additional assumption but
"i D mi 2 . The variance of the first three eigenvalues of attached two masses model
Fig. 29.4 The first three

eigenvalues of multiple two
oscillators model
is depicted in Fig. 29.5 with c D 0:25; D 0:04; m1 D 0:375, and m2 D 0:3. The
maximum variance rate of the first three eigenvalues is also listed in Table 29.1.
Compared to the model of attached oscillator, the effect of moving mass on the first
three eigenvalues of the string are significant. This means that the transient solutions
of the coupled mass-string system should be approximated using much more modal
expansions of the system than that of the attached oscillator system.
It should be noted that the eigenvalue problem from (29.7) will be complicated
for very large N . The Galerkin’s discretization method is used to approximately
approach the eigenvalue solutions of (29.7), for which the eigen-functions of the
stationary string n D sin.nx/ are chosen. The Jacobian coefficient matrix of dis-
crete ODEs is shown in the Appendix. The first two eigen-frequencies of moving
string under double oscillators with the parameters above are computed for different
orders of expansion: M D 4; 8; 16, respectively, at various moments in Table 29.2.
It can be seen that the Galerkin’s method can capture the dynamical characteris-
tics of the string when locations of the oscillators vary. The results are more and
more accurate with increasing orders of expansion in comparison with the calcu-
lations of determination (29.7). Although it has been demonstrated that Galerkin’s
discretization method using Fourier series expansion can be effective to analyze the
dynamics of the moving systems, the expansion is still questionable for insufficient
Fig. 29.5 The first three

eigenvalues of the moving
masses model
Table 29.2 Comparison of the first two eigen-frequencies of moving string under double
oscillators between Galerkin’s discretization method of different order of expansion with the
present paper
Galerkin’s discretization method
The present paper M D4 M D8 M D 16
t Im.1str / Im.2str / Im.1str / Im.2str / Im.1str / Im.2str / Im.1str / Im.2str /
0 2.9452 5.8905 2.9461 5.9023 2.9453 5.8918 2.9452 5.8906
0.5 2.3667 6.1510 2.4109 6.1777 2.3907 6.1632 2.3789 6.1568
1.0 2.0876 6.4804 2.1211 6.5547 2.1042 6.5117 2.0959 6.4947
1.5 1.9162 6.6021 1.9379 6.7000 1.9292 6.6448 1.9226 6.6223
2.0 1.8152 6.5723 1.8343 6.6618 1.8259 6.6168 1.8205 6.5922
2.5 1.7938 6.4340 1.8116 6.5172 1.8041 6.4596 1.7988 6.4465
3.0 1.8541 6.5381 1.8727 6.6218 1.8648 6.5798 1.8594 6.5567
3.5 2.0149 6.6127 2.0369 6.7144 2.0274 6.6569 2.0210 6.6337
4.0 2.2528 6.5137 2.2822 6.5942 2.2672 6.5478 2.2601 6.5293
4.5 2.5472 6.1662 2.5807 6.1951 2.5657 6.1797 2.5566 6.1727
5.0 2.9452 5.8905 2.9461 5.9023 2.9453 5.8918 2.9452 5.8906
theoretical foundation. From the eigenvalue point of view, with the Galerkin’s
discretization method, the transient responses of the moving string with attached
oscillators will be more and more reliable with increasing orders of expansion.
29.5 Conclusion
The eigenvalue problem of an axially moving string coupled with multiple linear
oscillators is investigated by Green’s function method. The Green’s function in
an explicit form is obtained by the theorem of Green’s function construction, and
the analytical transcendental equation is directly obtained. The numerical examples
show that both the real and the imaginary parts of eigenvalues are varying. The
maximum variance rate is defined to analyze the coupling strength of the subsys-
tems. It is demonstrated that only the first eigenvalue changes significantly when
the eigen-frequency of the oscillator is close to that of the string’s first eigenvalue,
while all the eigen-frequencies of the string are significantly influenced by the mov-
ing mass model. Furthermore, the validity of the Galerkin’s method is presented for
a number of oscillators, which can be used to approximately solve the eigenvalue
problem without complicated computations of the determinant equation.
Acknowledgement The authors are grateful to the Natural Science Foundation of China (Project
10721062) and to the National 863 (Project 2007AA04Z405) for their fundings.
Appendix
The Jacobian matrix of the discrete ordinary differential equations of the moving
string with multiple linear mass-spring oscillators
8
ˆ
ˆ J.2i 1; 2i / D 1; 1 i M C 2
ˆ
ˆ
ˆ
ˆ P
N
ˆ
ˆ J.2i; 2j 1/ D .i /2 .1 c 2 / 2 kn i2 .xn /; J.2i; 2j / D ; 1 i D j M
ˆ
ˆ
ˆ
ˆ nD1
ˆ
ˆ P
ˆ
ˆ
N
<J.2i; 2j 1/ D 2cd ij 2 kn i .xn /j .xn /; J.2i; 2j / D 4cd ij ; 1 i ¤ j M
nD1
ˆ
ˆ J.2i; 2.M C n/ C 1/ D 2kn i .xn /; 1 i M C 2
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ J.2.M C n/; 2j 1/ D kn =mn j .xn /; 1 n N; 1 j M
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ J.2.M C n/; 2.M C n/ 1/ D kn =mn ; 1 n N
ˆ
:̂J.i; j / D 0; for other i; j
where dij D ij.1 .1/i Cj /=.i 2 j 2 /.

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Chapter 30
Model Reduction on Inertial Manifolds
of Navier–Stokes Equations Through
Multi-scale Finite Element
Jia-Zhong Zhang, Sheng Ren, and Guan-Hua Mei
Abstract Multilevel finite element method is used to approach the Approximate

Inertial Manifolds (AIMs) from viewpoint of nonlinear dynamics, in the compu-
tational fluid dynamics. By this method, an unknown variable is divided into two
components, namely, the large eddy and small eddy components. With the introduc-
tion of an AIMs, the interaction between large eddy and small eddy components,
which is negligible if standard Galerkin algorithm is used to approach the original
governing equations, is considered essentially, and consequently a coarse grid finite
element space and a fine grid incremental finite element space are introduced to ap-
proach the two components. By this method, the flow field of incompressible flows
around airfoil is simulated numerically as an example, and velocity and pressure
distributions of the flow field are obtained accurately. The results show that there
exists less degrees-of-freedom in the discretized system in comparison with the tra-
ditional methods, and large computing time can be saved by this efficient method.
The small eddy component can be captured by AIMs, and an accurate result can
also be obtained.
30.1 Introduction
Most of dynamic systems encountered in engineering are nonlinear continuous

dynamic systems, which have a rich variety of nonlinear dynamical phenomena,
such as the large and complex fluid-structure interaction systems. Normally, the
finite element method or other numerical methods are used to approach the solu-
tions of the governing equations, due to the difficulty of obtaining a solution in
analytical form. As the results, the resulting equations are generally second order
in time dissipative evolution equations with many degrees-of-freedom in sense of
J.-Z. Zhang ()

School of Energy and Power Engineering, Xi’an Jiaotong University,
No. 28, Xianning West Road, Xi’an, Shaanxi 710049, People’s Republic of China
384 J.-Z. Zhang et al.
dynamics. For such kind of equations, there are several classical numerical schemes
to approximate them, such as Newmark, Wilson-, Houbolt, and the Runge–Kutta
scheme with higher precision if the system is transferred into phase space. However,
great difficulties will arise from analyzing the nonlinear dynamics both qualita-
tively and quantitatively in a finite dimensional phase space of higher dimension
[1]. For example, the analysis of nonlinear dynamical systems, based on the nu-
merical schemes mentioned above, requires considerable computing time due to the
large number of degrees-of-freedom, and some numerical round-off errors will have
a strong influence on the long-term behaviors of the systems or the bifurcation anal-
ysis if the systems have a cluster of bifurcation points [2–5]. In other words, model
reduction is the key to such obstacle and currently urgent for the bifurcation analysis
by large scale numerical computation. Therefore, it is natural to reduce the model
from higher to lower dimensions and to achieve an acceptable approximation of the
original dynamics before large-scale numerical analysis is applied to the original
system. Indeed, this reduction technique can be reached for some certain dissipative
systems, by neglecting inessential degrees-of-freedom of the system and keeping
the topology of the solutions unchanged [1]. Under such background, a number of
researchers have developed many practical numerical algorithms [2]. For the linear
dynamic system, the component mode synthesis techniques can be used to ana-
lyze the dynamic behaviors of the system, and much computing time will be saved,
and an approximate result can be acceptable. However, for the nonlinear dynamic
system, there are a few methods for the model reduction. Most of the numerical al-
gorithms are developed based on the component mode synthesis techniques, which
can be used for linear dynamical systems with acceptable approximate results, while
few rigorous theoretical studies or the error estimate has been carried out on the in-
fluence of such reduction on the long-term behaviors, though a lot of numerical
experiments are given [6–10]. Strictly speaking, due to the strong nonlinearities of
some dissipative autonomous dynamical systems, the reduction of the systems has
a greater influence on the solution at a certain degree, in a mathematically precise
way [11, 12].
Fluid dynamics, a kind of continuous dynamic system, is governed by a set of
nonlinear dissipative evolutionary equations, and there are many nonlinear phenom-
ena, such as separation in boundary layer, soliton and turbulence, and some other
open problems in it. In particular, the connections between fluid mechanics, partial
differential equations and nonlinear dynamical system, and the global attractors and
turbulence, are the essential heart of understanding of many important problems of
natural science. There are a number of numerical analysis of Navier–Stokes equa-
tions based on Finite Element Method, and most of them are the adaptations of
traditional Galerkin procedure [1]. However, an important deficiency of the existing
numerical methods in the computation fluid dynamics is the cost of computing-
time, that is, there are a large number of degrees-of-freedom after the system is
approached by the discretization, and the system is the one with higher dimension
from viewpoint of nonlinear dynamics. Hence, in the nonlinear continuous dynamic
systems, it is the current aim to reduce the original system to a system with less
degrees-of-freedom.
30 Reduction on Inertial Manifolds of Navier–Stokes Equations 385
On the other hand, it is well known that the asymptotic behaviors of some higher
dimensional or even infinite dimensional dissipative dynamic systems evolve to a
compact set known as a global attractor, which is finite-dimensional [13]. That
means such kind of dynamic systems can be described by the deterministic flow
on a lower dimensional attractor. Hence, it opens the way for the reduction of the
dynamics of infinite-dimensional dissipative equations to finite-dimensional sys-
tems, or higher dimensional dissipative equations to a lower dimensional system.
Consequently, various schemes have been used to construct a finite system for re-
producing the asymptotic dynamics of the original dynamic system [14–19]. One
of the schemes is the traditional Galerkin method, which ignores the small spatial
structure of a solution. However, an important and well-known aspect of nonlin-
ear dynamics is the sensitive dependence of the solution on the perturbations. Such
perturbations include small variations in initial and boundary values, as well as nu-
merical errors if a numerical computation method is adopted. A slight perturbation
to the system may produce very important effects and significant changes in the
system’s configuration after a long time [20]. The Center Manifold Theory can be
applied to the system with a small number of modes, whose eigenvalues are close
to the imaginary axis, but a small parameter variation from the critical value or a
large parameter variation for some cases will have the effect that additional modes
will become unstable, and the originally low dimensional system will not be valid
anymore [1].
The theory of Inertial Manifolds (IMs) has shown that the long time dynamic
behaviors of dissipative partial differential equation (PDE) can be fully described
by that of a set finite ordinary differential equation to which the PDE is reduced
on IMs. Roughly speaking, the IMs can be considered as a reduction method. In
fact, the methods used to construct the IMs are the adaptations of various theo-
ries in the studies of center manifolds and integral manifolds. Then, the stability
and bifurcation can be investigated based on the ordinary differential equation with
relatively low dimension on the IMs, and some nature of nonlinear phenomena can
be explained availably and feasibly.
For decades, the theory of Inertial Manifolds is a novel technique for model re-
duction [1, 21–23]. Unfortunately, the existence of IMs usually holds only under
the very restrictive spectral gap condition. Hence in practical applications, the con-
cept of Approximate Inertial Manifolds (AIMs) has been introduced [12, 23, 24].
However, there are few studies on the IMs and AIMs for the second order in time
nonlinear dissipative autonomous dynamic systems. In [25], AIMs for second order
in time partial differential equations with delay are constructed, and some impor-
tant results have been given. In light of Approximate Inertial Manifolds developed
in infinite dynamic systems and Mode Analysis in linear structural dynamics, a
combined method is presented to reduce the second order in time nonlinear dis-
sipative autonomous dynamic systems with many degrees-of-freedom, which are
encountered frequently in engineering, and the influence of model reduction on
the long-term behaviors has been studied in detail, and the error estimate is also
given [26]. Additionally, the AIMs has been introduced to the dynamic snap-through
buckling analysis of shallow arches under impact load [27].
In this study, following Optimum finite element nonlinear Galerkin algorithm for
the Navier–Stokes equations [28], the multilevel finite element method is adapted
to approach the AIMs for Navier–Stokes equations, and the governing equations
can be projected onto the space dominated by the Inertial Manifolds, which is finite
dimension.
30.2 Multilevel Finite Element Method
For the sake of simplicity, the Approximate Inertial Manifolds approached by mul-
tilevel finite element method is given for the incompressible flow. The governing
equations with elementary variables for the incompressible flow are
8
ˆ @uj
ˆ
ˆ D0
ˆ
< j
@x
.i D 1; 2/: (30.1)
ˆ
ˆ
ˆ @ui @ui 1 @p @2 ui
:̂ C uj D @x C
@t @xj i @xj @xj
The boundary conditions:

D 1 [ 2 ;
where 1 is boundary for the velocity, 2 the essential boundary condition for the
pressure. And on boundary 1 , ui D uQ i .i D 1; 2/, on boundary 2 pij nj D
pQi .i D 1; 2/, nj is the outward normal unit vector component on 2 , and tensor

p @ui @uj
pij D ıij C C :
@xj @xi
The initial conditions:
u.xi ; 0/ D u0 .xi /:
In a sense, the nonlinear phenomena are the features of the interaction between the
higher mode and the lower mode in the system. The nonlinear Galerkin method
is the new numerical method for the computational fluid dynamics. Following the
Inertial Manifolds and the nonlinear dynamics, and it decomposes the unknown
into two components, that is, the large eddy and small eddy, the essential interaction
between them is the key for the schemes. For spectral method, such two components
are approached by the two subspaces spanned by the Eigen functions of the positive
definite operator. For the finite element methods, such kind subspaces are spanned
by a coarse grid finite element space and a fine grid incremental finite element space.
For the coarse grid finite element space, the quadrangle element is adopted to
mesh the domain, as shown in Fig. 30.1.
A quadrangle element with four nodes, namely, initial element, is shown in
Fig. 30.2 as the initial mesh, and then it is refined by adding other five nodes,
resulting in a refined quadrangle element with nine nodes, as shown in Fig. 30.3. It is
Fig. 30.1 The mesh of the domain
Fig. 30.2 Quadrangle

element with four nodes
Fig. 30.3 Quadrangle

element with nine nodes
clear that node 1, 2, 3, 4 in Fig. 30.3 are the same as that in Fig. 30.2, and hence such
element is referred to as multilevel element by this regular refinement for the mesh.
Accordingly, the shape function is constructed in the initial element, and the ba-
sis functions span the fundamental finite element space. Further, the shape function
is constructed with the other five nodes to provide the basis function for the incre-
mental finite element space.
For clarity, the shape functions for the quadrangle element with four nodes are
listed as follows,
1 1
N1 D .1 /.1 / N2 D .1 C /.1 /;
4 4
1 1
N3 D .1 C /.1 C / N4 D .1 /.1 C /:
4 4
As for the quadrangle element with nine nodes, the hierarchical functions for the
variable u can be presented as the following, remaining the fundamental shape func-
tions unchanged,
H1 D N1 H2 D N2 H3 D N3 H4 D N4
1 3 1
HN 5 D . /.1 / HN 6 D .1 C /.3 /
12 12
1 3 1
HN 7 D . /.1 C / HN 8 D .1 /.3 /
12 12
1 3
HN 9 D . /.3 /:
12
Following the Inertial Manifolds, the velocity in the element, namely, u.e/ , can be
decomposed into
u.e/ D y .e/ C z.e/ ;
where y .e/ denotes the large eddy component, z.e/ the small eddy component. More,
the following expressions can be obtained
X
4 X
9
HN i zi :
.e/ .e/ .e/ .e/
y D Ni yi ; z D
i D1 i D5
30.3 The Weak Form of the Navier–Stokes Equations
Following the Galerkin procedure, the weak form of the governing equations for
incompressible flow can be obtained as
Z
@uj
ıp d
D 0 (30.2)
@xj
Z
@ui @ui 1 @p @2 ui
C uj C ıui d
D 0 (30.3)
@t @xj @xi @xj @xj
By the Green formulas, (30.2) can be rewritten as
Z Z
@
uj .ıp/d
D uN n ıp d (30.4)
@xj 1
where uN n is the norm component on 1 ,

uN n D uN j nN j :
Similarly, (30.3) can be rewritten as the following form,
Z Z
@ui @ui p @ui @uj @
C uj ıui C ıij C C .ıui / d
D pNi ıui d
@t @xj @xj @xi @xj 2
(30.5)
The terms in the left hand side in (30.5) denotes the inertial force, normal stress, vi-
sual power from viscosity, respectively. And the terms in the right hand side denotes
the visual power both from outer forces on the boundary and mass force.
30.4 Numerical Methods
The pressure-correction method is applied to the numerical analysis of the governing

equations. The Euler scheme is used to approach the derivative
8 .nC1/
ˆ
ˆ @uj
ˆ
ˆ D0
ˆ
< @xj
.i D 1; 2I n is the time step/
ˆ
ˆ
ˆ .nC1/
ˆ uO i
.n/
ui
.n/
.n/ @ui 1 @p .nC1/
.n/
@2 ui
:̂ C uj D C
t @xj @xi @xj @xj
(30.6)
For such implicit scheme, an intermediate velocity uO is introduced availably, and the
momentum equations can be rewritten as the following form,
.n/ .n/ .n/

uO i ui .n/ @ui 1 @p .n/ @2 ui
C uj D C .i D 1; 2I n is the time step/
t @xj @xi @xj @xj
(30.7)
However, the variable p is explicit in the scheme, and its value can be set as that at
the last step. Subtracting (30.6) from (30.7) gives,
!
t @p .nC1/ @p .n/
u.nC1/
i uO i D (30.8)
@xi @xi
A scalar variable is also introduced, and let
.nC1/ @
ui uO i D (30.9)
@xi
The pressure p at the next step can be expressed

p .nC1/ D C p .n/ (30.10)
t
Following the divergence of (30.9) and the continuity equation, a Poisson equation
relevant to can be given as
@2 @2 @Ou1 @Ou2
C D C (30.11)
@x12 @x22 @x1 @x2
Then, can be obtained from (30.11), and substitute it into (30.9) and (30.10), both
u and p can be solved together.
30.5 Large Eddy and Small Eddy Components
As stated above, the velocity in the domain can be decomposed into large eddy and
small eddy components, namely, u D y C z. In the element, the velocity can be
expressed as
X X
u.e/ D y .e/ C z.e/ D Hi yi.e/ C HN i z.e/
i :
Similarly, the pressure in the element can be expressed as

X X
p .e/ D i Pi
.e/
C N i pN .e/ :
i
The weight function in (30.5) can be chosen as ıui , and set ıui D HN j (j D
N k (k D 5; 6; : : :; 9). Equations (30.4) and
5; 6; : : :; 9). As for (30.4), set ıp D ‰
(30.5) can be rewritten consequently as
.e/ .e/ .e/ .e/ .e/ .e/ .e/ .e/ .e/ .e/ .e/
A.e/ zP1 C B .e/ z1 z1 C C .e/ z2 z1 C D1 pN .e/ C F1 z1 C F2 z2 D E1
A.e/ zP.e/
2 CB
.e/ .e/ .e/
z1 z2 C C .e/ z.e/ .e/ .e/ .e/
2 z2 C D2 pN C F3.e/ z.e/ .e/ .e/ .e/
1 C F4 z2 D E2
M1.e/ z1 C M2.e/ z2 D G .e/

Furthermore, the final governing equations can be expressed in the following form,
APz1 C Bz1 z1 C C z2 z1 C D1 pN C F1 z1 C F2 z2 D E1 (30.12)

APz2 C Bz1 z2 C C z2 z2 C D2 pN C F3 z1 C F4 z2 D E2 (30.13)
M1 z1 C M2 z2 D G (30.14)
It is clear that the relationship between yi and zi can be expressed in the implicit
form by (30.12) and (30.13), that is, coefficients are the function of yi . As yi is
known, zi can be obtained from this relationship.
Also, the Euler scheme is used to approach the derivative in time,
C1/
u.i
˛r u.i
˛r
/
uP ˛r D .˛ D 1; 2I r D 1; 2; : : : ; Nu / :
t
At t D ti C1 , the implicit scheme is chosen as the following,

.i C1/ .i C1/ .i C1/ .i C1/ .i C1/ .i C1/ .i C1/
Az1 C t Bz1 z1 C Cz2 z1 C D1 pN .i C1/ C F1 z1 C F2 z2
D tE1 C Az.i /

1
C1/ C1/ .i C1/ C1/ .i C1/ C1/ C1/
Az.i
2 C t Bz.i
1 z2 C Cz.i
2 z2 C D2 pN .i C1/ C F3 z.i
1 C F4 z.i
2
D tE2 C Az.i
2
/
As z.i / at i step is known, z.i C1/ can then be obtained from the iterative following
Newton–Raphson method,
J .i C1/;.k/ x .i C1/;.kC1/ D J .i C1/;.k/ x .i C1/;.k/ R.i C1/;.k/
where
2 3
z1
x D 4 z2 5 :
pN
The residual is
23
R1
R D 4 R2 5 :
R3
Herein, J is the Jacobean Matrix.

30.6 Numerical Examples
The NACA0012 airfoil is analyzed as a numerical example. The parameters of the

systems can be listed as
Kinematic viscosity of air D 1:8 105 N s=m2 , density D 1:205 kg=m3 ,
chord length c D 0:42 m, freestream velocity u D 100 m=s.
Figures 30.4–30.6 are the results of the flow field using coarse mesh, and it is
clear that there is no vortex in the boundary layer. As the small eddy components
are considered, that is, the Approximate Inertial Manifolds is used to approach
the solution of the system, some detail features of the system can be captured.
Figures 30.7–30.9 are the results from multilevel finite element method. Referring
to Fig. 30.10, it can be seen that the Approximate Inertial Manifolds can capture
the small eddies in the boundary layer, in comparison with the traditional Galerkin
method. It is well-known that such small eddies in the boundary layer is very
important for the flow control in the engineering.
Fig. 30.4 Velocity of the

flow from the traditional
method
Fig. 30.5 Streamline of the

flow from the traditional
method
Fig. 30.6 Pressure

distribution from traditional
method
Fig. 30.7 Velocity of the

flow from AIMs

flow from AIMs
Fig. 30.9 Pressure

distribution from AIMs

flow from [29]
In comparison with the traditional methods, the Approximate Inertial Manifolds

approached by the multilevel finite element method is feasible for the numerical
analysis of complex flow, and much computing time can be saved with an accurate
result. In particular, following Approximate Inertial Manifolds, the solution space
can be decomposed into two subspace, namely, large eddy and small eddy compo-
nents, and the method can capture the small eddies and a more accurate solution
can be given. In sense of dynamics, the Approximate Inertial Manifolds can be
considered as efficient method for model reduction for the nonlinear continuous
dynamic systems. As the further work, some improvements will be developed for
the numerical results.
Acknowledgments This research is supported by Program for New Century Excellent Talents in
University in China, No. NCET-07-0685.
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Chapter 31
Diesel Engine Condition Classification Based
on Mechanical Dynamics and Time-Frequency
Image Processing
Hongkun Li and Zhixin Zhang
Abstract In this research, mechanical structure dynamics for diesel engine working
process are investigated in detail for diesel engine vibration signal analysis and pat-
tern recognition. Time domain vibration signal can be looked on as several impulse
forces’ responses according to mechanical dynamics analysis. Different part vibra-
tion signal can be used for different components’ fault diagnoses. It is very useful
to determine the best suitable vibration signal for analysis according to structure
dynamics analysis. Hilbert spectrum is used to construct time-frequency distribu-
tion because of its performance for nonstationary signal analysis. Time-frequency
image technology is investigated in this research for diesel engine fault diagnosis.
Euclidean distance is used to distinguish engines’ different working conditions.
A single cylinder 1135 direct injection diesel engine with different working con-
ditions classification is as an example to testify the effectiveness of this method.
It can be concluded that this new approach can improve the accuracy for diesel
engine condition classification.
31.1 Introduction
Due to the complexity of mechanical systems and variation of working conditions,

diesel engines often operate in an off-design condition, which could leads to poor
performance, heavy wearing and even a breakdown of diesel engine [1]. Accurate
feature extraction and pattern recognition technology is urgently needed based on
different information, such as vibration signal, thermal parameters, etc.
Condition monitoring and fault diagnosis is very important to prevent break down
of diesel engines. Vibration signal is often used to evaluate diesel engine working
H. Li ()
School of Mechanical Engineering, Dalian University of Technology, Dalian 116023,
and
State Key Laboratory of Structural Analysis of Industrial Equipment, Dalian 116023,
e-mail: lihk@dlut.edu.cn
398 H. Li and Z. Zhang
condition and predict the occurrence of faults without interrupting its operation, be-
cause vibration signal contains lots of information about diesel engine condition [2].
Diesel engine vibration is a very complicated phenomenon caused by impul-
sive forces of moving components and external forces, such as cylinder combustion
pressure, valve vibration, impulsive injection pressure, initial force, which occur
simultaneously with external load disturbances. The vibration signals from cylin-
der head and cylinder block are typical nonstationary and nonlinear characteristics.
At the same time, there is much noise interference for practical monitored sig-
nal analysis. Effective feature extraction and pattern recognition are very helpful
for diesel engine fault diagnosis and preventative maintenance. Nowadays, time-
frequency technology has been broadly investigated in vibration signal analysis.
It has been testified for effectiveness in nondestructive evaluation applications.
Among them, Wigner–Ville distribution, Wavelet analysis, and a recently developed
method, Hilbert spectrum (HS), have been broadly investigated [2, 3].
In this research, HS is used to construct time-frequency image for diesel engine
pattern recognition. Experimental data of a DI135 diesel with different conditions is
used to evaluate the improved methodology for system pattern recognition and fault
diagnosis. According to the result analysis, it can be concluded that this method is
very promising for diesel engine preventative maintenance.
31.2 Diesel Engine Structure Dynamics
Diesel engine’s work in complicated conditions. There are many impulse forces
during its working condition. Complex physical and chemical processes will hap-
pen during the combustion process. At the same time, the movement of valves
and pistons make the signals fluctuate during a working cycle and the difference
in the max amplitude for cylinder head vibration signal. Thus, it is very necessary to
divide different impulse forces during its working condition for the monitored vibra-
tion signal analysis. Figure 31.1 shows the piston–crank working condition. During
one working cycle, the crank will rotate twice for a four-stroke diesel engine. It
contains intake stroke, compress stroke, combustion stroke, and exhaust stroke. In
every working stroke, there are different impulses for diesel engine cylinder head
and cylinder body. The surface vibration signal is the combination of response for
the different impulses. It can be used to analyze engine working condition. Diesel
engine vibration analysis has been broadly used for its pattern recognition.
Diesel engine vibration signal belongs to typical nonstationary and nonlinear
signal. It is the response from its internal impulse forces. Among them, Cylinder
pressure is a very important parameter for diesel engine working conditions estima-
tion. But it is also very difficult to determine in real condition because it cannot give
quantitative description.
Cylinder pressure is directly related with the combustion process in a working
cycle. The heat released with cylinder pressure and crank angle can be expressed
with (31.1). The pressure with crank angle relationship is shown in Fig. 31.2.
31 Mechanical Dynamics and Time-Frequency Image Processing 399
Fig. 31.1 Sketch map about

the structure
Fig. 31.2 Sketch map of cylinder pressure
The maximum cylinder pressure will be after top dead centre (TDC). Although
cylinder pressure is very useful for pattern recognition, the difficulty for monitoring
limits its application.
dQ dV 1 dp
D p C V (31.1)
d 1 d . 1/ d
At the same time, vibration signal is closely related with cylinder pressure, which
can be used to reflect engine working condition. For a single-cylinder diesel
Fig. 31.3 Cylinder head vibration signal of singe diesel
engine, the vibration signal monitored on the cylinder head is shown as Fig. 31.3.
The TDC information can give time domain information for the vibration signal.
It is much convenient for practical vibration signal analysis. Vibration signal time
information can be changed from time domain to angle domain, which is more
suitable to practical vibration signal analysis. During one working cycle, there
are four vibration responses corresponding to impulse forces shown in Fig. 31.3b.
They are combustion process impulse (CPI) responses, which contain fuel injection
impulse and combustion cylinder pressure impulse, exhaust valve close (OVC)
impulse response, throttle force impulse (TI) response, and inlet valve close (IVC)
response. Different impulse is corresponding to vibration signal. Thus, it can be
used to separate vibration signal for feature extraction and fault diagnosis [4].
Obviously, different impulse response vibration signal can be used to classify
different fault. If there is a fault in the inlet valve, it is very important to analyze
IVC vibration signal. But if there is a fault in the combustion process, it is very
important to analyze the CPI vibration signal. The combustion process contains lots
of information. It is directly corresponding to diesel engine cylinder pressure and
performance. Thus, combustion process vibration signal is used to diesel engine
classification in this research.
Mathematically, the relationship between a vibration signal Y .t/ of a linear time-
invariant system and its signal vibration source X.t/ can be expressed by (31.2).
Y .t/ D h.t/ X.t/ (31.2)

Where: h.t/ is the impulse response of X.t/ and symbol denotes convolution of
two functions. It can be further expressed as (31.3).
Y .t/ D hi .t/ I.t/ C hg .t/ P .t/ C he .t/ E.t/ C hd .t/ D.t/ C n.t/ (31.3)
The vibration of an engine cylinder head can be simplified as a linear system of

multi-inputs and single output as shown in Fig. 31.4. In Fig. 31.4, hi .t/; hg .t/; he .t/;
Fig. 31.4 Model of cylinder

head vibration
hd .t/ stand for the response paths of vibrations caused by combustion pressure
impulsive response function, exhaust valve closing impulsive response function
impact, throttle impulsive response function, and inlet valve closing impulsive
response function. At the same time, the vibration signals generated by impulse
forces follow fixed time regularity in every engine working cycle. Thus, the im-
pulse response functions in the time domain can be separated and their individual
characteristics studied.
31.3 Classification by Time Frequency Image
31.3.1 Hilbert Time-Frequency Spectrum
It is obvious that diesel engine vibration signal is full of nonstationary characteris-

tics. Traditional method, such as Fourier transform, is not enough to satisfy diesel
engine vibration signal analysis. Time frequency distribution method should be used
for its analysis. As stated above, Hilbert spectrum is used in this research for diesel
engine vibration signal analysis. To get a meaningful Hilbert spectrum, a new signal
decomposition method was introduced by Huang named as empirical mode decom-
position [3]. In 2000, Professor Ma put forward a new signal analysis theory, named
as local wave method, which is the development of EMD and HS [5]. For an arbi-
trary time series, X.t/, original data is decomposed to n intrinsic mode components
Ci .t/ and a residual component rn as (31.4) according to empirical mode decompo-
sition (EMD).
Xn
X.t/ D Ci .t/ C rn .t/ (31.4)
i D1
After obtaining each IMF component, (31.5) can be deduced by using Hilbert
transform. It gives both the amplitude and the frequency of the real part of each
component as a function of time.
X
n X
n R
X.t/ D RP aj .t/ei j .t / D RP aj .t/ei !j .t /t
(31.5)
j D1 j D1
Both the amplitude and the instantaneous frequency can be represented in a three-
dimensional plot, in which the amplitude can be contoured on a time-frequency
plane. The TFD of the amplitude is expressed by the Hilbert spectrum, H.!; t/, as
shown in (31.6).
Xn R
H.!; t/ D RP aj .t/ei !j .t /t (31.6)
j D1
HS is developed from instantaneous frequency. It is very suitable for nonstationary

signal analysis. As for diesel engine working process, its vibration signal is full of
nonstationary characteristics. Thus, it can be used for vibration signal analysis and
condition classification.
At the same time, the Hilbert time-frequency spectrum can be also looked as
a two-dimension image. Nowadays, image classification has broadly used on face
classification. It has been investigated and applied in other areas, which can help
solve many practical problems. It will be helpful by using image recognition on
time-frequency distribution analysis [6]. Image classification technology can be
used to recognize diesel engine working condition.
31.3.2 Euclidean Distance
There are many methods for image analysis and classification. Among them,
Euclidean distance (ED) is greatly investigated and used in image analysis because
of its simplicity. In mathematics, the Euclidean distance or Euclidean metric is the
“ordinary” distance between two points that one would measure with a ruler, which
can be proven by repeated application of the Pythagorean theory. By using this
formula as distance, Euclidean space becomes a metric space.
The ED between points P D .p1 ; p2 ; : : : ; pn / and Q D .q1 ; q2 ; : : : ; qn /, in
Euclidean n-space, is defined as:
p
ED D .p1 q1 /2 C .p2 q2 /2 C C .pn qn /2
v
u n
uX
Dt .pi qi /2 (31.7)
i D1
For two time-frequency images XI.m; n/ and YI.m; n/, the ED can be calculated
according to (31.8).
v
uX
um X
n
ED D t .XI.i; j / YI.i; j //2 (31.8)
i D1 j D1
In (31.8), XI and YI are the standard time-frequency image and undetermined image.
ED is the distance between the two images. The smaller the ED, the similar the two
images [7].
In practical question analysis, EDmin D min.EDm /. If ED is satisfied with some
scope, it can be looked as the two images are identical. That means the engine is
working with standard condition. Therefore, a threshold value EDTh is determined
to define the relationship between test sample and standard image. If EDTh > EDmin ,
it means the test sample is same as the standard image. Otherwise, it means that they
are in a different working condition.
31.3.3 Condition Classification
As stated above, mechanical dynamics is used to determine the vibration signal for
analysis in this research. Then, Hilbert spectrum is calculated to construct time-
frequency image. Euclidean distance is used to classify time-frequency image for
diesel engine pattern recognition. Thus, a quantitative description for machine con-
dition can be determined by the above method.
31.4 Example Analysis
To testify the effectiveness of this developed method, a single cylinder diesel engine
is used to simulate different working condition for pattern recognition. The exper-
iment was carried on in a lab of Institute of Internal combustion engine, Dalian
University of Technology. The testing platform is a single cylinder, direct injection
diesel engine. There are four simulated working conditions for pattern recognition.
31.4.1 Experiment
The data monitoring system is shown in Fig. 31.5. The main technical parameters of
the experimental engine are shown in Table 31.1.
Vibration sensor
DI 135 Diesel engine
Cylinder TDC Signal

Pressure
CBB366 PDM-2000
Fig. 31.5 Sketch map of data acquisition for experiment

Table 31.1 Main parameters of the DI135 diesel

Cylinder diameter D (mm) 135
Piston stoke S (mm) 140
Piston swept volume V s (L) 2.0
Compression ratio " 17.5
Declare power Pe (KW) 14.7
Declare speed n (r/min) 1,500
Bosh Pump Type A ®10
Fuel nozzle 5 0:32 150
Injection starting pressure Pjo (MPa) 22
Fuel supply advance angle fs (CA) 15
The vibration signal transducer was located on the cylinder head to monitor the
combustion process. At the same time, there is not any vibration signal influence
from other cylinder effect just for single cylinder diesel engine. Thus, the vibration
signal measured from a cylinder head can be considered a classification signal for
the working condition, including combustion and fuel injection process, for a single
cylinder. It is very useful to estimate the combustion process. It is usually used to
classify different working conditions.
31.4.2 Vibration Signal Analysis
The monitored vibration signal was obtained from four working conditions, normal
condition (NC), nozzle fault condition (NF), inlet fault (IF), and reduced injec-
tion fuel angle (RI). The Vibration signals were monitored with speed 1,500 rpm
with 25% load. The sampling frequency and analysis frequency are 25,600 and
10,000 Hz, respectively. The time domain signal corresponding to the combustion
process for different working conditions is shown in Fig. 31.6 according to diesel
engine dynamics analysis. TDC is used to determine the time domain information
for vibration signal. For the combustion process, the total monitored signal length
is 512. It is obvious that the vibration signals are very similar in time domain. It is
unable to separate different working conditions just according to vibration signal.
31.4.3 Hilbert Spectrum Recognition
Based on empirical mode decomposition and Hilbert–Huang transform, Hilbert

spectrum can be obtained for different working conditions shown in Fig. 31.7. The
HS is a broad band frequency signal as shown in Fig. 31.7. The energy is also con-
centrated around TDC. At the same time, there is not much difference for the HS
in different working conditions although there is difference in the time-frequency
image. But it is not clear to distinguish different conditions.
Fig. 31.6 Time domain signal in different conditions; (a) NC, (b) NF, (c) IF, (d) RI
Fig. 31.7 Time-frequency image for different working condition: (a) NC, (b) NF, (c) IF, (d) RI
Fig. 31.8 Recalculation time-frequency image for different working condition: (a) NC, (b) NF,
(c) IF, (d) RI
As stated above, Hilbert spectrum can be looked as a two-dimension time-

frequency image. Thus, image processing technology can be used for feature ex-
traction and fault diagnosis. At the same time, it is better to give more concentration
for the energy distribution. That small energy can be removed, which can improve
the expression for Hilbert spectrum. HS is recalculated and a new time-frequency
image is determined in this research. After energy distribution recalculation, new
time-frequency image can be obtained shown in Fig. 31.8.
31.4.4 ED Discriminant
It is much clearer for different diesel engine working condition classification af-
ter the time-frequency image recalculation. The energy is also as not dispersed as
shown in Fig. 31.7. It is more suitable for condition recognition. For quantitative de-
scription, ED is used in this research for different condition classification. There is
much difference for different working cycles although they are in the same working
Fig. 31.9 Time domain vibration signal for diesel engine cylinder head
Table 31.2 Classification results for different working conditions

ED1 ED2 ED3 ED4 Classification result
Test 1 0.3146 5.6163 5.6614 5.6650 NC
Test 2 5.5007 0.9064 5.3414 5.3844 NF
Test 3 5.6607 5.5260 0.8699 5.3159 IF
Test 4 5.6844 5.5224 5.3372 0.7945 RI
condition shown in Fig. 31.9. Cyclostationary is very common for diesel engine [8].
It is not accurate just according to one cycle vibration signal. To reduce cyclosta-
tionary effect for pattern classification, multicycle time-frequency image average is
used. Based on five time-frequency image average, four standard images can be ob-
tained. These images can be looked on as the typical image for different working
conditions. Then, ED is used to classify different working conditions for test sam-
ples based on above calculation equation (31.8). It can give a quantitative description
for pattern recognition. The distance with different standard image is shown in Ta-
ble 31.2 for different working condition classification. Its corresponding condition
is also given in Table 31.2 according to ED.
According to Table 31.2, the smaller is ED, the more similar the two images.
That means the test sample is similar with standard image. The time image reflects
machine working condition. It also means the similar of two monitored conditions.
It can be recognized that two monitored signals are in the same condition if ED
is very small. Therefore, ED is used to estimate the similar of two images. In this
research, a threshold EDTh is defined equal to 1. When ED between the standard im-
age and test image is smaller or equal to EDTh , it means that the test sample is same
as the standard image. They are in the same working condition. Otherwise, they are
in different working conditions. ED can be used to estimate the similarity between
test sample and standard sample. According to ED, sample “Test 1” can be accu-
rately classified as NC where ED is smaller than 1. It is also the same as practical
condition. For other working condition classification, it can have the identical re-
sult. It is obvious that different conditions can be recognized according to ED. This
method is convenient for practical vibration signal analysis and pattern recognition
with determined working conditions.
31.5 Conclusions
Mechanical dynamics analysis is very important for machine pattern recognition

and condition monitoring. It is the basis for engine vibration signal analysis. Diesel
engine structure dynamics and impulse response characteristics are investigated in
detail in this research. It is very important for time domain vibration signal determi-
nation for analysis and pattern classification. It can effectively reduce the calculation
and improve the accuracy of pattern recognition based on mechanical dynamics
analysis.
Hilbert spectrum is used to construct time-frequency distribution, which is very
effective for nonstationary and nonlinear signal analysis. Time-frequency distribu-
tion can be looked as a two-dimension image. Thus, image recognition method is
investigated in this research. Euclidean distance is used to classify engines accord-
ing to different working conditions. Different working condition classification of
diesel engine is as an example to testify the effectiveness of this method. According
to the classification result analysis, it can be concluded that this method is suitable
for diesel engine pattern recognition and fault diagnosis.
This developed method is much more suitable for separated structure analysis
and fault diagnosis of diesel engine. For multicylinder with single body diesel en-
gine, its structure dynamics should be further investigated.
Acknowledgments The support from Chinese National Science Foundation (Grant No.
50805014) for this research is gratefully acknowledged. The first author also wishes to acknowl-
edge to financial aid from State key laboratory of mechanical system and vibration, Shanghai Jiao
Tong University (Grant No. VSN-2008-04) and State Key Laboratory of Structural Analysis for
Industrial Equipment, Dalian University of Technology (Grant No. GZ0817).
References
1. Logan K, Inozu B, Roy P, Hetet JF, Chesse P, Tauzia X (2002) Real-time marine diesel engine
simulation for fault diagnosis. Mar Technol 39(1):21–28
2. Zhou PL, Li HK (2005) Pattern recognition on diesel engine working conditions by wavelet
Kullback–Leibler distance method. Proc Inst Mech Eng Part C J Mech Eng Sci 219(9):879–888
3. Huang NE, Shen Z, Long SR, Wu MLC, Shih HH, Zheng QN, Yen NC, Tung CC, Liu HH (1998)
The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary
time series analysis. Proc R Soc Lon Ser A Math Phys Eng Sci 454:903–995
4. Li HK, Zhou PL, Ma XJ (2006) Marine diesel engine fault diagnosis by using improved Hilbert
spectrum. J Ship Res 4:378–387
5. Ma XJ, Yu B, Zhang ZX (2000) A new approach to time-frequency analysis – local wave
method. J Vib Eng 25(s):219–224
6. Wang WJ, McFadden PD (1993) Early detection of gear failure by vibration analysis-II: inter-
pretation of the timefrequency distribution using image processing techniques. Mech Syst Signal
Process 7(3):205–215
7. Lv C, Wang GZ (2005) Noise fault diagnosis based on time-frequency domain model. J Vib
Shock (in Chinese) 24(2):54–57
8. Antoni J, Daniere J, et al (2002) Effective vibration analysis of IC engines using
cyclostationarity. Part I – a methodology for condition monitoring. J Sound Vib 257(5): 815–837
Chapter 32
Input Design for Systems Under Identification
as Applied to Ultrasonic Transducers
Nishant Unnikrishnan, Yicheng Pan, Marco Schoen, Ajay Mahajan,

Jarlen Don, and Tsuchin Chu
Abstract An input design system identification (IDSI) method is outlined in this

chapter based on input/output data gathered from random excitation of a system
so as to excite all modes. The data set is then used to compose a new set of more
focused input data, from which the system is excited again and identified. In this
chapter, the input design method is used for the system identification of an ultra-
sonic sensor pair (transmitter–receiver) so as to obtain an accurate model for it.
This model is essential for the analysis of a 3D position estimation system that uses
ultrasonic transducers. A single transmitter is attached to the point of interest, and its
position is triangulated based on signals received at multiple receivers fixed in a 3D
environment. An accurate model for the response of the ultrasonic receivers is es-
sential in the eventual optimization of the entire system. This chapter only presents
results for a single pair (called the system in this chapter), but the results will be
applicable for the entire 3D system. Results are given that show the comparison of
the actual output signal of the system and the output of the model obtained from
the IDSI method as well as the identifiability indicator and an identified state-space
model. It is shown that the IDSI improves system identification even in the presence
of excessive noise.
32.1 Introduction
The field of system identification has been developed for a multitude of purposes.
As each discipline gives its motivation, there is a common goal: one wants to in-
fer accurately the characteristics of a particular system from its input/output data.
There exists a great multitude of proposed and developed identification methods
for linear, stochastic, and autonomous systems [1–4]. The main focus of this work
T. Chu ()
Department of Mechanical Engineering and Energy Processes, Southern Illinois
University Carbondale, 1230 Lincoln Drive, Carbondale, IL 62901-6603, USA
e-mail: tchu@siu.edu
410 N. Unnikrishnan et al.
is the parametric system identification methods, in particular the Observer/Kalman

filter Identification method (OKID) [2] and the indirect closed-loop system identi-
fication method [5, 6]. In general, one seeks to obtain a system representation that
is as accurate and close to the original system as possible. The system identifica-
tion methods used here employ autoregressive with exogenous input (ARX) model
representations and least-squares estimation for the determination of its parameters.
The objective of this work is to present a new input design which improves the ac-
curacy of the identification results of ultrasonic sensors. Experimental results show
that the new method is effective in identifying ultrasonic transducers with high pro-
cess and/or measurement noises.
32.2 Input Design Formulation for ARX Models
Consider a stochastic, discrete time, autonomous system given in state space form:
xkC1 D Axk C Buk C wk

yk D Cxk C Duk C vk (32.1)
where x 2 <n1 , u 2 <s1 , and y 2 <m1 are state, input and output vectors,
respectively; wk is the process noise, vk is the measurement noise; ŒA; B; C; D are
the state-space parameters. Sequences wk and vk are assumed to be Gaussian, white,
zero-mean, and stationary with covariance matrices Q and R respectively. Defining
the steady state Kalman filter gain K D APCT .CPCT C R/1 with P being the
unique positive definite symmetric solution of the algebraic Riccati equation, (32.1)
can be rewritten using the innovation "
xO kC1 D AxO k C Buk C K"k

yk D C xO k C Duk C "k (32.2)
Equation (32.2) is known as the steady state filter innovation model, where
"k D yk C xO k contains the new information. The steady state Kalman filter
gain K is guaranteed if the system is detectable and .A; Q1=2 / is stabilizable.
Rewriting (32.2) in input/output description and using AN D A.In KC /, one
can derive an ARX model representation
X
p X
p
yk D C ANi 1 AKyki C C ANi 1 Buki C "k (32.3)
i D1 i D1
provided that A.In KC / is asymptotically stable, and the model order p is large
enough such that ANp Š 0. Defining the matrix coefficient ai and bi
ai D C ANi 1 AK and bi D C ANi 1 B (32.4)

32 Input Design for Systems Applied to Ultrasonic Transducers 411
Then the ARX model for such a system can be given as
X
p X
p
yk D ai yki C bi uki C "k (32.5)
i D1 i D1
Since the system model is unknown, the parameter matrices for the ARX
model (ai and bi ) have to be estimated from the input/output data. Note that
the finite ARX models given in (32.3) and (32.5) represent a truncated infinite
transversal.
If one considers each summation of the finite ARX model series as a contributor
for the current estimate of the output, the ARX model of an open-loop system can
be represented in matrix format as follows:
2 3 2 32 3 2 32 3
yNk1 a1 0 0
0 yk1 b1 0 0
0 uk1
6 yN 7 6 0
07 6 7 6
07 6 7
6 k2 7 6 a2 0 7 6 yk2 7 6 0 b2 0 7 6 uk2 7
6 7 6 76 7 6 76 7
6 yNk3 7 D 6 0 0 a3
0 7 6 yk3 7 C 6 0 0 b3
0 7 6 uk3 7 (32.6)
6 : 7 6: :: 7 6 :: 7
7 6 6 :: 7 6 :: 7
7 6
6 : 7 6: :: :: :: 7 6: :: :: :: 7
4 : 5 4: : : : : 5 4 : 5 4 :: : : : : 54 : 5
yNkp 0 0 0
ap ykp 0 0 0
bp ukp
with
X
p
yQk D yNki (32.7)
i D1
If one wants to design a new input sequence to yield a new ARX model with p2 < p
model order, one can use (32.6) to write
D ƒy C
Qu (32.8)
where
2 3 2 3
yNkp2 C1 ap2 C1 0 0 0
6 7 6 0 7
6 yNkp2 C2 7 6 ap2 C2 0 0 7
6 7
D6 yN 7; ƒ D 6
6 0 0 ap2 C3 0 7
7
6 k3 7 6 : 7
6 :: 7 4 :: :: :: :: :: 5
4 : 5 : : : :
yNkp 0 0 0 ap2 C1
2 3 2 3
ykp2 1 bp2 C1 0 0 0
6ykp 2 7 6 0 bp2 C2 0 0 7
6 2 7 6 7
6 7 6 7
y D 6ykp2 3 7 ;
D 6 0 0 bp2 C3 0 7
6 :: 7 6 : :: :: :: :: 7
4 : 5 4 :: : : : : 5
ykp2 0 0 0 bp2 C1
and 2 3
ukp2 1
6 ukp 2 7
6 2 7
6 7
uQ D 6 ukp2 3 7
6 : 7
4 :: 5
ukp2
The coefficients ai and bi of the ARX model are matrices for multiple input and
multiple output systems. Since each element of (32.8) represents a contribution to
the current output, the influence of this summation can be minimized by setting
D0 (32.9)
For a linear time-invariant system, the matrices ƒ and

are constant. If ƒ and
are known and

is invertible, one can solve for the input which satisfies (32.9)
uQ D
1 ƒy
or
uQ kp2 j D bp1 a y
2 Cj p2 Cj kp2 j
; j D 1; 2; : : : ; p (32.10)
where p D p p2 .
Using (32.4) and rewriting ƒ and
in (32.8) yields
2 Np2 3
C A AK 0 0 0
6
6 0 C ANp2 C1 AK 0 0 7
7
6 0 0 C ANp2 C2 AK 0 7
ƒD6 7 (32.11)
6 :: :: :: :: :: 7
4 : : : : : 5
0 0 0 C ANp1 AK
2 Np2 3
CA B 0 0 0
6 0
6 C ANp2 C1 B 0 0 7
7
6 C ANp2 C2 B 7

D6 0 0 0 7 (32.12)
6 :: :: :: :: :: 7
4 : : : : : 5
0 0 0 C ANp1 B
If
is invertible, and using (32.10), the revised input uQ can be written as
ukp2 j D .C ANp2 Cj B/1 C ANp2 Cj AKykp2 j for i D 1; 2; : : : ; p (32.13)

If C 2 <non , B 2 <nni and no D ni D n, we have
ukp2 j D B 1 AKykp2 j (32.14)
32.3 System Identification Algorithm
A number of different parametric system identification algorithm can be employed

for the proposed input design. The one used in this work is the Observer Kalman
Filter System Identification Algorithm
(OKID).
Consider an output vector yM D yp ypC1 : : : yL1 and the information
matrix
u
k D k
yk
where L is the data length. Forming the following overall information matrix from
experimental input/output data:
2 3
up up1 : : : uL1
6p1 p2 : : : L2 7
6 7
VN D 6 : : : :: 7 (32.15)
4 : : :
: : : : 5
0 1 ::: Lp1
and the Markov Parameter sequence

YN D D CBN CANBN CAN2 BN : : : CANp1BN (32.16)

where BN D B KD K . Then one can write
yM D YN VN C " C C ANq xO (32.17a)

where xO D xO 0 xO 1 xO 2 : : : xO Lp2 and " D "p "pC1 "pC2 : : : "L1 .
If p is large enough, the term CANp becomes zero and one can write
yM D YN VN C " (32.17b)
Employing a least-square method, one can compute the sequence YN , which is the
observer Markov parameters:
1
YN D yM VN T VN VN T (32.18)

where YN D YN0 YN1 YN2 : : : YNq and
YN0 D D (32.19a)
h i
YNk D C ANk1 BN D YNk.1/ YNk.2/ (32.19b)
To recover the system Markov parameters, one can compute
Y0 D YN0 D D (32.20a)
X
k
Yk D YNk.1/ YNi.2/ Yki (32.20b)
i D1
To recover the system description in state-space form, one can employ an eigensys-
tem realization method such as the following:
Construct a block Hankel matrix from the system Markov parameters
2 3
Y1 Y1 : : : Y1
6Y1 Y1 : : : Y1 7
6 7
H0 D 6 : :: : : 7 (32.21)
4 :: : : 5
Y1 Y1 : : : Y1
Using the singular value decomposition, the block Hankel matrix H0 is factorized
as follows:
H0 D R˙S T (32.22)
where R 2 <mm and S 2 <
nn
are two orthogonal matrices and RT R D Im ,
s0
S T S D In , ˙ D , and s D diag 1 ; 2; : : : n . i are the sin-
00
gular values and are in the following order: 1 2 : : : r > 0, where
r D rankfH0 g. The order of the identified system is determined by examining the
magnitudes of the singular values. The singular values with relatively high mag-
nitudes are associated with the number of states of the system, while the singular
values with relatively low magnitude are assumed to be noise related. A construction
of a minimum order system representation can be established as follows:
AO D ˙n1= 2 RnT H1 Sn ˙n1= 2 (32.23)

BO D ˙n1= 2 SnT Er (32.24)
CO D T
Em Rn ˙n1= 2 (32.25)
T
where ErT D Ir 0r : : : 0r , Em D Im 0m : : : 0m and m are the number of
outputs and r the number of inputs.
To see what the input design does, consider the case for which p D 3, p2 D 2.
Formulating the new output:
yQ1 D CAK yQ1 C CBQu0 C "1 D "1 (32.26)

yQ2 D CAK yQ0 C CBQu1 C "2 and using uQ 1 D B 1 AKy1 and yQ1 yields
yQ2 D "2 (32.27)
Continuing in the same fashion yields:
yQ3 D CAKCAK"1 CAKCBu1 C "3 (32.28)

yQ4 D CA2 KCAK"1 C CAK"3 C "4 CA2 KCBu1 C CBu3 (32.29)
yQ5 D CA3 KCAK"1 C CA2 K"3 C CAK"4 C "5 CA3 KCBu1 C CABu3 C CBu4
(32.30)
From the above equations, the output for the second identification experiment is
composed out of a series of residuals " and the open-loop Kalman filter gain Markov
parameter and a series of original inputs times the open-loop system Markov param-
eters [7]. It was shown that the residual has a minor contribution to the output of the
system when compared to the truncated terms of the ARX model; therefore, the out-
put of the system excited by the new input is dominated by the open-loop Markov
parameters.
32.4 Input Design for System Identification
The input given in (32.14) is used in subsequent identification experiments as de-

picted in Fig. 32.1. In the first step, the system is excited by a random input and the
input/output data is recorded. From that data set, the corrected input is computed by
Fig. 32.1 Flowchart of proposed IDSI algorithm

Fig. 32.2 Input signal design with repeated
employing (32.14) and the estimated ARX model parameter matrices. The corrected
input is used for the second identification experiment.
The original input is windowed p data points at a time, and p2 data points are
substituted by the newly computed values and used for the second identification
experiment as shown in Fig. 32.2. The new ARX model order p2 is chosen to be
less than p such that the information matrix for the parameter estimation remains of
full rank.
32.5 Experimental Results
The method proposed in this paper is used for the identification of the mathematical
model of an ultrasonic transmitter–receiver pair shown in Fig. 32.3.
The 3D system uses a single transmitter and multiple receivers fixed in a 3D ref-
erence frame [8]. The ultrasonic transducers being used are 75 KHz transducers and
do not come with a good mathematical model. A good model would greatly help in
the development of a simulation procedure that is being used to select the optimum
electronic components for the signal conditioning circuit being developed. A white
Gaussian, zero-mean, noise signal was fed in to the system (a single transmitter–
receiver pair) and the output recorded as shown in Fig. 32.4a, b.
The output was then used to revise the input, which was then again fed in to the
system, and the revised output was recorded as shown in Fig. 32.5a, b.
Fig. 32.3 Experimental set-up
Fig. 32.4 Original: (a) input and (b) output signal
Fig. 32.5 Revised: (a) input and (b) output signal
The IDSI algorithm was then used to identify the system model and develop the
state space model [9] as shown below:
xkC1 D Axk C Buk

yk D C xk C Duk
where
2
0:0041635977039 0:98480731601734 0:03653877050420
6 0:98480731601734 0:00488328785749 0:11368525167570
6
6 0:0365387705042 0:58870091911101
6 0:1136852516757
6
A14 D 60:06288097942857 0:01614990771161 0:73027542330511
6
6 0:01417428012868 0:01394298451211 0:16010304585432
6
4 0:01972613525657 0:03142712127999 0:04006585406940
0:00501883955118 0:00774233608568 0:03179518814198
3
0:06288097942857
0:01614990771161 7
7
0:73027542330511 7
7
7
0:62566436272868 7
7
0:10215569036939 7
7
0:13144819221398 5
0:01969274099346
2 3
0:01417428012868 0:01972613525657 0:00501883955118
60:01394298451211 0:03142712127999 0:007742336085687
6 7
6 0:16010304585433 0:04006585406941 0:031795188141987
6 7
6 7
A57 D 6 0:10215569036939 0:13144819221398 0:01969274099345 7
6 7
6 0:96043352146054 0:18334817689745 0:041597296513137
6 7
4 0:18334817689745 0:84572873359289 0:43739360310728 5
0:04159729651314 0:43739360310727 0:89607292609058
2 3 2 3T
0:01153858488056 0:01153858488056
6 0:00079517351442 7 6 0:00079517351442 7
6 7 6 7
6 0:01506526977112 7 6 0:01506526977112 7
6 7 6 7
6 7 6 7
B D 6 0:00202684478110 7; C D 6 0:00202684478110 7 ;
6 7 6 7
6 0:00396350806899 7 6 0:00396350806899 7
6 7 6 7
4 0:00639750685067 5 4 0:00639750685067 5
0:00078894718034 0:00078894718034

D D 5:716827158140736e 006 and A D Œa14 A57
Note that this is a discrete time state-space model with a sampling time of 2 MHz.
For the identification, the following parameters were selected: number of states
n D 7, p D 75, p2 D 50.
Figure 32.6 shows the response of the IDSI identified model of the ultrasonic
transducer pair. Figure 32.7 shows the actual response of the system. Note that the
model response is similar in terms of predicting the magnitude response as well
as the time delay in triggering of the signal. It is not very good in predicting the
duration of the signal response.
Fig. 32.6 Response of the IDSI sensor system model
Fig. 32.7 Actual response of ultrasonic sensor system
32.6 Conclusions and Recommendations
An IDSI method is outlined in this chapter based on input/output data gathered

from random excitation of a system so as to excite all modes. The data set is then
used to compose a new set of more focused input data, from which the system is
excited again and identified. In this chapter, the input design method is used for
the system identification of an ultrasonic sensor pair (transmitter–receiver) so as to
obtain an accurate model for it. This model is essential for the analysis of a 3D
position estimation system that uses ultrasonic transducers. A single transmitter is
attached to the point of interest, and its position is triangulated based on signals
received at multiple receivers fixed in a 3D environment. An accurate model for the
response of the ultrasonic receivers is essential in the eventual optimization of the
entire system. This chapter only presents results for a single pair (called the system
in this paper), but the results will be applicable for the entire 3D system. Results
are given that show the comparison of the actual output signal of the system and
the output of the model obtained from the IDSI method. This work has applications
in the identification of all complex linear and nonlinear systems. It is particularly
focused toward those systems that can be easily excited by a random noise signal
and the output response can be easily recorded.
References
1. Ljung L (1987) System identification – theory for the user. Prentice-Hall, Englewood Cliffs, NJ
2. Juang J-N (1994) Applied system identification. PRT Prentice-Hall, Englewood Cliffs, NJ
3. Gustavsson I, Ljung L, Soderstrom T (1977) Survey paper: identification of processes in closed-
loop-identifiability and accuracy aspects. Automatica 13:59–75
4. Chen CW, Juang J-N, Huang J-K (1993) Adaptive linear identification and state estimation.
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known feedback dynamics. J Guid Control Dyn 19(4):836–841
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7. Schoen MP (1997) Input design for system under identification. PhD dissertation, Old Dominion
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Chapter 33
Development of a Control System
for Automating of Spiral Concentrators
in Coal Preparation Plants
Josh Hoelscher, Yicheng Pan, Manoj Mohanty, Jarlen Don,

Tsuchin Chu, and Ajay Mahajan
Abstract Spiral concentrators have been widely used in coal preparation plants
in Illinois and elsewhere to clean 1 mm 150 m particle size coal fraction. The
major factors which have made spiral concentrator so popular include its low capi-
tal and operating cost, no chemical reagent or dense medium requirement, and the
ease of operation/maintenance. Spirals are capable of providing excellent clean coal
recovery although at a relatively high ash content. Like any other water-only sepa-
ration process, spirals are also susceptible to continuously fluctuating feed quality
and solids content in the feed slurry, which are quite common in a plant. The main
objective of the project is to develop an inexpensive control system for spiral to auto-
matically adjust the splitter position with fluctuating feed characteristics to maintain
the desired effective separation specific gravity (density cut-point).
33.1 Introduction
This chapter addresses the improvement of product quality and quantity from spiral
circuits, which typically clean 70% of the feed to the fine coal circuit of a preparation
plant. Spiral concentrators are widely used in coal preparation plants in Illinois and
elsewhere because of the ease of their operation, low cost, and the ability to achieve
high clean coal yield. However, the product quality obtained from single stage spiral
cleaning is relatively inferior. In addition, unlike many other density based cleaning
circuits, spiral circuit has no means of being controlled from a plant control room
through a PLC. In fact, spiral circuit is the only link in the chain of a modern day
preparation plant, which has yet to be automated.
Spiral concentrators are used in coal preparation plants to clean 1 mm 150 m
particle size coal fraction, which is too fine to be effectively cleaned by a heavy
T. Chu ()
Department of Mechanical Engineering and Energy Processes, Southern Illinois
University Carbondale, 1230 Lincoln Drive, Carbondale, IL 62901-6603, USA
e-mail: tchu@siu.edu
422 J. Hoelscher et al.
medium cyclone and too coarse for froth flotation cells or flotation columns. Spiral
is a flowing film separator, in which the lightest particles move to the outermost
section of the spiral profile, whereas the heaviest particles remain in the inner most
section. There are usually two splitters at the discharge end of a spiral to produce
three product streams, i.e., clean coal product, middlings and tailings, respectively.
The splitter position, which decides the clean coal yield and product quality, is typ-
ically set at one point during initial installation and rarely adjusted again. This
phenomenon results in a significant loss of clean coal to the tailings stream with
fluctuating feed characteristics and solid loading in the feed stream to the spiral.
To explain this phenomenon, let us just consider one splitter (for simplicity) in the
following spiral profile schematic (Fig. 33.1). A preliminary test conducted to pre-
pare data indicated a 20% reduction (from 75.9 to 55.9%) in clean coal yield to the
product stream resulting because of a change in the feed solids content from 20 to
10%. A higher product ash content of 12.8% in comparison to 10.6% was caused
because of the above reduction in feed solids content. Understandably, the reduction
in clean coal yield and clean coal ash content was caused by a reduction in specific
gravity of separation (cut-point). It was possible to maintain clean coal yield at the
original level of nearly 76% by a manual adjustment of the splitter position one step
in-ward (from the original location between the sections D and E to a new location
between C and D in Fig. 33.1). Similar adjustments of the splitter position are re-
quired to maintain the same density cut-point to deal with many other fluctuations,
commonly encountered in the mine and plant operating environment, which affect
the feed flow rate, feed washability, distribution of feed flows in the spiral bank, etc.
Past studies [1, 8] indicate that it is essential to maintain the same density cut-point
in each spiral in a spiral-bank to achieve the maximum yield from a spiral circuit.
Common drawbacks of single-stage spiral operation, listed by many investigators
[2, 4, 6], include high density cut-point and misplacement of rock to clean coal.
Two-stage spiral operations were recommended to rectify the above mentioned
draw-backs. Luttrell et al. [5] and [3] examined a variety of circuits for two-stage
spiral operation and concluded that a rougher-cleaner circuit, where the middling
Fig. 33.1 Six sections (A–F)

of the profile of the last turn
of a test spiral; the solid
arrow represents the original
splitter position, whereas
the dotted arrows represent
various possible positions
of the splitter
33 Automating of Spiral Concentrators in Coal Preparation Plants 423
and clean streams are remixed and retreated by a second spiral, produces the lowest
density cut-point and rejects most misplaced rocks. However, the downside to this
two-stage configuration is that it requires substantially more number of secondary
spirals since both clean coal middling products must be rewashed [4]. By comparing
the performance obtained from two-stage middling treatment spiral circuits and the
recently commercialized, PrepTech’s SX7 compound (two stages of spiral cleaning
in a single taller unit) spiral, Bethel and Arnold [2] recommended the use of the
latter over the former both from technical and economic angles.
In light of the above discussion, the main goal of this project was to improve
upon the spiral cleaning performance, so that fine clean coal yield and quality can
be significantly improved in coal preparation plants in Illinois and elsewhere. The
specific objectives include the development of (1) a low cost microprocessor-based
control system for automatic adjustment of the splitter position in each spiral (not
each start) to maintain the desired density cut-points irrespective of the fluctuations
in the plant feed; and (2) a technique to monitor the particle mass (function of both
size and density) across the spiral profile at the discharge end, and then based on this
knowledge adjust the splitter setting to obtain a desired clean coal yield. Three types
of systems were evaluated: mechanical strain gage type, ultrasonic type, and a pres-
sure sensor mat type. The criteria for selecting the right type of control system was
based on several key factors, such as cost, reliability, robustness, ease of retrofitting
to existing spiral banks, and minimal maintenance.
Coal spirals are widely used in preparation plants to clean 1 mm 150 m
particle size coal fraction, which is too fine to be effectively cleaned by a heavy
medium cyclone and too coarse for froth flotation cells or flotation columns. Spiral
cleaning is achieved by two types of flow of the feed coal slurry: primary down-
ward flow and a secondary circular transverse flow on the spiral profile. The latter
creates a decreasing density gradient across the spiral profile (rock has higher den-
sity than coal), whereas the former helps in carrying the density gradient up to the
discharge end, where it is split into three (typically) product streams, namely clean
coal, middling, and tailings stream. Understandably, the density gradient and thus
the gradient of ash content for different particle size fractions will not be the same,
since mass is a function of both particle size and density.
Luttrell et al. [4] explain the misplacement of rock in the clean coal stream due
to the opposite direction of flow pattern in the lower and upper sections of the spiral.
The product splitters are typically so placed that the entire upper section and also the
upper portion of the lower section report to the clean coal launder. Understandably,
the ideal location for the product splitter position is not fixed. It is a function of the
amount of solids on the spiral profile (solid loading), amount of total slurry (vol-
umetric flow) on the profile and also the type of coal (washability characteristics)
being treated at a given point of time. Since all of these three conditions fluctuate in
a plant environment, the ideal location for the splitter position also shifts. A control
system based on the current study will constantly sense the distribution of solid and
liquid on the spiral profile and accordingly an actuator will alter the splitter position
to the ideal location.
33.2 Technical Approach
The problem can be stated as follows: Develop a technique to monitor the particle
size (through the specific gravity of the slurry), and then based on that knowledge
control the splitter setting. This problem has the following three components:
1. Find a technique that can monitor the particle size in real time
2. Actuate the splitter
3. Develop a microprocessor based control system that uses the sensor data and
actuates the splitter appropriately
The whole system should be:
1. Economical
2. Reliable
3. Robust
4. Easily retrofitted to existing set-ups
5. Zero or very little maintenance
This chapter describes the control system, actuator, and the GUI developed for the
project. For demonstration purposes, the mechanical strain gage system, described
in the chapter, is outlined below. The main idea is to estimate the specific gravity of
the slurry at multiple lateral positions as it flows of the slide.
Figure 33.2 shows a schematic of the concept which includes a sensing system,
a microcontroller, and an actuated splitter. The slurry will flow in to cups whose
volume is known. As these cups fill up to the brim, a strain will be recorded on the
cantilevers which will be monitored by the microprocessor. We are only interested
in the maximum strain, as that indicates the weight of the slurry when it completes
filling up the cups. This is then used to estimate the specific gravity of the slurry
on either side of the divider, and an appropriate change can be made to the actuator
Fig. 33.2 Control system concept

driven divider. Once reliable readings are taken, then a mechanism could be used to
empty out the cups, or one could use an “off-center center of gravity” that would
topple the cup contents as soon as it is completely filled. Once the cups are emptied,
the process can start all over again. The greatest advantage of this method is its
simplicity, robustness, and economical nature. The draw back on it is that it relies
on the correlation of specific gravity to particle size. We do intend to study this
correlation, and if it exists, then this will be the “approach of choice” for us.
The system is implemented using five subsystems:
1. Metal arms with mounted strain gages to monitor the stress because of weight in
the channels.
2. Wheatstone bridges to create variable voltage outputs based on the weights on
these arms.
3. Differential amplifiers which amplify the difference in the values obtained from
the Wheatstone bridges.
4. A PIC microcontroller whose program can monitor the voltages provided by the
amplifiers to compute the difference in weight applied to the arms and control
a motor to direct the flow of liquid in attempt to equalize the weight applied to
each arm.
5. A motor which will move an apparatus which will redirect the flow of the coal-
filled liquid in order to equalize the weight in the channels.
33.2.1 Metal Arms and Wheatstone Bridge
Figure 33.3 has shown the laboratory setup for the control system. The arms have
had strain gages mounted on them, which offer approximately 120
Of resistance
Fig. 33.3 Laboratory set up for control system

unstrained. When pressure is applied, this value can increase up to approximately

1
. The Wheatstone bridges, which are identical, are accomplished by three equal
resistances in addition to the resistance that the gage offers. Each is equivalent to
120
, which is accomplished by 110 and 10
resistances in series.
33.2.2 Differential Amplifiers
To amplify the voltages received from the wheatstone bridges, amplifier tlv2464,
which includes four amplifiers, two of which are used for the two bridges.
Figure 33.4 shows the schematic for the signal conditioning circuiting. The diagram
is given below.
R1 is set at 1 k
with R2 at 820 k
being used for the gain control. R3 is 1:5 M
and is used to offset the approximately 1.4 V at the output when no stress is on either
arm due to the slightly unbalanced bridge and high gain. R2 will change as different
gain requirements arise.
33.2.3 PIC Microcontroller and Motor
The PIC microcontroller used in this system is the PIC18f4550. It is clocked at 12

MHz, and it continuously monitors the voltages output by both differential ampli-
fiers. Based on the difference in these values, with attention paid to which is greater,
it will instruct the motor to move to one of five degree positions: 30, 15, 0, 15,
30. The voltages read in are translated to hexadecimal numbers between 0 and 255,
and a table is given below to illustrate the logic of the system. The hexadecimal val-
ues given above are subject to immediate change due to further system calibration.
This also applies to the degree positions as they are more fine-tuned. The high hex-
adecimal values shown for the right arm being greater are due to the difference being
less than 0, and the value being “wrapped around.” Avoiding inconclusive logic in
the 50 to B0 value range is accomplished by noting which arm is experiencing the
Fig. 33.4 Circuiting

schematic
greater weight. The motor in place is controlled by digital pulses, spaced 20 ms

apart. Based on the length of the pulse (1.25–1.75 ms), the motor will position itself
from 0ı to 180ı , respectively. The motor’s 90ı position is taken as our neutral po-
sition, with our positions for the motor being effectively 60, 75, 90, 105, and 120ı
from left to right. These values are accomplished by applying the proportion of de-
gree movement to total pulse range to obtain the desired pulse length, with 1.5 ms
being 90ı , or our neutral. The values for 60, 75, 90, 105, and 120ı are 1.417, 1.4583,
1.5, 1.5417, and 1.583 ms respectively. Of course, these values are also subject to
further refinement. In addition to this, the current system also includes an RS232
chip which allows us to communicate to the PC through the HyperTerminal pro-
gram. Currently, this program is used to monitor the voltage values in hex, as well
as the current position the motor is at for debug and calibration purposes.
A Graphical User Interface (GUI) has been designed that does the following:
Sets up communication with the PIC microcontroller
Sets up the number of sensor channels
Sets up communication with the motor and displays the position
Collects data, stores it, and plots it
33.2.4 Demonstration
This section shows a demonstration of the strain gage based mechanical system
as hooked to the motor. One arm (with strain gage 1) was pushed down, and this
causes the motor to move in one direction (eventually this will be controlling the
splitter). An applied force on the other arm causes the motor to move in the opposite
direction. Given below are screen captures of the GUI in the set-up phase as well as
the operation phase (see Fig. 33.5).
In the set-up phase, set the serial port to COM 1 or 2. Set the Baud rate to 9,600.
Then set the number of channels, and pick on online or offline operation.
In the operation phase, as one arm was pushed down, the strain gages show a
strain, and the motor rotates a predetermined angle; as highlighted in Fig. 33.5.
Fig. 33.5 Computer based

GUI
Fig. 33.6 Actual system

assembly
33.2.5 Assembly
Figure 33.6 shows how the samples will be taken from the slurry flow. Since the
spiral has a curved profile from the inside to the outside, the blue bars are adjustable
in length and angle to accommodate for any misalignment. The blue bars are held
in place by clamping blocks. Attached to the end of the blue bars will be the cups
that will draw samples from the flow. On the top of the blue bars, strain gages will
be placed as far away from the cups as possible without disrupting the function of
the clamping blocks. Both of the cups will be attached to a central shaft that for
preliminary experiments will be turned by hand and in the final stages driven by
a motor.
33.3 Mechanical System Design
A new system has been designed that takes advantage of the different specific
gravity of the slurry at different points of the cross section of the spiral. Different
specific gravity implies that the force per unit area of impact will be different at dif-
ferent points of the cross section. Hence, a mechanical fixture has been designed that
has metal fingers in contact with the floor and are in the normal flow direction of the
slurry. The different fingers form one side of the fixture to the other will experience
different forces and will want to rotate the fixture. The fixture is constrained by a
spring, but the rotation is monitored, and gives an indication of the change in the
specific gravity of the slurry at the different locations.
The change in the angle of the vertical rod is used as a sensor input to the control
system. This mechanical system needs to be tuned but is expected to be robust,
cheap, and yet effective (see Fig. 33.7). On the metal fingers are replaced by fins in
Fig. 33.7 Alternate design for sensing slurry specific gravity
Fig. 33.8 A more robust

design
the shape of a vertical wing. The principles behind the two systems are the same.
However, with the probes being shaped like a wing creates less disruption in the
flow. The fins are able to rotate to adjust to the flow. The entire mechanism rotates
because of a change in the flow (see Fig. 33.8).
Before testing the idea on the spiral, a mathematical approach was taken to see
if the mechanism would work as desired. A few assumptions were made and are as
follows: no loss due to friction in the bearings, only drag force acts on the wings,
motion is constrained to the horizontal plane. To further test mathematically, the left
fin is placed in section C, while the right fin is placed in section D. Measurements
have been taken for flow rate and pulp density for all six sections. (Measurements
for four different situations are shown in Sect. 33.5.)
If the force acting on the left wing is greater than that on the right wing, a mo-
ment will occur and the spring will deflect to counteract the moment. By summing
moments about the center, the equation simplifies and becomes
b b
FDL FDR D FS L; (33.1)
2 2
where FDL is the drag force acting on the left wing, FDR is the drag force acting on
the right wing, and FS is the force being applied by the spring. FDL and FDR can be
written as
FDL D CDL L AL VL2 ; (33.2)

FDR D CDR R AR VR2 ; (33.3)
where CDL and CDR are the drag coefficients, L and R are the pulp densities for
the left and right, AL =AR are the cross sectional areas of the fin, VL =VR are the flow
velocities for left and right fins respectively. The cross sectional areas for both of
the fins are equal and substitution and simplifying (33.1) becomes
LFS
CDL L VL2 CDR R VR2 D 2 : (33.4)
bAC
The coefficient of drag can be found by calculating the Reynolds number and using
Figure 11.6 from Crowe et al. [7]. Figure 11.6 is a graph that gives the coefficient
of drag with respect to the Reynolds number for a fin with the length being four
times that of the width. The fin for the mathematical model has a length of 4 cm
and a width of 1 cm. In calculating the Reynolds number, two more assumptions are
made. The first being the height does not change between section C and D and since
the slurry consists of roughly 20–30% solids, the dynamic viscosity of the slurry is
taken to be that of water at 30ı C for both sections. The dynamic viscosity of the two
sections of slurry may be higher or lower than that of water; however, the difference
in the viscosity between the two sections should be rather small. Table 33.1 shows
the calculations made.
Table 33.1 Calculations made

Volumetric Pulp Section Flow Assumed Fin
flowrate density width height Area Velocity viscosity width Reynolds
Section LPM .kg=m3 / (m) (m) .m2 / (m/s) .Ns=m2 / (m) number
C 4.27 1.50 0.0508 0.003 0.0001524 0.467 7.97E04 0.01 8.79E C 00
D 8.8 1.34 0.0698 0.003 0.0002094 0.700 7.97E04 0.01 1.18E C 01
Values taken from Run 1 from previous experiments
Further results can be seen in Sect. 33.5
A problem occurs when using the figure relating the Reynolds number with the
coefficient of drag. The problem occurs because the Reynolds number is around
9–10. The Reynolds number for the given application of the fin ranges from 200 to
107 . Instead of using the fin design, if a circular cylinder is used, then from Figure
11.6 the coefficient of drag for each of the sections is 2.9 and 2.8 respectively. This
small change limits the ability to notice any small changes present in the flow. Even
if the correct dynamic viscosity for the slurry at different solid percents and pulp
densities are found, the coefficient of drag may be too small to have any affect.
However, if the velocity or volumetric flow rate for a given section is needed to be
measured, this mechanism may be useful.
33.4 The Need for a Model
The need for a model arose out of noticing trends in the data collected on a previous
washability analysis. In the washability analysis, eight runs were made, four on a
rougher coal spiral and four on a rougher cleaner coal spiral. For each set of four,
the volumetric feed rate and solid % were varied as seen in Table 33.2.
For each of the spiral sections (A–F), the volumetric flow rate, solid %, pulp
density, slurry mass flow rate, water mass flow rate, and the ash percentage of prod-
uct/tailings per size fraction were measured or calculated. In looking over the data,
several correlations were seen in the data sets for each of the coal spiral designs.
In Table 33.3, one can see how the volumetric flowrate and solid % affects the pulp
density. As the volumetric flowrate increases from 75 to 150 LPM and the solid
% remains roughly constant at 33%, the pulp density of 1:34 kg=m3 shifts roughly
one trough section from C to D. Likewise with a lower solid %, the pulp density of
1:34 kg=m3 shifts from B to C. (The highlighted box may be considered an error
during the sampling.)
Table 33.2 Volumetric feed Four sets of data of primary interest

rate and solid %
Volumetric feed rate
Rougher coal
spiral LPM Solid %
Run 1 150 33.78
Run 2 75 33.44
Run 3 90 20.34
Run 4 150 20.03
Table 33.3 The volumetric flow rate and solid % affects the pulp density
Pulp density per trough section
Flow rate LPM Solid % A B C D E F
150 33.78 1.59 1.58 1.50 1.34 1.20 1.19
75 33.44 1.54 1.49 1.36 1.21 1.21 1.17
150 20.03 1.48 1.68 1.33 1.20 1.25 1.10
90 20.34 1.77 1.34 1.23 1.17 1.17 1.09
Fig. 33.9 Pulp density variation in a spiral cross section
Figure 33.9 is a graphical representation of the above table for the six locations
on the last part of the spiral cross-section (1–6) going from the inside to the out-
side. A splitter is superimposed to illustrate how a comprehensive model would be
beneficial for developing a way to control the splitter’s position.
Some observations:
1. There is a considerable density change in the middle, but not as much at the inner
or the outer sides.
2. For the same LPM, i.e., LPM 150, there is a shift of density from 1.3 to 1.5 at
location 3 and 1.2 to 1.35 at location 4 as the solid % changes from 20 to 30%.
This is the location where the splitter position can make a difference.
3. For the same solid %, i.e., 20%, there is a smaller change in density due to the
LPM. The change is 1.24–1.32 at location 3 when the flow changes from 90 to
150, and 1.18 to 1.25 at location 4 for the same change in flow.
4. Overall, for different flows and solid %, the change in density could be anywhere
from 1.2 to 1.5 at location 3 and 1.15 to 1.35 at location 4. This is significant and
a strong proponent for a control system for the splitter.
However, the pulp density is not an accurate measurement for the amount of ash
in each section. In comparing the pulp density measurements of sections D and E
from the 90 LPM 20.34% Solids and the product ash percentage for those same
sections, a pulp density measurement of 1:17 kg=m3 correlates to a 8.75 or 7.09%
ash content.
Fig. 33.10 Product ash % vs. spiral trough section
Table 33.4 Product ash % vs. spiral trough section

Initial conditions Trough section
LPM Solid % 1 2 3 4 5
150 33.78 Product ash % 26.21 21.44 18.56 13.89 12.03
75 33.44 23.65 16.96 13.79 11.38 9.08
90 20.34 21.46 13.92 11.17 8.75 7.09
150 20.03 26.54 16.25 13.61 11.20 9.08

C 100 Mesh
In Fig. 33.10, the data presented is the product ash % vs. spiral trough section.
In the chart, the 150 LPM 20.03% Solid line corresponds with the 75 LPM 33.44%
solid line from section 3 to 5 (Table 33.4).
Since two different flow rates at different solid % behave almost identically,
it may be practical to measure these two variables plus the solid material density
(if needed) in order to control the splitter position. The solid material density may
need to be measured depending on the affect of higher ash content (higher solid
density) on the spiral.
The data collected thus far on the spiral is inconclusive. The first question raised
is on how the spiral changes with time even though the slurry remains relatively
unchanged. Since each sample measurement was taken only once, how does one
distinguish the difference between an accurate measurement and a measurement
taken in error? Currently, there are only four sets of data for a rougher coal spiral
with only one sample measurement for each variable being taken per section. In the
test spiral, the ash content remains relatively unchanged. One can speculate that if
the ash content for all size fractions increases, then there will be a shift in the cut
point toward the outer section of the spiral. However, it is not known how much of a
shift will occur for a given flow rate and solid %. One way to answer these questions
would be to develop a model for the coal spiral for analysis.
Since the slurry is a two phase flow and current CFD techniques are unable to
model the flow easily, a comprehensive empirical model may be best suited for
the time being. In developing the model, the volumetric feed rate, solid %, and
the percent ash content would need to be varied. The model would also need to
have multiple measurements taken for each dependent variable in question. Further
guidelines for the model are as follows:
1. At the top of the spiral, the volumetric feed rate, solid %, and ash content should
be varied from high, medium, and low.
2. The ash content should be varied from high, medium, and low for all particle
sizes and not just one specific particle size.
3. At the bottom, the volumetric flow rate, pulp density, solid %, and % ash should
be measured or calculated for each section.
4. It is necessary to take multiple measurements to acquire a mean measurement
for each variable measured. (Three or more measurements should be taken.)
5. If an extensive project is conducted, other variables need to be considered
in order to be as thorough as possible to eliminate the need to go back and
conduct more trials. (For instance, taking measurements necessary to calculate
flow velocity along the spiral profile.)
6. Automation of the sampling and measuring may need to be implemented in order
to expedite and simplify the collection process.
After a good model for the coal spiral is developed, trends taking place within the
spiral may be able to be seen and actions can be taken to automate the spiral. Fur-
ther analysis may need to be done on-site at a coal preparation plant to determine
local trends in the spiral. This may be a better option since taking measurements
periodically from the bottom of the spiral and back calculating can give the same
results as varying the feed conditions in an experimental setup. If on-site analysis is
considered, measurements need only be taken from one spiral from one bank since
one bank is designed to provide the same flowrate and slurry mix to each of the
individual spirals.
33.5 Conclusions
Spiral concentrators have been widely used in coal preparation plants in Illinois
and elsewhere to clean 1 mm 150 m particle size coal fraction. The major
factors which have made spiral concentrator so popular include its low capital and
operating cost, no chemical reagent or dense medium requirement, and the ease of
operation/maintenance. Spirals are capable of providing excellent clean coal recov-
ery although at a relatively high ash content. Like any other water-only separation
process, spirals are also susceptible to continuously fluctuating feed quality and
solids content in the feed slurry, which are quite common in a plant.
The main objective of the project is to develop an inexpensive control system for
spiral to automatically adjust the splitter position with fluctuating feed characteris-
tics to maintain the desired effective separation specific gravity (density cut-point).
The splitter actuation and the control system worked perfectly, but the sensing sys-
tem requires additional work. Two mechanical designs were investigated for the
sensing system, and both did not have the required resolution for effectively esti-
mating the specific gravity of the slurry across the profile of the spiral. Future work
entails investigation of other techniques such as ultrasonic, inductive and capacitive
based sensing.
An intriguing concept of using a model was also investigated, whereby it may be
possible to use simpler measurements, thereby circumventing the difficult problem
of estimating the specific gravity of the slurry in real time. Further investigation of
this approach also remains as future work.
Acknowledgments The authors would like to acknowledge the grant provided by ICCI
(# 06-1/2.1A.6) to support this work.
References
1. Abbot J (1982) The optimization of process parameters to maximize the profitability from a
three-component blend. In: Proceedings – 1st Australian coal preparation conference, April
6–10, New Castle, Australia, pp 87–105
2. Bethell PJ, Arnold BJ (2003) Comparing a two-stage spiral to two stages of spirals for fine
coal preparation. In: Honaker RQ, Forrest WR (eds) Symposium on recent advances in gravity
separation, SME Annual Meeting, Littleton, CO, pp 107–114
3. Luttrell GH, Kohmuench JN, Stanley FL, Trump GD (1999) An evaluation of multi-stage spiral
circuits. In: Proc. 16th International Coal Preparation Conference, pp 79–88.
4. Luttrell GH, Honaker RQ, Bethell PJ, Stanley FL (2003) Proceedings – 20th international coal
preparation exhibition and conference, Lexington, Kentucky, April 29–May 1, pp 69–78
5. Luttrell GH, Kohmuench JN, Stanley FL, Trump GD (1998) Improving spiral performance
using circuit analysis. Minerals and Metallurgical Processing Journal 15(4):16–21
6. Prinsolo TR, Abela RL (1998) Multiple stage fine coal spiral concentrators. In: Proceedings of
the international coal preparation congress, Brisbane, Australia, October 4–10, pp 245–253
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York, p 441, Appendix A14
8. Yoon RH, Phillips DI, and Luttrell, GH., (2000) “Applications of Advanced Fine Coal Cleaning
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VI (3), Taipei, China, March 7-8, 2000, 10 pp
Chapter 34
On the Rough Number Computation
and the Ada Language
Trong Wu
Abstract This chapter reports a numerical computation problem from theoretical

viewpoint. It shows computer systems are not capable for computation of real
numbers correctly due to the differences of algebraic structures between real num-
bers and model numbers. These two classes of numbers are not isomorphic. This
chapter defines several classes of real numbers such as model numbers, dyadic
numbers, finite dyadic numbers, limited dyadic numbers, and rough numbers, and
studies their structures. For numerical computation, this chapter proposes using the
concept of computer model numbers to approximate rough numbers for computa-
tion and selecting the Ada language for computation. The Ada language allows a
user to declare variables with appropriate number of digits or to specify a suitable
size of “small” for computation. In this way, the user can preset the desired accuracy
for all variables.
34.1 Introduction
In 1982, Pawlak proposed a concept called rough sets and used in the theory of
knowledge for the classification of features of objects [13]. He considered X to be
a set and R to be a relation over X . The pair .X; R/ is called a rough space, and R
is called the rough relation. If xRy, then one could say that x is too close to y, x
and y are indiscernible, and x and y belong to the same elementary set. The concept
of rough sets is usually used in knowledge representation. Later, Wu defined a new
class of real numbers and called rough number [17, 19], which is one-dimensional
rough set in rough set theory.
Consider E be the set of all real numbers within the range of a given computer
system M , and let R be a relation over E. The pair .E; R/ is called a rough space
and R is called the rough relation. If x; y 2 E and .x; y/ 2 R, we say that x
T. Wu ()
Department of Computer Science, Southern Illinois University Edwardsville,
Edwardsville, IL 62026-1656, USA
e-mail: twu@siue.edu
438 T. Wu
and y are indistinctive in the rough space .E; R/ with respect to the given computer
system M . Wu called x and y rough numbers, and they are approximated by the
same model number [4,5], a number that the computer system can represent exactly.
In fact, if E is the set of all real numbers within the range of a given computer
system M , and let R be a relation on E. If x, y 2 E and .x; y/ 2 R in the
rough space .E; R/ then R is an equivalence relation on E. Equivalence classes
of the relation R are called basic model intervals [15], the smallest interval with
model number endpoints. The set of all basic model intervals in .E; R/ is denoted
by E=R. The definition of a rough number is a one-dimensional rough set that is a
special case of rough sets given by Pawlak [13].
The difficulty of numerical computation is that one must work with two distinct
number systems. Solving any numerical computation problem consists of the fol-
lowing three parts.
(1) The problem is given in the real number system.
(2) The computation is done in the model number system for the given machine, M .
(3) The results must be converted from model numbers into real numbers.
These two number systems have different algebraic structures, and they are not iso-
morphic. In general, moving from part (1) to part (2) can create errors and so can
moving from part (2) to part (3). This chapter reports the theoretical foundation
that a computer system is not capable of computing real numbers accurately within
its constraints. In order to manage the computation, we will introduce some basic
algebraic structures, the structures of dyadic numbers, and rough numbers. Then,
we will consider computing rough numbers with the Ada programming language.
34.2 Some Basic Algebraic Structures
For solving a numerical computation problem, there exists a fundamental crisis

in the algebraic structure of numbers. Different classes of numbers have different
algebraic structures. Therefore, we must study some basic algebraic structures of
numbers. In fact, the algebraic structures of real numbers, dyadic numbers, and
rough numbers have different algebraic structure. We will begin with the definition
of abelian group, then extend it to include a ring and a field [7]:
Definition 1. An abelian group (G; C) is a set G together with a binary operation

namely, addition, “C”, such that the following axioms are satisfied:
(1) For all a; b 2 G, such that a C b 2 G.
(2) For all a; b; c 2 G, then .a C b/ C c D a C .b C c/.
(3) There is an identity element, e in G such that a C e D e C a, for all a 2 G.
(4) For all a 2 G, there exists an inverse, .a/, such that .a/ C a
D a C .a/ D e.
(5) For all a; b 2 G, such that a C b D b C a.
34 On the Rough Number Computation and the Ada Language 439
Example 1. The set of all integers, I , with usual addition, C; .I; C/, is an abelian
group. A ring structure is a special case of an abelian group. By adding conditions
to an abelian group to form a ring:
Definition 2. We say that .S I C; / is a ring, if .S I C/ is an abelian group, defining
as a mapping from S S ! S , and satisfying the following axioms:
(1) For all a; b 2 S such that a C b D b C a.
(2) For all a; b; c 2 S , then .a b/ c D a .b c/.
(3) Multiplication is distributed over addition: that is for all a; b; c 2 S , the left
and right distributive laws hold:
a .b C c/ D a b C a c; and .b C c/ a D b a C b c:
Example 2. The set of all integers I with usual addition + and multiplication ,
.I; C; / is a ring. This ring has no zero-divisor.
A field is a commutative ring accompanied by unity with respect to multiplication
and every nonzero element has a multiplicative inverse.
Definition 3. A Field .F I C; / is a ring with commutative law and multiplicative
unity such that each nonzero element has a multiplicative inverse that satisfies the
following axioms:
(1) For all a; b 2 F such that a b D b a.
(2) There exists 1 such that a 1 D 1 a D a.
(3) For each nonzero element a in F , there is an inverse .1=a/ such that a.1=a/ D
.1=a/ a D 1.
Example 3. The set of all rational numbers,real numbers, and complex numbers
with usual addition + and multiplication are fields.
Let F be a field, the set of all polynomials in the indeterminate, x, with co-
efficients in F and written as F Œx, then the following theorem (without proof)
determines a ring of polynomials [7]:
Theorem 1. Let F be a field, the set of all polynomials a0 Ca1 xCa2 x 2 C Can x n ,
written as F Œx, where n can be any nonnegative integer and ai .i D 0; 1; : : : ; n/
are all in F . Then, F Œx is a ring under the operation induced by the opera-
tions in F .
It is known that the set of all real numbers, denoted R, together with arithmetic
addition and multiplication forms a field. Human arithmetic, C and , always re-
turns exact results. On the other hand, most computer systems can store only certain
real numbers exactly in the memory. Some of these real numbers are 100.5, 70.875,
12.375, 0.5, 87.125, etc. Some other real numbers such as 0.1, 0.2, 0.3, 0.4, 0.6, etc.
cannot be stored exactly in the memory. This tells us that the computer system does
not actually have these real numbers. Therefore, the set of all numbers represented
by the computer for computation with the usual addition, C, and multiplication,
operations are not the same as the set of all real numbers. Even if we allow a com-
puter system to have as many bits as required to store a floating-point number; it
is still not able to have their multiplicative inverse for all numbers in the computer
440 T. Wu
system. Because of these, computer numbers do not form a field. The structures of
the set of all real numbers and the set of all the numbers in the computer system are
quite different. They are not isomorphic. This leads to a computation of C and
over the set of all numbers represented by a computer system that can induce some
errors. Therefore, we need to find out the actual structure of computer-represented
numbers. What kind of arithmetic can computer systems do? So, we will now turn
to study the set of dyadic numbers [10].
34.3 The Structure of Dyadic Numbers
We will require that for each nonnegative real number x a b-adic expansion, where b
is an integer greater than 1. Actually, we want to write a real number x as the sum of
multiples of powers of b, where the multiples are nonnegative integers less than b.
Clearly, the b-adic expansion of the number may fail to be unique in a decimal
expansion, 0:9999 : : : (all nines) and 1.0000. . . (all zeros) are to be expansions of
the same real number. When b D 2, the b-adic expansions are then called dyadic
expansions and numbers written as dyadic expansions are called dyadic numbers
[10].
Theorem 2. For each real number x, we have its dyadic expansion over a finite
field (BI C; ):
X
n
x D sgn ai 2i ; where ai 2 B D f0; 1g and sgn 2 fC; g: (34.1)
i Dn
A computer system is a finite state machine; therefore, it is capable of representing
only a finite set of numbers internally. Thus, any attempt to use a digital computer to
do arithmetic in the set of all real numbers is doomed to failure. The set of all real
numbers is an infinite set, and most of the elements in the set cannot be represented
by a computer system. Therefore, for theoretical reasons, we may assume that a
computer system can have any finite number of bits to store its numbers, integers
and floating-point numbers.
For any nonnegative integer n, we consider the set of all numbers with the repre-
sentation:
X n
y D sgn ai 2i ; ai 2 B; sgn 2 fC; g: (34.2)
i Dn
This representation contains two parts, one is with index 0 i n and the other
is with an index 1 i n. Actually, these two parts are the integer part of
y and fraction part of y, respectively. In this, we define a structure for the set of
all numbers with the representation, denoted D and call the set of all finite (term)
dyadic numbers, and the term of finite means any finite value:
( )
Xn
D D f yj y D sgn ai 2i ; ai 2 B; sgn 2 fC; g; n 2 f0; ZC g :
i Dn
(34.3)
From Definitions 2, 3, and 2.4, we see that all finite (term) dyadic numbers D
comprise neither a ring nor a field. More over, it is not a ring of polynomials of
2 over a finite field B D .f0; 1gI C; /.
In fact, each computer system can have only a fixed number of bits of memory
space to store a number of its type such as integer, float, double ; : : :; etc. An integer
within the computer-predefined range often can be represented exactly. However, a
real number within the range usually cannot be represented correctly. Today, most
computer systems implement the IEEE floating-point number format [9] for storing
real numbers. For example, a 32-bit floating-point number format is divided into
three areas: a sign bit sign, an 8-bit exponent E, and a 23-bit mantissa M : sign
.1 M / 2E 127 , where sign D ‘0’ indicates a positive value, sign D‘1’ indicates
a negative value. The 1 in the .1 M / is the hidden bit, M is a 23-bit mantissa, and
exponent E is in f0; 1; 2; : : :255g. It is clear that a floating-point number representa-
tion can be given in the set of D in (34.3). Again, computer systems can only use a
limited number of bits to represent a floating-number. Therefore, ring computation,
C and , can cause an overflow or underflow. Most computer systems use floating-
point number arithmetic for numerical computation, and most computer users are
not aware that floating-point number arithmetic often can create rounding-errors
during the course of a computation. This error is unavoidable. In general, the output
of a numerical computation program from one machine can be different from the
output from another machine.
34.4 The Structure of Rough Numbers
The Ada programming language [5, 6, 15] calls a real number a model number, if
the real number can be stored exactly in a computer system with a radix of power
of 2. Therefore, the set of all model numbers is a subset of dyadic numbers, and we
call it the set of limited dyadic numbers with respect to a given computer system.
The term limited reflects the given computer system’s word size for floating-point
numbers. For those real numbers that cannot be stored exactly in a given computer
system, we call them rough numbers with respect to the given computer system. In
order to study this large class of numbers, it is necessary to define rough numbers
precisely and mathematically.
Definition 4. Let E be the set of all real numbers within the range of a given com-
puter system M , and let R be a relation on E. The pair .E; R/ is called rough space
and R is called the rough relation. If x; y 2 E and .x; y/ 2 R, we say that x and y
are indistinctive in the rough space .E; R/ with respect to the given computer system
M . We call x and y rough numbers, and they are approximated to the same model
number. If a real number is a model number with respect to a given machine M ,
then it is a special case rough number. Most computer systems use a downward
rounding policy to approximate a rough number with a model number. Thus, there
are infinitely many rough numbers approximated by the same model number, such
that all rough numbers z 2 Œx; y/ are approximated by the same value of the model
442 T. Wu
number x for computation. Throughout this chapter, we use downward rounding

policy to handle the approximation of rough numbers [15, 17, 19].
Theorem 3. Let E be the set of all real numbers within the range of a given com-
puter system M , and let R be a relation on E. If x; y 2 E and .x; y/ 2 R are in the
rough space .E; R/, then R is an equivalence relation on E (Readers may verify
this theorem).
Equivalence classes of the relation R are called basic model intervals [15], the
smallest interval with model number endpoints. The set of all basic model inter-
vals in .E; R/ is denoted by E=R. The definition of a rough number is a special
case of the one-dimensional rough sets given by Pawlak [13].
In reality, for any rough number z whose value is within the range of a given
computer system M , there exists the smallest closed-open interval, such that

k1 k
z 2 i C n ;i C n for some positive integers n and k; (34.4)
2 2
where the lower bound is the approximation of z; i is the integer part of z; k is an

integer with 0 k 2n 1, and n D n.be ; bm /, a function of the number of bits in
the field of exponential be , and the number of bits in the field of mantissa bm .
The difference, d , between the rough number z, and its approximation given in
(34.4) is given by
k1
d Dz i C n : (34.5)
2
This is also called rounding-error. Usually, a programmer is either unaware of the
existence of rounding-errors or unable to reduce or control them in the course of
a computation. We will show that the set of all rough numbers over the set of all
computer systems has the dyadic number structure.
Most computer users are not aware that the computation of real numbers and
rough numbers are not the same. Even more confusing, some programming lan-
guages such as FORTRAN, COBOL, Pascal, etc. allow programmers to declare
variables with type real in their programs for computations. To make it clear to all
computer users, we must study the algebraic structures for the set of all real numbers
and the set of all rough numbers over computer systems. This not only provides the
theoretical foundation for computer arithmetic, but also interprets rounding-errors
from an algebraic theoretical viewpoint.
34.5 Hierarchical Classes and Computation
In mathematics, we have learned properties of several classes of numbers such

as integers, rational numbers, irrational numbers, and real numbers. However, a
computer system can have only a limited word size; therefore, only some inte-
gers and some rational numbers can be computed correctly in a computer system.
Real Number Rough numbers
f
a,b
f ( a), f ( b)
f ( a + b)
a+ b
Dyadic Numbers Finite Dyadic Numbers

Limited Dyadic Numbers
(Model numbers)
Fig. 34.1 Hierarchical structures of dyadic numbers
Other numbers cannot even be represented exactly in a computer system. Computer

systems handle real numbers in a binary fashion. For each real number x, we have
its dyadic expansion over the finite field .BI C; /. Among all the dyadic numbers,
only a limited number of dyadic numbers can be computed in a computer system.
The relationship of the set of real numbers and the hierarchical structures of dyadic
numbers is shown in Fig. 34.1. On the set of real numbers, we perform a field com-
putation, which is an exact computation. However, when a real number within the
given range is stored or read into a computer system, it is converted into a dyadic
number. The computation over the set of limited dyadic numbers is the dyadic num-
ber computation. Let f be a mapping that takes each real number into its dyadic
representation. Consider real numbers a and b within a given range mapped into
their dyadic representations f .a/ and f .b/ respectively.
In general, we should have
f .a C b/ ¤ f .a/ ˚ f .b/: (34.6)
The set of real numbers has a field structure, while the set of finite dyadic numbers
is not a field. f does not preserve the structure, and f cannot even be a local homo-
morphism between the set of real numbers within a given range of machine M and
the set of limited dyadic numbers. The addition ‘C’ (or multiplication ‘’) on the
right hand side of (34.6) is a field addition, and the addition ‘˚’ on the left hand side
is a ring addition. They are two different additions. The ‘˚’ is the dyadic number
addition. To adjust the inequality (34.6), we will add in an error term, Err:
f .a C b/ ¤ f .a/ ˚ f .b/ C Err: (34.7)
This error term, Err, is called rounding-error.

Unfortunately, most programming textbooks do not teach students the addition
‘C’ in program is not real number addition, but dyadic number addition instead.
Many computer users are misled and disappointed that computer systems cannot
provide accurate results for computations.
444 T. Wu
Among all commonly used programming languages, the Ada programming

language is a unique language that allows the user to define a specific model number
for their rough numbers for dealing with computation. In the next section, we will
introduce the Ada language briefly. Then, we will study its special feature in the
defining model numbers for the computation of rough numbers.
34.6 The Ada Language and Rough Number Computation
In the 1970s, the US Department of Defense (DoD) realized that it was spending too
much for its software, particularly in its real-time or embedded systems. The DoD
found that they used several hundred special-purpose programming languages for its
real-time systems. The DoD decided to design a new language to replace all of these
languages, and this new language would be a general-purpose language as well. Fol-
lowing a number of definitions of requirements, developments, and evaluations, the
ANSI standard for the Ada language issued in 1983 [5,6]. The document containing
the final requirements for the Ada 83 language was called Steelman. The team that
developed the language was CII Honeywell Bull in France, and the leader of the
design team was Jean D. Ichbiah. The language was named Ada after Augusta Ada
Byron, Countess of Lovelace (1815–1852), and the daughter of Lord Byron. She
worked as an assistant for Charles Babbage’s mechanical analysis engine. It was
very well believed that she was the world’s first programmer.
After the Ada language had several years of real-world application and users
learned object-oriented programming techniques, the DoD established the Ada 9X
revision project in 1988. It was based on the original Ada 83, but included additions
such as type extensions, hierarchical libraries, a greater ability to manipulate points
or reference types, object-oriented programming without incurring overhead, and a
tasking model. Ada 9X remained very strongly type checking. Later, this revised
language was standardized and named the Ada 95 language [2].
The Ada language’s real number types are subdivided into float-point types
and fixed-point types. In the float-point type, values are numbers with the format
˙:dd : : : d 10˙dd . For fixed-point types, values are numbers with the formats
˙dd:ddd; ˙dddd:0 or ˙ 0:00ddd [1, 3, 18]. From Definition 4, we have learned
that all rough numbers z 2 Œx; y/ are approximated by the same value of the model
number x for computation. For the float-point number types, a model number, other
than zero that can be represented exactly by a given computer, is of the form:
sign mantissa .radix/.exponent/ : (34.8)
In this form, sign is either C1 or 1; mantissa is expressed in a number base given
by radix and exponent is an integer. The Ada language allows the user to specify
or to declare the number of significant decimal digits needed. This is downward
rounding of a rough number to its approximated model number. A floating-point
type declaration with or without the optional range constraint is shown:
Type T is digit D Œrange L R: (34.9)

Table 34.1 Ada floating-point types

Precision
Type Size (bize) (digits)
f–float 32 6
d–float 64 9
g–float 64 15
h–float 128 33
In addition, most Ada compilers provide the types long float and long long float
(used in package standard) and f float, d float, g float, and h float (used in package
system) [8, 14]. The size and the precision of each of the Ada floating-point types
are given in Table 34.1.
The goal of computation is accuracy. Higher accuracy will provide more reliabil-
ity in the real-time environment. Sometimes, a single precision or a double precision
of floating-point numbers in FORTRAN 77 [9] is not enough for solving some crit-
ical problems. In the Ada language, one may use the floating point number type:
long long float (h float) by declaring “digit 33” to use 128 bits for floating point
numbers provided by Vax Ada [14] for example to achieve a precision of 33 deci-
mal digits accuracy; the range of the exponent is about from 10134 to 10C134 or
448 to C448 of base 2 [1, 2, 4–6, 8, 14] for the range.
The author employed this special accuracy feature in the computation of the hy-
pergeometric distribution function [16]. Similarly, for fixed-point types, the model
numbers are in the form:
sign mantissa small: (34.10)
The sign is either C1 or 1; mantissa is a positive integer; small is a certain positive
real number. The model numbers are defined by a fixed-point constraint, the number
small is chosen as the largest power of two that is not greater than the delta of a fixed
accuracy definition. The Ada language permits the user to determine or declare a
possible range and an error bound which is called delta for computational needs.
Examples are the follows:
Overhead has a delta of 0.01 and

Overhead has a range from 1:0E5 to 1:0E5: (34.11)
These indicate small is 0.0078125 which is 27 , and model numbers are in the
following interval
Œ12; 800; 000 small; C12; 800; 000 small: (34.12)
The predetermined range provides a reliable programming environment. The user

assigned error bound delta guarantees an accurate computation. These floating-
point number and fixed-point number types not only provide good features for
446 T. Wu
real-time critical computations, but also give an extra reliability and accuracy for
general-purpose numerical computations. This result can be provided by interval
computation [11, 12] too. But using the primitive Ada programming method can
eliminate the more complicated implementation of interval computation.
34.7 Conclusions
In this chapter, we have reviewed some basic algebraic structures such as abelian
group, ring, and field. We defined sets of rough numbers, dyadic numbers, finite
dyadic numbers, limited dyadic numbers, and model numbers; from these defini-
tions, we have learned that the difficulty of numerical computation is one must
actually work with two distinct number systems. Solving any numerical compu-
tation problem consists of the following three parts: (1) the problem is given in the
real number system, (2) the computation is done in the model number system for the
given machine, and (3) the results must be converted from model numbers into real
numbers. Real numbers and model numbers have two different algebraic structures,
and they are not isomorphic. In general, starting from the problem to computation
on a machine can create some errors and going from the machine computation to
reporting results in real numbers can induce errors too. This chapter has reported
that a computer system is not capable of computing real numbers accurately within
its constraints from a theoretical viewpoint.
Computation over the set of real numbers requires performing a field computa-
tion. However, when a real number within the given range is stored or read into a
computer system, it is converted into a dyadic number. Computation over the set of
limited dyadic numbers is dyadic number computation.
Let f be a mapping that takes each real number into its dyadic number repre-
sentation. If a and b are two real numbers within a given range and they map into
their dyadic representations f .a/ and f .b/, respectively, then in general, we should
have f .a C b/ ¤ f .a/ ˚ f .b/. The addition, C, on the right-hand side is the ad-
dition of real numbers. The mapping f does not preserve the algebraic structure,
so the set of real numbers and the set of dyadic numbers are not isomorphic. To
avoid overloading and possible confusion, we will introduce a new addition ‘˚’ for
the dyadic number addition. To adjust the inequality, we will add in an error term,
Err. Therefore, we have f .a C b/ D f .a/ ˚ f .b/ C Err. To do this, we use the
special features of the Ada programming language either to declare variables with
a specific value of “small” for fixed-point numbers or to designate a value of delta
for float-point numbers. In this way, the error of the computation result is controlled
within the acceptable level.
References
1. Aberth O (1988) Precise numerical analysis. Wm. C. Brown Publishers, Dubuque

2. Ada 9x Mapping/Revision Team (1993) Ada 9X rationale. Intermetrics Inc., Cambridge, MA
3. Alefeld G, Herzberger J (1983) Introduction to interval computations. Academic, New York
4. Barnes JGP (1989) Programming in Ada. 3rd edn. Addison-Wesley, Reading, MA
5. Barnes JGP (1992) Programming language in Ada. 4th edn. Addison-Wesley, Reading, MA
6. Barnes J (1995) Programming in Ada 95. Addison-Wesley, Reading, MA
7. Herstein IN (1971) Topics in algebra. University of Chicago, Chicago, IL
8. IBM AIX (1992) Ada/6000 user’s guide. IBM Canada Ltd. Laboratory, North York, ON, M3C
1W3
9. IEEE Std 754-1985 (1985) IEEE standard for binary floating-point arithmetic IEEE Inc.
New York, NY
10. Kelley JL (1955) General topology. D. Van Nostrand Company, Inc., Princeton, NJ
11. Moore RE (1966) Interval analysis. Prentice-Hall, Englewood Cliffs, NJ
12. Moore RE (1979) Methods and applications of interval analysis. SIAM studies in applied math-
ematics, vol 2. Society for Industrial and Applied Mathematics, Philadelphia, PA
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14. Vax Ada language reference manual (1985) Digital Equipment Corporation, Maynard, MA
15. Watt DA, Wichmann BA, Findlay W (1987) Ada language and methodology. Prentice-Hall,
Englewood Cliffs, NJ
16. Wu T (1993) An accurate computation of the hypergeometric distribution function. ACM Trans
Math Softw 19(1):33–43
17. Wu T (1994) Rough number structure and computation. In: Proceedings of the 3rd international
workshop on rough sets and soft computing, pp 360–367
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Author Index
A Bainton, K., 348

Abbas, A.E., 77 Bakis, C.E., 96
Abbot, J., 422 Banavar, J.R., 217
Abdul Azeez, M.F., 121 Banerjee, P.K., 320–321
Abela, R.L., 422 Barabái, A.L., 203
Aberth, O., 444–445 Barkan, D.D., 320, 331, 333
Ablow, C.M., 320 Barnes, J.G.P., 438, 441, 444–445
Addison, P.S., 280
Bartuccelli, M., 106
Adiletta, G., 266
Bautin, A.N., 157
Aggarwal, H.R., 320
Bechtel, S.E., 293–295
Aguado, M., 234
Ahmad, S., 332 Beeston, H.E., 334
Ajayan, P.M., 96, 101–102 Benner, H., 169
Akay, A., 95 Bently, D.E., 121
Al-Bender, F., 97 Benzi, R., 251
Albert, R., 203 Beran, J., 23
Alefeld, G., 444 Beredugo, J.O., 333
Ali, M.S., 135 Bergman, L.A., 372, 377
Alleyne, D., 341, 352 Bernard, T., 169
Ambrósio, J., 358 Beskos, D.E., 331
Anagnostopoulos, A.N., 106 Bethell, P.J., 422–423
Andrews, R., 99 Bettess, P., 331
Antoni, J., 407 Bezrukov, S.M., 224
Apsel, R.J., 320, 332 Bielak, J., 358
Arakere, N., 105 Bindemann, A.C., 358
Arimoto, S., 157
Bishop, S., 177–178, 184
Arnold, B.J., 422–423
Black, C., 280
Arnold, R.N., 323, 334
Black, H.F., 121
Ashley, H., 62
Atluri, S.N., 358 Bonilla, B., 4–7
Averina, V., 135 Bouwman, V., 385
Awojobi, A.O., 323–324, 331, 333–334 Boyd, R.W., 234
Brackbill, C.R., 95
Braun, H.A., 169–170
B Buckingham, E., 348
Bag, B.C., 224 Bueler, E., 135
Bagley, R.L., 3 Butcher, E.A., 135
Baier, G., 31 Butterfield, R., 331
Bainov, D., 204, 210 Bycroft, G.N., 323–324, 334
449
450 Author Index
C Coleman, J.N., 99
Caldas, I.L., 106 Collinger, J.C., 95
Campbell, S.A., 159 Costello, G.A., 285, 287
Cao, D.-Q., 263–272 Costello, H., 358
Cao, L., 224, 234, 236 Cotsaftis, M., 291, 300, 313
Carlson, C.D., 293–295 Cox, D.E., 410
Carmona, R., 279 Crede, C.E., 50
Carnahan, B., 140 Crowe, C.T., 430
Carrol, T.L., 13 Cunny, R.W., 334
Casadememunt, J., 234 Curran, S.A., 99
Casademunt, J., 234 Curry, J.H., 37
Castellani, A., 324 Cvitanovic, P., 37
Castro, F., 223–224
Cawley, P., 341, 352
Cawley, R., 32 D
Chae, Y.S., 334 Dai, G.-P., 251
Chan, C.K., 334 Dalby, A.R., 203
Chandler, D.E., 321 Danca, M.F., 191
Chandrasekaran, H., 77 Daniere, J., 407
Chao, C.C., 320 Das, S., 3, 5
Chapel, F., 332 Davies, T.G., 320
Chaplin, C.R., 291 Davies, T.J., 286, 289–290
Chavz, A., 124 Davison, D.E., 136
Chen, C.H., 136 Dawance, G., 334
Chen, C.W., 409 Day, S.M., 331
Chen, D.M., 384 Day, W.B., 121
Chen, G.R., 158, 203 de Jongh, J., 384
Chen, S.B., 234 de Kraker, A., 384
Chen, W.H., 136 de Souza, S.L.T., 106
Chen, X.F., 224 Deck, J.F., 358
Chen, Y.-H., 13, 33 Deng, Y., 251
Cheng, D.M., 385 Deshmukh, V., 135
Chesse, P., 397 Devulder, C., 264
Childs, D.W., 121 Dhamala, M., 158
Chinvorarat, S., 417 Dickey, E.C., 99
Choi, S.K., 121 Diez-Martines, O., 170
Choi, Y.S., 121 Ding, J., 263–264
Chongbin, Z., 331 Ding, M., 158
Chow, S.N., 385 Ding, Q., 264
Chow, Y.K., 329 Dion, J.M., 136
Christiansen, P.L., 106 Ditto, W.L., 32
Chu, F., 275 Dixit, S.N., 233
Chu, T., 409–435 Dobry, R., 330–331
Chua, D.H.C., 96 Dominguez, J., 331
Chua, L.O., 31, 204 Don, J., 409–435
Chueshov, I.D., 385 Dong, S., 342, 344–346
Chuhan, Z., 331 Dowell, E.H., 62
Chui, C.K., 278 Dragana, T., 158
Chung, K., 178 Driver, D., 183
Cipra, R.J., 295 Drnevich, V.P., 334
Cipric, G., 177 Duan, L., 158
Claro, J.C.P., 358 Duan, Y.W., 13
Clemmet, J.F., 324, 333 Dubow Sky, S., 358
Cohen, I., 31 Dugard, L., 136
Author Index 451
Dugundji, J., 62 Gao, G., 394

Duns, C.S., 331 Garcia-Archilla, B., 264–265
Durand, D.M., 217 Garg, N.K., 135
Garvey, S.D., 384
Gaul, L., 358
E Gazetas, G., 331
Eastwood, W., 334 Gazis, D., 342, 347
Eckman, J.P., 13 Ge, S., 287
Ehrich, F.F., 121 Gee, D.J., 62
Elata, D., 288 Gegg, B.C., 77–93
Elbeyli, O., 136, 138, 140, 144–146 Gerlach, U.H., 374
Elger, D.F., 430 Ghosh, P.K., 224
Elorduy, J., 320, 324 Gilbert, A.C., 23
Emami-Naeini, A., 143 Girard, J., 331, 333
Eshkenazy, R., 288 Gladwell, G.M.L., 323
Ettouney, M.M., 331 Gokcek, C., 191
Goldman, P., 121
Golinval, J.C., 275
F Gómez, X., 291
Fan, D., 157–166 Goncalves, P.B., 135
Fan, S.-B., 251–259 Gonchenko, S.V., 37
Fang, T., 32 Gonchenko, V.S., 37
Faria, T., 159 Gong, Y.F., 170
Fedigan, S., 122 Goswami, G., 224
Feldmann, A., 23 Goto, S., 203
Feng, N.S., 264 Goychuk, I., 224
Feng, R., 169–174 Grebogi, C., 32, 105, 109, 170, 177
Feng, T., 280 Grebogi, E.C., 32
Feng, Z., 158 Griffin, J.H., 358
Ferri, A.A., 357–358 Grootenhuis, G., 324–325, 330, 333–334
Fey, R.H.B., 384 Grootenhuis, P., 323, 334
Findlay, W., 438, 441–442 Grossmann, S., 236
FitzHugh, R., 157 Grune, L., 191
Flores, P., 358 Gu, K., 136
Foias, C., 264, 385 Guan, Z.H., 136
Fox, R.F., 235–236 Guckenheimer, J., 384
Frank, M., 234 Gudyma, Y.V., 223
Franklin, G.F., 143 Guido, A.R., 266
Frazier, G.A., 331 Guillot, M., 334
Freitas, M., 177 Gunaratne, G.H., 37
Friedland, S., 347 Guo, S., 159
Friswell, M.I., 384 Guo, Y., 37–47
Fry, Z.B., 332, 334 Gupta, D.C., 333
Fu, X.L., 203–215 Gustavsson, I., 409
Fuentes, M.A., 224–226 Guyan, R.J., 264
Fujimoto, S., 297
Fujisaka, H., 236
Fulinski, A., 223 H
Hai, W.H., 13
Hakal, P.D., 191–192
G Haken, H., 223
Gallas, J.A.C., 37 Hall, J.R. Jr., 330, 332–333
Galvanetto, U., 177–178, 184 Hamidzadeh, H.R., 319–335
Gan, C., 177–178 Han, Q.L., 136
452 Author Index
Han, R.P.S., 38 Huang, N.E., 251, 398, 401

Han, X.P., 203–215, 342 Huang, W.H., 263–272
Hanggi, P., 236 Huang, W.L., 13
Hänggi, P., 224 Huang, Y., 95–103
Hardin, B.O., 334 Huang, Y.P., 289–290
Harding, J.W., 323 Huang, Y.S., 159
Harris, C.M., 50 Huber, M.T., 169–170
Hashemi, S.M., 297 Huberman, B.A., 170
Hassard, B.D., 159, 163, 165 Hui, D., 96
Hay, T., 341 Huxley, A.F., 157
He, D.H., 13, 33, 217–219, 221 Hwang, W., 279
He, K., 106
He, L., 50
He, Q., 32 I
He, Y.N., 136, 386 Ikeda, K., 384
Heller, L.W., 320 Iljitchov, V.A., 333
Henon, M., 37 Inozu, B., 397
Hernandez-Garcia, E., 234 Inse, G., 158
Hernandez-Machado, A., 234, 240 Insperger, T., 140, 145
Herstein, I.N., 438–439 Israil, A.S.M., 332
Herzberger, J., 444 Itoh, M., 204
Hespanha, J.P., 136, 145–146 Iwan, W.D., 97–98
Hetet, J.F., 397
Hildebrand, F.B., 63
Hindmarsh, J.L., 171 J
Hiroshi, K., 158 Jackson, J.K., 23
Hisayo, M., 158 Jacob, K.I., 293–295
Hodgkin, A.L., 157 Jalili, N., 96
Hodgman, T.C., 203 Janbu, N., 330
Hoelscher, J., 421–435 Jauberteau, F., 385
Holmes, P., 384 Jeong, H., 203
Honaker, R.Q., 422–423 Ji, C.J., 169
Hong, D.W., 295 Ji, G., 136
Hong, L., 31–36, 121–131, 157–166, 217–221 Jia, Y., 223–224, 236
Hope, R., 122 Jiang, J., 31–36, 121–131, 217–221
Horne, A.B., 203 Jiang, X.F., 136
Horsthemke, W., 223 Jin, W.Y., 169–174, 217–221
Hou, Z.K., 135 Jin, Y.F., 223–230, 234
Housner, G.W., 324 Jirsa, V.K., 158
Hruska, S.L., 37 Johnson, L.R., 320, 328
Hsiao, M.-H., 410 Jolly, M.R., 95
Hsieh, T.K., 330, 332 Jones, R., 334
Hsu, C.S., 32 Joshi, A., 96
Hsu, S.T., 358 Juang, J.-N., 409–410
Hu, G., 223, 227 Jung, P., 233
Hu, H.Y., 4, 162, 169 Junjiro, O., 357–358
Hu, S.J., 170 Just, W., 169
Hu, W., 264
Hu, X.B., 136
Huang, H.C., 136 K
Huang, J.H., 96 Kalmar-Nagy, T., 135
Huang, J.-K., 409–410, 417 Kamath, G.M., 95
Huang, K., 178 Kaminish, K., 233
Huang, L.H., 159, 162, 371 Kanai, K., 334
Author Index 453
Kanehisa, M., 203 Kurdi, M.H., 135

Kang, J.-K., 297 Kurths, J., 217
Kao, C.Y., 136 Kusakabe, K., 323–324
Kapitaniak, T., 31–32, 49 Kwon, O.M., 136
Kappaganthu, K., 105–120 Kwon, T., 122
Karabalis, D.I., 331 Kypriandis, I.M., 106
Karasudhi, P., 324, 332
Karnopp, D.C., 50
Karvinen, T., 285–297, 299–316 L
Kausel, E., 320, 331–332 Lacovoni, G., 23
Kawakami, H., 32 Lai, C.H., 217
Kazarinoff, N.D., 159, 163, 165 Lai, Y.C., 32
Kazuyuki, A., 158 Laing, C.R., 385
Ke, S.Z., 236 Lainscsek, C., 32
Keblinski, P., 101–102 Lakshmikantham, V., 204, 210
Keer, L.M., 324, 332 Lamb, H., 320, 322, 328
Kelley, J.L., 440 Lampaert, V., 97
Kenji, M., 357–358 Lankarani, H.M., 358
Kerschen, G., 275 Lardies, J., 276
Keskinen, E.K., 285–297, 299–316 Launis, S., 291, 300, 313
Keskiniva, E., 300, 307 Lawrence, F.V. Jr., 334
Khadem, S.E., 96 Lee, C.H., 13
Khadra, A., 203 Lee, H.C., 297, 410
Khalil, H.K., 119 Lee, K.Y., 375
Kilbas, A.A., 3 Lee, S.L., 324, 332
Kim, N.H., 135 Lee, S.M., 136
Kim, Y.B., 121 Lee, T.H., 333
Kimura, H., 297 Lei, P.-F., 61–76, 385
Kireitseu, M., 96 Lei, S., 13
Kissenpfenning, J.F., 330 Leiber, T., 233
Kleeberger, M., 291 Lenci, S., 177
Klein, E.J., 135 Leng, Y.-G., 251–259
Klein, M., 31 Lenz, J., 358
Kloeden, P.E., 191 Lesieutre, G.A., 95
Knospe, C., 122 Leung, A.Y.T., 169, 264
Kobayashi, K., 31 Levy, V.J., 23
Kobayashi, O., 32 Lewis, F.L., 143–144
Kobayashi, S., 320 Li, B.H., 394
Kobori, T., 323–324 Li, C., 203
Kohmuench, J.N., 422 Li, G., 177–178, 184
Kong, L., 293 Li, H.K., 397–408
Koratkar, N.A., 96, 101–102 Li, J.L., 223–224
Kordt, M., 384 Li, J.R., 236
Kovacs, W.D., 334 Li, K.-L., 61–76
Kraincanic, I., 287–289 Li, K.T., 386
Krautkrämer, H., 341 Li, T., 13
Krautkrämer, J., 341 Li, W., 143
Krizek, R.O., 333 Li, X., 160–162
Krodkiewski, J.M., 122, 263–264 Li, Z.G., 204, 234
Kuhlemeyer, R.L., 331 Liang, G.Y., 224, 234
Kukla, S., 372 Liang, Z.Y., 96
Kumaniecka, A., 291, 297 Liao, W.H., 95
Kunichika, T., 158 Liao, X., 203
Kuo, C.-H., 417 Liberzon, D., 136, 145–146, 191
454 Author Index
Lin, C.L., 136 Maistrenko, Y., 32

Lin, L., 224 Majee, P., 224
Lin, W.W., 13, 204 Mallat, S., 279–280
Lindler, J.E., 95 Mallik, A.K., 50, 56
Liu, A., 96 Mamoon, S.M., 321
Liu, B., 203, 251 Mance, V., 23
Liu, G., 342 Mandel, L., 233
Liu, H.H., 169–174, 398, 401 Manley, O., 264, 385
Liu, J., 291 Mann, B.P., 135
Liu, S.D., 19 Mannell, R., 234
Liu, S.S., 19 Marion, M., 264, 384–385
Liu, X.T., 371
Maritan, A., 217
Liu, X.Z., 203–204
Marotto, F.R., 37
Liu, Y., 23–29, 95, 384–385
Masoller, C, 169–170
Liu, Y.S., 204, 210
Matsumoto, T., 31
Liu, Y.-X., 371–380
Liu, Z., 19, 23 Matthies, H.G., 265
Ljung, L., 409 Matthiesen, R.B., 333, 335
Logan, K., 397 Maxwell, A.A., 334
Long, Q., 234 Mccarthy, B., 99
Long, S.R., 251, 398, 401 McClintock, P.V.E., 234
Long, Y.J., 50 McEvilly, T.V., 334
Lorenz, E.N., 13, 38 McFadden, P.D., 402
Lou, J.J., 49–60 McRobie, A., 385
Love, A.E.H., 285, 287 McRobie, F., 177
Lowe, M., 341, 352 Meguid, S.A., 287, 289–290
Lü, J., 203, 205 Mei, D.C., 224, 234, 239
Lu, J.A., 203–205 Mei, G.-H., 383–394
Lu, K., 385 Meirovitch, L., 371
Lü, L.-F., 371–380 Meiss, J.D., 37
Lu, Q.S., 158, 170, 178 Meyer, M., 265
Lu, X.M., 136 Miah, H., 264
Luco, J.E., 324, 330, 332–333, 335 Michaelis, M., 280
Lumer, E.L., 170 Mickens, R.E., 276–277
Luo, A.C.J., 37–47, 77–93, 189–200 Miliou, A.N., 106
Luo, Q., 136 Miller, D.E., 136
Luo, X.L., 234
Miller, G.F., 323
Luo, X.Q., 224
Minai, R., 323–324
Luo, Y., 357–370
Minor, G.R., 333
Lusebrink, H., 384
Mohanty, M., 421–435
Luther, H.A., 140
Luttrell, G.H., 422–423 Mohri, A., 297
Lv, C., 403 Moiseuev, N., 347
Lysmer, J., 330–331 Montonen, E., 300
Montonen, J., 291, 299–316
Moon F., 177–178, 184
M Moore, R.E., 446
Ma, H., 135 Morse, A.S., 136, 145–146, 191
Ma, J., 287 Mosekilde, E., 37
Ma, X.J., 400–401 Moss, F.E., 234, 236
MacCalden, P.B., 333, 335 Mroczkowski, T.T., 236
Maccari, A., 178 Mu, J., 341
Mahajan, A., 409–435 Murota, K., 384
Mahmoodi, S.N., 96 Muszynska, A., 121
Author Index 455
N Penny, J.E.T., 384

Nagakagi, S., 297 Penz, S., 280
Nagumo, J., 157 Pesqueraet, L., 234
Nakagawa, T., 297 Pesterev, A.V., 372, 377
Nakano, H., 320 Phillips, D.I., 422
Narducci, L.M., 234 Pikovsky, A.S., 217
Nataraj, C., 105–120 Pinto, O.C., 135
Navarro-Lopez, E.M., 78 Podlubny, I., 3, 5
Nayfeh, A.H., 275 Popovych, S., 32
Nebojsa, V., 158 Popplewell, N., 341–354
Neiman, A.B., 217 Porwal, R., 275–283
Nelson, H.D., 105 Powell, J.D., 143
Nicolis, G., 223 Prigogine, I., 223
Niculescu, S.I., 136 Prinsolo, T.R., 422
Nieto, J.A., 320, 324 Procaccia, I., 37
Nikola, B., 158 Pursey, H., 323
Nikravesh, P.E., 358 Pyragas, K., 170
Nishimura, N., 320
Nishioka, T., 203
Niziol, J., 291, 297
Q
Noah, S.T., 121, 264
Qian D, 99
Noori, M.N., 135
Qiu, J.H., 122
Noriega, J.M., 234
Quarry, M., 341
Novak, M., 333
Quinlan, P.M., 323
Novikov, E.A., 236
Novo, J., 264–265
R
Rainey, F., 177–178
O
Ramirez, W.F., 135
Oltvai, Z.N., 203
Rantell, T., 99
Oner, M., 330
Rantzer, A., 136
Ostheimer, M., 169
Rao, Y., 23
Otsuki, M., 297
Raoof, M., 286–294
Ott, E., 32, 105, 109, 170
Ratay, R.T., 332
Ott, Y.J.A., 32
Rattanawangcharoen, N., 341
Ovsyannikov, I.I., 37
Raunisto, Y., 313
Rauseo, S., 32
Ravindra, B., 50, 56
P Raymer, M.G., 234
Pan, Y., 409–435 Rega, G., 177, 265
Papadopulus, M., 320 Reibold, E., 169
Park, J.H., 136 Reissner, E., 322–323
Parker, R.G., 293–294, 371 Reiterer, P., 32
Parmelee, R.A., 333 Ren, S., 383–394
Parrondo, J.M.R., 223 Ren, W., 170
Parunov, J., 177 Ren, X., 394
Pavlakovic, B., 341 Renshaw, A.A., 375
Pawlak, Z., 437–438, 442 Revelli, J.A., 224–225
Pecora, I.M., 13 Rezounenko, A.V., 385
Pekeris, C.L., 320 Richardson, J.D., 324, 333
Peng, C., 136 Richart, F.E., 330, 332, 334
Peng, J.H., 13–21, 170 Ridge, I.M.L., 291
Peng, Z., 275 Riedi, R., 23
456 Author Index
Riitahuhta, A., 300, 307 Shah, A., 341–354

Risken, H., 233 Shang, H., 177–184
Rivero, M., 4–7 Shang, Z., 121–131
Rivin, E.I., 51 Shaw, D.E., 333
Rizzo, P.C., 330 Shekhter, O.Y., 320
Roach, A., 297 Shen, X., 203
Roberson, J.A., 430 Shen, Z., 251, 398, 401
Robertson, I.A., 323 Sheng, J., 136, 140, 144–147, 149, 153
Rodeigaez, M.A., 234 Sherman, R., 23
Roesset, J.M., 330–332 Shi, G., 358
Rong, H., 32 Shi, P.L., 217–219, 221
Roog, Y., 357–358 Shih, H.H., 398, 401
Rose, J., 341 Shin, E., 96
Rose, R.M., 171 Shokooh, A., 4
Rosier, C., 385 Short, R., 233
Rossi, C., 266 Shuai, J.W., 217
Rossler, O.E., 31 Sidhu, T.S., 191–192
Roy, P., 397 Sikdar, B., 23
Roy, R., 13, 233–235 Silk, M., 348
Ruan, J., 204 Simeonov, P., 204, 210
Ruan, S., 159, 162, 165 Singh, S., 233
Rubin, M.B., 293 Sinha, H., 170
Rucker, W., 329, 332 Sipcic, S.R., 62
Rudakov, V.N., 37 Slaats, P.M.A., 384
Ruelle, D., 13 Slotine, J.J.E., 143
Russell, D.F., 217 Smith, E.C., 95
Sneddon, I.N., 323
Snowdon, J.C., 50
S Snyder, M.D., 333
Sachdev, M.S., 191–192 Soderstrom, T., 409
Sagoci, H.F., 323 Soh, Y.C., 204
Sahle, S., 31 Soliman, M.S., 177–178
Sahni, P.S., 233 Somaini, D.R., 331
Sainz-Trapága, M., 169 Sommer, G., 280
San Migud, M., 234, 240 Sommerer, J.C., 32
San Miguel, M., 234 Song, B., 135–154
Sanchez, A.D., 223–225 Soukhoterin, E.A., 37
Sancho, J.M., 234, 240 Spanos, P.-T.D., 98
Sansour, C., 265 Spence, H.D., 203
Sansour, J., 265 Spyrakos, C.C., 331
Sauren, A.A.H.J., 384 Sreaonovich, R.L., 240
Schenzle, A., 234 Srivastava, H.M., 3
Schlichting, H., 63 Stanisic, M.M., 372
Schmidtmann, O., 385 Stanley, F.L., 422–423
Schmitz, T.L., 77 Staszewski, W., 276
Schoen, M.P., 409–420 Steindl, A., 384–385
Schurrer, F., 32 Stepan, G., 135, 140, 145
Scott, R.A., 358 Sthindl, A., 264
Seed, H.B., 331, 334 Stokoe, K.H., 334
Segalman, D.J., 98 Stone, L., 217–219, 221
Segundo, J.P., 170 Stouboulos, I.N., 106
Sell, G.R., 385 Stoyko, D., 341–354
Senjanovic, I., 177 Strogatz, S.H., 109, 113, 203
Seydel, R., 384 Strohoe, K.H., 331
Author Index 457
Strzemiecki, J., 288 Troger, H., 264–265, 384–385

Suarez, L.E., 4 Trujillo, J.J., 3–7
Suh, C.S., 77–93 Trump, G.D., 422
Suhr, J., 96, 101–102 Tsakalidis, C., 332
Sul, S.-K., 297 Tsao, T.C., 377
Sun, G., 291 Tung, C.C., 398, 401
Sun, J.Q., 32, 135–154 Tzou, H.S., 357–358
Sun, L., 122
Sun, X., 385
Sundararajan, P., 264 U
Sung, T.Y., 323 Ulbrich, H., 121, 123–124, 128
Sutera, A., 251 Ulsoy, A.G., 358
Suzuki, T., 323–324 Unnikrishnan, N., 409–420
Swevers, J., 97 Urchegui, M.A., 291
Syrmos, V.L., 143–144 Ushijima, Y., 297
Szekely, E.M., 320, 324
V
T Vakakis, A.F., 121, 275
Ta, M.N., 276 Valaristos, A.P., 106
Tabiowo, P.H., 324, 331, 333–334 van Campen, D.H., 384–385
Takuji, K., 158 Van den Broeck, C., 223
Tamer, S., 122 Van Wiggeren, G.D., 13
Tan, C.A., 377 Velarde, M., 159
Tang, J.S., 13–21, 95 Veletsos, A.S., 324, 330, 332
Tangpong, X.W., 95–103 Velinsky, S.A., 293
Tani, J., 122 Verbic, B., 324
Taqqu, M.S., 23 Verho, A., 295–296
Tassoulas, J.L., 331 Verqni, D., 23
Tatjer, J.C., 37 Verriest, E.I., 136
Tato, W., 291 Viana, R., 177
Tauzia, X., 397 Vijta, M., 143
Temam, R., 264, 384–385 Vodyanoy, I., 224
Teo, E.T.H., 96 Vohra, S., 293–295
ter Weeme, J.W., 385 Vulpiana, A., 251
Terzaghi, K., 331 Vyas, N.S., 275–283
Tetsuni, S., 357–358
Tetsushi, U., 158
Theirs, G.R., 334 W
Thompson, J.M.T., 177–178, 395 Walworth, M., 416
Thomson, W.T., 323 Wan, Y.H., 159, 163, 165
Thoors, H., 77 Wang, B., 96
Thylwe, K.E., 31 Wang, C.L., 50
Tian, E., 136 Wang, F.Z., 170
Titchmarsh, E.C., 323 Wang, G.Z., 403
Titi, E.S., 264–265, 385 Wang, H.Y., 203
Tombor, B., 203 Wang, J.L., 263–272
Tomlinson, G., 96, 275 Wang, K.W., 95–96
Toral, R., 217, 223–226, 234 Wang, L., 159
Torresani, B., 279 Wang, Q.G., 136, 158
Torvik, P.J., 3 Wang, T.-Y., 251, 255
Traverso, M.G., 77 Wang, W.J., 402
Triantafyllidis, T., 330, 332 Wang, X., 4–10, 203
Trifunac, M.D., 335 Wang, Y., 189–200
458 Author Index
Wang, Y.-C., 49–60 Y

Wang, Y.F., 371–380 Yamamoto, M., 297
Wang, Y.Q., 13 Yamamoto, N., 204
Wang, Z.H., 4–10, 96, 169, 251 Yan, B.Q., 204, 210
Warburton, G.B., 323, 333–334 Yanai, N., 297
Watson, J.N., 280 Yang, B., 135, 372, 375, 377
Watt, D.A., 438, 441–442 Yang, C.M., 204–205
Watts, D.J., 203 Yang, L.B., 204–205
Webster, J.J., 333 Yang, T., 204–205, 210
Wei, B.Q., 96 Yen, N.C., 398, 401
Wei, J., 159–162, 165 Yigit, A.S., 358
Wei, Y.T., 324, 330, 332 Yin, J.P., 234
Weiss, M.P., 288 Yin, X.Y., 394
Weiss, R.A., 320 Yoon, R.H., 422
Weissmann, G.F., 330 Yorke, J.A., 13, 105, 109, 170
Wen, C.Y., 204 Yoshida, K., 297
Wereley, N.M., 95 Yoshizawa, S., 157, 334
Wesley, D.A., 333 Young, M.R., 233
Westmann, R.A., 324, 332 Yu, A.W., 233–235
Yu, B., 401
Whitman, R.V., 330–332
Yu, D.J., 13
Wichmann, B.A., 438, 441–442
Yu, H.J., 170
Wickert, J.A., 95
Yu, J.J., 121, 203
Wiercigroch, M., 78
Yu, X., 203
Wiggins, S., 384
Yuan, Y., 159
Wilkes, J.O., 140
Yue, D., 136
Wilkinson, J., 347
Yung, W.K.P., 96
Willinger, W., 23
Willms, A.R., 204
Wio, H.S., 223–226
Wjewoda, J., 31 Z
Wolf, J.P., 331, 333 Zaikin, A.A., 223
Wong, H.L., 324, 330, 332–333, 335 Zamojska, I., 372
Worden, K., 275 Zapata, R., 77
Wriggers, P., 265 Zartarian, G., 62
Wu, D.J., 224, 234, 236 Zhang, A., 169–174
Wu, J., 159 Zhang, C., 169–174
Wu, M.L.C., 136, 398, 401 Zhang, D., 287
Wu, T., 437–446 Zhang, G.Q., 385
Wu, X., 135 Zhang, H., 251–259
Wu, Y., 217–221 Zhang, J.-Z., 23–29, 61–76, 383–394
Zhang, L., 234, 239, 341
Zhang, N., 263–264
Zhang, P., 50
X Zhang, W., 96
Xiang, Y.L., 234 Zhang, X.L., 13, 357–370
Xie, C.W., 224, 234, 239 Zhang, Y., 31–36, 136
Xie, W.X., 224, 234 Zhang, Z.X., 397–408
Xu, H., 203 Zhao, Y.-J., 251–259
Xu, J.-X., 13, 32–33, 170, 178, 217, 219 Zheng, J., 291
Xu, M., 224, 234, 357–370 Zheng, Q.N., 398, 401
Xu, W., 32, 224, 234 Zheng, Y.H., 170
Xu, Y., 251–259 Zhou, C.S., 217
Xu, Z., 23 Zhou, J., 203, 205
Author Index 459
Zhou, P.L., 398, 400 Zhu, X.W., 13

Zhou, X., 96 Zhu, Z.H., 287, 289–290
Zhu, P., 233–248 Zhuang, W., 342, 344–346
Zhu, S., 233–234, 242 Zhusubaliyev, Z.T., 37
Zhu, S.J., 49–60 Zienkiewicz, O.C., 331
Zhu, S.Q., 223–224, 233–235 Zou, X., 159
Subject Index
A Clean coal, 421–423, 434

Ada programming language, 437–446 Clearance, 122, 268, 357–358, 360, 363–364,
Aerodynamic heating, 62–63, 79 367–370
Aerothermoelasticity, 61 CNT-matrix interface, 96–97, 101, 103
Algebraic structures, 438–440, 442, 446 Coal preparation plant, 421–435
Approximate inertial manifolds (AIM), Complex networks, 203–215
385–386, 392, 394 Complex wire systems, 293–297
Attached masses, 377 Contact stress distribution, 322–323
Attached mass-spring oscillators, 371–372, Continuous time approximation, 137,
375, 377, 380 139–140, 143, 154
Automation, 341, 421–435 Control, 3, 34, 35, 49–50, 56, 78, 95, 122,
Axially moving string, 371–380 135–154, 169–170, 172–174, 177–184,
191, 203–215, 286, 291, 297, 306,
310–311, 313, 316, 357, 392, 421–435,
B 442
Basin of attraction, 34, 35, 177, 180 Coupled system, 204, 207, 212–213, 372,
Belt-pulley systems, 286, 292–294 375, 377
Bifurcation, 31, 33, 34, 36–47, 52–62, 67–74, Coupled vibration of foundations, 320,
105, 109, 113, 127, 157–166, 195, 200, 332–333
270–272, 384–385 Coupling configuration matrix, 204
Bifurcation analysis, 37, 157–166, 384 Coupling strength, 158, 214, 235, 240–248,
Buckling, 61, 67, 69–70, 73–74, 385 371, 377, 380
Bursting and breaking, 23–25, 27, 29 Crisis, 31–35, 105, 109, 120, 438
Cross-correlated noises, 224, 233–248
Cross-coupling effects, 121–131
C Cut-off frequencies, 342, 347–353
Carbon nanotube (CNT), 95–103 Cutting dynamics, 78–81, 91–92
Cell mapping method, 32
Chain elasticity, 313
Chain mechanisms, 300 D
Chaos, 13–21, 31, 37, 49–50, 52–53, 55, 62, Damping, 3–10, 51, 90–92, 95–96, 102–103,
70, 105–106, 109, 113–117, 120, 169, 106–107, 123, 128–131, 178, 184, 265,
184, 204, 223 276, 279, 281, 287, 289–291, 297, 316,
Chaotic attractor, 31, 109, 170, 211 324, 327, 330–334,
Chaotic discharge, 172–174 360–361, 373
Chaotic motion, 13, 19–20, 52–53, 56–57, 59, Damping force of fractional-order derivative,
61, 113 3–10
Chaotic solutions, 38 Discontinuous boundaries, 78–79, 82
Chaotic vibration isolation, 49–60 Distributed friction, 99, 103
461
462 Subject Index
Distribution function, 25, 97–99, 241–243, 445 H

Dynamical behavior, 121, 158, 169–170, 178, Hankel matrix, 414
215, 272, 358 Hŏlder exponent, 24
Dynamical error equation, 207 Henon map, 37–47
Dynamical properties, 233–248 Hetero-clinic orbit, 183
Dynamic buckling, 61 High dimensional chaotic system, 31–36
Dynamics, 32, 37–38, 49–50, 52, 61, 78–79, High order system, 264
90, 96, 105, 121–131, 157, 191, Hindmarsh-Rose model, 170–172, 221
203–215, 217–218, 221, 224, 263, 265, Homogeneous, 4, 15–16, 319, 333, 342–343,
285–296, 299–316, 319–320, 333, 378, 346, 348, 353, 373–374
384–386, 394, 398–401, Hopf bifurcation, 67, 72, 74, 127, 157–166
403–404, 408 Hydraulic boom systems, 300, 307–308, 313
Hydraulic winch, 300, 311–313
Hysteretic friction, 97–98
E
Eigenvalue problem, 332, 371–373, 377–378
Elastic properties, 287, 299, 302–304, 323,
335, 347–348 I
Elevating platform, 300, 314 Impulsive control, 203–215
Empirical mode decomposition (EMD), Inertial manifolds with time delay, 383–394
251–259, 401 Input design, 409–420
Energy dissipation, 95–103, 291–292 Intensity fluctuation, 233–248
Equilibrium point, 211, 215 Interaction between foundations, 319, 330,
Erosion, 177–184 333–335
Explicit form, 124, 380 Interfacial stiffness, 96–97
Inverse problem, 342, 348
Isotropic, 108, 120, 122, 321, 342–343,
F 348, 353
Feedback, 135–137, 140, 143–150, 152–153,
169–174, 177–184
Feedback control, 135, 137, 144–150,
J
152–153, 169–174, 182, 184
FHN neuron, 157–166, 217, 220–221 Jacobian matrix, 66–67, 69, 72, 127,
Flexible connector, 357–370 195–196, 380
Flow field, 392
Flows around airfoil, 393
Fluid dynamics, 384 K
Foundations, 319–335 Kalman filter, 410, 415
Fractal, 23–26, 32–36, 52, 109, 180, 182 Krylov-Bogoliubov method, 275–277
Fractal dimension, 24–25, 52, 180
Fractional-order exponential function, 6, 9
Friction damping, 95–96
L
Least-squares estimation, 410
G Limit cycles, 105, 109–110, 113, 120, 157, 316
Galerkin method, 62, 65–67, 263–272, 372, Line spectrum reduction, 49–50, 57
378, 380, 385–386, 392 Local area networks traffic, 23–29
Galerkin’s discretization, 372, 378–380, 384 Low-oscillation Morlet wavelets, 276,
Generalized Bagley-Torvik equation, 4, 8 280–283
General solution, 3–10, 15–19, 137, 146, 373 Lumped parameter models, 306, 330–331, 333
Graphical user interface (GUI), 424, 427 Lyapunov exponent, 13, 31, 32, 37, 52, 119,
Green’s function, 320, 331–332, 371–380 125
Gyroscopic system, 371, 375 Lyapunov function, 136, 207
Subject Index 463
M P
Machine tool vibration, 81, 90 Panel flutter, 61–76
Markov parameters, 413–415 Period, 38, 43, 52–53, 79, 137–138, 149, 163,
Maximum variance rate, 372, 377–378, 380 166, 170, 180, 194, 313
Microcontroller, 424–427 Periodic flow, 189–200
Mixed boundary value problems, 323–330 Periodic oscillation, 61, 67, 70, 72–74
Mixed parity oscillator, 277, 281–282 Periodic solutions, 37–47, 124, 159, 163, 166,
Model number, 438, 441–442, 444–446 171–174, 194
Model reduction, 383–394 Perturbation, 13–21, 39–40, 127, 170, 371, 385
Multifractal spectrum, 23–29 Perturbation method, 14
Multilevel finite element method, 386–388 Perturbed equations, 13–18, 20
Multi-span rotor, 263, 304 Phase space, 32, 34, 35, 163, 171–173, 178,
192, 384
Pipe, 308, 342–348, 352–354, 371
N Pitch-fork bifurcation, 70, 74
Nanocomposites, 96, 103 Positive mapping, 39, 41–45
Navier-Stokes equations, 383–394 Power flow attenuation rate (PFAR), 57–60
Negative mapping, 38–39, 41–42, 44–45, 47 Power flow line spectrum, 57, 59–60
Neurons, 157–166, 169–174, 217–221 Power flow transmissibility, 50, 56
Nodes, 42, 44–45, 204–211, 215, 266, Predictor-corrector Galerkin method,
364–365, 367, 369, 386–388 263–272
Noise, 49–50, 178, 217–221, 223–230,
233–248, 251–252, 254–255, 257–258,
351, 398, 410, 414, 416, 420 Q
Non-dimensionalization, 65, 75, 99, 107–108, Quadratic oscillator, 277, 281
123, 288, 290, 372
Non-equilibrium phase transitions, 223–230 R
Non-Gaussian noise, 223–230 Reynolds number, 430–431
Nonlinear continuous dynamics, 383–384, 394 Ridge, 279–282
Nonlinear dynamic model, 265, 272 Rolling motion, 183
Nonlinear dynamics, 49, 61, 105, 263–265, Rotor-bearing system, 263–272
268, 272, 358, 365, 383–386 Rotor dynamics, 263
Nonlinear Galerkin method (NLGM), Rotor/stator rubbing, 121–131
264–265, 385–386 Rough number, 437–446
Nonlinearity classification, 275–283 Rough set, 437–438
Nonlinear partial differential equation, 384
Nonlinear system identification, 275
Nonlinear vibration isolation system, 49–52, S
56–57, 59 Safe basin, 177–184
Non-stick motion, 79 Saturation laser model, 233–248
Non-uniform, 25, 27, 97, 139–140 Second-order nonlinear dynamical system, 14
Numerical simulation, 26–29, 90, 105, 109, Self-defined truss element, 357–370
120, 140, 191, 200, 211–215, 219, Self similarity, 23
351–353, 358 Semi-Analytical Finite Element (SAFE), 342,
347–348, 351
Semi-discretization, 137–140, 144–145, 154
O Sensitivity to initial condition, 13–21
Observer/Kalman filter identification (OKID), Separation specific gravity, 422, 435
410, 413 Servo control, 310, 313
Optimal gains, 144–147, 149, 153 Simulations, 26–29, 45, 61–76, 90, 105, 109,
Order reduction, 263–272 120, 140, 191, 200, 211–215, 219, 264,
Oscillation, 61, 67, 70, 72–74, 82, 157, 159, 281, 287, 291–297, 299, 313,
171, 174, 191, 277–279, 281, 313, 316, 316, 319–320, 335, 351–353,
323–324 358–359, 416
464 Subject Index
Single-mode laser model, 223–230, T

234 Time-delay, 135–154, 157–166, 169–174,
Single-stage spiral operation, 422 178–184, 418
Singularity exponent, 24 Time-delay coupling, 157–166
3-D Siwthing system, 189–200 Time sequence, 24, 26, 28, 311
Soil, 319–335 Transition, 31, 103, 138, 172, 223–230, 271,
Spiral circuit, 421–423 287, 347
Spiral concentrator, 421–435 Two-stage spiral operations, 422
Spline coupling, 105–107
Stability, 39, 46, 62, 65, 95–96, 105, 122–131,
135–136, 138, 140, 145–147, U
149–150, 157–166, 191, 195–196, 198, Ultrasonic guided waves, 353
200, 204–206, 215, 248, 291, 297, Ultrasonic receiver, 420
385 Ultrasonic transducer, 409–420
Stability analysis, 123–127, 131 Ultrasonic transmitter-receiver pair, 409–420
Stable period-doubling bifurcation, Unstable period-doubling bifurcation (UPD),
42–44 42–45
stable saddle bifurcation, 42 Unstable saddle bifurcation, 43, 45
Unsteady flux, 23
Standard Morlet wavelets, 279–283
Stick-motion, 97, 101–103
Stick/slip, 95–97, 101–103
V
Stochastic resonance, 251–259 Vibration system, 3–10
Subsystems, 189–200, 223, 264–269, 272,
371, 377, 380, 425
Sub-threshold oscillation, 171 W
Surface responses, 320–322 Wall thickness, 348, 353
Switch ability, 82–83 Wavelet transforms, 275–276, 278–282
Switching system, 189–200 Weak signal, 251–252, 254–255, 257–259
Symmetric oscillator, 281 Wheatstone bridge, 425–426
Synaptic intensity, 170–173 Wire-driven machine, 285–297, 299–316
Synchronization, 158, 203–204, 206–207, Wire elasticity, 313
211–215, 217–221 Wire mechanisms, 285–297, 299–316
Synchronization manifold, 204, 211, Wire rope, 285–292, 296–297
214–215 Wire-rope mechanisms, 295–296
Synchronous full annular rub solution, Wire-rope systems, 291–297
121–122, 124–131 Wire tension, 287, 289, 296, 300, 302,
System identification, 275, 409–420 306–307, 312–313

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Dynamical Systems

Albert C.J. Luo

ISBN 978-1-4419-5753-5 e-ISBN 978-1-4419-5754-2

Library of Congress Control Number: 2010924743

c Springer Science+Business Media, LLC 2010

Printed on acid-free paper

Springer is part of Springer Science+Business Media (www.springer.com)

Dynamics, vibrations, and control of dynamical systems with discontinuity,

Edwardsville, IL Albert C.J. Luo

Part I Nonlinear and Discontinuous Dynamical Systems

1 General Solution of a Vibration System with Damping

2 An Analytic Proof for the Sensitivity of Chaos to Initial

3 Study on the Multifractal Spectrum of Local Area

4 A Boundary Crisis in High Dimensional Chaotic Systems . . . .. . . . . . . . . . . 31

5 Complete Bifurcation Behaviors of a Henon Map . . . . . . . . . . . . .. . . . . . . . . . . 37

6 Study on the Performance of a Two-Degree-of-Freedom

7 Simulation and Nonlinear Analysis of Panel Flutter

8 A Parameter Study of a Machine Tool with Multiple

9 A New Friction Model for Evaluating Energy Dissipation

10 Nonlinear Response in a Rotor System With a Coulomb

11 The Influence of the Cross-Coupling Effects

Part II Time-delay Systems

12 Some Control Studies of Dynamical Systems with Time

13 Stability and Hopf Bifurcation Analysis in Synaptically

14 On the Feedback Controlling of the Neuronal System

15 Control of Erosion of Safe Basins in a Single

Part III Switching and Stochastic Dynamical Systems

16 On Periodic Flows of a 3-D Switching System with Many

17 Impulsive Control Induced Effects on Dynamics

18 Study on Synchronization of Two Identical Uncoupled

19 Non-equilibrium Phase Transitions in a Single-Mode

20 Dynamical Properties of Intensity Fluctuation

21 Empirical Mode Decomposition Based on Bistable

Part IV Classic Vibrations and Control

22 Order Reduction of a Two-Span Rotor-Bearing System

23 Stiffness Nonlinearity Classification Using Morlet

24 Dynamics of Wire-Driven Machine Mechanisms:

25 Dynamics of Wire-Driven Machine Mechanisms,

26 On Analytical Methods for Vibrations of Soils

27 Inversely Found Elastic and Dimensional Properties.. . . . . . . . .. . . . . . . . . . .341

28 Nonlinear Self-Defined Truss Element Based on the Plane

29 Complex Frequency Analysis of an Axially Moving String

30 Model Reduction on Inertial Manifolds of Navier–Stokes

31 Diesel Engine Condition Classification Based

32 Input Design for Systems Under Identification as Applied

33 Development of a Control System for Automating of Spiral

34 On the Rough Number Computation and the Ada

Author Index. . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .449

Subject Index . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . .461

Deng-Qing Cao School of Astronautics, Harbin Institute of Technology,

Josh Hoelscher Department of Mechanical Engineering and Energy Processes,

Yan Liu School of Mechatronics, Northwestern Polytechnical University, Xi’an

Rajkumar Porwal Department of Mechanical Engineering, Shri G. S. Institute of

Yang Wang Southern Illinois University Edwardsville, Edwardsville,

Z.H. Wang and X. Wang

Abstract The generalized Bagley–Torvik system is a linear oscillator whose

Dynamical systems with fractional-order derivatives have found many applications

R C B0 D 3=2 x.t/ C C x.t/ D f .t/:

A peculiarity of this equation is the fractional-order derivative B0 D 3=2 x.t/ that is

Z.H. Wang ()

A.C.J. Luo (ed.), Dynamical Systems: Discontinuity, Stochasticity and Time-Delay, 3

R C B0 D ˛ x.t/ C C x.t/ D 0 .A; B; C > 0I 0 < ˛ < 2/

1.2 Preliminaries for Sequential Fractional-Order

c1 x1 .t/ C c2 x2 .t/ C C cn xn .t/ 0 .a t b/: (1.6)

p./ WD 2n C k C 1 D 0: (1.17)

Obviously, D 0 is not a root of p./ D 0. When k is even, let k D 2m, 1 m <

D D 2.2 3 /.N 2 N 3 /.N 2 3 /.2 N 3 /

The assumptions i ¤ j and i ¤ N j imply that D ¤ 0. Thus, <.c2 /; =.c2 /;