A PERTURBATION-INCREMENTAL

(PI) METHOD FOR STRONGLY

NON-LINAR OSCILLATORS AND
SYSTEMS OF DELAY DIFFERENTIAL
EQUATIONS

CHAN CHUEN LIT

DOCTOR OF PHILOSOPHY

CITY UNIVERSITY OF HONG KONG

JULY 2005
 CITY UNIVERSITY OF HONG KONG

香港城市大學

A Perturbation-Incremental (PI) Method for

Strongly Non-linear Oscillators and Systems

of Delay Differential Equations

用攝動增量法研究強非線性振動系統

及時滯微分系統

Submitted to
Department of Mathematics
數學系
in Partial Fulfillment of the Requirements
for the Degree of Doctor of Philosophy
哲學博士學位

by

Chan Chuen Lit

陳尊列

July 2005
二零零五年七月
 1

Abstract

A perturbation-incremental (PI) method is presented for the computation,

continuation and bifurcation analysis of periodic solutions of strongly autono-

mous/non-autonomous nonlinear oscillators and systems of delay differential

equations. Explicit form of a limit cycle with arbitrary parameter values

can be obtained, which enables the phase portraits to be constructed. Peri-

odic solutions can be calculated to any desired degree of accuracy and their

stabilities are determined by the Floquet theory. As the parameter varies,

bifurcations such as period-doubling, saddle-node, Hopf and torus bifurca-

tions can be identified. In particular, branch switching at a period-doubling

bifurcation is made simple by the present scheme as neither the tangent of

the new branch nor the second derivatives need to be calculated. Subsequent

continuation of an emanating branch is also discussed. Besides, the complex

responses of a nonlinear system due to time delay can be observed and anal-

ysed since the delay is used as the bifurcation parameter. The advantage of

the PI method lies in its simplicity and ease of implementation.

 2

Acknowledgment

I am very grateful to my supervisor, Professor Kwok Wai Chung, for his valu-

able time, great patience, insightful advice and guidance during my study in

City University of Hong Kong. Without his painstaking efforts, it is impos-

sible for me to have finished this thesis. I deeply hope that I can meet more

advisors like him in my future life and career.

I am also grateful to Professor Jian Xu, for his helpful suggestions and

useful discussion on my research.

Contents

1 Introduction 5

1.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.2 Major Contribution and Results . . . . . . . . . . . . . . . . . 9

1.3 Dissertation Synopsis . . . . . . . . . . . . . . . . . . . . . . . 10

2 Branch switching of period-doubling bifurcations 12

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

2.2 The Perturbation-Incremental method . . . . . . . . . . . . . 14

2.3 Period-doubling bifurcation . . . . . . . . . . . . . . . . . . . 21

2.4 Coupled generalized van der Pol oscillators . . . . . . . . . . . 25

2.5 A three-dimensional model of a feedback control system . . . . 33

2.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

3 Strongly nonlinear non-autonomous oscillators 47

3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

3
 4

3.2 The Perturbation-Incremental method . . . . . . . . . . . . . 49

3.3 Stability of a periodic solution . . . . . . . . . . . . . . . . . . 55

3.4 A force oscillator with quadratic non-linearity . . . . . . . . . 56

3.5 A twin-well potential energy oscillator . . . . . . . . . . . . . 68

3.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

4 Delay differential equations 86

4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86

4.2 The Perturbation-Incremental scheme . . . . . . . . . . . . . . 89

4.3 Stability of a periodic solution . . . . . . . . . . . . . . . . . . 96

4.4 A model of recurrent neural feedback . . . . . . . . . . . . . . 97

4.5 The generalized van der Pol oscillator . . . . . . . . . . . . . . 108

4.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114

5 Conclusion 115

Bibliography 121
Chapter 1

Introduction

1.1 Background

Dynamical systems are usually modelled by difference and differential equa-

tions and have been developed in different fields of applications such as me-

chanics, non-linear oscillation and fluid dynamics etc. [57, 63]. In non-linear

dynamic analysis [57], bifurcations are important phenomena representing

significant qualitative change of behaviour in a dynamical system when a

governing parameter changes. There exists different type of bifurcations

such as Hopf, torus, saddle-node and period-doubling etc. In particular,

the period-doubling play an important role in the bifurcation theory since it

is a way leading to chaotic dynamics. Classical non-linear analysis aims at

seeking all possible equilibrium states and the periodic motion of a system,

5
 6

and determining the stability of these solutions. To this end, various pertur-

bation techniques [55, 58] and numerical integration methods [20, 21], such

as multiple scales, averaging method and Runge-Kutta method, have been

employed in classical non-linear analysis.

Perturbation methods can obtain approximate analytical solutions and

investigate the existence, uniqueness, stability of the solutions and their re-

liance on parametric values. However, these techniques are restricted to the

analysis of weakly non-linear problems only: small parameters are assumed

so the perturbations can be carried out. More importantly, it is still unable

to determine from perturbation methods themselves if the parameter is really

small enough for the adequacy of the solutions.

Compared to the perturbation technique, the Numerical Integration meth-

od is capable of treating strongly non-linear problems. However, the exis-

tence, uniqueness and stability of a solution should be assessed and suitable

initial conditions are provided for the integration scheme. Also, these meth-

ods are not suitable for obtaining unstable solutions. The convergence rate

in getting a steady-state solution will be extremely slow near values of bi-

furcations. It will be expansive and difficult to determine parameter regions

of interest. Owing to these problems with both the perturbation method

and numerical integration methods, it is important that new methods for

strongly non-linear systems should be developed.

 7

On the other hand, Harmonic Balance (HB) methods have been applying

to non-linear dynamical problems for many years. Their applications to

various practical problems have been discussed in a number of papers: for

example, reference [5, 6, 28, 80]. In the HB formulation, all the spatial

variables are expressed in terms of Fourier series. A set of non-linear algebraic

equations is then obtained by comparing the coefficients of the harmonic

terms. The final step is to solve the algebraic equations for the coefficients

of the Fourier series. However, the complexity of the formulation as a set of

non-linear algebraic equations in terms of Fourier series is its main deficiency.

Furthermore, to improve the accuracy of the solutions, the problem needs to

be reformulated whenever more harmonic terms are added.

The Incremental Harmonic Balance (IHB) method can give more accu-

rate results than the HB method without suffering from the deficiency of

the latter. The IHB method was originally presented for analyzing peri-

odic structural systems [40] and has been successfully applied to various

types of non-linear dynamical problems. For example, results for limit cycle

analysis of autonomous systems are obtained in Lau and Yuen [42]. The

IHB method is particularly convenient for computer implementation. In this

method non-linear differential equations are transformed into a set of lin-

earized incremental algebraic equations in terms of the Fourier coefficients,

and so only linear equations have to be solved iteratively in each incremental

 8

step. The accuracy of the solutions can be easily increased as the linearized

matrix equation will be updated at each iterative step. Therefore, there is

no difficulty in changing the number of harmonic terms of a solution in the

course of the continuation procedure. This feature will obviously lead to

an effective computer implementation for obtaining responses with a desired

accuracy over a wide parameter range. Furthermore, both stable and un-

stable solution can be sought directly. The IHB procedure, however, is not

self-starting, that is, it cannot provide an initial solution by itself.

Recently, Chan et al. presented a perturbation-iterative method [9] which

can be applied to moderately large values of a governing parameter. In

case the parameter is arbitrary, another procedure called the perturbation-

incremental method [10] was formulated and later extended in [83] to calcu-

late also the separatrice of a nonlinear oscillator. This method is similar to

the IHB method mentioned above in that a periodic solution is approximated

by Fourier series. However, the main difference is that a nonlinear time ϕ is

introduced in the Fourier series instead of the physical time t. The advantage

of a perturbation scheme is that it can provide analytical results, but only

for a small parameter. Supplemented by an incremental step, the range of

the parameter can be extended to large values.

 9

1.2 Major Contribution and Results

In the Ph. D. study, my supervisor give me many illuminating ideas. I not

only worked on his ideas but also supplemented with my own. For example,

when the PI method was extended to a system of delay differential equations

(DDEs), I found that one more equation which corresponded to the nonlinear

time transformation had to be included so as to make the incremental step

work. Besides, the way to calculate the stability of a periodic solution of

DDEs is quite different those without delay as such systems are of infinite

dimension. I got an idea from some articles and then combined it with the

PI method. As a result, the stability of a periodic solution of DDEs can

be determined easily. To implement the PI method, programming have been

done in MATLAB and FORTRAN 90 and performed on a UNIX workstation.

There are some important results from my research:

1. A simple but efficient algorithm is found by using a perturbation-

incremental method for switching branches at a period-doubling bifur-

cation. To switch to a new branch at a bifurcation point, a parameter is

simply turned on from zero to a small positive value so as to obtain an

initial solution on the emanating branch for subsequent continuation.

2. The perturbation methods have been successfully applied to determine

the periodic solutions of strongly nonlinear non-autonomous oscillators

 10

and system of DDEs.

1.3 Dissertation Synopsis

In the MPhil study, the perturbation-incremental method was extended to

determine the bifurcations and limit cycles of strongly nonlinear autonomous

oscillators with many degrees of freedom. Coupled van der Pol oscillators

and coupled Rayleigh oscillators were taken as numerical examples. Com-

pared with perturbation techniques and numerical integration methods, the

perturbation-incremental method not only works extremely well for strongly

non-linear problems but also is efficient for performing parametric studies. In

the Ph. D. study, the present method was further extended to study various

nonlinear systems. The dissertation is composed of four chapters. In Chap-

ter 2, a simple but efficient algorithm is presented by using a perturbation-

incremental method for switching branches at a period-doubling bifurcation

of strongly non-linear autonomous oscillators with many degrees of freedom.

In Chapter 3, the perturbation-incremental method is extended to the

analysis of strongly non-linear non-autonomous oscillators of the form ẍ +

g(x) = ²f (x, ẋ, Ωt), where g(x) and f (x, ẋ, Ωt) are arbitrary non-linear func-

tions of their arguments, and ² can take arbitrary values.

Besides, time delay is ubiquitous in many physical systems. In particular,

 11

delayed differential equations are used to model various phenomena, such as

neural [29, 45], ecological [39], biological [49], mechanical [37, 48, 58, 67],

controlling [65], secure communication via chaotic synchronization [31, 66]

and other natural systems due to finite propagation speeds of signals, finite

reaction times and finite processing times [69]. These researches show that

the time delay in various systems has not only a quantitative but also quan-

titative effect on dynamics even for small time delay [27]. Therefore, the

investigation of the mechanism of how the delay induces various dynamics

of a system becomes important. In Chapter 4, the perturbation-incremental

method is presented for the computation, continuation and bifurcation anal-

ysis of nonlinear systems of delay differential equations where the time delay

is used as the bifurcation parameter to unfold the complicated behaviour of

the systems.
Chapter 2

Branch switching of
period-doubling bifurcations

2.1 Introduction

Period-doubling sequences leading to chaos are observed in many science

phenomena and engineering problems, and have been the subject of many

analytical and numerical investigations, see references [1, 4, 24, 44, 59, 60, 61,

79]. In the computation of a new branch from a period-doubling bifurcation,

one of the main problems is to find a starting point on the emanating branch

which serves for a subsequent tracing of the entire branch. The calculation of

an emanating solution is called branch switching. All methods for switching

branches consist of the following two steps :

(I) An initial guess of a starting point on the emanating branch is to be

12
 13

constructed.

(II) An iteration that should converge to the new branch must be estab-

lished.

Therefore, a branch switching may be regarded as a problem of estab-

lishing suitable predictors and correctors. Popular algorithms for switching

branches include the construction of a predictor via the tangent [44, 70, 72]

or the construction of correctors with selective properties [71]. However, such

algorithms are generally quite involved since they require the computation

of second derivatives [57].

In this chapter, we present a simple and efficient method for switching

branches of a period-doubling bifurcation of strongly nonlinear autonomous

oscillators. With this new method, neither the tangent of a new branch nor

the second derivatives have to be calculated. A parameter is simply turned

on from zero to a small positive value so that a solution on the new branch

is obtained. Furthermore, the parametric value at which a period-doubling

bifurcation occurs can be determined accurately.

In [10, 11, 83], a perturbation-incremental (PI) method was developed,

which works extremely well for single strongly nonlinear autonomous oscilla-

tor. Later, this method was extended to calculate the limit cycles of quadratic

differential systems [8, 12] and coupled strongly nonlinear oscillators [17]. In
 14

this chapter, the PI method is extended to the study of period-doubling bi-

furcations of strongly nonlinear autonomous oscillators with many degrees

of freedom. The numerical results will be compared with those from the

Runge-Kutta method and the bifurcation package AUTO 97 [20, 21]. The

advantage of the PI method lies in its simplicity and ease of implementation.

2.2 The Perturbation-Incremental method

In this section, we describe the PI method for strongly nonlinear autonomous

oscillators with many degrees of freedom.

Consider the following strongly nonlinear autonomous oscillators with

many degrees of freedom in which internal resonance may occur

ẍi + gi (xi ) = λfi (x1 , x2 , . . . , xN , ẋ1 , ẋ2 , . . . , ẋN ), i = 1, 2, . . . , N (2.2.1)

where gi and fi are non-linear functions of their arguments, and λ is a pa-

rameter of arbitrary magnitude. We introduce a time transformation of the

form

dϕ
= Φ(ϕ), Φ(ϕ + 2π) = Φ(ϕ), (2.2.2)
dt

where ϕ is the new time. In the ϕ domain, equation (2.2.1) has the form

d
Φ (Φx0i ) + gi (xi ) = λfi (x1 , . . . , xN , Φx01 , . . . , Φx0N ) (2.2.3)
dϕ
 15

where prime denotes differentiation with respect to ϕ. Assume that the

system possesses at least one limit cycle solution for λ ' 0, the origin of

the x1 -ẋ1 phase plane is an interior point of the projected limit cycle and M

harmonics provide a sufficiently accurate representation, then the limit cycle

may be expressed as

x1 = a cos ϕ + b, (2.2.4a)

and
M
X
xi = (cij cos jϕ + dij sin jϕ), di0 = 0, i = 2, . . . , N (2.2.4b)
j=0

where a is the amplitude, b the bias, cij and dij reals.

The procedure of the PI method is divided into two steps. The first step

is the perturbation method. For 0 < λ ¿ 1, an approximate solution of

(2.2.1) can be obtained by the averaging method using generalized harmonic

functions in which xi (i = 1, 2, . . . , N ) are all expressed as

xi = ai cos ϕi + bi (2.2.5a)

and
M
X
ϕ s = ϕ 1 − γs + (Lsj cos jϕ1 + Msj sin jϕ1 ), s = 2, 3, . . . , N (2.2.5b)
j=0

where ai is the amplitude, bi the bias, γs , Lsj and Msj constants to be

determined. Detailed computation of these constants is described in [14].

 16

From these constants, the initial values for Φ, a, b, cij and dij defined in

(2.2.2) and (2.2.4) respectively can be determined as follows. Multiplying

both sides of (2.2.3) for i = 1 by x01 = −a sin ϕ and then integrating, we have
Z ϕ
1 λ
(Φ sin ϕ)2 + ve(a, b, ϕ) + fe1 sin θ dθ = 0 (2.2.6)
2 a 0

where
Z x1
v(x1 ) = g1 (u) du,
0
v(a cos ϕ + b) − v(a + b)
ve(a, b, ϕ) = (2.2.7)
a2

and

fei (x1 , . . . , xN , x01 , . . . , x0N , Φ) = fi (x1 , . . . , xN , ẋ1 , . . . , ẋN ), for i = 1, . . . , N.

For λ ≈ 0, assume that the solution of equations (2.2.6),(2.2.7) can be rep-

resented in the form

a = a∗ + O(λ), b = b∗ + O(λ), cij = c∗ij + O(λ),

dij = d∗ij + O(λ), Φ = Φ∗ + O(λ). (2.2.8)

Comparing (2.2.4a) and (2.2.5a) for i = 1, and note that ϕ = ϕ1 , we obtain

a∗ = a1 and b∗ = b1 . (2.2.9)

It follows from (2.2.6) that

p
−2ev (a∗ , b∗ , ϕ)
Φ∗ = . (2.2.10)
| sin ϕ |
 17

By substituting (2.2.9) into (2.2.10), Φ∗ can be determined. Comparing

(2.2.4b) and (2.2.5a) for i ≥ 2, we obtain

Z
2 π
c∗i0
= (ai cos ϕi + bi ) dϕ1 , (2.2.11a)
π −π
Z
∗ 1 π
cij = (ai cos ϕi + bi ) cos jϕ1 dϕ1 , (2.2.11b)
π −π
Z
∗ 1 π
dij = (ai cos ϕi + bi ) sin jϕ1 dϕ1 , (2.2.11c)
π −π

where j = 1, 2, . . . , M .

The second step is the parameter incremental method. Small increments are

added to the initial solution a∗ , b∗ , Φ∗ , c∗ij and d∗ij to obtain a neighbouring

solution corresponding to λ = λ∗ + ∆λ, Φ = Φ∗ + ∆Φ and xi = x∗i + ∆xi (i =

1, . . . , N ).

Equation (2.2.3) is expanded in Taylor’s series about the initial state and

linearized incremental equations are derived by ignoring all the nonlinear

terms of small increments as below

µ ¶
00 0 0 ∂fi
2Φxi + Φ xi − λ ∆Φ + (x0i Φ) ∆Φ0 +
∂Φ
XN µ ¶ XN µ ¶
∂fi ∂fi
−λ ∆xj + −λ 0 ∆x0j +
j=1
∂x j j=1
∂xj
µ ¶
dgi ¡ ¢
∆xi + (ΦΦ0 ) ∆x0i + Φ2 ∆x00i − fi ∆λ =
dxi

− Φ2 x00i − ΦΦ0 x0i − gi (xi ) + λfi , for i = 1, . . . , N. (2.2.12)

 18

From (2.2.4), the terms ∆xi , ∆x0i , and ∆x00i are expressed as, respectively,

∆x1 = ∆a cos ϕ + ∆b, (2.2.13a)

∆x01 = −∆a sin ϕ, (2.2.13b)

∆x001 = −∆a cos ϕ, (2.2.13c)

M
X
∆xi = (∆cij cos jϕ + ∆dij sin jϕ), ∆di0 = 0, (2.2.13d )
j=0
M
X
∆x0i = j(∆dij cos jϕ − ∆cij sin jϕ), (2.2.13e)
j=1
M
X
∆x00i = − j 2 (∆cij cos jϕ + ∆dij sin jϕ), i = 2, 3, . . . , N. (2.2.13f )
j=1

Since Φ is a periodic function in ϕ with period 2π, we write

M
X
Φ= (pj cos jϕ + qj sin jϕ), q0 = 0, (2.2.14a)
j=0
M
X
∆Φ = (∆pj cos jϕ + ∆qj sin jϕ), ∆q0 = 0, (2.2.14b)
j=0
M
X
0
∆Φ = j(∆qj cos jϕ − ∆pj sin jϕ). (2.2.14c)
j=0

λ is usually taken as a control parameter. By applying the harmonic balance

method to the linearized incremental equation (2.2.12), a system of linear

equations is obtained with unknowns ∆a, ∆b, ∆pj , ∆qj , ∆cij and ∆dij in the
 19

form

M
X
An ∆a + Bn ∆b + Pn0 ∆p0 + (Pnj ∆pj + Qnj ∆qj )
j=1
N
" M
#
X X
+ Cni0 ∆ci0 + (Cnij ∆cij + Dnij ∆dij ) = Rn , (2.2.15)
i=2 j=1

for n = 1, 2, . . . , 2M N + N + 2. Derivation of the coefficients follows the

same procedure as shown in references [10, 11, 83]and Rn are residue terms.

Equation (2.2.15) is to be solved by an equation solver such as the Gaus-

sian elimination procedure. The values a∗ , b∗ , p∗j , qj∗ , c∗ij and d∗ij are updated

by adding together the original values and the corresponding incremental val-

ues. The iteration process continues until Rn → 0 for all n, (in practice, |Rn |

is less than a desired degree of accuracy). The incremental process proceeds

mainly by adding ∆λ increment to the converged value of λ, using previous

solution as initial approximation until a new converged solution is obtained.

In case a saddle-node bifurcation occurs in the continuation, the incremental

process will proceed by changing the control parameter from λ to a.

To determine the stability of a limit cycle by the Floquet method [57],

we rewrite equation (2.2.1) as

ẋi = yi ,

ẏi = λfi (x1 , . . . , xN , y1 , . . . , yN ) − gi (xi ), (2.2.16)

 20

where i = 1, 2, . . . , N . Let A be the Jacobian matrix of (2.2.16), i.e.

 
 0 1 ··· 0 0 
 
 
λ ∂f1 − dg1 λ ∂f1 ··· ∂f1
λ ∂x ∂f1 
λ ∂y
 ∂x1 dx1 ∂y1 
 N N

 
 0 0 ··· 0 0 
 
 
 
 λ ∂f2 ∂f2
λ ∂y ··· ∂f2
λ ∂x ∂f2 
λ ∂y
 ∂x1 
A= .
1 N N
  (2.2.17)
 ··· ··· ··· ··· ··· 
 
 
 
 
 ··· ··· ··· ··· ··· 
 
 
 
 0 0 ··· 0 1 
 
 
λ ∂f
∂x1
N
λ ∂f
∂y1
N
··· ∂fN
λ ∂x N
− dgN
dxN
∂fN
λ ∂y N

Let ζ ∈ R2N be a disturbance superimposed on a periodic solution of (2.2.16).

∼

Then

dζ
∼ 1
ζ̇ = Aζ =⇒ = A(ϕ)ζ . (2.2.18)
∼ ∼ dϕ Φ ∼

The 2N -dimensional linear system (2.2.18) has 2N linearly independent so-

lutions ζ (i) , where i = 1, 2, . . . , 2N . These solutions are usually called a

∼

fundamental set of solutions. This fundamental set can be expressed in the

form of an 2N × 2N matrix called a fundamental matrix solution as

ζ (ϕ) = [ζ (1) (ϕ) ζ (2) (ϕ) . . . ζ (2N ) (ϕ)]. (2.2.19)

∼ ∼ ∼ ∼

Let ζ (i) (0) (i = 1, 2, . . . , 2N ) be the 2N × 1 column matrix with unity at the

∼

i-th row and zero elsewhere. By using numerical integration, we obtain the
 21

monodromy matrix M

M = [ζ (1) (2π), ζ (2) (2π), . . . , ζ (2N ) (2π)]. (2.2.19)

∼ ∼ ∼

The eigenvalues of M are used to determine the stability of the limit cycle.

One of the eigenvalues or Floquet multipliers of M must be unity which

provides a check of accuracy for the calculation. If all the other eigenvalues

are inside the unit circle, then the limit cycle under consideration is stable;

otherwise, it is unstable. A period-doubling bifurcation occurs if one of the

eigenvalues enters or leaves the unit circle through -1.

2.3 Period-doubling bifurcation

In the continuation of periodic solutions by the PI method, assume that a

period-doubling bifurcation is detected at λ = λ∗ and the solution of the

limit cycle at λ∗ is given by

x1 = a∗ cos ϕ + b∗ , (2.3.1a)
M
X
xi = (c∗ij cos jϕ + d∗ij sin jϕ), d∗i0 = 0, i = 2, . . . , N, (2.3.1b)
j=0
M
X
Φ= (p∗j cos jϕ + qj∗ sin jϕ), q0∗ = 0. (2.3.1c)
j=0

To calculate the period-2 limit cycles on the emanating branch, we rescale ϕ

to 2ϕ and replace the original solution from M harmonics by 2M harmonics

 22

as

x1 = a2 cos 2ϕ + a1 cos ϕ + a0 + b1 sin ϕ, (2.3.2a)

2M
X
xi = (cij cos jϕ + dij sin jϕ), di0 = 0, i = 2, . . . , N, (2.3.2b)
j=0
2M
X
Φ= (pj cos jϕ + qj sin jϕ), q0 = 0. (2.3.2c)
j=0

Then, the limit cycle at λ∗ is expressed in the form of (2.3.2) as

a2 = a∗ , a1 = 0, a0 = b∗ and b1 = 0,
p∗j qj∗
ci2j = c∗ij , di2j = d∗ij , p2j = and q2j = for j = 1, . . . , M,
2 2
and cij = dij = pj = qj = 0 for odd j. (2.3.2d )

On the emanating branch after a period-doubling bifurcation has oc-

curred, at least one of the parameter a1 and b1 will become nonzero. In

(2.3.2), if xi (ϕ) = (a0 , a1 , a2 , b1 ; cij , dij ; pj , qj ) (i = 1, . . . , N ; j = 1, . . . , 2M )

is a periodic solution, then it can also be expressed as x+ (ϕ) = xi (π + ϕ) =

(a0 , −a1 , a2 , −b1 ; (−1)j cij , (−1)j dij ; (−1)j pj , (−1)j qj ). In particular, if ϕ is

replaced by π + ϕ in (2.3.2a), both a1 and b1 in x1 change sign while a0

and a2 remain the same. It follows that if xi (ϕ) is a periodic solution with

b1 = ² > 0, the same solution can also be expressed in the form of (2.3.2)

with b1 = −² < 0 and the signs of a1 , cij , dij , pj , qj reversed for odd j. With

this observation, we propose a simple but efficient method for branch switch-

ing of a period-doubling bifurcation as follows. To switch to the emanating

 23

branch, (2.3.2) is used as an initial solution and b1 is chosen as the continua-

tion parameter which is simply turned on from zero to a small positive value

² > 0. (If b1 is turned on from zero to a small negative value −² < 0, the

same solution as b1 = ² will be obtained.) The incremental process used for

branch switching and subsequent continuation is again the Newton-Raphson

method used in Section 2.2. For an initial solution sufficiently close to a

period-doubling bifurcation, the converged solution with b1 = ² > 0 will be

a period-2 limit cycle on the emanating branch.

For the incremental step, the terms ∆x1 , ∆x01 and ∆x001 in (2.2.13a-c) are

now rewritten as

∆x1 = ∆a2 cos 2ϕ + ∆a1 cos ϕ + ∆a0 + ∆b1 sin ϕ,

∆x01 = −2∆a2 sin 2ϕ − ∆a1 sin ϕ + ∆b1 cos ϕ,

∆x001 = −4∆a2 cos 2ϕ − ∆a1 cos ϕ − ∆b1 sin ϕ.

The incremental process proceeds mainly by adding ∆b1 increment to the

converged value of b1 using previous solution as initial approximation until a

new converged solution is obtained. (By a similar reasoning, a1 may also be

chosen as the continuation parameter in the emanating branch.)

Emanating branch of a higher period-doubling bifurcation can be traced

in a similar way. Assume that the k-th (k ≥ 1) period-doubling bifurcation

 24

is detected at λ = λ∗ and the solution of the limit cycle at λ∗ is given by

k−1
2X 2k−1
X−1
x1 = a∗j cos jϕ + b∗j sin jϕ, (2.3.3a)
j=0 j=1
2k−1
XM
xi = (c∗ij cos jϕ + d∗ij sin jϕ), d∗i0 = 0, i = 2, . . . , N, (2.3.3b)
j=0
2k−1
XM
Φ= (p∗j cos jϕ + qj∗ sin jϕ), q0∗ = 0. (2.3.3c)
j=0

To calculate the limit cycles on the emanating branch after the k-th period-

doubling bifurcation, we replace the original solution from 2k−1 M harmonics

by 2k M harmonics as
2 k k −1
2X
X
x1 = a∗j cos jϕ + b∗j sin jϕ,
j=0 j=1
2k M
X
xi = (c∗ij cos jϕ + d∗ij sin jϕ), d∗i0 = 0, i = 2, . . . , N,
j=0
kM
2X
Φ= (p∗j cos jϕ + qj∗ sin jϕ), q0∗ = 0. (2.3.4)
j=0

where

a2j = a∗j , for j = 0, 1, . . . , 2k−1 ,

b2j = b∗j , for j = 1, 2, . . . , 2k−1 − 1,

p∗j qj∗
ci2j = c∗ij , di2j = d∗ij , p2j = and q2j = for j = 0, 1, . . . , 2k−1 M,
2 2
and aj = bj = cij = dij = pj = qj = 0 for odd j.

To switch to the new emanating branch, (2.3.4) is used as an initial solution

and b1 is chosen as the continuation parameter which is simply turned on

 25

from zero to a small positive value ² > 0. The incremental process proceeds

mainly by adding ∆b1 increment to the converged value of b1 , using previous

solution as initial approximation until a new converged solution is obtained.

2.4 Coupled generalized van der Pol oscilla-

tors

First we consider the coupled generalized van der Pol oscillators

£ ¤
ẍ1 + x31 = λ (1 − x21 )ẋ1 + 2x2 , (2.4.1a)
£ ¤
ẍ2 + 4x2 − x22 = λ 0.5x1 + (1 − x22 )ẋ2 . (2.4.1b)

For 0 < λ ¿ 1, this system has been investigated in [14] using a generalized

averaging method based on the generalized harmonic functions. The ana-

lytical approximation of a limit cycle obtained in that paper is only valid

for small λ. The calculation of limit cycles for arbitrary large λ was consid-

ered in [17] by using the PI method described in Section 2.2. From [17], an
 26

approximate solution of (2.4.1) for λ ' 0 in the form of (2.2.4) is given as

a = 2.1148, b = 0,

c20 = 0.0069, c21 = 1.9564, c22 = 0.0776,

d21 = −0.3982, d22 = 0.1740,

c2j = d2j = 0 for j > 2,

1
and Φ = 1.4954(1 + cos2 ϕ) 2 . (2.4.2)

(2.4.2) is an initial solution for the incremental step in which limit cycles

of large λ can be obtained. Figure 2.4.1 shows the amplitude a versus the

parameter λ of the limit cycles. To investigate the stability of a limit cycle,

we reduce the Jacobian matrix of (2.2.17) to

 
 0 1 0 0 
 
 
−2λx y − 3x2 λ(1 − x2 ) 2λ 0 
 1 1 1 1 

A= 

 0 0 0 1 
 
 
 
0.5λ 0 −2λx2 y2 + 2x2 − 4 λ(1 − x22 )

and calculate the corresponding Floquet multipliers.

Starting from the approximate solution (2.4.2) with λ increasing from

zero, the periodic solution follows the path containing the labels 1-5 and

vanishes at λ ' 3.1539 (label 5) which is a Hopf bifurcation. On the other

hand, starting from the approximate solution with λ decreasing from zero,
 27

a 4

3
1

2
2

6 3
1
4
7
0 5
8

−1

−2

−3

−4
−5 −4 −3 −2 −1 0 1 2 3 4 5

λ
Figure 2.4.1. The amplitude a versus parameter λ of the limit cycles of equation
(2.4.1).
—–, stable limit cycle.
- - -, unstable limit cycle.
¥, Hopf bifurcation.
•, period-doubling bifurcation.

Table 2.4.1. Amplitude and bias of the limit cycle at λ = 2.7353 (label 1 of Figure
2.4.1) which is near a period-doubling bifurcation, and Fourier coeffi-
cients of x2 and Φ(ϕ) for equation (2.3.1).

λ = 2.7353, a = 2.3769, b = 0.0799

j c2j d2j pj qj
0 0.39712 0 2.50417 0
1 0.39562 -1.19854 -0.06731 -0.40979
2 0.12317 0.18285 -0.28982 -1.84187
3 0.24654 0.04692 -0.02669 -0.01841
4 -0.09000 0.07335 -0.15181 -0.01974
5 -0.00911 0.06208 0.00666 -0.00014
6 -0.03845 -0.04005 -0.00831 -0.02528
7 -0.01167 -0.00344 -0.00378 0.00403
8 0.01647 -0.01816 0.00061 -0.00454
9 0.00251 0.00056 -0.00255 -0.00228
10 0.00777 0.00638 0.00116 -0.00184
 28

the solution follows the path containing the labels 6-8 and vanishes at λ = 0

(label 8) which is also a Hopf bifurcation from the trivial solution x = 0.

From the symmetry property of (2.4.1), if (x1 , y1 , x2 , y2 , λ) is a solution, then

(−x1 , y1 , x2 , −y2 , −λ) is also a solution. It follows that if (λ, a) in Figure

2.4.1 is a solution, so is (−λ, a). Period-doubling bifurcation occurs at the

points labelled 1-4, 6-7 in which a Floquet multiplier either enters or leaves

the unit circle at -1.

We next consider the branch switching at label 1 where λ = 2.7353.

From the incremental step, the explicit form of the limit cycle at that point

is given in (2.3.1) where a∗ , b∗ , c∗ij , d∗ij , p∗j and qj∗ are shown in Table 2.4.1.

To switch to the emanating branch, this limit cycle is rewritten in the form

of (2.3.2) and is used as an initial solution for the continuation of the new

branch. Figure 2.4.2 shows the parameter a2 versus the parameter λ of the

emanating branch. Second period-doubling bifurcation occurs at the points

labelled 10-15.

The continuation of periodic solutions obtained by the PI method is com-

pared with that obtained from the bifurcation package AUTO 97. In AUTO,

the periodic solutions are found by reformulating the continuation process

as boundary value problems and a pseudo-arclength procedure is imposed

for the continuation of solutions. Floquet multipliers along branches of pe-

riodic solutions are then monitored continuously for the locations of vari-
 29

ous bifurcation points. Figure 2.4.3 shows the emanating branch switched

from label 1 using AUTO 97. If the ordinate of Figure 2.4.2 is changed to

max[x1 (ϕ)] = a2 cos 2ϕ + a1 cos ϕ + a0 + b1 sin ϕ for all ϕ, the emanating

branch is the same as that of Figure 2.4.3. It follows that the result obtained

by the PI method is in good agreement with that obtained by using AUTO

97. Up to second period-doubling bifurcation can be located by using AUTO

97. This may be due to our limited experience in using AUTO 97. On the

contrary, higher period-doubling bifurcations can be obtained by using the PI

method. By using (2.3.4) as an initial solution, emanating branch from the

second period-doubling bifurcation at λ ' 2.7664 (label 10) of Figure 2.4.2

can be traced, as depicted in Figure 2.4.4. Third period-doubling bifurcation

occurs at the points labelled 16-19.

The parametric value at which a period-doubling bifurcation occurs can

be determined accurately by means of the PI method. For instance, in Fig-

ure 2.4.2, we choose a period-2 limit cycle on the emanating branch with b1

nonzero. Then, b1 is decreased gradually to zero by the incremental process.

The first period-doubling bifurcation value λ1 ' 2.73441908 is obtained at

b1 = 0. This value is more accurate than that of label 1 which is obtained

by the continuation of λ. In a similar way, the second period-doubling bifur-

cation value in Figure 2.4.4 is found to be λ2 ' 2.76640121. The third and

fourth period-doubling bifurcation values are found to be λ3 ' 2.77248908

 30

a2
2.4

1 2
2.2
9 11
10

15
1.8
13

1.6 12
14

1.4

1.2

1
3

0.8
2.7 2.8 2.9 3 3.1 3.2 3.3 3.4

λ
Figure 2.4.2. Emanating branch from first period-doubling bifurcation at
λ ' 2.7353 (label 1) of Figure 2.4.1.
—–, stable limit cycle.
- - -, unstable limit cycle.
•, period-doubling bifurcation.

and λ4 ' 2.77381023 respectively. Feigenbaum[24] showed that a sequence

of period-doubling parameters scales according to the law

λi − λi−1
lim = δ = 4.66292016... (2.4.3)
i→∞ λi+1 − λi

The universal constant δ is called the Feigenbaum number. From λi (i =

1, 2, 3, 4), we determine two values of the sequence equation (2.4.3),

λ2 − λ1 λ3 − λ2
' 5.25342573, ' 4.60797767
λ3 − λ2 λ4 − λ3

which come close to the limit δ (compared with those values of the Lonenz’s

fourth-order system discussed on p. 272 of [72]).

 31
Max(x 1 )
2.575

2.550

2.525
Emanating branch
2.500 @
R

2.475

2.450
¡¡
µ
2.425 1 2
¡
ª
2.400
2.60 2.80 3.00 3.20 3.40
2.70 2.90 3.10 3.30 3.50
λ

Figure 2.4.3. Emanating branch switched from label 1 of Figure 2.4.1,

obtained by using AUTO 97.
—–, stable limit cycle.
- - -, unstable limit cycle.

a4
2.4 16

17
2.3
10

11
2.2

2.1 19

1.9
18

2.75 2.8 2.85 2.9 2.95 3 3.05

λ
Figure 2.4.4. Emanating branch from second period-doubling
bifurcation at λ ' 2.7664 (label 10) of Figure 2.4.2.
—–, stable limit cycle.
- - -, unstable limit cycle.
•, period-doubling bifurcation.
 32

Table 2.4.2. Fourier coefficients of x1 , x2 and Φ(ϕ) for the period-2 limit cycle
at λ = 2.7472 (label 9 of Figure 2.4.2).

M = 5, λ = 2.7472, b1 = 0.0059
a2 = 2.3721, a1 = 0.0192, a0 = 0.0802
j c2j d2j pj qj
0 0.39371 0 1.24997 0
1 0.11192 -0.10051 -0.00728 -0.05952
2 0.38985 -1.17873 -0.03230 -0.20431
3 -0.00312 -0.09913 0.00193 -0.01689
4 0.12031 -0.17407 -0.14355 -0.92173
5 0.01434 0.00568 0.00682 -0.00238
6 0.23889 -0.04683 -0.01448 -0.00808
7 -0.05165 0.00577 -0.00366 -0.00202
8 -0.08322 0.00697 -0.07585 -0.00936
9 0.00415 -0.00321 0.00149 0.00298
10 -0.00993 0.05927 0.00256 -0.00054

From the PI method, explicit form of a limit cycle of period 2n can be

obtained for arbitrary value of λ. For instance, when λ = 2.7472 (label 9 of

Figure 2.4.2, a point on the emanating branch switched from label 1), the ex-

plicit form of the stable period-2 limit cycle is given in the form of (2.3.2a-c)

where aj , bj , cij , dij , pj , qj and M are shown in Table 2.4.2. Phase portrait of

the limit cycle is shown in Figure 2.4.5 and is compared to the result of the nu-

merical integration obtained by using the fourth order Runge-Kutta method.

It can be seen that they are in good agreement. Parameter-frequency curve

of an emanating branch can be obtained from the equation on frequency ω

2π
which is given by ω = R 2π dϕ .
0 Φ
 33

2.5 A three-dimensional model of a feedback

control system

The algorithm presented in Section 2.3 for switching branches of a period-

doubling bifurcation is not restricted to non-linear autonomous oscillators of

the form of (2.2.1). It can also be applied to a system mixed with first and

second order autonomous oscillators. As a second example, we consider the

following three-dimensional model of a feedback control system [54, 56, 68]

ẋ = µx − y − xz, (2.5.1a)

ẏ = µy + x, (2.5.1b)

ż = −z + y 2 + x2 z (2.5.1c)

where µ is the control parameter. We note that this system is invariant

under the transformation (x, y, z) ⇐⇒ (−x, −y, z). Therefore, if (x, y, z) is

a solution of (2.5.1), so is (−x, −y, z). Hence, all solutions occur in pairs

because of the transformation. A solution of (2.5.1) that is invariant under

this transformation is called a symmetric solution. If a solution of (2.5.1) is

not invariant under the transformation, it is called an asymmetric solution.

 34

.
x1 10

−2

−4

−6

−8

−10
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5

x1
.
x2 4

−1

−2
−1.5 −1 −0.5 0 0.5 1 1.5 2

x2
Figure 2.4.5. Limit cycle of period 2 at λ = 2.7472 of equation (2.4.1).
—–, Runge-Kutta method.
×, Perturbation-Incremental method.
 35

By letting (x1 , x2 ) = (y, z), we rewrite (2.5.1) as

ẍ1 + x1 = µẋ1 + (ẋ1 − µx1 )(µ − x2 ), (2.5.2a)

ẋ2 + x2 = x21 + (ẋ1 − µx1 )2 x2 . (2.5.2b)

It can be shown easily that a Hopf bifurcation occurs at the origin of (2.5.1).

To obtain an approximate solution of (2.5.2) for small µ > 0, we introduce a

new parameter λ to (2.5.2a) as

ẍ1 + x1 = λ[µẋ1 + (ẋ1 − µx1 )(µ − x2 )]. (2.5.3)

(2.5.3) is reduced to (2.5.2) when λ = 1.

For the first step of the PI method, we use a perturbation method similar

to the KBM method [41]. For λ ¿ 1, an approximate solution of (2.5.3) and

(2.5.2b) may be expressed in the form

x1 = a cos ϕ + λX1 (a) + O(λ2 ), (2.5.4a)

M
X
x2 = (c2j cos jϕ + d2j sin jϕ) (2.5.4b)
j=0

where X1 is ϕ independent. a and ϕ are assumed to vary with time t in such

a way that they satisfy the equations

da
= λA1 (a) + O(λ2 ), (2.5.4c)
dt
dϕ
= 1 + λΦ1 (ϕ) + O(λ2 ) (2.5.4d )
dt
 36

where Φ1 is a periodic function of ϕ with period 2π. Substituting (2.5.4)

into (2.5.2b) and using the harmonic balance method, we can expressed the

Fourier coefficients c2j , d2j (j = 0, 1, . . . , M ) in terms of the amplitude a. For

instance, for M = 2,

a2 [40 − 2(5 − 4µ + 3µ2 )a2 + (3 + 4µ2 + µ4 )a4 ]

c20 = ,
[2 − (1 + µ2 )a2 ][40 − 8(1 + µ2 )a2 + (1 + µ2 )2 a4 ]
4a2 [2 − (3 + 4µ + µ2 )a2 + a4 ]
c22 = ,
80 − 56(1 + µ2 )a2 + 10(1 + µ2 )2 a4 − (1 + µ2 )3 a6
2a2 [−8 − 4(−2 + µ)a2 + µ(3 + µ2 )a4 ]
d22 = ,
−80 + 56(1 + µ2 )a2 − 10(1 + µ2 )2 a4 + (1 + µ2 )3 a6

c21 = d20 = d21 = 0. (2.5.5)

The first and second derivatives of x1 with respect to t are

ẋ1 = −a sin ϕ + λ(A1 cos ϕ − aΦ1 sin ϕ) + O(λ2 ), (2.5.6a)

∂
ẍ1 = −a cos ϕ − λ[2A1 sin ϕ + aΦ1 cos ϕ + a (Φ1 sin ϕ)] + O(λ2 ).
∂ϕ
(2.5.6b)

Substituting (2.5.4), (2.5.6) into (2.5.3) and equating coefficient of order λ,

we obtain

∂
2A1 sin ϕ + aΦ1 cos ϕ + a (Φ1 sin ϕ) − X1
∂ϕ
XM
= a{µ sin ϕ + (sin ϕ + µ cos ϕ)[µ − (c2j cos jϕ + d2j sin jϕ)]}
j=0
 37

which implies
Z ϕ M
X
2
aΦ1 sin ϕ =a (sin ϕ + µ cos ϕ)[µ − (c2j cos jϕ + d2j sin jϕ)] sin ϕdϕ+
0 j=0
Z ϕ Z ϕ
2
(aµ − 2A1 ) sin ϕdϕ + X1 sin ϕdϕ. (2.5.7)
0 0

Letting ϕ = 2π in (2.5.7), we have

a
A1 = [µ(4 − d22 ) − 2c20 + c22 ]. (2.5.8)
4
da
For a steady-state periodic solution, dt
= 0. Since c20 , c22 and d22 are func-

tions of a, periodic solution with non-zero amplitude can be found by sub-

stituting these coefficients into the following equation

µ(4 − d22 ) − 2c20 + c22 = 0. (2.5.9)

Letting ϕ = π in (2.5.7), we have

M Z
aX π
X1 = [ (c2j cos jϕ + d2j sin jϕ)(sin ϕ + µ cos ϕ) sin ϕ dϕ − πµ].
2 j=0 0

(2.5.10)

In particular, for M = 2,

aπ
X1 = (2c20 − c22 − 4µ + µd22 ) = 0. (2.5.11)
8

Then, from (2.5.7), Φ1 can be expressed as

1 sin 2ϕ µ2 X1
Φ1 (ϕ) = 2 [µ(ϕ − ) + (1 − cos 2ϕ) + (1 − cos ϕ)−
sin ϕ 2 4 a
XM Z ϕ
(c2j cos jϕ + d2j sin jϕ)(sin ϕ + µ cos ϕ) sin ϕ dϕ] (2.5.12)
j=0 0
 38

where a can be solved from (2.5.9) and X1 is given in (2.5.10). Hence, the first

order analytical approximation to a periodic solution of (2.5.3) and (2.5.2b)

in the form of (2.5.4) is obtained. We compare this approximate solution

with the corresponding periodic solution of the original system (2.5.1). As

an illustration, let λ = 1, µ = 0.1 and M = 2. From (2.5.5), (2.5.9), (2.5.11)

and (2.5.12), we have

a =0.5948, X1 = 0,

Φ1 =0.9792 + 0.0144 cos 2ϕ − 0.0068 sin 2ϕ. (2.5.13a)

Since (y, z) = (x1 , x2 ), it follows from (2.5.1b), (2.5.4) and (2.5.5) that

x = −a sin ϕ − λaΦ1 sin ϕ − µa cos ϕ

= 0.0020 cos ϕ − 0.0020 cos 3ϕ − 0.5704 sin ϕ − 0.0042 sin 3ϕ, (2.5.13b)

y = 0.5869 cos ϕ, (2.5.13c)

z = 0.2076 + 0.0211 cos 2ϕ + 0.0597 sin 2ϕ. (2.5.13d )

Different projections of the limit cycle generated using (2.5.13) are shown

in Figure 2.5.1 and are compared to the result of the numerical integration

obtained by using the fourth order Runge-Kutta method. It can be seen that

the approximate solution agrees with the numerical solution.

 39

y 0.8

0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8
−0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8
x
z 0.3

0.28

0.26

0.24

0.22

0.2

0.18

0.16

0.14

0.12
−0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8
x
z
0.3

0.28

0.26

0.24

0.22

0.2

0.18

0.16

0.14

0.12
−0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8
y

Figure 2.5.1. Different projections of the limit cycle of equation (2.5.1) with
µ = 0.1.
—–, Runge-Kutta method.
- - -, Perturbation method.
 40

We next consider the incremental step of the PI method. In this example,

µ is taken as the control parameter. The linearized incremental equations of

(2.5.2) are given as

2
X ∂f1
∂f1
(2Φx001 + Φ0 x01 − )∆Φ + x01 Φ∆Φ0 − ∆xj
∂Φ j=1
∂x j

2
X ∂f1 ∂f1
− ∆x0j + ∆x1 + ΦΦ0 ∆x01 + Φ2 ∆x001 − ∆µ
j=1
∂x0j ∂µ

= −Φ2 x001 − ΦΦ0 x01 − x1 + f1

and

2
X ∂f2 X ∂f2 2
∂f2
(x02 − )∆Φ − ∆xj − 0
∆x0j + ∆x2 +
∂Φ j=1
∂x j j=1
∂xj

∂f2
Φ∆x02 − ∆µ = −Φx02 − x2 + f2
∂µ

where f1 = µΦx01 + (Φx01 − µx1 )(µ − x2 ) and f2 = x21 + (Φx01 − µx1 )2 x2 .

The incremental process proceeds mainly by adding ∆µ increment to the

converged value of µ, using previous solution as initial approximation until

a new converged solution is obtained. Stability of a limit cycle can be deter-

mined by calculating the Floquet multipliers of the following Jacobian matrix

 
 0 1 0 
 
 
A=
 µ(x2 − µ) − 1 2µ − x2 µx1 − y1  
 
 
2[x1 − µx2 (y1 − µx1 )] 2x2 (y1 − µx1 ) (y1 − µx1 )2 − 1
 41

where y1 = ẋ1 .

Figure 2.5.2 shows the continuation of the limit cycles of (2.5.2) with

max(x1 ) = a + b as the ordinate. Starting from the approximate solution

(2.5.13) with µ increasing from 0.1, the symmetric limit cycle is stable until

we reach the critical value µ∗ ' 0.3150 (label 1). At this critical point,

the symmetric periodic solution is nonhyperbolic with two of the associated

Floquet multipliers at +1. For values of µ > µ∗ , the stable symmetric limit

cycle becomes unstable and two other stable asymmetric limit cycles appear.

Hence, a symmetry-breaking bifurcation occurs at µ∗ .

1.4

1.2 2

3
1
1
Max(x1)

0.8

0.6

0.4

0.2

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8

µ
Figure 2.5.2. M ax(x1 ) versus parameter µ of the limit cycles of equation
(2.5.2).
—–, stable limit cycle.
- - -, unstable limit cycle.
¥, Hopf bifurcation.
•, period-doubling bifurcation.
N, symmetry-breaking bifurcation.
 42

Table 2.5.1. Amplitude and bias of the limit cycle at µ = 0.4400 (label 2 of Figure
2.5.2) which is near a period-doubling bifurcation, and Fourier
coefficients of x2 and Φ(ϕ) for equation (2.3.1).

µ = 0.4400, a = 1.0234, b = 0.2758

j c2j d2j pj qj
0 0.8414 0 0.7845 0
1 0.4784 0.3300 -0.0025 -0.2694
2 0.0141 0.3739 0.1027 -0.0827
3 -0.1095 0.0708 0.0468 0.0080
4 -0.0661 -0.0247 0.0112 0.0218
5 -0.0153 -0.0349 -0.0054 0.0122
6 0.0111 -0.0186 -0.0074 0.0014
7 0.0128 -0.0009 -0.0030 -0.0031
8 0.0048 0.0061 0.0006 -0.0025
9 -0.0015 0.0045 0.0015 -0.0005
10 -0.0029 0.0007 0.0008 0.0006

As µ is increased beyond µ∗ , the periodic solution obtained by the PI

method switches automatically to the bifurcated branch containing labels 2

and 3. (If we want to keep to the original curve with unstable symmetric

limit cycles, we have to exclude the bias b in x1 = a cos ϕ + b in the incre-

mental step as b = 0 for a symmetric limit cycle.) The first period-doubling

bifurcation occurs at µ∗∗ ' 0.4400 (label 2) where one of the Floquet multi-

pliers leaves the unit circle through -1. Information of the limit cycle at µ∗∗

is given in Table 2.5.1. To switch to the emanating branch, this limit cycle

is rewritten in the form of (2.3.2) and is used as an initial solution for the

continuation of the new branch. Figure 2.5.3 shows the emanating branches

from the first and second period-doubling bifurcations with max[x1 (ϕ)] as
 43

the ordinate. For the emanating branch from the k th period-doubling bifur-
P2k P2k −1
cation, max[x1 (ϕ)] = j=0 aj cos jϕ+ j=1 bj sin jϕ for all ϕ. (If amplitude

is used as the ordinate instead of max[x1 (ϕ)] in Figure 2.5.3, the emanat-

ing branches are almost indistinguishable from the original curve.) Second

period-doubling bifurcations occur at µ ' 0.4767 (label 5) and µ ' 0.4936

(label 6). No further period-doubling is detected by both the PI method and

AUTO 97.

1.4

6
1.35
Max(x1)

1.3

1.25

1.2
0.44 0.46 0.48 0.5 0.52 0.54

µ
Figure 2.5.3. Emanating branches from the first and second period-doubling
bifurcations of Figure 2.5.2.
—–, stable limit cycle.
- - -, unstable limit cycle.
•, period-doubling bifurcation.

Information of the period-2 limit cycle at µ = 0.4497 (label 4) is given

in Table 2.5.2. Phase portrait is shown in Figure 2.5.4 and is compared to

the result of the numerical integration obtained by using the fourth order
 44

Table 2.5.2. Fourier coefficients of x1 , x2 and Φ(ϕ) for the period-2 limit cycle
at µ = 0.4497 (label 4 of Figure 2.5.3).

M = 8, µ = 0.4497, b1 = 0.0271
a2 = 1.031, a1 = −0.0432, a0 = 0.2683
j c2j d2j pj qj
0 0.8593 0 0.3901 0
1 -0.0325 -0.0322 0.0082 0.0051
2 0.4779 0.3133 -0.0066 -0.1337
3 -0.0552 -0.0161 0.0075 0.0135
4 0.0167 0.3762 0.0499 -0.0432
5 -0.0218 -0.0195 -0.0008 0.0090
6 -0.1023 0.0784 0.0239 0.0012
7 0.0055 -0.0255 -0.0056 0.0031
8 -0.0659 -0.0163 0.0074 0.0097
9 0.0178 -0.0109 -0.0042 -0.0017
10 -0.0213 -0.0303 -0.0011 0.0067
11 0.0140 0.0057 -0.0008 -0.0030
12 0.0050 -0.0202 -0.0033 0.0020
13 0.0027 0.0106 0.0014 -0.0017
14 0.0110 -0.0056 -0.0021 -0.0007
15 -0.0050 0.0060 0.0015 0.0001
16 0.0070 0.0028 -0.0005 -0.0013

Runge-Kutta method. It can be seen that they are in good agreement.

 45

y 1.5

0.5

−0.5

−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
x
z 2.5

1.5

0.5

0
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
x
z 2.5

1.5

0.5

0
−1 −0.5 0 0.5 1 1.5
y

Figure 2.5.4. Limit cycle of period 2 at µ = 0.4497 of equation (2.5.2).

—–, Runge-Kutta method.
×, Perturbation-Incremental method.
 46

2.6 Summary

A simple but efficient algorithm for branch switching of period-doubling bi-

furcations of strongly non-linear autonomous oscillators with many degrees of

freedom is described by using the Perturbation-Incremental method. When

a period-doubling bifurcation is detected, the periodic solution at that bifur-

cation point are extended from M harmonics to 2M harmonics. A parameter

b1 is then turned on from zero to positive in order to obtain a solution on

the emanating branch for subsequent continuation. Therefore, the calcula-

tion of tangent of the emanating branch and the second derivatives which

is quite involved can all be avoided. Period-doubling bifurcation value can

also be determined accurately by decreasing b1 gradually to zero. The results

obtained by using the PI method are compared with those from the Runge-

Kutta method and the bifurcation package AUTO97 and they are in good

agreement. The advantage of the PI method lies in its simplicity and ease of

application.
Chapter 3

Strongly nonlinear
non-autonomous oscillators

3.1 Introduction

Perturbation methods have been successfully applied for determining approx-

imate solutions of weakly nonlinear non-autonomous systems of the form

ẍ + ω02 x = ²f (x, ẋ, Ωt), (3.1.1)

where ² is a small parameter and f is a periodic function of Ωt with period

2π. Classical techniques include the Lindstedt-Poincaré (LP) method, the

Krylov-Bogoliubov-Mitropolski (KBM) method, the averaging method and

the multiple time scales method, as described by Nayfeh [55] and Mickens

47
 48

[51]. Consider strongly nonlinear non-autonomous system of the form

ẍ + g(x) = ²f (x, ẋ, Ωt), (3.1.2)

where g(x) is nonlinear function of its argument. Barkham and Soudack

[2] introduced Jacobian elliptic functions to construct approximate solution

of (3.1.2) for g(x) = c1 x + c2 x3 . Since then, various elliptic function meth-

ods such as the elliptic harmonic balance method, elliptic Krylov-Bogoliubov

method, elliptic averaging method and elliptic Galerkin method were devel-

oped [85]. On the other hand, Xu [82], Xu and Cheung [84] developed a

general averaging method using generalized harmonic functions cosϕ(t) and

sinϕ(t), where ϕ(t) is an implicit nonlinear function of t, for the solutions of

(3.1.2) with arbitrary nonlinear function g(x). Since trigonometric functions

are used instead of elliptic functions, the procedure is simple and easy to ap-

ply. However, the approximate solutions obtained from the aforementioned

methods are only valid for small ².

For arbitrary large ², Lau and Cheung [40] presented the incremental

harmonic balance (IHB) method for limit cycle and bifurcation analysis.

However, the IHB method is not self-starting, that is, it cannot provide

an initial solution by itself. In [10], Chan et al presented a perturbation-

incremental (PI) method which worked extremely well for strongly nonlinear

autonomous oscillators with arbitrary large ². The PI method is a semi-

 49

analytical and numerical process which incorporates salient features from

both the perturbation method and the incremental approach. In Chapter

2, this method was extended to the study of period-doubling bifurcations of

strongly nonlinear autonomous oscillators with many degrees of freedom.

In this chapter, the PI method is extended to study the limit cycles

and bifurcations of strongly nonlinear non-autonomous oscillators of equation

(3.1.2) for arbitrary nonlinear function g(x). Generalized harmonic functions

described in [84] are used in the perturbation step. Stability of a limit cycle

and bifurcation are determined by using the Floquet theory.

3.2 The Perturbation-Incremental method

Assume that equation (3.1.2) possesses at least one limit cycle solution and

that the origin of the x-ẋ phase plane is an interior point of the limit cycle. We

follow our previous development [10] by introducing a time transformation

of the form

dϕ
= Φ(ϕ), Φ(ϕ + 2π) = Φ(ϕ), (3.2.1)
dt

where ϕ is the new time such that, in the ϕ domain, the limit cycle can be

written as

x = a cos ϕ + b, a > 0 (3.2.2)

 50

where a is the amplitude and b the bias. If t = t? at ϕ = 0, it follows, from

(3.2.1), that

Z ϕ
? dϕ
t=t + . (3.2.3)
0 Φ(ϕ)

Let

X M
1
= γ0 + (γi cos iϕ + δi sin iϕ). (3.2.4)
Φ(ϕ) i=1

The period T of a limit cycle is obtained by integrating (3.2.4) with respect

to ϕ from 0 to 2π. Hence, we have

Z 2π
1 dϕ T 1
γ0 = = = (3.2.5)
2π 0 Φ(ϕ) 2π ω

where ω is the frequency of the limit cycle. Resonance occurs when the ratio

of the frequency of the system and that of external excitation is a rational

number, i.e.

Ω q
= , where p, q ∈ Z+ . (3.2.6)
ω p

At resonance, it follows, from (3.2.5) and (3.2.6), that

Z 2π
1 dϕ q
= . (3.2.7)
2π 0 Φ(ϕ) pΩ

Substituting (3.2.4)-(3.2.6) into (3.2.3), we have

X1 M
q
Ωt = Ωt? + ϕ + Ω [γi sin iϕ + δi (1 − cos iϕ)]. (3.2.8)
p i=1
i
 51

P
In short, we write (3.2.8) as Ωt = Ωt? + pq ϕ+Ω . Transformation of equation

(3.1.2) into the ϕ domain gives

d q X
Φ (Φx0 ) + g(x) = ²f (x, Φx0 , Ωt? + ϕ + Ω ). (3.2.9)
dϕ p

where prime denotes differentiation with respect to ϕ. Multiplying both sides

of equation (3.2.9) by x0 = −a sin ϕ and then integrating, we have

1 v(a cos ϕ + b) − v(a + b)

(Φ sin ϕ)2 +
2 a2
Z ϕ X
² q
+ f (a cos θ + b, −aΦ(θ) sin θ, Ωt? + θ + Ω ) sin θdθ = 0, (3.2.10)
a 0 p
Rx
where v(x) = 0
g(u)du. By taking ϕ = π and 2π, respectively, in (3.2.10),

we obtain

v(−a + b) − v(a + b)
a
Z π X
q
+² f (a cos θ + b, −aΦ(θ) sin θ, Ωt? + θ + Ω ) sin θdθ = 0, (3.2.11)
0 p

and

Z 2π X
q
f (a cos θ + b, −aΦ(θ) sin θ, Ωt? + θ + Ω ) sin θdθ = 0. (3.2.12)
0 p

In this chapter, we consider the primary resonance, i.e. p = q = 1 and the

procedure of the perturbation-incremental method is divided into two steps.

I. ² ' 0, perturbation method

Assume that the solution of equations (3.2.7),(3.2.10)-(3.2.12) can be rep-

 52

resented in the form

a = a0 + O(²), b = b0 + O(²), t? = t?0 + O(²), Φ = Φ0 + O(²), (3.2.13)

we obtain

1
[2v(a0 + b0 ) − 2v(a0 cos ϕ + b0 )] 2
Φ0 (ϕ) = , (3.2.14)
a0 | sin ϕ|

v(−a0 + b0 ) − v(a0 + b0 ) = 0, (3.2.15)

Z 2π X
f (a0 cos θ + b0 , −a0 Φ0 (θ) sin θ, Ωt?0 + θ + Ω ) sin θdθ = 0, (3.2.16)
0

and

Z 2π
1 dϕ 1
− = 0. (3.2.17)
2π 0 Φ0 (ϕ) Ω

The zero-order perturbation solution for the limit cycle of equation (3.1.2) is

then given by

x = a0 cos ϕ + b0 , ẋ = −a0 Φ0 (ϕ) sin ϕ. (3.2.18)

This step thus provides a simple initial solution for the incremental step.

II. ² = ²0 + ∆² (0 < ∆² ¿ 1) and Ω = Ω0 + ∆Ω (0 < ∆Ω ¿ 1) parameter

incremental method — a Newton-Raphson procedure

Small increments are added to the current solution a0 , b0 , t?0 and Φ0 (or

the perturbation solution at the beginning of the procedure when ²0 = 0) of

 53

equations (3.2.14)-(3.2.17), in order to obtain a neighboring solution

a = a0 + ∆a, b = b0 + ∆b, t? = t?0 + ∆t and Φ = Φ0 + ∆Φ. (3.2.19)

Equation (3.2.9) is expanded in Taylor’s series about the initial state and

linearized incremental equations are derived by ignoring all the nonlinear

terms of small increments as below

µ ¶ µ ¶
00 0 0 ∂f 0 0 dg ∂f
2Φx + Φ x − ² ∆Φ + (Φx ) ∆Φ + −² ∆x+
∂Φ dx ∂x
µ ¶
∂f
ΦΦ − ² 0 ∆x0 + Φ2 ∆x00
0
∂x
·µ Z ϕ ¶ µ Z ϕ ¶¸
∂f ? dθ ? ∆Φ
−² t + ∆Ω + Ω ∆t − 2 dθ
∂ (Ωt) 0 Φ (θ) 0 [Φ (θ)]

− f ∆² = −Φ2 x00 − ΦΦ0 x0 − g (x) + ²f. (3.2.20)

From (3.2.2), the terms ∆x, ∆x0 and ∆x00 are expressed as, respectively,

∆x = ∆a cos ϕ + ∆b, ∆x0 = −∆a sin ϕ and ∆x00 = −∆a cos ϕ. (3.2.21)

Since Φ is a periodic function in ϕ with period 2π, we write

N
X
Φ= (pi cos iϕ + qi sin iϕ), q0 = 0, (3.2.22a)
i=0
XN
∆Φ = (∆pi cos iϕ + ∆qi sin iϕ), ∆q0 = 0, (3.2.22b)
i=0
XN
∆Φ0 = i(∆qi cos iϕ − ∆pi sin iϕ). (3.2.22c)
i=1

The two integrals in the left side of (3.2.20) give rise to secular terms (coeffi-

cient of ϕ). These terms are related to the frequency change of a limit cycle.
 54

Ignoring the nonlinear terms in the Taylor’s series of the frequency equation

(3.2.7), we obtain
Z 2π Z 2π
1 1 ∆Φ 1 1 dϕ
2
∆Ω − 2
dϕ = − . (3.2.23)
Ω 2π 0 [Φ(ϕ)] Ω 2π 0 Φ(ϕ)

Hence, the harmonic balance method is applied to (3.2.20) except the secular

terms and (3.2.23). ² and Ω are usually taken in turn as control parameters.

A system of linear equations is thus obtained with unknowns ∆a, ∆b, ∆t? ,

∆pi and ∆qi in the form

N
X
An ∆a + Bn ∆b + Tn ∆t? + Pn,0 ∆p0 + (Pn,i ∆pi + Qn,i ∆qi ) = Rn ,
i=1

(3.2.24)

for n = 1, 2, . . . , 2N +4. The coefficients can easily be obtained by the method

of Fast Fourier Transform (FFT) and Rn are residue terms. Equation (3.2.24)

is solved by an equation solver such as the Gaussian elimination procedure.

For a given external excitation Ω, the values a0 , b0 , t0 and Φ0 are updated

by adding the original values and the corresponding incremental values. The

iteration process continues until Rn → 0 for all n (in practice, |Rn | less

than a desired degree of accuracy). The incremental process proceeds by,

first of all, adding the ∆² increment to the converged value of ², using the

previous solution as the initial approximation until a new converged solution

is obtained. To obtain the frequency-response curve of equation (3.1.2) for

² = c, the control parameter is changed to Ω when ² attains the value of c.

 55

In case when a saddle-node bifurcation occurs in the continuation, a or t?

will be used as a control parameter.

3.3 Stability of a periodic solution

The stability of a limit cycle can be determined by the Floquet method [57].

Rewrite equation (3.1.2) as

ẋ = y,

ẏ = ²f (x, y, Ωt) − g(x). (3.3.1)

Let A be the Jacobian matrix of (3.3.1), i.e.

 
 0 1 
A=

.
 (3.3.2)
² ∂f
∂x
− dg
dx
² ∂f
∂y

The entities of A are all periodic functions of ϕ with period 2π. The coeffi-

cients of these functions can be determined by the PI method. Let ζ ∈ R2

∼
dζ
be a small perturbation from a periodic solution of (3.3.1). Then, ∼
dt
= Aζ ,
∼

which implies
dζ
∼ 1
= A(ϕ)ζ . (3.3.3)
dϕ Φ ∼

Let ζ (1) (0) = (1, 0)T and ζ (2) (0) = (0, 1)T . By using numerical integration,
∼ ∼

we obtain the monodromy matrix M as

M = [ζ (1) (2π), ζ (2) (2π)]. (3.3.4)

∼ ∼
 56

If both of the eigenvalues of M are inside the unit circle, the limit cycle

under consideration is stable; otherwise, it is unstable. A period-doubling

bifurcation occurs if one of the eigenvalues enters or leaves the unit circle

through -1.

3.4 A force oscillator with quadratic non-linearity

We first consider the forced oscillator with a quadratic non-linearity,

ẍ + c1 x + c2 x2 = ²(−µẋ + F cos Ωt), (3.4.1)

for the case of primary resonance. In (3.4.1), µ is the damping coefficient and

a positive parameter, ²F is the amplitude of forcing, and Ω is the excitation

frequency. Since g(x) = c1 x + c2 x2 , we have v(x) = 12 c1 x2 + 13 c2 x3 . From

(3.2.15), we obtain
q
−c1 + c21 − 34 c22 a20
b0 = . (3.4.2)
2c2

Substituting (3.4.2) into (3.2.14), we have

sr
4 2
Φ0 = c21 − c22 a20 + c2 a0 cos ϕ. (3.4.3)
3 3

For given c1 , c2 , F and Ω, the zero-order perturbation solution can be ob-

tained by solving (3.2.16), (3.2.17), (3.4.2) and (3.4.3) numerically. If a0 is

small, the zero-order perturbation solution can be found explicitly as follows.

 57

From (3.4.3), we have

1
= γ0 + γ1 cos ϕ + γ2 cos 2ϕ + O(a30 ), (3.4.4)
Φ0

where

1 5 c22 a20
γ0 = √ (1 + ), (3.4.5)
c1 12 c21

c2 a0
γ1 = − 3 , (3.4.6)
3c12

and

c22 a20
γ2 = 5 . (3.4.7)
12c12

For the case of primary resonance, i.e. p = q = 1, it follows from (3.2.5),

(3.2.6), (3.2.17) and (3.4.5) that

5
12c12
Ω= . (3.4.8)
12c21 + 5c22 a20

Since f (x, ẋ, Ωt) = −µẋ + F cos Ωt, we have, from (3.2.16), that

Z 2π · µ ¶ ¸
2 Ωγ2 sin 2ϕ
µa0 Φ0 sin ϕ + F cos Ωt?0
+ ϕ + Ωγ1 sin ϕ + sin ϕ dϕ = 0
0 2
Z 2π Z 2π µ ¶
2 ? Ωγ2 sin 2ϕ
=⇒ µa0 Φ0 sin ϕdϕ + F cos Ωt0 cos ϕ + Ωγ1 sin ϕ + sin ϕdϕ−
0 0 2
Z 2π µ ¶
? Ωγ2 sin 2ϕ
F sin Ωt0 sin ϕ + Ωγ1 sin ϕ + sin ϕdϕ = 0.
0 2
 58

The second term equals to zero as the function of the integration is odd.

Therefore, we have
R 2π 5
µa0 Φ0 sin2 ϕdϕ 48µa0 c12
sin Ωt?0 = R 2π 0
' .
F sin(ϕ + Ωγ1 sin ϕ + Ωγ2 sin 2ϕ
) sin ϕdϕ F (48c21 − a0 c22 )
0 2

(3.4.9)

Then, a0 can be obtained from (3.4.8). Further, b0 , Φ0 and t?0 can be deter-

mined from (3.4.2), (3.4.3) and (3.4.9), respectively.

Equation (3.4.1) with the following parametric values was investigated in

[84]:

c1 = 25, c2 = 30, µ = 0.5 and F = 1. (3.4.10)

We first consider the zero-order solution for Ω = 4.8. With the values of

(3.4.10), it follows from (3.4.2), (3.4.3), (3.4.8) and (3.4.9) that

a0 = 0.2635, b0 = −0.0288, t?0 = 0.1502 and

1
Φ0 = (23.2737 + 5.2705 cos ϕ) 2 .

The second step is to apply the parameter incremental method. Referring to

equation (3.2.24), ²0 = 0, ∆² = 0.1 and N = 10 are assigned for the present

example. After ten successive increments of ∆² starting from the zero-order

solution, the limit cycle for ² = 1 and Ω = 4.8 is obtained. With this periodic

solution as a starting point, the frequency-response curve can be obtained by

applying small increment of Ω to (3.2.24). This curve is labelled with F = 1 in

 59

Fig. 3.4.1. It has the typical shape of a nonlinear oscillation with a softening

characteristic of restoring force and attains the maximum amax = 0.4514 at

Ω = 4.2137. We note that a small bump appears on the curve at Ω ' 2.5.

However, such bump does not occur in any frequency-response curve obtained

by a perturbation method (see Fig. 5 of [84]). To confirm the accuracy

a
0.6

F =5
0.5

0.4

0.3

0.2

0.1
F =1

0
0 1 2 3 4 5 6 7 8 9 10

Ω
Figure 3.4.1. Frequency-response curves of Equation (3.4.1) for ² = 1, (i) F = 1
and (ii) F = 5.
—–, stable limit cycle.
- - -, unstable limit cycle.
N, period-doubling bifurcation.

of the PI method, the bifurcation package AUTO 97 is used to calculate

the corresponding frequency-response curve which is labelled with F = 1

in Fig. 3.4.2. In AUTO, the periodic solutions are found by reformulating

the continuation process as boundary-value problems and a pseudo-arclength

procedure is imposed for the continuation of solutions [20, 21]. In Fig. 3.4.2,
 60

the same bump is also observed in the frequency-response curve for F = 1.

If the ordinate of Fig. 3.4.1 is changed to max(x) = a + b, the two frequency-

response curves of Figs. 3.4.1 and 3.4.2 for F = 1 coincide with each other.

This shows that the result obtained by the PI method is in good agreement

with that obtained by AUTO 97. A limit cycle is no longer convex in shape
M ax(x)
0.70

0.60
0.50

0.40
0.30 O
M
F =5
0.20

0.10

0.00 F =1
-0.10

-0.20
-0.30
0. 2. 4. 6. 8. 10.
1. 3. 5. 7. 9.
Ω
Figure 3.4.2. Frequency-response curves of Equation (3.4.1) obtained by AUTO
97 for ² = 1, (i) F = 1 and (ii) F = 5.
—–, stable limit cycle.
- - -, unstable limit cycle.
M
O, period-doubling bifurcation.

in the region of the bump (2.29 ≤ Ω ≤ 2.66). This can be seen from the

phase portrait of the limit cycle at Ω = 2.5 as depicted in Fig. 3.4.3. Further,

the limit cycle obtained by the PI method is compared with the result of

the numerical integration obtained by using the fourth-order Runge-Kutta

 61

method. It can be seen from Fig. 3.4.3 that they are in good agreement.

The coefficient of explicit form of this limit cycle is given in Table 3.4.1.
ẋ
0.25

0.2

0.15

0.1

0.05

−0.05

−0.1

−0.15
−0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08

Figure 3.4.3. Limit cycle of Equation (3.4.1) for ² = 1, F = 1 and Ω = 2.5.

—–, Runge-Kutta method.
×, Perturbation-Incremental method.

The stability of a limit cycle can be determined from the Jacobian matrix

(3.3.2). For the system (3.4.1), the Jacobian matrix is expressed explicitly

as

 
 0 1 
A=

.

−c1 − 2c2 x −²µ
Floquet multipliers are calculated from the corresponding monodromy matrix

(3.3.4).

Figs. 3.4.1 and 3.4.2 also show the frequency-response curves for ² = 1

and F = 5 obtained by the PI method and AUTO 97, respectively. For high
 62

Table 3.4.1. Coefficient of explicit form of the limit cycle of Figure 3.4.3.

² = 1, F = 1, Ω = 2.5
a = 0.06142, b = −0.00091, t? = −0.13761
i pi qi
0 2.8709 0
1 0.1266 -0.9794
2 0.4184 -0.0185
3 0.0157 0.2257
4 -0.1360 0.0123
5 -0.0097 -0.0878
6 0.0595 -0.0078
7 0.0063 0.0418
8 -0.0301 0.0051
9 -0.0042 -0.0221
10 0.0165 -0.0034

excitation frequency, the limit cycle has a small amplitude and is stable.

It remains stable and its amplitude grows until the excitation frequency is

decreased to Ω = 5.4005 (labelled with N in Fig. 3.4.1) where a period-

doubling (PD) bifurcation occurs. The limit cycle becomes unstable and

a stable period-2 limit cycle is created. The PI method is able to trace

the unstable solution down to Ω ' 0.1 (see Fig. 3.4.1). By using AUTO

97, further continuation can be obtained from which interesting dynamical

behaviour is observed for small Ω. The continuation curve begins to go

irregular and oscillate, forming a number of ”lobes” which also contain stable

phase-locking regions (see Fig. 3.4.2), which I have never seen before. Figs.

3.4.4(a) and 3.4.4(b) show the frequency-response curves for (², F ) = (1, 10)
 63

and (10, 1), respectively, obtained by the PI method. Their shapes are quite

different from those of Fig. 3.4.1. In Fig. 3.4.4(a), a stable limit cycle

exists only for the excitation frequency in the range 7.5705 < Ω < 8.3705.

PD bifurcation occurs at both ends of the stable segment of the frequency-

response curve. The calculation of branch switching at a PD bifurcation is

made simple by using the PI method. For instance, the explicit form of the

limit cycle at Ω1 = 8.3705 (label 1) is given in (3.2.2) and (3.2.22a) where

a, b, pi and qi are shown in Table 3.4.2. To switch to the emanating branch,

the explicit form of this limit cycle is rewritten as

x = a∗2 cos 2ϕ + a∗1 cos ϕ + a∗0 + b∗1 sin ϕ

2N
X
Φ= (p∗i cos iϕ + qi∗ sin iϕ), q0∗ = 0 (3.4.11)
i=0

pi qi
where a∗2 = a, a∗1 = 0, a∗0 = b, b∗1 = 0, p∗2i = 2
, ∗
q2i = 2
and p∗2i−1 = q2i−1
∗
=0

for i = 1, 2, · · · , N. The explicit form (3.4.11) is used as an initial solution for

the emanating branch. b∗1 is then used as the continuation parameter which is

simply change from zero to a small positive value in order to obtain a neigh-

boring period-2 limit cycle on the emanating branch. Detailed description of

branch switching and subsequent continuation by using the PI method can

be found in Chapter 2. The phase portrait of the unstable period-2 limit

cycle at Ω3 = 7.9264 (label 3) is shown in Fig. 3.4.5 and is compared with

the result from AUTO 97. The coefficient of explicit form of this limit cycle
 64

Table 3.4.2. Coefficient of explicit form of the limit cycle at label 1 of Figure
3.4.4(a).

² = 1, F = 10, Ω = 8.3705
a = 0.2134, b = −0.0256, t? = 0.3645
i pi qi
0 8.3731 0
1 0.2083 -0.0068
2 0.0008 0.0001
3 0.0000 -0.0000

Table 3.4.3. Coefficient of explicit form of the limit cycle of Figure 3.4.5.

² = 1, F = 10, Ω = 7.9264 t? = 0.3898

a2 = 0.2430, a1 = −0.0172, a0 = −0.0407, b1 = 0.1108
i pi qi
0 3.9665 0
1 -0.0099 0.0962
2 0.1256 -0.0045
3 -0.0001 -0.0006
4 -0.0006 0.0001
5 0.0000 -0.0000

is given in Table 3.4.3.

In Fig. 3.4.4(b), a stable limit cycle coexists with an unstable one for

Ω > Ω1 (= 2.9205). At Ω1 (label 1), the stable limit cycle loses its sta-

bility through a PD bifurcation. The period-2 limit cycle on the emanat-

ing branch is initially stable until Ω is decreased to Ω2 = 2.8482 (label 2)

where another PD bifurcation occurs. The emanating branch joins with the

frequency-response curve again at Ω3 = 2.1678 (label 3) due to another PD

bifurcation. A phase portrait of the limit cycle at Ω1 is shown in Fig. 3.4.6

 65

M ax(x)
3 (a)
0.3
¡
¡
ª
0.2

¡¡
µ
0.1
¡µ
¡
2
0 1
−0.1

−0.2

−0.3

−0.4

−0.5

−0.6

−0.7

−0.8
3 4 5 6 7 8 9 10

Ω
M ax(x)

0.4 ¾ 2 (b)
@
I
@
0.2
1
0 3
¡
¡
ª
−0.2

−0.4

−0.6

−0.8
2 3 4 5 6 7 8 9 10

Figure 3.4.4. Frequency-response curves of Equation (3.4.1) for (a) ² = 1, F = 10

and (b) ² = 10, F = 1.
—–, stable limit cycle.
- - -, unstable limit cycle.
N, period-doubling bifurcation.