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Nonlinear Dynamics: A Tutorial on the Method of Normal Forms

Article  in  American Journal of Physics · October 2000

DOI: 10.1119/1.1285895

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Nonlinear dynamics: A tutorial on the method of normal forms
Peter B. Kahn
Department of Physics and Astronomy, State University of New York at Stony Brook, Stony Brook,
New York 11794
Yair Zarmia)
Department of Energy and Environmental Physics, The Jacob Blaustein Institute for Desert Research,
Ben-Gurion University of the Negev, Sede Boqer Campus, 84990, Israel
共Received 11 August 1999; accepted 8 February 2000兲
We consider a variety of nonlinear systems, described by linear differential equations, subjected to
small nonlinear perturbations. Approximate solutions are sought in terms of expansions in a small
parameter. The method of normal forms is developed and shown to be capable of constructing a
series expansion in which the individual terms in the series correctly incorporate the essential
aspects of the full solution. After an extensive introduction, we discuss a series of examples. Most
of our attention is given to autonomous systems with imaginary eigenvalues for the unperturbed
problem. But, we also analyze a system of equations with negative eigenvalues; one zero and one
negative eigenvalue; two nonautonomous problems and phase locking in a coupled-oscillator
system. We conclude with a brief section on an integral formulation of the method. © 2000 American
Association of Physics Teachers.

I. INTRODUCTION in contrast to linear systems, in a series solution for a non-

The undergraduate physics curriculum is usually restricted
to the study of linear systems. However, it is clear that, es-
pecially with the introduction of computer algebra software
such as MAPLE and MATHEMATICA,1,2 many nonlinear prob-
lems can be discussed with tools available to students who
have completed their junior year of study. There exist very
good numerical techniques to analyze aspects of nonlinear
motion. Numerical and analytical methods complement each
other. It is with this in mind that we have written a tutorial
article, designed to show how one analyzes simple nonlinear
problems by an analytical perturbation technique due to
Poincaré,3 known as ‘‘the method of normal forms’’ 共NF兲.4–9
This approach opens up the possibility of a richer investiga-
tion that combines numerical and analytical methods. Nor-
mal forms have been successfully applied to a broad spec-
trum of problems, including oscillation and vibration,9
astronomy,10,11 accelerator design,12–15 nuclear magnetic
resonance,8 fluid flow,16 and optics.17 We illustrate the effec-
tiveness of the normal form expansion by using it to obtain
perturbative solutions for a broad class of nonlinear differen-
tial equations. Before the development of symbolic algebra
computer programs, calculations were generally carried out
only through first or second order, and methods such as av-
eraging and multiple scales were used extensively. Higher-
order calculations involve significant algebraic complexity
and really cannot be done by hand. However, with the advent
of readily available computer algebra software the calcula-
tions are straightforward to organize, and the fundamental
simplicity and beauty of the normal form expansion leads to
its appeal.
Our basic goal is to show how the method of normal forms
allows one to develop a consistent perturbation expansion
that, for a given class of problems, captures the essential
elements of the solution. In carrying out this program, we
will have to re-think many of our standard procedures as
most of our experience is based on linear problems and we
tend to use techniques that worked there in treating nonlinear
problems. Often this leads to disappointment. For example,
linear problem, the coefficients are not ‘‘determined finally’’
at a given order of the expansion. They are usually updated
as one computes higher-order terms. Also, the principle of
superposition is no longer valid. With this noted and recog-
nizing that nonlinear systems encompass an enormous range
of phenomena, it is perhaps best to begin by studying
‘‘weakly nonlinear systems.’’ These are systems in which
the basic or unperturbed problem is linear and solvable, to
which a small nonlinear term proportional to ⑀ has been
added.
Our procedures then lead to perturbation expansions that
follow the true motion with a given error for a reasonable
period of time. The time validity can be a delicate issue and
leads to an extensive error analysis. We avoid dwelling on it
by restricting our consideration to generating approximate
solutions that have an error no bigger than O( ⑀ 2 t). This
means that if the time t⫽O(1), the error is O( ⑀ 2 ), and if
t⫽O(1/⑀ ), the error is O( ⑀ ). The basic aspects of the
method of normal forms are fully revealed at this level of
approximation and the algebra is not too oppressive. With
this understood, we will terminate all our expansions after, at
most, O( ⑀ 2 ) and neglect O( ⑀ 3 ) effects. Those interested in a
more extensive analysis as well as a detailed error analysis
are referred to the literature.4–6,8,18
We begin, in Sec. II, with the basic ideas of the method of
normal forms that originated in Poincaré’s Ph.D. thesis and
were further developed in the early years, primarily by
Birkhoff and subsequently by Arnold, Siegel, and others.
The fundamental idea of normal forms is that, with proper
attention given to the structure of the spectrum of the linear
terms in a nonlinear differential equation, one introduces a
‘‘formal’’ near-identity transformation, in the neighborhood
of a fixed point, to reduce the nonlinear flow to its most basic
elements, yielding equations that are more amenable to
analysis. The resulting equation is said to be in its ‘‘normal
form.’’ A critical component involves separating the nonlin-
ear differential equations under consideration into classes de-
pending on the location of the eigenvalues, in the complex
plane, of the unperturbed linear problem. The normal form

907 Am. J. Phys. 68 共10兲, October 2000 http://ojps.aip.org/ajp/ © 2000 American Association of Physics Teachers 907
analysis for the simpler case, when the eigenvalues lie in a
Poincaré domain, is treated after the introduction of the idea
of ‘‘resonance.’’ Then, we continue the development by
turning our attention to the much richer case when the eigen-
values lie in a Siegel domain. The simplest paradigm for this
type of problem is discussed in Sec. IV, when we present the
basic equations, for the cubic oscillator known as ‘‘the Duf-
fing oscillator.’’ We give explicit expressions for the dis-
placement including numerical comparisons. In order to
build confidence we illustrate the method in Sec. V through
the analysis of six different types of problems, each illustrat-
ing a different aspect of the method of normal forms. The
various systems can be separated into five classes.
共1兲 Systems in which all the eigenvalues of the unper-
turbed linear problem have negative real part. The eigenval-
ues are said to lie in a Poincaré domain, and the normal form
and the perturbation expansion have a particularly simple
character leading to a convergent expansion 共examples 1–3兲.
共2兲 Systems in which the unperturbed problem is a single
simple harmonic oscillator which is perturbed by a change in
the potential, so that the system remains conservative. The
phase curves are changed, but remain closed. Alternatively,
the harmonic oscillator can be perturbed by dissipative terms
leading to damped motion or limit cycles 共examples 4–8兲.
共3兲 A problem in which there is one zero eigenvalue and
the rest have negative real part. This problem is amenable to
a normal form analysis, and this technique may, for the in-
vestigator’s purposes, prove to be far superior to the method
of the center manifold.19 The latter method is only effective
after the transients have decayed and is limited to initial am-
plitudes that are ‘‘very close’’ to the fixed points. By way of
contrast, the method of normal forms with only slightly more
algebraic complexity is applicable to problems that have fi-
nite initial amplitudes, and it can follow the transient behav-
ior until the system enters a region of finite-time blowup or
has decayed onto the center manifold 共example 9兲.
共4兲 We briefly treat coupled nonlinear oscillators. The
problems are inherently much more complex, and a thorough
analysis is beyond the scope of this text.8 However, it is
straightforward to obtain the first- and second-order approxi-
mations and, for particular systems, to obtain some general
results 共example 10兲.
共5兲 Nonautonomous systems have the capacity to exhibit
very complex behavior. We restrict ourselves to a discussion
of these systems in a region where one still has regular mo-
tion that is describable by a perturbation treatment. This ex-
cludes, of course, chaotic motion. However, it does cover a
broad range of behavior 共examples 11 and 12兲.
We conclude, in Sec. VI, with a brief introduction to a
new integral formulation of the method of normal forms, for
perturbed one-dimensional oscillatory systems, that
smoothly connects with the method of Poincaré–Lindstedt.20
II. NORMAL FORM EXPANSION: GENERAL IDEAS
We begin by considering an equation of the form
d ponents are known, and hence it will be possible to solve for
x⫽Ax⫹ ⑀ F共 ⑀ ,x兲 , 共1兲
dt
where x is an n-dimensional vector and A is a diagonal n
⫻n constant matrix, with eigenvalues ␭ 1 ,␭ 2 ,...,␭ n . The
perturbation is written ⑀ F( ⑀ ,x), where ⑀ is a small param-
eter, 兩 ⑀ 兩 Ⰶ1, and F is an n-dimensional vector field whose
terms are polynomials or functions with Taylor series expan-
908 Am. J. Phys., Vol. 68, No. 10, October 2000
sions in x of degree at least one. The vector x may contain
coordinates, velocities, and possibly the time. If the force
explicitly contains the time, we say that the system is non-
autonomous. If it is free of the time, it is said to be autono-
mous. We discuss, in the examples, both classes of systems.
As a first step, refer to the unperturbed linear component
of our equations and plot the location of the eigenvalues of
the matrix A in the complex-␭ plane. If they all lie such that
one can construct a straight line through the origin so that
they fall on one side, we say that the eigenvalues lie in a
‘‘Poincaré domain.’’ If such a construction is impossible, we
say that the eigenvalues lie in a ‘‘Siegel domain.’’ When the
eigenvalues lie in a Poincaré domain, there are only a finite
number of possible resonance relations and consequently
there can never be an ‘‘eigenvalue update.’’ The eigenvalues
associated with the original variables are the same as for the
normal form variables and it then follows that the associated
equations can be solved sequentially. If the eigenvalues lie in
a Siegel domain, one encounters much greater calculational
complexity and there is the possibility that there will be an
infinite number of resonant relations and eigenvalue update
can occur.
Let us begin by considering an example based on Eq. 共1兲.
Consider a three-dimensional nonlinear system of the follow-
ing form:
N
dx i
dt
⫽␭ i x i ⫹
n⫽1
兺⑀ n ␣ i,n jkm x 1j x k2 x m3 ,
i⫽1,2,3, j⫹k⫹m⭓2, 兩 ⑀ 兩 Ⰶ1. 共2兲
The three eigenvalues are taken to be distinct and the small
parameter is used to order the terms in the expansion.
In the method of normal forms, we introduce a smooth
transformation, a ‘‘near identity transformation 共NIT兲,’’ of
variables to a new set that yields equations that are easier to
solve. The transformation is written as
x i ⫽u i ⫹ 兺n ⑀ n T in共 u 1 ,u 2 ,u 3 兲 . 共3兲
The zero-order approximations are denoted by u i . The T
functions, the generators of the transformation, depend on
the ‘‘u variables.’’ When ⑀ vanishes, the transformation be-
comes the identity transformation.
The T functions will be constructed to eliminate as many
terms in Eq. 共2兲 as possible. There is freedom in the choice
of these functions, but as this is an introductory article, we
will not discuss this aspect of the expansion and instead refer
the reader to the literature.8,21–25 The u’s satisfy their own
dynamical equation,
d
u ⫽U i0 ⫹
dt i 兺n ⑀ n U in , U i0 ⫽␭ i u i . 共4兲
Observe that, except for its lowest order component, U i0
⫽␭ i u i , the right-hand side of Eq. 共4兲 is not known. We will
soon show how to construct an expansion in which all com-
the u’s. It is critical to solve the u equation 共the normal form兲
as it constitutes a ‘‘skeleton’’ equation, and the entire dy-
namics is revealed by ‘‘dressing it up.’’
If we know the u’s, we can construct the perturbation by
successively constructing the generators. To gain some ex-
perience, we begin with Eq. 共2兲, considering the equation for
the first variable through second order:
P. B. Kahn and Y. Zarmi 908
 N follows because the associated eigenvalue is different from
dx 1
dt
⫽␭ 1 x 1 ⫹ 兺 ⑀ n ␣ 1,
n j k m
jkm x 1 x 2 x 3 , 共5a兲 zero.兲 We will now see under what conditions we can com-
n⫽1
j⫹k⫹m⭓2 pute the U functions, beginning with U 11 . 共The superscript
associated with the square bracket indicates the component
x 1 ⫽u 1 ⫹ ⑀ T 11 ⫹ ⑀ 2 T 12 , 共5b兲 associated with each term. Here it is ‘‘1,’’ indicating that we
d are finding the first component. The Lie bracket plays the
u ⫽U 10 ⫹ ⑀ U 11 ⫹ ⑀ 2 U 12 . 共5c兲 same role in this approach as does the Poisson bracket in
dt 1 classical mechanics.兲
Notation: The components of the vectors are given as sub- In O( ⑀ 2 ), we find

冉 冊
scripts. In the T’s and U’s, superscripts refer to components
and subscripts refer to the order of the perturbation. ⳵ T 11 ⳵ T 11 ⳵ T 11
U 12 ⫽ 关 U0 ,T2 兴 1 ⫺ U 11 ⫹U 1
2
⫹U 1
3
Substitute the NIT given by Eq. 共5b兲, utilizing the dynami- ⳵u1 ⳵u2 ⳵u3
cal equation given by Eq. 共5c兲, into both sides of Eq. 共5a兲
and retain terms through second order.
The left-hand side:
⫹ 兺
j⫹k⫹m⭓2
␣ 1,
1
jkm 兵 jT 1 u 1 u 2 u 3 ⫹ku 1 T 1 u 2
1 j⫺1 k m j 2 k⫺1 m
u3

d
dt
x 1 ⫽U 10 ⫹ ⑀ U 11 ⫹ ⑀ 2 U 12 ⫹ ⑀ U 10
⳵ T 11
⳵u1
⫹U 20 冉
⳵ T 11
⳵u2
⫹U 30
⳵ T 11
⳵u3
冊 ⫹mu 1j u k2 u m⫺1
3 T 31 其 ⫹ 兺
j⫹k⫹m⭓2
␣ 1,
2
jkm u 1 u 2 u 3 . 共11兲
j k m

⫹ ⑀ 2 U 10冉 ⳵ T 12
⳵u1
⫹U 20
⳵ T 12
⳵u2
⫹U 30
⳵ T 12
⳵u3
冊 Observe that the second-order LB, 关 U0 ,T2 兴 1 , has the
same structure as the first-order LB. This pattern persists to

冉 冊
all orders. We postpone a consideration of the second-order
⳵ T 11 ⳵ T 11 ⳵ T 11 terms until Sec. IV, where we discuss motion in a conserva-
⫹⑀ 2
U 11 ⫹U 1
2
⫹U 1
3
. 共6a兲
⳵u1 ⳵u2 ⳵u3 tive field of force.
In the problems we consider, the interaction is a polyno-
The right-hand side: mial in its arguments and with this information, we will
choose the T functions to have a similar structure. Choosing
␭ 1 兵 u 1 ⫹ ⑀ T 11 ⫹ ⑀ 2 T 12 其 ⫹ ⑀ 兺
j⫹k⫹m⭓2
␣ 1,
1 j k m
jkm u 1 u 2 u 3 the T functions to mimic the interaction leads to a single
condition on the structure of the Lie bracket, and conse-
quently determines the entire structure of the perturbation
⫹⑀2 兺
j⫹k⫹m⭓2
␣ 1,
1
jkm 兵 jT 1 u 1 u 2 u 3 ⫹ku 1 T 1 u 2
1 j⫺1 k m j 2 k⫺1 m
u3 expansion. If you decide to stop at first order, you needn’t
solve for the explicit form of the T functions. But, you do
need them when you do a higher order calculation. It is this
⫹mu 1j u k2 u m⫺1
3 T 31 其 ⫹ ⑀ 2
j⫹k⫹m⭓2
兺 ␣ 1,
2 j k m
jkm u 1 u 2 u 3 . 共6b兲 form that plays a critical role in determining which terms in
the expansion can be eliminated. Referring to our interaction
Subtract Eq. 共6b兲 from Eq. 共6a兲 and identify the terms that given by Eq. 共2兲, we write
are proportional to different powers of ⑀. In O( ⑀ 0 ), we ob-
tain T 11 ⫽ 兺
j⫹k⫹m⭓2
␤ 1, jkm u j v k w m . 共12兲
U 10 ⫽␭ 1 u 1 . 共7兲
Collecting all the first-order terms, we obtain First order: Let us now look at the LB for the first com-

冉 冊
ponent of the vector:
⳵ T 11 ⳵ T 11 ⳵ T 11
U 11 ⫽␭ 1 T 11 ⫺ U 10 ⫹U 0
2
⫹U 0
3
⳵u1 ⳵u2 ⳵u3 关 U0 ,T1 兴 1 ⫽ 兺
j⫹k⫹m⭓2
␤ 1jkm u 1j u k2 u m3 兵 ␭ 1 ⫺ 共 ␭ 1 j⫹␭ 2 k⫹␭ 3 m 兲 其 .
共13兲
⫹ 兺 ␣ 1,1 jkm u 1j u k2 u m3 . 共8兲
j⫹k⫹m⭓2
Equation 共10兲 now becomes
Define the ‘‘Lie bracket’’ 共LB兲 as

冉 冊 U 11 ⫽ 兺 ␤ 1jkm u 1j u k2 u m3 兵 ␭ 1 ⫺ 共 ␭ 1 j⫹␭ 2 k⫹␭ 3 m 兲 其

3
⳵ U 10 ⳵ T 11
关 U0 ,T1 兴 ⬅ 1
兺
i⫽1
T i1
⳵ui
⫺U i0
⳵ui
. 共9a兲
j⫹k⫹m⭓2

In our example, the matrix U is diagonal. Therefore, using ⫹ 兺

j⫹k⫹m⭓2
␣ 1,
1 j k m
jkm u 1 u 2 u 3 . 共14兲
Eq. 共7兲, Eq. 共9a兲 has the simpler form

关 U0 ,T1 兴 1
⫽␭ 1 T 11 ⫺ 冉 U 10
⳵ T 11
⳵u1
⫹U 0
2
⳵ T 11
⳵u2
⫹U 0
3
⳵ T 11
⳵u3
. 冊 共9b兲
To simplify the normal form, Eq. 共4兲, one wants to con-
struct T 11 such that U 11 is made to vanish. However, from Eq.
共14兲, we see that this is not possible for terms for which
Equation 共8兲 can now be written as
␭ 1 ⫽␭ 1 j⫹␭ 2 k⫹␭ 3 m. 共15兲
U 11 ⫽ 关 U0 ,T1 兴 1 ⫹
j⫹k⫹m⭓2
兺 ␣ 1,
1 j k m
jkm u 1 u 2 u 3 . 共10兲 Equation 共15兲 is called a ‘‘resonance relation’’ 共note that the
integers, j, k, m must each be greater than or equal to zero兲.
The term U 10 is the zero-order term that is associated with We eliminate in Eq. 共14兲 monomials u 1j u k2 u m
3 for which
the unperturbed linear problem of the first component. 共This Eq. 共15兲 is not satisfied, by choosing

909 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 909
 ␣ 1,jkm
1 Construct the T and S functions to mimic the following in-
␤ 1jkm ⫽⫺ . 共16兲 teraction:
兵 ␭ 1 ⫺ 共 ␭ 1 j⫹␭ 2 k⫹␭ 3 m 兲 其
The remaining terms in Eq. 共14兲 are attributed to U 11 and T 1⫽ 兺 ␤ k,m
1
u kv m, S 1⫽ 兺 ␥ k,m
1
u kv m. 共20兲
constitute the O( ⑀ ) update of the normal form, Eq. 共4兲. k,m⭓0
k⫹m⬎1
k,m⭓0
k⫹m⬎1

Referring to Eq. 共10兲, the Lie bracket takes the form

再 冎
III. RESONANCE: POINCARÉ AND SIEGEL
DOMAINS ⳵T1 ⳵T1
关 U0 ,T1 兴 u ⫽ ␭ 1 •T 1 ⫺U 0 ⫺V 0
⳵u ⳵v
We now give examples of resonance, followed by three
examples where the eigenvalues lie in a Poincaré domain and
nine where the eigenvalues fall in a Siegel domain. Addi-
tional examples and further discussion are found in Refs.
再
⫽ ⫺1•T 1 ⫹1•u
⳵T1
⳵u
⫹2• v
⳵T1
⳵v 冎
4–9 and 18.
Definition of resonance: A resonance occurs whenever an ⫽ 兺
k,m⭓0
␤ k,m u k v m 兵 ⫺1⫹k⫹2m 其 . 共21兲
eigenvalue, ␭ s , is a linear combination with positive integer k⫹m⬎1
coefficients, involving the other eigenvalues, It is clear that there are no values of k or m for which the
LB vanishes. 共The case m⫽0, k⫽1 is not acceptable.兲
␭ s ⫽m 1 ␭ 1 ⫹m 2 ␭ 2 ⫹¯m s ␭ s ⫹¯m n ␭ n , 兺 m i ⬎1. Hence, one can choose T functions such that all U n , n⬎0,
共17兲 will vanish. One then has
A. The Poincaré domain du
⫽U 0 ⫽⫺u. 共22兲
In general, the eigenvalues of the unperturbed linear prob- dt
lem are complex numbers. They are said to lie in a Poincaré This equation is solved by u⫽u(0)exp(⫺t).
domain, if in the complex plane one can draw a straight line
Now, construct the LB associated with the eigenvalue
that separates all the eigenvalues from the origin. The basic
equal to 2. We have
ideas are embodied in the Poincaré–Dulac theorem,4 which
states that, under such conditions, only a finite number of
resonant relations are possible. The normal form equations
can then be solved sequentially and hence the problem is
再
关 U0 ,S1 兴 v ⫽ ␭ 2 •S 1 ⫺U 0
⳵S1
⳵u
⫺V 0
⳵S1
⳵v 冎
reduced to the construction of generators with known argu-
ments.
Illustration:
再
⫽ ⫺2•T 1 ⫹1•u
⳵S1
⳵u
⫹2• v
⳵S1
⳵v 冎
共a兲 ␭ 1 ⫽3; ␭ 2 ⫽5; ␭ 3 ⫽7. Using Eq. 共15兲 we see that there
is no resonant combination. ⫽ 兺
k,m⭓0
␥ k,m u k v m 兵 ⫺2⫹k⫹2m 其 . 共23兲
共b兲 ␭ 1 ⫽1; ␭ 2 ⫽2. Only one resonant combination occurs k⫹m⬎1
in the ␭ 2 equation when m 1 ⫽2, m 2 ⫽0. The only term that can vanish in this LB is the one with
共c兲 ␭ 1 ⫽2; ␭ 2 ⫽6; ␭ 3 ⫽14. The least eigenvalue, ␭ 1 ⫽2, k⫽2, m⫽0. Hence, if such a term appears in the interaction,
cannot yield a resonance. The next larger eigenvalue, ␭ 2 its contribution to the analog of Eq. 共10兲 in the present case
⫽6, can be formed from the combination ␭ 2 ⫽3␭ 1 . Finally, cannot be eliminated. Our example has been constructed
the greatest eigenvalue has three resonant combinations: ␭ 3 with a k⫽2, m⫽0 term 共i.e., x 2 in the y equation兲, so that the
⫽7␭ 1 ; ␭ 3 ⫽4␭ 1 ⫹␭ 2 ; ␭ 3 ⫽␭ 1 ⫹2␭ 2 . resonant term is present. Our skeleton equation is easily
We show how one uses the resonance condition to find the solved.
dynamical equation for the u variable. As the generators, T and S, have as their arguments u and
Example 1: Given the equation with two negative eigen- v , we can now use the NF expansion to obtain an approxi-
values, mation to the desired accuracy. The procedure has been re-
duced to algebra for which a symbolic computer program is
ẋ⫽⫺x⫹ ⑀ x 2 y, ideally suited. The details regarding how one recovers the
ẏ⫽⫺2y⫹ ⑀ 兵 x 2 ⫹xy 其 , 共18兲 solution to a given problem, in terms of the original vari-
ables, are illustrated in detail in the analysis of the Duffing
␭ 1 ⫽⫺1, ␭ 2 ⫽⫺2. oscillator given in Sec. IV and in many of the succeeding
As we can draw a straight line through the origin with examples.
both eigenvalues on one side, the eigenvalues lie in a Poin- Example 2: Consider
caré domain. The unperturbed equation is in diagonal form. ẋ⫽⫺&x⫹ ⑀ 共 nlt兲 ,
Introduce the near identity transformation
ẏ⫽⫺2&y⫹ ⑀ 共 nlt兲 , 共24兲
x⫽u⫹ 兺
n⭓1
⑀ n T n 共 u, v 兲 , y⫽ v ⫹ 兺
n⭓1
⑀ n S n 共 u, v 兲 共19a兲 ż⫽⫺3&z⫹ ⑀ 共 nlt兲 .
and a normal form We use 共nlt兲 to indicate nonlinear polynomial terms of
degree two or higher. There is no possible resonance term
du dv
dt
⫽U 0 ⫹
n⭓1
兺⑀ nU n ,
dt
⫽V 0 ⫹ 兺
n⭓1
⑀ nV n . 共19b兲 associated with the eigenvalue⫽⫺&; there is one possible
term associated with the eigenvalue⫽⫺2&; and there are

910 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 910
three possible terms associated with the eigenvalue ⫺3&. affected by the nonlinearity. Specifically, ␻ becomes differ-
Thus, after introducing the NIT from variables 共x,y,z兲 to ent from the unperturbed frequency, ␻ 0 : It depends on the
共u,v,w兲 and considering the associated generating functions small parameter, ⑀, and on the amplitude of oscillations, a.
to be polynomials that mimic the form of the nonlinear in- The NF expansion amounts to the parallel evaluation, order
teraction, our skeleton equations will have the following gen- by order, of two expansions in ⑀. The first is the expansion of
eral form: the displacement, x(t), and the second—of the updated fre-
u̇⫽⫺&u, quency, ␻ ( ⑀ ,a). We demonstrate the procedure through the
Duffing oscillator, which is a linear harmonic oscillator, sub-
v̇ ⫽⫺2& v ⫹ ⑀ Au 2 , 共25兲 jected to a cubic perturbation:
ẇ⫽⫺3&w⫹ ⑀ Bu v ⫹ ⑀ 2 Cu 3 . d 2x
⫹x⫹ ⑀ x 3 ⫽0, x 共 0 兲 ⫽A, ẋ 共 0 兲 ⫽0. 共30a兲
The coefficients A, B, C depend on the detailed structure of dt 2
the nlt, in Eq. 共24兲. There are no more possible resonant
terms. We solve these equations sequentially to obtain We first convert Eq. 共30a兲, a second-order differential
equation, into a two-dimensional vector equation by intro-
u 共 t 兲 ⫽u 共 0 兲 exp共 ⫺&t 兲 , ducing y⬅ẋ:
v共 t 兲 ⫽ 兵 v共 0 兲 ⫹ ⑀ Au 共 0 兲 2 t 其 exp共 ⫺2&t 兲 , 共26兲 d x
冉冊 冉 0 1
冊冉 冊 冉 冊
x 0

再
⫽ ⫺⑀ 3 , y⬅ẋ. 共30b兲
dt y ⫺1 0 y x
w 共 t 兲 ⫽ w 共 0 兲 ⫹ 共 ⑀ Bu 共 0 兲v共 0 兲 ⫹ ⑀ Cu 共 0 兲 兲 t
2 3

It is traditional to diagonalize the matrix of the linear

⫹⑀2
B
2 冎
u 共 0 兲 3 At 2 exp共 ⫺3&t 兲 .
problem by introducing z⫽x⫹iy, and its complex conjugate
z * ⫽x⫺iy. Our equation becomes

Example 3: Consider 共 z⫹z * 兲 3

ż⫽⫺iz⫺i ⑀ . 共31兲
ẋ⫽x⫺ ⑀ 兵 x 2 ⫹2xy 其 , ẏ⫽2y⫺ ⑀ 兵 2y 2 ⫹xy 其 . 共27兲 8

Introduce the NIT from 共x,y兲 to 共u,v兲. Observe that, as The equation for z * is just the complex conjugate of Eq.
there is no x 2 term in the y equation, the only possible reso- 共31兲.
nance in the v equation (u 2 ) is absent. Therefore, our skel- We introduce a near-identity transformation from the vec-
eton equations are the following unperturbed linear equa- tor (z,z * ) to a vector (u,u * ) and generators that are func-
tions: tions of u and u * :
u̇⫽u, v̇ ⫽2 v . 共28兲
z→u⫹ 兺
n⫽1
⑀ n T n 共 u,u * 兲 , z * →u * ⫹ 兺 ⑀ n T *
n⫽1
n 共 u,u * 兲 .

B. The Siegel domain 共32兲

If the eigenvalues do not lie in a Poincaré domain, they are A. Essential points
said to lie in a Siegel domain.
Illustration: ␭ 1 ⫽3; ␭ 2 ⫽2; ␭ 3 ⫽⫺1. It is straightforward The near identity transformation has a variety of aspects.
to see that there are an infinite number of resonant combina- 共1兲 The quantity ‘‘u’’ is the ‘‘zero-order approximation.’’
tions for each of the eigenvalues. For example, Its dynamical equation is called the ‘‘normal form:’’
␭ 1 ⫽␭ 1 ⫹␭ 2 ⫹2␭ 3 , 3⫽1 共 3 兲 ⫹ 共 2 兲 ⫹2 共 ⫺1 兲 , du
␭ 1 ⫽3␭ 1 ⫹␭ 2 ⫹8␭ 3 , 3⫽3 共 3 兲 ⫹1 共 2 兲 ⫹8 共 ⫺1 兲 , dt
⫽U 0 ⫹
n⫽1
兺
⑀ n U n 共 u,u * 兲 , U 0 ⫽⫺iu. 共33兲

␭ 2 ⫽␭ 1 ⫹2␭ 2 ⫹5␭ 3 , 2⫽1 共 3 兲 ⫹2 共 2 兲 ⫹5 共 ⫺1 兲 , 共29兲
␭ 3 ⫽2␭ 1 ⫹2␭ 2 ⫹11␭ 3 , ⫺1⫽2 共 3 兲 ⫹2 共 2 兲 ⫹11共 ⫺1 兲 .
Additional resonant terms are easily constructed.
In the study of Hamiltonian systems we encounter prob-
lems in which the eigenvalues are purely imaginary. For ex-
ample, the simple harmonic oscillator has eigenvalues, ␭ 1
⫽⫹i and ␭ 2 ⫽⫺i. There are an infinite number of possible
resonant terms. For any integer n, one has ␭ 1 ⫽⫹i⫽(n
⫹1)i⫺ni and ␭ 2 ⫽i⫽ni⫺(n⫹1)i.
These situations are much richer. They lead to ‘‘eigenval-
ue update’’ and also have the capacity to generate chaotic
orbits. All the examples considered hereafter are associated
with problems whose eigenvalues lie in a Siegel domain.
IV. THE DUFFING OSCILLATOR
In conservative systems with a single degree of freedom,
the period, T, and, hence, the fundamental frequency, ␻, are
共We need only consider the dynamical equation for the vari-
able, u, as u * , its complex conjugate, obeys the complex
conjugated equation.兲 In generating the time dependence of
the zero-order term, the normal form accounts for the updat-
ing of the fundamental frequency, ␻ ( ⑀ ,a). That there is a
frequency update is manifested by the fact that not all U i ,i
⬎0 can vanish.
共2兲 The T functions carry information regarding the higher
harmonics as well as the updating of the coefficients of the
fundamental component. They depend on (u,u * ). Once we
have solved the dynamical equation for u to the desired or-
der, we can insert it into the expressions of the T functions
and obtain an approximation to z(t). One tries to choose the
T functions so as to make the normal form as simple as
possible. There is freedom in the choice of the T functions
because of the inherent freedom in the choice of the zero
point about which to perform an expansion. For example, if
we choose the T functions all equal to zero, we have the
identity transformation. In this article, to keep things as

911 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 911
simple as possible, we do not discuss the ‘‘freedom issue,’’ The structure of the term in braces in Eq. 共35兲 is independent
which is discussed at length in the literature.8,21–25 of the interaction. It is the Lie bracket 共LB兲 for this problem.
共3兲 The ‘‘resonance condition’’ is a key component of the In every order, the LB term is of the following form:

再 冎
normal form expansion. This relationship, satisfied by the
eigenvalues of the unperturbed linear problem, was dis- ⳵Tn ⳵Tn
⫺iT n ⫺U 0 ⫺U 0* . 共36兲
cussed in Sec. III, when we introduced the concept of the ⳵u ⳵u*
Poincaré and Siegel domains. In the case of the Duffing os-
We postulate for the T functions a form that mimics the
cillator, for all integers n⬎0, the two eigenvalues, ␭ 1 ⫽⫺i
polynomial structure of the perturbation. In the nth order, T n
and ␭ 2 ⫽⫹i, obey the resonance relationship, i⫽(n⫹1)i
are polynomials of power (2n⫹1) in u and u * :
⫹n(⫺i). To each integer, n, there corresponds a resonant
term of the form 关 (uu * ) n u 兴 . Resonant terms may contribute
in every order of the expansion of the normal form. T n⫽
k,m⭓0
兺 ␣ km u k u * m . 共37兲
Construction of the latter amounts to identifying which k⫹m⫽2n⫹1
resonant terms actually appear in every order of the expan- Substituting Eq. 共37兲 in Eq. 共36兲, we observe that the LB
sion. takes the form
共4兲 The NIT is generally not convergent, but is an
asymptotic series. This needn’t worry us as we usually cal-
culate a few terms in the expansion and a satisfactory bound 关 U0 ,T1 兴 u ⫽⫺i 兺
k,m⭓0
␣ km u k u * m 关 1⫺k⫹m 兴 . 共38兲
for the error. The convergence issue is discussed in detail in k⫹m⫽3
the literature.4,8,18 We can kill all the terms in Eq. 共35兲, except those of the
Important: In this article we terminate the expansion at form u 2 u * . So, in the implementation of the normal form
second order and do not indicate the error term. Higher order expansion, we have reduced the problem to solving for those
terms follow a similar pattern and with the advent of com- T functions that kill all nonresonant terms associated with the
puter algebra programs one can develop the expansion as far interaction and then solving a dynamical equation of a spe-
as desired. cial form.
Step 5: Substitute Eq. 共37兲 into Eq. 共35兲 and solve for the
B. Normal form expansion for the Duffing oscillator ␣ coefficients so as to ‘‘kill’’ as many terms as possible.
Solving we find
The procedure is implemented in a series of steps.
Step 1: Refer to Eq. 共31兲, and substitute the near-identity ␣ 30⫽ 161 , ␣ 12⫽⫺ 163 , ␣ 03⫽⫺ 321 ,
transformation 共NIT兲 given by Eq. 共32兲. Expand the left- 共39兲
hand-side through O( ⑀ 2 ): T 1 ⫽ 161 u 3 ⫺ 163 uu * 2 ⫺ 321 u * 3 ⫹ ␣ 21u 2 u * .

dz du
⫽
dt dt
⫹⑀ ⫹ 冉
⳵ T 1 du ⳵ T 1 du *
⳵ u dt ⳵ u * dt 冊 Important: The coefficient ␣ 21 has a ‘‘zero multiplier’’
and hence is undetermined. We follow the traditional choice
of setting ␣ 21⫽0, which Bruno18 calls ‘‘the distinguished

⫹⑀2 冉 ⳵ T 2 du ⳵ T 2 du *
⫹
⳵ u dt ⳵ u * dt 冊 choice.’’ Other choices can be used, and lead to compact and
computational effective approximations.24,25
Step 6: So, by choosing our T functions with the coeffi-

⫽ 兵 U 0⫹ ⑀ U 1⫹ ⑀ 2U 2其 ⫹ ⑀ 冉 ⳵T1
⳵u
U 0⫹
⳵T1
U*
⳵u* 0 冊 cients given by Eq. 共39兲 and substituting into Eq. 共35兲, our
first-order correction to du/dt is given by

⫹⑀ 2
冉 ⳵T2
⳵u
U 0⫹
⳵T2
⳵u*
U*
0 ⫹⑀2 冊 冉
⳵T1
⳵u
U 1⫹
⳵T1
U* .
⳵u* 1 冊 U 1 ⫽⫺i 83 u 2 u * ,
du 3
共40a兲
共34a兲 ⫽⫺iu⫺i ⑀ u 2 u * .
dt 8
Step 2: Now substitute the expansion for z given by Eq. If we write u⫽ ␳ exp(⫺i␸), we have
共32兲 into the right-hand side of Eq. 共31兲:
dz
dt
⫽⫺i 兵 u⫹ ⑀ T 1 ⫹ ⑀ 2 T 2 其 ⫺i ⑀
共 u⫹u * 兲 3
8
d␳
dt
⫽0,
d␸
dt
3
⫽⫺i ␻ ⫽⫺i 1⫹ ⑀ ␳ 2 ,
8 冉 冊
共40b兲
3 共 u⫹u * 兲 2 u⫽ ␳ exp共 ⫺i 关 1⫹ ⑀ 83 ␳ 2 兴 t 兲 .
⫺i ⑀ 2 共 T 1 ⫹T 1* 兲 . 共34b兲
8 The radius, ␳, is constant, and the frequency, ␻, has been
‘‘updated.’’
Step 3: Equate Eqs. 共34a兲 and 共34b兲. Collecting the ⑀ 0
Step 7: At this level of approximation, we have
terms, we find U 0 ⫽⫺iu, which embodies the eigenvalue
equation for the unperturbed problem, given here in terms of z⫽u⫹ ⑀ 共 161 u 3 ⫺ 163 uu * 2 ⫺ 321 u * 3 兲 ,
the u variable. But, du/dt⫽⫺iu unless all U i ⫽0, i⬎0. We
共41a兲
set up and solve, order by order in the small parameter, ⑀, a z * ⫽u * ⫹ ⑀ 共 161 u * 3 ⫺ 163 u 2 u * ⫺ 321 u 3 兲 ,

冉冋 册冊
series of equations for the U i .
Step 4: Organizing Eqs. 共34a兲 and 共34b兲 we have 共 z⫹z * 兲 3 2
x共 t 兲⫽ ⫽ ␳ cos 1⫹ ⑀ ␳ t
再
U 1 ⫽ ⫺iT 1 ⫺U 0
⳵T1
⳵u
⫺U *
0
⳵T1
⳵u*
⫺i
共 u⫹u * 兲 3
8 冎. 共35兲
2 8
⫹ ⑀ ␳ 3 共 ⫺ 163 cos共 t 兲 ⫹ 321 cos共 3t 兲兲 . 共41b兲

912 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 912
We have not updated the arguments of the first-order terms
as there is already a factor ⑀ as a multiplier.
A central aspect of the method is the ability to update the
frequency, accounting for the effect of the perturbation. Thus
the full oscillatory nature of the solution is expressed in each
order of the expansion.
Step 8: We calculate the second-order correction to show
the general structure of the expansion. From Eqs. 共34a兲 and
共34b兲, we obtain
x 共 t 兲 ⫽1.054 09 cos共 ␻ t 兲 ⫺0.006 94 cos共 3 ␻ t 兲
⫹0.000 046 cos共 5 ␻ t 兲 ⫹hot,
共46兲
␻ ⫽0.928 447.
共Higher order terms in the series expansion are denoted by
‘‘hot.’’兲 Referring to the relationship between ␳ and A, and
our parameter values, Eqs. 共41b兲 and 共44兲 are written as

再
U 2 ⫽ ⫺iT 2 ⫺
⳵T2
⳵u
U 0⫺
⳵T2
U*
⳵u* 0 冎 O 共 ⑀ 兲 : x 共 t 兲 ⫽1.050 19 cos共 ␻ t 兲 ⫺0.005 48 cos共 3 ␻ t 兲 ,

冉 冊
␻ 共 approximate兲 ⫽1⫹ ⑀ 83 A 2 ⫽0.9315, 共47a兲
⳵T1 ⳵T1 3 共 u⫹u * 兲 2
⫹ ⫺ U 1⫺ U 1* ⫺i 共 T 1 ⫹T 1* 兲 .
⳵u ⳵u* 8 ␳ ⫽A 共 1⫹ ⑀ 5
A 2 兲 ⫽1.0173.
32
共42兲
O 共 ⑀ 2 兲 : x 共 t 兲 ⫽1.053 32 cos共 ␻ t 兲 ⫺0.006 62 cos共 3 ␻ t 兲
As we know T 1 , given by Eq. 共39兲, and U 1 , given by Eq.
共40a兲, we can compute T 2 and U 2 : ⫹0.000 029 cos共 5 ␻ t 兲 ,
T 2⫽ 3
1024 u ⫺
5 15
256 u u *⫹
4 69
512 u u* ⫹
2 3 21
1024 uu * ⫺
4 1
512
5
u* ,
␻ 共 approximate兲 ⫽1⫹ ⑀ 83 A 2 ⫺ ⑀ 2 21
256 A 4 ⫽0.9287, 共47b兲
U 2 ⫽i 51
256 u 3u *2, 共43兲
␳ ⫽A 共 1⫹ ⑀ 5
32 A 2⫺ ⑀ 2 25
1024 A 4 兲 ⫽1.016 4.
␻ ⫽1⫹ ⑀ 83 ␳ 2 ⫺ ⑀ 2 51
256 ␳ 4.
Notice that the Fourier coefficients are updated as we com-
With the computation of T 2 and U 2 , our expression for x(t) pute higher order terms in the expansion. This is character-
becomes istic of nonlinear problems.
x 共 t 兲 ⫽ ␳ cos共关 1⫹ ⑀ 83 ␳ 2 ⫺ ⑀ 2 51
␳4兴t 兲 We comment in passing that a particular choice of the free
␣ 21 term in T 1 and corresponding choices of the free terms in
256

⫹ ⑀ ␳ 3 共 ⫺ 163 cos共关 1⫹ ⑀ 83 ␳ 2 兴 t 兲 ⫹ 321 cos共 3 关 1⫹ ⑀ 83 ␳ 2 兴 t 兲兲 higher orders yield what Kahn and Zarmi24 have called a
‘‘minimal normal form.’’ The latter displays closer agree-
⫹ ⑀ 2 ␳ 5 共 512
69
cos共 t 兲 ⫺ 1024
39
cos共 3t 兲 ⫹ 1024
1
cos共 5t 兲兲 . 共44兲 ment between the approximate and true solution than one
obtains with other choices. We do not discuss the issue of the
Comment on the solution: The phase is updated, but the free terms in the normal form expansion, as it takes us too far
radius, ␳, remains constant throughout the expansion, reflect- afield. However, it is important when shifting focus from
ing energy conservation. The results can be generalized to a analytical to numerical methods, particularly in the analysis
wider spectrum of interactions, some of which we will study of higher-dimensional systems. When numerical and analyti-
in the succeeding examples. cal techniques are combined, minimal normal forms prove to
be a powerful approach.27

C. Satisfaction of the initial conditions

E. Error accumulation
The relation between the radius ␳ and the turning point
x(0)⫽A is updated as we include more terms in the expan- A simple test of the quality of a perturbation expansion is
sion. Begin with Eq. 共41b兲. This yields the degree to which the approximation deviates from the full
solution. A first-order normal form approximation eliminates
x 共 0 兲 ⫽A⫽ ␳ 共 1⫺ ⑀ 5
32 ␳2兲. 共45a兲 spurious secular terms of the form ⑀ t which, if present, gen-
Proceeding to next order, referring to Eq. 共44兲, we have erate a linearly growing error over time intervals of O(1/⑀ ).
共A term that combines a power of ‘‘t’’ multiplied by a trigo-
x 共 0 兲 ⫽A⫽ ␳ 共 1⫺ ⑀ 5
32 ␳ 2⫹ ⑀ 2 25
256 ␳4兲. 共45b兲 nometric function is called a ‘‘secular term.’’ We introduce
the word ‘‘spurious’’ to indicate that it is an artifact of the
Inverting Eqs. 共45a兲 and 共45b兲 for ␳, we see that, as we go expansion and is not present in this form in the full solution.
to higher orders, the expression for ␳ incorporates higher The word ‘‘secular’’ comes from the French word for cen-
order terms in the expansion. tury and indicates that the effect of the term in astronomical
problems is important at these long times.兲 However, a first-
order approximation cannot, in general, guarantee the ab-
D. Numerical comparison sence of higher order secular terms, e.g., of the form ⑀ 2 t. To
eliminate the latter, one must extend the normal form analy-
We choose A⫽ ␲ /3 and ⑀ ⫽⫺1/6, the values considered in sis to second order, increasing the time validity of the expan-
the literature. Note that the expansion parameter in the Duf- sion. To demonstrate this point, we show in Fig. 1 the mis-
fing problem is really ⑀ A 2 ⫽⫺ ␲ 2 /54. The exact solution to match between the full solution of Eq. 共30a兲, with A⫽ ␲ /3
the Duffing equation is given as a Fourier expansion in the and ⑀ ⫽⫺1/6, and the first- and second-order approximations
text by Davis,26 pages 291–297. It is given by Eqs. 共47a兲 and 共47b兲, respectively.

913 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 913
 T 2 ⫽ 241 u 3 ⫹ 245 uu * 2 ⫺ 481 u * 3 ,
共50b兲
U 2 ⫽i 5
12 u 2 u * ⇒ ␻ ⫽ 兵 1⫺ ⑀ 2 5
12 A 2其 .
The uu * term in the first-order T function indicates a shift
in the zero point of oscillation, as a consequence of the
asymmetry of the potential. The oscillator does not spend
equal amounts of time in each quadrant of the motion.

B. Examples with dissipation

Fig. 1. Mismatch, m, between the full solution of Eq. 共30a兲, A⫽ ␲ /3,
⑀⫽⫺1/6, and the NF approximations. 共a兲 Mismatch in O( ⑀ ) approximation;
Example 6: We discuss a simple harmonic oscillator with
共b兲 mismatch in O( ⑀ 2 ) approximation. a small cubic damping term. In first order, there is only am-
plitude damping. Frequency updating occurs in second order.
The equation is
V. EXAMPLES ILLUSTRATING ASPECTS OF THE d 2x
METHOD OF NORMAL FORMS ⫹x⫹ ⑀ ẋ 3 ⫽0, 0⬍ ⑀ Ⰶ1. 共51兲
dt 2
In this section we study problems in which the eigenvalues We are interested in the change in the behavior of the
of the linear unperturbed problem lie in a Siegel domain. system for relatively short times, to lowest order in the small
Now that we have completed the analysis of the Duffing parameter ⑀. Don’t perform any calculation! Rather, refer to
oscillator, we observe that the first-order skeleton equation the following argument. We transform to the z variables and
for many systems can be found by inspection, i.e., without then introduce the NIT. As the perturbation is cubic, we pos-
calculating the T functions. This is a very nice result because tulate a cubic polynomial for the T 1 function. Inspection of
it enables you to just look at the structure of an equation and the LB shows that the T 1 function can kill all the terms
obtain some information about the system’s behavior. 共In the except for the one of the form 关 u 2 u * 兴 . Thus, U 1 takes the
following, we give the expressions for a few T functions to
form
illustrate aspects of the expansion and to facilitate the calcu-
lation of higher-order terms.兲 U 1 ⫽⫺ 83 u 2 u * . 共52兲
A. Other conservative oscillators Our skeleton equation is
Example 4: The quintic oscillator. When the perturbation u̇⫽⫺iu⫺ ⑀ 38 u 2 u * ,
is an odd power of the displacement, the first-order equations 共53a兲
can be found by inspection. Consider u⫽ ␳ exp共 ⫺i ␸ 兲 , ␳˙ ⫽⫺ ⑀ 83 ␳ 3 , ␸˙ ⫽0,
d 2x which is solved by
⫹x⫹ ⑀ x 5 ⫽0, x 共 0 兲 ⫽A, ẋ 共 0 兲 ⫽0. 共48a兲
dt 2 ␳0
u⫽ exp共 ⫺it 兲 . 共53b兲
Referring to our experience with the Duffing oscillator, we
know that, in first order, we can construct a T function that
冑1⫹ ⑀ 3
4 ␳ 20 t
kills all the terms except the one of the form 关 u 3 u * 2 兴 , whose The radial component is damped and, in this order, there is
coefficient is the binomial coefficient in the expansion of the no change in the phase. Observe how easy it is to get the
quintic perturbation. The amplitude is constant and the phase leading term in the expansion. The T functions are the same
is given by as for the Duffing oscillator, Eq. 共39兲, except for multiplica-
tive factors, as one is killing terms of the same character.
␸ ⫽ 关 1⫹ ⑀ 5
16 A 4 兴 t. 共48b兲 However, as the factors contain minus signs and ‘‘i’s’’ you
Example 5: The quadratic oscillator. In this case, the per- cannot take them over without calculation. We find that27
turbation is an even power and hence the frequency update is T 1 ⫽ 161 iu 3 ⫺ 163 iuu * 2 ⫹ 321 iu * 3 . 共54兲
postponed until second order,
d 2x C. Limit cycles
⫹x⫹ ⑀ x 2 ⫽0, x 共 0 兲 ⫽A, ẋ 共 0 兲 ⫽0,
dt 2 Example 7: Van der Pol28 developed some of the seminal
共 z⫹z * 兲 2
共49兲 arguments that led to a systematic attack on limit-cycle prob-
ż⫽⫺iz⫺i ⑀ . lems, which play a significant role in nonlinear dynamics. 关A
2
‘‘limit cycle’’ is a closed curve in the ‘‘(velocity, position)
There are no resonant terms in first order, so we can con- plane’’ or ‘‘phase plane’’ that acts as an attractor for out-
struct a T function that kills all the terms: ward and inward going spirals.兴 Van der Pol studied multi-

再 冎
vibrator circuits in which the resistive element altered its
⳵T1 ⳵T1 共 u⫹u * 兲 2 characteristics as a function of the current. The circuit exhib-
U 1 ⫽ ⫺iT 1 ⫹iu ⫺iu * ⫺i ,
⳵u ⳵u* 4 ited sustained oscillations that were stable against small per-
T 1 ⫽ 41 u 2 ⫺ 21 uu * ⫺ 121 u * 2 ⇒U 1 ⫽0. 共50a兲 turbations, leading to the concept of negative-feedback am-
plifiers. Sometimes oscillators of this type are called self-
Proceeding to second order, we find excited oscillators because, if the system initially has a very

914 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 914
small amplitude 共i.e., energy兲, it draws upon its environment damping terms. He mentions that this situation occurs in a
so as to increase its amplitude. The differential equation for variety of systems, including organ pipes, violin strings,
the Van der Pol oscillator is electromagnetic tuning forks, etc. It is closely related to the
Van der Pol oscillator. The basic equation is
d 2x
dt 2
⫹x⫽ ⑀ 关 1⫺x 2 兴 ẋ, 0⬍ ⑀ Ⰶ1, d 2x
冋
1 2
2 ⫹x⫽ ⑀ 1⫺ ẋ ẋ, 册 0⬍ ⑀ Ⰶ1,

冉 冊
共55兲 dt 3
共 z⫺z * 兲 共 z⫹z * 兲
冉 冊
2
ż⫽⫺iz⫹ ⑀ 1⫺ . 共 z⫺z * 兲 共 z⫺z * 兲 2
共57a兲
2 4 ż⫽⫺iz⫹ ⑀ 1⫹ .
2 12
If we begin with small amplitudes, we have negative
damping and the oscillations grow. Then, as x crosses 1, the Everything proceeds in parallel to the Van der Pol case. The
coefficient of the velocity changes sign, and the amplitude first-order equation for the radius of the limit cycle is iden-
starts to decrease. But, as the amplitude crosses 1, again the tical to that of the Van der Pol oscillator, but the T function
damping factor changes sign. So, we see a dynamic interplay has a different structure:
between positive and negative damping. Eventually, this
leads to a stable ‘‘limit cycle’’ of radius approximately equal
to 2. Trajectories associated with amplitudes greater than 2
u̇⫽⫺iu⫹ ⑀ 冉 u u 2u *
2
⫺
8
, 冊
are attracted to the limit cycle from without and trajectories
associated with amplitudes less than 2 are attracted to it from
within.
u⫽ ␳ exp共 ⫺i ␸ 兲 , ␸˙ ⫽0, ␳˙ ⫽ ⑀
1
2 冋 册
␳ 1⫺
␳2
4
, 共57b兲

Refer to Sec. III and review aspects of the arguments as- T 1 ⫽i 41 u * ⫹i 1

sociated with Poincaré and Siegel domains. In the Van der
Pol problem, the eigenvalues of the linear system lie in the
right half-plane, at ( ⑀ ⫾i). As a straight line that separates
them from the origin can be drawn, one might conclude that
the eigenvalues lie in a Poincaré domain and apply the
Poincaré–Dulac theorem. However, in doing this, the linear
term now includes a part of the perturbation which is com-
parable in size to the nonlinear perturbation. This approach
leads to a nonuniform NF expansion. Thus one cannot in-
clude the linear ⑀ term in the unperturbed equation. Conse-
quently, this is a Siegel domain problem, as the unperturbed
eigenvalues are located at ⫾i.
A first-order NF analysis gives the basic results without a
detailed calculation. We introduce the z variables, followed
by the NIT. The underlying unperturbed system is the simple
harmonic oscillator, leading to a LB resonance condition in
which terms of the form 关 u k u * m 兴 for k⫽m⫹1 cannot be
killed by the T function. The algebra is straightforward and,
in the original perturbation, we have two such terms: k⫽1,
m⫽0; k⫽2, m⫽1. Our skeleton equation becomes
u̇⫽⫺iu⫹ ⑀ 冉 u u 2u *
2
⫺
8
. 冊
We introduce u⫽ ␳ exp(⫺i␸) and have
u 3 ⫺i 1
uu * 2 ⫹i 1
u *3.
48 16 96
Again, we have limit cycle oscillations with an amplitude
equal to 2 in the zero-order approximation.
The analysis and results obtained in examples 4–8 can be
taken over almost unchanged into more complicated prob-
lems. However, it takes some practice to recognize the pat-
tern of the perturbation expansion.
D. A zero eigenvalue problem
Example 9: We discuss a system with one zero eigenvalue
and one negative eigenvalue. One finds that the amplitude
associated with the zero eigenvalue decays as a power of t,
and the amplitude associated with the negative eigenvalue
decays as a modified exponential function of t. If one waits
‘‘long enough’’ so that the transient aspects of the solution
become unimportant, the exponential will have decayed suf-
ficiently and the long-time motion then takes place on a sur-
face 共i.e., manifold兲 associated with the zero eigenvalue. For
problems of this class, the ‘‘method of the center mani-
fold’’ 19 has been developed. It only captures the asymptotic
共56a兲
behavior. However, the method of normal forms applies,
without modification, to problems with zero eigenvalues and
yields the transient behavior, as well as the asymptotic mo-
tion over the center manifold. Thus, if you are willing to

冋 册
work through the algebra, it seems sensible to use NF and
1 ␳2 capture the time evolution of the entire solution. As an ex-
␸˙ ⫽0, ␳˙ ⫽ ⑀ ␳ 1⫺ ,
2 4 ample, consider the equations found in the text by
共56b兲 Manneville:16
T 1 ⫽i 41 u * ⫺i 161 u 3 ⫺i 1
16 uu * 2 ⫺i 1
32 u *3.
dx 1
The radial equation has two stationary solutions: ␳ ⫽0 and ⫽⫺ ⑀ xy, 0⬍ ⑀ Ⰶ1,
dt 2
␳ ⫽2. A stability analysis of the radial equation reveals that 共58兲
the origin is an unstable stationary point: The solution is dy 1
⫽⫺9y⫹ ⑀ x 2 .
repelled away from it. On the other hand, ␳ ⫽2 is an attrac- dy 2
tor. An ‘‘exchange of stability’’ occurs between the repul- We proceed as before. The near-identity transformation takes
sion from the origin as the amplitude grows and the attrac- the form
tion to the finite limit cycle radius.
Example 8: The Rayleigh oscillator x→u⫹ ⑀ T 1 共 u, v 兲 ⫹ ⑀ 2 T 2 共 u, v 兲 ,
Another limit cycle oscillator has been studied by Lord
y→u⫹ ⑀ S 1 共 u, v 兲 ⫹ ⑀ 2 S 2 共 u, v 兲 , 共59兲
Rayleigh to explain forced vibrations. Rayleigh29 developed
an approximation procedure for handling maintained vibra- where we have distinguished the two generators, S and T.
tions that resulted from the interplay of negative and positive We limit ourselves to a second-order calculation. The zero-

915 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 915
order approximations satisfy dynamical equations, u̇⫽⫺ 361 ⑀ 2 u 3 , v̇ ⫽⫺9 v ⫹ 181 ⑀ 2 u 2 v ,
u̇⫽U 0 ⫹ ⑀ U 1 ⫹ ⑀ 2 U 2 , U 0 ⫽0, u共 0 兲
u共 t 兲⫽ , 共66d兲
v̇ ⫽V 0 ⫹ ⑀ V 1 ⫹ ⑀ 2 V 2 , V 0 ⫽⫺9 v .
共60兲
冑1⫹ ⑀ u共 0 兲2t
1 2
18

Substituting the NIT in the x equation yields v共 t 兲 ⫽ v共 0 兲 exp共 ⫺9t 兲 ln兵 1⫹ 181 ⑀ 2 u 共 0 兲 2 t 其 .
Finally, we recover the solutions, x(t) and y(t,), with an
u̇⫽U 0 ⫹ ⑀ U 1 ⫹ ⑀ 2 U 2
error O( ⑀ 3 ):
1 ⳵T1 ⳵T1
⫽⫺ ⑀ 兵 u v ⫹ ⑀ uS 1 ⫹ ⑀ uT 1 其 ⫺ ⑀ U 0 ⫺⑀V0 x 共 t 兲 ⫽u⫹ 181 ⑀ u v ⫹ 648
1
⑀ 2 u v 2 ⫹O 共 ⑀ 3 兲 ,
2 ⳵u ⳵v 共67兲
y 共 t 兲 ⫽ v ⫹ 181 ⑀ u 2 ⫹O 共 ⑀ 3 兲 .
⳵T2 2 ⳵T2 2 ⳵T1 2 ⳵T1
⫺ ⑀ 2U 0 ⫺⑀ V0 ⫺⑀ U1 ⫺⑀ V1 . 共61a兲 Observe that u(t) decays as an inverse power, not expo-
⳵u ⳵v ⳵u ⳵v
nentially, while v (t) decays exponentially. Asymptotically,
We have a companion equation from the y equation, when the exponential, v (t), has died out, one is on the center
manifold associated with the u variable. ‘‘The method of the
v̇ ⫽V 0 ⫹ ⑀ V 1 ⫹ ⑀ 2 V 2 center manifold’’ concentrates on uncovering this long-time
behavior.19
⫽⫺9 v ⫺9 ⑀ S 1 ⫺9 ⑀ 2 S 2 ⫹ 12 ⑀ 兵 u 2 ⫹2 ⑀ uT 1 其 One sees that the normal form analysis can be carried out
⳵S1 ⳵S1 2 ⳵S2 for a problem with one zero eigenvalue and the remaining
⫺⑀U0 ⫺⑀V0 ⫺⑀ U0 ones negative, just as for problems with nonzero eigenval-
⳵u ⳵v ⳵u ues.
⳵S2 2 ⳵S1 2 ⳵S1
⫺ ⑀ 2V 0 ⫺⑀ U1 ⫺⑀ V1 . 共61b兲
⳵v ⳵u ⳵v E. Phase locking
Collecting the O( ⑀ ) terms in the u equation yields Example 10: We introduce a model of two-coupled oscil-
lators, introduced by Mitropolskii and Samoilenko,30 that ex-
1 ⳵T1 ⳵T1 1 ⳵T1 hibit ‘‘phase locking,’’ a phenomenon encountered in laser
U 1 ⫽⫺ u v ⫺U 0 ⫺V 0 ⫽⫺ u v ⫹9 v . 共62兲
2 ⳵u ⳵v 2 ⳵v physics:
We see that the choice ẍ 1 ⫹x 1 ⫽ ⑀ ␨ 1 x 1 ⫹ ⑀ 共 1⫺x 1 x 2 兲 ẋ 1 ,
共68a兲
uv ẍ 2 ⫹x 2 ⫽ ⑀ ␨ 2 x 2 ⫹ ⑀ 共 1⫺x 21 兲 ẋ 2 , ⑀ ⬎0.
T 1⫽ 共63兲 The frequency mismatch is incorporated by the ␨ terms. The
18
equations are analyzed in Ref. 8. We proceed as before by
leads to U 1 ⫽0. Similarly, we have, in the v equation, introducing the z variables, obtaining

1 ⳵S1 ż 1 ⫽⫺iz 1 ⫹ 21 i ⑀ ␨ 1 共 z 1 ⫹z *
1 兲 ⫹ 2 ⑀ 共 z 1 ⫺z *
1
1兲
V 1 ⫽⫺9S 1 ⫹ u 2 ⫹9 . 共64兲
2 ⳵v ⫺ 18 ⑀ 共 z 21 ⫺z 1* 2 兲共 z 2 ⫹z 2* 兲 ,
共68b兲
We see that the choice ż 2 ⫽⫺iz 2 ⫹ 21 i ⑀ ␨ 2 共 z 2 ⫹z *
2 兲 ⫹ 2 ⑀ 共 z 2 ⫺z *
1
2兲

u2 ⫺ 18 ⑀ 共 z 21 ⫹2z 1 z 2 ⫹z 1* 2 兲共 z 2 ⫺z *
2 兲.
S 1⫽ 共65兲
18 We introduce the NIT,
leads to V 1 ⫽0. z 1 ⫽u 1 ⫹ ⑀ T 11 共 u 1 ,u 2 兲 , z 2 ⫽u 2 ⫹ ⑀ T 21 共 u 1 ,u 2 兲 . 共69兲
Returning to Eq. 共61a兲, inserting the values for The superscript on the T functions indicates the associated
T 1 , S 1 , U 1 , V 1 , we solve for U 2 : component. All terms can be killed by an appropriate choice

再 冎
of the T functions, except those of the form (u n⫹1 u 1* n )
1 1 3 u 2v ⳵T2 1 n⫹1 n
1
U 2 ⫽⫺ u ⫹ ⫹9 v ⫽⫺ u 3 . 共66a兲 and (u 2 u 2* ) and mixed monomials of the form
2 18 18 ⳵v 36
(u 1p u * q r s
1 u 2 u 2* ), with (p⫺q⫹r⫺s)⫽1. However, limiting
Solving for V 2 , we have ourselves to a first-order calculation, there is no need to cal-
culate the T functions. The first-order normal form equations
u 2v ⳵ S 2 u 2v are
V 2 ⫽⫺9S 2 ⫹ ⫹9 v ⫽ . 共66b兲
18 ⳵v 18 u̇ 1 ⫽⫺iu 1 共 1⫺ ⑀ ␨ 1 兲 ⫹ 21 ⑀ u 1 ⫺ 18 ⑀ u 21 u 2* ,
共70兲
It is straightforward to solve for T 2 and S 2 : u̇ 2 ⫽⫺iu 2 共 1⫺ ⑀ ␨ 2 兲 ⫹ 21 ⑀ u 2 ⫹ 18 ⑀ u 21 u 1* ⫺ 41 ⑀ u 1 u 1* u 2 .

1 To exhibit the phase locking, we introduce the polar rep-

T 2⫽ u v 2, S 2 ⫽0. 共66c兲 resentation:
2•182
u 1 ⫽ ␳ exp共 ⫺i ␸ 兲 , u 2 ⫽r exp共 ⫺i ␽ 兲 , ⍀⫽ ␸ ⫺ ␽ .
Constructing the dynamical equations, and solving, we have 共71兲

916 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 916
Our dynamical equations become ż⫽⫺iz⫹ ⑀ 关 21 共 z⫺z * 兲 ⫹ 321 共 v ⫹ v * 兲 2 共 z⫺z * 兲 3 兴 . 共76c兲
␳˙ ⫽ ⑀ ␳ ⫺ ⑀ ␳ r cos共 ⍀ 兲 ,
1
2
1
8
2
␸˙ ⫽1⫺ 21 ⑀ ␨ 1 ⫹ 18 ⑀ ␳ r sin共 ⍀ 兲 , Now introduce the NIT for z and for z * . Noting that v
ṙ⫽ 21 ⑀ r⫺ 81 ⑀ ␳ 2 r 关 1⫹2 sin2 共 ⍀ 兲兴 , 共72a兲 ⫽exp(⫺it), the resonant terms that appear in the first-order
normal form are the following monomials: u, uu * 2 v 2 ,
␽˙ ⫽1⫺ 21 ⑀ ␨ 2 ⫺ 18 ⑀ ␳ 2 sin共 2⍀ 兲 . u 2 u * vv * , and u 3 v * 2 . The skeleton equation is found with-
As a direct consequence of the equality of the unperturbed out computing the T functions:
frequencies, we have a single independent equation for ⍀:
u̇⫽⫺iu⫹ ⑀ 关 21 u⫹ 321 兴 兵 3uu * 2 v 2 ⫺6u 2 u * vv * ⫹u 3 v * 2 其 .
˙ 兲 ⫽⫺ 21 ⑀ 共 ␨ 1 ⫺ ␨ 2 兲 ⫹ 81 ⑀ ␳ 关 r sin共 ⍀ 兲 ⫹ ␳ sin共 2⍀ 兲兴 .
⍀̇⫽ 共 ␸˙ ⫺ ␽ 共77兲
共72b兲 Introducing polar coordinates and extracting explicitly the
To find when ‘‘phase locking’’ occurs, i.e., when the fast time dependence, we have
phases ␸ and ␽ vary at the same rate, with a constant differ- u⫽ ␳ exp共 ⫺it 兲 exp共 ⫺i ␸ 兲 ,
ence between them, we need
⍀̇⫽0. 共72c兲 ␳˙ ⫽ ⑀ 12 ␳ 关 1⫹ 81 ␳ 2 兵 2 cos共 2 ␸ 兲 ⫺3 其 兴 , 共78兲

As a first step, we seek the fixed points. Referring to our Eqs. ␸˙ ⫽⫺ 161 ⑀ ␳ 2 sin共 2 ␸ 兲 .
共72a兲 and 共72b兲, we have
Observe that ␸ is the slowly varying part of the phase of u.
4 4 The fixed points are
␳˙ ⫽0⇒cos共 ⍀ 兲 ⫽ , ṙ⫽0⇒1⫹2 sin2 共 ⍀ 兲 ⫽ 2 ,
␳r ␳ ␲ 8
共73兲 共 1 兲 ␳ ⫽0, 共 2 兲 ␸ ⫽0, ␳ 2 ⫽8, 共 3 兲␸⫽ , ␳ 2⫽ .
⍀̇⫽0⇒ 共 ␨ 1 ⫺ ␨ 2 兲 ⫽ 关 ␳ sin共 2⍀ 兲 ⫹ ␳ r sin共 ⍀ 兲兴 .
1
4
2 2 5
共79兲
The values of ␳, r, and ⍀ change as the frequency shift ⌬
⬅ ␨ 1 ⫺ ␨ 2 is varied. The fact that cos(⍀) is bounded yields The point ␳ ⫽0 is unstable. To examine the stability of the
second fixed point, write
␲ ␲
0⭐cos共 ⍀ 兲 ⭐1⇒ ␳ r⭓4, ⫺ ⭐⍀⭐⫹ . 共74a兲 ␳ 2 ⫽8⫹ ␰ , ␸ ⫽0⫹ ␩ 共80兲
2 2
and retain linear terms in ␰ and ␩. We find
The bound for ␳ is found to be
2
␰˙ ⫽⫺ ⑀ ␰ , ␩˙ ⫽⫺ ⑀ 冑8 ␩ , 共81兲
0⭐sin 共 ⍀ 兲 ⭐1⇒
2
⭐ ␳ ⭐2. 共74b兲 indicating that this fixed point is locally stable. Now, exam-
)
ine the third fixed point:
If the frequency shift is small, we obtain, to the leading or-
ders in ⌬, 8 ␲
␳ 2⫽ ⫹ ␰ , ␸⫽ ⫹␩,
5 2
⍀⫽ 31 ⌬, ␳ ⫽2 共 1⫺ 91 ⌬ 2 兲 , r⫽2 共 1⫹ 61 ⌬ 2 兲 . 共75兲
共82兲
To arrive at the last result requires some algebraic manipu- ␰˙ ⫽⫺ ⑀ ␰ , ␩˙ ⫽⫹ ⑀ 冑 125
8
␩
lation. Refer to Eq. 共73兲 and expand the trigonometric func-
and conclude that the third fixed point is locally unstable. As
tions through O(⍀ 2 ). The result then follows. Thus we see
␳ and ␸ tend to the stable fixed point, u approaches the limit
that as ⌬ moves away from 0, ␳ decreases below 2 and r
increases above 2. cycle radius ␳ ⫽ 冑8.
Observe that we have gained considerable information Example 12: The Mathieu equation
without solving for the T functions. The Mathieu equation occurs in many areas of science,
e.g., solid state and plasma physics. It describes a harmonic
oscillator whose frequency is modulated by a small periodic
F. Nonautonomous systems perturbation:
Example 11: Modified Rayleigh oscillator ẍ⫹x 关 ␻ 2 ⫹ ⑀ cos共 2t 兲兴 ⫽0, 兩 ⑀ 兩 Ⰶ1. 共83兲
Consider the Rayleigh oscillator in which the feedback
term is modified: Often the equation is solved by numerical techniques, but
it is amenable to a normal form analysis. Let us assume that
ẍ⫹x⫽ ⑀ ẋ 共 1⫺ẋ cos t 兲 ,
2 2
0⬍ ⑀ Ⰶ1. 共76a兲 the unperturbed frequency, ␻, is close to an integer, n. In this
We transform the two-component nonautonomous system example, we choose n⫽1. The analysis for other values of n
into a four-component autonomous one by introducing z and follows the same pattern. We introduce a small parameter ␮
v variables: as a measure of the closeness of ␻ to 1:
z⫽x⫹iy, z * ⫽x⫺iy, v ⫽exp共 ⫺it 兲 , v * ⫽exp共 ⫹it 兲 . ␻ 2 ⫽1⫹ ␮ . 共84兲
共76b兲 Equation 共83兲 becomes
The v variable is introduced to more easily identify resonant
ẍ⫹x 关 1⫹ ␮ ⫹ ⑀ cos共 2t 兲兴 ⫽0, 0⬍ ⑀ Ⰶ1, 兩 ␮ 兩 Ⰶ1. 共85a兲
terms in the interaction. 共Its equation is known and there is
no near-identity transformation associated with it.兲 Watch Our first step is to diagonalize the unperturbed system with
how the introduction of the v variable simplifies the analysis. the introduction of the variables z and z * . Our dynamical
Our dynamical equations become equation becomes

917 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 917
 ␮ ⑀ this is, it generates a spurious secular term of the form
ż⫽⫺iz⫺i 共 z⫹z * 兲 ⫺i 共 z⫹z * 兲 cos共 2t 兲 . 共85b兲
2 2 ⑀ 2
⫺i A A * 关 t exp共 ⫺it 兲兴 . 共93兲
Introducing ␯ ⫽exp(⫺it), we convert Eq. 共85b兲 into an au- 8
tonomous system with two degrees of freedom: In developing our alternative approach to the method of
␮ ⑀ normal forms, we exploit the information that the perturba-
ż⫽⫺iz⫺i 共 z⫹z * 兲 ⫺i 共 z⫹z * 兲共 ␯ 2 ⫹ ␯ * 2 兲 , ␯˙ ⫽⫺i v . tion updates the frequency. To illustrate the basic ideas, in-
2 2
troduce the NIT through first order, allowing for an O( ⑀ 2 )
共85c兲
error:
The NIT is constructed with two independent small param-
eters, ␮ and ⑀. We construct only the first-order expansion z⫽u⫹ ⑀ T 1 共 u,u * 兲 , z * ⫽u * ⫹ ⑀ T 1* 共 u,u * 兲 . 共94兲
and, hence, do not solve for the T functions, The frequency is updated from ␻ ⫽1 to ␻ ⫽1⫹ ⑀␣ 1 . With
z⫽u⫹ ⑀ T 10共 u,u * , ␯ , ␯ * 兲 ⫹ ␮ T 01共 u,u * , ␯ , ␯ * 兲 , this in mind, Eq. 共91兲 takes the form
共86兲 dz 1
z * ⫽u⫹ ⑀ T 10
* 共 u,u * , ␯ , ␯ * 兲 ⫹ ␮ T 01
* 共 u,u * , ␯ , ␯ * 兲 .
⫽⫺i ␻ z⫹i ⑀␣ 1 z⫺i ⑀ 关 z⫹z * 兴 3 . 共95兲
dt 8
The NIT has two indices, indicating the appropriate expan-
sion parameter. We formally solve Eq. 共95兲 by converting it to an integral
Keep in mind that the solution to the equation for the ␯ equation of the form

冕
variables is known; hence there is no associated NIT. Iden- t
tifying all the terms that resonate with the natural frequency, z 共 t 兲 ⫽z 共 0 兲 exp共 ⫺i ␻ t 兲 ⫹i exp共 ⫺i ␻ 关 t⫺t ⬘ 兴 兲
we have as the skeleton equation 0

u̇⫽⫺iu⫺i 21 ␮ u⫺i ⑀ 41 ␯ 2 u * . 共87兲 ⫻ 兵 ⑀␣ 1 z 共 t ⬘ 兲 ⫺ ⑀ 81 关 z 共 t ⬘ 兲 ⫹z * 共 t ⬘ 兲兴 3 其 dt ⬘ . 共96兲

Writing u⫽ f exp(⫺it), we have Next introduce the near-identity transformation, obtaining
through O( ⑀ )
ḟ ⫽⫺i 21 ␮ f ⫺i 41 ⑀ f * , ḟ * ⫽⫹i 21 ␮ f * ⫹i 41 ⑀ f . 共88兲
u 共 t 兲 ⫹ ⑀ T 1 关 u 共 t 兲 ,u * 共 t 兲兴
Equation 共88兲 is solved by exponentials of the form
exp(␭t) with ␭ satisfying the equation ⫽ 共 u 共 0 兲 ⫹ ⑀ T 1 关 u 共 0 兲 ,u * 共 0 兲兴 兲 exp共 ⫺i ␻ t 兲

␭ 2 ⫹ 兵 21 ␮ 其 2 ⫺ 兵 41 ⑀ 其 2 ⫽0.
The solution is unstable for ␭ 2 ⬎0. For neutrally stable os-
共89兲
⫹i ⑀ 冕 0
t
再1
exp共 ⫺i ␻ 关 t⫺t ⬘ 兴 兲 ␣ 1 u⫺ 关 u⫹u * 兴 3 dt ⬘ .
8 冎
cillations we need ␭ 2 ⬍0. The first zone of stability is there- 共97兲
fore Collecting the O( ⑀ ) terms, we find
0

⑀ u 共 t 兲 ⫽u 共 0 兲 exp共 ⫺i ␻ t 兲 . 共98兲
兩␮兩⬍ . 共90兲
2
With Eq. 共98兲 for u(t), within the integral, the terms
VI. AN INTEGRAL EQUATION APPROACH TO ␣ 1 u⫺ 38 u 2 u * 共99兲
NORMAL FORMS FOR CONSERVATIVE SYSTEMS
are proportional to exp(⫺i␻t⬘), and hence generate spurious
WITH ONE DEGREE OF FREEDOM
secular terms after integration. To kill the secular generating
In this section we show how to construct the normal form term we must choose ␣ 1 ⫽(3/8)u(0)u * (0). With this
expansion by means of an integral equation. The method has choice, we evaluate the integral, obtaining
yet to be fully developed, and we raise it here to give the T 1 共 u,u * 兲 ⫽T 1 关 u 共 0 兲 ,u * 共 0 兲兴 exp共 ⫺i ␻ t 兲
reader an opportunity to explore a path not yet well traveled.
We begin with the Duffing equation, written in terms of the 5
⫹ u 共 0 兲 3 exp共 ⫺i ␻ t 兲
z variables: 32␻

ż⫽⫺iz⫺i ⑀
共 z⫹z * 兲 3
8
, z 共 0 兲 ⫽A. 共91兲 ⫹
1
␻
u共 0 兲3
1
冉
16
exp共 ⫺3i ␻ t 兲

冊
We can convert this to an integral equation by moving the
3 1
‘‘iz’’ term to the left-hand side, and introducing the integrat- ⫺ exp共 i ␻ t 兲 ⫺ exp共 3i ␻ t 兲 . 共100兲
ing factor, exp(⫹it), that completes the integration and mim- 16 32
ics the unperturbed angular frequency, ␻ ⫽1. This leads to As this is an O( ⑀ ) approximation, one should write ␻ ⫽1 in

z 共 t 兲 ⫽A exp共 ⫺it 兲 ⫺i
⑀
8
冕0
t
exp关 ⫺i 共 t⫺t ⬘ 兲兴共 z⫹z * 兲 3 dt ⬘ .
all components of T 1 . However, to construct the next order
term, T 2 , one has to take into account the ⑀ dependence of ␻.
For this reason, we have included the ␻ dependence in Eq.
共92兲 共100兲. Note that the sum of the first two terms in Eq. 共100兲
It seems natural to substitute A exp(⫺it⬘) for z(t ⬘ ) and constitutes a free resonant term, of the form ␤ u 2 u * . With
A * exp(it⬘) for z * (t ⬘ ) within the integral in order to con- this done, and re-writing our expression in terms of u and
struct a first-order approximation. However, as plausible as u * , we have

918 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 918
 3
T 1 共 u,u * 兲 ⫽ 161 u 3 ⫺ 163 uu * 2 ⫺ 321 u * 3 ⫹ ␤ u 2 u * , 共101兲 H. Poincaré, New Methods of Celestial Mechanics, originally published as
les Methodes Nouvelles de la Mechanique Celeste 共Gauthier-Villars, Paris,
which is identical to the T function given in Eq. 共39兲 that 1892, AIP Press, New York, 1993兲.
4
was obtained using the traditional method of normal forms. V. I. Arnold, Geometrical Methods in the Theory of Ordinary Differential
For a conservative system of a single degree of freedom, Equations 共Springer-Verlag, New York, 1988兲, 2nd ed.
5
J. Guckenheimer and P. J. Holmes, Nonlinear Oscillations, Dynamical
results obtained by the integral method and the usual method
Systems, and Bifurcations of Vector Fields 共Springer-Verlag, New York,
agree in all aspects. But, the approaches are different and 1988兲.
sometimes it is of value to see the same thing from another 6
S. Wiggins, Introduction to Applied Nonlinear Dynamical Systems and
perspective. In the integral method, we do not introduce a Chaos 共Springer-Verlag, New York, 1990兲.
dynamical equation for the u variable. Potential secular 7
A. Nayfeh, Method of Normal Forms 共Wiley, New York, 1993兲.
generating terms are identified and killed by frequency 8
P. B. Kahn and Y. Zarmi, Nonlinear Dynamics 共Wiley, New York, 1998兲.
9
corrections. The generators play a passive role and seem V. M. Starshinskii, Applied Methods in the Theory of Nonlinear Oscilla-
to ‘‘just fall out.’’ We note that the integral method is tions 共Mir, Moscow, 1977兲.
10
G. I. Hori, ‘‘Theory of General Perturbations with Unspecified Canonical
really a straightforward variation of the method of Poin- Variables,’’ Publ. Astron. Soc. Jpn. 18, 287–296 共1966兲.
caré–Lindstedt.20 11
A. Deprit, ‘‘Canonical Transformations Depending on a Parameter,’’
Celest. Mech. 1, 12–13 共1969兲.
12
VII. CONCLUSIONS A. J. Dragt and J. M. Finn, ‘‘Lie Series and Invariant Functions for Ana-
lytic Symplectic Maps,’’ J. Math. Phys. 17, 2215–2227 共1976兲.
We have illustrated aspects of the method of normal forms 13
A. J. Dragt and É. Forest, ‘‘Computation of Nonlinear Behavior of Hamil-
as applied to a variety of examples. When the unperturbed tonian Systems using Lie Algebraic Methods,’’ J. Math. Phys. 24, 2734–
linear system has its eigenvalues in a Poincaré domain, there 2744 共1983兲.
14
are only a finite number of possible resonant terms, and ei- É. Forest and D. Murray, ‘‘Freedom in Minimal Normal Forms,’’ Physica
D 74, 181–196 共1994兲.
genvalue update is excluded. On the other hand, if the eigen- 15
É. Forest, Beam Dynamics: A New Attitude and Framework 共Harwood,
values of the unperturbed linear system lie in a Siegel do- Amsterdam, 1998兲.
main, then an infinite number of terms in the expansion may 16
P. Manneville, Dissipative Structures and Weak Turbulence 共Academic,
yield resonant combinations in the Lie bracket. Eigenvalue New York, 1990兲.
17
update is possible, and the method of normal forms separates A. J. Dragt, ‘‘Lie-Algebraic Theory of Geometrical Optics and Optical
the resonant and nonresonant terms in the expansion. The Aberrations,’’ J. Opt. Soc. Am. 72, 372–379 共1982兲.
18
former becomes the dynamical equation for the zero-order A. D. Bruno, Local Methods in Nonlinear Differential Equations
共Springer-Verlag, New York, 1989兲.
approximation, i.e., the skeleton equation. With this equation 19
J. Carr, Applications of Centre Manifold Theory 共Springer-Verlag, New
solved, its elements become components of the generating York, 1981兲.
functions that flesh out the structure of the solution. By 20
P. B. Kahn, Mathematical Methods for Scientists and Engineers: Linear
studying a variety of simple perturbed systems, we have and Nonlinear Systems 共Wiley, New York, 1990兲.
21
gained insight into the simplicity and beauty of the method M. Kummer, ‘‘How to Avoid Secular Terms in Classical and Quantum
of normal forms. The lowest order calculations are generally Mechanics,’’ Nuovo Cimento Soc. Ital. Fis., B 1, 123–148 共1971兲.
22
J. C. Liu, ‘‘The Uniqueness of Normal Forms via Lie Transformations and
easy to do by hand and the higher order ones are amenable to
its Application to Hamiltonian Systems,’’ Celest. Mech. 36, 89–104
analysis by a computer algebra program. The method has 共1985兲.
broad applicability and the interested reader, with this prepa- 23
A. Baider and R. C. Churchill, ‘‘Uniqueness and Non-Uniqueness of Nor-
ration, should be able to initiate original investigations as mal Form Expansions for Vector Fields,’’ Proc. R. Soc. Edinburgh, Sect.
well as to pursue some of the more technical aspects dis- A: Math. 108, 27–33 共1988兲.
24
cussed in the references. P. B. Kahn and Y. Zarmi, ‘‘Minimal Normal Forms in Harmonic Oscilla-
tions with Small Nonlinear Perturbations,’’ Physica D 54, 65–74 共1991兲.
25
P. B. Kahn, D. Murray, and Y. Zarmi, ‘‘Freedom in Small Parameter
ACKNOWLEDGMENTS Expansion for Nonlinear Perturbations,’’ Proc. R. Soc. London, Ser. A
443, 83–94 共1993兲.
We thank Diana Murray for her critical comments on the 26
H. T. Davis, Introduction to Nonlinear Differential and Integral Equations
manuscript. In addition, we have benefited greatly from and 共Dover, New York, 1962兲.
have incorporated the incisive comments of one of our ref- 27
P. B. Kahn and Y. Zarmi, ‘‘Reduction of Secular Error in Approximations
erees. to Harmonic Oscillator Systems with Nonlinear Perturbations,’’ Physica D
118, 221–249 共1998兲.
a兲 28
Also at: Physics Department, Ben-Gurion University of the Negev, Beer- B. Van der Pol, ‘‘On Oscillation Hysteresis in a Simple Triode Genera-
Sheva, Israel. tor,’’ Philos. Mag. 43, 700–719 共1922兲.
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R. H. Rand and D. Armbruster, Perturbation Methods, Bifurcation Theory 29
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R. H. Rand, Topics in Nonlinear Dynamics with Computer Algebra 共Gor- 30
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don and Breach, Amsterdam, 1994兲. in Linear Systems,’’ Ukr. Mat. J. 24 共2兲, 179–193 共1972兲.

919 Am. J. Phys., Vol. 68, No. 10, October 2000 P. B. Kahn and Y. Zarmi 919

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