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19 August 2002

Physics Letters A 301 (2002) 65–73
www.elsevier.com/locate/pla
Nonlinear vibrations of dynamical systems with a general form of
piecewise-linear viscous damping by incremental harmonic
balance method
L. Xu
a,∗
, M.W. Lu
a
, Q. Cao
b
a
Department of Engineering Mechanics, Tsinghua University, Beijing 100084, PR China
b
Department of Mathematics and Physics, Shandong University of Technology, Jinan 250061, PR China
Received 6 December 2001; received in revised form 25 June 2002; accepted 2 July 2002
Communicated by C.R. Doering
Abstract
Incremental harmonic balance (IHB) method for computation of periodic solutions of nonlinear dynamical systems is
extended here for analysis of a class of periodically excited systems with a general form of piecewise-linear viscous damping
characteristics, with an explicit formulation being derived , which is in many respects distinctively advantageous over classical
approaches, and especially excels in performing parametric studies as frequency response property. Numerical simulation of
a specific periodically excited oscillator of the considered type is effectively carried out by the IHB scheme and the results
compare very well with direct numerical integration. The formulation derived here can readily be combined with the existing
IHB scheme designed for treating systems with only piecewise-linear stiffness in analyzing complex dynamical behavior as
bifurcation and chaos of more general piecewise-linear systems.  2002 Elsevier Science B.V. All rights reserved.
Keywords: Incremental harmonic balance; Piecewise linear; Frequency response; Phase plane
1. Introduction
Nonlinear problems occur in both the subject of natural science and of engineering technology [1]. Nowadays,
elements with nonlinear characteristics have been widely used to obtain better performance in engineering practice,
and many of these elements may be modeled as possessing piecewise-linear (PWL) or piecewise-nonlinear
characteristics. For instance, a wide range of structural systems of practical interest possess piecewise-linear
stiffness or damping, such as structures with different tension and compression module, mechanical systems having
clearances, and compliant offshore structures and articulated mooring towers under certain constrained conditions,
etc. In other fields of electronics, biology, economy, etc., the theoretical models of many nonlinear dynamical
problems are also found to be systems with piecewise linearity [2,3].
*
Corresponding author.
E-mail address: xulei00@mails.tsinghua.edu.cn (L. Xu).
0375-9601/02/$ – see front matter  2002 Elsevier Science B.V. All rights reserved.
PII: S0375- 9601( 02) 00960- X
66 L. Xu et al. / Physics Letters A 301 (2002) 65–73
As the piecewise-linear systems widely exist in engineering practice, with the investigation of their dynamical
properties being conducive to engineering design and application, increasing attention is given to such systems
in the research of nonlinear dynamical systems and much has been studied fruitfully in this regard yet. It has
already been revealed that systems with a piecewise linearity may exhibit very complex dynamical behavior [4–6].
For example, the famous Chua’s circuit, which is a very simple autonomous electrical system with a 3-segment
piecewise-linear resistor as the only nonlinear element, has been shown to exhibit chaos with a macroscopic
‘double-scroll’ structure [7]. Some higher-dimensional piecewise-linear circuits have been found to display
hyperchaos [8,9].
On the other hand, though it is well-known that the free vibrations of piecewise-linear dynamical systems can
be solved exactly by the so-called seam-sewing method, it is yet a great challenge to obtain a closed-form solution
for an excited steady-state vibration even for such simple nonlinear systems. The disadvantages of analyzing
piecewise-linear systems using various classical perturbation methods such as Poincaré–Lindstedt, multiple scale,
or Krylov–Bogoliubov–Mitropolski method are obvious [10,11], for one thing, they are regarded to be valid only
when the nonlinearity of the considered dynamical system is weak. The harmonic balance method (Galerkin’s
procedure) can deal with systems with strong nonlinearity, whereas the set of nonlinear algebraic equations in terms
of Fourier coefficients should be reformulated when more harmonic terms are taken in order to get more accurate
periodic solutions, which inevitably hinders the adaptability or efficiency of computer numerical simulation. Other
numerical approaches, as the fourth order Runge–Kutta integration method which can give precise transient and
steady state response for given initial conditions, is usually time-consuming for performing parametric studies such
as obtaining a wide range frequency response, especially when the rate of convergence is low.
In order to overcome the deficiency mentioned above, the incremental harmonic balance (IHB) method
has been brought up, originally for treating periodic structural vibrations of elastic systems [12]. As noted
in [13], the IHB method is particularly convenient for computer implementation. In this method, the periodic
solution of the nonlinear dynamical system is represented by a limited expansion of Fourier series by which
the nonlinear differential control equations of the considered system are transformed into a set of linearized
incremental algebraic equations in terms of the Fourier coefficients, and so only linear equations have to
be formed and solved iteratively in each incremental step, with the formulation being maintained when
changing the number of harmonic terms in the Fourier series of the solutions. Compared with classical
approaches, the IHB method is remarkably effective in computer implementation for obtaining response with
a desired accuracy over a wide range of varying parameter, with both stable and unstable solutions being
traced directly. The IHB method has already been successfully applied to or adapted for a wide range
of dynamical systems ever since its proposition. In [13], solution diagrams of three types of van der Pol
oscillator are plotted using this method. In [14] and [15], the method is applied, respectively, to the analysis
of bifurcation and chaos of an escape equation model and an articulated loading platform with piecewise-
nonlinear stiffness. The IHB method also finds its way in some class of piecewise-linear dynamical systems. In
[16], by expansion of the sign nonlinearity for small increments, IHB method is modified to perform a multi-
harmonic frequency domain analysis of dry friction damped systems. In [17], periodic steady state solution
of a nonlinear oscillator subjected to periodic excitation is analyzed where the stiffness of the system is of
the nature of unsymmetrical piecewise linearity. In [18], the IHB method is further extended to the periodic
vibrations of nonlinear systems with a general form of piecewise-linear restoring characteristics, which is of
great significance as many structural and mechanical systems of practical interest possess a piecewise-linear
stiffness.
In this Letter, the IHB computation scheme for a class of single degree-of-freedom systems with a general
form of piecewise-linear viscous damping force is derived, and numeric simulations of an oscillator of the
considered type are carried out in the meanwhile, showing great accuracy compared with the result of direct
numeric integration method. As many systems possess both stiffness and damping nonlinearity, the formulation
in the Letter can readily be combined with that of [18] in analyzing complex dynamical behavior as bifurcation
and chaos of such systems.
L. Xu et al. / Physics Letters A 301 (2002) 65–73 67
2. Dynamical system with piecewise-linear viscous damping of a general form
The dynamic model considered here is a single DOF vibration system with the equation of motion written as
(1) m
d
2
x
dt
2
+h
_
dx
dt
_
+k
0
x = q(t ),
where m, k
0
, t and x refer to the mass, linear spring stiffness, time, and displacement, respectively. Assume that
the dynamical system is continuous only in defined subspaces X
i
(i =1, 2, . . . , n) of the global state space X, the
piecewise-linear viscous damping force h(dx/dt ) can then be denoted generally as the following form so as to be
qualified for a wide range of damping cases:
(2) h
_
dx
dt
_
=c
0
_
dx
dt
+H
_
dx
dt
__
,
where H(
dx
dt
) =
c
i
c
0
dx
dt
, x ∈ X
i
, c
0
= 0 and c
i
+ c
0
denotes the overall damping coefficient with respect to the
dampers which function in each subspace X
i
(i =1, 2, . . . , n).
Take the piecewise-linear oscillator in Fig. 1 as an example, the control equation of harmonically excited motion
is
(3) m¨ x +h
_
˙ x
_
+k
0
x =F cos ωt ,
where the piecewise-linear damping force may be written as
(4) h
_
˙ x
_
=
_
(c
0
+c
1
) ˙ x, x <−d
1
,
c
0
˙ x, −d
1
x d
2
,
(c
0
+c
1
) ˙ x, x >d
2
,
H
_
˙ x
_
=
_
_
_
c
1
c
0
˙ x, x <−d
1
,
0, −d
1
x d
2
,
c
1
c
0
˙ x, x >d
2
.
It should be noted here that the piecewise linear function H(dx/dt ) is homogeneous with respect to dx/dt , that
is, for any constant C, it holds that H(C
dx
dt
) =CH(
dx
dt
).
The periodic exciting force q(t ) can be expanded as a limited Fourier series up to N harmonic terms
(5) q(t ) =
f
0
2
+
N

n=1
(f
n
cos nωt +g
n
sin nωt ),
where f
0
, f
n
and g
n
(n =1, 2, . . . , N) are force component amplitudes of the corresponding harmonic terms.
By letting a new time scale τ = ωt , frequency ratio Ω =
ω

k
0
/m
, damping ratio ζ =
c
0
2

mk
0
, and noting that
H(ω
dx

) =ωH(
dx

), Eq. (1) is transformed into
(6) Ω
2
d
2
x

2
+2ζ Ω
dx

+x +2ζ ΩH
_
dx

_
=
1
k
0
q(τ).
Fig. 1. Oscillator with piecewise-linear damping.
68 L. Xu et al. / Physics Letters A 301 (2002) 65–73
3. IHB scheme
With regard to the piecewise-linear differential system (6), by a Newton–Raphson procedure, assuming that
x
0
(τ) stands for an initially approximated vibrating state corresponding to the excitation parameters Ω
0
and q
0
,
a neighboring state may be denoted by
(7) x(τ) =x
0
(τ) +∆x(τ), q(τ) =q
0
(τ) +∆q(τ), Ω =Ω
0
+∆Ω,
where ∆x(τ), ∆q(τ) and ∆Ω are small increments.
Correspondingly, the piecewise-linear function H(
dx

) may be expressed by a first order Taylor expansion as
(8) H
_
dx

_
= H
_
dx
0

_
+H

_
dx
0

_
d∆x

.
By substituting expressions (7), (8) into Eq. (6) and neglecting the nonlinear terms of the small increments, (6)
becomes linearized as
(9) Ω
2
0
d
2
∆x

2
+2ζ Ω
0
d∆x

+∆x +2ζ Ω
0
H

_
dx
0

_
d∆x

=R +∆ΩS +∆Q,
where
R = −
_

2
0
d
2
x
0

2
+2ζ Ω
0
dx
0

+x
0
+2ζ Ω
0
H
_
dx
0

_

1
k
0
q
0
_
,
(10) S =−2Ω
0
d
2
x
0

2
−2ζ
dx
0

−2ζ H
_
dx
0

_
, ∆Q= ∆q/k
0
.
R is the corrective term which goes to zero when the solution is reached.
Though Eq. (9) is linear, there are variable coefficients due to piecewise linearity of the damping force and
thus does not seem feasible to be solved directly, hence a Galerkin procedure is carried out as follows. Both the
approximate initial periodic solution and its small increment may be expressed as
(11) x
0
=
a
0
2
+
N

n=1
(a
n
cos nτ +b
n
sin nτ), ∆x =
∆a
0
2
+
N

n=1
(∆a
n
cos nτ +∆b
n
sinnτ ),
where N is the number of harmonic terms taken in the limited Fourier series, as in (5). By taking ∆a
n
’s, ∆b
n
’s as
the generalized coordinates, it is derived from Eq. (9) that
(12)

_
0
_

2
0
d
2
∆x

2
+2ζ Ω
0
d∆x

+∆x +2ζ Ω
0
H

_
dx
0

_
d∆x

_
δ(∆x) dτ =

_
0
(R +∆ΩS +∆Q)δ(∆x) dτ,
which is equivalent to a system of 2N +1 linearized equations with the ∆a
n
’s and ∆b
n
’s being variables
(13) C∆a =R+∆ΩS +∆Q
where
a = [a
0
, a
1
, . . . , a
N
, b
1
, b
2
, . . . , b
N
]
T
, ∆a =[∆a
0
, ∆a
1
, . . . , ∆a
N
, ∆b
1
, ∆b
2
, . . . , ∆b
N
]
T
,
(14) C=
_
C
11
C
12
C
21
C
22
_
, R=
_
R
1
R
2
_
, S =
_
S
1
S
2
_
, ∆Q =
_
∆Q
1
∆Q
2
_
.
L. Xu et al. / Physics Letters A 301 (2002) 65–73 69
The explicit expressions for elements of the above matrices are worked out as follows:
C
11ij
= α
j
δ
ij
π
_
1 −j
2

2
0
_
+C
NL
11ij
(i =0, 1, . . . , N, j = 0, 1, . . . , N),
C
12ij
= 2jδ
ij
πζ Ω
0
+C
NL
12ij
(i =0, 1, . . . , N, j = 1, . . . , N),
C
21ij
= −2jδ
ij
πζ Ω
0
+C
NL
21ij
(i =1, 2, . . . , N, j = 0, 1, . . . , N),
C
22ij
= δ
ij
π
_
1 −j
2

2
0
_
+C
NL
22ij
(i =1, 2, . . . , N, j = 1, . . . , N),
R
1i
=−α
i
_
_
1 −i
2

2
0
_
a
i
+2iζ Ω
0
b
i

f
i
k
0
_
π +R
NL
1i
(i =0, 1, . . . , N),
R
2i
=−
_
_
1 −i
2

2
0
_
b
i
−2iζ Ω
0
a
i

g
i
k
0
_
π +R
NL
2i
(i =1, 2, . . . , N),
S
1i
=2πi(iΩ
0
a
i
−ζ b
i
) +S
NL
1i
(i =0, 1, . . . , N),
S
2i
=2πi(iΩ
0
b
i
+ζ a
i
) +S
NL
2i
(i =1, 2, . . . , N),
∆Q
1i
=
1
k
0
α
i
π∆f
i
(i =0, 1, . . . , N), ∆Q
2i
=
1
k
0
π∆g
i
(i =1, 2, . . . , N),
where
α
n
=
_
1, n =0,
1/2, n =0,
δ
ij
=
_
1, i =j,
0, i =j.
It can be seen that the linear parts of the elements of C, R and S are roughly the same as in [18], while their
nonlinear parts are, respectively, expressed by:
C
NL
11ij
= −2jα
i
ζ Ω
0

_
0
H

_
dx
0

_
cos iτ sin jτ dτ, C
NL
12ij
=2jα
i
ζ Ω
0

_
0
H

_
dx
0

_
cos iτ cos jτ dτ,
C
NL
21ij
= −2jζ Ω
0

_
0
H

_
dx
0

_
sin iτ sinjτ dτ, C
NL
22ij
=2jζ Ω
0

_
0
H

_
dx
0

_
sin iτ cos jτ dτ,
R
NL
1i
=−2α
i
ζ Ω
0

_
0
H
_
dx
0

_
cos iτ dτ, R
NL
2i
=−2ζ Ω
0

_
0
H
_
dx
0

_
sin iτ dτ,
S
NL
1i
=−2α
i
ζ

_
0
H
_
dx
0

_
cos iτdτ, S
NL
2i
=−2ζ

_
0
H
_
dx
0

_
siniτ dτ.
The evaluation of these piecewise-linear integrals in programming can be achieved explicitly by a procedure using
bisection and interpolation method, which has been well expounded in [18]. Alternatively, powerful function of
modern mathematics software as MATLAB renders the direct integration of these integrals fast and precise enough
to serve the need.
Generally, in the study of forced vibration of dynamical systems, the excitation level is kept as constant, thus
∆Q =0, and scheme (13) is reduced to
(15) C∆a =R+∆ΩS.
As noted in [18], the Ω-incrementation procedure for obtaining the frequency response curve of a dynamical
system may be carried out by incrementing Ω from point to point, which implies that ∆Ω =0 though the iteration
70 L. Xu et al. / Physics Letters A 301 (2002) 65–73
process at every point, leading to the following equations
(16) C
(i)
∆a
(i+1)
=R
(i)
, a
(i+1)
=a
(i)
+∆a
(i+1)
.
Being reevaluated in terms of the (i +1)th amplitude vector a
(i+1)
, the matrices C
(i+1)
, R
(i+1)
are updated at
every increment.
From the derivation of the IHB computation scheme, it can be seen that N, that is, number of harmonics taken
in the limited Fouries series, is incorporated into the iteration process as an independent parameter, thus can be
conveniently varied according to the required precision, facilitating programming in computer simulation.
4. Numerical simulation
Taking the simple nonlinear oscillator shown in Fig. 1 as a numerical example, with stiffness k
0
=5.0 N/m, and
damping coefficients c
0
=c
1
=0.2 Ns/m fixed, the IHB scheme as derived above for analyzing periodic motions
of a class of dynamical systems with a general form of piece-wise linear viscous damping is tested and evaluated
here by some revealing numerical simulations.
One of the distinctive advantages of the IHB method over classical approaches is that it can be used with no
difficulty to obtain the response property of the considered dynamical system over a wide range of varying system
control parameter. The amplitudes of vibration may be expressed either as peak amplitudes per cycle or as the
norm of the harmonic components which is indicative of the total energy of the motion. The effect of various
system parameters, such as the influence of force amplitude, viscous damping and number of harmonics included
in the IHB scheme, on frequency response curves of the considered system with the clearance d
1
= 0.8 m and
d
2
=1.0 m can be systematically studied. By using peak amplitude and taking five harmonics, Fig. 2(a) shows the
dependence of the frequency response at the force level F =10 N on viscous damping ζ =0.05, 0.1 and 0.3, and
that at a viscous damping ratio of ζ = 0.1 on various levels of force F =2.0, 5.0 and 8.0 N is shown in Fig. 2(b).
In the generation of the above curves, the IHB method uses an initial guess of the amplitude vector and iterates
until convergence is achieved, and the following rate of convergence is then remarkably improved by choosing the
initial guess of the amplitude vector to be the already converged vector from a neighboring frequency.
(a) (b)
Fig. 2. Frequency response by the IHB method with different (a) damping ratio, (b) force level.
L. Xu et al. / Physics Letters A 301 (2002) 65–73 71
Table 1
Amplitude components by the IHB method with different number of harmonics
NH a
0
a
1
a
2
a
3
a
4
a
5
b
1
b
2
b
3
b
4
b
5
1 0.0000 1.7769 2.5912
2 0.0000 1.7729 −0.0103 0.0332 2.5998 0.0042 0.0533
3 0.0000 1.7719 −0.0105 0.0325 −0.0030 0.0165 2.6017 0.0043 0.0538 0.0004 0.0008
(a) (b)
(c) (d)
Fig. 3. Numerical results by the IHB method with different number of harmonics. (a) Time history of displacement and velocity. (b) Phase plane
with NH =1. (c) Phase plane with NH = 3. (d) Phase plane with NH= 5.
The accuracy of the IHBmethod is evaluated here by comparing the results against those of existing time domain
analysis. In this case, a fourth order Runge–Kutta numerical integration routine is used to provide an accurate
basis for comparison. By letting Ω = 0.8, ζ = 0.2 and F = 10.0 N, Table 1 shows the amplitude components
computed by the IHB scheme with different number of harmonics (NH = 1, 3, 5, respectively). The time history
of displacement and velocity generated by numerically integrating Eq. (3) until steady periodic state is achieved is
shown in Fig. 3(a), while Fig. 3(b)–(d) compares the corresponding steady state solutions by the IHB scheme with
NH =1, 3, 5 denoted by the solid line with the result of numeric integration, which is dotted at some discrete points
in the same phase plane, showing the effect of varying the number of harmonics on the precision of the results.
72 L. Xu et al. / Physics Letters A 301 (2002) 65–73
(a) (b)
Fig. 4. Frequency response and phase plane of the oscillator with multi-frequency external periodic excitation. (a) Frequency response. (b)
Phase plane.
The IHB result by taking only one harmonic as shown in Fig. 3(b) is exactly the solution that would have been
obtained by the first order harmonic balance (HB) method or equivalent first order frequency domain techniques.
More harmonics are necessary to approximate more precisely the periodic motion. It can be seen from Fig. 3(d)
that the IHB result by taking five harmonics already provides a fairly accurate approximation in the case.
In the case of multi-frequency external periodic excitation, the IHB scheme also proves to be highly efficient.
With ζ =0.02, d
1
=d
2
=1.0 m, Fig. 4(a) shows the frequency response of the considered system under excitation
5 cos ωt + 5 cos 2ωt + sin4ωt N. The steady state solution of the case at Ω = 0.2 by the IHB scheme with five
harmonics taken is plotted in Fig. 4(b), which is compared with the dotted points by the fourth order Runge–Kutta
numerical integration routine, showing great accuracy.
5. Conclusion
The incremental harmonic balance (IHB) method is successfully extended to a class of nonlinear dynamical
systems with a general form of piecewise-linear viscous damping characteristics for computing periodic solutions,
which is in many respects distinctively advantageous over classical approaches. Numerical simulation of a specific
periodically excited oscillator of the considered type is effectively carried out by the IHB scheme, with the effect
of various system parameters, such as the influence of force amplitude, viscous damping and number of harmonic
included in the IHB scheme, on frequency response curves of the considered system being systematically studied,
and the results compare very well with direct numerical integration. The formulation derived here can readily
be combined with the already published IHB scheme designed for treating systems with only piecewise-linear
stiffness in analyzing complex dynamical behaviors as bifurcation and chaos [19,20] of more general piecewise-
linear systems.
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