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Nonlinear Systems

Quentin BRANDON and Tetsushi UETA

Faculty of Engineering

The University of Tokushima

Minamijosanjima 2-1

Tokushima, 770-8506 Japan

Email: {qbrandon,tetsushi}@is.tokushima-u.ac.jp

Dani` ele FOURNIER-PRUNARET

Toulouse University

LATTIS - INSA Toulouse

135 Avenue de Rangueil

Toulouse, 31077 France

Email: daniele.fournier@insa-toulouse.fr

I. INTRODUCTION

Systems with continuous and discrete dimensions, i.e. hy-

brid systems, exist in many domains such as mechanical or

electronic systems. The solution function is usually continuous

but presents points of non-derivability where discrete changes

occur. Some of the most widely studied applications are related

to electrical engineering, such as power converters investigated

as piecewise smooth systems by di Bernardo [1], Tse [2] or

Banerjee [3][4]; or some PLL models as introduced By Acco

[5], refering to this type of model as “hybrid sequential.” Little

work has been done in the analysis of nonlinear hybrid models,

apart from Kawakami, Ueta and Kousaka [7][8]. As for hybrid

linear models, they can be analysed using rigorous analytical

methods as did Kabe [6]. But the nonlinear property of many

systems reserve this option for approximated models only.

Instead, we prefer using numerical methods.

We review the analysis method based on a Poincar´ e map and

introduce some modiﬁcations and improvements. We consider

the analysis results of an extended version of the Alpazur

oscillator, using a numerical process to approximate some

derivatives (adapted to the automated CAD tools we are

working on). But the most compelling part is to be found in our

example results, revealing an unusual bifurcation structure: the

interactions between the equilibrium point at some state and

the corresponding switching condition make appear a fractal

bifurcation structure, with an inﬁnite number of bifurcation

curves focusing towards a limit set. As this is due to the hybrid

properties of the system, we may ﬁnd such structure in many

other hybrid systems.

II. PRINCIPLES

A. Modeling the System

Let us consider a system written by a set of differential

equations deﬁned by smooth functions piecewisely, i.e., for

the state i:

dX

dt

= f

i

(X), (1)

where,

X(t) =

_

_

_

x

0

.

.

.

x

n−1

_

_

_ ∈ R

n

. (2)

Within each state there is a solution function such as:

X

i

(t) = ϕ

i

(t, X

i0

) with X

i

(0) = X

i0

, (3)

where X

i0

is an initial value.

Now, based on the switching rules and the deﬁnition of a

period of our system, we set the Poincar´ e map, placing its

sections at the switching points. We assume for now that

the switching conditions for each state can be expressed

as a function of the system variables, e.g., for the state i:

q

i

(X) = 0.

The map is therefore expressed as:

Π

i

= {X

i

∈ R

n

| q

i

= 0}

T

i

: Π

i

→ Π

i+1

X

i

→ X

i+1

= X

i

(τ

i

) = ϕ

i

(τ

i

, X

i

(0)).

(4)

We are now able to perform a local analysis over each partial

orbit delimited by those Poincar´ e sections. Thus the Poincar´ e

mapping is deﬁned as a differentiable map:

T =

T

i

. (5)

We ﬁnally apply a projection from R

n

to R

n−1

due to the

equation of the ﬁnal state switch condition q

m−1

= 0 as seen

in Ref. [7]:

p : Π

0

→ Σ

0

X

0

→ U

0

,

(6)

which we use as a discrete deﬁnition of our system Fig.??.

B. Analysis approach

In order to compute phase portraits for a given system,

we simply integrate the differential equations. The switching

conditions previously deﬁned are constantly veriﬁed in order

to use the variational equations matching the current state. A

proper adaptive stepsize Runge Kutta integration gave us good

performance along with precious control of the numerical error

Ref. [9].

For the computation of ﬁxed points, we integrate the partial

derivatives of the differential equations in parallel of the

solution:

d

dt

∂ϕ

i

∂X

i−1

=

∂f

i

∂X

∂ϕ

i

∂X

i−1

where

∂ϕ

i

∂X

i−1

(0) = I. (7)

Fig. 1. Abstract representation of the Poincar´ e map

We compute the Jacobian matrix of each local map:

dX

i

dX

i−1

=

∂ϕ

i

∂X

i−1

+

dX

i

dt

∂τ

i

∂X

i−1

, (8)

thus we can express the Poincar´ e map:

dX

m

dX

0

=

dX

i

dX

i−1

. (9)

We then apply the projection p and obtain the Jacobian:

DT

l

(U

0

) =

dU

m

dU

0

. (10)

For a ﬁxed point we solve:

T

l

(U

0

) = U

m

= U

0

. (11)

We inject the approximation of the tangent to the solution DT

l

in the Newton method in order to compute an accurate value

of U

0

. If our initial value is in the domain of convergence, we

converge toward the solution within a few iterations.

Finally, concerning the critical values required to compute

bifurcation diagrams, we use the characteristic equation of our

system in order to determine an extra equation. Depending

on the desired bifurcation diagram, we choose λ, one of the

parameters from the diagram space, as an extra degree of

freedom to compute a solution of our new equations set:

χ

l

(µ) = det(DT

l

−µI

n−1

) = 0. (12)

µ is deﬁned by the bifurcation type. So our new problem can

be written:

F(U

0

, λ) =

_

U

m

−U

0

χ

l

(µ)

_

= 0. (13)

Which means we are to compute the following Jacobian

matrix:

_

¸

¸

_

dU

m

dU

0

−I

n−1

dU

m

dλ

dDT

l

dU

0

dDT

l

dλ

_

¸

¸

_

(14)

The second row of Eq. (14) requires the second derivatives of

the solutions of variational equation (7). Computing a number

of second derivatives can be done two ways: one based on an

analytical approach, consisting in simply deriving once more

the ﬁrst derivative elements; the second one is more numerical

since it consists in approaching the tangent by differentiation,

performing a multiple integration using shifted input variables.

The ﬁrst approach might appear more elegant but depending on

the switching conditions, even the simplest models will involve

very elaborated equations at this step. Let us now consider the

second alternative: we compute the following elements the

same way we do in the ﬁxed point algorithm:

U

m

(U

0

, λ), U

m

(U

0

+ ∆U, λ), U

m

(U

0

, λ + ∆λ),

DT

l

(U

0

, λ), DT

l

(U

0

+ ∆U, λ), DT

l

(U

0

, λ + ∆λ).

(15)

We derive the Jacobian matrix elements by differentiation:

dU

m

dU

0

≈

U

m

(U

0

+ ∆U, λ) −U

m

(U

0

, λ)

∆U

dU

m

dλ

≈

U

m

(U

0

, λ + ∆λ) −U

m

(U

0

, λ)

∆λ

dDT

l

dU

0

≈

DT

l

(U

0

+ ∆U, λ) −DT

l

(U

0

, λ)

∆U

dDT

l

dλ

≈

DT

l

(U

0

, λ + ∆λ) −DT

l

(U

0

, λ)

∆λ

.

(16)

The second approach introduces some tricky questions such as

how to determine a relevant ∆U or ∆λ, but it turns out to be

much easier to implement and gives satisfying performances.

Though it is not a much reﬁned approach, we use at this point

a fraction of the correction of U and λ as our next ∆U and

∆λ.

III. EXTENDED ALPAZUR OSCILLATOR

A. Model description

We extend the orignial Alpazur oscillator [8] to 3-state for

examination of the computing method proposed in Ref[7] from

a universality point of view.

Fig. 2. Electronic implementation of 3-state Alpazur oscillator

The continuous variable is represented by: X =

_

x

y

_

According to the position of the switch, we have, for each

state (i = {1, 2, 3}), the following differential equations:

f

i

(X) =

_

f

i

(x, y)

g

i

(x, y)

_

For State i: (terminal a(i = 1),b(i = 2), or c(i = 3) in SW)

_

dx

dt

= f

i

(x, y) = −rx −y

dy

dt

= g

i

(x, y) = x + (1 −A

i

)y −

1

3

y

3

+B

i

.

(17)

where x and y are normalized variables corresponding to the

current i and voltage v (detailed in Ref[8]); and where A

i

and

B

i

are real numbers.

In order to determine the discrete behavior, we establish the

following switching rules:

q

1

= y −h

q

2

= y −b

q

3

= y −m,

(18)

combined with the switching order:

State 1 → State 2 → State 3 → State 1.

Such system exhibits chaotic orbits at particular parameter

values such as the following set:

r = 0.1 A

1

= 0.2 A

2

= 2.0 A

3

= 0.8 B

1

= −0.6

B

2

= 1.0 B

3

= −0.1 m = −0.1 b = −0.3 h = −1.0

This particular model is very convenient because the mapping

is strait forward: even within the local maps, y values are

ﬁxed thanks to the switching conditions. We can therefore

extract the mapped variable u = x. We deﬁne the map:

T = T

0

◦ T

1

◦ T

2

: Π

0

→ Π

0

x

0

→ x

3

= ϕ(τ, x

3

).

(19)

B. Fixed points

As previously exposed, the problem of Fixed points is as

follows:

x

3

−x

0

= 0. (20)

In order to compute the appropriate correction, we need to

compute:

DT

l

=

dx

3

dx

0

=

dx

3

dx

2

dx

2

dx

1

dx

1

dx

0

. (21)

For each State i we compute:

dx

i

dx

i−1

=

∂ϕ

i

∂x

i−1

+f

i

(x

i

, y

i

)

∂τ

i

∂x

i−1

∂τ

i

∂x

i−1

=

−

∂φ

i

∂x

i−1

g

i

(x

i

, y

i

)

,

(22)

where we numerically integrate the required elements:

d

dt

_

x

i

y

i

_

=

_

f

i

(x, y)

g

i

(x, y)

_

State 1: from x

0

State 2: from x

1

State 3: from x

2

d

dt

_

¸

_

∂ϕ

i

∂x

i−1

∂φ

i

∂x

i−1

_

¸

_ =

_

¸

_

∂f

i

∂x

∂f

i

∂y

∂g

i

∂x

∂g

i

∂y

_

¸

_

_

¸

_

∂ϕ

i

∂x

i−1

∂φ

i

∂x

i−1

_

¸

_

where

_

¸

_

∂ϕ

i

∂x

i−1

∂φ

i

∂x

i−1

_

¸

_(0) =

_

1

0

_

.

(23)

We now use the Newton method to compute the correction to

be applied:

x

′

0

= x

0

−

x

3

−x

0

dx

3

dx

0

. (24)

C. Bifurcations

In this case the characteristic equation is fairly simple:

χ(µ) = det(DT

l

−µ) = 0, (25)

hence the Jacobian matrix:

_

¸

¸

_

∂x

3

∂x

0

− 1

∂x

3

∂λ

∂DT

l

∂x

0

∂DT

l

∂λ

_

¸

¸

_

(26)

We compute its elements using the equation (16). Through

combination with conventional methods, we obtained the

bifurcation diagram Fig.??.

−1.6 −1.4 −1.2 −1 −0.8 −0.6 −0.4 −0.2 0

−2

−1.5

−1

−0.5

0

0.5

1

1.5

B1

B2

B1

G I

Fig. 3. Bifurcation diagram in the B

1

/B

2

parameter plan

−1.05 −1 −0.95 −0.9 −0.85 −0.8 −0.75 −0.7 −0.65

−1.1

−1

−0.9

−0.8

−0.7

−0.6

−0.5

B

Stable At SN bif. Unstable

At PD bif.

Dbl period

At limit set

I

I

G

At PD bif.

B

B1

G

Fig. 4. Enlargement of the Fig.?? at invariant set area

An application to collision bifurcation analysis, based on this

method, is detailed in [7]. Collision bifurcations occur when

the trajectory of the solution collides with one of the switching

conditions, under the inﬂuence of a parameter change.

IV. RESULTS

We ﬁrst computed the values of x

0

against B

1

for ﬁxed

points at a constant value of B

2

. By monitoring the eigen-

values, we can ﬁnd the points at which we obtain bifurcation

values. For example, we could ﬁnd eigenvalues corresponding

to saddle-node bifurcation (µ = 1, marked in red on the curve)

at each point where

dγ

dB1

= 0 (note that eigenvalues corre-

sponding to period doubling bifurcation are usually very close,

hence easy to obtain as well). Once these values gathered, we

can use a tracing algorithm to compute bifurcation curves.

We obtain the bifurcation diagram in Fig.??. This method

can be illustrated by the Fig.?? and ?? where we can see a

combination of the bifurcation lines and the ﬁxed points line.

−1.6

−1.4

−1.2

−1

−0.8

−0.6 −2

−1

0

1

2

0.6

0.8

1

1.2

1.4

1.6

1.8

B2

B1

X

Period

Doubling

Saddle-

node

Limit

set

Fixed pts

@ B2=1.92

Fig. 5. Bifurcation diagram put against the ﬁxed points set at B

2

= 1.92

This actually corresponds to the solution wrapping itself

around the equilibrium point of the current state. The switch-

ing characteristic of the system makes it possible for the

solution to return to such unstable regions after a period, a

little bit like a Rossler type oscillator.

In the neighborhood of a particular value B

1

= B

∗

1

, we can

ﬁnd a self-repeating bifurcation pattern Fig.??.

Due to precision limitations inherent to numerical methods, it

gets more and more difﬁcult to compute the bifurcation lines

as we get closer to the limit value, but we can conjecture this

structure is inﬁnite.

One can notice that this limit corresponds to the parameter

values where the equlibrium point of State 1 and the initial

point X

0

merge. The precise limit value of B

1

can be

easily obtained by injecting the previous information into the

equation set of the system: for state 1 (hence in eq.(1)), the

equilibrium point (

dx

dt

= 0 and

dy

dt

= 0) is on the switching line

(y = m). Given this, we can extract x

0

and B

1

corresponding

to the limit set. With our parameter values, we obtain x

0

= 1

and B

∗

1

=

−2761

3000

. The limit set itself is represented by the

X

B

1

B

2

B

1

Fixed points

SN bifurcation

Limit set

Fig. 6. Schematic view of Fig.??.

green line in the bifurcation diagram Fig.?? and ??. There

are an inﬁnity of bifurcation curves because for each one that

we ﬁnd, there exists a closer one on the other side of the

line, which corresponds to the piece of the solution at state

1 turning an extra 180 degrees around the equilibrium point

(making the initial point closer to this latter).

REFERENCES

[1] di Bernardo, M.; Tse, C., “Chaos in Power Electronics: An Overview,”

Chaos in Circuits and Systems, Series B, Vol. 11, pp. 317–340, 2002.

[2] Tse, C., “Modeling of Switching Power Converters for Nonlinear Dy-

namical Analysis,” Complex Behavior of Switching Power Converters,

pp. 57–80, 2004.

[3] Banerjee, S.; Chakrabarty, K., “Nonlinear Modeling and Bifurcations in

the Boost Converter,” IEEE Trans. Power Electronics, Vol. 13, No. 2, pp.

252–260, Mar. 1998.

[4] Banerjee, S.; Karthik, M.S.; Yuan, G.H.; Yorke, J.A., “Bifurcations in

one-dimensional piecewise smooth maps - theory and applications in

switching circuits,” IEEE Trans. Circuits and Systems I, Vol. 47, No.

3, pp. 389–394, Mar. 2000.

[5] Acco, P., “Etude de la boucle ` a verrouillage de phase par impulsions de

charge,” PhD. thesis INSAT, No. 707, 2003.

[6] Kabe, T.; Parui, S; Torikai, H.; Banerjee, S; Saito, T., “Analysis of Piece-

wise Constant Models of Current Mode Controlled DC-DC Converters,”

IEICE Trans. Fundamentals of Electronics, Communications and Comp.

Sci., E90-A, 2, pp. 448–456, 2007.

[7] Kousaka, T.; Ueta, T.; Kawakami, H., “Bifurcation of switched nonlinear

dynamical systems,” IEEE Trans. Circuits and Systems II: Analog and

Digital Signal Processing, Vol. 46, No. 7, pp. 878–885, Jul. 1999.

[8] H. Kawakami and R. Lozi, “Switched Dynamical Systems – dynamical

of a class of circuits with switch –,” Proc. RIMS Conf. “Structure and

Bifurcations of Dynamical Systems,” ed. by S. Ushiki, World Scientiﬁc,

pp.39–58, 1992

[9] Brandon, Q.; Ueta, T.; Kousaka, T.; Fournier-Prunaret, D., “Local Bi-

furcations of Nonlinear Hybrid Systems,” Nonlinear Theory and its

Applications (NOLTA), pp. 160–163, 2007

[10] Kitajima, H.; Kawakami, H., “An algorithm tracing out the tangent

bifurcation curves and its application to Dufﬁngs equation,” IEICE

technical report. Nonlinear problems,Vol. 94, No. 44, pp. 1–7, May 1994

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