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energy-rate method

G. Nakhaie Jazar∗

Department of Mechanical Engineering and Applied Mechanics, North Dakota State University, Fargo, ND 58105-5285, USA

Received 5 March 2003; accepted 6 August 2003

Abstract

Based on the integral of energy and numerical integration, we introduce, develop, and apply a general algorithm to predict

parameters of a parametric equation to produce a periodic response. Using the new method, called energy-rate, we are able

to 3nd not only stability chart of a parametric equation which indicates the boundaries of stable and unstable regions, but

also periodic responses that are embedded in stable or unstable regions.

There are three main important advantages in energy-rate method. It can be applied not only to linear but also to non-linear

parametric equations; most of the perturbation methods cannot. It can be applied to large values of parameters; most of

the perturbation methods cannot. Depending on the accuracy of numerical integration method, it can also 3nd the value of

parameters for a periodic response more accurate than classical methods, no matter if the periodic response is on the boundary

of stability and instability or it is a periodic response within the stable or unstable region.

In order to introduce the energy-rate method and indicate its advantages we apply the method to the standard Mathieu’s

equation,

x7 + ax − 2bx cos(2t) = 0

and show how to 3nd its stability chart for the large values of b in a–b plane. The results are compared with McLachlan’s

report (Theory and Application of Mathieu Function, Clarendon, Oxford, 1947).

? 2003 Elsevier Ltd. All rights reserved.

energy-rate method that can be applied to the follow-

In this paper, an applied algorithm based on integral ing general 3rst-order diEerential equation:

energy and numerical integration will be introduced,

x7 + f(x) + g(x; ẋ; t) = 0: (1)

developed, and presented to determine the parame-

ters of parametric equations corresponding to periodic There are some important advantages in energy-rate

solutions. method comparing to the perturbation methods and

Floquet theory. First, it can be applied to non-linear

parametric equations as well as linear equations.

∗ Tel.: +1-701-231-8303; fax: +1-701-231-8913. Floquet theory, similar to the most of perturbation

E-mail address: reza.n.jazar@ndsu.nodak.edu (G.N. Jazar). methods cannot be applied on non-linear equations.

0020-7462/$ - see front matter ? 2003 Elsevier Ltd. All rights reserved.

doi:10.1016/j.ijnonlinmec.2003.08.009

1320 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

ues of parameters, but also to large values. Most

of the approximation and perturbation methods are

stick to the very small values of parameters. Third,

depending on the accuracy of numerical integration

method, it can 3nd the value of parameters for a pe-

riodic response faster and more accurate than other

classical methods. The accuracy of most classical

methods depend on smallness of the value of param-

eters, and the number of terms in perturbed solution.

Their accuracy cannot sometimes be increased by

increasing the degree of polynomial or the number of

terms in perturbed solution. Fourth, the algorithm of

detection periodic solution using energy-rate method Fig. 1. Mathieu stability chart based on the numerical values,

can be adjusted to detect periodic response within generated by McLachlan [1].

a stable or unstable region, as well as periodic so-

lutions on the boundary of stability and instability

regions. non-linear system. A linearization in neighbourhood

I study the well-known Mathieu’s equation as an of a periodic motion results in a linear diEerential

example to show the applicability of the energy-rate equation with periodic coeIcients, i.e. Floquet theory.

method in identifying the stability chart, and some The paradigm example is given by Mathieu’s equa-

of the advantages of method. The results are interest- tion [5]. The Mathieu’s equation is commonly known

ing because they uncover some hidden facts about the as the equation of the elliptic cylinder functions. The

Mathieu’s equation. contribution to the theory of diEerential equations, re-

The Mathieu’s equation lated to the third group, which has been stimulated

by problems in celestial mechanics, has come chieLy

dx

x7 + ax − 2bx cos(2t) = 0; ẋ = (2) from Hill and Poincare [6].

dt Examples of vibrating elastic bodies are: the lateral

is the simplest and the most widely known paramet- vibration of stretched strings and thin rods, which are

ric diEerential equation, in which a and b are constant perhaps the most amenable to theoretical and exper-

parameters. One of the most interesting characteristics imental treatment [7]. The linear and various modes

of this linear equation is that depending on the coeI- of vibration of bars and beams, which was originated

cients, it may have bounded or unbounded solutions. back by Daniel Bernoulli, was investigated completely

Fig. 1 depicts the stability chart of Mathieu’s equation by Rayleigh [8] and Love [9]. It is well known that

(2) based on McLachlan’s [1] results. classical linearized analysis of the vibrating strings and

Parametric equations govern problems of the great- rods could lead to some results related to the Math-

est diversity in astronomy and theoretical physics and ieu’s equation, which are reasonably accurate if only

stability of the oscillatory processes in non-linear sys- the tension and displacements are assumed to be small

tems. They have accordingly been the subject of a vast [10].

number of investigations since the beginning of the

last century [2,3].

Parametric equation arises in applied mathematics 2. Historical background and literature review

in three main groups of problems. The 3rst group

is the transverse vibrations of a taut elastic member. The 3rst recorded demonstration of parametric be-

The second group of problems arises typically in the haviour belongs to Faraday [11] in 1831, in which he

modulation of radio carrier wave [4]. The third group produced wave motion in Luids by vibrating a plate in

of problems come from the standard procedure of contact with the Luid [12]. Shortly afterwards, many

investigating the stability of a periodic motion in a scientists discovered parametric phenomena. Among

G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331 1321

them are, Melde (1860), Mathieu (1860), Matthiessen solution generates a graph which is called a stability

(1870), Floquet (1883), Hill (1886), Rayleigh (1887), chart [4]. The relation could be developed analytically

Stephenson (1906), Meissner (1918), Strutt (1927), by Fourier coeIcients or perturbation methods, but

van der Pol (1928), and Barrow (1923), in the late all of these methods fail to predict the stability chart

19th and the beginning of the 20th century [13]. when b is large.

It is known that the 3rst detailed theory relevant Many authors investigated the stability chart of the

to the study of periodically time varying systems was time-varying systems including Mathieu’s equation

given by Mathieu [14], Hill [15], and Lord Rayleigh using a variety of concepts such as Lyapunov expo-

[16] in 1860 –1890. One of the most important earlier nents [25], Poincare Mapping [26], Lyapunov–Floquet

works on the behaviour of periodically time-varying transformation, and perturbative Hamiltonian normal

systems was that by Hill in 1886, in which he laid forms [27]. None of these analysis could give accurate

down the very mathematical foundations of the stabil- prediction of the stability boundaries when b is large

ity theory of parametric systems [15]. The 3rst anal- and/or some non-linearity is presented. Due to the na-

ysis of parametric resonance of a structural con3g- ture of the solutions given by the classical approaches,

uration (a pinned perfect column) was presented by extensive calculation is generally required to ensure

Beliaev [17]. Many studies started appearing in the suIcient convergence to give accurate answers. De-

literature in the late 1940s and 1950s. Reviews on the termination of stability, classically, rests upon the use

subject, including historical sketches, may be found in of the Hill determinant procedure [28]. For values of

the works of Beilin and Dzhanelidze [18]. For more a and b signi3cantly larger than unity, quite large de-

recent contributions on the subject, the reader is re- terminant need to be calculated which is also a time

ferred to the work done by Yao [19], Hsu [42], Es- consuming task. Further, these may diverge initially

mailzadeh and Nakhaie Jazar [20,21], Luo [22], and prior to acceptable convergence [13].

Zounes and Rand [23]. Taylor and Narendra [29] and later on Gunderson et

Solution of the Mathieu’s equation depends on two al. [30] found the stability boundaries of the damped

independent parameters, a and b. It is known from Mathieu’s equation using Laplace transformation and

Floquet theory that its solution is, in general, of the Lyapunov function. Their stability theory was only

following structure: correct for small multiplier of both damping and pe-

riodic terms.

x(t) = C1 e

t ’(t) + C2 e−

t ’(−t) (3)

Within the limits of numerical accuracy, most of

in which the function ’(t) is periodic. The character- these procedures have the appeal that they give exact

istic exponent,

, is a time invariant constant that de- results since they do not rely upon algebraic ap-

pends in an intricate way upon the parameters a and proximations to the solutions of the equation. Their

b. If it is real, the solution becomes exponentially in- shortcomings, however, lie with their numerical error,

3nite, i.e., a so called unstable solution. If the expo- especially when solutions near stability boundaries

nent is purely imaginary the solutions remain bounded are required. Accuracy is also governed by the num-

along the real axis. The intermediate case in which ber of iteration points chosen for iterative techniques

= 0 is of especial importance because it includes a per period of the periodic coeIcient. Numerical so-

solution known as a Mathieu function which is peri- lution of the Mathieu’s equation has been extensively

odic [24]. Broadly speaking, the determination of the used in the past to model systems which contain a

Mathieu functions is the matter of prime importance sinusoidal time-varying parameter [31]. Rand and

in the applications of the equation. Hastings [32] used numerical integration to determine

The most comprehensive treatment of classical regions of stability for a quasi-periodic Mathieu’s

methods for analyzing the Mathieu’s equation has equation. They assumed that the equation is stable

been given by McLachlan [1]. It is known that the for a given initial condition r(0), if r(t) ¡ 106 r(0)

Mathieu’s equation (2), could have periodic solution for 1000 time units and for all t between 0 and 1000,

depending on parameters a and b, and independent of where r(t) = x2 (t) + ẋ2 (t). Using a numerical inte-

the initial conditions, due to the linearity of the equa- gration, they could develop and present some useful

tion. The relationship between a and b for periodic stability charts.

1322 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

r=0 aC0 + bC2 = 0;

Stability analysis for even a single, second order,

linear diEerential equation with periodic coeIcients, r=1 (a − 4)C2 + b(2C0 + C4 ) = 0; (8)

such as Mathieu’s equation, is rather cumbersome, but

r ¿ 2 (a − 4r 2 )C2r + b(2C2r−2 + C2r+2 ) = 0;

diEerent methods are available. Among them are the

method of in3nite determinants [33], the perturbation

methods [34], the Galerkin method [35], and the clas- (a − 1 + b)C1 + bC3 = 0;

r=0

sic Floquet method [36]. (a − (2r + 1)2 )C2r+1 (9)

The method of continued fractions is the most r¿1

strong method that McLachlan used to 3nd the sta- +b(C2r−1 + C2r+3 ) = 0;

bility chart of Mathieu’s equation. This method starts

by knowing that the periodic solution of (2) which

(a − 1 − b)S1 + bS3 = 0;

admit the period 2 falls into four classes. Each class r=0

depends on its Fourier series which involve, respec- (a − (2r + 1)2 )S2r+1 (10)

r¿1

tively, cosines or sines of even or odd multiples of t. +b(S2r−1 + S2r+3 ) = 0;

They are de3ned by Ince [37] as

∞

ce2n = (2n)

C2r cos(2rx) have period ; (4) (a − 4)S2 + bS4 = 0;

r=0

r=0 (a − (2r + 2)2 )S2r+2 (11)

∞ r¿1

se2n+1 = (2n+1)

S2r+1 sin((2r + 1)x) +b(S2r + S2r+4 ) = 0:

r=0 Using the recurrence relations (8)–(11) we can 3nd a

have period 2; (5) continued fraction equation between a and b such as

2 2 2

b b

∞ − b4 1 1

a=2 16 36

ce2n+1 = (2n+1)

C2r+1 cos((2r + 1)x) 1 − 4a 4 1 − 16a 16 1 − 36a

r=0 2

b b2

1 64 1 4r 2

have period 2; (6) × ···

36 1 − 64a 4(r − 1)2 1 − a

4r 2 − 1

4r 2 Zr+1

∞

(12)

(2n+1)

se2n+2 = S2r+1 sin((2r + 2)x)

2

r=0 − 4rb 2

Zr = ; lim Zr = 0

have period ; (7) 1 − 4ra2 − 4r12 Zr+1 r→∞

which are corresponding to characteristic numbers for cos(2rt), to draw the stability chart of Fig. 1.

denoted by a2n ; b2n+1 ; a2n+1 , and b2n+2 . In every A similar method was used by McLachlan to report

case, satisfaction of the diEerential equation necessi- Table 1 for stability chart of the Mathieu’s equa-

tates recurrence formulae connecting three successive tion (2). In Table 1, the numerical values related to

coeIcients. The continued fraction forms the basis aci and asi are the stability boundaries for ith co-

of the technique developed by Ince [37] and Gold- sine elliptic (cei ) and ith sine elliptic (sei ) functions,

stein [38] for the computation of the characteristics respectively. Fig. 1 is a graphical representation of

numbers. Table 1.

If each series of (4)–(7) is substituted in turn in It can be seen in Table 1 and Fig. 1 that continued

the Mathieu’s equation (2), and the coeIcients of fractions method is strong enough to detect the sta-

cos(2rt); cos((2r +1)t); sin((2r +1)t); sin((2r +2)t) bility boundaries for large values of parameters. The

equated to zero for r = 0; 1; 2; : : :, the follow- method of continued fractions was used by later in-

ing recurrence relations are obtained, respectively vestigators, and it is shown that the continued fraction

Table 1

McLachlan’s report for Mathieu stability chart

b ac0 as1 ac1 as2 ac2 as2 ac3 as4 ac4 as5 ac5 as6

0, 0, 1, 1, 4, 4, 9, 9, 16, 16, 25, 25, 36,

1, −0.4551386, −0.1102488, 1.8591081, 3.9170248, 4.3713010, 9.0477393, 9.0783688, 16.0329701, 16.0338323, 25.0208408, 25.0208543, 36.0142899,

2, −1.5139569, −1.3906765, 2.3791999, 3.6722327, 5.1726651, 9.14062277, 9.3703225, 16.1276880, 16.1412038, 25.0833490, 25.0837778, 36.0572070,

3, −2.8343919, −2.7853797, 2.5190391, 3.2769220, 6.0451969, 9.2231328, 9.91155063, 16.2727012, 16.3387207, 25.1870798, 25.1902855, 36.1288712

4, −4.2805188, −4.2591829, 2.3180082, 2.7468810, 6.8290748, 9.2614461, 10.6710271, 16.4520353, 16.6468189, 25.3305449, 25.3437576, 36.22944114

5, −5.8000460, −5.7900806, 1.8581875, 2.0994604, 7.4491097, 9.2363277, 11.5488320, 16.6482199, 17.0965817, 25.5108160, 25.5499717, 36.3588668

6, −7.3688308, −7.3639110, 1.2142782, 1.3513812, 7.8700645, 9.1379058, 12.4656007, 16.8446016, 17.6887830, 25.7234107, 25.8172720, 36.5170667

7, −8.9737425, −8.9712024, 0.4383491, 0.5175454, 8.0866231, 8.9623855, 13.3584213, 17.0266608, 18.4166087, 25.9624472, 26.1561202, 36.7035027

8, −10.6067292, −10.6053681, −0.4359436, −0.3893618, 8.1152388, 8.7099144, 14.1818804, 17.1825278, 19.2527051, 26.2209995, 26.5777533, 36.9172131

9, −12.2624142, −12.2616617, −1.3867016, −1.3588101, 7.9828432, 8.3831192, 14.9036797, 17.3030110, 20.1609264, 26.4915472, 27.0918661, 37.1566950

10, −13.93698, −13.9365525, −2.3991424, −2.3821582, 7.7173698, 7.9860691, 15.5027844, 17.3813807, 21.1046337, 26.7664264, 27.7037687, 37.4198588

12, −17.3320660, −17.3319184, −4.5701329, −4.5635399, 6.8787369, 7.0005668, 16.3015349, 17.3952497, 22.9721275, 27.3000124, 29.2080550, 38.0060087

14, −20.7760553, −20.7760004, −6.8934005, −6.8907007, 5.7363123, 5.7926295, 16.5985405, 17.2071153, 24.6505951, 27.7697667, 31.0000508, 38.6484719

16, −24.2586795, −24.2586578, −9.33523671, −9.3341097, 4.3712326, 0.3978962, 16.4868843, 16.8186837, 26.0086783, 28.136359, 32.9308951, 39.3150108

18, −27.7728422, −27.7728332, −11.8732425, −11.8727265, 2.8330567, 2.8459917, 16.0619754, 16.2420804, 26.9877664, 28.3738582, 34.8530587, 39.9723511

20, −31.3133901, −31.3133862, −14.4913014, −14.4910633, 1.15422829, 1.1607057, 15.3958109, 15.4939776, 27.5945782, 28.4682213, 36.6449897, 40.5896641

24, −38.4589732, −38.4589724, −19.9225956, −19.9225403, −2.5397657, −2.5380779, 13.5228427, 13.5527965, 27.8854408, 28.2153594, 39.5125519, 41.6057099

28, −45.6733696, −45.6733694, −25.5617471, −25.5617329, −6.5880630, −6.5875850, 11.1110798, 11.1206227, 27.2833082, 27.4057488, 41.2349503, 42.2248415

32, −52.9422230, −52.9422229, −31.3651544, −31.3651505, −10.9143534, −10.9142090, 8.2914962, 8.2946721, 26.0624482, 26.1083526, 41.9535112, 42.3939428

36, −60.2555679, −60.2555679, −37.3026391, −37.3026380, −15.4667703, −15.4667243, 5.1456363, 5.1467375, 24.3785094, 24.3960665, 41.9266646, 42.1183561

Ė =

of energy as follows:

E =T (ẋ)+V (x), respectively, we can write an integral

for the system by V (x) = f(x) d x; T (ẋ) = 21 ẋ2 , and

a kinetic, potential, and mechanical

should expect a tendency to oscillate [40]. De3ning

and g(x; ẋ; t) is a periodic function of time, then we

the particle, and also time. If f(x) is a restoring force

on the value of parameters, position and velocity of

applied force generates or absorbs energy depending

the system is governed by x7 +f(x)=0. In general, the

non-conservative force −g(x; ẋ; t). The free motion of

attached to a conservative spring, acted upon by a

shows that the system is a model of a unit mass particle

f and g are depending on a set of parameters. Writing

a non-linear time-dependent function. The functions

and f(x) is a single variable function, and g(x; ẋ; t) is

g(0; 0; t) = 0

where

algorithm

4. Energy-rate method and stability chart

curves.

velop an applied method to determine the transition

integral combined with numerical integration to de-

the next section, we use the principle of the energy

large coeIcients, but also to non-linear equations. In

plicable not only for linear parametric equation with

need a more reliable and accurate method to be ap-

parametric equations [39]. Due to this problem, we

ential equations, but it is not applicable to non-linear

method can be applied to all linear parametric diEer-

= −ẋg(x; ẋ; t):

dt

d

(E) =

dt

d

2

1 2

ẋ +

(f(x)ẋ) dt

energy function

(16)

(15)

(14)

(13)

1323

1324 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

This expression represents the rate of energy generated boundary that has a stable region on its left-hand side

or absorbed by the term −g(x; ẋ; t). and unstable region on its right-hand side. This group

Suppose that for some set of parameters and a of points constitutes a branch of -periodic boundary

non-zero response x(t); Ė = −ẋg(x; ẋ; t) is negative corresponding to ce2n or se2n+2 .

then, E continuously decreases along the path of By changing the strategy and looking for a to be

x(t). The eEect of g(x; ẋ; t) resembles damping or on a boundary that its right-hand side is stable and

resistance; energy is continuously withdrawn from its left-hand side is unstable then, we can generate

the system, and this produces a general decrease in the 2-periodic branches corresponding to ce2n+1 or

amplitude until the rate of initial amplitude depended se2n+1 . Now we may change b by some increment

energy runs out and a new solution make Ė = 0. and repeat the procedure. This procedure could be ar-

On the other hand, if for a set of parameters and a ranged in an algorithm called “stability chart algo-

non-zero response x(t); Ė = −ẋg(x; ẋ; t) is positive rithm”.

then, the amplitude increases so long as the path of

x(t) runs away. Evaluating a suitable numerical inte-

gration can show if a set of parameters belongs to a 4.1. Stability chart algorithm

stable or unstable region by evaluating Ė.

It is known that time derivative of mechanical en- 1. set a, equal to one of its special values;

ergy E must be zero over one period for conservative 2. set b, equal to some arbitrary small value;

and autonomous systems in a steady state periodic cy- 3. solve the diEerential equation numerically;

cle [41]. We may integrate the Mathieu’s equation (2), 4. evaluate Eav ;

to get the following equation: 5. decrease (increase) a, if Eav ¿ 0 (Eav ¡ 0) by

1 d 2 some small increment;

(ẋ + ax2 ) = 2bxẋ cos(2t) = Ė; (17)

2 dt 6. the increment of a must be decreased if Eav (ai ) ·

where E is the mechanical energy of the system. In Eav (ai−1 ) ¡ 0;

order to 3nd a set of a and b to indicate a steady-state 7. save a and b when Eav 1;

periodic response, we may choose a pair of parameters 8. while b ¡ b3nal , increase b and go to step 3;

a and b and integrate Eq. (17) numerically. 9. set a, equal to another special value and go to

We may evaluate the averaged energy over a period step 2;

10. reverse the decision in step 5 and go to step 1.

1 T 1 T

Eav = Ė dt = (2bxẋ cos(2t)) dt;

T 0 T 0 It is known that the boundary between stable and un-

stable regions in the stability chart starts from some

T = 2 (18)

special values of a. So, it is better to start the algo-

to compare with zero. If Eav is greater than zero, (a; b) rithm from one of these characteristic values.

belongs to a region that energy being inserted to the

system and then Eq. (2) is unstable. However, if it

is less than zero, then (a; b) belongs to a region that

energy being extracted from the system and Eq. (2) is 5. Applying the stability chart algorithm

stable. On the common boundary of these two regions,

Eav =0. In order to 3nd more accurate values than those

Assume b is 3xed and we are looking for a to be presented in Table 1, we have used the elements

on a boundary that its left-hand side is stable and its of McLachlan’s table as an initial value. Then,

right-hand side is unstable then, if the chosen param- the Mathieu’s equation was solved numerically for

eters show that Eav is less than zero, increasing a in- 0 ¡ t ¡ T; T =2, in order to include both -periodic

creases Eav . On the other hand, if Eav is greater than and 2-periodic solutions. Two solutions of identical

zero, decreasing a decreases Eav . Using this strategy period, even or 2, bound the region of instability,

we may 3nd the appropriate value of a such that Eav while two solutions of diEerent periods bound the

equates zero. In this way, we will 3nd a point on the region of stability.

Table 2

Stability chart for Mathieu’s equation generated by the algorithm

b ac0 as1 ac1 as2 ac2 as2 ac3 as4 ac4 as5 ac5 as6

0, 0, 1, 1, 4, 4, 9, 9, 16, 16, 25, 25, 36

1, −0.455138604, −0.110249001, 1.8591084, 3.9170245, 4.3713010, 9.04773900, 9.0783688, 16.0329698, 16.0338323, 25.0208405, 25.0208543, 36.0142899,

2, −1.5139568851, −1.3906767, 2.3791999, 3.6722324, 5.1726648, 9.14062247, 9.3703225, 16.1276877, 16.1412038, 25.0833487, 25.0837778, 36.0572070,

3, −2.834391889959, −2.7853799, 2.519039087, 3.2769217, 6.0451972, 9.2231325, 9.91155033, 16.2727009, 16.3387207, 25.1870795, 25.1902855, 36.1288709

4, −4.280518818368, −4.2591831, 2.31800817, 2.7468807, 6.8290745, 9.2614458, 10.6710271, 16.452035, 16.64681817, 25.3305446, 25.3437576, 36.22944084

5, −5.8000460207, −5.7900808, 1.8581875414, 2.0994601, 7.4491094, 9.2363274, 11.5488317, 16.6482196, 17.0965817, 25.5108157, 25.5499717, 36.3588665

6, −7.36883083214, −7.3639112, 1.2142781642, 1.3513809, 7.8700648, 9.1379055, 12.465601, 16.8446013, 17.688783, 25.7234104, 25.8172720, 36.5170664

7, −8.97374250574, −8.9712026, 0.43834908996, 0.5175451, 8.086623145, 8.9623852, 13.358421, 17.0266605, 18.416609, 25.9624469, 26.1561202, 36.7035024

8, −10.60672923566, −10.6053683, −0.43594360159, −0.3893621, 8.11523883, 8.7099141, 14.1818807, 17.1825275, 19.2527054, 26.2209992, 26.5777533, 36.9172128

9, −12.2624142182, −12.2616619, −1.386701566696, −1.3588104, 7.982843163, 8.3831189, 14.90368, 17.3030107, 20.1609267, 26.4915469, 27.0918661, 37.1566947

10, −13.93697995675, −13.9365527, −2.399142400351, −2.3821585, 7.7173698494, 7.9860688, 15.5027847, 17.3813804, 21.1046334, 26.7664261, 27.7037687, 37.4198585

12, −17.33206603507, −17.3319186, −4.570132851088, −4.5635402, 6.87873685481, 7.0005665, 16.301534946, 17.3952494, 22.9721278, 27.3000121, 29.2080550, 38.0060084

14, −20.77605531238, −20.7760006, −6.8934005,3343 −6.890701, 5.736312349375, 5.7926292, 16.598540469, 17.207115, 24.6505954, 27.7697664, 31.0000505, 38.6484716

16, −24.25867947476, −24.258658, −9.33523701, −9.33411, 4.371232605296, 0.3978959, 16.4868842565, 16.8186834, 26.008678, 28.1363587, 32.9308948, 39.3150105

18, −27.77284216366, −27.7728334, −11.87324251702, −11.8727268, 2.833056732297, 2.8459914, 16.06197536045, 16.2420801, 26.98776644, 28.3738579, 34.8530584, 39.9723508

20, −31.31339007051, −31.3133864, −14.49130142564, −14.4910636, 1.1542285900001, 1.1607054, 15.39581091191, 15.4939773, 27.594578154, 28.468221, 36.6449894, 40.5896638

24, −38.4589731694, −38.4589726, −19.92259564555, −19.9225406, −2.539765704347, −2.5380782, 13.52284271453, 13.5527962, 27.8854407976, 28.2153591, 39.5125519, 41.6057096

28, −45.673369663942, −45.673369545, −25.561747709501, −25.5617332, −6.588062973934, −6.5875853, 11.1110798375, 11.1206224, 27.28330817057, 27.4057485, 41.234950267, 42.2248412

32, −52.94222296412, −52.9422229395, −31.36515444857, −31.3651508, −10.91435338774, −10.9142093, 8.291496150361, 8.2946718, 26.062448443, 26.1083523, 41.9535111621, 42.3939425

36, −60.25556789136, −60.2555681, −37.30263912327, −37.3026383, −15.46677033703, −15.4667246, 5.145636255447, 5.1467372, 24.37850942577, 24.3960662, 41.92666456905, 42.1183558

method, we have plotted TEav versus a in Fig. 2, for

a = 0; 22 ; 42 ; : : :.

1; 32 ; 52 ; : : :, and -periodic transition curves start from

Indeed, 2-periodic transition curves start from a =

cate characteristic values, a = k 2 ; k = 0; 1; 2; 3; : : : .

Both cases can be combined in one formula to indi-

the characteristic values a = (2k)2 ; k = 0; 1; 2; 3; : : : .

and the solutions with a -period lie in pairs near

the characteristic values a=(2k +1)2 ; k =0; 1; 2; 3; : : :,

3nd that the solutions with a 2-period lie in pairs near

clear if we let b → 0 then, using relations (8)–(11), we

found the results tabulated in Table 2, which could be

cyclic repetition. We have applied the algorithm and

a) would be decreased at step i + 1 in order to prevent

crement which must be added to a (or subtracted from

at step i − 1 was less than zero, then the value of in-

Eav ¡ 0). If Eav at step i was greater than zero and Eav

of a must be decreased (or increased) if Eav ¿ 0 (or

algorithm presented in the previous section, the value

using 1000 segments over the period T . Following the

T

0

In order to investigate the applicability of the

Ė dt =

=

h = ; n = 1000;

h

T

n−1

k=0

0

(2bxẋ cos(2t)) dt

2

T

n

(19)

1325

1326 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

the curve TEav cuts the a axis exactly at the same

points where line b = 1 cuts the transition curves.

Therefore, Fig. 1 could be assumed as intersection of

a three-dimensional surface

T

q(a; b) = TEav = (2bxẋ cos(2t)) dt

0

Due to physical consideration, the 3rst instability

region, started at a = 1, is the most dangerous and

has therefore the greatest practical importance. Bolotin

[33] calls this region the “principal region of dynamic

instability”. In the next section, we compare Tables 1 Fig. 3. Time response of the diEerence of amplitude.

and 2, and show the advantages of the stability chart

algorithm. 104.6426231398 to −0:07985525604 signifying that

point (−13:93697995675; 10) is much more closer to

the transient curve than point (−13:93698; 10).

6. Comparison, application, and modi%ed We compare Tables 1 and 2 by study the Math-

algorithm ieu’s equation (2) for two pairs of a and b equal to

(−0:4551386; 1) and (−0:455138604; 1); denoting

How important the determined transient curve of a by x1 and x2 , respectively. The pairs of a and b belong

parametric equation is, depends on the physical sys- to two identical elements of Tables 1 and 2, and

tem, real period of free oscillation, closeness of design Table 3 says that TEav ¡ 0 for both of them. Although

parameters to the transient curves, mechanism and rate we cannot recognize any diEerence between the plots

of dissipation system. If mistakenly design parame- of time responses of the Mathieu’s equation for x1 and

ters belong to an unstable region instead of periodic or x2 , the function y =|x1 −x2 | for 0 ¡ t ¡ 10 shown in

stable region, then parametric resonance might occur. Fig. 3 indicates that the response of Mathieu’s equa-

Table 3 shows the value of TEav for the 3rst ten dig- tion for x1 and x2 are not identical. It can be seen that

its of -periodic branch ac0 of Tables 1 and 2. The last the diEerence of the solutions is growing up, which

three rows indicate that how important is the accuracy shows that the solution of Mathieu’s equation for point

of 3nding the transition lines. On the 10th row, de- x1 deviates from periodic response faster than its

creasing 0.00000004325 unit could reduce TEav from solution for x2 .

Table 3

The values of TEav for 3rst 10 digits of ac0 for a and b from Tables 1 and 2

2 −1.5139569 −1.5139568851 0.000033303989524 0.147415342e − 7

3 −2.8343919 −2.83439189959 0.000269337200715 0.58511601e − 7

4 −4.2805188 −4.280518818368 −0.004127213067066 −0.382606859e − 6

5 −5.800046 −5.8000460207 −0.03087386648124 −0.000483913357634

6 −7.3688308 −7.36883083214 −0.2604694332158 0.000306168820171

7 −8.9737425 −8.97374250574 −0.2235618874348 0.000289910400872

8 −10.6067292 −10.60672923566 −5.978866028905 0.002771638776375

9 −12.2624142 −12.2624142182 −12.03902889408 −0.0061065122282

10 −13.93698 −13.93697995675 104.6426231398 −0.07985525604

G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331 1327

Fig. 4. Time response for a point on the boundary of stability. Fig. 6. Plot of TEav as a function of a for b = 5 integrated for

diEerent period of time.

lyze super and sub-harmonic oscillation, and open new

doors of research to discover periodic responses of the

parametric equations.

Although mathematical theories can provide some

analytic basis, we may use a cross section of the

three-dimensional energy plots, similar to Fig. 2, to

3nd the possibility of super and sub-harmonic oscil-

lations. Integration of the Mathieu’s equation for a

constant b, and plotting Eav versus a indicates where

Eav is negative (stability) and positive (instability).

If the plot of Eav versus a, integrated for T = n or

Fig. 5. TEav as a function of time for a point on the boundary of =n; n = 1; 2; 3; : : :, crosses the axis Eav = 0, then there

stability. is a transition or periodicity curve separating stable

and unstable regions.

The time response shown in Fig. 4 depicts that the Fig. 6 depicts a plot of TEav for the Mathieu’s equa-

period of oscillation is . It is also indicated in the tion as a function of a. The value of b is set to 5. The

plots of time history of TEav shown in Fig. 5. line b = 5 is plotted in Fig. 1 to give a view of the

The plot of TEav in Fig. 5 has an interesting domain of stability and instability. The period of in-

behaviour. The time integral of TEav is zero for tegration of TEav in Fig. 6 is diEerent for each curve.

0 ¡ t ¡ , but the value of time integral of TEav for It is seen that the curve for T = =3 and =2 has just

0 ¡ t ¡ =2 is minus of the time integral of TEav for one zero for positive a, close to a = 9:1 and 7.4, re-

=2 ¡ t ¡ . If time integral of Eav for 0 ¡ t ¡ T is spectively. Time response of the Mathieu’s equation at

minus of the time integral of Eav for T ¡ t ¡ 2T we those points would be periodic, although both of them

call that Eav has skew-symmetric property. When- belong to instability regions of the Mathieu’s stabil-

ever Eav has skew-symmetric property then, the ity chart. Fig. 7 shows time response of the Mathieu’s

system is 2T -periodic instead of T -periodic. Hence, equation for (a = 7:45; b = 5).

searching for responses having period T = n, and The curve for T = in Fig. 6 intersects the horizontal

=n; n = 1; 2; 3; : : :, also includes responses having axis exactly at points where the line b = 5 intersects

period T = 2n and 2=n; n = 1; 2; 3; : : : . the transition curves in Fig. 2, but the curve for T =2

Now another advantage of energy-rate method will not only intersects at the -periodic and 2-periodic

be revealed that are not easily available by traditional transition curves of the Mathieu’s equation, but also

1328 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

Fig. 7. Time history of -periodic response of Mathieu’s equation Fig. 9. Time history of 3- and 6-periodic response of Mathieu’s

for (a = 7:45; b = 5), a periodic response in instability region. equation for (a = 12:57; b = 5) and (a = 14:54; b = 5).

we may have for instance, a 2-periodic curve, where

both left- and right-hand sides of that curve are stable.

It is a periodic line “splitting” a stable region. We may

also have a 2-periodic curve, where both left- and

right-hand sides are unstable; a periodic line “split-

ting” an unstable region. The same situation could be

seen for other sub and super harmonics.

We may now modify the stability chart algorithm

to be able to detect splitting lines. The following algo-

rithm is prepared to detect splitting lines of the Math-

ieu’s equation.

6.1. Splitting chart algorithm

for (a = 8:13; b = 5) and (a = 13:47; b = 5).

touches the horizontal axis at some other points. For of ;

instance, the 3rst touching point is around a = 8:13 1. set a, equal to a1 , and a2 , two arbitrary values

which is a point in stable region of Mathieu’s stability in a stability region;

chart. Fig. 8 depicts two 4-periodic time responses 2. set b, equal to some arbitrary small value;

using the 3rst two touching points (a = 8:13; b = 5) 3. solve the diEerential equation numerically for

and (a = 13:47; b = 5) of the curve T = 2 in Fig. 6. both pairs of a, and b;

These two periodic solutions were found when we 4. evaluate (Eav )1 and (Eav )2 ;

were looking for 2-periodic responses due to skew 5. set a1 = a2 ;

symmetric characteristic of Eav . A 3-periodic and a 6. increase a2 , by some small increment if

6-periodic responses are shown in Fig. 9 for two |(Eav )1 | ¿ |(Eav )2 | and (a2 − a1 ) ¿ 0

touching points (a = 12:57; b = 5) and (a = 14:54; b = or

5) of the curve T = 3 in Fig. 6. These two super |(Eav )1 | ¡ |(Eav )2 | and (a2 − a1 ) ¡ 0

harmonic responses belong to the stability region of else decrease a2 , if

the Mathieu’s equation. |(Eav )1 | ¿ |(Eav )2 | and (a2 − a1 ) ¡ 0

Is it possible to have other periodicity lines in the or

stability or instability is regions of Mathieu’s equa- |(Eav )1 | ¡ |(Eav )2 | and (a2 − a1 ) ¿ 0;

G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331 1329

12 12

10 10

8 8

b b

6 6

4 4

2 2

0 2 4 6 8 10 12 0 2 4 6 8 10 12

(a) a (b) a

12 12

10 10

8 8

b b

6 6

4 4

2 2

0 2 4 6 8 10 12 0 2 4 6 8 10 12

(c) a (d) a

12 12

10 10

8 8

b b

6 6

4 4

2 2

0 2 4 6 8 10 12 0 2 4 6 8 10 12

(e) a (f) a

Fig. 10. (a) Mathieu’s -periodicity chart and splitting curves, based on the “splitting chart algorithm”; (b) Mathieu’s 2-periodicity

chart and splitting curves, based on the “splitting chart algorithm”; (c) Mathieu’s 3-periodicity chart and splitting curves, based on the

“splitting chart algorithm”; (d) Mathieu’s 4-periodicity chart and splitting curves, based on the “splitting chart algorithm”; (e) Mathieu’s

5-periodicity chart and splitting curves, based on the “splitting chart algorithm”; and (f) Mathieu’s periodicity chart and splitting curves,

for ; 2; 3; 4, and 5-periodic solutions.

1330 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

repeats twice;

8. save a and b when (a2 − a1 )0; [1] N.W. McLachlan, Theory and Application of Mathieu

9. while b ¡ b3nal , increase b and go to step 1; Functions, Clarendon, Oxford, 1947, U.P., Reprinted by

Dover, New York, 1964.

10. set a, equal to a1 , and a2 , two arbitrary values

[2] E.T. Whittaker, G.N. Watson, A Course of Modern Analysis,

in another stability region and go to step 2. 4th Edition, Cambridge University Press, Cambridge, 1927.

[3] B. Van der Pol, M.J.O. Strutt, On the stability of the solution

It should be mentioned that the algorithms can be of Mathieu’s equation, Philos. Mag. 5 (1928) 18.

extended to cover the other parametric diEerential [4] W.G. Bickley, The tabulation of Mathieu equations, Math.

equations whose stability chart is two dimensional or Tables Other Aids to Comput. 1 (11) (1945) 409–419.

[5] C. Hayashi, Nonlinear Oscillations in Physical Systems,

could be reduced to two dimensional. Applying the Princeton University Press, Princeton, 1964.

algorithms on parametric equation with more than [6] F.R. Moulton, W.D. MacMillan, On the solutions of certain

two parameters produces a set of stability charts by types of linear diEerential equations with periodic coeIcients,

varying only two parameters and 3xing the others. Amer. J. Math. 33 (10) (1911) 65–96.

[7] G.F. Carrier, On the Nonlinear vibration problem of the elastic

We have applied the “splitting chart algorithm” to

string, Quart. Appl. Math. 3 (2) (1945) 157–165.

3nd the splitting curves of Mathieu’s equation, and [8] J.W.S. Rayleigh, The Theory of Sound, Vol. 1, Dover

Fig. 10(a) – (e) illustrates the results for ; 2; 3; 4, Publications, New York, 1945 (Macmillan Company, 1894).

and 5-periodic solutions on the second and third sta- [9] A.E.H. Love, A Treatise on the Mathematical Theory of

ble regions. Fig. 10(f) depicts all splitting curves re- Elasticity, Dover, New York, 1927.

[10] L. Meirovitch, Analytical Methods in Vibrations, Macmillan,

lated to ; 2; 3; 4, and 5-periodic solutions. The New York, 1967.

algorithm can easily be applied to a wider range, and [11] M. Faraday, On a particular class of acoustical 3gures; and on

also to the other periodic splitting curves. certain forms assumed by a group of particles upon vibrating

elastic surfaces, Philos. Trans. R. Soc. London 121 (1831)

299–318.

7. Closure [12] E.R.M. Iwanowski, On the parametric response of structures,

Appl. Mech. Rev. 18 (9) (1965) 699–702.

We have developed a stability chart algorithm based [13] J.A. Richards, Analysis Periodically Time Varying Systems,

on energy-rate method, to 3nd the stability bound- Springer, New York, 1983.

[14] E. Mathieu, Memoire sur le mouvement vibratoire d’une

aries of the parametric diEerential equations. The al- membrane de forme elliptique, J. Math. Pure Appl. 13 (1868)

gorithm provides more informative results than per- 137.

turbation and approximation methods. The algorithm [15] G.W. Hill, On the part of the moon’s motion which is a

has been applied to the Mathieu’s equation, and its sta- function of the mean motions of the sun and the moon, Acta

bility chart has been found, comparable to previously Math. 8 (1886) 1–36.

[16] J.W. Strutt, (Lord Rayleigh), On the crispations of Luid

reported results. Although the procedure is sometimes resting upon a vibrating support, Philos. Mat. 16 (1883)

time consuming, it generates a more eIcient and more 50 –53.

accurate stability chart. [17] N.M. Beliaev, Stability of prismatic rods subject to

The idea may be used to detect other periodicity variable longitudinal forces, Collection of Papers: Engineering

Constructions and Structural Mechanics, Leningrad, 1924, pp.

curves not necessarily dividing stability and instability

149 –167.

regions. It may be applied to detect splitting curves, [18] E.A. Beilin, G.H. Dzhanelidze, Survey of work on the

a periodicity curve embedded in a stable or unstable dynamic stability of elastic systems, Prikl. Math. I Mekh. 16

region. The algorithm can be applied to any linear (5) (1952) 635–648.

parametric diEerential equation as well as non-linear [19] J.C. Yao, Dynamic stability of cylindrical shells under static

and periodic axial and radial loads, AIAA J. 1 (6) (1963)

time-varying equations. 1391–1396.

[20] E. Esmailzadeh, G. Nakhaie Jazar, Periodic solution of a

Mathieu–DuIng type equation, Internat. J. Nonlinear Mech.

Acknowledgements

32 (5) (1997) 905–912.

[21] E. Esmailzadeh, G. Nakhaie Jazar, Periodic behaviour of

The author acknowledges M. Rastgaar Aagaah as a cantilever with end mass subjected to harmonic base

an assistant who developed the computer program to excitation, Internat. J. Nonlinear Mech. 33 (4) (1998)

apply the energy-rate Algorithm. 567–577.

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[22] A.C.J. Luo, Chaotic motion in the generic separatrix band [31] P.H. Dawson, N.R. Whetten, Ion storage in three dimensional,

of a Mathieu–DuIng oscillator with a twin-well potential, J. rotationally symmetric, quadrupole 3eld. I. Theoretical

Sound Vib. 248 (3) (2001) 521–532. treatment, J. Vac. Sci. Technol. 5 (1968) 1–6.

[23] R.S. Zounes, R.H. Rand, Global behaviour of a nonlinear [32] R. Rand, R. Hastings, A quasiperiodic Mathieu equation,

quasiperiodic Mathieu equation, Proceedings of DETC01, ASME Des. Eng. Tech. Conf. DE 84-1 Part A 3 (1995)

ASME 2001 Design Engineering Technical Conference, 747–758.

Pittsburgh, PA, September 2001, pp. 1–11. [33] V.V. Bolotin, The Dynamic Stability of Elastic Systems,

[24] R.E. Langer, The solution of the Mathieu equation with a Holden-Day, San-Francisco, USA, 1964.

complex variable and at least one parameter large, Trans. [34] A.H. Nayfeh, D.T. Mook, Nonlinear Oscillation, Wiley, New

Amer. Math. Soc. 36 (3) (1934) 637–695. York, USA, 1979.

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