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in Engineering Conference September 4-7, 2007, Nevada, USA

**DETC 2007-34396
**

THE HIGH DIMENSIONAL HARMONIC BALANCE ANALYSIS FOR SECOND-ORDER DELAYDIFFERENTIAL EQUATIONS

Liping Liu

Department of Mathematics University of Texas Pan American, Edinburg Texas 78541 LipingLiu@utpa.edu

**Tamás Kalmár-Nagy
**

Department of Aerospace Engineering Texas A & M University, College Station Texas 77845 detc@KalmarNagy.com

Earl H. Dowell

Department of Mechanical Engineering and Materials Science Duke University Durham, NC 27708 Dowell@ee.duke.edu

ABSTRACT In this paper we demonstrate the utility of the High Dimensional Harmonic Balance (HDHB) method to compute periodic orbits of second-order delay-differential equations. In particular, the method has been successfully applied to capture the unstable limit cycles of a model of regenerative machine tool vibrations. Both the conventional harmonic balance and the HDHB methods are employed to investigate the dynamic behavior of the nonlinear delay equation. The results show an excellent agreement with those from time domain solutions. The advantages of HDHB over the classical Harmonic Balance method are highlighted and discussed. 1. INTRODUCTION Time delays play an important role in many natural and engineering systems. For example, time delay systems have been studied in fields as diverse as biology [1], population dynamics [2], neural networks [3, 4], feedback controlled mechanical systems [5], lasers [6] and machine tool vibrations [7]. Delay effects can also be exploited to control nonlinear systems [8, 9]. A good exposition of delay equations can be found in [10]. While there are rigorous mathematical techniques to study the dynamics of delay systems, e.g. the center manifold method [11], the computations are quite involved. Approximation methods could also provide good insight into the behavior of delay equations. These include the

method of multiple scales [12, 13], the Lindstedt-Poincare method [14, 15], and the harmonic balance method [16]. There has been a recent surge of interest in numerical and analytical approximation for delay-differential equations (DDEs). Several researchers studied linear stability of DDEs [17—23]. Several papers have been written on numerical approximations of nonlinear response [24, 25]. For general dynamical systems, the harmonic balance method is widely used from the simplest Duffing oscillation [26], to fluid dynamics [27], and to complex fluid structural interactions [28]. Wu and Wang developed Mathematica programs to approximate the analytical solutions of a nonlinear undamped Duffing oscillation [29]. There are two rather different ways to apply the conventional harmonic balance method. One is to work at the first order to obtain a qualitative understanding of the dynamics [11, 13, 16], while others also use higher harmonics to provide more accurate approximations for practical engineering design [24, 25, 30, 31]. Other variants of this frequency domain method include: the Harmonic Balance Method (HBM) [32] and the Non Linear Frequency Domain method (NLFD) [33]. Clearly, it is often difficult to compute the higher order representations for complex and/or high dimensional systems. For such systems, the high dimensional harmonic balance method (HDHB) has been developed in [34—37]. In this method, the equations are derived and the solutions

1

Copyright © 2007 by ASME

DRAFT

are obtained in the time domain, thereby avoiding the derivation of the algebraic expressions for the Fourier coefficients of the nonlinear terms. The HDHB method has been successfully used in computing the high speed unsteady aerodynamic flows about elastically deforming aircraft structures [37, 38]. This paper focuses on the application of the HDHB method for approximating periodic solutions of secondorder delay-differential equations. In particular, we consider a delay equation model for machine tool vibrations [11]. It is shown that the amplitude and frequency of the tool vibrations are correctly captured by the HB and the HDHB methods. The HDHB method was developed to deal effectively with very large systems of nonlinear ordinary differential equations. A major feature of this method is that the calculations are in fact performed in the time domain over one period of oscillation. Thus some have suggested this be called the Time Domain Harmonic Balance (TDHB) method. By either name it is an effective method for considering high dimensional systems or higher harmonics in relatively low dimensional systems. The paper is organized as follows: in Section 2 we shortly describe the method of Harmonic Balance and provide the computational formulae for delay equations. In Section 3 we describe the HDHB method in detail and provide formulae for general second order delay differential equations. Section 4 focuses on the application of the method for a model for machine tool vibrations. The frequency and amplitude relationship for the motions dominated by the fundamental harmonic is derived in this section. The section also includes the analytical HB/HDHB systems for low order approximations. In Section 5, results of HDHB computations are compared with those from HB and time integration methods. Finally, conclusions are drawn in Section 6. method, i.e. including one harmonic in the analysis, is easy to apply to the systems with smooth nonlinearities (e.g. polynomial). This, however, does not provide good approximations for the motions not dominated by the fundamental harmonic. For the motions with evident high harmonics components, the high harmonics have to be included in the analysis. The equation considered here is that of the harmonic oscillator with nonlinear terms and delay && + 2ζx + x = f ( x(t ), x(t − σ )) & x (1) Since the focus is on T -periodic motions, for algebraic simplicity the time t is normalized to

~ 2πt t = . The T

& ω 2 && + 2ωζx + x = f (x(t ), x(t − τ )) x 2π where ω = is the fundamental frequency of the

equation after the scaling becomes (dropping of the tilde): (2)

oscillation and the scaled time delay is τ = σω . Note that the period T is not known a priori and therefore is treated as unknown. A 2π -periodic solution of equation (2) can be approximated by the truncated Fourier series expansion

T

x(t ) ≈ a0 + ∑ [a2 n −1 sin (nt ) + a2 n cos(nt )] ,

n =1

N

(3)

where ai are the HB solution Fourier coefficient variables, and N is the number of overall harmonics used in the HB truncated Fourier series expansion. The truncated Fourier expansion of the nonlinear term may be expressed as

f ( x(t ), x(t − τ )) ≈ b0 +

∑ [b

n =1

N

2 n −1

sin (nt ) + b2 n cos(nt )]

f ( x(t ), x(t − τ ))dt f ( x(t ), x(t − τ ))sin (nt )dt

(4)

where

**2. HARMONIC BALANCE FOR DELAY EQUATIONS
**

In this section, the method of Harmonic Balance is described first. The HDHB approach is then derived from the HB system. Periodic solutions of differential equations can be well approximated by Fourier series. The Harmonic Balance (HB) method consists of first substituting a truncated Fourier expansion into the governing equations. Then, by using the orthogonal properties of the sine and cosine functions, the coefficients of the harmonic terms cos(nωt )

b0 =

1 2π

∫

1

2π

0

b2 n −1 = b2 n =

π∫

0

2π

0

(5)

1 and sin (nωt ) are collected. Here n ∈ { ,2,..., N } , where

**N is the number of harmonic terms.
**

This straightforward approach to the harmonic balance formulation is typically difficult to implement when a higher order approximation is required. The first order HB

and cos(nt ) yields a system of 2 N + 1 algebraic equations for the Fourier coefficients an ( n = 0, 1, 2, ..., 2 N ). The resulting algebraic system of

Here x(t ) and x(t − τ ) has to be substituted according to (3). Substituting the expressions (3) and (4) into (1) and collecting terms associated with each harmonic sin (nt )

π∫

1

2π

f ( x(t ), x(t − τ ))cos(nt )dt

2

Copyright © 2007 by ASME

DRAFT

equations can be written in a vector form to determine the The key aspect of the HDHB method is that instead of working in terms of Fourier coefficient variables as in the classical HB approach, the dependent variables are instead cast in the time domain and stored at 2 N + 1 equally spaced sub-time levels over the period of one cycle of motion. The Fourier and time-domain variables are related to one another via a constant Fourier transformation matrix. Working in terms of time domain sub-time level solution variables avoids the harmonic balancing step of the Fourier coefficient solution variables in the classical HB method. This makes the HDHB method very easy to formulate within the framework of an existing time marching nonlinear solver. To relate the Fourier coefficients to the time domain solution

2 N + 1 unknowns,

ˆ Qx

(the hat is used to denote

frequency-domain quantities)

(ω J

2

2

ˆ ˆ + 2ωζJ + I Qx − Rx = 0

)

(6)

where

⎛ a0 ⎞ ⎛ b0 ⎞ ⎟ ⎟ ⎜ ⎜ ⎜ a1 ⎟ ˆ ⎜ b1 ⎟ ˆ , Rx = ⎜ Qx = ⎜ M ⎟ M ⎟ ⎟ ⎟ ⎜ ⎜ ⎜a ⎟ ⎜b ⎟ ⎝ 2N ⎠ ⎝ 2N ⎠

and

⎞ ⎛0 ⎜ ⎟ J1 ⎜ ⎟ J =⎜ ⎟, L ⎜ ⎟ ⎜ JN ⎟ ⎝ ⎠ ⎛0 − n⎞ Jn = ⎜ ⎜ n 0 ⎟ , n = 1, ..., N . ⎟ ⎝ ⎠

Solving system (6) requires analytical expressions for the nonlinear functions bi in terms of the variables Note that the frequency ω (or equivalently, the period T ) is unknown in the above analysis. In order to solve the algebraic system (6) for the Fourier coefficients and the response frequency ω , we impose a condition on the phase of the first harmonic of the motion, i.e. a1 = 0 or a2 = 0 .

x(t ) = a0 + ∑ [a2 n −1 sin (nt ) + a2 n cos(nt )]

n =1

N

(7)

The 2 N + 1 harmonic balance Fourier coefficient solution variables are related to the time domain solution by

(1

**ˆ sin (t ) cos(t ) L sin ( Nt ) cos( Nt )) ⋅ Qx ˆ = g (t ) ⋅ Q
**

x

x(t ) =

(8)

ai ( i = 0, 1, 2, ..., 2 N ).

The time domain solution at 2 N + 1 equally spaced nodes over a period of oscillation can be expressed via the 2 N + 1 —dimensional Fourier transformation matrix F . That is

ˆ Qx = FQx ,

where

(9)

**3. THE HDHB METHOD
**

As pointed out in [26], the major disadvantage of the HB method is the tedious and cumbersome derivations of the algebraic expressions for the Fourier coefficients of the nonlinear terms in the dynamic systems. This difficulty can be overcome using the high dimensional harmonic balance (HDHB) method. The HDHB method is working in the time domain through the entire process. The variables in the HDHB method are the function values of the solution at discrete times. The nonlinear terms in the dynamic systems are evaluated at the discrete times accordingly. Therefore, the painful process of deriving the algebraic expressions for the Fourier coefficients is avoided. Furthermore, the original program for the time marching integration can be reused in the HDHB process. In implementing the HDHB method, one only needs to write the programs for the Fourier transformation and its inverse, while the time marching code can be wrapped inside the main program with the motion solution variables rearranged.

with ti = i

( i = 0,1,2,...,2 N ), and the ( 2 N + 1) 2N + 1 × (2 N + 1) dimensional transform matrix is F= cos t0 L sin Nt0 cos Nt0 ⎞ ⎛1 sin t0 ⎜ ⎟ cos t1 L sin Nt1 cos Nt1 ⎟ ⎜1 sin t1 ⎜M ⎟ M M O M M ⎜ ⎟ ⎜1 sin t cos t2 N L sin Nt 2 N cos Nt 2 N ⎟ 2N ⎝ ⎠

π

⎛ x(t0 ) ⎞ ⎛ x0 ⎞ ⎜ ⎟ ⎜ ⎟ ⎜ x(t1 ) ⎟ ⎜ x1 ⎟ Qx= ⎜ ⎟ ≡ ⎜M ⎟ . M ⎜ ⎟ ⎜ ⎟ ⎜ x(t )⎟ ⎜ x ⎟ ⎝ 2N ⎠ ⎝ 2N ⎠

Conversely, the harmonic balance Fourier coefficients can be expressed in terms of the solution using the inverse of the Fourier transformation matrix, i.e.

ˆ Qx = F −1Qx ,

(11)

3

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DRAFT F −1 = 1 1 ⎛ 1 ⎞ L ⎜ ⎟ 2 2 ⎟ ⎜ 2 sin t1 L sin t2 N ⎟ ⎜ sin t0 2 ⎜ cos t cos t1 L cos t2 N ⎟ 0 ⎜ ⎟ 2N + 1 M O M ⎜ M ⎟ ⎜ sin Nt sin Nt L sin Nt ⎟ 0 1 2N ⎟ ⎜ ⎜ cos Nt cos Nt L cos Nt ⎟ 0 1 2N ⎠ ⎝ −1 ˆ ˆ Similarly Rx = F ⋅ Rx (or Rx = F ⋅ Rx ), where

⎛ f ( x(t0 ), x(t0 − τ )) ⎞ ⎛ r0 ⎞ ⎜ ⎟ ⎜ ⎟ ⎜ f ( x(t1 ), x(t1 − τ )) ⎟ ⎜ r1 ⎟ Rx = ⎜ ⎟ ≡ ⎜M ⎟ M ⎜ ⎟ ⎜ ⎟ ⎜ f ( x(t ), x(t − τ ))⎟ ⎜ r ⎟ 2N 2N ⎝ ⎠ ⎝ 2N ⎠

2

& ω 2 && + 2ωζx + (1 + p) x − pxτ x = pδ ( x − xτ ) − ( x − xτ )

2

(

3

)

(17)

The linearized equation about the steady-state cutting is

&& + 2ζx + (1 + p) x − pxτ = 0 & x

(12)

The characteristic function of this equation can be obtained by substituting the trial solution x(t ) = c exp(λt ) into its linear part: (18) On the stability boundary the characteristic equation has one pair of pure imaginary roots, i.e.

D(λ , p ) = λ2 + 2ζλ + (1 + p) − pe − λτ

**1 + p − Ω 2 − p cos Ωτ + i (2ζΩ + p sin Ωτ ) =0
**

results:

D(iΩ, p ) =

Equation (6) is then rewritten as

**+ 2ωζJ + I ⋅ F ⋅ Qx − F ⋅ Rx = 0 Multiplying both sides of equation (13) by F gives: ω 2 D 2 + 2ωζD + I ⋅ Qx − Rx = 0
**

2 −1 −1

(ω J

)

(13) (14)

(1 − Ω ) + 4ζ Ω p= 2(Ω − 1)

2 2 2 2

2

(

)

where D = F ⋅ J ⋅ F . In this study, the above system is referred as the HDHB solution system. Solving equation (14) does not require any analytical expressions for the Fourier components, i.e. there is no need to compute the analytical expressions from (5). Also, it is easy to implement the HDHB system into an existing time marching code, e.g. a time marching computational fluid dynamics (CFD) code. The main requirement for implementing the HDHB method is a re-dimensioning of the primary arrays from M elements to M × ( 2 N + 1) elements, while the rest of the flow solver remains relatively unchanged. Here M is the dimension of the original dynamic system. Again, the frequency ω in system (14) is unknown. Similar to the technique applied in the previous HB analysis, we impose an additional condition to set the phase, i.e. x0 sin t0 + x1 sin t1 + L + x2 N sin t2 N = 0 (15) or

−1

2⎛ Ω2 − 1 ⎞ ⎟ ⎜ jπ − arctan j = 1,2,... 2ζΩ ⎟ Ω⎜ ⎠ ⎝ where j corresponds to the j th 'lobe' (parameterized by Ω ) from the right in the stability diagram ( j must be greater than 0, because τ > 0 ). The stability chart is shown

τ=

in Figure 1.

4.1 The HB1 results Including the zeroth and the first harmonic in the motion form (3), i.e. N = 1 , gives: x(t ) = a0 + a1 sin (t ) + a2 cos(t ) (20) Equation (6) becomes

(ω J

2

2

ˆ ˆ + 2ωζJ + I Qx − Rx = 0 ⎛0 0 0 ⎞ ⎜ ⎟ J = ⎜ 0 0 − 1⎟ ⎜0 1 0 ⎟ ⎝ ⎠

)

(21)

with

x0 cos t0 + x1 cos t1 + L + x2 N cos t2 N = 0

(16)

and

**4. APPLICATION OF THE METHOD: PERIODIC TOOL VIBRATIONS
**

The model is the simplest one that explains the basic stability problems and nonlinear vibrations arising in the machine tool vibrations [10, 39]. The non-dimensional form is

⎛ a0 ⎞ ⎜ ⎟ ˆ Qx = ⎜ a1 ⎟ , ⎜a ⎟ ⎝ 2⎠

4

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DRAFT

p Unstable region

**adding the resultants, i.e. a1 (24 ) + a2 (23) , give (using the fact that Ma1 + Na2 = A sin
**

2

Multiplying (24) with a1 , multiplying (23) with a2 and

τ

**pmin Stable region
**

Figure 1. STABILITY CHART.

j=1

**⎛ ⎞ 2τ 2 (26) ⎜ 2 p sin − ω + 1⎟ τ 2 ⎠ 6 pδ sin 4 ⎝ 2 Multiplying (24) with a2 , multiplying (23) with a1 and subtracting the resultants, i.e. a2 (24 ) − a1 (23) , give (using A2 = − 1
**

the fact that Ma2 − Na1 = A cos

2

2

)

τ

2

)

W

A2 = − 1 6 pδ sin

3τ

⎛ ⎞ ⎜ 2 pδA2 sin 2 τ ⎟ ⎜ ⎟ 2 ⎛ b0 ⎞ ⎜ ⎜ ⎟ τ τ⎞ ⎟ ⎛ ˆ Rx = ⎜ b1 ⎟ = ⎜ − ⎜ 2 p sin + 6 pA2δ sin 3 ⎟ M ⎟ 2 2⎠ ⎟ ⎜b ⎟ ⎜ ⎝ ⎝ 2⎠ ⎜ ⎟ τ τ ⎜ − ⎛ 2 p sin + 6 pA2δ sin 3 ⎞ N ⎟ ⎜ ⎟ ⎟ ⎜ 2 2⎠ ⎠ ⎝ ⎝ Here A is the amplitude of the first harmonic, 2 A2 = a12 + a2 . The expressions for M and N are M = −a1 sin N = a2 sin

2

τ cos ⎝

2

**τ τ⎞ ⎛ ⎜ 2ζω + 2 p sin cos ⎟ 2 2⎠ τ
**

=0

(27)

The right hand sides of (26) and (27) should be equal,

1 − ω 2 − 2ζω tan

τ

τ

2

+ a2 cos

τ

+ a1 cos . 2 2 a0 − 2 pδA2 sin 2

τ

2

and

Writing the above HB system (21) explicitly gives

τ

(1 − ω )a − 2ζωa

2 1

2

=0

(22)

Note that the delay time τ in equation (28) is normalized based on the period T . This frequency ω and delay time τ relationship is identical to that derived by imposing zero for the coefficient of the sine term. The roots for the frequency ω can be calculated numerically for a specific delay time τ . In computation for ω from equation (28), τ should be replaced by ωτ . The amplitude of the first harmonic A can then be solved from either equation (26) or equation (27), and the amplitude of the zeroth harmonic can be solved from equation (25). The algebraic expressions for the HB analysis with more than one harmonics are complicated. The representations for the high order approximations cannot be written in a simple form. Thus the details of the analytical expressions are omitted here for high order HB analysis.

2

(28)

2

+

(23) 4.2 The HDHB1 results For N = 1 , we focus on the time domain solutions at 3 equally spaced sub-time level over a period of oscillation

τ ⎛ 2 3τ ⎞ ⎜ 2 p sin + 6 pA δ sin ⎟ M = 0 2 2⎠ ⎝ 2 1 − ω a2 + 2ζωa1 +

(

)

τ ⎛ 2 3τ ⎞ ⎜ 2 p sin + 6 pA δ sin ⎟ N = 0 2 2⎠ ⎝

Equation (22) immediately results

(24)

a0 = 2 pδA2 sin 2

τ

2

(25)

**⎛ 2π ⎞ ⎛ 4π ⎞ 2π , i.e. x0 = x(0) , x1 = x⎜ ⎟ and x2 = x⎜ ⎟. ⎝ 3 ⎠ ⎝ 3 ⎠ The expressions for the Fourier transformation matrices F −1 −1 and F , and the matrix D = F ⋅ J ⋅ F are 0 2⎞ 1 ⎞ ⎛2 ⎛1 1 ⎟ ⎟ 1⎜ 1⎜ −1 F = ⎜2 3 − 1⎟ , F = ⎜ 0 3 − 3⎟ , 2⎜ 3⎜ ⎟ ⎟ ⎝ 2 − 3 − 1⎠ ⎝2 −1 −1 ⎠
**

Copyright © 2007 by ASME

5

DRAFT

⎛ 0 1 − 1⎞ ⎟ 1 ⎜ D= ⎜−1 0 1 ⎟ . 3⎜ ⎟ ⎝ 1 −1 0 ⎠

The linear terms in equation (14) become

2 3 ⎧d 0 − pc0 − pδ c0 + c0 = 0 ⎪ 2 3 ⎪d1 − pc1 − pδ c1 + c1 = 0 ⎨ 2 3 ⎪d 2 − pc2 − pδ c2 + c2 = 0 ⎪2 x − x − x = 0 ⎩ 0 1 2

( ( (

) ) )

(

with

⎛ d0 ⎞ ⎜ ⎟ ω D + 2ωζD + I Qx = ⎜ d1 ⎟ ⎜d ⎟ ⎝ 2⎠

2 2

)

or

1 2 d 0 = ω 2 (− 2 x0 + x1 + x2 ) + ωζ 3 ( x1 − x2 ) + x0 3 3 1 2 d1 = ω 2 (− 2 x1 + x2 + x0 ) + ωζ 3 (x2 − x0 ) + x1 3 3 1 2 d 2 = ω 2 (− 2 x2 + x0 + x1 ) + ωζ 3 ( x0 − x1 ) + x2 3 3

The basic components in the nonlinear terms are the delay terms x(t − τ ) . From (8) we obtain

2 3 ⎧d 0 − pc0 − pδ c0 + c0 = 0 ⎪ 2 3 ⎪d1 − pc1 − pδ c1 + c1 = 0 ⎨ 2 3 ⎪d 2 − pc2 − pδ c2 + c2 = 0 ⎪x − x = 0 ⎩ 1 2

( ( (

) ) )

(32)

Similar procedure can be applied to include high harmonics for high order approximations. For the high order HDHB analysis, the expressions are long, however, the implementation is straightforward as one only needs to add solution variables in Qx while the rest is taken care of by the matrix vector multiplications.

x(t − τ ) − x(t )

= ( g (t − τ ) − g (t )) ⋅ F −1 ⋅ Qx ⎛ c0 ⎞ ⎜ ⎟ = ⎜ c1 ⎟ ⎜c ⎟ ⎝ 2⎠

with

5. NUMERICAL SIMULATION

(30) From the linear stability analysis [11] of the model equation (17), p is a bifurcation parameter, and the bifurcation value can be simply computed as p0 = 2ζ (ζ + 1) .

at the minima of the stability lobes. The delay time τ is given by

3 1 (x2 − x1 )sin τ c0 = (− 2 x0 + x1 + x2 )(1 − cosτ ) + 3 3 1 3 (x0 − x2 )sin τ c1 = (− 2 x1 + x2 + x0 )(1 − cosτ ) + 3 3 3 1 (x1 − x0 )sin τ c2 = (− 2 x2 + x0 + x1 )(1 − cosτ ) + 3 3 The explicit expressions for r0 , r1 and r2 in terms of x0 , x1 and x2 are as follows

2 3 ⎛ r0 ⎞ ⎛ pc0 + pδ c0 + c0 ⎞ ⎟ ⎜ ⎟ ⎜ Rx = ⎜ r1 ⎟ = ⎜ pc1 + pδ c12 + c13 ⎟ ⎟ ⎜r ⎟ ⎜ 2 3 ⎝ 2 ⎠ ⎜ pc2 + pδ c2 + c2 ⎟ ⎝ ⎠ where c0 , c1 and c2 are given in equation (30).

**⎞ ⎛ 1 ⎟ 2⎜ jπ − arctan ⎜ 1 + 2ζ ⎟ ⎠ τ= ⎝ 1 + 2ζ for j = 1, 2, ... (j corresponds to the j-th lobe from the right
**

in the stability chart). To facilitate numerical analysis, we set δ = 0.3, ζ = 0.1, j = 1 . The existence and nature of a Hopf bifurcation in this tool vibration model was presented and proved analytically with the help of Center Manifold and Hopf Bifurcation theory in [11]. The unstable limit cycle oscillations occur below the critical value p0 (subcritical bifurcation). The result from using the HB method including one harmonic is shown in Figure 2 as the solid line, the bifurcation diagram (the amplitude versus the normalized bifurcation parameter p / p0 ) for the unstable limit cycle oscillations for p near the critical value p0 . Compared with the bifurcation diagram in [11], the HB method with

( ( (

) ) )

(31)

Combining the linear terms (29) with the nonlinear terms (31), the HDHB1 system with the imposed condition in (15) or (16) can be written explicitly as

6

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DRAFT

The first order HB method, i.e. including one harmonic in the analysis, is easy to apply to the systems with smooth nonlinearities (e.g. polynomial). However, including high harmonics in the HB analysis is virtually impossible for high dimensional systems and/or with complex nonlinearities. The major disadvantage of the HB method is the tedious and cumbersome derivations of the algebraic expressions for the Fourier coefficients of the nonlinear terms in the dynamic systems. On the other hand, the HDHB method is the time domain version of the harmonic balance method. The painful process of deriving the algebraic expressions for the Fourier coefficients is avoided. Therefore, the HDHB method is easy to implement for dynamic systems with any dimensions and any type of nonlinearities.

0.4 0.3

amplitude

0.2 0.1 0 0.95 0.96 0.97 0.98 0.99

p/p0

1

Figure 2. THE RESULTS FROM THE HB/HDHB METHODS. one harmonic provides fairly good approximation (with an excellent agreement with the results from the direct time marching method) for the oscillations near the bifurcation point. The solutions from the HDHB method are converted back to the frequency domain in order to compare with the result from the HB method. The results from using the HDHB method with one (denoted by open circles) and two harmonics (denoted by open squares) are displayed in Figure 2, in comparison with the result obtained by using the HB method with one harmonic (denoted by solid line). In the figure, the amplitude of the first harmonic is shown, while the amplitude of the second harmonic from the HDHB method with two harmonics is relatively small and can be neglected. For this specific tool model, the amplitude results from using the HDHB method with one harmonic are smaller than the real solutions. However, the HDHB method with two harmonics provides fairly good approximations based on the fact that the solutions (squares) nearly stay on the solid curve. Further numerical simulations reveal that adding more harmonics to the HDHB analysis provide similar approximations.

7. REFERENCES

[1] MacDonald, N., 1989. Biological Delay Systems: Linear Stability Theory, Cambridge University Press, New York. [2] Kuang, Y., 1993. Delay Differential Equations with Applications toPopulation Dynamics, Academic Press, New York. [3] Beuter, A., Belair, J., and Labrie, C., 1993. “Feedback and delays in neurological disease: A modeling study using dynamical systems”. Bulletin of Mathematical Biology, 55, pp. 525-541. [4] Shayer, L. and Campbell, S. A., 2000. “Stability, bifurcation, and multi-stability in a system of two coupled neurons with multiple time delays”. SIAM Journal of Aplied Mathematics, 61, pp. 673-700. [5] Hu H.Y. and Wang, Z.H., 2002. Dynamics of Controlled Mechanical Systems with Delayed Feedback, Springer, Berlin. [6] Pieroux, D. and Erneux, T. and Luzyanina, T. and Engelborghs, K., 2002. “Interacting pairs of periodic solutions lead to tori in lasers subject to delayed feedback”. Physical Review E, 63(3), p. 36211. [7] Stepan, G., 2000. “Modeling nonlinear regenerative effects in metal cutting”. Philosophical Transactions of the RoyalSociety of London, A359, pp. 739-757. [8] Erneux, T., Kalmár-Nagy, T., 2007. “Nonlinear stability of a delayed feedback controlled container crane”. Journal of Vibration and Control, in press. [9] Pyragas, K., 1992. “Continuous control of chaos by self-controlling feedback”. Physical Review Letters, 78(2), pp. 421-428. [10] Stépán, G., 1989. Retarded Dynamical Systems: Stability and Characteristic Functions, Pitman Research Notes in Mathematics, Vol. 210, Longman Scientific and Technical, Harlow. [11] Kalmár-Nagy, T., Stépán G. and Moon, F.C., 2001. “Subcritical Hopf bifurcation in the delay equation model for machine tool vibrations”. Nonlinear Dynamics, 26, pp. 121-142.

6. CONCLUSIONS

This study focuses on a delay equation model for machine tool vibrations. It is demonstrated that both harmonic balance methods are capable of capturing the oscillations. Furthermore, it is discovered that the results obtained from the HDHB are not as accurate as those obtained from the HB method when the same number of harmonics are retained in both analyses (as a consequence of the Nyquist sampling theorem). However, the more high harmonics included in the HDHB analysis, the more accurate the predictions are.

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DRAFT

[12] Hu, H. Y., Dowell, E. H. and Virgin, L. N., 1998. “Resonance of a harmonically forced Duffing oscillator with time delay state feedback”. Nonlinear Dynamics, 15(4), pp. 311-327. [13] Wang H. and Hu, H.Y., 2003. “Remarks on the perturbation methods in solving the second order delay differential equations”. NonlinearDynamics, 33, pp. 379-398. [14] Casal A. and Freedman, M., 1980. “A PoincareLindstedt approach to bifurcation problems for differential delay equations”. IEEE Transactions on Automatic Control, AC-25(5), pp. 967-973. [15] Morris, H.C., 1976. “A perturbative approach to periodic solutions of delay differential equations”. IMA Journal of AppliedMathematics, 18(1), pp. 15-24. [16] MacDonald, N., 1995. “Harmonic balance in delaydifferential equations”. Journal of Sound and Vibration, 186(4), pp. 649-656. [17] Asl, F.M. and Ulsoy, A.G., 2003. “Analysis of a system of linear delay differential equations”. Journal of Dynamic Systems, Measurement, and Control, 125, pp. 215-223. [18] Breda, D. Maset, S. and Vermiglio, R., 2004. “Computing the characteristic roots for delay differential equations”. IMA Journal of Numerical Analysis, 24, pp. 1-19. [19] Butcher, E.A., Ma, H., Bueler, E., Averina, V. and Szabo, Zs., 2004. “Stability of time-periodic delaydifferential equations via Chebyshev polynomials”. International Journal for Numerical Methods in Engineering, 59, pp. 895--922. [20] Kalmár-Nagy, T., 2005. “A new look at the stability analysis of delay-differential equations”. In proceedings of the DETC. [21] Insperger T. and Stepan, G., 2002. “Semidiscretization method for general delayed systems”. International Journal for Numerical Methods in Engineering, 55, pp. 503-518. [22] Olgac N. and Sipahi, R., 2002. “An exact method for the stability analysis of time-delayed LTI Systems”. IEEE Trans. Autom. Control, 47(5), pp. 793--797. [23] Yi, S. and Ulsoy, A.G. and Nelson, P.W., 2006. “Analysis of systems of linear delay differential equations using the matrix lambert function and the Laplace transformation”. CDC 2006. [24] Gilsinn, D.E., “Discrete Fourier series approximation to periodic solutions of autonomous delay differential equations”. Proceedings of IDERC/CIE 2005: ASME 2005 International Design Engineering Technical Conferences ###BOT_TEXT###amp; Computers and Information in Engineering Conference, September 24-28, Long Beach, CA. [25] Wahi P. and Chatterjee, A., 2005. “Galerkin projections for delay differential equations”. Journal of Dynamic Systems, Measurement, and Control, 127(1), pp. 80-87. [26] Liu, L., Thomas, J.P., Dowell E.H., Attar P., Hall K.C., 2006. “A comparison of classical and high dimensional harmonic balance approaches for a Duffing oscillator”. Journal of Computational Physics, 215(1), pp. 298-320. 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