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Nonlinear system - Wikipedia

Nonlinear system
In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to
the change of the input.[1][2][3] Nonlinear problems are of interest to engineers, biologists,[4][5][6] physicists,[7][8]
mathematicians, and many other scientists because most systems are inherently nonlinear in nature.[9] Nonlinear
dynamical systems, describing changes in variables over time, may appear chaotic, unpredictable, or counterintuitive,
contrasting with much simpler linear systems.

Typically, the behavior of a nonlinear system is described in mathematics by a nonlinear system of equations,
which is a set of simultaneous equations in which the unknowns (or the unknown functions in the case of differential
equations) appear as variables of a polynomial of degree higher than one or in the argument of a function which is not
a polynomial of degree one. In other words, in a nonlinear system of equations, the equation(s) to be solved cannot be
written as a linear combination of the unknown variables or functions that appear in them. Systems can be defined as
nonlinear, regardless of whether known linear functions appear in the equations. In particular, a differential equation
is linear if it is linear in terms of the unknown function and its derivatives, even if nonlinear in terms of the other
variables appearing in it.

As nonlinear dynamical equations are difficult to solve, nonlinear systems are commonly approximated by linear
equations (linearization). This works well up to some accuracy and some range for the input values, but some
interesting phenomena such as solitons, chaos,[10] and singularities are hidden by linearization. It follows that some
aspects of the dynamic behavior of a nonlinear system can appear to be counterintuitive, unpredictable or even
chaotic. Although such chaotic behavior may resemble random behavior, it is in fact not random. For example, some
aspects of the weather are seen to be chaotic, where simple changes in one part of the system produce complex effects
throughout. This nonlinearity is one of the reasons why accurate long-term forecasts are impossible with current
technology.

Some authors use the term nonlinear science for the study of nonlinear systems. This is disputed by others:

Using a term like nonlinear science is like referring to the bulk of zoology as the study of non-elephant
animals.

— Stanislaw Ulam[11]

Contents
Definition
Nonlinear algebraic equations
Nonlinear recurrence relations
Nonlinear differential equations
Ordinary differential equations
Partial differential equations
Pendula
Types of nonlinear dynamic behaviors
Examples of nonlinear equations
See also
References
Further reading
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External links

Definition
In mathematics, a linear map (or linear function) is one which satisfies both of the following properties:

Additivity or superposition principle:

Homogeneity:

Additivity implies homogeneity for any rational α, and, for continuous functions, for any real α. For a complex α,
homogeneity does not follow from additivity. For example, an antilinear map is additive but not homogeneous. The
conditions of additivity and homogeneity are often combined in the superposition principle

An equation written as

is called linear if is a linear map (as defined above) and nonlinear otherwise. The equation is called
homogeneous if .

The definition is very general in that can be any sensible mathematical object (number, vector, function,
etc.), and the function can literally be any mapping, including integration or differentiation with associated
constraints (such as boundary values). If contains differentiation with respect to , the result will be a differential
equation.

Nonlinear algebraic equations

Nonlinear algebraic equations, which are also called polynomial equations, are defined by equating polynomials to
zero. For example,

For a single polynomial equation, root-finding algorithms can be used to find solutions to the equation (i.e., sets of
values for the variables that satisfy the equation). However, systems of algebraic equations are more complicated; their
study is one motivation for the field of algebraic geometry, a difficult branch of modern mathematics. It is even
difficult to decide whether a given algebraic system has complex solutions (see Hilbert's Nullstellensatz). Nevertheless,
in the case of the systems with a finite number of complex solutions, these systems of polynomial equations are now
well understood and efficient methods exist for solving them.[12]

Nonlinear recurrence relations

A nonlinear recurrence relation defines successive terms of a sequence as a nonlinear function of preceding terms.
Examples of nonlinear recurrence relations are the logistic map and the relations that define the various Hofstadter
sequences. Nonlinear discrete models that represent a wide class of nonlinear recurrence relationships include the
NARMAX (Nonlinear Autoregressive Moving Average with eXogenous inputs) model and the related nonlinear system
identification and analysis procedures.[13] These approaches can be used to study a wide class of complex nonlinear
behaviors in the time, frequency, and spatio-temporal domains.

Nonlinear differential equations

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A system of differential equations is said to be nonlinear if it is not a linear system. Problems involving nonlinear
differential equations are extremely diverse, and methods of solution or analysis are problem dependent. Examples of
nonlinear differential equations are the Navier–Stokes equations in fluid dynamics and the Lotka–Volterra equations
in biology.

One of the greatest difficulties of nonlinear problems is that it is not generally possible to combine known solutions
into new solutions. In linear problems, for example, a family of linearly independent solutions can be used to construct
general solutions through the superposition principle. A good example of this is one-dimensional heat transport with
Dirichlet boundary conditions, the solution of which can be written as a time-dependent linear combination of
sinusoids of differing frequencies; this makes solutions very flexible. It is often possible to find several very specific
solutions to nonlinear equations, however the lack of a superposition principle prevents the construction of new
solutions.

Ordinary differential equations

First order ordinary differential equations are often exactly solvable by separation of variables, especially for
autonomous equations. For example, the nonlinear equation

has as a general solution (and also u = 0 as a particular solution, corresponding to the limit of the general

solution when C tends to infinity). The equation is nonlinear because it may be written as

and the left-hand side of the equation is not a linear function of u and its derivatives. Note that if the u2 term were
replaced with u, the problem would be linear (the exponential decay problem).

Second and higher order ordinary differential equations (more generally, systems of nonlinear equations) rarely yield
closed-form solutions, though implicit solutions and solutions involving nonelementary integrals are encountered.

Common methods for the qualitative analysis of nonlinear ordinary differential equations include:

Examination of any conserved quantities, especially in Hamiltonian systems

Examination of dissipative quantities (see Lyapunov function) analogous to conserved quantities
Linearization via Taylor expansion
Change of variables into something easier to study
Bifurcation theory
Perturbation methods (can be applied to algebraic equations too)

Partial differential equations

The most common basic approach to studying nonlinear partial differential equations is to change the variables (or
otherwise transform the problem) so that the resulting problem is simpler (possibly even linear). Sometimes, the
equation may be transformed into one or more ordinary differential equations, as seen in separation of variables,
which is always useful whether or not the resulting ordinary differential equation(s) is solvable.

Another common (though less mathematic) tactic, often seen in fluid and heat mechanics, is to use scale analysis to
simplify a general, natural equation in a certain specific boundary value problem. For example, the (very) nonlinear
Navier-Stokes equations can be simplified into one linear partial differential equation in the case of transient, laminar,

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one dimensional flow in a circular pipe; the scale analysis provides conditions under which the flow is laminar and one
dimensional and also yields the simplified equation.

Other methods include examining the characteristics and using the methods outlined above for ordinary differential
equations.

Pendula
A classic, extensively studied nonlinear problem is the dynamics of a
pendulum under the influence of gravity. Using Lagrangian mechanics, it may
be shown[14] that the motion of a pendulum can be described by the
dimensionless nonlinear equation

where gravity points "downwards" and is the angle the pendulum forms with
its rest position, as shown in the figure at right. One approach to "solving" this
equation is to use as an integrating factor, which would eventually yield

which is an implicit solution involving an elliptic integral. This "solution"

generally does not have many uses because most of the nature of the solution
is hidden in the nonelementary integral (nonelementary unless ).

Another way to approach the problem is to linearize any nonlinearities (the

sine function term in this case) at the various points of interest through Taylor Illustration of a pendulum
expansions. For example, the linearization at , called the small angle
approximation, is

since for . This is a simple harmonic oscillator corresponding

to oscillations of the pendulum near the bottom of its path. Another
linearization would be at , corresponding to the pendulum being straight
up:

since for . The solution to this problem involves

hyperbolic sinusoids, and note that unlike the small angle approximation, this
approximation is unstable, meaning that will usually grow without limit,
though bounded solutions are possible. This corresponds to the difficulty of
balancing a pendulum upright, it is literally an unstable state. Linearizations of a pendulum

One more interesting linearization is possible around , around which

:

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This corresponds to a free fall problem. A very useful qualitative picture of the pendulum's dynamics may be obtained
by piecing together such linearizations, as seen in the figure at right. Other techniques may be used to find (exact)
phase portraits and approximate periods.

Types of nonlinear dynamic behaviors

Amplitude death – any oscillations present in the system cease due to some kind of interaction with other system
or feedback by the same system
Chaos – values of a system cannot be predicted indefinitely far into the future, and fluctuations are aperiodic
Multistability – the presence of two or more stable states
Solitons – self-reinforcing solitary waves

Examples of nonlinear equations

Algebraic Riccati equation
Ball and beam system
Bellman equation for optimal policy
Boltzmann equation
Colebrook equation
General relativity
Ginzburg–Landau theory
Ishimori equation
Kadomtsev–Petviashvili equation
Korteweg–de Vries equation
Landau–Lifshitz–Gilbert equation
Liénard equation
Navier–Stokes equations of fluid dynamics
Nonlinear optics
Nonlinear Schrödinger equation
Power-flow study
Richards equation for unsaturated water flow
Self-balancing unicycle
Sine-Gordon equation
Van der Pol oscillator
Vlasov equation

See also
Aleksandr Mikhailovich Lyapunov
Dynamical system
Initial condition
Interaction
Linear system
Mode coupling
Vector soliton
Volterra series

References
1. Boeing, G. (2016). "Visual Analysis of Nonlinear Dynamical Systems: Chaos, Fractals, Self-Similarity and the

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Limits of Prediction". Systems. 4 (4): 37. doi:10.3390/systems4040037 (https://doi.org/10.3390%2Fsystems40400

37).
2. "Explained: Linear and nonlinear systems" (http://news.mit.edu/2010/explained-linear-0226). MIT News. Retrieved
2018-06-30.
3. "Nonlinear systems, Applied Mathematics - University of Birmingham" (https://www.birmingham.ac.uk/research/ac
tivity/mathematics/applied-maths/nonlinear-systems.aspx). www.birmingham.ac.uk. Retrieved 2018-06-30.
4. "Nonlinear Biology", The Nonlinear Universe, The Frontiers Collection, Springer Berlin Heidelberg, 2007, pp. 181–
276, doi:10.1007/978-3-540-34153-6_7 (https://doi.org/10.1007%2F978-3-540-34153-6_7),
ISBN 9783540341529
5. Korenberg, Michael J.; Hunter, Ian W. (March 1996). "The identification of nonlinear biological systems: Volterra
kernel approaches". Annals of Biomedical Engineering. 24 (2): 250–268. doi:10.1007/bf02667354 (https://doi.org/
10.1007%2Fbf02667354). ISSN 0090-6964 (https://www.worldcat.org/issn/0090-6964).
6. Mosconi, Francesco; Julou, Thomas; Desprat, Nicolas; Sinha, Deepak Kumar; Allemand, Jean-François; Vincent
Croquette; Bensimon, David (2008). "Some nonlinear challenges in biology" (http://stacks.iop.org/0951-7715/21/i=
8/a=T03). Nonlinearity. 21 (8): T131. Bibcode:2008Nonli..21..131M (http://adsabs.harvard.edu/abs/2008Nonli..2
1..131M). doi:10.1088/0951-7715/21/8/T03 (https://doi.org/10.1088%2F0951-7715%2F21%2F8%2FT03).
ISSN 0951-7715 (https://www.worldcat.org/issn/0951-7715).
7. Gintautas, V. (2008). "Resonant forcing of nonlinear systems of differential equations". Chaos. 18 (3): 033118.
arXiv:0803.2252 (https://arxiv.org/abs/0803.2252). Bibcode:2008Chaos..18c3118G (http://adsabs.harvard.edu/ab
s/2008Chaos..18c3118G). doi:10.1063/1.2964200 (https://doi.org/10.1063%2F1.2964200). PMID 19045456 (http
s://www.ncbi.nlm.nih.gov/pubmed/19045456).
8. Stephenson, C.; et., al. (2017). "Topological properties of a self-assembled electrical network via ab initio
calculation" (https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5290745). Sci. Rep. 7: 41621.
Bibcode:2017NatSR...741621S (http://adsabs.harvard.edu/abs/2017NatSR...741621S). doi:10.1038/srep41621 (h
ttps://doi.org/10.1038%2Fsrep41621). PMC 5290745 (https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5290745).
PMID 28155863 (https://www.ncbi.nlm.nih.gov/pubmed/28155863).
9. de Canete, Javier, Cipriano Galindo, and Inmaculada Garcia-Moral (2011). System Engineering and Automation:
An Interactive Educational Approach (https://books.google.com/?id=h8rCQYXGGY8C&pg=PA46&lpg=PA46&dq=
most+systems+are+inherently+nonlinear+in+nature#v=onepage&q=most%20systems%20are%20inherently%20n
onlinear%20in%20nature&f=false). Berlin: Springer. p. 46. ISBN 978-3642202292. Retrieved 20 January 2018.
10. Nonlinear Dynamics I: Chaos (http://ocw.mit.edu/OcwWeb/Earth--Atmospheric--and-Planetary-Sciences/12-006JF
all-2006/CourseHome/index.htm) Archived (https://web.archive.org/web/20080212045134/http://ocw.mit.edu/Ocw
Web/Earth--Atmospheric--and-Planetary-Sciences/12-006JFall-2006/CourseHome/index.htm) 2008-02-12 at the
Wayback Machine at MIT's OpenCourseWare (http://ocw.mit.edu/OcwWeb/index.htm)
11. Campbell, David K. (25 November 2004). "Nonlinear physics: Fresh breather" (https://zenodo.org/record/113417
9). Nature. 432 (7016): 455–456. Bibcode:2004Natur.432..455C (http://adsabs.harvard.edu/abs/2004Natur.432..4
55C). doi:10.1038/432455a (https://doi.org/10.1038%2F432455a). ISSN 0028-0836 (https://www.worldcat.org/iss
n/0028-0836). PMID 15565139 (https://www.ncbi.nlm.nih.gov/pubmed/15565139).
12. Lazard, D. (2009). "Thirty years of Polynomial System Solving, and now?". Journal of Symbolic Computation. 44
(3): 222–231. doi:10.1016/j.jsc.2008.03.004 (https://doi.org/10.1016%2Fj.jsc.2008.03.004).
13. Billings S.A. "Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal
Domains". Wiley, 2013
14. David Tong: Lectures on Classical Dynamics (http://www.damtp.cam.ac.uk/user/tong/dynamics.html)

Further reading
Diederich Hinrichsen and Anthony J. Pritchard (2005). Mathematical Systems Theory I - Modelling, State Space
Analysis, Stability and Robustness. Springer Verlag. ISBN 9783540441250.
Jordan, D. W.; Smith, P. (2007). Nonlinear Ordinary Differential Equations (fourth ed.). Oxford University Press.
ISBN 978-0-19-920824-1.
Khalil, Hassan K. (2001). Nonlinear Systems. Prentice Hall. ISBN 978-0-13-067389-3.
Kreyszig, Erwin (1998). Advanced Engineering Mathematics. Wiley. ISBN 978-0-471-15496-9.

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Sontag, Eduardo (1998). Mathematical Control Theory: Deterministic Finite Dimensional Systems. Second
Edition. Springer. ISBN 978-0-387-98489-6.

External links
Command and Control Research Program (CCRP) (http://www.dodccrp.org/)
New England Complex Systems Institute: Concepts in Complex Systems (http://necsi.edu/guide/concepts/linearn
onlinear.html)
Nonlinear Dynamics I: Chaos (http://ocw.mit.edu/courses/mathematics/18-353j-nonlinear-dynamics-i-chaos-fall-20
12/) at MIT's OpenCourseWare (http://ocw.mit.edu/OcwWeb/index.htm)
Nonlinear Model Library (http://www.hedengren.net/research/models.htm) – (in MATLAB) a Database of Physical
Systems
The Center for Nonlinear Studies at Los Alamos National Laboratory (http://cnls.lanl.gov/)

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