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Non-Holonomic Systems
Lagrange Multipliers
Dr. Renato Maia Matarazzo Orsino, Assistant Professor
1 Holonomic and non-holonomic systems
2 Constraint forces & Lagrange multipliers
3 Lagrange equations with multipliers
4 Canonical equations with multipliers
5 Case study: knife-edge disc
1 Holonomic and non-holonomic systems
2 Constraint forces & Lagrange multipliers
3 Lagrange equations with multipliers
4 Canonical equations with multipliers
5 Case study: knife-edge disc
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 3 / 37
Generalized coordinates
• Set of variables adopted for a parametric description of the motion of a system
in the neighborhood of a given configuration.
• Typically represented as a n-vector:
q1
q2
q = (q1 , q2 , . . . , qn ) = .
..
qn
• For a ν -dof mechanical system S , n ≥ ν always!
• Given a coordinate system E = (O, ê1 , ê2 , ê3 ), attached to a reference
frame of interest, the position of any point P of S can be described as follows:
∑
3
⃗rP|O = ⃗rP|O (t, q) = rk (t, q)êk
k=1
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 4 / 37
Holonomic systems
Definition
A ν -dof mechanical system S is classified as a holonomic system if one of the
following statements is true:
i. A ν -vector q of generalized coordinates is sufficient for parameterizing the
configurations of S in a given neighborhood.
ii. Whenever a n-vector q of generalized coordinates with c = n − ν > 0 is
adopted, it is possible to obtain a c-vetor h(t, q) of independent motion
invariants that must be satisfied so that no motion described by q violates any
constraint of S :
h1 (t, q)
h2 (t, q)
h(t, q) = . =0
.
.
hc (t, q)
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 5 / 37
Holonomic systems
Non-holonomic systems
Non-holonomic systems
E
φ
Example: knife-edge disc
B n̂y O
~g n̂x
• (x, y) describe the position of C in the coordinate
G n̂z
system N.
θ
C
N
• (ψ, ϕ) describe the orientation of E in N.
ê1
ê3
• θ describes the relative motion of B in E.
ψ
q = (x, y, ψ, ϕ, θ)
• Pure rolling condition: the point P of the disc that instantly coincides with point
C of the plane must have a zero velocity in N. Since, ⃗ vC|N = ẋn̂x + ẏ n̂y
and ⃗
vP|E = rθ̇ê1 :
{
ẋ + rθ̇ cos ψ = 0
⃗
vP|N = ⃗vP|E + ⃗ vC|N = ⃗0 ⇒
ẏ + rθ̇ sin ψ = 0
• Since these 2 invariants are non-integrable, they cannot be expressed in the
form h(t, q) = 0.
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 8 / 37
Non-holonomic systems
Pfaffian form
Pfaffian form
Particularly for a holonomic system:
∂hi ∂h
Aij (t, q) = (t, q) ⇒ A(t, q) = (t, q)
∂qj ∂q
∂hi ∂h
bi (t, q) = − (t, q) ⇒ b(t, q) = − (t, q)
∂t ∂t
P0 (0, y0 (t))
Example: double pendulum with top-motion excitation
• 2-dof holonomic system
φ1 • Adopting q = (x1 , y1 , x2 , y2 ), the following constraint
P1 (x1 , y1 )
equations must be satisfied:
[ ]
êx
φ2 P2 (x2 , y2 ) 1 l12 − x21 − (y1 − y0 (t))2
êy h(t, q) = =0
2 l22 − (x2 − x1 )2 − (y2 − y1 )2
[ ]
~1
T −x1 y0 (t) − y1 0 0
φ1 A(t, q) =
P1 x2 − x1 y2 − y1 x1 − x2 y1 − y2
[ ]
~2
−T (y0 (t) − y1 )ẏ0
~2
b(t, q) =
m1~g T 0
φ2 ⃗ 1 = λ1⃗rP |P = λ1 (−x1 êx + (y0 (t) − y1 )êy )
P2 T 0 1
Proposition
Let S be a ν -dof mechanical system for which a n-vector q of generalized
coordinates, with c = n − ν > 0, is adopted. Assume that the c constraint
equations of S can be expressed in Pfaffian form. For a given state of the system,
there is c-vector λ of Lagrange multipliers so that, the generalized constraint forces
of the system can be expressed as follows:
∑
Cj = Aij λi , j = 1, . . . , n ⇒ C = AT λ
i
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 14 / 37
Proof.
Since Aδq = 0, in order to be admissible (compatible with the constraints of the
system), a virtual displacement δq must lie in the kernel of A, whose dimension
must be equal to the number of degrees of freedom of S , i.e. null(A) = ν . Thus,
rank(A) = n − ν = c.
Therefore, at a given state of the system, the rows of A provide a basis for the
c-dimensional subspace of Rn orthogonal to any admissible virtual displacement at
that state. Any constraint force must lie in such subspace, since constraint forces
do no work under admissible virtual displacements. Indeed:
∑
δWC = Cj δqj = δqT C = (δqT AT )λ = 0
j
Therefore, the coefficient of all the δqj in Eq. (5) must be zero, which means that the
Lagrange equations for S are given by:
( ) ∑
c
∂L d ∂L
− + Q̃j + Aij λi = 0, for j = 1, 2, . . . , n (6)
∂qj dt ∂ q̇j i=1
⇕
( )
∂L d ∂L
− + Q̃ + AT λ = 0 (7)
∂q dt ∂ q̇
Equation (7) represents the most general form of Lagrange equations for constant
mass holonomic or simple non-holonomic systems.
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 19 / 37
h(t, q) = 0 (8)
∑
c
L′ (t, q, q̇, λ) = L(t, q, q̇) + λT h(t, q) = L(t, q, q̇) + λi hi (t, q) (9)
j=1
v = q̇ (17)
∂L
p= (18)
∂v
From Eq. (13), it can be noticed that if v = q̇, then L∗ = L, which proves that
Eq. (16) is indeed the expression of the Extended Hamilton’s Principle for S .
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 24 / 37
∂L∗ ∂L ∂H ∂L∗
= =− =p
∂q ∂q ∂q ∂ q̇
(20)
∂L∗ ∂H ∂L ∗
∂L
= q̇ − v = q̇ − = −p=0
∂p ∂p ∂v ∂v
Considering that from the variational problem stated in Eq. (16), v = q̇, two
identities follow from the equations above:
∂L ∂H ∂H
=− and q̇ = (21)
∂q ∂q ∂p
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 25 / 37
Thus, the expression of Extended Hamilton’s Principle in Eq. (16) can be simplified to
the form:
∫ t1 ( )
∂H
δqT − − ṗ + Q̃ + AT λ dt = 0 (22)
t0 ∂q
Following the same reasoning as in the derivation of Lagrange equations with
multipliers, it can be stated that the canonical equations of motion for S are [2]:
∂H
q̇ = (23)
∂p
∂H
ṗ = − + Q̃ + AT λ (24)
∂q
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 26 / 37
• Notice that the n-vector v of auxiliary variables was only introduced for the
sake of performing the derivations.
• Taking the conventional expression of the Lagrangian of S , L(t, q, q̇), the
generalized momenta p can be directly defined as follows:
∂L
p= (25)
∂ q̇
• Moreover, the Hamiltonian of S can be defined simply as:
Kinematics
• N = (O, n̂x , n̂y , n̂z ): coordinate system E
attached to the plane. φ O
~g B n̂y n̂x
• Let E = (C, ê1 , ê2 , ê3 ) be an auxiliary
G n̂z
coordinate system whose origin C is the
single point of the plane in contact with B: θ
– axis Cê1 is tangent to this edge of B; C
ê1 N
– axis Cê3 passes through the center G of B. ê3
• Adopt a 6-vector of generalized coordinates ψ
q = (x, y, z, ψ, ϕ, θ)
• (x, y, z) are the Cartesian coordinates of the ⃗
vG|N = ẋn̂x + ẏ n̂y + ż n̂z
center G of the disc in the system N. ⃗ B|N = ϕ̇ê1 + (θ̇ + sϕ ψ̇)ê2 + cϕ ψ̇ê3
ω
• (ψ, ϕ) describe the orientation of E in N.
• θ describes the relative motion of B in E.
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 29 / 37
Kinematics
• Pure rolling condition: the point P of the disc
E
that instantly coincides with point C of the φ
B n̂y O
plane must have a zero velocity in N. ~g n̂x
G n̂z
⃗ ⃗ B|N × (rê3 ) = 0
vG|N + ω
θ
( ) C
ẋ + rcψ θ̇ + ψ̇sϕ + rϕ̇cϕ sψ = 0 ê1 N
( ) ê3
ẏ − rϕ̇cψ cϕ + rsψ θ̇ + ψ̇sϕ = 0 ψ
ż − rϕ̇sϕ = 0 integrable
Hamiltonian Formulation
ṗθ = r (λ1 cψ + λ2 sψ )
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 32 / 37
Equations of motion
ẋ = −r (Jcϕ pϕ sψ + Icψ pθ )/(IJ)
ẏ = rcψ cϕ pϕ /I − rpθ sψ /J
ψ̇ = (pψ − pθ sϕ )/(Ic2ϕ )
ϕ̇ = pϕ /I
pθ (I + (I − J)c2ϕ + J) − 2Jpψ sϕ
θ̇ =
2IJc2ϕ
ṗ = Jmr pϕ sϕ (pθ sϕ − pψ )
2
ψ
I 2 cϕ (J + mr2 )
( ( ) )
Imgrsϕ (pθ sϕ − pψ ) pθ 2J + mr2 c2ϕ + mr2 − 2Jpψ sϕ
ṗϕ = −
I + mr2 2J (I + mr2 ) c3ϕ
Jmr2 pϕ (pθ sϕ − pψ )
ṗθ =
I 2 cϕ (J + mr2 )
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 34 / 37
tan ϕ0
v2 =
κ(κµ sin ϕ0 + ν + 1)
PME 5010 - Lecture #6 Renato Maia Matarazzo Orsino April 1st, 2020 36 / 37
References