Lecture Notes for Advanced Dynamics

(MEAM535)
Chapter 10
Michael A. Carchidi
November 24, 2014

A Study of Small Perturbations and Linear Stability Analysis

The following notes are written by Dr. Michael A. Carchidi at the University
of Pennsylvania for the purpose of teaching the contents covered in the MEAM535
- Advanced Dynamics Course.

1. Small Perturbations About Static Equilibrium Points

Consider a non-holonomic system having n degrees of freedom with indepen-

dent generalized coordinates q1 , q2 , q3 , . . ., qn and independent generalized speeds
q̇1 , q̇2 , q̇3 , . . ., q̇n . We know from Chapter 6 that the Lagrangian of the system
can be written as
L=T −V
with n
n X n
X X
T = ajk q̇j q̇k + bj q̇j + c (1)
j=1 k=1 j=1

and ( )
N
X 1 ∂xi ∂xi ∂yi ∂yi ∂zi ∂zi
ajk ≡ mi + +
i=1 2 ∂qj ∂qk ∂qj ∂qk ∂qj ∂qk
and ( )
N
X ∂xi ∂xi ∂yi ∂yi ∂zi ∂zi
bj = mi + +
i=1 ∂t ∂qj ∂t ∂qj ∂t ∂qj
and ⎧Ã ! Ã !2 Ã !2 ⎫
N
X 1 ⎨ ∂x 2 ∂yi ∂zi ⎬
i
c= mi ⎩ + + ⎭
.
i=1 2 ∂t ∂t ∂t
Thus we have n X
n n
X X
L= ajk q̇j q̇k + bj q̇j + c − V, (2a)
j=1 k=1 j=1

and it is clear from Equation (1) that

∂ 2T
Tjk ≡ = 2ajk . (3)
∂ q̇j ∂ q̇k
Now all of ajk , bj , c and V are functions of only the generalized coordinates qj
but they are not functions of the generalized speeds q̇j , and suppose that xi , yi
and zi do not explicitly depend on time t. Then we have bj = 0 and c = 0 and
ajk do not explicitly depend on time, so that Equation (2a) simplifies to
n X
X n
L= ajk q̇j q̇k − V. (2b)
j=1 k=1

Then
n X n
à !
∂L X ∂ q̇j ∂ q̇k ∂V
= ajk q̇k + q̇j −
∂ q̇i j=1 k=1 ∂ q̇i ∂ q̇i ∂ q̇i
n X
X n
= ajk (δij q̇k + q̇j δik ) − 0
j=1 k=1
Xn n
X
= aik q̇k + aji q̇j
k=1 j=1
Xn Xn
= aij q̇j + aji q̇j
j=1 j=1
Xn n
X
= (aij + aji )q̇j = 2 aij q̇j
j=1 j=1

since aij = aji . Using Equation (3) we now see that

n
∂L X
= Tij q̇j .
∂ q̇i j=1

2
We also have
⎛ ⎞
n X n n X n
∂L ∂ ⎝X ⎠
X ∂ajk ∂V
= ajk q̇j q̇k − V = q̇j q̇k −
∂qi ∂qi j=1 k=1 j=1 k=1 ∂qi ∂qi

and so Lagrange’s equations

à !
d ∂L ∂L
− =0
dt ∂ q̇i ∂qi

read ⎛ ⎞ ⎛ ⎞
n n X n
d ⎝X X ∂ajk ∂V ⎠
Tij q̇j ⎠ − ⎝ q̇j q̇k − =0
dt j=1 j=1 k=1 ∂qi ∂qi
or n
à ! n X n
X dTij 1X ∂Tjk ∂V
q̇j + Tij q̈j − q̇j q̇k + = 0. (4)
j=1 dt 2 j=1 k=1 ∂qi ∂qi
But n n
dTij X ∂Tij ∂Tij X ∂Tij
= q̇k + = q̇k
dt k=1 ∂qk ∂t k=1 ∂qk

since Tij do not explicitly depend on time, and so we have

n
à n ! n X n
X X ∂Tij 1X ∂Tjk ∂V
q̇k q̇j + Tij q̈j − q̇j q̇k + =0
j=1 k=1 ∂qk 2 j=1 k=1 ∂qi ∂qi

or n
n X n n X n
X ∂Tij X 1X ∂Tjk ∂V
q̇k q̇j + Tij q̈j − q̇j q̇k + =0
j=1 k=1 ∂qk j=1 2 j=1 k=1 ∂qi ∂qi
or n n X n
à !
X 1X ∂Tij ∂Tjk ∂V
Tij q̈j + 2 − q̇j q̇k + =0 (5)
j=1 2 j=1 k=1 ∂qk ∂qi ∂qi
We may write the middle term as
n
n X
à ! n X n
à !
X ∂Tij ∂Tjk X ∂Tij ∂Tjk ∂Tij
2 − q̇j q̇k = − + q̇j q̇k
j=1 k=1 ∂qk ∂qi j=1 k=1 ∂qk ∂qi ∂qk
n
n X
à ! n X n
X ∂Tij ∂Tjk X ∂Tij
= − q̇j q̇k + q̇j q̇k
j=1 k=1 ∂qk ∂qi j=1 k=1 ∂qk

3
 n X
n
à ! n X n
X ∂Tij ∂Tjk X ∂Tik
= − q̇j q̇k + q̇k q̇j
j=1 k=1 ∂qk ∂qi j=1 k=1 ∂qj
n X n
à !
X ∂Tij ∂Tjk ∂Tik
= − + q̇j q̇k
j=1 k=1 ∂qk ∂qi ∂qj

If define
∂Tij ∂Tjk ∂Tik
Bijk = − + (6)
∂qk ∂qi ∂qj
then Equation (5) reads
n
X n X n
1X ∂V
Tij q̈j + Bijk q̇j q̇k + =0 (7a)
j=1 2 j=1 k=1 ∂qi

for i = 1, 2, 3, . . . , n. If we define the n × n matrix

" #
∂ 2T
[T] = [Tij ]n×n = (8a)
∂ q̇i ∂ q̇j n×n

the n × n matrices
" #
∂Tij ∂Tik ∂Tjk
[Bi ] = [Bijk ]n×n = + − (8b)
∂qk ∂qj ∂qi n×n

for i = 1, 2, 3, . . . , n, the n × 1 column

( )
∂V
{Vi } = , (8c)
∂qi n×1

then Equation (7a) reads

1
[T]{q̈} + {q̇}T [Bi ]{q̇} + {Vi } = {0}. (7b)
2
Note that Bijk has some symmetry properties such as

Bijk = Bikj which implies that [Bi ]T = [Bi ].

Note also that [T]T = [T].

4
Points of Static Equilibrium

From Equation (7a) we see that the static equilibrium points are where

∂V
{Vi } = {0} resulting in =0
∂qi
for i = 1, 2, 3, . . . , n, since
{q̈} = {q̇} = {0}
or q̇i = q̈i = 0 for i = 1, 2, 3, . . . , n at these points.

Linear Stability Analysis

Suppose that ⎧ ⎫ ⎧ ⎫
⎪
⎪ q1 ⎪
⎪ ⎪
⎪ q1e ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ q2 ⎪
⎪ ⎪
⎪ q2e ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{qe } = ⎪ q3 =⎪ q3e
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
qn qne
is one such static equilibrium point and suppose that
⎧ ⎫ ⎧ ⎫
⎪
⎪ ε1 ⎪
⎪ ⎪
⎪ q1 − q1e ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ ε2 ⎪
⎪ ⎪
⎪ q2 − q2e ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{εe } = ⎪ ε3 =⎪ q3 − q3e
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
εn qn − qne

is a small perturbation about this static equilibrium point. Using the notation

V = V (q1 , q2 , q3 , . . . , qn ) and Ve = V (q1e , q2e , q3e , . . . , qne ) (9a)

and ¯
∂V ¯¯
Vje = ¯ =0 (9b)
∂qj ¯(q1 ,q2 ,q3 ,...,qn )=(q1e ,q2e ,q3e ,...,qne )
and ¯
∂ 2 V ¯¯
Vjke = ¯ , (9c)
∂qj ∂qk ¯(q1 ,q2 ,q3 ,...,qn )=(q1e ,q2e ,q3e ,...,qne )

5
we may expand V (as a Taylor series to second order and the qje ’s) as
n
X n X n
1X
V = Ve + Vje (qj − qje ) + Vjke (qj − qje )(qk − qke )
j=1 2 j=1 k=1
or n n X n
X 1X
V = Ve + Vje εj + Vjke εj εk
j=1 2 j=1 k=1
or simply
n X n
1X
V = Ve + Vjke εj εk (10)
2 j=1 k=1
since Vje = 0. Then
n X n n X n
∂V 1X ∂ 1X ∂
=0+ Vjke (εj εk ) = Vjke (εj εk )
∂qi 2 j=1 k=1 ∂qi 2 j=1 k=1 ∂εi
or
n X n
à !
∂V 1X ∂εj ∂εk
= Vjke εk + εj
∂qi 2 j=1 k=1 ∂εi ∂εi
n X n
1X
= Vjke (δij εk + εj δik )
2 j=1 k=1
n n
1X 1X
= Vike εk + Vjie εj
2 k=1 2 j=1
n n
1X 1X
= Vije εj + Vjie εj
2 j=1 2 j=1
n
1X
= (Vije + Vjie )εj
2 j=1
or n
∂V X
= Vije εj . (11)
∂qi j=1
since Vije = Vjie . Setting εj = qj − qje , we have ε̇j = q̇j and ε̈j = q̈j and putting
these, and Equation (10) into Equation (7) leads to
n
X n X n n
1X X
Tij ε̈j + Bijk ε̇j ε̇k + Vije εj = 0
j=1 2 j=1 k=1 j=1

6
Thus we see that (to first order in the εi ’s, ε̇i ’s, and ε̈i ’s), we have
n
X n
X
Tije ε̈j + Vije εj = 0 (12a)
j=1 j=1

for i = 1, 2, 3, . . .. Writing this in matrix form, we have

[Te ]n×n {ε̈}n×1 + [Ve ]n×n {ε}n×1 = {0}n×1 (12b)

where ⎧ ⎫ ⎧ ⎫
⎪
⎪ ε1 ⎪
⎪ ⎪
⎪ ε̈1 ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ ε2 ⎪
⎪ ⎪
⎪ ε̈2 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{ε}n×1 = ⎪ ε3 , {ε̈}n×1 = ⎪ ε̈3
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪ ⎪ . ⎪
⎪ ⎪ ⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
εn ε̈n
and ⎡ ¯ ⎤
∂ 2 T ¯¯
[Te ]n×n =⎣ ¯ ⎦ (13a)
∂ q̇i ∂ q̇j ¯(q1 ,q2 ,q3 ,...,qn )=(q1e ,q2e ,q3e ,...,qne )
and ⎡ ¯ ⎤
∂ 2 V ¯¯
[Ve ]n×n =⎣ ¯ ⎦. (13b)
∂qi ∂qj ¯(q1 ,q2 ,q3 ,...,qn )=(q1e ,q2e ,q3e ,...,qne )

Natural Frequencies of Vibration

To examine the stability of the equilibrium point at

⎧ ⎫ ⎧ ⎫
⎪
⎪ q1e ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ q2e ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{qe } = ⎪ q3e or {ε} = ⎪ 0
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
qne 0
we set
{ε}n×1 = {A}n×1 eiωt 6= {0}n×1
into Equation (12b) resulting in

−ω 2 [Te ]n×n {A}n×1 eiωt + [Ve ]n×n {A}n×1 eiωt = {0}n×1

7
or
(−ω 2 [Te ]n×n + [Ve ]n×n ){A}n×1 = {0}n×1 .
In order for {A}n×1 6= {0}n×1 , we must have

det(−ω 2 [Te ]n×n + [Ve ]n×n ) = 0 (14)

which shows that if all solutions to Equation (14) are non-positive, then the
equilibrium point at
⎧ ⎫ ⎧ ⎫
⎪
⎪ q1e ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ q2e ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{qe } = ⎪ q3e or {ε} = ⎪ 0
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
qne 0

is stable and if at least one solution to Equation (14) is not real, then the equi-
librium point at
⎧ ⎫ ⎧ ⎫
⎪
⎪ q1e ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ q2e ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{qe } = ⎪ q3e or {ε} = ⎪ 0
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
qne 0

is unstable. If both [Te ]n×n and [Ve ]n×n are zero, then higher-order analysis is
necessary.

2. Natural Frequencies

The values of ω2 can be computed as follows. Consider the differential equation

[Te ]{ε̈} + [Ve ]{ε} = {0} with {ε} = {A}eiωt .

This leads to the algebraic equations

(−ω 2 [Te ] + [Ve ]){A} = {0} (15a)

and
det(−ω2 [Te ] + [Ve ]) = 0 (15b)

8
which represents an n-th order polynomial equation in λ = ω2 . Suppose that ωi2 is
a solution to Equation (15b), resulting in {Ai } as a non-zero solution to Equation
(15b), so that
(−ωi2 [Te ] + [Ve ]){Ai } = {0}
These lead to
ωi2 [Te ]{Ai } = [Ve ]{Ai }
Multiplying this on the left by {Ai }T , we get
ωi2 {Ai }T [Te ]{Ai } = {Ai }T [Ve ]{Ai }
which leads to
{Ai }T [Ve ]{Ai }
ωi2 = . (16)
{Ai }T [Te ]{Ai }

3. Normal Modes and Orthogonality Of The Solutions

The normal modes (eigenvectors) of the linear system {Ai } are orthogonal
with respect to the inertia [Te ] and stiffness [Ve ] matrices. To see what this
means consider the linear system described by the differential equation
[Te ]{ε̈} + [Ve ]{ε} = {0} with {ε} = {A}eiωt .
We have seen that this leads to the algebraic equations
(−ω 2 [Te ] + [Ve ]){A} = {0}
and
det(−ω2 [Te ] + [Ve ]) = 0.
Suppose that ωi2 and ωj2 are distinct solutions to this second equation, resulting
in {Ai } and {Aj } as non-zero solutions to the first equation, so that
(−ωi2 [Te ] + [Ve ]){Ai } = {0} and (−ωj2 [Te ] + [Ve ]){Aj } = {0}.
These lead to
[Ve ]{Ai } = ωi2 [Te ]{Ai } and [Ve ]{Aj } = ωj2 [Te ]{Aj }.
Multiplying the second equation on the left by {Ai }T , we get
{Ai }T [Ve ]{Aj } = ωj2 {Ai }T [Te ]{Aj }

9
and then taking the transpose of this leads to

({Ai }T [Ve ]{Aj })T = (ωj2 {Ai }T [Te ]{Aj })T

or
{Aj }T [Ve ]T {Ai } = ωj2 {Aj }T [Te ]T {Ai }
But we know that [Te ]T = [Te ] and [Ve ]T = [Ve ], and so

{Aj }T [Ve ]{Ai } = ωj2 {Aj }T [Te ]{Ai } (17a)

Let us save this for a moment and go back to [Ve ]{Ai } = ωi2 [Te ]{Ai } and multiply
this on the left by {Aj }T , resulting in

{Aj }T [Ve ]{Ai } = ωi2 {Aj }T [Te ]{Ai } (17b)

Comparing Equations (17a,b), we see that

ωi2 {Aj }T [Te ]{Ai } = ωj2 {Aj }T [Te ]T {Ai }

or
(ωi2 − ωj2 ){Aj }T [Te ]{Ai } = 0.
If ωi2 6= ωj2 , we must conclude that

{Aj }T [Te ]{Ai } = 0.

Note that if ωi2 = ωj2 , we may not conclude that

{Aj }T [Te ]{Ai } = 0

and we consider this possibility later in this chapter. For now we assume that
ωi2 6= ωj2 so that we may conclude that

{Aj }T [Te ]{Ai } = 0. (18a)

From this and the fact that

[Ve ]{Ai } = ωi2 [Te ]{Ai }

we then have
{Aj }T [Ve ]{Ai } = ωi2 {Aj }T [Te ]{Ai } = 0 (18b)

10
as well. We may define the generalized inertia and generalized stiffness by

Mij = {Ai }T [Te ]{Aj } and Kij = {Ai }T [Ve ]{Aj }

with Mij = Kij = 0 for i 6= j.

4. The Expansion Theorem

From the equation

[Te ]{ε̈} + [Ve ]{ε} = {0} and {ε} = {A}eiωt

we get the key equations

(−ω 2 [Te ] + [Ve ]){A} = {0}

and
det(−ω2 [Te ] + [Ve ]) = 0.
The second of these leads to the eigenvalues ω12 , ω22 , ω32 , . . ., ωn2 , and corresponding
eigenvectors (normal modes of vibration)

{A1 }, {A2 }, {A3 }, . . . , {An }

so that
[Ve ]{Ai } = ωi2 [Te ]{Ai }
for i = 1, 2, 3, . . . , n. This then leads to solution
n ³
X ´
{ε} = C + {A
k k }e
+iωk t
+ Ck− {Ak }e−iωk t
k=1
Xn ³ ´
= Ck+ e+iωk t + Ck− e−iωk t {Ak }
k=1

which we write as
n ³
X ´
{ε} = Ck+ (cos(ωk t) + i sin(ωk t)) + Ck− (cos(ωk t) − i sin(ωk t)) {Ak }
k=1

or n ³
X ´
{ε} = (Ck+ + Ck− ) cos(ωk t) + i(Ck+ − Ck− ) sin(ωk t) {Ak }
k=1

11
or simply
n
X
{ε} = (ak cos(ωk t) + bk sin(ωk t)){Ak } (19)
k=1
and hence n
X
{ε̇} = (−ak ωk sin(ωk t) + bk ωk cos(ωk t)){Ak }.
k=1

Given the initial conditions {ε(0)} = {ε0 } and {ε̇(0)} = {ε̇0 } we then have
n
X n
X
{ε0 } = ak {Ak } and {ε̇0 } = bk ωk {Ak }.
k=1 k=1

Suppose that all eigenvalues are distinct. Then we may write

n
X
[Te ]{ε0 } = ak [Te ]{Ak }
k=1

and n n
X X
T T
{Ai } [Te ]{ε0 } = ak {Ai } [Te ]{Ak } = ak Mik = ai Mii
k=1 k=1

(recall that Mij = 0 for i 6= j), and so we have

{Ai }T [Te ]{ε0 }

ai =
{Ai }T [Te ]{Ai }
for i = 1, 2, 3, . . . , n. We could have also used the [Ve ] matrix (instead of the [Te ]
matrix) to get
{Ai }T [Ve ]{ε0 }
ai =
{Ai }T [Ve ]{Ai }
for i = 1, 2, 3, . . . , n. From
n
X
{ε̇0 } = bk ωk {Ak }
k=1

we have n
X
[Te ]{ε̇0 } = bk ωk [Te ]{Ak }
k=1
or n n
X X
T T
{Ai } [Te ]{ε̇0 } = bk ωk {Ai } [Te ]{Ak } = bk ωk Mik = bi ωi Mii
k=1 k=1

12
so that
{Ai }T [Te ]{ε̇0 }
bi = .
ωi {Ai }T [Te ]{Ai }
We could have also used the [Ve ] matrix (instead of the [Te ] matrix) to get

{Ai }T [Ve ]{ε̇0 }

bi =
ωi {Ai }T [Ve ]{Ai }

for i = 1, 2, 3, . . . , n. To summarize we see that if all eigenvalues are distinct, then

n
à !
X bk
{ε} = ak cos(ωk t) + sin(ωk t) {Ak } (20a)
k=1 ωk

with
{Ak }T [Te ]{ε0 } {Ak }T [Ve ]{ε0 }
ak = = (20b)
{Ak }T [Te ]{Ak } {Ak }T [Ve ]{Ak }
and
{Ak }T [Te ]{ε̇0 } {Ak }T [Ve ]{ε̇0 }
bk = = . (20c)
{Ak }T [Te ]{Ak } {Ak }T [Ve ]{Ak }
Doesn’t this look like a Fourier Series!

Note that instead of using the orthogonal normal modes {Ak }, we may use
the orthonormal modes
1
{ϕk } = q {Ak }.
{Ak }T [Te ]{Ak }

Then
{Ai }T [Te ]{Aj }
{ϕi }T [Te ]{ϕj } = q q =0
{Ai }T [Te ]{Ai } {Aj }T [Te ]{Aj }
for i 6= j, and

{Ai }T [Te ]{Ai }

{ϕi }T [Te ]{ϕi } = q q =1
{Ai }T [Te ]{Ai } {Ai }T [Te ]{Ai }

so that
{ϕi }T [Te ]{ϕj } = δij .

13
Then
{Ai }T [Ve ]{Aj }
{ϕi }T [Ve ]{ϕj } = q q =0
{Ai }T [Te ]{Ai } {Aj }T [Te ]{Aj }
for i 6= j and

{Ai }T [Ve ]{Ai } {Ai }T [Ve ]{Ai }

{ϕi }T [Ve ]{ϕi } = q q = T [T ]{A }
= ωi2
T T
{Ai } [Te ]{Ai } {Ai } [Te ]{Ai } {Ai } e i

so that
{ϕi }T [Ve ]{ϕj } = ωi2 δij .
Then writing à !
n
X dk
{ε} = ck cos(ωk t) + sin(ωk t) {ϕk } (21a)
k=1 ωk
leads to simply

ck = {ϕk }T [Te ]{ε0 } & dk = {ϕk }T [Te ]{ε̇0 }. (21b)

5. Modal Matrices and Their Properties

Suppose we have a n degree-of-freedom system with distinct angular frequen-

cies
ω1 , ω2 , ω3 , . . . , ωn
and corresponding normal modes

{A1 }, {A2 }, {A3 }, . . . , {An }

so that

det(−ωk2 [Te ] + [Ve ]) = 0 and (−ωk2 [Te ] + [Ve ]){Ak } = {0}.

When the n normal modes (or eigenvectors) are assembled into a square matrix
with each normal mode represented by a column, we call this n × n matrix a
modal matrix [P], and is given by

[P] = [{A1 }|{A2 }|{A3 }| · · · |{An }].

14
Then ⎡ ⎤
{A1 }T
⎢ ⎥
⎢
⎢
{A2 }T ⎥
⎥
⎢ {A3 }T ⎥
[P]T = ⎢
⎢
⎥
⎥
⎢ .. ⎥
⎣ . ⎦
{An }T
and ⎡ ⎤
{A1 }T
⎢ ⎥
⎢
⎢
{A2 }T ⎥
⎥
⎢ {A3 }T ⎥
[P]T [Te ][P] = ⎢
⎢
⎥ [Te ][{A1 }|{A2 }|{A3 }| · · · |{An }]
⎥
⎢ .. ⎥
⎣ . ⎦
{An }T
reduces to
⎡ ⎤
{A1 }T [Te ]{A1 } {A1 }T [Te ]{A2 } · · · {A1 }T [Te ]{An }
⎢ ⎥
⎢ {A2 }T [Te ]{A1 } {A2 }T [Te ]{A2 } · · · {A2 }T [Te ]{An } ⎥
T
[P] [Te ][P] = ⎢ .. .. .. ⎥
⎢ ... ⎥
⎣ . . . ⎦
{An }T [Te ]{A1 } {An }T [Te ]{A2 } · · · {An }T [Te ]{An }
or ⎡ ⎤
M11 M12 M13 · · · M1n
⎢ ⎥
⎢ M21 M22 M23 · · · M2n ⎥
⎢ ⎥
⎢ M31 M32 M33 · · · M3n ⎥
[P]T [Te ][P] = ⎢
⎢
⎥.
⎥
⎢ .. .. .. ... .. ⎥
⎣ . . . . ⎦
Mn1 Mn2 Mn3 · · · Mnn
But recall that Mij = 0 for i 6= j, and so we have
⎡ ⎤
M11 0 0 ··· 0
⎢ ⎥
⎢ 0 M22 0 ··· 0 ⎥
⎢ ⎥
⎢ 0 0 M33 ··· 0 ⎥
[P]T [Te ][P] = ⎢
⎢
⎥.
⎥
(22a)
⎢ .. .. .. ... .. ⎥
⎣ . . . . ⎦
0 0 0 · · · Mnn

15
In a similar way we have
⎡ ⎤
{A1 }T
⎢ ⎥
⎢
⎢
{A2 }T ⎥
⎥
⎢ {A3 }T ⎥
[P]T [Ve ][P] = ⎢
⎢
⎥ [Ve ][{A1 }|{A2 }|{A3 }| · · · |{An }]
⎥
⎢ .. ⎥
⎣ . ⎦
{An }T
reduces to
⎡ ⎤
{A1 }T [Ve ]{A1 } {A1 }T [Ve ]{A2 } · · · {A1 }T [Ve ]{An }
⎢ ⎥
⎢ {A2 }T [Ve ]{A1 } {A2 }T [Ve ]{A2 } · · · {A2 }T [Ve ]{An } ⎥
T
[P] [Ve ][P] = ⎢ .. .. .. ⎥
⎢ ... ⎥
⎣ . . . ⎦
{An }T [Ve ]{A1 } {An }T [Ve ]{A2 } · · · {An }T [Ve ]{An }
or ⎡ ⎤
K11 K12 K13 · · · K1n
⎢ ⎥
⎢ K21 K22 K23 · · · K2n ⎥
⎢ ⎥
⎢ K31 K32 K33 · · · K3n ⎥
[P]T [Ve ][P] = ⎢
⎢
⎥.
⎥
⎢ .. .. .. ... .. ⎥
⎣ . . . . ⎦
Kn1 Kn2 Kn3 · · · Knn
But recall that Kij = 0 for i 6= j, and so we have
⎡ ⎤
K11 0 0 ··· 0
⎢ ⎥
⎢ 0 K22 0 ··· 0 ⎥
⎢ ⎥
⎢ 0 0 K33 ··· 0 ⎥
[P]T [Ve ][P] = ⎢
⎢
⎥.
⎥
(22b)
⎢ .. .. .. ... .. ⎥
⎣ . . . . ⎦
0 0 0 · · · Knn

Using the normalized normal modes {ϕk } in place of {Ak }, we get the normalized
modal matrix
[Q] = [{ϕ1 }|{ϕ2 }|{ϕ3 }| · · · |{ϕn }].
Then ⎡ ⎤
{ϕ1 }T
⎢ ⎥
⎢
⎢
{ϕ2 }T ⎥
⎥
⎢ {ϕ3 }T ⎥
[Q]T = ⎢
⎢
⎥
⎥
⎢ .. ⎥
⎣ . ⎦
{ϕn }T

16
and we find that
⎡ ⎤
1 0 0 ··· 0
⎢ ⎥
⎢ 0 1 0 ··· 0 ⎥
⎢ ⎥
⎢ 0 0 1 ··· 0 ⎥
[Q]T [Te ][Q] = ⎢
⎢
⎥
⎥
= [I]
⎢ .. .. .. ... .. ⎥
⎣ . . . . ⎦
0 0 0 ··· 1
since
{ϕi }T [Te ]{ϕj } = δij (23a)
and ⎡ ⎤
ω12 0 0 ··· 0
⎢ ⎥
⎢
⎢
0 ω22 0 ··· 0 ⎥
⎥
⎢ 0 0 ω32 ··· 0 ⎥
[Q]T [Ve ][Q] = ⎢
⎢
⎥
⎥
≡ [Λ]
⎢ .. .. .. ... .. ⎥
⎣ . . . . ⎦
0 0 0 · · · ωn2
since
{ϕi }T [Ve ]{ϕj } = ωi2 δij . (23b)

6. Uncoupling Forced Vibration Equations

Consider a forced n degree-of-system described by the equations

[Te ]{ε̈} + [Ve ]{ε} = {F(t)}.

We can uncouple this equation by first defining {σ} by

{σ} = [P]−1 {ε} so that {ε} = [P]{σ}

where [P] is the modal matrix for the homogeneous system

[Te ]{ε̈} + [Ve ]{ε} = {0}.

The {ε̇} = [P]{σ̇} and {ε̈} = [P]{σ̈}, since [P] is a constant matrix. This leads
to
[Te ][P]{σ̈} + [Ve ][P]{σ} = {F(t)}
or
[P]T [Te ][P]{σ̈} + [P]T [Ve ][P]{σ} = [P]T {F(t)} ≡ {G(t)}

17
which yields
⎧ ⎫ ⎡ ⎤⎧ ⎫
⎪
⎪ g1 (t) ⎪
⎪ M11 0 0 ··· ⎪
⎪0σ̈ 1 ⎪
⎪
⎪
⎪ ⎪
⎪ ⎢ ⎥⎪⎪ ⎪
⎪
⎪
⎪ g2 (t) ⎪
⎪ ⎢ 0 M22 0 ··· ⎥⎪⎪0σ̈ ⎪
⎪
⎪
⎨ ⎪
⎬ ⎢ ⎥⎨⎪ 2 ⎪
⎬
g3 (t) ⎢ 0 0 M33 ··· ⎥ 0σ̈
⎪ ⎪
= ⎢
⎢
⎥
⎥⎪
3
⎪
⎪
⎪ .. ⎪
⎪ ⎢ .. .. .. ... ⎥⎪⎪ ... ⎪
.. ⎪
⎪
⎪ . ⎪
⎪ ⎣ . . . ⎦⎪⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ gn (t) ⎭ 0 0 0 · · · Mnn ⎩ σ̈n ⎭
⎡ ⎤⎧ ⎫
K11 0 0 ··· 0 ⎪
⎪ σ1 ⎪ ⎪
⎢ ⎥⎪⎪ ⎪
⎪
⎢ 0 K22 0 ··· 0 ⎥ ⎪
⎪ σ ⎪
⎪
⎢ ⎥⎨⎪ 2 ⎪
⎬
+⎢
⎢
⎢
0 0 K33 · · · 0 ⎥ σ3⎥
⎢ .. .. .. ... .. ⎥ ⎪
⎪ ... ⎪
⎪ ⎪
⎣ . . . . ⎥⎦⎪⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎩ ⎪
0 0 0 ··· K σ ⎭
nn n

where
⎧ ⎫ ⎧ ⎫
⎪
⎪ σ1 ⎪
⎪ ⎪
⎪ g1 (t) ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ σ2 ⎪
⎪ ⎪
⎪ g2 (t) ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
{σ} = ⎪ σ3 and {G} = [P]T {F} = ⎪ g3 (t) .
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
σn gn (t)
This leads to the n uncoupled equations
M11 σ̈1 + K11 σ1 = g1 (t)
M22 σ̈2 + K22 σ2 = g2 (t)
M33 σ̈3 + K33 σ3 = g3 (t)
..
.
Mnn σ̈n + Knn σn = gn (t)
or
Kii
σ̈i + ωi2 σi = gi (t) for ωi2 =
Mii
and i = 1, 2, 3, . . . , n. After these are solved for σi (t) then we get εi (t) using
⎧ ⎫ ⎧ ⎫
⎪
⎪ ε1 (t) ⎪
⎪ ⎪
⎪ σ1 (t) ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎪ ε2 (t) ⎪
⎪ ⎪
⎪ σ2 (t) ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
ε3 (t) = [P] ⎪ σ3 (t) .
⎪
⎪ .. ⎪
⎪ ⎪ .. ⎪
⎪
⎪
⎪ . ⎪
⎪ ⎪
⎪ . ⎪
⎪
⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
εn (t) σn (t)

18
Example #1

Consider the system described by the equations

" #( ) " #( ) ( )
2m 0 ε̈1 3k −k ε1 F1 (t)
+ =
0 m ε̈2 −k k ε2 F2 (t)
with initial conditions
( ) ( ) ( ) ( )
ε1 (0) ε10 ε̇1 (0) ε̇10
= and = .
ε2 (0) ε20 ε̇2 (0) ε̇20
The natural frequencies for the system are determined from
à " # " #!
2 2m 0 3k −k
det −ω + =0
0 m −k k
or " #
3k − 2mω2 −k
det =0
−k k − mω2
or
(k − 2mω 2 )(2k − mω2 ) = 0
so that s s
k 2k
ω1 = and ω2 = = 2ω1 .
2m m
The normal modes are obtained using
à " # " #! ( ) ( )
2m 0 3k −k A11 0
−ω12 + =
0 m −k k A12 0
and à " # " #! ( ) ( )
2m 0 3k −k A21 0
−ω22 + =
0 m −k k A22 0
resulting in " #( ) ( )
2 −1 A11 0
=
−1 12 A12 0
and " #( ) ( )
−1 −1 A21 0
=
−1 −1 A22 0

19
so that
( ) ( ) ( ) ( )
A11 1 A21 1
= = {A1 } and = = {A2 }.
A12 2 A22 −1

Then
1
{ϕ1 } = q {A1 }
{A1 }T [Te ]{A1 }
and
1
{ϕ2 } = q {A2 }.
{A2 }T [Te ]{A2 }
But " #( )
n o 2m 0 1
T
{A1 } [Te ]{A1 } = 1 2 = 6m = M11
0 m 2
and " #( )
n o 2m 0 1
T
{A2 } [Te ]{A2 } = 1 −1 = 3m = M22
0 m −1
so that
( ) ( )
1 1 1 1
{ϕ1 } = √ and {ϕ2 } = √ .
6m 2 3m −1

Note also that

" #( )
n o 3k −k 1
{A1 }T [Ve ]{A1 } = 1 2 = 3k = K11
−k k 2

and " #( )
n o 3k −k 1
{A2 }T [Ve ]{A2 } = 1 −1 = 6k = K22 .
−k k −1
Now " #
1 1
[P] = [{A1 }|{A2 }] =
2 −1
and
" √ √ # " √ #
1/√6m 1/√3m 1 1
[Q] = [{ϕ1 }|{ϕ2 }] = =√ √2 .
2/ 6m −1/ 3m 6m 2 − 2

20
Now to solve for ε1 and ε2 above we set
( ) ( ) " #( ) ( )
ε1 σ1 1 1 σ1 σ1 + σ2
= [P] = =
ε2 σ2 2 −1 σ2 2σ1 − σ2
so that
( ) ( ) " #−1 ( ) ( )
σ1 ε1 1 1 ε1 1 ε1 + ε2
= [P]−1 = = .
σ2 ε2 2 −1 ε2 3 2ε1 − ε2
Then we get
( ) ( ) " #( ) ( )
g1 T F1 1 2 F1 F1 + 2F2
= [P] = = .
g2 F2 1 −1 F2 F1 − F2
Then
M11 σ̈1 + K11 σ1 = F1 + 2F2
and
M22 σ̈2 + K22 σ2 = F1 − F2
resulting in
6mσ̈1 + 3kσ1 = F1 + 2F2 and 3mσ̈2 + 6kσ2 = F1 − F2
or
k F1 + 2F2 2k F1 − F2
σ̈1 + σ1 = and σ̈2 + σ2 =
2m 6m m 3m
or
F1 + 2F2 F1 − F2
σ̈1 + ω12 σ1 = ≡ G1 and σ̈2 + ω22 σ2 = ≡ G2 ,
6m 3m
where from ( ) ( )
σ1 1 ε1 + ε2
=
σ2 3 2ε1 − ε2
we have
( ) ( ) ( ) ( )
σ10 1 ε10 + ε20 σ̇10 1 ε̇10 + ε̇20
= and = .
σ20 3 2ε10 − ε20 σ̇20 3 2ε̇10 − ε̇20
Then from σ1 and σ2 , we get ε1 and ε2 using
( ) ( )
ε1 σ1 + σ2
= .
ε2 2σ1 − σ2

21
7. Equal Frequencies and The Gram-Schmidt Process

Suppose we find that in the list of angular frequencies

{ω12 , ω22 , ω32 , ω42 , . . . , ωn2 }

that the first k of these are equal, so that

ω12 = ω22 = ω32 = · · · = ωk2 ≡ ω02 .

This means

(−ω12 [Te ] + [Ve ]){A1 } = (−ω02 [Te ] + [Ve ]){A1 } = {0}

and
(−ω22 [Te ] + [Ve ]){A2 } = (−ω02 [Te ] + [Ve ]){A2 } = {0}
and
(−ω32 [Te ] + [Ve ]){A3 } = (−ω02 [Te ] + [Ve ]){A3 } = {0}
etc., until

(−ωn2 [Te ] + [Ve ]){An } = (−ω02 [Te ] + [Ve ]){Ak } = {0}.

As a result, we note that

⎛ ⎞
k
X
(−ω02 [Te ] + [Ve ]) ⎝ αj {Ak }⎠ = {0}
j=1

for any scalars α1 , α2 , α3 , . . ., αk , and we may find that

{Ai }T [Te ]{Aj }

may not be zero for i 6= j. However, from the list of {A1 }, {A2 }, {A3 }, . . ., {Ak },
we may construct a list of {B1 }, {B2 }, {B3 }, . . ., {Bk }, which do satisfy

{Bi }T [Te ]{Bj } = 0

for i 6= j. Toward this end we let

{B1 } = {A1 } and {B2 } = {A2 } + α{B1 }

22
and then pick α so that
{B1 }T [Te ]{B2 } = 0
which leads to
{B1 }T [Te ]{A2 }
{B1 }T [Te ]({A2 } + α{B1 }) = 0 or α=−
{B1 }T [Te ]{B1 }
and hence
{B1 }T [Te ]{A2 }
{B2 } = {A2 } − {B1 }.
{B1 }T [Te ]{B1 }
To construct {B3 }, we use

{B3 } = {A3 } + β{B1 } + γ{B2 }

and determine β and γ so that

{B1 }T [Te ]{B3 } = {B2 }T [Te ]{B3 } = 0.

The first of these leads to

{B1 }T [Te ]({A3 } + β{B1 } + γ{B2 }) = 0

or
{B1 }T [Te ]{A3 } + β{B1 }T [Te ]{B1 } + γ{B1 }T [Te ]{B2 } = 0
or (since {B1 }T [Te ]{B2 } = 0),

{B1 }T [Te ]{A3 } + β{B1 }T [Te ]{B1 } = 0

yielding
{B1 }T [Te ]{A3 }
β=− .
{B1 }T [Te ]{B1 }
the second equation leads to

{B2 }T [Te ]{B3 } = {B2 }T [Te ]({A3 } + β{B1 } + γ{B2 }) = 0

or
{B2 }T [Te ]{A3 } + β{B2 }T [Te ]{B1 } + γ{B2 }T [Te ]{B2 } = 0.
But

{B2 }T [Te ]{B1 } = ({B1 }T [Te ]T {B2 })T = ({B1 }T [Te ]{B2 })T = 0

23
and so we have
{B2 }T [Te ]{A3 } + γ{B2 }T [Te ]{B2 } = 0
yielding
{B2 }T [Te ]{A3 }
γ=−
{B2 }T [Te ]{B2 }
and hence
{B1 }T [Te ]{A3 } {B2 }T [Te ]{A3 }
{B3 } = {A3 } − {B1 } − {B2 }.
{B1 }T [Te ]{B1 } {B2 }T [Te ]{B2 }

It is clear that in general we get

j−1
X {Bi }T [Te ]{Aj }
{Bj } = {Aj } − {Bi }
i=1 {Bi }T [Te ]{Bi }

for j = 2, 3, 4, . . . , k. To summarize, from {Aj }, for j = 1, 2, 3, . . . , k, we can

construct {Bj }, for j = 1, 2, 3, . . . , k, using {B1 } = {A1 } and
j−1
X {Bi }T [Te ]{Aj }
{Bj } = {Aj } − {Bi } (24)
i=1 {Bi }T [Te ]{Bi }

for j = 2, 3, 4, . . . , k, and this is known as the Gram-Schmidt Process. Note that

we will still have

(−ω12 [Te ] + [Ve ]){B1 } = (−ω02 [Te ] + [Ve ]){B1 } = {0}

and
(−ω22 [Te ] + [Ve ]){B2 } = (−ω02 [Te ] + [Ve ]){B2 } = {0}
and
(−ω32 [Te ] + [Ve ]){B3 } = (−ω02 [Te ] + [Ve ]){B3 } = {0}
etc., until

(−ωn2 [Te ] + [Ve ]){Bk } = (−ω02 [Te ] + [Ve ]){Bk } = {0}.

but we are now insured that

{Bi }T [Te ]{Bj } = 0

24
for i 6= j, and hence
{Bi }T [Ve ]{Bj } = 0
for i 6= j as well. Using the {Bj }’s in place of the {Aj }’s in constructing the
modal matrix [P] will now insure that both

[P]T [Te ][P] and [P]T [Ve ][P]

are diagonal. In addition, if we use

1
{ψi } = q {Bi }
{Bi }T [Te ]{Bi }

in place of the {Bj }’s in constructing [Q], we will have [Q]T [Te ][Q] = [I] and

[Q]T [Ve ][Q] = [Λ]

where the first k elements on the diagonal of [Λ] are all ω02 .

8. Unrestrained (Degenerate) Systems

In solving the system

[Te ]{ε̈} + [Ve ]{ε} = {0}

we let
{ε} = {A}eiωt for {A} 6= {0},
and get
−ω2 [Te ]{A}eiωt + [Ve ]{A}eiωt = {0}
or

(−ω2 [Te ] + [Ve ]){A}eiωt = {0} or (−ω2 [Te ] + [Ve ]){A} = {0}

so that
det(−ω2 [Te ] + [Ve ]) = 0.
Suppose we get ω12 = 0 as a solution to

det(−ω2 [Te ] + [Ve ]) = 0.

25
Then {A1 } will be a solution to

(−ω12 [Te ] + [Ve ]){A1 } = {0} or [Ve ]{A1 } = {0},

and in constructing the corresponding solutions for {ε}, we note that

{A1 }eiω1 t and {A1 }e−iω1 t

are now the same, both given by {A1 } since ω1 = 0. This is not enough to
construct a general solution to the problem. To get around this, we note that if
{A1 } is one solution to
[Te ]{ε̈} + [Ve ]{ε} = {0}
because [Ve ]{A1 } = {0}, then t{A1 } is also a solution since

[Te ]{ε̈} + [Ve ]{ε} = [Te ]d2 (t{A1 }}/dt2 + [Ve ](t{A1 })
= [Te ]{0} + t[Ve ]{A1 } = t[Ve ]{A1 } = {0}.

This says that both {A1 } and t{A1 } are solutions to

[Te ]{ε̈} + [Ve ]{ε} = {0}

and hence
a1 {A1 } + b1 t{A1 } = (a1 + b1 t){A1 }
are also solutions for any constants a1 and b1 . This part of the solution represents
a pure translation rather than a vibration of the form

(a1 cos(ω1 t) + b1 sin(ω1 t)){A1 }.

Apart from using 1 and t instead of cos(ω1 t) and sin(ω1 t), everything else about
the theory is the same.

Example #2: Unrestraint Degeneracy

Suppose we have two blocks of masses m1 and m2 connected by an ideal spring

of constant k and free to slide without friction along a horizontal surface. The
equations of motion are given by

m1 ẍ1 = k(x2 − x1 ) and m2 ẍ2 = −k(x2 − x1 )

26
which in matrix form becomes
" #( ) " #( ) ( )
m1 0 ẍ1 k −k x1 0
+ = .
0 m2 ẍ2 −k k x2 0

Then {x} = {A}eiωt , leads to

à " # " #!
2 m1 0 k −k
−ω + {A} = {0}
0 m2 −k k
or " #
k − m1 ω 2 −k
{A} = {0}
−k k − m2 ω 2
so that
" #
k − m1 ω2 −k
det = ω 2 (m1 m2 ω2 − k(m1 + m2 )) = 0
−k k − m2 ω2

leads to s
k(m1 + m2 )
ω1 = 0 and ω2 =
m1 m2
or s
k
ω1 = 0 and ω2 =
µ
where
1 1 1 m1 m2
= + or µ=
µ m1 m2 m1 + m2
is called the reduced mass of the two-block system. Using ω1 = 0, we have
" #( ) ( )
k − m1 ω12 −k A11 0
=
−k k − m2 ω12 A12 0
or " #( ) ( )
k −k A11 0
=
−k k A12 0
resulting in ( ) ( )
A11 1
= .
A12 1

27
Using ω22 = 2k/m, we have
" #( ) ( )
k − m1 ω22 −k A21 0
=
−k k − m2 ω22 A22 0
or
" #( ) ( )
k − m1 k(m1 + m2 )/m1 m2 −k A21 0
=
−k k − m2 k(m1 + m2 )/m1 m2 A22 0

resulting in " #( ) ( )
−km1 /m2 −k A21 0
=
−k −km2 /m1 A22 0
so that ( ) ( )
A21 m2
= .
A22 −m1
Then
( ) ( ) ( )
x1 1 m2
= (C1 + C2 t) + (C3 cos(ω2 t) + C4 sin(ω2 t)) .
x2 1 −m1

Given the initial positions

( ) ( )
x1 (0) x10
=
x2 (0) x20
we get ( ) ( ) ( ) ( )
x10 1 m2 C1 + m2 C3
= C1 + C3 =
x20 1 −m1 C1 − m1 C3
yielding
m1 x10 + m2 x20 x10 − x20
C1 = and C3 = .
m1 + m2 m1 + m2
Given the initial velocities
( ) ( )
ẋ1 (0) ẋ10
=
ẋ2 (0) ẋ20
we get
( ) ( ) ( ) ( )
ẋ10 1 m2 C2 + ω2 m2 C4
= C2 + ω2 C4 =
ẋ20 1 −m1 C2 − ω2 m1 C4

28
yielding
m1 ẋ10 + m2 ẋ20 ẋ10 − ẋ20
C2 = and C4 = .
m1 + m2 (m1 + m2 )ω2

Then we have
( ) µµ ¶ µ ¶ ¶( )
x1 m1 x10 + m2 x20 m1 ẋ10 + m2 ẋ20 1
= + t
x2 m1 + m2 m1 + m2 1
õ ¶ à ! !( )
x10 − x20 ẋ10 − ẋ20 m2
+ cos(ω2 t) + sin(ω2 t)
m1 + m2 (m1 + m2 )ω2 −m1

as the complete solution to the problem.

9. A System That Is Degenerate and Has Repeated Eigenvalues

Consider four identical masses each of mass m constraint to move without

friction along a circle of radius a, and initially arranged so that they are equidistant
on the circle. They are connected by four identical curved springs each having
stiffness constant k and each having the same curvature as the circle. The springs
are all relaxed when the four masses are equidistant on the circle. Letting x1 , x2 ,
x3 and x4 be the positions of the four masses measured along the circle from the
equilibrium position having block (1) at 12 o’clock, block (2) at 3 o’clock, block
(3) at 6 o’clock, and block (4) at 9 o’clock, we see that the total force acting on
block (1) leads to
−k(x1 − x4 ) + k(x2 − x1 ) = mẍ1
while the total force acting on block (2) leads to

−k(x2 − x1 ) + k(x3 − x2 ) = mẍ2

and total force acting on block (3) leads to

−k(x3 − x2 ) + k(x4 − x3 ) = mẍ3

and total force acting on block (4) leads to

−k(x4 − x3 ) + k(x1 − x4 ) = mẍ4 .

29
Writing these in matrix form, we get
⎡ ⎤⎧ ⎫ ⎡ ⎤⎧ ⎫ ⎧ ⎫
m 0 0 0 ⎪
⎪ ẍ1 ⎪
⎪ 2k −k 0 −k ⎪
⎪ x1 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ 0 m 0 0 ⎥⎪⎨ ẍ2
⎪
⎬ ⎢ −k 2k −k 0 ⎥⎪⎨ x2
⎪
⎬ 0
⎪
⎨ ⎪
⎬
⎢ ⎥
⎢ ⎥ +⎢
⎢
⎥
⎥ =⎪ .
⎣ 0 0 m 0 ⎦⎪⎪ ẍ3 ⎪
⎪ ⎣ 0 −k 2k −k ⎦⎪⎪ x3 ⎪
⎪ ⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
0 0 0 m ẍ4 −k 0 −k 2k x4 0

Setting ⎧ ⎫ ⎧ ⎫
⎪
⎪ x1 ⎪
⎪ ⎪
⎪A1 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
x2 A2
⎪ ⎪
= ⎪ A3 ⎪
eiωt
⎪
⎪ x3 ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ ⎭ ⎩ ⎭
x4 A4
and placing this into the above matrix differential equation we get (after dividing
by eiωt )
⎛ ⎡ ⎤ ⎡ ⎤⎞ ⎧ ⎫ ⎧ ⎫
m 0 0 0 2k −k 0 −k ⎪
⎪ A1 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎜ ⎢ 0 m 0 0 ⎥ ⎢ −k 2k −k 0 ⎥⎟ ⎪
⎨ A2
⎪
⎬ ⎪
⎨ 0
⎪
⎬
⎜ ⎢ ⎥ ⎢ ⎥⎟
⎜−ω 2 ⎢ ⎥+⎢ ⎥⎟ =⎪
⎝ ⎣ 0 0 m 0 ⎦ ⎣ 0 −k 2k −k ⎦⎠ ⎪
⎪ A3 ⎪
⎪ ⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
0 0 0 m −k 0 −k 2k A4 0
or
⎡ ⎤⎧ ⎫ ⎧ ⎫
2k − mω2 −k 0 −k ⎪
⎪ A1 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎢ −k 2k − mω 2
−k 0 ⎥⎪⎨ A2
⎪
⎬ ⎪
⎨ 0
⎪
⎬
⎢ ⎥
⎢ 2 ⎥ =⎪ .
⎣ 0 −k 2k − mω −k ⎦⎪⎪ A3 ⎪
⎪ ⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−k 0 −k 2k − mω 2 A4 0

Since we do not want A1 = A2 = A3 = A4 = 0, we must require that

⎡ ⎤
2k − mω2 −k 0 −k
⎢ −k 2k − mω 2
−k 0 ⎥
det ⎢
⎢ 2
⎥
⎥ =0
⎣ 0 −k 2k − mω −k ⎦
−k 0 −k 2k − mω 2

which factors as
mω2 (4k − mω 2 )(2k − mω 2 )2 = 0
and leads to
s s
2k 4k
ω1 = 0 , ω2 = ± & ω3 = ± .
m m

30
The natural frequencies of vibration are then
s s
2k 4k
ω1n = 0 , ω2n = (repeated) & ω3n = .
m m
The corresponding normal modes are determined by solving
⎡ ⎤⎧ ⎫ ⎧ ⎫
2k − mω12 −k 0 −k ⎪
⎪ A11 ⎪
⎪ ⎪
⎪0 ⎪
⎪
⎢ −k 2
2k − mω1 −k 0 ⎥⎪⎨ A21
⎪
⎬ ⎪
⎨0
⎪
⎬
⎢ ⎥
⎢ ⎥ =⎪
⎣ 0 −k 2k − mω12 −k ⎦⎪⎪
⎪ A31 ⎪
⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎩ ⎭ ⎩ ⎭
−k 0 −k 2k − mω12 A41 0

and
⎡ ⎤⎧ ⎫ ⎧ ⎫
2k − mω22 −k 0 −k ⎪
⎪ A12 ⎪
⎪ ⎪
⎪0 ⎪
⎪
⎢ −k 2
2k − mω2 −k 0 ⎥⎪⎨ A22
⎪
⎬ ⎪
⎨0
⎪
⎬
⎢ ⎥
⎢ ⎥ =⎪
⎣ 0 −k 2k − mω22 −k ⎦⎪⎪
⎪ A32 ⎪
⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎩ ⎭ ⎩ ⎭
−k 0 −k 2k − mω22 A42 0

and
⎡ ⎤⎧ ⎫ ⎧ ⎫
2k − mω32 −k 0 −k ⎪
⎪ A13 ⎪
⎪ ⎪
⎪0 ⎪
⎪
⎢ −k 2
2k − mω3 −k 0 ⎥⎪⎨ A23
⎪
⎬ ⎪
⎨0
⎪
⎬
⎢ ⎥
⎢ ⎥ =⎪ .
⎣ 0 −k 2k − mω32 −k ⎦⎪⎪
⎪ A33 ⎪
⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎩ ⎭ ⎩ ⎭
−k 0 −k 2k − mω32 A43 0

The first of these normal-mode equations leads to

⎡ ⎤⎧ ⎫ ⎧ ⎫
2k −k 0 −k ⎪
⎪ A11 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎢ −k 2k −k 0 ⎥⎪⎨ A21
⎪
⎬ ⎪
⎨ 0
⎪
⎬
⎢ ⎥
⎢ ⎥ =
⎣ 0 −k 2k −k ⎦⎪⎪ A31 ⎪
⎪ ⎪ 0
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−k 0 −k 2k A41 0

or (after dividing by k)
⎡ ⎤⎧ ⎫ ⎧ ⎫
2 −1 0 −1 ⎪
⎪ A11 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎢ −1 2 −1 0 ⎥⎪⎨ A21
⎪
⎬ ⎪
⎨ 0
⎪
⎬
⎢ ⎥
⎢ ⎥ =
⎣ 0 −1 2 −1 ⎦⎪⎪ A31 ⎪
⎪ ⎪ 0
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−1 0 −1 2 A41 0

31
which reduces (via the Gauss-Jordan elimination) to
⎡ ⎤⎧ ⎫ ⎧ ⎫
1 0 0 −1 ⎪ ⎪ A11 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ ⎪ ⎪ ⎪ ⎪
⎢ 0 1 0 −1 ⎥
⎥
⎨ A
21
⎬ 0 ⎨ ⎬
⎢ ⎥
⎪ A31 ⎪
= ⎪ 0 ⎪
⎣ 0 0 1 −1 ⎦ ⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ ⎭ ⎩ ⎭
0 0 0 0 A41 0

and hence ⎧ ⎫ ⎧ ⎫
⎪
⎪ A11 ⎪
⎪ 1 ⎪
⎪ ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
A21 1
⎪ ⎪
= (constant) × ⎪ 1 ⎪
.
⎪
⎪ A31 ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ ⎭ ⎩ ⎭
A41 1
The second of these normal-mode equations leads to
⎡ ⎤⎧ ⎫ ⎧ ⎫
0 −k 0 −k ⎪
⎪ A12 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ ⎥⎨⎪ ⎪
⎬ ⎪
⎨ ⎪
⎬
⎢ −k 0 −k 0 ⎥ A22 0
⎢ ⎥ =
⎣ 0 −k 0 −k ⎦⎪⎪ A32 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−k 0 −k 0 A42 0

or (after dividing by k)
⎡ ⎤⎧ ⎫ ⎧ ⎫
0 −1 0 −1 ⎪
⎪ A12 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ ⎥⎨⎪ ⎪
⎬ ⎪
⎨ ⎪
⎬
⎢ −1 0 −1 0 ⎥ A22 0
⎢ ⎥ =
⎣ 0 −1 0 −1 ⎦⎪⎪ A32 ⎪
⎪ ⎪ 0
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−1 0 −1 0 A42 0

which reduces (via the Gauss-Jordan elimination) to

⎡ ⎤⎧ ⎫ ⎧ ⎫
1 0 1 0 ⎪
⎪ A12 ⎪
⎪ 0
⎪
⎪ ⎪
⎪
⎢ 0 1 0 1 ⎥⎪⎨ A22
⎪
⎬ ⎪
⎨
0
⎪
⎬
⎢ ⎥
⎢ ⎥ =
⎣ 0 0 0 0 ⎦⎪⎪ A32 ⎪
⎪ ⎪ 0
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
0 0 0 0 A42 0

and hence
⎧ ⎫ ⎧ ⎫ ⎧ ⎫
⎪
⎪ A12 ⎪
⎪ 1 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
A22 0 1
⎪ ⎪
= (constant) × ⎪ −1 ⎪
+ (constant) × ⎪ 0 ⎪
.
⎪
⎪ A32 ⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ ⎭ ⎩ ⎭ ⎩ ⎭
A42 0 −1

32
The third of these normal-mode equations leads to
⎡ ⎤⎧ ⎫ ⎧ ⎫
−2k −k 0 −k ⎪
⎪ A13 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ −k −2k −k 0 ⎥⎪⎨ A23
⎪
⎬ 0
⎪
⎨ ⎪
⎬
⎢ ⎥
⎢ ⎥ =
⎣ 0 −k −2k −k ⎦⎪⎪ A33 ⎪
⎪ ⎪ 0
⎪ ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−k 0 −k −2k A43 0
or (after dividing by k)
⎡ ⎤⎧ ⎫ ⎧ ⎫
−2 −1 0 −1 ⎪
⎪ A13 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ −1 −2 −1 0 ⎥⎪⎨ A23
⎪
⎬ 0
⎪
⎨ ⎪
⎬
⎢ ⎥
⎢ ⎥ =⎪
⎣ 0 −1 −2 −1 ⎦⎪⎪ A33 ⎪
⎪ ⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
−1 0 −1 −2 A43 0
which reduces (via the Gauss-Jordan elimination) to
⎡ ⎤⎧ ⎫ ⎧ ⎫
1 0 0 1 ⎪ ⎪ A13 ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ ⎪ ⎪ ⎪ ⎪
⎢ 0 1 0 −1 ⎥
⎥
⎨ A
23
⎬ 0 ⎨ ⎬
⎢ ⎥
⎪ A33 ⎪
= ⎪ 0 ⎪
⎣ 0 0 1 1 ⎦⎪⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ ⎭ ⎩ ⎭
0 0 0 0 A43 0
and hence ⎧ ⎫ ⎧ ⎫
⎪
⎪ A13 ⎪
⎪ 1
⎪
⎪ ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
A23 −1
⎪ ⎪
= (constant) × ⎪ ⎪
.
⎪
⎪ A33 ⎪
⎪ ⎪
⎪ 1 ⎪
⎪
⎩ ⎭ ⎩ ⎭
A43 −1
A general solution for x1 , x2 , x3 and x4 is then given by
⎧ ⎫ ⎧ ⎫ ⎧ ⎫
⎪
⎪ x1 ⎪
⎪ 1 ⎪
⎪ ⎪
⎪ 1 ⎪
⎪ ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
x2 1 0
⎪ ⎪
= (C1 + D1 t) ⎪ ⎪
+ (C2 cos(ω1 t) + D2 sin(ω1 t)) ⎪ ⎪
⎪
⎪ x3 ⎪
⎪ ⎪
⎪ 1 ⎪
⎪ ⎪
⎪ −1 ⎪
⎪
⎩ ⎭ ⎩ ⎭ ⎩ ⎭
x4 1 0
⎧ ⎫
⎪
⎪ 0 ⎪
⎪
⎪
⎨ ⎪
⎬
1
+(C3 cos(ω1 t) + D3 sin(ω1 t)) ⎪ ⎪
⎪
⎪ 0 ⎪
⎪
⎩ ⎭
−1
⎧ ⎫
1⎪
⎪ ⎪
⎪
⎪
⎨ ⎪
⎬
−1
+(C4 cos(ω2 t) + D4 sin(ω2 t)) ⎪ ⎪
.
⎪
⎪ 1 ⎪
⎪
⎩ ⎭
−1

33
The modal matrix [P] is given by
⎡ ⎤
1 1 0 1
⎢ 1 0 1 −1 ⎥
[P] = ⎢
⎢
⎥
⎥
⎣ 1 −1 0 1 ⎦
1 0 −1 −1

and then normal modes, or normal coordinates, {y} are obtained using {x} =
[P]{y}, or {y} = [P]−1 {x}, which leads to
⎧ ⎫ ⎧ ⎫
⎪
⎪ y1 ⎪
⎪ x1 ⎪
⎪ ⎪
⎪
⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
y2 x
⎪ ⎪
= [P]−1 ⎪ 2 ⎪
⎪
⎪ y3 ⎪
⎪ ⎪
⎪ x3 ⎪
⎪
⎩ ⎭ ⎩ ⎭
y4 x4

resulting in
⎧ ⎫ ⎡ ⎤−1 ⎧ ⎫
⎪
⎪ y1 ⎪
⎪ 1 1 0 1 ⎪
⎪ x1 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎢ ⎪ ⎪
y2 1 0 1 −1 ⎥ ⎨ x2 ⎬
⎪ ⎪
=⎢
⎢
⎥
⎥
⎪ ⎪
⎪
⎪ y3 ⎪
⎪
⎣ 1 −1 0 1 ⎦ ⎪
⎪ x3 ⎪
⎪
⎩ ⎭ ⎩ ⎭
y4 1 0 −1 −1 x4
or
⎧ ⎫ ⎡ ⎤⎧ ⎫ ⎧ ⎫
⎪
⎪ y1 ⎪
⎪ 1 1 1 1 ⎪
⎪ x1 ⎪
⎪ ⎪
⎪x1 + x2 + x3 + x4 ⎪
⎪
⎪
⎨ ⎪
⎬ ⎥⎪ ⎪ ⎪ ⎪
y2 1⎢
⎢ 2 0 −2 0 ⎥
⎨ x2 ⎬ 1 ⎨ 2x1 − 2x3 ⎬
⎪ ⎪
= ⎢ ⎥ = ⎪
⎪ y3 ⎪ 4⎣ 0 2 0 −2 ⎦⎪⎪ x3 ⎪
⎪ 4⎪ 2x2 − 2x4 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
y4 1 −1 1 −1 x4 x1 − x2 + x3 − x4

resulting in
x1 + x2 + x3 + x4 x1 − x3
y1 = , y2 =
4 2
and
x2 − x4 x1 − x2 + x3 − x4
y3 = and y4 = .
2 4
In terms of these the original equations of motion
⎡ ⎤⎧ ⎫ ⎡ ⎤⎧ ⎫ ⎧ ⎫
m 0 0 0 ⎪
⎪ ẍ1 ⎪
⎪ 2k −k 0 −k ⎪
⎪ x1 ⎪
⎪ ⎪
⎪0 ⎪
⎪
⎢ 0 m 0 0 ⎥⎪⎨ ẍ2
⎪
⎬ ⎢ −k 2k −k 0 ⎥⎪⎨ x2
⎪
⎬ ⎪
⎨0
⎪
⎬
⎢ ⎥
⎢ ⎥ +⎢
⎢
⎥
⎥ =⎪
⎣ 0 0 m 0 ⎦⎪⎪ ẍ3 ⎪
⎪ ⎣ 0 −k 2k −k ⎦⎪⎪ x3 ⎪
⎪ ⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
0 0 0 m ẍ4 −k 0 −k 2k x4 0

34
which has static coupling becomes
⎡ ⎤ ⎧ ⎫ ⎡ ⎤ ⎧ ⎫ ⎧ ⎫
m 0 0 0 ⎪
⎪ÿ1 ⎪
⎪ 2k −k 0 −k y1
⎪
⎪ ⎪
⎪ ⎪
⎪0 ⎪
⎪
⎢ ⎥ ⎪
⎨ ⎪
⎬ ⎢ ⎥ ⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
⎢ 0 m 0 0 ⎥ ÿ2 −k 2k −k 0 y2 0
⎢ ⎥ [P]
⎪ ÿ3 ⎪
+⎢
⎢
⎥
⎥ [P]
⎪ y3 ⎪
= [P] ⎪ 0 ⎪
⎣ 0 0 m 0 ⎦ ⎪
⎪ ⎪
⎪
⎣ 0 −k 2k −k ⎦ ⎪
⎪ ⎪
⎪ ⎪
⎪ ⎪
⎪
⎩ ⎭ ⎩ ⎭ ⎩ ⎭
0 0 0 m ÿ4 −k 0 −k 2k y4 0
or
⎡ ⎤ ⎧ ⎫ ⎡ ⎤ ⎧ ⎫ ⎧ ⎫
m 0 0 0 ⎪
⎪ ÿ1 ⎪
⎪ 2k −k 0 −k y1
⎪
⎪ ⎪
⎪ 0 ⎪
⎪ ⎪
⎪
⎢ ⎥ ⎪
⎨ ⎪
⎬ ⎢ ⎥ ⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
0 m 0 0 ÿ2 −k 2k −k 0 y2 0
[P]T ⎢
⎢
⎥
⎥ [P]
⎪ ⎪
+[P]T ⎢
⎢
⎥
⎥ [P]
⎪ ⎪
=⎪ ⎪
.
⎣ 0 0 m 0 ⎦ ⎪ ÿ3 ⎪ ⎣ 0 −k 2k −k ⎦ ⎪ y3 ⎪ ⎪ 0 ⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
0 0 0 m ÿ4 −k 0 −k 2k y4 0
But
⎡ ⎤ ⎡ ⎤T ⎡ ⎤
m 0 0 0 1 1 0 1 m 0 0 0
⎢ 0 m 0 0 ⎥ ⎢ 1 0 ⎥ ⎢
1 −1 ⎥ ⎢ 0 m 0 0 ⎥
[P]T ⎢
⎢
⎥
⎥ [P] = ⎢
⎢ ⎥ ⎢
⎥
⎥
⎣ 0 0 m 0 ⎦ ⎣ 1 −1 0 1 ⎦ ⎣ 0 0 m 0 ⎦
0 0 0 m 1 0 −1 −1 0 0 0 m
⎡ ⎤
1 1 0 1
⎢ 1 0 1 −1 ⎥
×⎢
⎢
⎥
⎥
⎣ 1 −1 0 1 ⎦
1 0 −1 −1
which reduces to
⎡ ⎤ ⎡ ⎤
m 0 0 0 4m 0 0 0
⎢ 0 m 0 0 ⎥ ⎢ 0 2m 0 0 ⎥
[P]T ⎢
⎢
⎥
⎥ [P] =⎢
⎢
⎥
⎥
⎣ 0 0 m 0 ⎦ ⎣ 0 0 2m 0 ⎦
0 0 0 m 0 0 0 4m
and
⎡ ⎤ ⎡ ⎤T ⎡ ⎤
2k −k 0 −k 1 1 0 1 2k −k 0 −k
⎢ −k 2k −k 0 ⎥ ⎢ 1 0 ⎥ ⎢
1 −1 ⎥ ⎢ −k 2k −k 0 ⎥
[P]T ⎢
⎢
⎥
⎥ [P] = ⎢
⎢ ⎥ ⎢
⎥
⎥
⎣ 0 −k 2k −k ⎦ ⎣ 1 −1 0 1 ⎦ ⎣ 0 −k 2k −k ⎦
−k 0 −k 2k 1 0 −1 −1 −k 0 −k 2k
⎡ ⎤
1 1 0 1
⎢ 1 0 1 −1 ⎥
×⎢
⎢
⎥
⎥
⎣ 1 −1 0 1 ⎦
1 0 −1 −1

35
which reduces to
⎡ ⎤ ⎡ ⎤
2k −k 0 −k 0 0 0 0
⎢ −k 2k −k 0 ⎥ ⎢ 0 4k 0 0 ⎥
[P]T ⎢
⎢
⎥
⎥ [P] =⎢
⎢
⎥
⎥.
⎣ 0 −k 2k −k ⎦ ⎣ 0 0 4k 0 ⎦
−k 0 −k 2k 0 0 0 16k

Then the equation of motion

⎡ ⎤ ⎧ ⎫ ⎡ ⎤ ⎧ ⎫ ⎧ ⎫
m 0 0 0 ⎪
⎪ ÿ1 ⎪
⎪ 2k −k 0 −k ⎪
⎪ y1 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎢ ⎥ ⎪
⎨ ⎪
⎬ ⎢ ⎥ ⎪
⎨ ⎪
⎬ ⎪
⎨ ⎪
⎬
0 m 0 0 ÿ2 −k 2k −k 0 y2 0
[P]T ⎢
⎢
⎥
⎥ [P]
⎪ ⎪
+[P]T ⎢
⎢
⎥
⎥ [P]
⎪ ⎪
=⎪ ⎪
⎣ 0 0 m 0 ⎦ ⎪
⎪ ÿ3 ⎪
⎪
⎣ 0 −k 2k −k ⎦ ⎪
⎪ y3 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎩ ⎭ ⎩ ⎭ ⎩ ⎭
0 0 0 m ÿ4 −k 0 −k 2k y4 0

become
⎡ ⎤⎧ ⎫ ⎡ ⎤⎧ ⎫ ⎧ ⎫
4m 0 0 0 ⎪
⎪ ÿ1 ⎪
⎪ 0 0 0 0 ⎪
⎪ y1 ⎪
⎪ ⎪
⎪ 0 ⎪
⎪
⎢ 0 2m 0 0 ⎥⎪⎨ ÿ2
⎪
⎬ ⎢ 0 4k 0 0 ⎥⎪⎨ y2
⎪
⎬ ⎪
⎨ 0
⎪
⎬
⎢ ⎥
⎢ ⎥ +⎢
⎢
⎥
⎥ =⎪
⎣ 0 0 2m 0 ⎦⎪⎪ ÿ3 ⎪
⎪ ⎣ 0 0 4k 0 ⎦⎪⎪ y3 ⎪
⎪ ⎪ 0 ⎪
⎪
⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭ ⎪
⎩ ⎪
⎭
0 0 0 4m ÿ4 0 0 0 16k y4 0
or

4mÿ1 = 0
2mÿ2 + 4ky2 = 0
2mÿ3 + 4ky3 = 0
4mÿ4 + 16ky4 = 0

or

ÿ1 = 0
mÿ2 + 2ky2 = 0
mÿ3 + 2ky3 = 0
mÿ4 + 4ky4 = 0

which are completely uncoupled.

36
10. Energy Considerations

Starting with the linear system

[Te ]{ε̈} + [Ve ]{ε} = {0},

consider the expression

1 1
E = {ε̇}T [Te ]{ε̇} + {ε}T [Ve ]{ε}
2 2
and let use compute
µ ¶
dE d 1 1
= {ε̇}T [Te ]{ε̇} + {ε}T [Ve ]{ε}
dt dt 2 2
1d ³ ´ 1d ³ ´
= {ε̇}T [Te ]{ε̇} + {ε}T [Ve ]{ε}
2 dt 2 dt
1 d{ε̇}T 1 d[Te ] 1 d{ε̇}
= [Te ]{ε̇} + {ε̇}T {ε̇} + {ε̇}T [Te ]
2 dt 2 dt 2 dt
1 d{ε}T 1 d[V e ] 1 d{ε}
+ [Ve ]{ε} + {ε}T {ε} + {ε}T [Ve ] .
2 dt 2 dt 2 dt
But [Te ] and [Ve ] are constant matrices so that

d[Te ] d[Ve ]
= [0] and = [0]
dt dt
and hence
dE 1 d{ε̇}T 1 d{ε̇}
= [Te ]{ε̇} + {ε̇}T [Te ]
dt 2 dt 2 dt
1 d{ε}T 1 d{ε}
+ [Ve ]{ε} + {ε}T [Ve ] .
2 dt 2 dt
which we may write as
dE 1 1
= {ε̈}T [Te ]{ε̇} + {ε̇}T [Te ]{ε̈}
dt 2 2
1 1
+ {ε̇} [Ve ]{ε} + {ε}T [Ve ]{ε̇}.
T
2 2

37
or simply
dE 1 1
= {ε̈}T [Te ]{ε̇} + {ε}T [Ve ]{ε̇}
dt 2 2
1 1
+ {ε̇}T [Ve ]{ε} + {ε̇}T [Te ]{ε̈}
2 2
1
= ({ε̈}T [Te ] + {ε}T [Ve ]){ε̇}
2
1
+ {ε̇}T ([Te ]{ε̈} + [Ve ]{ε})
2
1
= ([Te ]T {ε̈} + [Ve ]T {ε})T {ε̇}
2
1
+ {ε̇}T ([Te ]{ε̈} + [Ve ]{ε})
2
But
[Te ]T = [Te ] and [Ve ]T = [Ve ].
and so
dE 1
= ([Te ]{ε̈} + [Ve ]{ε})T {ε̇}
dt 2
1
+ {ε̇}T ([Te ]{ε̈} + [Ve ]{ε}).
2
But we also know that
[Te ]{ε̈} + [Ve ]{ε} = {0},
Putting this into the above expression for dE/dt, we get

dE
=0
dt
Note that this shows that E is a constant of the motion.

11. Example: A Cart-Rod System

A cart of mass M is allowed to slide without friction along a horizontal table-

top. Connected to the left of this cart is an ideal spring of stiffness constant k,
which is also connected to a fixed support to the left of the spring. A rigid rod of

38
mass m is allowed to pivot without friction about the center of the cart as shown
in the figure below.

The Rod-Cart System

Using the generalized coordinates q1 = x (as measured along the tabletop from
where the spring is at its natural length) and q2 = θ is the angle shown in the
figure above, we see that the kinetic energy of the system is given by

T = TCart + TRod

where
1
TCart = M ẋ2
2
(M being the mass of the cart) and
1 1
TRod = m(ẋ2cm + ẏcm
2
) + Icm θ̇2 .
2 2
But
L L
xcm = x + sin(θ) and ycm = − cos(θ)
2 2
so that
L L
ẋcm = ẋ + θ̇ cos(θ) and ẏcm = θ̇ sin(θ)
2 2
and
1
Icm = mL2
12

39
where L is the length of the rod and m is the mass of the rod. Putting these into
the expression for TRod , we get
(µ ¶2 µ ¶2 ) µ ¶
1 L L 1 1
TRod = m ẋ + θ̇ cos(θ) + θ̇ sin(θ) + mL2 θ̇2
2 2 2 2 12

which reduces to
( )
1 L2 1
TRod = m ẋ2 + Lẋθ̇ cos(θ) + θ̇2 + mL2 θ̇2
2 4 24

or simply
1 1 1
TRod = mẋ2 + mLẋθ̇ cos(θ) + mL2 θ̇2 .
2 2 6
Thus we see that the total kinetic energy of the cart-rod system is given by
1 1 1 1
T = M ẋ2 + mẋ2 + mLẋθ̇ cos(θ) + mL2 θ̇2
2 2 2 6
or simply
1 1 1
T = (m + M)ẋ2 + mLẋθ̇ cos(θ) + mL2 θ̇2 .
2 2 6
In addition, we the total potential energy of the cart-rod system is given by
1 1 1
V = kx2 + mgycm = kx2 − mgL cos(θ),
2 2 2
using the pivot point O as the zero point for weight potential energy. From these,
we can now construct the Lagrangian for the system as L = T − V or
1 1 1 1 1
L = (m + M)ẋ2 + mLẋθ̇ cos(θ) + mL2 θ̇2 − kx2 + mgL cos(θ).
2 2 6 2 2
Then
∂L 1 ∂L
= (m + M)ẋ + mLθ̇ cos(θ) , = −kx
∂ ẋ 2 ∂x
and hence à !
d ∂L ∂L
− =0
dt ∂ ẋ ∂x
leads to µ ¶
d 1
(m + M)ẋ + mLθ̇ cos(θ) + kx = 0
dt 2

40
or
1 1
(m + M)ẍ + mLθ̈ cos(θ) − mLθ̇2 sin(θ) + kx = 0
2 2
as one of the equations of motion for the cart-rod system. We also have
∂L 1 1 ∂L 1 1
= mLẋ cos(θ) + mL2 θ̇ , = mLẋ cos(θ) + mL2 θ̇
∂ θ̇ 2 3 ∂θ 2 3
and hence à !
d ∂L ∂L
− =0
dt ∂ θ̇ ∂θ
leads to
µ ¶
d 1 1 1 1
mLẋ cos(θ) + mL2 θ̇ + mLẋ cos(θ) + mL2 θ̇ = 0
dt 2 3 2 3
or
1 1 1 1 1
mLẍ cos(θ) + mLẋθ̇ sin(θ) + mL2 θ̈ + mLẋθ̇ sin(θ) + mgL sin(θ) = 0
2 2 3 2 2
which reduces to
1 1 1
mLẍ cos(θ) + mLẋθ̇ sin(θ) + mL2 θ̈ + mgL sin(θ) = 0
2 3 2
as the second equation of motion for the cart-rod system.

Stability Analysis About The Equilibrium Points

From the expression for V we see that

∂V ∂V 1
= kx = 0 and = mgL sin(θ) = 0
∂x ∂θ 2
give the equilibrium points at (xe , θe ) = (0, 0) and at (xe , θe ) = (0, π). It is
interesting to consider small oscillations about the equilibrium at xe = 0, θe = 0,
for this problem by replacing

cos(θ) = cos(εθ + θe ) = cos(εθ ) ' 1

and
sin(θ) = sin(εθ + θe ) = sin(εθ ) ' εθ

41
thereby removing all orders higher than one. Under these assumptions, the equa-
tions of motion
1 1
(m + M)ẍ + mLθ̈ cos(θ) − mLθ̇2 sin(θ) + kx = 0
2 2
and
1 1 1
mLẍ cos(θ) + mLẋθ̇ sin(θ) + mL2 θ̈ + mgL sin(θ) = 0
2 3 2
(to first order) become
1
(m + M)ε̈x + mLε̈θ + kε̈x = 0
2
and
1 1 1
mLε̈x + mL2 ε̈θ + mgLεθ = 0
2 3 2
where εx = x − xe and εθ = θ − θe These equation reduce to

2(m + M)ε̈x + mLε̈θ + 2kεx = 0

and
3ε̈x + 2Lε̈θ + 3gεθ = 0
which in matrix form can be expressed as
" #( ) " #( ) ( )
2(m + M) mL ε̈x 2k 0 εx 0
+ = .
3 2L ε̈θ 0 3g εθ 0
By setting ( ) ( ) ( )
εx A1 0
= eiωt 6=
εθ A2 0
in this equation we get
" #( ) " #( ) ( )
2 2(m + M) mL A1 iωt 2k 0 A1 iωt 0
−ω e + e =
3 2L A2 0 3g A2 0
or à " # " #! ( ) ( )
2 2(m + M) mL 2k 0 A1 0
−ω + =
3 2L 0 3g A2 0
or " #( ) ( )
2k − 2ω2 (m + M) −mLω2 A1 0
=
−3ω2 3g − 2Lω2 A2 0

42
in order for ( ) ( )
A1 0
6=
A2 0
we must require that
" #
2k − 2ω2 (m + M) −mLω2
det =0
−3ω2 3g − 2Lω 2

and this leads to

(m + 4M)Lω 4 − 2(2kL + 3(m + M)g)ω2 + 6kg = 0

so that the natural angular frequencies of the cart-rod system are given by
q
2
2(2kL + 3(m + M)g) ± 4(2kL + 3(m + M)g)2 − 24kgL(m + 4M)
ω± = .
2(m + 4M)L
or simply
v
uà !
2kL + 3(m + M)g u 2kL + 3(m + M)g 2 6kg
2
ω± = ± t − .
(m + 4M)L (m + 4M)L (m + 4M)L

To check this result, let us consider some limiting cases. The first is when L = 0.
This leads to

(m + 4M)Lω 4 − 2(2kL + 3(m + M)g)ω2 + 6kg = 0

which for L = 0 reduces to simply

−6(m + M)gω 2 + 6kg = 0

which leads to s
k
ω= ,
m+M
which is expected, since we may treat this cart-rod system as a simple block of
mass m + M connected to a spring of constant k. The next limiting case is when
M → ∞. This leads to
s s
µ ¶2
2 3g 3g 3g
ω± = ± or ω+ =
4L 4L 2L

43
and ω− = 0, which corresponds to no motion, and hence we ignore this.

The result for ω+ is expected, since we may treat the system as a compound
pendulum with moment of inertia
1
IO = mL2
3
about point O on the cart (which is not moving since M → ∞). The center-of-
mass of the rod is a distance D = L/2 from point O. Using the result
s
mgD
ω= (25)
IO
from basic physics and putting in our expressions for D and IO , we then get
v s
u
u mg(L/2) 3g
ω= t =
mL2 /3 2L

which agrees with ω+ above.

Let us also consider small oscillations about the equilibrium point at xe = 0,

θe = π, for this problem by replacing

cos(θ) = cos(εθ + π) = − cos(εθ ) ' −1

and
sin(θ) = sin(εθ + π) = − sin(εθ ) ' −εθ
thereby removing all orders higher than one. Under these assumptions, the equa-
tions of motion,
1 1
(m + M)ẍ + mLθ̈ cos(θ) − mLθ̇2 sin(θ) + kx = 0
2 2
and
1 1 1
mLẍ cos(θ) + mLẋθ̇ sin(θ) + mL2 θ̈ + mgL sin(θ) = 0
2 3 2
to first order become
1
(m + M)ε̈x − mLε̈θ + kε̈x = 0
2
44
and
1 1 1
− mLε̈x + mL2 ε̈θ − mgLεθ = 0
2 3 2
where εx = x − xe and εθ = θ − θe These equation reduce to

2(m + M)ε̈x − mLε̈θ + 2kεx = 0

and
3ε̈x − 2Lε̈θ + 3gεθ = 0
which in matrix form can be expressed as
" #( ) " #( ) ( )
2(m + M) −mL ε̈x 2k 0 εx 0
+ = .
3 −2L ε̈θ 0 3g εθ 0

By setting ( ) ( ) ( )
εx A1 iωt 0
= e 6=
εθ A2 0
in this equation we get
" #( ) " #( ) ( )
2 2(m + M) −mL A1 iωt 2k 0 A1 iωt 0
−ω e + e =
3 −2L A2 0 3g A2 0
or à " # " #! ( ) ( )
2 2(m + M) −mL 2k 0 A1 0
−ω + =
3 −2L 0 3g A2 0
or " #( ) ( )
2k − 2ω 2 (m + M) mLω 2 A1 0
=
−3ω 2 3g + 2Lω 2 A2 0
in order for ( ) ( )
A1 0
6=
A2 0
we must require that
" #
2k − 2ω 2 (m + M) mLω 2
det 2 =0
−3ω 3g + 2Lω2

and this leads to

(m + 4M)Lω 4 − 2(2kL − 3(m + M)g)ω2 − 6kg = 0

45
so that the natural angular frequencies of the cart-rod system are given by
q
2
2(2kL + 3(m + M)g) ± 4(2kL + 3(m + M)g)2 + 24kgL(m + 4M)
ω± = .
2(m + 4M)L

or simply
v
uà !2
2kL + 3(m + M)g u 2kL + 3(m + M)g 6kg
2
ω± = ±t + .
(m + 4M)L (m + 4M)L (m + 4M)L
2
Note then that ω− < 0 showing that ω− is not real and so
( ) ( )
εx A1
= eiωt
εθ A2

will not be bounded, and hence this equilibrium point is unstable.

12. The Cart-Rod Example: Revisited

Consider the cart-rod system discussed earlier. We saw that the total kinetic
energy of the cart-rod system is given by
1 1 1
T = (m + M)ẋ2 + mLẋθ̇ cos(θ) + mL2 θ̇2 .
2 2 6
In addition, we saw that the total potential energy of the cart-rod system was
given by
1 1
V = kx2 − mgL cos(θ),
2 2
From these, we can now construct
( ) ( )
∂V /∂x kx
= 1
∂V /∂θ 2
mgL sin(θ)

and setting this equal to zero gives the equilibrium points at (xe , θe ) = (0, 0) and
at (xe , θe ) = (0, π). Next we have
" # " #
1
∂ 2 T /∂ ẋ∂ ẋ ∂ 2 T /∂ θ̇∂ ẋ m+M 2
mL cos(θ)
[T] = = 1 1
∂ 2 T /∂ ẋ∂ θ̇ ∂ 2 T /∂ θ̇∂ θ̇ 2
mL cos(θ) 3
mL2

46
and " # " #
∂ 2 V /∂x∂x ∂ 2 V /∂θ∂x k 0
[V] = = 1
∂ 2 V /∂x∂θ ∂ 2 V /∂θ∂θ 0 2
mgL cos(θ)
and so for (xe , θe ) = (0, 0), we have
" # " #
1
m+M 2
mL k 0
[Te ] = 1 1 2 and [Ve ] = 1
2
mL 3
mL 0 2
mgL

and for (xe , θe ) = (0, π), we have

" # " #
m + M − 12 mL k 0
[Te ] = and [Ve ] =
− 12 mL 13 mL2 0 − 12 mgL

Then for (xe , θe ) = (0, 0), we have

det(−ω2 [Te ] + [Ve ]) = 0

or " #
k − (m + M)ω 2 − 12 mLω 2
det =0
− 12 mLω 2 1
2
mgL − 13 mL2 ω 2
which leads to

(m + 4M)Lω 4 − 2(2kL + 3(m + M)g)ω2 + 6kg = 0

as before, and (xe , θe ) = (0, π), we have

det(−ω2 [Te ] + [Ve ]) = 0

or " #
1
k − (m + M)ω 2 2
mLω2
det 1 =0
2
mLω 2 − 2 mgL − 13 mL2 ω2
1

which leads to

(m + 4M)Lω 4 − 2(2kL − 3(m + M)g)ω2 − 6kg = 0

as before.

47