Self-Excited Vibration

Wenjing Ding
Self-Excited Vibration
Theory, Paradigms, and Research Methods
Wenjing Ding
With 228 figures

AUTHOR:
Wenjing Ding Xuemin Zhang
Engineering Mechanics Department Dept. of Electrical Engineerging
Tsinghua University, Beijing China Tsinghua University
Email: dingwj@mail.tsinghua.edu.cn 100084 Beijing ,China
zhangxuemin@tsinghua.edu.cn
Ming Cao
Faculty of Mathematics and Natural Sciences
University of Groningen
The Netherlands
m.cao@rug.nl
ISBN 978-7-302-24296-3
Tsinghua University Press, Beijing
ISBN 978-3-540-69740-468445-9 ISBN 978-3-540-69741-1((((75995-9

(eBook)
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With 228 figures

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㞾▔ᤃࡼ˖⧚䆎ǃ㣗՟ঞⷨおᮍ⊩ = Self-Excited Vibration: Theory, Paradigms, and Research

Methods: 㣅᭛/ϕ᭛䬰㨫. --࣫Ҁ˖⏙ढ໻ᄺߎ⠜⼒ˈ2011.4
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ISBN 978-7-302-24296-3
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Preface
In nature and engineering, there is a type of sustained periodic motion of dynamic

systems not subjected to any outside alternating effect. It is caused by the interaction
among the inside elements of the system, and is consequently named as self-excited
vibration. This type of periodic motion is omnipresent. For example, the steady
pulse in the heart-blood-vessel system of a human is a complicated self-excited
vibration system. So, the continuation of life relies entirely on the sustained periodic
motion. However, in engineering, only a few of the self-excited vibrations are
corresponding to the normal working state of the system, in contrast, most of
them always are the harmful disturbances against the normal working states of the
system. Thus, quite often they are undesired. Whether or not they are desirable, a
thorough understanding of their motion regulation is beneficial in optimizing the
design of systems. In the first half of the last century, many self-excited vibrations
in engineering have been studied and complied into the well-known monographs.
For example, in ‘Mechanical Vibrations’ edited by J. P. Den Hartog and ‘Nonlinear
Vibrations in Mechanical and Electrical System’ edited by J. J. Stoker, the materials
in these monographs manifest main results that can be acquired at that time. The
theory of self-excited vibrations has experienced significant progress in the last
decades. In particular, nonlinear dynamics, founded by H. Poincare in the 19th
century, has greatly advanced with the rapid development of the calculation
technique and the important contributions of many scientists; the Hopf bifurcation
theory is extensively used to analyze various self-excited vibrations, and theoretical
analyses became more rigorous and more comprehensive consequently. However,
in engineering, the seat of self-excited vibrations is ever-changing, whose governing
equations generally belong to different types of differential equations. Therefore,
the results of the analyses appear to be dispersive and their common the features
of the self-excited vibrations have not been fully extracted. This book is devoted
to integrating the recent development in the theory of self-excited vibration with
modern dynamics and control theory. The main goal is to advance the research
about the common behavior and their features in various engineering fields.
i
The first chapter briefly explains the main features of self-excited vibrations
and the remainder of the book is divided into three parts: the first, which consists of
chapters 2 to 5, describes a variety of qualitative and quantitative methods; and
the second is concerned with the detailed analyses of several types of self-excited
vibration in various engineering fields. The analysis results may be used to improve
the effectiveness of the practical design. Furthermore, a cross-fertilization of ideas
will evolve from the different self-excited vibration phenomena so that the common
excitation mechanism in different self-excited vibration systems and the effective
analysis techniques are summarized; the last part, namely, chapter 11, provides a
workable modeling routine for analyzing the unclear self-excited vibration pheno-
menon. In combination with the first part, this part constitutes a set of research
techniques to study all self-excited vibrations in mechanical systems.
The author also wishes to express his appreciation to Professor Shouwen Yu
for his recommendation on this book’s creation. In addition, the author wishes to
appreciate the valuable suggestions from Professor Haiyan Hu. Special thanks
are due to Review Ready Co. for patiently reviewing an early version and making
valuable suggestions. The author would like to thank Dr. Shichao Fan for producing
the computer-generated plots and equations. Last but not least, the author thanks
his daughter, Jinghua Ding, for extensive review and conscientious typing of the
manuscript.
Wenjing Ding
at Tsinghua University
2011.4
ii
Contents
Chapter 1 Introduction..................................................................................... 1
1.1 Main Features of Self-Excited Vibration ................................................ 1
1.1.1 Natural Vibration in Conservative Systems ................................ 1
1.1.2 Forced Vibration under Periodic Excitations .............................. 3
1.1.3 Parametric Vibration ................................................................... 6
1.1.4 Self-Excited Vibration ................................................................ 9
1.2 Conversion between Forced Vibration and Self-Excited Vibration......... 12
1.3 Excitation Mechanisms of Self-Excited Vibration ............................... 13
1.3.1 Energy Mechanism ................................................................... 13
1.3.2 Feedback Mechanism ............................................................... 15
1.4 A Classification of Self-Excited Vibration Systems ............................. 16
1.4.1 Discrete System ........................................................................ 17
1.4.2 Continuous System ................................................................... 17
1.4.3 Hybrid System .......................................................................... 18
1.5 Outline of the Book .............................................................................. 18
References ..................................................................................................... 20
Chapter 2 Geometrical Method ..................................................................... 21

2.1 Structure of Phase Plane ....................................................................... 21
2.2 Phase Diagrams of Conservative Systems............................................ 23
2.2.1 Phase Diagram of a Simple Pendulum...................................... 23
2.2.2 Phase Diagram of a Conservative System ................................ 24
2.3 Phase Diagrams of Nonconservative Systems...................................... 25
2.3.1 Phase Diagram of Damped Linear Vibrator.............................. 25
2.3.2 Phase Diagram of Damped Nonlinear Vibrator ........................ 28
2.4 Classification of Equilibrium Points of Dynamic Systems......................... 32
2.4.1 Linear Approximation at Equilibrium Point ............................. 32
2.4.2 Classification of Equilibrium Points ......................................... 33
2.4.3 Transition between Types of Equilibrium Points ...................... 35
2.5 The Existence of Limit Cycle of an Autonomous System........................ 36
2.5.1 The Index of a Closed Curve with Respect to Vector Field ...... 36
2.5.2 Theorems about the Index of Equilibrium Point....................... 39
2.5.3 The Index of Equilibrium Point and Limit Cycle ..................... 39
iii
2.5.4 The Existence of a Limit Cycle ................................................ 40
2.6 Soft Excitation and Hard Excitation of Self-Excited Vibration ............ 42
2.6.1 Definition of Stability of Limit Cycle....................................... 43
2.6.2 Companion Relations................................................................ 43
2.6.3 Soft Excitation and Hard Excitation ......................................... 45
2.7 Self-Excited Vibration in Strongly Nonlinear Systems ........................ 46
2.7.1 Waveforms of Self-Excited Vibration ....................................... 46
2.7.2 Relaxation Vibration ................................................................. 47
2.7.3 Self-Excited Vibration in a Non-Smooth Dynamic System...... 49
2.8 Mapping Method and its Application ................................................... 52
2.8.1 Poincare Map ............................................................................ 52
2.8.2 Piecewise Linear System .......................................................... 55
2.8.3 Application of the Mapping Method......................................... 56
References ..................................................................................................... 58
Chapter 3 Stability Methods .......................................................................... 59

3.1 Stability of Equilibrium Position .......................................................... 59
3.1.1 Equilibrium Position of Autonomous System........................... 59
3.1.2 First Approximation Equation of a
Nonlinear Autonomous System ................................................ 60
3.1.3 Definition of Stability of Equilibrium Position......................... 60
3.1.4 First Approximation Theorem of Stability of
Equilibrium Position................................................................. 61
3.2 An Algebraic Criterion for Stability of Equilibrium Position............... 62
3.2.1 Eigenvalues of Linear Ordinary Differential Equations ........... 62
3.2.2 Distribution of Eigenvalues of a Asymptotic
Stable System ........................................................................... 63
3.2.3 Hurwitz criterion....................................................................... 63
3.3 A Geometric Criterion for Stability of Equilibrium Position................ 65
3.3.1 Hodograph of Complex Vector D(iZ)....................................... 65
3.3.2 Argument of Hodograph of Complex Vector D(iZ).................. 66
3.3.3 Geometric Criterion for Stability of Equilibrium Position........ 67
3.3.4 Coefficient Condition corresponding to the Second Type
of Critical Stability ................................................................... 68
3.4 Parameter Condition for Stability of Equilibrium Position .................. 70
3.4.1 Stable Region in Coefficient Space........................................... 70
3.4.2 Stable Region in Parameter Space ............................................ 71
3.4.3 Parameter Perturbation on the Boundaries of Stable Region ...... 73
3.5 A Quadratic Form Criterion for Stability of Equilibrium Position ....... 75
3.5.1 Linear Equations of Motion of Holonomic System .................. 75
3.5.2 Quadratic Form of Eigenvectors of a Holonomic System ........ 76
3.5.3 Quadratic Form Criterion for a Holonomic System.................. 78
iv
3.5.4 Influence of Circulatory Force on Stability of
Equilibrium Position................................................................. 78
References ..................................................................................................... 79
Chapter 4 Quantitative Methods ................................................................... 80

4.1 Center Manifold.................................................................................... 80
4.1.1 Concept of Flow........................................................................ 80
4.1.2 Hartman-Grobman Theorem..................................................... 82
4.1.3 Center Manifold Theorem......................................................... 83
4.1.4 Equation of Center Manifold .................................................... 85
4.2 Hopf Bifurcation Method ..................................................................... 87
4.2.1 Poincare-Birkhoff Normal Form............................................... 87
4.2.2 Poincare-Andronov-Hopf Bifurcation Theorem ....................... 91
4.2.3 Hopf Bifurcation Method.......................................................... 94
4.3 Lindstedt-Poincare Method .................................................................. 96
4.3.1 Formulation of Equations ......................................................... 96
4.3.2 Periodic Solution of the van der Pol Equation .......................... 98
4.4 An Averaging Method of Second-Order Autonomous System........... 100
4.4.1 Formulation of Equations ....................................................... 100
4.4.2 Periodic Solution of Rayleigh Equation.................................. 102
4.5 Method of Multiple Scales for a Second-Order
Autonomous System ........................................................................... 103
4.5.1 Formulation of Equation System ............................................ 103
4.5.2 Formulation of Periodic Solution............................................ 104
4.5.3 Periodic Solution of van der Pol Equation.............................. 105
References ................................................................................................... 107
Chapter 5 Analysis Method for Closed-Loop System ................................. 108

5.1 Mathematical Model in Frequency Domain ....................................... 108
5.1.1 Concepts Related to the Closed-Loop System ........................ 108
5.1.2 Typical Components ............................................................... 110
5.1.3 Laplace Transformation .......................................................... 111
5.1.4 Transfer Function.................................................................... 112
5.1.5 Block Diagram of Closed-Loop Systems................................ 113
5.2 Nyquist Criterion ................................................................................ 114
5.2.1 Frequency Response ............................................................... 114
5.2.2 Nyquist Criterion .................................................................... 116
5.2.3 Application of Nyquist Criterion ............................................ 118
5.3 A Frequency Criterion for Absolute Stability of a
Nonlinear Closed-Loop System.......................................................... 121
5.3.1 Absolute Stability.................................................................... 121
5.3.2 Block Diagram Model of Nonlinear
Closed-Loop Systems............................................................. 122
v
5.3.3 Popov Theorems ..................................................................... 123
5.3.4 Application of Popov Theorem............................................... 125
5.4 Describing Function Method .............................................................. 127
5.4.1 Basic Principle ........................................................................ 127
5.4.2 Describing Function................................................................ 128
5.4.3 Amplitude and Frequency of Self-Excited Vibration.............. 130
5.4.4 Stability of Self-Excited Vibration.......................................... 131
5.4.5 Application of Describing Function Method .......................... 131
5.5 Quadratic Optimal Control ................................................................. 133
5.5.1 Quadratic Optimal State Control............................................. 134
5.5.2 Optimal Output Control .......................................................... 136
5.5.3 Application of Quadratic Optimal Control ............................. 137
References ................................................................................................... 139
Chapter 6 Stick-Slip Vibration..................................................................... 140

6.1 Mathematical Description of Friction Force....................................... 140
6.1.1 Physical Background of Friction Force .................................. 141
6.1.2 Three Kinds of Mathematical Description
of Friction Force ..................................................................... 141
6.2 Stick-Slip Motion ............................................................................... 145
6.2.1 A Simple Model for Studying Stick-Slip Motion.................... 145
6.2.2 Non-Smooth Limit Cycle Caused by Friction ........................ 147
6.2.3 First Type of Excitation Effects for Stick-Slip Motion ........... 148
6.3 Hunting in Flexible Transmission Devices......................................... 148
6.3.1 A Mechanical Model and its Equation of Motion................... 149
6.3.2 Phase Path Equations in Various Stages
of Hunting Motion.................................................................. 151
6.3.3 Topological Structure of the Phase Diagram........................... 153
6.3.4 Critical Parameter Equation for the Occurrence
of Hunting............................................................................... 156
6.4 Asymmetric Dynamic Coupling Caused by Friction Force........................ 159
6.4.1 Mechanical Model and Equations of Motion.......................... 159
6.4.2 Stability of Constant Velocity Motion
of Dynamic System ................................................................ 161
6.4.3 Second Type of Excitation Effect for Stick-Slip Motion ........ 164
References ................................................................................................... 166
Chapter 7 Dynamic Shimmy of Front Wheel ............................................. 167

7.1 Physical Background of Tire Force .................................................... 167
7.1.1 Tire Force................................................................................ 168
7.1.2 Cornering Force ...................................................................... 169
7.1.3 Analytical Description of Cornering Force............................. 170
7.1.4 Linear Model for Cornering Force.......................................... 172
vi
7.2 Point Contact Theory.......................................................................... 174
7.2.1 Classification of Point Contact Theory ................................... 174
7.2.2 Nonholonomic Constraint....................................................... 176
7.2.3 Potential Energy of a Rolling Tire .......................................... 177
7.3 Dynamic Shimmy of Front Wheel...................................................... 179
7.3.1 Isolated Front Wheel Model ................................................... 179
7.3.2 Stability of Front Wheel under Steady Rolling ....................... 181
7.3.3 Stable Regions in Parameter Plane ......................................... 182
7.3.4 Influence of System Parameters on Dynamic
Shimmy of Front Wheel ......................................................... 183
7.4 Dynamic Shimmy of Front Wheel Coupled with Vehicle ...................... 184
7.4.1 A Simplified Model of a Front Wheel System........................ 184
7.4.2 Mathematical Model of the Front Wheel System ................... 185
7.4.3 Stability of Steady Rolling of the Front Wheel System .......... 187
7.4.4 Prevention of Dynamic Shimmy in Design Stage................... 189
References ................................................................................................... 190
Chapter 8 Rotor Whirl ................................................................................. 191

8.1 Mechanical Model of Rotor in Planar Whirl ...................................... 191
8.1.1 Classification of rotor whirls .................................................. 192
8.1.2 Mechanical Model of Whirling Rotor..................................... 193
8.2 Fluid-Film Force................................................................................. 195
8.2.1 Operating Mechanism of Hydrodynamic Bearings................. 195
8.2.2 Reynolds’ Equation................................................................. 196
8.2.3 Pressure Distribution on Journal Surface................................ 199
8.2.4 Linearized Fluid Film Force ................................................... 202
8.2.5 Concentrated Parameter Model of Fluid Film Force .............. 204
8.2.6 Linear Expressions of Seal Force ........................................... 207
8.3 Oil Whirl and Oil Whip ...................................................................... 208
8.3.1 Hopf Bifurcation leading to Oil Whirl of Rotor...................... 208
8.3.2 Threshold Speed and Whirl Frequency................................... 212
8.3.3 Influence of Shaft Elasticity on the Oil Whirl of Rotor .......... 215
8.3.4 Influence of External Damping on Oil Whirl ......................... 218
8.3.5 Oil Whip ................................................................................. 222
8.4 Internal Damping in Deformed Rotation Shaft................................... 226
8.4.1 Physical Background of Internal Force of Rotation Shaft ...... 226
8.4.2 Analytical Expression of Internal Force of Rotation Shaft ..... 227
8.4.3 Three Components of Internal Force of Rotation Shaft.......... 231
8.5 Rotor Whirl Excited by Internal Damping.......................................... 232
8.5.1 A Simple Model of Internal Damping Force
of Deformed Rotating Shaft ................................................... 232
8.5.2 Synchronous Whirl of Rotor with Unbalance......................... 233
8.5.3 Supersynchronous Whirl......................................................... 236
vii
8.6 Cause and Prevention of Rotor Whirl................................................. 237
8.6.1 Structure of Equation of Motion ............................................. 238
8.6.2 Common Causes of Two Kinds of Rotor Whirls .................... 239
8.6.3 Preventing the Rotor from Whirling ....................................... 239
References ................................................................................................... 240
Chapter 9 Self-Excited Vibrations from Interaction

of Structures and Fluid .............................................................................. 243
9.1 Vortex Resonance in Flexible Structures ............................................ 243
9.1.1 Vortex Shedding...................................................................... 244
9.1.2 Predominate Frequency .......................................................... 246
9.1.3 Wake Oscillator Model ........................................................... 249
9.1.4 Amplitude Prediction .............................................................. 253
9.1.5 Reduction of Vortex Resonance .............................................. 254
9.2 Flutter in Cantilevered Pipe Conveying Fluid .................................... 255
9.2.1 Linear Mathematical Model.................................................... 255
9.2.2 Critical Parameter Condition .................................................. 258
9.2.3 Hopf Bifurcation and Critical Flow Velocity .......................... 261
9.2.4 Excitation Mechanism and Prevention of Flutter.................... 265
9.3 Classical Flutter in Two-Dimensional Airfoil..................................... 268
9.3.1 A Continuous Model of Long Wing........................................ 268
9.3.2 Critical Flow Velocity of Classical Flutter.............................. 270
9.3.3 Excitation Mechanism of Classical Flutter ............................. 273
9.3.4 Influence of Parameters of the Wing on Critical
Speed of Classical Flutter....................................................... 274
9.4 Stall Flutter in Flexible Structure........................................................ 277
9.4.1 Aerodynamic Forces Exciting Stall Flutter............................. 278
9.4.2 A Mathematical Model of Galloping in the
Flexible Structure ................................................................... 281
9.4.3 Critical Speed and Hysteresis Phenomenon of Galloping ...... 282
9.4.4 Some Features of Stall Flutter and its Prevention Schemes.... 286
9.5 Fluid-Elastic Instability in Array of Circular Cylinders ..................... 288
9.5.1 Fluid-Elastic Instability........................................................... 289
9.5.2 Fluid Forces Depending on Motion of Circular Cylinders ..... 290
9.5.3 Analysis of Flow-Induced Vibration....................................... 292
9.5.4 Approximate Expressions of Critical Flow Velocity............... 294
9.5.5 Prediction and Prevention of Fluid-Elastic Instability ............ 298
References ................................................................................................... 299
Chapter 10 Self-Excited Oscillations in Feedback Control System .......... 302

10.1 Heating Control System.................................................................... 303
10.1.1 Operating Principle of the Heating Control System............ 303
viii
10.1.2 Mathematical Model of the Heating Control System.......... 303
10.1.3 Time History of Temperature Variation............................... 305
10.1.4 Stable Limit Cycle in Phase Plane....................................... 306
10.1.5Amplitude and Frequency of Room
Temperature Derivation ....................................................... 307
10.1.6 An Excitation Mechanism of Self-Excited Oscillation ....... 308
10.2 Electrical Position Control System with Hysteresis ......................... 308
10.2.1 Principle Diagram ............................................................... 308
10.2.2 Equations of Position Control System with
Hysteresis Nonlinearity ....................................................... 310
10.2.3 Phase Diagram and Point Mapping ..................................... 311
10.2.4 Existence of Limit Cycle..................................................... 313
10.2.5 Critical Parameter Condition............................................... 314
10.3 Electrical Position Control System with Hysteresis
and Dead-Zone.................................................................................. 315
10.3.1 Equation of Motion ............................................................. 315
10.3.2 Phase Diagram and Point Mapping ..................................... 316
10.3.3 Existence and Stability of Limit Cycle................................ 318
10.3.4 Critical Parameter Condition............................................... 321
10.4 Hydraulic Position Control System .................................................. 322
10.4.1 Schematic Diagram of a Hydraulic Actuator....................... 322
10.4.2 Equations of Motion of Hydraulic Position
Control System.................................................................... 323
10.4.3 Linearized Mathematical Model ......................................... 325
10.4.4 Equilibrium Stability of Hydraulic Position
Control System .................................................................... 327
10.4.5 Amplitude and Frequency of Self-Excited Vibration .......... 328
10.4.6 Influence of Dead-Zone on Motion of Hydraulic
Position Control System...................................................... 330
10.4.7 Influence of Hysteresis and Dead-Zone on Motion
of Hydraulic Position Control System................................. 334
10.5 A Nonlinear Control System under Velocity Feedback
with Time Delay................................................................................ 338
References ................................................................................................... 344
Chapter 11 Modeling and Control............................................................... 345

11.1 Excitation Mechanism of Self-Excited Oscillation........................... 346
11.1.1 An Explanation about Energy Mechanism .......................... 346
11.1.2 An Explanation about Feedback Mechanism ...................... 347
11.1.3 Joining of Energy and Feedback Mechanisms .................... 349
11.2 Determine the Extent of a Mechanical Model .................................. 350
11.2.1 Minimal Model and Principle Block Diagram .................... 351
ix
11.2.2 First Type of Extended Model ............................................. 352
11.2.3 Second Type of Extended Model......................................... 355
11.3 Mathematical Description of Motive Force...................................... 358
11.3.1 Integrate the Differential Equations of
Motion of Continuum ........................................................... 358
11.3.2 Use of the Nonholonomic Constraint Equations ................. 359
11.3.3 Establishing Equivalent Model of the Motive Force........... 360
11.3.4 Construct the Equivalent Oscillator of Motive Force.......... 361
11.3.5 Identification of Grey Box Model ....................................... 362
11.3.6 Constructing an Empiric Formula of the Motive Force....... 363
11.4 Establish Equations of Motion of Mechanical Systems ..................... 365
11.4.1 Application of Lagrange’s Equation of Motion................... 365
11.4.2 Application of Hamilton’s Principle.................................... 368
11.4.3 Hamilton’s Principle for Open Systems .............................. 372
11.5 Discretization of Mathematical Model of a Distributed
Parameter System ............................................................................. 374
11.5.1 Lumped Parameter Method ................................................. 374
11.5.2 Assumed-Modes Method..................................................... 376
11.5.3 Finite Element Method ........................................................ 379
11.6 Active Control for Suppressing Self-Excited Vibration....................... 380
11.6.1 Active Control of Flexible Rotor......................................... 381
11.6.2 Active Control of an Airfoil Section with Flutter................ 384
References ................................................................................................... 387
Subject Index.................................................................................................... 390
x
Chapter 1 Introduction
Abstract: This chapter discusses three subjects associated with self-excited

vibration. The main contents are divided into four sections: the first is devoted
to explain several features of self-excited vibration by comparing it with other
sustained periodic motions; the second indicates the mutual conversion
between forced vibration and self-excited vibration; the third surveys excitation
mechanisms leading to self-excited vibration; and the fourth is concerned
with a classification of self-excited vibration systems, which depends on the
type of the differential equations of the motions. In addition, the outline of
this book is given at the end of this chapter.
Keywords: periodic motions, self-excited vibration, nonlinear systems,
excitation mechanisms, clasification
1.1 Main Features of Self-Excited Vibration

In nature and engineering, there are four types of sustained periodic motions,
namely, the natural vibration in conservative systems, the forced vibration caused
by the periodic excitation, the parametric vibration in the nonautonomous system
with periodic parameters, and the self-excited vibration in autonomous systems.
1.1.1 Natural Vibration in Conservative Systems
The natural vibration in conservative systems takes place in the absence of

external excitation. It is well known that the sum of the kinetic energy and the
potential energy in conservative systems remains constant, but the energy
interconversion leads to periodic variation of the generalized coordinates and the
generlized velocities of the system.
A simple pendulum is a paradigm of conservative systems, and we can find
general features of the natural vibration in nonlinear conservative systems by
analyzing its sway motion with large amplitude. According to the conservation
theorem of energy[1], we have
T U E, (1.1)
where T is the kinetic energy of the simple pendulum, U is the potential energy,
E is the total energy, which is an arbitrary constant. Obviously, the kinetic and
potential energies of the simple pendulum can be expressed as the following,
1 2 2
T ml T , U mgl (1 cosT ),
2
where m is the mass of the simple pendulum, g is the gravitational acceleration,
l is the length of the pendulum, T is the deviation angle, and T is the angular
velocity. If let T T 0, at the highest point of the motion, then,
T T 0 0 , U (T 0 ) E mgl (1 cosT 0 ) .
Using the trigonometric identity, we obtain
U 2mgl sin 2 (T / 2)
and
E 2mgl sin 2 (T 0 / 2) .
Expressing the kinetic energy as the difference between the total energy and the
potential energy yields
1 2 2
ml T 2mgl[sin 2 (T 0 2) sin 2 (T / 2)]
2
or
1
g
T 2 [sin 2 (T 0 / 2) sin 2 (T / 2)] 2 , (1.2)
l
from which we have
1
1 l
dt [sin 2 (T 0 / 2) sin 2 (T / 2)] 2 dT .
2 g
This equation may be integrated to get the analytical expression of the period W.
Actually, the motion is symmetrical, and the integral over T from T to T T 0
yields W / 4. Hence,
1
l T0
g ³0
W 2 [sin 2
(T 0 / 2) sin 2
(T / 2)] 2
dT ,
which is an elliptic integral of the first kind. This may be seen more clearly by
making the substitutions
sin(T / 2)
z , k sin(T 0 / 2) .
sin(T 0 / 2)
2
This yields
1
cos(T / 2) (1 k 2 z 2 ) 2
dz dT dT ,
2sin(T 0 / 2) 2k
from which we have
1
l 1
g ³0
W 4 [(1 z 2
)(1 k 2 2
z ) 2
]dz . (1.3)
In order to get vibratory motion, let T 0 S , or equivalently, let sin(T 0 / 2) k 1.

1

In this case, the integral in the Eq. (1.3) can be evaluated by expanding (1 k 2 z 2 ) 2
in a power series[1]:
1
k 2 z 2 3k 4 z 4
(1 k 2 z 2 ) 2
1 ". (1.4)
2 8
Then, the expression for the period becomes
l § k 2 9k 4 ·
W 2 ¨1 "¸ . (1.5)
g © 4 64 ¹
If k is not too large, i.e., T 0 is less than / 2 , the expansion converges rapidly,
§T T3 ·
then, k # ¨ 0 0 ¸ , and the result is corrected to the fourth order, which is
© 2 48 ¹
l § 1 2 1 ·
W # 2 ¨1 T 0 T 04 "¸ . (1.6)
g © 16 3072 ¹
Therefore, we see that although the simple pendulum is not isochronous and
the solution of the differential Eq. (1.2), which describes the motion of the simple
pendulum, cannot be a harmonic function, it is nearly so for small amplitude of
vibration.
1.1.2 Forced Vibration under Periodic Excitations
Vibrations that take place as a result of external excitation are called forced
vibrations. When the excitation is a periodic oscillatory, the system is forced to
vibrate at the excitation frequency. If the frequency of the excitation coincides
with one of the natural frequencies of the system, the condition of resonance is
3
encountered. In the simplest case of forced vibration, an external driving force

varying harmonically with time is applied to a linear system with single degree
of freedom. The differential equation of such a motion in the form of a mass-
damper-spring model is[2]:
mx cx kx mA cos : t ,
where m is the mass, c is the coefficient of viscous damping, k is the spring
stiffness, A is the magnitude parameter, and : is the frequency of the harmonic
excitation.
The previous equation can be written as follows:

x 2 E x Z 02 x A cos : t , (1.7)
where E c / 2m is the damping parameter and Z0 k / m is the natural frequency
in the absence of damping.
The solution for Eq. (1.7) consists of two parts: a complementary function
xc (t ), which is the solution of Eq. (1.7) with the right-hand side equal to zero, as
the homogeneous differential equation, plus a particular solution x p (t ), which
reproduces the right-hand side. The complementary solution is clearly the general
solution of the homogeneous differential equation, and it can be written as follows[2]:
xc (t ) e E t ª A1 exp
¬«
E 2 Z02 t A2 exp ¼
E 2 Z 02 t º» .
For the particular solution, we try

x p (t ) D cos(: t G ) .
Substituting x p (t ) in Eq. (1.7) and expanding cos(: t G ) and sin(: t G ) , we

obtain
^ A D ª¬(Z : ) cos G 2:E sin G º¼` cos : t

2
0
2
^D ª¬(Z : )sin G 2:E cos G º¼` sin : t

2
0
2
0
Since sin : t and cos : t are linearly independent functions, this equation can be
satisfied in general only if the coefficient of each term vanishes identically. From
the sin : t term, we have
2:E
tan G ,
Z02 : 2
so that
2:E Z02 : 2
sin G , cos G .
(Z 02 : 2 )2 4: 2 E 2 (Z02 : 2 )2 4: 2 E 2
4
From the coefficient of the cos : t term, we have
A
D .
(Z : ) 4: 2 E 2
2
0
2 2
Thus, the particular integral is
A
x p (t ) cos(: t G )
(Z : ) 4: 2 E 2
2
0
2 2
with
§ 2:E ·
G tan 1 ¨ 2 2 ¸
.
© Z0 : ¹
The general solution of a non-homogeneous linear differential equation is
x(t ) x p (t ) xc (t ) ,
where the term xc (t ) represents transient response. The terms contained in this
solution damp out with time because of the factor exp( E t ). The term x p (t )
represents the steady state response and contains all of the information when t is
much longer than 1/ E i.e.,
x(t ı 1 E ) x p (t ) . (1.8)
The previous steady state response x p (t ) describes a type of permanent periodic

motion. Thus, a linear system with single degree of freedom is driven by an
excitation varying harmonically with time t, and the resultant forced vibration must
be a harmonic function with the excitation frequency. However, its amplitude
depends on the magnitude of the excitation and the parameters of the linear
system. In addition, since any linear system with multiple degrees of freedom is
driven by an excitation varying harmonically with time, the resultant forced vibration
maintains the above properties deduced from the linear system with single degree
of freedom.
The response of a nonlinear system driven by harmonic excitation identically
contains the transient response xc (t ) and the steady state response x p (t ). Since
some damping is always present in a physical vibration system, the transient
response must be damped out so that the vibration motion of the system is sustained
only by the steady response with the excitation frequency : . When the excitation
frequency : is close to the frequency Zi , which is one of the natural frequencies
of the reduced linear system, the steady periodic response is very intensive and is
called primary resonance or main resonance of the native nonlinear system[3].
An essential difference between linear and nonlinear vibration systems is the
5
fact that the latter present not only periodic vibrations with the excitation frequency
: , but also periodic vibrations very often observed with circular frequencies : /2,
: /3 ," : /n , which are called subharmonic resonances, and periodic vibrations
with circular frequencies 2: , 3: ," n: , which are called superharmonic
resonances.
For linear vibration systems, the superposition method can be used to solve
the case of the simultaneous excitations caused by two harmonic forces with
frequencies :1 and : 2. The forced vibration contains only two components with
the circular frequencies :1 and : 2 . However, in the nonlinear case, completely
new types of vibrations may result and it is no longer possible to apply the
superposition method. Consider the undamped Duffing equation when there are
simultaneous excitations with two frequencies :1 and : 2. The forced vibration
now contains terms with circular frequencies : 2 r 2:1 and :1 r 2: 2 , which are
designated as combination frequencies. Such complicated phenomena have been
observed in various nonlinear electric and electronic circuits.
The above discussion is restricted to the vibration phenomena occurring in a
system with single degree of freedom, which has only single natural frequency and
a single mode of motion. In contrast, a system with n degrees of freedom has n
natural modes, which produce new physical phenomena such as internal resonance,
combinational resonances, saturation, and the nonexistence of responses to a
periodic excitation in the presence of positive damping. However, all of these lie
beyond the scope of this book.
1.1.3 Parametric Vibration
In contrast with the external excitation in the forced vibration that appears as
inhomogeneities in the governing differential equation, the excitation in the
parametric vibration appears as the coefficients in the governing differential
equation. Thus, the equation is led to a differential equation with time-varying
coefficients. This type of excitation is called parametric excitation. Moreover, while
a small excitation in external excitations can produce a large response only when
the frequency of the excitations is close to one of the natural frequencies of the
system, a small parametric excitation can produce a large response if the frequency
of the excitation is close to one half of the natural frequencies of the system.
M. Faraday (1831) is considered the first person to recognize the phenomenon of
parametric resonance. He noted that the surface wave in a fluid-filled cylinder under
the influence of vertical excitations had twice the period of the excitation[3].
The problem of parametric resonance arises in many branches of physics and
engineering. One of the important problems is dynamic instability, which is the
response of mechanical and elastic systems to time-varying loads, especially
periodic loads.
6
Here, let us consider a simple example of parametrically excited systems, i.e., the
inverted pendulum illustrated in Fig. 1.1[4]. A particle is attached to the upper end
of a light rigid rod. When the lower end of the inverted pendulum is constrained
on a pivot to turn, this equilibrium position is obviously not stable. However, if
the rod, instead of being constrained to rotating about the fixed lower end, is
permitted to move with the lower end sliding freely on a vertical line, it is possible
to convert the inverted unstable equilibrium position into a stable one by applying
a vertical periodic force with proper amplitude and frequency to the lower end of
the rod. The motion is assumed to take place in the X-Y plane under the action of
the weight mg, the external applied force Fy, and the force Fx provided by the
constraint at point A, the end of the rod. The x-coordinate of point B is given by
x l sin T (1.9)
Figure 1.1 Inverted Pendulum
Since the mass of the rod is neglected, the equation of the motion of the system is
written as follows:
mx Fx (1.10)
Fy l sin T Fx l cosT 0 (1.11)
When the deviation angle T is sufficiently small, by eliminating x and Fx from

Eq. (1.10) by using Eqs. (1.9) and (1.11), the following differential equation is
obtained.
mlT FyT 0 (1.12)
The applied vertical force Fy (t) is assumed to be given in the form
Fy (t ) mg mA cos Z t . (1.13)
7
In this case, Eq. (1.12) becomes
§g A ·
T ¨ cos Z t ¸T 0. (1.14)
©l l ¹
The previous equation is linear and the coefficient of T is a harmonic function to
time. Such an equation is known as Mathieu’s equation. Introduce the following
notations
4g 2A Zt
x T, G , H , W , (1.15)
lZ 2 lZ 2 2
and transform the time scale into a dimensionless one so that Eq. (1.14) is reduced
to the standard form of Mathieu’s equation,
xcc G 2H cos 2W x 0, H 1. (1.16)

Mathieu’s equation has two types of the normal solutions, namely unbounded
and bounded[3]. The unbounded solution can be divided qualitatively into two
different types as shown in Fig. 1.2. The first type is oscillatory with amplitude
that increases exponentially with time, while the second type is non-oscillatory and
also increases exponentially with time. The bounded solution is aperiodic, varying
with two frequencies. Depending on the ratio of these frequencies, the bounded
solution may exhibit many shapes as shown in Fig. 1.3. When the ratio is very
small, the solution is almost periodic and the amplitude and the phase have a
high-frequency modulation (a). When the ratio is of the same order, the shape of
the solution is complicated, as in (b) and (c).
Figure 1.2 Two Types of Unbounded Solutions of the Mathieu’s Equation
Figure 1.3 Different Shapes of Bounded Solutions of the Mathieu’s Equation
8
Mathieu’s Eq. (1.16) produces the unbounded or the bounded solution depending
on the combination of parameters G and H. Thus, theG -H plane should contain the
regions of stability and instability as shown in Fig. 1.4[3], in which the shaded
areas are unstable. Obviously, the curves between the stable and the unstable regions
of the G -H plane are loci of transition values of the combination of parameters G
and H. Along these curves, at least one of the normal solutions is periodic, which
has the period Sor 2S. Fig. 1.4 is called the Strutt diagram, after J. Strutt (1928)
and B. van der Pol and J. Strutt (1928)[5].
Figure 1.4 Regions of Stability and Instability of the Solutions of the Mathieu’s
Equation[3]
1.1.4 Self-Excited Vibration
Just as its name implies, self-excited vibration is caused by the interaction of all
elements inside a stationary dynamic system.
In engineering, there are various types of self-excited vibrations, such as whirl
of rotor, flutter of wing, shimmy of front wheel, and so on. Here, we introduce an
electronic oscillatory circuit shown in Fig. 1.5(a), which is a common assembly
in various electronic devices. The tunnel diode is a nonlinear element and its
Figure 1.5 Diode Oscillatory Circuit and Diode Characteristic Curve
9
current-voltage characteristic curve is shown in Fig. 1.5(b)[6]. The curve is described

by the following function:
I I 0 J (U U 0 ) G (U U 0 )3,
where Jand G are the experimental constants of the tunnel diode. This tunnel
diode behaves like an ordinary resister at the low and high voltages, but there is
an intermediate region that has negative resistance. Consequently, this leads to
amplification of small oscillations in the circuit when the working point is chosen
at A(U0, I0) in Fig. 1.5(b).
It is easy to write the following algebraic equation of the motion for the circuit:
I L I U I C 0
with
1 dU
L³
IL Udt , I C C .
dt
Using the theorem of circuits, we have the differential equation
dU 1
C I (U ) ³ Udt 0.
dt L
Differentiating the previous equation, we obtain
d 2U 1 dI U 1
2
U 0
dt C dt LC
or
d 2U 1 dU
2
ª¬ J 3G (U U 0 )2 º¼ Z02U 0.
dt C dt
Then, we introduce the resonant frequency of LC circuit, Z , and the dimensionless
coordinate of the variation of voltage, x, namely,
1 U U0
Z 02 , x .
LC U0
The previous differential equation can be written with respect to time t as follows:
xcc P (1 E x 2 ) xc Z02 x 0 (1.17)

with
J 3G CU 02
P , E .
C J
10
Introducing dimensionless time W Z 0t, we obtain the dimensionless equation of

the diode oscillatory circuit, i.e.,
x H (1 E x 2 ) x x
0 (1.18)
with
P
H .
Z0
The above equation for the oscillator with nonlinear damping is named van der
Pol equation for it was originally formulated by Dutch physicist B. van der Pol
around 1920 to describe oscillations in a triode circuit[7].
Figure 1.6 shows the features of the time history of x (t ) for H 0.1 and E 1/3.
It is nearly a harmonic oscillation. When H is large enough, say, H 10, x (t ) will
become a jerky oscillation. The numerical results with different initial conditions
show that if the parameters of Eq. (1.18), H and E, are given, the amplitude of the
steady solution is a constant.
Figure 1.6 The Solutions of van der Pol Equation
As mentioned before, an essential difference between self-excited vibration

and forced or parametric vibration is whether the excitation comes from internal
11
elements of the system. The self-excited vibration does so, while the forced and
parametric vibrations are exerted by external elements of the systeme. Thus, from
now on, we devote attention to the natural vibration in a conservative system and to
self-excited vibration. It is already known that the amplitude and the frequency of
the natural vibration in a conservative system vary continuously with the change of
the initial state of motion. Thus, if all of the parameters of the conservative system
are given, its amplitude and frequency may take arbitrary values in accordance
with the intensity of the initial disturbance, as discussed before. In contrast, if all
of the parameters of a self-excited vibration are given, the magnitude and the
frequency have their own constant values respectively, despite the intensity of its
initial disturbance.
So far, we have spread out the features of four types of the sustained periodic
motion. For the differences amang them are fundamental, they should be investigated
respectively.
1.2 Conversion between Forced Vibration and Self-Excited

Vibration
In nature and engineering, it seems that there are much more forced vibrations
than self-excited vibrations. However, this conception may be debated in some
way if the number of elements of the studied system is sufficiently growing. In
fact, if we enlarge the studied system to an extent large enough, the prior external
excitation that leads to the forced vibration will be transformed into its internal
excitation. With the conversion from the external excitation to the internal one,
the periodic motion, which has been claimed to be a forced vibration, should be
incorporated into the self-excited vibration category in the extended dynamic
system.
To demonstrate the conversion between forced vibration and self-excited vibration,
let us consider a simple example here.
It is known that the vortex resonance is an important technical problem. When
a fluid flow crosses a cylindrical structure, the wake behind the structure is no
longer regular but distinct vortices of the pattern shown in Fig. 1.7[8] will be found
in it. The vortices are alternately clockwise and anticlockwise. They are shed from
the cylinder in a perfect regular manner, and are associated with an alternating
side-wise force. The vortex shedding on alternate sides of the cylinder causes a
harmonically varying force on the cylinder in a direction perpendicular to that of
the stream. The vortices come off with a natural frequency. This phenomenon has
been studied experimentally and it has been found that the frequency has a definite
relation with both the diameter of the cylinder and the velocity of the stream. If
the frequency of the vortex shedding coincides with the natural frequency of the
structure, a vortex resonance will occur, which may be destructive. Obviously, the
12
1.3 Excitation Mechanisms of Self-Excited Vibration
mechanism of vortex shedding from a stationary cylinder is truly a self-excited one

because there is no alternation in the approaching stream. Thus, if the approaching
stream and the cylinder structure are coupled as a dynamic system, the vortex
resonance should be referred to as the self-excited vibration. In contrast, if the
cylinder structure is isolated from the stream and is considered as a dynamic
system, the alternating force caused by the vortex shedding is an external force
and the vortex resonance should belong to the forced vibration category.
Figure 1.7 Karman Vortices in a Wakes
Thus, if we reduce the number of elements contained in the self-excited vibration

system small enough, the internal force that introduces the self-excited vibration
is transformed into the external one, consequently, the prior self-excited vibration is
converted into the forced vibration. In contrast, if the extent of the forced vibration
system is expanded sufficiently, the external force that excites the forced vibration
is transformed into its internal force, consequetly, the prior forced vibration is
converted into the self-excited vibration. As long as the studied vibration system
is extended large enough from the original extent, the problem incorporated in the
forced vibration will be converted into that of the self-excited vibration. In this
way, we can say that there are much more problems of true self-excited vibrations
than we usually think.

As mentioned before, self-excited vibration is a type of sustained periodic motion
with its natural features. When we study it, the first thing is to find the causes of the
periodic motion, that is, the excitation mechanism of the self-excited vibration.
By summarizing a large number of investigations about self-excited vibrations in
nature and engineering, at least two common excitation mechanisms have been
found, namely, energy mechanism and feedback mechanism. These are described
in detail below.
1.3.1 Energy Mechanism
According to the conversion principle between energy and work in mechanics,
13
the energy variation of the mechanical system is equal to the work done the
nonconservative forces. For the self-excited vibration system, it must be equal to
zero in a whole cycle. Let us choose a nonconservative system with a single degree
of freedom. Its governing equation may be written in the form
mx h( x, x ) f ( x) 0 , (1.19)
where m is the equivalent mass of the system, x the corresponding displacement,
f ( x) the potential force, and h( x, x ) the nonconservative force of the system.
With kinetic energy T mx 2 / 2, and potential energy U ³ f ( x)dx , Eq. (1.19)
may be written as follows:
d(T U ) h( x, x )dx .

The above equation shows that if h( x, x ) is a positive definite function, the
total energy E T U is monotonically decreasing and the system asymptotically
tends to a stable equilibrium. In contrast, if h( x, x ) is a negative definite function,
the total energy E is monotonically increasing and the system has an unstable
equilibrium. Consequently, the motion of the system tends to diverge from unstable
equilibrium.
However, there are numerous vibration problems when h( x, x ) is not a definite
function and does not take only positive values or negative values. The energy of
the system then does not necessarily decrease monotonically. It may also increase.
A periodic motion may exist in the system, namely, self-excited vibration.
Considerable insight into such vibration phenomena is obtained by assuming
that the vibrations are quasi-harmonic, that is, they are described by x
a(t )[sin Z t \ (t )] , where Z is a constant and a(t) and \ (t) are parameters changing
slowly. It is also assumed that the physical process is of a type whose damping
terms can be separated from the excitation terms in h( x, x ). In this case, both the
lost energy ED (a) due to damping during a full vibration and the energy
EZ (a) provided by the excitation mechanism may be computed as functions of
the amplitude a[9]. Therefore, we have
T
³ 0
h( x, x ) xdt ED (a) EZ (a ) . (1.20)
For a periodic solution, we must have ED (a) EZ (a) , from which we can
determine the amplitude of the self-excited vibration. As a simple example, an
electronic oscillator circuit has been shown in Fig. 1.5(a). Its differential equation
of motion is Eq. (1.18), in which the function h( x, x ) H (1 x 2 ) x is not a
definite one. Therefore, it can produce self-excited oscillation, and the relevant
experiment results have verified the prediction. Hence, Eq. (1.20) becomes an
analytical description of the energy mechanism of the self-excited vibration.
14
1.3.2 Feedback Mechanism
Self-excited vibration occurs in both mechanical systems and some generalized

dynamic systems. The motion in the latter is not only subjected to the laws and
theorems in mechanics, but also the fundamental principles for a generalized
dynamic system. A large number of generalized dynamic systems have internal
feedback channels and become closed-loop systems. In other words, these systems
do not only have forward channels, but also at least a feedback channel. It is known
that negative feedback always increases the equilibrium stability, whereas positive
feedback produces the opposite effect on the system.
A fluid-solid coupling system is shown in Fig. 1.7, in which there are two
channels: the first acting from the cylinder structure to the stream represents a
forward channel and the second acting from the stream to the cylinder structure
is a feedback channel. These two channels combine to form a closed-loop system,
depicted in Fig. 1.8.
Figure 1.8 Block Diagram of Fluid-Solid Coupling System
Physicist Harkevich has already proposed a type of excitation mechanism that

drives self-excited vibrations. As interpreted in Fig. 1.9, the energy source supplies
necessary energy to the vibratory body through a valve whose opening is controlled
by the feedback channel information from the vibratory body. Assuming that the
motion of the vibratory body increases for some reason, if the opening of the valve
shrink, the feedback is referred to as a negative one and the equilibrium position
of the system will be stable. In contrast, if the opening of the valve also expands,
the feedback is referred to as a positive one and the equilibrium position will be
unstable. Self-excited vibrations occur frequently in the latter type of closed-loop
systems.
Figure 1.9 Feedback Mechanism of Self-Excited Vibration
15
The confirmation of feedback mechanism not only gives people to understand

excitation mechanism of the self-excited vibration, but also encourages the inves-
tigation of more complicated self-excited vibration phenomena in engineering.
As an example of self-excited vibration driven by feedback mechanism, the
hunting in early steam turbine is depicted in Fig. 1.10[8]. This self-excited vibration
phenomenon has been observed in early steam turbines operating in conjunction
with an inertia governor of the direct-acting type. By this means, the speed transducer
of the governor, i.e., the flyballs, is mechanically connected with the steam-supply
throttle valve directly. The forward channel consists of the boiler, the throttle valve,
the steam pipe, and the turbine. The feedback channel consists of the governor,
transmission linkages, and the throttle valve. When the speed of turbine A increases
for some reason, the flyballs lift the sleeve of the governor B somewhat higher,
thereby compressing the opening of the steam valve C. Therefore, less steam is
admitted to the turbine, and its speed falls. Since there is inertia in the system, the
speed will decrease below the normal level, which will result in the governor
opening the valve more than the normal level. In this manner, speed oscillation
of the turbine occurs, which may be either damped or self-excited, depending on
the parameters of the system. Thus, the unstable case occurs in such steam
turbines frequently.
Figure 1.10 Watt Governor and its Controlled Steam Turbine
In general, the causes of self-excited vibrations in engineering can be explained

with the energy mechanism and the feedback mechanism introduced above.
1.4 A Classification of Self-Excited Vibration Systems

First, let us clarify a mathematical feature of the equation governing the self-
excited vibration. As mentioned above, self-excited vibration is only one type of
the sustained vibrations occurring in nonlinear systems and it is not produced by
any external excitation. Therefore, its differential equations of motion do not possess
16
1.4 A Classification of Self-Excited Vibration Systems
the terms containing explicit time t. Such differential equations are referred to as
autonomous equations and the self-excited vibration is just a periodic solution of
the autonomous equation. In fact, the periodic solution not only guarantees the
basic features of the self-excited vibration, but also provides benefits to study its
motion process.
The type of the differential equations of motion governing the dynamic systems
is basically related to the number of the variables describing the configuration of
the system. Therefore, to classify self-excited vibration systems according to the
number of generalized coordinates is meaningful. Generally, there are three types:
discrete system, continuous system, and hybrid system.
1.4.1 Discrete System
If the configuration of a dynamic system can be uniquely described by a finite

number of generalized coordinates, the differential equations of motion are a
group of ordinary differential equations and the dynamic system is referred to as
a discrete system.
Consider the discrete mechanical systems with n degrees of freedom, whose
differential equations of motion may be found by means of classical mechanics,
which includes geometric and analytical mechanics. The resultant equations are
always a group of second-order ordinary differential equations. For the purpose
of concision, we represent them by the vector

w g w , w ; , (1.21)
where w is the generalized coordinate vector with n dimensions, w and w are
the generalized velocity and acceleration vectors respectively, O is the variable
parameter vector, and g is the function of the variables w , w , and O.
Introducing state variable vector, i.e., x [ w T , w T ] , the second-order differ-
T
ential Eq. (1.21) is transformed into the first-order differential equation,
x f x; , (1.22)
where x is the state vector with 2n dimensions, O is the parameter vector with m
dimensions, and f (x; O) is the function of x and O. This equation is referred to as
the state equation of the dynamic system.
1.4.2 Continuous System
If the configuration of a dynamic system can be uniquely described by the functions

of spatial coordinates, such as u(x, y, z, t), the equations of the motion of the system
17
are a group of partial differential equations and this type of dynamic system is
referred to as a continuous system. If the considered object possesses remarkable
deformation, which should be taken into account, the resultant equations are always
a group of partial differential equations as those of the elastic pipe conveying
fluid studied in chapter 9.
The equations of the motion of a continuous system are established by means
of the mechanics of a continuous medium, including solid mechanics and fluid
mechanics, and the resultant equations may be written as operator form, namely,
L u; x, y , z; 0 , (1.23)
where L is the differential operator vector; u is the displacement vector of the
deformation body; x, y, and z are the coordinates of physical space; and O is the
variable parameter vector of the continuous system.
1.4.3 Hybrid System
It is known that the equations governing the motion of a rigid body are ordinary
differential equations, and the equations governing the motions of deformable solid
and fluid are partial differential equations. Thus, if a dynamic system consists of
rigid and deformable bodies or (and) fluid, such as a rigid rotor with elastic axles,
or rigid body surrounded by fluid, such as an airfoil surrounded by air flow, the
differential equations of its motion consist of ordinary and partial differential
equations. This type of dynamic system is referred to as a hybrid system.
Obviously, differential equations that are simultaneously ordinary and partial
cannot be analytically solved as general cases. They are often transformed into a
group of approximate equations by various discretization methods such as Ritz-
Galerkin method and assumed-modes method. Alternatively, they may also be
directly solved by various numerical methods. The analytical researches about
self-excited vibration in this book are mainly concerned with studying ordinary
differential equations. Contents about numerical analysis are not discussed in this
book.
1.5 Outline of the Book

This book covers the subjects concerning theory, paradigm, and research methods
of self-excited vibration on an integrated basis. Except this chapter, the whole book
is divided into three parts: the first part, chapters 2 5, consists of various methods
to analyze autonomous ordinary differential equations; the second part, chapters
6 10, analyze several well-known self-excited vibrations in the engineering field;
and the last part, chapter 11, provides a set of techniques for studying the self-excited
18
1.5 Outline of the Book
vibration, which has not been investigated before. The contents of each chapter
are arranged in the following manner.
Chapter 2 is devoted to the geometric approaches including the phase plane
method and point mapping method.
Chapter 3 examines the relationship between the stability of equilibrium of
autonomous systems and self-excited vibrations at first, and then introduces three
stability criteria, namely, Hurwitz criterion, geometric criterion, and quadratic form
criterion.
Chapter 4 provides four kinds of quantitative analysis methods for studying self-
excited vibrations, namely, Hopf bifurcation theorem with application, Lindstedt-
Poincare method, average method, and method of multiple scales.
Chapter 5 is concerned with control theory. The contents include Nyquist stability
criterion for a linear closed-loop system, Popov stability criterion for a nonlinear
closed-loop system, and describing function method for calculating amplitude and
frequency of self-excited vibrations in closed-loop control systems. In addition,
an optimal control algorithm based on a quadratic form index for a steady linear
system is introduced briefly.
Chapter 6 deals with the self-excited vibration caused by friction, namely, chatter
and hunting occurring in machinery with flexible elements. The relevant conclusions
are obtained by phase plane method and point mapping method. In addition, two
excitation mechanisms of friction leading to self-excited vibration are discussed
in detail.
Chapter 7 treats the shimmy of front wheel with pneumatic tire, whose
mathematical model is composed of the equation of motion of the front wheel
and the nonholonomic constraint equations of the tire. It is finally analyzed by
stability criteria for steady linear systems.
Chapter 8 is devoted to rotor whirls caused by fluid-film force and internal
damping respectively in a deformed rotation shaft. Some useful conclusions are
found by using stability criteria for steady linear systems.
Chapter 9 is concerned with the self-excited vibrations induced by fluid force,
in which there are vortex resonance of flexible structure, flutter of cantilevered
pipe conveying fluid, classical flutter of two-dimensional airfoil, stall flutter of
flexible structure, and fluid-elastic instability in an array of circular cylinders. To
acquire analytical results, the distributed fluid force is reduced to an equivalent
force to establish a simple expression or a mechanical model to describe the fluid
force.
Chapter 10 deals with some self-excited vibrations occurring in closed-loop
control systems. Heating control system, electrical position control system, and
hydraulic position control system are analyzed in detail. Various analysis methods,
namely, analytical integration, phase plane, point mapping, describing function
methods, and Popov stability criteria are used to determine self-excited vibrations.
The results show that self-excited vibrations in closed-loop systems may not be
only soft excitation but also hard excitation, and there exist more than one self-
19
excited vibration in a closed-loop control system. At the end, a nonlinear control

system under velocity feedback with time delay is studied by the method of
multiple scales, and it is found that self-excited vibration occurs in the system
when time delay is large enough.
Summarizing the experiences and the researches on various self-excited vibrations
analyzed in chapters 6 10, a set of modeling techniques for self-excited vibration
system are developed. This is the main topic of the last chapter. These modeling
techniques include finding out the excitation mechanisms of self-excited vibrations;
determining the mechanical models for self-excited vibration systems; constituting
mathematical expressions of motive force; and establishing and discretizing
equations of the motion of self-excited systems. Combined with various analysis
methods that are explained in chapters 2 5, an entire innovative research procedure
for studying self-excited vibrations is constructed. In addition, two active control
systems for suppressing the rotor whirl and the classical flutter of flexible structures
are introduced at the end of Chapter 11.
References
[1] J B Marion. Classical Dynamics of Particles and Systems, Second Edition. New York:
Academic Press, 1970
[2] L Meirovitch. Elements of Vibration Analysis, Second Edition. New York: McGraw-Hill,
1986
[3] A H Nayfeh, D T Mook. Nonlinear Oscillations. New York: John Wiley & Sons, 1979
[4] J J Stoker. Nonlinear Vibrations in Mechanical and Electrical Systems. New York: John
Wiley & Sons, 1950
[5] B van der Pol, M J O Strut. On the Stability of the Solution of Mathieu’s Equation.
Philosophical Magazine, 1928. Ser. 5, 277, 18 38
[6] H D I Abarbanel, M I Rabinovich, M M Sushchik. Introduction to Nonlinear Dynamics
for Physicist. Singapool: World Scientific, 1993
[7] B van der Pol. The Nonlinear Theory of Electrical Oscillations. Proc. IRE, 1934, 22(9):
1051 1086
[8] J P Den Hartog. Mechanical Vibrations, Fourth Edition. New York: McGraw Hill, 1956
[9] P Hagedorn. Nonlinear Oscillations, Trans. By W Stadler. Oxford: Clarendon, 1982
20
Chapter 2 Geometrical Method
Abstract: This chapter introduces two kinds of geometric methods for

analyzing self-excited vibration including the phase plane method and point
mapping method. The phase plane method can analyze not only second-order
autonomous systems with weak nonlinearity, but also those with strong
nonlinearity. Its superiority over the other methods is the ability to complete
the global analysis of motion occurring in second-order autonomous dynamic
systems. The point mapping method can be applied to studying autonomous
systems, particularly piecewise linear autonomous systems. The first five
sections of this chapter are designed to introduce some elementary concepts
such as the structure of phase plane, the phase diagram of conservative
systems, the phase diagram of nonconservative systems, the classification of
equilibrium points of dynamic systems, and the existence of limit cycles.
The sixth section describes two types of self-excited vibrations respectively
due to soft or hard excitations. The seventh section introduces the self-excited
vibration occurring in strong nonlinear systems and the features in its phase
diagram and time history. The point mapping method and its application are
explained in the last section.
Keywords: Automous system, phase plane, equilibrium point, limit cycle,
Poincare map, non-smooth system, mapping method
2.1 Structure of Phase Plane

The phase plane method was first presented by H. Poincare to describe initial
value problem solutions of second-order autonomous equations. After him, many
mathematicians developed it further into global analysis, which has become a
branch of modern mathematics. Its outstanding advantage is that a phase diagram
can demonstrate the family of initial value problem solutions and this method is
appropriate to study the self-excited vibration occurring in second-order systems.
As mentioned above, the differential equations of the motion governing second-
order systems can be reduced to the following form[1]

x f ( x, x ) 0, (2.1)
where x and x are the generalized coordinate and generalized velocity respectively,
and f is a function of variables x and x . Introducing a new variable
y x , (2.2)
equation (2.1) will be separated into two first-order equations
x y , y f ( x, x ) (2.3)
Denoting x and y as Cartesian coordinate axes, we set up a coordinate plane
called a phase plane, which is shown in Fig. 2.1. Actually, it represents the state
space of second-order dynamic systems, in which the arbitrary point P(x, y) defines
the motion state of a dynamic system. Point P is referred to as phase point or state
point, and its coordinates x and y are state variables of the dynamic system.
Figure 2.1 Phase Plane and Phase Path
Given the initial state, i.e., x(0) x0 and y(0) y0, the solutions x(t) and y(t) of
Eq. (2.3) may be represented with a curve in the phase plane. In fact, accom-
panying the time flow, the phase point P[ x(t ), y (t )] traces out a directed curve in
the plane called a phase path or a phase trajectory. A group of phase paths
starting from different initial state points are drawn in the x-y plane. This is called
phase plane, phase diagram, or phase portrait.
When we obtain the algebraic equation of the phase path, the path may be drawn
at once. In order to obtain the algebraic equation, we divide the second equation
of (2.3) by the first, which leads to
dy f ( x, y )
. (2.4)
dx y
Completing the integral of Eq. (2.4), we obtain an algebraic equation with two
arbitrary constants depending on the initial state of the dynamic system. Therefore,
corresponding to a pair of arbitrary constants, there is a phase path in the phase
plane.
The phase paths of Eq. (2.4) have two features as follows.
(1) If the right side of the equation is a single valued function, the phase paths
in the phase plane cannot intersect.
(2) In the upper half plane, y > 0, variable x monotonically increases, and the
phase path consistently elongates toward the right. In contrast, in the lower half
plane, y < 0, variable x monotonically decreases, and the phase path consistently
elongates toward the left.
22
2.2 Phase Diagrams of Conservative Systems
At the equilibrium point, x 0 and x 0 . Substituting them in Eq. (2.1), we

obtain its equilibrium equation, i.e.,
f ( x,0) 0 . (2.5)
The constant solutions of the above algebraic equation are a set of equilibrium
point coordinates of the system, which can be written as x0i, i 1, 2, " , Obviously,
they are a discrete set on the real axis x.
All of the equilibrium points and the phase paths in their neighborhood are the
main components of the phase diagram of dynamic systems.
2.2 Phase Diagrams of Conservative Systems

A conservative system is a special type of autonomous dynamic system and its
phase diagram has some features. To demonstrate these features, we draw the phase
diagram of a simple pendulum, whose motion has been analyzed before.
2.2.1 Phase Diagram of a Simple Pendulum
Denoting x as the derivation angle of the simple pendulum, we have its differential
equation of the motion here
g
x Z 02 sin x
0, Z02 , (2.6)
l
where Z 0 is the angular frequency of the simple pendulum, l is the pendulum
length, and g is the gravitational acceleration. Introducing state variables x and y,
we obtain the differential equation of the phase path of the simple pendulum
dy Z 02 sin x
.
dx y
Given the initial state x0 and y0, we complete integration of the previous equation
and obtain the algebraic equation of a family of phase paths
y 2 2Z 02 (1 cos x) E0 , (2.7)
where E0 is the integrating constant depending on the initial state P0 ( x0 , y0 ) , i.e.,
E0 y02 2Z 02 (1 cos x0 ) . (2.8)

Restricting the derivation angle, x ( , ), we draw the phase paths of the
pendulum corresponding to different initial states in Fig. 2.2. Since both x(t) and
23
y(t) are periodic functions of time t, all these phase paths are closed curves. However,
they are not harmonic functions. Thus, the phase paths are not ellipsoids.
Figure 2.2 Phase Diagram of a Simple Pendulum
2.2.2 Phase Diagram of a Conservative System
Take the following second-order autonomous equation to describe the general

conservative system with one degree of freedom

x f ( x) , (2.9)
where the force per unit mass f is independent of x . Define a function V(x),
dV ( x)
V ( x) ³ f ( x)dx or f ( x) . (2.10)
dx
Then V(x) is called potential energy function of the system. The equilibrium points
of the system (2.9) are given by
f ( x) V c( x) 0. (2.11)
By writing x y in Eq. (2.3), and integrating the following equation, which is
derived from Eq. (2.3)
dy f ( x)
, (2.12)
dx y
we obtain
1 2
y V ( x) E0 , (2.13)
2
where constant E0 is the total energy of the system. The algebraic equation of
phase paths may be derived from the previous equation, i.e.,
1
y r[2 E0 2V ( x)] 2 (2.14)
24
2.3 Phase Diagrams of Nonconservative Systems
For different values of E0, Fig. 2.3 shows the types of equilibrium points based
on three types of turning point of V(x): a local minimum always leading to a
center, a maximum to a saddle point, and a point of inflection to a cusp. They are
represented in Fig. 2.3(a), (b), and (c) respectively.
Figure 2.3 Three Types of Phase Diagram of Conservative Systems with One
Degree of Freedom
The construction can be thought of in this way: for a fixed E0, [2 E0 2V ( x)]
can be read out from the top frame for the range of x; when it is non-negative, y
can be calculated from Eq. (2.14) and a symmetrically placed pair of points is
inserted in the corresponding lower frame.

The phase diagram of nonconservative systems has a different type of equilibrium
point compared to that of conservative systems. The linear damped vibrator is a
simple nonconservative system whose phase diagrams are drawn in this section
to show the types of equilibrium point.
2.3.1 Phase Diagram of Damped Linear Vibrator
The equation of motion to describe a linear damped vibrator may be reduced to

x cx kx 0, (2.15)
25
where c is the viscous damping coefficient of one unit mass and k its spring stiffness.
The nature of the solutions of Eq. (2.15) depends on whether the roots of the
characteristic equation
O 2 cO k 0
are real and different, or complex or coincident and real. The roots are given by
1
1
O1 , O2 [ c r (c 2 4 k ) 2 ] ,
2
and the discriminant is
c 2 4k .
Besides, the general types of motion are determined by the previous parameters,
O, O, and . Here, we only consider the following three types of linear damped
vibrators.
1. Strong Damping ( ' ! 0 )
The solutions are given by
x(t ) AeO1t BeO2t , (2.16)

where O and O are real and negative. A and B are any constants, depending on
the initial state of system (2.15). Figure 2.4(a) shows two typical solutions. There
is no vibration and the t axis may be cut.
Figure 2.4 (a) Solution Curves for a Heavily Damped Vibrator; (b) Phase Diagram
To construct the phase paths, we could write as usual
x y, y kx cy .
Here, there is a single equilibrium point at x 0 and y 0, and the differential
26
equation of the phase path is

dy kx
c.
dx y
From Eq. (2.16), we obtain
y AO1eO1t BO2 eO2t . (2.17)

For various combinations of A and B, Eqs. (2.16) and (2.17) determine the phase
paths, as shown in Fig. 2.4(b), which are plotted with the given system parameters
and the different initial conditions.
This case shows a new type of equilibrium point located at the origin. It is
called a node.
2. Weak Damping ( ' 0 )
The exponents O and O are complex with negative real part, and the solution is
§ ct · ª1 1
º
x(t ) A exp ¨ ¸ cos « ( ) 2 t D » , (2.18)
© 2¹ ¬2 ¼
where A and D are arbitrary constants. A typical solution is shown in Fig. 2.5(a).
It represents a vibration with exponentially decreasing amplitude, which decays
more rapidly for large c. Plotted parametrically as before, its image on the phase
plane is shown in Fig. 2.5(b).
Figure 2.5 (a) Solution Curves of Weakly Damped Vibrator; (b) Phase Diagram
The equilibrium point at the origin is called a stable focus or a stable spiral.
3. Critical Damping ( ' 0)
In this case, 2O 2O c and the solution becomes
§ ct ·
x(t ) ( A Bt ) exp ¨ ¸ . (2.19)
© 2¹
27
This solution resembles that of strong damping and its phase plane shows a
stable node.
Permutations of signs of the parameters c and k are possible.
(1) k < 0, c z 0 . In this case, O and O are real but have different signs. The
phase diagram shows a saddle point, as shown in Fig. 2.3.
(2) k > 0, c < 0. This is a negative damping case. Instead of being lost by the
equivalent of resistance or damper, energy is generated constantly in the system.
The node or focus is now unstable, as shown in Fig. 2.6, because a slight
disturbance from the equilibrium leads to the system being carried far from the
equilibrium state.
Figure 2.6 (a) Unstable Node; (b) Unstable Focus
2.3.2 Phase Diagram of Damped Nonlinear Vibrator
Now, returning to the general case, the second-order nonlinear autonomous system,
the equation of motion is

x f ( x, x ) 0. (2.1)
Assume that function f takes the form
f ( x, x ) h( x, x ) g ( x) , (2.20)
where h( x, x ) does not contain an additive function of x. Then, we have

x h( x, x ) g ( x) 0. (2.21)
In mechanical systems, function g(x) describes the restoring force of a spring.
If g(x) is of an appropriate type, we could expect a tendency to vibration, which is
modified by the presence of the term h( x, x ). Suppose that the kinetic energy T is
28
equal to x 2 / 2. The potential energy function for the system (2.21) becomes
V ( x) ³ g ( x)d x .
Here, the total energy E is defined by
1 2
E T V x ³ g ( x)dx .
2
It is not a general constant.
The rate of the total energy may be found from the above equation and Eq. (2.21),
i.e.,
dE
x[ f ( x, x ) g ( x)] xh
( x, x ) . (2.22)
dt
Integrating it with respect to t from t 0 , to t W, we obtain
W
E (W ) E (W 0 ) ³ xh
( x, x )d t , (2.23)
W0
where x(t) is the solution of (2.21) on the chosen phase path.

It may be possible for a phase path to lie in some region of the phase plane,
such that
( x, x ) yh( x, x ) ! 0, in which case E(W) < E(W 0 ), i.e., the energy decreases
(1) xh
and h ( x, x ) has a damping effect, contributing to a general decrease of amplitude;
or that
( x, x ) yh ( x, x ) 0, in which case E(W) > E(W 0 ), the effect of which is an
(2) xh
internal source injecting energy into the system.
A system may contain two characteristics: in some regions of the phase plane,
there is energy loss, but in other regions, there is energy supplied. As long as a
balance is achieved between the rate of the energy loss and the rate of the energy
supplied, a steady vibration will arise.
Now, let us consider three damped nonlinear vibrators.
1. Rayleigh vibrator’s equation is
§ E x 2 ·
x H ¨1
¸ x x 0 , H ! 0 , E ! 0 , (2.24)
© 3 ¹
where Hand E are two characteristic constants of the vibrator. Obviously, in this
1
system, the negative damping occurs in strip | x | (3/ E ) 2 J 1 , as shown in region
I of Fig. 2.7, in which the phase paths depart from the equilibrium point; and the
positive damping occurs in the region | x | ! J 1, as shown in regions II and III, in
which the phase paths approach the equilibrium point.
29
Figure 2.7 Negative Damping Region and Limit Cycle of Rayleigh Equation
(H 1, E 1)
2. van der Pol vibrator’s equation is
x H (1 E x 2 ) x x
0, H ! 0, E ! 0 , (1.18)
where Hand E are two characteristic constants of the vibrator. In this system, the
1

negative damping occurs in strip | x | E 2 J 2 , as shown in region I of Fig. 2.8,
in which the phase paths depart from the equilibrium point; and the positive
damping occurs in the region | x | ! J 2 , in which the phase paths approach the
equilibrium point, as shown in regions II and III of Fig. 2.8.
Figure 2.8 Negative Damping Region and Limit Cycle of van der Pol Equation
(H 1, E 1)
30
Differentiating the Rayleigh equation, i.e., (2.24) with respect to time t yields
x H (1 E x 2 )
x x 0.
By denoting x1 x , it may be written as follows
x1 H (1 E x12 ) x1 x1
0,
which is just a van der Pol equation, i.e., (1.18). Thus, we conclude that the solution
of a van der Pol equation is a first derivative of the solution of the corresponding
Rayleigh equation. In other words, the solution of the Rayleigh equation is the
integral of the solution of a corresponding van der Pol equation. Therefore, the
topological structures of their phase planes are very similar.
3. A special nonlinear autonomous equation is

x ( x 2 x 2 1) x x 0. (2.25)
Putting x y and using Eq. (2.20), we obtain
yh x, x ( x 2 y 2 1) y 2 .
When x 2 y 2 1 , yh( x, x ) 0 and when x 2 y 2 ! 1 , yh( x, x ) ! 0 .

The regions of energy loss and energy injection in the phase plane are shown
in Fig. 2.9. It can be verified that x cos t is an isolated periodic solution of
differential Eq. (2.25) and it is represented by the circle x 2 y 2 1 in the phase
plane. The phase diagram consists of this circle together with the phase paths
approaching it from the outside or the inside, and the equilibrium point at the
Figure 2.9 A Circular Limit Cycle
31
origin as well. The isolated closed phase path x 2 y 2 1 is called a limit cycle.
It is called ‘isolated’ because there is no other closed path in its neighborhood.
All phase paths approach the circle as t o f .
The limit cycle that the phase paths approach from both inside and outside is a
stable limit cycle, whereas, a limit cycle that the phase paths depart from both
inside and outside is an unstable one. Hence, Eq. (2.25) has a stable limit cycle,
as shown in Fig. 2.9.
2.4 Classification of Equilibrium Points of Dynamic Systems

As mentioned above, the equilibrium positions are constant solutions, which are
found from equilibrium Eq. (2.5). The local characteristics of the phase paths may
be determined by the type of equilibrium point. Therefore, the type of the equilibrium
point provides some of the general characteristics of the phase diagram.
2.4.1 Linear Approximation at Equilibrium Point
Let us consider the general autonomous first-order equation system
x X ( x, y ) , y Y ( x, y ) , (2.26)
whose type considered in Section 2.1, i.e.,
x y , y f ( x, y ) ,
is a special case. Suppose that the equilibrium point to be studied has been moved
to the origin by a translation of axes, if necessary, so that X(0, 0) 0, and Y(0, 0) 0.
We can therefore write by Taylor expansion
X(x, y) ax by P(x, y), Y(x, y) cx dy Q(x, y),

where P ( x, y ) O(r 2 ) and Q ( x, y ) O(r 2 ) , as r 2 ( x 2 y 2 ) o 0 and
wX wX wY wY
a (0,0) , b (0,0) , c (0, 0) , d (0,0) . (2.27)
wx wy wx wy
The linear approximation to Eq. (2.26) in the neighborhood of the origin is
defined as the system
x ax by , y cx dy . (2.28)
We expect that the solutions of Eq. (2.28) will be geometrically similar to those
of Eq. (2.26) near the origin, as fulfilled in most cases.
32
It is known that non-trivial solutions of Eq. (2.28) exist if and only if
aO b
O 2 (a d )O (ad cb) 0 . (2.29)
c d O
This is called the characteristic equation. Here, we shall consider only the case
that the Eq. (2.29) has two different roots O1 and O2. Two linearly independent
families of the solutions are generated consequently by Eq. (2.28), corresponding
to O O1and O O2 respectively.
2.4.2 Classification of Equilibrium Points
The phase path equation of linear system (2.28) is
dy cx dy
. (2.30)
dx ax by
Let us introduce a vector variable
> x, y @ >u , v @
T T
x , u , (2.31)
and a nonsingular transformation matrix S that transforms x into u as follows
u Sx or x S 1u . (2.32)

This transformation does not change the nature of the equilibrium points. The
scalar equation system (2.28) can be written as the vector form
x Ax , (2.33)
where the coefficient matrix is
ªa b º
A «c d » . (2.34)
¬ ¼
Substituting Eq. (2.32) in Eq. (2.33), we obtain
u SAS 1u Bu. (2.35)

It is known from algebraic theory that S can be chosen so that B takes one of
several canonical forms. Here are principal cases, neglecting certain degenerate
ones.
(1) O1 and O2 are two different real numbers
Here, choose S so that
u O1u , v O2 v ,
33
and O2> O1Then the equation of the phase path is
dv O2 v
,
du O1 u
whose solutions are given by
O2
O1
v C |u| , (2.36)
where C is an arbitrary constant, u = 0 is also a phase path.
Plot the phase diagram with solution (2.36). Only two possible patterns emerge,
depending on whether O1 and O2 have the same or opposite signs. In case of same
signs, there is a node, as shown in Fig. 2.10(a), whose stability and hence the
direction of the arrows are determined from Eq. (2.36): if O1, O2 > 0, then, all
solutions are exponentially increasing, the node is unstable, and all arrows are
pointing away from the origin; if O1, O2 < 0, then the node is stable. In the latter
case, there is a saddle, as shown in Fig. 2.10(b).
Figure 2.10 O1, O2 Real, Non-Zero, O2 > O1 (a) O1and O2Have the Same Signs;
(b) O1 and O2 Have Opposite Signs
(2) O1 and O2 are a pair of conjugate complex numbers

Here, O1 O2 D iE , E z 0 . In this case, the transformation matrix S can be
chosen so that the reduced Eq. (2.35) takes the form
u D u E v, v E u D v. (2.37)
Set
z u iv .
Then, by Eq. (2.37), we have
z (D iE ) z
34
and by writing
z r (t )eiT (t ) ,
where r | z |, we obtain two equations in polar coordinates, i.e.,
r D r , T E,
whose solutions are
r r0 eD t , T T0 E t ,
where r0 r (0) , T 0 T (0) . The origin is therefore a stable focus if D< 0. It is an
unstable focus if D > 0, and is a center if D 0.
(3) Degenerate cases
Degenerate cases occur when there is a single repeated eigenvalue, and when an
eigenvalue is zero. These particular cases will not be discussed in detail.
2.4.3 Transition between Types of Equilibrium Points
Equilibrium points discussed above can be classified in terms of two parameters

of the system as follows.
The characteristic Eq. (2.29) may be written as
O 2 pO q 0 (2.29)
with
p (a d ), q (ad bc) . (2.38)
Hence, we have
1 1 1
O1 , O2 p r 2
2 2
with
p 2 4q .
Various cases are displayed in Fig. 2.11, which is a bifurcation diagram of a
second-order linear system. The degenerate cases occur on 0 and q 0. Note
that the center constitutes a transition between the stable and the unstable focus,
and the existence of the center depends on particularly exact relations between
the coefficients of the system. It is a rather fragile feature. The consequence is
that even if the linear approximation of a nonlinear system predicts a center, the
equilibrium point, which could be a stable or an unstable focus, is not truly a center.
35
Figure 2.11 A Bifurcation Diagram for the Second-Order Linear System
If there exists a neighborhood of such equilibrium point that phase paths starting
from all points in the neighborhood ultimately approach, the equilibrium point is
known as an attractor. Both the stable node and the stable focus are examples of
attractor. Both the unstable node and the unstable focus are repellors, from which
all paths in the neighborhood depart.
If the eigenvalues of the linearized equation have non-zero real parts at the
equilibrium point, the point is said to be hyperbolic. Thus, the focus, node, and
saddle are hyperbolic, but the center is not.
2.5 The Existence of Limit Cycle of an Autonomous System

As we have seen in Section 2.3, a limit cycle is an isolated periodic solution of an
autonomous equation, and it is represented as an isolated closed path in the phase
plane. The neighboring paths are not closed, but they spiral into or away from the
limit cycle. The system described by the differential equation will spontaneously
drift into the corresponding periodic vibration from a wide range of initial states.
The existence of limit cycles is therefore a feature of great importance. Since we
normally cannot solve nonlinear equations, various approximate methods are used
to locate the limit cycle if it exists. So far, our attitude to this question has been
intuitive. We assemble the qualitative evidence that there is a limit cycle from
energy consideration. This section introduces the theorems and the methods for
positively proving the existence of a limit cycle for certain types of equations.
2.5.1 The Index of a Closed Curve with Respect to Vector Field
Let us return to the preceding first-order equation system with
x X ( x, y ), y Y ( x, y ) . (2.26)
36
Let * be a smooth closed curve consisting of the ordinary point of Eq. (2.26).
Let Q be a point on * , as shown in Fig. 2.12. There is only one phase path
passing through Q. The path belongs to the family described by the equation of
the phase path
dy Y ( x, y )
. (2.39)
dx X ( x, y )
When time t ! 0 , the coordinates of the point Q( xQ , yQ ) will increase by x
and y respectively, where
x X ( xQ , yQ )t , y Y ( xQ , yQ )t .
Figure 2.12 Direction Field of the Second-Order System
Therefore, the vector T [ X , Y ]T is tangential to the phase path through the point
in the direction of increasing t. Its inclination can be measured by the angle I,
which is anticlockwise from the positive direction of the x axis to the direction
of T. So, we have
Y
tan I , (2.40)
X
where the value of I at one point has been decided and the value at the other points
is settled by requiring I to be a continuous function of position, except that I does
not, in general, have its original value on returning to its starting point after a full
cycle. The value may differ by 2Sn, where n is an integer.
In every case, the change in I must be a multiple of 2S, namely,
[I ]* 2I * , (2.41)
where I * is an integer, either positive or negative, or a zero. Described anticlock-
wise, I * is called the index of * with respect to the vector field (X, Y).
An algebraic representation of I * is obtained as follows. Suppose that the
37
curve * is described anticlockwise once by the position vector r, where
r ( s ) [ x( s ), y ( s )], s0 s s1 (2.42)
and s is a variable parameter. From (2.40)
d d §Y ·
tan I ¨ ¸,
ds ds © X ¹
after some reduction, we have
dI XY c YX c
,
ds X2 Y2
in which the prime denotes differentiation with respect to s. Then, from (2.41),
we have
1 s1 dI 1 s1 XY c YX c
2 ³s0 ds 2 ³s0 X 2 Y 2
I* ds ds .
Alternatively, we can write (see Fig. 2.12)
1 XdY YdX
I* . (2.43)
2 X2 Y2
As r(s) [x(s), y(s)] describes * , R(s) [X, Y], regarded as a position vector
on a plane with axes X and Y, describes another curve * R . * R is closed, since R
returns to its original value after a complete cycle. From Eq. (2.41), * R encircles
the origin I * times. It is anticlockwise when I * is positive and clockwise when I *
is negative. It is illustrated in Fig. 2.13 for a particular case.
Figure 2.13 (a) Direction Vectors along the Closed Loop; (b) Closed Loop on
Plane [X, Y]
38
2.5.2 Theorems about the Index of Equilibrium Point
The following are four theorems about the index of equilibrium point.
Theorem 1. Suppose that, on or inside * , X, Y, and their first derivatives are
continuous, and X and Y are not simultaneously zero. Then, I * is zero.
Proof: Applying Green’s theorem for plane curves to (2.43), we have
1 ª w X w Y º
2 ³³S R «¬ wX X 2 Y 2 wY X 2 Y 2 »¼
I* d XdY
where SR is the region enclosed by * R . The application of the theorem is justified

by the given conditions. It is easy to verify that the integrand is identically zero.
As for the other theorems, we simply make statements. Their proof can be referred
from mathematical textbooks[3].
Theorem 2. Let * be a closed curve, and * c a closed curve inside * . If
there is no equilibrium point on * , * c, or the region between them, and if X, Y,
and their first derivatives are continuous there, we have I * I * c .
This theorem shows that the index I * of the vector field (X, Y) with respect
to * is to large extent independent to * , and enables the index to be associated
with special points rather than with contours. If the smoothness conditions on the
field (X, Y) are satisfied in a region containing a single equilibrium point, any
simple closed curve * surrounding the point generates the same number I * . We
therefore drop the suffix * , and say that I is the index of the equilibrium point.
Theorem 3. If * surrounds n equilibrium points P1, P2, " , Pn, we have
n
I* ¦I
i 1
i ,
where Ii is the index of the point Pi, i = 1, 2, " , n.

Theorem 4. Let p be the number of times that Y ( x, y ) / X ( x, y ) changes from
f to f , and q be the number of times that Y ( x, y ) / X ( x, y ) changes from f
to f on * . Then, I * ( p q) / 2.
2.5.3 The Index of Equilibrium Point and Limit Cycle
If we already know the nature of the equilibrium point, the index is readily found
by simply drawing a figure and following the angle around. The following shows
the indices of the elementary types, as shown in Fig. 2.14.
(1) A saddle point. The change in I in a single circuit of the curve * surrounding
the saddle point is 2S, and the index is therefore 1.
(2) A center. The index is 1.
(3) A focus (stable or unstable). The index is 1.
(4) A node (stable or unstable). The index is 1.
39
Figure 2.14 Index of Elementary Types of the Equilibrium Points
The index of a limit cycle L is +1 since the vector (X, Y) is tangential to L at

every point on it, and the change in Iaround L is 2S. By theorem 3, therefore, a
necessary condition for L to be a limit cycle is that the sum of the indices at the
equilibrium points enclosed by L is 1.
2.5.4 The Existence of a Limit Cycle
Here, without proof, we give a plausible theorem on which several results of this
section are based. For the proof, refer Andronov et al.[4].
Poincare-Bendixon Theorem. Let R be a closed bounded region consisting of
nonsingular points of 2 u 2 system x f ( x ) such that some positive half-path
H of the system lies entirely within R as t increases. Then H itself is a closed path,
or it approaches a closed path, or it terminates at an equilibrium point.
If we can isolate a region from which some path cannot escape, the theorem
describes what may happen to the path: roughly speaking, with some control of
its movement through the regular conditions based on the differential equations,
the path cannot wander about at random forever. The possible cases concluded in
the theorem are illustrated in Fig. 2.15.
In particular, the theorem implies that if R contains no equilibrium point, and
some H remains in R, then R must contain a periodic solution. The theorem can
be used in the following way. In Fig. 2.16, we can find two closed curves, 1 and
2, with 2 inside 1, so that all paths cross 1 point toward its interior and all paths
cross 2 point outward from it. No path that enters the annular region between 1
40
Figure 2.15 Possible Behavior of Half-Paths Restricted to a Bounded Region
Figure 2.16 Illustration of the Poincare-Bendixon Theorem
and 2 can escape. The annular is therefore the region R for the theorem. Further,
if we can ensure that R has no equilibrium points in it, at least one closed path L
may exist somewhere in R according to the theorem. Evidently, L must wrap round
the inner curve as shown. Its index is 1 and it must therefore have an equilibrium
point inside; R contains no equilibrium points. For the same reason, there must
exist suitable equilibrium points interior to 2 for all this to be possible.
The same results are true if paths are all outward across 1 and inward across 2.
The Poincare-Bendixon theorem can be applied to obtaining two theorems
covering broad types of differential equations. The proof for these may be found
in mathematical textbooks[3].
Theorem 1. The differential equation

x h( x, x ) g ( x) 0 (2.44)
or the equivalent system
x y, y h ( x, y ) g ( x ) ,
41
where h and g are continuous, has at least one periodic solution under the following
conditions:
1
(1) There exists a > 0 such that h(x, y) > 0 when ( x 2 y 2 ) 2 ! a ;
(2) h(0, 0) < 0, hence, h(x, y) < 0 in a neighborhood of the origin;
(3) g(0) 0, g(x) > 0 when x > 0, and g(x) < 0 when x < 0;
x
(4) G ( x) ³ 0
g (u )du o f , as x o f.
Let us consider the Rayleigh Eq. (2.24). Its equivalent system is
x y, y P (1 E y 2 ) y x .
In this case,
h x, y P (1 E y 2 ) y, g ( x) x.
Obviously, all required conditions of the theorem are satisfied so that there is a
limit cycle located in the neighborhood of the origin.
Theorem 2. The differential equation

x h( x) x g ( x) 0 (2.45)
has an unique periodic solution if h and g are continuous, and
x
(1) H ( x) ³ 0
h(u )du is an odd function;
(2) H ( x) is zero only at x 0, x a, or x a for some a > 0;
(3) H ( x) o f as x o f monotonically for x > a;
(4) g ( x) is an odd function, and g ( x) ! 0 for x > 0.
Let us consider the van der Pol Eq. (1.18). Its equivalent system is
x y, y H (1 E x 2 ) y x .
§E ·
H (1 E x 2 ) , H ( x) H ¨ x3 x ¸ , g ( x) x . So, all required
In this case, h( x)
© 3 ¹
conditions of the theorem are satisfied with a (3 / E )1/ 2 , and there is a limit
cycle located in the neighborhood of the origin.
2.6 Soft Excitation and Hard Excitation of Self-Excited

Vibration
Self-excited vibration may occur in dynamic systems that have both unstable and
stable equilibrium points. It is referred to as soft excitation in case of unstable
equilibrium points and as hard excitation in the case of stable equilibrium points.
42
2.6 Soft Excitation and Hard Excitation of Self-Excited Vibration
2.6.1 Definition of Stability of Limit Cycle
A limit cycle is called a stable limit cycle if all nearby solutions drift toward it,
and is called unstable if all nearby solutions recede from it. A semistable limit
cycle can also occur where the paths approach it on one side and recede from it
on the other side. It is a particular limit cycle where a stable limit cycle and an
unstable limit cycle coincide. Stable, unstable, and semistable limit cycles are
depicted in Fig. 2.17(a), (b), and (c) respectively. Obviously, the self-excited
vibrations occur only on the stable limit cycles. The state points on the unstable or
the semistable limit cycle must depart from it if they bear any small disturbance
and the corresponding motion cannot be maintained.
Figure 2.17 Limit Cycles

(a) Stable; (b) Semistable; (c) Unstable
2.6.2 Companion Relations
According to the geometry of phase planes shown in Fig. 2.17(a), (b), and (c),
there is a certain companion relation between the stability of the limit cycle and
the stability of the equilibrium point inside it. The companion relation originates
from the continuity of the direction field and the single-valued property of its
function.
Since the index of a limit cycle is equal to 1, a stable or an unstable or another
limit cycle should be enclosed within it. For inspection of the companion relation
between the limit cycle and the equilibrium point within it, we only consider the
first two cases here.
In the first case, a stable limit cycle requires that all nearby phase paths drift
toward it so that an unstable equilibrium point is enclosed within it. This is the
first type of companion relation between the limit cycle and the equilibrium point
inside it. As an example, the van der Pol equation, namely, Eq. (1.18), has an
unstable focus at the origin of the phase plane. Simultaneously, a stable limit
cycle is located in its neighborhood, as shown in Fig. 2.18, where all phase paths
are subject to the continuity of the direction field and the single-valued property
43
of its function except the single isolated point, i.e., the equilibrium point, and the
isolated integral curve, i.e., the limit cycle.
Figure 2.18 Stable Limit Cycle of van der Pol Region
In the second case, an unstable limit cycle requires that all nearby phase paths
departing from its interior elongate toward a stable equilibrium point. It means that
a stable equilibrium point is enclosed within it. Thus, we conclude that there is a
second type of companion relation between the limit cycle and the equilibrium
point within it, i.e., the former is unstable and the latter is stable. As an example, we
convert the sign of the damping term from negative to positive in Eq. (1.18), namely
x H (1 E x 2 ) x x
0, (2.46)
whose equilibrium point is a stable focus. According to the companion relation
mentioned above, there is an unstable limit cycle that encloses a stable focus.
Such expectation is illustrated in the phase diagram shown in Fig. 2.19.
Figure 2.19 Unstable Limit Cycle of van der Pol Equation
44
2.6 Soft Excitation and Hard Excitation of Self-Excited Vibration
As we have seen, the unstable limit cycle cannot predict a true periodic motion
and it does not represent a self-excited vibration. However, we cannot say that the
self-excited vibration does not occur at all in the dynamic system with a stable
equilibrium point. Actually, there are some cases in which a stable limit cycle is
outside an unstable one. Such a case demonstrates a determinative companion
relation between a stable limit cycle and an unstable one. This is confirmed in the
following section.
2.6.3 Soft Excitation and Hard Excitation
Let us return to Chapter 1, where Eq. (1.19) was studied. Here, assume that the
motion is quasi-harmonic and is supported by work of the nonconservative force.
Here, we write an algebraic equation[2]
T
³ 0
h( x, x ) xdt 'ED (a) 'EZ (a) , (1.20)
in which 'ED is the lost energy due to damping, and 'EZ the energy filled by the
excitation effect during full vibration period T. For a periodic solution, we must
have 'ED ( a ) 'EZ (a ), from which we then determine the amplitude, as shown
in Fig. 2.20(a), (b), and (c).
Figure 2.20 Energy Diagram and Phase Diagram of Self-Excited Vibration Systems,
(a) Soft Self-Excitation; (b) Hard Self-Excitation; (c) Semi-Stable Limit Cycle
In Fig. 2.20(a), 'EZ and 'ED intersect at point K, which corresponds to a

closed phase path. If amplitude a < a1, the added excitation energy 'EZ is more
than the lost energy 'ED in a full vibration period and the vibration will be
divergent. If amplitude a > a1 and 'EZ 'ED , the vibration will be decaying and
45
therefore, all phase paths surrounding the closed path drift toward it and the closed
path becomes a stable limit cycle.
As an example, consider the van der Pol Eq. (1.18). The injected energy 'EZ is
found by the linear term H x ; the dissipated energy 'ED is calculated by the
nonlinear term HE x 2 x ; and their curves 'EZ (a ) , 'ED (a ) , and the phase diagram
of Eq. (1.18) are shown in Fig. 2.20(a).
In Fig. 2.20(b), 'ED (a ) and 'EZ (a) intersect at two points K1 and K2. There
are two limit cycles: the outer one K2 is stable and the inner one K1 is unstable.
The figure shows a companion relation between the two limit cycles. Here, as an
example, let us consider the following equation

x (0.8 4 x 2 1.6 x 4 ) x x 0.
In this system, the injected energy 'EZ (a) is found from the term 4x 2 x , and
the dissipated energy 'ED (a ) is found from the terms 0.8x and 1.6x 4 x . The curves
'E D ( a ), 'EZ (a ) , and the phase diagram of the system are similar to Fig. 2.20(b),
in which there are also two limit cycles — the outer one is stable and the inner one
is unstable.
In Fig. 2.20(c), the curve 'EZ (a) is tangential to the curve 'ED (a ) at point K,
which represents a semistable limit cycle. It is a special limit cycle because a
stable limit cycle coincides with the unstable one.
According to Fig. 2.20(b), if the initial disturbance is large enough, the initial
phase point is located out of the region surrounded by the unstable limit cycle
and the phase path tends asymptotically toward the stable limit cycle. This type of
self-excitation is referred to as hard excitation, whereas the other one, illustrated in
Fig. 2.20(a), is referred to as soft excitation in which very small initial disturbance
can produce the self-excited vibration.
2.7 Self-Excited Vibration in Strongly Nonlinear Systems

This section talks about the self-excited vibration in a strongly nonlinear system
and emphasizes its waveforms. The waveform is directly determined by the shape
of the corresponding limit cycle. It is known that a non-smooth dynamic system
belongs to a strongly nonlinear system, in which self-excited vibration is remarkably
different from harmonic vibration. This is explained through several examples below.
2.7.1 Waveforms of Self-Excited Vibration
Let us consider a special second-order system, whose motion is governed by the

following equation
46
x y x(1 x 2 y 2 ),
(2.47)
y x y (1 x 2 y 2 ).
In polar coordinates, the equation system becomes
r r (1 r 2 ), T 1 ,
and its equilibrium point is the origin of the phase plane and is unstable. It is
clear that all phase paths spiral around the origin in the clockwise direction. They
spiral outward for 0 < r < 1 since r ! 0 for 0 < r < 1; and they spiral inward for
r > 1 since r 0 for r > 1. Since r 0 on r 1, the unit circle describes a closed
phase path L, namely, a stable limit cycle, as shown in Fig. 2.21. Corresponding
to the limit cycle, the periodic solution departing from P0(cosT0, sinT0) on L is
represented as
x(t ) cos(T 0 t ) , y (t ) sin(T 0 t ) . (2.48)
Figure 2.21 A Limit Cycle with Occurrence of Harmonic Self-Excited Vibration
Thus, the self-excited vibration described by solution (2.48) is a harmonic motion.

Unfortunately, so far we have not found the Eq. (2.47) to be appropriate for any
true dynamic system. In other words, the self-excited vibration in the physical world
is not exactly a harmonic motion, but a more complicated periodic motion.
2.7.2 Relaxation Vibration
There are many self-excited vibrations whose waveforms are far from the harmonic
function. Let us return to the Rayleigh Eq. (2.25)

x H (1 x 2 ) x x 0. (2.25)
If we choose a different order of magnitude for parameter H, the limit cycles with
47
extraordinary variety of configuration will be obtained by numerical computation[5].

Figure 2.22 shows the phase paths in the phase plane for four values of H, namely,
H 0.01, 0.1, 1.0, and 10.0. For small H, the resulting limit cycle is nearly a circle,
and the corresponding motion is nearly a harmonic motion with a definite amplitude
as shown in Fig. 2.23(a). As H increases, the limit cycle in the phase plane deviates
more and more from a circle, and the corresponding motion deviates from a simple
harmonic motion. We note from Fig. 2.23 that the distortion of the periodic
motion from a sinusoid increases markedly with increasing H. When H 10, the
corresponding motion becomes jerky and consists of slowly varying stretches
followed by abrupt changes. Such vibrations are often called relaxation vibration[6].
In a van der Pol circuit, energy is stored in the capacitor during the slowly varying
part of the motion, while during the abrupt changes the energy is suddenly released.
Figure 2.22 Phase Planes for Rayleigh’s Equation

(a) H 0.01; (b) H 0.1; (c) H 1.0; (d) H 10.0
The general form of second-order differential equations, including van der Pol
equation and Rayleigh equation, may be written as follows

x H h( x, x ) Z 02 x 0, (2.49)
where H is a dimensionless parameter and h( x, x) is a general nonlinear function
of x and x. If H is small, the self-excited vibration system (2.49) is referred to as a
weakly nonlinear autonomous system and the corresponding self-excited vibration
is nearly a harmonic vibration. To study weakly nonlinear autonomous systems,
48
Figure 2.23 Solutions of Rayleigh’s Equation

(a)H 0.01; (b) H 0.1; (c) H 1.0; (d) H 10.0
there are a number of quantitative methods to determine the approximate solutions.

If H is not a small but a large value, the self-excited vibration system (2.49) is
referred to as a strongly nonlinear autonomous system and the relaxation vibration
occurs in strongly nonlinear autonomous systems. In general, we have to apply
more complicated methods to study strongly nonlinear autonomous systems.
2.7.3 Self-Excited Vibration in a Non-Smooth Dynamic System
As long as a discontinuous function appears in Eq. (2.49), the system will be

called a non-smooth dynamic system. Discontinuous functions commonly originate
from Coulumb friction, transmission gap, valve lap, and control relay, and so forth.
Therefore, there are a variety of non-smooth systems in engineering. A great
number of complicated phenomena occur in non-smooth dynamic systems. Here,
we choose two simple examples.
1. The Coulumb friction causes an equilibrium zone and non-smooth phase paths
Consider a vibrator with friction, whose equation of motion is
x P sgn x x
0, (2.50)
where P is a parameter in the proportion of friction magnitude. The Sgn function
is denoted as
1, x ! 0
sgn x ® . (2.51)
¯1, x 0
49
The phase diagram of Eq. (2.50) may be exactly obtained by Liénard con-
struction[5]. Draw two lines x r P , which intersect the x axis at points B and C
respectively, as shown in Fig. 2.24. The phase paths consist of a series of circular
arcs with the centers C or B, depending on whether the phase point is in the
upper or the lower half-plane. In Fig. 2.24, a phase path is initiated at A. Draw a
circle clockwise with center C and radius CA until it meets the x axis at A1. Then,
switch the center to B and draw a half circle clockwise with a radius BA1 that
meets the x axis again at A2. Continue the process until the phase path intersects
the x axis between C and B. The motion ceases at the intersection because the
maximum possible friction force exceeds the force in the spring.
Figure 2.24 Phase Diagram of Vibrator with Coulomb Damping
Compared with all the above diagrams, the one in Fig. 2.24 has two particular
structures: (1) there is an equilibrium zone, i.e., the interior of P - x - P . It is
a continuum, not an isolated point; (2) the phase path is non-smooth at the
intersecting point A1, A2, " This non-smoothness originates from the abrupt
direction conversion of the friction force.
2. Discontinuous point on the phase path
In mechanical clocks, mechanical vibrators (pendulum or balances) are used when
impulsive energy is supplied in certain states[2]. The motion of such mechanism
may be approximately described by the differential equation of a simple linear
vibrator with linear damping. The impulsive energy supply normally occurs twice
per full vibration. An extreme case with a fixed given increment 'EZ of the
kinetic energy at each impulse state has been particularly investigated. Next, let
us consider a system with linear damping with the equation of motion
50
x [ x x
0. (2.52)
The solution is
1
x(t ) Ke[ t cos Z t , Z (1 [ 2 ) 2 . (2.53)
In Fig. 2.25, the phase diagram is composed of curves constructed in accordance
with solution (2.53). For a given 'EZ and [, only the amplitude A of the limit cycle
is computed here. Since x1 x2 0, the points 1 and 2 of Fig. 2.25 correspond to
t1 / 2Z , t2 /Z (2.54)
with
x1 KZ e [ t1 , x2 KZ e [ t2 . (2.55)
The mechanical damping energy withdrawn from the system in its passage from 1
to 2 is obtained as
1 2
'ED ( x1 x22 ) K 2Z 2 sinh([ / Z ) .
2
Figure 2.25 Limit Cycle of an Impulsively Excited System with Constant Energy
Increment
Since we must have 'EZ 'ED for a limit cycle, it follows that
1
1§ 'EZ ·2
K ¨ ¸ ,
Z © sinh([ / Z ) ¹
and eventually, the amplitude of the limit cycle is given by A x(ts), where ts is
the time when x vanishes. From
x Ke[ t [ cos Z t Z sin Z t ,
51
we obtain
1 [
ts arctan .
Z Z
Eventually, we have
1
1§ 'ED · 2 [ t s
A ¨ ¸ e cos Z ts .
Z © sinh([ / Z ) ¹
For small damping, [ 1 , we have Z | 1 , ts | [ , e[ | 1 , cos Z t s | 1 , and
2
sinh([ / Z ) | [ , with
1/ 2
§ 'E ·
A|¨ D ¸ .
© [ ¹
As the phase diagram in Fig. 2.25 shows that time histories of x (t ) have
discontinuous points at t1 and t2, the impulsively excited system belongs to the
non-smooth dynamic system.
2.8 Mapping Method and its Application

The mapping method is an effective tool to study nonlinear dynamic systems,
particularly, non-smooth dynamic systems.
2.8.1 Poincare Map
Probably, the most basic tool for studying stability and bifurcations of periodic
orbits is the Poincare map, which was defined by H. Poincare in 1881. The idea
is quite simple: if * is a periodic orbit of the system
x f ( x) (a)
through the point x0, and 6 is a hyperplane perpendicular to * at x0, then for
any point x 6 sufficiently near x0, the solution of equation (a) through x at
t 0, an orbit curve )t ( x ) , will cross 6 again at a point P(x) near x0, as shown
in Fig. 2.26. The mapping x o P( x ) is called the Poincare map.
When 6 is a smooth surface, the Poincare map can also be defined through a
point x0 * , which is not a tangent to * at x0. In this case, surface 6 intersects
curve * transversally at x0. The next theorem establishes the existence and
continuity of the Poincare map P(x) and its first derivative P'(x)[7].
52
Figure 2.26 The Poincare Map
Next, we cite some specific results for the Poincare map of planar systems. For
planar systems, if we translate the origin to the point x0 * 6 , the normal line
6 will be a line through the origin, as shown in Fig. 2.27. The point O * 6
divides the line into two open segments 6 and 6 when 6 lies entirely in the
exterior of * . Let s be the signed distance along 6 with s > 0 for points in 6
and s < 0 for points in 6 .
Figure 2.27 The Straight Line 6 normal to * at 0

The Poincare map P(s) is then defined for | s | G and we have P(0) 0. In
order to see how the stability of cycle * is determined by P'(0), let us introduce
the displacement function
d (s) P(s) s .
Then, d (0) 0 , and d c( s ) Pc( s ) 1 . According to the mean value theorem,
for | s | G
d (s) d c( s ) s
from some value Vbetween 0 and s. Since d'(s) is continuous, the sign of d(s)
will be the same as the sign of d'(s) for |s| sufficiently small and d c(0) z 0. Thus,
53
if d'(0) < 0, it follows that d(s) < 0 for s > 0 and d(s) > 0 for s < 0; i.e., the cycle
* is a stable limit cycle (see Fig. 2.27). Consequently, we have such corres-
ponding results: if P(0) 0 and P'(0) < 0, * is a stable limit cycle; and if P(0) 0
and P'(0) > 1, * is an unstable limit cycle. Thus, the stability of * is determined
by the derivative of the Poincare map.
Example 1. Let us return to system (2.47). In polar coordinates, it becomes
r r (1 r 2 ), T 1
with r(0) r0 and T T 0. The first equation can be solved either as a separable
differential equation or as a Bernoulli equation. The solution is given by
1

ª §1 · 2t º 2
r (t , r0 ) «1 ¨ 2 1¸ e » , T T (t ,T 0 ) .
«¬ © r0 ¹ »¼
If 6 is the ray T T0 through the origin, 6 is perpendicular to * and the
trajectory through the point (r0 ,T 0 ) 6 * at t 0 intersects the ray T T0
again at t 2, as shown in Fig. 2.28. The Poincare map is given by
1

ª §1 · 4 º 2
P(r0 ) «1 ¨ 2 1¸ e » .
¬« © r0 ¹ ¼»
Obviously, P(1) 1 corresponds to cycle * , and we have
3

ª §1 · º 2
Pc(r0 ) e 4 r03 «1 ¨ 2 1¸ e4 »
¬« © r0 ¹ ¼»
with Pc(1) e 4 1 . Hence, the limit cycle * shown in Fig. 2.28 is a stable one.
Figure 2.28 The Poincare Map for the System in Example 1
54
2.8.2 Piecewise Linear System
There are some technical devices whose equations of motion contain the piecewise
linear function shown in Fig. 2.29. They are referred to as piecewise linear systems
and belong to a non-smooth dynamic system. It is known that the mapping method
is particularly suitable for analyzing their motion.
Figure 2.29 Variety of Piecewise Functions
The procedure of the mapping method for analyzing a piecewise linear system
may be clearly explained by studying a position servo system with relay controller.
Its interior structure is illustrated by a block diagram shown in Fig. 2.30, in
which block A represents the controlled object and the servo motor, block B
represents the amplifier and the on-off element with dead-zone, and block C
represents the comparative operation of the desired position and the feedback
signal of the position servo system. After its modeling, the equations of motion
are eventually reduced to the following form
Jx cx k1uo ,

uo F (ui ), (2.56)
ui k2 ( xd x),
where x is the position deviation, xd is the desired position, J is the equivalent
moment of the inertia of the position servo system, c is the damping coefficient,
Figure 2.30 Block Diagram of a Displacement Servo System
55
ui and uo are the input and the output voltages of the on-off element, F(ui) describes
its input-output relationship, as shown in Fig. 2.29(f), and k1 and k2 are the
amplification coefficients of the servo motor and the controller of the position
servo system.
2.8.3 Application of the Mapping Method
To apply the mapping method to analyze the position servo system with on-off
controller, there are four steps to follow.
Step 1: Divide the phase plane into three regions.
According to the piecewise linear function F(ui), the system Eq. (2.56) may be
respectively described as three forms in three different regions in the phase plane,
i.e.,
T
x x kuo , x ! G , (2.57)
T
x x 0, | x | G , (2.58)
T
x x kuo , x G , (2.59)
where uo is a constant voltage, namely, the output of the on-off element. Other
coefficients may be found from the Eq. (2.56), i.e.,
J k1 '
T , k , G , (2.60)
c c k2
where is the half width of dead-zone of F(ui).
According to Eqs. (2.57), (2.58), and (2.59), the phase plane is divided into
three regions by two lines L1 and L2, perpendicular to x axis, namely, x G and
x G. These regions are I, II, and III, as shown in Fig. 2.31.
Figure 2.31 Phase Plane of a Piecewise Linear System
56
Step 2: Draw a phase path with a full cycle.

Choose the initial phase point P0(x0, y0) on the upper half-line of L1, integrate
the second-order linear differential Eqs. (2.57), (2.58), and (2.59) respectively,
and obtain three types of phase paths in regions ć, Ĉ, and ĉ. By connecting all
phase paths in different regions in the phase plane, we eventually obtain a phase
path with a full cycle starting from P0 to P4 on the upper half-line of L1, as shown
in Fig. 2.31.
Step 3: Establish the Poincare map.
Since Eqs. (2.57), (2.58), and (2.59) are symmetric about the origin O of the
phase plane, the limit cycle if it be must be symmetric about O too. For this
symmetric system, we establish the Poincare map of only half cycle to describe
the motion of the full cycle from P0(G, y0) to P4(G, y4), namely, the Poincare map
of the half cycle from P0(G, y0) to P2(G, y2).
Taking P0(G, y0) and P1(G, y1) as two initial states, we integrate Eqs. (2.57) and
(2.58) respectively. Find their analytical solutions y1(t) and y2(t), and then establish
the first Poincare map from P0 to P1, i.e.,

t1
§ 1 ·
t
y1 y0 e T
kuo ¨1 e T ¸ , (2.61)
© ¹
and the second Poincare map from P1 to P2, i.e.,
2G
y2 y1 , (2.62)
T
where t1 is the duration from P0 to P1, which may be determined by the equation
§ t1
·
kuo t1 T ( y0 kuo ) ¨1 e T ¸ 0. (2.63)
© ¹
Substituting (2.62) into (2.61), we obtain

t1
§ 1 ·
t
2G
y2 y0 e T
kuo ¨1 e T ¸ . (2.64)
© ¹ T
The equation system (2.63) and (2.64) describes the Poincare map from P0 to P2.
Step 4: Plot the Lamery diagram.
Denoting t1 as a variable parameter, we solve the simultaneous Eqs. (2.63) and
(2.64) by numerical computation, and draw a sequential function curve M. In
addition, plot a half-line L starting from origin O, whose equation is
L: y2 y0 . (2.65)
Here, make the y2 axis coincide with the y2 axis, as shown in Fig. 2.32. If the
57
system parameters, k, T, Gand uo meet the requirement for self-excited vibration

to occur, curve M and line L will intersect at points K1 and K2, as shown in
Fig. 2.32, in which the staggered lines show the convergent or the divergent
processes of the phase path toward or outward from the limit cycle. In the arrow
direction, the fixed point K2 corresponds to a stable limit cycle, and the fixed
point K1 corresponds to an unstable limit cycle. This figure is called Lamery
diagram and it is an effective tool to find limit cycles.
Figure 2.32 Sequential Function Curve and Lamery Diagram
Obviously, the phase diagram accordant with the Lamery diagram in Fig. 2.32
is similar to the one shown in Fig. 2.20(b), which has two limit cycles. Since the
internal limit cycle is unstable, the equilibrium point of this position servo system
is stable. Consequently, the self-excited vibration can be caused by large disturbance
with its initial phase point out of the unstable limit cycle. Hence, the self-excited
vibration, occurring in the position servo system controlled by on-off element
with dead-zone, is produced by hard excitation.
References
[1] A A Andronov, E A Vitt, S E Khaiken. Theory of Oscillators. Oxford: Pergamon, 1966
[2] P Hagedorn. Nonlinear Oscillations. Oxford: Clarendon Press, 1981
[3] D W Jordan, P Smith. Nonlinear Ordinary Differential Equations, Third Edition. Oxford:
Oxford University Press, 1999
[4] A A Andronov, E A Leontorich, I I Gordon, A G Maier. Qualitative Theory of Second-
Order Dynamic Systems. New York: Wiley, 1973
[5] A H Nayfeh, D T Mook. Nonlinear Oscillations. New York: John Wiley & Sons, 1979
[6] J J Stoker. Nonlinear Vibrations. New York: Weley, 1950
[7] L Perko. Differential Equations and Dynamical Systems. New York: Springer-Verlag, 1991
[8] V I Arnold. Ordinary Differential Equations. Berlin: Springer-Verlag, 1992
58
Chapter 3 Stability Methods
Abstract: The phase plane is used not only to describe a solution to one
initial state, but also to describe a family of solutions to a number of initial
states. However, it is confined to applying to a second-order autonomous
equation only. Application to higher-order nonlinear equations is much
more difficult than higher-order linear equations. Fortunately, under certain
conditions, a nonlinear equation may be linearized in the neighborhood of
its equilibrium point, and the net results, the linear equation, can be applied
to examining the motion of the nonlinear system in the neighborhood of its
equilibrium point. This method has been widely used to predict the stability
of equilibrium and the existence of self-excited vibration in higher-order
nonlinear systems. Hence, the main material of this chapter is divided into five
sections: the first is concerned with the concept of stability of equilibrium of
an autonomous system, the second introduces the algebraic criterion of
stability, the third is arranged to deduce the geometric criterion of stability,
the fourth is devoted to constructing the parameter conditions that guarantee
stability of equilibrium of a higher-order linear system, and the fifth establishes
a quadratic form criterion of stability of equilibrium of a holonomic system
with multiple degrees of freedom.
Keywords: Lyapunov stability, linearized system, eigenvalue of system,
Hurwitz criterion, Mihairov curve, geometric criterion, homonomic system,
quadratic form criterion
3.1 Stability of Equilibrium Position

The concept of stability of equilibrium is somewhat familiar to elementary
mechanics. Today, the concept of stability of equilibrium designated by A. M.
Lyapunov plays an important role in the theory of ordinary differential equations
and various technical fields. It is introduced in detail below.
3.1.1 Equilibrium Position of Autonomous System
Given parameter vector O , the autonomous Eq. (1.22) describing self-excited

vibration may be written as
x f ( x ), (3.1)
where x is an n-dimensional state variable vector, and f is an n-dimensional
function vector, i.e.,
x [x1, x2, " , xn]T, f [f1, f2, " , fn]T. (3.2)

In Eq. (3.1), denoting x 0 , we obtain its equilibrium equation, i.e.,
f (x) 0. (3.3)
The above algebraic equation may have definite constant solutions, which are
all equilibrium positions of system (3.1). In general, each of them can be written
as a constant vector xe.
3.1.2 First Approximation Equation of a Nonlinear Autonomous

System
Suppose f (x) is an analytic function vector that may be expanded into a power
series in the neighborhood of the equilibrium position. Substituting the power
series, ignoring the higher-order power series, and retaining the linear terms, we
obtain the linear equation written in a vector form, namely,
x Ax , (3.4)
where A is an n-dimensional matrix and its elements are the partial derivatives of
f(x) with respect to x at the equilibrium position xe, i.e.,
ª wf º
A « wx » . (3.5)
¬ ¼ xe
In general, the linear Eq. (3.4) is called the first approximation equation of the
autonomous system (3.1).
3.1.3 Definition of Stability of Equilibrium Position
At the end of the 19th Century, A.M. Lyapunov designated a type of stability of
motion of dynamic systems. The stability of equilibrium position is a particular
branch of stability of motion. Lyapunov’s definition assumes that the origin of
the coordinates is the equilibrium position and the stability of the equilibrium
position can be stated as follows[1, 2].
1. The equilibrium position is stable in the sense of Lyapunov if for any arbitrary
positive quantity H , there exists a positive quantity G such that the satisfaction of
the inequality
60
3.1 Stability of Equilibrium Position
& x0 & G (3.6)

implies the satisfaction of the inequality
& x & H , 0 t f , (3.7)

where x0 x(0).
2. The equilibrium position is asymptotically stable if it is Lyapunov stable. In
addition,
lim & x (t ) & 0 . (3.8)

t of
3. The equilibrium position is unstable if it is not Lyapunov stable.

Geometrically, the equilibrium position is stable if any motion initiated inside
the sphere & x & G remains inside the sphere & x & H for all time t. If the motion
approaches the equilibrium position as t o f, the equilibrium position is asympto-
tically stable. If the motion reaches the boundary of the sphere & x & H in finite
time, the equilibrium position is unstable. Three possibilities are illustrated in
Fig. 3.1(a) (c).
Figure 3.1 Geometric Illustration of Stable, Asymptotically Stable, and Unstable

Equilibrium Positions
3.1.4 First Approximation Theorem of Stability of Equilibrium

Position
A.M. Lyapunov verified that the three first approximation theorems give a simple
method to study the stability of equilibrium position for higher-order nonlinear
systems.
Theorem 1. If all eigenvalues of matrix A have negative real parts, the equili-
brium position of nonlinear system (3.1) is asymptotically stable.
Theorem 2. If at least one eigenvalue of matrix A has a positive real part, the
equilibrium position of nonlinear system (3.1) is unstable.
Theorem 3. If at least one eigenvalue of matrix A has a vanishing real part and
61
the other eigenvalues have negative real parts, it is impossible to determine the
stability of the equilibrium position of nonlinear system (3.1).
Nonlinear system (3.1) is called a critical stable system if its first approximation
Eq. (3.4) has at least one eigenvalue with vanishing real part and all other
eigenvalues have negative real parts. From the above three theorems, we conclude
that the stability of equilibrium position of nonlinear system, whose eigenvalues
do not have zero real part at all, may be determined by the first approximation
Eq. (3.4) and the stability problem of general nonlinear systems can be transformed
into one of its first-order approximation system.
3.2 An Algebraic Criterion for Stability of Equilibrium

Position
Based on the first approximation theorem, except for the critical stable system,
the stability of the equilibrium position of nonlinear Eq. (3.1) may be determined
by the real parts of the eigenvalues of the linear Eq. (3.4).
3.2.1 Eigenvalues of Linear Ordinary Differential Equations
Let us consider a solution of linear Eq. (3.4) given in exponential form[3, 4].
x (t ) e O t x0 , (3.9)
where x0 is the initial state.
Introducing solution (3.9) in Eq. (3.4), and dividing it by eOt , we obtain the
eigenvalue problem
O x0 Ax0
leading to the characteristic equation
det | A O I | 0 , (3.10)
where I is an n-dimensional identical matrix.
Expanding Eq. (3.10) into a high-degree algebraic equation, we obtain
a0 O n a1O n 1 " an 1O an 0. (3.11)

In complex domain, the characteristic equation has n roots referred to as
characteristic values or eigenvalues of system (3.4) and denoted by O1, O2, " , On.
Since the coefficients of Eq. (3.11) are real numbers, the complex eigenvalues must
be conjugate and the eigenvalues of Eq. (3.11) are symmetrically distributed
about the real axis of O plane.
62
3.2 An Algebraic Criterion for Stability of Equilibrium Position
3.2.2 Distribution of Eigenvalues of a Asymptotic Stable System
According to the first approximation theorem mentioned above, the behavior of a

nonlinear system in the neighborhood of an equilibrium position can be predicted
on the basis of a linearized system. Thus, significant behavior can be determined,
of course, by solving the characteristic equation to find the eigenvalues. For
higher-order systems, however, this is still a difficult problem. Hence, it is desired
to make a statement concerning the system stability without actually solving the
characteristic equation. Since the imaginary part of the eigenvalues does not
affect stability, only the information on the real part, and particularly the sign of
the real part, is necessary. Actually the necessary and sufficient condition for
asymptotic stability of linear systems is that all of characteristic values be
distributed on the left half plane of the root.
According to algebraic theory, the condition that all coefficients of the
characteristic equation have the same sign is only necessary but not sufficient for
all roots of the characteristic equation to be located in the left half plane. In
general, it is not a simple task to determine the amount of the roots with negative
real parts. Fortunately, mathematics provides two classes of methods to solve this
problem, i.e., algebraic criteria and geometric criteria, which have been com-
prehensively applied in various fields. In this section, we introduce the algebraic
criteria below. The geometric criteria will be demonstrated in the next section.
3.2.3 Hurwitz criterion
The number of roots of an algebraic equation with negative real part is determined
by its all coefficients. To establish the relation is a well-known mathematical
problem first resolved by E. J. Routh and is named as Routh problem in honor of
his contribution. Later on, A. Hurwitz independently gave an answer to resolve
the problem by coefficient determinant. His method is called Hurwitz criterion
and is used to study various stability problems comprehensively.
First, we introduce the construction of Hurwitz determinant.
By arranging the coefficients of the algebraic Eq. (3.11) in accordance with
certain regulation, the Hurwitz main determinant 'n and all minors '1 ," , 'n 1
are listed below
a1 a0 0 0 " 0
a1 a0 0 a3 a2 a1 a0 " 0
a1 a0
'1 a1 , ' 2 , '3 a3 a2 a1 , ..., ' n a5 a4 a3 a2 " 0 .
a3 a2
a5 a4 a3 "
0 0 " an
(3.12)
63
Comparing the last two determinants, we find out the following relation
'n an 'n 1 . (3.13)

Next, let us consider the Hurwitz criterion.
Except that all coefficients of the characteristic equation have same sign, the
Hurwitz criterion states that the necessary and sufficient condition for all the
roots of the characteristic equation to possess negative real parts is that all the
determinants '1 , '2 ," , 'n be positive, i.e.,[5, 6],
'1 ! 0, '2 ! 0, ", 'n ! 0 . (3.14)

For a higher-order system, the computation of all determinants '1 , '2 ," , 'n in
(3.12) is rather tedious. Hence, it becomes desirable to change condition (3.14) to
be more easily evaluated. For example, in the criterion of Liénard-Chipart,
condition (3.14) is replaced by
a1 ! 0, " an ! 0, and 'n 1 ! 0, 'n 3 ! 0, " . (3.15)

As a necessary and sufficient condition, inequalities (3.15) are equivalent to (3.14).
Let us consider two other examples often encountered in studying stability
problems.
1. Stability Criterion of Equilibrium of a Third-Order Autonomous System
After linearization in the neighborhood of the equilibrium of a third-order
nonlinear autonomous system, the characteristic equation becomes a cubic
equation, i.e.,
O 3 a1O 2 a2 O a3 0. (3.16)
According to criterion (3.14), if coefficients a1, a2, and a3 have the same sign, we
need to construct only one minor determinant
'2 a1a2 a3 .
Here, the coefficient condition for asymptotic stability of equilibrium of a
third-order autonomous system is
a1a2 a3 ! 0 . (3.17)
2. Stability Criterion of Equilibrium of a Fourth-Order Autonomous System

After linearization in the neighborhood of the equilibrium of a fourth-order
nonlinear autonomous system, the characteristic equation is a quadratic equation
O 4 a1O 3 a2 O 2 a3O a4 0. (3.18)
64
3.3 A Geometric Criterion for Stability of Equilibrium Position
According to criterion (3.14), if the coefficients a1, a2, a3, and a4 have the same
sign, we need to construct only one minor determinant
'3 a1a2 a3 a32 a12 a4 .
Here, the coefficient condition for asymptotic stability of equilibrium of a fourth-
order autonomous system is
a1a2 a3 a32 a12 a4 ! 0 . (3.19)
3.3 A Geometric Criterion for Stability of Equilibrium

Position
Stability of equilibrium of the linear system (3.14) is also determined by the
geometric contour of hodograph of complex vector. This method is called geometric
criterion of stability of equilibrium of linear autonomous systems[7, 8].
3.3.1 Hodograph of Complex Vector D(iZ)
Denoting a0 1, the characteristic polynomial of the linear system (3.4) is written as
D (O ) O n a1O n 1 " an 1O an . (3.20)

Then, denoting O iZ, we have
D(iZ ) ) (Z ) i< (Z ) (3.21)

with
) (Z ) an an 2Z 2 an 4Z 4 " , (3.22)
< (Z ) Z (an 1 an 3Z 2 an 5Z 4 ") . (3.23)

Obviously, the real part of D(iZ) is an even function of Z, while the imaginary
part of D(iZ) is an odd function of Z. Thus, the hodograph of complex vector
D(iZ) is symmetric about the real axis of complex plane D(O) and only half of
the hodograph of the complex vector D(iZ) needs to be drawn. This hodograph
of D(iZ) is called Mihairov curve in honor of the inventor of this geometric
criterion, once a student of former Soviet Union.
Now, let us consider a third-order linear autonomous system, whose characteristic
polynomial is a third-degree function. Denoting O iZ in the characteristic
polynomial, we obtain a complex function with a real variable Z, i.e.,
D(iZ ) ) (Z ) i< (Z )
65
with
) (Z ) a3 a1Z 2 , < (Z ) Z (a2 Z 2 ) (3.24)

As mentioned before, varying only the variable parameter Z in the semi-infinite
interval (0, f), we obtain half of the hodograph of D(iZ). Its four shapes are
shown in Fig. 3.2(a), (b), (c), and (d) respectively, corresponding to different
combinations of coefficients a1, a2, and a3.
Figure 3.2 Hodographs of Vector D(iZ) corresponding to Third-Order Linear Systems

(a) Asymptotic Stable; (b) Critical Stable Ē; (c) Critical Stable ē; (d) Unstable
3.3.2 Argument of Hodograph of Complex Vector D(iZ)
According to algebraic theory, the characteristic Eq. (3.11) has n roots O, O, " ,
On in complex domain and the polynomial D(O) may be expanded into a product
of n linear multipliers, i.e.,
D (O ) (O O1 )" (O On ) . (3.25)
Denoting O iZ, we have
D(iZ ) (iZ O1 )" (iZ On ) . (3.26)
If all coefficients of the algebraic Eq. (3.11) are real numbers, its complex roots
are all conjugate and the eigenvalues are symmetrically distributed about the
real axis of the complex plane, as shown in Fig. 3.3. The multiplier (iZ Ok ) in
expression (3.26) is a vector from point Ok to point iZ, which lies on the imaginary
axis of the complex plane.
If Ok is located in the left-half complex plane, with Z varying from f to f ,
the increment of argument of vector (iZ Ok ) , which is the angle included
between this vector and the abscissa, is equal to S. If Ok is located in the right-
half complex plane, with Z varying from f to f, the increment of argument
66
Figure 3.3 Distribution of Characteristic Roots of Linear Systems
of vector (iZ Ok ) is equal to S.

According to the multiplication operation on vectors, the argument of the
product vector D(iZ) is equal to the sum of arguments of all multiplier vectors
(iZ Ok ) , k 1, 2, " , n. Thus, if the Eq. (3.11) has m roots with positive real
part and m roots lie in the right-half complex plane, n m roots with negative
real part lie in the left-half complex plane. With Zvarying from f to f , the
increment of argument of hodograph of vector D(iZ) is evaluated as
' Arg D(iZ ) (n m)S mS (n 2m)S . (3.27)

Z :fof
As the Mihairov curve is symmetric with respect to the real axis of the complex
plane, with Z varying from 0 to f, the hodograph of vector D(iZ) should be
' Arg D(iZ ) (n m )S / 2 . (3.28)

Z :0 of
3.3.3 Geometric Criterion for Stability of Equilibrium Position
The necessary and sufficient condition of asymptotic stability of equilibrium of

the linear autonomous system is that all roots of the characteristic equation have
negative parts, i.e., m 0 in Eq. (3.28). Hence, using this equation, the geometric
criterion for asymmetric stability of equilibrium of the linear autonomous system
can be found by
' Arg D (iZ ) nS / 2 . (3.29)

Z :0 of
In view of this expression, the geometric criterion of asymmetric stability of

equilibrium of the linear autonomous system states that the necessary and sufficient
condition to guarantee that all the roots of characteristic equation possess negative
67
real parts is that the increment of the argument of the hodograph of vector D(iZ)
is equal to nS/2 with Z varying from 0 to f .
Now, let us return to the third-order linear autonomous system whose hodographs
of vector D(iZ) are shown in Fig. 3.2 (a), (b), (c), and (d). In case n 3, the
hodograph of D(iZ), as shown in Fig. 3.2(a), is equal to 3S/2 with Z varying
from 0 to f and the equilibrium of this system has asymptotic stability.
Meanwhile, the hodograph of D(iZ), as shown in Fig. 3.2(d), is equal to S/2
with Z varying from 0 to f and the equilibrium of this system is unstable.
Corresponding to the hodograph of D(iZ) shown in Fig. 3.2(b), the equilibrium
of the linear autonomous system has the first type of critical stability in case
a3 0, and the characteristic Eq. (3.16) possesses a zero root at the origin of the
complex plane. In addition, corresponding to the hodograph of D(iZ) shown in
Fig. 3.2(c), the equilibrium of this system has the second type of critical stability
and the characteristic Eq. (3.16) possesses a pair of conjugate roots on the imaginary
axis of the complex plane.
3.3.4 Coefficient Condition Corresponding to the Second Type of

Critical Stability
As shown in Fig. 3.2(c), the hodograph of D(iZ) of the third-order linear auto-
nomous system passes through the origin of the complex plane. Similarly, for a
higher-order linear autonomous system corresponding to the second type of
critical stability, the hodograph of D(iZ) also passes through the origin of the
complex plane, as shown in Fig. 3.4. Using this geometry, we can find out the
coefficient condition guaranteeing the second type of critical stability for higher-
order linear systems. Let us explain it in detail below.
Figure 3.4 Hodograph of Vector D(iZ) Corresponding to the Second Type of

Critical Stability
68
First, look at the hodograph of D(iZ) shown in Fig. 3.4. For Z Zc, both the
real part and the imaginary part of D(iZ) are equal to zero. Denoting O iZc in
the characteristic Eq. (3.11), we obtain two real equations
) (Z c ) 0, < (Zc ) 0,
in which polynomials ) and < are defined by expressions (3.22) and (3.23).
Denote E Zc2 to reduce their degree. If the positive n is odd and n 2l 1, we
obtain the equation system
f (E ) a0 E l a2 E l 1 a4 E l 2 " 0,
(3.30)
g (E ) a1 E l a3 E l 1 a5 E l 2 " 0.
If n is even and n 2l, we obtain another equation system
f (E ) a0 E l a2 E l 1 a4 E l 2 " 0,
(3.31)
g (E ) a1 E l 1 a3 E l 2 a5 E l 3 " 0.
According to algebraic theory, the necessary and sufficient condition guar-
anteeing the same roots for algebraic equation system (3.30) and (3.31) is that
their discriminant determinant R( f , g ) be vanishing, i.e.,
a0 0 0 " a1 0 0 "
a2 a0 0 " a3 a1 0 "
R( f , g ) a4 a2 a0 " a5 a3 a1 " 0.
" " " "
" " " " 2l u2l
Otherwise, equation systems (3.30) and (3.31) are coprime. After algebraic operation,
the above equation is arranged in the form
a1 a0 0 0 0 0 " 0
a3 a2 a1 a0 0 0 " 0
a5 a4 a3 a2 a1 a0 " 0 0. (3.32)
" " " "
0 0 0 " " an
In fact, if n is even, the determinant in the left side of the above equation is
just the Hurwitz determinant 'n . If n is odd, it is the maximum minor of the
Hurwitz determinant 'n 1 . Considering the relation in Eq. (3.13), two results
may be joined together and written as
'n 1 0. (3.33)
69
Eventually, we conclude that Eq. (3.33) is the necessary coefficient condition

guaranteeing the second type of critical stability of equilibrium of the linear
autonomous system.
3.4 Parameter Condition for Stability of Equilibrium

Position
To prevent the dynamic systems from self-excited vibration, it is important to
understand the stable region in its parameter space. In general, the coefficients of
a characteristic equation are the functions of system parameters. After the stable
region in coefficient space is found out by Hurwitz criterion or geometrical
criterion, the remainder of the investigation is just a mathematical operation, i.e.,
a function transformation from coefficient space into parameter space, which will
be illustrated below.
3.4.1 Stable Region in Coefficient Space
In the Eq. (3.13), denoting Hurwitz determinant 'n to be zero, we obtain two
coefficient equations, namely,
an 0 (3.34)
and
'n 1 0. (3.33)
Equation (3.34) states that a real root of characteristic Eq. (3.11) is located at the
origin of the complex plane, which means that the equilibrium position of the
dynamic system possesses the first type of critical stability. Similarly, Eq. (3.33)
states that a pair of conjugate roots of characteristic Eq. (3.11) lie on the imaginary
axis of the complex plane, which means that the equilibrium position of the
dynamic system possesses the second type of critical stability.
Obviously, Eqs. (3.34) and (3.33) define two surfaces with n 1 dimensions in
coefficient space R n. R n is constituted by n independent variables a1, a2, " , an,
whose n 1 groups of subspaces Sk, k 1, 2, " , n 1 are defined by the
inequalities 'k ! 0 . According to mathematical theory, these subspaces have a
geometrical property, that is, Sk is surrounded by Sk1, k 1, 2, " , n1. Hence,
we have
Sn 1 Sn 2 " S2 S1 . (3.35)
Thus, the stable region in coefficient space R is surrounded by two surfaces
n
defined by Eqs. (3.33) and (3.34). To simplify it, we describe it as : .

70
3.4 Parameter Condition for Stability of Equilibrium Position
Next, we use two simple systems to explain the above conclusion.

1. The stable region of a second-order linear autonomous system
The characteristic equation of a second-order linear autonomous system is
O 2 a1O a2 0. (3.36)
In this case, equations of two surfaces w:1 and w: 2 corresponding to Eqs. (3.34)
and (3.33) are
a2 0 (3.37)
and
a1 0, (3.38)
whose stable region : and two boundary surfaces w:1 and w: 2 are shown in
Fig. 3.5.
Figure 3.5 The Stable Region and its Boundary Surfaces of a Second-Order Linear
Autonomous System
2. The stable region of third order linear autonomous system

The characteristic equation of a third-order linear autonomous system is Eq. (3.16).
In this case, the equations of two surfaces w:1 and w: 2 corresponding to Eqs. (3.34)
and (3.33) are
a3 0 (3.39)
and
a1a2 a3 0, (3.40)
whose stable region : and two boundary surfaces w:1 and w: 2 are shown in
Fig. 3.6.
3.4.2 Stable Region in Parameter Space
Dynamic systems always have some parameters that are variables in certain
71
range and related to stability of its equilibrium position. Therefore, we need to

find the stable region in the parameter space for engineering design.
Figure 3.6 The Stable Region and its Boundary Surfaces of a Third-Order Linear
Autonomous System
Here, consider the characteristic Eq. (3.11). Let us denote a0 1 and assume
that the remainder of its coefficients are independent variables so that they construct
an n-dimensional vector in R n, which is described in the form
a [a1 ," , an ]T , a R n . (3.41)

If the dynamic system possesses m independent parameters, i.e., P1, P2, " , Pm,
by which an m-dimensional parameter space is constructed and described as R m,
every point in this space corresponds to an m-dimensional vector, which can be
written in the form
[ P1 ," , P m ]T , Rm . (3.42)
Let us denote a function vector to describe the relation between the coefficient
vector a and parameter vector P, i.e.,
a G ( ), a R n , Rm , (3.43)
where G is an n-dimensional function vector, namely,
G [G1 ," , Gn ]T . (3.44)

First, substituting expression (3.43) in Eq. (3.34), which is satisfied by a set of
coefficient points on the boundary surface w:1, we obtain a parameter equation, i.e.,
H1 ( ) 0. (3.45)
We define w:1c as the boundary surface of the stable region in the parameter
space Rm. If the parameter point of dynamic system lies on w:1c , the equilibrium
position possesses the first type of critical stability. Similarly, substituting
expression (3.43) in Eq. (3.33), which is satisfied by a set of coefficient points on
72
3.4 Parameter Condition for Stability of Equilibrium Position
the boundary surface w:2 , we obtain a parameter equation, i.e.,
H 2 ( ) 0. (3.46)
This defines w:2c as the boundary surface of the stable region in parameter space
Rm. If the parameter point of dynamic system lies on w:2c, the equilibrium position
possesses the second type of critical stability.
Here, let us consider a physical example of a stable region in the parameter
space of a vibration system with a single degree of freedom, whose equation of
motion is
mx cx kx 0, m ! 0 ,
where parameters m, c, and k are mass, damping, and stiffness coefficients of the
system and they are all positive variables. Consequently, the parameter space of
the system is a subspace in the three-dimensional space. The characteristic
equation of the system is (3.36) with the following coefficients
c k
a1 , a2 , m ! 0, c ! 0, k ! 0 .
m m
According to the above analysis, the equations of the boundary surfaces of the
stable region in the parameter spaces w:1c and w:2c are k 0 and c 0 respectively.
They are two orthogonal coordinate planes, and the stable region : in R3 is
surrounded by these two planes and plane m 0, as shown in Fig. 3.7.
Figure 3.7 A Stable Region of the Vibration System with Single Degree of Freedom
3.4.3 Parameter Perturbation on the Boundaries of Stable Region
As we have seen, if the system parameters vary in the stable region of a dynamic
system, the stability of equilibrium position does not change and the behavior
73
of the dynamic system is not essentially varying. In contrast, if the system

parameters are perturbed on any boundary of the stable region, the stability of its
equilibrium position changes, and the behavior of the dynamic system is altered
qualitatively.
Let us consider a second-order linear system whose stable region : is shown
in Fig. 3.8. A variety of equilibrium positions, including stable node, stable focus,
center, unstable focus, unstable node, and saddle, are assigned in different regions
in the plane a1- a2 . The stable region is in the first quadrant, and its boundaries
w:1 and w:2 are at the positive half of the axis a1 and axis a2 respectively.
When point P(a1, a2) in the stable region passes over the positive half of axis
a1 into the fourth quadrant, the equilibrium position of the system changes from a
stable node to a saddle. Consequently, the behavior of the dynamic system is altered
essentially even if the variation of a1 and (or) a2 is very small. Such phenomenon
is referred to as bifurcation[8]. Corresponding to the alternation from a node to a
saddle or a saddle to a node, the transformation is called node-saddle bifurcation.
Corresponding to the alternation from a stable focus to an unstable focus or from
an unstable focus to a stable focus, the transformation is called Hopf-bifurcation
in honor of mathematician E. Hopf, although A. A. Andronov, a Russian physicist,
apparently had a better claim to its discovery in 1930. As Fig. 3.8 shows, the
variation of point P(a1, a2) must cross over the positive half of axis a2, on which
the equilibrium positions are the center. This is why finding out the parameter
condition of Hopf bifurcation always starts from the center region of the
parameter space.
Figure 3.8 Variety of Equilibrium Positions of a Second-Order System
Though the above analysis is based only on a second-order linear autonomous

system, the results obtained provide some inspiration to study higher-order linear
autonomous system. The associated contents will be introduced in the next
chapter.
74
3.5 A Quadratic Form Criterion for Stability of Equilibrium Position
3.5 A Quadratic Form Criterion for Stability of

Equilibrium Position
Although Hurwitz criterion and geometric criterion have been applied to studying
the stability of equilibrium, they cannot be utilized to understand the influence of
various physical forces on the stability of equilibrium. However, the quadratic form
criterion can directly provide some qualitative evaluation on the influence of the
stability of equilibrium if the equations of motion are a group of second-order
linear ordinary differential equations with constant coefficients.
3.5.1 Linear Equations of Motion of Holonomic System
In analytical mechanics, a dynamic system is called a holonomic system if all its

constraints are holonomic. The equations of motion of a free holonomic system
may be derived by Lagrange’s equation and the resulting equations are a group of
second-order ordinary differential equations. The resulting equations are always
autonomous equations and may be written in vector form, i.e.,[9]
Mq f (q, q ) (3.47)

with
> q1 " qn @ , q > q1 " qn @ , q > q1 " qn @ ,
T T T
q
ª m11 " m1n º
« », (3.48)
> f1 fn @ ,
T
f " M « " »
«¬ mn1 " mnn »¼
where q is the generalized coordinate vector; qi(i 1, 2, " , n) are the components
of q; q and q are the generalized velocity vector and the generalized acceleration
vector respectively; qi and qi (i 1, 2, " , n) are the components of q and q ;
f is the analytic function vector; fi (i 1, 2, " , n) are the components of f ; M is
the n-dimensional inertial matrix; and mij (i, j 1, 2, " , n) are the elements of M.
Denoting q q 0 in Eq. (3.47), we obtain the equilibrium equation of the
holonomic system, i.e.,
f ( q , 0) 0. (3.49)
Every solution of the equation, qk(k 1, 2, " ), is an equilibrium position of the
holonomic system. In general, there is more than one solution to the nonlinear
Eq. (3.49).
Denote square matrices B and C as the partial derivatives of f (q, q ) with
respect to q and q at an equilibrium position qk respectively, i.e.,
75
ª wf º ª wf º
« wq » B, « wq » C , (3.50)
¬ ¼ ( qk , 0 ) ¬ ¼ ( qk , 0 )
where B and C are non-symmetrical constant matrices in general.

Expand the function f (q, q ) into a Taylor series in the neighborhood of the
equilibrium point (qk, 0) of Eq. (3.47), ignore the nonlinear terms in (q qk) and
q , let q qk x and substitute these linear terms in Eq. (3.47), and finally obtain
the linearized equation of motion in the neighborhood of the equilibrium position,
namely,
Mx Cx Bx 0. (3.51)
In general, matrices B and C are not symmetrical. It is known that a non-
symmetrical matrix may be uniquely separated into a symmetric matrix and a
skew-symmetric matrix. Therefore, we have
C D G, D DT, G G T,
(3.52)
B K E, K K T, E E T,
where D is the damping matrix, G the gyroscopic matrix, K the potential matrix,
and E the circulatory matrix. Substituting expression (3.52) in Eq. (3.51), we obtain
Mx Dx Gx Kx Ex 0, (3.53)

where Mx represents the inertial force of the dynamic system, Dx its dissipative
force, Gx its gyroscopic force, Kx its conservative (potential) force, and Ex its
circulatory (nonconservative) force.
3.5.2 Quadratic Form of Eigenvectors of a Holonomic System
First, suppose that the initial value problem of linear Eq. (3.53) has a unique
solution
x Ae O t , (3.54)
where A is an n-dimensional complex vector, namely,
A [ A1 , " , An ]T ,
in which the components Ai (i 1, 2, " , n) of A are complex variables for the
systems with small damping.
Next, designate the elements of matrices M, D, G, K, and E as
mrs; drs; grs; krs; ers, r, s 1, 2, " , n.

Substituting expression (3.54) in Eq. (3.53), eliminate the non-trivial factor eOt ,
76
3.5 A Quadratic Form Criterion for Stability of Equilibrium Position
and obtain the characteristic equation of holonomic system with n degrees of

freedom, i.e.,
n
¦ [m
s 1
rs O 2 (d rs g rs )O krs ers ] As 0, r 1, 2," , n . (3.55)
The necessary condition for the linear homogeneous equation possessing a

non-trivial solution is that the following determinant vanishes.
det | M O 2 ( D G )O K E | 0. (3.56)
It is known that the 2nth degree equation possesses 2n roots in complex domain.
If the dissipative force is small enough, all of the characteristic roots are complex
conjugate written as Os and Os* (s 1, 2, " , n). Corresponding to these eigen-
values, there are n pairs of conjugate eigenvectors,
As D s iE s , As* D s iE s , s 1, 2," , n , (3.57)
in which D s and E s are real variables.

At last, left-multiply Eq. (3.55) by As* in vector form, sum up the products, and
obtain a second-degree equation of variable O, i.e.,
M ( AA* )O 2 [ D ( AA* ) iG ( AA* )]O K ( AA* ) iE ( AA* ) 0 , (3.58)
where M( AA*), D( AA*), G( AA*), K( AA*), and E( AA*) are five quadratic forms
of variables Ds and Es, s 1, 2, " , n, i.e.,
1
M ( AA* ) M (D ) M ( E ) ¦¦ (mrsD rD s mrs E r E s ),
2 r s
1
D( AA* ) ¦¦ (drsD rD s drs E r E s ),
D(D ) D ( E )
2 r s
1
K ( AA* ) K (D ) K ( E ) ¦¦ (krsD rD s E r E s ),
2 r s
(3.59)
G ( AA* ) ¦¦ g rs (D r E s D s E r ),
r s
E ( AA* ) ¦¦ e
r s
rs (D r E s D s E r ).
The above expressions show that these quadratic forms respectively vary with
matrix elements mrs, drs, grs, krs, and ers with r, s 1, 2, " , n, and the quadratic
forms M( AA*), D( AA*), G( AA*), K( AA*), and E( AA*) represent the magnitude
of inertial force, dissipative force, gyroscopic force, potential force, and circulatory
force respectively. In general, M( AA*) is a positive definite quadratic form.
77
3.5.3 Quadratic Form Criterion for a Holonomic System
According to the theorem of second-degree equations, a pair of roots of Eq. (3.58)

may be written as[10]
( D i G ) r ( D iG ) 2 4 M ( K iE )
O1,2 . (3.60)
2M
After algebraic operation in the complex domain, the previous expression is reduced
to the following form
( D B Z ) iG (1 B D / Z )
O1,2 (3.61)
2M
with
D 2 G 2 4 KM 1
Z2 (G 4 KM D 2 )2 4( DG 4ME )2 . (3.62)
2 2
According to expression (3.61), if D2 > Z 2, eigenvalues O1 and O2 possess
negative real parts, and the equilibrium position of the holonomic system (3.53) is
asymptotic stable.
Substituting expression (3.62) in (3.61), the necessary and sufficient condition
for asymptotic stability of equilibrium position of the holonomic system is found
and represented by an inequality of the quadratic forms depending on the system
parameters, i.e.,
4ME 2 2 DGE D 2 K . (3.63)

By means of Lyapunov first approximation theorem, the inequality may be utilized
to verify the stability of equilibrium position of the prior nonlinear holonomic
systems with multiple degrees of freedom.
3.5.4 Influence of Circulatory Force on Stability of Equilibrium

Position
Obviously, inequality (3.63) may be applied to check the influence of various

physical forces on the stability of equilibrium position of holonomic systems.
Unfortunately, the second term on the left of inequality (3.63) means that the
dissipative, gyroscopic, and circulatory forces are coupled with one another and
the influence of these forces on the stability of equilibrium position becomes
very complicated. Hence, the investigation is restricted to a special case, in which
the gyroscopic force vanishes and the inequality (3.63) is reduced to
4ME 2 D 2 K . (3.64)
78
References
In general, the quadratic form M is always positive, the inequality means that if
the circulatory force is large enough, the stable condition of equilibrium position
of holonomic systems will be violated. Thus, we conclude that the circulatory
force can cause the equilibrium position of holonomic systems without qyroscopic
force to lose stability.
References
[1] L Meirovitch. Methods of Analytical Dynamics. New York: McGraw-Hill, 1970
[2] L Meirovitch. Elements of Vibration Analysis. New York: McGraw-Hill, 1986
[3] L Perko. Differential Equations and Dynamical Systems. New York: Springer-Verlag, 1991
[4] D W Jordan, P Smith. Nonlinear Ordinary Differential Equations. Third Edition. Oxford:
Clarendon Press, 1999
[6] L Meirovitch. Introduction to Dynamics and Control. New York: John Wiley & Sons, 1985
[7] D R Merkin. Introduction to the Theory and Stability. New York: Springer, 1997
[8] B D Hassard, N D Kazarinoff, Y H Wan. Theory and Applications of Hopf Bifurcation.
Cambridge: Cambridge University Press, 1981
[9] J G Papastavridis. Analytical Mechanics. Oxford: Oxford University Press, 2002
[10] Ã Ã Çàíàæuñöè Å ½éêéëéìîé¾uëéìåéêãòàìåéäÌíÛÜñæãøÛñãã. ¿éåæ.
AH CCCP 1952. T. 86, B.1, Ìíë. 31 34
[I I Metelitsin. Problems of Stabilization by Gyroscopic Force. Doc. AS SSSR 1952 Vol.
81(1): 31 34 (in Russian)]
79
Chapter 4 Quantitative Methods
Abstract: Different from the geometry and the stability methods introduced
until now, which are all the qualitative methods, the methods arranged in
this chapter are quantitative methods that can calculate the magnitude of
amplitude and frequency of self-excited vibrations. In general, the analytical
solutions of the nonlinear differential equations cannot be found and the
dynamic problems of nonlinear systems are much more difficult to be solved,
in particular, the problems of high-dimensional nonlinear systems. Starting
from how to reduce the order of system equations, the contents of this chapter
are divided into five sections: the first is concerned with the basic concepts of
the center manifold from the local theory of ordinary differential equations; the
second is devoted to Hopf bifurcation theory and its application to calculating
amplitude and frequency of self-excited vibration; the last three sections
provide three analytical methods, Lindstedt-Poincare method, averaging
method, and the method of multiple scales, for seeking approximate solutions
of weakly nonlinear autonomous systems with single degree of freedom.
Keywords: nonlinear systems, flow, subspace, center manifold, bifurcation,
Hopf bifurcation, Linstedt-Poincare method, averaging method, method of
multiple scales
4.1 Center Manifold

This section is to provide an effective technique to reduce a high-dimensional
autonomous system to a two-dimensional autonomous system to verify Hopf
bifurcation theorem.
4.1.1 Concept of Flow
Let D be a domain in Rn and let f : D o B n be a smooth function. A dynamic

system is defined as a system of n first-order differential equations with n
variables written in vector form, i.e., x [ x1 , x2 ," , xn ]T , and the system equation
is described as
x f ( x) (4.1)
4.1 Center Manifold
with the initial state

x (0) x0 . (4.2)
It provides a deterministic evolution of the state of the system in time.
Equation (4.1) defines a flow )t : R n o R n where x (t ) ) t ( x0 ) ) (t , x0 ) . It
has a family of solution curves or trajectories generated from the initial state (4.2),
which fills D. It is customary to think of certain geometric structures called manifolds
on which the solutions ‘flow’ in time. The solution x(t) remains on a particular
trajectory that passes through the initial state (4.2) for all time t. With t o rf , the
behavior of x(t) may be found by the following trajectory[1].
If x0 is a point other than a singular point where
x f ( x) 0 (4.3)
and f ( x ) satisfies the Lipschitz property, i.e.,
| f ( y) f ( x) | İ k | y x |
for some k f , then, there exists an interval 0 < t < T, in which Eq. (4.1) has a
unique solution x(t) satisfying the initial state (4.2).
The uniqueness of solution x(t) implies that the trajectories never cross each
other. Moreover, the trajectories vary smoothly over D except at singular points.
This leads to topological constraints on the trajectories in D and precludes complex
dynamical behavior in one- or two-dimensional systems. Consequently, a chaotic
behavior can occur only in three- or higher-dimensional autonomous systems.
As mentioned in Section 3.1, in the neighborhood of equilibrium point xe, the
nonlinear Eq. (4.1) can be linearized as
x Ax . (4.4)
According to the fundamental theorem of linear ordinary differential equations,
the solution to the initial state x(0) x0 associated with linear Eq. (4.4) is given by
x (t ) e At x0 . (4.5)
The mapping e At : R n o R n may be regarded as the description of the motion of
points x0 R n along trajectories of linear Eq. (4.4). The mapping is called the
flow of linear system (4.4).
An n-dimensional linear system has n linearly independent solutions. If the
eigenvalues of A are non-degenerate, it can be diagonalized and Eq. (4.5) can be
expanded into the scalar form
n
x (t ) ¦ c eO
k 1
k
kt
ek , (4.6)
where (ek, Ok) is an eigenpair of A.

81
The stability of linear systems has been studied with linear Eq. (4.4) in Chapter 3.
The equilibrium point xe is asymptotically stable if and only if Re(Ok) < 0 for each
eigenvalue Ok of A.
For nonlinear systems, the notion of local stability of equilibrium point xe can
be formalized with flow ) t :
Definition 1: The fixed point P(x xe) is a Lyapunov stable equilibrium of the
system for all neighborhoods U of P if there exists such a neighborhood U1
of P U that x )t ( x0 ) belongs to U for all times when x0 belongs to U1.
Furthermore, x converges uniformly to xe (with respect to t) as x0 approaches xe.
Definition 2: The fixed point P(x xe) is an asymptotically stable equilibrium
of the system, if and only if there exists such a neighborhood U of P that for all
x0 belongs to U1, we have
lim)t ( x0 ) P,
t of
and for t > s,
) t (U ) ) s (U ) .
If xe is asymptotically stable for linear system (4.4), it will also be asymptotically
stable for the original nonlinear system (4.1) within a certain stable neighborhood
of the initial state x0. The importance of the notion of asymptotic stability arises
consequently. However, the linear problem (4.4) provides no information about
the size of the stable neighborhood around x0 for the nonlinear problem.
4.1.2 Hartman-Grobman Theorem
If all eigenvalues of matrix A have nonzero real part, the flow e At : R n o R n is

called a hyperbolic flow and linear system (4.4) is called a hyperbolic linear
system.
A subspace E R n is said to be invariant with respect to the flow e At :
R o R n if e At E E for all t R .
n
It may be noted, however, that even if the equilibrium point xe is not

asymptotically stable, it is still possible to show that linear problem (4.4) can
describe the qualitative features of the original nonlinear problem (4.1) in some
sense near the equilibrium xe. This possibility becomes effective when all the
eigenvalues of A lie away from the imaginary axis in the complex-O plane. In
this case, fixed point xe is called a hyperbolic fixed point.
Hartman-Grobman Theorem[2]. Let E be an open subset of R n containing the
origin, let f C 1 ( E ) , and let )t be the flow of nonlinear system (4.1). Suppose
f (0) 0 and matrix A Dx f (0) has no eigenvalue with zero real part. Then,
there exists a homeomorphism H of an open set U containing the origin that for
82
4.1 Center Manifold
each x0 U , there is an open interval I 0 R containing zero such that for all
x0 U and t I 0,
H D ) t ( x0 ) e At H ( x0 ) .
Near the origin, H maps the trajectories of nonlinear system (4.1) onto the trajectories
of linear system (4.4) and preserves the parameterization.
According to the Hartman-Grobman theorem, there is a one-to-one corres-
pondence between any qualitative change in the local nonlinear dynamics and
that in the concomitant linear dynamics.
The Hartman-Grobman theorem shows that near the hyperbolic equilibrium
point xe, nonlinear system (4.1) has the same qualitative structure as the linear
system (4.4). This result also paves way for local bifurcations whenever the
equilibrium loses hyperbolicity.
4.1.3 Center Manifold Theorem
An n-dimensional linear system (4.4) has n linearly independent solutions. If the

eigenvalues of A are non-degenerate, it can be diagonalized, and we can obtain
the solution of linear system (4.4) as that of (4.6), where (ek , Ok ) is an eigenpair
of A, namely,
Aek Ok ek (4.7)
so that
e At e k eOk t ek , (4.8)
and the set [e1, e2, " , en] is assumed to span Rn so that
n
x (0) ¦c e .
k 1
k k (4.9)
Equation (4.8) implies that the linear subspace of Rn generated by the eigenvectors
of A, which is called the eigenspaces EO of A, is invariant under the flow map etA,
i.e., if x (0) EO , then x (t ) EO for all t.
One way to divide this invariant subspace into three different invariant manifolds
is based on whether Re(Ok) is less than, equal to, or greater than zero:
1. Stable manifold Es is the subspace spanned by the eigenvectors {ek} with
Re(Ok ) 0 , namely, E s span{ek R n | ( A Ok I )ek 0 and Re(Ok ) 0};
2. Center manifold Ec is the subspace spanned by the eigenvectors {ek} with
Re(Ok ) 0, namely, E s span{ek R n | ( A Ok I )ek 0 and Re(Ok ) 0};
3. Unstable manifold Eu is the subspace spanned by the eigenvectors {ek} with
Re(Ok ) ! 0 , namely, Eu span{ek R n | ( A Ok I )ek 0 and Re(Ok ) ! 0}.
83
Corresponding to Es and Eu, the dynamics has the following simple asymptotic
property:
If x (t ) E s , then x (t ) o xe , as t o f;
If x (t ) Eu , then x (t ) o xe , as t o f .
Example 4.1 Consider linear system (4.4) with
ª0 1 0 º
A «1 0 0 » ,
« »
¬«0 0 2 ¼»
and O1 i, O2 i, O3 2, e1 [0,1, 0]T , e2 [1, 0, 0]T, and e3 [0, 0,1]T . The center
subspace Ec of the linear system is in the plane x1-x2. The stable subspace is on
axis x3. There is no unstable subspace for the system. These invariant subspaces
and some typical flows are shown in Fig. 4.1. Note that all solutions lie on the
cylinders x12 x22 c 2 .
Figure 4.1 Center and Stable Subspace of a Third-Order Linear System
In the neighborhood of equilibrium point xe, the importance of the invariant

manifolds of the linear flow arises from the fact that they are locally tangent to
the corresponding manifolds of the nonlinear flow.
Center Manifold Theorem. Let f ( x ) be a C r vector field on R n that satisfies
f ( xe ) 0 . The spectrum of wfi / wx j |xi xei is divided into three groups Vs, Vc, and Vu
with generalized eigenspaces Es, Ec, and Eu, respectively, where
V s , Re(Ok ) 0
°
Ok ®V c , Re(Ok ) 0 .
°V , Re(O ) ! 0
¯ u k
84
4.1 Center Manifold
Then, there exist C r stable or unstable manifolds Ws and Wu tangent to Es and

Eu at xe and a C r 1 center manifold Wc tangent to Ec at xe, which are invariant
under the nonlinear flow generated by f. The manifolds Ws and Wu are unique,
but Wc may not be.
Figure 4.2 shows the relationship between the linear eigenspaces and the
invariant manifolds of nonlinear flow (4.1). Note that the flow directions on the
center manifold are not shown because they cannot be determined by the linear
flow at xe.
Figure 4.2 The stable, Unstable, and Center Manifolds
4.1.4 Equation of Center Manifold
Example 4.2 Consider a simple system described by two first-order equations
x x, y y x2 .
Note that, for this system, the eigenspace Es corresponds to axis y, and Eu
corresponds to axis x. Eliminating t from the system, we obtain the equation of
the orbits
dy
x y x2 ,
dx
whose solution is
x2 C
y .
3 x
The Center Manifold Theorem states that the unstable manifold Wu is a tangent
to axis X(Eu) at the origin and is denoted by
x2
Wu : y .
3
85
The stable manifold Ws is still axis Y, shown in Fig. 4.3.
Figure 4.3 Stable and Unstable Manifolds and Corresponding Invariant Subspace
The uniqueness of solutions of differential equations of the type (4.1) dictates

that the stable or the unstable manifolds of two distinct fixed points cannot intersect.
Furthermore, the stable or the unstable manifolds cannot intersect themselves
either. However, a stable manifold can intersect an unstable manifold belonging
to a distinct or the same fixed point.
However, at points where the manifolds of the bifurcation solutions intersect,
flows may switch from one manifold to another and may exchange the stability
between the manifolds indicating the occurrence of a bifurcation. The center
manifold Wc plays a very important role in bifurcation theory because its locally
attracting property implies that the entire flow (f t f ) will lie on the center
manifold whenever part of it lies in the neighborhood U of the fixed point xe.
Such a property does not exist for the stable or the unstable manifolds, Ws and
Wu, because x (t ) grows without bound as | t |o f on these manifolds.
With nonlinearity, a global analytic description of the dynamics on the center
manifold is not possible, and so we settle a local description on the center
eigenspace Ec near the equilibrium xe. Choosing the local coordinate system so
that x (x1, x2), with x1 Ec and x2 E s Eu , we write Eq. (4.1) as
x1 Bx1 N1 ( x1 , x2 ), (4.10)
x 2 Cx2 N 2 ( x1 , x2 ), (4.11)
where B is an nc u nc matrix with all eigenvalues on the imaginary axis, C is an
(ns nu ) u (ns nu ) matrix with all eigenvalues off the imaginary axis, and N1
and N2 denote the nonlinear terms. Here, ns dim(Ws ) , nc dim(Wc ) , and
nu dim(Wu ) .
A manifold Wc(xe, U) in a neighborhood U of the equilibrium point xe is said
to be a local central manifold for Eqs. (4.10) and (4.11) if
(1) Wc(xe, U) is invariant under the flow of Eqs. (4.10) and (4.11), and
(2) Wc(xe, U) is a group of function h(x1) x2 and is tangent to Ec at equilibrium
86
4.2 Hopf Bifurcation Method
point xe, i.e.,

Wc ( xe , U ) {( x1 , x2 ) | x2 h( x1 ), ( x1 , x2 ) U } , (4.12)
where function h(x1) satisfies
wh( x1 )
h(0) 0, 0. (4.13)
wx1 x1 0
The local center manifold is then found by differentiating the relation x2 h(x1)
with respect to t, and by using Eqs. (4.10), (4.11), and (4.13), which leads to
C h( x1 ) N 2 ( x1 , h( x1 )) Dx1 h( x1 )[ Bx1 N1 ( x1 , h( x1 ))] . (4.14)
Equation (4.14) is one of the local central manifolds in the neighborhood U of the
equilibrium point xe.
From Eqs. (4.10) and (4.12), the dynamics of the local central manifold are
then described by
x1 Bx1 N1 ( x1 , h( x1 )) . (4.15)
When the parameter point in parametem space goes across the boundary surface
of the stable region that is corresponding to the second type of critical stability, in
general, only two conjugate eigenvalues of linear system (4.4) cross the imaginary
axis of complex plane O and equation (4.15) is usually a two-dimension equation.
Thus, the central manifold at the bifurcation point causes a remarkable reduction
in dimensionality and therefore proves to be especially helpful in bifurcation
analysis of higher-dimensional systems.

Bifurcation occurs in a system when the state of the system depends on some
parameters and the state changes at some critical values if those parameters vary[3].
Bifurcation is therefore determined by the dynamics on the center manifold at the
bifurcation point. As mentioned in the previous chapter, Hopf bifurcation occurs
when a pair of non-zero eigenvalues crosses the imaginary axis, and results in the
birth of a family of periodic orbits following the change in stability of a focus.
The type of bifurcation involved in a given problem is usually identified by
developing the corresponding canonical form of the system equation.
4.2.1 Poincare-Birkhoff Normal Form
In order to permit the occurrence of Hopf bifurcation, the first-order system (4.1)
87
must have dimension n ı 2. If the central manifold at the bifurcation point causes
the reduction of the dimension of Eq. (4.1), consider only the planar case n 2.
Here, Eq. (4.1) becomes
du
f (u , v; P ),
dt
(4.16)
dv
g (u , v; P ),
dt
where f and g are analytic functions of state variables u, v, and P.; Pis a variable
parameter of the system.
The critical point (u0(P), v0(P)), i.e., the equilibrium of Eq. (4.16), corresponds to
f (u0 ( P ), v0 ( P ); P ) 0,
(4.17)
g (u0 ( P ), v0 ( P ); P ) 0.
Its stability is determined by eigenvalues O1(P) and O2(P) of the matrix
ª f u (u0 , v0 ; P ) f v (u0 , v0 ; P ) º
A( P ) « g (u , v ; P ) g (u , v ; P ) » . (4.18)
¬ u 0 0 v 0 0 ¼
For a Hopf bifurcation, we have
O1 ( P ) O2* ( P ) D ( P ) iE ( P ). (4.19)
Assuming, without loss of generality, the bifurcation point is P= 0, we have
D (0) 0, E (0) z 0, (4.20)

and det A( P ) z 0 in the neighborhood of P 0. Therefore, by the Implicit Function
theorem, u0(P) and v0(P) are analytic functions of P, and in the neighborhood of
P 0.
Putting
uˆ u u0 , vˆ v v0 , (4.21)
and expanding f and g in powers of û and v̂ , equation system (4.16) becomes
ª duˆ º
« dt » ªuˆ º ª F (uˆ , vˆ; P ) º
« » A( P ) « » « », (4.22)
« dvˆ » ¬ vˆ ¼ ¬G (uˆ , vˆ; P ) ¼
¬« dt ¼»
ˆ ˆ) as û and vˆ o 0, and are analytical functions
where F and G are O(uˆ 2 , vˆ 2 , uv
of û and v̂ .
To facilitate further discussion, let us suppose that A(P) has the following
88
canonical form
ª D (P ) E (P )º
A( P ) « E (P ) D (P ) » . (4.23)
¬ ¼
Now, equation system (4.22) becomes
duˆ
D ( P )uˆ E ( P )vˆ F (uˆ, vˆ; P )
dt
. (4.24)
dvˆ
E ( P )vˆ D ( P )vˆ G (uˆ , vˆ; P )
dt
It shows that, at least in a small neighborhood of the bifurcation point, the origin
uˆ 0 , vˆ 0 in the plane uˆ -vˆ is a focus whose stability is determined by the sign
of D (P). Since D (0) 0, stability changes as P passes through zero.
To facilitate the discussion, let us introduce
z uˆ ivˆ, z* uˆ ivˆ . (4.25)

Now, equation system (4.24) becomes
dz
[D ( P ) iE ( P )]z N (z, z* ; P ) (4.26)
dt
with
1 2 1
N (z, z* ; P )
2
n1z n2 zz* n3 z* O (| z |3 ) (4.27)
2 2
To reduce equation system (4.26) to its normal form, introduce a near-identity
transformation
w z Q(z, z* ; P ) (4.28)
with the inverse
z w Q1 (w, w * ; P ) (4.29)
and
1 2 1
Q(z, z* ; P )
2
q1z q2 zz* q3 z* .
2 2
Differentiating equation (4.28) with respect to time t, we obtain
dw dz dz dz*
(q1z q2 z* ) (q2 z q3 z* ) ,
dt dt dt dt
which, by using Eqs. (4.26) and (4.29), becomes
89
dw 1 1
(D iE )w nˆ1 w 2 nˆ2 ww * nˆ3 w * O(| w |3 )
2
(4.30)
dt 2 2
with
nˆ1 n1 (D iE )q1 , nˆ2 n2 (D iE )q2 , nˆ3 n3 (D 3iE )q3 .
Now, since E z 0 , we may choose q1, q2, and q3 in such a way that
nˆ1 nˆ2 nˆ3 0 (4.31)

in the neighborhood of bifurcation point P 0. Then, Eq. (4.30) becomes
dw
(D iE )w M (w, w * ; P ) (4.32)
dt
with
1 1
M (w, w * ; P )
2 3
m1 w 3 m2 w 2 w * m3 ww * m4 w * O(| w |4 ) .
3 3
In order to reduce Eq. (4.32) further, let us introduce another near-identity
transformation
[ w R (w, w * ; P ) (4.33)
with the inverse
w [ R1 ([, [* ; P ) , (4.34)
in which
1 1
R(w, w * ; P )
2 3
r1 w 3 r2 w 2 w * r3 ww * r4 w * .
3 3
Using Eqs. (4.33) and (4.34), we have
d[ dw 2 dw 2 dw *
(r1 w 2 2r2 ww * r3 w * ) (r2 w 2 2r3 ww * r4 w * ) ,
dt dt dt dt
which, with Eqs. (4.32) and (4.33), becomes
d[ 1 1
(D iE )[ mˆ 1[3 mˆ 2 [2 [* mˆ 3[[* mˆ 4 [* O (_ [ _4 )
2 3
(4.35)
dt 3 3
with
mˆ 1 m1 2(D iE )r1 , mˆ 2 m2 2D r2 ,
mˆ 3 m3 2(D iE )r3 , mˆ 4 m4 2(D iE )r4 .
90
Again, since E z 0 , we may choose r1, r3, and r4 so that
mˆ 1 mˆ 3 mˆ 4 0 (4.36)
in the neighborhood of the bifurcation point P 0. However, r2 cannot be chosen
in any way to make mˆ 2 0 because D (0) 0. Consequently, choose r2 0. Given
mˆ 2 m2 J ( P ) iG ( P ) , (4.37)
and by using Eqs. (4.36) and (4.37), the system Eq. (4.35) becomes
d[
[D ( P ) iE ( P )][ [J ( P ) iG ( P )] | [ |2 [ O(| [ |4 ) , (4.38)
dt
where J (P) and G (P) are analytical functions of P. Equation (4.38) implies that
the nonlinear term N (z, z* ; P ) in Eq. (4.26) can be transformed to remove all
quadratic terms and all cubic terms except the term | [ |2 [. Note that | [ |2 [ is the
lowest-order nonlinear term with the same phase as [ and is, therefore, the most
dominant term producing resonance as | [ |o 0.
4.2.2 Poincare-Andronov-Hopf Bifurcation Theorem
Truncating the higher-order terms of equation (4.38), we obtain an approximate

equation
d[
[D ( P ) iE ( P )][ [J ( P ) iG ( P )] | [ |2 [ . (4.39)
dt
Let us introduce the real variables z1 and z2 as the real part and the imaginary part
of [, i.e.,
[ z1 i z2. (4.40)
Equation (4.39) becomes
z1 D ( P ) z1 E ( P ) z2 h1 ( z1 , z2 ; P )
. (4.41)
z2 E ( P ) z1 D ( P ) z2 h2 ( z1 , z2 ; P )
where the third-degree functions h1 and h2 are respectively
h1 ( z1 , z2 ; P ) [J ( P ) z1 G ( P ) z2 ]( z12 z22 )
. (4.42)
h2 ( z1 , z2 ; P ) [G ( P ) z1 J ( P ) z2 ]( z12 z22 )
Let us introduce the polar coordinates (R, I) by
[ ReiI . (4.43)
91
Equation system (4.41) becomes
R D ( P ) R J ( P ) R 3 (4.44)
and
I E ( P ) G ( P )R 2 . (4.45)
To benefit the discussion below, in which functions D (P), E(P), J (P), and G (P)
are expanded into power series, we neglect the high-degree terms and obtain two
approximate equations[4]
R c P R aR3 , (4.46)
I Z d P bR 2 , (4.47)
in which
dD ( P ) dE ( P )
c , d ,
dP P 0 dP P 0
Z E (0), (4.48)
1
a J (0) (h1,111 h1,122 h2,112 h2,222 )
16
1
[h1,12 (h1,11 h1,22 ) h2,12 (h2,11 h2,22 ) h1,11h2,11 h1,22 h2,22 ]
16Z
with
w 3 hi
hi , jkl , i, j , k , l 1, 2,
wz j wzk wzl
(4.49)
w 2 hi
hi , jk , i, j , k 1, 2.
wz j wzk
Equation (4.46) is independent of function I (t ) , and it is the equation of motion of
a one-dimensional autonomous system. Consequently, its equilibrium equation is
c P R aR3 0, (4.50)
which has two branches of critical solution, namely,
R 0 (4.51)
and
1
* § c P · 2
R ¨ ¸ . (4.52)
© a ¹
92
These equations show that there is a pitchfork bifurcation at point P 0, as

depicted in Fig. 4.4. Obviously, Eq. (4.51) represents an equilibrium point and
Eq. (4.52) represents a circular limit cycle in the phase plane of the system (4.16).
Figure 4.4 Bifurcation Diagram of Pitchfork Bifurcation
To study the stability of the critical solutions (4.51) and (4.52), denote a function
h( R ) c P R aR 3 , (4.53)
whose derivative is
hc( R) c P 3aR 2 . (4.54)

First, consider the case c > 0 for the equilibrium point (4.51). With hc(0) c P ,
we conclude:
if P < 0, hc(0) 0 , the equilibrium point is asymptotic stable,
if P > 0, hc(0) ! 0 , the equilibrium point is unstable,
The limit cycle of (4.52) yields hc( R* ) 2c P . For c > 0, P and a have opposite
signs. Thus, we conclude
if P < 0, a > 0, hc( R* ) ! 0 , the limit cycle is unstable,
if P > 0, a < 0, hc( R* ) 0 , the limit cycle is asymptotic stable,
Second, consider the case c < 0 for the equilibrium point (4.51). With
hc(0) c P , we conclude that:
If P < 0, hc(0) ! 0 , the equilibrium point is unstable, and
If P > 0, hc(0) 0 , the equilibrium point is asymptotic stable,
The limit cycle of (4.52) yields hc( R* ) 2c P . For c < 0, P and a have opposite
signs. Thus, we conclude that:
If P < 0, a > 0, hc( R* ) 0 , the limit cycle is asymptotic stable, and
If P > 0, a < 0, hc( R* ) ! 0 , the limit cycle is unstable,
The above results show that the limit cycle and the equilibrium point within it
have opposite stability, which just represents the companion relations between
them. This has been explained in Chapter 2.
Summarizing the discussion leads to the Poincare-Androvov-Hopf theorem. To
state the theorem, the two-dimensional system (4.41) is described in the normal form
z F ( z, P ) A( P ) z H ( z , P ) O ( z 4 ), P R1 (4.55)
93
with
ªD ( P ) E ( P ) º
z [ z1 , z2 ]T , A( P ) « E (P ) D (P ) » , (4.56)
¬ ¼
ª h1 ( z , P ) º ª^J ( P ) z1 G ( P ) z2 ` ( z12 z22 ) º

H ( z, P ) «h ( z, P )» « 2 »
. (4.57)
¬^G ( P ) z1 J ( P ) z2 ` ( z1 z2 ) ¼
2
¬ 2 ¼
Here, we have the Poincare-Androvov-Hopf theorem for two-dimensional
systems, if the system Eq. (4.55) satisfies the following conditions:
1. F (0, P ) 0, P ' (0);
2. Matrix A(P) possesses a pair of conjugate complex eigenvalues
O ( P ) D ( P ) r iE ( P ) ; and
dD ( P )
3. c z 0, a J (0) z 0 .
dP P 0
Then, at point P 0, the equilibrium of the system (4.55) is a focus, and Hopf
bifurcation occurs. If inequality acP < 0 holds good, a limit cycle occurs and its
stability is opposite to the stability of the equilibrium within it.
4.2.3 Hopf Bifurcation Method
The above shows that the Poincare-Andronor-Hopf Theorem provides a method

for determining the amplitade and the frequency of the self-excited vibration. As
an example, the amplitude and the frequency of the periodic solution of the van
der Pol Eq. (1.18) can be found by the Poincare-Androvov-Hopf theorem.
First, let us rewrite the van der Pol equation (1.18) in the form
u ( P u 2 )u Z02 u 0, P 2Z0 (4.58)

and introduce state variables
u1 u , u2 u (4.58a)
so that the equation (4.58) is written as the vector form
u1 ½ ª 0 1 º u1 ½ 0 ½
® ¾ « Z 2 ® ¾® ¾. (4.58b)
¯u2 ¿ ¬ 0 P »¼ ¯u2 ¿ ¯u12u2 ¿
According to the coefficient matrix A(P) of the linear term in above equation, we
obtain a pair of conjugate complex eigenvalues of the linearized equation of
system (4.58), i.e.,
94
1
1
O (u ) D ( P ) iE ( P ) P i(Z 02 P / 4) 2 ,
2 (4.58c)
1
1
O2 (u ) D ( P ) iE ( P ) P i(Z 02 P / 4) 2 ,
2
Consequently, we have
P dD ( P ) 1
D (P ) , D (0) 0, c !0, (4.58d)
2 dP P 0
2
1
E ( P ) (Z 02 P / 4) 2 . (4.58e)
Next, performing near-identity transformation in the neighborhood of bifurcation
point P 0, we obtain the Poincare-Birhoff normal form of Eq. (4.58) and functions
h1(z1, z2, P) and h2(z1, z2, P) shown in expression (4.42). Then, according to
expression (4.48), we have
1
a J (P ) . (4.58f)
8
Eventually, substituting expression (4.58d) and (4.58f) in expression (4.52) and
using expression (4.58f), we obtain the approximate expressions of the amplitude
and the frequency of the stable periodic solution of the van der Pol Eq. (4.58), i.e.,
1
R* ( P ) 2P 2 (4.59)
and
1
§ P ·2
Z ( P ) E ( P ) Z0 ¨1 2 ¸ . (4.60)
© 4Z0 ¹
The phase diagram of the van der Pol Eq. (4.58) is shown in Fig. 4.5 and its
bifurcation diagram is shown in Fig. 4.6.
Figure 4.5 Phase Diagram of the van der Pol Equation

95
Figure 4.6 Bifurcation Diagram of the van der Pol Equation
4.3 Lindstedt-Poincare Method

The perturbation method is used to seek an analytical solution valid in the
neighborhood of a known solution of a nonlinear differential equation. As a
modified perturbation method, the Lindstedt-Poincare method was presented
by A. Lindstedt in 1883 for removing secular terms from periodic solution in
astronomic problems and was verified mathematically by H. Poincare in 1892.
The basic concept is that the fundamental frequency of a nonlinear system is not
equal to the natural frequency of the generating system. Therefore, the fundamental
frequency is an unknown function of a small parameter H in the nonlinear
differential equation.
4.3.1 Formulation of Equations
Let us consider the quasi-harmonic system
x Z 02 x H f ( x, x ) ,
(4.61)
in which His a small parameter, and f ( x, x ) is a nonlinear analytic function of x
and x . The generating linear system obtained by setting H 0 in Eq. (4.61) has
the period 2SZ 0. The nonlinear term H f ( x, x ) affects not only the amplitude but
also the period of the system. Hence, in the presence of the nonlinear term, it is
reasonable to expect that the system will not only have the period 2SZ0 but also
have the period 2S/Z, where Z is an unknown fundamental frequency Z (H)
depending on H, i.e., Z Z (H ) .
The essence of the Lindstedt-Poincare method is to produce periodic solutions
with every order of approximation to Eq. (4.61) by taking into account the fact
that the period of oscillation is affected by a nonlinear term. According to this
method, the solution of Eq. (4.61) is assumed in the form[5]
x(t ) x0 (t ) H x1 (t ) H 2 x2 (t ) " (4.62)
96
with the stipulation that the solution x(t) be periodic and of period 2S/Z, where
the fundamental frequency Z is given by
Z Z0 HZ1 H 2Z 2 " , (4.63)

in which parameters Zi (i 1, 2, " ) are undetermined. They are determined by
insisting that all xi(t) (i 1, 2, " ) be periodic, as explained later. Instead of
working with the fundamental frequency Z as an unknown quantity, it is more
convenient to alter the time scale by changing the independent variable from t to
W and the period of oscillation in terms of the new variable W, which is equal to 2S.
Introducing the substitution W Z t and d/dt Z d / dW in Eq. (4.61), we obtain
Z 2 xcc Z 02 x H f ( x, Z xc) , (4.64)

in which the prime designates the differentiation with respect to W.
Note that W can be regarded as representing a dimensionless time. We expand
f ( x, Z xc) in a power series of H. In view of Eqs. (4.62) and (4.63), this equation
has the form
ª wf ( x , Z x c )
f ( x, Z xc) f ( x0 , Z0 x0c ) H « x1 0 0 0
«¬ wx
(4.65)
c
c wf ( x0 , Z0 x0 ) wf ( x0 , Z0 x0c ) º
x1 Z1 » H 2 ["] " ,
wx1c wZ »¼
where wf ( x0 , Z 0 x0c ) / wx denotes wf ( x, Z xc ) / wx evaluated at x x0, xc x0c and

Z Z 0 , etc. Introducing Eqs. (4.62), (4.63), and (4.65) in Eq. (4.64), we obtain
an equation system[5], i.e.,
Z 02 x0cc Z 02 x0 0,
Z 02 x1cc Z 02 x1 f ( x0 , Z 0 x0c ) 2Z 0Z1 x0cc , (4.66)
wf ( x0 , Z x0c ) wf ( x0 , Z 0 x0c )
Z 02 x2cc Z02 x2 x1 x1c
wx1 wx1c
wf ( x0 , Z 0 x0c )
Z1 (2Z 0Z 2 Z12 ) x0cc 2Z 0Z1 x1cc ".
wZ
Equation system (4.66) is solved recursively. However, we have an additional
task to determine the quantities Zi (i 1, 2, " ), which is accomplished by requiring
that each xi (t) (i 1, 2, " ) be periodic and of period 2S. The periodicity condition
has the mathematical form
xi (W 2S) xi (W ), i 0,1, 2," . (4.67)
97
Function xi may be periodic only in the absence of secular terms. To ensure that
xi is free of secular terms, we must prevent resonance. It requires that the right
sides of Eqs. (4.66) do not contain harmonic terms of W of unit frequency. This can
be guaranteed if the quantities Zi (i 1, 2, " ) are chosen to render the coefficients
of the harmonic terms of unit frequency equal to zero in the equation of xi (i 1,
2, " ). From the first equation of (4.66), we note that there is no danger of secular
terms in the case of x0 since the equation for x0 is homogeneous.
4.3.2 Periodic Solution of the van der Pol Equation
Let us consider the van der Pol equation
x H ( x 2 1) x Z 02 x
0, (4.68)
where H is a small parameter. Introducing dimensionless time W Z t, Eq. (4.68)
has the form
Z 2 xcc HZ ( x 2 1) xc Z 02 x 0 . (4.69)
The expansion of x(W ) and Z in power series with respect to H yielded
expressions (4.62) and (4.63). Completing quadratic operation, we obtain
Z2 Z02 2HZ 0Z1 H 2 (Z12 2Z0Z1 ) " ,

(4.70)
x2 x02 2H x0 x1 H 2 ( x12 2 x0 x1 ) ".
Substituting (4.70) in (4.69) yields
{Z 02 2HZ0Z1 H 2 (Z12 2Z 0Z1 ) "}( x0cc H x1cc H 2 x2cc ")

H (Z 0 HZ1 H 2Z 2 "){x02 1 2H x0 x1 H 2 ( x12 2 x0 x2 ) "}
( x0c H x1c H 2 x2c ") Z 02 ( x0 H x1 H 2 x2 ") 0.
An arrangement in accordance with the power of H and a comparison of the
coefficients yield[7]
x0cc x0 0,
Z1 cc 1 (4.71)
x1cc x1 2 x (1 x02 ) x0c ,
Z0 0 Z0
and so on. The general solution of the first equation of (4.71) is given by
x0 A0 cosW B0 sin W . (4.72)

Since Eq. (4.69) is autonomous and since only the periodic solution is of interest,
98
we may only choose xc (0) 0 and satisfy this condition by setting x0c (0)
x1c (0) " 0 . Introducing B0 = 0 in the second equation of (4.71) yields
Z1 1 § 3 2· 1 3 1
x1cc x1 2 A0 cosW A0 ¨1 A0 A0 ¸ sin W A0
2
sin 3W . (4.73)
Z0 Z0 © 4 ¹ 4 Z0
For the equation to have a periodic solution, resonance must by avoided by
setting
§ 1 ·
A0Z 0, A0 ¨1 A02 ¸ 0 . (4.74)
© 4 ¹
These are equations defining A0 and Z1. As the trivial solution A0 0 is of no
interest, we have A0 2 and Z1 0 from (4.74). Hence,
2
x1cc x1 sin 3W (4.75)
Z0
has the general solution
1
x1 A1 cosW 1 B1 sin W sin 3W . (4.76)
4Z0
With x1c (0) 0 , we now obtain B1 3/(4Z 0 ). The value of A1 remains undeter-
mined for the moment. It is calculated in the next step of the iteration. However,
the intermediate calculations for the next step are omitted. Suffice it no note that
the subsequent equation is given by
5 3 3 A1 § Z 1 · A
x2cc x2 cos 5W cos 3W sin 3W ¨ 4 2 2 ¸
cosW 2 1 sin W .
4Z 2
0 2Z 2
0 Z0 © Z 0 4Z 0 ¹ Z0
(4.77)
The assumed periodicity of the solution requires Z 2 (16Z 0 )1 and A1 0, and
the limit cycle is now approximated by
3 1
x(W ) 2cosW H sin W H sin 3W . (4.78)
4Z 0 4Z 0
For the inverse transformation to the dimensional time t = W/Z, the relationship
§ 1 H2 ·
Z Z 0 ¨1 ¸ (4.79)
© 16 Z 02 ¹
is used. Since it is not possible to obtain an analytically accurate solution for
Eq. (4.68), such approximate formulas are extremely valuable. Figure 4.7 provides
99
a comparison between the exact limit cycle obtained by numerical computation

and the approximate limit cycles provided by Eqs. (4.78) and (4.79).
Figure 4.7 Limit Cycles Corresponding to the Exact and the Approximate Solutions
4.4 An Averaging Method of Second-Order Autonomous

System
The basic concept of the averaging method is that the phase and the amplitude of
the periodic solution are all the functions slowly varying with time when the
parameter H of Eq. (4.61) is small enough. This method was first presented by B.
van der Pol in 1922 for solving oscillation problems of nonlinear circuits, and
later modified by N. M. Krylov and N. N. Bogoliubov[6]. Up to date, its many
editions have been developed. Here, we just introduce a simple one, which is
suitable for finding the periodic solution of a second-order nonlinear autonomous
systems.
4.4.1 Formulation of Equations
When H 0, the solution of (4.61) can be written as[7]

x a cos(Z0 t E ) a cos I , (4.80)
where a and E are constants. Even if a and E are considered to be functions of t
rather than constants, the solution of Eq. (4.61) can still be expressed in the form
(4.80) when H z 0 . Thus, Eq. (4.80) can be viewed as a transformation from the
dependent variable t into the dependent variables a(t) and E(t). Since Eqs. (4.61)
and (4.80) constitute two equations for three variables x, a, and E, we have the
liberty to impose an additional condition. It is convenient to require the velocity
100
4.4 An Averaging Method of Second-Order Autonomous System
to have the same form as the case when H 0, i.e.,
x Z 0 a sin I . (4.81)
To determine the equation describing a(t) and E(t), we differentiate Eq. (4.80)
with respect to t and obtain
x Z 0 a sin I a cos I a E sin I . (4.82)

Comparing Eqs. (4.81) and (4.82), we find that
a cos I a E sin I 0. (4.83)

Differentiating the Eqs. (4.81) with respect to t, we have
x Z 02 a cos I Z 0 a sin I Z 0 a E cos I .

(4.84)
Substituting x and x in Eq. (4.61) yields
Z 0 a sin I Z 0 a E cos I H f (a cos I , Z 0 a sin I ) . (4.85)

Solving Eqs. (4.83) and (4.85) for a and E , we obtain
H
a f (a cos I , Z0 a sin I )sin I (4.86)
Z0
and
H
E f (a cos I , Z 0 a sin I ) cos I . (4.87)
Z0 a
Equations (4.80), (4.86), and (4.87) are exactly equivalent to Eq. (4.61) because
no approximation has been made yet.
For small H, a and E are also small. Hence, a and E vary much more slowly
with t than I Z 0t E. In other words, a and E hardly change during the period
2S/Z 0 of oscillation sinI and cosI. This enables us to average out the variables in
Eqs. (4.86) and (4.87). Averaging these equations over the period 2S/Z 0 and
taking constant a,E, a , and E , we obtain the following equations describing the
slow variations of a and E,
H 2S
a
2SZ 0 ³ 0
f (a cos I , Z0 a sin I )sin I dI (4.88)
and
H 2S
E ³ f (a cos I , Z 0 a sin I ) cos I dI . (4.89)
2SZ0 a 0
101
4.4.2 Periodic Solution of Rayleigh Equation
Let us consider the Rayleigh equation

x H ( x 2 1) x Z 02 x 0. (4.90)
Here, the nonlinear function is
f ( x, x ) x x 3 (4.91)
so that Eqs. (4.88) and (4.89) become
Ha 2S 1 § 3 2 2·
S ³
a (sin 2 I Z02 a 2 sin 4 I )dI H a ¨1 Z 0 a ¸ , (4.92)
0 2 © 4 ¹
H
E
2
2 ³
(1 Z 02 a 2 sin 2 I )sin I cos I dI 0. (4.93)
0
The solution of Eq. (4.93) is E E 0, while the solution of Eq. (4.92) can be obtained
by separating variables. The result is
a02
a2 , (4.94)
3 2 2 § 3 2 2 · H t
Z0 a0 ¨1 Z0 a0 ¸ e
4 © 4 ¹
where a0 is the initial amplitude.
Equation (4.94) shows that the amplitude of the oscillation tends to be
as 2( 3Z0 )1 as long as it is different from zero, irrespective of magnitude of
the initial amplitude. Equation (4.92) shows that when a < as, a ! 0 , a tends to
increase. When a > as, a 0 , a tends to decrease. The value a as is a stable
amplitude, namely, the amplitude of the self-excited vibration.
In Fig. 4.8, the numerical solutions of Eq. (4.90) are compared with the
asymptotic results (4.94) for a0 > as and a0 < as, respectively.
Figure 4.8 Rayleigh Oscillator

(a) Small Initial Disturbance; (b) Large Initial Disturbance
102
4.5 Method of Multiple Scales for a Second-Order Autonomous System
In Fig. 4.8(a), the initial amplitude is less than that of the limit cycle, the damping
is initially negative and the amplitude increases until it reaches the limit cycle. In
contrast, the initial amplitude in Fig. 4.8(b) is greater than the amplitude of the limit
cycle, the damping is initially positive, and the amplitude decays until it reaches the
limit cycle. The corresponding trajectories in the phase plane are shown in Fig. 4.9.
Figure 4.9 Phase Plane for the Rayleigh Oscillator
4.5 Method of Multiple Scales for a Second-Order

Autonomous System
The method of multiple scales can be used to seek periodic solutions of weakly
nonlinear systems of either ordinary or partial differential equations. This method
is useful in some cases, such as the analysis of systems near a Hopf bifurcation. It
was firstly presented by P. A. Sturrock in 1957 for studying nonlinear effects in
electron plasmas[8] and was developed by A. H. Nayfeh[7] later. Its basic concept
is that the periodic solution consists of a number of periodic functions of multiple
variables with different time scales. Up to date, its many editions have been
developed. Here, we only introduce a simple one suitable for seeking the periodic
solution of the second-order nonlinear autonomous equations.
4.5.1 Formulation of Equation System
Firstly, let us consider the weakly nonlinear quasi-harmonic system (4.61) again.
According to the method of multiple scales, the solution of this equation is
assumed in the form
103
Tr H r t, r 0,1, 2," (4.95)

and the time scales, Tr (r 0, 1, 2, " ), are denoted as a set of independent
variables. Moreover, the solution of Eq. (4.61) is assumed to be a number of
periodic powers of H , i.e.,
x(t ) x0 (T0 , T1, ,") H x1 (T0 , T1, ,") O(H 2 ) . (4.96)

Secondly, using the following differential operators
d w w
H " D0 H D1 " , (4.97a)
dt wT0 wT1
2
d2 § w w ·
¨ H "¸ D02 2H D0 D1 H 2 ( D02 2 D0 D1 ) " , (4.97b)
dt 2 © wT0 wT1 ¹
and expanding in a power series of H , we obtain
f ( x, x ) f ( x0 , D0 x0 ) H [ f xc ( x0 , D0 x0 ) f xc ( x0 , D0 x0 )( D0 x1 D1 x0 )] O(H 2 ) .
(4.98)
Finally, by substituting (4.96), (4.97), and (4.98) in Eq. (4.61) and completing
an arrangement in accordance with the power of H , a comparison of the coefficients
yields
D02 x0 Z 02 x0 0, (4.99a)
D02 x1 Z 02 x1 2 D0 D1 x0 f ( x0 , D0 x0 ) , (4.99b)
D02 x2 Z 02 x2 2 D0 D1 x1 D12 x0 2 D0 D2 x0
f xc ( x0 , D0 x0 ) x1 f xc ( x0 , D0 x0 )( D0 x1 D1 x0 ). (4.99c)
4.5.2 Formulation of Periodic Solution
Obviously, the solution of Eq. (4.99a) can be written as
x0 a (T1 , T2 ")cos[Z 0T0 I (T1 , T2 ")] , (4.100)

which can be described in the complex form
x0 A(T1 , T2 ")eiZ0T0 cc , (4.101)

where cc denotes the conjugate term.
104
4.5 Method of Multiple Scales for a Second-Order Autonomous System
Substituting (4.101) in Eq. (4.99b) yields
D02 x1 Z 02 x1
2iZ0 D1 AeiZ0T0 cc f ( AeiZ0T0 cc,iZ 0 AeiZ0T0 cc). (4.102)
To get a periodic solution for the previous equation, the secular term must be
avoided by setting
Z0 2S Z 0
2S ³
2iZ0 D1 A f ( AeiZ0T0 cc,iZ 0 AeiZ0T0 cc)eiZ0T0 dT0 0. (4.103)
0
According to expression (4.100), we have

a(T1 , T2 ,") iI (T1 ,T2 ,")
A(T1 , T2 ,") e . (4.104)
2
Substituting the previous expression in Eq. (4.103), we obtain
1 2S
i(D1a iaD1I )
2SZ0 ³ 0
f (a cos I , Z0 a sin I )(cos I i sin I ) dI .
Separating the real part and the imaginary part of the equation, we have
1 2S
D1a
2SZ 0 0³ f (a cos I1 Z 0 a sin I )sin I dI ,
(4.105)
1 2S
D1I
2SZ 0 a ³ 0
f (a cos I1 Z 0 a sin I ) cos I dI ,
which are two conditions to determine the solution of Eq. (4.102), x1(T0, T1, " ).
Then, substituting x0(T0, T1, " ) and x1(T0, T1, " ) in Eq. (4.99c) and using the
conditions for the absence of the secular term in the solution of Eq. (4.99c), we
obtain x1(T0, T1, " ).
4.5.3 Periodic Solution of van der Pol Equation
Without loss of generality, we denote Z 0 1 , and the van der Pol equation is
x H (1 x 2 ) x x
0. (4.106)
Then, denote the initial conditions
x(0) a, x (0) 0, (4.107)
and expand the solution of Eq. (4.106) as a power series of H , i.e.,
x(t ) x0 (T0 , T1 ) H x1 (T0 , T1 ) O(H 2 ) . (4.108)
105
Substituting the expression in Eq. (4.106) and carrying out the procedure of the
method of multiple scales, we obtain
D02 x0 x0 0 (4.109a)
and
D02 x1 x1 2 D0 D1 x0 (1 x02 ) D0 x0 . (4.109b)
Solving Eq. (4.109a) for x0(T0, T1), we obtain
x0 A(T1 )eiT0 A* (T1 )e iT0 , (4.110)

where A* (T1 ) is the conjugate of A(T1 ).
According to expression (4.104), we have
1
A(T1 ) a (T1 )e iI (T1 ) . (4.111)
2
Substituting Eq. (4.111) in Eq. (4.109b), we obtain
D02 x1 x1 i(2 D1 A A2 A* A)e iT0 iA3 e3iT0 cc . (4.112)

For the absence of the secular term, we have
2D1 A A A2 A* . (4.113)
Substituting (4.111) in (4.113) and separating the real part and the imaginary part,
we obtain
da a § a2 ·
¨1 ¸ (4.114)
dT1 2© 4¹
and
dI
0. (4.115)
dT1
Integrating Eqs. (4.114) and (4.115) and considering conditions (4.107), we
obtain
2
a(T1 ) 1
(4.116)
ª § 4 · T º 2
«1 ¨ 2 1¸ e 1 »
¬ © a0 ¹ ¼
and
I I0 . (4.117)
106
References
Eventually, the first-order approximate solution of the van der Pol Eq. (4.106)
with the initial conditions (4.107) is found, i.e.,
2
x(t ) 1
cos t . (4.118)
ª § 4 · H t º 2
«1 ¨ 2 1¸ e »
¬ © a0 ¹ ¼
References
[1] B K Shivamoggi. Nonlinear Dynamics and Chaotic Phenomena, An Introduction. Dordrecht:
Kluwer Academic Publisher, 1997
[2] L Perko.Differential Equations and Dynamical Systems. New York: Springer-Verlag, 1991
[3] A B Poore. On the Theory and Application of the Hopf-Fredrich Bifurcation Theory. Archive
for Rational Mechanics and Analysis, 1976, 60(4): 371 392
[4] J E Massden, M McCracken. The Hopf-Bifurcation and Its Applications. Springer-Verlag,
New York: 1976
[7] A H Nayfeh. Nonlinear Oscillations. New York: John Wiley & Sons, 1979
[8] P A Sturrock. Nonlinear Effects in Electron Plasmas. Proc. Roy. Soc. (London), A242:
277 299, 1957
107
Chapter 5 Analysis Method for Closed-Loop System
Abstract: Self-excited vibration often emerges in closed-loop systems due to

parameter points out of the stable region in the parameter space. Consequently,
based on control theory, various analysis methods have been developed to
determine the parameter condition of equilibrium stability and to calculate the
amplitude and the frequency of self-excited vibration in high-order closed-
loop systems, of which frequency method is a very useful tool. Particularly,
for the transfer function is invariant in nonsingular linear coordinate
transformation for a given dynamic system, it may be obtained in a simple
manner either from system equations or experimentally. Usually, the block
diagram is a convenient model for the frequency method. Thus, the contents
arranged in this chapter are divided into five sections: the first is devoted to
establishing mathematical models in frequency domain for closed-loop
systems; the second provides a frequency criterion of equilibrium stability
for linear closed-loop systems; the third recommends a frequency criterion of
equilibrium stability for nonlinear closed-loop systems; the fourth introduces
a well-known describing function method used to calculate the amplitude and
the frequency of self-excited vibration in closed-loop systems; and the fifth
gives a quadratic form optimal algorithm to determine the control parameters,
which can prevent the controlled system from self-excited vibration.
Keywords: closed-loop system, block diagram, transfer fuction, Nyquisy
criterion, critical point, Popov theorems, describing function, Euler’s equation,
optimal control
5.1 Mathematical Model in Frequency Domain

If the block diagram of a closed-loop system is filled up with the transfer functions
of all elements, it will become a mathematical model of the system in the
frequency domain. Hence, when we use the frequency method to study the dynamic
problems of a closed-loop system, the first step is to construct the block diagram.
5.1.1 Concepts Related to the Closed-Loop System
A system is defined as an assemblage of parts or components acting together as a

whole. When acted on by a given excitation, the system exhibits certain response.
In a generalized sense, dynamics is the study of this cause-effect relation. Excitation
is known as the input signal or simply the input, and the response is known as the
output signal or the output. The cause-and-effect relationship can be shown
schematically in the form of the block diagram in Fig. 5.1.
Figure 5.1 Input and Output of an open-loop control System
If the system is to exhibit some desired output, we must select certain input
and make the system subject to the selected input through a controller as shown
in Fig. 5.2. If the input is essentially predetermined and not influenced by the
output, the control system is an open-loop control system and the plant represents
the controlled object. However, in many cases, the input depends on the output
either inadvertently or intentionally. It is conceivable that unknown or unforeseen
factors may actually prevent a system from meeting the desired objectives. In such
case, we may wish to consider the actual output when implementing a change in
the input so that the objectives can be met. Such a system is depicted in the block
diagram in Fig. 5.3. In addition to the controller, there is a measuring device and
a comparing device. The measuring device senses the output and then feeds it to
the comparing device. The comparing device calculates the error, i.e., the difference
between the desired and the measured output. Based on this error, the controller
issues necessary input commands, termed the control effect, to reduce the error to
zero. The output signal of the controlled plant is called system state and the desired
output is called reference input.
Figure 5.2 Block Diagram of an Open-Loop Control System
Figure 5.3 Block Diagram of a Closed-Loop Control System
109
5.1.2 Typical Components
Any control system consists of some components and every component has its own
input and output, as shown in Fig. 5.4. Here, we just consider linear components
with lumped parameters, whose equations governing dynamic processes are linear
ordinary differential equations with constant coefficients.
Figure 5.4 Input and Output of a Component
According to the mathematical structure of these equations, all linear com-

ponents can be classified into certain classes, which are commonly referred to as
typical components listed below.
1. Proportional component
The relationship between the output signal xo(t) and the input signal xi(t) of the
component is described by the equation
xo (t ) Kxi (t ) , (5.1)
where constant K is called amplification coefficient. Such a component is
referred to as proportional component or linear ideal component.
2. Inertial component
Txo xo Kxi , (5.2)

where T is called time constant and K is the amplification coefficient. Such a
component is referred to as inertial component.
3. Oscillatory component
xo 2[ Txo xo
T 2 Kxi , [ (0,1) , (5.3)
where T is the time constant, [ the damping ratio, and K the amplification
coefficient. Such a component is referred to as oscillatory component.
4. Integral component
110
xo Kxi , (5.4)

where constant K is called amplification coefficient. Such a component is referred
to as integral component.
5. Differential component
xo Dxi xi , (5.5)
where D is the coefficient of the differential term. Such a component is referred
to as differential component.
6. Constant time delay component
xo (t ) Kxi (t W ) , (5.6)
where W is called delay time and K is amplification coefficient. Such a component
is referred to as constant time delay component.
5.1.3 Laplace Transformation
The advantage of the Laplace transformation method is that it follows graphical

techniques to predict the system performance without actually solving the system
differential equations.
L[ f (t )] , Laplace transformation of a function f (t ), is defined as
f
L[ f (t )] F (s) ³ 0
e st f (t )d t , (5.7)
where s is a complex argument. Obviously, it is a linear transformation, and all

common rules of linear operation may be applied to the Laplace transformation.
For example,
L[ f1 (t ) f 2 (t )] F1 ( s ) F2 ( s ),
(5.8)
L[ Kf (t )] KF ( s ).
In addition, Laplace transformations of the derivatives with definite order of a
function x(t) are given by
111
L[ x ] sF ( s ) f (0),
x] s 2 F ( s ) sf (0) f (0),
L[
(5.9)
#
L[ x ] s F ( s ) s n 1 f (0) s n 2 f (0) " f ( n 1) (0).
( n) n
5.1.4 Transfer Function
The differential equations describing the input-output relation of any linear

discrete system may be written in a differential operator form, i.e.,
(a0 p n a1 p n 1 " an 1 p an ) xo (t ) (b0 p m b1 p m 1 " bm 1 p bm ) xi (t ) ,

(5.10)
where ai (i 0, 1, " , n) and bi (i 0, 1, " , m) are constant coefficients, xo (t )
and xi (t c) are output and input of the system, and p is the differential operator,
i.e.,
d
p .
dt
Assume that all initial values of xi(t), xo(t) and their relevant derivatives vanish,
namely,
xi( k ) (0) 0, k 0,1," , m 1;

(k )
x (0)
o 0, k 0,1," , n 1.
Completing Laplace transformation of Eq. (5.10), we obtain
N (s) X o (s) M (s) X i (s) (5.11)

with
N ( s ) a0 sn a1 sn 1 " an 1 s an ,
(5.12)
M ( s ) b0 sm b1 sm 1 " bm 1 s bm ,
where X o ( s ) and X i ( s ) are the Laplace transformation of xo (t ) and xi (t ).
Denote
M (s)
G(s) , (5.13)
N (s)
which is referred to as the transfer function corresponding to the given input-
output relationship described by Eq. (5.10). Transfer function is a property of a
system itself, independent of the magnitude and the nature of the input or
112
excitation[1].
Simultaneously, a transfer function includes units necessary to relate the input
and the output. However, it does not provide any information concerning the physical
structure of the system, and transfer functions of many physically different systems
can be identical.
According to Eqs. (5.1) (5.6), transfer functions of typical components are
derived easily and listed below.
1. Proportional component
G(s) K, (5.14)
2. Inertial component
K
G(s) , (5.15)
Ts 1
3. Oscillatory component
K
G(s) , (5.16)
T s 2[ Ts 1
2 2
4. Integral component
K
G(s) , (5.17)
s
5. Differential component
G(s) Ds 1 , (5.18)
6. Constant time delay component
G(s) Ke W s . (5.19)
Except for the constant time delay component, transfer functions of all above
typical components are rational fractions or polynomials.
5.1.5 Block Diagram of Closed-Loop Systems
In a closed-loop system, there are at least two signal channels, a forward channel
and a feedback channel, as shown in Fig. 5.3. The forward channel consists of the
plant, the controller, and the comparing device. Its transfer function is represented
by G(s). The feedback channel is usually the measuring device whose transfer
function is represented by H(s). As shown in Fig. 5.5, the block diagram of the
closed-loop system may be described by transfer functions.
113
Figure 5.5 Block Diagram of a Closed-Loop System Described by Transfer

Functions
It is clear that if the closed-loop system consists of typical components with

lumped parameters, both transfer functions G(s) and H(s) are rational fractions or
polynomials of the complex variable s.
When we study the dynamic behavior of a closed-loop system in frequency
domain, the block diagram representing transfer functions is an ideal mathematical
model[2].
5.2 Nyquist Criterion

The main content of this section is to introduce the Nyquist criterion proposed by
H. Nyquist in 1932. This criterion determines the stability of the equilibrium
position of a closed-loop system by means of its open-loop frequency response
and the distribution of all poles in the complex plane.
5.2.1 Frequency Response
Here, let us consider the differential Eq. (5.10) describing the input-output relations
of a linear system with lumped parameters and assume that its input is harmonic,
namely,
xi (t ) eiZ t cos Z t i sin Z t , (5.20)

where Z is the frequency of the input signal.
According to the principle of harmonic balance, we could find the steady
solution of the linear system (5.10) whose output signal is in the following form
xo (t ) G c(iZ )eiZ t , (5.21)

where G'(iZ) is in general a complex function and referred to as frequency response
of the linear system (5.10).
Considering the following differential operation
d r iZ t
e (iZ ) r eiZ t , r 1, 2," , n , (5.22)
dt r
114
and inserting expressions (5.20), (5.21), and (5.22) in Eq. (5.10), we have
M (iZ )
G c(iZ ) . (5.23)
N (iZ )
Comparing functions (5.13) and (5.23) yields
G c(iZ ) [G ( s )]s iZ G (iZ ) . (5.24)

It means that if the complex variable s in transfer function G(s) is replaced by the
imaginary variable iZ on the imaginary axis of s-plane, the transfer function of
the system becomes its frequency response, which is obtained once the equation
describing the input-output relations is ready at hand.
It shows that the steady response of a linear autonomous system under harmonic
excitation may be easily found by the frequency response. Actually, for the linear
system (5.10), if the input is
xi (t ) A sin Z t , (5.25)
its output should be in the following form
xo (t ) | G (iZ ) | A sin(Z t I ) (5.26)

with
I Arg G (iZ ) , (5.27)

where |G(iZ)| is the ratio of the output amplitude to the input amplitude, and I
the phase shift between the output and the input sinusoids.
The curve of the frequency response of a linear system in a complex plane is
called hodograph of G(iZ). Let us introduce some simple hodographs of G(iZ)
below.
Now, according to Eqs. (5.1) (5.6), draw the hodographs of G(iZ) corresponding
to various typical components in complex plane, as shown in Fig. 5.6(a) (f)
respectively.
Consider a third-order system and a special third-order system whose functions are
K
G(s) (5.28)
T0 s T1 s 2 T2 s 1
3
and
K
G( s) . (5.29)
s (T0 s T1 s 1)
2
Their corresponding hodographs of G(iZ) are drawn in Fig. 5.7 (a) and (b)
respectively.
115
Figure 5.6 Hodographs of G(iZ) (a) Proportional; (b) Inertial; (c) Oscillatory;
(d) Integral; (e) Differential; (f) Constant Time Delay Components
Figure 5.7 Hodographs of G(iZ) of Third-Order Linear Systems
5.2.2 Nyquist Criterion
As mentioned before, the stability of the equilibrium of a linear autonomous

system is entirely determined by the sign of the real parts of all its eigenvalues.
No matter what interior variable we take as the system coordinate of the linear
autonomous system, all its eigenvalues are fixed. Thus, for simplicity, we may
take output y(t) as the system coordinate to establish the equation governing the
motion in this dynamic system shown in Fig. 5.5 and constitute the corres-
ponding block diagram as shown in Fig. 5.8. Here, the block diagram is reduced
to a closed-loop system with unit feedback. However, we tacitly consent to
G(s) G(s) H(s).
According to the relationship between R(s) and E(s) and the relationship
between E(s) and Y(s) shown in Fig. 5.8, we obtain the transfer function GC ( s )
116
Figure 5.8 Block Diagram of Closed-Loop System with Unit Feedback
of the closed-loop system, i.e.,
Y (s) G(s)
GC ( s ) . (5.30)
R( s) 1 G(s)
Hence, the characteristic polynomial of the closed-loop system is
D( s ) N (s) M (s) , (5.31)

where N(s) and M(s) are the denominator and numerator respectively of the
open-loop transfer function G(s).
Let Q(s) denote the ratio of the closed-loop characteristic polynomial to the
open-loop characteristic polynomial, i.e.,
D( s )
Q( s ) . (5.32)
N (s)
Using expression (5.30) and (5.31), we obtain
Q( s ) 1 G ( s ) .
Consequently, we have
Q(iZ ) 1 G (iZ ) . (5.33)

As shown in Fig. 5.9, the imaginary axis of the complex plane G(iZ) translates
toward the left to convert the imaginary axis of the complex plane Q(iZ). The
origin C'(0, 0) of the complex plane Q(iZ) corresponds to the critical point C(1, 0)
of the complex plane G(iZ).
Figure 5.9 Hodographs of Q(iZ) and G(iZ) of the Same Linear System
117
According to expression (5.32) and the product formula of the vectors, we obtain
' Arg Q(iZ ) ' Arg D(iZ ) ' Arg N (iZ ). (5.34)
Z :0of Z :0of Z :0of
If l poles of G(s), i.e., zero points of N(s), have positive real parts, and (nl) zero
points of N(s) have negative real parts, we obtain
S S
' Arg N (iZ ) [(n l ) l ] (n 2l ) . (5.35)
Z :0 of 2 2
As mentioned in Chapter 3, if the argument increment of the hodograph of the
complex vector D(iZ) of the n-order closed-loop system is equal to nS/2 with Z
varying from 0 to f , all roots of its characteristic equation have negative real
parts and its equilibrium is asymptotically stable. Thus, the necessary and sufficient
condition of asymptotic stability of the equilibrium of the n-order closed-loop
system is
nS
' Arg D(iZ ) . (5.36)
Z :0 of 2
Substituting expressions (5.35) and (5.36) in (5.34), we obtain the necessary and
sufficient condition of asymptotic stability of the equilibrium of the n-order
closed-loop system, i.e.,
n S (n 2l )S
' Arg Q(iZ ) lS . (5.37)
Z :0 of 2 2
So, if l poles of G(s) have positive real parts, the necessary and sufficient
condition of asymptotic stability of a closed-loop system is that the argument
increment of the hodograph of Q(iZ) should be equal to lS with Z varying from
0 to f .
As shown in Fig. 5.9, we may conclude the following: If l poles of the transfer
function G(s) of an open-loop system have positive real parts, the necessary and
sufficient condition of asymptotic stability of the closed-loop system is that the
argument increment of the hodograph of G(iZ) around the critical point C(1, 0)
is equal to lS with Z varying from 0 to f . This is the Nyquist criterion.
As a particular case, the Nyquist criterion states that if all the poles of the transfer
function G(s) of an open-loop system have negative real parts, the necessary and
sufficient condition of asymptotic stability of equilibrium position of the closed-
loop system is that the argument increment of the hodograph of G(iZ) around the
critical point C(1, 0) is equal to zero with Z varying from 0 to f .
5.2.3 Application of Nyquist Criterion
The Nyquist criterion may be applied to studying a variety of problems of stability

118
for linear autonomous closed-loop systems. Two illustrative examples are introduced
here.
Example 5.1 A second-order system shown in Fig. 5.8 has the open-loop transfer
function
K
G ( s) , [ ,T , K ! 0 , (5.38)
T 2 s 2 2[ Ts 1
where T, [, and K are inertial constant, damping ratio, and amplification coefficient
respectively.
The hodographs of G(iZ) for two cases, i.e., K < 1 and K > 1, are shown in
Fig. 5.10(a) and (b).
The transfer function of the open-loop system has one pole with positive real
part, i.e., l 1. According to the Nyquist stability criterion, the necessary and
sufficient condition is that the argument increment of the hodograph of G(iZ)
around C(1, 0) point be equal to S with Z varying from 0 to f . Hence, Fig. 5.10
shows that the equilibrium point of the closed-loop system corresponding to the
open-loop transfer function (5.38) is asymptotically stable if amplification coefficient
K > 1. In contrast, it is unstable if amplification coefficient K < 1.
Figure 5.10 Two Types of Hodographs of G(iZ) of System (5.38)
Example 5.2 As shown in Fig. 5.8, a first order closed-loop system with constant
time delay has the open-loop transfer function
Ke W s
G(s) , K ,W , T ! 0 , (5.39)
Ts 1
where T, K, and W are inertial constant, amplification coefficient, and delay time
respectively.
Substituting s iZ in (5.39), we obtain
G (iZ ) P(Z ) iQ(Z ) (5.40)

with
K (cosWZ T Z sin WZ )
P(Z ) (5.41)
1 T 2Z 2
119
and
K (sin WZ T Z cosWZ )
Q(Z ) . (5.42)
1 T 2Z 2
The hodograph of G(iZ) is depicted in Fig. 5.11.
Figure 5.11 Hodograph of G (iZ) of System (5.39)
With Q(Z) 0, we obtain the transcendental equation
T Z tan(WZ ) 0. (5.43)
Except the zero root, the transcendental Eq. (5.43) has numberless positive real
roots, i.e., Z1 , Z 2 " . In Fig. 5.11, the intersection A of the real axis and the
hodograph of G(iZ) corresponds to Z Z1 . The value of Z1 is determined by the
following expression
1§S § T ··
Z1 arctan ¨ ¸ ¸ . (5.44)
W ¨© 2 © W ¹¹
Substituting expression (5.44) in expression (5.41), we obtain
K (cosWZ1 T Z1 sin WZ1 )

P(Z1 ) . (5.45)
1 T 2Z12
The transfer function (5.39) of the open-loop system shows that there is no
pole of G(s) with positive real part, i.e., l 0. According to the Nyquist criterion,
corresponding to the open-loop transfer function (5.39), the necessary and sufficient
condition of asymptotic stability of the equilibrium point of the closed-loop
system is that the argument increment of the hodograph around critical point
C( 1, 0) is equal to zero with Zvarying from 0 to f . Corresponding to the
critical stability case, the hodograph of G(iZ) is shown in Fig. 5.12. Hence, the
critical parameter equation may be deduced from P(Z1) 1. Completing the
necessary algebraic operations, we obtain the critical parameter
1 T 2Z12
K cr .
T Z1 sin WZ1 cosWZ1
120
5.3 A Frequency Criterion for Absolute Stability of a Nonlinear Closed-Loop System
Figure 5.12 Hodograph of G(iZ) of System (5.39) with Critical Parameters
Substituting expression (5.44) and denoting D T/W in the above expression,

we eventually obtain the analytic expression of the critical amplification
coefficient
2
§S ·
1 D 2 ¨ arctan D ¸
K cr ©2 ¹ . (5.46)
§S ·
sin arctan D D ¨ arctan D ¸ cos arctan D
©2 ¹
This analytical result shows that the critical amplification coefficient Kcr can
be raised by decreasing the delay time or increasing the parameter D. Obviously,
the increment of the critical amplification coefficient benefits the stability of the
equilibrium of closed-loop systems.
5.3 A Frequency Criterion for Absolute Stability of a

Nonlinear Closed-Loop System
In this section, the basic principle of Popov’s frequency method for analysis of
systems with continuous nonlinearity is briefly presented and then applied to a
given nonlinear closed-loop system.
5.3.1 Absolute Stability
In 1944, a small note was written by A. I. Lurie and V. I. Postnikov, in which the
directed method of Lyapunov was applied to stability analysis of motion of a
given automatic control system. Stability in large, i.e., stability for arbitrary initial
perturbation and stability under some conditions for arbitrary nonlinearity of
actuators, was considered. Such stability is called absolute stability[3]. In a
number of further works, A. I. Lurie developed concepts that he later introduced
in a monograph in 1951 and the results served as the starting point for further
121
investigation of absolute stability[4]. Romanian scientist V. M. Popov applied the

frequency method to the investigation of problems of absolute stability and
expanded the class of systems that could be considered[5]. It should be noted that
Lurie’s monograph has lost much of its significance because the frequency method
has proved to be simpler for practical calculations[6].
5.3.2 Block Diagram Model of Nonlinear Closed-Loop Systems
Let us consider a nonlinear closed-loop system investigated by A. I. Lurie. Its

equations of motion are
n
xD ¦ aD
j 1
j x j bD u , D 1, 2," , n (5.47a)
u f (V ) , (5.47b)
n
V ¦c x
j 1
j j , (5.47c)
where f(V) is a continuous function. For V z 0 , it satisfies
f (V )
0 K f, (5.48)
V
and aD j, bD , and cj are constant coefficients.
Condition (5.48) means that the graph of M f (V) should lie between the V-axis
and line M KV in the V -M plane shown in Fig. 5.13 and the function M f (V)
may be arbitrary. In particular, it may have a form similar to the function shown
Figure 5.13 Geometric Interpretation of Condition (5.48)
122
in Fig. 2.29(c) and (d). It can be seen that system (5.47) is obtained by closing
the open-loop system (5.47(a)) with an inserted nonlinear element (5.47(b)).
Denoting G(s) as the transfer function from input f (V) to output V of system
(5.47), G(s) may be derived from equation system (5.47) as
G(s) c T [ sI A]1 b , (5.49)

where
cT [c1 , c2 ," , cn ],
b [b1 , b2 ," , bn ],
T
(5.50)
A [aD j ]nun .
As a mathematical model to study its absolute stability in frequency domain, the

block diagram of the nonlinear closed-loop system (5.47) is shown in Fig. 5.14.
Figure 5.14 Block Diagram Model of System (5.47)
5.3.3 Popov Theorems
The basic theorems that were proved by V. M. Popov are outlined below. These
may be found in reference[7].
Depending on the position of the poles of the transfer function G(s), we
distinguish the non-critical cases, when all poles lie in the left half-plane of complex
variable s, and the critical cases, when some poles are on the imaginary axis of
the s plane.
Theorem 1 (for non-critical cases) Let the following conditions hold good.
(1) The nonlinear function f (V) satisfies (5.48);
(2) All poles of G(s) have negative real parts;
(3) There exists a real number H so that the frequency condition
1
Re[(1 iZH )G (iZ )] ı 0 (5.51)
K
holds good for all Z ı 0 . Then system (5.47) is absolutely stable.
Obviously, the poles of G(s) refer to the zeros of the polynomial in the
denominator of G(s), i.e., the characteristic roots of the open-loop system (5.47).
123
Theorem 1 should be applied to asymptotically stable open-loop systems.

The frequency criterion (5.51) has a geometric interpretation. Since G(iZ)
P(Z) iQ(Z), condition (5.51) is equivalent to
1
P(Z ) HZ Q (Z ) ı 0 . (5.52)
K
We construct a modified frequency response G*(iZ), an image point defined
by the coordinate [P(Z), Z Q(Z)]. If we introduce a new plane defined by P1 P,
and Q1 Z Q, and construct the hodograph of the modified frequency response
G*(iZ) on this plane for Z ı 0 , condition (5.51) implies that there should exist a
1 § 1 ·
straight line P1 H Q1 0 through the point ¨ , 0 ¸ and lying to the left of
K © K ¹
the modified hodograph, as shown in Fig. 5.15.
Figure 5.15 Geometric Interpretation of Theorem 1
Frequency criterion (5.51) guarantees absolute stability of (5.47) in the sense

that the origin of the coordinates is stable in large for the arbitrary continuous
function f (V) if this function lies within region (5.48). In particular, an arbitrary
system, obtained from (5.47) for f (V ) hV, 0 < h < K, is stable in large.
Theorem 2 (for critical cases with a single zero pole) Let the following conditions
hold good.
(1) The nonlinear function f (V ) satisfies (5.48);
(2) The transfer function G(s) has a single zero pole, and the rest of its poles
(for n ! 1 ) have negative real parts;
(3) U lim sG ( s ) ! 0 and there exists a real number H so that the frequency con-
s o0
dition (5.51) holds good for all Z > 0. Then, the system (5.47) is absolutely stable.
Theorem 3 (for critical cases with two zero poles) Let the following conditions
hold good.
124
(1) For K f , f(V) satisfies (5.48) as well as the following relation.

rf
³ 0
f (V )dV f; (5.53)
(2) The transfer function G(s) has two zero poles, and the rest of its poles (for
n ! 2 ) have negative real parts;
(3) D lim s 2G ( s ) ! 0
s o0
d 2
U lim [ s G ( s )] ! 0
s o0 ds
S(Z ) Z Q1 (Z ) 0, for all Z ! 0 .
lim S(Z ) 0
Z of
Then, the system (5.47) is absolutely stable.
5.3.4 Application of Popov Theorem
Here, we introduce an illustrative example.

Example 5.3 Consider a nonlinear closed-loop system, whose equations of
motion are
T1 x1 x1 x3 f ( x2 ),
T2 x2 x2 x1 , (5.54)
x3 x2 ,
where T1 > 0 and T2 > 0 are time constants and the function f (x2) satisfying
condition (5.48) is shown in Fig. 5.16.
Figure 5.16 Nonlinearity Function of System (5.54)
125
First, deduce the transfer function from input f(x2) to output x2. Then, let s
denote the differential operator of time. System (5.54) can be rewritten as
(T1 s 1) x1 x3 f ( x2 ),
(T2 s 1) x2 x1 ,
sx3 x2 .
Eliminating x1 and x3 from these equations yields
s
x2 f ( x2 ).
T1T2 s (T1 T2 ) s 2 s 1
3
Hence, the transfer function of the open-loop system is
s
G(s)
as 3 bs 2 s 1
with
a T1T2 , b T1 T2 . (5.55)
If we let
b!a, (5.56)
and apply Hurwitz criterion (3.14), then all the poles of the transfer function G(s)
have negative real parts and we can use Theorem 1 for this case.
Next, completing a simple operation, we obtain
Z 2 [(H b a)Z 2 (1 H )]
Re[(1 iZH )G (iZ )] .
(1 bZ 2 ) Z (1 aZ 2 ) 2
To ensure that condition (5.52) is satisfied for all Z ı 0 , the necessary and sufficient
condition is that H should satisfy H b a ı 0 and 1 H ı 0. Hence, we should have
a
İ H İ 1.
b
Such a H should exist due to inequality (5.56), and in terms of the given coefficients
expressed by equalities (5.55), we obtain
T1 T2 ! T1T2 .
The domain : of absolute stability in the parameter space for system (5.54)
is shown in Fig. 5.17. It is bounded by the lines T1 0, T2 0 and one of the
branches of the hyperbola
T1 T2 T1T2 . (5.57)
126
5.4 Describing Function Method
Figure 5.17 Domain of Absolute Stability of System (5.49)

The widely adopted method in studying high-order nonlinear control systems is
the describing function method with the use of frequency domain concepts
developed in the theory of linear systems. The method was proposed by L. S.
Goldfarb in 1940[8], and R. K. Kochenburger independently proposed the same
method in 1947[9].
5.4.1 Basic Principle
The essence of the describing function method is as follows[11]. Let a closed-loop

nonlinear autonomous system consist of a nonlinear inertialess element NE and a
stable or neutral linear part LP connected in series as shown in Fig. 5.18.
Suppose that the input to a nonlinear element, e(t), is sinusoidal. Then, the output
of the nonlinear element, y(t), is usually not sinusoidal. Assume that the output is
periodic with the same period as the input and contains the higher harmonic
component as well as the fundamental harmonic component.
Figure 5.18 Block Diagram of a Nonlinear Closed-Loop Control System
The describing function method notes that only the fundamental harmonic
component of the output is significant. Such assumption is usually valid since the
higher harmonic components in the output of a nonlinear element are often of
127
smaller amplitudes than the fundamental harmonic component. In addition, most

control systems are low-pass filters, with the result that the higher harmonics
components are much more attenuated than the fundamental harmonic component.
The filtering condition may be expressed as
| G (inZ ) |
1, n 2,3," . (5.58)
| G (iZ ) |
5.4.2 Describing Function
The characteristic of a nonlinear inertialess element is approximately expressed

by its describing function. The describing function N ( A) is defined to be the
complex ratio of the fundamental harmonic component of the output to the input,
i.e.,
Y1 iI1
N ( A) e , (5.59)
A
where A is the amplitude of the input sinusoid, Y1 the amplitude of the fundamental
harmonic component of the output, and I1 the phase shift of the fundamental
harmonic component of the output.
When calculating the describing function for a given nonlinear element, we need
to find the fundamental harmonic component of the output. For the sinusoidal
input e(t ) A sin Z t to the nonlinear element, the output y(t) may be expressed
as a Fourier series as
f
y (t ) A0 ¦ ( Ak sin kZ t Bk cos kZ t ) (5.60)
k 1
with
1 2S
2S ³ 0
Ak y (t )sin kZ t d(Z t ),
1 2S
2S ³ 0
Bk y (t ) cos kZ t d(Z t ), (5.61)
I1 arctan( A1 / B1 ),
1
Y1 ( A12 B12 ) 2 .
Thus, the describing function is given by
1
( A12 B12 ) 2 iI1
N ( A) e .
A
128
Obviously, A1, B1, Y1, and I1 are all the functions of the amplitude A of the
sinusoidal input. Let us denote
A1 B1
g ( A) , b( A) . (5.62)
A A
The describing function N(A) may be written as
N ( A) g ( A) ib( A). (5.63)

The describing functions of the two common nonlinearities shown in Fig. 5.19
are written below.
(1) On-off nonlinearity with hysteresis
The input-output characteristic curve of the on-off element with hysteresis is
shown in Fig. 5.19(a). The real and the imaginary components of its describing
function are
1
4K § ' 2 · 2 4 K '
g ( A) ¨1 2 ¸ , b( A) , (5.64)
SA © A ¹ SA2
where K is the output amplitude and ' is the half-width of the hysteresis.
(2) Saturation nonlinearity with dead-zone
The input-output characteristic curve of saturation nonlinearity with dead-zone
is shown in Fig. 5.19(b). The real and the imaginary components of its describing
function are
AH : g ( A) 0, b( A) 0;
2K ª º
1/ 2
H H § H2 ·
H A ' : g ( A) K «arcsin ¨1 2 ¸ », b( A) 0;
S «
¼»
A A© A ¹
¬
2K ª ' H ' § '2 ·
1/ 2
H § H2 · º
1/ 2
A!': g ( A) «arcsin arcsin ¨1 2 ¸ ¨1 2 ¸ » , b( A) 0,

S «¬ A A A© A ¹ A© A ¹ »
¼
(5.65)
where K, ' , and H are all shown in Fig. 5.19(b).
Figure 5.19 Two Common Nonlinearities in Control Systems
129
5.4.3 Amplitude and Frequency of Self-Excited Vibration
If self-excited vibration exists in a system, the amplitude and the frequency of the
output may be found from a graphical study of the describing function.
Figure 5.20 Block Diagram for Describing Function Method
Consider a closed-loop system as shown in Fig. 5.20, in which N(A) denotes

the describing function of the nonlinearity element. If the higher harmonic com-
ponents of the output are sufficiently attenuated, the describing function N(A) can
be treated as a real or a complex function of the amplitude of the fundamental
harmonic component. Then, the closed-loop frequency response becomes
X (iZ ) N ( A)G (iZ )

, (5.66)
R(iZ ) 1 N ( A)G (iZ )
and the characteristic equation is
1 N ( A)G (iZ ) 0
or
1
G (iZ ) . (5.67)
N ( A)
If previous equation is satisfied, the system output will be a periodic motion,
namely, self-excited vibration. This situation of nonlinearity corresponds to the
case that the hodograph of G(iZ) passes through the critical point. According to
the Nyquist criterion, the critical point is just the point C(1, 0) in the complex
plane. Equation (5.67) means that the entire 1/N(A) becomes a locus of the
critical point in the describing function method.
To determine the amplitude and the frequency of self-excited vibration, plot
the 1/N(A) locus and the hodograph of G(iZ). If the 1/N(A) locus and the
hodograph intersect, the system output may exhibit self-excited vibration. Such
self-excited vibration is usually not sinusoidal, but it may be approximatly
sinusoidal. It is characterized by the values of A and Z corresponding to the
intersection of the 1/N(A) locus and the hodograph of G(iZ).
More accurate results of the describing function method may be obtained by
considering the higher harmonic components. This approach has been outlined in
reference [12].
130
5.4.4 Stability of Self-Excited Vibration
The stability of self-excited vibration can be predicted as follows.

First, plot the 1/N(A) locus and the hodograph of G(iZ) in Fig. (5.21). They
have two intersections B1 and B2. The value A on the 1/N(A) locus increases in
the direction from B1 to B2.
Figure 5.21 Stability Analysis of Limit Cycles
Consider the case when a slight disturbance is given to the system operating at
point B2. Assume that the operating point is moved to point E on the 1/N(A)
locus. The hodograph G(iZ) in this case does not enclose the critical point E.
With the amplitude of the sinusoidal input to the nonlinear element decreasing,
the operating point moves toward point B2. If the operating point moves to point
F on the 1/N(A) locus, the hodograph of G(iZ) encloses the critical point F.
With the amplitude of the sinusoidal input to the nonlinear element increasing, the
operating point moves toward point B2. Thus, B2 possesses convergent charac-
teristics and the system operation at point B2 is stable. In other words, the limit
cycle at this point is stable.
By means of similar analysis, we conclude that the limit cycle at intersection
B1 is unstable.
5.4.5 Application of Describing Function Method
Two illustrated examples are introduced below.

Example 5.4 Consider a nonlinear closed-loop system shown in Fig. 5.22. Let us
study the effects of hysteresis on the amplitude and the frequency of self-excited
vibration.
Together with the hodograph of G(iZ), the 1/N(A) loci for three different
values of the hysteresis width ' , that is, ' 0.1, 0.2, and 0.3, are of on-off
131
nonlinearity as shown in Fig. 5.23. These 1/N(A) loci are straight lines parallel
to the real axis. The values of N(A) are obtained from expression (5.64).
Figure 5.22 A Nonlinear Closed-Loop System
Figure 5.23 Plot of 1/N(A) and G(iZ) of a Nonlinear Closed-Loop System
From Fig. 5.23, we can see that the amplitude and the frequency of the limit
cycles are
A 0.27, Z 7, if ' 0.1;
A 0.42, Z 5.9, if ' 0.2;
A 0.57, Z 5.1, if ' 0.3.
Inspection of these values reveals that increasing the hysteresis width decreases
the frequency but increases the amplitude of the limit cycle, as expected.
Example 5.5 Consider the equation of the van der Pol vibrator
x H (1 x 2 ) x x
0. (1.18)
It may be written as
x H x x
H f ( x, x ), (5.68)
where the nonlinear function f ( x, x ) x 2 x .
We constitute the block diagram of system (5.68) as shown in Fig. 5.24.
Figure 5.24 Block Diagram of van der Pol Vibrator
132
5.5 Quadratic Optimal Control
Denoting x A sin Z t , we have
x AZ cos Z t ,
y (t ) f ( x, x ) A3Z sin 2 Z t cos Z t .
Using expression (5.61), we obtain
A1 0, B1 A2Z / 4 .
Thus, N ( A) iA2Z /4 . According to Eq. (5.67), the characteristic equation of
system (5.68) is
A2 (iZ ) H
1 0.
4 (iZ ) 2 H (iZ ) 1
Solving the complex equation, we have A 2 and Z 1. This indicates the
existence of a limit cycle with amplitude 2 and frequency 1. This result is in
accordance with the first approximation by Lindsted-Poincare method in Chapter 4.

Active control can generate adjustable forces automatically regulated in accordance
with the design expectation, and it can effectively control the amplitude of self-
excited vibration and even make it vanish. Thus, we should pay attention to the
quadratic optimal control of the steady linear system.
Control theory is broadly divided into classical control and modern control.
The former is applicable to low-order systems, while the latter is appropriate to
higher-order systems and is more effective to solve problems concerning self-
excited vibration.
The basic analysis tool in modern control is linear algebra, particularly matrix
theory. In modern control, the design of the feedback control usually requires
determining the feedback gain matrix. There are two common approaches to
compute of the gain matrix, including pole allocation method and optimal control
method[13, 14]. However, both lie beyond the scope of this book. In this section,
we briefly introduce the optimal control for linear autonomous systems, that is,
the design of an optimal control law based on the quadratic performance index.
Actually, the optimal control signal is a negative feedback of the controlled
linear autonomous system. The equilibrium position of the controlled autonomous
system is usually asymptotically stable. Therefore, the self-excited vibration can
not occur in autonomous system with optimal control. Since the optimal control
law deduced from the quadratic form integration index is a linear form of state
variables, the controlled dynamic system with optimal control becomes a linear
autonomous closed-loop system.
133
5.5.1 Quadratic Optimal State Control
Consider an n-dimensional linear autonomous system whose state equation is
x Ax Bu , (5.69)
in which
x [ x1 , x2 ," , xn ]T ,
u [u1 , u2 ," , um ]T ,
ª a11 ... a1n º
A « ... »,
« » (5.70)
«¬ an1 ... ann »¼
ª b11 ... b1m º
B « ... »,
« »
«¬bn1 ... bnm »¼
where x is the state vector, u the control vector, A the state matrix, and B the
control matrix.
The optimal control problem is to choose the control vector u U so that the
state vector x is transferred from an initial point x(0) x0 to a terminal point
x (T ) xT , and in general, xT 0 , at time T. The region U is called admissible
control region. If the transfer can be accomplished, the problem in quadratic
optimal control is to effect the transfer so that the performance index function
T
J ³ 0
( x T Qx + uT Ru)dt (5.71)
is minimized or maximized, where Q is an n-order positive definite symmetric

matrix, and R is an m-order positive definite symmetric matrix. The state vector
x and the control vector u satisfy the system Eq. (5.69).
We introduce the Lagrange multiplier vector O, and form the augmented functional
T
J* ³ 0
[ x T Ax + uT Ru + O T ( Ax + Bu x )]dt . (5.72)
The integrand L x T Ax + uT Ru + O T ( Ax + Bu x ) is a function of x and u.

According to the variational principle, we establish the variational equation
T
GJ* G ³ [ x T Ax + uT Ru + O T ( Ax + Bu x )]dt 0,
0
where the extreme value of functional J * is in correspondence with certain

functions of x and u, which are evaluated by Euler’s equations, namely,
wL d § wL ·
¨ ¸ 0 (5.73)
wx dt © wx ¹
134
and
wL d § wL ·
¨ ¸ 0, (5.74)
wu dt © wu ¹
which give two equations
Qx AT O O 0 (5.75)
and
Ru B T O 0. (5.76)
Substituting O from Eq. (5.76) in Eq. (5.75) and making use of system Eq. (5.69)
yield
x Ax BR 1 B T O . (5.77)
Equation (5.75) shows that the function O and its derivative are linear combinations
of the state vector. Thus, lets us denote
O P (t ) x , (5.78)
and differentiate Owith respect to time t. Substituting Eq. (5.77) in the mathe-
matical expression of O , we obtain
O ( P PA PBR 1 B T P ) x . (5.79)
Substituting Eq. (5.78) and (5.79) in Eq. (5.75), we obtain
P PA AT P PBR 1 B T P Q 0. (5.80)
This equation is just the well-known Riccati differential equation, which is a
first-order nonlinear differential equation. E. Kalman investigated the behavior of
solution P(t) of Eq. (5.80) and pointed out that if A and B are constant matrices,
system (5.69) has controllability, Q and R are positive definite symmetrical
matrices, and control time T approaches infinity. Then, the solution matrix P
approaches a constant matrix, which is the solution matrix of the following Riccati
algebraic matrix equation
AT P AP PBR 1 B T P Q 0. (5.81)
Thus, if we choose the performance index (5.71) and solve the algebraic matrix
Eq. (5.81), we will obtain the symmetrical solution matrix P. Then, using Eq. (5.77)
and (5.78), we can obtain the optimal control law of linear system (5.69),
u* R 1 B T Px . (5.82)
135
According to this optimal control law u*, we construct a control system that is
a steady linear closed-loop system and its block diagram is shown in Fig. 5.25.
The feedback signals are the linear combinations of the state variables. Thus, this
type of controller is referred to as state regulator.
Figure 5.25 Block Diagram of Optimal State Regulator
5.5.2 Optimal Output Control
Optimal state control requires measuring the signals of all state variables. However,
in practice, only some output signals which, in general, are the linear combinations
of the state variables may be measured. Therefore, we have
y Cx , (5.83)
where y is the output vector of system (5.69) and C is the output matrix.
The performance index function of optimal output control is constructed as
f
J1 ³ 0
( y T Qy uT Ru)dt . (5.84)
Substituting output Eq. (5.83) in Eq. (5.84), we obtain

f
J1 ³ 0
( x T C T QCx uT Ru)dt . (5.85)
Comparing function (5.71) with (5.84), we can see that the mathematical
structures of the performance indexes J and J1 are the same and the integrands
are all quadratic forms of x and u. Thus, the optimizing results from index
function (5.85) are similar to those from Eq. (5.82). The correspondent Riccati
algebraic matrix equation is
AT P1 AP1 PBR 1 B T P1 C T QC 0. (5.86)

Substituting the solution matrix P1 of the above equation in equation (5.82), we
obtain
u1* R 1 B T P1 x . (5.87)
This is called optimal output control law.
136
According to this optimal output control law, we may construct a control system
that is still a linear autonomous closed-loop system. The block diagram is shown
in Fig. 5.26. In general, matrix C is not a square matrix, and the operation of
matrix C 1 is related to seeking the generalized inverse of the matrix.
Figure 5.26 Block Diagram of Optimal Output Regulator
5.5.3 Application of Quadratic Optimal Control
As an illustrated example of the optimal output control, let us consider the equation
of the van der Pol vibrator, namely, Eq. (1.18), and write it in the form
z H (1 E z 2 ) z z
0. (1.18)
When H is equal to zero, it is the Hopf bifurcation point and Eq. (1.18) is reduced to

zz 0. (5.88)
With the state variables x1 z and x2 z , the state equation is written as
x Ax , x [ x1 x2 ]T (5.89)
with
ª 0 1º
A « 1 0 » . (5.90)
¬ ¼
If we make use of a force controller and a displacement sensor to construct the
control system, the state equation and the output equation of control system are
x Ax Bu , (5.91)
y Cx (5.92)
with
ª0 º
B «1 » , (5.93)
¬ ¼
C [1 0]. (5.94)
137
Taking the performance index functional

f
J1 ³ 0
( x T C T QCx uT Ru)dt ,
where the weight matrices, Q and R, are selected as
Q 1, R r. (5.95)
Substituting matrices (5.90), (5.93), (5.94), and (5.95) in the Riccati algebraic
matrix Eq. (5.86) yields
ª p12 p22 º ª p12 p11 º 1 ª p122 p12 p22 º ª1 0 º ª0 0º

« p « »« «0 0» .
¬ 11 p12 »¼ «¬ p22 p12 »¼ r ¬ p12 p22 2
p22 ¼ ¬0 0¼
»
¬ ¼
Then, expanding the matrix equation into a scalar algebraic equation system, we
have
2 p12 r 1 p122 1 0,
p11 p22 r 1 p12 p22 0,
1
2 p12 r p 2
22 0.
Solving the equation system, we obtain
1
ª 2 2
1
½º 2
p11 « 2r (1 r ) ®(r 1) 2 r ¾» ,
«¬ ¯ ¿»¼
1
ª 2 1
½º 2
p22 « 2r ®(r 1) 2 r ¾» , (5.96)
¬« ¯ ¿¼»
1
p12 (r 2 1) 2 r.
If r 1, we have
p11 1.287, p22 0.910, p12 0.414.

Inserting these data in expression (5.87), we obtain the optimal output control
law, i.e.,
u1* 0.414 x 0.91x. (5.97)

Substituting u1* in Eq. (5.91), we obtain the equation of motion of the controlled
harmonic vibrator (5.88), i.e.,

x 0.91x 1.414 x 0. (5.98)
138
References
The equation shows that the damping ratio and the natural frequency of the
controlled harmonic vibrator (5.88) are respectively [ 0.3826 and Z 1.1891.
If the term corresponding to u1* , the expression (5.97), is inserted in the
equation of the van der Pol vibrator, namely, Eq. (1.18), the Hopf-bifurcation
will not occur. Thus, the optimal output control can prevent the controlled system
from self-excited vibration.
References
[1] L Meirovitch. Introduction to Dynamics and Control. New York: John Wiley & Sons, 1985
[2] Katsuhiko Ogata. Modern Control Engineering, Second Edition. New Jersey: Prentice
Hall, 1990
[3] A I Lurie, V N Postnikov. On the Stability Theory of Control System. Sov. Appl. Math.,
1944, 8(3): 246 296
[4] A I Lurie. Some Nonlinear Problems in Automatic Control Theory (in Russian). M.
Gostakhizdat, 1951
[5] M A Aizerman, F R Gantmakher. Absolute Stability of Controlled System (in Russian).
M. AH. SSSR, 1963
[6] D R Merkin. Introduction to the Theory of Stability. New York: Springer-Verlag, 1997
[7] V M Popov. Hyperstability of Control System, New York: Springer-Verlag, 1973
[8] A Netushil. Theory of Automatic Control. Moscow: Mir Publishers, 1978
[9] R J Kochenburger. Limiting in Feedback Control Systems, Trans. AIEE Vol. 72, Part II,
1953
[10] E P Popov. On the Use of the Harmonic Linearization Method in Automatic Control
Theory. NACA TM 1406, 1957
[11] D P Atherton. Nonlinear Control Engineering Describing Function Analysis and Design.
New York: van Nostrand Reinhold, 1982
[12] Naumov. Philosophy of Nonlinear Control Systems. Moscow: Mir Publishers, 1990
[13] H L Trenteman, A A Stoorvogal, M Hautus. Control Theory for Linear System. London:
Springer-Verlag, 2001
[14] F L Lewis, V L Syrmos. Optimal Control, Second Edition. New York: John Wiley & Sons,
1995
139
Chapter 6 Stick-Slip Vibration
Abstract: It is known that nonlinearities in the friction-velocity curves of

dry friction may lead to instability of the steady frictional sliding, namely,
friction-induced vibration. The Froude pendulum and the motion of a
violin string under the action of a bow are frequently used as examples of
friction-induced vibration. However, the tendency of sliding components to
intermittently stick and slip leads to undesirable behavior. These problems
are encountered in many industrial applications including bearings, disk
brake systems, electric motor drives, robot joints, wheel and rail mass transit
systems, machine tools and workpiece systems, and so on. Therefore, stick-slip
vibration is an important issue in mechanical engineering, and understanding
the dynamics of stick-slip and its possible elimination also becomes important,
especially for applications requiring high-precision motion. This chapter is
divided into four sections: the first section introduces three kinds of mathe-
matical description for analyzing stick-slip motion in a dynamic system
exerted friction force; the second qualitatively studies stick-slip motion in a
single-degree-freedom system by using the phase plane method; the third
investigates hunting in a piecewise linear system by means of both analytical
integration and phase plane; and the last section discusses an unknown
excitation effect of friction force on stick-slip motion hidden in dynamic
systems with two or more degrees of freedom. It is limited to a physical
system, namely, a screw-jack mechanism.
Keywords: friction, Stribeck curve, Karnopp model, friction drop, stick-slip
motion, hunting, piecewise linear model, critical parameters, asymmetric
dynamic coupling
6.1 Mathematical Description of Friction Force

Actual friction couples often display various forms of dynamic friction curves. A
variety of nonlinear functions has been employed to fit these friction-velocity
curves. In general, they may be selected from exponential functions or polynomial
functions. However, for seeking the analytical expressions of the parameter condition
for which stick-slip motion occurs in a mechanical system, these functions should
be as simple as possible to describe friction forces.
6.1.1 Physical Background of Friction Force
Practically, all surfaces of macroscopic bodies are rough at least on a microscopic

scale, and the interaction between two solids occurs in the regions where surface
asperities ‘touch’. In this way, the true area is much smaller than the apparent
area of the contact. Over a broad range of engineering materials, the asperities
have slope ranging from 0 25eand concentrated in the band from 5 10e [1]
.
When asperities come into contact, the local loading will be determined by the
strength of materials. The asperities deform to generate the contact area necessary
to take up the total load. As the first approximation, we may consider the local stress
at an asperity junction to be in proportion to the yield strength of the material.
The contact area, on the other hand, is in direct proportion to the total load.
Friction is proportional to the shear strength of the asperity junction. As the
load grows, the junction area grows. However, the shear strength roughly remains
constant. In this way, friction is proportional to the load. If truly clean metal
surfaces are brought into contact, the shear strength of the junction, friction, can
be as great as the shear strength of the bulk material, and the friction coefficient
can be much greater than 1. Fortunately, for the operation of machines, truly
clean surface are all but impossible to achieve. Even in the absence of lubricants,
oxide films will form on the surface of materials and produce a boundary layer.
In the presence of lubricants, additives to the bulk oil react with the surface and
form the boundary layer. The boundary layer additives are formulated to control
the friction. Since the film has lower shear strength, most shearing occurs in it
although the boundary layer is solid. If the boundary layer has low shear strength,
friction will be low. Thickness of the boundary layer varies from a few atomic
units to a fraction of a micron. Note that this is perhaps two orders of magnitude
less than the typical dimension of an asperity in the steel junction.
Friction forces observed for macroscopic bodies are ultimately due to the
electromagnetic forces between the electrons and nuclear particles. Thus, an exact
treatment of interaction between two solids would consider the coupling between
all electrons and nuclei by using microscopic equations of motion for these
particles, namely, quantum electrodynamics. This, of course, is an extremely
complicated problem. The concept of friction is a substitute for such a microscopic
approach.
6.1.2 Three Kinds of Mathematical Description of Friction Force
Friction is present in all incorporating parts with relative motion in a machine.

The literatures relevant to important ideas can be found in the journals of tribology,
lubrication engineering and general engineering, and physics. However, the forces
of motion contributed by friction are usually studied with simplified models.
141
The first recorded systematic study in the field of tribology was done by
Leonardo da Vinci (1591), who not only performed experimental studies of friction
but also introduced the coefficient of friction as the ratio between the friction
force and the normal force. His contributions to sliding friction, which formed
the basis for all the subsequent studies of sliding friction[2], were made about 200
years before the publication (1687) of Newton’s Principia.
The classical model of friction states that the friction force is proportional to
the load, opposes the motion, and is independent of the contact area. Though it
remained hidden in his notebook for centuries, it was already known to Leonardo
da Vinci. His friction model was rediscovered by G. Amontons (1699) and
developed by C. A. Coulomb (1785).
(1) Coulomb friction law
C. A. Coulomb investigated the influence of five main factors upon friction,
namely,
a) the nature of the materials in contact and their surface coatings,
b) the extent of the surface area,
c) the normal pressure (or force),
d) the length of time that the surface remained in the stationary contact,
e) the ambient conditions such as temperature, humidity, and even vacuum.
Coulomb summarized many of his results in the friction law
Fk Pk N , (6.1)
where Fk is the kinetic friction force, N the normal force, and P k the kinetic
friction coefficient. He found that the kinetic friction coefficient P k is usually
nearly independent of the contact area, and the surface roughness. As long as the
velocity is not too high or too low, it is also independent of the sliding velocity.
The Coulomb friction law can be used to study the stick-slip motion occurring
in multi-degree-freedom systems, as shown in the last section of this chapter.
However, it cannot be applied to studying the stick-slip motion in single-degree-
freedom systems, where the difference between the kinetic friction and the static
friction must be considered. Indeed, the static friction coefficient, P s, is higher
than the kinetic friction coefficient, P k. The maximum of the static friction force
is written as
Fs Ps N. (6.2)
In addition, the static friction force is time-dependent. The length of the rest
time that two solids are in contact affects the adhesion and consequently affects
the coefficient of the static friction.
(2) Stribeck curve
Neglecting the wearing process (since friction arises from the transfer of the
collective translational kinetic energy into the nearly random heat motion), the
friction force belongs to the dissipative force. Therefore, it is, in general, described
142
as a function of the relative sliding velocity x . A friction-velocity curve generated

from experimental data is shown in Fig. 6.1. It is named as Stribeck curve in honor
of his contribution in earlier tribology.
Figure 6.1 The Stribeck Curve Showing Friction as a Function of Velocity for
Low Velocity
The configuration of the Stribeck curve is relevant to different regimes of the

lubrication in a system with grease or oil. With the sliding velocity increasing,
these regimes of lubrication are successively static friction, boundary lubrication,
partial fluid lubrication, and full fluid lubrication. In static friction, the first
regime, the contact of asperities occurs at their junction. Such a junction has two
important behaviors: ķ it deforms elastically, giving rise to the presliding
displacement; ĸ both the boundary film and the asperities deform plastically,
giving rise to the rising static friction. The presliding displacement is an
approximately linear function of the applied force, up to a critical force where
breakaway occurs. The breakaway displacement may be minute in engineering
materials and is observed to occur with deflections in the order of 2 5 microns
in steel junctions. In the second regime, the boundary lubricant with very low
velocity sliding, the fluid lubrication is not important and the velocity is not
adequate to build a fluid film between contact surfaces. Since the boundary
lubrication is a process of shear in a solid, it is often assumed that the friction in
the boundary lubrication is higher than that in the fluid lubrication, that is, the third
and fourth regimes. In the partial fluid lubrication, the third regime, lubrication is
brought into the load-bearing region through motion. As the viscosity of and the
motion velocity increases, the thickness of the fluid film correspondingly increases.
When the film is not thicker than the height of the asperities, some solid-to-solid
contact will result, which leads to partial fluid lubrication. If the film is sufficiently
thick, separation is completed and the load is fully supported by the fluid, which
forms full fluid lubrication. The relation between the sliding velocity and the four
regimes can be found on the Stribeck curve, as shown in Fig. 6.1.
A variety of functions is employed to fit the Stribeck curves for constructing
mathematical models of the friction force. In many cases, the friction force is
described as an exponential function or a polynomial function of the relative sliding
velocity. Sometimes, the Stribeck curve is directly employed as a mathematical
143
model of the friction force. In the next section, this geometric description of the
friction force has been used to for studying chatter phenomenon of mechanical
systems.
(3) Karnopp friction model
D. Karnopp proposed a force-balance model for one-dimensional motion with
a small velocity window. It is called Karnopp friction model and is sketched in
Fig. 6.2[3]. In a sense, the friction force Ff is always a function of the relative
velocity V of two contact bodies. A region of small velocity is defined as
'V V 'V . Outside this region, Ff is an arbitrary function of V. Inside the
small region surrounding V 0, we consider V to be zero. The finite region is
necessary for digital computation since an exact value of zero will not be computed.
Inside the V 0 region, Ff is determined by other forces in the system in such a way
that V remains in the region until the breakaway value of the force is reached.
Figure 6.2 Karnopp Friction Model
Newton’s law is applied to computing the sticking force, i.e.,
dP
F Ff (6.3)
dt
with
P mV, (6.4)
where P is the momentum, F the net force on the mass from the rest of the
system, Ff the friction force, m the mass of body of motion, and V the velocity.
In the sticking region, according to the Newton’s law, Ff must mect the
requirement to V 0. For V 0 and P 0, we have
Ff Fstick F. (6.5)
In the sticking region, the momentum is constant and from Eq. (6.4), it is seen
that the velocity is also constant at some value between 'V and 'V . This means
that the mass is supported to be sticking and it really has a small velocity. In many
dynamic simulation studies, this small velocity does not affect the interpretation
144
6.2 Stick-Slip Motion
of the results, but it is easly possible to reduce the sticking velocity to zero by
modifying the relation between V and P.
A momentum range is defined as
'P P 'P (6.6)

with
'P { m 'V (6.7)

in which V is exactly set to zero. For finite values of 'V and 'P , the mass can
be retained at exactly zero velocity until the force moves P into the slip region
after Ff has reached the breakaway force level. This concept allows the stick-slip
motion to be achieved even with rather coarse adjustment of the switching boundary
values 'V and 'P. Thus, it allows efficient simulations with relatively large time
steps.
The theoretical defect of the Karnopp friction model arises from the transition
from sticking to slipping, which occurs only if the magnitude of the net force is
greater than that of the maximum friction force, the interfacial strength. Initially,
there is a microslip region where the magnitude of the sliding velocity is very
small and its direction is not reliable. It is assumed that the mass has to accelerate
in the direction of the net force regardless of its original velocity direction. In fact,
the friction force may act in the opposite direction of the sliding velocity in the
microslip region. This situation continues until the sliding velocity develops and
has a consistent direction[4]. However, this model has been extensively employed
to represent the friction force for numerical analysis of many complicated dynamic
systems.

Stick-slip motion occurs between two slowly moving bodies in sliding contact.
This phenomenon can be found in many lubricated systems. However, stick-slip
can be avoided in such systems when long chain fatty acids are used as a lubricant.
To interpret the cause, B. R. Dudley and H. W. Swift used the phase plane method
to study the possible motion in sliding mechanisms (1949)[5]. Negative viscous
friction was posited and efforts were directed to elucidate its character by fitting
predicted vibration to the observed stick-slip phenomenon.
6.2.1 A Simple Model for Studying Stick-Slip Motion
Consider a block of mass resting on a conveyor belt moving horizontally at a

constant speed V [6]. As shown in Fig. 6.3, this system with single degree of freedom
145
Figure 6.3 Simple Model for Studying the Stick-Slip Motion
is employed as a mechanical model of systems with friction. The displacement of

the block is denoted by u, which is chosen such that u 0 corresponds to the
unstressed state of the spring. The friction force is considered as a function of the
relative speed between the block and the conveyor belt. Consequently, the
differential equation of motion of the system is
mu Ff (u V ) ku 0, (6.8)
where m is the mass of the moving block of the model and k is the spring
coefficient. Ff (u V ) is described by the Stribeck curve shown in Fig. 6.1.
It is convenient to introduce a new variable x to replace u with the equation
1
x{u Ff (V ), (6.9)
k
which means that the position of the block is now measured from its equilibrium
position under the combined action of the spring force and the friction forces.
The differential equation of motion is reduced to
mx F ( x ) kx 0 (6.10)
with
F ( x ) Ff ( x V ) Ff (V ). (6.11)
Function F ( x ) will appear as that in Fig. 6.4 if V is not taken to be too large. It
is important that the slope of this curve is negative at the origin. Clearly, this
requirement can be fulfilled only if the friction force between the block and the
belt decreases numerically with V increasing.
Figure 6.4 Configuration of Function F ( x )
146
6.2.2 Non-Smooth Limit Cycle Caused by Friction
By introducing a dimensionless time W to replace time t through the relation W

1
Z t with Z (k / m) 2 , Eq. (6.10) may be written in a form suitable for the
application of the Liénard construction, that is,
xcc Z 2 F (Z xc) x 0, (6.12)

where the prime represents the derivative with respect to W. Upon introducing
y dx / dW , the differential equation of the phase path is
dy Z 2 F (Z y ) x
. (6.13)
dx y
Figure 6.5 shows the result of the application of the Liénard construction to
Eq. (6.13), in which the characteristic F ( x ) has the form indicated in Fig. 6.4.
Figure 6.5 The Limit Cycle for a Stick-Slip Motion
Once any phase path of Eq. (6.13) touches the straight line segment P1P2, it
follows the straight line and moves from left to right until P1 is reached. Since on
this segment V z 0, the constant speed V is a solution of Eq. (6.13). Actually, the
segment P1P2 is also the phase path when the block is stuck to the conveyor belt.
From the point of mechanical view, it means that the friction force on the block
simply adjusts itself to the value of the applied external force, i.e., the value of
the spring force, as long as the critical value of the friction force is not exceeded.
Since the resultant force is zero, the system moves with a constant velocity.
To find the limit cycle approached by all other phase paths of Eq. (6.13) as
t o f , it is sufficient in the case shown in Fig. 6.5 to construct the phase path
that starts at P1 and to follow the limit cycle until it touches the segment P1P2 for
the first time. To guarantee the limit cycle touching the segment, point P2 must
lie far enough to the left, and this in turn requires that the critical value of the
friction force be not too small. From Eq. (6.13), we also see that the limit cycle L,
147
departing from linearity, is a non-smooth closed curve as shown in Fig. 6.5. Thus,
particularly, when the spring coefficient k is very small, the self-excited vibration
will be of relaxation type.
6.2.3 First Type of Excitation Effects for Stick-Slip Motion
Assuming that the static friction force is the same as the kinetic one, the friction
is subject to Coulomb friction law and the Stribeck curve is described as signal
function sgn x , as shown in Fig. 6.6(a), with the corresponding phase diagram
plotted by the Liénard construction and shown in Fig. 6.6(b).
Figure 6.6 Phase Plane of Mechanical Model Shown in Fig. 6.3 as Static Friction
is Equal to Kinetic Friction
It is not difficult to prove that the phase path departing from P1 is a circle L '
tangential to the straight line P1P2 at point P1. However, any mechanical system
has a certain dissipative force and the practical phase path departing from P1, as
shown in Fig. 6.6(b), should be a convergent spiral, not a circle limit cycle. Thus,
the stick-slip motion will not emerge.
The analysis has shown that the stick-slip motion cannot occur in the system
shown in Fig. 6.3 if the static friction force is exactly equal to the kinetic friction
force. Actually, the classical form of stick-slip motion may arise whenever the
static friction is markedly higher than the kinetic friction. Hence, we conclude
that the friction drop is an excitation effect for stick-slip motion in mechanical
systems, and it is named as first type of excitation effects for stick-slip motion.
6.3 Hunting in Flexible Transmission Devices

A type of stick-slip motion often occurs in some flexible transmission devices
when the working speed is low enough. As a compound motion, it consists of the
desired motion and a disturbance motion, and the latter is the stick-slip motion.
148
This phenomenon is referred to as hunting. It is known that hunting arises from

friction force. For a thorough understanding, we propose a piecewise linear model
representing the flexible transmission device and make use of both analytical
integration and the phase plane method to divide the parameter plane into the
stable and the hunting regions[7]. For a special case without viscous damping, an
analytical expression of critical speed, at which stick-slip motion is impending,
has been found.
6.3.1 A Mechanical Model and its Equation of Motion
A mechanical model used to describe the hunting phenomenon consists of a

lumped mass, a spring, and a damper, as shown in Fig. 6.7, where constant speed
V is designated as the velocity at the driving point T. In this case, the model is an
autonomous system with a single degree of freedom and its differential equation
of motion is
mz c( z V ) k ( z Vt ) F ( z ) 0, (6.14)
where z is the displacement of the lumped mass, z the velocity of it, z the
acceleration of it, V the constant speed at the driving point T, m the mass of the
lumped mass, k the stiffness coefficient of the spring, c the damping coefficient
of the damper, and F ( z ) the friction force acting on the lumped mass.
Figure 6.7 Mechanical Model for Studying Hunting
Let x1 denote the relative displacement between the lumped mass and the
driving point T, i.e.,
x1 z Vt. (6.15)
Let us introduce the undamped natural frequency Z0 and the damping ratio [,
namely,
1
§ k ·2 c
Z0 ¨ ¸ , [ 1
, (6.16)
©m¹ 2
2(km)
and the dimensionless relative displacement x and dimensionless time W, namely,
x1Z 0
x , W Z 0 t. (6.17)
V
149
By using expressions (6.15) (6.17), the motion equation of the model, i.e.,
Eq. (6.14), is reduced to the form
xcc 2[ xc x (mZV ) 1 F [( xc 1)V ] 0, (6.18)

in which the prime represents the derivative with respect to W .
The friction terms in this equation are described by the Karnopp model, as
shown in Fig. 6.8. The static friction force Fs and the kinetic friction force Fk are
respectively written as
Fs P s N , Fk Pk N , (6.19)
where P s is the static friction coefficient, P k the kinetic friction coefficient, and N
the normal force on the contact surface.
Figure 6.8 Friction Force
According to the above expression, as the excitation effect of stick-slip motion,

the friction drop may be represented by the difference between the static and the
kinetic friction coefficients, that is,
'P Ps Pk . (6.20)
Moreover, let us introduce a dimensionless kinetic friction coefficient f and a
dimensionless friction drop d, namely,
Pk N 'P N
f , d . (6.21)
mZV mZV
The equation of motion of the mechanical model shown in Fig. 6.7 is reduced to
xcc 2[ xc x f sgn( xc 1), (6.22)

which is suitable in the slip stage of motion.
To establish the equation that is suitable in the stick stage of motion of the
model shown in Fig. 6.7, let us set z z 0 in the Eq. (6.14). We therefore
obtain
150
ª cV º
k « z Vt F (0) 0, F (0) İ Fs . (6.23)
¬ k »¼
Using expressions (6.15) (6.17), (6.20), and (6.21), we can reduce the above
equation to the dimensionless form, namely,
xc 1 0, x ( f d )sgn( xc 1) ı 0, (6.24)
which governs the behavior of the mechanical model shown in Fig. 6.7 in the
stick stage.
6.3.2 Phase Path Equations in Various Stages of Hunting Motion
A full cycle of the hunting motion consists of four stages: forward slip stage,
backward slip stage, stick stage, and breakaway stage. Their different phase path
equations are found by integrating the Eq. (6.22) with corresponding initial
conditions and algebraic Eq. (6.24).
1. Forward slip stage
The forward slip stage corresponds to the motion state of the lumped mass when
the direction of its velocity is the same as that of the velocity of the driving point
T. In this stage, the dimensionless Eq. (6.22) is
xcc 2[ xc x f 0, xc ! 1. (6.25)

Denoting y xc , transform the Eq. (6.25) into the first-order differential equation
of the phase path in the forward slip stage, i.e.,
dy ( x f ) 2[ y
. (6.26)
dx y
Integrating the equation, we obtain the transcendental equation of the phase path
in the forward slip stage, i.e.,
1 ª º½
° y [ (x f ) »°
y 2 2[ ( x f ) y ( x f ) 2 C12 exp ®2[ (1 [ 2 ) 2 arctan «
»¾
,
« 1
° °
«¬ (1 [ ) ( x f ) »¼ ¿
2 2
¯
(6.27)
where C1 is an integral constant corresponding to the given initial state of the
system.
Obviously, the transcendental Eq. (6.27) shows that the phase paths in the
forward slip stage are a set of logarithmic spirals. In particular, when the damping
ratio is equal to zero, the transcendental Eq. (6.27) is reduced to the algebraic
151
equation, i.e.,
y 2 ( x f )2 C12 . (6.28)
In this case, the phase paths in the forward slip stage degenerate into a set of
concentric circles.
2. Backward slip stage
The backward slip stage corresponds to the motion state of the lumped mass
when the direction of its velocity is opposite to that of the velocity of the driving
point T. Then, the dimensionless Eq. (6.22) takes the form
xcc 2[ xc x f 0, xc 1. (6.29)

Using the same method as earlier to deduce Eq. (6.27), we obtain another trans-
cendental equation describing the phase paths in the backward slip stage, i.e.,
1 ª º½
° y [ (x f ) »°
y 2 2[ ( x f ) y ( x f ) 2 C22 exp ®2[ (1 [ 2 ) 2 arctan «
»¾
.
« 1
° °
«¬ (1 [ ) ( x f ) »¼ ¿
2 2
¯
(6.30)
Thus, the phase paths in the backward slip stage are also a set of logarithmic
spirals. In particular, when the damping ratio is equal to zero, the transcendental
Eq. (6.30) is reduced to the algebraic equation, i.e.,
y 2 ( x f )2 C22 . (6.31)
In this case, the phase paths in the backward slip stage are also a set of concentric
circles.
3. Stick stage
During the stick stage, the friction force acting on the lumped mass continuously
balances with the restoring force of the spring and it is never more than the static
friction force Fs all along. According to Eq. (6.24), the equations of the phase
paths in the stick stage are
y 1 0, x ( f d )sgn( y 1) ı 0. (6.32)
The equation shows that the phase path in the stick stage is a straight line L
parallel to the abscissa axis of the phase plane. If the phase paths touch it, they
will join in the straight line L.
4. Breakaway stage
The breakaway stage is only maintained for a very short duration when the static
152
friction force on the lumped mass gets coverted to the kinetic friction force. In
this duration, the restoring force of the spring keeps is the magnitude to balance the
static friction force. When the stick state breaks, the lumped mass is accelerated
by means of the net force that is equal to the difference between the restoring
force of the spring and the kinetic friction force. As the damping force on the
lumped mass is usually small, its velocity variation in the breakaway stage can be
found by the theorem of kinetic energy. After considerable calculation, the velocity
variation in this stage is found, i.e.,
1
§ 2 f ·2 'F
'z z (t0 't ) z (t0 ) ¨1 ¸ 1
, (6.33)
© d ¹ 2
(km)
where t0 is the time when the sliding is impending and 't is the duration of the
breakaway stage, ' F is the difference between Fs and Fk.
Since the duration 't is very small and the velocity variation is finite, the
displacement variation of the lumped mass in the breakaway stage may be
neglected so that we get the approximate relations, i.e.,
x(W 0 'W ) x(W 0 ) 0, y (W 0 'W ) y (W 0 ) ad , (6.34)

where W 0 and 'W are the dimensionless time and the duration corresponding to
t0 and 't respectively. The dimensionless parameter a is deduced, i.e.,
1
§ 2 f ·2
a ¨1 ¸ . (6.35)
© d ¹
According to expression (6.34), the phase path in the breakaway stage is a
segment of a straight line parallel to the y-axis of the phase plane, and its length is
equal to a system constant ad, which is determined by the system parameters f and d.
6.3.3 Topological Structure of the Phase Diagram
The phase diagram describing hunting has a complex topological structure. It

consists of two equilibrium points and two limit cycles.
First, let us find out the position of two equilibrium points.
A reference frame is connected to the driving point T, as shown in Fig. 6.7.
Points P1( f, 0) and P2 (f, 0) become two equilibrium points of the relative
motion between the lumped mass and the driving point T in the forward slip stage
and the backward slip stage. Hence, the kinetic friction force and the restoring
force acting on the lumped mass cancel out each other and the velocity of the
lumped mass is equal to the constant speed V. Due to the effect of the damping
force, these equilibrium points are stable foci.
153
Second, let us recall the phase path in the stick stage, i.e., the segment P3 P4 on
the straight line L. If the phase path touches it, the phase path joins it at once.
Here, the lumped mass is stuck to the support surface.
Next, let us consider the outer limit cycle, which is a special phase path shown
in Fig. 6.9.
Figure 6.9 A Limit Cycle Describing Hunting Phenomenon
If a phase point is located at point P3(f d, 1) on the straight line L, the
friction force exerting on the lumped mass is equal to the static friction force Fs.
When the slip begins, the phase point rises up to the point G(f d, ad 1), which
represents the breakaway stage. Then, the phase point moves along the phase
path in the forward slip stage, which is a spiral toward the stable equilibrium point
P1, until it elongates to point H on the straight line L. The phase path continues
moving on the straight line L until it reaches point P3. In this way, a full cycle of
the periodic motion representing the hunting phenomenon is performed and the
q
closed phase path P 3GHP3 is a limit cycle L with two straight line segments,
HP3 and P3G, and one spiral GH q , as shown in Fig. 6.9. As the shape of the limit
cycle L is far from an ellipse, the hunting in a flexible transmission device belongs
to relaxation vibration.
Last, let us consider the general phase paths in the phase diagram describing the
hunting phenomenon.
Depending on the magnitude of the distance from the initial phase point P0 to
the equilibrium point P1, there are three types of phase paths.
1. If the initial phase point P0 is considerably far from the limit cycle L and
the equilibrium point P1, the phase path first touches the straight line L at point B
on the right of point P4, as shown in Fig. 6.10. Here, the static friction force is
converted to the kinetic friction force and the breakaway stage occurs. After the
breakaway stage, the phase point falls down to point G1 and then moves along
the phase path in the backward stage to point H1 in the stick zone P3P4. With the
phase path elongating along the straight line L to point P3, the phase path joins
the limit cycle L. Such a phase path is called the first type of phase paths.
154
Figure 6.10 First Type of Phase Paths
2. If the initial phase point P0c or P0cc is close enough to the limit cycle L, the
phase path first touches the straight line L at H c or H cc on the left of point P4, as
shown in Fig. 6.11. Then, the phase path elongates along the straight line L to
point P3 and the limit cycle L becomes the phase path. This is the second type of
phase paths. The phase diagram of Fig. 6.11 shows that all phase paths surrounding
L drift toward L and the limit cycle L is a stable limit cycle.
Figure 6.11 Second Type of Phase Paths
3. If the initial phase point P0 is very close to the equilibrium point P1, the
phase path cannot touch the straight line L. Eventually, the phase path spiral
approaches the stable focus P1, as shown in Fig. 6.12. This is the third type of
phase path. In this case, the hunting phenomenon cannot occur.
Figure 6.12 Third Type of Phase Paths
155
Now, let us recall the companion relation between the stability of the equilibrium
point and the limit cycle explained in Chapter 2. Since the equilibrium point P1 is
a stable focus and the limit cycle L is a stable limit cycle, we conclude that there
is an unstable limit cycle between P1 and the limit cycle L. We call it L ', as
shown in Fig. 6.12. Obviously, L ' is a unstable limit cycle. Consequently, it is
a separatrix of two attractive regions of two attractors, P1 and L. Hence, if the
initial disturbance of the flexible transmission device is very small, the initial
phase point P0 is located within the unstable limit cycle L ', and the hunting
phenomenon will not occur. In such a case, the motion of the flexible transmission
device is smooth and steady. In contrast, if the initial disturbance of the flexible
transmission device is large enough, the initial phase point P0 is located outside
the unstable limit cycle L ', and the hunting phenomenon occurs. Therefore, hunting
in the flexible transmission device is caused by means of hard excitation.
6.3.4 Critical Parameter Equation for the Occurrence of Hunting
To establish the critical parameter equation for the occurrence of hunting, we

make use of the equation of a special phase path departing from point P3 and
passing through point G as shown in Fig. 6.9. Substituting the coordinates of
point G ( f d , ad 1) in Eq. (6.27), the equation of the logarithmic spiral passing
through points G and H is found, i.e.,
y 2 2[ ( x f ) ( x f )2
1 2(a [ )d (1 a 2 2[ a)d 2
ª § · § ·º ½
° 2[ « arctan ¨ y [ ( x f ) ¸ arctan ¨ 1 (a [ )d ¸ » ° 0.
exp ® 1 « ¨ 1 ¸ ¨ 1 ¸» ¾
° (1 [ 2 ) 2 «¬ ¨ (1 [ 2 ) 2 ( x f ) ¸ ¨ (1 [ 2 ) 2 d ¸ » °
¯ © ¹ © ¹¼ ¿
(6.36)
Consider the mathematical condition describing the special phase path with the
critical parameters for energence of hunting in flexible transnission devices.
According to the phase diagram shown in Fig. 6.9, if the phase path departing
from point P3 touches the straight line L, the stable limit cycle L is certain to
emerge. Thus, the critical case in all phase diagrams for the hunting to occur is that
the special spiral that passes through points P3 and G should be tangential with
the straight line L at point H*(x*, 1), as shown in Fig. 6.13, where S denotes the
phase path in the forward stage. Obviously, the slope of the straight line L is equal
to zero. Thus, the mathematical condition describing the critical parameter system
is that the slope of the spiral curve S at point H* is equal to zero.
156
Figure 6.13 Phase Diagram Corresponding to the Critical Parameter Case
The slope of the phase path in the forward stage is defined by Eq. (6.26) and
the mathematical condition describing the critical parameter system is written as
( x f ) 2[ y
0 (6.37)
y
in combination with Eq. (6.36). Substituting the coordinates of point H*(x*, 1)
into Eqs. (6.36) and (6.37) and eliminating the variable x*, we eventually obtain
the critical parameter equation for the occurrence of hunting, i.e.,
ª¬1 2(a [ )d (1 a 2 2[ a)d 2 º¼

ª § · § ·º ½
° 2[ « arctan ¨ 2[ 1 ¸ arctan ¨ 1 (a [ )d ¸ » ° 1.
2
exp ® 1 « 1 ¸» ¾
¨ 1 ¸ ¨
° (1 [ 2 ) 2 « ¨ 2[ (1 [ 2 ) 2 ¸ ¨ d (1 [ 2 ) 2 ¸ » °
¯ ¬ © ¹ © ¹¼ ¿
(6.38)
This describes the boundary surface w:2c of the stable region in the parameter
space R3.
Since the above critical parameter equation of hunting is a complicated trans-
cendental equation, it is impossible to obtain an analytical expression. However,
the numerical computation can be used to demonstrate the boundary of stable
region in the space spanned by the parameters f, d, and [. For several given
values of [, the computation results are illustrated in Fig. 6.14, in which the f- d
plane is divided into hunting region I and stable region II by the corresponding
separatrices defined by Eq. (6.38).
Now, let us turn our attention to a special case in which the viscous damping
force in the flexible transmission device vanishes, namely, [ = 0. The critical
parameter condition (6.38) is reduced to
d 3 2 fd 2 ( f 2 1)d 2 f 0. (6.39)
157
Figure 6.14 Critical parameter curves
Let dcr denote the positive real root of the equation. In general, it is an implicit
function of the dimensionless kinetic friction coefficient f, d cr ( f ). Using expression
(6.21), we obtain the analytical expression of the critical speed of hunting, i.e.,
'P N
Vcr 1
. (6.40)
2
(mk ) d cr ( f )
With the normal load exerting on the contact surface of the lumped mass shown
in Fig. 6.7, i.e., N mg, expression (6.40) is reduced to
1
'P gm 2
Vcr 1
. (6.41)
2
K d cr ( f )
Based on the above expression and the computation results shown in Fig. 6.14,
a few useful conclusions about hunting in the flexible transmission device are
summarized below.
1. If the dimensionless friction drop d is more than its critical value dcr, which
decreases as the dimensionless friction coefficient f increases, the hunting pheno-
menon occurs in the flexible transmission device.
2. The hunting phenomenon is self-excited vibration due to the hard excitation.
As long as the flexible transmission device, whose system parameters are in the
hunting region, bears some disturbance large enough, the hunting phenomenon
occurs at once.
3. By increasing the dimensionless kinetic friction coefficient, or (and) decreasing
the spring stiffness, or (and) decreasing the driving speed of the flexible transmission
device, the hunting tendency of the flexible transmission device can be made to
rise.
4. With the viscous damping ratio increasing, hunting in the flexible transmission
device may reduce considerably and even vanish.
158
6.4 Asymmetric Dynamic Coupling Caused by Friction Force

The stick-slip motions, containing chatter and hunting in a mechanical system
with single degree of freedom, are all excited by the friction drop, which is the
difference between the static and the kinetic friction forces. The excitation effect
of all stick-slip motions in dynamic systems with friction is or not limited to the
friction drop only, it is a problem that requires research. Analytical solutions to the
equations of motion of high-order dynamic systems with friction have not been
found until now. Recently, P. Gallina and M. Giobagononi analyzed the stick-slip
motion in a screw jack mechanism by means of numerical calculation based on a
simple model without friction drop, and they obtained a critical parameter condition
for emergence of stick-slip motion[8]. The result is qualitatively consistent with
the phenomenon observed in practice. Using the equations of motion of the screw
jack mechanism with friction and the stability theory of the holonomic system,
we discover another excitation effect of the stick-slip motion. A detailed analysis
is given below.
6.4.1 Mechanical Model and Equations of Motion
A stage in theater is moved up and down by four vertical screw jacks located at
four corners of the platform. These screws are suspended to the concrete beams
of the theater structure. Taking into account the axial displacement of the screw,
a mechanical model with two degrees of freedom is proposed and shown in
Fig. 6.15(a). The generalized coordinates of the system consist of the screw angular
displacement and the axial displacement of the platform. Every driving nut is
operated by an electric motor. In order to give an intuitive equivalent kinematic
model, the screw jack mechanism can be thought of as a wedge mechanism. The
rotation movement of the nut is replaced by an equivalent horizontal movement
shown in Fig. 6.15(b).
Figure 6.15 A Mechanical Model of a Platform Moved by Four Screw Jacks
159
Neglecting the damping effect, the rotational motion equation of the screw is
J I kI I M, (6.42)
where I is the angular displacement of the screw, J the moment of inertia of the
rotating elements, kI the torsional stiffness of the screw, and M the torque exerted
on the screw by the nut.
The translational motion equation of the screw along its axis is
mu u ku u P mu g , (6.43)
where u is the axial displacement of the platform, mu the mass of the screw, ku
the stiffness of the axial equivalent of the screw and the support structure, P the
vertical force exerted on the nut by the screw, and g the gravity ational acceleration.
The kinematic relation between the vertical displacement of the nut uf , its
angular displacement I f, the angular displacement I , and the axial displacement
u is represented as
uf I f r tan G I r tan G u , (6.44)

where r is the radius and G is the helix angle of the screw. Thus, we have
p
tan G ,
2r
where p is the pitch of the screw.
Using the Coulomb friction law to describe the friction force being exerted on
the nut, the expression of torque M is found by means of the equilibrium equation
of the nut, i.e.,
Pr (tan G P sgn Z r )
M (6.45)
1 P sgn Z r tan G
with
Zr If I, (6.46)

where P is the kinetic friction coefficient, If is the angular velocity of the nut,
and I is the angular velocity of the screw.
Assuming that the angular velocity, If , which depends on the electric motor,
is a designated constant during up and down movements as we observe in the
operation of the nut, we obtain
uf Ir tan G u. (6.47)
Introducing friction angular K arctan P , we rewrite the Eq. (6.45) in the form
M Pr tan(G K sgn Z r ). (6.48)
160
Denoting m as the mass of the platform carried by the nut, the vertical load exerted
on the nut by the screw is
P m( g Ir tan G u). (6.49)

Therefore, the torque M exerted on the screw by the nut is
M m( g Ir tan G u)r tan(G K sgn Z r ). (6.50)

Substituting Eqs. (6.49) and (6.50) in Eqs. (6.42) and (6.43), we obtain the equations
of motion of the mechanical model shown in Fig. 6.15(a), i.e.,
ª J mr 2 tan G tan(G K sgn Z r ) mr tan(G K sgn Z r ) º I½

« »® ¾
¬ mr tan G m mu ¼ ¯ u¿
ªk 0 º I ½ mgr tan(G K sgn Z r ) ½
« I »® ¾ ® ¾. (6.51)
¬ 0 ku ¼ ¯ u ¿ ¯ (m mu ) g ¿
The inertial matrix is asymmetric and its asymmetry originates from the term
K sgn Z r . Therefore, we conclude that the kinetic friction force being exerted on
the contact surface between the screw and the nut leads to asymmetric dynamic
coupling of the mechanical system.
For the following analysis, the equation of motion (6.51) during the upward
and the downward stages are written respectively in different forms, namely,
1. Upward stage
ª J mr 2 tan G tan(G K ) mr tan(G K ) º I½

« »® ¾
¬ mr tan G m mu ¼ ¯ u¿ (6.52)
ªk 0 º I ½ mgr tan(G K ) ½
« I » ® ¾ ® (m m ) g ¾ ;
¬ 0 k u ¼ ¯u ¿ ¯ u ¿
2. Downward stage
ª J mr 2 tan G tan(G K ) mr tan(G K ) º I½

« »® ¾
¬ mr tan G m mu ¼ ¯u¿ (6.53)
ªk 0 º I ½ mgr tan(G K ) ½
« I »® ¾ ® ¾.
¬ 0 ku ¼ ¯u ¿ ¯ (m mu ) g ¿
6.4.2 Stability of Constant Velocity Motion of Dynamic System
Equations (6.52) and (6.53) are linear ordinary differential equations with constant
coefficients. Therefore, the stability of the constant velocity motion of the screw
161
jack mechanism in the upward and the downward stages depends on the sign of
the real part of all eigenvalues of the Eqs. (6.52) and (6.53) respectively. Here, the
characteristic equations in the upward and the downward stages are described in
a common form, i.e.,
AO 4 BO 2 C 0 (6.54)
with
A mJ , C kI ku ,
B kI m ku [ J mr 2 tan G tan(G K )], in the downward stage, (6.55)
B kI m ku [ J mr tan G tan(G K )], in the upward stage.
2
Solving the Eq. (6.54), we obtain
ª 1
º
B « § 4 AC · 2 »
O 2
1 r ¨1 2 ¸ . (6.56)
2A « © B ¹ »
¬ ¼
Applying the operation of complex numbers, we conclude that if O is a complex
number or a positive real number, at least one root in all roots of the Eq. (6.54)
has the positive real part. Consequently, for the stability of the system of (6.52)
and (6.53), O must be a negative real number and the condition for the stability
of the system of (6.52) and (6.53) is
AC 1

B2 4
and
B AC
! 0, ! 0.
A B2
AC
Moreover, since the last inequality ! 0 is always satisfied, the stability
B2
condition can be replaced by the following equivalent
B!0 (6.57)
and
AC 1
. (6.58)
B2 4
Introducing the equivalent moment of inertia
Je J mr 2 tan G tan G B K , (6.59)
162
the stability conditions (6.57) and (6.58) become
kI m ku J e ! 0 (6.60)
and
4mJku kI (kI m ku J e )2 . (6.61)
Then, denoting the dimensionless parameters
J I ku Je
D and E , (6.62)
mkI J
the stability conditions (6.60) and (6.61) become
DE > 1 (6.63)

and
D 2 E 2 2DE 4D 1 ! 0. (6.64)
In the logD-E plane shown in Fig. 6.16, each point represents a couple of
parameter values (D, E ). The couple of values (D, E ) that satisfy Eq. (6.63) are
represented by the area above the dot curve ē and the couple of values (D, E )
that satisfy Eq. (6.64) are represented by the area above the continuous curve Ē
and the area under the continuous curve Ĕ. Therefore, the couple of values (D, E )
that satisfy Eq. (6.63) at the same time are represented by the area above the
curve Ē. In short, the area above the curve Ē is a stable region in the logD -E plane.
Figure 6.16 Stable Region in Plane (logD -E
Considering a true screw jack mechanism during the upward movement, we

have J e J ! 1 corresponding to the couple values (D, E ) located in the area above
the line E 1. According to the previous analysis, the stick-slip motion cannot occur
in the upward stage. This conclusion is consistent with the practical observation.
163
Now, let us consider a non-backdrivable screw jack mechanism during the

downward movement, where the friction is so high that the condition E < 0 occurs
and the inequality (6.63) is always satisfied. Thus, the stability condition (6.64) is
reduced to
1 2 ª 1
º
D «1 ( E ) 2
». (6.65)
E E ¬
2
¼
If the axial stiffness ku of the screw is high enough, the value of parameter D is
also high so that the inequality is violated. Thus, the stick-slip motion should emerge
according to the above analysis. This has been observed in a newly constructed
theater platform.
6.4.3 Second Type of Excitation Effect for Stick-Slip Motion
The stick-slip motion has been found from the equation of motion of the screw
jack mechanism in the downward stage, i.e., Eq. (6.53), in which the friction
force is described by the Coulomb friction law and the friction drop is absent. It
means that there is another excitation effect of the stick-slip motion in this equation
of motion that is different from first type of excitation effets for stick-slip motion,
i. e., the friction drop.
Equation (6.53) is a non-homogeneous equation with constant non-homogeneous
terms. It is known that the equilibrium stability of a linear dynamic system depends
only on the signs of the real parts of all eigenvalues. Hence, we can neglect the
constant non-homogeneous terms in the equation and this is equivalent to translating
the origin of the system coordinates.
Then, let us introduce the following notations
a J mr 2 tan G tan(G K ), b mr tan(G K ),

(6.66)
c mr tan G , d m mu .
The homogeneous equation of Eq. (6.53) is written as
ª a b º I½ ª kI 0 º I ½ 0 ½
« c d » ® ¾ « 0 ® ¾
ku »¼ ¯u ¿
® ¾. (6.67)
¬ ¼ ¯u ¿ ¬ ¯0 ¿
The inertial matrix is asymmetric when the friction angle K is not equal to zero.
This means that the asymmetric dynamic coupling is caused by the friction being
exerted on the contact surface between the nuts and the screws of the platform
system.
The characteristic equation is invariant in nonsingular linear coordinate transforms
for a given linear dynamic system. This means that the equilibrium stability of the
164
linear dynamic system is independent of its generalized coordinates[9]. Consequently,

we propose a nonsingular transform converting the prior coordinates, I and u,
into new coordinates, x1 and x2. Here, we introduce
1
x1 ½ ª a 0 º ª a b º I ½
® ¾ « 0 d » « c d » ®u ¾ ,
¯ x2 ¿ ¬ ¼ ¬ ¼¯ ¿
whose anti-transformation is
1
I ½ ª a b º ª a 0 º x1 ½
® ¾ « » « » ® ¾. (6.68)
¯u ¿ ¬ c d ¼ ¬ 0 d ¼ ¯ x2 ¿
Substituting this equation in Eq. (6.67), we obtain
ª a 0 º
x1 ½ ª k11 k12 º x1 ½ ª 0 e12 º x1 ½ 0 ½
« 0 d » ® ¾« ® ¾ ® ¾ ® ¾, (6.69)
¬ ¼ ¯ 2 ¿ ¬ k21
x k22 ¼» ¯ x2 ¿ ¬« e12 0 ¼» ¯ x2 ¿ ¯0 ¿
where
adkI acku bdkI

k11 , k12 k21 ,
ad bc 2(ad bc)
(6.70)
adku acku bdkI
k22 , e12 .
ad bc 2(ad bc)
Obriously, the system (6.69) is equivalent to a special holonomic system with
two degrees of freedom of motion. In Eq. (6.69), the first term represents the
inertial force, the second term represents the potential force, and the third represents
the circulatory force, which is transformed from the asymmetric inertial force
and is caused by the friction as mentioned before. Actually, if the friction force
vanishes, the coefficient e12 describing the circulatory force will be equal to zero.
According to the stability theorem of the equilibrium position in the holonomic
system, without gyroscopic forces in system (6.69), only the circulatory force
can cause its equilibrium position to lose stability. Since the circulatory force
originates from the friction force, we conclude that the friction force without
friction drop provides another excitation effect for the stick slip motion. and it is
named as second type of excitation effects for stick-slip motion, which is different
from first type of excitation effects for stick-slip motion that requires the difference
between the static and the kinetic friction forces. The friction drop can cause the
stick-slip motion in dynamic systems even if they only possess of single degree of
freedom, while the stick-slip motion induced by the friction force without friction
drop only occurs in the dynamic systems with two or more degrees of freedom.
So far, we have found two kinds of excitation effects of the stick-slip motion
caused by the friction force. The first is the friction drop and the second is the
165
asymmetric inertial coupling exerted by the friction force. without friction drop.
In true dynamic systems with two or more degrees of freedom of motion, previous
two kinds of excitation effects for stick-slip motion always coexits, so that the
stick-slip motion often occurs in the mechanical systems with higher degrees of
freedom of motion.
References
[1] B N J Person. Sliding Friction Physical Principles and Applications, Second Edition.
Berlin: Springer, 2000
[2] B Amstrong-Hélouvry, P Dupont, C C De Wit. A Survey of Models, Analysis Tools and
Compensation Methods for the Control of Machines with Friction. Automatica, 1994,
30(7): 1083 1138
[3] D Karnopp. Computer Simulation of Stick-Slip Friction in Mechanical Dynamic Systems.
ASME J. Dyn. Syst. Meas. Control, 1985, 107(1): 100 103
[4] F A Tariku, R J Rogers, Improved Dynamic Friction Models for Simulation of One-
Dimensional and Two-Dimensional Stick-Slip Motion. ASME J. Tribology, 2001, 123(4):
661 669
[5] B R Dudley, H W Swift. Frictional Relaxation Oscillations. Philosophical Magazine,
40(Series 7), 849 861, 1949
[6] J J Stoker. Nonlinear Vibrations in Mechanical and Electrical Systems. New York: John
Wiley & Sons, 1950
[7] Ding Wenjing, Fan Shichao, Lu Mingwan. A New Criterion for Occurrence of Stick-Slip
Motion in Drive Mechanism. Acta Mechanica Sinica, 2000, 16(3): 273 281
[8] P Gallina, M Giovagnoni. Design of a Screw Jack Mechanism to Avoid Self-Excited
Vibration. ASME J Dyn. Syst. Meas. Control, 2002, 124(3): 477 480
[9] L Meirovitch. Methods of Analytical Dynamics. New York: McGraw-Hill Book Company,
1970
166
Chapter 7 Dynamic Shimmy of Front Wheel
Abstract: Due to excessive wearing, the dynamic shimmy of front wheels

may lead to fatal accidents and shorten the components ‘life’. Thus, its
prevention continues to be an important concern in design and operation of
road vehicles and aircrafts. As viewed from energy variation in the dynamic
systems, the dynamic shimmy happens when sufficent kinetic energy of the
vehicle motion is transferred to sway motion of front wheel of the vehicle. A
lot of factors, such as low torsional stiffness, wheel bearing clearance, and dry
friction in the steering mechanism, have considerable effect on the dynamic
shimmy of front wheel, but the, tire forces often are most main ones. The
primary purpose of this chapter is to determine main cause of dynamic shimmy
and to find the parametric condition under which the dynamic shimmy of
the front wheel occurs. The whole chapter is divided into four sections: the
first explains the physical background of tire force and the analytical
description of the cornering force; the second emphasizes the point contact
theory of the cornering force, based on which the nonholonomic constraint
theory is used to study the dynamic shimmy of front wheels in the following
sections; the third section analyzes a simple model of dynamic shimmy,
namely, an isolated front wheel, to find the influence of various parameters
of rolling wheels on dynamic shimmy; and the last section investigates the
influence of vehicle motion on dynamic shimmy. A front wheel assembly is
used as a simple mechanical model, and the D-decomposition procedure is
utilized to determine the optimal combination of system parameters to
prevent front wheels from dynamic shimmy.
Keywords: dynamic shimmy, tire force, nonholonomic constraint, cornering
force, point contact theory, stretch spring theory, D-decomposition curve,
critical speed
7.1 Physical Background of Tire Force

From the time of its initial conception around 1877, the subject of pneumatic tires
has been continuously developing. The bibliography of most of tire studies before
1970 is listed in reference [1]. H. B. Pacejka et al provide a comprehensive
review of the modeling aspects depicting all current trends in modeling of the
steady state tire[2].
7.1.1 Tire Force
It is known that dynamic shimmy is induced by the tire force. Therefore, the first
step to study dynamic shimmy is to establish the analytical expression of the tire
force. A pneumatic tire is an anisotropic continuum, and such a complete model
is too complicated, therefore, the analytical researchs on dynamic shimmy become
impossible. Obviously, the tire force is a dynamic reaction force applied on the
tire-road interface when the tire is rolling on the road, and it is possible to
understand the tire force by the constraint theory in analytical mechanics.
Actually, in order to confine the motion of the rolling wheel, the road must
deliver a reaction force to the pneumatic tire, which is referred to as constraint
force in analytical mechanics and is called tire force in engineering. The tire
force is not normal to the tire-road interface when there is friction. In addition,
the tire force is a distributive force on the contact patch between the tire and the
road due to their deformation. The integration of the distributive force function
on the whole area of the contact patch is a resultant of the distributive force,
which is applied at the action center O' and denoted as F. Since the distribution
of the tire force is not homogeneous, point O' is usually different from the
geometric center O of the contact patch between the tire and the road. Take off a
front wheel from the moving vehicle and consider it as a free body shown in
Fig. 7.1. Point C is its mass center. According to classical mechanics, besides the
constraint force F, there are other forces: applied force Fa, applied moment Ma,
inertial force Fi, and inertial moment Mi of the front wheel. They are all applied
at point C when the wheel is rolling.
Figure 7.1 Free Body Drawing of Tire
Let rc denote the special vector from point O' to mass center C of the front
wheel. We have
Mc rc u F , (7.1)
168
which is called constraint moment of the tire force, as shown in Fig. 7.1.
According to d’Alembert’s principle, for the free body shown in Fig. 7.1, there
are two equilibrium equations, i.e.,
F Fa Fi 0 (7.2)
and
Mc Ma Mi 0. (7.3)
These two equations demonstrate that the variations of the tire forces F and Mc
always follow the variations of the generalized applied forces Fa and M a , and
the generalized inertial forces Fi and M i . The natural regularity is so called passive
property of constraint force.
According to Eqs. (7.2) and (7.3), we conclude that all factors associated
with Fa , M a , Fi , and M i have a certain influence on the tire force F and M c .
Consequently, these factors may be broadly divided into four groups. The first
consists of a variety of physical parameters of the tire and the wheel disk, such as
the elastic modulus of the tire and the mass of front wheel. The second consists
of a variety of geometric parameters, such as their diameter and their width. The
third consists of a variety of kinematic parameters, such as the temporal values of
the generalized coordinates and the velocities. The last consists of a variety of
operation parameters, such as the magnitude and applied point of vertical load,
and the surface property of the road. Thus, finding the accurate expression of the
tire force is nearly impossible. Thus, we must focus on establishing its approximate
expressions, particularly on some components directly leading to dynamic shimmy
of the front wheel.
7.1.2 Cornering Force
Let us recall the resultant F of the distributed tire force, whose applied point is
the action center O'. To define its components, SAE (Society of Autonotive
Engineers) has selected a reference frame OXYZ, in which the geometric center
O is denoted as the origin of the reference frame, axis X points to the direction of
the wheel heading, and axis Z points to the vertical direction, as shown in Fig. 7.2[3].
The slip angle D represents the difference between the direction of wheel heading
and the direction of wheel travel.
According to the reference frame OXYZ, the tire force F is decomposed into
three components, Fx, Fy, and Fz. They are called tractive force, lateral force, and
normal force respectively. Let r denote the spatial vector from the action center
O' to the geometric center O of the contact patch. The tire moment M is defined as
M r u F, (7.4)
whose components along the axes X, Y, and Z are Mx, My, and Mz and are
169
respectively called overturning moment, rolling resistance moment, and alignment

moment. As the pneumatic tire has a symmetric plane, Fx, Fz, and My cause the
in-plane deformation while Fy, Mx, and Mz cause the out-of-plane deformation.
Particularly, the lateral force Fy and the alignment moment Mz have more
influence on the stability of the front wheel and the cornering of the vehicle. In
engineering, they are jointly called cornering force[4].
Figure 7.2 All Components of Tire Force and Moment
7.1.3 Analytical Description of Cornering Force
As mentioned before, accurate expression of the cornering force cannot be obtained

by theoretical analysis. In general, its approximate expression is established by
means of experimental methods. In order to acquire a deeper understanding of
the relationship between the cornering force and the slip angle, we examine the
deformation geometry of the rolling tire during the cornering course.
In the contact with the road, rolling the wheel forward causes the forward
portion of the contact area to be continuously renewed and the rear portion to be
released. The continual entry of the tread at the front of the contact patch requires
that the deflection and the slope of the tread band are similar immediately before
or after the start of the contact. Figure 7.3 shows some sketches of the centerline
of the contact for a model tire. Starting from the left, the first diagram shows the
centerline of the contact patch for the freely rolling tire. The next sketch illustrates
the lateral deflection due to a small angle. Pay attention to the continuity of the slope
at the front of the patch and the offset of the lateral force due to the asymmetric
deflection of the tread. The following two diagrams are for increasing values of
170
the steer angle. The leading edge of the contact patch moves farther from the
wheel disk to maintain continuity of the tread, while the deflection at the rear is
limited by friction.
Figure 7.3 Tire Lateral Deflection Caused by Steer or Lateral Slip Gives Rise
to F and M
In accordance with the deformation geometry shown in Fig. 7.3, the curves
shown in Fig. 7.4 describe the typical cornering force obtained by a special rig.
For a small slip angle, the lateral force vs. slip angle relation is linear. As the
angle increases, it is bent down due to the sliding at the rear of the contact patch.
When the slip angle is large enough, the aligning moment falls off. Besides sliding,
there is another cause to make it bend down, namely, the sliding area in the contact
patch is continuously expanded as the slip angle increases so that the action
center of tire force progressively approaches the geometric center of the contact
patch. The angle at which the lateral force reaches its maximum varies with the
type of vehicles. For a racing car tire, the lateral force peaks at about 6e
, while for
[1]
passenger vehicles, the maximum force may occur at about 18e .
Figure 7.4 Typical Curves of Lateral Force and Alignment Moment for a Tire
It is convenient to present the tire test data in polynomial form. The following
expressions are usually used to study dynamic problems of various vehicles:
Fy (D ) a1D a2D 3 (7.5)
171
and
M z (D ) b1D b2D 3 b3D 5 , (7.6)
where Dis the slip angle shown in Fig. 7.2. Constant a1, a2, b1, b2, and b3 are
found based on data obtained by considerable testing of the pneumatic tire and
by using the least square method, and each of them is a function of the vertical
force Fz.
Expressions (7.5) and (7.6) show that the lateral force and the aligning moment
are functions of the slip angle D. They are usually used to establish a nonlinear
mathematical model for studying the dynamic shimmy of a given front wheel
system. Meanwhile, many numerical results have been obtained. Though it seems
that the cornering force of a tire is only related to the slip angle, it is actually
relevant to many factors mentioned before. Therefore, it is necessary to find more
accurate expressions for the cornering force and such expressions are commonly
called the mathematical model for the cornering force of pneumatic tire[5].
7.1.4 Linear Model for Cornering Force
To acquire a concise description about influence of vehicle parameters on the

dynamic shimmy of the front wheel, we emphasize establishing a linear model
for the cornering force of a rolling tire. Usually, it is a linear function or linear
differential equation, in which the variables are the generalized coordinates and
(or) the generalized velocities describing the motion of the front wheel and the
deformation of the pneumatic tire. The slip law proposed by M. G. Brouheit in
1925 is a linear model of the cornering force. It is based on the idea that some
slipping is unavoidable during cornering maneuver for a pneumatic tire.
There are a variety of linear models for the cornering force of a pneumatic tire.
They can be broadly divided into three classes, namely, empiric formula, point
contact theory, and stretch spring theory.
1. Empiric formula
Empiric formula is a function of several variables including some undefined
coefficients. These variables are usually generalized coordinates, generalized
velocities, and other parameters describing the features of the pneumatic tire and
the front wheel. All undefined coefficients may be found by fitting test data to a
set of curves of the trial function. In general, the trial function is a polynomial
with high degree. However, a recent development in test data fitting applies
trigonometrical function. The fitting calculation is usually completed by a variety
of least square methods.
It is usually difficult to obtain the test data of a pneumatic tire for most cases.
Such data are available only for a small part of the vehicle operating conditions.
172
Thus, it is necessary to make thoughtfnl consideration when we use the empiric

formula, and the application of the empiric formulas of a pneumatic tire is restricted
to certain extent.
2. Point contact theory
The point contact theory confirms that the tire force under rolling condition
depends only on the deformation state at the geometric center of the contact patch
and the attitude motion of the wheel disk. The slip law proposed by M. G. Brouheit
actually belongs to the point contact theory, which will be introduced in more
detail in the next section.
3. Stretch spring theory
The ‘taut string’ model developed by B. von Schlippe et al. to explain wheel shimmy
is ignored here. Instead, a lateral spring model, which generates a first-order
differential equation, is given.
Assume that the tire model consists of an endless string kept under a certain
pretension by a uniform radial force distribution. As shown in Fig. 7.5, the circular
string is elastically supported with respect to the wheel-center-plane but is prevented
from moving in the circumferential direction. The string contacts the horizontal
smooth road over a finite length. It is assumed that the remaining free portion of
the string maintains its circular shape[6].
Figure 7.5 Geometry for Stretch Spring Theory
The lateral deformation is a function of the traveled distance and the circum-
ferential coordinate. At the transition from the free range to the contact zone, a
kink may occur in the shape of the string and a shear force is required to maintain
173
the kink. As the direction of sliding speed and the direction of shear force are
compatible with each other at the trailing edge but incompatible at the leading
edge, we conclude that a kink may arise only at the trailing edge of the contact line.
The condition of continuity of the slope at the leading edge leads to a first-order
differential equation for the deflection [ of the spring at the contact point, i.e.,
d[ [ dy dT
l2 T D l2I , (7.7)
ds l1 ds ds
where y is the lateral displacement of wheel center C, T the yaw angle of the
wheel symmetric plane, D the slip angle, I the path curvature, l1 the relaxation
length, l2 the half length of the contact line, and s the circumferential coordinate.
The above equation is a representative model deduced from the stretch spring
theory. After making a comparison investigation between the point contact theory
and the stretch spring theory, R. Collins concluded that both of them predict
dynamic shimmy with considerable success[79]. However, the simplicity of the
point contact theory offers noteworthy advantages in the analytical study of dynamic
shimmy. Therefore, more details about it are provided below.
7.2 Point Contact Theory

Since the point contact theory includes the slip law, it has been used and developed
for a long time. To a great extent, perfection of the theory depends on the number
of the considered variables that describe the motion of the wheel and the defor-
mation of the tire. The point contact theory usually provides function expressions
of the cornering force or the differential equation governing the motion of the
wheel and the deformation of the tire. There are many editions of this theory and
it is therefore necessary to make a classification first.
7.2.1 Classification of Point Contact Theory
According to the number of the considered deformation components in the model

of a pneumatic tire, any simple point contact theory may be classified as one of
four types of models — the rigid body model without deformation component, the
elastic body model with one deformation component, the elastic body model with
two deformation components, and the elastic body model with three deformation
components.
1. Rigid body model without deformation component
In the rigid body model of a pneumatic tire, elastic deformation is not considered,
but some slipping is unavoidable. The lateral force still exists during cornering.
174
For simplicity, assume that the lateral force during cornering is proportional to
the slip angle, i.e.,
Fy aD
where Fy is the lateral force, D the slip angle, and a the lateral slip-resistant
coefficient.
This expression was proposed by M. G. Brouheit in 1925 and named as slip law
of pneumatic tire during cornering.
2. Elastic body model with one deformation component
If the pneumatic tire is considered as an ideal elastic body, steering the rolling
tire causes the tread band’s lateral motion relative to the wheel rim, which produces
a lateral force, and we have
Fy k[
where Fy is the lateral force, [ the lateral deflection of the geometric center of the
contact patch of the tire, and k the lateral slip coefficient.
3. Elastic body model with two deformation components[10]
J. H. Greidanus developed a point contact theory of cornering force, in which
two deformation components, the lateral deflection and the torsional angle of
pneumatic tire, are taken into account. Besides, two assumptions restricting the
path of the geometric center of the contact patch are proposed, based on which
two differential equations presenting the point contact theory are found. The first
assumption is that the tangent of the path of the geometric center of the contact
patch is parallel to the tangent of the path of the mass center of the cornering
wheel, as shown in Fig. 7.6. The second assumption is that the curvatures of the
previous two path curves are equal to each other.
Figure 7.6 Geometry for Point Contact Theory
175
According to the first assumption, we write a first-order differential equation
y [ V T V M 0, (7.10)
where y is the lateral velocity of the mass center of the cornering wheel, [ the
deflection rate of the tire at the geometric center of the contact patch, T the yaw
angle of the cornering wheel, M the torsional angle of elastic deformation of the
tire about the vertical axis, and V the travel speed of the vehicle.
According to the second assumption, we write another first-order differential
equation
T M G V [ E V M 0, (7.11)
where T is the yaw angular velocity of the front wheel, M the torsional angular
velocity, G and E are two constant coefficients, and other signs are the same as
those in (7.10).
4. In addition to [ and M
M. B. Keldish considered another deformation component, namely, the inclination
angle of the pneumatic tire, which is caused by torsional deformation about heading
axis of the front wheel. Consequently, the differential Eq. (7.11) is modified as
follows.
T M G V [ E V M J V F 0, (7.12)
where F is the inclination angle shown in Fig. 7.2, J is the constant coefficient,
and other signs are the same as those in (7.11). Here, the differential equation
deduced from the first assumption is still Eq. (7.10).
7.2.2 Nonholonomic Constraint[11]
When a tire contacts with the road surface, the soft rubber of the tread drapes
itself around the hard asperities of the road, most of the deflection occurs in the
tire, and the road is nearly undeformed. If the travel direction of a rolling tire
varies, the road surface makes a kinematical restriction to the motion of the tire.
The kinematical restriction is referred to as constraint in analytical mechanics.
The equation describing the kinematical restriction is called constraint equation.
If the variables in the constraint equation have both generalized coordinates and
velocities of the dynamic system, and the first-order differential equation is
unintegrable, the constraint is referred to as nonholonomic constraint and the
differential equation is called nonholonomic constraint equation.
Recall Eqs. (7.10) (7.12). Except the generalized coordinates y, [, M, and F,
the generalized velocities y and T are contained in them and these equations
are unintegrable. Therefore, they are nonholonomic constraint equations.
176
The reaction force provided by the nonholonomic constraint Eqs. (7.10) (7.12)
just represents the cornering force being exerted on the tire.
Since the nonholonomic constraint equations cannot provide the explicit
expression of the cornering force as Eqs. (7.5), (7.6), (7.8), and (7.9), we need to
find an analytical expression of the potential energy of the pneumatic tire, through
which the differential equations of motion of the front wheel may be found by
the well-known Lagrange’s equation.
7.2.3 Potential Energy of a Rolling Tire
Since realization of the cornering motion of a tire is always is company with the
inclination angle, so that there are three cornering forces applied at the action
center of the contact patch, Fy, Mx, and Mz. With the deformation of the rolling
tire described by three components, [, M , and F, as shown in Eq. (7.12), we
denote the potential energy of the pneumatic tire as U([, M, F) and expand it into
a power series in the neighborhood of the equilibrium point ([0, M 0, F0), that is,
§ wU · § wU · § wU ·
U ([ , M , F ) U ([ 0 , M 0 , F 0 ) ¨ ¸ d[ ¨ ¸ dM ¨ ¸ dF
© w[ ¹0 © wM ¹0 © wF ¹0
1 ª§ w 2U · § w 2U · § w 2U · º
«¨ 2 ¸ (d[ ) 2 ¨ 2 ¸ (dM ) 2 ¨ 2 ¸ (dF )2 »
2 «¬© w[ ¹0 © wM ¹0 © wF ¹0 »¼
ª§ w 2U · § w 2U · § w 2U · º
«¨ ¸ d[ dM ¨ ¸ dM dF ¨ ¸ dF d[ » ". (7.13)
«¬© w[wM ¹0 © wMwF ¹0 © wFw[ ¹0 »¼
If the potential energy in the tire equilibrium state is assigned the value zero, namely,
U([0, M0, F0) 0, (7.14)

and the potential energy takes its extreme value at the equilibrium point, we have
§ wU · § wU · § wU ·
¨ ¸ ¨ ¸ ¨ F¸ 0. (7.15)
© w[ ¹0 © wM ¹0 © w ¹0
Substituting Eqs. (7.14) and (7.15) in expression (7.13), and neglecting all small
higher-order terms, we obtain an approximate expression of the potential energy of
the pneumatic tire in the neighborhood of the equilibrium point ([0, M 0, F0), i.e.,
1 ª§ w 2U · § w 2U · § w 2U · º
U ([ , M , F ) «¨ 2 ¸ (d[ ) ¨ 2 ¸ (dM ) ¨ F 2 ¸ (dF ) »
2 2 2
2 «¬© w[ ¹0 © wM ¹0 © w ¹0 »¼
§ w 2U · § w 2U · § w 2U ·
¨ ¸ d [ dM ¨ ¸ d M d F ¨ F ¸ dF d[ . (7.16)
© w[wM ¹0 © wM wF ¹0 © w w[ ¹0
177
Since the elastic restoring force belongs to the potential force, the cornering
forces of the rolling tire, Fy, Mx, and Mz, are also the potential forces. According
to the theory of the potential field, the components of the cornering force are
equal to the derivatives of the potential energy with respect to the corresponding
deformation components, that is,
wU wU wU
Fy , Mz , Mx . (7.17)
w[ wM wF
In addition, let us designate the equilibrium point ([0, M 0, F0) as the origin of the
deformation coordinates, namely,
[0 M0 F0 0.
Consequently, we have the first approximate expression of deformation of the
rolling tire in the neighborhood of the equilibrium point, i.e.,
[ d[, M dM, F dF

Substituting these expressions in (7.16) and using expression (7.17), we obtain
Fy a11[ a12 F a13M , (7.18)
Mx a21[ a22 F a23M , (7.19)

Mz a31[ a32 F a33M (7.20)
with
§ w 2U · § w 2U · § w 2U ·
a11 ¨ 2 ¸ , a22 ¨ 2 ¸ , a33 ¨ 2 ¸ ,
© w[ ¹0 © wF ¹0 © wM ¹0
§ w 2U · § w 2U ·
a12 a21 ¨ ¸ , a13 a31 ¨ ¸ , (7.21)
© w[wF ¹0 © w[wM ¹0
§ w 2U ·
a23 a32 ¨ ¸ .
© wFwM ¹0
When M F 0 or M [ 0 , we have Mx 0. Using expression (7.20), we have
a13 a31 0, a23 a32 0.
Substituting these equations in expressions (7.18) (7.20), we obtain
Fy a11[ a12 F ,
Mx a12[ a22 F ,
Mz a33M ,
in which a12 and a22 are approximately proportional to the vertical load N of the
178
7.3 Dynamic Shimmy of Front Wheel
tire. Thus, we have
Fy a[ V N F , (7.22)
Mx V N[ U N F , (7.23)
Mz bM , (7.24)
where a a11 , b a33 , V , and U are constant coefficients for the given tire.
According to analytical expressions (7.22) (7.24), we can write the analytical
expression of the potential energy of a rolling tire during cornering in the form
1
U (a[ 2 bM 2 U N F 2 2V N[ F ) . (7.25)
2
In the last section of this chapter, it will be used to establish the equations of
motion of the front wheel assembly by Lagrange’s equation.

The front wheel is an element of a complicated multi-body system and it is too
difficult to complete the analysis with an exact mechanical model for its dynamic
shimmy. For the dynamic shimmy of a given vehicle, the problem is usually
analyzed by numerical method, which provides some useful information about
the behavior of the front wheel. To understand the relation between dynamic
shimmy and the vehicle parameters, a qualitative analysis is necessary. Therefore,
we construct a simple mechanical model of the front wheel system. For simplicity,
the front wheel is isolated from the vehicle and used to study its dynamic shimmy
to arrive at a qualitative conclusion.
7.3.1 Isolated Front Wheel Model
Assume that a vehicle is moving along a straight line at a constant speed and the
direction of the kingpin axis of the front wheel is in its symmetric plane. Here, a
front wheel of the vehicle is considered, as shown in Fig. 7.7. This wheel is used
to study the dynamic shimmy of the front wheel, and it is named as isolated front
wheel model.
Now, let us consider only the one-degree-freedom motion of the rigid body,
i.e., the rotation about the kingpin axis of the front wheel assembly. The forces
associated with the rotation include the cornering force of the rolling tire, the
damping force exerted by the steering mechanism, and its own inertial force. The
179
Figure 7.7 An Isolated Front Wheel Model
equation of motion of the isolated front wheel model is
JT hT Fy l M z , (7.26)'
where T is the steering angle of the front wheel, J is the moment of inertia of the
front wheel assembly about the kingpin axis, h is the damping coefficient of the
steering mechanism, l is the mechanical trail, which is the distance from the
geometric center of contact patch of tire to the kingpin axis, and Fy and Mz are
the lateral force and the alignment moment respectively.
Next, use the length of travel path, i.e., s Vt, to replace time t. The equation
of the motion of the isolated front wheel model, Eq. (7.26)', is transformed into
the form
V 2 JT cc VhT c Fy l M z , (7.26)
where the prime represents the derivative of variable T with respect to length s.
Assume that the inclination angle of the tire vanishes. The expression of the
cornering force, (7.22) and (7.24), are reduced to the form
Fy a[, Mz bM
Substituting these expressions in (7.26), we obtain
V 2JT''' VhT ' la[ bM

Obviously, if the inclination angle vanishes and the kingpin axis is a vertical axis,
the lateral displacement of the wheel center may be written as
y lT
At last, substituting the above expression into the nonholonomic constraint
Eqs. (7.10) and (7.11), we obtain
lT' [' T M 0 (7.29)

and
T c M c G[ EM 0. (7.30)
180
Simultaneous Eqs. (7.28) (7.30) yield a closed equation system by which the
solutions of the generalized coordinates T, [ and M, may be found. Hence, it is a
simple mathematical model to study the dynamic shimmy of the front wheel.
7.3.2 Stability of Front Wheel under Steady Rolling
The ordinary differential Eqs. (7.28) (7.30) are a linear autonomous equation
system. Consequently, the stability of the front wheel under steady rolling along
a straight line may be analyzed by using the Hurwitz criterion.
First, eliminating two coordinate variables from Eqs. (7.28) (7.30), we obtain
the characteristic equation of the isolated front wheel model, i.e.,
a0 O 4 a1O 3 a2 O 2 a3O a4 0 (7.31)

with
a0 V 2J, a1 V 2 J E Vh,
a2 V 2G J Vh E al 2 b, (7.32)
a3 VhG al E G lb,
2
a4 al E G b.
Next, we use the coefficient condition for the second type of critical stability
corresponding to fourth-order linear systems. When all coefficients shown in
expression (7.32) are positive, the critical coefficient condition of the isolated
front wheel model is reduced to
a1a2 a3 a0 a32 a12 a4 0. (7.33)

At last, substituting expression (7.32) in Eq. (7.33) and arranging all terms on
its left side as a polynomial of the damping coefficient of steering mechanism h,
we obtain the algebraic equation of variable h, namely,
GE V 3 h3 [GE 2 JV 2 (G b E al )( E l 1) G (al 2 b)]V 2 h 2

{G 2 E JV 4 [(G b E al )( E 2 l G l 2 E ) GE (b al 2 )]JV 2
(7.34)
l (G b E al )(al 2 b)}Vh
(G b E al )(G l E )( E JV 2 bl ) JV 2 0,
in which the coefficients of the first three terms are all positive. Thus, a critical
damping coefficient, hcr, which guarantees the stability of the front wheel under
steady rolling, may be found from the above equation. If the damping coefficient
of the steering mechanism h is bigger than hcr, steady rolling of the front wheel
has asymptotical stability. In contrast, if the damping coefficient of steering
mechanism h is smaller than hcr, steady rolling of the front wheel is unstable.
181
7.3.3 Stable Regions in Parameter Plane
To derive a qualitative conclusion about the relation between the stability of the
front wheel under steady rolling and the system parameters, we emphasize a special
case where the damping coefficient of the steering mechanism is small enough.
Let the damping coefficient vanish from Eq. (7.34). Consequently, we obtain
(G l E )( E JV 2 bl ) 0, (7.35)
which may be decomposed into two independent critical parameter equations,

namely,
E
l (7.36)
G
and
bl
V2 . (7.37)
EJ
The parameter ratio on the right side of equation (7.36) is called pneumatic
trail and is denoted as l0, i.e.,
E
l0 . (7.38)
G
Substituting this expression in equation (7.36), we obtain a new critical parameter
equation, i.e.,
l l0 . (7.39)
According to the critical parameter Eq. (7.37), we obtain the analytical expression
of the critical speed of dynamic shimmy of the front wheel, i.e.,
1
§ bl · 2
Vcr ¨ ¸ . (7.40)
© EJ ¹
Given all parameters in equation (7.37) except V and l, the Eq. (7.37) is a
parabola C in V-l plane, and the Eq. (7.39) is a line L perpendicular to axis l, as
shown in Fig. 7.8. It is obvious that curve C and line L intersect at point K, and
the l-V plane is divided into four regions, Ē, ē, Ĕ, and ĕ. Regions Ē and ĕ are
stable regions corresponding to high-speed rolling and low-speed rolling respectively,
and regions Ĕ and ē are unstable regions also corresponding to high-speed rolling
and low-speed rolling respectively.
182
Figure 7.8 Stable Regions of the Front Wheel
Here are two sets of conditions for stability.

If the mechanical trail of the front wheel is smaller than the pneumatic trail of
the tire, i.e., l l0 , the condition of stability of steady rolling of the front wheel is
V < Vcr. (7.41)
If the mechanical trail of the front wheel is bigger than the pneumatic trail of
the tire, i.e., l ! l0 , the condition of stability of steady rolling of the front wheel is
V > Vcr. (7.42)
7.3.4 Influence of System Parameters on Dynamic Shimmy of

Front Wheel
In Fig. 7.8, the critical speed at the intersection K of curve C and line L is the
maximum speed Vm, and here the mechanical trail of the front is just equal to the
pneumatic trail of the tire. Substituting Eq. (7.38) and (7.39) in expression (7.40),
we have
1
§ b ·2
Vm ¨ ¸ . (7.43)
©G J ¹
This equation shows that if the tire parameter G or (and) the moment of inertia
of the front wheel J decrease, or (and) the tire parameter b increases, the maximum
of the critical speed of dynamic shimmy will increase. It helps to prevent the front
wheel from dynamic shimmy.
Reviewing Eq. (7.34) shows that if the damping coefficient of the steering
mechanism h rises, the critical speed of the front wheel will increase.
In addition, some nonlinear factors have an evident influence on dynamic
shimmy of the front wheel, such as the friction force in the steering mechanism,
the wheel-bearing clearance, and the saturation of the friction force on the contact
patch between the tire and the road surface.
In order to understand the effects of these nonlinear factors on dynamic shimmy,
J. T. Gordan performed a perturbation analysis on the nonlinear factors in an
183
aircraft landing-gear that included terms of Coulomb friction between the oleo
struts and the freeplay in the torque links[12]. The method of multiple scales is
used to obtain the analytical expressions for the amplitude and the frequency of
the limit cycle, which are functions of the taxi speed. The analysis shows that
both stable and unstable limit cycles may exist for a taxi with speed above or
below a critical value and the stability of the limit cycle is determined by the sign
of a computed coefficient. If only freeplay is present, a stable limit cycle exists.
If both Coulomb friction and freeplay are present, a stable or unstable limit cycle
and a turning point may exist depending on the system parameter values. In such
a case, self-excited vibration occurs due to hard excitation. When this analysis
method was applied to a single wheel model, whose equation of motion is the same
as equation (7.26), the results obtained by perturbation analysis were in good
agreement with those obtained by direct numerical integration of the nonlinear
equation of motion of the front wheel.
According to the preceding analysis results found by the perturbation method,
the freeplay in the torque links can excite dynamic shimmy of the aircraft landing-
gear of aircraft, but the Coulomb friction between the oleo struts has opposite effect.
In the landing-gear shimmy test performed by D. T. Grossman, the landing-gear
was mounted to a taxi fixture designed to simulate the dynamic properties of
aircraft F-15[13]. The results of the test show that the shimmy speed of F-15 nose
landing-gear is clearly a function of the strut-torque-freeplay, namely, the shimmy
speed markedly decreases when the value of the strut-torque-freeplay increases.
Thus, the analysis results found by J. T. Gordan agree with the test results obtained
by D. T. Grossman.
7.4 Dynamic Shimmy of Front Wheel Coupled with Vehicle

The above analysis about dynamic shimmy is restricted to an isolated front wheel.
To explore the influence of motion of the vehicle on the dynamic shimmy of the
front wheel, it is necessary to use a mechanical model composed of two front
wheels and some directly coupled parts of the vehicle.
7.4.1 A Simplified Model of a Front Wheel System
A suspension is usually connected to the vehicle body by flexible mountings.

Therefore, we consider an assembly composed of two front wheels and a front-
axle beam elastically suspended on the vehicle body. As shown in Fig. 7.9, such
an assembly is used as a simplified model for studying the influence of the vehicle
motion on dynamic shimmy of the front wheel. Simultaneously, we assume:
(1) these two front wheels synchronously rotate about their kingpin axes through
184
a steering linkage; (2) the vehicle travels with a constant speed; and (3) the direction
of vehicle velocity keeps along a straight line.
Figure 7.9 A Shimmy Model Consisting of Two Front Wheels and One Front-
Axle Beam
7.4.2 Mathematical Model of the Front Wheel System
There are five steps to establish the mathematical model of the front wheel system
shown in Fig. 7.9.
First, define the generalized coordinates describing the motion of the front
wheel system. Here, let T and I represent the steering angle of the front wheels
and the roll angle of the vehicle respectively, they are used to describe the attitude
motion of the front wheels, let [1 and [2 represent the deflection displacement of
the left and the right tires, and let M1 and M2 represent their torsional angles, they
are used to describe the deformation motion of the pneumatic tires.
Second, construct the analytical expressions of the kinetic and the potential
energies of the front wheel system. For simplicity, assume that the elastic defor-
mation displacement [1, [2, M1, and M2 are much smaller than the rotations of the
front wheel, T and I. Since the frequency of dynamic shimmy is usually very low,
all terms related to deformation velocity [1 , [2 , M1 and M 2 , may be eliminated
from the expression of the kinetic energy. Eventually, the approximate expression
of the kinetic energy of the front wheel system shown in Fig. 7.9 is written as
1§ V2 2 2 · JV TI
,
T ¨ 2 J 2 J1T J 2I ¸ (7.44)
2© r ¹ r
where J is the moment of inertia about the spin axis of the front wheel, J1 the
moment of inertia about the vertical axis of the front wheel system, J2 the
moment of inertia about the roll axis of the front wheel system, V the traveling
speed of the vehicle, and r the radius of the front wheel.
In addition, according to Eq. (7.25), the potential energy of the pneumatic tire
is written as
1
U [a([12 [ 22 ) 2V NI ([1 [ 2 ) 2 U NI 2 b(M12 M 22 )], (7.45)
2
185
where a, b, V , and U are all the tire parameters obtained by the special test and N
is the vertical load on the two tires.
Third, establish the differential equation of motion of the front wheel system
by means of Lagrange’s equation.
According to the definition of the Lagrangian, we have
L T U . (7.46)
Inserting expressions (7.44) and (7.45) in the above expression, and substituting
it in Lagrange’s equations, we have
d wL wL d wL wL
QI , QT , (7.47)
dt wI wI dt wT wT
where QI and QT are generalized forces corresponding to the generalized coor-
dinates I and T respectively. As shown in Fig. 7.9, they are exerted on the front
wheel system by the steering mechanism of the vehicle.
Applying the virtual work principle, we find out the generalized forces
QT k1T h1T, and QI k2I h2I, (7.48)
where k1 and k2 are the restoring coefficients corresponding to rotations I and T,

and h1 and h2 are the damping coefficients corresponding to T and I .
Substituting expressions (7.46) and (7.48) in Eq. (7.47), we obtain the differential
equations of the motion of the front wheel system, i.e.,
J1T h1T k1T JVr 1I b(M1 M 2 ) 0, (7.49)
J 2I h2I [k2 2 N (V r U )]I JVr 1T (ar V N )([1 [ 2 ) 0. (7.50)
Fourth, according to Eqs. (7.10) and (7.12), we establish the nonholonomic

constraint equations of the front wheel system.
Here, let us denote 2B as the distance of the mass centers of two wheels. Their
lateral coordinates of their mass centers may be written as
y1 B rI , y2 B rI . (7.51)
Substituting the expressions in Eqs. (7.10) and (7.12), we obtain four
nonholonomic constraint equations, i.e.,
[1 rI V T V M1 0, (7.52)
[2 rI V T V M 2 0, (7.53)
T M1 G V [1 E V M1 J V I 0, (7.54)
186
T M 2 G V [ 2 E V M 2 J V I 0. (7.55)
Last, eliminating the tedious coordinates, we obtain the mathematical model of
the front wheel system. Here, we introduce two new generalized coordinates to
replace the four old deformation coordinates, i.e.,
[ [1 [ 2 , M M1 M 2 , (7.56)
where [ is the sum of lateral displacements of the geometric center of the contact
patch of the two tires, and M is the sum of the torsional angle of the elastic
deformation of the two tires.
Add Eqs. (7.52) and (7.53). Next, add Eqs. (7.54) and (7.55), and then combine
the resultant equations with the equations of motion (7.49) and (7.50). Finally,
we obtain the following equation system
J1T h1T k1T JVr 1I bM 0, (7.57)
J 2T h2T [k2 2 N (V r U )]I JVr 1T (ar V N )[ 0, (7.58)
[ V M 2rI 2V T 0, (7.59)
M E V M G V [ 2T 2rV M 0, (7.60)

by which all generalized coordinates T, I, [, and M can be determined. The
differential Eqs. (5.57) (5.60) are the mathematical model of the front wheel
system shown in Fig. 7.9.
7.4.3 Stability of Steady Rolling of the Front Wheel System
It is obvious that the mathematical model constituted by Eqs. (5.57) (5.60) is a

group of linear autonomous differential equations. The stability of the front
wheel system under steady rolling may be analyzed by the Hurwitz criterion.
Here, let us explain the procedure in detail.
(1) Eliminating three generalized coordinates from Eqs. (7.57) (7.60), we
obtain the characteristic equation of the front wheel system, i.e.,
D (O ) O 6 a1O 5 a2 O 4 a3O 3 a4 O 2 a5O a6 0, (7.61)

in which all coefficients ai, i = 1, 2, " , 6, are functions of the system parameters
G , E, J, V, U, a, b, J, J1, J2, k1, k2, h1, h2, N, and V. It is very difficult to
understand their influence on the stability of the front wheel system under steady
rolling.
(2) Using the D-decomposition procedure proposed by Y. I. Neimark, we
study the stability of the front wheel under steady rolling.
187
With the following expressions, we introduce two new parameters
1 k2 2 N (V r U )
P , Q . (7.62)
V2 J 2V 2
They are linearly contained in Eq. (7.61).
Equation (7.61), with O iZ, indicates that there are a pair of conjugate
imaginary eigenvalues. Here, the steady rolling of the front wheel system is
critically stable, and we have
D(iZ ; P , Q) 0. (7.63)
Separating the real part and the imaginary part of the above equation, we have
P P1 (Z ) Q P2 (Z ) P3 (Z ) i[P Q1 (Z ) Q Q2 (Z ) Q3 (Z )] 0. (7.64)
Consequently, we obtain two independent equations, i.e.,
P P1 (Z ) Q P2 (Z ) P3 (Z ) 0,
(7.65)
P Q1 (Z ) Q Q2 (Z ) Q3 (Z ) 0.
Solving these two equations, we obtain
P2 (Z )Q3 (Z ) P3 (Z )Q2 (Z )
P ,
P1 (Z )Q2 (Z ) P2 (Z )Q1 (Z )
(7.66)
P1 (Z )Q3 (Z ) P3 (Z )Q1 (Z )
Q .
P1 (Z )Q2 (Z ) P2 (Z )Q1 (Z )
(3) Let Zbe a parameter variable in equation (7.66). By numerical calculation,
we obtain a couple of data (P,Q). Draw the curve with a set of points (Pi,Qi), i 1,
2, " , in the P -Q plane, as shown in Fig. 7.10. This curve is called D-decomposition
curve. Its two branches CB p and DEp divide the P -Q plane into four domains,
Ē, ē, Ĕ, and ĕ. If the variation of the parameter point (P,Q) is maintained in the
same domain in Fig. 7.10, the number of eigenvalues with positive real parts does
not vary. If the variation of the parameter point (P,Q) enters another domain as
shown in Fig. 7.10, the number of eigenvalues with positive real parts varies as the
parameter point (P,Q) crosses over the D-decomposition curve. The calculation
result shows that domains Ē and ĕ are stable while domains ē and Ĕ are unstable.
(4) Dividing the second equation of (7.62) by the first one yields a linear
equation, i.e.,
Q kP 0 (7.67)
with
k2 2 NV r U
k . (7.68)
J2
188
Equation (7.67) defines a straight line L in the P-Q plane, as shown in Fig. 7.10.
In general, line L intersects with two branches of the D-decomposition curve BC p
p
and DE at points P2 and P1. Denote V1 and V2 as the vehicle speeds at P1 and P2
respectively. If the vehicle speed increases from the initial velocity V0 to a higher
velocity, the corresponding point P0 moves along the straight line L toward the
origin O in the P -Q plane. Since domains I and IV are stable, when the vehicle
speed remains in the region (0,V1 ) or (V2 , f), the steady rolling of the front
wheel system is stable and dynamic shimmy does not occur. It is known that
most road vehicles have two stable regions. One has low speed and the other has
high speed. Hence, this result qualitatively agrees with the practical observation.
Figure 7.10 Stable Domains of the Steering Wheel
7.4.4 Prevention of Dynamic Shimmy in Design Stage
Many effective methods to prevent the front wheel from dynamic shimmy have
been proposed in the previous sections. Besides these methods, we suggest a new
way here. Let us take a look at Fig. 7.10, in which the stable domain I is directly
connected with another stable domain ĕ at the intersection A. In order to make
the straight line L pass through intersection A, the geometric condition may be
met by adjusting system parameters. If the system parameters satisfy the
mathematical condition, with the vehicle speeding up from a lower velocity to a
higher velocity, point P on the straight line L does not pass through any unstable
domain in the P-Q plane, and dynamic shimmy does not occur to the front wheel
system of this vehicle.
Thus, in the design stage, we should carefully adjust the position of the
intersection A of two branches of the D-decomposition curve and the slope of the
straight line L so that the straight line L may just pass through the intersection A
of two curves BC p and DE p , as shown in Fig. 7.10. This method is an optimal
scheme to prevent the front wheel from dynamic shimmy.
189
References
[1] T R Kane, G K Man. Characterization of Wheel-Roadway Intersection for Recreational
Vehicles. SAE Trans. Sect. 1, 790181, 1979
[2] H B Pacejka, R S Sharp. Shear Force Development by Pneumatic Tire in Steady-State
Conditions. A Review of Modeling Aspects. Vehicle System Dynamics, 1991, 20(2):
121 176
[3] J R Ellis. Vehicle Handling Dynamics Mechanical Engineering. London: Publications
Limited, 1994
[4] T D Gillespie. Fundamental of Vehicle Dynamics. Warrendale PA USA: SAE Inc., 1992
[5] R van der Valk, H B Pacejka. Analysis of a Civil Aircraft Main Gear Shimmy Failure.
Vehicle System Dynamics, 1993, 22(2): 97 121
[6] H Pacejka. The Wheel Shimmy Phenomenon. Ph. D. Thesis Dec. 1966, Delft Technical
Institute Holland
[7] R Collins, R Black. Tire Parameter for Landing-Gear Shimmy Studies. J. Aircraft, 1969,
6(3): 252 258
[8] R Collins. Theories on the Mechanics of Tire and Their Applications to Shimmy Analysis. J.
Aircraft, 8(4): 271 277
[9] R Collins. Frequency Response of Tire Using the Point Contact Theory. J. Aircraft, 1972,
9(6): 427 432
[10] ÙÃÈàäçÛëå,Ã»ïîïÛàÝ. ¿ãèÛçãåÛ ÈàÞéæéèéçöðÌãìíàç.ÇéìåÝÛ.
Ïãâ-ÇÛ í.Æãí. 1967
[Y I Neimark I Afifaev. Dynamics in Nonholonomic Systems. Moscow Phys. -Math. Lit.
1967 (in Russian).]
[12] J G Gordon. Perturbation Analysis of Nonlinear Wheel-Shimmy. J. Aircraft, 2002, 39(2):
305 317
[13] D T Grossman. F-15 Nose Landing Gear Shimmy, Taxi Test, and Correlative Analysis,
SAE Trans. 801239, 1980
190
Chapter 8 Rotor Whirl
Abstract: In the past three decades, researches in rotor dynamics met with
considerable success in modeling the structural dynamics of flexible rotors
and in developing analysis techniques for the bearings supporting these rotors.
As a result of these substantial technical advances, new high-performance
turbomachinery was designed, developed, and put into service to operate at
higher speed and higher energy density level. At the same time, instable
rotor vibrations in compressors and turbines occurred more frequently and
caused severe failures. The frequency leading to whirling instability is usually
near one of the shaft critical speeds and can be caused by many factors,
including hydrodynamic bearings, seals, internal damping, aerodynamic cross
coupling, and torsional coupling. Instability due to fluid film forces and the
internal damping of shafts often leads to self-excited vibration. This is
introduced in this chapter in detail. The contents associated with rotor whirl
are divided into six sections: the first emphasizes the construction of the
mechanical model of the rotor in planar whirl; the second introduces the
analytical expressions of the fluid-film forces of bearings and seals; the third
treats the stability problem of planar whirl rotors with nonlinear and linear
models; the fourth is devoted to establishing the analytical expressions of
the internal force of rotation shafts; the fifth turns attention to instability
caused by the internal damping of the rotor system; and the last discusses
the cause and the prevention of the rotor whirl.
Keywords: planar whirl, nonsynchronous whirl, oil-film force, Musynska model,
threshold speed, Hopf-bifurcation, oil whip, internal damping, circulatory force
8.1 Mechanical Model of Rotor in Planar Whirl

A rigid rotor supported on fluid-film bearings is a free body with six degrees of
freedom of motion. In addition, the elasticity of its shaft has important influence
on the stability of the rotor motion under conditions of higher speed. Particularly,
the forces applied on the rotor, including the oil-film force, labyrinth seal force,
work-fluid force, and internal damping force, have complex varying regulations.
Therefore, the work on rotor stability has been constantly concentrated on
improvement of the rotor and the bearing description starting with W. A. Rankine’s
paper on ‘centrifugal whirling of shafts’ over a hundred years ago. A vast number
of papers on this subject have been published. In order to better understand the
rotor operation, we must turn to the basic theory of mechanics.
8.1.1 Classification of rotor whirls
A variety of rotor whirls occur in many rotating machines. They are classified
with different evaluation standards, including the physical property of the force
leading to the rotor whirl, the level of the whirl frequency in comparison with the
rotating speed of the rotor, the motion pattern of the whirling, and so forth.
1. It is known that rotor whirls may be caused by different motive forces, such
as the centrifugal force due to its mass unbalance, the oil-film force on the lubricated
journals, the work-fluid force applied on the disk of the rotor, the internal damping
force in the rotor shaft, and the rubbing friction applied on the tip of the rotor.
Rotor whirls caused by different motive forces are usually studied and reduced to
different types respectively. We emphasize two types of rotor whirls, i.e., the
rotor whirl caused by the oil-film force and the rotor whirl excited by the internal
damping force.
2. Taking the rotation speed of the rotor as the reference standard, all rotor whirls
may be broadly divided into two types, synchronous whirls and nonsynchronous
whirls. The whirl frequency of synchronous whirls is constantly equal to the
rotation speed of the rotor, but the whirl frequency of nonsynchronous whirls is
not the same as the rotation speed of the rotor. As addressed by H. H. Jeffcott,
synchronous whirls are usually excited by the mass unbalance of the rotor. of
which the studied results are arranged into the vibration theory. Since synchronous
whirls belong to forced vibration.
Nonsynchronous whirl may be further grouped into three classes as follows.
(1) Supersynchronous whirl due to shaft misalignment, whose frequency is
usually twice the shaft speed. Actually, this is also a kind of forced vibration;
(2) Subsynchronous whirl due to cyclic variation of parameters. In general, it
is excited by loose bearing-housings or shaft rubs;
(3) Nonsynchronous whirl due to instability of the rotor’s steady rotation whose
speed reaches certain threshold speed. The rotor’s unstable rotation gradually
evolves into a periodic motion. In general, its frequency is not the same as the
rotation speed of the rotor. Thus, it is called nonsynchronous whirl and it is the
main subject of this chapter.
3. According to the motion pattern of the rotor whirls, they are classified as
cone whirls and planar whirls. Cone whirl is a kind of space motions of a rigid
body and will be discussed in Chapter 11. A rotor of cone whirl has at least four
degrees of freedom of motion. With regard to planar whirl, the rotor is a rigid body
under planar motion. In particular, if it rotates with a constant speed, it has only
two degrees of freedom of motion. For convenience of analytical investigation,
the planar whirl of rotor is the main subject of this chapter.
192
8.1 Mechanical Model of Rotor in Planar Whirl
8.1.2 Mechanical Model of Whirling Rotor
Actually, a rotor supported on an elastic shaft or (and) oil-films may be considered

as a free rigid body and its equations of motion are written as
m
r Kr F, (8.1)
J M.
where r is the displacement vector of the mass center of the rotor, r the acceleration
vector of the mass center, Z the angular velocity vector, F all external forces
exerted on the rotor except for restoring forces, M the moment of the external
forces about the mass center, m the mass of the rotor, J the inertia matrix about
the mass center, and K the stiffness matrix of the rotating shaft.
In general, finding the analytical solution of equation system (8.1) is almost
impossible. The equation system is usually solved by numerical computation. To
acquire concise conclusions about the rotor whirl by qualitative analysis, we
present some simplified assumptions and construct the mechanical models, in
which the planar motion rotor is usually a favorable model for analytical study of
the rotor whirl.
Rotor whirl has been the subject of the continuing development of rotors. A
mechanical model with two degrees of freedom of motion was first used by W. A.
Rankine in 1869 to explain the critical speed behavior of rotor-bearing systems.
The system model consists of a rigid mass with an elastic spring whirling in a
circular orbit, as shown in Fig. 8.1. W. A. Rankine applied Newton’s second law
incorrectly in a rotating coordinate system and predicted that rotating machines
would never be able to exceed their first critical speed.
Figure 8.1 Rankine Model
Since a perfectly balanced rotor never occurs in real machines and since it is
the rotation unbalance that excites the most commonly observed type of vibration
(synchronous) in rotating machines, the rotation balance is an essential ingredient
of one of the most useful models for rotor dynamics analysis. The model is called
Jeffcott rotor, as shown in Fig. 8.2, and is named after the English scientist H. H.
Jeffcott who used the model for the first time in 1919 to analyze the response of
193
high-speed rotating machines to rotor unbalance[1]. The model consists of a massive

unbalanced, disk-mounted midway between the bearings supported on a flexible
shaft of negligible mass. The bearings are rigidly supported, and viscous damping
acts on the opposite absolute motions of the disk.
Figure 8.2 A Horizontal Jeffcott Rotor
Here, we consider another mechanical model of rotor simpler than the Jeffcott
rotor, where the centrifugal force from rotating unbalance and the elastic
deformation of the rotating shaft are ignored. It is a symmetrically rigid body
supported by external forces applied on the left and the right journals, as shown
in Fig. 8.3. The external forces exerted on the two journals are also symmetric.
The motor will maintain the planar motion when the transient response excited
by the external disturbance has been damped by the natural damping, which
always exists in real rotors.
Figure 8.3 Rigid Rotor Model with Two Degrees of Freedom
It is known that the planar motion of a rigid body has only three degrees of
freedom of motion. If we consider the stability of the rotation with constant speed,
the degree of freedom of rotation is eliminated and the mechanical model shown
in Fig. 8.3 is reduced to a particle moving in a plane. The differential equations
of its motion are consequently reduced to the form
mx cx Fx ( x, y, x , y , t ),
(8.2)
my cy Fy ( x, y, x, y , t ),
where x and y are displacement components of the mass center of the rotor, x ,
y , x , and y are components of their velocity and acceleration values, m is the
194
8.2 Fluid-Film Force
mass of the rotor, c is the external damping coefficient, and Fx and Fy are the
components of external force except external damping force.
As mentioned before, the mechanical model shown in Fig. 8.3 is simpler than
the Jeffcott rotor, and equation system (8.2) is the simplest mathematical model of
the rotor whirl. As long as the external force components, Fx and Fy, are replaced
by the components of the oil-film force, this model will be used to study the
rotor’s oil whirl.

For industrial and utility applications, hydrodynamic bearings are used most
frequently because of their long life. In addition, if the design of an oil-film bearing
is optimized to minimize the running coefficient, the power loss can be considerably
smaller than that of a rolling-element bearing with the same load capacity. This is
why hydrodynamic bearings are used more widely than rolling-element bearings.
8.2.1 Operating Mechanism of Hydrodynamic Bearings
The rotating shaft of a machine mounted in hydrodynamic bearings is rarely in

direct contact with the bearing surface. To reduce the friction and the wearing of
the parts in movement relative to each other, the annular space between the shaft
and the bushing is filled with oil. If the oil supply is insufficient, or if any other
factor prevents the generalization of high pressure in the oil film to support the
load, the hydrodynamic film breaks down and the journal contacts the bearing
surface. If such phenomenon occurs continuously, the bearing is called boundary
lubricated bearing. When the journal rotation speed is too low to generate sufficient
hydrodynamic pressure to support the load, the hydrodynamic bearings usually
act as boundary lubricated bearings during the initial phase of machine start-up.
Boundary lubrication is characterized by higher friction and much greater potential
for overheating than hydrodynamic lubrication. Figure 8.4 shows how the friction
factor varies with viscosity P, speed : , and load P for these two different types
of lubrication[2].
Figure 8.5 illustrates how hydrodynamic film pressure p(x, y, t) is generated
in a journal bearing. The lubricating oil is pulled by viscous shear into the
converging wedge produced by the off-center of the journal. Note that the rotation
of the journal produces the relative velocity along the film wall and induces the
viscous shear. As the fluid is pulled into the converging wedge, its pressure is raised.
Conversely, the fluid pressure decreases as the viscous shear pulls the fluid out
into the diverging wedge downstream from the point of the minimum film thickness.
The net effect of the distribution of the hydrodynamic pressure around the
journal is to produce a force reacting to the applied load P.
195
Figure 8.4 Variation of the Friction Coefficient with Boundary Lubrication

and Hydrodynamic Lubrication
Figure 8.5 Hydrodynamic Pressures Generated by Journal Rotation in a

Cylindrical Bearing
8.2.2 Reynolds’ Equation
The basic problem of the hydrodynamic bearing analysis is the determination of

the fluid-film pressure distribution p(x, y, t) for a given bearing geometry shown
in Fig. 8.5. The governing equation coined with his name was developed by O.
Reynolds in 1886 to explain the experimental measurement of the film pressure
in the bearings of railroad cars. The Reynolds’ equation provides the basis of modern
lubrication theory, and a number of its solutions for special cases of practical
interests have been verified by experimental measurement.
O. Reynolds employed a number of simplifying assumptions to derive the
equation. That is, the lubricant may be regarded as a viscous Newtonian fluid
196
adhering to the walls, and since the clearance between the walls of the bearing
is very small in comparison with their radii of curvature, we may follow O.
Reynolds to adopt the following model: the flow, assumed to be laminar, fills the
region 0 < x < h(y, z, t) defined in terms of an orthonormal frame of the reference
OXYZ, and the pressure does not vary within the thickness of the film. In other
words, pressure p p(y, z, t) is independent of x, and we shall make a similar
assumption regarding the density U U( y, z, t) in the case where the lubricant is
a compressible fluid, gas-filled bearing. With u, v, and w denoting the components
of the fluid velocity depending on x, y, z, and t, the equation representing the
principle of mass conservation can be written as[3]
wU wU u wU v wU w
0.
wt wx wy wz
Or, integrating with respect to x from 0 to h yields
h
wU w

wt wy ³ U vdx wwz ³ U wdx U ©¨§ u u wwhy v wwhz ¹¸·
0
h
0
h
x h
Uu x 0
0
with
h h
qy ³ 0
vdx, qz ³ 0
wd x (8.3)
and
wU h wU q y wU qz § wh wh wh ·
U ü u v ¸ Uu x 0.
wt wy wz © wz wz wt ¹ x h
0
If the walls are impermeable, we simply obtain
wU h wU q y wU qz
0. (8.4)
wt wy wz
Or, in case of incompressible fluid, we have
wh wq y wqz
0. (8.5)
wt wy wz
On the other hand, components Wy and Wz of the shearing stresses per unit area
parallel to the plane OYZ are obtained from the viscosity law
wv ww
Wy P , and W z P ,
wx wx
where P is the coefficient of viscosity.
197
With the assumption that inertial effects can be ignored, we may write down
the equilibrium condition for a volume element of sides dx, dy, and dz within the
oil film,
wp w § wv · wp w § ww ·
¨ P ¸ 0, and ¨P ¸ 0. (8.6)
wy wx © wx ¹ wz wx © wx ¹
Since p is independent of x and we assume that the same is true of P, these
equations can be easily integrated. Taking the adherence condition into account,
the velocities of the fluid at points (0, y, z) and (h, y, z) are the same as those of
the points on the walls with which they coincide. With y and z components of
these velocities denoted by U1, V1, and U2, V2, we obtain
x 2 wp ª P h wp º
Pv « (U 2 U1 ) x PU1 ,
2 wy ¬ h 2 wy »¼
(8.7)
x 2 wp ª P h wp º
Pw « (V2 V1 ) x PV1 .
2 wz ¬ h 2 wz »¼
Hence, we deduce by (8.3) and obtain
h3 wp U1 U 2 h3 wp V1 V2
qy h, q z h.
12P wy 2 12P wz 2
Finally, using (8.4), we obtain
w § h3 wp · w § h3 wp · w
Ü ¸ Ü ¸ 6 [ U (U1 U 2 )h]
wy © P wy ¹ wz © P wz ¹ wy
w wh U
6 [ U (V1 V2 )h] 12 .
wz wt
Let us simplify this equation with U U1 U2, V V1 V2, and make U 0 by a
suitable choice of axes. Accordingly, in the case of impermeable walls and an
incompressible lubricant, assuming V and P to be constant, we finally obtain the
Reynolds’ equation.
w § 3 wp · w § 3 wp · wh wh
¨h ¸ ¨h ¸ 6 PV 12P . (8.8)
wy © wy ¹ wz © wz ¹ wy wt
It can be further simplified for the stationary case. By omitting the last term, the
Reynolds’ equation for the stationary case is established, i.e.,
w § 3 wp · w § 3 wp · wh
¨h ¸ ¨h ¸ 6PV . (8.9)
wy © wy ¹ wz © wz ¹ wy
198
8.2.3 Pressure Distribution on Journal Surface
In the case where the shaft turns in the bearings of the circular cross section, we
assume that the axis of the shaft always remains parallel to that of the bearing in
the common direction Z. In a plane normal to this axis, the internal cross section
of the bearing is a circle of center O and radius R1, while the internal cross
section of the shaft is a circle of center A and radius R < R1, as shown in Fig. 8.6.
We refer the plane of this cross section to the orthonormal axes A[K where AK is
Figure 8.6 Geometry of the Journal and the Circular Bearing of the Rotor
borne by , and we write e OA for the eccentricity, which clearly satisfies

e < R1 R. In this plane, the position of a point M on the shaft can be defined by T.
Producing the radius AM to N on the inner wall of the bearing, h MN measures
the thickness of the oil film between the two cylindrical surfaces. By considering
the triangle OAN, we have R1 sin D e sin T . Hence, we deduce
1
§ e2 ·2
h e cosT R R ¨1 2 sin 2 T ¸ .
© R1 ¹
However, e R1 1 R R1 1 , and within the second order in e R1 , we can write
h c (1 H cosT ) (8.10)
with
c R1 R, H e c. (8.11)
By using polar coordinates H and T, the Reynolds’ Eq. (8.8) may be written in the
form
w ª 3 wp º 2 w ª 3 wp º
wT «(1 H cosT ) wT » R wz «(1 H cosT ) wz »

¬ ¼ ¬ ¼
2
§ R·
6 P ¨ ¸ [(Z 2\ )H sin T 2H cosT ], (8.12)
©c¹
199
where Z is the angular velocity of the shaft, and \ is the angular velocity of the
journal whirling.
For a plain journal bearing, with two ends z L 2 and z L 2 open to the
atmosphere, and with an uncavitated oil film, the boundary condition is
p (T , L 2) p(T , L 2) Pa (8.13)
and
P(0, z ) P(2S, z ) P0 , (8.14)
where Pa is the atmosphere pressure, and P0 is the supply pressure to the bearing.
With realistic boundary conditions (8.13) and (8.14), closed-form solutions to
Eq. (8.8) in the function form have not been obtained yet, except for two special
cases, namely, the long bearing case and the short bearing case.
We first seek to define the operating conditions in the stationary mode, i.e., the
mode in which the eccentricity H and the angle between AK and the upward
vertical axis are constant. The Reynolds’ Eq. (8.8) is reduced to Eq. (8.9) in such
a case.
In the long bearing case, where L D is large, the pressure distribution around
the bearing is invariant along the length of the bearing; simultaneously, it is
usually assumed that p does not depend on z and the second term in Eq. (8.12) is
of negligible magnitude compared to the first term. The function expression of
pressure p (T , H ) has been found for this case.
In the short bearing case, with L D 1 , the pressure gradient in the direction
parallel to the axis of the shaft is important. Here, assuming that p does not
depend on y, the Reynolds' equation is reduced to
w2 p 6PV dh
.
wz 2 h3 dy
It can be easily integrated with the boundary condition p 0 at z r L 2 , which
gives
dh § 2 L2 · 3
p 3PV ¨ z ¸h . (8.15)
dy © 4¹
This formula represents fairly well what happens in the region with positive
pressure, i.e., the region where the bearing clearance h decreases in the direction
of the shaft rotation. A satisfactory approximation is to adopt formula (8.15) in
the region 0 T S, and take p 0 in the region S T 2S , as shown in Fig. 8.7,
which is called the Gumbel condition. The condition describes the fact that the
actual pressure in the lubricant usually does not drop more than the atmospheric
pressure. The bearing, whose boundary pressure satisfies the Gumbel condition, is
called cavitated bearing[4]. We can easily deduce this pressure exerted by the
200
lubricant on the shaft to a single force passing through A, whose components

along the axes $[ and $K are
S
L
PVL3 SH
P[ ³³
0
2
L pR sin T dT dx
4c 2 3
,
2
1 H 2 2
S
L
PVL SH 23
PK ³³0
2
L
2
pR cosT dT dx
c 2 (1 H 2 )2
.
Figure 8.7 Circumferential Pressure Distribution according to Short Bearing
The terms due to the viscous shearing stress in the lubricant are of the order of
c/R relatively to P[ and PK . Thus, the load-bearing property of the bearing is
essentially due to the pressure of the lubricant. Denoting P as the proportion of
the weight of the shaft supported by the bearing concerned, in the stationary state,
we have
1
1
SPVL3 H ª§ 16 · 2 º 2
( P[2 PK ) «¨ S2 1¸ H 1»
2 2
P (8.16)
4c (1 H 2 ) 2
2
¬© ¹ ¼
and
P[ S 1
tan\ (1 H 2 ) 2 . (8.17)
PK 4H
Taking load weight P as a variable, we solve the simultaneous Eqs. (8.16) and
(8.17) and obtain the locus of the equilibrium position of the journal for a
cavitated short bearing, as shown in Fig. 8.8[4].
A dimensionless parameter referred to as Sommerfeld’s number is defined by
P DLN § D ·
2
S ¨ ¸ , (8.18)
P ©c¹
201
where N is the number of revolutions per second so that V : R 2SRN fits

naturally into the formula (8.16), which can be written as
1
(1 H 2 ) ª 1 º2
S 2 « 2 2 »
. (8.19)
§ L · ¬ S (16 S )H ¼
2 2
SH ¨ ¸
© D¹
It shows that the eccentricity of the shaft supported on the cavitated short bearing
has a direct relationship with the Sommerfeld’s number.
Figure 8.8 Locus of Journal Equilibrium Positions for a Cavitated Short Bearing
8.2.4 Linearized Fluid Film Force
If the rotor bearing system is unstable (oil whirl) or if imbalance is added to the
rotor, the journal may execute orbits about the static operating points, as shown
in Fig. 8.9. In order to analyze the motion, the incremental variations of the fluid
film force on the journal must be expressed in terms of functions of the relative
displacement of the journal and the velocity measured from the static operating
point, and the incremental force functions may be linearized when the orbit is
small enough. The idea to represent the incremental variations of the fluid film
force applied on the journal by means of stiffness and damping coefficients was
suggested by A. Stodola (1925)[3, 5].
The linear expressions of the components of the fluid film force are deduced
from the analytical solution of the Reynolds’ Eq. (8.12), and two components of
the fluid film force along the axes A[ and AK are written in the form
'F[ k[[ [ k[KK c[[ [ c[KK ,

(8.20)
'FK k [ k K c [ c K
K[ KK K[ KK
202
Figure 8.9 Whirl Orbits about Different Static Operating Points
with
[ 'e, K e'\ ,
(8.21)
[ e, K e\ ,
1
8(1 H 2 ) S(1 H 2 ) 2
kKK Q (H ), kK[ Q(H ),
1 H2 H
(8.22)
S(1 2H 2 )
k[K 1
Q (H ), k[[ 4Q(H ),
H (1 H )
2 2
1
Q(H ) [S2 (16 S2 )H 2 ] 2 , (8.23)
c[K cK[ 2k[[ ,

(8.24)
c[[ 2kK[ , cKK 2k[K .
By means of coordinate transformation, the components of the fluid film force,

fixed to the journal along the axes AX and AY, as shown in Fig. 8.6, are represented
as
'Fx k xx x k xy y cxx x cxy y ,

(8.25)
'Fy k yx x k yy y c yx x c yy y ,
where x and y are components of the relative displacement of the journal center
from the stationary operating point (equilibrium point), and x and y are the
velocity components in frame AXY. The dimensionless stiffness and the damping
coefficients of the cavitated short bearing are respectively
203
k xx 4[2S2 (16 S2 )H 2 ]Q 3 (H ),
S>S2 2S2H 2 (16 S2 )H 4 @Q 3 (H )
k xy 1
,
H (1 H ) 2 2
S[S (32 S2 )H 2 2(16 S2 )H 4 ]Q 3 (H )

2
k yx 1
,
H (1 H ) 2 2
4[S (32 S )H 2 2(16 S2 )H 4 ]Q 3 (H )

2 2
k yy ,
H (8.26)
1
2S(1 H ) [S2 2(S2 8)H 2 ]Q 3 (H )
2 2
cxx ,
H
cxy 8[S2 2(S2 8)H 2 ]Q 3 (H ),
c yx cxy ,
2S[S2 2(24 S2 )H 2 S2H 4 ]Q 3 (H )
c yy 1
.
H (1 H )2 2
In general, kxx and kyy are called direct stiffness coefficients of the fluid film;
kxy and kyx are called cross-coupled stiffness coefficients of the fluid film; cxx and
cyy are called direct damping coefficients; and cxy and cyx are called cross-coupled
damping coefficients.
8.2.5 Concentrated Parameter Model of Fluid Film Force
A concentric shaft steady rotating inside a bearing or a seal clearance drags the
surrounding fluid into rotation. After a transient process, the fluid exhibits a very
regular pattern of motion: the angular velocity of the fluid layer next to the shaft
is the same as its rotation speed : , while the fluid layer next to the house of the
bearing or the seal has zero velocity. The fluid average velocity varies for various
types of bearing and seal. Therefore, it is reasonable to introduce a coefficient W,
which is called the fluid average circumferential velocity ratio, to describe the
motion of the fluid. Obviously, introducing coefficient Was a representative of
the circumferential flow is certainly a strong simplification of the complex flow.
Actually, when the shaft is displaced from its concentric position inside the bearing
or the seal, the fluid average circumferential velocity decreases. Inside one cycle of
the fluid rotation, the pattern changes for half cycle, and the fluid, in average, flows
down to the smallest gap created by the eccentrically located shaft. Numerical
calculations of the flow pattern have confirmed this qualitative prediction.
In fact, the flow field of the fluid film is intimately related to the eccentricity
of the rotating shaft. In a slightly eccentric shaft, an average circumferential
204
velocity per cycle can still be associated with the fluid circumferential motion,
whose magnitude is smaller than that in a concentric shaft. There exists a certain
value of eccentricity, for which the circumferential flow periodic pattern partially
disappears and the backward circumferential flow, which is called secondary
flow, appears, as shown in Fig. 8.10. If the backward circumferential flow exists,
the model of the fluid film force presented below is not valid. Fortunately, oil
whirl and oil whip do not occur when the shaft’s eccentricity is high.
Figure 8.10 Flow Pattern for Eccentric Shaft inside a Bearing with Relatively
Large Clearance and a Comparison between Fluid Average Circumferential Velocity
Ratio for a Concentric and Eccentric Shaft
According to the flow field of the fluid film shown in Fig. 8.10, the magnitudes
of the fluid average circumferential velocity ratio can be obtained and depicted in
Fig. 8.11, where, for a concentric shaft, the curve shows that the fluid average
circumferential velocity ratio is a decreasing function of the eccentricity starting
at a value W 0 and reaching zero at high eccentricity.
Figure 8.11 Fluid Average Circumferential Velocity Ratio W as Function of Shaft

Eccentricity (Qualitative Presentation)
A. Muszynska proposed a mechanical model of the fluid film force in a bearing

or a seal, assuming that when the journal is rotation centered, a fully developed
205
fluid flow is established in the circumferential direction[6]. That is, on average,

the fluid is rotating at the rate W: , in which : is the shaft rotation speed and W is
the fluid average circumferential velocity ratio whose value is close to 1/2. It is
supposed that the shaft lateral vibrations are small enough to make the modification
of this pattern negligible. Consequently, the fluid force resulting from averaging
the circumferential flow is rotating with the angular velocity W: . In rotating
reference AXrYr, the fluid force can be written as
F [k0 \ 1 (| zr | )]zr [d 0 \ 2 ( | zr | )]zr m f

zr ,
1
zr xr iyr , |zr | ( xr2 yr2 ) 2 , (8.27)
where k0, d0, and mf are stiffness, damping, and inertia coefficients of the fluid
film respectively, and \ 1 and \ 2 are nonlinear functions of | zr | .
Transformation of coordinates from the rotating reference to a fixed reference
is described by the equation
z zr eiW: t , (8.28)
where z x iy, and x and y are the coordinate components of the journal center.
In the fixed reference, the fluid-film force will have the form
F [k0 \ 1 | z |]z [d 0 \ 2 | z |]( z iW: z ) m f (

z 2iW: z W 2 : 2 z ),
1
| z | ( x2 y 2 ) 2 . (8.29)
When the radial displacement |z| is small enough, the fluid-film force can be
described in terms of a linearized model that may be written as
F k0 z d 0 ( z iW: z ) m f (
z 2iW: z W 2 : 2 z ).
It can be presented in the matrix form
° Fx °½ ª k0 W 2 : 2 m f W: d 0 º x½
® ¾ « »® ¾
«¬ W: d 0 k0 W : m f »¼ ¯ y ¿
2 2
°¯ Fy °¿
ª d0 2W: m f º x ½ ª m f 0 º x½
« » ® ¾« » ® ¾. (8.30)
¬ 2W : m f d 0
¼¯ ¿ ¬
y 0 m
f ¼ ¯ y¿
This expression is called Muszynska model of the fluid-film force. As can be

easily noticed, the fluid-film force has an asymmetric character: the diagonal terms
are identical, and the off-diagonal terms are skew-symmetric. More important,
however, is the fact that the off-diagonal terms are generated as the result of the
rotational character of the fluid. Thus, the cross-coupled stiffness is generated by
the relative velocity and the radial damping. In addition, the radial stiffness k0
206
appearing on the main diagonal of the stiffness matrix is now modified by the
centripetal fluid inertia force that carries a negative sign. In experimental testing,
by applying the perturbation method, the character of the fluid force described by
Eq. (8.30) was fully confirmed[7]. An important conclusion relates to the cross-
coupled stiffness coefficient, which is the most important component affecting the
stability of the rotor.
For relatively large bearing clearance to radius ratio, the fluid inertia force
becomes significant and modifies the damping and the stiffness matrices con-
siderably. However, in journal bearings, the clearance to radius ratio is very small
and we may neglect the influence of mass mf on the fluid film force. Hence, the
following expressions of the fluid film forces are often used to analyze the stability
of the rotor motion.
Fx d 0 x k0 x W: d 0 y,
(8.31)
Fy d 0 y k0 y W: d 0 x.
8.2.6 Linear Expressions of Seal Force
The fluid film in the seal clearance is dragged into rotation by the rotating shaft.
Therefore, the flow field in the annular space is very similar to that in the journal
bearing and the seal force is also the function of the displacement and the velocity
of the rotor at the seal location. Consequently, the components of the seal force
along x and y axes are usually represented in the form[8]
Fxs k xxs x k xys y cxxs x cxys y ,

(8.32)
Fys k yxs x k yys y csyx x csyy y ,
where k xxs and k yys are direct stiffness coefficients of the seal, k xys and k yxs are the
cross-coupled stiffness coefficients, cxxs and csyy are the direct damping coefficients
and cxys and csyx are the cross-coupled damping coefficients.
From the data available to date, it appears that the linear interpretation of the
force coefficients, as previously described for journal bearings, should be used
for most seals under the assumption of small motions about the centered position.
The configuration of plain seals is geometrically similar to that of plain journal
bearings but has large c/R ratios of 0.01 as compared to that of bearings for
which c/R is of the order of 0.001. Seals customarily operate in the turbulent
regime both axially and circumferentially, and have a substantial direct stiffness
at a centered zero eccentricity position. Furthermore, seals are nominally designed
to operate in a centered position, while the operating eccentricity of journal bearings
varies with the running speed and the load. In addition, the identification work on
207
dynamic bearings has had the objective of validating the dynamic coefficients
versus the eccentricity relationship. Due to the general similarity between bearings
and seals, the technique developed for the coefficient identification of bearings
may be applied for seals.
8.3 Oil Whirl and Oil Whip

Both oil whirl and oil whip are phenomena of dynamic instability induced be the
interaction between the rotor and the bearing or (and) the seal fluid motion, and
they both create severe rotor vibrations. High amplitude shaft vibrations that can
sustain themselves over a wide range of rotational speed may not only perturb
the normal operation of a rotating machine, but also cause serious damage to the
machine. Although the availability of computers and the fast development of
numerical methods bring more and more results based on analytical models of
the solid-fluid interaction phenomena, the basic theory is still an important
prerequisite to solve any practical problem concerning oil whirl and oil whip. In
this section, we first confirm the existence of whirling motion by Hopf bifurcation
theorem; next, by a linear model, we determine the parameter condition under
which oil whirl occurs in a rigid rotor; then, we discuss the influence of shaft
elasticity and external damping on the oil whirl of rotor; at last, we introduce the
features of oil whip and the mechanism of its formation.
8.3.1 Hopf Bifurcation leading to Oil Whirl of Rotor
Here, we introduce a model, which is a rigid, symmetric rotor mounted on two

identical, plain cylindrical journal bearings. The investigation is confined to
cylindrical whirling in which the two ends of the rotor remain in phase so that it
is sufficient to consider only one journal, which supports a load equal to half
weight of the rotor. Let rotor mass be 2m and the rotor center have displacements
u and v. The equations of the rotor’s motion are[9]
mu Fu u , v, u , v, S ,
(8.33)
mv Fv u , v, u , v, S ,
PZ LD § D ·
2
S ¨ ¸ , (8.18)
2SP © c ¹
where the force components Fu and Fv consist of the oil-film force exerting on
the journal, and the Sommerfeld number S is defined in the foregoing except that
the number of revolutions per second N is replaced by Z /2S.
208
Let us denote the dimensionless variables as follows:

1
u v § mc · 2
x , y , Z ¨ ¸ Z,
c c © P ¹ (8.34)
Fu Fv
W Zt, fx , fy .
SP SP
We obtain the dimensionless equations of motion, i.e.,
S
xcc f x x, y, xc, y c, S ,
Z2 (8.35)
S
y cc f y x, y, xc, y c, S ,
Z2
where the prime represents the derivative with respect to the dimensionless time W.
To apply the Hopf bifurcation theorem, it is necessary to convert Eq. (8.35) to
a first-order system. Denoting
x x1 , x x2 , y x3 , y x4 (8.36)
and
x [ x 1 , x2 , x3 , x4 ]T ,
F [ x2 , SZ 2 f x , x4 , SZ 2 f y ]T . (8.37)
Eqs. (8.35) are reduced to
x F x,Z , S . (8.38)
Obviously, this equation is a nonlinear vector equation. It shows that the rigid
rotor supported on the hydrodynamic bearings is a fourth-order dynamic system.
In Eq. (8.38), dimensionless rotating speed Z takes on the role of the variable
parameter in the Hopf bifurcation theorem.
The equilibrium point of the rotor center xe may be determined by solving
simultaneous Eqs. (8.35) and (8.12). Furthermore, the stability of the equilibrium
position may be determined in terms of the Jacobian matrix of F with respect to
the state vector x, i.e.,
ª 0 1 0 0 º
« k xy cxy »»
A(Z )
ª wF ( x , Z ) º « k xx cxx
, (8.39)
« wx » « 0 1 »
¬ ¼ xe 0 0
« »
«¬ k yx c yx k yy c yy »¼
with
209
S wf x S wf x
k xx , k xy ,
Z 2 wx1 Z 2 wx3
S wf y S wf y
k yx 2 , k yy 2 ,
Z wx1 Z wx3
(8.40)
S wf S wf
cxx 2 x, cxy 2 x,
Z wx2 Z wx4
S wf y S wf y
c yx 2 , c yy 2 .
Z wx2 Z wx4
The characteristic equation of the rotor is obtained with matrix A Z , i.e.,
O 4 Z 2 (cxx c yy )O 3 Z 2 [(k xx k yy ) Z 2 (cxx c yy cxy c yx )]O 2

Z 4 (cxx k yy c yy k xx cxy k yx c yx k xy )O Z 4 (k xx k yy k xy k yx ) 0. (8.41)
The stable condition of the steady rotation of the rigid rotor may be established
by using Hurwitz criterion and written as
Z Z0 , (8.42)
where Z 0 , the dimensionless threshold speed of the oil whirl of the rigid rotor, is
a function of H e only. The stability borderline Z 0 f (H e ) is shown in Fig. 8.12.
Figure 8.12 Stability Chart in the Parameters Plane
210
For H e ! 0.8 , the rotor is always stable, while for H e 0.8 , there is a bifurcation
point in the parameter plane H e - Z .
The dimensionless whirl frequency Z 0 can be easily found from the characteristic
Eq. (8.41) by numerical calculation.
As the threshold speed is exceeded, a pair of eigenvalues crosses into the right
half plane and the rotor becomes unstable. Let us designate D (Z ) iE (Z ) as the
eigenvalue of matrix A(Z ) . This is a continuous extension of the imaginary
eigenvalue iE (Z 0 ), which corresponds to the stability borderline Z 0 f (H e ) .
Derivative (dD / dZ )Z0 is also required. For calculation, it is necessary to consider
the relationship among the parameters Z , S, and H e . A change in the rotor speed
Z alters the Sommerfeld number S and hence the corresponding equilibrium
point. Therefore, a new system parameter V must be introduced. It is independent
of the rotor speed and is constant for a given rotor system with constant lubricant
viscosity. Let us define
S LD 3 P
V . (8.43)
Z 1
2 2
8( Pmc) c
A series of operating curves for different values of V is shown in Fig. 8.12, where
each curve illustrates the relationship between the rotor speed and the corres-
ponding equilibrium point. Derivative (dD dZ )Z0 is calculated from Eq. (8.41) and
tabulated in Table 1, in which D , E and G are the functions of P in Eq. (4.38).
Table 1 Results of the Bifurcation Theory
He S Z0 V (dD dZ )Z0 E (Z 0 ) G c(Z 0 )

0.14 0.76 0.96 0.79 0.45 1.13 <0
0.15 0.70 0.96 0.73 0.47 1.13 >0
# # # # # # #
0.74 0.10 2.13 0.05 0.05 0.60 >0
0.75 0.10 2.31 0.04 0.04 0.55 <0
As summarized below, it has been shown that the system of Eq. (8.38) possesses
the following properties:
(1) F ( x, Z ) is differentiable in a neighborhood of ( x , Z ) ( xe , Z0 ) ;
(2) The locus of equilibrium points is determined by the Sommerfeld number S;
(3) Matrix A(Z0 ) has a pair of conjugates with pure imaginary eigenvalues
riE (Z 0 ) for each H e 0.8 . The remaining two eigenvalues have negative real parts;
(4) (dD / dZ )Z 0 ! 0 for each H e 0.8 .
Therefore, the condition of the Hopf bifurcation theorem is satisfied and the
existence of a periodic solution of the system with small amplitude at speed close
to the threshold speed has been proved.
211
The remaining work is to determine the direction of bifurcation and the stability
of the periodic orbit. This information is deduced by calculating the sign of the
quantity G c(Z0 ), which may be determined by algebraic formulas derived by A.
B. Poore[10]. To use the formulas, the following need to be calculated.
(1) The left and the right eigenvectors for the eigenvalue iE (Z 0 ) of A(Z0 ) ,
(2) The elements of matrices Fxx and Fxxx,
(3) The inverse of matrices A(Z0 ) and [ A(Z0 ) 2iE (Z 0 ) I ] .
The calculated values of G c(Z 0 ) are given in Table 1. The results indicate that
there are three separate regions of parameter plane H e - Z , as shown in Fig. 8.12,
including:
(1) Region I(0 H e 0.14) and Region Ĕ (0.74 H e 0.8). In these regions,
G c(Z 0 ) 0 , and therefore, subcritical bifurcation occurs for Z Z 0 , and the
bifurcation periodic orbit is unstable, and
(2) Region ē( 0.14 H e 0.74 ). It is the largest region with G c(Z0 ) ! 0 , and
supercritical bifurcation occurs for Z ! Z 0. The bifurcation periodic orbit is stable.
With the value of system parameter V 0.2, a numerical calculation is carried
out. The behavior of the rotor is shown in Fig. 8.13, in which each plot represents
the motion of the rotor center. For rotor speed Z below the threshold speed Z0, only
the equilibrium solution is found, as shown in Fig. 8.13(a). However, for rotor speed
Z immediately above the threshold speed, a stable amplitude whirl orbit appears,
independent of the initial condition, as shown in Fig. 8.13(b) and (c). Although the
amplitude of the orbit increases continuously as the rotor speed increases, the orbit
remains independent of the initial condition, as shown in Fig. 8.13(d) and (e), before
becoming completely unstable at speed of 2.0, as shown in Fig. 8.13(f).
By using the short bearing theory, a similar analysis was published by P. Hollis
and D. L. Taylor[11]. J. C. Deepak and S. T. Noah provided experimental evidence
that verified the existence of the Hopf bifurcation of a single disk rotor supported
on a short journal bearing[12].
8.3.2 Threshold Speed and Whirl Frequency
When the rotating speed of a rotor is much lower than its fundamental frequency,
no elastic vibration mode is excited and the differential equation of the motion of
the rigid rotor may be used to study the oil whirl problems. J. W. Lund took a rigid
rotor as the mechanical model to study the stability problem of rotor-bearing systems
in 1965, by which the whirl frequency and the threshold speed of the rotor-bearing
system are found with the expressions of the dimensionless stiffness and the damping
coefficients of the short bearing[13]. The calculation results are plotted in Fig. 8.14.
It demonstrates that the ratio between the whirl frequency and the threshold
speed, W 0 , is a function of the equilibrium eccentricity H e . In normal conditions,
the ratio of the whirl frequency and the threshold speed is higher than one half.
However, this result is not well consistent with the practical observation. It is
212
Figure 8.13 Whirl Orbits for a Rotor with a Parameter V 0.2[9]
Figure 8.14 The Ratio of Whirl Frequency and Threshold Speed versus
Eccentricity of Rotor
213
obvious that the deficiency is caused by the error of the expressions of the fluid
film force. To acquire a rational result, let us replace the theoretical expression of
the fluid-film force by the Muszynska model, i.e., Eq. (8.30). Consequently,
substituting expression (8.30) in the equations of motion of the rigid rotor (8.2),
we obtain the differential equation system, i.e.,
x d 0 x 2W: m f y (k0 m f W 2 : 2 ) x W: d 0 y
(m m f ) 0,
(8.44)
y d 0 y 2W: m f x (k0 m f W : ) y W: d 0 x
(m m f ) 2 2
0,
where m is the half mass of the rotor, : the rotating speed, and W the fluid
average circumferential velocity ratio.
The above equations show that the stability of the symmetric rigid rotor supported
on the fluid-film bearings may be roughly determined by the linear model of a
fourth-order dynamic system, in which there are inertial force, damping force,
gyroscopic force, potential force, and circulatory force. The steady rotation of the
rigid rotor may lose stability under certain parameter conditions, which may be
found by Hurwitz criterion.
The characteristic equation of the linear system (8.44) may be found by using
the traditional method, i.e.,
a0 O 4 a1O 3 a2 O 2 a3 O a4 0 (8.45)
with
a0 (m m f )2 , a1 2d 0 (m m f ),
a2 d 02 2(m m f ) (k0 m f W 2 : 2 ) 4m f W 2 : 2 , (8.46)
a3 2d 0 (k0 m f W : ), a4
2 2
dW : .
2 2
0
2
According to the Hurwitz criterion, determine the coefficient conditions for the
second type of critical stability of system (8.44), which consists of five inequalities
a0 ! 0, a1 ! 0, a2 ! 0, a3 ! 0, a4 ! 0,
and an algebraic equation
a1a2 a3 a0 a32 a12 a4 0. (8.47)
The expressions (8.46) show that the above inequalities are all satisfied
naturally. Therefore, the algebraic Eq. (8.47) is the sole coefficient condition for
the second type of critical stability of the rigid rotor supported on the fluid film
bearings. Then, substitute expressions (8.46) in Eq. (8.47). After some tedious
operation, we obtain the sole parameter condition for the second type of critical
stability, i.e.,
(d 02 4m 2f W 2 : 2 )(k0 mW 2 : 2 ) 0,
214
in which the first factor is always positive, and the critical parameter equation of
the rigid rotor becomes
k0 mW 2 : 2 0.
The threshold speed of oil whirl of the rigid rotor is also found consequently, i.e.,
1
1 § k0 · 2
: . (8.48)
W ¨© m ¸¹
It is obvious that when the rigid rotor operates under the threshold speed,
characteristic Eq. (8.45) possesses a pair of conjugate imaginary roots, namely,
riZ . Substituting them in Eq. (8.45) yields a complex equation, i.e.,
a0Z 4 a2Z 2 a4 r iZ (a3 a1Z 2 ) 0.

Separating its imaginary parts and real parts yields the same expression of oil
whirl of the rigid rotor supported on the fluid film bearings, i.e.,
1
§ k0 · 2
Z ¨m¸ . (8.49)
© ¹
Comparing expression (8.48) with (8.49) leads to the conclusion that the
threshold speed is directly related to the oil whirl frequency of the rigid rotor
supported on the fluid film bearings, namely,
Z W: . (8.50)
The oil whirl frequency Z is just equal to the average angular velocity W: of the
fluid film in bearings. The curve in Fig. 8.11 illustrates that the average angular
velocity of the fluid film is related to the rotor eccentricity and the average
circumferential velocity ratio W is slightly lower than one half if the eccentricity
is not very high. Thus, the oil whirl frequency of the rigid rotor is also slightly
lower than one half of the threshold speed and the oil whirl of the rotor is usually
called half-speed whirl.
8.3.3 Influence of Shaft Elasticity on the Oil Whirl of Rotor
For studying the influence of shaft elasticity on the oil whirl of a rotor, a symmetric
rotor model consists of a centric rigid disk and the left-hand and the right-hand
shafts without a mass, whose two journals are supported on the fluid film bearings
respectively, as shown in Fig. 8.15. The centers of two bearings are O and O'.
The origin of the static frame of reference, OXYZ, is located at O. Let us denote
215
coordinates xc and yc as the components of the relative displacement of the disk

center C with respect to its equilibrium position, and coordinates x and y as the
components of the displacement of the centers of two journals, as shown in
Fig. 8.15. According to these assumptions, in the absence of mass unbalance, the
differential equations of symmetric motion of the rotor model are reduced to
mxc k ( xc x) 0,
(8.51)
myc k ( yc y ) 0,
where m is the half mass of the rotor, and k is the stiffness coefficient of left-hand
or right-hand flexible shafts.
Figure 8.15 Scheme of a Flexible Rotor
Applying the approximate expression (8.31) of the fluid film force, the equation
of motion of two elastic shafts is reduced to
k ( xc x) k0 x W: d 0 y d 0 x 0,
(8.52)
k ( yc y ) k0 y W: d 0 x d 0 y 0.
Let us substitute Eqs. (8.52) in Eq. (8.51). After necessary operations, we obtain
the differential equations of motion of the flexible rotor supported on the fluid
film bearings, i.e.,
md 0 x d 0 kx k0 kx W: d 0 (my ky ) 0,

x m(k k0 )
(8.53)
md 0 y d 0 ky k0 ky W: d0 (mx kx) 0.
y m(k k0 )
The equation system shows that the symmetric flexible rotor, supported on the
fluid film bearings, is simplified to a sixth-order linear system and its characteristic
equation is written as
b0 O 6 b1O 5 b2 O 4 b3O 3 b4 O 2 b5 O b6 0 (8.54)

with
216
b0 m 2 d 02 , b1 2m 2 d 0 (k0 k ),
b2 m2 [(k0 k ) 2 W 2 : 2 d 02 ] 2md 02 k ,
b3 2md 0 k (k 2k0 ), (8.55)
b4 d k 2mk (k k0 k W : d ),
2
0
2 2
0
2 2
0
2
b5 2d 0 k0 k 2 , b6 k 2 (k02 W 2 : 2 d ). 2
0
According to the Hurwitz criterion, the coefficient condition for the second
type of critical stability for the system (8.53) can be determined. It consists of the
following inequalities
b0 ! 0, b1 ! 0, b2 ! 0, b3 ! 0, b4 ! 0, b5 ! 0, b6 ! 0, ' 3 ! 0 ,
and the algebraic equation
'5 0 (8.56)
Expressions (8.55) show that the above inequalities are all satisfied naturally.
Taking into account the geometrical property of Hurwitz inequalities: ' K ! 0,
K 1, 2," , i.e., Eq. (3.35), we conclude that the algebraic Eq. (8.56) is the sole
coefficient condition for the second type of critical stability for the flexible rotor
supported on the fluid film bearings.
It is known that when the flexible rotor operates under the threshold speed, the
characteristic Eq. (8.54) possesses a pair of conjugate imaginary roots, namely,
riZ . Substituting them in Eq. (8.54) yields a complex equation, i.e.,
b0Z 6 b2Z 4 b4Z 2 b6 r iZ (b1Z 4 b3Z 2 b5 ) 0. (8.57)

Separating the real part and the imaginary part, we obtain two real algebraic
equations, namely,
b0Z 6 b2Z 4 b4Z 2 b6 0. (8.58)

and
b1Z 4 b3Z 2 b5 0. (8.59)

Solving Eq. (8.59), we obtain the analytical expression of oil whirl frequency of
the flexible rotor, i.e.,
1
ª k0 k º 2
Z « » . (8.60)
¬ m( k0 k ) ¼
Then, substituting the expression in Eq. (8.58), we obtain the analytical expression
of the threshold speed of the flexible rotor, i.e.,
217
1
1 ª k0 k º 2
: « » . (8.61)
W ¬ m( k0 k ) ¼
After comparing the expression (8.60) with (8.61), we may conclude that the
threshold speed is directly related to the oil-whirl frequency of the flexible rotor
supported on the fluid film bearings, namely,
Z W: . (8.62)
Thus, the oil whirl of the flexible rotor is also a half speed whirl.
Summarizing all the above, we obtain the following conclusions.
1. The oil-whirl frequency is slightly lower than one half of the threshold speed
of the rotor.
2. Inspecting expression (8.60), we find that the oil-whirl frequency of the
flexible rotor is equal to the natural frequency of a rigid rotor supported on two
series springs, whose stiffness coefficients are equal to the oil-film stiffness k0 and
the shaft stiffness k respectively.
3. If the shaft stiffness k is comparable to the direct stiffness coefficient of
hydrodynamic bearing k0, the threshold speed of the rotor is remarkably lower
than that of the rigid rotor, and the influence of shaft elasticity on the threshold
speed must be considered.
8.3.4 Influence of External Damping on Oil Whirl
To understand the influence of the external damping on the oil whirl of rotor, Z.
L. Guo and R. G. Kirk considered a symmetric flexible rotor, which was supported
on the oil-film bearings, exerting an external damping force on the disk and
perfectly balanced[14]. Let us denote O1 and O1c as the centers of two bearings,
whose midpoint O is the origin of the static frame OXYZ. Axis Z lies along the
line O1O1c and axis Y is an upward vertical, as shown in Fig. 8.16(a).
Figure 8.16 Symmetric Rotor with External Damping

218
Let us assume that the rotor operates under the planar whirl. Let us denote
O1 j ( x, y , l ) and O1cj ( x, y , l ) as the centers of two journals and C ( xc , yc ,0) as the
center of the rotor, as shown in Fig. 8.16(b). The equations of motion of the rotor
become
mxc cxc k ( xc x) 0,
(8.63)
myc cy c k ( yc y ) 0,
where m is the mass of the rotor, c the external damping coefficient, and k the
sum of stiffness coefficients of the left-hand and the right-hand shafts. Using the
linear mathematical model of the fluid film force, i.e., Eq. (8.25), the differential
equations of motion of the elastic shaft are
k ( xc x) k xx x k xy y cxx x cxy y 0,
(8.64)
k ( yc y ) k yx x k yy y c yx x c yy y 0,
where kzx, kxy, kyx, and kyy are stiffness coefficients of the fluid film force, and cxx,
cxy, cyx, and cyy are its damping coefficients.
When the system parameters make the rotation with a constant speed into the
second type of critical stability, the displacement components of the rotor center
and the journal centers, i.e., xc, yc, x, and y, are harmonic functions of time t.
After damping the transient response of the rotor, we have
[ xc yc x y ] [ xc 0 yc 0 x0 y0 ]eiZ t , (8.65)
where xc0, yc0, x0, and y0 are the initial values of xc, yc, x, and y. Substituting the
expression in Eqs. (8.63) and (8.64), and eliminating xc0 and yc0, we obtain
mkZ 2 ickZ
x0 (k xx icxxZ ) x0 (k xy icxyZ ) y0 ,
k mZ 2 icZ (8.66)
mkZ 2 ickZ
y0 (k yx ic yxZ ) x0 (k yy ic yyZ ) y0 .
k mZ 2 icZ
Using the following expression to define the equivalent stiffness keq and the
equivalent damping ceq,
mkZ 2 ikcZ
keq iceqZ , (8.67)
k mZ 2 icZ
we obtain
(k mZ 2 )mkZ 2 c 2 kZ 2
keq (8.68)
(k mZ 2 ) c 2Z 2
and
219
c 2 k
ceq . (8.69)
(k mZ 2 ) c 2Z 2
Substituting Eqs. (8.68) and (8.69) in Eqs. (8.66) and eliminating x0 and y0, we
have
(keq k xx )(keq k yy ) Z 2 (ceq cxx )(ceq c yy ) k xy k yx Z 2 cxy c yx 0,

(8.70)
(keq k xx )(ceq c yy ) (keq k xx )(ceq cxx ) (k xy c yx k yx cxy ) 0.
Solving Eqs. (8.70) yields the formulas for calculating the whirl frequency Z
and the threshold speed : of the oil whirl, i.e.,
(keq k xx )(keq k yy ) k xy k yx
Z 2 (8.71)
(ceq cxx )(ceq c yy ) cxy c yx
and
P Bkeq [k m(Z : )]mk (Z : ) 2 c 2 k (Z : )2
: . (8.72)
3
c [k m(Z : )]2 c 2 (Z : ) 2
Simultaneously, we obtain the formulas to calculate keq and ceq
k xy c yx k yx cxy k xx (ceq c yy ) k yy (ceq cxx )

keq (8.73)
2ceq cxx c yy
and
P BR3ceq ck 2
, (8.74)
c3 [k m(Z : )]2 c 2 (Z : ) 2
where P is the dynamic viscosity coefficient of the lubricant, B the width of the
bearing, c the clearance of the bearing, and R the radius of the bearing.
If the external damping coefficient c is equal to zero, the above analysis will
be simplified and become the Lund stability method where only equivalent
stiffness is presented.
In order to recognize the stability pattern of the model shown in Fig. 8.17,
given the system parameters of a flexible rotor with external damping, namely,
m 50 kg, k 13.72 u 106 N / m, R 25 mm, B 30 mm, c 2.5 u 103 mm, P
1.92 u 102 (N s) / m 2 we may find all eigenvalues using Eqs. (8.63) and (8.64).
The results are shown in Fig. 8.18, i.e., the plot of system damping versus rotor
speed curves of a given rotor system with different intensity of external damping.
In this plot, Z n2 k / m , and D is the minimum value of the negative real part in
all eigenvalues. It can be seen that under the circumstance without external damping,
namely, c 0, the system will get into an upper region of stability from the lower
region of instability with the rotor speed increasing. When there exists external
220
damping, the system will normally have two speed thresholds that evolve a stability
pattern as one region of instability, A, sandwiched between two regions of stability,
B1 and B2, whose top region of stability is up-boundary free. With the increase of
the external damping value, the width of the unstable region will decrease. When
external damping is increased to a certain value, the middle region of instability
will disappear, which means that the system will always be stable over the entire
running speed range. These results basically agree with the analytical work done
by S. H. Crandall in 1996[15].
Figure 8.17 Plot of System Damping versus Rotor Speed Curve[14]
Figure 8.18 is a stability chart with a curve of threshold speed versus external
damping of the system shown in Fig. 8.16. This chart demonstrates that external
damping is very helpful to improve the system stability at the low-speed region.
Figure 8.18 Stability Chart of a Rotor with External Damping[14]
In general, significant difference between the experimentally observed stability

threshold for certain bearings and the theoretically predicted stability threshold
221
has been found[15, 16]. The theoretical result of an isoviscous standard solution of
the Reynolds’ equation predicts an increment of something like 10% 40% in the
stability threshold. While some increase in stability threshold is due to the use of
the fluid boundary condition, temperature effect in the fluid may also increase
the theoretical stability threshold to some extent. J. K. Wang and M. M. Khonsari
studied the influence of the inlet oil temperature on the instability threshold of
rotor bearing systems and pointed out that the inlet temperature can either improve
or deteriorate the instability threshold speed of rotor bearing systems, depending on
the operating point. Their conclusion has been verified by some experimental data[17].
8.3.5 Oil Whip
The steady motion of a given rotor rotating in the hydrodynamic bearings at

different speeds has various regimes[18]. A cascade spectrum of vibrational response
of the lightly loaded and slightly unbalanced rotor is measured at the fluid film
bearing, as shown in Fig. 8.19. It exhibits the following dynamic phenomena,
which commonly occurr.
Figure 8.19 A Cascade Spectrum Measured at the Oil Bearing[18]
1. When the shaft starts rotating with a slowly increasing rotation speed,
synchronous lateral vibrations with minor amplitude are observed all along the
rotor axis, as shown in Fig. 8.19. These vibrations are caused by the inertia forces of
unbalance of the rotor. At low rotation speed, these vibrations are stable. Shortly
222
after an impulse perturbation of the rotor causes a transient process, the same
vibration pattern is reestablished.
2. At higher rotation speed, usually below the first balance resonance speed,
the forced synchronous vibration is the only regime of motion. Along with it, oil
whirl appears, as shown in Fig. 8.19. Oil whirl is the rotor’s lateral forward
processional subharmonic vibration around the bearing center at the frequency
close to, and usually smaller than, half of the rotation speed. In this range of
rotation speed, the rotor behaves as a rigid body. The amplitude of oil whirl is
usually much higher than that of synchronous vibration. It is, however, limited
by the bearing clearance and the fluid nonlinear forces. With rotation speed
increasing, the pattern of the vibration remains stable. The half-speed oil whirl
follows the increasing rotation speed and maintains the speed ratio with it. The
vibration amplitude remains nearly constant and is usually high. In the considered
range of rotation speed, the bearing fluid dynamic effect clearly dominates. The
forced synchronous vibration represents a small fraction of vibration response, as
the spectrum cascade indicates in Fig. 8.19.
3. When the increasing rotation speed approaches the first balance resonance,
i.e., the first natural frequency of the rotor, the oil whirl suddenly becomes
unstable, disappears, and is suppressed and replaced by increasing synchronous
vibrations. The forced vibration dominates and reaches the highest amplitude at
resonance frequency corresponding to the mass and the stiffness properties of the
rotor.
4. At the speed above the first balance resonance speed, the synchronous
forced vibration decays. Again, the bearing-fluid forces come back into action.
With the rotation speed increasing, shortly after the first balance resonance, the
oil whirl occurs again, and the previous pattern repeats. The width of the rotation
speed region, in which the synchronous vibrations dominate, depends directly on
the amount of rotor unbalance. The higher unbalance, the wider this region.
5. When the rotation speed approaches double the rotor first balance resonance
speed, the frequency of the half-speed oil whirl reaches the first unbalance
resonance speed, i.e., the first natural frequency of the rotor. The oil whirl pattern is
replaced by oil whip, which is a lateral forward processional subharmonic vibration
of the rotor. Oil whip has a constant frequency. Independent of the increasing
rotation speed, the oil whip frequency remains close to the first natural frequency
of the rotor. In this range of high rotation speed, the shaft cannot be considered
rigid. Its flexibility, i.e., the additional degrees of freedom, causes the rotor
bearing system to be closely coupled. The rotor parameters, in particular, its mass
and its stiffness, become the dominant dynamic factors. The amplitude of the oil
whip journal vibration is limited by the bearing clearance. However, the shaft
vibration may become very high, as the shaft vibrates at its natural frequency,
i.e., in the resonant condition caused by the interaction of the oil whirl of the
rotor-bearing system and the fundamental frequency resonance of the unbalanced
rotor.
223
Among the above-described dynamic phenomena, there is a clear distinction

related to their nature: (1) the rotor’s synchronous lateral vibration due to unbalance
and (2) the rotor fluid-related vibration. The former is a typical forced vibration.
Considered as a forced effect of the rotor lateral motion, the rotation periodic
centrifugal force causes a rotor response with the same frequency. The latter is a
typical self-excited vibration and occurs due to the internal feedback mechanism
transferring the rotational energy into vibration, which is usually a nonsynchronous
vibration.
In the above analysis, we mainly use the linear model of fluid-film force, i.e.,
the linearized dynamic coefficients, stiffness and damping, which is limited to small
vibration about its equilibrium point. Therefore, the linearized approach cannot
be used to accurately predict the response of the rotor when the vibration at the
center of the shaft is large. For example, if the amplitude at the shaft center of oil
whip becomes large enough, the analytical investigation requires a solution of the
coupled nonlinear differential Eqs. (8.33). Apart from the pioneer work of J. W.
Lund and E. Saibel[19] who developed the method of average, investigation of
nonlinear effects has been mainly confined to numerical integration and various
numerical methods have been used to analyze the trajectory of journal center
motion and its stability.
In order to solve the nonlinear differential equations of motion of the rotor,
the fluid film forces must be simultaneously determined at each step of the
investigation of the system equations. Therefore, the Reynolds' equation needs to
be solved by discrete methods such as the finite difference method. Recently, an
approach based on the free boundary theory and the variational method has led to a
Ritz method to compute the instantaneous hydrodynamic forces of a real bearing
subject to any perturbed motion of the rotor. The given method manipulates the
cavitation region by simply introducing a parameter to match the free boundary
condition and, as a result, a very simple approximate formula of the fluid-film
pressure was obtained leading to a great saving of computing time[20]. The numerical
example shows high accuracy of the proposed formulas. This fluid film force
model is also used to analyze the nonlinear dynamics of a rigid unbalanced rotor
with two elliptical bearing support. The results agree well with those of the fluid
film force model calculated by the finite element method. In accordance with a
set of system parameters, the calculation results show that the steady motion of
the rigid unbalanced rotor contains not only synchronous motion but also period
5 motion, as shown in Fig. 8.20(a) and (b), in which the variable parameter V is a
dimensionless rotation speed of the motor. When the rotation speed is high
enough, the chaotic motion, discovered by the nonlinear dynamic model of the
rigid rotor, occurs, as shown in Fig. 8.21.
In addition, some nonlinear phenomena occurring in the rotor supported on the
hydrodynamic bearings may be found from nonlinear equations of motion of the
rotor through numerical calculation. Recently, J. K. Wang and M. M. Khonsari
considered a dynamic system consisting of a rigid and perfectly balanced rotor
224
Figure 8.20 Journal Orbits of Periodic Motions with Different Rotating Speeds
(a) Synchronous Motion ( V 10 ); (b) Period 5 Motion ( V 25 )[20]
Figure 8.21 Chaotic Motions Computed by the Oil-Film Force Model of Present
Method ( V 48 )[20]
symmetrically supported by two identical fluid film bearings. They established the
equations of motion in polar coordinates and implemented the Hopf bifurcation
theory to determine the threshold speed : of rotor stability[21]. When the running
speed : is close to but below : , a closed curve of the center of the journal
exists in the polar coordinates plane. If the center of the journal is released inside
the closed curve, the orbit of the center of the journal tends asymptotically to
approach the steady equilibrium point. If the center of the journal is released outside
the closed curve, the orbit of the center of the journal tends asymptotically to
approach the clearance circle and the motion becomes stable. Therefore, the closed
curve is called stability envelope.
Secondly, after crossing the stability threshold and with the speed gradually
decreasing, the whirl disappears at running speed that is below the threshold speed.
The phenomenon is repeatable and occurs even though all other system parameters
including oil viscosity remain unchanged. J. K. Wang and M. M. Khonsari provide
an analytical explanation for the hysteresis phenomenon by means of the previous
225
mechanical model and the Hopf bifurcation analysis[22]. The hysteresis phenomenon
can be predicted thus: if the bifurcation is subcritical, the hysteresis phenomenon
is detectable and the hysteresis loop is determined by the subcritical bifurcation
profile; if the bifurcation is supercritical, the hysteresis phenomenon does not exist.
This conclusion is consistent with the experimental result presented in paper[22].
8.4 Internal Damping in Deformed Rotation Shaft

The main objective of this section is to establish the analytical expression of
the internal force in the deformed rotating shaft to study the whirl of the rotor
supported on dry bearings. Consequently, its materials are divided into three
parts. First, we indicate the physical background about the internal force in the
deformed rotating shaft. Second, we establish the analytical expression of the
internal force in the deformed rotating shaft. Last, we separate the internal force
into three components with different physical properties to find the cause of
whirl of the rotor supported on the dry bearings.
8.4.1 Physical Background of Internal Force of Rotation Shaft
The idealized Hook’s Law is taken as a straight-line variation of stress with strain.
In the actual case of alternating stresses, there is a small derivation from this
linear law, as shown in Fig. 8.22[23]. Thus, a fiber of a rotating shaft experiencing
the alternating tension and compression moves on the ellipse from the maximum
strain position A1 to the maximum negative strain position A3 through the zero
stress position B1 and the zero strain position A2, and completes the cycle through
B2 and A4. The derivation from Hook’s Law is exaggerated in the figure and
always runs through in the clockwise direction, as shown in Fig. 8.22.
Figure 8.22 Hysteresis Loop
226
Here, consider the effect of the internal force of the deformed rotating shaft
from the point of view of energy.
In this figure, the stress and the strain in the rotating shaft originate from
applied force caused by motive power and reacting force coming from the loads of
the machine. From point A3 to point A1, the direction of stress and the direction
of strain are coincident and the applied force makes positive work for the rotor.
From point A1 to point A3, the direction of stress and the direction of strain are
contrary and the applied force makes negative work for the rotor. In a cycle of
rotation, the total amount of work made by applied force, which eventually comes
from motive power of the machine, is proportional to the area of the hysteresis
loop in Fig. 8.22. Thus, the internal damping of the rotating shaft provides enough
energy sources for the stationary periodic motion, which is just a self-excited
vibration and occurs in the rotor supported on the bearings without fluid film.
8.4.2 Analytical Expression of Internal Force of Rotation Shaft
In order to establish the analytical expression of the internal force of the deformed
rotation shaft, it is necessary to describe its geometric and physical features in
details.
The shaft under the undeformed state is a cylinder of revolution of radius r
supported by two circular bearings with centers O1 and O1c at a distance of 2l
apart. Let OXYZ denote the orthonormal frame of the reference in which the axis
OZ lies along the line O1O1c , O is the midpoint of the line and OY is the upward
vertical axis, as shown in Fig. 8.23(a) and (b).
Figure 8.23 Schematic Drawing of a Rotation Shaft

(a) Undeformed State; (b) Deformed State
The shaft carries at its center a rigidly attached disk of mass m and the whole
shaft revolves with a uniform angular velocity represented by the rotation vector
227
: k. Under the effect of inertial forces, the shaft can undergo deformation, which
we assume to be flexural without any torsion or elongation.
The motion of the planar whirl can be described completely with the help of the
coordinates x and y of mass center C, the point of intersection of the plane OXY
and the neutral axis of the shaft, which is the line joining the centers of the circular
section. The trajectory of C is a planar curve, which is the image of the axis O1O1c
under deformation. With x and y as coordinates of C in the plane OXY, we write
y
U2 x2 y 2 , M arc tan , (8.75)
x
where M is the angle of the precession and describes the whirling, as shown in
Fig. 8.23(b).
The bent shaft exerts on the disk a force T, which lies in the plane OXY by
symmetry, with components Tx and Ty.
Neglecting the mass of the shaft, it is clear that T/2 represents the force exerted
by the bearings. With M denoting the moment at C of the forces exerted through
the cross section z 0 by the material elements of the shaft that is contained in
the half space z ! 0 but acting on the material elements in the other half space
z < 0, we can write
JJJJG T
M CO1 u 0
2
or
1 l l
M ( yTx xTy )k Ty i Tx j , (8.76)
2 2 2
where i, j, and k are unit vectors along X, Y, and Z axes respectively.
If S denotes the cross section of the shaft in the plane z = 0, we can express M
by
M ³³ (
S
uV k )d[ dK , (8.77)
where V is the component of the constraint force per unit area in the direction
normal to the cross section. Vector is shown in Fig. 8.23(b).
According to Eq. (8.76), the components of M on OZ are small because of the
small deflection of the shaft. Comparing Eq. (8.76) and Eq. (8.77), we obtain
2 2
l ³³ l ³³
Tx [V d[ dK , Ty KV d[ dK. (8.78)
S S
Here, assume that the constitutive law of material of the shaft is

V EH H H f (H , H), (8.79)
228
where H denotes the rate of elongation, and H the partial derivative of H with
respect to time t. We could calculate H on the basis of linear approximation.
Terms other than EH in Eq. (8.79) involve small perturbations only, but can cause
the hysteresis loop in plane (H, V ), as shown in Fig. 8.22(b).
For a fiber intersecting the frame of reference CUV plane at point P of
coordinates u and v with respect to the CUV plane, as shown in Fig. 8.23(b), in
which the axis CU is in the direction OC, the extension is H u R , where R is
the radius of the neutral line at C. In accordance with the elementary theory on
the beam bending, the deflection G ( z ) along the neutral line is represented in
each interval (l, 0) and (0, l) by polynomials of degree 3 in z whose coefficients
can be simply obtained by expressing the kinematic condition G (rl ) 0 , the static
d2
conditions, the zero moment at the bearings 2 G (rl ) 0 , and finally the boundary
dx
d
conditions G (0) U , G (0) 0 . Thus, we have
dz
U 3U
G ( z) 3
( z l )3 ( z l ), z (l ,0),
2l 2l
and in particular, as the radius of the curvature at C has the value R l 2 / 3 U , it
follows that
3u U
H . (8.80)
l2
According to Eqs. (8.78) (8.80), calculate the contributions to Tx and Ty from
three terms in Eq. (8.79) respectively[3].
1. Contribution from EH
From the analytical expressions of the internal force of the circular beam, i.e.,
Tx kx, Ty ky (8.81)
with
k 6 EIl 3 , I Sr 4 4.
2. Contribution from f (H , H )
To calculate the rate of strain H , under the usual assumption of the beam theory,
we have to consider the point P as being rigidly bound to the cross section S.
Since the angular velocity of S relative to the CUV plane is : M , we have
u (: M )v,
and by Eq. (8.80), we have
229
3U 3u U
H 2
(: M )v 2 .
l l
The result, after some calculation, is that we find the contribution from f (H , H)
to Tx and Ty, i.e.,
Tx xF1 ( U , U , : M ) yF2 ( U , U , : M ),
(8.82)
Ty xF2 ( U , U , : M ) yF1 ( U , U , : M )
with
1
2l 5 h ( h 2 ] 12 ) 2 § U ·
Fj
27 U 4 ³ h
d] 1 ³ 1
( h 2 ] 12 ) 2
] j f ¨]1,
© U
] 1 (: M )] 2 ¸ d] 2 ,
¹ (8.83)
h 3r U l 2 , j =1,2.
If we only consider a particular form of f (H , H) , i.e., F sgn H , namely,
f (H , H) F sgn H.

in this case, we have
8F r 3 U U
F1 ,
3U l 1
[( U U ) (: M ) ] 2 2 2
(8.84)
8F r 3 : M
F2 .
3U l 1

[( U U ) (: M ) ]
2
2 2
Hence, we have
8F r 3 x : y
xF1 yF2 1
,
3l
[( x : y ) ( y : x) ]
2 2 2
(8.85)
8F r 3
y : x
xF2 yF1 1
.
3l
[( x : y ) ( y : x) ]
2 2 2
3. Contribution from HH

Obviously, H H is also a particular form of f (H , H) . In this case, we have
F1 1 , F2
b UU b(: M ) (8.86)
with
b 6 HIl 3 , I Sr 4 4.
Therefore, we have
230
xF1 yF2 b( x : y ), xF2 yF1 b( y : x). (8.87)

A representative constitutive law in viscoelasticity is designated as
V EH H H F sgn H. (8.88)

Bringing together the contributions based on Eqs. (8.81), (8.85), and (8.88), we obtain
8F r 3 x : y
Tx kx b( x : y ) 1
,
3l

[( x : y ) ( y : x) ]
2 2 2
(8.89)
8F r 3
y : x
Ty ky b( y : x) 1
,
3l
[( x : y ) ( y : x) ]
2 2 2
in which the first and the second terms are linear, but the third is nonlinear.
8.4.3 Three Components of Internal Force of Rotation Shaft
Let us denote (x0, y0) as the equilibrium position of the disk center when the shaft
remains at constant rotation speed. Let us deduce the linear parts of the nonlinear
terms of Eqs. (8.89) in the neighborhood of point (x0, y0). After some calculation,
we obtain the linearized expressions of the internal force increment of the
deformed rotating shaft, i.e.,
'Tx k 'x b( x :'y ) a1:'x a2 x a2 :'y a1 y ,

(8.90)
'Ty k 'y b( y :'y ) a3 :'x a1 x a1:'y a3 y
with
8 F r 3 x0 y0 8F r 3 x02 8F r 3 y02
a1 , a2 , a3 , U02 x02 y02 .
3l :U03 3l :U03 3l :U0 3
Let us take account of 'x x, 'y y , and introduce vectors
'T ['Tx 'Ty ]T , 'x ['x 'y ]T , 'x ['x 'y ]T .
Expressions (8.90) are written as
'T D'x C 'x , (8.91)

in which the coefficient matrices are
ª a2 b a1 º ª k : a1 : (b a2 ) º
D « a , and C « : (b a ) k : a » .
¬ 1 a3 b »¼ ¬ 3 1 ¼
231
Obviously, D is a symmetric matrix and the first term on the right side of (8.91)
represents the damping force. C is an asymmetric matrix and may be separated
into a symmetric matrix and a skew-symmetric matrix. The symmetric one represents
the potential force while the skew-symmetric one represents the circulatory force.
Thus, we conclude that the internal force of the deformed rotating shaft contains
three components, namely, the potential restoring force, the damping force, and
the circulatory force.
8.5 Rotor Whirl Excited by Internal Damping

We know that the internal force of the deformed rotating shaft contains the
circulatory force and it is directly proportional to the rotation speed of the shaft.
According to the quadratic form criterion for the holonomic system, i.e., inequality
(3.64), the steady rotation of the rotor system shown in Fig. 8.23 may be unstable
as long as the rotation speed reaches a certain threshold speed. This conclusion
may be obtained by the stability analysis. However, to acquire a concise analytical
result, the approximate expression of the internal force of the deformed rotating
shaft, Eqs. (8.90), is still overcomplicated. Therefore, it is necessary to establish
another expression describing the internal force of the deformed rotating shaft
simpler than the expressions (8.90).
8.5.1 A Simple Model of Internal Damping Force of Deformed

Rotating Shaft
To establish an approximate expression of the internal damping force of the

deformed rotating shaft, S. H. Crandall proposed a mass particle model to describe
the internal damping force and explain the destabilizing nature of rotating damping.
When the internal force in the deformed rotating shaft is proportional to the
relative velocity of the geometric center C in a rotating frame of reference CUV,
namely, U and M shown in expression (8.84), U and M can describe the defor-
mation rate of the rotating shaft by following Crandall’s idea. For clarity, a similar
model of the internal damping force of the deformed rotating shaft is established
by the relative motion principle of kinematics in classical mechanics.
First, consider a symmetric rotor with rotating speed : supported by two
circular bearings with centers O1 and O1c shown in Fig. 8.23(a). Take frames OXYZ
and CUVW as the static and the rotating frames of the reference respectively, as
shown in Fig. 8.23(b). Obviously, in the static frame OXYZ, the displacement
vector of the geometric center C(x, y, 0) is written as
xi yj.
232
Therefore, the absolute velocity of the geometric center C is
v xi yj. (8.92)

Since the angular velocity of carrier frame CUVW is equal to : k , the carrier
velocity of the disk center C should be
ve : k u : yi : xj. (8.93)
According to the relative motion principle of kinematics of classical mechanics,
the relative velocity vr of disk center C measured in the carrier frame of reference
CUVW is
vr v ve .
Substituting Eq. (8.92) and Eq. (8.93) in the previous equation, we obtain the
analytical expression of the relative velocity of geometric center C, i.e.,
vr ( x : y )i ( y : x) j . (8.94)
Next, let us propose the basic assumptions to establish the simple model of
internal damping force in the deformed rotating shaft: (1) the average strain rate
of the rotating shaft is proportional to the relative velocity of the disk center; and
(2) the average stress in the rotating shaft is directly related to the strain rate
under the condition of small deformation.
Last, summarizing the previous two assumptions and the relative velocity
expression (8.94), we obtain an approximate expression of the internal damping
force in the rotating shaft, i.e.,
F d ( x : y )i d ( y : x) j ,
whose two components in the static frame Oxyz are
Fx d ( x : y ), and Fy d ( y : x), (8.95)
where d is the internal damping coefficient of the rotating shaft.

Expressions (8.95) construct a concentrated parameter model of the internal
damping force in the deformed rotating shaft to qualitatively study rotor whirl,
whose mathematical structure is all same as the mathematical model proposed by
S. H. Crandall[24].
8.5.2 Synchronous Whirl of Rotor with Unbalance
In general, rotors are endowed with a certain unbalance themselves, which has to be
taken into account, because synchronous whirl is usually excited by the unbalance.
233
Here, consider the planar whirl of a vertical Jeffcott rotor with unbalance, as
shown in Fig. 8.24(a), whose mechanical model is illustrated in Fig. 8.24(b). The
origin of the static frame of the reference OXYZ is located at the midpoint of the
bearing centers O1 (0,0, l ) and O1c(0,0, l ). At the same time, let C(x, y, 0) and
G(x1, y1, 0) denote the geometric center and the mass center of the disk
respectively, as shown in Fig. 8.24(b). Then, we have
x1 x e cos : t , y1 y e sin : t , (8.96)

where e is the mass eccentricity and : is the rotation speed of the rotor.
Figure 8.24 A Vertical Jeffcott Rotor with Unbalance
According to the theorem of motion of the mass center in classical mechanics,

we have
mx1 cx kx Fx ,
(8.97)
my1 cy ky Fy ,
where m is the mass of rotor, c the external damping coefficient, and k the
flexural stiffness coefficient of the rotating shaft. Differentiating expressions
(8.96) twice with respect to time t, we have
x1 x e: sin : t , y1 y e: cos : t

and

x1
x e: 2 cos : t ,
y1
y e: 2 sin : t.
Substituting these expressions and (8.95) in Eqs. (8.97), we obtain the equation
of motion of the rotor model shown in Fig. 8.24, i.e.,
234
mx (c d ) x kx : dy e: 2 cos : t ,
(8.98)
my (c d ) y ky : dx e: 2 sin : t.
Next, let us introduce the system parameters
c d k e
ne , ni , Z n2 , e0 ,
2m 2m m m
where ne is the external damping parameter of the rotor, ni the internal damping
parameter, Z n the natural frequency, and e0 the unbalance parameter of the rotor.
Hence, the equations of motion of the rotor model are written as
x 2(ne ni ) x Z n2 x 2ni : y
e0 : 2 cos : t ,
(8.99)
y 2(ne ni ) y Z n2 y 2ni : x
e0 : 2 sin : t.
With the complex variable z x iy, joining Eqs. (8.99) yields
z 2(ne ni ) z (Z n2 i2ni : ) z
e0 : 2 ei: t , (8.100)
whose nonhomogeneous solution, which describes the steady rotation of the rotor,
may be written as
z Aei: t ,
where A is the complex amplitude of the steady rotation of the rotor.
Actually, the steady rotation is just the synchronous whirl of the flexible rotor
excited by its unbalance. Substituting the above expression in Eq. (8.100), we
obtain
e0 : 2 (Z n2 : 2 2: ne i)
A .
(Z n2 : 2 ) 2 4ne2 : 2
After some elementary operation, we find the analytical expressions of the
amplitude and the phase of the synchronous whirl excited by unbalance, i.e.,
1
e0 : ª§ : 2 · 4ne2 : 2 º
2 2 2
|A| « ¨ 1 ¸ » ,
Z n2 «© Z n2 ¹ Z n4 »
¬ ¼ (8.101)
§ 2n : ·
T arc tan ¨ 2 e 2 ¸ .
© Zn : ¹
Furthermore, the components of the displacement of the geometric center of the
rotor are also found, i.e.,
x | A | cos(: t T ), y | A | sin(: t T ).
235
Now, we obtain the following conclusions:

1. The orbit of the geometric center of the rotor suffering the synchronous
whirl is a circle;
2. The frequency of the synchronous whirl of the rotor is equal to its rotation
speed;
3. The magnitudes of the amplitude and the phase of the synchronous whirl are
relevant to e0 , ne , Z n , and : , but it has no relation with the internal damping
parameter ni .
The synchronous whirl found from the mechanical model of Fig. 8.24 belongs
to the forced vibration and the internal damping in the rotating shaft has no effect
on the response excited by the centrifugal force due to the mass unbalance.
8.5.3 Supersynchronous Whirl
If the mass unbalance of the Jeffcott rotor shown in Fig. 8.24 vanishes, we have
e0 0 , and thus, the differential equations of motion of the rotor model (8.100)
are autonomous, namely,
z 2(ne ni )z (Z n2 i2: ni ) z

0. (8.102)
The equation shows that the rotor model of Fig. 8.24 contains the circulatory
force besides the restoring force and the damping force, and the circulatory force
rises with the increase of the rotation speed of the flexible rotor. Thus, as the
rotation speed reaches and exceeds certain threshold value, the whirl due to the
unstable rotation of the rotor will occur.
To find the critical rotation speed when the whirl of flexible rotor is impending,
denote E iZ as the eigenvalue of Eq. (8.102), whose solution may be described as
z Be E iZ , (8.103)
where B is the complex amplitude determined by the initial condition of the rotor.
Substituting (8.103) in Eq. (8.102) and separating the real part and the imaginary
part, we obtain
E 2 : 2 2(ne ni ) E Z n2 0 (8.104)
and
( E ne ni ): niZ 0. (8.105)
Let us assign values to the rotor parameters ne , ni , and Z n , and denote the
rotation speed : as a variable parameter. Next, let us solve the simultaneous
Eqs. (8.104) and (8.105), and finally find out the functions E (: ) and Z (: ) . It is
known that if E (: ) 0 , the steady rotation of the rotor is asymptotically stable.
In contrast, if E (: ) ! 0 , the steady rotation of the rotor is unstable. Thus, the
236
8.6 Cause and Prevention of Rotor Whirl
critical parameter condition is determined, i.e.,
E (: ) 0. (8.106)
Here, solution (8.103) is a periodic function of time t. The rotation speed is just
the critical speed :cr , at which the Hopf bifurcation of the previous nonlinear
equations of motion of the flexible rotor emerges and the rotor whirl is impending.
Thus, substituting the critical parameter condition (8.106) in Eq. (8.104) yields
the expression of the frequency of the rotor whirl, i.e.,
Z Z n . (8.107)
Then, substituting (8.106) in Eq. (8.105) yields the expression of the threshold
speed of the rotor whirl, i.e.,
§ ne ·
:cr ¨1 ¸ Z n . (8.108)
© ni ¹
Now, let us summarize the results of the analysis.
1. The whirl of the flexible rotor supported on the dry bearings can be excited
by the internal damping force in the rotating shaft, which is generated due to
nonelastic deformation. Obviously, it is an internal force of the rotor system and
the whirl caused by the internal damping force belongs to self-excited vibration.
2. The frequency of this whirl is still equal to the natural frequency of the flexible
rotor, but the critical rotation speed of the flexible rotor is more than its natural
frequency as the whirl impends. Therefore, this whirl is a supersynchronous whirl.
3. If the external damping parameter ne increases or (and) the internal damping
parameter ni decreases, the critical rotation speed of the flexible rotor will raise.
Therefore, the supersynchronous whirl will be delayed remarkably.
At the end of this chapter, we pay attention to the flexible rotors supported on
the hydrodynamic bearings, which always suffer two kinds of circulatory forces:
one is generated by the oil-film force and the other is generated by the internal
damping force of the deformed rotating shaft. Thus, the super-synchronous whirl
occurring in such rotors is more easily excited. In other words, their critical
rotation speed should be lower than that of the rotors suffering only one kind of
circulatory force.
In addition, other forces induced by the fluid flow in the radial gaps of rotors,
such as the clearance excitation force, often cause the rotors to whirl[25]. Due to the
complication of the motive force, such problems have not been perfectly solved yet.

This section attempts to identify the common causes of rotor whirl including oil
whirl and supersynchronous whirl caused by the internal damping of the rotating
237
shaft. The main conclusion may be obtained by the quadratic form criterion of
equilibrium stability for the holonomic system. In addition, we introduce some
effective techniques to prevent rotors from whirling. The contents of this section
are expanded in three steps: (1) demonstrate a common mathematical structure of
the differential equations of the motion governing rotor whirls caused by the
fluid-film force and the internal damping force of the rotating shaft; (2) point out
the common motive force included in the equations of the motion governing these
whirls; and (3) introduce some effective techniques to prevent rotors from whirling.
8.6.1 Structure of Equation of Motion
Let us separate the complex Eq. (8.102), which governs the supersynchronous
whirl caused by the internal damping force of the rotating shaft, into two real
equations of motion. Eventually, two real equations are described in the vector
form, i.e.,
ª1 0 º
x ½ ª ne ni 0 º x ½ ªZ n2 0 º x ½ ª 0 2ni : º x ½ 0½
® ¾ « » ® ¾ « 2»® ¾
« ® ¾ ® ¾.
«0 1 »
¬ ¼ ¯ y¿ ¬ 0 ne ni ¼ ¯ y ¿ ¬ 0 Z n ¼ ¯ y ¿ ¬ 2ni : 0 »¼ ¯ y ¿ ¯0¿
Recall the differential equation system (8.44), which governs the oil whirl of the
rigid rotor. Denote m f 0 in the equation system to neglect the influence of the
mass of the fluid film on the motion of the rotor, and supply the external damping
force cx and cy . Then, we obtain the equations of motion governing the oil whirl
of the rigid rotor, i.e.,
mx (c d 0 ) x k0 x W d 0 : y 0,
(8.109)
my (c d 0 ) y k0 y W d 0 : x 0.
By introducing the parameters,
c d0 k0
ne , no , and Z n2 ,
m m m
the equation system (8.109) may be described as
ª1 0 º
x ½ ª ne n0 0 º x ½ ªZ n2 0 º x ½ ª 0 2n0 : º x ½ 0 ½
«0 1 » ® ¾« » ® ¾« 2»® ¾
« ® ¾ ® ¾.
¬ ¼ ¯ y¿ ¬ 0 ne n0 ¼ ¯ y ¿ ¬ 0 Z n ¼ ¯ y ¿ ¬ 2n0 : 0 »¼ ¯ y ¿ ¯0 ¿
(8.110)
Obviously, if the internal damping parameter of rotating shaft ni is replaced
by the damping parameter of oil film n0 , the equation of motion (8.102) will be
238
transformed into the equation of motion (8.110). This means that the mathematical
structure of the equations of motion, which respectively governs the supersyn-
chronous whirl caused by internal damping of the rotating shaft and the oil whirl
caused by the fluid film force, are all the same.
8.6.2 Common Causes of Two Kinds of Rotor Whirls
Let us look through Eqs. (8.102) and (8.110). In both, the first term represents the
inertial force of the rotor, the second term represents the damping force, the third
term represents the potential force, and the last term represents the circulatory force.
Thus, the rotor systems described by equations of motion (8.102) or (8.110) are
regarded as the linear holonomic system without gyroscopic force. The quadratic
form criterion of the equilibrium stability for the special system is reduced to
4ME 2 D 2 K , (3.69)
where M, K, D, and E are the quadratic forms calculated by the inertial, the
potential, the damping, and the circulatory matrices in Eqs. (8.102) and (8.110),
whose magnitudes respectively represent the intensity of the inertial, the potential,
the damping, and the circulatory forces.
In general, the quadratic forms M and K are positive definite functions.
Consequently, inequality (3.69) is violated only due to the large magnitude of the
quadratic form E, and we conclude that the circulatory force is a common cause
of rotor whirl.
The analysis shows that all circulatory forces are caused by the shear stress in
the rotating continuum, such as the fluid film in the hydrodynamic bearings and
the rotating shaft made of the viscoelastic materials. The shear stress is always
proportional to the viscosity and the strain rate of the continuum. In fact, the
physical background has been shown in the analytical expressions of the
circulatory force in Eqs. (8.44) and (8.98) respectively, namely, W d 0 : and d : ,
in which both d0 and d are the viscous-damping parameters of the oil film and the
rotation shaft espectively.
8.6.3 Preventing the Rotor from Whirling
The rotor whirl may bring about severe plant troubles and to prevent it is always
an important task in the design of any high-speed rotor. It is obvious that the
increase of the threshold speed of rotor instability is the most effective way to
prevent the rotor from whirling.
From the previous analyses, we have obtained the approximate expressions of
the threshold speed of the oil whirl and the threshold speed of the sypersynchronous
239
whirl caused by internal damping of the rotating shaft respectively, i.e., Eq. (8.48)
and Eq. (8.108). According to these expressions, increasing the stiffness coefficients
of the fluid film and the rotating shaft, or (and) decreasing the rotor mass, or (and)
raising the external damping coefficient are all helpful to lift up the threshold
speed of rotor whirl and benefit suppressing the rotor whirl. A squeeze-film
damper installation supporting a fluid-film bearing is shown in Fig. 8.25. It is an
effective way to increase the external damping and has been successfully employed
in many types of machinery.
Figure 8.25 Squeeze-Film Damper Installation
In addition, the equations show that the threshold speed of oil whirl is inversely
proportional to the circumferential flow average velocity ratio W. Thus, decreasing
its magnitude is also an effective way to lift up the threshold speed of oil whirl of
the rotor. According to this principle, an anti-swirl technique to inject the lubricant
into the hydrodynamic bearings has been proposed and used to guide the design
of the high-performance bearings.
Thus, active control technique is considered the most effective method to prevent
the rotor from whirling. This will be introduced in the last chapter of this book.
References
[1] H H Jeffcott. The lateral Vibration of Loaded Shaft in the Neighborhood of a Whirling
Speed: The Effect of Want of Balance. Philosophical Magazine, 1919, Ser. 6, 37, 304
[2] J M Vance. Rotordynamics of Turbomachinery. New York: John Wiley & Sons, 1958
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References
[3] M Roseau. Vibrations in Mechanical Systems, Analytical Methods, and Applications.

Berlin: Springer-Verlag World Publishing Corporation, 1987
[4] J Frene, D Nicolas, B Degueurce, D Berthe, M Godet. Hydrodynamic Lubrication.
Amsterdam: Elsevier, 1997
[5] J W Lund. Review of the Concept of Dynamic Coefficients for Fluid Film Journal Bearings.
J. Tribology, 1987, 109(1): 37 41
[6] A Muszynska. Improvements in Lightly Loaded Rotor/Bearing and Rotor/Seal Models. J.
Vib., Acoust., Strees, and Rel. in Design, 1988, 111(2): 129 136
[7] D E Bently, A Muszynska. The Dynamic Stiffness Characteristic of Dynamic Instability
Problems in High-Performance Turbomachinery. Texas A & M University, NASA C. P.
2338, 1984
[8] A Muszynska. Rotordynamics. Boca Roton: Taylor & Francis, 2005
[9] C J Myers. Bifurcation Theory Applied to Oil Whirl in Plain Cylindrical Journal Bearings. J.
Appl. Mech., 1984, 51(2): 244 250
[10] A B Poore. On the Theory and Application of the Hopf-Friedrichs Bifurcation Theory.
Archive for Rational Mechanics and Analysis, 1976, 60(4): 371 392
[11] J W Lund. Self-Excited Stationary Whirl Orbits of a Journal in a Sleeve Bearing. Ph. D.
Dissertation in Engineering Mechanics, Rensselaer Polytechnic Institute, 1966
[12] P Hollis, D L Taylor. Hopf-bifurcation to Limit Cycles in Fluid Film Bearings. J.
Tribology, 1986, 108(2): 184 186
[13] J C Deepak, S T Noah. Experimental Verification of Subcritical Whirl Bifurcation of a
Rotor Supported on a Fluid Film Bearing. T. Tribology, 1998, 20(3): 605 609
[14] Z L Guo, R G. Kirk. Instability Boundary for Rotor-Hydrodynamic Bearing Systems,
Part 1: Jeffcott Rotor with External Damping. J. Vib. Acoustics, 2003, 125(3): 417 422,
423 426
[15] S H Crandall. Velocity Linearization of the Dynamic Response of Fluid-Film Bearings.
Proc. EUROMECH-2nd European Nonlinear Oscillation Conference Prague, Sep. 9 13, 1996
[16] P E Allaire, R D Flack. Instability Thresholds for Flexible Rotors in Hydrodynamic
Bearings. NASA Conference Pub. 2133, Rotordynamic Instability Problems in High-
Performance Turbomachinery. Proceedings of a Workshop Held at Texas A&M University,
Texas, May 12-14, 1980, pp. 403 427
[17] J K Wang, M M Khonsari. Influence of Inlet Oil Temperature on the Instability
Threshold of Rotor-Bearing systems. J. Tribology, 2006, 128(2): 319 326
[18] A Muszyuska. Whirl and Whip Rotor/Bearing Stability Problems. J. Sound & Vibration,
1986, 110(3): 443 462
[19] J W Lund, E Saibel. Oil-Whip Whirl Orbits of a Rotor in Sleeve Bearings. J. Eng. Indust.,
1967, 89(4): 813 823
[20] T S Zheng, S H Yang, Z H Xiao, W Zhang. A Ritz Model of Unsteady Oil-Film Forces
for Nonlinear Dynamic Rotor-Bearing System. J. Appl. Mech., 2004, 71(2): 210 224
[21] J K Wang, M M Khonsari. Prediction to the Stability Envelope of Rotor-Bearing System.
J. Vib. & Acoustics, 2006, 128(2): 197 202
[22] J K Wang, M M Khonsari. On the Hysteresis Phenomenon Associated with Instability of
Rotor-Bearing Systems. J. Tribology, 2006, 128(1):188 196
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[23] A L Kimball. Jr., Internal Friction Theory of Shaft Whirling. Phys. Rev., 1923, [2] 21, 703
[24] S H Crandall. Physical Explanations of the Destabilizing Effect of Damping in Rotating
Parts. NASA Conference Pub. 2133. Rotordynamic Instability Problems in High-Performance
Turbomachinery. Proceedings of a Workshop Held at Texas A&M University, Texas,
May 12 14, 1980, pp. 369 382
[25] B Leie, H J Thomas. Self-Excited Rotor Whirl due to Tip-Seal Leakage Factors Bid. pp.
303 316
242
Chapter 9 Self-Excited Vibrations from Interaction
of Structures and Fluid
Abstract: Flow-induced vibration is a term to denote the phenomena

associated with the response of structures immersed in (or conveying) the
fluid flow. The term covers the cases in which there is an interaction between
the fluid-dynamic forces and the inertia, damping, and elastic forces in
the structures. The study of these phenomena draws on three disciplines:
(1) structural mechanics, (2) mechanical vibration, and (3) fluid dynamics.
Fluid-induced vibration had not been systematically studied until a century
ago when V. Strouhal discovered the relationship between the vortex shedding
frequency and the fluid velocity for a given cylinder diameter. Recently, it
has been studied extensively for several reasons. First, with the use of high-
strength material, structures become more slender and more susceptible to
vibration. Second, the development of advanced nuclear power reactors
requires high-velocity fluid flowing through components, which may cause
detrimental vibrations. Third, the dynamic interaction of the structure and
the fluid is one of the most fascinating problems in engineering mechanics.
Though flow-induced vibration comprises complex and diverse phenomena,
it can be classified by the nature of the flow. The first class is self-excited
vibration, including vortex-induced vibration, flutter, and fluid-elastic instability.
The second class is the forced vibration, including transient vibration,
harmonic vibration, and random vibration. This chapter introduces only the
self-excited vibration, namely, vortex resonance of flexible structures, flutter
of cantilevered pipes conveying flow, flutter of two-dimensional airfoils,
galloping of flexible structures with bluff section, and fluid-elastic instability
of arrays of circular cylinders in the cross flow.
Keywords vortex resonance, pipe conveying flow, classical flutter, critical
speed, airfoil flutter, galloping, cross flow, arrays of circular cylinders,
fluid-elastic instability
9.1 Vortex Resonance in Flexible Structures

Since ancient times, it has been known that wind may cause a vortex-induced
vibration of the taut wire of the Aeolian harp. In 1879, Lord Rayleigh found that
a violin string in a chimney draft vibrated primarily across the flow, rather than
Chapter 9 Self-Excited Vibrations from Interaction of Structures and Fluid
with the flow. The periodicity of the wake of a cylinder was associated with the
vortex formation by H. Benard in 1908 and with the formation of a stable street
of staggered vortices by von Karman in 1912. In engineering, the large amplitude
vibrations induced in flexible structures by the vortex shedding are of great
practical significance because of their destructive effect on bridges, antenna,
cables, and heat exchangers of power plants and nuclear reactors.
9.1.1 Vortex Shedding
As a fluid flows toward the leading edge of a bluff cylinder, the pressure in the
fluid rises from the free stream pressure to the stagnation pressure. The high fluid
pressure near the leading edge impels the developing boundary layers about both
sides of the cylinder. However, the pressure forces are not sufficient to force the
boundary layers around the back side of the bluff cylinder at high Reynolds
numbers. Near the widest section of the cylinders, the boundary layers separate
from each side of the cylinder surface and from two free shear layers that tail aft
in the flow. These two free shear layers bound the wake. Since the innermost
portion of the layers are in contact with the free stream, the free shear layers tend
to roll up into discrete, swirling vortices. A regular pattern of the vortices is
formed in the wake that interacts with the cylinder motion and is the source of
the effects called vortex-induced vibration.
Any structure with a sufficient bluff tailing edge sheds the vortices in a
subsonic flow. The vortex streets tend to be very similar regardless of the tripping
structure. As an example, the major regimes of the vortex shedding from a circular
cylinder adapted from J. H. Lienhard are shown in Fig. 9.1[1]. At very low Reynolds
numbers based on cylinder diameter, the flow does not separate. As Re increases,
a pair of fixed vortices is formed immediately behind the cylinder. As Re further
increases, the vortices elongate until one of them breaks away and a periodic wake
and a staggered vortex street is formed. Up to an Re of approximately 150, the
vortex street is laminar. At an Re of 300, the street is turbulent and it degenerates
into a fully turbulent flow beyond approximately 50 diameters down the stream
of the cylinder. The Re range from 300 to approximately 3 u 105 has been called
subcritical because it occurs prior to the onset of the turbulent boundary layer at
an Re of approximately 3 u 105 , depending on the free stream turbulence and the
surface roughness. In the subcritical Re range, the shedding occurs at a well-defined
frequency. At the transition Re, the flow separation point moves backward, the
vortex shedding is disorganized, and the cylinder drag drops sharply. At the higher
supercritical Re range, the vortex street reestablishes itself.
A periodic force on the bluff cylinder is generated as the vortices are alternately
shed from each side of its surface. The oscillating pressure fields and the net force
on a circular cylinder are shown in Fig. 9.2 for a portion of the shedding cycle[2].
According to Hopf bifurcation theory of continuous systems, C. P. Jackson
calculated the critical Reynolds number, Re*, of the onset of the vortex shedding
244
Figure 9.1 Regimes of Fluid Flow across Smooth Circular Cylinders[1]
Figure 9.2 A Sequence of Simultaneous Surface Pressure Fields and Wake Forms
at Re 112,000[2]
in steady flow past circular cylinder and other section cylinders by the finite
element method[3]. With Reynolds number varying, the transition to the periodic
behavior corresponds to a Hopf bifurcation point where a pair of complex
eigenvalues of Jacobian matrix of the flow equations, i.e., Navier-Stokes equations,
crosses the imaginary axis. Thus, the Karman vortex street is a self-excited periodic
motion in autonomous continuous systems. Corresponding to the critical Reynolds,
Re*, the pure imaginary eigenvalue iZ is the nondimensional frequency of the
245
vortex shedding. By solving the appropriate extended equation, the actual

bifurcation point can be accurately determined, and the variation of the bifurcation
point with other parameters can be readily studied. In fact, the values of Re* and
Zs in flow past cylindrical body are in good agreement with the experimental
result[4,5]. Therefore, the application of the Hopf bifurcation theory to the motion
of the real fluid is successful.
9.1.2 Predominate Frequency
In 1879, V. Strouhal found that the Aeolian tones, which are the resonance of the
wire excited by the vortex shedding in the wind, were proportional to the wind
speed divided by the wire diameter. Therefore, the Aeolian tones are equal to the
predominate frequency fs of the vortex shedding. The phenomenon may be
described by the formula
S tU
fs , (9.1)
D
where U is the stream velocity approaching the cylinder, D is the cylinder width,
and St is the proportional constant named as Strouhal number in honor of his
contribution of the discovery.
As mentioned before, by using the finite element method, C. P. Jackson has
demonstrated that the purely imaginary eigenvalues riZ at the bifurcation point
are just the angular frequency of the vortex shedding, i.e., Z s 2Sf s . Thus, the
vortex shedding phenomena have been interpreted perfectly.
A large quantity of experimental data show that the Strouhal number is a
geometrical function of the cylinder and the Reynolds number for low Mach number
flows[6]. At the transition Reynolds numbers, the shedding frequency is defined
in terms of the predominate frequency of a broad band of shedding frequencies.
The relationship between the Strouhal number and the Reynolds number for the
circular cylinder is shown in Fig. 9.3. According to this figure, the Strouhal number
of the circular cylinder in the Reynolds number range from 2 u 102 to 2 u 105 is
Figure 9.3 Strouhal Number – Reynolds Number Relationship for Circular Cylinders[6]
246
equal to 0.2. For noncircular cylinders, the Strouhal number has been measured in
terms of wind tunnel experiments. Some of them are listed in Table 1 as
reference data for engineering designers.
Table 1 Strouhal Number for Noncircular Cylinders[6]
247
Vortex shedding also occurs in the group of a few cylinders and in larger arrays
of cylinders whose Strouhal numbers characterize the peak in the turbulence
spectrum within the array. In very closely spaced tube arrays with tube center to
tube center space less than about 1.5 diameters, the distinct frequency associated
with the shedding degenerates into a broad-band turbulence. The Strouhal numbers
for the flow within arrays of cylinders of heat exchangers have been compiled to
make Fig. 9.4 and Fig. 9.5.
Figure 9.4 Strouhal Numbers for Inline Cylinder Arrays[6]
Figure 9.5 Strouhal Numbers for Staggered Cylinder Arrays[6]
248
9.1.3 Wake Oscillator Model
Cylinder vibration perpendicular to the fluid flow, at or near the shedding frequency,
can increase the vortex strength and force the frequency of the vortex shedding to
change from the stationary cylinder shedding frequency to the cylinder vibration
frequency. This phenomenon is called the frequency lock-in effect of the vortex
shedding. The lock-in effect can also be produced if the vibration frequency of
the cylinder is equal to a multiple or a submultiple of the shedding frequency.
This lock-in or synchronization effect was first documented by R. E. Bishop and
A. Y. Hassan[7]. The lock-in band is the range of flow velocities over which the
vortex shedding frequency synchronizes with the frequency of the vibrating cylinder.
If the periodic force on the cylinder is a forward effect, the lock-in effect of the
frequency of the vortex shedding generated by the cylinder is a feedback effect
and the dynamic system combined with the fluid flow and the cylinder is a
closed-loop system.
According to the previous discussion, the vortex-induced vibration of a flexible
structure is just like an internal resonance of two modes of a dynamic system.
Based on the experiments of a flow over a cylinder, R. E. Bishop and A. P. Hassan
suggested that the fluid dynamic behavior of the self-induced vortex shedding
might be modeled with a simple nonlinear oscillator[7]. This idea was first applied
by R. T. Hartlen and I. G. Currie to develop a wake-oscillator model in which a
generalized Liénard’s equation is used to simulate the fluctuating pressure on the
bluff body[8]. R. A. Skop and O. M. Griffin modified the model by adding a cubic
nonlinearity and presented a method for parameter estimation, which yields very
good agreement with experimental data[9]. The equations of the model are
described below[10, 11].
x E x x
aU 2 cL ,
J (9.2)
cL G UcL cL3 U 2 cL bx ,
U
where x is the dimensionless displacement of cylinder, cL is the instantaneous lift
coefficient, which may be considered as a generalized coordinate to describe the
alternating wake, U is the dimensionless wind speed, E is the damping factor, a
and b are the interaction parameters, and G and J are the fitted wake oscillator
parameters.
Let us denote the generalized vector as
x [cL cL xc xc ]T .
The linearized state equation of system (9.2) may be written in the vector form
x A U x (9.3)
with
249
ª 0 1 0 0 º
« U 2 GU 0 b »
A U « ». (9.4)
« 0 0 0 1 »
«¬ aU 2 0 1 E »¼
Our following investigation is based on the variable wind speed with other
parameters held fixed. The stability of the steady state can be determined by finding
the wind speed U0 at which state matrix A(U) has a pair of purely imaginary
eigenvalues riZ0 . For U close to U0, the eigenvalues of A(U) can be written
as D (U ) r iZ (U ) , O3(U), and O4(U), where D (U0) 0 and Z (U0) Z0, which is
assumed to be positive. The stability of the steady state can be determined from
the sign of the derivative of D c(U ) with respective to U, namely, D c(U 0 ) , and the
sign of the real part of O3(U0) and O4(U0). The stability of the bifurcating periodic
solution can be determined from the sign of D c(U 0 ) and the real parts of the
eigenvalues of A(U0) other than riZ0 . This D c(U 0 ) may be found from an algebraic
function established with the eigenvectors of the fourth-order system (9.3), as
introduced in the reference[11]. If D c(U 0 ) 0 and the eigenvalues other than riZ 0
have negative real parts, the periodic solution is stable near the bifurcation point.
On the other hand, the periodic solution is unstable near the bifurcation point
if D c(U 0 ) 0 or if there is an eigenvalue of A(U0) with a positive real part.
The classification of various bifurcation diagrams is based on the numerical
values a 0.002, b 0.4, J 2/3, and all values of G > 0 and E > 0. This numerical
values of a, b, and J are the same ones used by R. T. Hartlen and I. G. Currie and
correspond to the system parameters used to fit the existing experiments[8]. The
parameter plane G -E is divided into eight regions: Ē1, Ē2, ē1, ē2, ē3, ē4, Ĕ, and
ĕ, as shown in Fig. 9.6. The bifurcation diagrams corresponding to various
Figure 9.6 Eight Regions in Parameter Plane G -E >@
250
parameter couples (G i, E i) picked out from these eight regions are respectively
plotted in Fig. 9.7, which shows the stability of various periodic solutions for the
positive wind speed.
The curve of the relationship between the amplitude of the periodic solution
and the wind speed is referred to as response diagram, as shown in Fig. 9.8. The
experimentally observed double amplitude response corresponds to the existence
Figure 9.7 Eight Kinds of Bifurcation Diagrams[11]
251
Figure 9.8 Amplitude of Periodic Solution versus Wind Speed[11]
of two stable oscillations. The existence of two stable oscillations occurs for certain
wind speed, as shown in Fig. 9.8(a), (b), (c), (f), and (g), which basically agrees
with experimental data obtained by D. M. Griffin and R. A. Skop[12]. Consequently,
the hysteresis phenomenon, which occurs whenever G and E are in regions ē1
252
and ē4, can be illustrated by Fig. 9.8(c) and (f) due to the existence of certain
range of the wind speed. Two stable periodic solutions of equation system (9.2)
exist in this range.
9.1.4 Amplitude Prediction
In order to predict the amplitude magnitude of the flexible structures in the vortex
resonance condition, R. H. Scalan and I. Goswami proposed a simple model, which
is a nonlinear oscillator undergoing harmonic excitation[13]. The differential equation
of motion is given as
UU 2 D ª x x 2 x x
x 2[Z n x Z n2 x
Y
« 1 ( : ) Y2 ( : ) J1 ( : )
m ¬ U D2 U D
x º
J 2 (: ) cos 2Z s t » , (9.5)
D ¼
where x is the cylinder displacement, [ the damping ratio of structure, Z n the
natural frequency of the structure, D the cylinder width, m the mass of the structure,
Uthe density of the fluid, Z s the dominant frequency of vortex shedding, U the
flow velocity, and the reduced frequency, i.e.,
Zn D
: . (9.6)
U
The right side of Eq. (9.5) consists of a representation of various aeroelastic
effects witnessed in the dynamics of a sprung cylinder. The Y1 and Y2 terms are linear
and nonlinear aeroelastic damping terms, which lead to the commonly observed
self-excited and self-limited character of the model. The J1 term is an aeroelastic
stiffness term that provides for a shift in the mechanical response frequency from
zero-wind velocity frequency Zn. The J2 term is a parameter stiffness coupling
between the wake and the cylinder, which excites the body at twice the frequency
of the vortex shedding. It is considered as the representative of the principal
contribution of the wake oscillator.
To inspect the reliability of the simple model (9.5) of the vortex-induced
vibration, an experimental setup was designed and located in a low turbulent tunnel.
The bluff body specimen was a rigid circular cylinder. The additional mechanical
damping in the setup was provided electomagnetically[14]. The experimental data
consists of time histories of the cylinder vibration and the velocity fluctuations in
the upper shear layer. The general character of the cylinder response, as monitored
by the spectrum analyzer, shows that the spectrum of the transverse oscillations
of the cylinder contains two distinct frequencies: the frequency of the vortex
shedding fs and the natural frequency of the structure fn.
253
Using the numerical algorithm for parameter estimation, parameters Y1, Y2, J1,
and J2 are obtained through the range of the reduced frequency and damping.
The parameter curves of Y1 (: ), Y2 (: ), J1 (: ), and J 2 (: ) for several levels of
mechanical damping are plotted. According to these experimental data and the
model Eq. (9.5), the predicted amplitude may be found and shown as in Fig. 9.9,
in which we use a dimensionless parameter V U / f n D as the abscissa. It is called
reduced velocity. Obviously, the prediction deviation from the experimental data is
small. Therefore, the mathematical model proposed by R. H. Scalan and J. Goswami
has been verified and can be used in engineering design.
Figure 9.9 Dimensionless Amplitude versus Reduced Velocity for several >@
9.1.5 Reduction of Vortex Resonance
From the above investigation, we can see that substantial reduction of the amplitude
of the vortex resonance can be achieved by modifying the structure as follows.
1. Increase damping. If the mass or the internal damping of the structure can be
increased, resonance vibration will diminish. Damping increment can be achieved
by (1) permitting scraping between the structural elements; (2) using composite
materials, such as concrete, instead of welded steel; (3) incorporating materials
with high internal damping, such as wood, rubber, and sand; or (4) using external
254
9.2 Flutter in Cantilevered Pipe Conveying Fluid
dampers or bumpers.
2. Avoid resonance. If the reduced velocity (U / f n D ) is kept below 1.0,
resonances with the vortex shedding through the third harmonic are avoided. This
is ordinarily accomplished by stiffening the structure with guide wire or braces to
increase the natural frequency.
3. Change cross section. If the structure can be streamlined for a marine pier
design, the flow will not be separated from the section and the vortex shedding
will be eliminated. Effective streamlining requires a taper ratio of at least 6 to 1
or an included angle not bigger than 8e 10e .

The stability of fluid-conveying pipes is of practical importance because vibrations
have been observed in oil pipelines, various elements of high-performance launch
vehicles, missiles, and nuclear reactor system components. When the fluid velocity
becomes large enough, the pipe can become unstable. The dynamics of cantilevered
pipes conveying fluid have been studied quite extensively by many investigators[15].
In 1939, F. J. Bourrieres investigated, analytically and experimentally, the flutter type
instability of a cantilevered pipe conveying fluid and found most characteristics
of the phenomenon[16]. The physical problems of interest are associated with the
determination of the critical velocity of steady flow at which the flutter of the
cantilevered pipes could occur and the determination of the relationship between
the critical velocity and other system parameters. Though these problems can be
elementally resolved by solving the eigenvalue problem of the linear system, it
involves two point boundary value problems of partial differential equation, and
an analytical investigation about the flutter of cantilevered pipes conveying fluid
presents considerable difficulty.
This section is divided into four subsections: (1) establishing the linear
equation of the problem and the associated boundary condition; (2) determining
the critical velocity at which the onset of the flutter happens, by solving the
eigenvalue problem of the linear partial differential equation; (3) introducing the
Hopf bifurcation, associated with the flutter of cantilevered pipes conveying fluid,
to demonstrate its evolution as fluid velocity increases; and (4) discussing the
excitation mechanism of the flutter and the way to prevent it.
9.2.1 Linear Mathematical Model
The linear mathematical model to study the flutter problem of cantilevered pipes
conveying fluid is comprised of its linear differential equation and the corresponding
boundary equations.
255
Figure 9.10 shows a vertical cantilevered pipe that has transverse deflection
w( z , t ) from its equilibrium position. A fluid with density U flows at pressure p
and constant velocity U through the internal pipe cross section of area A. The
length of the pipe is l, the modulus of elasticity of the pipe is E, and its area
moment of inertia is I. Consider the small elements cut from the pipe in Fig. 9.11.
The fluid element in 9.11(a) has been extracted from the pipe element in Fig. 9.11(b)
for clarity. As the fluid flows through the deflecting pipe, it is accelerated because
of the changing curvature of the pipe and the lateral vibration of the pipeline.
This acceleration is opposed by the vertical component of fluid pressure applied
to the fluid element and the normal force F per unit length applied on the fluid
element by the pipe walls. A balance of forces on the fluid element, in the X
direction for small deformation, gives
2
w2w §w w·
F Md M d ¨ U ¸ w, (9.7)
wz 2 © wt wz¹
where M d U A is the conveying fluid of mass per unit length.
Figure 9.10 A Vertical Pipe Conveying Fluid
Figure 9.11 Forces and Moment exerted on the Elements of the Fluid and the Pipe
256
The pressure gradient in the fluid along the length of the pipe is opposed by the
shear stress of fluid friction against the pipe walls. For a constant flow velocity,
summing the forces parallel to the pipe axis in Fig. 9.11(b) gives
wp
A qS 0, (9.8)
wz
where S is the inner perimeter of the pipe, and q is the shear stress on the internal
surface of the pipe.
The equations of motion of the pipe element are derived from Fig. 9.11(b).
Summing the forces parallel to the pipe axis gives
wT w2w
qS Q 2 0, (9.9)
wz wz
where T is the longitudinal tension in the pipe, and Q is the transverse shear force
in the pipe.
The forces on the element of the pipe normal to the pipe axis accelerate the
pipe element in the X direction. For small deformation, we have
wQ w2 w w2 w
T 2 F m , (9.10)
wz wz wt 2
where m is the mass per unit length of the empty pipe.
The transverse shear force Q in the pipe is related to the bending moment M in
the pipe and the pipe deformation by
wM w3 w
Q EI . (9.11)
wz wz 3
Equations (9.7), (9.10), and (9.11) may be combined to eliminate the variables
F and Q, which yields
2
w4 w w2 w §w w· w2w
EI ( pA T ) M d ¨ U ¸ w m 0. (9.12)
wz 4 wz 2 © wt wz ¹ wt 2
w3 w
Since Q is proportional to , the third term on the left side of Eq. (9.9) is of
wz 3
the order w2 and can be neglected for small deformation analysis. Here, the shear
stress q may be eliminated from Eqs. (9.8) and (9.9), which gives
w ( pA T )
0. (9.13)
wz
This equation implies that ( pA T) is independent of the position along the span
of the pipe. At the pipe end where z l, the tension in the pipe is zero and the
257
fluid pressure is equal to the ambient pressure. Thus, p 0 and T 0 at z l, and

Eq. (9.13) implies that
pA T 0 (9.14)
for all z. Substituting this equation in Eq. (9.12), we obtain the equation of motion
for free vibration of the fluid conveying pipe, i.e.,
w4 w w2 w w2w w2w
EI M dU 2 2 2M dU ( M d m) 2 0. (9.15)
wz 4
wz wzwt wt
The boundary conditions for a cantilevered pipe clamped at z 0 and free at
z l are
ww
w(0, t ) (0, t ) 0,
wz
(9.16)
w3 w w2w
(l , t ) (l , t ) 0.
wz 3 wz 2
Let us introduce the following nondimensional variables and parameters
1
w z § EI · 2 t
K , [ , W ¨ ¸ 2,
l l © Md m ¹ l (9.17)
1
§ Md · 2 Md
v ¨ EI ¸ Ul , E .
© ¹ Md m
The Eqs. (9.15) and (9.16) may be written in the dimensionless form
w 4K 2 w K
2 1
w 2K w 2K
v 2 E 2
v 0 (9.18)
w[ 4
w[ 2
w[wW wW 2
and
wK
K (0,W ) (0,W ) 0,
w[
(9.19)
w 2K w 3K
(1,W ) (1,W ) 0.
w[ 2 w[ 3
Obviously, the flutter of the cantilevered pipes conveying fluid is a two-point
boundary value problem of the linear partial differential equations.
9.2.2 Critical Parameter Condition
The critical parameter condition makes Eqs. (9.18) and (9.19) possess the periodic
solution, but it is not deduced from Hurwitz criterion, and the procedure is different
258
from the analysis about the threshold speed of the rotor whirl. Consequently, it is
necessary to explain it in detail.
Here, we introduce the undefined deflection W([ ) and the undefined frequency
Z. The periodic solution of Eqs. (9.18) and (9.19) is written as
K ([ ,W ) Re[W ([ )eiZW ] . (9.20)
Substituting this equation in Eqs. (9.18) and (9.19), we obtain the ordinary
differential equation describing function W([ ), i.e.,
1
d 4W d 2W dW
v2 i2 E 2 vZ Z 2W 0 (9.21)
d[ 4
d[ 2
d[
with the boundary condition
W (0) 0, W c(0) 0,
(9.22)
W cc(1) 0, W ccc(1) 0.
In general, the solution of the linear homogeneous Eq. (9.21) is
W ([ ) BeiD[ . (9.23)
Substituting the expression in Eq. (9.21), we obtain the characteristic equation
1
D 4 v 2D 2 2 E 2 vZD Z 2 0. (9.24)
Denoting D D Dand D as four different eigenvalues, the previous equation
may be written as
(D D1 )(D D 2 )(D D 3 )(D D 4 ) 0. (9.25)
Comparing each coefficient of all terms with the same degree of D in Eqs. (9.24)
and (9.25), we obtain four algebraic equations
D1 D 2 D 3 D 4 0, (a)
D1D 2 D1D 3 D1D 4 D 2D 3 D 2D 4 D 3D 4 v ,2
(b)
1
D1D 2D 3 D1D 2D 4 D1D 3D 4 D 2D 3D 4 2 E vZ ,
2
(c)
D1D 2D 3D 4 Z 2 . (d)
The Eq. (a) shows that four eigenvalues D1, D2, D3, and D4 are not independent
and each one depends on the other three. Therefore, denoting a, b, and c as three
independent variables, the relationship among them is established, i.e.,
D1 a b c , D 2 a b c ,
(9.26)
D 3 a b c, D 4 a b c.
259
Substituting (9.26) in Eqs. (b), (c), and (d), we obtain
2(a 2 b 2 c 2 ) v 2 ,
1
4abc E 2 vZ , (9.27)
a b c 2a 2 b 2 2b 2 c 2 2c 2 a 2
4 4 4
Z .2
According to the number of the sign variations of all coefficients in Eq. (9.24),
we can conclude that this equation has one positive real root and three negative real
roots. Thus, the general solution of the ordinary differential Eq. (9.21) is written as
ª 4 iD [ º
W ([ ) Re « ¦ C j e j » , (9.28)
¬j 1 ¼
where C1 and C2 are conjugate, and C3 and C4 are conjugate, namely,
C1 B1 iB2 , C2 B1 iB2 , C3 B3 iB4 , C4 B3 iB4 , (9.29)

in which Bj ( j 1, 2, 3, 4) are all real.
Substituting (9.28) in boundary Eqs. (9.22), we obtain the homogeneous linear
algebraic equations, i.e.,
B1 B3 0,
(D1 D 2 ) B1 (D 3 D 4 ) B3 0,
(D cos D1 D cos D 2 ) B1 (D12 sin D1 D 22 sin D 2 ) B2
2
1
2
2
(9.30)
(D 32 cos D 3 D 42 cos D 4 ) B3 (D 32 sin D 3 D 42 sin D 4 ) B4 0,
(D13 cos D1 D 23 cos D 2 ) B1 (D13 sin D1 D 23 sin D 2 ) B2
(D 33 cos D 3 D 43 cos D 4 ) B3 (D 33 sin D 3 D 43 sin D 4 ) B4 0.
If the above equation system has a nontrivial solution, its coefficient determinant
must vanish, i.e.,
1 0 1 0
D1 D 2 0 D3 D 4 0
det 2 0.
D1 cosD1 D 22 cosD 2 D12 sin D1 D 22 sin D 2 D 32 cosD 3 D 42 cosD 4 D 32 sin D 3 D 42 sin D 4
D13 cosD1 D 23 cosD 2 D13 sin D1 D 23 sin D 2 D 33 cosD 3 D 43 cosD 4 D 33 sin D 3 D 43 sin D 4
(9.31)
Substituting (9.26) in this equation, we obtain an algebraic equation, i.e.,
D(a, b, c) 0.
In general, as a parameter condition, the differential Eq. (9.18) has no periodic
solution. In this case, a, b, cand Dj ( j 1, 2, 3, 4) are complex and the above
260
equation is a complex equation. Separating its real and imaginary parts, we have
D1 (a, b, c) 0, D2 (a, b, c) 0. (9.32)

Now, combining Eqs. (9.27) and (9.32), we obtain an equation system consisting
of five algebraic equations with six variables: a, b, c, v, Z, and E. Then, given a
group of values of E, namely, Ei, i 1,2, " , n, the algebraic equation system is
solved by numerical calculation and the corresponding values of parameter v
and Z, namely, vi and Zi , i 1, 2, " , n. At last, connect a set of points ( E i , vi )
and ( E i , Zi ), and then draw two curves v ( E ) and Z c ( E ) in the parameter
planes E -v and E -Z c respectively, as shown in Fig. 9.12(a) and (b). Theses
curves divide both the parameter plane E -v and the parameter plane E -Z c into
a stable region Ēand an unstable region ē. R. W. Gregory and M. P. Paidousis
completed a physical experiment with flexible pipes and the experiment results are
in agreement with the previous analysis results, as shown in Fig. 9.13[17].
Figure 9.12 Critical Flow Velocity and Flutter Frequency for Onset of Instability
in a Cantilever Pipe as a Function of Mass Ratio[17]
9.2.3 Hopf Bifurcation and Critical Flow Velocity
The dynamics of cantilevered pipes conveying fluid have been studied quite
extensively by many investigators. Most of the early theoretical work on this
problem has been carried out within the framework of linear models, as introduced
above. With the developments of the theory on nonlinear dynamic systems, much
attention has been paid to the study of nonlinear models.
261
Figure 9.13 Comparison of Theory and Experimental Data for Onset of Instability
of Fluid-Conveying Pipe[17]
First, let us consider the resistance to the fluid motion. It is proportional to the
square of the fluid velocity U and to the length of the pipe l with a constant of
proportion D. The fluid velocity U is a new variable that can satisfy a nonlinear
integro-differential equation deduced from fluid dynamics. Consider the second-
order terms of the elastic deformation of the pipe. The equation of motion of the
pipe conveying fluid becomes a nonlinear differential equation. J. Rousselet and
G. Herrmann assumed that the pipe center line is inextensible[18]. They constructed
the equation of motion of the cantilevered pipe conveying fluid. Here, we omit
the detailed procedure deriving these equations and merely outline the derivation
and define the system parameters.
Let us denote s as the arc length along the deformed pipe, and u and w as the
displacements of the center line in the X and the Z directions. The signs of other
variables and parameters are the same as that of Eq. (9.17). Applying the theory
of elastic beam with large deformation and the theory of visco-fluid dynamics,
we construct the equation of motion of the flexible pipe conveying fluid and the
equation of fluid in the pipe, i.e.,
w 2K w 2K 2 w K
2
w 4K w 2K ª dv 2º w 2K
2v E v « E (1 [ ) 2 v E v » 2 E v
wW 2 w[wW w[ 2 w[ 4 w[ 2 ¬ dW ¼ w[wW
(9.33)
and
1§ wK w K w] w 2] ·
2
dv
E 2D v E D v 2 E 2 ³ ¨ ¸ d[ 0. (9.34)
dW 0 w[ wW 2
© w[ wW 2 ¹
262
The unextensible condition of the pipe center line is

2
§ w 2K · § w 2] ·
¨ 2 ¸ ¨ 2 ¸ 1 (9.35)
© w[ ¹ © w[ ¹
with
u w
K , ] ,
l l
1
§ U A ·2 s
v ¨ ¸ l (U U 0 ), [ ,
© EI ¹ l
1 1 (9.36)
§ UA· 2 § EI · t 2
v0 ¨ ¸ lU 0 , W ¨ ¸ 2,
© EI ¹ © UA m¹ l
UA lf
E2 , D .
UA m A
These equations show that v is the nondimensional parameter of the fluid velocity
in steady state, E 2 is the mass ratio of the fluid and the pipe conveying fluid per
length, and D is the nondimensional slenderness-damping parameter. In fact, the
ratio l A is the slenderness of the pipe, while f is the friction factor in
hydrodynamics, which depends on the roughness of the surface of the pipe and
the Reynolds number of the flow.
When we study the motion in a small neighborhood of zero solution, i.e., K 0,
] 0, and v 0, the higher-order terms in Eqs. (9.33) and (9.34) are neglected.
We obtain two independent linear equations, namely,
w 2K w 2K 2 w K
2
w 4K
2v E v 0 (9.37)
wW 2 w[wW w[ 2 w[ 4
and
dv
2vJ v 0
dW
with
D
J .
E
Obviously, Eq. (9.37) is the same as Eq. (9.18). In addition, the boundary
condition for Eq. (9.37) is Eqs. (9.19). Let
wK wK
q1 2v E , q2 K , (9.38)
wW w[
263
then, Eq. (9.37) can be written in the vector-operator form
wq
Lq (9.39)
wW
with
ª q1 º ª0 v 2 (<)cc (<)cccc º
q « », L « », (9.40)
¬ q2 ¼ «¬1 2v E (<)c »¼
and the boundary condition (9.19) can be written as
q2 0,W 0, q2c 0,W 0,

(9.41)
q2cc 1,W 0, q2ccc1,W 0.
With q W([ )eOW, the eigenvalue problem is
OW ([ ) LW ([ ) (9.42)
with boundary condition
W2 (0) 0, W2c (0) 0, W2cc (1) 0, W2ccc (1) 0.

The eigenvalues obviously depend on v and E. For v 0, the problem is
self-adjoint and reduced to the elastic problem of a cantilevered beam. When
v 0, the eigenvalues can be easily shown to be imaginary with O iZ where Z
satisfies the transcendental equation
1 cosh Z cos Z 0.
When v > 0 but small, all the eigenvalues are in the left-half plane. Instability can
occur if for a given E, v (i.e., the flow rate) is increased to a critical value at
which an eigenvalue or several eigenvalues cross into the right-half plane. We
merely postulate that the instability occurs if for some value of v vcr > 0, there
is a pair of complex conjugate eigenvalues that cross the imaginary axis from
the left-half to the right-half complex plane. Furthermore, it is assumed that, for
0 < v < vcr, all other eigenvalues remain in the left-half plane.
More precisely, there exists a pair of complex conjugate eigenvalues O and O * ,
O O (v, E ) , such that
O (vcr , E ) iZ 0 , Z0 z 0,
d Re(O ) (9.43)
z 0.
dv v vcr
As we know, this is the condition for Hopf bifurcation[19].
264
In Fig. 9.14, numerical solutions for the behavior of the three lowest eigenvalues
as a function of v are shown for the case when E 2 0.6. This figure shows that
the loci of the eigenvalues of second mode cross the imaginary axis at point P0.
According to the condition (9.43), the flow velocity at point P0, the flutter velocity
of the pipe conveying fluid, is the critical flow velocity.
Figure 9.14 Loci of Three Lowest Eigenvalues as the Functions of v [18]
The critical flow velocity vcr, at which Hopf bifurcation occurs, depends on
parameter E in a complicated manner. A graph of vcr vs. E 2 has been obtained by
the numerical calculation and is plotted in Fig. 9.12(a). According to the sign of
dRe(O)/dv at point v vcr, we can distinguish the subcritical Hopf bifurcation
from the supercritical Hopf bifurcation. The computing results are shown in a graph
of Dcr vs. E 2 , which is plotted in Fig. 9.15. For D > 0.71, the Hopf bifurcation
is supercritical, while for D < 0.71, the Hopf bifurcation can be subcritical or
supercritical depending on the value of parameter E 2 . It is known that only the
supercritical Hopf bifurcation generates self-excited vibration. Thus, if the parameter
couple ( E 2 ,D ) is located in the supercritical region in Fig. 9.15, the flutter of the
cantilevered pipe conveying fluid occurs.
9.2.4 Excitation Mechanism and Prevention of Flutter
First, let us discuss the physical mechanism generating the flutter in the cantilevered
pipe conveying fluid based on the basic principle of classical mechanics. As
mentioned before, self-excited vibration cannot occur in a conservative system. It
265
Figure 9.15 Supercritical and Subcritical Hopf Bifurcation Regions in Plane ( E 2 ,D ) [18]
occurs only in a nonconservative system. In fact, the pipe conveying fluid has mass
flow through its inlet and outlet. It is an open system, not a conservative system
unless the flow velocity of the fluid in the pipe vanishes. It is known that the
restoring force of the elastic pipe is a conservative force. In this case, the Coriolis
force and the centrifugal force of the fluid flow belong to nonconservative force,
and they can excite the flutter in the cantilevered pipe conveying fluid.
Second, let us check the energy feeding into the cantilevered pipe conveying
fluid. Review the forces in Eq. (9.18). It is obvious that all of them are internal
forces exerted in the dynamic system. Therefore, they must cause their reactive
forces to be applied on the fluid flow. As there is a relative velocity on the
interface of the pipe and the fluid flow, the sum of the virtual work done by the
Coriolis and the centrifugal forces of the fluid flow is not equal to zero. They can
transfer the kinetic energy of the fluid flow to the motion of lower order modes
of vibration of the cantilevered pipe.
Third, study the mechanical nature of the Coriolis and the centrifugal forces in
the cantilevered pipe conveying fluid.
The pipe conveying fluid with stationary supports is usually not subject to any
nonholonomic constraint. Thus, it is a holonomic system with indefinite degree
of freedom of motion. The stability theory of the holonomic system, which has
been introduced in Chapter 3, indicates that the forces in the holonomic system
are classified into four types, namely, (1) the potential force or the conservative
force; (2) the dissipative force; and (3) the gyroscopic force; and (4) the circulatory
force. Among them, only the negative dissipative force and the circulatory force
can excite the self-excited vibrations in dynamic systems.
P. J. Holmes studied the behavior of a pipe conveying fluid[20] by numerical
calculation and the flutter phenomenon in the pipe was found with a discrete
model comprising of the first and second modes of the cantilevered pipe under
certain parameter conditions. However, the flutter phenomenon cannot be found
266
with the model with only the first mode even if the divergence instability occurs
in it when the flow velocity of the fluid is high enough. A rational interpretation
for such an analysis is that the flutter occurring in the cantilevered pipe conveying
fluid is excited by the circulatory force, which exists only in a system with two or
more degrees of freedom of motion. It cannot exist in a system with one degree
of freedom of motion.
In addition, according to S. S. Chen’s analysis[21], the role of the Coriolis force
applied on the cantilevered pipe conveying fluid always contains the component
of the dissipative force. This is the reason that all modes of the cantilevered pipe
conveying fluid are damped and the flutter phenomenon does not occur if the flow
velocity is low enough. Now, let us review Eq. (9.18), in which the magnitudes
of the second and the third terms, corresponding to the centrifugal force and
Coriolis force, increase with the flow velocity parameter v. Therefore, if the flow
velocity is high enough, the exciting effect of the centrifugal force and the Coriolis
force exceeds the damping effect in the fluid and the cantilevered pipe conveying
fluid, and the flutter phenomenon occurs at once.
Finally, we may find an effective means to prevent the cantilevered pipe
conveying fluid from flutter.
Various supports at the free end of the cantilevered pipe conveying fluid offer
a variety of boundary conditions for its differential equation of motion[22]. In
accordance with them, a variety of reactive forces exerted by the supports directly
affect the deformation of the pipe conveying fluid. The deformation of the
cantilevered pipe turns back to adjust the Coriolis force and the centrifugal force
exerted on the pipe wall. Thus, the support schemes at two ends of the pipes
conveying fluid have a very important effect. In fact, except the cantilevered pipe,
the flutter phenomenon cannot take place in the pipe supported at both ends,
either simply supported or fixed, even if the flow velocity is considerably high. If
a spring support is placed at the position close to the free end of the cantilevered
pipe conveying fluid, its dynamic behavior has a great variation. When the spring
stiffness is very small, the flutter phenomenon still occurs at a certain flow velocity.
However, the critical flow velocity at the onset of the flutter will gradually rise as
the spring stiffness increases. If the spring stiffness is raised to a value high
enough, the flutter phenomenon in the cantilevered pipe conveying fluid cannot
take place anyway.
Apart from the support scheme at the free end, the behavior of the cantilevered
pipe conveying fluid is closely associated with three nondimensional parameters,
namely, D, E, and v. According to the analysis results shown in Fig. 9.12 and
Fig. 9.15, increasing the mass ratio E 2 or decreasing the slenderness-damping
parameter D can also raise the critical flow velocity at the onset of the flutter. Con-
sequently, these means can effectively prevent the cantilevered pipe conveying
fluid from flutter.
267
9.3 Classical Flutter in Two-Dimensional Airfoil

Flutter is an aeronautic terminology for the coupled torsion plunge instability of
the airfoil structure. It arises from fluid forces induced by the structural vibration
in a fluid flow. An airfoil in flight is subject to a variable aerodynamic force and
a variable moment dependent on the velocity of the air flow. Both the force and
the moment can generally be divided into the components supporting the airfoil
motion and the components damping the airfoil motion. If the magnitude of the
excitation components depends on a higher power of the air flow velocity than does
the magnitude of the damping components, an equilibrium may be established at
a certain velocity. With the air flow velocity increasing further, the amplitude of
the structural vibration grows unrestrictedly and the airfoil structure breaks up.
The flutter phenomenon has been observed since the early days of flight. The
earliest study appears to have been made by F. W. Lanchester in 1916 on the anti-
symmetrical flutter of a Handley Page bomber. However, real development of flutter
analysis had to wait for the development of the non-stationary airfoil theory.
Flutter may be divided into two categories, i.e., classical flutter and stall flutter.
In the former, the flow separation is not involved, while the latter occurs in a
separated flow and is called galloping in civil engineering. The classical is
introduced in this section and the stall flutter will be discussed in the next section.
This section has four subsections, namely, constructing a continuous model of
the classical flutter of two-dimensional airfoils; introducing a method to calculate
the critical flow velocity of the classical flutter; indicating the excitation mechanism
of the classical flutter; and make certain of influences of various parameters on
the classical flutter with a discrete model of two-dimensional airfoils.
9.3.1 A Continuous Model of Long Wing
Consider a long cantilever wing with a straight elastic axis perpendicular to the
fuselage, which is assumed to be fixed in space. The wing deformation can be
measured by a deflection h, which is positive downward, and a rotation D about
the elastic axis, which is positive with the leading edge up. The chordwise distortion
is neglected. A frame of reference is chosen as shown in Fig. 9.16, with the Y axis
coinciding with the elastic axis. Let xD denote the distance between the center of
the mass and the elastic axis at any section. It is positive if the center of the mass
lies behind the elastic axis. Let c denote the chord length and x0 denote the distance
of the elastic axis aft the leading edgy. In a steady flow with speed U, the wing will
have some elastic deformation. To consider the free motion of the wing following
an initial disturbance, let h and D be the deviations from the equilibrium state, and let
the inertia, elastic, and aerodynamic forces also correspond to the deviations from the
steady-state values. Then, for small disturbances, the principle of superposition
holds good and we have the following equations of motion[23].
268
Figure 9.16 Notations for a Cantilever Wing
w2 § w2h · w2h w 2D
¨ EI ¸ m mxD FL 0,
wy 2 © wy 2 ¹ wt 2 wt 2
(9.44)
w § wD · w 2D w2h
¨ GJ
¸ D 2
I mxD MD 0,
wy © wy ¹ wt wy 2
where EI and GJ are the bending rigidity and the torsional rigidity of the wing, m
and ID are the mass and the mass inertia respectively of the wing section at y about
the elastic axis per length along the span, and FL and MD are the aerodynamic lift
and the moment per unit span respectively. Under the quasi-steady assumption,
the aerodynamic lift FL and the moment MD per unit span can be written as
1 1 § x ·
FL UU 2 cCL , M D UU 2 c 2 ¨ Cm 0 CL ¸ , (9.45)
2 2 © c ¹
where CL is the lift coefficient, Cm the moment coefficient, c the chord of wing,
x0 the distance between the elastic axis and its leading edge, U the density of the
air flow, and U the velocity of the air flow.
According to Joukowsky’s theorem, the lift coefficient CL of a two-dimensional
thin airfoil in a steady flow of an incompressible fluid is
dC L ª 1 dh 1 § 3 · dD º
CL
dD «D U dt U ¨ 4 c x0 ¸ dt » , (9.46)
¬ © ¹ ¼
and its moment coefficient Cm is
Sc dD 1
Cm CL . (9.47)
8U dt 4
269
Substituting Eqs. (9.45) (9.47) in Eqs. (9.44), we obtain
w2 § w2h · w2h w 2D
¨ EI ¸ m mxD
wy 2 © wy 2 ¹ wt 2 wt 2
UU 2 dCL ª 1 wh 1 § 3 · wD º
c
dD «D U wt U ¨ 4 c x0 ¸ wt » 0,
2 ¬ © ¹ ¼
w § wD · wD2
w h
2
¨ GJ ¸ ID 2 mxD 2
wy © wy ¹ wt wt
UU 2 2 Sc wD § x0 1 · dCL ª 1 wh 1 § 3 · wD º ½
+ c ®
w
¨ ¸
D «D U wt U ¨ 4 c x0 ¸ wt » ¾ 0.
2 ¯ 8U t © c 4 ¹ d ¬ © ¹ ¼¿
(9.48)
The boundary conditions are
wh
h D 0 at y 0,
wy
(9.49)
w2h w3h wD
0 at y l,
wy 2 wy 3 wy
where l is the semispan of the wing.
If xD and U are zero, Eqs. (9.48) would be reduced to two independent equations,
one for h and one for D. The terms involving xD and U indicate the inertia and the
aerodynamic coupling.
Recently, E. H. Dowell and D. Tang investigated the flutter problem of a
high-aspect-ratio wing by a wind tunnel test of an aeroelastic model and a time
simulation of a mathematical model, which consists of three equations of motion
governing flapping bending, chordwise bending, and torsion motion respectively[24].
These equations are similar to Eqs. (9.44), and the lift and the moment are
obtained from the original ONERA stall aerodynamic model. The results of the
theory and the experiments are in good agreement for static aeroelastic response,
the onset of the flutter, and the amplitude and the frequency of the flutter.
Therefore, the Eq. (9.48) may be used to predict the onset of the flutter.
9.3.2 Critical Flow Velocity of Classical Flutter
Since Eqs. (9.48) are linear equations with constant coefficients, the solution can
be written in the usual form
O t
h Af ( y )eOt , D BI ( y )e ,
270
where O, f ( y ), and I ( y ) are determined by Eqs. (9.48) and (9.49), and A and
B are determined by the initial conditions. Since the solution of a differential
equation continuously depends on the coefficients of the equation, and since the
coefficients of Eqs. (9.48) vary continuously with U, constant O will also vary
continuously with U. In general, O is a complex number. Let O p iq. When p is
positive, the amplitude of the motion will increase with time. When p is negative,
the amplitude will decrease. If p is negative at U1 and positive at U2, U2 > U1,
then there exists at least one value U, say U0, between U1 and U2, at which p
would vanish. At U0, O is purely imaginary, physically corresponding to a
simple-harmonic motion. Such a flow velocity separates the flow velocity range
in its neighborhood into two regions. One is p < 0, where the motion is damped
and stable, and the other is p > 0, where the amplitude increases with time and is
unstable. Assume that the motion at the onset of flutter is simple harmonic and
can be represented as
h( y , t ) Af ( y )eiZ t , D ( y, t ) BI ( y )eiZ t , (9.50)

where Z is a real constant, and A and B are complex constants. Substituting
Eqs. (9.50) in Eqs. (9.48), we have
ª d2 § d2 f · dC U c º
A « 2 ¨ EI 2 ¸ mZ 2 f L UiZ f »
¬ dy © dy ¹ dD 2 ¼
ª d C U c d C U c 2
§ 3 x · º
B « mxD Z 2I L U 2I L ¨ 0 ¸ UiZI » 0,
¬ dD 2 dD 2 © 4 c ¹ ¼
ª dC U c § x 1· º ° d § dI ·
2
A « mxD Z 2 f L U ¨ 0 ¸ iZ f » B ® ¨ GJ ¸
¬ dD 2 © C 4¹ ¼ ¯° dy © dy ¹
UU 2 c 2 § x01 · dCL UUc3 ª S § x0 1 ·§ 3 x0 · dCL º °½
ID Z 2I
¨ c 4 ¸ dD I « 8 ¨ c 4 ¸¨ 4 c ¸ dD » iZI ¾ 0.
2 © ¹ 2 ¬ © ¹© ¹ ¼ °¿
(9.51)
The boundary condition is given by Eqs. (9.49), provided that h(y, t) and D (y, t)
are replaced by f(y) and I ( y ) .
As a first approximation to the critical flow velocity and frequency, the Galerkin
method may be used (see Section 11.5). Assume that the functions f ( y ) and
I ( y ) are known and real valued. Multiplying the first equations of Eqs. (9.51)
by f ( y ) dy and the second by I ( y ) dy, and integrating them for 0 to l, we obtain
A(a11 c11Z 2 iZUd11 ) B(c12Z 2 b12U 2 iZUd12 ) 0,

(9.52)
A(c21Z iZUd 21 ) B(a22 c22Z b22U iZUd 22 )
2 2 2
0
with
271
2 2
l§ d2 y · l § dI ·
a11 ³0 ¨© dy 2 ¸¹ dy, a22
EI ³0 GJ ¨© dy ¸¹ dy,
U dCL l U dCL l § x0 1 · 2 2
2 dD ³ 0 2 dD ³ 0 ¨© c 4 ¸¹
b12 cf I dy, b22 c I dy ,
l l
³ mf ³ mxD f I dy,
2
c11 dy , c12 c21
0 0
(9.53)
l U dC L l
³ I I dy , d11 ³ cf
2 2
c22 dy,
0 D 2 dD 0
U dC L
§ 3 x0 ·
l U dC L l § x0 1 ·
³c
¨ 4 c ¸ f I dy, d 21 2 dD ³c ¨ c 4 ¸ f I dy ,
2 2
d12
2 dD
0
© ¹ 0
© ¹
U ª§ 3 x ·§ x 1 · dC S º
l
d 22 ³ «¨ 0 ¸¨ 0 ¸ L » c3I 2 dy.
2 0 ¬© 4 c ¹© c 4 ¹ dD 8 ¼
The homogeneous Eq. (9.52) admits non-vanishing solutions A and B only if

the determinant of their coefficients vanishes. With this complex determinant,
both the real part and the imaginary part must vanish. Thus, we have
A1Z 4 (C1 C2U 2 )Z 2 ( E1 E2U 2 ) 0,

(9.54)
B1Z ( D1 D2U )
2 2
0
with
A1 c11c22 c12 c21 ,

B1 d11c22 c11d 22 c12 d 21 c21d12 ,
C1 c11a22 a11c22 ,
(9.55)
C2 c11b22 b12 c21 d11d 22 d12 d 21 ,
D1 d11a22 a11d 22 , D2 d11b22 b12 d 21 ,
E1 a11a22 , E2 a11b22 .
The second equation of (9.54) gives

1
§ D1 D2U 2 · 2
Z0 ¨ ¸ . (9.56)
© B1 ¹
Obviously, Z 0 is the flutter frequency in its onset state. Substituting the above
expression in the first equation of (9.54) yields
LU 4 MU 2 N 0 (9.57)
With
272
L D2 B1C2 D2 A1 ,
M B1C2 D1 B1C1 D2 B12 E2 2 D1 D2 A, (9.58)
N B1C1 D1 B E1 D A1 .
2
1
2
1
From Eq. (9.57), we obtain the critical flow velocity, namely,

1
§ M r M 2 4 LN ·2
U cr ¨ ¸ . (9.59)
¨ 2L ¸
© ¹
The sign in front of the radical must be chosen to give U cr2 the smallest positive
value. U cr is also designated by the name of the critical speed of vehicles in many
literature.
9.3.3 Excitation Mechanism of Classical Flutter
The equations of motion of classical flutter for a long wing in the steady flow,
i.e., Eqs. (9.44), are established by the Largrange equation. In these equations,
both the lift force and the aerodynamic moment are nonconservative forces. If
they are eliminated, the other terms in Eqs. (9.44) are combined into the equations
of motion of a conservative system. It is known that self-excited vibration cannot
occur in a conservative system and the classical flutter of the wing is excited by
the lift force and the aerodynamic moment. According to the reduction principle
of the force system acting on a rigid body, any complicated force system
containing distributed areodynamic force, can be reduced to a resultant acting on
a particular point, namely, the center of the force system. In this case, the resultant
is a concentrated force exerted on the aerodynamic center. Thus, we conclude
that the classical flutter is excited by the aerodynamic force exerted on the wing,
in which the lift force originates from the velocity circulation of the flow in the
boundary layer of the flow over the wing surface. According to Joukowsky’s
theorem, the lift force on the wing in the steady flow is described as
FL UU * ,
where * is the circulation of the stead flow over a two-dimensional airfoil, U
the density of the flow, and U the velocity of the flow.
Let us recall the supporting force of the oil film in a journal bearing. It also
originates from the circulation of the oil flow around the journal. Thus, both the
oil whirl of rotor and the classical flutter of the wing have essentially the same
excitation mechanism. Since the oil whirl of rotor is excited by the circulating
force, as mentioned in the previous chapter, the motive force of the classical
flutter of the wing is also the circulatory force.
273
Now, we make a qualitative study about the classical flutter of the wing, for
which the continuous model shown in Fig. 9.16 is replaced by a simpler discrete
model with flexible motion and torsional motion coupled with each other. This
model with two degrees of freedom of motion can transfer the lift force to the
circulatory force that is a necessary mechanical condition for the occurrence of
the self-excited vibration. In accordance with this model, B. H. K. Lee, L. Liu,
and K. W. Chung have used two coupled ordinary differential equations to study
Hopf bifurcation of an airfoil placed in a subsonic airflow. The aerodynamic
forces are represented by other first-order ordinary differential equations, and the
nonlinear restoring forces of the springs in the pitch and the plunge degree of
freedom are given by two terms respectively. The Hopf bifurcation is found by
numerical calculation[25]. In addition, E. F. Sheta, et al performed a numerical
analysis of the classical flutter of wing and predicted a limit cycle oscillation of
an aerodynamic system with combined structural and aerodynamic nonlinearities.
Corresponding wind tunnel measurements were also carried out[26]. In addition,
an aeroelastic computation based on a discrete model with two degrees of
freedom predicted the amplitude and the frequency of the classical flutter in very
close agreement with the experimental data of the wind tunnel testing. Thus, it is
demonstrated that the discrete model is credible to study the classical flutter of
the wing.
9.3.4 Influence of Parameters of the Wing on Critical Speed of

Classical Flutter
In order to find effective schemes to prevent the classical flutter of the wing, it is
necessary to establish the relationship between the critical speed of the classical
flutter and the parameters of the wing.
First, we construct a discrete model of a two-dimensional airfoil shown in
Fig. 9.17. It is a rigid body supported on a flexible spring and a torsional spring
at the elastic center E, which is defined in one of the following ways. E is a point
on the wing where a vertical force causes only a vertical displacement and no
rotation occurs; E is also a point of the wing that does not displace itself if the
wing is subject to a pure torque leading to the rotation of the section. These two
properties of E always go together as shown by Maxwell’s theorem of reciprocity.
Let A and G be the aerodynamic center and the mass center of the section of the
wing respectively. Let us assume that A, E, and G are located at the midchord
line of the wing.
Let kh be the up-and-down spring constant and kD the torsional spring constant
per unit length of the wing. Let FL be the lift force acting at the aerodynamic
center A. The lift force is the vertical component of the resultant of the distributed
pressure on the surface of the wing.
274
Figure 9.17 A Discrete Model of Airfoil
According to the mechanical model shown in Fig. 9.17, we establish the

equations of motion, i.e.,
mh kh (h bD ) FL ,
(9.60)
ID D kD D kh b(h bD ) FL a,
where h is the plunge of the airfoil, D the pitch of the aeroplane, m the mass of
per unit length of the wing, ID the inertial moment of per unit length of the wing,
b the distance between the elastic center and the mass center, and a the distance
between the aerodynamic center and the mass center.
The lift force per unit length of the wing is described by the first equation of
(9.45). According to Joukowsky’s theorem, the lift coefficient CL is approximately
proportional to the small angle of the attack under the moving state, i.e.,
(D h / U ) . The proportional constant is denoted by CLD , which is somewhat
smaller than 2S. Therefore, we have
1 § h ·
FL UU 2 cCLD ¨ D ¸ .
2 © U¹
Substituting this expression in Eqs. (9.60), we obtain
mh dh kh h (bkh f )D 0,

(9.61)
ID D (kD b2 kh af )D adh bkh h 0
with
1 1
d UUcCLD , f UU 2 cCLD .
2 2
The equations of motion, i.e., Eqs. (9.61), may be considered as a discrete model
of the two-dimensional airfoil to study the classical flutter.
Next, we deduce the analytical expression of the critical speed of the classical
flutter of the wing.
275
The equations of motion, i.e., Eqs. (9.61), are a linear ordinary differential
system with constant coefficients. Therefore, we use Hurwitz criterion to determine
the parameter condition corresponding to the second type of critical stability of
the model of the airfoil.
The characteristic equation of the model is deduced from Eqs. (9.61), i.e.,
a0 O 4 a1O 3 a2 O 2 a3O a4 0 (9.62)

with
a0 mID ,
a1 dID ,
a2 kh ( ID mb 2 ) m(k0 af ), (9.63)
a3 d [kD kh b(a b)],
a4 kh [kD f (a b)].
Obviously, coefficients a0 and a1 are positive, namely,
a0 ! 0, a1 ! 0.
Thus, according to Hurwitz criterion, the necessary and sufficient condition for
the second type of critical stability of the dynamic system (9.61) consists of three
inequalities
a2 ! 0, a3 ! 0, a4 ! 0, (9.64)
and an algebraic equation
a1a2 a3 a0 a32 a12 a4 0. (9.65)

Substituting expressions (9.63) in inequalities (9.64), we obtain three necessary
parameter conditions
§ I ·
kD ¨ b 2 D ¸ kh ! af ,
© m¹
kD ! (a b)bkh , (9.66)
kD ! (a b) f .
Then, in Eq. (9.62), let us denote O = iZ, and separate the real part and the
imaginary part of the complex equation. This yields two algebraic equations, i.e.,
a0Z 4 a2Z 2 a4 0 (9.66a)

and
a1Z 3 a3Z 0. (9.66b)
276
9.4 Stall Flutter in Flexible Structure
It is not difficult to find the flutter frequency Z0 in the onset state of the flutter
from the Eq. (b). The analytical expression of the flutter frequency is
1
ª kD a b bkh º 2
Z0 « » . (9.67)
¬ ID ¼
Substituting this expression in Eq. (a), after some considerable operations, we
obtain the analytical expression of the critical speed of the classical flutter, i.e.,
1
ª 2bkh º 2
U cr « D »
. (9.68)
¬ U cCL ¼
Last, we summarize the study and outline the effective schemes to prevent the
classical flutter of the wing.
Combining the analytical expression (9.68) with three inequalities (9.66), we
can find some schemes to prevent the wing from the classical flutter by raising
the critical speed Ucr. The following four ways are these schemes.
1. Increasing the spring coefficient kh and kD;
2. Raising the geometric parameter b. This scheme may be realized by shortening
the distance from the elastic center to the aerodynamic center and elongating the
distance from the mass center to the aerodynamic center;
3. Widening the chord length c;
4. Decreasing the density of the air flow by varying the flying altitude.

In certain airplanes flying at high speed, particularly when they are diving, the
wings have been repeatedly observed to develop violent vibrations. On a number
of occasions, the flutter is so excessive that it has caused the wing to break off in
midair. This flutter with large angles of attack, D > 15e , is called stall flutter. It is
essentially different from classical flutter, which only has small angles of attack.
Stall flutter has been found to be of great importance in the blades of rotating
machineries. In addition, there are various stall flutter phenomena in civil
engineering. For example, ice-coated power lines have been observed to vibrate
with great amplitudes and at very slow frequency when a rather strong transverse
wind is blowing[27]. The results of the model tests on the Tacoma Narrows Bridge,
plotted in Fig. 9.18, clearly show that the vortex shedding equals the natural
frequency at the onset of large-amplitude vibration, but the build-up of the
torsional amplitude suggests an aerodynamic instability as well. According to the
vertical amplitude curves shown in Fig. 9.18, probably vortex shedding only
provides the initial amplitude required for the stall flutter. Stall flutter is an
277
aeronautic terminology for aerodynamic instability of the wing with large angle
of attack, while galloping is a term used by civil engineers for aeroelastic instability
of bluff structures in wind and currents. Nowadays, galloping has become an
important subject to prevent violent vibration of flexible structures in intense
wind. This section aims at qualitatively analyzing the motion and the excitation
mechanism of the stall flutter of bluff structures. There are four subsections,
namely, aerodynamic force exciting stall flutter; a mathematical model for studying
stall flutter; critical speed and hysteresis phenomenon of stall flutter; and some
features of stall flutter and prevention of stall flutter.
Figure 9.18 Test Results for Spring-Supported Model of the Tacoma

Narrows Bridge[6]
9.4.1 Aerodynamic Force Exciting Stall Flutter
Stall flutter is usually induced by the separated flow whose flow field is extremely
complicated[28]. Therefore, the aerodynamic forces exerting on the structure under
stall flutter are often determined by a model test in a wind tunnel.
The aerodynamic force per unit length of a cylinder with bluff section in a
planar steady flow F is comprised of aerodynamic lift FL and drag FD, as shown in
Fig. 9.19. The direction of drag FD is opposite to the one of the flow velocity U.
According to steady flow theory, the magnitudes of the lift and the drag of a
cylinder are represented as
1 1
FL UU 2 HCL , FD UU 2 HCD , (9.69)
2 2
where H is the width of the cylinder, CL the lift coefficient of the cylinder, CD the
278
drag coefficient of the cylinder, Uthe density of the fluid, and U the velocity of
the steady flow.
Figure 9.19 Lift and Drag of a Cylinder with Bluff Section
A great quantity of test results shows that the lift coefficient and the drag
coefficient of the cylinder are functions of the angle of attack, as shown in
Fig. 9.20.
Figure 9.20 Lift and Drag Coefficients of a Cylinder
Here, we consider a meaningful condition. It meets, in particular, the need for

the cylinder with circular section. When the cylinder translates along the vertical
direction with the velocity y and the lift vanishes as the vertical velocity is equal
to zero, the angle of attack of the cylinder may be approximately represented as
§ y · y
D arctan ¨ ¸| . (9.70)
©U ¹ U
In addition, according to the geometry shown in Fig. 9.19, the lateral force Fy is
1
Fy FL cos D FD sin D UU 2 HC y , (9.71)
2
in which Cy is called the lateral force coefficient. Comparing Eq. (9.69) with
Eq. (9.71), we obtain
Cy CL cos D CD sin D . (9.72)
279
A typical curve describing the relationship between the lateral force coefficient
and the attack angle is shown in Fig. 9.21. The lateral force exerted on the
cylinder with bluff section may be approximately represented by a third degree
function, i.e.,
Fy aD bD 3 , (9.73)
where constants a and b are determined by the model test.
Figure 9.21 Lateral Force Coefficient
Here, we consider a mechanical model of a cylinder with bluff section supported

on a spring and a dashpot, as shown in Fig. 9.22. When the cylinder translates
only along the vertical direction, the differential equation of motion is
my cy ky Fy , (9.74)
where m is the mass of the cylinder, c the damping coefficient of the dashpot,
and k the stiffness coefficient of the spring. If the model is thought of as a true
flexible structure, these parameters will represent the inertia, the damping, and
the stiffness coefficients respectively.
Figure 9.22 A Mechanical Model for Studying Stall Flutter
280
Substituting Eqs. (9.70) and (9.73) in Eq. (9.74), we obtain
§ a b ·
my ¨ c 3 y 2 ¸ y ky 0. (9.75)
© U U ¹
As the damping coefficient c is always small, the term in the bracket of the
equation is negative under certain extent of wind speed, namely,
a b 2
c y 0. (9.76)
U U3
In this case, the fluid flow will feed energy to the flexible structure. Previous
inequality means that the energy dissipated by the internal damping is less than
the one acquired from the fluid flow, the flexible structure vibrates under the
negative damping state and the galloping phenomenon will occur. Consequently,
inequality (9.76) demonstrates the potential of galloping in the flexible structure
with bluff section.
9.4.2 A Mathematical Model of Galloping in the Flexible Structure
G. V. Parkinson and J. D. Smith performed a strict investigation, a quasi-steady

analysis aimed at the transverse galloping of a square prism in a normal steady
wind. The mechanical model is the same as one shown in Fig. 9.22[29]. The
quasi-steady aerodynamic forces were found by experimental data obtained from
wind tunnel tests. A good agreement between the theoretical prediction and the
wind tunnel measurement on an elastically mounted square prism was observed.
Let us introduce it briefly.
The lateral force coefficient Cy, measured on the stationary cylinder in the
wind tunnel, is a function of the angle of attack. The available experimental data
are described in Fig. 9.23 with hollow circles and are fitted by a seventh-degree
polynomial for a close approximation because of five important changes of
curvature in the pertinent range 16e< D < 16e . Thus, we have
Cy AD BD 3 CD 5 DD 7 , (9.77)
where A, B, C, and D are all positive constants. Such a polynomial is shown in

Fig. 9.23 with a solid curve. Substituting Eqs. (9.70) and (9.77) in Eq. (9.71), we
obtain
1 ª y § y ·
3
§ y ·
5
§ y · º
7
Fy UU 2 H « A B ¨ ¸ C ¨ ¸ D ¨ ¸ » , (9.78)
2 ¬« U ©U ¹ ©U ¹ © U ¹ ¼»
where H is the width of the test specimen. Let us denote a set of nomenclatures,
281
Figure 9.23 Lateral Force Coefficient Plotted against Angle of Attack.

Reynolds Number 22,300 – Polynomial Approximation A 2.69, B 168,
C 6270, D 59900[29]
1/ 2
y §k·
Y , Zn ¨ ¸ , W Znt,
H ©m¹
dY d 2Y c
Yc , Y cc , E , (9.79)
dW dW 2
2mZ n
UH 2L U
n , P nA, V ,
2m Zn H
where V is called reduced velocity and L is the length of the square prism. By
substituting expression (9.78) in Eq. (9.74) and considering expressions (9.79),
the equation of motion of the square prism is reduced to a dimensionless form by
dividing through by kH and it becomes
ª§ 2E · § B · c3 § C · c5 § D · c7 º
Y cc Y nA «¨ V ¸Y c ¨ ¸Y ¨ 3 ¸
Y ¨ 5 ¸
Y ». (9.80)
¬© nA ¹ © AV ¹ © AV ¹ © AV ¹ ¼
It is the mathematical model of the experimental rig, as shown in Fig. 9.22, for
our study of the galloping of flexible structures.
9.4.3 Critical Speed and Hysteresis Phenomenon of Galloping
In Eq. (9.80), both the dimensionless parameter n, which is equal to the half of
the ratio of displaced air mass to prism mass, and the dimensionless parameter E,
which gives the testing rig damping in the absence of aerodynamic force, are
very small, of the order of 10 –3 in the wind tunnel test. Therefore, Eq. (9.80) is a
weakly nonlinear equation that is written as
Y cc Y P f (Y c), P nA, (9.81)
282
where P is a small constant. Now, we have
§ 2E · § B · c3 § C · c5 § D · c7
f (Y c) ¨ V ¸Y c ¨ ¸ (Y ) ¨ 3 ¸
(Y ) ¨ 5 ¸
(Y ) . (9.82)
© P ¹ © AV ¹ © AV ¹ © AV ¹
According to the concept of the average method, the approximate solution of
autonomous Eq. (9.81) is described as
Y Ys cos(W I ), Y c Ys sin(W I ), (9.83)
where Ys is the amplitude of the approximate solution and I is the phase shift.
For P 0, the solution of Eq. (9.81) is a harmonic function. It is assumed that the
solution for P z 0 but small can be described as a series of expansion in powers
of P, i.e.,
Y Ys cos(W I ) PY1 (Ys , I ,W ) P 2Y2 (Ys ,I ,W ) " ,

where Ys and I are slowly varying functions of W. If Eq. (9.81) is multiplied by Y',
the resulting equation can be written as
1 d 2
(Y Y c2 ) P f (Y c)Y c.
2 dW
Then, using expression (9.83), we obtain
1 dYs2
P f [Ys sin(W I )]Ys sin(W I ).
2 dW
According to Eq. (9.81), it is clear that Ys varies slowly with W. Thus, we have
dYs2 P 2
S³
f (Ys sin J )Ys sin J dJ , (9.84)
dW 0
where J W I. Inserting the function f (Y c), namely, Eq. (9.82), into the above
expression and integrating the resulting equation, we obtain
dYs2 ª§ 2 E · 2 3 § B · 4 5 § C · 6 35 § D · 8 º
nA «¨ V ¸ Ys ¨ ¸ Ys ¨ ¸ Ys ¨ ¸ Ys .
dW ¬© nA ¹ 4 © AV ¹ 8 © AV 3 ¹ 64 © AV 5 ¹ »¼
Denoting R Ys2 , the equation is written as
dR
(a bR cR 2 dR3 ) R F ( R) (9.85)
dW
with
§ 2E · 3nB 5nC 35nD

a nA ¨ V ¸, b , c , d . (9.86)
© nA ¹ 4V 8V 3 64V 5
283
The stationary vibrations correspond to dR/dW 0, and the amplitudes are therefore
given by R 0, and the real positive roots of the algebraic equation
a bR cR 2 dR 3 0. (9.87)
In the phase plane (Y, Y' ), R 0, the equilibrium point, is a singular point at the
origin known as a focus. The positive roots Ri of Eq. (9.87) define the closed
1
trajectories and the concentric circles with radius Ysi ( Ri ) 2 , i 1, 2, 3. The stability
of equilibrium and limit cycles is determined by investigating the tendency of the
disturbed motions after a small disturbance GR. The pertinent function is dGR / dW ,
and from Eq. (9.85), it is given by
dGR
F c( Ri )R, i 1, 2,3
dW R Ri
with
F c( R) a 2bR 3cR 2 4dR3 .

The stability of the focus at R 0 is determined by the sign of
§ 2E ·
F c(0) nA ¨ V ¸. (9.88)
© nA ¹
Obviously, if E < 0, the focus at the origin is unstable; if E > 0 and the reduced
velocity is small enough, it is stable. Consequently, the previous equation yields
a critical reduced wind velocity, i.e.,
2E
Vcr . (9.89)
nA
If V > Vcr, Eq. (9.87) has at least a positive real root R1. In this case, there is a
stable limit cycle in the phase plane, as shown in Fig. 9.24(a). If Eq. (9.87) has
three positive real roots, namely, R1, R2, and R3, and R1 < R2 < R3, as shown in
Fig. 9.24(b), there are three limit cycles in the phase plane. The limit cycles
corresponding to R1 and R3 are stable, while the limit cycle corresponding to R2
is unstable.
For a square prism with a given mass and damping parameters, namely, n and
E, the choice among these possibilities depends on the reduced speed parameter
V. This is an example of bifurcation theory in nonlinear dynamics. Coefficients a,
b, c, and d all depend on the change of the system from one to another. The
dependence of the system on the parameter is usually found by numerical
computation. Here, it is convenient to use a (Ys ,V ) diagram, with the stationary
amplitude Ys plotted against the wind-reduced velocity V directly, as shown in
284
Figure 9.24 Phase Planes and Corresponding Functions F(R)
Fig. 9.25. The figure shows that the system has oscillation hysteresis. If V < Vcr,
Ys = 0 and the phase plane has only one stable focus. At V Vcr, the system forks
into a form whose phase plane has a stable limit cycle, like Fig. 9.24(a). Between
V1 and V2, however, the phase plane becomes Fig. 9.24(b). The lower limit cycle
Ys1 is reached from rest. For V > V2, the form of the phase plane is like
Fig. 9.24(b) with the amplitude of the stable limit cycle, Ys3, increasing with V. If
the wind speed is then decreased to a value between V1 and V2 while the prism is
still oscillating, the upper limit cycle is reached. Until for V < V1, the amplitude
drops to that of the lower cycle again. Therefore, a hysteresis loop in V-Ys plane
is formed. An appropriate experiment was carried out in a low-speed wind tunnel.
Figure 9.25 Amplitude-Velocity Characteristic (Theoretical Analysis)[29]
285
The test section was 104 inches long, 36 inches wide, and 27 inches high. A one-
inch square tested prism was mounted vertically at the center of the principal cross
section. Damping was measured by obtaining decay curves, and the system value
of E was 1.07 u 103. Additional damping was provided by two electromagnetic
eddy current dampers. The measurement of stationary amplitude as a function of
wind velocity was made at four damping levels and the results are plotted in
Fig. 9.26. Also shown are the theoretical curves obtained by the average method
above. The associated parameters of these curves correspond to the polynomial
approximation to the Cy(D) curve shown in Fig. 9.23. The figure shows that the
topological behavior predicted by the theory is observed experimentally. Oscillation
hysteresis is present, and the amplitude and the range of the wind speed for two
stable limit cycles are quite accurately predicted.
Figure 9.26 Amplitude-Velocity Characteristic (Experiment Results)[27]
9.4.4 Some Features of Stall Flutter and its Prevention Schemes
As mentioned before, the stall flutter of flexible structures in civil engineering is

mainly excited by the negative damping force. Therefore, it is different from the
classical flutter induced by the circulatory force. When the reduced speed exceeds
its critical value, Vcr, which is determined by inequality (9.89), here, in the
neighborhood of the equilibrium point, the damping term in Eq. (9.80) takes a
negative value, and the stall flutter of flexible structures occurs immediately.
The curves of the lift force coefficient and the lateral force coefficient,
respectively plotted in Fig. 9.20 and Fig. 9.21, show that the negative damping
force originates from the drop of the lift force as the angle of attack exceeds its
threshold. Therefore, the stream flow in the boundary layer on the structure
surface separates. This fluid instability is called stall in aeronautics. Since the
286
direction of wind on the earth surface may arbitrarily vary, the angle of attack to
the civil structures may get large magnitude easily. Therefore, the stall phenomenon
often occurs in civil engineering. With high-strength materials being extensively
used and the flexibility of the civil structures increasing greatly, galloping has
become an important topic.
According to the excitation mechanism of galloping, as mentioned above, there
are at least three features:
(1) Since civil structures always have bluff section across the span, the stream
velocity separating the boundary layer is much lower than the velocity of the
streamlined body like wings. Hence, galloping of civil structures with high
flexibility usually occurs at lower flow velocity. On the other hand, since the
internal damping of the flexible structures is often very small, the negative
damping force required by galloping is also small. Consequently, the wind speed
for exciting galloping is much smaller than the critical flow velocity for inducing
the classical flutter of wings.
(2) Since the critical wind speed for onset of galloping is very low, the aerody-
namic force under galloping condition is much smaller than the elastic restorative
force of the structures. Consequently, the aerodynamic force cannot dramatically
change the stiffness of the flexible structures; the galloping frequency is always
close to the natural frequency of the excited mode of the flexible structures.
(3) For most civil structures, the frequency of the flexural mode and the frequency
of the torsional vibration mode are sufficiently separated, and these structures
usually have two symmetric planes. Therefore, the center line of the mass is close
to the center line of elasticity, and the flexural mode and the torsional mode are
often coupled very weakly. In this case, we may use a one-dimensional model to
study the galloping of flexible structures in civil engineering.
Obviously, if the distance between the mass center and the elastic center in some
structures is large enough, particularly, the flexural mode frequency is sufficiently
close to the torsional mode frequency, it is necessary to use a mechanical model
with two degrees of freedom to study the galloping of flexible structures. Some
structures, such as the bridge made of steel, is curved either in elevation or in
plane, so that torsion involves some lateral sway. Sametimes the bending flexible
strdeture couples in some torsion, in the case the vibration modes posses of three
components: the vertical deflection; the lateral deflection; and the torsion
identifiable at any point along the line of section center across the span. Thus, we
should use a mechanical model with three degrees of freedom to study the
galloping of the structures[30].
According to the analysis above, the galloping or the stall flutter can be pre-
vented by ensuring that the critical wind speed is more than the actual wind speed
in the locality. This task may be accomplished by the following technical schemes.
(1) Reform aerodynamic contours of structures
If the slope of the aerodynamic force coefficient of structures is stable, as
shown in Fig. 9.27, the flexible structure with bluff cross section is stable. For
287
example, the unstable section of an ice-coated power line can be changed into a
stable circular section by melting the ice with resistance heating. The rectangles
that have narrow face into the wind are more stable than the rectangles that have
broad face into the wind if the wind direction always varies in a small range.
Figure 9.27 Stable and Unstable Aerodynamic Force Coefficients
(2) Increase stiffness and mass of structures

The wind velocity for the onset of the galloping or the stall flutter increases
with the square root of both stiffness and mass. Thus, adding either stiffness or
mass will increase aerodynamic stability of the structure. Increasing the thickness
of the structural members increases both quantities, and it is a very effective means
to increase stability.
(3) Increase internal damping of structures
The critical wind speed for galloping is proportional to structural damping.
Cables, bridges, and towers tend to have low structural damping, which can be
raised by introduction of material damper or structural damper. The structural
damper is an effective method if the mass of the damper is approximately 5% of
the mass of the damped structure.
(4) Use artificial damping force
Some active control has been proposed to suppress the stall flutter of flexible
bridges. Actually, it is a new technique to provide artificial damping force to
absorb the kinetic energy of galloping of flexible structures.
9.5 Fluid-Elastic Instability in Array of Circular Cylinders
Cylinder arrays in the form of closely packed tube banks, which are subject to
cross-flow, are found in many types of heat exchangers, boilers, and steam
generators. Cross-flow vibrations of cylinder arrays are caused by one or more of
following mechanisms: (1) turbulent excitation, namely, the randomly varying
pressure on the surfaces of the cylinders generally produces relatively low
amplitude cylinder vibration; (2) acoustic excitation; (3) vortex-induced vibration;
and (4) fluid elastic instability: at certain flow velocity, fluid energy may be fed
288
into cylinders and result in large cylinder vibrations. The first two types of
vibrations are forced vibrations beyond the topic of this book. The third has been
investigated before. The last will be discussed in this section. It has been known
for over four decades that this type of cross-flow may cause violent vibrations of
arrays and it is a dominant reason for the tube failure in heat exchangers. Thus, it
is not surprising that there has been a great deal of effort devoted to developing
the design criteria to prevent this vibration from occurring. This section emphasizes
the study of the excitation mechanism of the fluid-elastic instability in arrays of
circular cylinders. The contents are divided into five subsections, namely, the
fluid-elastic instability phenomena, the fluid forces depending on the motion of
the circular cylinders, the analysis of the flow-induced vibration, the expressions
predicting the critical flow velocity, and the prevention of fluid-elastic instability.
9.5.1 Fluid-Elastic Instability
One of the fluid-elastic instability properties is that once the critical flow velocity
is exceeded, the vibration amplitude increases very rapidly with the flow velocity.
Figure 9.28(a) shows the response of an array of metallic tubes to the water flow.
The initial hump is attributable to the vortex-induced vibrations[21]. Figure 9.28(b)
shows the response of an array of plastic tubes to the air flow. In water, the onset
of instability tends to coincide with the vortex resonance with the tube natural
frequency. In air, the onset of instability generally occurs well above the vortex
resonance. The maximum amplitude is usually limited by clashing against the
adjacent tubes, as shown in Fig. 9.29. The tubes generally vibrate in the oval orbits
Figure 9.28 Response of Arrays of Tubes to Cross Flow

(a) Brass Tubes in Water Flow; (b) Plastic Tubes in Air Flow[6]
289
Figure 9.29 Orbits of Tube Vibration Past the Critical Velocity[6]
and somewhat synchronize with neighboring tubes. The orbits vary in shape from
nearly straight lines to circles.
9.5.2 Fluid Forces Depending on Motion of Circular Cylinders
The analysis of fluid-elastic instability requires an accurate theoretical description

of the unsteady fluid forces imposed on a cylinder in an array of vibrating ones.
It is a very difficult problem not fully resolved yet. Therefore, we only introduce a
semi-theoretical and semi-empiric description of the unsteady fluid forces below[21, 31].
A body moving at a variable velocity, even in the condition of potential flow,
experiences some resistance. Here, the body behaves as if an added mass of fluid
were rigidly attached to it and moving with it. The additional force acting on the
w 2u w 2u
body is given by ma 2 , where 2 is the acceleration of the body and ma is
wt wt
referred to as the added mass.
When a structure oscillates in some viscous fluid or some compressible fluid,
under some condition, the fluid at various locations does not necessarily respond
instantaneously to the structure motion. There is a phase difference between the
structural motion and the fluid motion. In this case, there is a fluid force
wu
component. For small amplitude oscillation, it is cv and is opposite to the
wt
movement of the structure. Here, cv is the fluid damping coefficient.
When the fluid is following with respect to a structure, in addition to the fluid
inertial force and the fluid damping force, there is another force component, i.e.,
kf u, which is called fluid stiffness force.
Fluid inertial force, fluid damping force, and fluid stiffness force do not exist if
the structure is stationary. These force components are called motion-dependent
290
fluid forces. Other fluid excitation forces, which are not mentioned, are independent
of the structural motion.
The cylinder array with n cylinders is usually placed with a simple geometric
pattern. Several schemes are shown in Fig. 9.30.
Figure 9.30 Cylinder Arrays with Simple Geometric Pattern
Figure 9.31 Displacements and Forces of jth Circular Cylinder
Let us denote uj and vj as the displacement components of cylinder j, and gj and

hj as the fluid force components, as shown in Fig. 9.31. These motion-dependent
fluid forces may be represented as
n
°ª w 2 uk wuk º ª w 2 vk wv º °½
gj ¦ ® «D jk D c D cc u » «V V cjk k V ccjk vk » ¾,
wt wt wt wt
2 jk jk k jk 2
j 1°¯¬ ¼ ¬ ¼ °¿
(9.90)
n
°ª w 2 uk wuk º ª w 2 vk wv º °½
hj ¦ ® «W jk W c W cc u » « E E cjk k E ccjk vk » ¾ ,
wt wt wt wt
2 jk jk k jk 2
k 1°¯¬ ¼ ¬ ¼ °¿
291
where Djk, V jk, W jk, and E jk are the elements of the added mass matrix, D cjk , V cjk ,
W cjk , and E cjk are the elements of the damping matrix, and D ccjk , V ccjk , W ccjk , and E ccjk
are the elements of the stiffness matrix.
In addition, there are also motion-independent fluid forces acting on the surface
of the cylinders, which are not related to the flow-induced vibration of circular
cylinders.
9.5.3 Analysis of Flow-Induced Vibration
An array of n cylinders is subject to a cross flow, as shown in Fig. 9.30. The axes
of the cylinders are parallel to the Z axis and the flow is parallel to the X axis. The
equations for the jth cylinder in the X direction and the Y direction are
w 4u j wu j w 2u j
EjI j cj mj gj,
wz 4 wt wt 2
j 1, 2," , (9.91)
w4v j wv j w 2v j
EjI j cj mj hj ,
wz 4 wt wt 2
where EjIj is the flexible rigidity, cj is the structural damping coefficient, mj is the
cylinder mass per unit length, uj and vj are the displacements in the X and the Y
directions, and gj and hj are the forces per unit length in the X and the Y
directions, as given in Eqs. (9.90). Substituting Eqs. (9.90) into (9.91), we obtain
w 4u j wu j w 2u j n
§ w 2u w2v ·
EjI j cj mj ¦ ¨ D jk 2k V jk 2k ¸
wz 4 wt wt 2 k 1© wt wt ¹
n
§ wu wv · n
¦ ¨ D cjk k V cjk k ¸ ¦ D ccjk uk V ccjk vk 0,
k 1© wt wt ¹ k 1
(9.92)
w vj
4
wv j w 2v j n
§ w 2u w2v ·
Ej I j 4 cj m j 2 ¦ ¨W jk 2k E jk 2k ¸
wz wt wt k 1© wt wt ¹
n
§ wu wv · n
¦ ¨W cjk k E cjk k ¸ ¦ W ccjk uk E ccjk vk 0.
k 1© wt wt ¹ k 1
Let us denote the mth orthonormal function Im as the mth modal function for
the circular cylinder, and let
f
u j ( z, t ) ¦a
m 1
jm (t )Im ( z ), (9.93)
292
f
v j ( z, t ) ¦b m 1
jm (t )Im ( z ). (9.94)
With the assumption that all cylinders are identical, have the same natural
frequencies, and are damping in the X and the Y directions, using Eqs. (9.92),
(9.93), and (9.94) and neglecting the modal coupling due to the dependence of
the fluid force coefficients on the flow velocity yields
¦ D
n
1
ajm 2] jmZ jm a jm Z 2jm a jm a V jkmbkm
jkm km
mj k 1
¦ D c
n n
¦ D cc a V ccjkmbkm 0,
1 1
c
jkm akm V jkm bkm jkm km
mj k 1 mj k 1
(9.95)
¦
n
1
bjm 2] jmZ jmb jm Z 2jmb jm W jkm akm E jkmbkm
mj k 1
¦ W '
n n
¦ W '' a E ccjkmbkm 0
1 1
jkm akm E cjkmbkm jkm km
mj k 1 mj k 1
with
1 L 1 L 1 L
L ³0 L ³0 L ³0
D jkm D jk Im2 dz , D cjkm D cjkIm2 dz , D ccjkm D ccjkIm2 dz ,
1 L 1 L 1 L
L ³0 L ³0 L ³0
V jkm V jk Im2 dz , V cjkm V cjk Im2 dz , V ccjkm V ccjk Im2 dz ,
(9.96)
1 L 1 L 1 L
L ³0 L ³0 L ³0
W jkm W jkIm2 dz , W 'jkm W cjkIm2 dz , W ''jkm W ccjk Im2 dz ,
1 L 1 L 1 L
L ³0 L ³0 L ³0
E jkm E jk Im2 dz , E cjkm E cjkIm2 dz , E ccjkm E ccjk Im2 dz ,
where Zjm and ]jm are respectively the natural frequency and modal damping
ratio of the jth cylinder in the mth vibration mode in vacuum.
Equations (9.95) may be written in the matrix form
CQ KQ
Q 0
where Q is a 2n-dimension vector, namely, Q [a11 , b11 , a12 , b12 ,"]T , and C and
K are constant matrices.
For a cylinder array in the cross flow, matrices C and K are not necessarily
symmetric. Therefore, they can be separated into a symmetric matrix and a skew-
symmetric matrix respectively. Hence, we conclude that the fluid forces on the
oscillating cylinder in the cross flow include the gyroscopic force and the
circulatory force.
293
9.5.4 Approximate Expressions of Critical Flow Velocity
A great deal of effort has been devoted to developing analytical expressions to

predict the critical flow velocity at which the onset of fluid-elastic instability
occurs. A number of theoretical models have been constituted, which may be
grouped into two broad categories. (1) Assuming that the dominant fluid force is
proportional to the velocity of the cylinder, the aeroelastic instability is caused by
a velocity mechanism, essentially by the negative damping force. (2) Assuming
that the dominant fluid force is proportional to the displacement of the cylinders,
the aeroelastic instability is caused by a displacement mechanism, essentially, by
the circulatory force.
First, consider an analytical model with the negative damping force.
It is similar to the analysis of the stall flutter in flexible structures with bluff
section in the steady flow. The analytical model to study the fluid elastic
instability excited negative damping force is usually a dynamic model with one
degree of freedom. Actually, its approximate solution based on the single mode
assumption can provide significant insight into the system behavior. Thus, let us
consider cylinder 1 oscillating in the X direction. The equation of motion, i.e.,
Eq. (9.95), is reduced to
a1 2] f1Z f1 a1 Z 2f1 a1 0 (9.97)
with
1
§ 1 ·2
¨ 1 S3 J 1V D11cc ¸
2
Zf Z1 ¨ ¸ ,
¨¨ 1 D11J 1 ¸¸
1
© ¹ (9.98)
1
] 1 3 J 1V 2D11c
]f 2S ,
1
ª § 1 ·º
« J 1 11 ¨
D J D c
2
1 1 V 11 ¸ »
© S
3 1
¬ ¹¼
where Z 1 is the fundamental frequency of cylinder 1 in vacuum, ]1 is the internal

damping coefficient of cylinder 1, J 1 is the mass ratio of cylinder 1 with
J 1 USD 2 4m1 , D is the diameter of cylinder 1, and V is the reduced velocity,
i.e., V U Z1 D .
The critical flow velocity can be determined from Eq. (9.98) by setting the
damping coefficient ] f1 equal to zero. We obtain the critical reduced velocity
294
1
§ 2S3] 1 · 2
Vcr ¨ ¸ . (9.99)
© r1D11c ¹
This formula is coincident with the results obtained by some researchers[32].

Second, consider an analytical model with the circulatory force. It is similar to
the analysis of the classical flutter of wings. In this case, we must use a dynamic
model with two degrees of freedom. A simple mechanical model is plotted in
Fig. 9.32. Here, a cylinder is displaced in a cylinder row. The flow pattern
changes and the steady fluid force on the cylinder also changes. The flow pattern
through a cylinder array is a function of the positions of the cylinders relative to
one another. The equations of motion of the jth cylinder are written as[6]
mxj 2m] jxZ jx x j k jx x j Fjx ,

(9.100)
my j 2m] jyZ jy y j k jy y j Fjy ,
where xj and yj are the longitudinal and the transverse displacements of the jth
cylinder from its equilibrium position, m is the mass per length including the
added mass of the jth cylinder, ]jx and ]jy represent the damping factor, Zjx and
Zjy indicate the natural frequency, and Fjx and Fjy are the fluid-dependent forces
per unit length of the jth cylinder, whose linearized expressions may be represented
in the following form.
Figure 9.32 Tube Row Model (Dampers Parallel to Springs not Shown)
1
Fjx UU 2 [k xx ( x j x j 1 ) k xx ( x j 1 x j ) k xy ( y j y j 1 ) k xy ( y j 1 y j )],
4
1
Fjy UU 2 [k yx ( x j x j 1 ) k yx ( x j 1 x j ) k yy ( y j y j 1 ) k yy ( y j 1 y j )],
4
(9.101)
where U is the fluid density, U is the flow velocity its value is determined with
295
the minimum gap between cylinders, and kxx, kxy, kyx, and kyy are the elements of
the stiffness matrix of the fluid dependent force.
Substituting Eqs. (9.101) in (9.100), we obtain the linear equations of motion
of the jth cylinder parallel and perpendicular to the stream, i.e.,
1
mxj 2m] jxZ jx x j k jx x j UU 2 [k xx ( x j 1 x j 1 2 x j ) k xy ( yi 1 y j 1 )],
4
1
my j 2m] jyZ jy y j k jy y j UU 2 [k yx ( x j 1 x j 1 ) k yy (2 y j yi 1 y j 1 )].
4
(9.102)
The stability analysis of these equations is considerably simplified by using an
assumed mode of cylinder motion. As shown in Fig. 9.29, the cylinders tend to
vibrate in the semisynchronized oval orbits. This mode of cylinder-to-cylinder
vibration in Fig. 9.29 is[32]
x j 1 x j 1 , y j 1 y j 1 . (9.103)
Another simplifying assumption is that the stiffness coefficients kxx and kyy
may be neglected, for they serve only to shift the natural frequency of the
cylinder and experiments have shown that the shift of the natural frequency is
very small.
With these assumptions, the equations of motion of the jth cylinder, i.e.,
Eqs. (9.102), are reduced to
1
mxj 2m] jxZ jx x j k jx x j UU 2 k yx y j 1 ,
2 (9.104)
1
my j 1 2m] j 1, yZ j 1, y y j 1 k j 1, y y j 1 UU 2 k xy x j .
2
Let us denote the solutions of these equations as
xj x j eOt , y j 1 y j 1eOt . (9.105)
Substituting the previous expressions in Eq. (9.104), we obtain the characteristic

equation of the dynamic system (9.104), i.e.,
1
(mO 2 2] jx mZ jx O k jx )(mO 2 2m] j 1, yZ j 1, y O k j 1, y ) UU 4 k xy k yx 0.
4
(9.106)
On expanding the equation, we obtain a four-degree algebraic equation
O 4 a1O 3 a2 O 2 a3O a4 0.
296
According to Hurwitz criterion[33], the necessary and sufficient condition for

asymptotic stability of system (9.104) is
a1 ! 0, a2 ! 0, a3 ! 0, a4 ! 0 (9.107)
and
'3 a1a2 a3 a32 a12 a4 ! 0. (9.108)
From the necessary condition for the second type of critical stability, '3 0 , the
critical flow velocity Ucr is obtained from the equation
1 1
U cr (2m / U D ) § ] jx] j 1, y f jx f j 1, y · 4

2 2
¨¨ ¸
1 1
© ] jx f jx ] j 1, y f j 1, y ¸¹
2SD( f jx f j 1, y ) 2 (k xy k yx ) 4
1
ª§ f f jx ·
2
§ ] j 1, y ] jx · º4
«
u ¨ j 1, y
¸ 4 ¨¨ ¸¸ (] jx f jx ] j 1, y f j 1, y ) » .
«¨© f jx f j 1, y ¸¹ f
© j 1, y f jx ¹ »
¬ ¼
(9.109)
If the damping in the X and the Y directions are the same and relatively small, i.e.,
]jx ] j+1, y ], and the natural frequencies in the X and the Y directions are close
but not equal, namely, f x f y 1 O(] ), then the critical flow velocity falls to
1
1
2 S § m · ª«§ º4
2
U cr 32 2 fx ·
1 ¨ ¸ ¨ 1 ¸ 4] 2
» . (9.110)
1
4 ©
U D 2 ¹ «¨© f y ¸¹ »
( fx fy ) D 2
(k xy k yx ) ¬ ¼
This expression predicts that the critical flow velocity for onset of instability
increases with damping and detuning between cylinders. Both effects have been
seen in the experimental data.
If all cylinders are identical in frequency and damping, fx fy f and ]x ]y ],
then Eq. (9.109) is reduced to a more simple expression, which was derived by
H. J. Connors first[34], i.e.,
1
U cr ª m(2S] ) º 2
C« » (9.111)
¬ UD ¼
2
fD
with
1
2(2S) 2
C 1
.
4
(k xy k yx )
297
9.5.5 Prediction and Prevention of Fluid-Elastic Instability
Although expressions (9.99), (9.109), (9.110), and (9.111) have determined the
relationship between the critical flow velocity of fluid-elastic instability and the
system parameters, a variety of fluid-force coefficients must be found with accuracy
to carry out the effective prediction of the fluid-elastic instability. Under such
circumstances, the prediction is successfully made only by testing many special
rigs. Figure (9.33) represents a compilation of a great quantity of experimental data,
in which the solid curves were found by S. J. Price and M. P. Paidousis[35]. They
considered a single flexible cylinder surrounded by rigid cylinders. The second
equation of (9.102) with yj+1 yj1 xj+1 xj1 0 is the equation of motion in the
transverse direction for the jth cylinder with all other cylinders stationary. It yields
1
my 2m] yZ y y k y y UU 2 k yy y. (9.112)
2
Figure 9.33 Theory for Instability of Tube Array in Comparison with Data; the Price
and Paidoussis (1986) theory is based on a single flexible tube surrounded by fixed tubes
If the motion is harmonic, the displacement is 90° out of phase with the
velocity, namely,
y Ay sin Z t , y AyZ cos Z t. (9.113)
First, assume that the fluid force in Eq. (9.112) is

1 1
Fy UU 2 k yy y UU 2 k yy Ay sin Z t. (9.114)
2 2
Next, assume that the fluid force lags the displacement of cylinder and the time
lag between cylinder motion and fluid force is
D
W , (9.115)
U
298
References
where D is the cylinder diameter and U is the flow velocity. Let Fy denote the
fluid force acting in phase with y . Consequently, we have
1
Fy UU 2 k yy Ay sin[Z (t W )].
2
Substituting this equation in Eq. (9.112) and using expression (9.115), we obtain
the equation of motion, i.e.,
ª 1 º
my « 2m] yZ y UU 2 k yyZ 1 sin(Z DU 1 ) » y k y y 0. (9.116)
¬ 2 ¼
This equation possesses instability provided that the quantity in the square
brackets passes through zero so that the net damping passes through zero and
becomes negative. With the bracket term set to zero and Z assumed to be Zy,
instability is predicted at a reduced flow velocity Vcr, which is just a positive real
root of the equation
§1· 4m] y U
V 2 sin ¨ ¸ , V . (9.117)
©V ¹ k yy U D 2 ZyD
Owing to the periodicity of the trigonometrical function, this equation predicts
multiple ranges of instability if stiffness coefficient kyy is negative. S. J. Price and
M. P. Paidousis found that kyy is negative in some cases. The solid curves in
Fig. 9.33 show their result for a single flexible cylinder in comparison with the
result for cylinder arrays with all cylinders flexible. Although theoretical foundation
is not perfect enough, numerous experimental data measured by many investigators
are densely distributed in the neighborhood of the theoretical curves. Thus, this
long and narrow band constructed from experimental data can be used as a
prediction foundation, and Fig. (9.33) has been extensively referenced in many
literature[36,37]. Particularly, since the aeroelastic instability in an array of circular
cylinders in the cross flow is a very complicated problem and a perfect theory
has not been constituted yet, Fig. 9.33 becomes a very useful implementation for
design engineers. In practice, the rational values of various parameters of an
array of circular cylinders in the cross flow may be determined in this way.
References
[1] J H Lienhart. Synopsis of Lift, Drag, and Vortex Frequency Data for Rigid Circular
Cylinders. Washington State University, College of Engineering, Research Division Bulletin
300, 1966
[2] H Drescher. Mussung der auf querongestromte Zylinder ausgeubten seitlich veranderten
Drucke, Zeitschrift für Flugwissensschaft, 1956, 4, 17 21
299
[3] C P Jackson. A Finite-Element Study of the Onset of Vortex Shedding in Flow Past
Variously Shaped Bodies. J. Fluid Mech., 1987, 182
[4] P M Gresho, S T Chan, R L Lee, C D Upson. A Modified Finite-Element Method for
Solving the Time-Dependent Incompressible Novier-Stokes Equations. Part 2 Applications,
Int. J. Numer. Math. Fluids, 1984, 4, 619
[5] C Friehe. Vortex-Shedding from Cylinders at Low Reynolds Numbers. J. Fluid Mech.,
1980, 100, 237
[6] R D Blevins. Flow-Induced Vibration, Second Edition. New York: Van Nostrand Reinhold
Company, 1990
[7] R E Bishop, A Y Hassan. The Lift and Drag Forces on a Circular Cylinder Oscillating in
a Flowing Fluid. Proc. of the Royal Society, 1964, London, Series A, 277, 51 75
[8] R T Hartlen, I G Currie. Lift-Oscillator Model of Vortex-Induced Vibration. Proc. ASCE,
J. Engrg. Mech., 1970, 96, 577 591
[9] R A Skop, O M Griffin. A Model for the Vortex-Excited Resonant Response of Bluff
Cylinder. J. Sound Vibration, 1973, 27, 225 233
[10] A B Poore. On the Theory and Application of the Hopf-Friedrichs Bifurcation Theory.
Arch. Rational Mech. and Anal., 1976, 60(4): 371 393
[11] A B Poore, A R Al Rawi. The Dynamic Behavior of the Hartlen-Currie Wake Oscillator
Model, Wind Engineering Proceedings of the International Conference, ed. J. E. Cermark,
pp 1073 1083, Oxford, Pergamon Press, 1980
[12] D M Griffin, R A Skop, G H Koopmann. The Vortex-Excited Response of Circular
Cylinders. J. Sound Vibration, 1973, 31, 235 249
[13] I Goswami, R H Scanlan, N P Jones. Vortex-Induced Vibration of Circular Cylinders, II,
New Model. J. Engrg. Mech. ASCE, 1993, 119(11): 2288 2302
[14] I Goswami, R H Scanlan, N P Jones. Vortex-Induced Vibration of Circular Cylinders, I.
Experimental Data, Ibid, 1993, 119(11): 2270 2287
[15] M P Paidoussis. Flow-Induced Instability of Cylindrical Structures. Applied Mechanics
Review, 1987, 40, 175
[16] M P Paidoussis, N T Issid. Dynamic Stability of Pipes Conveying Fluid. J. Sound
Vibration, 1974, 33(3): 267 294
[17] R W Gregory, M P Paidoussis. Unstable Oscillation of Tubular Cantilevers Conveying
Fluid, I. Theory, II. Experiments. Proc of the Royal Society, London, 1966, Series A, 293,
521 542
[18] A K Bajaj, P R Sethna, T S Lundgren. Hopf Bifurcation Phenomena in Tubes Carrying a
Fluid. SIAM J. Appl. Math., 1980, 39(2): 213 230
[19] J E Marsden, M McCraken. The Hopf Bifurcation and Its Applications. New York:
Springer-Verlag, 1976
[20] P J Holmes. Bifurcations to Divergence and Flutter in Flow-Induced Oscillations: A
Finite Dimensional Analysis. J. Sound Vibration, 1977, 53(4): 471 503
[21] S S Chen. Flow-Induced Vibration of Circular Cylindrical Structures. Washington:
Hemisphere Publishing Cor., 1987
[22] J D Jin. Stability and Chaotic Motion of a Restrained Pipe Conveying Fluid. J. Sound
Vibration, 1997, 208(3): 427 439
300
References
[23] Y C Fung. An Introduction to the Theory of Aeroelasticity. New York: John Wiley &
Sons, 1993
[24] D Tang, E H Dowell. Experimental and Theoretical Study on Aeroelastic Response of
High-Aspect-Ratio Wings. AIAA J., 2001, 39(8): 1430 1441
[25] B H K Lee, L Liu, K W Chung. Airfoil Motion in Subsonic Flow with Strong Cubic
Nonlinear Restoring Forces. J. Sound Vibration, 2005, 28(2): 699 717
[26] E F Sheta, V J Harrand, D E Thompson, T W Stranac. Computational and Experimental
Investigation of Limit Cycle Oscillations of Nonlinear Aeroelastic Systems. J. of Aircraft,
2002, 39(1): 133 141
[27] J P Den Hartog. Mechanical Vibrations, Fourth Edition. New York: McGraw-Hill, 1956
[28] K B M Q Zaman, D J Mckinzie, C L Rumsey. A Natural Low-Frequency Oscillation of
the Flow Over an Airfoil near Stalling Conditions. J. Fluid Med., 1989, 202, 403 442
[29] G V Parkinson, J D Smith. The Square Prism as an Aeroelastic Nonlinear Oscillator.
Quarterly J. of Mech. and Appl. Math., 1964, 17, 225 239
[30] R H Scanlan. The Action of Flexible Bridges Under Wind, I: Flutter theory. J. Sound
Vibration, 1978, 60(2): 187 199
[31] S S Chen. Instability Mechanism and Criteria of a Group of Circular Cylinders Subjected
to Cross Flow, Part I: Theory. J. of Vibration, Acoustics, Stress, and Reliability in Design,
1983, 105(1): 51 58
[32] R D Blevins. Flow-Induced Vibration. New York: Van Nostrand Reinhold Company,
1977
[34] H J Connors. Fluid Elastic Vibration of Tube Arrays Excited by Cross Flow. Paper
Presented at the Symposium on Flow Induced Vibration in Heat Exchangers, 1970,
ASME Winter Annual Meeting
[35] S J Price, M P Paidoussis. A Single Flexible Cylinder Analysis for the Fluid Elastic
Instability of an Array of Flexible Cylinders in Cross-Flow. J. Fluid Engineering, 1986,
108(2): 193 199
[36] H Tanaka, S Takahara. Fluid Elastic Vibration of Tube Array in Cross-Flow. J. Sound
Vibration, 1974, 77(1): 19 37
[37] S S Chen, J A Jendrzejczyk. Experiments on Fluid Elastic Instability in Tube Banks
Subjected to Liquid Cross-Flow. J. Sound Vibration, 1981, 78(3): 355 381
301
Chapter 10 Self-Excited Oscillations in Feedback
Control System
Abstract: One of the important properties of feedback control systems is

that under certain parameter conditions, their steady response is a periodic
motion described by the limit cycles in the phase plane. As pointed out earlier,
a stable limit cycle usually locates in the neighbourhood of an unstable
equilibrium point. Actually, if the static characteristic of the nonlinear element
has a hysteresis, the equilibrium point of the feedback control system is usually
unstable provided the system parameters satisfy certain conditions under which
the self-excited oscillation may occur. In addition, if the open-loop gain is
higher than its critical value, the equilibrium position of some feedback control
systems is also unstable. Here, the disturbed motion of the system diverging
from the equilibrium position is restricted to the limited power of amplifiers
and motors and will approach a periodic motion, namely, the self-excited
oscillation.
It is known that the normal working of a very few feedback control systems
is under the self-excited oscillation, which is normally harmful to their normal
operation. In order to effectively control and prevent the self-excited oscillation
in the feedback control system, we need to understand its excitation mechanism
and the influence of the system parameters on it. Thus, a thorough study
about some typical feedback control systems is performed in this chapter.
For this, several nonlinear feedback control systems have been selected as
analyzed objects. They are: a heating control system controlled by on-off
relay with hysteresis, a position control system driven by a dc motor with
hysteresis and dead-zone nonlinearities, a hydraulic position control system
with saturation, dead-zone or (and) hysteresis nonlinearities, and a nonlinear
control system under velocity feedback with time delay. These are all control
systems with single feedback channel and are described by lower-order
differential equations. Consequently, the approximate analytical solutions of
the differential equations of motion of these systems can be acquired by
different methods.
Keywords: heating control, on-off relay, positive feedback, position control,
hysteresis, critical parameter, hydrautic actuator, saturation dead-zone, time
delay
10.1 Heating Control System

Heating control systems are widely used in a variety of technical fields, such as
scientific instruments, engineering equipments, and home appliances. They are a
kind of the most intimate feedback control systems with the public.
10.1.1 Operating Principle of the Heating Control System
The heating control system is used to maintain a constant temperature in a closed

room. Its structural drawing is depicted in Fig. 10.1(a)[1]. When it is operating,
the manual switch is closed. The reference temperature, i.e., the desired room
temperature, is set by turning a dial on the thermostat. The switch of the
thermostat closes when the room temperature is lower than the setting. The
closing of the switch activates the operations necessary to turn the furnace on.
The heat generated by the furnace is distributed throughout the room and causes
a rise in temperature. When the room temperature reaches and slightly exceeds
the setting, the switch opens and halts the heating cycle. The amount of heat
generated by the furnace is essentially a constant independent of the room
temperature. The principle block diagram of the heating control system is shown
in Fig. 10.1(b).
Figure 10.1 A Heating Control System (a) Structural Drawing (b) Block Diagram
10.1.2 Mathematical Model of the Heating Control System
In order to acquire a deep understanding of the principle to keep a constant tem-

perature in a closed room, an analytical investigation about the heating control
system is necessary.
According to the block diagram shown in Fig. 10.1(b), we establish the equation
303
Chapter 10 Self-Excited Oscillations in Feedback Control System
governing the temperature variation in the closed room. The equation is obtained
from the conservation law of heat energy in physics and its mathematical description
may be reduced to
ChT KT W, (10.1)
where T is the room temperature, Ch is the heat capacity of the room, K is the
dissipative coefficient of the heat, and W is the heat power of the furnace.
Since the variation of the room temperature is very slow, the dynamic process
in the controller may be ignored. Thus, the on-off relay controlling the room
temperature is considered as a nonlinear inertialess element, whose input-output
characteristic is shown in Fig. 10.2, where W0 is a constant power and 'uc is the
half width of hysteresis.
Figure 10.2 Input-Output Characteristic Curve of the Controller
According to the block diagram shown in Fig. 10.1(b), the activation voltage
of the controller is
'u K1[T (t ) T r ] , (10.2)

where T r is the reference temperature, T (t ) is the temperature measured by the
controller, and K1 is the amplification coefficient.
According to Fig. 10.2, the analytical description of the output of the
controller is written as
W 0, 'u ! 'uc , if 'u ! 0,

W 0, 'u ! 'uc if 'u 0,
(10.3)
W W0 , 'u 'uc if 'u ! 0,
W W0 , 'u 'uc if 'u 0.
Here, we introduce two parameters,
K W0
D , E , (10.4)
Ch Ch
and substitute Eq. (10.2) and (10.3) in Eq. (10.1). Two differential equations of
304
the heating control system are obtained respectively, i.e.,

1. Heating stage
T DT E , if T ! 0, T T r 'T c ; (10.5)
2. Halting heat stage
T DT 0, if T 0, T ! T r 'T c ; (10.6)
where 'T c is the maximum temperature deviation, whose magnitude is determined
by the formula
'uc
'T c . (10.7)
K1
Hence, the mathematical model of the heating control system with on-off relay
consists of Eqs. (10.5) and (10.6).
10.1.3 Time History of Temperature Variation
If the initial temperature T0 is lower than the reference temperature Tr, the system
is in the heating stage. Here, integrating Eq. (10.5), we obtain its analytical
solution, i.e.,
T (T 0 K 1W0 )e D t K 1W0 . (10.8)

Similarly, if the initial temperature T0 is higher than the reference temperature Tr,
the system is in the halting heat stage. Here, integrating Eq. (10.6), we obtain its
analytical solution, i.e.,
T T 0 eD t . (10.9)
According to Eqs. (10.8) and (10.9), draw time histories in the heating stage
and the halting heat stage respectively in Fig. 10.3(a) and (b).
Figure 10.3 Solutions of Eqs. (10.5) and (10.6)
305
Joining the curves in Fig. 10.3(a) and (b) together, depict the entire time history
of the room temperature under the controlled condition. Figure 10.4(a) shows the
case that the initial temperature T0 is lower than the reference temperature Tr,
while Fig. 10.4(b) shows the case that the initial temperature T0 is higher than the
reference temperature Tr.
Figure 10.4 Time Histories of Heating Control System
10.1.4 Stable Limit Cycle in Phase Plane
Now, differentiating Eqs. (10.8) and (10.9) with respect to time t, we obtain the
first-order derivative of the room temperature in the heating stage
T D ( K 1W0 T 0 )eD t (10.10)

and the first-order derivative of the room temperature in the halting heat stage
T DT 0 eD t . (10.11)

According to expressions (10.8) (10.11), we plot the phase paths of the heating
control system in Fig. 10.5. It is clear that there is a closed-loop phase path. In
Figure 10.5 Limit Cycle of Heating Control System
306
particular, as long as the room temperature reaches certain values, namely,

(T r 'T c ) or (T r 'T c ) , whatever the levels of the initial temperature are, all
phase paths drift toward this closed loop path. Thus, the closed-loop path is a
stable limit cycle L . This means that the room temperature variation under the
regular service condition of the heating control system is just a self-excited
oscillation.
At last, according to expressions (10.10) and (10.11), we find the maximum
and the minimum room temperature rate, i.e.,
Tmax D ( K 1W0 T r 'T c ), (10.12)
Tmin D (T r 'T c ). (10.13)
10.1.5 Amplitude and Frequency of Room Temperature Derivation
The phase diagram of Fig. 10.5 shows that the amplitude of the room temperature
variation is equal to 'T c . According to expression (10.7), it is proportional to the
width of hysteresis in the input-output characteristic shown in Fig. 10.2. The
period of the self-excited oscillation in the heating control system consists of the
duration t1 from A to B and the duration t2 from C to D in the phase plane of
Fig. 10.5.
Furthermore, making use of expressions (10.8) and (10.9), we obtain the analytical
expressions of t1 and t2, respectively, i.e.,
Ch ª W0 K (T r 'T c ) º
t1 ln « » (10.14)
K ¬W0 K (T r 'T c ) ¼
and
Ch ªT r 'T c º
t2 ln « ». (10.15)
K ¬ T r 'T c ¼
By summing these two expressions, the expression of the period of the self-
excited oscillation in the heating control system is obtained, i.e.,
Ch ªW0 (T r 'T c ) K (T r2 'T c2 ) º

T ln « ». (10.16)
K ¬ W0 (T r 'T c ) K (T r2 'T c2 ) ¼
This analytical result shows that the period of the temperature variation in the
heating control system is proportional to the heat capacity of the controlled room,
and approximately inversely proportional to the dissipative coefficient of the con-
trolled room. Besides, the period increases when the maximum of the temperature
deviation is raised.
307
10.1.6 An Excitation Mechanism of Self-Excited Oscillation
Let us return to Fig. 10.4 and Fig. 10.5. The curve section from A to B on the time
history and the phase path describe the temperature variation of the controlled room.
From A to E, the room temperature T is lower than the reference temperature Tr
and the heating effort is the negative feedback, while from E to B, the room
temperature T is higher than the reference temperature Tr and the heating effort is
the positive feedback. This positive feedback is introduced by the hysteresis
nonlinearity in the input-output characteristic shown in Fig. 10.2. It is known that
the negative feedback benefits the stability of the feedback system, while the
positive feedback may make the equilibrium position lose stability. Taking a look
at the time history shown in Fig. 10.4, the alternative negative and positive
feedbacks with nearly the same intensity force the heating control system to work
in the self-excited oscillation state.
Thus, we conclude that there are alternative negative and positive feedbacks in
the heating control system controlled by on-off relay with hysteresis. Moreover,
it is an excitation mechanism leading to self-excited oscillation.

The closed-loop position control system has many advantages, among which a main
property is the accuracy to position the moving parts. Therefore, it is extensively
utilized in a variety of high-performance equipment, particularly, the electrical
position control system. Since the self-excited vibration is always harmful to the
accurate positioning, analytical investigation about the excitation mechanism and
the excitation occurrence condition become a valuable subject to successfully
control and prevent it. The main contents of this section are divided into five
subsections, namely, constructing the principle diagram of an electrical position
control system, establishing the equations of its motion, drawing the phase diagram
and establishing the mapping expressions from a prescribed point to another,
confirming the existence of the limit cycle, and determining the parameter conditions
for onset of the self-excited vibration.
10.2.1 Principle Diagram
A simple position control system is shown in Fig. 10.6[1]. The electrical connections
are drawn by the solid lines and the mechanical connections are drawn by the dashed
lines. With a position command dialed into the system, the input potentiometer
converts this mechanical motion into an electric signal, Vc, a representative of the
command. A gear connection on the output shaft transfers the output angle To to
a shaft and the shaft feeds the sensed output Tf back. The feedback shaft is
308
connected to a potentiometer. It converts Tf into an electric signal Vf, which thus

represents the output variable To. The error amplifier amplifies the difference Ve
between Vc and Vf. The amplified error signal VA is fed into a power amplifier
that drives a dc-motor. The motor turns until the output shaft is at a position such
that Vf is equal to Vc. When this situation is reached, the error signal Ve or the
difference between Vc and Vf is zero. The outputs of the amplifiers are thus zero,
and the motor stops turning.
Figure 10.6 Electrical Position Control System
Frictions and backlashes always exist in the interfaces of the moving parts of
the position control systems. For analytical investigation, these physical factors
are usually described with the piecelinear functions and are called the static
characteristic of nonlinear systems. Depending on the structure of the mechanical
system, the influence of the friction and the backlash between the sliding surfaces
on the motion of the system is often simplified as a hysteresis nonlinearity, or a
dead-zone nonlinearity, or the combination of hysteresis and dead-zone, as shown
in Fig. 10.7(a), (b) and (c).
Figure 10.7 Nonlinearity Caused by Friction and Backlash
In general, the nonlinear factors are described by static characteristic and are
embedded in the closed loop of the electrical position control system. Furthermore,
309
the transfer function is used to describe the dynamic process. Here, the electrical
position control system is represented with a block diagram, as shown in Fig. 10.8.
Figure 10.8 Block Diagram of Electrical Position Control System
10.2.2 Equations of Position Control System with Hysteresis

Nonlinearity
According to the block diagram shown in Fig. 10.8, the equations of motion of
all elements in the electrical position control system are established and combined
in a mathematical model.
First, lets us establish the differential equation of motion of the dc motor and
its inertial load, i.e.,
JT cT M, (10.17)

where J is the equivalent moment of inertia of the motor rotor and its load, c is
the viscous damping coefficient, and M is the motor torque that is proportional to
the output voltage of the controller, namely,
M K1u1 , (10.18)
where u1 is the output voltage of the amplifier and K1 is the amplification co-
efficient of the motor. Here, we directly write the equation of the amplifier, i.e.,
u1 K 2 'T , (10.19)
where K 2 is the amplification coefficient and 'T is the derivation between the
desired angle T c and the sensed output angle T f , namely,
'T Tc T f . (10.20)
Next, make use of the hysteresis characteristic to describe all nonlinear factors
in the electrical position control system. According to Fig. 10.7(a), we have the
piecelinear function
Tf F1 (T ,T) (10.21)
310
with
T ', if T ! 0
F1 (T ,T) ®
¯T ', if T , (10.22)
T 0,
if | F1 (T ,T ) T | '
where ' is the half width of the hysteresis.
In accordance with the motion in the self-excited vibration, with T c 0 , we
introduce the following parameters
J K1K 2 t
T , K , W .
c c T
(10.23)
T F1 (T ,T)
x , z .
' '
Then, with the dimensionless time W, Eqs. (10.17) (10.21) are simplified as
xc y, y c D z y, z c f ( x, y, z ), (10.24)
where the prime represents the derivative with respect to the dimensionless time W,
f ( x, y, z ) is the analytical function, and D is the system parameter, namely,
D TK. (10.25)
At last, since the function f ( x, y, z ) is a piecelinear function, it is described in
some regions in the phase space, namely,
H z x 1, if y 0

(10.26)
H zx 1, if y ! 0,
f ( x, y, z ) 0, if | z x | 1 (10.27)
where H and H are two half-planes in the phase space.
Now, the mathematical model of the electrical position control system has been
established. It consists of Eqs. (10.24), (10.26), and (10.27). All these equations
are linear ones and the electrical position control system shown in Fig. 10.6 is a
piecelinear dynamic system.
10.2.3 Phase Diagram and Point Mapping
Since the system equations are linear differential equations, all phase paths of the
position control system with hysteresis may be directly obtained by their analytical
integration.
First, the phase space (x, y, z) is divided into four subspaces by half-planes H1
311
and H2 and the horizontal coordinate plane y 0, as shown in Fig. 10.9. The
half-planes H1 and H2 intersect with the horizontal coordinate plane y 0. The
intersection lines are L1 and L2, whose equations are described in the form
L1 : z x 1, y 0, (10.28)
L2 : z x 1, y 0. (10.29)
Figure 10.9 Phase Diagram of Electrical Position Control System
Next, let P1 denote the initial point of the phase path at line L1. Then, line L1
becomes a set of the initial points of all phase paths. As the initial points depart
from line L1, after duration time W1, they reach at point P2 in the half-plane H2, as
shown in Fig. 10.9. According to Eq. (10.27), the phase path set P q
1 P2 is in a
parallel plane set perpendicular to the axis Z. A curve S1 in the half-plane H2 is
constructed by the point set of P2. Integrating the differential Eqs. (10.24), and
taking account Eq. (10.27), we obtain the parameter equations of the curve S1, i.e.,
2(1 e W1 ) 2
y2 , z2 . (10.30)
e W1 W 1 1 D (1 W 1 eW )
1
Eliminating the duration time W1 from the previous equations, we obtain mapping
expressions from P1 to P2, i.e.,
§ y D z1 · y2 D z1
M 1 : exp ¨ 2 ¸ , z2 z1 . (10.31)
© D z1 ¹ D z1
At last, choose the point P2 on the curve S1 as the initial point of the phase path
departing from S1 to point P3 on the line L2, as shown in Fig. 10.9. According to
q
Eq. (10.26), the phase path P2 P3 is in the half-plane H2. Integrating the differential
Eq. (10.24) and taking account Eq. (10.26), we obtain the mapping expression
312
from P2 to P3, i.e.,

1
ª º½
§ 2 y2 z2 y22 · 2 ° 1 «arctan 2 y2 z2 arctan 1 » °.
M 2 : z3 ¨ z2 ¸ exp ®
« 1 »¾
© D D ¹ 1
° (4D 1) 2
1
¯ ¬« z2 (4D 1) 2 (4D 1) 2 ¼» ¿°
(10.32)
10.2.4 Existence of Limit Cycle
It is clear that system Eqs. (10.24), (10.26), and (10.27) are all symmetric about
the origin O of the phase space. Therefore, the limit cycle of this system, if it
exists, is also symmetric about O.
Assuming that P1 on L1 and P3 on L2 lie in the limit cycle, their coordinates
must satisfy the following equations
x3 x1 , y3 y1 , z3 z1 .
Considering that points P1 and P3 are constrained on lines L1 and L3, the necessary
condition for the occurrence of the limit cycle is reduced to the sole equation
z3 z1 , (10.33)
which is utilized to determine the condition of the occurrence of the limit cycle.
Given the magnitude of parameter D, selecting a group of values of y2 and
using Eqs. (10.31) and (10.32) to calculate the corresponding coordinates z1 and
z3, we obtain two sets of points (y2, z1) and (y2, z3). Then, by using all of them,
draw the curve G1 ( z1 , y2 ) 0 corresponding to Eq. (10.31) and the curve
G2 ( y2 , z3 ) 0 corresponding to Eq. (10.32), as shown in Fig. 10.10. This is called
Lamery diagram. If the parameter D is large enough, these two curves intersect at
point Q, which corresponds to a limit cycle in the phase plane. The directions of
Figure 10.10 Lamery Diagram of Electrical Position Control System
313
the arrows on the staggered lines show the convergent processes of the phase
paths toward the limit cycle. Obviously, the limit cycle is a stable one and the
self-excited vibration occurs in the electrical position control system. According
to the coordinates of the intersection Q, y 2 and z1 , the amplitude of the limit
cycle may be found. Then, by calculating the duration time W1 and W2, the period
of the self-excited vibration is determined.
Let us review Fig. 10.11. The critical condition for the occurrence of the limit
cycle is that the point P1 is at a special point N1, which is the intersection of line
L1 and axis x. According to Eqs. (10.31) and (10.32), draw the mapping curves
from P1 to P2 and from P2 to P3 , whose equations are G1 ( z1 , y 2 ) 0 and
G2 ( z2 , y3 ) 0 respectively. When parameter D is more than 3.04, they intersect
in the region | z1 | ! 1, and when parameter D is less than 3.04, they intersect in
the region | z1 | 1 , as shown in Fig. 10.12(a) and (b). Under the critical parameter
condition D 3.04, they intersect on the line | z1 | 1 , as shown in Fig. 10.12(c),
and the limit cycle reaches the minimum one. Thus, substituting (10.23) in (10.25)
and denoting D 3.04, we obtain the critical parameter condition for the occurrence
of the self-excited vibration in system (10.24), i.e.,
K1 K 2 J 3.04c 2 , (10.34)
in which the parameters K1, K2, J, and c are the same as those in expression (10.23).
In order to reduce the occurring tendency of the self-excited vibration in the
electrical position control system, we may raise the viscous-damping coefficient
of the system, decrease the moment of inertia of the dc motor and the load, and
lower the amplification coefficients of the electric circuit.
Figure 10.11 Limit Cycle of Electrical Position Control System
314
10.3 Electrical Position Control System with Hysteresis and Dead-Zone
Figure 10.12 Lamery Diagrams Corresponding to Different Values of Parameter D

and Dead-Zone
Friction and backlash between the interfaces of the moving parts in the position
control systems always cause the hysteresis and the dead-zone of the nonlinear
static characteristic, as shown in Fig. 10.7(a) and (b). Irrespective of whether the
former or the latter are dependent on the physical properties of the loads, i.e., elastic
or inertial ones, the hysteresis and the dead-zone may simultaneously emerge, as
shown in Fig. 10.7(c). Hence, we must conduct the investigation about the motion
in the position control system with the hysteresis and the dead-zone. This is more
complicated than the motion analyzed in the previous section. Let us analyze this
motion below[2].
10.3.1 Equation of Motion
Here, introduce a new dimensionless parameter to describe the relative width of

the hysteresis to the dead-zone, i.e.,
'
J , (10.35)
H
where H is the half width of the dead-zone and ' is the half width of the
hysteresis.
Taking into account the dead-zone nonlinearity shown in Fig. 10.7(c), the
equations of motion, i.e., Eqs. (10.24), are transformed into the form
x y, y D z y, z f1 ( x, y, z ), (10.36)
where f1 ( x, y, z ) is still a piecelinear function and is represented in six regions
respectively, namely,
315
z x 1 J 1 0, if y ! 0, (10.37)
°
°z x 1 J
1
0, if y ! 0, (10.38)
f1 ( x, y, z ) ®
°z x 1 J
1
0, if y 0, (10.39)
°¯ z x 1 J 1 0, if y 0, (10.40)
and
f1 ( x, y, z ) 0, if z ! 0, 1 J 1 x z 1 J 1 ,
(10.41)
f1 ( x, y, z ) 0, if z 0, 1 J 1 x z 1 J 1.
These equations show that the electrical position control system with the hysteresis
and the dead-zone nonlinearity is still a piecelinear dynamic system.
10.3.2 Phase Diagram and Point Mapping
First, according to Eqs. (10.37) (10.41), construct four half-planes H1, H2, H3,
and H4 in combination with the coordinate plane z 0. They divide the phase
space (x, y, z) into six regions, as shown in Fig. 10.13. The equations of these
four half-planes are
H1 : z x 1 J 1 , y İ 0,
H 2 : z x 1 J 1 , y İ 0,
(10.42)
H 3 : z x 1 J 1 , y ı 0,
H 4 : z x 1 J 1 , y ı 0.
Figure 10.13 Phase Diagram of Electrical Position Control System
316
These four half-planes intersect with two coordinate planes, y 0 and z 0, and
yield eight half-straight lines, L1 L8, as shown in Fig. 10.13. The equations of
these lines are
L1 : zx 1 J 1 , y 0, z İ 0,
L2 : zx 1 J 1 , y 0, z İ 0,
L3 : zx 1 J 1 , z 0, y ı 0,
L4 : zx 1 J 1 , z 0, y ı 0,
(10.43)
L5 : zx 1 J 1 , y 0, z ı 0,
L6 : zx 1 J 1 , y 0, z ı 0,
L7 : zx 1 J 1 , z 0, y İ 0,
L8 : zx 1 J 1 , z 0, y İ 0.
Next, taking into account Eqs. (10.41), we integrate Eqs. (10.36) and obtain
the mapping expressions from the point P1(x1, y1, z1) on the line L1 to the point
P2(x2, y2, z2) in the half-plane H2, namely,
2 2(1 eW1 )
z1 , y2 . (10.44)
D (1 W eW1 ) eW1 W 1 1
where W 1 is the duration from P1 to P2.
The set of point P2 constructs a curve S1 in the plane H2, as shown in Fig. 10.13.
At last, consider a phase path departing from L1, which intersects with S1, L3,
L4, and L5 at P2, P3, P4, and P5 sequentially. The phase path is divided into four
sections, namely, P q q q q
1 P2 , P2 P3 , P3 P4 , and P4 P5 , as shown in Fig. 10.13. Taking
into account Eqs. (10.41), (10.38), and (10.39), lets us integrate Eqs. (10.36) and
obtain four mapping expressions in accordance with P q q q q
1 P2 , P2 P3 , P3 P4 , and P4 P5 ,
respectively, i.e.,
§ y 2· y2 D z1
M 1 : exp ¨ 2 ¸ , z2 z1 , (10.45)
© D z1 ¹ D z1
1 ª 1 § 2 y2 z 2 S ·º
M 2 : y3 ( y22 z2 y2 D z22 ) 2 exp « ¨¨ arctan ¸ » , (10.46)
«¬ 4D 1 © z2 4D 1 ¸¹ »¼
M 3 : y4 y3 2J 1 , (10.47)
1 ª 1 § S 1 ·º
M 4 : z5 E1 y4 , E1 exp « ¨ arctan ¸» . (10.48)
D ¬ 4D 1 © 4D 1 ¹ ¼
317
Simultaneously, we obtain the analytical expressions of the durations passing

through the four sections of the phase path from P1 to P5, i.e.,
W1 ln ª¬D z1 ( y2 D z1 )1 º¼ ,
2 ª 2 y2 z 2 Sº
W2 «arctan »,
4D 1 «¬ z2 4D 1 2 »¼
(10.49)
W 3 ln ª¬ y3 ( y3 2J 1 )1 º¼ ,
2 §S 1 ·
W4 ¨ arctan ¸.
4D 1 © 2 4D 1 ¹
10.3.3 Existence and Stability of Limit Cycle
Sequentially use four mapping expressions, M 1 , M 2 , M 3 , and M 4 , and obtain

the mapping expression from P1 to P5, namely,
M M 1 M 2 M 3 M 4 . (10.50)
Since the system equations, namely, Eqs. (10.36) (10.41), are symmetric about
the origin O of the phase space, if expression (10.50) can yield the result
z5 z1 , (10.51)
the existence of a limit cycle in the phase space is confirmed, as shown in Fig. 10.14.
Figure 10.14 Limit Cycle of Electrical Position Control System
318
To prove the existence of the limit cycle, we introduce an undefined parameter

K with the linear equation
y2 Kz2 . (10.52)
Solving the equation systems (10.45) and (10.52), we obtain an explicit expression
of function z1(K), i.e.,
2
z1 K . (10.53)
ªK § K ·º
D« ln ¨1 ¸ »
¬ D © D ¹¼
By using expressions (10.46), (10.47) and (10.48), we obtain another explicit

expression of function z5(K), i.e.,
2 1
ª 1 § 1 2K S ·º ½
° ( K K D ) 2
exp « ¨ arctan ¸» °
° ¬ 4D 1 © 4D 1 ¹ ¼ 1 °
z5 ( K ) 2 E1 ® ¾ (10.54)
° § K· J°
K D ln ¨1 ¸
°
¯ © D¹ °
¿
with
1 ª 1 § S 1 ·º
E1 exp « ¨ arctan ¸» . (10.55)
D ¬ 4D 1 © 4D 1 ¹ ¼
According to expressions (10.54) and (10.55), the following inequalities are
verified
d( z1 ) 2K
1. ! 0, K [D , 0] ,
dK ª § K· º
( K 2) «D ln ¨1 ¸ K »
¬ © D¹ ¼
2 E1
2. lim ( z1 z5 ) !0,
K of J
3. lim( z1 z5 ) f.
K o0
These inequalities confirm that the geometric patterns of all curves of –z1(K)
and z5(K), i.e., curves C1 and C2, are classified into three types, as shown in
Fig. 10.15(a), (b), and (c). In figure (a), since there are two intersections of C1
and C2, there are two limit cycles in the phase space. In the figure (b), the curve
C1 is tangential to the curve C2 and there is only one limit cycle. In the figure (c),
the curve F1 does not intersect with the curve C2. Thus, there is no limit cycle.
Then, draw the staggered curve in the neighborhood of the intersection of
curves C1 and C2 in Fig. 10.15. The Lamery diagrams of the electrical position
319
control systems are constructed. According to the directions of the arrows on the
staggered lines, we may conclude that (1) the limit cycle L1 corresponding to
the intersection Q1 is unstable; (2) the limit cycle L2 corresponding to the
intersection Q2 is stable; and (3) the limit cycle L corresponding to the tangent
point Q0 is semistable.
Figure 10.15 Three Types of Lamery Diagrams
At last, with different parameter combinations, we plot the Lamery diagrams,

as shown in Fig. 10.15(a), (b), and (c), and draw three types of phase diagram in
Fig. 10.16(a), (b), and (c) respectively.
Figure 10.16 Three Types of Phase Diagrams Corresponding to Different

Combinations of System Parameters
320
First, substituting the analytical expressions of coordinates z1 and z5, i.e., Eqs. (10.53)
and (10.54), in the necessary condition to form the limit cycle, Eq. (10.51), we
obtain a transcendental equation of parameters D, J , and K, i.e.,
J I (D , K ),
in which
ªK § K ·º ª 1 § 1 S ·º
D« ln ¨ 1 ¸ » exp « ¨ arctan ¸»
¬D © D ¹¼ ¬ 4D 1 © 4D 1 ¹ ¼
I (D , K ) .
1
ª 1 § 1 2K 1 ·º
( K K D ) exp «
2 2
¨ arctan arctan S ¸» D
¬ 4D 1 © 4D 1 4D 1 ¹¼
(10.56)
Next, given a group of values for parameter K, by numerical calculation, we
obtain a set of relative curves between parameters D and J, corresponding to
different values of parameter K, as shown in Fig. 10.17. The figure shows that
these curves have an envelop E that is the boundary of the stable region in the D-J
plane. This envelop E possesses an asymptote, namely, a straight line D 3.04, and
the analytical result is entirely consistent with the previous conclusion.
Figure 10.17 Stable Domain in Parameter Plane (D, J )
At last, we conclude the main influence of the dead-zone of the static characteristic
on the motion in the electrical position system as follows.
1. The dead-zone of static characteristic causes the position control system to
possess a stable equilibrium interval. If the self-excited vibration occurs in this
system, it is induced by hard excitation. In this case, there are two limit cycles in
the phase diagram, as shown in Fig. 10.16(a). The inner one is unstable and the
outer one is stable.
2. According to the configuration of the boundary of the stable region in
321
the D -J plane, i.e., the envelop E, as shown in Fig. 10.17, if the width of the dead-
zone increases, the critical value of the parameter J decreases. Here, the critical
value of parameter D, which guarantees the stability of the equilibrium of the
electrical position control system, increases as well. Thus, enlarging the width of
the dead-zone of the static characteristic is of benefit to prevent the electrical
position control system from self-excited vibration.
10.4 Hydraulic Position Control System

A hydraulic actuator is a device that amplifies a linear mechanical motion into
another one at a much higher power level. In general, hydraulic actuators are
economical and provide a high power per unit volume ratio[3]. Hence, hydraulic
actuators are used in automobiles for power steering and power brakes, in ships
to control the rudder, and in large machine equipment and in airplanes for moving
surfaces, such as rudders, ailerons, elevators, horizontal stabilizers, flaps, and spoilers.
However, self-excited vibration occurs in some hydraulic position control systems.
10.4.1 Schematic Diagram of a Hydraulic Actuator
Fig. 10.18 shows a simplified sketch of an early hydraulic piston control system
to control elevators[4]. The input link drives the lever to rotate and the lever drives
the slide valve along the direction of the input link. When the input link is displaced
to the right, the oil under constant pressure flows from the center valve up into the
left cylinder chamber. This operation causes the piston to move the inertial load
to the right. As the piston moves to the right, it expels the oil in the right cylinder
chamber down through the right return valve, which opens when the slide valve
moves to the right. The oil thus returns to the main supply. Simultaneously, the
piston moves to the right, and the lever rotates around the terminal point of the
input link and forces the slide valve to move to the right. The displacement is just
a negative feedback effect and the hydraulic position control system shown in
Fig. 10.18 is actually a closed-loop control system. Input motion to the left makes
the load move to the left in a similar manner.
Figure 10.18 Schematic Diagram of a Simple Hydraulic Position Control System

322
Hence, the controlled motion of the hydraulic position control system may be
described with a block diagram, as shown in Fig. 10.19.
Figure 10.19 Block Diagram of Hydraulic Position Control System
10.4.2 Equations of Motion of Hydraulic Position Control System
As the working medium, the oil in a hydraulic actuator with higher pressure always
displays remarkable compressibility, and it can delay the motion transmission
and decrease the stability of the system. Hence, the compressibility of the oil is
an important factor to be considered when we establish the equations of motion
of the hydraulic position control system operating in high-pressure conditions.
First, establish the equation relative to the displacement of the valve stem, the
flow rate of the oil, and the pressure difference between the cylinder chamber
and the main supply. This is normally found by some testing method.
In order to describe the relationship between the flow rate of the oil and the
relative displacement of the valve stem about the valve port, we install the hydraulic
actuator on a special testing rig. In the experiment, the pressure difference between
the cylinder chamber and the main supply is maintained to be constant by this rig.
After measuring the pressure difference and the relative displacement of the valve
stem and the valve port repeatedly, we obtain a large number of testing data to
draw the relation curve of the oil flow rate and the relative displacement between
the valve stem and the valve port. The curve is called flow rate curve of the slide
valve. It is shown in Fig. 10.20(a) and (b) for the slide valve without or with
overlap respectively.
Figure 10.20 Flow Rate Curves of the Slide Valves
Then, change the pressure of the main supply repeatedly and obtain a group of
flow rate curves shown in Fig. 10.20. These curves fit the nonlinear function
Q1 Q1 ( E , P0 P1 ), if E ! 0, (10.57)
323
where Q1 is the flow rate of the oil up into the left chamber, E is the relative
displacement between the valve stem and the valve port, P0 is the pressure of the
main supply, and P1 is the pressure in the left chamber.
Since the geometry of the right channel is the same as the one of the left
channel, we have
Q2 Q2 ( E , P2 P3 ), if E 0, (10.58)
where Q2 is the flow rate of the oil up into the right chamber, P2 is the pressure in
the right chamber, and P3 is the atmospheric pressure.
Second, define the bulk elasticity modulus of the oil, i.e.,
V 'P
N ,
'V
where V is the volume filled up with the oil, 'P is the variation of the oil
pressure, and 'V is the variation of V caused by 'P . In this expression, replacing
'P
by the derivative of P with respect to time V yields
'V
VdP
N . (10.59)
dV
Obviously, the mass of the oil filling up V may be described as M UV , where
U is the density of the oil. Differentiate the expression with respect to time t and
designate number 1 and 2 as the indexes of the variables in the left and the right
chambers of the hydraulic cylinder. We obtain
M 1 V1 U UV1 , M 2 V2 U UV2 . (10.60)

On the other hand, the variations of the oil mass entering the left and the right
chambers of the cylinder are mainly determined by the oil flow rates. Therefore,
we have
M 1 U Q1 , M 2 U Q2 .
Substituting the above expression in Eqs. (10.60) yields
V1 U V2 U
Q1 V1 , Q2 V2 . (10.61)
U U
The equivalent length of the cylinder is defined as
V1 V2 V0
L0 ,
S0
where V0 is the total volume of the oil channel from the valve port to the cylinder
324
and S0 is the effective area of the piston. Simultaneously, through let x1 denote
the displacement coordinate of the piston, and its zero point is corresponding to a
particular configuration, namely the piston just passes the center of the hydraulic
cylinder, so that we have
§ L0 · § L0 ·
V1 ¨ 2 x1 ¸ S0 , V2 ¨ 2 x1 ¸ S0 .
© ¹ © ¹
Substituting these expressions in Eqs. (10.61) and considering the expression
(10.59), we obtain
S0 ( L0 2 x1 ) S0 ( L0 2 x1 )
Q1 P1 S0 x1 , Q2 P2 S0 x1 . (10.62)
2N 2N
Next, write the equation of motion for the assembly of the piston and the
inertial load, i.e.,
mx1 S0 ( P1 P2 ) R(t ), (10.63)
where m is the equivalent mass of the assembly directly connected with the
piston of the hydraulic actuator and R(t) is the external force exerted on the
assembly.
Establish the equation of motion for the feedback lever. Neglecting its inertia
and considering that the pivot is usually positioned at the midpoint of the lever as
shown in Fig. 10.18, we have
x2 2 x1 x0 , (10.64)
where x2 is the displacement of the valve stem and x0 is the displacement of the
input link. As the valve port is integrated with the piston body, the relative
displacement of the valve port about the valve stem is
E x1 x2 .
Substituting Eq. (10.64) in the above equation, we obtain the equation of motion
of the inertialess feedback lever, i.e.,
E x0 x1 . (10.65)
At last, combine the equation system, namely, (10.57), (10.58), (10.62), (10.63),
and (10.65), with the nonlinear mathematical model of the hydraulic position
control system shown in Fig. 10.20. Since Eqs. (10.57), (10.58), and (10.62) are
nonlinear, the linearization operation on them is necessary.
10.4.3 Linearized Mathematical Model
Here, we introduce the procedure to complete linearization of the equations of

325
the hydraulic position control system.

First, denote the constant reference input and the constant external force, namely,
x0 (t ) x00 and R(t ) R0. We obtain an equilibrium equation system
Q10 Q1 ( E0 , P0 P10 ), Q20 Q2 ( E0 , P20 P3 ),
Q10 0, Q20 0, E0 0,
( P10 P20 ) S0 R0 0, x10 x00 .

Then, solving the equation system, we obtain the stationary values of all variables
of the hydraulic position control system, i.e.,
Q10 0, Q20 0, E0 0,
P0 P3 R0 P0 P3 R0 (10.66)
P10 , P20 , x10 x00 .
2 S0 2 S0
Designate Gq1, Gq2, GE, Gp1, Gp2, and Gx1 as the variations of the variables Q1, Q2,
E, P1, P2, and X1 with respect to their stationary values. Therefore, we have
Q1 Q10 Gq1 , Q2 Q20 Gq2 , E E0 GE ,

(10.67)
P1 P10 Gp1 , P2 P20 Gp2 , x1 x10 Gx.
Substitute these expressions in Eqs. (10.57) and (10.58), expand them into a power
series, neglect the higher-order small terms, and retain only the linear terms. Then
we have
Gq Ce GE C p Gp1 , Gq2 Ce GE C p Gp2 , (10.68)
where Ce is the flow rate gain and Cp is the pressure coefficient.

Both Ce and Cp depend on the structure of the slide valve and they are defined
by the partial derivatives of nonlinear functions Q1 and Q2, namely,
wQ1 wQ2 wQ1 wQ2

Ce , Cp .
wE wE wp1 wp2
Summing two equations of (10.68) yields
Gq1 Gq2 2Ce GE C pGp1 Gp2 . (10.69)
On the other hand, summing two equations of (10.62), considering Q10 = Q20 = 0,
and neglecting the higher-order small terms, we obtain
S0 L0 S x
Gq1 Gq2 2S0 x1 Gp1 Gp 2 0 1 ( P1 P2 ) . (10.70)
2N N
326
In addition, the flow rates Q1 and Q2 mainly depend on the velocity of the piston
x1 . Thus, there is an approximate relation Q1 | Q 2 , and by means of Eqs. (10.57)
and (10.58), we have
P0 P1 P2 P3
or
P1 P2 P0 P3 ,
whose right side is a constant. Substituting the above equation in Eq. (10.70) and
denoting Gp Gp1 Gp2 , the last term vanishes and Eq. (10.70) is reduced to
S0 L0
Gq1 Gq2 2 S0 x1 Gp , (10.71)
N
where G p is the derivative of the pressure difference between the oil in the left
and the right chambers of the hydraulic cylinder from the stationary value.
Eliminating the variable (Gq1 Gq2) from Eqs. (10.70) and (10.71) yields
Ve Cp
Gp Gp Ce GE S0 Gx1 , (10.72)
2N 2
where Ve is the effective volume of the hydraulic cylinder, i.e., S0L0.
At last, substituting (10.67) in Eq. (10.63) and (10.65), we obtain
mG
x1 S0 Gp (10.73)
and
GE Gx1 . (10.74)
Equations (10.72), (10.73), and (10.74) are combined into a linearized mathe-
matical model of the hydraulic position control system shown in Fig. 10.18.
10.4.4 Equilibrium Stability of Hydraulic Position Control System
Here, consider the hydraulic position control system without overlap, whose flow
rate curve is shown in Fig. 10.20(a). Below is the stability analysis of the sole
isolated equilibrium point of the system.
First, eliminating the variables Gp and GE from Eqs. (10.72) (10.74), we obtain
the system equation
a0 G
x1 a1G
x1 a2 Gx1 a3Gx1 0 (10.75)
with
a0 mL0 2 N , a1 C p m S0 , a2 2 S0 , a3 2Ce . (10.76)
327
Hence, the characteristic equation of the hydraulic position control system is
a0 O 3 a1O 2 a2 O a3 0.
Next, according to Hurwitz criterion, for asymptotic stability of the system
equilibrium, the necessary and sufficient condition is that all coefficients, a0, a1,
a2, and a3, are positive and the minor Hurwitz determinant ' 2 ! 0. Actually,
expressions (10.76) show that all coefficients a0, a1, a2, and a3 are positive, and
the necessary and sufficient condition of asymptotic stability of equilibrium of
hydraulic position control system is ' 2 ! 0. Substituting expressions (10.76) in
' 2 ! 0 , we obtain the sole condition of its asymptotic stability, i.e.,
2C p N L0 Ce ! 0 . (10.77)
At last, take into account the necessary condition under which the self-excited
vibration occurs. The system equilibrium has the second type of critical stability.
In this case, the system parameters satisfy the equation ' 2 0. Hence, substituting
the expressions of (10.70) in ' 2 0 , we obtain the critical flow rate gain
Ce* 2C p N L0 . (10.78)
If the flow rate gain of the hydraulic position control system Ce is smaller than Ce* ,
namely,
Ce Ce* 2C p N L0 , (10.79)
the equilibrium position of the hydraulic position control system without overlap
is stable and the self-excited vibration does not take place in this system.
10.4.5 Amplitude and Frequency of Self-Excited Vibration
If inequality (10.79) does not hold good, self-excited vibration will occur in the
hydraulic position control system. Here, the amplitude and the frequency may be
found by the describing function method[5, 6].
The nonlinearity in the hydraulic position control system is mainly a flow rate
saturation caused by the limited width of the valve port. As long as the oil flow
reaches the maximum rate Qm, with the displacement of the valve stem about the
port increasing, the flow rate remains constant, as shown in Fig. 10.20. For
approximate analysis, a piecelinear function F(E) is used to describe the
saturation phenomena, as shown in Fig. 10.21, in which Em is the half width of
the valve port and Qm is the maximum of flow rate. With Qm Ce Em, the slope of
the linear segment in the neighborhood of the origin O is equal to 1.
328
Figure 10.21 Piecelinear Function Describing Saturation
Figure 10.22 Block Diagram of the Transfer Function of the Hydraulic Position
Control System
The block diagram of the hydraulic position control system is shown in Fig. 10.22,
whose transfer function G(s) is found from Eqs. (10.72) (10.74), i.e.,
Ce
G(s) . (10.80)
ª § L Cp · º
s « ms ¨ 0 s ¸ S0 »
¬ © 4N 2 S0 ¹ ¼
According to the piecelinear function F(e) shown in Fig. 10.21, its describing
function is
N ( A) 1, if A Em ,
½ 1
2° § Em · Em § Em · °
2 2 (10.81)
N ( A) ®arcsin ¨
S° ¸ ¨1 2 ¸ ¾ , if A ! Em .
© A¹ A © A ¹ °
¯ ¿
Then, draw the locus of [ N ( A)]1 , which lies on the negative real axis in the
complex plane and ranges in the interval (1, f) , as shown in Fig. 10.23.
Denoting s iZ in expression (10.80), we obtain the frequency response G(iZ)
of the linear part of the hydraulic position control system and the hodograph of G
(iZ) is drawn in Fig. 10.23.
Depending on the system parameters, the hodograph of G(iZ) with respect to
the locus of [ N ( A)]1 may be classified into three types.
The first type is that the hodograph of G(iZ) intersects with the locus of
[ N ( A)]1 at point K1 (b,0), b ! 1 , i.e., curve I in Fig. 10.23. In this case, there
329
Figure 10.23 Hodograph of G(s) and Curve of [ N ( A)]1
is a limit cycle in the phase space and the self-excited vibration occurs in the
hydraulic position control system. Designate A and Z as the amplitude and the
frequency respectively of the self-excited vibration. They can be determined by
solving the following equation system
N ( A ) b 1
and
Re G iZ b.
The second type is that the hodograph of G(iZ) and the locus of [ N ( A)]1 are
separated. The hodograph is curve II in Fig. 10.23 and there is no limit cycle in
the phase space. Consequently, the self-excited vibration does not occur in the
hydraulic position control system.
The third type is that the hodograph of G(iZ) is connected with the locus of
[ N ( A)]1 at the critical point C(1, 0) which determines a critical parameter
condition though it is approximate.
10.4.6 Influence of Dead-Zone on Motion of Hydraulic Position

Control System
If the hydraulic actuator has overlap between the valve stem and the valve base,
and their relative displacement is less than half width of the overlap, the valve port
still closes, and consequently, the flow rate is equal to zero. Here, the hydraulic
position control system has a stable equilibrium interval (H, H), as shown in
Fig. 10.20(b). Thus, if the self-excited vibration occurs, it must be hard excited.
330
Consequently, there are two limit cycles in the phase space. The internal one is
unstable and the outer one is stable.
Popov criterion may be used to determine the necessary and sufficient condition
for the occurrence of the self-excited vibration in the hydraulic position control
system with overlap between the valve stem and the valve base[7, 8]. The block
diagram of the system is shown in Fig. 10.24 and the transfer function G(s) is
still the expression (10.80). Denoting s iZ, we obtain the frequency response, i.e.,
G (iZ ) P(Z ) iQ(Z )

with
1
mCeC p ª§ mL0 2 · C p m 2 º
2 2 2
P Z «¨ 0
S Z ¸ Z » ,
2S0 ¬«© 4N ¹ 4S02 ¼»
1
(10.82)
· ª§ mL0 2 · C p m 2 º
2 2 2
Ce § mL0 2
Q Z Z S « S Z Z » .
Z ¨© 4 N 0¸ ¨ 0
¹ ¬«© 4N
¸
¹ 4 S02 ¼»
Figure 10.24 Block Diagram of Hydraulic Position Control System
According to the modified frequency response defined in Chapter 5, namely,
G* (iZ ) P(Z ) iZ Q(Z ) ,

and given the values of the parameters m, S0, L0, N, and Cp of the hydraulic
position control system, we obtain a group of data of G* (iZ r ) , r 1, 2, " , n, and
draw the hodograph of G* (iZ ) in Fig. 10.25.
Figure 10.25 Hodograph of G * (iZ )
331
If the hodograph of G* (iZ ) intersects with the real axis of the complex plane
at point B( K 01 , 0) , we can draw an oblique line L passing through the point B.
The hodograph of G* (iZ ) lies to the right of the line L, as shown in Fig. 10.25.
According to the theorem 2 of Popov criterion, as long as the flow rate curve Q(E)
lies within the region between the axis E and the oblique line L', whose slope is
equal to K0, as shown in Fig. 10.26(a), the hydraulic position control system
possesses absolute stability. In contrast, if the flow rate curve Q(E) intersects
with the oblique line L', as shown in Fig. 10.26(b), the hydraulic position control
system is unstable.
Figure 10.26 Stable and Unstable Flow Rate Curves Judged by Popov Criterion
As mentioned before, if the hydraulic position control system with overlap is

unstable, there are two limit cycles. The describing function method may be utilized
to determine the amplitude and the frequency of the self-excited vibration for this
case.
For simplicity, a piecelinear function F1(E), shown in Fig. 10.27, is utilized to
describe the flow rate curve with saturation and dead-zone, and the describing
function can be found, i.e.,
0, if E İ H ,
°
° § H H Em2 ·

° S¨ ¨ arcsin 1 ¸ if H İ E İ Em ,
N ( A) ® © A A A2 ¹¸
°
° § Em H Em Em2 H H2 ·
°S ¨¨ arcsin arcsin 1 1 ¸ if E ı Em .
A A A A 2
A A2 ¸¹
¯ ©
(10.83)
Here, the block diagram of the hydraulic position control system is the same as
that in Fig. 10.22 except that the nonlinear function F(E) is replaced by F1(E)
shown in Fig. 10.27.
332
Figure 10.27 Piecelinear Function Describing Hydraulic Actuator with Overlap
In order to determine the amplitude and the frequency of the self-excited vibration,
we may draw the locus [ N ( A)]1 in the complex plane according to expressions
(10.83). The locus lies on the negative real axis, as shown in Fig. 10.28. Then,
according to expression (10.80), we draw the hodograph of G(iZ) in Fig. 10.28.
If it intersects with the locus of [ N ( A)]1 at point K(b, 0), there are two limit
cycles in the phase space, whose amplitudes are A1 and A2 respectively. Two
amplitudes can be found from the transcendental equation
N ( A) b 1 . (10.84)
The limit cycle with the smaller amplitude A1 is unstable, and the limit cycle
with the larger amplitude A2 is stable and describes the self-excited vibration.
Figure 10.28 Self-Excited Vibration Judged by Described Function Method
The influence of the dead-zone in the flow rate curve of the hydraulic actuator
on the motion of the position control system can be summarized as follows.
333
1. The dead-zone transforms the isolated equilibrium point of the position

control system into a stable equilibrium interval.
2. The occurrence of the self-excited vibration in the position control system
with dead-zone is caused by the hard excitation.
3. The dead-zone of the flow rate curve can decrease the flow rate gain Ce a
little. Therefore, it can slightly raise the stability of the hydraulic position control
system.
10.4.7 Influence of Hysteresis and Dead-Zone on Motion of

Hydraulic Position Control System
If there are friction and backlash in the linkage of the hydraulic position control
system, the flow rate curve of the hydraulic actuator possesses the hysteresis, the
saturation and the dead-zone. It may be described by a piecelinear function
F2(E), as shown in Fig. 10.29, whose slope of the inclined segment is equal to
Figure 10.29 Piecelinear Function Describing Nonlinearity in a Hydraulic Actuator
one. Therefore, the transfer function of the linear part is still expression (10.80).
However, the describing function of the nonlinear function F2(E) is a complex
function with real variable A, i.e.,
N ( A) g ( A) ib( A)
with
1ª cd c Ed d Ed
g (A) arcsin arcsin arcsin arcsin
S «¬ A A A A
cd (c d ) 2 c E d (c E d ) 2 d d2 Ed E 2d 2 º
1 2
1 2
1 2 1 2 »,
A A A A A A A A »¼
2dc(1 E )
b( A) , if A ! c d ;
SA2
334
1 ªS d (1 E ) ½ d Ed
g ( A) arcsin ®1 ¾ arcsin arcsin
S «¬ ¯ A ¿ A A
d (1 E ) ½ ª d (1 E ) º
2
d d2 Ed E 2d 2 º
®1 ¾ 1 «1 1 1 »,
¯ A ¿ ¬ A »¼ A A2 A A2 »
¼
2d § d ·
b( A) ¨1 ¸ (1 E ), if d İ A İ c d ;
SA © A ¹
g ( A) 0, b( A) 0, if A İ d ;
(10.85)
where c Qm Ce , and E and d are the constants depending on the width of the
hysteresis and the dead-zone.
Here, the block diagram of the hydraulic position control system is the same as
that in Fig. 10.22 except that the nonlinear function F(E) is replaced by F2(E)
shown in Fig. 10.29.
To calculate the amplitude and the frequency of the self-excited vibration, we
select a particular case, i.e., H ' . Consequently, we have E 0. Then, according
to expression (10.85), draw the locus of [ N ( A)]1 in the complex plane, as
shown in Fig. 10.30. Besides, according to expression (10.80), draw the hodographs
of the frequency response G(iZ), as shown in Fig. 10.30.
Figure 10.30 Three Types of Configurations of Hodographs of G(iZ) with Respect

to Curve [ N ( A)]1
335
Depending on the system parameters, the topology of the hodographs of G(iZ)

with respect to the locus of [ N ( A)]1 may be classified into three types.
As the open gain of the control system is small enough, the hodograph of G(iZ)
and the locus of [ N ( A)]1 are separated. In this case, the hodograph is the first
type curve shown in Fig. 10.30, namely, curve I. There is no limit cycle in the
phase space and the self-excited vibration does not occur in the hydraulic position
control system.
As the open gain of the control system is in the middle range, the hodograph of
G(iZ) intersects with the locus of [ N ( A)]1 at points K1 , K 2 , K3 , and K 4 . In
this case, the hodograph is the second type curve shown in Fig. 10.30, namely,
curve ē. There are four limit cycles in the phase space and they are compressed
into the two-dimensional phase plane as shown in Fig. 10.31. The limit cycles
L1 and L3 are unstable, while the limit cycles L2 and L4 are stable. It is clear that
the unstable limit cycle L1 is a separatrix between two attractive regions of the
equilibrium position O and the stable limit cycle L2 . The unstable limit cycle L3
is another separatrix between two attractive regions of the stable limit cycles L2
and L4 . Here, two kinds of the self-excited vibrations occur in the hydraulic
position control system with hysteresis, saturation and dead-zone. If the distur-
bance is small enough, a small self-excited vibration corresponding to L2 occurs.
In contrast, if the disturbance is large enough, a large self-excited vibration corres-
ponding to L4 occurs. Obviously, these two kinds of self-excited vibrations have
different causes. The former is caused by the hysteresis in the piecelinear function
Figure 10.31 Phase Portrait Mapped into Two-Dimensional Space for Hydraulic
Position Control System with Four Limit Cycles
336
F2(E) shown in Fig. 10.29, and the latter is caused by the excessively large gain
of the linear part and the saturation of the flow rate curve of the hydraulic actuator.
As the open gain of the control system is large enough, the hodograph of G(iZ)
intersects with the locus of [ N ( A)]1 at points K1c and K 2c . In this case, the
hodograph is the third type curve shown in Fig. 10.30, namely, curve III. There
are two limit cycles in the phase space and they are compressed into the two-
dimensional phase plane as shown in Fig. 10.32. The internal limit cycle L1
corresponding to K1c is unstable, while the outside limit cycle L2 corresponding
to K 2c is stable.
Figure 10.32 Phase Portrait Mapped into Two-Dimensional Space for Hydraulic
Position Control System with Two Limit Cycles
According to the locus of [ N ( A)]1 shown in Fig. 10.30, the amplitude of

self-excited vibration corresponding to intersection K 4 must be more than the one
defined by the intersection K 2 . This means that the open gain of the hydraulic
control system is higher and the self-excited vibration in this system is more
intensive if it exists. In addition, the phase portraits in Fig. 10.31 and Fig. 10.32
indicate that the self-excited vibration in the hydraulic position control system is
caused by the hard excitation.
The self-excited vibration, which is caused by hysteresis, has been explained
in the first section of this chapter, wherein self-excited vibration occurs in a
heating control system controlled by on-off relay with hysteresis it is well known
that the hysteresis can cause positive feedback in closed-loop system. With
regard to self-excited vibration, which is caused by a very large gain of the linear
part and the saturation in the nonlinear element, we may recall Nyquist criterion
and the hodograph of G(iZ) shown in Fig. 10.23. If the gain of the linear part is
large enough, the critical point C(1, 0) will be surrounded by the hodograph
G(iZ) and the equilibrium position of the closed-loop system becomes unstable
337
because the divergent motion is limited due to the saturation of the nonlinear
element. Eventually, a steady periodic motion occurs in the closed-loop system.
10.5 A Nonlinear Control System under Velocity Feedback

with Time Delay
Unavoidable time delay in both controllers and actuators has become a serious
problem. For instance, all digital controllers and reconstruction filters exhibit a
certain time delay during operation, and the interaction between the hydraulic
actuators and human beings usually shows even more significant time delay.
Most controlled mechanical systems with time delay are often modeled by a set
of ordinary differential equations with time delay. The time delay implies that the
change of a system state depends on the previous history of the system. Hence,
the solution space of such a set of delay differential equations, is of infinite
dimensions. Thus, solving the delay differential equation is much more difficult
than integration of the normal differential equation. In the following, we only
deal with a simple nonlinear control system with a constant time delay.
The mechanical model of a nonlinear control system under the velocity feedback
with time delay is shown in Fig. 10.33. Its differential equation of motion is
written as[9]
mx cx kx P kx3 g (t ) , (10.86)
where x is the displacement of the system, m the mass, c the damping coefficient,
k the linear stiffness of the spring, P the nonlinear parameter of the spring, and
g(t) the control force from the velocity feedback.
Figure 10.33 A Nonlinear Control System under Velocity Feedback with

Time Delay
Owing to the time delay in both the controller and the actuator, the actual
control force is modeled in the form
g (t ) J 0 x (t W ) , (10.87)
where J 0 is the feedback gain and W is the constant delay time.
338
10.5 A Nonlinear Control System under Velocity Feedback with Time Delay
Denote the following parameters
c J0
] , J . (10.88)
2 mk mk
Then, substituting expression (10.87) and (10.88) in Eq. (10.86), we obtain
x(t ) 2] x x(t ) P x3 (t ) J x (t W )
0. (10.89)
The equation implicates various dynamic characteristics, but we only emphasize
its periodic motion, namely, the self-excited vibration.
Here, the analysis is confined to the case of small damping, weak nonlinearity,
and weak feedback. Thus, we have
] H]ˆ , P HPˆ , J HJˆ , (10.90)

where
0 H 1, ]ˆ O 1 , Pˆ O 1 , Jˆ O 1 .
Now, solve the Eq. (10.89) by the method of multiple scales. Since the frequency
of a bifurcation motion is unknown, we denote
Z 2 1 HV , (10.91)
where V O (1) is the detuning frequency. Thus, Eq. (10.89) is written as
x (t ) Z 2 x(t ) H [V x(t ) Pˆ x3 (t ) 2]ˆ x (t ) Jˆ x (t W )] .

(10.92)
According to the method of multiple scales, we denote
x(t ) x0 (T0 , T1 ) H x1 (T0 , T1 ) O(H 2 ), T0 t , T1 Ht . (10.93)

By substituting Eqs. (10.93) and (4.97) in (10.92) and completing the arrange-
ment in accordance with the power of H , a comparison of the coefficients yields
D02 x1 (T0 , T1 ) Z 2 x0 (T0 , T1 ) 0 (10.94a)

and
D02 x1 (T0 , T1 ) Z 2 x1 (T0 , T1 ) 2 D0 D1 x0 (T0 , T1 ) V x0 (T0 , T1 ) Pˆ x03 (T0 , T1 )

2]ˆ D0 x0 (T0 , T1 ) Jˆ D0 x0 (T0 , T1 ). (10.94b)
Solving Eq. (10.94a) for x0 (T0 , T1 ) , we obtain
x0 (T0 , T1 ) A(T1 )eiZT0 A* (T1 )e iZT0 , (10.95)
339
where A* (T1 ) is the conjugate of A(T1 ) and
1
A(T1 ) a (T1 )eiE (T1 ) . (10.96)
2
Then, substituting Eq. (10.95) in Eq. (10.94b), we obtain
D02 x1 (T0 , T1 ) Z 2 x1 (T0 , T1 ) 2iZ D1 AeiZT0 V AeiZT0 Pˆ ( A3e3iZT0 3 A2 A*eiZT0 )

ˆ AeiZT0 iJZ
2i]Z ˆ e iZT0 AeiZT0 cc, (10.97)
where cc denotes the conjugate term.
To have a periodic solution for Eq. (10.97), the secular term must be avoided
by setting
iZ (2 D1 2]ˆ JêiZW ) A V A 3Pˆ A2 A* 0. (10.98)

Substituting Eqs. (10.96), (10.90), and (10.91) in Eq. (10.98) and separating the
real part and the imaginary part yields a set of autonomous differential equations
that govern the amplitude a(T1 ) and the phase E (T1 ) of the periodic solution:
2H D1a (2] J cos ZW )a,

3P 3 (10.99)
2HZ aD1 E (Z 2 1 JZ sin ZW )a a.
4
Thus, the first-order approximate of the periodic solution is written as
x(t ) a (H t ) cos[Z t E (H t )] O(H ) . (10.100)

To determine the steady periodic motion, let D1a 0 and D1 E 0 in Eq. (10.99).
Thus, we obtain two equations
3P 2 2
2] J cos ZW 0, Z 2 1 JZ sin ZW a 0. (10.101)
4
Eliminating cos ZW and sin ZW in the previous equations yields
2
§ 2 3P a 2 ·
¨Z 1 ¸ (4] J )Z
2 2 2
0. (10.102)
© 4 ¹
Noting that | J |ı 2] , we have two branches of the solution, i.e.,
1
ª 4
2 º

2
« 3P Z 1 B Z J 4] » .
2 2
a1,2 (10.103)
¬ ¼
Solving the first equation in (10.101) for Z gives the frequency corresponding
to each branch of the solution, i.e.,
340
1 § 2] ·
° arccos ¨ ¸, a a1 ,
1 §] · °W ©|J |¹
Z arccos ¨ ¸ ® (10.104)
W ©J ¹ ° 1 ª 2S arccos § 2] · º , a a .
°W « ¨ ¸»
© | J | ¹¼
2
¯ ¬
Now, let us consider a system with dimensionless parameters: ] 0, J 0.5,
and P 0.1. Substituting these parameters in Eqs. (10.104) and (10.103) yields
1
° 4 ª§ S ·2 § S · º ½°
2
a1 ® «¨ ¸ 0.5 ¨ ¸ 1» ¾ ,
¯° 0.3 ¬«© 2W ¹ © 2W ¹ ¼» ¿°
1
(10.105)
° 4 ª§ 3S ·2 § S · º ½°
2
a2 ® «¨ ¸ 0.5 ¨ ¸ 1» ¾ ,
¯° 0.3 «¬© 2W ¹ © 2W ¹ »¼ ¿°
where W (0,W 10 ) (0,1.226) is for the unstable branch a1 and W (0,W 20 )

(0,6.035) for the asymptotically stable branch a2. Figure 10.34 shows the amplitude
of the periodic motion versus the time delay, together with the numerical results
obtained by using the Runge-Kutta approach.
Figure 10.34 Delay-Amplitude Relation of the Periodic Motion[9]
Figure 10.35 presents two trajectories of the system with time delay W 1 . The
phase trajectory initiating from motion x(t ) 1 t 2.5t 2 , t (1,0) approaches
the asymptotically stable equilibrium as shown in Fig. 10.35(a). In this case, the
self-excited vibration cannot occur in system (10.92), while the phase trajectory
initiating from motion x(t ) 10 10t 25t 2 , t (1,0) approaches an asymptotic
stable limit cycle with frequency Z 4.713 , as shown in Fig. 10.35(b). In this
case, the self-excited vibration occurs in system (10.92). The numerical result
coincides very well with the approximate solution given by Eqs. (10.103) and
(10.104), where a 17.73 and Z 4.713 .
341
Figure 10.35 Two Trajectories of the System when W 1

(a) A Trajectory Approaching Equilibrium; (b) A Trajectory Approaching a Stable Limit Cycle [9]
At the end of this chapter, let us briefly discuss some structural conditions for
the occurrence of the self-excited vibration in the closed-loop system.
First, the locus of [ N ( A)]1 of a single-valued nonlinear function, which is
similar to the configuration shown in Fig. 10.21 or Fig. 10.27, lies on the negative
real axis of the complex plane, as shown in Fig. 10.36. In this case, since the
hodograph G(iZ) can intersect with it, the locus of [ N ( A)]1 must pass through
the negative real axis of the complex plane and enter into the second quarter, as
shown in Fig. 10.36. Thus, the order number of the differential equation of motion
of the closed-loop system is not less than three. Actually, Eq. (10.75), the differential
equation of motion of the hydraulic position control system with the occurrence
of the self-excited vibration, can satisfy the structural condition and its order number
is equal to three.
Figure 10.36 Explaining the Minimum Order of the Nonlinear System without
hysteresis-loop for occurrence of self-excited vibration
Second, the locus of [ N ( A)]1 of the nonlinear function with hysteresis, which
is similar to the configuration shown in Fig. 10.29, lies in the third quarter of the
342
complex plane, as shown in Fig. 10.37. Since the hodograph G(iZ) can intersect
with it, the locus of [ N ( A)]1 must enter the third quarter of the complex plane,
as shown in Fig. 10.37, and the order number of differential equation of motion
of the closed-loop system is not less than two. Actually, the order number of the
equation of motion of the electric position control system is just equal to two.
Thus, the structure condition for the occurrence of the self-excited vibration can
be satisfied.
Figure 10.37 Explaining the Minimum Order of the Nonlinear System without
Hysteresis-Loop for Occurrence of Self-Excited Vibration
Third, if the constant time delay component is contained in the first-order closed-
loop system, whose hodograph of the frequency response is shown in Fig. 5.11,
when the gain of the linear part is large enough, the critical point C(1, 0) will be
surrounded by the hodograph of G(iZ), as shown in Fig. 10.38. Therefore, the
stability of the equilibrium position is lost and the self-excited vibration occurs.
In the same way, the self-excited vibration, occurring in the nonlinear control
Figure 10.38 Hodograph of G(iZ) of the Closed-Loop System with Constant

Time Delay Component
343
system under velocity feedback with time delay, is caused by delay time that is
large enough. This has been studied in detail in the previous section. Actually,
common closed-loop systems in engineering fields usually have a variety of
many factors leading to time delay, and the gain of the linear part must be strictly
restricted to a level low enough. Otherwise, the self-excited vibration will occur
in the closed-loop system.
At last, the differential equations of motion of the heating control system,
Eqs. (10.5) and (10.6), are first-order differential equations, whose hodograph of
the frequency response G(iZ) is restricted in the fourth quarter of the complex
plane. Consequently, it cannot intersect with the locus [ N ( A)]1 of the nonlinear
function. However, the self-excited oscillation occurs in it and the cause of the
paradox may be that the filtering condition (5.58) is not satisfied. In this case, the
describing function method cannot correctly predict the self-excited vibration in
the closed-loop system. In fact, the components of higher harmonics in on-off
control system always are larger, so that the describing fauction method does not
make correct result in this case.
References
[1] P Emanuel, E Leff. Introduction to Feedback Control Systems. New York: McGraw-Hill,
1979
[2] W J Ding. Second-Order System without Restoring Force with Dead Zone and Hysteresis
Loop. Journal of Tsinghua University, 1979, 19(4): 69 76 (in Chinese)
[3] M Jelali, A Kroll. Hydraulic Servo-Systems Modeling, Identification, and Control. London:
Springer, 2003
[4] R K Thomasson. Stability of Jack-Type Power Controls. Aircraft Engineering, 1962, Vol.
34, No. 401
[5] E P Popov. On the Use of the Harmonic Linearization Method in Automatic Control
Theory. NACA TM 1406, 1957
[6] D P Atherton. Nonlinear Control Engineering. New York: Van Nostrand Reinhold, 1982
[7] V M Popov. Hyperstability of Control System. New York: Springer-Verlag, 1973
[8] D R Merkin. Introduction to the Theory of Stability, New York: Springer, 1997
[9] H Y Hu, Z H Wang. Dynamics of Controlled Mechanical Systems with Delayed Feedback.
Berlin: Springer, 2002
344
Chapter 11 Modeling and Control
Abstract: This chapter presents a common procedure for studying the unclear
self-excited oscillation phenomena in physics and engineering. Since the
main method used to analyze the nonlinear autonomous equations governing
the self-excited oscillation have been introduced in the first part of this book
from Chapter 2 to Chapter 5, the remaining task of studying the unclear
self-excited oscillation problems is mainly to establish a mathematical
model that can be used to solve all proposed problems. In the second part of
this book, from Chapter 6 to Chapter 10, we analyzed five classes of self-
excited vibrations in engineering, including the stick-slip vibration, the
shimmy of the front wheels, the whirl of rotors, the fluid-induced self-excited
vibrations, and the self-excited vibration occurring in control systems. Since
system modeling always occupies an extremely important position, we
construct a feasible modeling procedure for solving new self-excited oscillation
problems by summarizing the accumulated experience in the second part of
the book. This is comprised of the following five steps.
1. Find out the excitation mechanism leading to the self-excited oscillation;
2. Determine the mechanical model, whose parts all have remarkable
influence on the self-excited oscillation;
3. Construct the mathematical expressions of the motive force;
4. Establish the equations of motion governing the self-excited oscillation;
5. Discretize the mathematical model of the distributed parameter systems
with the occurrence of the self-excited oscillation.
In this chapter, we will introduce each step in detail.
The essential goal to study the self-excited oscillation is to control it
efficiently. It is known that the application of passive damping to any
oscillation system is a reliable means to reduce the oscillatory intensity. In
particular, the active damping is usually superior to the passive damping.
Thus, we will briefly explain the active control of the self-excited oscillation
in the last section of this chapter.
Keywords: energy mechanism, feedback mechanism, minimal model, extended
model, motive force, Lagrange’s equation, Hamilton’s principle, lumped
parameter system, distributed parameter system, active control
11.1 Excitation Mechanism of Self-Excited Oscillation

Finding the excitation mechanism of the self-excited oscillation is the first step of
the modeling procedure. Only when we can find the true excitation mechanism
and adopt it, a correct model may be constructed and used to solve related
problems. So far, we have discussed two excitation mechanisms, which were
mentioned in the first chapter. Through the modeling for some systems in the
second part of this book, they have become clearer and more credible. In fact,
they demonstrate the causes of the self-excited oscillation from different aspects.
One is due to the supplement and dissipation of energy in a whole cycle and the
other is based on the interaction between the related parts in dynamic systems.
Therefore, a valuable task would be to join them together and give a comprehensive
interpretation about the excitation mechanism of the self-oscillation. This is the
main topic of this section.
11.1.1 An Explanation about Energy Mechanism
Here, let us recall the equation

T
³ 0
h( x, x )xdt 'ED ( A) 'EZ ( A) ,
in which h( x, x ) is the nonconservative force of the dynamic system, A and T are

the amplitude and the period of the self-excited vibration respectively, and
'ED ( A) and 'EZ ( A) are the dissipative energy and the supply energy respectively.
If the self-excitation takes place, we have
'ED ( A) 'EZ ( A) .
The equation shows that the work done by the nonconservative force is equal to
zero in a whole period. Thus, for a dynamic system with the occurrence of the
self-excited oscillation, the work done by the nonconservative force is positive
during some time and is negative during the other time in a full cycle.
All analysis results given in the second part of this book show that the negative
damping force and the circulatory force can do positive work to increase the
mechanical energy of the dynamic system. Therefore, we conclude that mechanical
systems with the occurrence of the self-excited oscillation must possess the
negative damping force or (and) the circulatory force. In fact, the chatter and the
stall flutter may be excited by the negative damping force, while the oil whirl and the
classical flutter are induced by the circulatory force. For simplicity, we combine
the negative damping force and the circulatory force together and refer to them
as generalized negative damping. Now, we can say that the self-excited vibration
in a mechanical system is induced by the generalized negative damping.
346
11.1.2 An Explanation about Feedback Mechanism
Here, let us recall the analysis about the heating control system, whose self-excited
oscillation is induced by the alternative positive and negative feedbacks. The
positive feedback makes the room temperature increase while the negative
feedback makes the room temperature decrease. Thus, the room temperature is
maintained in a steady oscillation with small amplitude.
In general, feedback control systems are constructed on the negative feedback
rationale and the equilibrium position is always asymptotically stable. The
occurrence of the positive feedback is a necessary condition to induce the self-
excited oscillation. The positive feedback comes into being in various systems
with the occurrence of the self-excited oscillation. For example, the positive
feedback in the hydraulic position system, which was studied in the previous
chapter, is caused by the delay action of the information in the system elements.
However, the realization of the positive feedback requires the transferred information
to possess the delay action long enough. Therefore, there are certain structural and
parameter conditions for the occurrence of the self-excited oscillation in dynamic
systems. The condition is discussed here.
If the feedback information is a harmonic function, the time delay action is
directly turned into a phase lag. When the phase lag reaches S, the negative
feedback is entirely transformed into the positive one. As the phase lag is more
that S/2, the component of the positive feedback will be contained in the feedback
information. By Fourier analysis, the arbitrary function of time may be transformed
to its frequency spectrum, in which if the component of the positive feedback is
superior to that of the negative feedback, the closed-loop system possesses the
features of the positive feedback and the equilibrium is unstable. By completing
the analysis about some physical examples, this view point will become clearer.
Now, we consider a typical closed-loop system, the hydraulic position control
system studied in the last chapter, whose block diagram is depicted in Fig. 11.1(a).
Here, the frequency response of the open loop is represented as CeG(iZ) with
G(i0) 1. Its hodograph is drawn in Fig. 11.1(b). If the amplification coefficient
Ce is equal to the critical value, the hodograph of CeG(iZ) passes through the
critical point C(1, 0), that is, curve I. With the amplification coefficient
increasing, the hodograph of CeG(iZ) will envelop the critical point C, namely,
curve II, on which there is an intersection P called the phase crossover point, as
shown in Fig. 11.1(b). It defines a system parameter Zc known as the phase
crossover frequency[1].
Let us consider a harmonic component of the negative feedback x1 with
x1 sin Z c t . According to the definition of the frequency response of the open
loop CeG(iZ), the harmonic response in the forward channel of the closed system
can be found, i.e.,
x2 Ce | G (iZ c ) | sin Zc (t 't ),

347
in which 't Z c1 . Obviously, if Ce | G (iZ c ) |! 1 , the response of the closed-loop

system is repeatedly amplified and divergent. The nonlinearities in the system,
such as saturation and limiting, usually restrict the response to a definite range.
Eventually, the self-excited vibration occurs.
Figure 11.1 Sign Conversion of the Feedback Information in the Closed-Loop

System
Previous discussion shows that if the time delay action due to the inertia, the
damping and other factors in the mechanical system is large enough, the negative
feedback will be converted into the positive feedback.
Here, let us consider a simple mechanical system studied in Chapter 6. The
block diagram of the system is depicted in Fig. 11.2, in which there are two
information channels, the forward channel and the feedback channel. The
information in the forward channel is the friction force, while the information in
the feedback channel is the relative velocity between the lump mass and the
translating belt, which causes the transition from static friction to kinematic
friction and vice versa. Actually, the sharp drop of the friction resistance leads to
the emergence of the limit cycle in the phase plane shown in Fig. 6.5. In accordance
with it, the chatter phenomenon occurs in some flexible transmission devices
with friction.
Figure 11.2 The Block Diagram describing the Chatter
348
Now, we may conclude that the positive feedback information is usually hidden
in the mechanical systems. For example, in the mechanical model shown in
Fig. 11.2, it occurs on the interface of two contact bodies.
With regard to the time delay in both controllers and actuators, we consider
a nonlinear control system under velocity feedback with time delay shown in
Fig. 10.33 again. When the perturbed motion is near the equilibrium x xe , the
differential equation of motion of the system of Eq. (10.89) is linearized as a
linear delay differential equation, i.e.,
x(t ) 2]'x (t ) 'x(t )

' J'x (t W ), ] ! 0 ,
which can govern the motion of the system in the neighborhood of the equilibrium.
Its block diagram is shown in Fig. 11.3 and the open-loop transfer function G(s) is
J seW s
G( s) .
s 2] s 1
2
Figure 11.3 Block Diagram of a Feedback Control System with Time Delay
Obviously, when the delay time disappears, namely, W 0 , the equilibrium of

the system is asymptotically stable and the self-excited vibration cannot occur in
this case. Thus, we conclude that the stable limit cycle in Fig. 10.35(b) is caused
by the time delay, which is large enough. In fact, the time delay is always turned
into the phase lag, and the relationship between the time delay and the phase lag
has been clearly demonstrated in the hodograph of G(iZ ) of system (5.39), as
shown in Fig. 5.11.
11.1.3 Joining of Energy and Feedback Mechanisms
As pointed out above, the feedback mechanism leading to the chatter has been
represented in the block diagram in Fig. 11.2. The feedback mechanism that causes
the self-excited oscillation in various mechanical systems may also be explained
by the corresponding block diagrams[1].
Let us recall a mechanical system with the shimmy occurring in the front
wheel as discussed in Chapter 7. The block diagram is depicted in Fig. 11.4. The
information in the forward channel is the tire force, and the information in the
feedback channel is the relative motion between the tire and the road, which
governs the change of the tire force. In fact, both the inertia of the front wheel
349
and the deformation of the tire cause the delay action of the transferred information
so that the positive feedback may take place in this dynamic system.
Figure 11.4 The Block Diagram describing the Shimmy of the Front Wheel
For the shimmy duration, we carefully inspect the energy variation in the front
wheel system. When the front wheel moves in the neighborhood of the equilibrium
point, the positive work done by the tire force is more than the negative work
done by the dissipative force and the motion of the front wheel is divergent.
According to the viewpoint of the system science, the front wheel just operates in
the positive feedback state. In contrast, when the motion of the front wheel is far
from the equilibrium point, the positive work done by the tire force is less than
the negative work done by the dissipative force and the motion of the front wheel
is convergent, it means that the front wheel just operates in the negative feedback
state.
It becomes clear that the energy mechanism does not come into conflict with
the feedback mechanism. The difference between them originates from different
view points only. The energy mechanism only focuses on the supplement and
dissipation of the energy in the system, while the feedback mechanism only
emphasizes the interaction of the related parts in the system. Either of them does
not repel the other. If we bring two classes of excitation mechanisms together,
we may understand the self-excited oscillations more comprehensively and more
deeply. This will be helpful in constructing the model with self-excited oscillation.
11.2 Determine the Extent of a Mechanical Model

In the modeling procedure of the system with self-excited vibration, to determine
the extent of the mechanical model is a key task. All reliable results are based
only on an approximate model that is not only rational but also simple. It is
obvious that if a rigid body is added to the mechanical system, one or more
second-order equations are coupled with the differential equations of motion of
the original mechanical system. Consequently, the difficulty to find the analytical
solution of these equations is sharply raised. Thus, the number of the elements in
the mechanical model should be reduced to a minimum for the benefit of the
following analysis.
350
11.2.1 Minimal Model and Principle Block Diagram
In general, a mechanical system is usually composed of several elements that

operate as a whole. To establish the quintessential model of a mechanical system
with the self-excited vibration occurring, we propose a new nomenclature, the
minimal model, with the minimum amount of elements in all available models
that can generate the steady periodic motion without any external excitation. In
order to construct the minimal model, the first step is to find the motive force that
causes the self-excited vibration. Actually, after carefully analyzing the mechanical
system with the self-excited vibration occurring, we may find the motive force
by means of the energy mechanism and the feedback mechanism.
According to the law of action and reaction in classical mechanics, the motive
force is always a pair of internal forces, F1 and F1c , which are applied on the
interface of the contact bodies, namely, body A and body B. Assuming that F1 is
applied on body A and F1c on body B, the so-called minimal model is usually
comprised of body A and body B. Body A, as the aimed object, is referred to as
the vibrating body while body B is the exciting body.
As long as the minimal model is determined, the information passing through
the forward channel and the feedback channel can be clearly demonstrated by its
principle block diagram. In general, the information of the forward channel is
just the motive force and the information of the feedback channel is usually the
relative motion. In fact, the response of the vibrating body and the response of
the exciting body are not the same due to the difference of their inertia, and the
relative displacement and the velocity take place and impel the motive force to
change. Here, let us consider two typical examples. The first is that the rapid
variation of the friction force, applied on the interface of the lump-mass and the
translating belt shown in Fig. 6.2, is due to the alteration of the direction of the
relative velocity between the lump-mass and the translating belt. The second is
that the variation of the oil film force, applied on the interface of the journal and
the oil film, always depends on the relative displacement and the velocity in
Eq. (8.25).
According to the above discussion, the block diagrams of the minimal models
to study the chatter in the flexible transmission device and the oil whirl in the
rotor are depicted in Fig. 11.2 and Fig. 11.5 respectively.
Figure 11.5 The Block Diagram describing the Oil Whirl of the Rotor
351
Actually, most of the mechanical models used in the investigations from Chapter
6 to Chapter 9 are the minimal models. Their analytical results consistently show
that the cause of the self-excited vibration and the influence of system parameters
on the critical speed at the onset of the self-excited vibration may be determined.
Therefore, we may conclude that the minimal model is available for the qualitative
analysis of the self-excited vibration. However, the minimal model still has some
defects since the coupled effects of the other elements are neglected. Therefore,
the critical speed determined by them, such as Eqs. (6.41), (7.40), (8.62), and (9.68),
is not accurate enough to predict the accuracy speed at the very onset of the
self-excited vibration. Hence, establishing the extended model of the self-excited
vibration system is necessary to satisfy some special requirements. In general, the
added element, which is directly connected to the vibrating body or the exciting
body, has some important effect on the motive force leading to the self-excited
vibration. Thus, there are two types of extended models. In the first type, the
added element is directly connected to the vibrating body. In the second type, the
added element is directly connected to the exciting body.
11.2.2 First Type of Extended Model
Provided that the added element is directly connected to the vibrating body in a
minimal model, the added element will exert an added force on the vibrating
body. The added force is usually related to the relative displacement and the
relative velocity between them. It contains two components, the elastic restoring
force and the damping force. As a result, the motive force applied on the interface
between the vibrating body and the exciting body varies due to the response of
the vibrating body to the added force, and the behavior of the extended model is
different from that of the original minimal model. Eventually, the effect of the
added element shows in the critical parameter condition that induces the onset of
the self-excited vibration.
Now, we consider an example used to confirm the possibility of quenching of
the galloping in ice-coated power lines by dynamic dampers. The galloping in
the power lines has been observed to vibrate with great amplitude and very low
frequency when an intense transverse wind is blowing. To suppress the violent
self-excited vibration, some dynamic dampers are often hung on the power line.
The dynamic dampers can provide stronger damping force to suppress the
galloping. In this case, the power line is the vibrating body, the transverse wind
(air flow) is the exciting body, and the dynamic damper is just the added element.
As mentioned above, the minimal model consists of a segment of the
ice-coated power line and the surrounding air flow, and the extended model is
composed of the minimal model and a dynamic damper connected to the power
line. The block diagram of the extended model is depicted in Fig. 11.6.
352
Figure 11.6 The Block Diagram describing Galloping of Ice-Coated Power Line
The aerodynamic force exerted on the ice-coated power line has been shown in
Eq. (9.73). It can be written as
Fy ax1 bx13 ,
where x1 is the relative velocity between the vibrating body and the exciting body,
and a and b are the aerodynamic parameters describing the air damping and the
structure damping.
According to the block diagram of the extended model shown in Fig. 11.6, the
differential equations of motion are written as
m1
x1 ax1 bx13 k1 x1 c2 ( x1 x2 ) k2 ( x1 x2 ) 0,
(11.1)
m2
x2 c2 ( x2 x1 ) k2 ( x2 x1 ) 0,
where x1 is the relative displacement between the vibrating body and the exciting
body, x2 is the displacement of the dynamic damper, m1 and k1 are the reduced
mass and the reduced stiffness coefficient respectively based on the fundamental
mode of the ice-coated power line, and m2, c2, and k2 are the mass, damping, and
stiffness coefficients of the dynamic damper.
Now, introduce the following dimensionless parameters
m2 x1 x2
P , u1 , u2 ,
m1 l l
1 1
§ k1 · 2 § k2 · 2
z u1 u2 , Z1 ¨ ¸ , Z2 ¨ ¸ ,
© m1 ¹ © m2 ¹
Z2 bZ12
: , W Z1t , D ,
Z1 a
a c2
[1 1
, [2 1
,
2 2
2(m1k1 ) 2(m2 k2 )
353
in which l is the span of the power line between two neighboring towers and t is
the time.
Then, the cubic term in Eq. (11.1), bx13 , is replaced by its describing function
so that the differential equations of motion are linearized. After some tedious
operation[2], two algebraic equations are eventually obtained from the complex
equation. The first equation is used to calculate the frequency of the galloping
and is written in the form
Z 6 a4Z 4 a2Z 2 a0 0 (11.2)

with
a0 : 4 , a2 : 4 (1 P ) 2: 2 (2[ 23 1),
a4 : 2 (1 P )(4[ 22 1) : 2 1.
Using this equation, we obtain the frequency of the galloping Z . Then, the second
equation is used to determine the amplitude of the galloping, and its approximate
expression can be found[2], i.e.,
1
° 4 ª P[ 2 :Z 4 º ½° 2
A ® 2 «
1 2 »¾
. (11.3)
¯° 3DZ ¬ [1 (a b ) ¼ ¿°
2
In general, the dimensionless parameters P and [ are not large, and the resonance
condition : 1 is utilized to determine the parameters of the dynamic damper[3].
In this case, expression (11.3) may be reduced to the form
1
ª 4 § P ·º 2
A « ¨1 ¸» . (11.4)
«¬ 3D © [1[ 2 ¹ »¼
The expression shows that if both the damping parameter of the power line, [1,
and the damping parameter of the dynamic damper, [2, are small and the mass
ratio P is large enough, the galloping amplitude of the power line A is remarkably
reduced by the added element, namely, the dynamic damper. In contrast, if [1
and [2 are large enough or P is very small, the galloping amplitude of the power
line A cannot be remarkably reduced by the dynamic damper. In this case, the
added element cannot exert a force that is large enough to change the motion of
the vibrating body. Hence, the effect of the added element on the motion of the
vibrating body may be neglected. In other words, if the added element is removed,
the motion of the original system is not remarkably changed and assembling the
added element to the vibrating body is ineffective. Hence, what is done above
provides a technique to establish an extended model of the dynamic system whether
the self-excited vibration occurs or not.
354
11.2.3 Second Type of Extended Model
Similar to the vibrating body in 11.2.2, if the added element is directly connected
to the exciting body in a minimal model, it will exert an added force on the
exciting body. This added force is usually related to the relative displacement
and the relative velocity between them. Thus, it contains two components, the
elastic restoring force and the damping force. As a result, the motive force applied
on the interface between the vibrating body and the exciting body varies due to
the response of the exciting body to the added force, and the behavior of the
extended model is different from that of the original minimal model. Eventually, the
effect of the added element shows in the critical parameter condition that induces
the self-excited vibration.
Now, let us consider another example that is used to inspect the effect of
foundations with the additional damping on the stability boundary of the rotor-
hydrodynamic bearing-support system. It was thought that a rotor system supported
in the fixed geometry hydrodynamic bearings would be unstable to pass through
the unstable region. This has hindered the further development of the high-speed
flexible shaft machinery applying this type of bearing. In order to solve the
problem, the displacement of the rotor foundation is taken into account. In fact, if
the elastic displacement of the rotor foundation is large enough, the dissipated
energy through the foundation has an important effect on the stability of the rotor
with a constant speed. In this case, a simple model to study the rotor whirl should
contain the bearing houses, which are supported on the flexible foundations, as
shown in Fig. 11.7(a). Here, the bearing house is the added element connected to
the exciting body, which is the oil film between the journal and the bearing house.
The block diagram of the extended model is depicted in Fig. 11.7(b). Fortunately,
this model just is the one that was established by Z. L. Guo and R. G. Kirk to
study the effect of external damping on the threshold speed of rotors[4].
Figure 11.7 A Rotor-Hydrodynamic Bearing-Support System
355
Provided the symmetric motion of the rotor, namely, the motion of the centers
of the journals and the bearing houses on the left and the right ends, maintains
synchronous planar motions all along, the rotor system with 10th degree of freedom
may be reduced to a system with 6th degree of freedom, whose equations of
motion are described in vector-matrix form, i.e.,
Cx Kx
Mx 0
with
T
xª¬ xd yd x j yj xs ys º¼ ,
ªm º
« m 0 »
« »
« mj »
M « »,
« ms »
« 0 ms »
« »
«¬ ms »¼
ª0 0 0 0 0 0 º
«0 0 0 0 0 0 »
« »
«0 0 cxx cxy cxx cxy »
C « »,
«0 0 c yx c yy c yx c yy »
«0 0 cxx cxy cs cxx cxy »
« »
¬«0 0 c yx c yy c yx cs c yy ¼»
ªk 0 k 0 0 0 º
«0 k 0 k 0 0 »
« »
« k 0 k k xx k xy k xx k xy »
K « »,
«0 k k yx k k yy k yx k yy »
«0 0 k xx k xy ks k xx k xy »
« »
«¬0 0 k yx k yy k yx ks k yy »¼
where xd , yd , x j , y j , xs , and ys are the displacement components of the rotor

center, the journal center, and the center of the bearing houses respectively, cij (i, j
x, y) are the bearing damping coefficients, kij (i, j x, y) are the bearing stiffness
coefficients, ks is the support stiffness, cs is the support damping coefficient, k is
the rotation shaft stiffness, and m, mj, and ms are the mass parameters of the rotor,
two journals, and two supports respectively, as shown in Fig. 11.7(a).
For such a mechanical model, select the system parameters m 50 kg,
356
k 13.72 u 106 N/m, the diameter of the journal bearing D 50 mm with the
width B 30 mm, the clearance ratio \ 2.5 u 103 , and the dynamic viscosity of
the oil P 1.92 u 102 N S / m 2 . Then, the eigenvalues of the system can be
calculated by using MATLAB, and the stability boundary of the steady rotation
of the rotor can be represented by the threshold speed of the whirl :cr and can be
drawn on the parameter plane cs - : . With the dimensionless support stiffness
k s / k 0.1 , the stability boundary is shown in Fig. 11.8(a), in which A is the
stable region and B is the unstable region. The figure shows that if the support
damping coefficient cs is not large enough, there are up to five threshold speeds
to form a regional pattern of stability, including three stable and two unstable
threshold speeds. Each stable threshold speed corresponds to a stable periodic
motion of the steady rotation of the rotor, i.e., the rotor whirl. Such stability
mapping shows that if the support damping coefficient is large enough, the first
several regions of instability are reduced or eradicated. Therefore, the magnitude
of the support damping has a strong effect on the first several lower threshold
speeds. However, it only has little effect on the top threshold speed at the back,
which is determined by the portion of the journal mass. Another stability
mapping, ks / k 1.0 , is drawn in Fig. 11.8(b). It is easy to see that when the
support stiffness increases, the stable region becomes narrow, which means that a
small external stiffness is good for broadening the range of the optimum external
damping.
Figure 11.8 The Stability Boundary of the Rotor-Hydrodynamic Bearing-Support

System
Now, we can conclude that decreasing the support stiffness and (or) increasing
the support damping can raise the threshold speed of the oil whirl of the rotor. If
the support stiffness of the rotor is small enough, and (or) the support damping is
large enough, the mass of the bearing house should be included in the mechanical
model of the rotor system. Here, it is an added element connected to the exciting
body.
When the added body enters the extended model, the analysis of the model is
357
much more difficult than that of the minimal model. Thus, the modeling of the
self-excited vibration system should start from the minimal model. If the critical
parameter condition has no essential variation with the addition of the added
element, we should adopt the minimal model.
11.3 Mathematical Description of Motive Force

In Chapter 3, we divided the forces in a holonomic system into four groups,
namely, damping, gyroscopic, conservative (potential force), and circulatory
forces. In addition, from the first section of this chapter, we have known that the
self-excited vibration is induced by the generalized negative damping force that
consists of the negative damping force and the circulatory force in mechanical
systems. Thus, the motive forces in the self-excited vibration system always have
components of the negative damping force or (and) the circulatory force.
To establish the equations of motion of the self-excited vibration system, the
mathematical description of the motive force is necessary. In general, the motive
forces exerting on the interface between the vibrating body and the exciting body
are usually the distributive force that comes from the solution of the partial
differential equations governing the motion of the continuum and the corresponding
boundary conditions and initial conditions. In fact, the analytical expression of the
motive force often cannot be found with the integration of the partial differential
equation. Therefore, various techniques to construct the analytical expression of the
motive force have been developed and used to study the self-excited vibrations in
engineering.
Broadly speaking, so far there are six types of techniques to be used to construct
the mathematical description of the motive force of the self-excited vibration,
including integrating the differential equations of motion of continuum, using the
nonholonomic constraint equations, estimating the parameters of the equivalent
model of the motive force, constructing the equivalent oscillator to describe the
effect of the exciting body, using the grey box identification technique and
establishing the empiric formula of the motive force.
11.3.1 Integrate the Differential Equations of Motion of Continuum
If we obtain the analytical solution of the differential equations of motion of the

relevant continuum under corresponding conditions, the analytical expression of
the motive force of the self-excited vibration may be obtained by means of
integration of the distributive force on the interface between the vibrating body
and the exciting body. This method has been used to find the analytical
expression of the motive force for two important problems, i.e., the lift force in
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the classical flutter of two-dimensional airfoil and the fluid film force in the oil
whirl of the rotor. Let us introduce them below.
1. Lift force on two-dimensional airfoils
Under the quasi-steady flow assumption, the lift force on the two-dimensional
airfoil in an ideal fluid has been found by fluid dynamics. According to
Joukowsky’s theorem, the lift force is proportional to the sine function of the
angle of attack, namely[5],
1
FL UU 2 cCL , CL 2S sin D ,
2
where FL is the lift force per unit span, U the density of local air flow, U the
velocity of the steady flow, c the chord length of the wing, CL the lift coefficient,
and D the angle of attack of the airfoil.
The testing data of the wing model in the wind tunnel shows that the derivative
dCL dD is approximately equal to 6.0. Therefore, the above expression has
sufficient accuracy for qualitative investigation of various engineering problems
and it has been successfully used to study the classical flutter of the wing.
2. Fluid film force on the surface of the circular journal
The distribution of the oil pressure around the journal surface is an interesting
subject in fluid dynamics. The Reynolds’ equation governing the pressure of the
oil film is derived from the basic equation of the viscous fluid, i.e.,
Navier-Stokes equation, by introducing a number of simplifying assumptions[6].
The closed form solutions of the oil film force have been found for two notable
cases, the long bearing and the short bearing, as shown in Eqs. (8.16) and (8.19).
After applying the general linearization routine, the components of the fluid film
force in the neighborhood of the equilibrium position of the journal may be
reduced to the linear expression of the displacement and the velocity of the
center of the journal, i.e., Eq. (8.25). This linear expression has been utilized to
find the threshold speed of the oil whirl of the rotor. Simultaneously, it also
provides a theoretical foundation to establish the equivalent model of the fluid
film force, namely, the well-known Muszynska model.
11.3.2 Use of the Nonholonomic Constraint Equations
In analytical mechanics, the constraint forces of the dynamic systems may be

found from the constraint equations. Thus, if the motive force inducing self-excited
vibration belongs to the constraint force, it should hide in the constraint equations.
As mentioned before, the tire forces cannot be shown as explicit functions of
the state variables of the rolling wheel and the associated parameters of the
359
pneumatic tire. However, it belongs to the constraint force. Thus, use of the
nonholonomic constraint equations of the rolling tire to substitute the analytical
expressions of the motive force exerted on the rolling wheel is an available
method. In fact, this method has been successfully utilized to establish the
mathematical model of the front-wheel assembly with the occurrence of shimmy,
as introduced in Chapter 7. The result is qualitatively consistent with a large
number of practical observations.
11.3.3 Establishing Equivalent Model of the Motive Force
If the accurate expression of the motive force cannot be found by a pure

theoretical method, we may establish an equivalent mathematical model of the
motive force and determine all undetermined coefficients in the analytical
expression with testing data by the least square method. This method has been
widely utilized in engineering. In general, before determining the analytical
expression of the motive force, a possible model should be not only simple
enough to but also studied thoroughly with mechanics theory to reveal the
relations between the motive force and the state variables of the vibrating body
and the exciting body. Thus, the equivalent model is established on a solid
theoretical basis. The coefficients in the equivalent model of the motive force are
usually calculated with special algorithms of the parameter estimation theory.
The prerequisite condition for calculating these coefficients is to get a great
number of testing data measured in special testing rig.
As a typical example, the Muszynska model is an equivalent model of the oil
film force, which is deduced from a particle moving around the journal in the
viscous fluid. The detailed procedure has been introduced in Chapter 8[7] with the
analytical expression listed in Eqs. (8.27). However, the routine to calculate the
stiffness and the damping coefficients of the oil film force has not been explained
yet. Now, it is time to interpret the elementary principle to calculate these
coefficients of the oil film force.
To calculate the stiffness and the damping coefficients of the oil film force,
Eqs. (8.27) are written in the matrix form
° Fxc °½ ª k xx k xy º x ½ ª cxx cxy º x ½ ª mxx mxy º

x½
® c¾ «k ® ¾ ® ¾ ® ¾,
k yy ¼» ¯ y ¿ ¬« c yx c yy ¼» ¯ y ¿ ¬« m yx » (11.5)
¯° Fy ¿° ¬ yx m yy ¼ ¯
y¿
where x and y are the components of the displacement of the rotor center with
respect to the stator center, x and y are the relative velocity between them, x
and y are the relative acceleration between them, and kxx, kxy, kyx, kyy, cxx, cxy, cyx,
cyy, mxx, mxy, myx, and myy are the fluid dynamic coefficients of the fluid film force.
The entire testing data is obtained on a special testing rig, in which the stator is
hung by the elastic elements. Therefore, the equations of motion of the stator are
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written in the matrix form[8]
M s
xs ½ ° Fxc °½ ° f x °½
® ¾ ® c¾ ® ¾, (11.6)
¯ M s
ys ¿ °¯ Fy ¿° ¯° f y °¿
where M s is the stator mass, xs and ys are the components of the acceleration of
the stator, f x and f y are the components of the input excitation forces, and Fxc
and Fyc are the components of the fluid film force. Substituting Eq. (11.5) in
(11.6), we obtain
° f x M s
xs °½ ª k xx k xy º x ½ ª cxx cxy º x ½ ª mxx mxy º x½
® ¾ «k ® ¾ ® ¾ ® ¾ . (11.7)
°¯ f y M s
ys °¿ ¬ yx k yy »¼ ¯ y ¿ «¬c yx c yy ¼» ¯ y ¿ «¬ m yx m yy ¼» ¯
y¿
After Fourier transformation, the equation is transformed into a complex

algebraic one, i.e.,
° Fx M s Ax ½° ª H xx H xy º X ½
® ¾ « ® ¾
H yy »¼ ¯ Y ¿
(11.8)
¯° Fy M s Ax ¿° ¬ H yx
with
H ij kij Z 2 mij iZ cij , i, j x, y , (11.9)
where Fx, Fy, Ax, Ay, X, and Y are the Fourier transformation results of the
variables f x , f y , xs , ys , x, and y, respectively.
The exciting forces, fx and fy, are usually harmonic forces. Under steady state
condition, the data of fx, fy, xs , ys , x and y may be accurately measured by
special apparatus. Through Fourier transformation, Fx, Fy, Ax, Ay, X, and Y, which
are all complex functions of the excitation frequency Z, are found. In general, the
parameter estimation algorithm is always deduced from the least square principle
and is applied to finding the frequency response functions Hxx, Hxy, Hyx, and Hyy
in expression (11.9).
It is obvious that the stiffness and the damping coefficients of the fluid film
force may be calculated with expressions (11.9)[9]. In fact, the direct damping
coefficients, cxx and cyy, and the cross-coupled damping coefficients, cxy and cyx,
may be directly found from the imaginary part of the frequency response functions.
If the directly added mass term is included in the stiffness term, which is called
dynamic stiffness, the direct and cross-coupled dynamic stiffness coefficients may
be directly found from the real part of the frequency response functions as well.
11.3.4 Construct the Equivalent Oscillator of Motive Force
If the exciting body is a nonsteady flow in space, the motive force cannot be
361
described with an explicit function because the relationship between the force
and the state variables of the flow field is overcomplicated. Here, an available
method is that the exciting body is replaced by an equivalent oscillator that
provides a periodic force exerted on the vibrating body. The coefficients
contained in the oscillator model may be found by the testing data of the physical
model in the wind tunnel.
As mentioned before, the wake oscillator to study the vortex resonance in the
flexible structure proposed by R. E. Bishop and A. Y. Hassan is an equivalent
model of the motive force that induces the vortex resonance[10]. The differential
equation governing the motive force is given in Eq. (9.2), in which the
instantaneous lift coefficient CL is denoted as a generalized coordinate to
describe the variation of the motive force exerted on the vibrating body, though it
is essentially different from the displacement components of the vibrating body
(flexible structure) or the exciting body (nonsteady flow). The undetermined
coefficients in the oscillator model may be found by processing a great number
of testing data and using the parameter estimation algorithm.
11.3.5 Identification of Grey Box Model
If the quantitative relationship between the output and the input variables of a
dynamic system cannot be found by means of the basic law and the equation of
its motion cannot be established with the theoretical method, the dynamic system
may be considered as a grey box in system science. In fact, mathematical models
of many complicated control systems have been established by identification of a
grey box. Such a technique may be utilized to establish the mathematical model
for mechanical systems with self-excited vibration.
Now, we introduce an example, namely, a dynamic system composed of
machinery, cutting tool, and workpiece. As the cutting is going, it is a extremely
complicated system. Conseuently, its differential equations of motion have not
been found so far. However, its grey box model has been established with the
identification technique in frequency domain by I. E. Minis et al., which has been
used to predict the chatter in turning[11, 12].
The interaction between the machinery-tool system and the cutting process
may be described by a closed-loop system consisting of two blocks as shown in
Fig. 11.9. The dynamics in the machinery-tool system and the formation of the
workpeice is represented by a block describing the relation between the cutting
force f and the relative displacement x of the machinery-tool system, and the
dynamics of the cutting process of the workpiece is represented by another block
describing the deformation and the fracture processes of the workpiece.
The frequency curves of these two open-loop dynamic systems may be directly
obtained by simultaneously measuring the input and the output signals. They can
be transformed from time domain into frequency domain. Then, select two lower
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Figure 11.9 Block Diagram of Machinery-Tool-Workpiece System
order fractionals as the frequency response functions, whose curve matches the
data points obtained from special experiments. All undetermined coefficients in
the two selected frequency functions are usually found by the least square
method and eventually, the grey box model in frequency domain is established
by the identification technique.
In this modeling, the linear assumption cannot but be utilized to describe the
dynamics of the machinery cutting tool system and the cutting process of the
workpiece, which can be represented by the frequency responses of the cutting
force f and the relative displacement x, namely, F(iZ) and X(iZ), and their
frequency response functions G(iZ) and H(iZ) are frequency response matrices
of the machinery tool system and the cutting process respectively. The dynamics
of the system composed of the machinery and the cutting tool is approximately
described in the form
X (iZ ) G (iZ ) F (iZ ).

The dynamics of the deformation and the fracture processes in the workpiece
is approximately described as
F (iZ ) H (iZ ) X (iZ ).

Eventually, the grey box model of the turning process is shown in Fig. 11.10.
Figure 11.10 The Mathematical Model of the Machinery-Cutting Tool-Workpiece

System
11.3.6 Constructing an Empiric Formula of the Motive Force
The analytical expressions of the motive force cannot be obtained by theoretical

analysis for most self-excited vibration studies. However, in many cases, the
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main variables that are intimately relevant to the motive force may be known by
understanding the excitation mechanism of the self-vibration formation, An
available way is to collect a variety of testing data of the motive force under
different conditions by special testing on the physical model and selecting a trial
function matching the testing data. With the undetermined coefficients found by
the least square method, the curve of the function is usually close to the points
obtained from the special testing. The resultant function is just the empiric
formula of the motive force that induces the self-exciting vibration. In the early
studies, empiric formulas were utilized in practice to describe the motive force to
study the self-excited vibration.
Now, let us recall an empiric formula introduced in Chapter 9. It represents the
motive force of the galloping in the square cylinder with flexible supports in the
wind tunnel. The first step to establish the empiric formula is to perform a large
number of model experiments in the wind tunnel and collect a great deal of
testing data, as shown in Fig. 9.23. Then, select the angle of attack as the variable
related to the lift force of the square cylinder and use a seven-degree polynomial
of the angle of attack as a trial function, as shown in Eq. (9.77), in which all
undetermined coefficients are calculated with the least square method. Consequently,
the empiric formula of the lift force to study the galloping in the flexible square
cylinder is established. At last, the amplitudes of the steady response of the
square cylinder with various wind velocities are calculated by using the empiric
formula. As shown in Fig. 9.26, the predicted curve of the amplitude-velocity
characteristic is very consistent with the testing data and the accuracy of the
empiric formula, expression (9.77), is verified successively.
A variety of experimental researches have demonstrated that the friction does
not depend only on the instantaneous sliding velocity Q but also on the whole
sliding history. The friction force should be written as
F P (Q , I ) N ,
where P is the friction coefficient, N is the normal load, and I is the average age
of the micro-contacts, which grows while the material creeps under normal load.
Recently, A. Cochard et al proposed a simple function to represent the friction
coefficient, i.e., [13]
§Q · § V1I ·
P (Q , I ) P 0 A ln ¨ ¸ B ln ¨1 ¸, (11.10)
© V0 ¹ © D0 ¹
in which
dI QI
1 , (11.11)
dt D0
where P0, A, B, D0, V0, and V1 are constants calculated by the testing data.
364
11.4 Establish Equations of Motion of Mechanical Systems
In practice, expression (11.10) coupled with (11.11) is a rational empiric

formula to calculate the friction coefficients.
In addition, the empiric formulas have been widely used to describe the tire
force. Although the tire force may be hidden in the nonholonomic constraint
equations, as introduced in Chapter 7, in many cases, we still require explicit
functions to describe it. The empiric formula of the tire force usually contains not
only the state variables of the wheel but also various parameters related to the
geometric configuration and the physical property of the tire. Therefore, the
empiric formula of the tire force has been a hot topic in vehicle dynamics.[14, 15]

Vectorial mechanics, an approach to solve the problems of mechanics based
directly on Newton’s laws, analyzes motion by means of concepts such as force
and momentum, which can be regarded as vector quantities. This approach
separately considers the individual bodies and the forces acting on them. It needs
calculation of constraint forces resulting from kinematical relations even though
these forces may not be of interest. In the past, the equations of motion of
systems with the occurrence of self-excited vibration were mainly established by
vectorial mechanics, such as the equations of motions governing the chatter in
machinery, the whirl of rotor, and the shimmy of the front wheel. However, the
equations of motion of the continuum and multi-body systems may be established
by different concepts. In this way, the problems of mechanics are formulated in
terms of two fundamental quantities, kinetic energy and work. Both quantities
are scalar and this approach is referred to as analytical mechanics whose main
methods to establish the equations of motion of the mechanical systems are
Lagrange’s equation of motion and Hamilton’s principle. Actually, Lagrange’s
equation has been utilized to establish the equations of motion for front-wheel
assembly in Chapter 7. Now, we introduce it to establish the equations of motion
of more complicated systems.
11.4.1 Application of Lagrange’s Equation of Motion
In analytical mechanics, physical coordinates, such as the displacements of the

point and the rotations of the body, are replaced by generalized coordinates. The
number of degrees of freedom of a system coincides with the minimum number,
n, of independent coordinates necessary to describe the system uniquely. These n
coordinates, q1, q2, " , qn, are referred to as generalized coordinates. Application
of generalized coordinates facilitates the emphasis shifting from the physical
365
world of vectorial mechanics to the mathematical world of analytical mechanics[16].

Lagrange’s equation applied to the autonomous nonconservative system is
written as
d wL wL wR
Q (q, q ) , (11.12)
dt wq T wq T wq T
in which
> q1 " qn @ ,
T
q
q > q1 " qn @ ,
T
>Q1 " Qn @ ,
T
Q
L(q, q ) T (q, q ) U (q ),
where q is the generalized coordinate vector, q the generalized velocity vector,
Q the nonconservative force vector, L(q, q ) the Lagrangian, T (q, q ) the kinetic
energy function, U(q) the potential energy function, and R (q, q ) the dissipative
function.
The detailed routine to use Lagrange’s equation to establish the equations of
motion for the dynamic system is introduced with a meaningful example.
The sketch of the mechanical model of a vertical symmetric flexible rotor,
which is used to study the cone whirl phenomenon, is comprised of a slender
rotor and two identical segments of massless rotating shafts supported in dry
bearings. It is depicted in Fig. 11.11(a).
Figure 11.11 A Mechanical Model of the Flexible Rotor Supported on the Dry
Bearings
First, we assume that the undisturbed motion of the rotor is a stationary

rotation with a constant speed : , which is maintained by a controlled motor.
The rotor has only four degrees of freedom of motion. Let the rotating reference
366
frame with the constant speed : , namely, OXYZ, denote the undisturbed motor
of the rotor, and let O'X'Y'Z' denote a frame fixed at the rotor with X', Y', and Z'
representing a set of principal axes and O' representing the mass center of the
frame. As the generalized coordinates, x and y are the coordinates of the mass
center of the rotor along with the axes X and Y, and D and E are the rotations
about axis X' and axis Y' respectively, as shown in Fig. 11.11(b).
Next, calculate the potential energy and the kinetic energy of the rotor. Denote
l as the half length of the rotor, P1(x1, y1, l) and P2(x2, y2, l) as the centers of the
upper and lower tops. Consequently, we have
x1 x l E , x2 x lE ,
y1 y lD , y2 y lD .
Compared with the undisturbed motion, the cone whirl motion is very small if
we consider only the motion of the rotor in the initial stage. Therefore, all
higher-order terms of the state variables are neglected and the equations of the
cone whirl become a linear equation system consequently. In accordance with it,
the potential energy of the rotor is described in the quadratic form
1 T 1
U r1 Kr1 r2T Kr2 ,
2 2
in which
> x1 y1 D @ , r2 > x2 y2 D @ ,
T T
r1 E E
ª k kl / 2 0 0 º
« kl / 2 kl 2 / 3 0 0 »»
K « ,
« 0 0 k kl / 2 »
« »
¬ 0 0 kl / 2 kl 2 / 3¼
where k is the flexural stiffness coefficient of the rotor.

In addition, the kinetic energy of the flexible rotor may be described with the
expression
1 1 1
T sin E E 2 : 2 ) J1: 2 .
m( x 2 y 2 ) J (D 2 2DE
2 2 2
The dissipative forces in the rotor system may be reduced to the linear viscous
forces, and the dissipative function is written as
1 T
R (r1 Dr1 r2T Dr2 ),
2
in which
367
E ª¬ x2 E y 2 D º¼
T T
r1 ª¬ x1 y1 D º¼ , r2
ªd 2K k K kl 0 0 º
« K kl (ds 2K kl 2 ) / 3
2
0 0 »,
D « »
« 0 0 d 2K k K kl »
« »
¬ 0 0 K kl (ds 2K kl ) / 3¼
2 2
where d is the external damping coefficient of the rotor system, s is the distance
from the external damping force to the mass center of the rotor, and K is the
internal damping coefficient. In addition, let GW denote the virtual work of the
nonconservative forces except the dissipatic forces in the rotor system. It is done
by the generalized forces, i.e., Qx, Qy, QD, and QE, on the corresponding virtual
displacements, i.e., Gx, Gy, GD, and GE. Hence, we have
GW Qx Gx Qy Gy QD GD QE GE , (11.13)
from which the expressions of the generalized forces Qx, Qy, QD, and QE are
obtained.
At last, join the expressions of T (q, q ) and U (q) together and obtain the
expression of Lagrangian L(q, q ) . Then, substituting L(q, q ) , R(q, q ) and the
generalized forces Qx, Qy, QD, and QE into Lagrange’s equation, we eventually
get the equations of the rotor systems in the matrix form
ªm 0 0 x ½ ª d 2K k
0 º K kl 0 0 º x ½
« » ° ° « K kl (ds 2K kl ) / 3 J J1 : »» °° y °°
0 » °E ° «
2 2
J 0
«0 0
® ¾ «
«0 0 m 0 » °
y° 0 0 d 2K k K kl » ®°D ¾°
« » « »
¬0 0 0 J ¼ ¯°D ¿° «¬ 0 J J1 : K kl (ds 2 2K kl 2 ) / 3»¼ ¯° E ¿°
ª 2k kl 2K kl K kl : º x ½ Qx ½
« kl 2
K kl : 2K kl 2 : / 3»» °° E °° ° °
2kl / 3 °QE °
« ® ¾ ® ¾. (11.14)
« 2K kl K kl : 2k kl »° y° ° Qy °
« »
¬ K kl : 2K kl : / 3 kl
2
2kl 2 / 3 ¼ ¯°D ¿° °¯QD °¿
This equation may be used to find the stability condition for the stationary rotation
of the rotor system.
11.4.2 Application of Hamilton’s Principle
Hamilton’s principle: The actual path in the configuration space renders the
t2
value of the definite integral I ³ t1
Ldt , which is stationary with respect to any
arbitrary path between two instants t1 and t2 provided that the path variations
368
vanish at these two end points, namely,

t2
GI G ³ L dt 0. (11.15)
t1
Hamilton’s principle is an example of the variational principle that reduces the

problem of dynamics to the investigation of a scalar integral independent of the
coordinates used to describe the Lagrangian. The condition (11.15) rendering the
integral I stationary leads to all equations of motion.
Historically, the Lagrange equations of motion for the conservative systems
were derived before the Hamilton’s principle, but the former can be deduced from
the latter. In fact, the extreme value of the functional I is corresponding to certain
functions q and q which are evaluated by Euler’s equations in variational principle,
i.e., Eqs. (5.73) and (5.74). As we can see, Eqs. (5.73) and (5.74) are exactly the
lagrange equations. for the conservative system if the function L is its Lagrangian.
The original Hamilton’s principle (11.15) holds good only for the holonomic
and conservative systems. It cannot be utilized to establish the equations of
motion of systems with self-excited vibrations. Based on this, the extended
Hamilton’s principle is expressed as
t2
³ t1
(GL GW )dt 0,
or rewritten as
t2
³ t1
(GT GU GW )dt 0, (11.16)
where GT is the variation of the kinetic energy of the system, GU is the variation
of the potential energy, and GW is the virtual work done by the nonconservative
force applied on the system. The extended Hamilton’s principle can lead to the
equations of motion of systems with the self-excited vibration. As a typical
example, the finite element equation of motion of a laminated composite plate is
introduced below.
A laminated composite plate with a piezoelectric sensor and an actuator layer
is depicted in Fig. 11.12. The routine to establish the equations of motion includes
three steps.
Figure 11.12 Laminated Plate with Piezoelectric Sensor/Actuator
369
1. Find expressions of the strain-energy, the kinetic energy, and the virtual
work done by the nonconservative forces[17, 18].
Consider only the response of the flexural vibration and ignore the in-plane
displacements. The displacements and the strains are represented in the vector form
u x ½ ª0 z 0º T
° ° « » ª ww ww º

u «0 0 z » , Q [ w, E x , E y ] « w, wx , wy » ,
T
®u y ¾
°u ° ¬ ¼
¯ z¿ ¬«1 0 0¼»
wE y wE y
T T
ª w2 w w2 w w2w º ª wE x wE º
« 2 , , 2 » , H «z ,z ,z z x» z ,
¬ wx wy 2 wxwy ¼ ¬ wx wy wx wy ¼
where z is the half-thickness of each layer, w is the flexural displacement, Ex and
Ey are rotations of the normal to undeformed middle surface respectively in the
X-Z and Y-Z planes, and H and are the strain vectors of each layer.
The strain energy of each layer is
1
2 ³Vk
Uk [H1 , H 2 , H 3 ][V 1 , V 2 , W 12 ]T dVk ,
where Vk is the volume of the kth layer and and Uk is its strain energy. The
potential energy for each layer is summed up in the z direction and the total strain
energy of an element in the laminated plate is
1
U
2 ³ A
T D0 dA , (11.17)
where A is the area of the surface perpendicular to the z direction and D0 is the
flexural stiffness matrix of an anisotropic plate. The kinetic energy T of an
anisotropic plate is
1 1
T
2 ³V
U u T u dV
2 ³ A
Q T RQdA , (11.18)
where R is the inertia matrix of the anisotropic plate. The virtual work done by
the nonconservative forces f in an anisotropic plate is
GW G ³ v T f dA. (11.19)
A
2. Discretize the finite element.

The discrete Kirchhoff quadrilateral element shown in Fig. 11.13 is a four-
node quadrilateral element with 12 degrees of freedom in the thin plates, which is
divided by the well-known Kirchhoff technique. The nodal variable vector x is
defined as
370
x [ w1 E x1 E y1 " w4 E x4 E y4 ]T , (11.20)
ww j ww j
where wj, j 1, 2, 3, and 4 is the normal displacement, E xj and E yj ,
dy wx
j 1, 2, 3, and 4 are the rotations about the X and the Y axes respectively.
Figure 11.13 Plate Bending Element with Electrical Degree of Freedom
The displacement vector v may be expressed in the nodal variable vector x

with the finite element interpolation function, i.e.,
w½ N ([ ,K ) ½
° ° ° °
Q ®Ex ¾ ® H x ([ ,K ) ¾ x , (11.21)
°E ° ° °
¯ y¿ ¯ H y ([ ,K ) ¿
where N, H x , and H y are the interpolation function matrices for w, Ex, and Ey
respectively, whose components are four-degree polynomials and only have 12
terms with 12 undetermined constants.
3. Assemble the equation of motion for the entire system.
Substituting the energy and the work terms in Eq. (11.16) leads to the variational
equation. To derive the discrete equations of motion of the entire system, the
displacement Q and the curvature are expressed in terms of nodal variables via
the shape functions using the four-node, 12-degree-of-freedom quadrilateral plate
bending element with one electrical degree of freedom, namely,
Q Q x , x,
where Q and are the interpolation function matrices of Q and , respectively.
Substituting the discretized expression of the displacement and the curvature
into the variational equation and assembling the equations of motion for the
entire system in terms of nodal variables, we have
Mx Kx Q (11.22)
with
371
M Ms M p , K Ks K p , (11.23)
¦ ³ ³ Q R Q | J | d[ dK ,
1 1
Ms T
s
1 1
¦ ³ ³ Q R Q | J | d[ dK ,
1 1
Mp T
p
1 1
¦ ³ ³ D | J | d[ dK ,
1 1
Ks T
s
1 1
¦ ³ ³ D | J | d[ dK ,
1 1
Kp T
p
1 1
¦ ³ ³ Q f | J | d[ dK ,
1 1
Q T
1 1
where M and K are the inertia and the stiffness matrices, J is the Jacobian matrix,
Q is the generalized nonconservative force vector, f is the nonconservative force
vector, and the subscripts s and p represent the main structure and the
piezoelectric material respectively.
11.4.3 Hamilton’s Principle for Open Systems
In 1973, D. B. McIver proposed Hamilton’s principle for systems with varying

mass[19]. We introduce it here briefly and utilize it to establish the equations of
motion for a pipe conveying the fluid.
The general statement of Hamilton’s principle, which may be applied to open
systems with varying mass, is deduced by means of an open control volume, as
shown in Fig. 11.14, which is partly open across the open boundary Bo(t) and
partly closed over the closed boundary Bc(t). Bo(t), across which the mass is
Figure 11.14 Definition of Control Volume under Specified Conditions
transported, is moving with an arbitrary normal velocity U n , in which n is the

unit normal vector outward to the open part of the system. At all instants t, the
system is defined as the collection of particles inhabiting the open volume Ro(t).
In this case, the system does not possess a constant mass at all, or the mass need
not always consist of the same set of particles. The region Rc(t) is a closed
volume bounded by Bc(t) if U n u n .
372
At the considered instant, if the open volume Ro(t) coincides with the closed
volume Rc(t), the general transport theorem is
d D
dt ³³³R0 (t ) Dt ³³³Rc ( t )
(<)dV (<)dV ³³³ (<)(U u) nds . (11.24)
Bo ( t )
Since the notation D (<) D(t ) is employed for the closed volume, it is
permissible to write
D D
Dt ³³³Rc ( t ) Dt ³³³Ro ( t )
(<)dV (<)dV . (11.25)
Applying the principle of the virtual work to the system, we have
D
Dt ³³³Rc (t )
GL GW U (u r )dV 0. (11.26)
Using Eqs. (11.24), (11.25), and (11.26), we obtain
d
GL GW ³³
dt ³³³Rc ( t )
U (u Gr )(U u) ndS U (u Gr )dV 0. (11.27)
Bo ( t )
Integrating the equation with respect to time from t1 to t2, with the prescribed
configuration, we obtain the Hamilton’s principle for a system with a varying
mass
t2 t2
G ³ Ldt ³ GWdt ³³ U (u Gr )(U u ) ndS 0. (11.28)
t1 t1 Bo t
This general principle may be applied to pipes conveying fluid. The system is
open, with the control volume boundary coinciding with the exterior surface of
the pipe and the inlet and the exit of the pipe, as shown in Fig. 11.15[20]. Si(t) and
Se(t) are the open boundary at the inlet and the exit of the pipe. The pipe inlet is
fixed, and there is no virtual work contribution from the force and the moment of
the reaction. The fluid velocity at the pipe exit is u R U , where R is the
Figure 11.15 A Cantilevered Pipe conveying Fluid
373
velocity of the pipe at its exit end, and the normal velocity relative to the control
surface Se(t) is (u U ) n U . Thus, the last term in Eq. (11.28) becomes
GH ³³ U (u Gr )(U u) ndS M d U ( R U ) GR, (11.29)

Se ( t )
where Md is the mass of per unit length of the fluid. Therefore, we have
G ³ Ldt ³ GWdt ³ M d U ( R U ) GRdt

t2 t2 t2
0. (11.30)
t1 t t
The equation is useful in deriving the equation of motion and the boundary
condition for pipes conveying fluid. Particularly, for straight pipes conveying
fluid, the deduced equation of motion is the same as that of Eq. (9.15) and the
deduced boundary condition is also the same as that of Eq. (9.16).
11.5 Discretization of Mathematical Model of a Distributed

Parameter System
The vibratory body is usually made of elastic solid, whose mathematical model is
comprised of the partial differential equations that have no closed form solution
in most cases. Hence, our interest lies in its discrete model. The discretization
methods may be broadly divided into two classes. The first i.e., so called lumped
parameter method, is more physical in nature and lacks rigor, and the second,
containing assumed-mode method and finite element method, is more abstract
but has a solid mathematical foundation so that they also tends to yield more
predictable and accurate results, In essence, the assumed modes method is a
series discretization methods. It will be introduced below, while the finite element
method has been utilized in the previous section, but some explanation is supplied
at the end of this section.
11.5.1 Lumped Parameter Method
The vibratory bodies in the physical world usually have distributed properties,
such as mass and stiffness. In many cases, the mass distribution and the stiffness
distribution are highly nonuniform. For such systems, it may be more feasible to
construct the discrete mathematical model directly.
In the lumped parameter method[21], as its name suggests, the parameters are
lumped at discrete points of the system. In particular, the length of the system is
divided into small increments and the distributed mass within the increments is
lumped at either the geometric center or the mass center if higher accuracy is
desired. Then, any two lumped masses are assumed to be connected by a massless
374
11.5 Discretization of Mathematical Model of a Distributed Parameter System
spring with the stiffness equivalent to the stiffness of the segment between the
two masses. Consistent with this, the continuous displacements, w(x, t), is replaced
by the discrete displacement wi(x,t), where i identifies the lumped mass mi. The
net result is a discrete model of the type encountered before.
The Jeffcot rotor is a typical lumped parameter model. Its elastic shaft is a
bending beam that is simply supported at both ends and a disk is located at the
central position of the beam span, as shown in Fig. 11.16(a). Let P denote a
transverse force applied on the central lumped mass m and let G denote the
deflection of the point of application of P. By using the Euler-beam theory, the
displacement of the beam is simply
Pl 2 x Px3
w( x) ,
16 EI 12 EI
where EI is the flexural stiffness of the uniform beam and l is its span. Therefore,
we have
Pl 3
G ,
48 EI
and the equivalent spring coefficient is
P 48EI
k .
G l3
Hence, the lumped parameter model may be drawn in Fig. 11.16(a), which is
exactly the same as Fig. 8.2.
Figure 11.16 Lumped Parameter Model of a Rotor with Single Disk
Obviously, the lumped parameter model is particularly appropriate for vibrating

bodies with some heavy elements, such as multi-disk rotors. The Holzer's method
for torsional vibration and Myklestad’s method for bending vibration are also
lumped-parameter methods.
375
11.5.2 Assumed-Modes Method
The assumed-modes method begins with the discretization of the boundary value
problem of the continuum, albeit in an implicit manner. It provides us with the
opportunity to formulate the discretized system response of the motive forces,
rather than merely the free response. Therefore, it is available to construct the
discrete mode of the elastic body with the occurrence of the self-excited vibration
occurring.
The assumed-modes method aims at deriving equations of motion by discretizing
first and then making use of Lagrange’s equations. For simplicity, we only introduce
the discretization of the elastic body with one dimension.
Consider an elastic body and its approximate displacement w(x, t) is described
by a finite series, namely,
n
w( x, t ) ¦I ( x)q (t ) ,
i 1
i i (11.31)
where Ii(x), i 1, 2, " , n, are the known trial functions, namely, the assumed
mode functions, and qi(t) are the known generalized coordinates. Assuming that
there is no lumped mass at the boundaries, we can discretize the kinetic energy as
1 n n
T (t ) ¦¦ mij qi q j
2i1 j1
(11.32)
with
l
mij m ji ³ m( x)I ( x)I ( x)dx,
0 i j i, j 1, 2," , n, (11.33)
where m(x) is the distribution function of the mass of the elastic body and l is its
span. As an example, for a nonuniform beam in bending fixed at x = 0 and
supported by a spring of stiffness k at x l, the potential energy has the form
2
1 l ª w 2 w( x1t ) º 1 2
2 ³0
V EI ( x ) « » dx kw (l , t ). (11.34)
¬ wx 2
¼ 2
By inserting Eq. (11.31), the discretized potential energy can be written as
1 n n
V (t ) ¦¦ kij qi (t )q j (t )
2i1 j1
(11.35)
with
d 2Ii d I j
2
l
kij k ji ³ 0
EI ( x)
dx 2 dx 2
dx kIi (l )I j (l ), i j 1, 2," , n. (11.36)
376
Finally, let f(x, t) be a distributed nonconservative force, and discretize the virtual
work as
n
W (t ) ¦ Q (t )q (t )
i 1
i i (11.37)
with
l
Qi (t ) ³ 0
f ( x, t )Ii ( x)dx, i 1, 2," , n. (11.38)
Substituting Eqs. (11.32), (11.35) and (11.38) in Lagrange’s equation, we obtain

n n
¦ m q (t ) ¦ k q (t )
j 1
ij j
j 1
ij j Qi (t ), i 1, 2," , n. (11.39)
These equations of motion of the discretized model can be expressed in the

matrix form
Mq Kq Q, (11.40)
where M and K are the inertia and the stiffness matrices, respectively, and q and
Q are the generalized coordinate and the generalized force vectors, respectively.
The routine shows that the assumed-modes method consists of two steps. The
first is to find the kinetic energy of the elastic body, the potential energy of the
conservative force, and the virtual work done by the nonconservative force. The
second is to apply Lagrange’s equation to deduce the differential equations of
motion of the vibratory elastic body.
Now, we introduce an example to explain the application of the assumed-modes
method.
The cantilevered pipe conveying fluid is hung vertically and supported at the
free end by a nonlinear spring, as shown in Fig. 11.17[22]. The restoring force of
the nonlinear spring is
f ( K1 w K 3 w3 )G( z l ),
where w( z ) is the flexural function of the pipe, K1 and K3 are the spring
constants, and G( z l ) is the Dirac function. Consider a fixed frame OZY, as
shown in Fig. 11.17. The differential equation of motion of the pipe conveying
fluid is written as
w4 w 2 w w
2
w2 w w2 w
EI U AU 2 U AU m ( K1 w K 3 w3 )( z l ) 0,
wz 4 wz 2 wzwt wt 2
(11.41)
where the coefficients in the equation are the same as those in Eq. (9.15). By
377
Figure 11.17 A Cantilevered Pipe Conveying Fluid and Supported at the Free End
introducing the following dimensionless parameters,

1
z w t § EI · 2
[ , K , W ¨ ¸ ,
l l l2 © m ¹
1
UA § U A ·2
E , Q UI ¨ ¸ , (11.42)
m © EI ¹
K1l 3 K 3l 5
k1 , k3 ,
EI EI
the Eq. (11.41) is reduced to the dimensionless form
w 4K 2 w K
2 1
w 2K w 2K
v 2 E 2
v (k1K k3K 3 )G[ 1 0 . (11.43)
w[ 4 w[ 2 w[wW wW 2
Neglecting all higher-order modes and only retaining the first two modes, we have
K ([ ,W ) I1 ([ )q1 (W ) I2 ([ )q2 (W ) , (11.44)

where I1 ([ ) and I2 ([ ) are two assumed mode functions, and q1 (W ) and q2 (W )
are two corresponding generalized coordinates.
Here, we denote the first two mode functions of flexural vibration of the uniform
beam as the assumed mode functions, namely,
Ir cosh Or[ cos Or[ V r sinh Or[ sin Or[ ,

sinh Or sin Or (11.45)
Vr , r 1, 2.
cosh Or cos Or
Let us substitute Eqs. (11.44) and (11.45) in Eq. (11.43). By means of the
orthogonality of the mode functions, the partial differential Eq. (11.43) is reduced
to two second-order ordinary differential equations. Then, introducing the state
378
variables, we obtain a four-dimensional state equation of the pipe conveying fluid in

the matrix form
x Ax F ( x ) (11.46)
with
> q1 q2 @ ,
T
x q2 q1
ª0 0 1 0º
«0 0 0 1 »»
A « ,
« a1 a2 a3 a4 »
« »
¬ b1 b2 b3 b4 ¼
>0 F4 @ ,
T
F ( x) 0 F3 (11.47)
a1 (O14 v 2 c11 k1 g11 ), a2 (v 2 c12 k1 g12 ),

a3 2 E vb11 , a4 2 E vb12 ,
b1 (v 2 c21 k1 g 21 ), b2 (O 4 v 2 c22 k1 g 22 ),
b3 2 E vb21 , b4 2 E vb22 ,
F3 k2I (1) >I (1) x1 I2 (1) x2 @ , F4 I2 (1) F3 I1 (1),
4 [(Os / Or ) 2 (1)r s ], r z s,
bsr ®
¯ 2, r s,
°4(OrV r OsV s ) [(1) (Os Or )2 ],
rs
r z s,
csr ®
°̄ OrV r (2 OrV r ), r s,
Is (1)Ir (1), r z s,
g sr ® 2 r , s 1, 2,
¯ Ir (1), r s,
where O1 and O2 are the first two eigenvalues of the uniform beam. Other
parameters are the same as those in Eqs. (11.42) and (11.45).
11.5.3 Finite Element Method
In essence, the finite element method is a discretization procedure targeting the

displacement of the continuous element at any point in terms of a finite number
of displacements at the nodal point multiplied by the given interpolation
functions. Its operational routine is to establish the mathematical model of a
laminated composite plate with piezoelastic sensors and the actuators layer
mentioned in the previous section. There are certain advantages to treat the finite
379
element method as a Rayleigh-Ritz method because the Rayleigh-Ritz method is

based on a solid mathematical foundation and provides a great deal of insight
into the dynamic characteristics of a discretized model by comparing them with
the characteristics of the original distributed structure. The basic difference
between these two approaches lies in the nature of the trial functions. In the
classical Rayleigh-Ritz method, the trial functions are global functions in the
sense that they extend over the entire domain of the system, while in the finite
element method, the trial functions are local functions extending over small
subdomains of the system, namely, the finite elements. Thus, in the finite element
method, the interpolation function can be low-degree polynomials, usually
satisfying the minimum differentiability requirements imposed on the admissible
functions. Moreover, the interpolation functions are the same for all elements. As
a result, we derive the stiffness and the mass matrices and assemble them into
matrices for the whole system. Another advantage of the finite element method is
that the finite elements can be made to fit any irregular boundary, particularly for
two-dimensional domains such as the membrane and the plates. However, the
most important feature of the finite element method might be the convenience to
finish the entire process by computer coding.
So far, we have discussed all important items associated with the self-excited
vibration modeling. However, the main aim to study the self-excited vibration is
to effectively control it. Hence, the remaining task of this book is to introduce the
active control of the self-excited vibration.
11.6 Active Control for Suppressing Self-Excited Vibration

Since the improvement in the performance achieved by changing the parameters
of the system structure is usually very limited, active control has rapidly become
a ubiquitous part of studying dynamic systems in the last several decades, and
indeed, it has been successfully used to suppress self-excited vibrations in
engineering. Active control implies that the desired performance characteristics
can be achieved through feedback control, whereby actuators apply forces to a
structure based on the structure response measured by sensors. In contrast,
passive control only improves the performance of a system structure by using
different materials or devices to enhance the damping and the stiffness
characteristics of the structure. In general, we expect that the active control
possesses oneself of optimal effect on suppressing the self-excited vibration in
the flexible structure. Thus, the main attention focuses on seeking the gain matrix
to realize the optimal control in the design stage. In other words, the optimal
control law is determined. In this section, we introduce the operations to seek the
optimal control law of controlled systems, which is used to suppress the self-
excited vibration in a flexible rotor model with whirl and an airfoil section
with a flap servo, respectively.
380
11.6.1 Active Control of Flexible Rotor
Here, let us recall the mechanical model of the flexible rotor shown in Fig. 11.10,
whose differential equation of motion has been found. It is Eq. (11.14).
Now, we introduce a state vector with eight dimensions[23], i.e.,
x E
T
x ª¬ x E y D y D º¼ .
Consequently, Eq. (11.14) is transformed into a first-order state equation in the

vector form
x Ax (11.48)
with
A
ª 0 0 1 0 0 0 0 0 º
« »
« 0 0 0 1 0 0 0 0 »
« »
« 2 k kl ( d 2K k ) K kl 2K k : K kl : »
0 0
« m m m m m m »
« »
« kl 2 kl 2
K kl ( ds 2
2K kl 2
) K kl : 2K kl 2
: J »
0 1 1
« J 3J J J J 3J J »
« »
« 0 0 0 0 0 0 1 0 »
« »
« 0 0 0 0 0 0 0 1 »
« 2K k : K kl : 2 k kl ( d 2K k ) K kl »
« 0 0 »
« m m m m m m »
« »
« K kl: 2K kl :
2
§ J1 · kl 2kl 2 K kl (ds 2 2K kl 2 ) »
0 ¨1 ¸
«¬ J 3J © J ¹ J 3 J J 3 J »¼
(11.49)
According to the state equation of the flexible rotor, Eq. (11.48), we obtain the
characteristic equation, i.e.,
det | O I A | 0 . (11.50)
Here, consider a flexible rotor with the following parameters: m 0.3 kg,
J1 6.132 u 104 kg m 2 , J 4.38 kg m 2 , l 0.07 m, s 0.02 m, k 60 kg s ,
K 0.01 s, d 0.06 kg s 1 , : 120 s 1 . Using the numerical method to solve
the characteristic Eq. (11.50), we obtain all eigenvalues, i.e.,
O1 0.4623, O2 0.0606, O3,4 3.716 r i 3.757,
O5,6 0.0275 r i 111.65, O7,8 11.745 r i 123.59.
The result shows that the real parts of three eigenvalues, namely, O2, O3, and O4,
are positive. Thus, the steady rotation of the flexible rotor is unstable when it
operates under the given rotation speed : . Actually, there is saturation nonlinearity
381
in a real rotor system, such as the limiting of the energy supply. Consequently,
the unstable rotation is usually transformed into the self-excited vibration, the
rotor whirl[24]. As mentioned before, active control is the most effective way to
suppress the self-excited vibration in many cases. Let us expand it here.
A control system of the flexible rotor shown in Fig. 11.18 is comprised of a
flexible rotor, two sensors A1 and A2, a signal amplifier D1, an operating
computer C, a power amplifier D2, and two actuators B1 and B2[25]. Let us have a
look at the operation routine to seek the optimal output control law.
Figure 11.18 Block Diagram of Control System of a Flexible Rotor
First, by adding the control force exerted on the actuators, the state equation of
the controlled flexible rotor is transformed into the form
x Ax Bu, (11.51)
where u is the control vector and B is the control matrix.
According to the geometry of the configuration of the controlled rotor, we have
T
ª0 0 1 b 0 0 0 0 º
B «0 0 0 0 0 0 1 b » , (11.52)
¬ ¼
in which b is a constant that is obtained based on the structure of the control
system.
Similarly, according to the geometry of the configuration of the controlled
rotor, we establish the output equation of the control system, i.e.,
y Cx (11.53)
with
ª0 0 1 h 0 0 0 0 º
C «0 0 0 0 0 0 1 h » , (11.54)
¬ ¼
where y is the output variable of the control system and h is a constant that is
found based on the structure of the control system.
382
Using the output variable y as the feedback variable, we construct a closed-

loop control system, as shown in Fig. 11.19, in which the reference input r(t) is
set to be zero for studying the self-excited vibration particularly. Thus, we have
Figure 11.19 Mathematical Model of a Controlled Rotor
u Ky, (11.55)
where K is a constant gain matrix, whose elements are all found by the special
algorithm explained in the following.
Next, combine Eqs. (11.51) and (11.53) with Eq. (11.55) and eliminate the
variables y and u. We obtain the state equation of the controlled rotor, i.e.,
x ( A BKC ) x. (11.56)
This shows that the controlled flexible rotor is a steady linear dynamic system.
Consequently, make use of an integral functional of the quadratic form of the
output vector y and the control vector u as the performance index, namely,
f
J ³ 0
( y T Qy uT Ru)dt (11.57)
with
ª q11 0º ª r11 0º
Q «0 , R .
¬ q22 »¼ «0
¬ r22 »¼
Then, using the optimal output control algorithm of the steady linear system,
which has been introduced in Chapter 5, we establish the Riccati algebraic
Eq. (5.87), and apply the numerical method to find the Riccati matrix P*. Further,
inserting P* in expression (5.88), we obtain the optimal output control law, i.e.,
u* R 1 B T P * x . (11.58)
Eventually, substituting u in Eq. (11.51), we obtain the state equation of the
*
controlled flexible rotor, i.e.,
x ( A BR 1 B T P * ) x . (11.59)
To calculate the elements of the gain matrix K, we compare Eq. (11.56) with
383
Eq. (11.59) and obtain a linear algebraic equation in the matrix form
R-1 B T P * KC 0. (11.60)
As long as all elements of the gain matrix K are found by means of the numerical
method, the design calculation of the output control of the flexible rotor is
completed.
At last, according to Eq. (11.59), we establish the characteristic equation of the
controlled flexible rotor, i.e.,
det | O I A BR 1 B T P * | 0. (11.61)
Here, given a set of the system parameters, namely, b 1, h 1, q11 q22 1,
r11 r22 1 , and the remainder of them are the same as those in the previous
calculation of the eigenvalues of the uncontrolled rotor, we compute all eigenvalues
of Eq. (11.61) and obtain
c 0.181 r i 0.0578, O3,4

O1,2 c 3.737 r i 3.752,
c c
O5,6 0.488 r i 111.61, O7,8 11.66 r i 123.62.
It shows that the real parts of all eigenvalues of the controlled flexible rotor are
negative. Therefore, its steady rotation is asymptotic stable. It means that the
whirl motion in the uncontrolled flexible rotor is suppressed thoroughly.
11.6.2 Active Control of an Airfoil Section with Flutter
The past decade has witnessed an increasing interest in control theory and the
actuator technique[21]. Active flutter suppression is facing several challenges,
such as development of new concepts and actuators with high efficiency and
reliability, the design of robust controllers, and the integration of sensors, controllers,
and actuators. Among them, the challenge due to flap actuators is most important.
The ultrasonic motor is a kind of promising flap actuators for flutter suppression
of light wings, featuring not only small size and light weight but also large output
torque, quick response, and direct mechanical transmission. Recently, H. Y. Hu
and M. L. Yu performed a research on robust flutter control of an airfoil through
an ultrasonic motor[27, 28]. The studied airservoelastic system is a two-dimensional
airfoil section of NACA0012 with a flap servo as shown in Fig. 11.20 and is
subject to a steady flow at speed U as shown in Fig. 11.21, in which h is the
plunge along a guide rail, Dthe pitch around a hinge, and Ethe flap of control
surface. A linear spring is attached to the elastic axis of the airfoil to provide
plunge stiffness kh, and a pair of linear springs is installed to offer the pitch
stiffness kD. All length symbols ab, cb, b, xD, and xE are shown in Fig. 11.21.
384
Figure 11.20 An Active Control System of Airfoil with Ultrasonic Motor
Figure 11.21 A Mechanical Model of Controlled Airfoil
According to the mechanical model shown in Fig. 11.21, the differential

equations of motion are deduced and written in the matrix form
ª m ShD ShE º h ½ ªch 0 0 º h ½ ª kh 0 0 º h ½ L ½ 0 ½

« »° ° « »° ° « »° ° ° ° ° °
« ShD ID SDE » ®D ¾ « 0 cD 0 » ®D ¾ « 0 kD 0 » ®D ¾ ® MD ¾ ® 0 ¾ Ec ,
« ShE SDE I E » ° E° « 0 0 cE » ° E ° « 0 0 k E » °¯ E °¿ ° ° ° °
¬ ¼¯ ¿ ¬ ¼¯ ¿ ¬ ¼ ¯ M E ¿ ¯ k0 ¿
(11.62)
where m is the mass of the airfoil, ID the inertial moment of the airfoil about the
elastic axis, IE the inertial moment of the control surface and the rotor of
ultrasonic motor, ShD is the static moment of the airfoil about the elastic axis, ShE
the static moment of the control surface and the rotor of ultrasonic motor about
the elastic axis, SDE the static moment of the control surface and the rotor of
ultrasonic motor about their axis, ch and cD are the damping coefficients of the
airfoil corresponding to the plunge and the pitch, kE and cE the stiffness coefficient
and damping coefficient of ultrasonic motor, L, MD and ME are Theodorsen’s
aerodynamic force and torques, Ec is the input command of the flap angle to the
ultrasonic motor, and k0 is the amplification coefficient of the actuator.
The unsteady aerodynamic force theory proposed by T. Theodorsen has been
widely applied to analyze the flutter of wing. Using the developed Theodorsen’s
aerodynamic theory, Eq. (11.62) can be recast in the following matrix form.
M s qs C s qs K s qs f ae e E c , (11.63)
in which Theodorsen’s aerodynamic force is separated to terms
f ae (t ) fa fc , (11.64)
385
in which f a is the noncircular part including the structural variables only, i.e.,
fa U 2 K a qs UC a qs M a qs , (11.65)

where
ª S Sab bT1 º
Ma U b « Sab S (1/ 8 a ) 2b 2T13 »» ,
2« 2 2
«¬ bT1 2b 2T13 b 2T3 / S »¼

ª0 S T4 º
2 « ».
Ca U b «0 Sb(0.5 a) bT16 » (11.66)
«¬0 bT17 0.5T4T11 / S »¼
ª0 0 0 º
Ka U b «0 0 T15 »» ,
« 2
«¬0 0 T18 S »¼
fc is the circular parting yielding
fc U 2 Hqa UC c qs U 2 K c qs , (11.67)

where
U R > 0.0075 0.10055@ , > 2S 2Sb(0.5 a) bT12 @ ;

T
H R
1 1
Cc U bRS1 ; K c U bRS2 , S1 >1 b(0.5 a) bT11 / 2S@ ,
2 2
S2 >0 1 T10 / S@ ,
(11.68)
in which qa R is a set of Theodorsen’s aerodynamic variables related to
2
Jones’ approximation and yields
U
qa Pqa S1qs US2 qs , P diag [0.0045 0.3]. (11.69)
n
Let us denote qw [qsT qsT qaT ] R8 . Then, substituting Eqs. (11.65), (11.67),
and (11.69) in Eq. (11.63), we obtain the state equation of the airfoil shown in
Fig. 11.21, i.e.,
qw Aw qw Bw E c , (11.70)
in which the input command E c is applied to the ultrasonic motor.
The flap angle of the control surface, E (t ), is just the output angle of the
ultrasonic motor provided the output torque of the ultrasonic motor is more than
the aerodynamic torque ME on the control surface, In this case, the control surface
386
References
driven by the ultrasonic motor looks like a rigid body with a single degree of
freedom, and we have
I E E cE E k E E k0 E c , (11.71)
in which the parameters I E , cE , k E , and k0 are all identified from the measured
frequency response function.
Given the input command Ec, substituting E determined in the previous equation
in the first two Equations in (11.62) can greatly simplify the analysis of the entire
system. When the ultrasonic motor is under the self-lock condition due to
E c { 0, E { 0. In this case, the entire system becomes a dynamic system with
two degrees of freedom.
While many uncertainties exist in control systems, there are mainly two types
of uncertainties: one is the friction in the guide of the testing model and the other
is the deviation between the real controlled system and the mathematical model
described by Eqs. (11.70) and (11.71). J. Doyle proposed a concept of Psynthesis
to design robust controllers[30]. With help of the MATLAB tool box, the robust
controller for flutter suppression of the airservoelastic system shown in Fig. 11.20
is constructed and used to control the system subject to a steady flow in a
wind tunnel, whose system parameters are set as L 0.3 m, b 0.1 m, a 0.5,
U 1.225 kg m3, m 1.85 kg, ID 3.142 u103 kg m 2 , ShD 0.0309 kg m, ShE
kh m kD ID
8.608 u 104 kg m, SDE 1.215 u 104 kg m, Z h 5.9 Hz, ZD
2S 2S
kE I E
5.9 Hz, Z E 61.34 Hz.
2S
With the testing model, the acquired study results show that when the
controller does not work, the computing value of the critical flutter speed from
Eq. (11.70) is 22.3 m / s and the testing value of the critical flutter speed in wind
tunnel is 22.4 m / s ; when the robust controller is working, the critical flutter
speed measured in the wind tunnel test reaches 27.7 m / s . This means that the
critical flutter speed is raised up to 23.6%. Hence, this research project provides
reliable evidence that the robust control of an airfoil with the ultrasonic motor
can effectively suppress the flutter.
References
[1] L Meirovitch. Introduction to Dynamics and Control. New York: John Wiley & Sons,
1985
[2] W M Mansour. Quenching of Limit Cycles of a Van der Pol Oscillator. J. Sound and
Vibration, 1972, 25(3): 395 405
387
[3] W J Ding. Theory of Absorbing Vibration. Beijing: Tsinghua University Press, 1988 (in
Chinese)
[4] Z L Guo, R G. Kirk. Instability Boundary for Rotor Hydrodynamic Bearing Systems,
Part 2: Rotor with External Flexible Damped Support. J. Vibration and Acoustics, 2003,
125(3): 423 426
[5] Y C Fung. An Introduction to the Theory of Aeroelasticity. New York: John Wiley &
Sons, 1993
[6] J Frene, D Nicolas, B Degueurce, D Berthe, M Godet. Hydrodynamic Lubrication.
Amsterdam: Elsevier, 1997
[7] A Muszynska. Whirl and Whip-Rotor/Bearing Stability Problems. J. Sound and
Vibration, 1986, 110(3): 443 462
[8] D Childs, K Hale. A Test Apparatus and Facility to Identify the Rotordynamic
Coefficients of High-Speed Hydrostatic Bearings. J. Tribol., 1994, 116(2): 337 344
[9] C Rouvas, D W Childs. A Parameter Identification Method for the Rotordynamic
Coefficients of a High Reynolds Number Hydrostatic Bearing. J. Vibration and Acoustics,
1993, 115(3): 264 270
[10] R E Bishop, A Y Hassan. The Lift and Drag Forces on a Circle Cylinder Oscillating in a
Flowing Fluid. Proc. of the Royal Society, London, 1964, Series A, 277, 51 75
[11] T Y Ahn, K F Eman, S M Wu. Cutting Dynamic Identification by Dynamic Data System
Modeling Approach. J. Eng. Indust., 1985, 107(2):91 94
[12] I E Minis, E B Magrob, I O Pandelidis. Improved Method for the Prediction of Chatter in
Turning, Part I: Determination of Structural Response Parameters, Part II: Determination
of Cutting Process Parameters, Part III: A Generalized Linear Theory. J. Eng. Indust.,
1990, 112(1): 12 35
[13] A Cochard, L Bureau, T Baumberger. Stabilization of Frictional Sliding by Normal Load
Modulation. J. Appl. Mech., 2003, 70(2): 220 226
[14] H B Pacejka, E Bakker. The Magic Formula Tire Model, Proc. 1st Int. Tire Collequ.,
Delft, Veh. Syst. Dyn., 1991, Vol. 21(Suppl.): 1 18
[15] H B Pacejka, I J M Besslink. Magic Formula Tire Model with Transient Properties. Veh.
Syst. Dyn., 1997, Vol. 27(Suppl.): 239 249
[17] B T Wang, C A Rogers. Laminate Plate Theory for Spatially Distributed Induced Strain
Actuators. J. Composite Materials, 1991, 25(3):433 453
[18] W S Hwang, H C Park. Finite Element Modeling of Piezoelectric Sensors and Actuators.
AIAA Journal, 1993, 31(5): 930 937
[19] D B McIver. Hamilton’s Principle for System of Change Mass. J. Eng. Mathematics,
1973, 7(3): 249 261
[20] S S Chen. Flow-induced Vibration of Circular Cylindrical Structures. Washington:
Hemisphere Publishing Corporation, 1987
[22] J D Kim. Stability and Chaotic Motion of a Restrained Pipe Conveying Fluid. J. Sound
and Vibration, 1997, 208(3): 427 439
[23] G Schweitzer. Magnetic Bearings. Berlin: Springer-Verlag, 1989
388
References
[24] J C Ji, C H Hansen. Hopf Bifurcation of a Magnetic Bearing System with Time Delay. J.
Vibration and Acoustics, 2005, 127(4): 362 369
[25] W J Ding, H X Wang, J Cai. About Vibration Absorption of Flexible Rotor with Active
Control. J. Vibration and Shock, 1988, 1(3): 1 9 (in Chinese)
[26] L Librescu, P Marzocca. Advances in the Linear/Nonlinear Control of Aeroelastic
Structural Systems. Acta Mechanica, 2005, 178(3 4): 147 186
[27] H Y Hu, M L Yu. Robust Fluster Control of an Airfoil Section Through an Ultrasonic
Motor. Proceedings of IUTAM Symposium on Dynamics and Control of Nonlinear
Systems with Uncertainty, Springer-Verlag, 2006, pp 307 316
[28] M L Yu, H Y Hu, Flutter Suppression of Two-Dimensional Aerofoil Section Using
Ultrasonic Motor as Actuator. Journal of Vibration Engineering, 2005, 18(4): 418 425
(in Chinese)
[29] T Theodersen. General Theory of Aerodynamic Instability and the Mechanism of Flutter.
NACA Report, 1934, No. 496
[30] K Zhou, J Doyle. Essential of Robust Control. New York, Prentice-Hall, 1998
389
Subject Index
1 1.1.4
self-excited vibration van der Pol equation
forced vibration
1.2
1.1 vortex resonance
natural vibration vortex shedding
conservative system Karman vortex
parametric vibration
non-autonomous system 1.3.1
nonconservative force
1.1.1 positive definite
generalized coordinates stable equilibrium
elliptic integral negative definite
unstable equilibrium
1.1.2 quasi-harmonic
homogeneous
non-homogeneous 1.3.2
primary resonance generalized dynamic system
feedback
main resonance
closed loop
sub harmonic resonance
Harkevich
super harmonic resonance
combination frequency
1.4.2
natural mode
operator
internal resonance
differential operator
combinational resonance
1.4.3
1.1.3 hybrid system
Faraday, M. Ritz-Galerkin method
parametric resonance assumed-modes method
Mathieu’s equation
Strutt diagram 2
Strutt, J. phase plane method
van der Pol point mapping method
Subject Index
3 limit cycle
Hurwitz criterion hard excitation
3.5 2.1
quadratic form criterion Poincare, H.
state space
4 phase point
Hopf bifurcation theorem phase path
Lindstedt-Poincare method phase trajectory
average method
method of multiple scales 2.2.2
turning point
5 center
Nyquist stability criterion saddle
Popov stability criterion
describing function method 2.3.1
optimal control characteristic equation
coincident
6 discriminant
chatter node
focus
6.3 spiral
hunting
2.3.2
7 restoring force
nonholonomic constraint Rayleigh vibrator
van der Pol vibrator
8
Rayleigh equation
fluid film force
van der Pol equation
internal damping
2.4.1
9
Taylor expansion
flexible structure
nonsingular transformation
flutter
cantilevered pipe
classical flutter 2.4.3
airfoil attractor
stall flutter repellor
fluid-elastic instability
2.5.1
10 index
time delay
2.6
2 soft excitation
phase diagram
391
Subject Index
2.7.2 3.3.1
relaxation vibration Mihairov curve
2.7.3 3.3.2
non-smooth hodograph
Coulumb friction
equilibrium zone 3.3.4
Liénard construction coprime
continuum
impulsive energy 3.4
coefficient space
2.8.1 parameter space
Poincare map
hyperplane 3.4.1
transversally subspace
open segment stable region
Bernoulli equation boundary surface
3.4.3
2.8.2
bifurcation
block diagram
node-saddle bifurcation
dead-zone
Hopf-bifurcation
sequential function
Hopf, E
Lamery diagram
Andronov, A. A.
3 3.5
stability holonomic system
algebraic criterion Lagrange’s equation
geometric criterion
3.5.1
3.1 inertial force
Lyapunov, A. M. dissipative force
gyroscopic force
3.2.1 conservative force
eigenvalue problem circulatory force
characteristic equation
characteristic value 3.5.2
eigenvalue quadratic form
positive definite
3.2.3
Routh, E. J. 4.1.1
Routh problem smooth function
Hurwitz, A. family
criterion of Liénard-Chipart trajectory
392
Subject Index
manifold fundamental frequency

singular point
Lipschitz property 4.3.1
topological periodicity
chaotic
non-degenerate 4.3.2
eigenpair trivial solution
4.1.2 4.4
Hartman-Grobman theorem Krylov, N. M.
flow Bogoliubov, N. N.
hyperbolic flow
hyperbolic linear system 4.5
invariant Sturrock, P. A.
hyperbolic fixed point Nayfeh, A. H.
open subset
open interval 4.5.1
parameterization differential operator
concomitant
hyperbolicity 5
transfer function
4.1.3 frequency domain
center manifold theorem frequency criterion
eigenspace optimal algorithm
invariant subspace
invariant manifold 5.1.1
stable manifold input
center manifold response
unstable manifold output
center subspace controller
stable subspace controlled object
unstable subspace error
input command
4.2 control effect
canonical form desired output
reference input
4.2.1
Poincare-Birkhoff normal form 5.1.2
component
4.2.2 proportional component
Poincare-Androvov-Hopf theorem amplification coefficient
inertial component
4.3 time constant
secular term oscillatory component
393
Subject Index
damping ratio saturation nonlinearity

integral component
differential component 5.5
time delay component quadratic optimal control
delay time pole allocation
optimal control
5.1.3
Laplace transformation 5.5.1
performance index
5.1.4 Lagrange multiplier
rational fraction Euler’s equation
Riccati differential equation
5.1.5 Kalman, E.
signal channel Riccati algebraic matrix equation
feedback channel optimal control law
forward channel
polynomial 5.5.2
optimal output control
5.2
Nyquist criterion
6
Nyquist, H.
constitutive law
pole
friction
instability
5.2.1
frequency response
6.1.2
5.3.1 Leonardo da Vinci
Lurie, A. I. Amontons, G.
Postnikov, V. I. Coulomb, C. A.
absolute stability kinetic friction
Popov, V. M. Coulomb friction law
static friction
5.3.3 Stribeck curve
Popov Theorems Karnopp, D.
modified frequency response Newton’s law
momentum
5.4 stick-slip motion
Goldfarb, L. S.
Kochenburger, R. K. 6.2
Dudley, B. R.
5.4.2 Swift, H. W.
describing function
on-off nonlinearity 6.2.2
hysteresis non-smooth
394
Subject Index
6.3.1 slip law

friction drop Greidanus, J. H.
Keldish, M. B.
6.3.4
logarithmic spiral 7.2.2
nonholonomic constraint
6.4
Gallina, P. 7.3.1
Giobagononi, M. kingpin axis
mechanical trail
6.4.3
asymmetric dynamic couple 7.3.3
pneumatic trail
7
dynamic shimmy 7.3.4
tire force freeplay
cornering force Grossman, D. T.
nonholonomic constraint Gordan, J. T.
D-decomposition
7.4.3
7.1.1 Neimark, Y. I.
anisotropic continuum D-decomposition
constraint force
d’Alembert’s principle 8
internal damping
7.1.2 aerodynamic cross coupling
cornering force torsional coupling
slip angle fluid film force
tractive force rotor whirl
lateral force planar whirl
normal force
overturning moment 8.1.1
rolling resistance moment oil film force
alignment moment labyrinth seal force
work fluid force
7.1.4 certrifugal force
Brouheit, M. G. synchronous whirl
Point contact theory nonsynchronous whirl
Stretch spring theory whirl frequency
von Schlippe, B. Jeffcott, H. H.
Collins, R. mass unbalance
supersynchronous whirl
7.2.1 subsynchronous whirl
Brouheit, M. G. nonsynchronous whirl
395
Subject Index
cone whirl Deepak, J. C.

Noah, S. T.
8.1.2
Rankine, W. A. 8.3.2
Jeffcott rotor Lund, J. W.
half-speed whirl
8.2.1
hydrodynamic pressure 8.3.4
film pressure Guo, Z. L.
converging wedge Kirk, R. G.
off-center Crandall, S. H.
diverging wedge Wang, J. K.
Khonsari, M. M.
8.2.2
Reynolds, O. 8.3.5
Reynolds’ equation spectrum cascade
Newtonian fluid processional
laminar Ritz method
mass conservation finite element method
impermeable hysteresis
incompressible fluid
adherence condition 8.4.1
Hook’s law
8.2.3
Gümbel condition 8.4.2
cavitated bearing constitutive law
Sommerfeld’s number
9
8.2.4 Strouhal, V.
Stodola, A. vortex-induced vibration
cross-coupled flutter
random vibration
8.2.5 vortex resonance
average circumferential velocity ratio airfoil
eccentricity galloping
secondary flow bluff section
oil whirl cross flow
oil whip
Muszynska, A. 9.1
Muszynska model Rayleigh, Lord
von Karman
8.3.1 vortex shedding
Poore, A. B.
Hollis, P. 9.1.1
Taylor, D. L. bluff cylinder
396
Subject Index
stagnation pressure modulus

Reynolds numbers bending moment
Lienhard, J. H. tension
subcritical
supercritical 9.2.2
Jackson, C. P. Gregory, R. W.
Navier-Stokes equations Paidousis, M. P.
Karman vortex street
9.2.3
9.1.2 Rousselet, J.
Strouhal number Herrmann, G.
Jackson, C. P. slenderness
Mach number friction factor
turbulence spectrum self-adjoint
transcendental
9.1.3
frequency lock-in 9.2.4
submultiple open system
Bishop, R. E. Coriolis force
Hassan, A. Y. Holmes, P. J.
Hartlen, R. T. divergence instability
Currie, I. G. Chen, S. S.
Liénard’s equation
Skop, A. 9.3
Griffin, O. M. torsion plunge
lift coefficient Lanchester, F. W.
internal resonance classical flutter
stall flutter
9.1.4 galloping
Scalan, R. H.
Goswami, I. 9.3.1
fluctuation elastic axis
shear layer leading edge
chordwise
9.1.5 chord length
taper ratio bending rigidity
included angle the torsional rigidity
quasi-steady assumption
9.2 moment coefficient
fluid-conveying Joukowsky’s theorem
Bourrieres, F. J. semispan
eigenvalue problem lift coefficient
9.2.1 9.3.2
transverse deflection Galerkin method
397
Subject Index
9.3.3 9.5.4
aerodynamic center reduced velocity
velocity circulation
circulation 9.5.5
Lee, B. H. K. Price, S. J.
Liu, L. Paidousis, M. P.
Chung, K. W.
Sheta, E. F. 10.1.2
dissipative coefficient
9.3.4
elastic center
10.2
Maxwell’s theorem
reciprocity position control
aerodynamic center command
midchord line
plunge 10.2.2
pitch half-plane
9.4 10.4
aeroelastic instability hydraulic actuator
9.4.1 10.4.2
angle of attack compressibility
lateral force coefficient
attack angle 11.1.1
generalized negative damping
9.4.2
Parkinson, G. V. 11.1.2
Smith, J. D. phase lag
reduced velocity Fourier analysis
dissipative force
frequency spectrum
phase crossover
9.5
feedback channel
cylinder arrays
turbulent excitation forward channel
acoustic excitation
fluid-elastic instability 11.2.1
minimal model
9.5.2 motive force
added mass vibrating body
fluid stiffness force exciting body
9.5.3 11.2.2
cross flow dynamic damper
398
Subject Index
11.3.4 closed volume

wake oscillator
parameter estimation 11.5
discretization
11.3.5 assumed modes method
grey box finite element method
identification
Minis, I. E. 11.5.1
frequency domain lumped parameter method
Euler-beam theory
11.3.6 flexural stiffness
Cochard, A. Holzer’s method
Myklestad’s method
11.4
Hamilton’s principle 11.5.2
trial functions
11.4.1 distribution function
undisturbed motion free end
principal axes Dirac function
virtual work mode function
generalized coordinates orthogonality
elliptic integral
11.5.3
11.4.2 Rayleigh-Ritz method
configuration space global function
stationary local function
piezoelectric sensor admissible function
actuator layer
strain-energy 11.6
Kirchhoff quadrilateral element active control
Kirchhoff technique passive control
interpolation function
11.6.2
11.4.3 Hu, H. Y.
McIver, D. B. Hu, M. L.
open boundary ultrasonic motor
closed boundary Theodorsen’s aerodynamic force
open volume robust controller
399

Self-Excited Vibration

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Self-Excited Vibration

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Wenjing Ding

With 228 figures

ISBN 978-3-540-69740-468445-9 ISBN 978-3-540-69741-1((((75995-9

Library of Congress Control Number: 2011920980

© Tsinghua University Press, Beijing and Springer-Verlag Berlin Heidelberg 2010

Cover design: Joseph Piliero, New York

Printed on acid-free paper

Springer is part of Springer Science+Business Media (www.springer.com)

With 228 figures

㞾▔ᤃࡼ˖⧚䆎ǃ㣗՟ঞⷨおᮍ⊩ = Self-Excited Vibration: Theory, Paradigms, and Research

ĉ.ķ㞾Ă Ċ.ķϕĂ ċ.ķ㞾▔ᤃࡼ – ⷨお – 㣅᭛ Č.ķO323

Ё೑⠜ᴀ೒к佚 CIP ᭄᥂Ḍᄫ(2010)㄀ 253915 ো

In nature and engineering, there is a type of sustained periodic motion of dynamic

Chapter 2 Geometrical Method ..................................................................... 21

Chapter 3 Stability Methods .......................................................................... 59

Chapter 4 Quantitative Methods ................................................................... 80

Chapter 5 Analysis Method for Closed-Loop System ................................. 108

Chapter 6 Stick-Slip Vibration..................................................................... 140

Chapter 7 Dynamic Shimmy of Front Wheel ............................................. 167

Chapter 8 Rotor Whirl ................................................................................. 191

Chapter 9 Self-Excited Vibrations from Interaction

Chapter 10 Self-Excited Oscillations in Feedback Control System .......... 302

Chapter 11 Modeling and Control............................................................... 345

Subject Index.................................................................................................... 390

Abstract: This chapter discusses three subjects associated with self-excited

1.1 Main Features of Self-Excited Vibration

1.1.1 Natural Vibration in Conservative Systems

The natural vibration in conservative systems takes place in the absence of

In order to get vibratory motion, let T 0  S , or equivalently, let sin(T 0 / 2) k  1.

1.1.2 Forced Vibration under Periodic Excitations

encountered. In the simplest case of forced vibration, an external driving force

For the particular solution, we try

Substituting x p (t ) in Eq. (1.7) and expanding cos(: t  G ) and sin(: t  G ) , we

^ A  D ª¬(Z  : ) cos G  2:E sin G º¼` cos : t

 ^D ª¬(Z  : )sin G  2:E cos G º¼` sin : t

From the coefficient of the cos : t term, we have

Thus, the particular integral is

The previous steady state response x p (t ) describes a type of permanent periodic

1.1.3 Parametric Vibration

Figure 1.1 Inverted Pendulum

Fy l sin T  Fx l cosT 0 (1.11)

When the deviation angle T is sufficiently small, by eliminating x and Fx from

mlT  FyT 0 (1.12)

The applied vertical force Fy (t) is assumed to be given in the form

In this case, Eq. (1.12) becomes

xcc  G  2H cos 2W x 0, H  1. (1.16)

Figure 1.2 Two Types of Unbounded Solutions of the Mathieu’s Equation

Figure 1.3 Different Shapes of Bounded Solutions of the Mathieu’s Equation

1.1.4 Self-Excited Vibration

Figure 1.5 Diode Oscillatory Circuit and Diode Characteristic Curve

current-voltage characteristic curve is shown in Fig. 1.5(b)[6]. The curve is described

xcc  P (1  E x 2 ) xc  Z02 x 0 (1.17)

Introducing dimensionless time W Z 0t, we obtain the dimensionless equation of

Figure 1.6 The Solutions of van der Pol Equation

As mentioned before, an essential difference between self-excited vibration

1.2 Conversion between Forced Vibration and Self-Excited

mechanism of vortex shedding from a stationary cylinder is truly a self-excited one

Figure 1.7 Karman Vortices in a Wakes

Thus, if we reduce the number of elements contained in the self-excited vibration

1.3 Excitation Mechanisms of Self-Excited Vibration

1.3.1 Energy Mechanism

According to the conversion principle between energy and work in mechanics,

d(T  U ) h( x, x )dx .

1.3.2 Feedback Mechanism

In order to get vibratory motion, let T 0 S , or equivalently, let sin(T 0 / 2) k 1.

Substituting x p (t ) in Eq. (1.7) and expanding cos(: t G ) and sin(: t G ) , we

^ A D ª¬(Z : ) cos G 2:E sin G º¼` cos : t

^D ª¬(Z : )sin G 2:E cos G º¼` sin : t

Fy l sin T Fx l cosT 0 (1.11)

mlT FyT 0 (1.12)

xcc G 2H cos 2W x 0, H 1. (1.16)

xcc P (1 E x 2 ) xc Z02 x 0 (1.17)

d(T U ) h( x, x )dx .

At the equilibrium point, x 0 and x 0 . Substituting them in Eq. (2.1), we

E0 y02 2Z 02 (1 cos x0 ) . (2.8)

x(t ) AeO1t BeO2t , (2.16)

y AO1eO1t BO2 eO2t . (2.17)

When x 2 y 2 1 , yh( x, x ) 0 and when x 2 y 2 ! 1 , yh( x, x ) ! 0 .

X(x, y) ax by P(x, y), Y(x, y) cx dy Q(x, y),

u Sx or x S 1u . (2.32)

u SAS 1u Bu. (2.35)

and O2> O1Then the equation of the phase path is