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Oscillations in
Planar Dynamic Systems

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Series on Advances in Mathematics for Applied Sciences - Vol. 37
Oscillations in
Ronald E Mickens
Clark Atlanta University
USA
World Scientific
Singapore • New Jersey • London • Hong Kong
Published by
World Scientific Publishing Co. Pte. Ltd.
P O Box 128, Farrer Road, Singapore 912805
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Library of Congress Cataloging-in-Publication Data

Mickens, Ronald E., 1943-
Oscillations in planar dynamic systems / Ronald E. Mickens.
xiii, 319 p.; 22.5cm. — (Series on advances in mathematics for applied sciences ; vol. 37)
Includes bibliographical references and index.
ISBN 9810222920
1. Differential equations, Nonlinear - Numerical solutions.
2. Approximation theory. 3. Nonlinear oscillations. I. Title.
II. Series.
QA372.M616 1996
515'.355--dc20 95-44982
CIP
British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.
Copyright © 1996 by World Scientific Publishing Co. Pte. Ltd.

All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means,
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Printed in Singapore by Uto-Print

This book is dedicated to the memory of
Professor Henry C. McBay (1914-1995),
a gentle man,
teacher, scholar, researcher,
and friend.
PREFACE
This work is a complete revision of my previous book, Introduction to Nonlinear
Oscillations (Cambridge University Press, 1981). The earlier book was concerned
with the application of various perturbation techniques to the construction of an-
alytic approximations to the oscillatory solutions of second order, nonlinear differ-
ential equations. The present book continues this general theme. The standard
perturbation methods of Lindstedt-Poincare, Krylov-Bogoliubov-Mitropolsky, and
multi-time expansions are given along with new chapters that discuss the method
of harmonic balance and a general procedure for two coupled first order differential
equations based on the Hopf bifurcation theorem and averaging.
As with the previous book, emphasis is placed on the genesis of the various
techniques and how they can be applied to the differential equations that arise in
mathematical models of phenomena from the sciences and engineering. The basic
style of this book is heuristic rather than rigorous. However, a rather extensive set
of references to the relevant research literature is given for each topic discussed. In
addition, the General Bibliography provides a listing of books and monograms in the
areas of differential equations, nonlinear oscillations, and nonlinear analysis. Each
chapter contains a rather large number of "worked examples." They both illustrate
the use of the techniques discussed in particular sections and provide insight and
meaning to various concepts needed to understand the calculational procedures.
I thank my many colleagues around the world for their interest in both my
previous book and my research over the past decade in nonlinear oscillations. This
book is in large measure a response to their critiques, requests for reprints, and
various types of collaborations. As always, I am particularly grateful to Annette
Rohrs for typing the complete manuscript. Both she and my wife, Maria Mickens,
provided valuable editorial assistance and encouragement. I also wish to thank
Lori Darden who provided me with the superb figures used in this book. The work
reported here was supported in part by grants from ARO, NASA, and NIH (MBRS).
Ronald E. Mickens
Atlanta, Georgia
August 1995
vii
T A B L E OF C O N T E N T S
1 Oscillatory Systems 1
1.1 Introduction 1
1.2 Examples of Nonlinear Systems 2
1.2.1 The Pendulum 2
1.2.2 Mass Attached to a Stretched Wire 3
1.2.3 Vibrations of the Eardrum 3
1.2.4 Nonlinear Electrical Circuits 6
1.2.5 Negative-Resistance Oscillator 10
1.2.6 Oscillations of a Diatomic Molecule 15
1.2.7 Nonlinear Oscillators with Damping 17
1.2.8 Brusselator Model 20
1.2.9 Glycolysis 22
1.2.10 Chlorine Dioxide-Iodine Reaction 23
1.2.11 Advertising Model 24
1.2.12 Predator-Prey 24
1.3 Dimensionless Form of Differential Equations 24
1.3.1 Linear Damped Oscillator 27
1.3.2 Nonlinear Oscillator 28
1.3.3 Rayleigh Equation 29
1.4 Nonlinear Equations Having Exact Solutions 30
1.4.1 Harmonic Oscillator 30
1.4.2 Particle-in-a-Box 31
1.4.3 Antisymmetric, Constant Force Oscillator 35
1.4.4 <Py/dt2 + y + ey3 = 0 38
1.4.5 Exact Period of the Pendulum 41
1.4.6 Pendulum 44
Problems 47
References 50
2 Lindstedt-Poincare Perturbation Method 54
2.1 Introduction 54
2.2 Secular Terms 56
2.3 Lindstedt-Poincare Method 58
2.4 Examples 61
2.4.1 Example A 61
2.4.2 Example B 64
2.4.3 Example C 65
2.4.4 Example D 66
2.4.5 Example E 68
ix
X
2.4.6 Discussion 71
2.5 Existence of a Periodic Solution 72
2.5.1 Two Conditions 72
2.5.2 F a Function Only of y 75
2.5.3 F = F^y) - C(dy/dt) 76
2.5.4 F a Function Only of dy/dt 77
2.5.5 F = F3(y)dy/dt 78
2.6 Shohat Expansion 79
Problems 82
References 83
3 Method of Krylov-Bogoliubov-Mitropolsky 86
3.1 Introduction 86
3.2 First Approximation of Krylov and Bogoliubov 87
3.2.1 Technique 87
3.2.2 Two Special Cases 91
3.2.3 Stability Properties of Limit Cycles 92
3.2.4 Equivalent Linearization 95
3.3 Worked Examples Using the Method of Krylov and Bogoliubov .. 99
3.3.1 Example A 99
3.3.2 Example B 100
3.3.3 Example C 100
3.3.4 Example D 101
3.3.5 Example E 101
3.3.6 Example F 102
3.3.7 Example G 103
3.3.8 Example H 104
3.4 Method of Krylov-Bogoliubov-Mitropolsky 106
3.4.1 y + y = eF(y, y) 107
3.4.2 y + y = eF(y,y) + e2G(y,y) 115
3.5 Worked Examples Using the Method of Krylov,
Bogoliubov, and Mitropolsky 117
3.5.1 Example A 117
3.5.2 Example B 118
3.5.3 Example C 119
3.5.4 Example D 121
3.6 Spurious Limit Cycles 123
3.7 y + y3 = eF(y, y) 128
Problems 134
References 137
xi
4 Harmonic Balance 139
4.1 Introduction 139

4.2 General Method 140
4.2.1 Bounds on the Fourier Coefficients 140
4.2.2 Direct Harmonic Balance 147
4.2.3 Rational Representations 149
4.3 Worked Examples: First Approximation 152
4.3.1 Example A 153
4.3.2 Example B 153
4.3.3 Example C 154
4.3.4 Example D 155
4.3.5 Example E 156
4.3.6 Example F 158
4.3.7 Example G 159
4.3.8 Example H 160
4.4 Comparison with the Lindstedt-Poincare Method 163
4.5 Worked Examples: Second Approximation 164
4.5.1 Example A 164
4.5.2 Example B 167
Problems 169
References 171
5 Multi-Time Expansions 174

5.2 Two-Time Expansion 177
5.3 Worked Examples Using the Two-Time Expansion 179
5.3.1 Example A 179
5.3.2 Example B 182
5.3.3 Example C 184
5.3.4 Example D 186
5.3.5 Example E 188
5.3.6 Example F 190
5.4 Derivative Expansion Procedure 191
5.5 Worked Examples Using the Derivative Expansion Procedure . . . 192
5.5.1 Example A 192
5.5.2 Example B 195
5.5.3 Example C • 196
Problems 197
References 198
xii
6 General Second-Order Systems 200

6.2 Glycolytic Oscillator 202
6.3 Hopf Bifurcation Theorem 210
6.3.1 The Theorem 210
6.3.2 Example 215
6.4 General Procedure for Two-Variable Systems 218
6.5 The Recipe 225
6.6 Worked Examples 226
6.6.1 van der Pol Equation 226
6.6.2 WCM Oscillator 227
6.6.3 Batch Fermentation 228
6.6.4 Brusselator Model 229
Problems 232
References 233
Appendix A. Mathematical Relations 236

Appendix B. Series Expansions 243
Appendix C. Fourier Series 251
Appendix D. Asymptotics Expansions 256
Appendix E. Basic Theorems of the Theory of Second-Order
Differential Equations 265
Appendix F. Linear Second-Order Differential Equations 270
Appendix G. Existence of Periodic Solutions for Certain
Second-Order Differential Equations 280
Appendix H. Stability of Limit Cycles 285
Appendix I. Qualitative Theory of Differential Equations 295
General Bibliography 307

Index 315
Oscillations in
Chapter 1
OSCILLATORY S Y S T E M S
1.1 Introduction
The mathematical modeling of systems often results in nonlinear differential

equations. In many cases, it is possible to replace a nonlinear differential equation
with a related linear equation that approximates the original nonlinear equation
closely enough to give useful results. Often such linearization is not feasible and for
this situation the original nonlinear differential equation itself must be considered.
The general theory and methods of dealing with linear differential equations are
highly developed branches of mathematics, whereas very little of a general nature
is known about arbitrary nonlinear differential equations [1]. In general, the study
of nonlinear equations is confined to a variety of special cases and the method of
solution usually involves one or more of a limited number of techniques to obtain
analytic approximations to the solutions.
Section 1.2 provides a number of examples from various scientific fields that
give rise to equations of motion for which oscillatory behavior is possible. It should
be noted that essentially all of the differential equations examined in this book have
time as the independent variable.
After the nonlinear differential equations that model a system are derived,
they next need to be put in a form such that all the variables, both dependent and
independent, and the parameters are "dimensionless." Section 1.3 is concerned with
the procedures for transforming a "physical" nonlinear differential equation to a
"mathematical" nonlinear differential equation having all variables and parameters
dimensionless. This procedure will often allow the determination as to whether the
nonlinear terms are small.
Section 1.4 presents and gives the details of several oscillatory systems for which
exact solutions can be calculated.
1
2 OSCILLATIONS IN PLANAR DYNAMIC SYSTEMS
1.2 E x a m p l e s of Nonlinear S y s t e m s
This section gives the equations of motion for twelve systems that can have
oscillatory solutions provided the parameters that occur in the equations satisfy
certain restrictions. Some of these systems are discussed fully, while others only
have the model equations written down without the details of their derivation given.
However, in each particular case, references to the relevant literature are given so
that the reader can learn the basis of each set of model equations.
1.2.1 The Pendulum
One of the simplest nonlinear oscillating systems is the free pendulum [2]. This
system consists of a particle of mass m attached to the end of a light inextensible
rod, with the motion taking place in a vertical plane. As shown in Figure 1.2.1, let
9 be the angle between the vertical and the line OP, where O is the center of the
circular path and P is the instantaneous position of the particle. The distance S
is measured from the equilibrium position 0\. Prom the figure it follows that the
component of the force of gravity mg in the direction of S is equal to — mg sin 9. If
L is the length of the pendulum, then the angle 9 is equal to S/L, and the equation
of motion is
<fS
m -££ ++ mg
. (S
sin ( — ) = 0 , (1.1)
m9Sm
lF (L
or, in terms of 9
cPd , (g
Because of the presence of the trigonometric function sin 9, Eq. (1.2) is a nonlinear
differential equation. For small angles
93
sm9 = 9 - - + 0(95), (1.3)
and Eq. (1.2) can be written as

OSCILLATORY SYSTEMS 3
This representation for Eq. (1.2) is a good approximation even for angles as large
as TT/4 [2].
1.2.2 Mass Attached to a Stretched Wire
Consider the motion of a particle of mass m attached to the center of a stretched

elastic wire. Let the ends of the wire be fixed a distance 2d apart, as shown in
Figure 1.2.2. Assume that the particle is constrained to move only in the horizontal
or x direction. If Hooke's law holds for each portion of the stretched wire, then the
tension T in each part of the wire is
T = k(L-a), (1.5)
where L is the stretched length, a is the length for which x = 0, and k is the
coefficient of stiffness. The total force in the x direction on the mass is
<Px
= -(2S)sm0=~2k(L-a)(~\, (1.6)
where sin# = x/L. Since L2 = d2 + x2, Eq. (1.6) can be written as
cPx , 2kax „ . „.
m— 2 + 2kx- . = 0. (1.7)
dt JdFT
If \x\ <C d, then Eq. (1.7) becomes
<Px 2k(d - a) *+ £ * ,
+ - = 0. (1.8)
(?)
1.2.3 Vibrations of the Eardrum
The motion of the human eardrum is an important example of a nonlinear

oscillation [3]. The eardrum is constructed in an asymmetric form; its radial fibers
experience much greater changes in tension when they undergo an oscillation of
moderate amplitude toward the outside as compared to motion toward the inside.
4
Figure 1.2.1. The simple pendulum.

5
Figure 1.2.2. Mass attached to a stretched wire.

For such motions, the eardrum can be modeled as an effective one-dimensional

system for which the restoring force is approximated by
F(x) = -ax - bx2, (1.9)
where a and 6 are positive constants. Consequently, the equation of motion is given
by the following nonlinear differential equation
m^- + ax + bx2 = 0, (1.10)

1
at
where m is the "effective mass" of the eardrum.
If the eardrum is acted on by several pure tones, then Eq. (110) becomes
d2 x .A
m - — + ax + bx2 = V^ At cos(uJit + 0,-), (1-H)
i=l
where the (A,,u;,#;) are constants.
1.2.4 Nonlinear Electrical Circuits
Electrical networks may be analyzed by applying Kirchhoff's laws [4]: (1) The
sum of the currents into (or away from) any point in the circuit is zero. (2) Around
any closed path of the circuit, the sum of the instantaneous voltage drops in a given
direction is zero. The first law is just the statement that the current is the same
throughout a simple electrical circuit.
To apply Kirchhoff's voltage law, it is necessary to know the contribution of
each of the elements shown in Figure 1.2.3. These are given in the following rules:
1. The voltage drop across the resistance is RI.
2. The voltage drop across the inductance is Ldl/dt. For an iron-core inductance
coil, the voltage drop can be written in terms of the magnetic flux <f> as d(j)/dt.
3. The voltage drop across the capacitor is Q/C, where Q is the charge on the
capacitor.
4. The current in the circuit is / = dQ/dt.
7
Figure 1.2.3. A simple electrical circuit with resistor R, capacitor C, inductance L,

hand voltage source E(t). The current in the circuit is I{t).
8
Figure 1.2.4. Electrical circuits with nonlinear iron-core inductances.

Consider the problem of finding the variation in the flux <j> for an iron-core
inductance coil that is connected to a charged condenser as shown in Figure 1.2.4(a).
If <f> is the flux in the coil, then the equation of the circuit is
d<t> Q ,
where Q is the charge on the condenser and C is its capacitance. Applying rule 4
gives
2 + h* <»•>
In elementary circuit theory there exists a linear relationship between the current
and flux: / = 4>/L, where L is the inductance. However, for an iron-core inductance,
a more accurate expression of the relationship between current and flux (for values
of flux that are not too large) is
I=A<t>-B</>3, (1.14)
where A and B are positive numbers. Substitution of this into Eq. (1.13) gives
This nonlinear differential equation has oscillatory solutions.

The circuit of Figure 1.2.4(b) is described by the equation
| + «+(I)g.a (i.i6)
Using Eq. (1.14) and taking the derivative gives
g + * , _ „ , ) » + ( £ ) , - ( § ) / = 0, ,1.17)
another nonlinear differential equation having oscillatory solutions.

As a final example of a nonlinear electrical circuit, consider the circuit of Fig
ure 1.2.5- This circuit consists of a linear resistor and inductor in series with a
nonlinear capacitor. Energy is supplied by a harmonic potential Em sin(u}t + 9),

where 9 is a constant phase angle, and a direct "biasing" potential E0. The rela
tionship between the charge of the nonlinear capacitor and the voltage drop across
it can be approximated by [5]
Ec = S0Q + aQ3, (1.18)
where So and a are constants. The circuit equation is
L -=- + RI + S0Q + aQ3 =E0 + Em sin(wt + 9). (1.19)

at
In terms of the charge Q, this equation becomes
cPQ,pdQ
L^j- + R^§- + S0Q + aQ3 = E0 + Em sm(u>t + 9). (1.20)
dfi dt
1.2.5 Negative-Resistance Oscillator
It is possible to construct a resistor for which the instantaneous current I and

voltage E are related by a curve similar to that of Figure 1.2.6 [6]. The resistance
at any point on the curve is denned as
0 1 )
dEj ■ (
The curve has negative slope in the interval E\ < E < E2 and thus the resistance
is negative in this interval. A device having such a current-volt age relation is called
a negative resistor. The simplest equation describing the curve of Figure 1.2.6 is
I = -aE + bE3, (1.22)
where a and b are positive constants.

Consider the circuit of Figure 1.2.7 where the inductor L, resistor R, and ca
pacitor C, are constant valued elements and the box represents a negative-resistance
device. The circuit equation is obtained from the condition
Ic + h + I = 0, (1.23)
11
Figure 1.2.5. An electrical circuit with a nonlinear capacitor.

12
Figure 1.2.6. Characteristic curve for a nonlinear negative resistor. The resistance
at any point is defined as r = (dl/dE)~l.
13
Figure 1.2.7. The circuit of a negative-resistance oscillator. Ic, II and / a r e , respec

tively, the currents through the capacitor, inductor, and the nonlinear
negative resistor.
where
T -rdE (1.24a)
Ic C
- n>
(1.24b)
I=-aE + bE3. (1.24c)
Therefore,
dlc dIL dl
(1.25)
dt dt dt
and, after some simplification, this becomes
cPE dE
~dl + LCj E
f-feWfe1*"
R
= 0. (1.26)
+
If the resistance R is small, the last term in Eq. (1.26) can be dropped to give
^ - a ( l - ^ ) f + ^ = 0, (1.27)
where
36
P= "o2 = (1.28)
Note that the "damping term" dE/dt has a nonlinear dependence on E. If the
voltage is small, the damping is negative, while if the voltage is large, the damping
is positive. Negative damping corresponds to the introduction of energy into the
system; positive damping represents the removal of energy.
Equation (1.27) is related to the van der Pol equation
— -e(l-y)-+y = 0, e> 0, (1.29)
which arises in the study of triode vacuum tube oscillatory circuits [7]. It was
investigated in great detail by van der Pol [8, 9].
The following differential equation
d2x
M%
dx
+ kx = 0, (1.30)
~dl
where (A,B,k) axe positive constants, was first studied by Rayleigh [10, 11] in
connection with certain acoustical problems. It can be shown that Eq. (1.30) can
be transformed into Eq. (1.29) by a change of variables.
1.2.6 Oscillations of a Diatomic Molecule
The interaction between two atoms can be modeled by a potential-energy func

tion V(r), where r is the separation of the nuclei of the atoms. Semiempirical
considerations lead to a V(r) having the form [12]
V{r) = 4A r > 0, (1.31)
where A and B are positive constants. This potential is sketched in Figure 1.2.8.
The potential has a single minimum located at r = Ro-
An important property of diatomic molecular systems is the frequency of os
cillation about the position of equilibrium, R0. To calculate this frequency, the
equation of motion is required; it is [2]
m
w=—-dV- (L32)
where m is the reduced mass of the two atoms. If the two atoms have masses mj
and m 2 , then the reduced mass is
m 1 7n 2
(1.33)
m\ + TTl2
The Taylor series of V(r) about r = Rg is
(r - RoY + ■ (1.34)
+ 'IN
dr3
d3V(Ro)
16
Figure 1.2.8. Potential energy of interaction between two atoms.

At the equilibrium position
^ 1 = 0 . (1.35)
dr
Define a new variable
y = r-Ro, (1.36)
and let
* - ^ . * . ~ ^ . ( - )
then Eq. (1.34) becomes
V(r) = V(R0+y) = V(R»)+(^y-(\y + ..., ( L 3 8 )
where, in more detail,
i? 0 = 2 ^ 6 5 , 7(fl 0 ) = -A, (1.39a)
k = 72A/2'/3B2, ki = 6 0 4 8 / 2 1 / 2 B 3 . (1.39b)
Thus, the equation of motion becomes
m^V . 7... , A n 2 (L40)

d£=-*»Htr +-<
and for small displacements from the equilibrium position, the motion of the di
atomic molecule can be represented by the above nonlinear differential equation.
1.2.7 Nonlinear Oscillators with Damping
Consider a particle of mass m constrained by a nonlinear restoring forcing, g(x).

If the particle moves in a viscous medium, such as air or water, it will experience
a resistive force, —/, which is assumed to be a function only of the velocity, dx/dt.
Under these circumstances, the equation of motion is
where g(x) takes the form

g(x) =-kx - gi(x), (1.42)
where k is a positive constant and gi(x) is nonlinear.

What can be said about the resistive force / ? To proceed, make the following
assumptions [13]:
1. Let the object be spherical in shape with radius R. (In general, R can represent
a "typical" linear dimension of the object.)
2. The frictional force depends only on the viscosity of the medium, 77; the density
of the medium, p; the radius of the object, R; and the velocity of the object
V = dx/dt.
3. The frictional force is zero when the velocity is zero.
4. The frictional force is an analytic function of V at V = 0.
These four conditions mean that the frictional force can be written as
/ = f(R,p, rt,V) = f1V + f2V2 + --- + fnVn + ■■■, (1.43)
where the coefficients / „ are functions of R, p, and 77. Now assume that the / „ have
a power-law dependence on their variables; therefore,
/« = Cnr,aphRc, (1.44)
where C„, a, b, and c are (pure) numbers. Applying the techniques of dimensional
analysis allows the determination of a, 6, and c [14]. They are
a = 2 — n, & = n—l, c = n, (1-45)
and, consequently, the coefficients / „ are
p
f - r (1.46)
The constant Cn cannot be determined from dimensional-analysis consideration

alone [14].
For a spherical body of radius R, the viscous frictional force, in the limit of
small velocities, can be shown to be exactly [15]
/ = QTZTJRV. (1.47)
If the first two terms in Eq. (1.43) are retained, then the equation of motion
for a particle in a viscous medium is
<Px dx , fdx\ , . ,
m + / l +/2
^ ^ U J +*« + *.(*) = <>. (1.48)
However, to ensure that the viscous force is dissipative, this force must always act
on the object in a direction opposite to the velocity. This means that the frictional
force must be modified to read
dx dx
(1.49)
~dt'
where / i > 0 and / 2 > 0. Consequently, Eq. (1.48) becomes
(Px dx
— + kx + gi(x) = 0. (1.50)
fi + h dt
Coulomb or dry friction is a second type of frictional force. This type of force
arises when an object slides on a dry surface [15, 16]. For motion to begin, there
must be a force acting on the body to overcome the resistance to motion caused by
friction. The dry frictional force Fj is parallel to the surface and proportional to
ln
the force normal to the surface, Fn. The force Fn is equal to 77117 the case of the
mass-spring system of Figure 1.2.9. The constant of proportionality, us, is a number
whose fj. value is between 0 and 1, and depends on the surface contact materials.
Once motion is started, the frictional force drops in value to fi^mg, where Uk is the
kinetic friction coefficient. In general, Uk < Us- The frictional force is opposite to
the direction of the velocity and remains approximately constant in magnitude as

long as the forces acting on the object are larger than the dry friction.
Figure 1.2.10 gives an idealized frictional form for Coulomb or dry friction. For
actual physical systems the frictional force is more complicated than that indicated
in Figure 1.2.10. However, for many modeling purposes, a functional form similar
to that of Figure 1.2.10 is used. For example, a common representation is
Fd = -fikmgsgn(—j, (1.51)
where the function sgn(uj) is defined as
With this notation, the equation of motion for the system of Figure 1.2.9 is
m—+ iikmg sgn.l—-\ +kx = 0. (1.53)
1.2.8 Brusselator Model
There exists a vast research literature on oscillating chemical reactions [17, 18,
19]. A widely used model for such oscillations is the Brusselator scheme formulated
and investigated by Lefever, Prigogine, and Nicolis [20, 21], and others [22]. The
model is taken to be the following set of reactions
A-*X
B + X -+D + Y
(1.54)
Y + 2X -> 3X
X ->E,
where the letters represent various chemical species. The net effect of the above set
of reactions is to convert the two reactants A and B into the products D and E.
This is done by means of a sequence of irreversible chemical reactions that involve
21
Figure 1.2.10.
the intermediates X and Y. Under the assumption that the initial concentrations
of A and B are vastly larger than the maximum concentrations of X and Y, then
the rate equations for X and Y are
^=A-(l + B)x + x2y, (1.55a)

at
% = Bx-x2y. (1.55b)
at
In these equations, the constants (A, B) are proportional to the concentration of
chemical species "^4." and "B," and x and y are dimensionless variables proportional
to the concentration of chemical species "Xn and " F . " Under certain conditions,
Eqs. (1.55) have a stable limit cycle, i.e., oscillatory changes in the concentrations
of X and Y.
1.2.9 Glycolysis [23, 24]
Glycolysis is a fundamental set of biochemical reactions that is used by living

cells to obtain energy by breaking down sugar. The process of glycolysis can give
rise to oscillations in the concentrations of various intermediate chemical species.
The period of the oscillations is of the order of minutes.
A set of equations to model these oscillations was given by Sel'kov [23]. In
dimensionless form, these equations are
dx 2
— = -x + ay + xy, (1.56a)
-jt = b-ay- x2y, (1.56b)
where x and y are proportional to the concentrations of adenosine diphosphate

(ADP) and fructose-6-phosphate (F6P), and the positive constants a and 6 are
kinetic parameters. Under appropriate conditions on a and 6, a stable limit cycle
can exist for Eqs. (1.56).
1.2.10 Chlorine Dioxide-Iodine Reaction
A second chemical reaction that exhibits oscillations is the chlorine dioxide-

iodine-malonic acid (C102 - h - MA) reaction. This reaction was investigated
experimentally by Lengyel and collaborators [25, 26]. They found that the essentials
of the system could be modeled by the following three-chemical reactions:
MA + I2ÎMA + I~ +H+, (1.57a)
C102 + r -> C102 + ( | j 7 2 , (1.57b)
C102 + 4 / ~ + 4H+ -> Cl~ + 2/ 2 + 2H20. (1.57c)
They also were able to obtain empirical rate equations for the J 2 , C102 and C102
species:
d[I2] _ kla[MA][I2]
(1.58a)
dt klb + [I2
d[Cl02"
= -k2[C102][r], (1.58b)
dt
^ ^ i = -k3a[Cl02)[r][H+ - k3b[Cl02-][I2]uÎ~I[]2, (1.58c)
where [■ • •] indicates the concentration and the other "constants" are kinetic param
eters [25, 26]. An analytically tractable model for Eqs. (1.58) can be obtained by
making various approximations based on the fact that the concentrates of I~ and
C102 change by several orders of magnitude over an oscillation period, while the
other species concentrations have much smaller changes. In dimensionless form, the
equations for I~ and C102 can be written as [27]
— =a - x - , (1.59a)
dt 1 + xz
V
I (1.59b)
dt 1 + z2.
where x and y are the dimensionless concentrations [I~] and [C102 ], and the pos
itive parameters a and 6 are functions of the rate constants and the other concen
trations that are slowly varying functions of time.
1.2.11 Advertising Model
A model of the effects of advertising was created and analyzed by Feichtinger

[28]; see also Tu [29], His model was inspired by Baily's work on the mathematical
theory of epidemics [30]. In Feichtinger's model, advertising is likened to spreading
germs, i.e., potential buyers, Xi, acquire the germs through advertisement and addi
tional contact with the users of brand names, x2- The model differential equations
take the following form
^ = k - axixl + Px2, (1.60a)

at
dx
—JJ- = ax\x\ + Sx2, (1.60b)
It
where the system parameters are (k, a, /?, 8). Under certain conditions, these equa
tions have a unique limit cycle.
1.2.12 Predator-Prey
An interesting predator (x 2 ) — prey (xi) model was constructed by May [31].

The model equations are
dxi ( xx\ $xxxi

—— = rxx\\- — ) , (1.61a)
dt \ KI a + x2
dx-r I Xv \ ,
in which all the parameters, (r,s,K,/3,a,v), are positive. Again, under certain
conditions on the parameters, a limit cycle can exist for Eqs. (1.61).
1.3 Dimensionless Form of Differential Equations
The formulation of many dynamic systems leads to nonlinear differential equa

tions having the following form:
<Py , , dy
m , + A, ^ + *, + * ( « , , * ! ) = < > , (1.62)
dt
where a represents the set of parameters necessary to specify the nonlinear function
F. In general, m, k^, k, and a are dimensional constants, y is a dimensional depen
dent variable, and t is the dimensional independent variable. An excellent discussion
of units, pure numbers, dimensional and nondimensional constants and variables is
given in Chapter 1 of the book by Isaacson and Isaacson [14]. If Eq. (1.62) is inter
preted as a model of a particle acted on by various forces, then it may be of value to
determine a set of dimensionless variables and parameters such that the nonlinear
dimensionless force is "small." Generally, if the dimensionless variables are wisely
selected, then a small dimensionless parameter will naturally appear, multiplying
the nonlinear term. At this point, various methods of approximation can be applied
to obtain solutions to the nonlinear differential equation.
Similar results also hold for systems modeled by two coupled, first-order differ
ential equations, i.e.,
dx
-£ = ffl,x,y), (1.63a)
^ f = <?(/?, * , y ) , (1.63b)
where /? are parameters. The procedures to follow, however, concentrate on the

form given by Eq. (1.62).
If Eq. (1.62) is interpreted as a mechanical system, then this equation represents
a mass m acted on by a harmonic restoring force — ky, a linear damping force
-kidy/dt, and a nonlinear force -F(a,y,dy/dt). The initial conditions are taken
y(0) = A, «=0. (1.64)
These initial conditions are sufficiently general to cover most mechanical systems.
Note that y has the dimension of length, m that of mass, and t that of time.
The following procedures can be used to convert Eq. (1.62) to an equation
having dimensionless variables and parameters:
(1) List all dimensional parameters associated with the problem. From
Eqs. (1.62) and (1.64), these are
m, k,ki,a,A. (1.65)
Note that the initial position, A, has been included among the dimensional param
eters.
(2) Using the dimensional parameters of Eq. (1.65), form other dimensional
parameters having the dimensions of time and length. These new dimensional pa
rameters will be used as time and length "scales." (It is possible that some of the new
dimensional parameters may coincide with the original dimensional parameters.)
For example, from Eq. (1.65), new time and length scales that can be con
structed are
T T2 =
i = (j) - ^' r 3 = <,!(<*,*,*!) (i-66)
Li=A, L2 = g2(a,k,k1), (1.67)
where gi and g2 are functions of a, k, and kt.

(3) Using the various time and length scales, form new dimensionless dependent
and independent variables, i.e.,
y=fr- t=jT, (1-68)
where (i,j) range over the set of possible scales.

Observe that, in general, several length and/or time scales may be available.
However, for a given equation, usually only one set leads to a dimensionless differ
ential equation having the nonlinear term multiplied by a small parameter. This
fact will be illustrated in the examples to follow.
(4) Substitute the dimensionless dependent and independent variables into
Eq. (1.62) and simplify.
For most problems involving mechanical systems, the natural time scale is
given by T, of Eq. (1.66) and, for "small" damping constant Jfc,, Tx < T 2 . Thus,
the dimensionless time variable will usually be
i = ±-. (1.69)
The above procedures are illustrated by applying them to three examples.
1.3.1 Linear Damped Oscillator
The differential equation for the linear damped oscillator is
cPv dv
With the initial conditions of Eq. (1.64), the following two time scales can be formed:
m\\ 1/2
' _
Ti T2 =m (L71)
= UJ ' v
As previously observed, T\ is the characteristic time for the free oscillations and T2
is the characteristic time for the damping process. The only length scale available
is the initial amplitude A; consequently, L\ = A. Thus, the following dimensionless
variables can be formed:
y v ;
A Tj
The substitution of y and t from Eq. (1.72) into Eq. (1.70) gives
cPy.fkAdyfk^ = fy J_dy 1
+ V
dfi \mj dt \m) dt2 +
T2dt +
Tf V
Simplifying this expression gives
$ + <§+* = »• <■■»>
where
e=£- (1-75)
The condition 0 < e <C 1 corresponds to the case where the damping force is small
in the original problem. For this situation, the small dimensionless parameter is the
ratio of the time associated with the free oscillations and the time associated with
damping of the amplitude.
1.3.2 Nonlinear Oscillator
Consider the following differential equation
cPv
m-^ + ky + kiy3=Q, (1.76)
with initial conditions y(0) = A, dy(0)/dt = 0. From the dimensional parameters

(m, k,ki,A), a time scale
T, - ( = ) " \ (1.7,
and two length scales

fcN1/2 L
^ = ( H - 2 = A, (1.78)
can be constructed. Thus, there exists two possible sets of time and length scales:
(Ti,!,,) and (TUL2).
First consider the set of scales Ti and L\. The corresponding dimensionless
variables are
i= (1J9)
y=b k-
Substituting these dimensionless variables into Eq. (1.76) gives
(LAcPl fin hLi \ 3

\T?) dP \T? y+\^ry=°-
m
(i-so)
Using the definitions of T, and Ti, from Eqs. (1.77) and (1.78), gives
^ + y + f=0. (1.81)
Therefore, the use of the scales Ti and L\ transforms Eq. (1.76) into a dimensionless
equation having no small parameter multiplying the nonlinear term.
Consider now the second set of scales T\ and L 2 , with associated dimensionless
variables
_ y ,- t (1.82)
With these dimensionless variables, Eq. (1.76) becomes
cPy
+ y + tys = 0, (1.83)
di2
where
k xA 2
(1.84)
KLJ k
The dimensionless parameter e is the square of the ratio of the initial amplitude
to the characteristic length, L\ = (fc/fci) 1 / 2 , associated with the system. Small e
means that the initial amplitude is small compared to the characteristic length or
size of the system.
1.3.3 Rayleigh Equation
The Rayleigh equation is
<Py A (dy dy_

+ ky = 0. (1.85)
3j\dt dt
For this equation there are two length scales

1/2
^ = (■^1 • * » « * (1.86)
and two time scales

1/2
Ti = T2 = (1.87)
kJ a
The initial conditions are those given in Eq. (1.64). The appropriate dimensionless
variables for this problem are
= i_=t
" b xr (1.88)
With this selection, the differential equations becomes
cPy
^ + y = o, (1.89)
w UJ dt
where
Ti
(1.90)
The associated dimensionless initial conditions are
y(o) = ^ ( ^ l • ^ = o. (i.9i)
In summary, this section has shown how to transform a nonlinear, second-order

differential equation into a form for which all the new variables and parameters are
dimensionless. The transformed equation generally depends on fewer parameters
than the original differential equation. For many equations, a small parameter
multiplying the nonlinear term will often emerge. At this point, the equation is in
a form ready to be solved by use of various perturbation techniques.
In the remainder of this book, unless it is stated to the contrary, it will be
assumed that a given differential equation has already been put in dimensionless
form and that only essential parameters appear.
1.4 Nonlinear Equations Having Exact Solutions
This section treats six equations for which exact solutions exist. Except for
the first equation, the harmonic oscillator, all the other differential equations are
nonlinear.
1.4.1 Harmonic Oscillator
The harmonic oscillator with linear damping provides a good first approxima
tion to a number of dynamic systems [2, 3, 4, 15, 16]. This system is modeled by
the equation
cPv _ dy
If 0 < e < 1, then the general solution is
y(t) = e~ et [AI cos (yi - e2t\ + A2 sin (-/l - e2r)| , (1.93)
where Ax and A2 are arbitrary constants. For no damping, i.e., e = 0, Eq. (1.93)
reduces to
y(t) = Ai cost + A2suit. (1-94)
In summary, if 0 < e < 1, then the solutions oscillate with an amplitude that
decreases to zero. For e = 0, all the solutions are periodic and the period is 27r.
1.4.2 Particle-in-a-Box
Consider a particle of unit mass confined to a one-dimensional box; see Fig

ure 1.4.1. At time t = 0, let the particle be located at y — 0 and have momentum
p > 0. The phase space for this system is shown in Figure 1.4.2. The motion in
phase space starts at location 1 and then proceeds cyclically to 2 —» 3 —► 4 —> 1.
The following is a summary of the motion of the particle: At t = 0, the particle
is located at the origin and has momentum p > 0. It moves to the right with
constant momentum p and after a time T*, given by,
T* = - (1.95)
P
hits the wall where its momentum instantaneously reverses direction to become —p.
The particle now moves to the left with constant momentum - p where it hits the
wall at time t = 2T* and the process repeats itself. The overall motion is periodic
with period T equal to
or
T = IT* = — . (1.96)
P
Figure 1.4.3 gives plots of y{t) and p(t). Mathematically, these fimctions are
y(t + T) = y(t), p(t + T)=p(t), (1.97)

32
Figure 1.4.1. The potential energy diagram for a particle confined to a

one-dimensional box.
33
Figure 1.4.2. Phase space for the particle-in-a-box. The motion is cyclical:
l->2-»3-+4-»l.
34
Figure 1.4.3. x(t) and p(t) for the particle-in-a-box.

for 0 < t < £;

(1.98)
, for £ < t< T;
for 0 < t < £;
(1.99)
for £ < t < T.
1.4.3 Antisymmetric, Constant Force Oscillator [34]
The nonlinear oscillator for this case is
y + sgn(y) = 0, (1.100)
where the "dot" notation is used for the derivative, i.e., y = dy/dt and y = cPy/dt2;
and
This equation models the motion of an infinitesimal ball rolling in a "V" shape
trough in a constant gravitational field. The arms of the "V" make equal angles
with the horizontal plane and the origin of the (horizontal) y coordinate is taken to
be the point of interaction of the two arms. In a suitable set of units, the equation
of motion can be written as Eq. (1.100). Note that the force corresponding to this
system is antisymmetric, but, piecewise constant.
Equation (1.100) is a conservative system and has the following first-integral
[2, 35]
y + M=£>0, (1.102)
where E is the constant total energy. Its value depends on the initial conditions.
Since both terms on the left-side of Eq. (1.102) are non-negative, it follows that all
the integral curves, y = y(x), in the (y,y) phase space, are boimded and simple
closed curves. Consequently, all the solutions to Eq. (1.100) are periodic.
These closed, simple curves in phase space are "oval" shaped and have the
property of being symmetric with respect to both the y and y axes. Since Eq. (1.100)
is invariant under the transformation
t -> -t, (1.103)

the solution can be selected to be either an even or odd function of t. The initial
conditions
y(0) = 0, y(0) = A, (1.104)
give an odd solution.

Observe that the nonlinear Eq. (1.100) is equivalent to the following two linear
differential equations:
y + 1 = 0, for y > 0, (1.105a)
y - 1 = 0, for y < 0. (1.105b)
Denote the respective solutions of these two equations by y+(i) and y~(t)- Direct
integration of these equations gives
y+(t) = -(j)+A1t + B1, (1.106a)
y_(t)=(^)+A2t + B2, (1.106b)
where (Ai, A2,Bi,B2) are constants of integration.

The exact solution y(t) for one period will now be calculated. The initial
conditions of Eq. (1.104) will be used with the requirement that A > 0.
Consider the following set of points in the (y, y) phase space:
P,(0,A), pJ±.,o\ P3(0,-A), pJ-±-,0y (1.107)
These points correspond to the various extrema of the phase space trajectory having
the initial conditions of Eq. (1.104). During the continuous motion along the closed
trajectory, the path Pi —> P2 —* P3 is described by y+(t), while the path P3 —*
Pi —* Pi is given by y - ( t ) . Now y+{t) can be determined from Eq. (1.106a) by
requiring that it satisfies the initial conditions of Eq. (1.104). Doing this gives for
Ai and B\ the following values:
Ax = A, Bi= 0, (1.108)
and
y+(t) = -t(t - 2A)/2, 0 < t < 2A. (1.109)
From the symmetry of the problem, it can immediately be concluded from

Eq. (1.109) that the period of the oscillation is
T = 4A. (1.110)
Likewise, y_(t) can be determined for the path P3 —> P 4 —» Pj by requiring
y-(2A) = 0, y_(4A) = 0. (1.111)
This gives
A2 = -3 A, B2 = 4A2, (1.112)
and
y-(t) = - - (3A)t + 4A2, 2A<t<4A. (1.113)
Putting all this together gives for y(t):
y(t + 4A) = y(t) (1.114)
j -t(t
-t{t - 2A)/2, for 0 < t < 2A,
(1.115)
y{t) 2 (3A)t + 4A2, ior2A<t<4A.
An easy and direct calculation gives the following Fourier series representation for
V(t)
, . fl6A2\ ^ 1 (2m + l)?rf
(1.116)
2A
Note that only the odd harmonics appear in the above expression and that the
coefficients are bounded by djm3, where d is a constant. (See section 3 of Appendix
C.) Also the condition y(0) = A gives the well known result [36]
E< (2m +1)2

0 8
(1.117)
1.4.4 (fiy/dt2 + y + ey3 = 0 [37]
The equation of this subsection will be solved subject to the condition e > 0.
The solutions of the more general equation
<Py
dt2 + ay + Pyi = 0 (1.118)
for arbitrary signs of a and /? are given in the book of McLachlan [38].
Consider the nonlinear differential equation
cPy
-^+y + eys = 0, e > 0, (1.119)
and initial conditions

dy(0)
2/(0) = A, = 0. (1.120)
dt
Define v to be
dy_
(1.121)
dt'
and use
cPy dv dy dv dv
(1.122)
dt2 dt dt dy dy'
to rewrite Eq. (1.119) as
dv ,
v — + y + ey = 0 . (1.123)
dy
Integration of this equation gives the first-integral
(1.124)
where the integration constant was evaluated using the initial conditions of
Eq. (1.120). Solving for v(y) gives
2
„a = (A 2 -y 2 ) 1 + ( | ) (A +,,*)], (1.125)
and
v(y) = ±|(A 2 -y 2 )[l+Q(A 2 +y 2 )]| . (1.126)
Since e > 0, the trajectories v(y), in the (y, v) phase space, are simple closed
curves. Thus, all the solutions of Eq. (1.119) are periodic. Also, each closed curve,
C, is symmetric with respect to both the y and v coordinate axes. The graph of
Eq. (1.124) is given in Figure 1.4.4. The extreme values of y and v are given by the
following relations:
Vi = -2/2 = A, (1.127a)
1/2
V\ = —1?2 = A i+ljlA- (1.127b)
Equation (1.126) can be rewritten as
dy
dt = ± - 1/2-
(1.128)
{ ( A » - y ' ) [ l + ($(A2 + y2)]}
The time to go from point (A, 0) to the point (y,v) in the lower half-plane (Fig
ure 1.4.4(b)) is
dy
t(y) = - [' (1.129)
JA { ( A * - v * ) [ l + ( f ) ( i i » + y')}} 1/2'
Let y = Az, then Eq. (1.129) becomes
1/2 /■!
dz
«>-m Lr- 2
U-' )[(^) + * ] 2 1/2'
(1.130)
The integral can be written in terms of an elliptic integral of the first kind F(ip, k)
[39, 40]:
F[aiccos(y/A); k]
t(y) 1/2
(1.131)
[1 + eA2]
where 1/2
eA2
k = (1.132)
2(1 + eA2)
Equation (1.131) can be inverted to give y as a function of t. Doing this gives
y(t) = Acn[t(l + eA2)^2;k], (1.133)

40
Figure 1.4.4. (a) Graph of Eq. (1.119). (b) Typical point on the trajectory for the
initial conditions j/(0) = 0, dy(0)/dt = 0.
where cn(...;...) is the Jacobi elliptic function [40].

Examination of Figure 1.4.4(b) shows that the period of the oscillations is given
by the expression
' = *<»>= ( 3 ^ - <"">

The function F(n/2; k) is called the complete elliptic integral of the first kind. It is
usually denoted by the symbol K(k) [40, 41].
The Jacobi elliptic function cn(u; k) has the following Fourier expansion [40]:
27r
~,t u\ [ 79 (KU\ y/q3 (^
37TU
cn{u: k) = —— —*— cos -\ - cos ,2K
—
V
' ' kK{k)ll +q \2KJ 1 + q3 \2,
/57ru^ (1.135)
+ l+qs
COS ]
{2K
! I
+
where
nK(k')
q(k) = exp (1.136a)
K{k)
k' = ^1-k2 (1.136b)
With these results, Eq. (1.133) becomes
2TT y/q (2nt\ gJ f'6wt

y(t) = A —— cos — - + — —j3 cos I —
kK(k) 1+ 9 \PJ 1+q
q= f'10irt\
(1.137)
+ 1 + ?5 cos I —=— ) +
where P = P(eA2) is given by Eq. (1.134).
1.4.5 Exact Period of the Pendulum
In Section 1.2.1, the equation of motion of the pendulum was derived. This
equation is
'fe.2+ ( 1)^6 = 0. (1.138)
dt
The first-integral is
(1.139)
T ( D + V W = *,,
where
V(0) = mgL{\ - cos 8), (1.141)
and E0 is a constant which gives the total energy. Substituting Eqs. (1.140) and
(1.141) into Eq. (1.139) gives
0T~) (f)2+msL(1 ~cose) = £°- (1 142)

-
The constant £ô is determined by using the following initial conditions:
*(0) = *o, ^ = 0 . (1.143)
Hence, Eo is
E 0 = m p i ( l - cos0 o ), (1.144)
and Eq. (1.142) can be rewritten as
?jP\(cos8-cos80). (1.145)
Note that if 8 is small, then the sine function can be approximated by sin 6 ~ 0,
and Eq. (1.138) becomes
^ + (i)* = °-
dt2 (1146)
The general solution of this equation is
8(t) = Acos(ut + <f>), (1-147)
where A and cj> are arbitrary constants, and the period of the oscillation Po is given
by
P
° = 77 = 2 7 r (£) 1 / 2 - ( L148 >
The period for this case is independent of the amplitude of oscillation.
To investigate the situation for large amplitudes, consider Eq. (1.145). Solving
for dt gives
2-g) (cosfl-cosflo)^- (1149)

The period of the oscillation is four times the time taken by the pendulum to swing
from 9 = 0 to 9 = 0O- Therefore,
P( o) = 4
* ( £ ) 1 / 2 lH t a " *W2- ( 1 1 5 °)
\*9/ Jo (cos0 - cos#o) '
Using the trigonometric identity
cos0 = 1 - 2 s i n 2 I - ) , (1.151)
Eq. (1.150) can be written as
P(0o) = 2(f)12 f" ** - . (1.152)

VW Jo [sin2(0o/2)-sin2(e/2)]1/2
Define new variables k and <J> as follows
fc = sin I — I, sin I - 1 = fcsin^. (1.153)
Introducing them into Eq. (1.152) gives
i/2 (i i54)
^)=<s rM^- -
1/2
P(6o) = 4 (j) K(k), (1.155)
where K(k) is the complete elliptic integral of the first kind [40, 41]. Its values have
been tabulated for various values of k.
The first of Eq. (1.153) determines k in terms of the maximum angle of de
flection SQ. Thus, the period P(90) can be found from tables of the function K(k)
and Eq. (1.155). One conclusion is that the period of the pendulum depends on the
amplitude, 60. For example, if 0O = T / 3 , the period is
pQ~1.07P0, (1.156)
where Po is given by Eq. (1.148). This is about a seven percent correction to the
result obtained for small amplitude oscillations.
1.4.6 Pendulum [42]
The differential equation modeling the free, undamped pendulum is
B+ (j) sin0 = 0. (1.157)
A first-integral is
( y j 0 2 + < ? L ( l - C O S 0 ) = C', (1.158)
where C is a constant. For the initial conditions
0(0) = 0, 0(0) = 0O, (1.159)
the constant C is
C=~^- (1-160)
If h is defined to be
T2Q2
L262 = 2gh-4gLsm2 (~\ (1.162)
where use has been made of the trigonometric relation
!sinM-J. (1.163)
Now let
y = sin (1.164)
V'
then
*-©'' (1.165)
and
y2 = ( ^ cos 2 Q ) = g ) * 2
[ l - sin2 Q ] = g ) ^ ( l - y*). (1.166)
Solving for 6 gives

4y2
02 (1.167)
1-y2'
If the results of Eqs. (1.164) and (1.167) are used in Eq. (1.162), then the following
m
result is obtained:
2
I ( ~ . l =2gh-4gLy2; (1.168)
this can be rewritten as
y2 = (I ( 1 - y 2 ) y (1.169)
2L
Before completing the solution of Eq. (1.169), it should be indicated that the
pendulum problem has two types of motions. The first is oscillatory, i.e., the pen
dulum moves back and forth about the point of equilibrium at 8 = 0. The second
is a circulating motion in which the pendulum has enough energy to carry it over
the vertical position at 6 = -K. For this case, the pendulum rotates always in the
same direction.
Consider the case of oscillatory motion. This situation corresponds to y be
ing zero for some value of y less than unity; see Eqs. (1.164) and (1.165). From
Eq. (1.169), this implies that
^ < I- (1-170)
Defining a new positive constant k, less than one in value, it follows that
h
= k< (1.171)
2L
and Eq. (1.169) can be written as
(1.172)
Define new variables ( and z to be

r<. Z=
y
P
(1.173)
(£)'-<i-"xi-*v>. (1.174)
The solution of Eq. (1.174) is the Jacobi elliptic function sn(i, k) [43], i.e.,
z(i) = sn{t,k). (1.175)
In terms of the original variables, the solution to Eq. (1.172) is
. .. , ^ 2
y(t) = ksn
V ^ (1.176)
The sn(u; k) function has the following Fourier expansion [38, 40]
'2TTN
- " ( « ; k) = ( £ ) £ I 4 - 3 ^ r sin [(2m + 1) ™ ] , (1.177)
where K(k) is the complete elliptic integral of the first kind [40, 41], and q(k) is
defined by Eqs. (1.136). With these results, Eq. (1.176) becomes
/27f\ ^ lm+2
sin 2
I'M = VK) E i_q2m+i ( ™ + !M, (1-178)
where
and the period is

/r\i/2
P = 4(-J tf(ifc). (1.180)
This result for the period of the pendulum was also obtained in section 1.4.5; see
Eq. (1.155).
Problems
1.1 Derive Eq. (1.8) from Eq. (1.7).
1.2 For a negative-resistance device with voltage-current characteristic as shown

in Figure 1.2.6, why is Eq. (1.21) a reasonable definition of the resistance at a
given point on the curve?
1.3 Rearrange the terms in Eq. (1.26) to put it in the form
1.4 Show by use of the proper transformation that Eq. (1.30) can be transformed
into Eq. (1.29).
1.5 Calculate the various quantities given in Eq. (1.39).
1.6 Use dimensional analysis to show that the a, b and c of Eq. (1.44) are those
given by Eq. (1.45).
1.7 Is the derivative of sgn(w) denned? See Eq. (1.52).
1.8 Show that

— \w\ = sgn(w).
1.9 Determine the dimensionless form of the Rayleigh equation, Eq. (1.85), using
the L\ and Ti scales of Eqs. (1.86) and (1.87). Is this an appropriate set of
scales? Do the same using the L2 and T\ scales.
1.10 A mechanical system with dry friction and an asymmetric spring is governed
by the equation
cPx _ (dx\ , ,
+FdS +kx+hx =0
^ ^{n) '
where Fd, k and fci are positive parameters. Obtain the dimensionless form of
this equation.
1.11 In a capacitor having a nonlinear dielectric, the capacitance is
Co
C(Q)
1 + aQ + bQ2'
where Q is the charge, Co is the capacitance when Q = 0, and the constants a

and 6 are positive. At i = 0, the capacitor has a charge Qo, and is put in series
with a coil of inductance L0. Derive the following differential equation for Q(t)
2
^-+u> Q[l + aQ + bQ2] = 0, u$
dt2 LgCg
1.12 The following equation occurs in the problem of the rolling of a ship fitted with
stabilizing equipment [44]
de „(d8y „,
2k + + UJ29 = 0,
dF + \- &
where all the parameters are positive. Obtain a dimensionless form of this
equation.
1.13 A particle moves in a rough horizontal straight groove under the action of a
spring attached to it and to a fixed point on the groove. The tension F in the
spring when it is extended a distance y is
T = ay + by3, a > 0, 6 > 0.
If the factional force is proportional to the square of the velocity, show that
the equation of motion is
m + k + ay + by3 = 0,
-d¥
and put the equation in dimensionless form.
1.14 Determine an exact solution to the linear mechanical oscillator with dry friction
[45]
+ esgn -£■ + y = 0, e>0.

</r2 ' b
\dt,
1.15 The equation

<Py _ ( Ay \ / d y \ 2 ay _ -
2
A Vl + V / W 1+ V
has an exact solution of the form
y = Asin(a>t + 6).
Determine the conditions on A and u> that will allow this solution to exist [46].
1.16 Consider the differential equation
^ | + y + 6y3 + cy5 = 0, a > 0, 6 > 0, c > 0.
Show that for any initial conditions, the solution is periodic.
1.17 Show that, in general, all the solutions of
<Py , 3 n
are periodic.
1.18 Obtain the Fourier series representation for the solution to the particle-in-a-
box. See Eq. (1.98).
1.19 Prove that Eq. (1.102) is a first-integral to Eq. (1.100).
1.20 Explain why the Fourier coefficients in Eq. (1.116) are expected to decrease as
1.21 Show that in the phase space graph of Figure 1.4.4, the motion of the system
with time is in the clockwise direction along the curve C.
1.22 Prove that Eq. (1.134) gives the correct period.
1.23 Verify the result of Eq. (1.156).

1.24 Determine the exact solution to the pendulum problem for circulating motion
[42].
1.25 Show that the general solution of
(fv
-j± + ay + by3 = 0, a > 0, 6 > 0,
where y(0) = A and dy(0)/dt = 0, is
y = Acn[t(a + bA2y^;k],
hA2
2{a + bA2)'
Also, show that the period P is
4if(fc)
P =
(a + bA2)1/*'
where K(k) is the complete elliptic integral of the first kind.
1.26 Obtain an exact solution to the equation
References
1. T. L. Saaty and J. Bram, Nonlinear Mathematics (McGraw-Hill, New York,

1964).
2. G. R. Fowles, Analytical Mechanics (Holt, Rinehart and Winston; New York,

1962).
3. H. L. F. Helmholtz, Sensations of Tone (Longman, Green, London, 1895, 3rd

edition). See p. 158 and Appendix XII.
4. E. M. Purcell, Electricity and Magnetism (McGraw-Hill, New York, 1967).
5. W. A. Edson, Vacuum Tube Oscillators (Wiley, New York, 1953). See pp. 408-
412.
6. W. J. Cunningham, Introduction to Nonlinear Analysis (McGraw-Hill, New

York, 1958). See Example 5.3 in Section 5.8 and Example 6.7 in Section 6.5.
7. Y. H. Ku, Analysis and Control of Nonlinear Systems (Ronald Press, New York,
1958). See Section 6.4.
8. B. van der Pol, Phil. Mag. 2, 978 (1926).
9. B. van der Pol, Phil. Mag. 3, 65 (1927).
10. J. W. S. Rayleigh, The Theory of Sound, Vol. I (Dover, New York, 1945). See
pp. 79-81.
11. J. W. S. Rayleigh, Phil. Mag. 15, 229 (1883).
12. J. E. Lennard-Jones, Proc. Roy. Soc. (London) A106, 463 (1924).
13. A. B. Migdal, Qualitative Methods in Quantum Theory (Benjamin; Reading,

MA; 1977). See pp. 2-4.
14. E. de St. Q. Isaacson and M. de St. Q. Isaacson, Dimensional Methods in

Engineering and Physics (Wiley, New York, 1975).
15. G. H. Duffey, Theoretical Physics (Houghton Mifflin, Boston. 1973). See Sec
tion 13.10.
16. L. Meirovitch, Elements of Vibration Analysis (McGraw-Hill, New York, 1975).

See Section 1.7.
17. B. P. Belousov, Sbornik Referatov po Radiacioni Medicine, 1958 Meeting. See

p. 145.
18. R. Field and M. Burger, editors, Oscillations and Traveling Waves in Chemical
Systems (Wiley, New York, 1985).
19. S. K. Scott, Chemical Chaos (Clarendon Press, Oxford, 1991). See pp. 60-61.
20. I. Prigogine and R. Lefever, J. Chem. Phys. 48, 1695 (1968).
21. R. Lefever, G. Nicolis, and P. Borckmans, J. Chem. Soc. Faraday Trans. 1, 84,
287 (1988).
22. P. Gray, S. K. Scott, and J. H. Merkin, J. Chem. Soc. Faraday Trans. 1, 84,
993 (1988).
23. E. E. Sel'kov, Eur. J. Biochem. 4, 79 (1968).
24. B. Chance, E. K. Pye, A. K. Ghosh, and B. Hess, editors, Biological and Bio
chemical Oscillators (Academic, New York, 1973).
25. I. Lengyel, G. Rabai, and I. R. Epstein, J. Am. Chem. Soc. 112, 9104 (1990).
26. I. Lengyel and I. R. Epstein, Science 251, 650 (1991).
27. S. H. Strogatz, Nonlinear Dynamics and Chaos with Applications to Physics,

Biology, Chemistry, and Engineering (Addison-Wesley; Reading, MA; 1994).
See pp. 256-260.
28. G. Feichtinger, Annals of Operation Research 37, 313 (1992).
29. P. N. V. Tu, Dynamical Systems: An Introduction with Applications in Eco

nomics and Biology (Springer-Verlag, Berlin, 1994, 2nd edition). See pp. 205-
206.
30. N. T. J. Baily, The Mathematical Theory of Epidemics (Hafner, New York,

1957).
31. R. May, Model Ecosystems (Princeton University Press; Princeton, NJ; 1973).
32. E. D. Rainville, Elementary Differential Equations (Macmillan, New York,

1958).
33. G. Murphy, Ordinary Differential Equations and Their Solution (Van Nostrand
Reinhold, New York, 1960).
34. T. Lipscomb and R. E. Mickens, J. Sound Vib. 169, 138 (1994).
35. J. B. Marion, Classical Dynamics of Particles and Systems (Academic, New

York, 1970, 2nd edition).
36. L. B. W. Jolley, Summation of Series (Dover, New York, 1961). See pp. 64-65,
#339.
37. B. 0 . Pierce, A Short Table of Integrals (Ginn, Boston, 1929).

38. N. W. McLachlan, Ordinary Non-Linear Differential Equations in Engineer

ing and Physical Sciences (Clarendon Press, Oxford, 1956, 2nd edition). See
Sections 3.19 and 3.20.
39. F. Dinca and C. Teodosiu, Nonlinear Random Vibrations (Academic, New York,
1973). See Section 9a.
40. P. F. Byrd and M. S. Friedmann, Handbook of Elliptic Integrals for Engineers

and Physicists (Springer-Verlag, Berlin, 1954).
41. E. Jahnke and F. Emde, Tables of Functions with Formulas and Curves (Dover,
New York, 1945). See pp. 41-106.
42. E. T. Whittaker, A Treatise on the Analytical Dynamics of Particles and Rigid

Bodies (Dover, New York, 1944). See Section 44.
43. H. Jeffreys and B. S. Jeffreys, Methods of Mathematical Physics (Cambridge

University Press, London, 1972, 3rd edition). See Chapter 25, in particular
Section 25.03.
44. N. Minorsky, Proc. Natl. Acad. Sci. U.S. 3 1 , 346 (1945).
45. See reference 6, Example 4.3, pp. 67-69.
46. P. M. Mathews and M. Lakshmanan, Quart. Appl. Math. 32, 215 (1974).
Chapter 2
LINDSTEDT-POINCARE PERTURBATION METHOD
2.1 Introduction
This chapter presents the simplest and perhaps one of the most useful of all
approximation methods: the expansion of a solution to a differential equation in a
series in a small parameter. This technique is known as the perturbation method. It
will be used to construct uniformly valid periodic solutions to second-order nonlinear
differential equations of the form
§+'--(*£)■ •>* <">

where e is a small positive parameter and, in general, F is assumed to be an analytic
function of y and dy/dt. The starting point for the perturbation method is the
assumption that a periodic solution to Eq. (2.1) can be written as
n
y ( M ) = £ 6 m y m ( r ) + 0(e"+1). (2.2)
m=0
In general, this series is an asymptotic expansion. The original justification for this
expansion was given by Poincare [1].
The perturbation method is extensively used and is the subject of a vast number
of books [2-12]. The general procedure is to substitute Eq. (2.2) into Eq. (2.1),
expand in powers of e, and set the various coefficients of the powers of e equal to
zero. This leads to a set of linear inhomogeneous differential equations that can be
solved recursively.
To illustrate the method, consider the following nonlinear differential equation:
^ +y + ey3=0. (2.3)
54
LINDSTEDT-POINCARE PERTURBATION METHOD 55
Examination of the first-integral shows that all its solutions are periodic. T h e
substitution of Eq. (2.2) into Eq. (2.3) gives
+
dp dP +e dP +
+ (yo + m + «2y2 + ■••) + <yo + m + e2y2 + ■ ■ -f = o, (2.4)
and
(^+Vo) + e(^ + y i + y o 3)+^(^ + ! / 2 + 3^]) + . . . = 0. (2.5)
Setting the coefficients of the various powers of e to zero leads to the following
system of linear differential equations;
<Pyo
+ yo = 0, (2.6a)
dP
+ yi=-y03, (2.6b)
dP
^ + y2 = -3y 0 2 y!, (2.6c)
d2^
+ yn=Fn(ya,y1,...,yn-i), (2.6d)
dt
where Fn is a cubic polynomial function of its arguments. Note that this system
of equations can be solved recursively, i.e., the determination of y^ involves only
knowledge of the functions ym for 0 < m < k — 1.
To solve these equations, initial conditions have to be selected. The choice
y(0) = A, « = 0 , (2.7)
gives
fy„(0) = A, y,-(0) = 0 for i > 1,
(28)
{^1=0 iovk>0.
The solution to Eq. (2.6a) is
yo(t) = ^.cost. (2.9)
Substituting this result into the right-side of Eq. (2.6b) gives
^ + yi = -y3 = - ( ? £ ) cos*-(^)coS3i. (2.10)
The particular solution to this equation is
yiP(<) =
(4)cos3t ~ (^r)tsint- (2 n)
-
Consequently, the complete solution is
y1(t)= Cicos* + C 2 s i n i + ( — J c o s 3 t - I — It sin i. (2.12)
The initial conditions, as specified by Eqs. (2.8), allow the arbitrary constants C\
and C2 to be determined; they are C\ = (—A3/32) and C2 = 0, and yi(i) is
y i ( * ) = f 3 2 ) (cos 3 * - c o s i ) - ( — J i s i n t . (2.13)
Thus, to order e, the "solution" to Eq. (2.3) is
y(t,e) = Acosi + e( — ) [(cos 3i - cos t) - 12isin<]. (2.14)
However, inspection of Eq. (2.14) shows that yi(t), the supposedly small correction
term to the periodic function yo(t), is not only nonperiodic, but, in addition, is
unbounded as t —> 00. Thus a direct, naive application of Eq. (2.2) leads to serious
difficulties if the goal is to calculate analytic periodic approximations to the solutions
of nonlinear differential equations of the form given by Eq. (2.1).
2.2 Secular Terms
The calculations of the previous section show that using a solution of the form
given by Eq. (2.2) does not give an analytic periodic approximation to the actual
periodic solution of Eq. (2.1) if only a finite number of terms are retained. The
resulting approximation is aperiodic and becomes unbounded as t —» 00. This lack
of periodicity comes about because even if y(t) is periodic in t, the retention of only
a finite number of terms, in its expansion, can give a function that is not periodic.
For example, consider the function sin(l + e)t. Its expansion in terms of e is
feH2\
sm(l + e)t = sint + etcost- I 1 sinH . (2.15)
It is seen that the retention of a finite number of terms on the right-side of Eq. (2.15)
gives a function that is not only aperiodic, but, is unbounded as t —> oo.
Terms such as f m cos< or t m s i n t are called secular terms. These expressions
arise because the expansion of Eq. (2.2) is nonuniformly valid. The existence of
such expressions destroys the periodicity of the expansion given by Eq. (2.2) when
only a finite number of terms is used. In actual applications, a variety of time
and/or calculational considerations force the use of only a small number of terms
for inclusion in the perturbation expansion. Therefore, to construct a uniformly
valid solution, an approximation is needed that eliminates secular terms.
A technique to avoid the presence of secular terms was developed by Lindst-
edt [13]. Later, Poincare [1] proved that the expansions obtained by Lindstedt's
technique are both asymptotic and uniformly valid.
Although the Lindstedt-Poincare method gives uniformly valid asymptotic ex
pansions for the periodic solutions of weakly nonlinear oscillations, i.e., 0 < e <C 1,
in general, the technique does not work if the amplitude of the oscillation is a func
tion of time. It has been shown by Nayfeh [4] that the technique does not give
information on any solutions other than the limit cycles and limit points.
Extensive use has been made of the perturbation method to obtain analytic
approximations to the periodic solutions of Eq. (2.1). Earlier works include Stoker
[5], McLachlan [6], Minorsky [2], Andronov et al. [7], Bellman [8], and Nayfeh
[3]. More recent books include those by Bender and Orszag [9], Nayfeh [11], and
Murdock [12]. A major work in applications and theory of perturbative techniques
is the book by Minorsky [2]. The work of Bellman [8] contains a summary of many
of the varied problems and results that can be obtained through the general use of
perturbative techniques; this book gives many important and useful references to
the research literature. Nayfeh's book [3] surveys almost all of the "perturbation-
type" techniques currently in use. It considers applications to both ordinary and
partial differential equations and contains an excellent list of references. In addition,
it provides a good discussion of asymptotic expansions and the problems associated
with nonuniformly valid expansions. Nayfeh's later books [10, 11] apply a variety
of perturbation methods to solve oscillatory problems that arise in various areas of
the sciences and engineering. The book by Murdock [12] is one of the few books
available that discusses in detail precisely what types of "mathematical objects"
arise in perturbation calculations. An important feature of his book is the "Notes
and References" section given at the end of each chapter. This provides the reader
with relevant references, other applications, and various historical insights into the
genesis of a number of topics.
Section 2.3 presents the details of the Lindstedt-Poincare perturbation method.
It shows how the method renders the approximate solutions to Eq. (2.1) to be
uniformly valid. The method is then used in Section 2.4 to construct approximate
solutions to a number of nonlinear oscillatory problems. Section 2.5 gives a heuristic
discussion of the existence of periodic solutions within the context of perturbation
theory. Finally, Section 2.6 is devoted to a method, first used by Shohat, [14] to
calculate solutions that are not only accurate for small values of e, but, in principle,
accurate also for all e > 0.
2.3 Lindstedt-Poincare M e t h o d
The essence of this method consists in the introduction of a new independent

variable that is linearly related to the old independent variable [1, 2, 13]. This
transformation allows the secular terms to be eliminated systematically. The fun
damental idea came from the astronomer Lindstedt [13] and is based on the obser
vation that one of the consequences of the nonlinear terms in Eq. (2.1) is to change
the frequency of the linear system from u>o = w(0) = 1 to w(e) ^ 1. To account for
this change in frequency, a new variable 6 = uit is introduced, and both y and u are
expanded in powers of e as follows:
V(«, e) = Vo(») + *Vi(«) + ■ • • + e»yn{0) + • • •, (2.16a)

n
w(e) = 1 + eWl + • ■ • + e u>„ + ■ ■ ■, (2.16b)
where, at this point, the Wj are unknown constants.

Introduce the following notation:
. _ dy .. _d?y ,,171
W= y = (2 17a)
dtf' d ^ ' -
F
"(y'y) = - ^ — ' F
* = —^—• (2 17b)
-
If Eqs. (2.16) are substituted into Eq. (2.1) and the coefficients of the various powers
of e are set equal to zero, then the following equations are obtained for the yn:
y0 + y0 = o, (2.18)
y\+yi = -2u>iy0+F(y0,yo), (2.19)
fa + !/2 = -2u>iyi - (u\ + 2u)2)j/o + F,(j/o, yo)yi
+ Fi(y0,y0)(u1y0 + yi), (2.20)
yn + yn = G n (yo,yi,---,yn-i;yo,yi,-yn-i)- (2.21)
If F is a polynomial function of y and dy/dt, then G„ is also a polynomial function

of its arguments.
The periodicity condition for the new variable 8 can be expressed as
y(6) = y(6 + 2ir). (2.22)
The corresponding conditions for the yn{0) are
y „ W = Vn(8 + 2*). (2.23)

If Eq. (2.16a) is to be a periodic solution of Eq. (2.1), then the right-sides of

Eqs. (2.18), (2.19), (2.20), and (2.21) must not contain constant multiples of either
sin# or cosfl; otherwise, secular terms would exist. Therefore, if yn(0) is to be
periodic, then two conditions must be satisfied at each step of the calculation. This
means that two free parameters are needed. Detailed examination of Eqs. (2.18) to
(2.21) shows that one of the constants is u „ . The only other place where a second
constant can be introduced is from the initial condition on yn-\- This implies that
the initial conditions take the form:
y(0) = A0 + cAi + e2A2 + ■ ■ ■, (2.24a)
« = 0 , (2.24b,
where the An are, a priori, unknown constants. Thus, the periodicity requirement
forces the right-side of Eq. (2.19) to have a term linear in ujr and, generally, another
term nonlinear in Ag. These two terms are expressions involving sin 6 and cos 9.
Consequently, by setting the coefficients equal to zero for the elimination of secular
terms, both u)j and A0 can be determined. Likewise, for n > 2, the periodicity
condition on y n (#) gives a pair of equations for u>„ and An-\. Again, the elimination
of secular terms allows both u>„ and An-\ to be determined. At any given step in
the calculation un, J4„_I , and yn{8) can be simultaneously determined. In this way,
a uniformly valid periodic approximation to the periodic solutions of Eq. (2.1) can
be found.
There does exist a situation for which the preceding analysis can be simplified.
This occurs when the function F(y,dy/dt) is an even function of dy/dt. For this
case, y(t) can be chosen to be an even function of t by using the initial conditions
V(0) = A, « = 0 . (2.25)
Consequently, both y(6) and y n (0) are even functions of 6. Thus, the right-sides of
Eqs. (2.19), (2.20), and (2.21) contain no term in sin 6. For this situation, only one
free parameter u>n is needed to ensure that there is no term in cos#. This result
implies that Eqs. (2.24) become
y (0 = O) = A = A o , ^ = 0, (2.26)
where At = 0 for k > 1.

In summary, the (n + l ) t h approximation to the solution of Eq. (2.1) according
to the Lindstedt-Poincare perturbation method is given by
n
y(0,£)=£em2/m(0) + O(6" + 1 ), (2.27)
m=0
where
e = ut = [1 + tu! + ■ ■ ■ + enu>n + 0(en+l )]t. (2.28)
The expansion given by Eq. (2.27) is an example of a so-called generalized asymp

totic series.
2.4 E x a m p l e s
This section illustrates the application of the Lindstedt-Poincare perturbation

method by using it to solve several nonlinear differential equations having oscillatory
solutions. It should be noted that for most problems the procedure is seldom used
beyond the third approximation. The prime reason for this is that generally all the
important qualitative features of an oscillatory process are given by the first several
terms in the expansion in t. Higher approximations do not add anything new from
a qualitative point of view. Also, for many problems the additional time required
to calculate even a few extra higher-order terms can become prohibitive.
2.4.1 Example A
Consider the equation

§ + V + «/ 2 = 0, (2.29)
where F = —y2 and the initial conditions are given by Eq. (2.25). The differential
equations satisfied by yo(#), yi(9), and 1/2(0) are
y'o + V o = 0 , yo(0) = A, yo(0) = 0, (2.30)
Vi + yi = -2wiyo - yl wi(0) = yi(0) = 0, (2.31)
h+V2 = -2wiyi - (w2 + 2u)2)y'o - 2y 0 yi, (2.32a)
Ifc(O) = y 2 (0) = 0. (2.32b)
Equation (2.30) has the solution
yQ(0) = AcosO. (2.33)
Substitution of this result into Eq. (2.31) gives the following equation for yi(#):
c o s 26> (2 34)
y\+yi = 2ux A cos 0 - (—) - f-y) " '
T h e secular t e r m in t h e solution for yi(0) can b e eliminated if
wj = 0. (2.35)
W i t h this requirement Eq. (2.34) becomes
COS 2e (2 36)
vi + vi = - (j-) ~ (T) - '
The general solution of this equation is
Vi(*) = d cos 0 + C 2 sin 0 - ( y J + ( Y J cos 26», (2.37)
where Ci and C2 are arbitrary constants whose value can be obtained from the
initial conditions for yi(0), i.e.,
(2 38)
VI(V) = CI-(T) +
(T)=0' '
J / 1 (0) = C2=0. (2.39)
Therefore, yi(0) is
viV) KT>- 3 + 2 cos 0 + c o s 20). (2.40)
If Eqs. (2.33), (2.35), and (2.40) are substituted into Eq. (2.32) and the resulting
expression is simplified, then the following equation is obtained for y2(9):
3\ / 5^3 3\ /J43^
V2 + V 2
"® + ( 2u2A + —— ) cos 9
"(T) cos 26>- ( — ) cos 36>. (2.41)
The second expression on the right-side will give rise to a secular term unless the
coefficient of cos 6 is zero. Imposing this requirement gives for u)2 the following value
"2 = ~ . (2.42)
The general solution of Eq. (2.41), with this requirement and with 1/2(0) = 2/2(0) = 0,
is
vm = (j-) -1 + (§)cos * + (I) cos 2* + (^) cos 3(? • ( 2 - 43 )

Thus, to the third approximation, the solution to Eq. (2.29) is
y(9, e) = A cos 9 + e (—J ( - 3 + 2 cos 0 + cos 26)
+ e2
(T)[- 1 + (l) c o s e + © c o s 2 ^(^) c o s 3 e
+ 0(e3), (2.44)
where 6 = uj(e)£, and

u(e) = 1
"'(£) + 0(e3). (2.45)
Note that the frequency of the nonlinear oscillator is a function of both the param
eter e and the initial amplitude A.
2.4.2 Example B
The differential equation
cPy
y+ «(|) =0, (2.46)
dt2 +
with initial conditions, y(0) = A and dy(0)/dt = 0, is known to have periodic

solutions if the amplitude of the motion is not too large [16]. For this example,
F = —(dy/di)2 and the equations for yo(0), yi(0), and yi{0) are
m + yo = 0 (2.47)
y\ + y\ = -2wiyo - yl (2.48)
j/2 + y<i = -2a>iyi - (wj + 2u>2)y'o - 2y 0 y! - 2wiyQ. (2.49)
The solution for yo(0) is yo(^) = .Acosfl. Substituting this result into Eq. (2.48)
gives
12\ /^2X
y\+yi= 2u>1J4cos0 - (—J -+ ( ',; j cos20. (2.50)
27
No secular term requires LO\ = 0. If the resulting differential equation is solved for
yi(0), subject to the initial conditions yi(0) = yi(0) = 0, then
y j ( 0 ) = (— J ( - 3 + 4 cos 6» - c o s 20). (2.51)
With these results, Eq. (2.49) becomes
h + V2 = ( 2 w 2 A + — J cos 0 - f — J + f ^ - J cos 26 - f ~ J cos 361. (2.52)
Absence of secular terms gives

A2
"2 = —g-. (2.53)
The solution of Eq. (2.52), with initial conditions y 2 (0) = y 2 (0) = 0, is
VM = (~j - 2 + ( § ) cos 26 - 0 ) cos 20 + (jj cos 30 . (2.54)

To the third approximation, the solution of Eq. (2.46) is
y(9, e) = A cos 9 + e ( — J ( - 3 + 4 cos 9 - cos 20)
♦'Gr) -2 + ( | i j cos 6> - ( | j cos 20 + I r ) cos 30
+ 0(e3), (2.55)
where 9 = uit and

2 3
,(e) = l - e (^)+0( e ). (2.56)
2.4.3 Example C
If F = —y3, then the corresponding differential equation is
<Py
+ y + ey* = 0, (2.57)
dP
and the equations for yo(9), yi(9), and y2(9) are
yo+Vo = 0, (2.58)
Vi + 2/i = -2wiyo -«/o (2.59)
2/2 + V2 = -2wij/i - (w? + 2u>2)i/o - 3y„yi. (2.60)
If y0(9) = Acos9 is substituted into the right-side of Eq. (2.59) and the resulting
expression is simplified, then the following result is obtained
/ 3 A3 \ /A3\
y\
V i + V i = (2w1A-—jcos9- ( — Jcos36>. (2.61)
No secular term requires

3A2
W] (2.62)
The solution of Eq. (2.61), subject to the condition of Eq. (2.62) and the initial
conditions, yi(O) = yi(0) = 0, is
Vi(«)
© ( - c o s 0 + cos30). (2.63)
If yo(9), yi(9), and u>i are substituted into the right-side of Eq. (2.60), this
equation becomes
h + V2 = + 2w2 A cos e +
(w ) (IT) COS ™ ~ (iS) cos59- (264)
Secular terms are eliminated if
21A4
U>2 = — " (2 65)
-
The general solution to the resulting differential equation for 1/2(0)1 subject to
2/2(0) = t/2(0) = 0, is
y2(0) = (—— j (23 cos 0 - 2 4 cos 36 + cos 561). (2.66)
Therefore, to the third approximation, the solution to Eq. (2.57) is
y(6,e) = Acos6 + e( — J ( - c o s 0 + cos30)
+ e2 ( T ^ T ) (23 cos 61-24 cos 38 + cos 50) + 0(e2), (2.67)
where 6 = ut and
2
^ ) = l+< ^ ) - ( w ) + ^ ) . (2.68)
2.4.4 Example D
The van der Pol equation is
The initial conditions to be used are given in Eq. (2.24). For this equation, F =
(\-y2)dy/dt. Substitution of this function into Eqs. (2.18), (2.19), and (2.20) gives
2/o + 2/0 = 0, y 0 (0) = A0, 2/o(0) = 0, (2.70)
2/i+yi =-2wi2/o+(l-yo)2/o, »i(0) = Ai, 2/i(0) = 0, (2.71)

2
2/2 + V2 = -2wij7i - (w + 2ui2)jjo - 22/oyiJ/o
+ (1-V2)(VI+<"IVO), y2(0) = A2, 2/2(0) = 0. (2.72)

The solution to Eq. (2.70) is

y0(6) = A0cos6. (2.73)
Substituting Eq. (2.73) into Eq. (2.71) and simplifying the resulting expression gives
Ui+yi- 2u>! A0 cos 0 - A0 (l - ^ J sin 0 + f ^ \ sin 30. (2.74)
Elimination of the secular terms gives
A0 = 2 , u1 = 0, (2.75)
and
Vi + Vi = (~) sin30, yi(0) = Au y,(0) = 0. (2.76)
The solution to this equation is
yi(0) = Aicos0 + ( - ] ( 3 s i n 0 - s i n 3 0 ) . (2.77)
Substitution of Eqs. (2.73), (2.75), and (2.77) into Eq. (2.72) gives
y2+y2 = (4CJ2 + - ) c o s 0 + 2 A i s i n 0 - ( - j c o s 3 0 + 3 A i s i n 3 0 + ( - J cos50. (2.78)
The requirement of no secular terms gives the following results:
A, = 0 , cv2 = - - L (2.79)
/3\ /5\
j/2 + y2 = - ( g ) c o s 3 ( 9 +
(i) c o s 5 6 > ' 3/2(0) = A 2 , */2(0) = 0. (2.80)
!&(*)= (A2-^\COB$+(^\(18COS30-5COB50). (2.81)
Continuing this procedure, it can be shown that to terms of order e 2 , Eq. (2.69) has
the periodic solution
2/(0, e) = 2 c o s 0 + ( j ) ( 3 s i n 0 - s i n 3 0 )
+ (~\ ( - 1 3 cos 0 + 18 cos 3 0 - 5 cos 50) + 0 ( e 3 ) (2.82)

where 6 = u>t and

u>(e) = l - ^ + 0(e3). (2.83)
This isolated periodic solution is a limit cycle.
2.4.5 Example E
The mixed parity differential equation
-£ + y + ay2 + Py3 = 0, (2.84)
occurs quite widely in a variety of engineering applications such as the nonlinear free
vibrations of thin laminated plates [17, 18, 19]. The determination of approximate
solutions using perturbation techniques can lead to difficulties unless the calculation
is done carefully [20]. The major problem arises from the fact that the y2 term
does not make a contribution to the frequency correction in the lowest order of a
perturbation calculation [21], see Section 2.4.1, while the y 3 term does. Thus to
obtain a consistent result, with no secular terms, it is necessary that the y2 term
enter the calculation before the y 3 term. The use of scaling [21] allows this to occur.
Let the initial conditions be
3/(0) = A, dy(0)/dt = 0, (2.85)
and introduce, for small amplitude oscillations, the scaling variable e, i.e.,
y = ex, (2.86)
where
0 < e < 1, x = 0(1). (2.87)
Writing the first of the initial conditions as
y(0) = A = ea, (2.88)

the following results are obtained for x(0) and dx(0)/dt:
x(0) = a, ^ = 0 . (2.89)
Substitution of Eq. (2.86) into Eq. (2.84) gives
^ + x + ex2 + e2/3x3=0. (2.90)
Transforming from the independent variable t to the new variable 8, where
0 = w(e)i = 1 + ewi +e 2 a) 2 + 0(e 3 ), (2.91)
allows x(t) to be expressed as
x{9, e) = x0{6) + exi(0) + e2x2{0) + 0 ( e 3 ) . (2.92)
Substituting Eqs. (2.91) and (2.92) into Eq. (2.90), and using the notation, x(8) =
dx/d0 and x(0) = cPx/dQ2, the following equations are obtained for x o (0), xi(6),
and x 2 (#):
xo + x o = 0 , (2.93)
Xi + X] = — 2u>1x0 — axl, (2.94)
x 2 + x 2 = -2wiXi - (2u>2 + wj)x 0 - 2ax 0 xi - /3XQ, (2.95)
where these equations should satisfy the initial conditions:
x 0 (0) = a, x„(0) = 0, (2.96)
x 1 (0) = x 1 (0) = 0, (2.97)
x 2 (0) = x 2 (0) = 0. (2.98)

The solutions to these differential equations are
XQ(6) = a cos 0, (2.99)
xi(6)= I— 1 ( - 3 + 2 cos 0 + c o s 20), (2.100)
- W - O K - ^ — (T) cos 20
/2<* 2 +3/?\
(2.101)
V 32 y
with
Wi = 0 , CJ2 =
9/9 - 10
24
^y. (2.102)
Putting all of these results together gives
z(0, e) = <zcos0 + e
f> 3 + 2 cos 0 + cos 20]
A 74a 2 - 2 7 ^
+€
(T) ~ t t
' +
l 288 ,
')COSe
' 2 a 2 + 3/9
?- ) cos 20 + f — J , "'" ] cos 30 + 0 ( e 3 ) , (2.103)
+ 32 )
where 0 = wt and
2 f9p - 10a
W(e) = l + e2^ -)a2 + 0(« • ) ■ (2.104)
"24
In terms of the original variable y = ex, the last two expressions can be rewrit
ten, using A = ea, to the forms:
y(6, A) = A cos 0 +
:i> 3 + 2 cos 0 + cos 20]
/174a 2 - 27/9
+ if) - " ' H 288~")|C ° S *
^)cos20+(^^)cos30 + 0(A3), (2.105)

+
u{A) = 1 + A 2 ( 9 / ? ~ 2 4 1 0 a 2 ) + 0{A% (2.106)
where
0 < A < 1. (2.107)
In summary, Eq. (2.105) is the solution to the mixed parity nonlinear oscillator
equation of motion when the amplitude of oscillation is small [20]. Further, the
effects of the y2 term appear in the solutions before that of the y3 term. To obtain
these results, scaling [21] and the Lindstedt-Poincare perturbation method were
used to calculate a uniformly valid solution to the scaled differential equation.
2.4.6 Discussion
For all of the examples considered in this section, the frequency u is a function
of the small parameter e and the initial amplitude y(0) = A, i.e.,
u = w(A,e). (2.108)
Note that in each case, when e goes to zero, the frequency goes to one, and Eq. (2.1)
becomes
J2„-
cPy
+ y = o,
dt2
with initial conditions (2.109)
dy(0)
y(o) = A, dt
where (2.110)
m =Limy(t,e)
€—+0
These equations have the solution (2.111)
m = A cos t. (2.112)
This function is called the generating solution for the perturbation problem and
corresponds to the first approximation in the perturbation method [2].
In general, the frequency cannot be determined a priori for a given nonlinear

perturbation problem. First, the initial amplitude must be given and only then can
the frequency be calculated from the perturbation expansion procedures.
However, for the van der Pol equation, the initial amplitude A was found not
to be arbitrary, but to have a definite value: A = Ao = 2. This result was obtained
from the elimination of secular terms at the next level of the perturbation procedure.
This type of behavior is an example of a so-called self-excited oscillator, and the
periodic solution corresponds to a limit cycle [22]. Systems of this kind can have a
number of stationary states of oscillation (limit cycles), each of definite amplitude
and frequency. This means that the asymptotic (t —> oo) behavior of the system is
determined not only by the initial conditions, but, also by the internal parameters of
the system. If a self-excited oscillator has initial conditions such that it is not in one
of its stationary states, then the amplitude will change as a function of time until
it reaches one of its stable stationary states. The Lindstedt-Poincare perturbation
method applied to these types of problems will only give the stationary states or
limit cycles. This procedure cannot determine the transitory behavior of the motion
or the stability properties of the limit cycles. These and related issues will be the
focus of Chapter 3.
2.5 Existence of a Periodic Solution
This section examines the conditions for obtaining periodic solutions to

Eq. (2.1) within the context of the perturbation method. The following procedure
gives results correct to terms of order e. A rigorous justification of the existence
of periodic solutions on use of the perturbation method is given in Minorsky [2],
Stoker [5], and Struble [23].
2.5.1 Two Conditions

where e is a small positive parameter, F is a polynomial function of its arguments,

and the initial conditions are
y(0) = A, « = 0. (2.114)
As in the previous sections, let 8 = uj(e)t and expand y(8) and u>(e) in series in e,
i.e.,
y(0,e) = yo(8) + eyi(8) + O(e2), (2.115)
w(e) = 1 + ewi + 0 ( e 2 ) . (2.116)
The following differential equations are, respectively, satisfied by yo(8) and J/i(#):
j/o + yo = 0, yo(0) = A, y 0 (0) = 0, (2.117)
yi + y i = -2u>iy 0 + F(y 0 ,yo), (2.118a)
yi(0) = 0, yi(0) = 0. (2.118b)
The solution for yo(0) is

y0(0) = Acose. (2.119)
Substituting Eq. (2.119) into the right-side of Eq. (2.118a) gives
y'i+yi =2uiAcos8 + F(Acos8,-Asm6). (2.120)
The solution of Eq. (2.120) subject to the initial conditions in Eq. (2.118b) is
f9
y i ( 0 ) = / [2wj A cos r + F ( A C O S T , - A s i n r ) ] - s i n ( ( 9 - T ) d T . (2.121)
The generating function yo{8) is periodic with period 2n. If y\{0) is to be

periodic with period 27r, then
Vi(*) = Vi(* + 2ir), vi(fl) = yi(» + 2jr). (2.122)

Since yi (0) = 1/1 (0) = 0, these conditions become
yi(2ir)«0, yi(2ir) = 0. (2.123)
Applying these results to Eq. (2.121) gives
r2w
/ [2o>iAcosr + F(A cos r, -A sin r)] sin T dr = 0, (2.124)
Jo
j [2U>IACOST + F ( A C O S T , - A s i n r ) ] c o s r d r = 0. (2.125)
Jo
The second relation uses the fact that the derivative of Eq. (2.121) is
yi(0)= j [2wj A cos r + F( A COST, - A s i n r ) ] cos(0 - r)dr. (2.126)

Jo
Since
I-2TT r2n
/ cos T sin r dr = 0, / cos2 r dr = 7r, (2.127)
Jo Jo
these equations become
/•2ir
P(A) = / P(A cos r, — A sin r ) sin r d r = 0, (2.128)
Jo
r2ir
Q(A,W1) = 2TTOJ1A+ / F(A COST, — A s i n T ) c o s r d r = 0. (2.129)
Jo
Thus, to terms of order e, Eq. (2.113) has a periodic solution provided the conditions
of Eqs. (2.128) and (2.129) are satisfied.
If F(y,dy/dt) is a polynomial function of its arguments, then P(A) is also a
polynomial function of A. Now denote the real roots of P{A) = 0 by {Ai} where
i = 1 , 2 , . . . , I. Corresponding to each A{, there is a correction to the frequency d)J''
given by the solution to Eq. (2.129). The particular periodic solution obtained by
Eq. (2.113) is
yW(8, e) = At ooa[u®i] + O(e), (2.130)
(i)
w = 1 + eu>(,) + 0 ( e 2 ) . (2.131)
The following discussion examines a number of special cases that occur for
particular choices of the function F,
2.5.2 F a Function Only of y
Assume F to be a function only of y, i.e.,
F = F^y). (2.132)
Let u = .A COST; then du = —Asmrdr, and u = A when r is 0 or 27r. Thus

Eq. (2.128) becomes
P(A) = - f F!(u)du = 0. (2.133)

JA
This means that Eq. (2.128) can be satisfied for any value of A; consequently,
y(0) = A can be prescribed arbitrarily. Given an A, the frequency correction u\ is
/■2ir
(—— ] I Ft(ACOST) COST dr. (2.134)
Observe that ii F\(y) contains a term aij/ 2 ", where n is a non-negative integer,
then its contribution to u)\ is
Wl = - ( a i ^ a " ~ ' ) / " ( c o s r ^ + M r = 0. (2.135)
Therefore, even power terms in the force function do not contribute to the frequency
correction in first-order perturbation methods.
If Fi(y) has a term a 2 j / 2 n + 1 , then
l2n\ /-2JT
WI = _ ( ^ p ) I "(cos T)2n+2dT / 0. (2.136)
Thus, odd power terms in F\(y) do contribute to a first order in e frequency shift.
In summary, the frequency correction u>i obtained by first-order perturbation
methods is an even power function of the amplitude A if F is a polynomial function
of y.
Example 1

^ 2 + V = ey2, (2.137)
dt
where F = y2. In this case, Eq. (2.134) is
ui=- ( -)/ (A2 cos 2 r ) COST dr

\2nAj J0 K
= - C£\ f ' Q J (3 cos T + cos 3r)dr = 0. (2.138)
This result gives for the frequency
w(e) = l + 0(€ 2 ). (2.139)
Example 2
§ + !/ = - q / 3 , (2.140)
has Fi(y) = —y3- Therefore, the frequency correction is
Wl
-fedC *-''*-¥■■ <2ui>
Thus, this nonlinear differential equation has a periodic solution of amplitude A
and frequency
u;(e) = l + e(jpj+0(e2). (2.142)
2.5.3 F = Fl(y)-C(dy/dt)
Let F have the form
F
(y^)mF^-c% c > 0
- (2 143)
-
This care corresponds to a conservative oscillator with linear damping. A calculation

of P(A) for this case gives
P(A) = nCA = 0. (2.144)
Since C > 0, then A must be zero. Thus, the only periodic solution is the state of
equilibrium.
2.5.4 F a Function Only of dy/dt
Let the function F be a function of dy/dt only. Then
F2(y) = F2(-Asmr), (2.145)
and Eq. (2.129) gives

/•2ir
2TTUI1A = - F2{-A sin T) COST dr = 0. (2.146)
Jo
Thus, the frequency correction a>i is zero. This means that t<j(e) has the form
w{e) = \ + 0{e2). (2.147)
Let F2(dy/dt) be a polynomial function of dy/dt. There are two cases to be

2n
examined. If a term bi(dy/dt) appears in F2, then it makes a zero contribution
to P(A). This follows directly from the following result:
i-2rr
P(A)= 6 i A 2 n ( s i n r ) 2 n s i n r d r = 0. (2.148)
./o
Second, consider a term of the form b2(dy/dt)2n+1. Its contribution to P{A) is
generally nonzero:
P(A) = - f * b2A2n+1(smr)2n+2dT + 0. (2.149)

Jo
Note that even power terms, (dy/dt)2n, act like the powers of coordinates in
that they do not cause a damping of the amplitude with time. Systems for which
2"
dy
y (2.150)
( • ■ * ) - ^Tt
are called generalized conservative systems.
Example 3
Let
*(s)-s-G)@y-
Then
P(A) = -nA (l - ^-) = 0, (2.152)
and P(A) is zero for either A = 0 or A = ±2. Thus, the nonlinear differential equa
tion corresponding to this function, F2(dy/dt), has a nontrivial periodic solution
with amplitude A = 2 and a frequency given by Eq. (2.147). This solution is a limit
cycle.
2.5.5 F = F3(y)dy/dt
This case corresponds to the differential equation
Calculation of P(A) gives
P(A) = / FZ(ACOST)(—A sin r ) sin T dr

Jo
I-27T
= -A F3(AcosT)sm2Tdr. (2.154)
./o
In general, the integral
/•2?r
P1(A)= F3(AcosT)sm2TdT (2.155)
Jo
is not identically zero. Hence, the amplitudes of the periodic solutions are given by
the real solutions of the equation
P(A) =-APÂ) = 0. (2.156)

Substitution of this form for F into Eq. (2.129) gives for ui the expression
/■2n
2iruiA = - FZ(A cos T)(-A sin T) COST dr. (2.157)
Jo
Now for any F3(A cos T), the integral on the right-side of Eq. (2.157) is zero. There
fore, the correction to the frequency is zero in order e of the perturbation calculation,
i.e.,
w(e) = 1 + 0{e2). (2.158)
2.6 Shohat Expansion
A method was developed by Shohat [24, 25] that apparently gives an expression
for the periodic solutions to Eq. (2.1) that are accurate not only for small e, but for
all e > 0. The procedure applies to those differential equations that have periodic
solutions for all e > 0. The method is illustrated by considering the equation
g + ,W = 0, 2/(0) = 1, « = 0 . (2.159)
The change of independent variable 9 = ui(e)t gives
u2y + y + ey3 = 0, y(0) = 1, y(0) = 0, (2.160)
where
dy cPy
V (2.161)
dO2'
2
Multiplying Eq. (2.160) by e gives
(euj)2y + e 2y + e y =o (2.162)
Now define p(e) as

P= (2.163)
and expand £u> in the following manner:
eu = p + c2p2 + c3p3 + ■ ■ ■. (2.164)

This form of the expansion for u> is determined by the requirement that w(0) = 1.
Let y have the expansion
y = wo(tf) + m((>) + p2y*{0) + ■•■■ (2-165)
Substituting Eqs. (2.163), (2.164), and (2.165) into Eq. (2.162) and collecting terms
of the same power of p together gives for ya{9), yi(0), and y 2 (#) the following
expressions:
yo + yo, yo(0) = l, y„(0) = 0, (2.166)
y'i + yi = -2c 2 yo - 2y0 - y30, (2.167a)
y 1 (0) = y 1 (0) = 0, (2.167b)
h + V2 = ~2c2y\ - (c\ + 2c 3 )j/ 0 - 3y0 - 2yx - Zylyi - 3y„, (2.168a)
y 2 (0) = y 2 (0) = 0. (2.168b)
The solution to Eq. (2.166) is ya{6) = cosO. Substituting this into Eq. (2.167a)
gives
y'i + y i = (2c 2 - — j c o s f l - ( - J c o s 3 0 . (2.169)
Elimination of the secular term in the solution for y\(0) requires
c2 = — = 1.375. (2.170)
o
The solution for y\{8) is then
yi(0)= Q-)(cos30-cos0). (2.171)
The Eq. (2.168a) becomes, after substituting yo(#), yi(#), and c 2 , into its right-
side:
h+V2= (*<* - ^ J cos 6 - f l ) cos 30 - (~j c o s 50. (2.172)

Again, elimination of the secular term in the solution for j/2(<?) gives
427
C3 = = 1 668 (2173)
256 ' '
and the solution to Eq. (2.172), with initial conditions of Eq. (2.167b), is
y2{0) = ( —— ) (cos 50 + 8 cos 3 0 - 9 cos 0). (2.174)
Thus, to the third approximation, in p(e), the solution to Eq. (2.159) is
y(0,e) = cos9 + p( —) (cos 30 - cos 0)
+ ^ ( — ^ - J (cos 50 + 8 cos 30 - 9cos0) + 0(p3), (2.175)
w{e)=P+ (2i76)
{Y)P2+(ny+°{n
where
P =■£-.. (2-177)
The Shohat expansion has also been applied to the van der Pol equation, i.e.,
_ + y = e (l- y )_. (2.178)
The obtained solution is
y(0, e) = 2 cos 0 + p ( - j (3 sin 0 - sin 30)
+p2(h)
(—16 cos 0 - 24 sin 0 + 24 cos 30 + 72 sin 30 — 5 cos 50)
+ 0{p%
where 0 = wi and (2.179)
eu = p + p2 +
G?>' + (iy +o <' ! >- <2i8°»
The values of u(e), given by Eq. (2.180), were compared with values of w(e)
determined by a graphic technique for 0 < e < 10. The two results differed by
approximately 5% [24]. It was suggested, without proof, that the Shohat series
converges for all positive values of e.
Problems
2.1 Apply the "naive" perturbation expansion
y = yo(t) + eVl(t) + e2y2{t) + 0(e2),
to the linear damped oscillator
cPv dy
Is the expansion uniformly valid?
2.2 Derive Eqs. (2.18), (2.19), and (2.20).
2.3 Apply the Lindstedt-Poincare method to the linear damped oscillator of Prob
lem 2.1. Show that the only periodic solution is y(t) = 0.
2.4 Use the Lindstedt-Poincare method to obtain uniformly valid solutions, to

terms of order e 2 , for each of the following equations:
-~ + y + f(y3 + Py5) = 0 (a)
<?y ( i.dy
+y l y)
-d¥ =<- H ^
cPy , M
(;/2-l)| + ^ = 0 (c)
where /? is a constant of order one.
2.5 In constructing a uniformly valid solution for the van der Pol equation, the
amplitude was determined by the condition
The solution A = 2 was selected. However, a second solution exists, namely,

A = —2. What changes occur in the solution y(8, e) if A = —2 is used? Is there
a fundamental difference between the two solutions for y(6, e)1
2.6 Prove that if A0 is a root of Eq. (2.128), then -A0 is also a solution.
2.7 Apply the methods of Section 2.5 to the following nonlinear differential equa
tions, and determine the amplitude and the correction to the frequency for
possible periodic solutions:
g + .-O-M)* W
jp + v + Ay\y = o (c)
— + y + e(l-3y + y ) - . (d)
2.8 Show that Eq. (2.121) is the solution to Eqs. (2.118).
2.9 Derive the results of Section 2.6.5 by starting with the equation
cPx ~ (dx\
and taking its derivative. Note that the above differential equation is an ex
ample of the case given in Section 2.5.4.
2.10 Use the Shohat expansion to obtain Eqs. (2.179) and (2.180) for the van der
Pol equation.
References
1. H. Poincare, New Methods in Celestial Mechanics, Vols. I, II, and ///(English

translation, NASA Reports TTF-450, -451, -452; 1967).
2. N. Minorsky, Nonlinear Oscillations (Robert E. Krieger; Huntington, NY;

1926). See Chapters 9 and 10.
3. A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973). See Sections 1.1,
2.1.1, and 3.1.
4. A. H. Nayfeh, in Progress in Astronautics and Aeronautics, Vol. 17, Methods in

Astrodynamics and Celestial Mechanics, R. L. Duncombe and V. G. Szebehely,
editors (Academic, New York, 1966). See pp. 139-157.
5. J. J. Stoker, Nonlinear Vibrations in Mechanical and Electrical Systems (Inter-

science, New York, 1950).
6. N. W. McLachlan, Ordinary Nonlinear Differential Equations in Engineering

and Physical Sciences (Clarendon Press, Oxford, 1950).
7. A. A. Andronov, A. A. Vitt, and S. E. Khaikin, Theory of Oscillators (Addison-

Wesley; Reading, MA; 1966).
8. R. Bellman, Perturbation Techniques in Mathematics, Physics and Engineering

(Holt, Rinehart and Winston; New York, 1966).
9. C. M. Bender and S. A. Orszag, Advanced Mathematical Methods for Scientists

and Engineers (McGraw-Hill, New York, 1978).
10. A. H. Nayfeh and D. T. Mook, Nonlinear Oscillations (Wiley-Interscience, New

York, 1979).
11. A. H. Nayfeh, Introduction to Perturbation Techniques (Wiley-Interscience,

New York, 1981).
12. J. A. Murdock, Perturbations: Theory and Methods (Wiley-Interscience, New

York, 1991).
13. A. Lindstedt, Astron. Nach. 103, 211 (1882).
14. J. Shohat, J. Appl. Phys. 15, 568 (1944).
15. See reference 12, pp. 73-74, and pp. 160-164.
16. See reference 7, pp. 149-150.
17. H. P. W. Gottlieb, J. Sound and Vibration 152, 189 (1992).
18. B. N. Rao and S. R. R. Pillai, J. Sound and Vibration 154, 173 (1992).
19. B. N. Rao, J. Sound and Vibration 154, 573 (1992).
20. R. E. Mickens, J. Sound and Vibration 167, 564 (1993).
21. P. B. Kahn, Mathematical Methods for Scientists and Engineers (Wiley-

Interscience, New York, 1990). See Section 14.4.3.
22. See reference 2, pp. 341-343, and reference 7, pp. 199-208.
23. R. A. Struble, Nonlinear Differential Equations (McGraw-Hill, New York,

1962). See pp. 215-219.
24. J. Shohat, J. Appl. Phys. 15, 568 (1944).
25. R. Bellman, Quart. Appl. Math. 13, 195 (1955).

Chapter 3
M E T H O D OF K R Y L O V - B O G O L I U B O V - M I T R O P O L S K Y
3.1 Introduction
This chapter treats a second method of determining perturbation solutions to

the nonlinear oscillator differential equation
£+—"('■£)■ »<'<'• <»>

The method was developed by Krylov and Bogoliubov [1] and first appeared in
published form in 1937. This method has been extended and justified mathemat-
ically by Bogoliubov and Mitropolsky [2]. The major advantage of the method is
that it not only enables the determination of the steady-state periodic motions,
but also allows the determination of the transitory behavior of the motion to a
periodic solution. This is not possible within the context of the Lindstedt-Poincare
method which can give the periodic solutions, but not the stability of the (limit
cycle) solutions.
A closely related first order technique is that of van der Pol [3], who proposed
a method of slowly varying coefficients for the evaluation of periodic oscillations of
certain nonlinear phenomena in electron tube oscillators. The Krylov-Bogoliubov
method has been further extended by Popov [4] and Mendelson [5] to the analysis
of transient nonlinear oscillations that are described by a differential equation of
the form
g + 2 p | + ^ = ^ ( y , | ) , 0<e«l, (3.2)
where p and q are real constants, with p > 0. Another technique of interest is
described by Struble [6] for treating weakly nonlinear oscillatory systems having
equations of motion of the form given by Eq. (3.1).
In Section 3.2, the first approximation of Krylov and Bogoliubov is derived. To
illustrate the method, several examples are worked out in Section 3.3. Section 3.4
86
METHOD OF KRYLOV-BOGOLIUBOV-MITROPOLSKY 87
gives the general method of Krylov, Bogoliubov, and Mitropolsky which allows the
determination of the solution to any order of e. In addition, the procedure is given
for the case where the right-side of Eq. (3.1) has nonlinear terms of orders t and e2,
(33
"(-^"('■D+M**)- ->
Section 3.5 applies these procedures to several examples, and solutions are calculated
to second order in e. In Section 3.6, the issue of "spurious limit cycles" is investigated
[7, 8]. These are limit cycles that appear in higher order approximations, but do
not correspond to an actual limit cycle of the system. Finally in Section 3.7, a
discussion is given of the generalized Krylov-Bogoliubov method applied to oscillator
differential equations having the form
g+vW(„£). (-»
3.2 First Approximation of Krylov and Bogoliubov
3.2.1 Technique
If e = 0, then Eq. (3.1) reduces to the linear equation
^ f + y = o. (3.5)
dt
The general solution and its derivative are given by the following expressions
y = acos(i + </>), (3.6a)
^ = -asin(i + ^), (3.6b)
where a and <j> are arbitrary integration constants.

For 0 < t <C 1, assume that Eq. (3.1) has a solution of the form
y = a(t)cos[t + <t>(t)}, (3.7)

where a(t) = a(t, e) and <b(t) = (p(t, e) are functions of both t and e. In addition,
assume that the derivative of this assumed form for the solution is
^ = -a(t)sm[t + cp(t)]. (3-8)
Differentiating Eq. (3.7) gives
dy da . d<p . . „„,
—- = — costp — asmip — a — simp = —asmxp, (<>™)
dt dt dt
provided that
— cos tb — a—— sinib = 0, (3.10)
Y
dt dt
where xp(t) = t + <b(t). Differentiating the assumed form for the derivative, Eq. (3.8),
gives
d*y da deb
-TIT = —7- simp — acosip — a — costp. ("■*■*■)
dtz dt dt
Substituting Eqs. (3.7), (3.8), and (3.11) into Eq. (3.1) gives
da . dd> . , .
— sin ib + a — cos y> = —er [acos ip, —asiarp]. (3-12)
dt dt
Equations (3.10) and (3.12) are both linear in the derivatives da/dt and ad(j>/dt.
Solving for them gives the following expressions:
da
— = — eF(acosip, — as'mip)smip (3.13)
d<j> ft\
—r- = — ( - \F(a cos rp, — a simp) cos ip (3-14)
i>{t)=t + <b(t). (3.15)
Note that these are the exact equations for a(t, e) and <fi(t, e) when the assumed
solution for y and its derivative take the forms given by Eqs. (3.7) and (3.8). These
equations are coupled, first order nonlinear differential equations and, in general,
axe quite complex in structure.
The derivation of the first approximation of Krylov and Bogoliubov begins with
the Fourier expansion of Fsinip and Fcosip. This can, in general, be done because
both of these functions are periodic functions of xp with period 2n. This follows
from an examination of the right-sides of Eqs. (3.13) and (3.14). Therefore,
oo
Fsin^> = K0(a)+ ^ [Km(a) cos(mip) + Lm(a)sin(mip)}, (3.16a)

m=l
oo
Fcost/> = P 0 (a) + J2 [Pm(a) cos(mi/>) + Q m (a)sin(rm/>)], (3.16b)

m=l
where
K0{a)=f^-jf FsinV>#, (3.17a)
Km(a)=(-j Fsimp cos(mip) dip, (3.17b)
p0(a)=/J_j/" F cosiP dtp, (3.17c)
Pm(a) = [ - ) / F cos ipcos(mip) dip, (3.17d)
Lm(a)=(-j F simp sin(mip) dtp, (3.17e)
Qm(a) = ( - ) / FcosV>sin(m^)#. (3.17f)

Thus, Eqs. (3.13) and (3.14) can be written
— = -eK0(a) - e^2[Km(a)cos(mip) + Lm(a)sin(mip)], (3.18a)

dt
d4
- Q P 0 (o) - Q f^ [Pm(a) cas(rmp) + Q m ( a ) sin(m^)]. (3.18b)
dt
The first approximation of Krylov and Bogoliubov consists of neglecting all the
terms on the right-side of Eqs. (3.18) except for the first; that is
— = — eKo(a) = — ( — I / F(acosxp,— a simp) simp dtp, (3.19a)

dt \2irJ J0
^ = -(~\p0(a) = - ( 5 7 - ) / ' F(acosi>, -asin ij>) cos ipdrfr. (3.19b)
A heuristic justification for the first approximation is as follows. The right-

hand sides of Eqs. (3.13) and (3.14) are periodic functions of ip with period 2TT. If
F(w,u) is a polynomial function of w and u, then over any interval of 2ir in ip, F
is bounded. Therefore,
l - O W , g=0(«>, (3.20)
and for 0 < e <C 1, these derivatives change very little over any if> interval of 2ir.
Averaging the right-side of Eqs. (3.13) and (3.14) over the interval 2n in ip, for
which a and </> are taken to be constants, the Eqs. (3.19) are obtained.
A rigorous justification of the first approximation of Krylov and Bogoliubov can
be given [2]. It follows naturally from the general method of Krylov, Bogoliubov,
and Mitropolsky which is discussed in Section 3.4.
In summary, the first approximation of Krylov and Bogoliubov to the oscillatory
solution of
cPy
+y eF (y dy\
0<£<<1
J = { >i)' ' < 3-21)
is
y(t, e) = a(t, e) cos[t + cj>(t, e)], (3.22)
where a(t, e) and <f>(t, e) are solutions to the following system of first order differential
equations:
da fe\ f2n „ ,
-77 = ~ ( 2 ^ ) / nacosVs-asint/>)sinV>#, (3.23)
d<j>
[-z—) / F(a cos ip,-a simp) cos ip dip. (3.24)
~dl
These two equations can be written as
da
— = eA1(a), (3.25a)
dd>
-£ = eBi{a). (3.25b)
The general procedure consists of solving Eq. (3.25a) for a — a(t, e) and substituting
this result into Eq. (3.25b) and solving for <j> = (f>(t,e).
3.2.2 Two Special Cases
Let F be a function only of y, i.e.,
F 2/
( 'f) =i?l(!/) - (326)
For this case, the equation for a(t) is
da ( e \ f2*
— = - ( — ] / Fi(acosV>)sin</>#. (3.27)
The integrand is an odd function of ip and thus the integral is zero. Consequently,
a{t,e) = A, (3.28)
where A is a constant, and <j>(t, e) is given by the expression
4>{t,e) = eQ.{A)t + 4>o, (3.29)
where (f>o is a constant and
ft(A) = - ( - ! — ) / Fi(Acos!/>)cosV>#. (3.30)
Thus, for the case where F depends only on y, the first order solution is
y = Acos{[l + ett(A)]t + <j>0}. (3.31)
This case corresponds to a conservative oscillator. The effect of the nonlinearity is

seen in the fact that the frequency of the oscillation, w = 1 + efl(A), depends on
the amplitude A of the motion.
For the second case, let F depend only on dy/dt, i.e.,
4SH(sy ^
Thus,
-^ = - ( - ^ - ) / F2(-a sinVO cos i/> dip. (3.33)
at \2naJ J0
If F2(v) is an even function of v, then this case reduces to that of the previous
situation discussed above. If F2{v) is an odd function of v, then
^ = 0 = > t f * , e ) = *o, (3-34)
j - = -(Y) j 'F2(-asin4>)smil>dxl> = eAx{a). (3.35)
Real, positive solutions of Ai(a) = 0 give the amplitudes of the limit cycles. If these
are denoted by o;, then the first approximation to the i-th limit cycle is
yW = a< cos(i + <£„), t = l,2,...,J, (3.36)
where I is the total number of positive solutions to A\(a) = 0. For arbitrary initial
conditions, the oscillation has a variable amplitude and a frequency aj(e) = l + 0 ( e 2 ) .
3.2.3 Stability Properties of Limit Cycles
In the first approximation of Krylov and Bogoliubov, the variation of the am
plitude with time is given by the first order differential equation
da
— = eA1(a). (3.37)
Theoretically, this differential equation can always be integrated, but the integra
tion can be quite difficult in certain cases. However, valuable information can be
obtained concerning the behavior of the solution a(t) by considering the properties
of Ai(a). In the material to follow, it is assumed that e > 0.
Since the purpose of this book is to discuss techniques for constructing ap
proximations to the solutions of differential equations modeling "physical" systems,
the following assumption is generally understood to hold: There exists no positive
value a = a* such that A\(a) > 0 for all a > a*. If such a value of a existed, then
selecting the initial value of the amplitude to be greater than a* would lead to an
unlimited increase in the amplitude. From a physical point of view, it is expected
that systems of interest be bounded in space [10]. Of course, mathematical models
can be constructed that violate this requirement. However, even for these cases,
the general results to follow hold.
Inspection of Eq. (3.37) shows that when Ai(a) > 0 the amplitude increases,
and when Ai(a) < 0, the amplitude decreases. Stationary values of the amplitude
are determined by the condition
Ai(o) = 0. (3.38)
Thus if the initial amplitude, a(0) = oo, is not stationary [i.e., Ai(ao) ^ 0], then
the amplitude increases monotonically if A\(a0) > 0 and decreases monotonically
if Ai(ao) < 0. With increase in time, the amplitude will tend to a stationary value.
This means that a nonstationary oscillation approaches a stationary one with the
passage of time.
If, for example, the function F(y,dy/dt), in Eq. (3.1), depends only on y,
then Ai(a) is identically zero. For this case, any oscillation is stationary. Physical
systems modeled by these types of functions
^ + y = eFl(y), (3.39)
are called conservative and correspond to the total energy being constant [11]. A
detailed discussion of conservative oscillatory systems is given in the book by An-
dronov, Vitt, and Khaikin [11].
Assume that A\(a) is not identically equal to zero and let a\ be one of the
positive roots of Eq. (3.38), i.e.,
A 1 (a 1 ) = 0, a!>0. (3.40)
This value for a corresponds to a stationary state. An issue of major importance

is the stability of this stationary state. The following discussion shows how to
determine the stability of the stationary states using a so-called linear stability
analysis.
To proceed, let a(t) be a solution close to a\, i.e.,
a{t) = 0l + j3(t), (3-41)
where j3(t) is "perturbation" and satisfies the condition
|/3(0)| « 1. (3.42)
Thus, substituting Eq. (3.41) into Eq. (3.37) gives
d
Jt = eAy (a, + /?) = eA1 ( a , ) + e ^ ^ /? + 0(/? 2 ). (3.43)
The linear stability equation is
Note that this result follows from the fact that Ai(a) = 0 and the neglect of higher
order terms in /9. The solution to Eq. (3.44) is
/?(*) = /3(0)e eRt . (3.45)
Observe that the small initial perturbation /?(0) increases with time if R > 0, while
it decreases with time if R < 0. Thus, the stationary amplitude nj has the following
(linear) stability properties:
a(t, e) = a! is linearly stable if R < 0; (3.46)
a(t, e) = a\ is linearly nonstable if R > 0. (3-47)
Equation (3.38) always has at = 0 as a root. If
AAi(O)
> 0, (3.48)
da
then the state of equilibrium (i.e., a = 0) is unstable. If
< 0, (3.49)
da
the state of equilibrium is stable. Equation (3.48) represents the condition for self-
excited oscillations if one or more limit cycles exist. If the condition of Eq. (3.48)
holds, then a small perturbation away from equilibrium causes the amplitude to
increase to finite values with increase of time. The condition of self-excitation is
not essential for the existence of stable stationary oscillations. All that is required
is the existence of at least one root to Aj(a) = 0 that satisfies Eq. (3.49).
3.2.4 Equivalent Linearization
Krylov and Bogoliubov [1] developed a method of equivalent linearization in

which a nonlinear differential equation, of the form Eq. (3.1), is replaced by an
equivalent linear differential equation with the property that the stationary solutions
of the two equations differ from each other by terms of order e2 This method and its
generalization, often called the describing function method, have found important
uses in the theory of control systems [13, 14].
= ? + ' - * (»■!)• <"•>

In the first approximation, the solution takes the form
y = acosip, (3.51)
where o and ip satisfy the equations:
j / , \ /•2T
—- = — ( — I / F(acostp, — asini/>)sinip dip (3.52)
dt \2nJ J0
^ = «,(«), (3.53)
and
Ma)] 2 1—1-—| / F(a cos tp,— a sin ip) cos ip dip

\2traJ Jo
- ( — ) / F(acos ip,-a sin$) cos ip dip + 0(e2). (3.54)
Now define two new functions, Ke(a) and A e (a), as follows:
Ke{a) = 1 cos ib dip, (3.55a)

W Jo
Ae(a)=( — j / Fsinxpdip. (3.55b)
Thus, the equations of the first approximation can be written
da "Ae(a)
(3.56a)
di
<hp_
ue(a) = \Ke{a)]ll\ (3.56b)
~dt
Differentiate Eq. (3.51) twice and use Eqs. (3.56) to obtain
dy . fX.\
— = — ame sin ip — I — I a cos \b (3.57)
and
d?y A2\
-J-T = —au>e cos ip + \eauje sin ip + I —■ 1 a cos ip
+ (T>°^+(£)(T>!^
dy fdX\ (V
©
du>e
ay. (3.58)
This last equation can be rewritten to the form
(3.59)
where the following have been used, based on Eqs. (3.54) and (3.55b):
Ae(a) = 0(e), ^ = 0(e), ^ = 0(e). (3.60)
Thus, the first approximation of Krylov and Bogoliubov gives a solution to Eq. (3.50)
that also satisfies the above linear differential equation to terms of order e 2 . Note
that this is precisely the accuracy with which the first approximation determines the
solution to Eq. (3.50). From this viewpoint, the first approximation to the solution
of nonlinear Eq. (3.50) and the solution to the linear Eq. (3.59) are equivalent.
The function \e(a) is called the equivalent coefficient of damping, while Ke(a)
is the equivalent coefficient of elasticity.
Comparing Eqs. (3.50) and (3.59), it is clearly seen that the latter equation can
be obtained from the former one by replacing the nonlinear term with the following
linear term:
eF V
( ' f ) ■" " {[K'{a) ~ 1]V + Ae(a) f } ' (36
where Ke(a) and A e (a) are given by Eqs. (3.55).
In the remainder of this section, two examples are given to illustrate the method
of equivalent linearization. Additional details of the procedure and examples are
given in the book by Minorsky [12].
Consider the differential equation
^ + y + ey3=0. (3.62)
Here F = -y3 and
Ke(a) - 1 = (~) I " cos4 ^ # = ~ , (3.63)
\e(a) = - (—\ f cos3 $ sin ^ d$ = 0. (3.64)
The equivalent linear equation corresponding to Eq. (3.62) is
g + (i + «fi,.o,
)v = o,
with
w.(a) = [Ke(a)\^ = 1 + *f + 0(e2). (3.66)
Note that Eq. (3.62) is a conservative oscillator, hence the amplitude a(t) is a
constant, i.e., a(t) = A. With this requirement the solution to Eq. (3.65) is
y = A cos
(1+ !£) t + <t>o (3.67)
This agrees with previous results for the perturbation solution to Eq. (3.62); see
Section 2.4.3.
Consider now the van der Pol oscillator equation
^ + !/ = e ( l - y ) - . (3.68)
For this case
and the functions Ke(a) — 1 and A e (a) are given by
Ke(a) - 1 = - (1 - a 2 cos if>)(-a sin </>) cos ipdip = 0, (3.70)
and
Xt(a)=(-J (l-a2cos2V)(-asint/))sinV'# = - e ( l - — ) . (3.71)
Thus, the linearized equation corresponding to the van der Pol differential equation
is
a2\
J~ { -T)i+y
e 1(*
= 0- < 3 - 72 )
d?y dv ,
Stationary solutions are obtained by requiring that the coefficient of the first deriva
tive be zero. This gives
e(l- j j = 0 = ^ a = 2. (3.73)
Note also that the frequency, from Eq. (3.70), is
w(e) = 1 + 0(e2). (3.74)
Thus, the stationary solution of both Eqs. (3.68) and (3.72) is
y = 2 cos(t+ </>„). (3.75)
3.3 Worked E x a m p l e s Using the M e t h o d of Krylov and Bogoliubov
3.3.1 Example A
Let F = — y 2 , then the corresponding differential equation is
^ + y + ey2=0. (3.76)
Applying the results of Section 3.2.2 gives
and
a(t,e) = A, <f>(t,e) = <f>0, (3.78)
where A and <f>o are constants.

Consequently, the solution of Eq. (3.76), using the first approximation of Krylov
and Bogoliubov, is
y = Acos(i + </>0). (3.79)
Thus, the first approximation gives exactly the same solution as the linear equation
obtained by letting e = 0. The amplitude is constant and the frequency is 1, that
is, co = 1.
3.3.2 Example B
§ + , + .(§)'-.. (,80)
For this case F = —(dy/dt)2. In the first approximation
and the first approximation solution is
y = Acos(t + 4>0), (3.82)
where A and <f>0 are constants. This is exactly the same-result obtained in Exam
ple A. Thus, when the nonlinear function is either — y2 or —(dy/dt)2 or a linear
combination of them, the first approximation is the same as in the linear case,
i.e., e = 0. The effect of the nonlinearity therefore shows up only in higher order
approximations to the solution.
3.3.3 Example C
The conservative differential equation
-J. + y + ey 3 = o (3.83)
has F = —y3. For this case
a(t) = A = constant, (3.84)
and 4>(t) is determined by the differential equation
Solving for <f> gives

<f>(t,e)=(^-\t + <t>0. (3.86)
Therefore, to first approximation, the solution to Eq. (3.83) is
3eA2N
y = A cos
[('♦¥) t + <f> 0
(3.87)
3.3.4 Example D
The linear damped oscillator is modeled by the following differential equation
<?y , „ dy
(3.88)
where F = —2dy/dt. The equations determining the phase and amplitude are
d<f>
= 0, (3.89)
dt
da fe\ f2* .a (3.90)
-^ = — I — I / a sin w #
<*< w . A >
The solutions are
<f>(t,e) = tQ, a(t,e) = Ae-et. (3.91)
Therefore, the first approximation of Krylov and Bogoliubov gives the following
solution to Eq. (3.88):
y = Ae~et cos(t + <j>0). (3.92)
This is to be compared to the exact solution
i
.2 \ 1/2
tl
(3.93)
y = Ae cos
[(* -J t + to
3.3.5 Example E
An oscillator with nonlinear damping is
<Py dy d
dt I =^ (3.94)
corresponding to
dy dy
F == — (3.95)
dt dt'
For this case

dcf>
— = 0 = ^ ( t , e ) = ô, (3.96)
and
da _2\ r2w
—— I / | sin ^ | sin2 i/> dtp
~dl K2* J Jo
(3.97)
= — I —— 1 / sin 3 ip di/> — / sin 3 ip dxj) 3TT
This last equation can be integrated to give
a0 (3.98)
a(t,e) =
Thus, the first approximation to the solution to Eq. (3.94) is
_ a 0 cos(t + </>p)
(3.99)
It is of interest to compare this solution for F given by Eq. (3.95) to that of

Example B for which F = —(dy/dt)2.
3.3.6 Example F
For Coulomb damping [15], the equation of motion is
*y , „ fdy\ C>0, (3.100)

— + y = -eCsgn(- ,
where
— (I)' (3.101)
and
+1, for x > 0,
sgn(x): (3.102)
-1, for x < 0.
The phase </>(i, e) is constant for this system and the amplitude equation is
da ( t \ f2nI
~dt~~~\2~) [-C sgn(-a simp)] simp dip
eC\ f2"
— ) / sgn(—a simp) sin ip dip
27I
7 Jo I*2TV f2n
I sin ip dip — I sin ip dip

2n J0 Jn
--a?)- if a / 0; (3.103)
and
da
if a = 0. (3.104)
Integrating Eq. (3.103), for a ^ 0, gives
a{t) = a0 - I |<, a 0 > 0. (3.105)
The motion will continue as long as a(t) > 0 and will cease for time fi = 7ra 0 /2eC.
Thus, the oscillation lasts for a finite time and the solution is given by the expression
(2eC
y(*,0 a0 - [ it cos(i + <j>0), (3.106a)
irao
for 0 < t < (3.106b)
2lC'
and
y(t,e) = 0, tart> wa0 (3.107)
2lC'
3.3.7 Example G
The nonlinear oscillator differential equation
cPy dy
+ y + € = 0, (3.108)
^ {dt+ar
has the function F equal to the expression
y (3.109)
dt '
where a is a constant of order one. The amplitude and phase equations are
da fea\ (3.110)
=
~dt ~\2J'
and
d(j> 3eaa2
(3.111)
~dl ~ 8
The corresponding solutions to these equations are
a(t,e) = Ae-et?2, (3.112)
et
<Kt,e)=<t>0-(^f-y- , (3.113)
where A and <f>o are constants. Thus, in the first approximation of Krylov and
Bogoliubov, Eq. (3.108) has the solution
(3aA2^
y = Ae~^2 cos t - f ^ p V ' * + <Po (3.114)
Observe that the frequency depends on the time, i.e.,
(3.115)
3.3.8 Example H
The last example is the van der Pol equation
-nr2 + y = e(l-y2)—, (3.116)

dt dt
where
'-<>-.■£■ (3.117)
The amplitude and phase satisfy the equations
-37=(—J / a(l — a2 cos2 xj>) sin2 ij> dip, (3.118)

-jr = ( — ) / (1 — a cos2 ip)sinip COST/' d%l>. (3.119)

dt \2nJ J0
The integrals can be easily evaluated to give
Hf)K). <»2»>
dd>
i = °- (3-121>
The solution to Eq. (3.121) is (j>{t,t) = <j>0. Multiplying Eq. (3.120) by 2a and
denning z = a2, the following equation is obtained
dz
(l - £) . (3.122)
ez
This is a separable equation whose solution is
(3123)
•-.+(«£-.)•
where z0 = [a(0)] 2 = A 2 . Therefore, the first approximation to the solution of the
van der Pol equation, according to the method of Krylov and Bogoliubov, is
^ 0 e 6 t / 2 c o s ( t + </.(,)
(3.124)
e( 1/2"
[l+(f)(e -l)]
This function represents an analytic approximation to the unique limit cycle of the
van der Pol equation.
Examination of Eq. (3.124) shows that for any initial conditions, the solution
y(t, e) approaches the function y = 2 cos(i + <ô), i.e., the function of Eq. (3.124) has
the property
Limy = 2cos(t + 0o) (3.125)
t—►OO
where in Eq. (3.124)

0 < A0 < oo, 0 < (j>a < 2TT. (3.126)
In more detail, if the initial amplitude is zero, i.e., Ao = 0, then a(t) = 0 for all
t, and y(t) = 0; this is the equilibrium solution of the van der Pol equation. From
Eq. (3.120), it follows that the solution a(t) = 2 is (linearly) stable since
^ ( o ) = ( f ) ( l - j ) , (3-127.)
^ } = -e<0. (3.127b)
da
(See the discussion of Section 3.2.3.) Likewise, the equilibrium solution is (linearly)
unstable since
^ l M = l > 0 . (3.127c)
da 2
In summary, the stationary periodic solution of the van der Pol equation does
not depend on the initial conditions. Its functional form depends uniquely on the
parameters of the differential equation itself. In the (y, dy/dt) phase plane, this
periodic solution or limit cycle corresponds to a closed curve. If 0 < e <C 1, the
closed curve is accurately approximated by a circle of radius two.
3.4. M e t h o d of Krylov-Bogoliubov-Mitropolsky
The method of Krylov and Bogoliubov [1] provides a first approximation to the
oscillatory solutions of the nonlinear differential equation
S+^^'D' °<£<<i- (3i28)
In the course of improving the first approximation, Krylov and Bogoliubov devel
oped a technique for determining the solution to any order in e. The technique was
then generalized and justified mathematically by Bogoliubov and Mitropolsky [2].
This section gives the details of this method applied to Eq. (3.128) and its extension
§+,_.„(, *) + , 0 (,*) (,129)

where both F and G are polynomial functions of their arguments.
3.4.1 y + y = eF(y,y)
Assume that the solution to Eq. (3.128) takes the form [2]
y = acosip + eu1(a,ip) + e2u2(a,ip) -\ , (3.130)
where the Ui(a, $) are periodic functions of </>, with period 2n, and the quantities a
and ij> are functions of time defined by the following equations:
da «
— =eAi(a) + (2A2(a)---, (3.131)
dib _
-^ = 1 + eBâ) + e2B2{a) ■ ■ ■. (3.132)
Note that the functions Ai(a) and B,(a) depend only on the ''amplitude" a.
The functions u;(a), A,(a), and B,-(a) are to be chosen in such a way that
Eq. (3.130), after replacing a and ip by the functions defined in Eqs. (3.131) and
(3.132), is a solution of Eq. (3.128). As soon as explicit expressions for the coef
ficients on the right-side of Eqs. (3.131) and (3.132) are obtained, the problem of
finding a solution to Eq. (3.128) is reduced to that of integrating Eqs. (3.131) and
(3.132). These equations have separable variables and if the Ai(a) and JB,(O) are
polynomial functions of a, then the integration of Eqs. (3.131) and (3.132) can be
done using standard integration techniques. However, if the Ai(a) are polynomial
functions of order greater than two, the resulting integrations do not lead generally
to solutions for a(t) that are expressible in terms of the elementary functions. In
any case, once a(t) is obtained, it can be substituted into Eq. (3.132) to give i/>(t).
In general, the determination of the coefficients of the expansions in

Eqs. (3.130), (3.131), and (3.132) do not present any theoretical difficulties. How
ever, the formulas for the coefficients rapidly become complex, and in practice only
a limited number of terms are used. To terms of order em, these expansions are
y = acosrp + eu1(a,^) + \- tmum(a,ip), (3.133)

% = eAi(a) + e2A2{a) + ■■■ + e m A m ( a ) , (3.134)

at
5 = 1 + efl,(a) + e2B2(a) + ■■■ + tmBm(a), (3.135)
at
where m = 1,2, The practical applicability of these procedures is not deter
mined by the convergence (or nonconvergence) of the series given by Eqs. (3.133),
(3.134), and (3.135) a s m - t o o , but by their asymptotic properties for a given fixed
value of m when e -> 0. Thus, Eqs. (3.130), (3.131), and (3.132) are to be treated
as formal expansions necessary for determining the asymptotic expressions given by
Eqs. (3.133), (3.134), and (3.135).
There will be an arbitrariness in the definitions of the functions Ui(a,ip), since
no restrictions are placed on choosing the functions Ak(a) and Bk(a) that generate
the functions Ui(a,ip) [17]. To remove the arbitrariness, the following additional
conditions are imposed:
/o U{(a, ip)s'mtpdTp = 0, (3.136)
/ Ui(a, ip) cos xp dip = 0, (3.137)

Jo
for i — 1,2, . . . , m . These conditions remove the fundamental harmonic in the
functions Ui(a,tj)) and, in addition, guarantee the absence of secular terms in the
successive approximations. Therefore, a(t) is the full amplitude of the fundamental
harmonic of the oscillation.
The remainder of this section gives the procedures for determining the u;(a, t/>),
A;(a), and Bi(a).
Let H(a,tp) be a function of the variables a and ip. The first and second
derivatives of H(a,i{>), with respect to time t, are
dH(a,\l>) _ da dH dtp dH
Jr (3 138)
It ~~dl~da~ ltlhp' -
and
cPH(a,rj>) _<PadH (PjP_dH_ (da\2d2l

dt2 dt2 da dt2 dtp \dt) da2
■ dt»**££+(*)
dt dadip \dtj dip S- 2
Therefore, the first and second derivatives of y are
dy _ da f du\ 2du2 \
dt dt \ da da )
<ty ( . , dux , du2 \
+ JL\-am1, + e - l + *-± + ..ji (3.140)
and
fy (fa ( , dui -,du2 \

2
dt
cPtp ( __._,, dui 2du2
/da\ f d2u1
\dt) \e~daT
da dip I d2u\ 2 d2u2
dt dt \ dadip dadip
+ 1^) (_aCos^ + e ^ + e ^ + ...j (3.141)
Using Eqs. (3.134) and (3.135), the following expressions are obtained:
cPa d fda\ i\
da d /da^ da Y ^ ndAn
t)~dtê
lit2 ~ dlVdi) ~ 'didaVdtj da
' n=l
2
= t A ^ + 0{e% (3.142)
(Pip d fdip\ da d fdip\ da s—^ ndBn

H2 ~ dt VdTj ~ dida\dt) ~ di ^ e "da"
x v
' n=l
, 2i ,, ^ 1 , / , / .3
3
= e A1—- + 0(e ), (3.143)
2
(3.144)
(S) -A«+<*>),
da dip
= e ^ 1 + e 2 ( ^ 2 + ^ 1 B 1 ) + 0(e3), (3.145)
~di~dt
2
f^) = l + 2 e B 1 + e 2 ( B 1 2 + 2B 2 ) + 0 ( e 3 ) . (3.146)
If Eqs. (3.142) to (3.146) are substituted into Eqs. (3.140) and (3.141), and terms
of the same power of e are collected together, then y and dy/dt take the forms:
dy . , / , . , dux
—- = — a sin ip + e [ Ax cos w — aBx sin w + -=—
dt \ dtp
2
+ e ^ 2 cosâ5 2 sin^ + ^ — + Bl — + — j
+ 0(« 3 ), (3.147)
and
-j-j = - a cos ip + e ( - 2 A i sin i/> - 2 a S ! cos ip + —j- 1
dAX dBt
+ e< Ax - ~ - aB{ - 2aB2 ) cosip - [ 2A2 + 2AiB] + Aj - p a J sinip
d2 ux 2
nn d ux d2 « 2
+ 2Ai + 2B + 0(e3). (3.148)
dadip " dtp2 dip2
With these results, the left-side of Eq. (3.128) can be written as
-— + y = e( -2 Ax sin ip - 2aBx cos ip + —-~ + ux \
+ e< Ax —- - aB\ - 2aB2 ) cos ip
- (2A2+2AXBX +Ax—±a) smip
d Ul a
4-2A ' , , R V a V ^ + 0(e3). (3.149)
Similarly, the right-side of Eq. (3.128) can be rewritten to the form:
d
( v\ uiFy(a cos ip, —a sin ip)
eF I y, — 1 = eF(acostp,— asmrp) + e
+ I Ax cosip — aBx sinxp + -jry ) Fy>(acostp, — ashn/>)
+ 0(e3), (3.150)
where the following notation is used:
F , ( , , « ) S ^ M * , ( , , » ) = «*&!£>. (3.151)
Substituting the results of Eqs. (3.149) and (3.150) into Eq. (3.128), collecting
together the terms with like powers of e, and setting them to zero, gives
d2ux
+ ui = -F0(a,i/>)-|-2J41sini/> + 2a.B1cosV>, (3.152)
dV>2
+ u 2 = Jri(a,V>) + 2 A 2 s i n ^ - | - 2 a B 2 C o s ^ , (3.153)
dip2
d2 u
-g-j^- + um = Fm-1{a,il>) + 2Amsmip + 2aB,ncosi>, (3.154)
where
F0(a,ip) = F(a cos xp,—asm ip), (3.155)
Fi(a,rp) = uiFy+ lAi cosip - aB\ simp + -=— j Fy>
+ (aBf-Ai — M cosi/> + (zA^Bx + Aj — ^ - a j sinV>
In the above two equations, F y and F y ' , stand for the functions
= aFtacos^-asin^
Of
p , = d-F(acosV>,-asin^) (3.157b)
dw
See Eq. (3.151).
It is clear that the functions JFjt(a, VO are periodic functions of the variable ip
with period 2ir. They also depend on the amplitude a. The explicit expression
for Fk(a,if>) is determined as soon as the functions A{(a), #;(«), and Ui(a,rp) are
known to the k-th order.
The functions A1(a), B\(a), and ui(a,ip) can be found by doing a series of
calculations. First, expand F0(a,ip) and U\{a,tp) into Fourier series:
oo
F0(a, ip) = g0(a) + ^[gn(a) cos(nip) + ft„(a) sin(m/>)], (3.158)

n=l
oo
ui(a, ij>) = vo(a) + 2_][vn(a) cos(nrp) + wn(a) sm(nif>)]. (3.159)
71=1
Note that F0(a,xj>) is a known function, see Eq. (3.155), and, consequently, its
Fourier coefficients gn(a) and hn(a) can be determined. Substituting Eqs. (3.158)
and (3.159) into Eq. (3.152) gives
OO
vo(a) + / ^ ( l — n )[vn(a) cos{ntj)) + wn(a)sm(nip)] = go(a) + [gi(a) + 2aB\] COST/J

n=l
oo
+ ^ (a) + 2A1]smip + ^[ff„(a)cos(raV) + ft„(a)sin(nV)]- (3.160)
n=2
Imposing the conditions of Eqs. (3.136) and (3.137) gives
t>i(a) = 0, uii(a) = 0. (3.161)
Equating coefficients of the harmonics of the same order in Eq. (3.160) gives
Ma) = 9o(a), (3.162a)
vn(a) = £&, (3.162b)

hn(a)
!>n(«0 (3.163)
1-n2'
hi(a)
(3.164)
2 '
gi(g)
Bi(a) = - (3.165)
2a
Therefore,
0„(a) cos(nxf>) + hn(a) sin(nip)

Ui(a,V>) = ffo(a) + ^ (3.166)
1-n2
/ 1 \ f2"
Ai(a) = — ( 2— 1 / F(acosxp,—a sin ip) sin ip dip, (3.167)
V *"/ Jo
/ i \ A2*
2?i(a) = — I - — I / F(acosrp,—asinip)cosrp dip, (3.168)
\2-naJ J0
where
F ( a cos i/), —a sin ip) cos(nip)dip, (3.169a)
M
"-G)jf F(acostp, —asinip) sin(nip)dip. (3.169b)
Now that ui(a,ip), A\(a), and Bi(a) have been calculated, the function F\(a,ip)
from Eq. (3.156) can be determined. Expanding Fi(a,ip) in a Fourier series gives
oo
cos
Fi(a, *) = ff^(a) + £ X > ( a ) ("</0 + h^(a) sin(m/>)]. (3.170)
n=l
Likewise, expanding u2(a, ip) in a Fourier series, substituting it and Eq. (3.170) into
Eq. (3.153), and imposing the conditions of Eqs. (3.136) and (3.137), gives
M°) = 2 '
(3.171)
*(«) = - 2a - (3.172)
o„ (a) cos(n*/>) + A„ (a) sin(n^)

u,(a,rP) = g{01)(a) + Y/ 1-n2
(3.173)
In detail, the functions A2(a) and #2(0) are given by the expressions:
/•2JT
V2W / UlF
v+ ( A! cos ip-aB! simp + - ^ ) Fy, smipdiP, (3.174)
B2(a) = -[-
\ a ) da
_
( d b ) i [ « 1 ^ + ( ^ c o s V - a 5 1 s i n V . + ^ ) ^ costp dip, (3.175)
where Alt Bi, Ui, i ^ , and Fyi are given, respectively, by Eqs. (3.167), (3.168),
(3.166), (3.157a), and (3.157b).
While the evaluation of higher approximations is complicated from an algebraic
viewpoint, the method is straightforward. Thus, the evaluation of Ui(a,ip), Ai(a),
and Bi(a) can be done systematically for any value of i.
In summary, the first approximation to Eqs. (3.1) and (3.128), according to the
Krylov-Bogoliubov-Mitropolsky asymptotic method, (see Problem 3.9) is [2]
y = acosip, (3.176a)
da
eAi(a), (3.176b)
~dl
dip
1 + eBâ), (3.176c)
~dt
where Ai(a) and JE?i(a) are given by Eqs. (3.167) and (3.168). This is exactly the
same as the first approximation of Krylov and Bogoliubov given in Section 3.2.
Likewise, the second approximation is
y = a cos ip + eu\ (a,ip), (3.177a)

j
— = eA1(a) + e2A2(a), (3.177b)
^ = ! + €£?! (a) + e 2 B 2 (a). (3.177c)

In general, the m-th order approximation is given by the following system of equa
tions:
y = a cos t/> + eui(a, </>) + • • ■ + e m _ 1 u m _ 1 ( a , i/>), (3.178a)
-^ = eAâ) + e2A2(a) + ■■■ + emAm(a), (3.178b)
-^ = 1 + eBi(a) + e2B2(a) + ■•■ + emBm(a). (3.178c)
3.4.2 y + y = eF{y,y) + e2G{y,y)
This section generalizes the method of Krylov, Bogoliubov, and Mitropolsky

to nonlinear oscillatory differential equations having the form
*y2 +V = *U%)+*G(y*). (3.179)

dt ' " V dtJ \ dt.
The right-side of Eq. (3.179) contains a nonlinear term of order e2 There do exist
nonlinear dynamic systems that can be modeled by an equation having this form.
An example is the light variation of certain pulsating stars [18].
To begin, the solution to terms of order e2 is written as
y = a cos t/> + e U l (o, i>) + e2u2{a, I/J) + 0{e3), (3.180)
where
da
=eA1(a) + e2A2(a), (3.181)
dtfc
= l + eBl(a) + e2B2{a). (3.182)

dt
The functions u-i(a,ip) and u2(a,ip) satisfy the equations:
r\2
- ^ + ui = F0(a, xp) + 24i sin ip + 1aBx cos ip, (3.183a)

dtp2
r*2
1 4. u2 = F\(a,tp) + G{acostp, —asin*/>) + 2^2 sin V> + 2ai?2 cost/>, (3.183b)

di/>2
where F0(a,ip) and Fx(a,ip) are given by Eqs. (3.155) and (3.156). The Fourier ex
pansion of F0(a, ip) is given by Eq. (3.158). In terms of the coefficients of the Fourier
expansion of F0(a, </>), the function «i(a, xj>) is given by Eq. (3.166). Likewise, Ai(a)
and B\{a) are determined by Eqs. (3.167) and (3.168).
Define Fi(a,tp) to be
Fi(a,»/>) = Jpi(a,^) + G(acos */>,-a sin </>), (3.184)
where F^(a,xp) is given by Eq. (3.156). Since G(a cos «/>,—a sin </>), ui(a, r/>), -Ai(a),
and Bi(a) are known, the Fourier expansion of F\(a,ip) can be determined. Write
it as
CO
A(«,</>) = ^ ( a ) + X ) [^ x ) («)coe(n^) + /#>(a)sin(m/,)] (3.185)

n=2
The functions ^ ( a ) and £2(1) of Eqs. (3.181) and (3.182) are given by the relations
A a (a) = - ^ ) , (3.186)
% ) = - ^ , (3-187)
and U2(a; VO ' s
r<
=7n
( i )(a)
/-i ^ . / A +, /i„
cos(nt/i) 1(1) (a) sin(rn/>)
u2(a,V) = 5o1V) + X^ 1-n 2 (3.188)
This completes the task of calculating a uniformly valid solution to Eq. (3.179)
correct to terms of order e2. It should be kept in mind that to this order of e,
the u 2 (a,V0 term is not retained in Eq. (3.180). (See Problem 3.6 and the above
discussion after Eqs. (3.176).)
3.5 Worked Examples Using t h e M e t h o d of Krylov,

Bogoliubov, and Mitropolsky
3.5.1 Example A
Consider the linear damped oscillator; its equation of motion is
g + , = -2e|. (3.189)
In Section 3.3.4, it was found that
Ax(a) = -a, 5 j ( a ) = 0. (3.190)
The function F(a cos t/>, — asinip) is
F = 2asin</>, (3.191)
and the corresponding Fourier coefficients are
ff„(o) = 0, n = 0,1,2,..., (3.192a)
/ii(a) = 2a, (3.192b)
hn(a) = 0, n = 2,3,4,.... (3.192c)
Putting these results into Eq. (3.166) gives
u1(a,rp) = 0. (3.193)
Next Ai(a) and i?2(a) can be calculated from Eqs. (3.171) and (3.172); they are
A2(a) = 0, 52(a) = - Q ) . (3.194)
Thus, the second approximation equations are
y = acosip, (3.195a)
da
= —ea, (3.195b)
~dl
~dt -f (3.195c)
The latter two equations have solutions
a(t) = Ae~(\ (3.196a)
m=(l-j)t + Tfio, (3.196b)
where A and tpo are arbitrary constants. Putting these results in Eq. (3.195a) gives
the solution
y = At cos
K) (3.197)
which is to be compared to the exact solution of Eq. (3.189)
y = Ae~et cos [(1 - <?)ll2t + Vo] • (3.198)
Comparing Eqs. (3.197) and' (3.198) shows that they have the same amplitude and
damping factor, and the frequencies agree with each other to terms of order e2
3.5.2 Example B
^f- + y + ey2 = 0, (3.199)
has
F = -y2 = -a2 cos2 ^ = - (y J - (~ j cos 2T/>. (3.200)
The Fourier coefficients are
<7o(a) = - ( y J , Si(0) = 0, g2(a) = ~(~\ (3.201a)

gn(a) = 0, n = 3,4,5,..., (3.201b)
hn(a) = 0, n= 1 , 2 , 3 , . . . . (3.201c)
It was found in Section 3.3.1 that
A1(a) = 0, B,(a) = 0. (3.202)

Putting these results in Eq. (3.166) gives
Ul(a,V) = - f y j + (~\ cos2^. (3.203)
Substituting Eqs. (3.202) and (3.203) into Eqs. (3.171) and (3.172) gives
A a (a) = 0, B2(a) = - ( ^ . (3.204)
Thus, in the second approximation
y = a cos ij> + e I — 1 [cos 2i/» — 3], (3.205a)
da
= 0, (3.205b)
dt
dip _ 5e 2 a 2
(3.205c)
dt~ _ ~ 12
Solving the second and third of these equations, and substituting their results in
Eq. (3.205a) gives
y = A cos
5e2A2
C O S
( Y ) { 2 ( l - ^ ) i + 2ô -3} (3.206)
where A and ^0 a r e integration constants.
3.5.3 Example C
For the van der Pol equation
cPy „2^dV
dt2+y = <i-y)a> (3.207)
the function F(a cos i/>, —o sin ip) is
iT1 = (1 — a 2 cos2 tl>){—asinip) = —all — I smijj + I — I sin3t/>. (3.208)

Its Fourier coefficients are
gn(a) = 0, n = 0,1,2,..., (3.209a)
A,(a) = - a f1 - T ) ' (3 2 9b)

'°
h2(a) = 0, (3.209c)
h3(a) = j , (3.209d)
hn(a) = 0, n = 4,5,6,.... (3.209e)
Thus, Aj(a), Bi(a), A 2 (a), 5 2 ( a ) , and u-i(a,tp) are given by the expressions
A
M«) = (|) (l " x ) ' ^°) = °> ( 3 - 210a )
B,(a) = 0, B2(a) = - Q ) ( l - a 2 + | Q , (3.210b)
«1(a^) = -(^)sin3V'. (3.210c)
In the second approximation, the solution to the van der Pol differential equation
is
y = acosV>-ef^jsin3V>, (3.211)
where
da
~di f)K). (3.212)
2-i-G)(i-,+£)-
The solution for the amplitude a(t) is given by Eq. (3.123), i.e
(»">
a{t)
= r- T^rrz r t ,,,!/,. (3-214)
[l + (f)(e -l)]
where A = a(0) is a constant. Note that since
Lim a(i) = 2, (3.215)

t->oo
for large values of t, y(t) approaches the function y(t) where
y(t) = 2 cos
I^H-tCHK1-^) 3 ( 1 - — ) t + 3V-o (3.216)
3.5.4 Example D [19]
The following differential equation arises in the modeling of certain phenomena

in the oscillation of the light output of stars [18]:
c-
2
<Py , 2^dV
ea
)'<i) + (it
+'&) [© y2 (3.217)
where the parameters satisfy the conditions
a = 0(1), 0<e<l. (3.218)
This is a generahzed form of the van der Pol differential equation [19], and, in fact,
reduces to the van der Pol equation when a = 0. Observe that Eq. (3.217) has
a nonlinear term that contains expressions of orders e and e2. Comparison with
Eq. (3.179) gives
2
dy_ > . i->\ , / M _ 2)^/
Fly,
dt y^fi + ilr -* ( 1 2 / (3.219)
<*f)-(x' '^'+ dt
(3.220)
A rather long, but direct, calculation gives
* - S - T (3.221a)
A a (o) = 0, S i ( o ) = 0, (3.221b)
B2(a) = - ( f l + (13a 2 - l ) a 2 + (3.221c)

32
„3^
ui(a,ip) = aa2 - [ ^ J sinSV1- (3.221d)
The equations for determining the amplitude and phase are
da
(3.222)
dt -T).
£-'-'- 1 + d8^-iy + (iy (3.223)
The solutions to Eq. (3.222) is provided by Eq. (3.214). This function can be
substituted into Eq. (3.223), which can then be integrated to give ip(t). However,
the large time behavior of the solution y can be obtained by replacing a(t) by its
asymptotic value 2; see Eq. (3.215). Doing this gives, for large t, the results
y(t) = 2 cost/) + e 4a cos(3V>)
14a\ . , „ 7 s /51-16a2\ ,„ T.
— J sin(2</>) + ^ ~ j cos(3t/>)
+ © sin(4i/>) + ( — ) cos(5V>) (3.224)
where
$ = l- V 13a - ^ (3.225)
2
Examination of Eq. (3.222) leads to the conclusion that the original differential
equation has a unique, stable limit cycle.
Observe that Eq. (3.217) has, in the second approximation, exactly the same
amplitude equation as the van der Pol oscillator, i.e., Eq. (3.222). It is of interest to
find the class of generalized van der Pol differential equations that have this prop
erty, i.e., determine functions f{y,dy/dt) and g(y,dy/dt) such that the nonlinear
equation
fy + y
dt2 *-*%+'(>■$)]+«(>.%)• <»»>
has the amplitude equation
3.6 Spurious Limit Cycles
The van der Pol differential equation [3]
is known to have a single, stable limit cycle [20]. Now consider the modified van
der Pol equation
fl„
<Py r . A,1
-^3 + (l-y2)| (3.229)
where e > 0 and /3 > 0. The application of the Lienard-Levinson-Smith theorem

(see Appendix G, Section 2) leads to the following conclusion:
The above modified van der Pol differential equation has a single, stable
limit cycle for all values of e and j3 such that e > 0 and ft > 0.
Now assume that the parameters e and j3, in Eq. (3.229), satisfy the conditions
0 < e < 1, p = 0(1). (3.230)
A first approximation to the solution to Eq. (3.229) can be found by using the
method of Krylov and Bogoliubov. Doing this gives the following results:
(3 231
S-•*<«>-■©('-?)• - >
f = 1 + <BlW = l + « ( ^ ) . (3-232)
Examination of these two equations leads to the following conclusion:
In the first approximation, the modified van der Pol equation has a single,
stable limit cycle. The amplitude of the limit cycle is (to terms of order
e) equal to 2 in value, and the frequency is (to terms of order e) equal to
3/?
w= 1 + (3.233)
These results are in agreement with the conclusions reached by means of the
Lienard-Levinson-Smith theorem.
In the second approximation, a direct calculation gives
A2(a)
16 3+
©" (3.234)
B2{a) = - 1 . 0 . + + ( 3 532^ l . « (3.235)
«i(o,^)
© (/?cos3V> — sin3V>)- (3.236)
Therefore, to this level of approximation, the variation of the amplitude with time
is given by
da
= eAi(a) + e2 A2{a)
~dl
2 , 1
16 •+(T)'
i-G . - * v + 196,9
64 4 (3.237)
Let z = a 2 , then Eq. (3.237) becomes
<ft '"© - ^ ' + ( ^ 1 - (3.238)
The positive solutions of Eq. (3.238) give the limit cycles in the second approxima
tion.
At this point, a problem arises. To see this, consider the following cubic equa-
tion:
■[e-SO-'-GX'-^H 0. (3.239)
The root
(3.240)
corresponds to an unstable limit point. The other two roots are located at
1/2
^ i j■G
t e M d - 3 * ) * l-44s+ (jjx2 (3.241)
where
* = f>0. (3.242)
Using the expansion
/Q\ I i/2
(3.243)
l-44i+(-jx2 = 1 - 22x + 0{x2),
the two roots take the following form for small x:

z2 = 4 + 0(x), (3.244)
(3.245)
'Z3 =
T9-x-l9+0^-
Figure 3.6 gives the behavior of these two roots as a function of x for small x.
In addition, it shows a plot of A as a function of z, where A is
A = ez
-@(-¥>+(^> (3.246)
These plots show that in the second approximation, see Eq. (3.237) or Eq. (3.228),
the modified van der Pol differential equation has two limit cycles: a stable limit
cycle with amplitude z2 and an unstable limit cycle having amplitude z3. But, ac
cording to the Lienard-Levinson-Smith theorem, the modified van der Pol equation
can have only one stable limit and no others! How is this paradox to be resolved?
126
(a)
(b)
Figure 3.6. (a) Plots of z2 and z3 as functions of x for x small, (b) Plot of A
versus z.
First, observe that z2 = 4 + O(e) and corresponds to the known limit cycle of am
plitude a = 2 + 0(e). This result was obtained in both the Lindstedt-Poincare and
Krylov-Bogoliubov methods (see Sections 2.4.4 and 3.3.8). Second, note that z 3 has
the following properties:
*=(w)l + 0(1) > (3 24?)

-
Limz 3 = oo. (3.248)
£-1-0
Consequently, for small e, z 3 is very large. The limit cycle corresponding to this
root will be called a spurious limit cycle. It appears in the second approximation
of the method of Krylov-Bogoliubov-Mitropolsky, but, is an artifact of the method,
i.e., it does not correspond to an actual hmit cycle of the modified van der Pol
differential equation.
The mathematical reason for the appearance of the spurious limit is the fact
that A2{a) is a fifth order polynomial in a, while Ai(a) is a cubic polynomial.
Consequently, the amplitude equation
^ = eA1{a) + eA2(a) (3.249)

at
has more stationary solutions than the first order result
^ = eA,(a). (3.250)
The next higher order calculation for the amplitude equation takes the form
^ = eAâ) + e2A2(a) + t3A3{a). (3.251)

at
It can be expected that the polynomial order of Az{a) is larger than that of ^ ( a ) -
Thus, additional spurious limit cycles will exist. In the "limit" where all the con
tributions are included, i.e.,
the expectation is that all of the spurious limit cycles will disappear and only the
actual one, located at a = 2 + 0(e), will remain.
The above calculations and discussion lead to the following conclusions:
The application of the method of Krylov-Bogoliubov-Mitropolsky to the
calculation of the periodic solutions of
S+»-"(».S)- <3 - 253 >

may lead to spurious limit cycles. These are limit cycles whose amplitudes
have the following behavior for 0 < e <C 1:
a2 ~ £ , (3.254)
where k and 7 are constants, with 7 > 0. For any finite order of the
calculation, they should be ignored. The actual limit cycles have finite
limits as e —» 0.
3.7 y + y3=eF(y,y)
Mickens and Oyedeji [20] studied a new class of nonlinear oscillator differential
equation, namely
g + y3 = ^ ( y , | ) , 0<e«l, (3.255)
where F is a polynomial function of its arguments. Just as for the differential

equation
<Py ^( dy\
Eq. (3.255) may possess limit cycles.

Mickens and Oyedeji obtained approximations to the solutions of Eq. (3.255)
by extending the method of Krylov and Bogoliubov. To begin, assume that the
exact solution to Eq. (3.255) takes the following form
y(t) = A(t)co8[wt+ #*)], (3.257)

where, for the moment, A(t) and <^(t) are unknown functions of time and u> is an
(unspecified) constant. Taking the derivative of Eq. (3.257) and letting
ip = ut + <j>(t), (3.258)
dy dA d<j>
— = — LjAsmip + — cosi/> — A — sinV", (3.259)
at dt dt
and requiring that
- ^ = -wAshu/>, (3.260)
dt
gives the relation
—- cosi/>- A-j- sin«/> = 0. (3.261)
dt dt
The second derivative is
tPy dA . d<f> i 2 A i m «™>

-7-5- = — u> —— siny> — u A -7- cos y> — w Acos^>. (3.262)
dt1 dt dt
Substitution of Eqs. (3.257) and (3.262) into Eq. (3.255) gives
dA . , d<f, , . , f3A3\
-r- sin w + A — cos w = —w A costy>+ I —— cos y>
dt dt \ 4u )
+ (—) cos 3xp - ( - ) F(A cos ip, -LJA sin ip). (3.263)
The Eqs. (3.261) and (3.263) are two linear relations for dA/dt and d<f>/dt; solving
them gives the following expressions for these derivatives:
dA A , . , {3A3\ . . .
—
dt = — u! A cos t/> sin rp + I —— I cos tp sin ip
+ (—) cos3V-sint/> - (-)Fsin«/>, (3.264)

u>
A =
T (izr ~ wA ) cos2 ^ + (z~)cos 3^cos ^ ~ («) F cos ^' (3 265)
'
where F = F(ACOSJ/J, — uiAsmip). Thus far these are exact expressions for the
derivatives. To obtain the equations needed to calculate an approximation to the
solutions of Eqs. (3.264) and (3.265), the right-sides of both equations are averaged
over the period 2% in the variable ij>. Doing this gives the averaged equations:
dA e I / F(Acosip,— uA sin 4>) sin ip dtp, (3.266)

~dt 2-Kb)
3A2
f =
-(2^4) I n^cosV,-a.Asin^)cosV-#+ Q) (3.267)
ALO
This is the required generalized of the Krylov and Bogoliubov method to the dif
ferential equation given by Eq. (3.255).

How is the "constant" u> to be selected? Consider the case where F = 0, i.e.,
(3.268a)
and select the initial conditions to be
dy(0)
y(0) = An, = 0. (3.268b)
dt
An excellent first approximation to the solution of this equation is [21]

1/2
y(t) = A0 cos A0t (3.269)
Setting F = 0 in Eqs. (3.266) and (3.267) gives
dA
0 or A(t) = A0, (3.270a)
dt
and
3A*
(3.270b)
dt
whose solution is
2
"\A
o
-"-0 2
«<> = te t + <j>o- (3.271)
Comparison of Eqs. (3.257) with Eqs. (3.269) and with the result of Eq. (3.271)
shows that for the case
u= — A0, <Ao = 0 . (3.272)

Consider now a conservative oscillator whose equation of motion is
dy(0)
-^+y3=eFi(y), y(0) = A 0 , = 0. (3.273)
dt
The amplitude and phase equations take the following forms (see Eqs. (3.266) and
(3.267)):
dA
= 0, (3.274)
~dl
3A2
2-*<•>+(£) (3.275)
The solution to Eq. (3.274) is A(t) = A0, where A0 is a constant. Thus, the phase
equation becomes
d<j>
(3.276)
One possible choice for the constant u> is to let it satisfy the relation
1A2
2 "-"-a (3.277)
If this is done, then the first approximation to the solution to Eq. (3.273) is given
by the expressions:
1/2
y{t) = Ao cos A0t + 4>(t) (3.278a)
where
64
= -( J A j Fi(A0cosi>)cosj>dj> = eBi(A0). (3.278b)
dt
This last equation has the solution
^(t) = eB1(Ao)< + <ô. (3.279)
The requirement <^(0) = 0 gives (f>0 = 0. Thus, y(t) can be written as
1/2
y(t) — A0 cos A0+efli(A0) (3.280)
Consider a van der Pol type oscillator whose equation of motion is
^ +y =e(i-y)^- (3.281)
The application of the Lienard-Levinson-Smith theorem shows that a unique, stable

limit cycle exist for this equation. The F for this case is
F = (1 — a 2 cos2 ip)(—aw sin */>). (3.282)
Substitution of this function into the right-sides of Eqs. (3.266) and (3.267), and
doing the integration gives
dA _
dt <t >-$
(3.283)
d<j> 3A 2
(3.284)
~dl ~ \2^y
The limit cycle parameters are determined by the fixed-points of Eqs. (3.283) and
(3.284). The nontrivial solution is
A(t) = 2, u = V3. (3.285)
Based on these considerations, u should be selected to have the value given by

Eq. (3.285). The solution to Eq. (3.283) has been given several times in this chapter
and is
AAl
A\t) = (3.286)
Al+(4-Al)e-<f
Replacing w by \/3 in Eq. (3.284) and integrating gives
A2e" + ( 4 - A 2 )
m -®- *, (3.287)
where the integration constant was determined by the requirement 4>(Qi) = 0. Note
that for large t, the function <j>(t) goes to a constant, i.e.,
Lim (j>{t) = <j>* = constant. (3.288)

t—>oo
Hence, the asymptotic behavior of the first approximation can be expressed as

follows:
y(t) ~ 2 cos (Vzt + </>*\ . (3.289)
For finite times, the solution is
y(t) = A(t)cos U/3t + <l>(t)\ , (3.290)
where A(t) is given by Eq. (3.286) and 4>(t) by Eq. (3.287).
The above discussed generalization of the Krylov-Bogoliubov method by Mick-

ens and Oyedeji [20] to the class of differential equations represented by Eq. (3.255)
is based on the use of circular or trigonometric functions, i.e., shn/> and cosi/'. In a
series of papers [22, 23, 24], Bejarano and Yuste have further extended this method
to include the use of Jacobi elliptic functions. The basis of their procedures is the
fact that the differential equation
§ + ciy + c2y3=0 (3.291)
can be solved in terms of the Jacobi elliptic functions. They investigate the appli
cation of these methods to the following general case of differential equations
g + ,i + „+ «•«,(.. *), (3.»2)

where 6 > 0 and
6 = 0(1), Cl = 0(1), c2 = 0(1), 0 < e < 1. (3.293)
They demonstrate, by numerically integrating the differential equations of interest,

that the use of the Jacobi elliptic functions provide a more accurate approximation
in comparisons with the use of trigonometric functions.
Problems
3.1 In the first approximation of Krylov and Bogoliubov, explain why the first
derivative of the assumed solution can be taken as the form given by Eq. (3.8).
3.2 Verify that the coefficients Kn{a), Ln(a), Pn(a), and Qn(a) of Eq. (3.16) are
given by the expressions of Eqs. (3.17).
3.3 Work out the consequences for the amplitude and phase relations if the non
linear function takes the form
dy
VD- Fx(y)
dt'
Use the analysis of Section 3.2.2.
3.4 Use the Krylov-Bogoliubov method to determine approximate solutions for the
following equations:
<Py (a)
(i-v)-«-v
*5- + V = < l - | v l % (b)
cPy dy_ dy_

(c)
dt dt
cPy ,dy
(d)
-d¥ + y =
-^Tf
3.5 Suppose in the linear stability analysis that
<Mi(<ii)
= 0.
dt
What can be done for this case? Analyze this situation both graphically and
mathematically. (See Eq. (3.43).)
3.6 Use the method of equivalent linearization to construct the linear equations for
the examples of Problem 3.4.
3.7 Prove that the conditions given in Eqs. (3.136) and (3.137) eliminate the fun
damental harmonic in the solutions obtained by using the Krylov-Bogoliubov-
Mitropolsky technique. Show that this condition also guarantees the absence
of secular terms in all successive approximations.
3.8 Verify the results of Eqs. (3.174) and (3.175).
3.9 Prove that in the Krylov-Bogoliubov-Mitropolsky method the first approxima

tion to y is y = a cost/), rather than y = acosip + eui(a,ip). To do this, show
that the "error" in the equation y = acosift + tu\{a, ip), as well as the "error"
in the simplified equation y = a cos iji, is of order e; consequently, the first ap
proximation should be taken as y = acosi/>- (See Bogoliubov and Mitropolsky
[2], pps. 4 7 ^ 8 . )
3.10 Use the Krylov-Bogoliubov-Mitropolsky method to determine the solution to

second order for each of the equations of Problem 3.4.
3.11 Calculate the third approximation for the Krylov-Bogoliubov-Mitropolsky

method and apply it to the van der Pol equation as well as Eq. (3.217).
3.12 Apply the results of Problem 3.11 to the equation
cPy /i 2\dy 3
v
^ '~dt~ay
where a > 0 and a = 0 ( 1 ) .
3.13 Can Eq. (3.213) be integrated? If so, obtain xp(t).
3.14 Consider the differential equation
§ + (A, + \2y + W + A4y3 + A 5 y 4 ) ^ + y = 0,
where the coefficients A, = 0 ( 1 ) . Use the methods of Section 3.2.3 to investi

gate the possible limit cycles and their stability properties [25].
3.15 Show that the equation
-^ + y = e(l-y )-,
where n is an integer, has a unique, stable limit cycle. Calculate its amplitude
and frequency.
3.16 Use the method of Krylov-Bogoliubov-Mitropolsky to obtain, in the second

approximation, a solution to the equation
<Py_
dt2 + y = e d-rt*-.
where 6 is positive and 0(1). Show that if 6 = 1, then y = sint is an exact
solution to this equation.
3.17 Consider the equation
~, dy
dt2 + -2k - f + a
dt !+<: cy + y = 0,
where k, a, 6, and c are positive and of order e. Does this equation have any
stable periodic solutions?
3.18 Use the results from Problem 3.12 to investigate "spurious" limit cycles for this
equation.
3.19 Consider the equation

d?y , dy
Use the method of Section 3.7 to calculate a solution. Formulate criteria to

select UJ.
3.20 Extend the method of Krylov-Bogoliubov-Mitropolsky to the case where there

is finite linear damping in addition to small nonlinear terms [4, 5]. For this
situation, the equation of motion is
<Py , „ dy , rpf dy
where 7 is assumed to satisfy the condition 0 < 7 < 1. This corresponds to

the system being underdamped in the linear approximation, i.e., when e = 0.
Apply the method to calculate the first approximation to the solutions to the
following equations:
cPy „ dy 3
—2. ++ 27 — + y + ty = 0
27 ^ (a)
dt2 ^ 7
dt
d
, o y 1 n 2\dy
2+ +v= e{l v)
dt ^lI - Tf
Show that for Eq. (a), the method requires that the amplitude satisfies the
restriction
Also, prove that all solutions to Eq. (a) have the property
Lim y(t) = 0.
Do a similar analysis for Eq. (b).
References
1. N. Krylov and N. Bogoliubov, Introduction to Nonlinear Mechanics (Princeton

University Press; Princeton, NJ; 1943).
2. N. N. Bogoliubov and J. A. Mitropolsky, Asymptotical Methods in the Theory

of Nonlinear Oscillations (in Russian, State Press for Physics and Mathemat
ical Literature, Moscow, 1963. English translation: Hindustan Publishing Co.;
Delhi, India).
3. B. van der Pol, Phil. Mag. 4 3 , 700 (1926).
4. E. P. Popov and I. P. Palitov, Approximate Methods for the Analysis of Non

linear Automatic Systems (in Russian, State Press for Physics and Mathemat
ical Literature, Moscow, 1960. English translation: Foreign Technical Division,
AFSC, Wright-Patterson AFB, Ohio; Report FTD-II-62-910).
5. K. S. Mendelson, J. Math. Phys. 11, 3413 (1970).
6. R. A. Struble, Nonlinear Differential Equations (McGraw-Hill, New York,

1962).
7. J. E. Burnette, Jr., The Number of Limit-Cycles for the Generalized, Mixed

Rayleigh-Lienard Oscillator Equation (Clark Atlanta University; Atlanta, GA;
July 1995). Master of Science thesis in the Department of Physics.
8. J. Burnette and R. E. Mickens, "Spurious Limit-Cycles in Higher Order Aver

aging Methods," unpublished.
9. S. L. Ross, Differential Equations (Blaisdell; Waltham, MA; 1964). See Chapter

10.
10. A. A. Andronov, A. A. Vitt, and S. E. Khaikin, Theory of Oscillators (Perga-

mon, New York, 1966). See the Introduction, pp. xv-xxxii.
11. See reference 10, Chapter II.
12. N. Minorsky, Introduction to Non-Linear Mechanics (J. W. Edwards; Ann Ar

bor, MI; 1947). See pp. 205-206.
13. D. Siljak, Nonlinear Systems: The Parameter Analysis and Design (Wiley, New
York, 1969).
14. A. Blaquiere, Nonlinear System Analysis (Academic, New York, 1966).
15. N. W. McLachlan, Ordinary Nonlinear Differential Equations in Engineer

ing and Physical Sciences (Oxford University Press, London, 1950). See Sec
tion 5.18.
16. See reference 2, p. 42.
17. W. S. Krogdahl, Astrophysical J. 122, 43 (1955).
18. W. Addo-Asah, H. C. Akpati, and R. E. Mickens, J. Sound and Vibration 179,

733 (1995).
19. L. Perko, Differential Equations and Dynamical Systems (Springer-Verlag, New

York, 1991). See Section 3.8.
20. R. E. Mickens and K. Oyedeji, J. Sound and Vibration 102, 579 (1985).
22. S. Bravo Yuste and J. Diaz Bejarano, J. Sound and Vibration 110, 347 (1986).

Chapter 4
HARMONIC BALANCE
4.1 I n t r o d u c t i o n
The method of harmonic balance is a procedure for determining analytic ap-

proximations to the periodic solutions of differential equations by using a truncated
Fourier series representation. An important advantage of the method is that it can
be applied to nonlinear oscillatory problems for which the nonlinear terms are not
"small," i.e., no perturbation parameter need exist. In general, when the method
is properly used, it gives excellent approximations to the periodic solutions.
There exists a vast literature on the method of harmonic balance. A selected
list of some of the important papers that analyze and apply this method to a variety
of differential equations is given at the end of this chapter in the references [1-26].
The material of this chapter focuses primarily on the formulation of the method
of harmonic balance as given by Mickens [13, 14, 15]. However, it should be indi-
cated that various generalizations of the method of harmonic balance have been
made by several investigators: an intrinsic method of harmonic analysis by Huseyin
et al. [11, 12]; unrestricted harmonic balance by F. F. Seelig [23-26]; the use of
Jacobi elliptic functions by Bejarano, Bravo Yuste, and Garcia-Margallo [18-22];
and, two time scales harmonic balance by Summers and Savage [16].
Section 4.2 gives the details of the general procedures for calculating solutions
by means of the method of harmonic balance. The emphasis is on the first and
second approximations. For these approximations, the required work can usually
be done by "hand." Sections 4.3 and 4.5 illustrate the use of harmonic balance by
applying it to a number of important nonlinear differential equations. Section 4.4
studies the relationship between the method of harmonic balance and the Lindstedt-
Poincare perturbation procedure when the differential equation takes the form
139
The mathematical justification of harmonic balancing procedures has been con

sidered by several investigators. In particular, the papers by Borges et al. [4],
Leipholz [5], and Miletta [10] provide good introductions to various issues relating
to convergence of the approximations and error bounds. See also references [27, 28].
4.2 General M e t h o d
4.2.1 Bounds on the Fourier Coefficients
Consider the following nonlinear differential equation
dt2 + F ( ! ) ■• - * >
,.\' •d(4\,D
! ) '
dy_
dt'
(4.2)
where the functions F and G are, in general, polynomial functions of their arguments
and, a and /3 denote sets of parameters that define the system. The parameter A is
taken to be non-negative. If A = 0, then Eq. (4.2) becomes
dy
+F = 0, (4.3)
dt2
and this equation corresponds to a generalized conservative oscillator. The case for
which F is given by
F = y, (4.4a)
i.e.,
<Py dy_
5? + » = i G '■'Si •"
(4.4b)
dt'
represents an oscillatory system for which limit cycles may exist.
Assume Eq. (4.2) has a periodic solution of period T = 2rr/uj, i.e.,
y(t) = y(t + T). (4.5)
This function can be represented as a Fourier series [29]

oo
y(t) = 2_^ [o-k cos(fcoii) + bk sin(fcu)t)], (4.6)

fc=i
HARMONIC BALANCE 141
where {ak, bk : k = 1,2,3,...} are the Fourier coefficients. (The equation of motion
can always be written in such a form that no constant term appears.) The Weier-
strass theorem [29] states that for any continuous periodic function y(t) and for any
e > 0, a trigonometric polynomial
Y(t, N(e)) = ^ [ak cos(kujt) + bk sin(Jfcu;t)] (4.7)

t=i
can be found such that for some N(e)
\y(t)-Y{t,N(e))\<e. (4.8)
The purpose of harmonic balancing techniques is to approximate the periodic solu

tions of Eq. (4.2) by a trigonometric polynomial
N
y(t, N) = ^2[ak cos(kivt) + bk sin(ifcu>t)] (4.9)
and determine both the coefficients {ak,bk : k = 1,2, ...,7V} and the angular
frequency ui. All of these quantities are to be expressed finally in terms of the
initial conditions. General results on the existence and convergence of y(t, N) to
y(<), as N —» oo, can be found in references [4, 5, 10, 27, 28]. In the following
discussion, it is shown that very stringent bounds exist on the Fourier coefficients
of the periodic solutions to Eq. (4.2).
T h e o r e m 1. Ify(t) has r derivatives, the Fourier coefficients satisfy the relations
\ak\ + \b„\<~, (4.10)
where M is a constant. Ifdry/dtr is also of bounded variation, then
M
M + lM^p+r (4-n)
(Essentially, a function f(t), defined in [0,T], is of bounded variation if the arc-

length of f(t) over this interval is bounded; see reference [30].)
T h e o r e m 2. Let y(t) be a function oft, analytic in the interval [0, T). It is possible
to £nd a 9, where
0 < B < 1, (4.12a)
and a constant A > 0, such that
M + |6*|<Atf*. (4.12b)
These theorems can be applied to Eq. (4.2). Many important dynamic sys
tems can be modeled by this type of equation where the functions F[y, (y)2,«] and
2
G[y,(y) ,/3] are polynomial functions of their arguments. For this case, the condi
tions of both theorems are satisfied. (Note that if Theorem 2 holds, then, Theorem 1
is also true.) This can be shown by the following argument: If y(t) is a real ana
lytic function in [0,T], then all the derivatives of y(t) exist at an arbitrary point
on this interval. The r-th derivative can be calculated by successively taking the
r — 2 derivatives of Eq. (4.2) and evaluating the resulting expression at t = t 0 - This
process is always possible since the functions F and G are polynomials in y and ij.
Thus, the r-th derivative can be expressed in terms of the ^-th derivative, evaluated
at t — to, for I — i— 1, r — 2 , . . . , 1,0. (Note that since Eq. (4.2) is a second-order
differential equation, y(to) and y(t0) are known, i.e., they can be selected to have
any desired finite values. Consequently, the second derivative is known in terms of
y(t0) and y(t0); the third derivative can be expressed in terms of y(to), y(*o), and
y(to); etc. It immediately follows that the coefficients of the Fourier series of the
periodic solutions to Eq. (4.2) satisfy the inequality of Eqs. (4.12) if F and G are
polynomial functions of their arguments.
It should be kept in mind that the existence of the bounds given by Eqs. (4.11)
and (4.12) does not necessarily imply that the Fourier coefficients decrease mono-
tonically with an increase in the index k. However, these results do imply that the
Fourier coefficients decrease rapidly.
While this book is generally concerned with autonomous second-order differ
ential equations, i.e., the differential equations do not depend explicitly on t, the
above results can be readily generalized to the non-autonomous case where
d
* » -L n ( y A n (4.13)
such that H is periodic in t, i.e.,
(4.14)
If H is a polynomial function of y and y, and an analytic function of t, then the

bounds of Eq. (4.12) still hold.
The consequences of these theorems can be illustrated by means of two ex
amples [31]. The first is a nonlinear conservative oscillator, the second is a forced
nonlinear oscillator, and the third is an antisymmetric, constant force oscillator.
d2v ■>
A >0. (4.15)
For this case, the functions F and G are
F = y + \y3, G = 0. (4.16)
The exact solution to this equation, see Section 1.4.4, is
' 2nA '27r(2m - l)t'

V(*,A) = 2 „ a2m- 1 cos (4.17)
kK{k)
where the initial conditions are
y (0) = A, * g ) = 0 , (4.18)
dt
where
1/2
XA2 AK(k)
k = (4.19)
2(1 + A ^ ) J ' [l + XA2]1'2'
and K(k) is the complete elliptic integral of the first kind [32]. The coefficients
a2m-i are
a
2m-l (4.20)
l+g2m-l'
nm
where
q = exp ■ k' = (1 - k2fl\ (4.21)
Note that
0 < q < 1, (4.22)
and from Eqs. (4.20) and (4.22), it follows that
0 < a2m-i < 6 m~ , (4.23)
where
(4.24)
The exponential decrease of the coefficients is expected since Eq. (4.16) is a poly
nomial function of y.
Now consider the equation
<Py , 3 ■ .
(4.25)
-d¥ + y =sint
'
which represents a periodic forced nonlinear oscillator. The following trigonometric
polynomial provides an approximation to a periodic solution [27] of Eq. (4.25):
y(t) = ^2 &2m-1 s i n ( 2 m _ !)*' (4.26)

where the coefficients are
&i = 1.431189037, b9 = 0.000059845,
63 = -0.126911530, &„ = -0.000004691,
65 = 0.009754734, &13 = 0.000000368,
67 = -0.000763601, 615 = -0.000000029.
The ratio of neighboring coefficients can be calculated and are given by the following
numbers:
J^-8.87X10- ^_7.69xl0-2)
bz
7 2
65 ~
- -7.83
~ , , u " x" i10-
u ,' ^&9- ~_ -7.83
7 0 , „ i n -
x 10 2
67
^ - 7 . 8 5 x 1 0 - 613
^ 5 _ 7 . M x l 0 .
611
^ s- -7.90 x 10- 2
»13
Note that all the ratios are close to the value —7.84 x 1 0 - 2 . (The last ratio value
probably reflects the effect of truncation of the infinite Fourier series, wliile the
first two ratio values indicate the dominance of the lower harmonics in the periodic
solution.) The coefficients are expected to satisfy a relationship having the form
given by Eqs. (4.12). For m > 3, the following relation is consistent with the above
coefficient ratios:
62m_] ~ ( - l ) m + 1 & 0 2 m - \ (4.27)
where 6 and b are constants. The constant 6 can be determined from Eq. (4.27)
and the coefficient ratios, i.e.,
h
J^+l. „ _02 ~ _7.84 x 1 0 - 2 , (4.28)
and
9 ~ 0.28. (4.29)
In summary, the trigonometric polynomial approximation to a periodic solution of

Eq. (4.25), given by the expression of Eq. (4.26), has Fourier coefficients that appear
to decrease in the manner expected from the prediction of Theorem 2.
The final example is the antisymmetric, constant force oscillator whose equation
of motion is
^ j f + s g n ( y ) = 0. (4.30)
With the initial conditions
V(0)=0, *& = A, (4.31)
the exact solution is
y(t) m± 3
V 7T J ^
v
' m=0
1
(2m + l )
v
'
3
. [(2m + l ) i
1A
(4.32)
(See Section 1.4.3.) Observe, from Eq. (4.30), that y(i) has a bounded second
derivative, and that y(t) is of bounded variation. Hence, from Theorem 1, it follows
that the Fourier coefficients satisfy the bound
M
hk+r < p . , (4.33)
Comparison of this expression with Eq. (4.32) gives
M = 2,4 2 . (4.34)
The general conclusions of this section can be expressed as follows: If the

functions F and G are polynomial functions of their arguments, then the Fourier
coefficients of periodic solutions to Eq. (4.2) should decrease rapidly, i.e., these
coefficients are expected to satisfy the bound given by Eqs. (4.12). Similar results
are expected if F and G are rational functions of their arguments. If F and G
are only piecewise continuous functions of their arguments, then a bound like that
given by Eq. (4.33) is expected to hold. The above discussion implies that the use
of trigonometric polynomial approximations to the periodic solutions of Eq. (4.2)

may provide excellent representations of the actual periodic solutions. These results
form the basis for the use of the method of harmonic balance.
4.2.2 Direct Harmonic Balance [13, 15]
In the following presentation of the direct method of harmonic balance, it will

be assumed that the equation of motion takes the form:
g + /(,,«) = ***>£ (4-35)

where / and g have the properties
f(-y, a) = -f(y, a), g(-y, /}) = +g(y, 0). (4.36)
The restriction to this form is no actual loss of generality since almost all of the non
linear oscillators that are considered in this book have this structure. An important
feature of systems that can be modeled by Eqs. (4.35) and (4.36) is the property
that only the odd harmonics appear in the Fourier expansions of the solutions.
First consider the situation for a conservative system, i.e., g = 0 in Eq. (4.35):
^ f + / ( y , a ) = 0. (4.37)
The initial conditions can be selected as
y(0)=A, « = 0 . (4.38)
The periodic solution to Eqs. (4.37) and (4.38) can be written

oo
y(t) = £ Am(a, A) cos[(2m - 1)wt], (4.39)
m=l
where it is indicated that the Fourier coefficients depend on the parameters a and
the initial position A. While not written out explicitly, the angular frequency u>
also depends on a and A, i.e.,
u=u{a,A). (4.40)
The N-th order method of direct harmonic balance approximates the exact solution
y(t) by the expression
N
A cos
yN(t) =J2 % K 2m - ^Pfi] (4-41)
m=l
where Am and U>N are, respectively, approximations to Am and u>. Equation (4.41)
contains N + 1 unknowns: the N coefficients and the angular frequency. They can
be determined as follows:
(1) Substitute Eq. (4.41) into Eq. (4.37) and write the resulting expression as
N
^ F m c o s [ ( 2 m - l ) w t ] + HOH = 0, (4.42)
m=l
where HOH stands for higher-order harmonics, and
Hm = Hm(A[N\AiN\...,A^;Q,a). (4.43)
(2) Set the functions Hm equal to zero, i.e.,
Hm=0, m = l,2,...,iV, (4.44)
and solve for A2 ,A3 , . . . , AN , and u> in terms of A\ .

(3) A\ can be expressed as a function of the initial condition, by use of the
relation
N
VN(O) = A = £ A W (445)
m=l
Note that for each N, it is required that the initial conditions of Eq. (4.38) be
satisfied, i.e.,
„ W (0) = A, ^ = 0. (4.46)
Now consider the full equation given by Eq. (4.35). For this case, limit cycles
may exist and the initial conditions cannot, in general, be o priori specified. The
N-th order method of direct harmonic balance approximates the periodic solutions
of Eq. (4.35) by the expression
2/jv(t) = A\ ' cos(uiNt)

N
+ Y, {^m] «>s[(2m - IpNt] + B 2 ° sin[(2m - l)u,Nt]\ , (4.47)
m=2
where the 2N + 1 unknowns,
f i W A(N) A(N)
(4.48)
r. R(N) R<N)
can be determined as follows:

(1) Substitute Eq. (4.47) into Eq. (4.35) and write the resulting expression as
N
] T {Hm cos[(2m - l)u>Nt] + Lm sin[(2m - l)w w <]} + HOH = 0. (4.49)
m=l
(2) Set the 2N functions Hm and Lm equal to zero, i.e.,
ffm=0, Lm=0, m = l,2,...,JV, (4.50)
and solve the quantities listed in Eq. (4.48). In general, these quantities will be
expressed in terms of the system parameters a and /?.
4.2.3 Rational Representations [14, 33]

§ + , 3 = 0, (4.51)
has an exact solution that can be expressed in terms of a Jacobi elliptic function.
These functions have the feature that they can be written as ratios of series of
trigonometric functions [34]. This suggests that approximations to the periodic
solutions of Eq. (4.35) can take the form
E ^ = i {A(nN) cos(2m - 1)0 + &iN) sin(2m - 1)6>]
1 + E m = i [<?mM) cos(2m<?) + D^ sin(2m<?)l

where
6 = «5&t. (4.53)
Note that y^ is essentially the approximation of the previous subsection.

Instead of giving the general procedures for determining the various coeffi
cients and the angular frequency, only the first and second approximations will
be discussed. For most cases, the use of the form given by Eq. (4.52) leads to
very complicated algebraic equations that have to be solved for third and higher
order approximations. In Section 4.5, the worked examples show that the second
approximation can generally be done satisfactorily by hand calculations.
The first approximation is just the expression
y>(t) = i ( 1 1 ) c o s ( ^ t ) , (4.54)
with all the other coefficients zero.

There are several distinct forms that can be used for the second approximation;
three of them are listed below:
yl(t) = A\2) cos(ui^) + 4 2 ) cos(3<^r) + 5< 2 ) sin(3u>j^), (4.55)
= A™ cos(Q{t)
(4.56)
1
l + C,11)cos(2u>1It) + .D<1) sm(2u>\t)'
and
= A < ' > c o ^ ) + ff>co.(3u>;t)
n J V
l + D^sm^lt) '
The harmonic balancing procedure for the representations of Eqs. (4.54) and (4.55)
has already been discussed in Section 4.2.2.
Consider the form of Eq. (4.56) first for a conservative oscillator. For this case,
Eq. (4.56) reduces to the expression
l}
, 1 W _ ^ A[
cos(u>\t)
^1 "l1 ut-o\
ViW ~ .l +. Ci
^(i)
(1) ^~7T>
cos(2w 1
1 t)'
(4-58)
where the initial conditions are those of Eq. (4.38). Substitution of Eq. (4.58) into
Eq. (4.37) and expanding the resulting expression into a trigonometric series, the
following result is obtained:
Hi[A[l),C1:i),u>\}cos9 + H2[A{11\C[1) ,U>J]COB30 + HOH = 0, (4.59)
where 9 = uj^t. Setting the coefficients of the two lowest harmonics to zero gives
#i =0, H2 = 0, (4.60)
which can be solved for 0\ and w\ as functions of A\'. The amplitude A\1' can
then be expressed in terms of the initial value, y(0) = A, by means of the relation
Am
Consequently, A\ , C\ , and ui\ are given as functions of A and the parameters a.

For nonconservative oscillators, limit cycles can exist. The full form of
Eq. (4.56) must be used. Its substitution into Eq. (4.35) gives a trigonometric
series having the form
# i cos 9 + H2 cos 39 + Lx sin 9 + L2 sin 30 + HOH = 0, (4.62)
where (Hi,H2,Li,L2) depend on A\ ', C[ , D\ , and a>|, and where 9 = u>}t.

The functions also depend on the parameters a and j3. Harmonic balancing the
expression of Eq. (4.62) gives
Hx = 0 , H2 = 0, Lt = 0 , L2 = 0, (4.63)
which are to be solved for A*1*, Cj (1) , D\n, and u>\ in terms of the parameters a
and p.
Similar considerations apply to the form given by Eq. (4.57).
4.3 Worked Examples: First Approximation
This section gives the details of the calculations necessary to obtain a first
approximation to the periodic solutions to eight nonlinear differential equations
by means of the method of harmonic balance. An important advantage of this
technique is that it can be applied to differential equations for which perturbation
methods cannot be employed.
In the material to follow, both in this section and the remaining sections of this
chapter, bars and unnecessary subscripts and superscripts will not be placed on the
amplitudes and angular frequency. They will be taken, respectively, to be A\ and
u>. However, it should also be clear that the final quantities of the calculations are
approximations to the actual values of the corresponding expressions in the exact
solutions.
For conservative systems
J f + /(y,a) = 0, (4.64)
the initial conditions are always selected to be
3,(0) = A, « = 0. (4.65)
This situation gives Ai = A. For nonconservative systems, no such a 'priori selection

can be done. The functional form of the first approximation is
yi(t) = Ai cosujt, (4.66)
and the corresponding "approximate" expressions for the first and second derivatives
are
dy\
-~ = -u)Ax smut, (4.67)
~£r= -u2AlCOsut. (4.68)

4.3.1 Example A
Consider the following nonlinear oscillator equation
g + , 3 = 0. (4.69)
All of its solutions are periodic. The substitution of Eqs. (4.66) and (4.68) into this
equation gives
- w 2 Ax cos ut + A\ cos3 ut ~ 0, (4.70)
(-"' + ¥)Aicoswt + HOH = 0. (4.71)
Setting the coefficient of cosuii equal to zero allows the determination of w in terms
of Aj;
« = yf^- (4-72)
Therefore, the first approximation to the solution of Eq. (4.69) is
yi(t) = A1cos(JÂ1t). (4.73)
Imposing the initial conditions, of Eq. (4.65), gives
Ai = A, (4.74)
and
yi(t) = A cos U^ At) (4.75)
It will be shown later that the expression given by Eq. (4.75) provides an accu
rate approximation to the solution of Eq. (4.69). Note that perturbation methods
cannot be applied to this equation.
4.3.2 Example B
Another nonlinear conservative oscillator differential equation is
§ + y + ey3=0. (4.76)
For e > 0, all the solutions are periodic.

Substituting Eqs. (4.66) and (4.68) into this equation gives
—ui2AcosLot + Acoswt + eA3(cosut)3 ~ 0, (4.77)
3eA2
-w2 + 1 + coswt + HOH = 0. (4.78)
Setting the coefficient of cos ut equal to zero and solving for u gives
3eA2
w=\ 1+ (4.79)
Hence, the first approximation to the solution of Eq. (4.76) is
yi(t) = Acos\ \/l + -L-i (4.80)
It should be emphasized that this expression provides a good representation

for the solution for all e > 0 and arbitrary values of A.
4.3.3 Example C
The van der Pol differential equation is
- f2+ j / = e(l-y 2 )-£, e>0. (4.81)

dt dt'
The approximate solution and its derivatives for this case are given by Eqs. (4.66),
(4.67), and (4.68), where the initial conditions are unspecified. Therefore,
^ | + y = (-a; 2 + l)A 1 cosa;<, (4.82a)
and
(1 - y 2 ) - ^ = (1 - A\ cos2 wi)(-Aiw sin wi)

dt
A2
= — A\u l - - ~ )sina;i + HOH (4.82b)
Substituting these expressions into Eq. (4.81) gives
,4-!)
( - u / + l)Aj coswt + eAuj ( 1 - -7- ) sinwt + HOH = 0. (4.83)
Setting the coefficients of the cosuit and sinwt terms equal to zero and solving for
u> and A\ gives two solutions; they are
A\ = 0, ui = arbitrary, (4.84a)
Ai = 2, w = 1. (4.84b)
The first solution corresponds to the trivial solution or a limit point, i.e.,
yi 1 } (0 = 0, (4.85)
while the second gives the approximate parameters of the limit cycle, i.e.,
y f ' ( t ) = 2 cost. (4.86)
Based upon the knowledge gained from the application of the Lindstedt-
Poincare perturbation method to the van der Pol equation, it is clearly seen that
Eq. (4.86) reproduces exactly the first term in the perturbation series of Eq. (4.81)
under the condition that 0 < e < 1.
4.3.4 Example D
Another van der Pol type oscillator differential equation is
§+„• = «!-rtf, «>0. (4.87)

Substitution of Eqs. (4.66), (4.67), and (4.68) into this equation, yields the following
expression:
12\ / A2-
C_ w 2 + M i j A1 cosut + eAitJ (l - ^ J sinw* + HOH = 0.
(4.88)
Setting the coefficients of cosojt and sinwt equal to zero gives
A 1 L2 - ^ ) = 0, (4.89a)
uAl (l - £\ = 0. (4.89b)
The limit cycle parameters are
Ax = 2, w = \/3, (4.90)
and the approximate solution to Eq. (4.87) is
yi(t) = 2COB (S3t\. (4.91)
In view of the results obtained in Example C, it is expected that the j/i(t), given in
Eq. (4.91), holds only for 0 < e < 1.
4.3.5 Example E
In dimensionless form, a mass attached to a stretched wire (see Section 1.2.2)

has the equation of motion
g + y - 7 ^ f = 0 , 0<A<1. (4.92)
This equation is conservative and has the first-integral
G)(S) 2+ ^ )= ^°' (4 93)

-
where the potential function is
y2
v(y) = j - W i + y2 + K (4.94)
and E is the "total energy" of the nonlinear oscillator. All the motions correspond
ing to Eq. (4.92) are periodic.
Observe that for small and large y, the equation of motion takes the forms:
y small: -^f- + (1 - X)y ~ 0, (4.95a)
V large : — + y ~ 0. (4.95b)
Consequently, the angular frequency increases as the initial value of y(0) = A

increases. For small A, UJ ~ -\/l — A, while for large A, w ~ 1.
To apply the method of harmonic balance to this problem, the differential
equation must be written in a form that does not contain the square-root expression.
Carrying out this procedure gives
fy (4.96)
( i + y 2 ) dt2 + y = AY.
Substituting the first order harmonic solution into this equation gives
(1 + A2 cos2 uit) [(-u2 +l)Acosut] = A2(A cosuit) 2 . (4.97)
Expanding and simplifying this expression gives
(-W2 + l)2 1+ ^ + HOH = 0. (4.98)
There are two solutions for w; they are
-ll/2
w± = 1± (4.99)
f^f\
The discussion after Eqs. (4.95) shows that the solution with the negative sign
should be selected, i.e.,
1/2
A
1 (4.100)
f^4\
Therefore, a first approximation to the periodic solutions of Eq. (4.92) is
"I 1/2
\
yi(t) = A cos (4.101)
V^f
4.3.6 Example F [35]
The nonlinear differential equation
cPy
+ lvlv = o, (4.102)
dt2
corresponds to a conservative oscillator whose first-integral is
3)(£)+(>»°-^ (4.103)
where E is the constant total energy.

The assumed approximate solution is
j/i (£) = A cos u>t. (4.104)
However, to proceed, ]y\ = A\cosu>t\ must be calculated. A Fourier analysis gives,

for —7r < 9 < 7r, the result [35]
0
i=©[G) + G) cos2 ^-(^) cos4e + (4.105)
Therefore, |y|y is given by the expression
/8J42\
\y\y= ( — J c o s w i + HOH (4.106)
and using this result in Eq. (4.102) gives
(-»' + £ j Acoswt + HOH = 0. (4.107)

Setting the coefficient of cos ait to zero and solving for w gives for yi(<) the following
expression
yi{t) = A cos U^tV (4.108)
4.3.7 Example G
The following nonlinear differential equation is a generalization of the Lewis

equation [36]:
g + y»-<l-|»l)|. (4-109)
Applying the Lienard-Levinson-Smith theorem to this equation shows that it has a

single stable limit cycle.
For this problem, it follows that
^ + , , » - , ( _ « * + ? £ £ ) Ax coB«t + HOH (4.110)
and using Eq. (4.105)
«(! - \y\)^T -» -u*M fl - ^ J sinwt + HOH. (4.111)

at \ on )
Under these substitutions, Eq. (4.109) becomes
(_w2 + 3Ai_ j Ai cosojt + u)ef1_ i l l j A 1 smut + HOH = 0. (4.112)
Applying the harmonic balance technique gives
o_ / o \ 3/2
A, = ^ , «=*^J - (4.113)
There is a second solution
Ai = 0, a» = arbitrary, (4.114)
which corresponds to the fixed-point, yi(t) = 0. The solution for the values given
in Eq. (4.113) is
3 2
/s.\ r //-A
3 \ 3 //2 1
(4.115)
Hi *
This gives a first approximation to the limit cycle of Eq. (4.109).
4.3.8 Example H
Consider the following generalization of the van der Pol differential equation:
§ 2 + y + ( a - / 3 y 2 + 7 ^ ) $ = 0, (4.116)
dt dt
where the parameters (a, j3,7) are all positive. One or more limit cycles are expected
to exist for this equation. The exact number obtained depends on the values of the
parameters.
Substituting Eqs. (4.66), (4.67), and (4.68) into Eq. (4.116) gives, after simpli
fication, the following result:
(—10 + X)A\ cosut — «-({k+m^ Aisinu;i + HOH = 0. (4.117)
Applying harmonic balance gives for the angular frequency
w = 1. (4.118)
The amplitudes of possible limit cycles axe given as roots to the cubic equation
A,
!>:-©*- 0. (4.119)
The root
Ax = A^ = 0, (4.120)
corresponds to a fixed-point of Eq. (4.116), i.e.,
V(t\t) = 0. (4.121)
The other two roots A ( 2 ) and A ( 3 ) are given by
[A{2)? = Q [ft - v / / ? 2 - 8 a 7 ] , (4.122a)
[A^f = (~\ [/J + V02 ~ Say] . (4.122b)
Note that >i (2) and A ( 3 ) are real and distinct if the following condition holds
P2 > 8aj. (4.123)
For this situation two limit cycles exist with
i(2) < i(3). (4.124)
The following argument indicates that the fixed-point at the origin is stable, the
limit cycle with amplitude A ( 2 ) is unstable, and the limit cycle with amplitude A^
is stable:
(1) The coefficient of the dy/dt term can be considered a damping function,
i.e., when it is positive this term causes the amplitude to decrease and when it is
negative the amplitude increases.
(2) For small values y and dy/dt, the damping function is positive. Therefore, in
the neighborhood of the origin in phase space, the phase trajectory moves toward
the origin. Hence, the origin, i.e., the fixed-point corresponding to AS1) = 0, is
stable.
(3) For large values of y, the damping function is also positive. This implies
that there exist a value y* > 0 such that for \y\ > y*, the motion in phase space is
such that the phase trajectory decreases its distance from the origin.
(4) The only possibility that can lead to the situation described in (2) and
(3) is for the limit cycle with amplitude A' 2 ' to be unstable, while the one with
amplitude A^ be stable.
(5) In summary, for /32 > 8«7, there exists a stable fixed-point, an unstable
limit cycle, and a stable limit cycle. The corresponding solutions according to the
first approximation of harmonic balance are
yW(t) = AW = 0, (4.125a)
yf°(<) = A ( 2 ) c o s i , (4.125b)
y[3\t) = AW cost, (4.125c)
where AW and AW are given by Eqs. (4.122).

If /?2 = 807, then the two limit cycles coincide. The limit point at AW = 0
remains. For this case, the "single'' limit cycle at
AW = AW = i (4.126)
7
is semi-stable.
For P2 < 807, AW and AW are complex conjugates of each other and the
fixed-point AW = 0 is globally stable, i.e., for any initial conditions the solution
decays to the origin in phase space.
Exactly the same conclusions are reached if the parameters (a,/?,7) are as
sumed to be of order e and the method of Krylov and Bogoliubov is then used to
obtain an approximation to the solution of Eq. (4.116); see Problem 4.7.
4.4 Comparison w i t h t h e Lindstedt-Poincare M e t h o d
The eight worked examples of the previous section fall into four categories:
Category Examples Differential Equation
(I) B, E y+y = eFl(y) (4.127a)
F j ( - y ) = -Fiiy) (4.127b)
(II) C, H y + y = eF2(y)y (4.128a)
F2(-y) = +F 2 (y) (4.128b)
(III) A, F y + F 3 (y) = 0 (4.129a)
Lim y _ 0 F3(y)/y = 0 (4.129b)
(IV) D, G y + F^y) = eF^y (4.130a)
F 4 ( - y ) = +F 4 (y). (4.130b)
Category I differential equations correspond to conservative systems, and, in
general, all their solutions are periodic for arbitrary initial conditions. For small
values of e (replace A in Example E by e and let |y| < 1) the harmonic balance first
approximation solution agrees with that determined by means of the Lindstedt-
Poincare perturbation technique. Moreover, the first approximation appears to
provide good analytic approximations to the periodic solutions for large values of t
and arbitrary initial conditions.
Category II differential equations generally have limit cycles as the periodic
solutions. A detailed examination of Examples C and H shows that the first approx
imation of the harmonic balance method gives accurate values for the amplitude of
the fundamental harmonic term and the angular frequency provided that e is small.
As such, the calculated results are the same as those obtained by use of first-order
perturbation techniques.
Category III differential equations model conservative oscillatory systems for

which the force has no linear term. For this class of equations perturbation proce
dures cannot be used to construct approximations to the periodic solutions. The
method of harmonic balance seems to provide good analytic approximations to the

periodic solutions for arbitrary values of the initial conditions.
The differential equations that belong to Category IV have no linear force term
and generally are expected to have limit cycles as the periodic solutions. Detailed
examination of Examples D and G leads to the expectation that the calculated
values of the limit cycle amplitudes and angular frequencies are accurate only for
small values of e.
The following statements summarize the above results:
(1) The application of the first approximation harmonic balance method to Cat
egories I and II differential equations should give accurate analytic approximations
to the periodic solutions for (essentially) arbitrary values of the system parameters
and initial conditions.
Note that since Categories I and II problems are conservative, it is always
possible, and, generally, convenient to use the following initial conditions
y(0) = A, « = 0. (4.131)
(2) The first approximation of the method of harmonic balance, when applied
to Categories II and IV differential equations, generally gives the same result as
first-order perturbation procedures.
4.5 Worked Examples: Second Approximation
This section presents the details of how to construct approximations to the

periodic solutions to two nonlinear conservative oscillators. Each equation is treated
by a different second approximation expansion based on the method of harmonic
balance.
4.5.1 Example A
Section 4.3.1 gave the harmonic balance first approximation solution to the
differential equation
-dr + v = °> ( 4 - 132 )

with initial conditions
rfO)-* *f=0. (4.133)
The expression obtained was
Vl(t) = A cos UÂtV (4.134)
A possible second approximation form for the periodic solution to Eq. (4.132)
is
y2(<) = Ai cos 0 + A2 cos 30, (4.135)
where
9 = ut. (4.136)
Substitution of Eq. (4.135) into Eq. (4.132) and simplifying the resulting expression
gives
Hi(AuA2,u)cos8 + H2(A1,A2,u)co836 + KOK = 0, (4.137)
where
Hl=Ax \M-\7)MA
1
(4.138)
\4J * V2
K4J"
H2 = _gA^ + Q A « + (ÂlA2 + (Â (4.139)
The harmonic balancing condition leads to the equations
Hl(A1,A2,u:) = 0, (4.140)
H2(A1,A2,u>) = 0. (4.141)
Solving Eq. (4.140) for u>(Ai,A2) gives
(1.142a)
where
(1.142b)
If this value for CJ is substituted into Eq. (4.141), then, after some algebraic manip
ulation, the following equation is obtained for x:
51a;3 + 27x 2 + 21z - 1 = 0. (4.143)
This equation is cubic and therefore has three solutions. However, the root of
interest is the one for which
\x\ < 1, (4.144)
for this requirement forms the basis of the harmonic balance method. To proceed,
assume that such a solution, xs, exists, i.e., |x s | <C 1. Its approximate value can be
determined by neglecting the first two terms in Eq. (4.143). Solving the resulting
equation gives
xM - ^ r = 0.0476. (4.145)
To further improve this result, retain the quadratic term in Eq. (4.143) and solve
this equation to obtain
z' 2 ) = 0.0450, (4.146)
as an improved value for xa. From the definition of x, it follows that
Y a 0.045. (4.147)
Thus, the amplitude of the higher harmonic is about 5% the value of the fundamen
tal amplitude. Comparison of the expressions for the angular frequency, UJ, given by
Eqs. (4.134) and (4.142a) shows that the inclusion of the higher harmonic increases
the value of u> by about 2%.
The second approximation to the solution of Eq. (4.132) is
Viit) = Ai[cos0 + x a cos 30}. (4.148)
Since 2/2(0) = A, it follows that
Ax = —-— ~ 0.9574, (4.149)

and from Eq. (4.142a)
w ~ 0.8507A. (4.150)
The period is given by

T = 2_n ^ 7 ^ 8 5 9
a; A
Consequently, rj2(t) is
y2(<) = (0.957),4[cosu;i + (0.045) cos Suit]. (4.152)
The exact solution to Eq. (4.132) is
y(t) = Acn{At; 1/V2), (4.153)
where en is the Jacobi elliptic function. The exact period of the oscillation is
m 7.4163
(4.154)
A '
which can be compared to the periods of the first (Tj) and second approximations
(T2)
7.2552 m 7.3859
T, = — ^ — , T2 = - j - . (4.155)
A Fourier expansion of the exact solution, Eq. (4.153), gives a ratio of the amplitudes
of the cos3w£ and coswi terms to be 0.0450778, as compared to the value given by
Eq. (4.147). These results show that the method of harmonic balance provides an
excellent approximation to the solution of Eq. (4.132).
4.5.2 Example B [35]
Consider the nonlinear conservative oscillator differential equation (see Sec

tion 4.3.6)
§ + h/|y = 0, y(0) = A, ^ = 0. (4.156)
A second approximation to the periodic solutions is
, A-i cos 0
6 = U;t
(4.157)
^ = 1 + 5 ! cos20'
Using the fact that for — n < 0 < 7T
|COSe|=
©[© + © COS2e -(^) C ° S ^ + ■ (4.158)
it follows, after some algebraic manipulation, that
3Bi
(1 + Bicos20) 3 |y|y i+ cos0
5
i' 175!
+ i+ cos30 + HOH (4.159)
and
115?
(1 + B1COS20)3C^- = -L>2A1 1+ 5
dt2
35i
+ 35j -1 cos30 + HOH (4.160)
Substituting of Eqs. (4.159) and (4.160) into Eq. (4.156), and equating the coeffi
cients of cos 8 and cos 30 to zero gives the two equations
m 8A2
i+
35i
5
17^!
= w 2 A, 1 + B i -
95?
115?2 1 (4.161)
1+ 35j (4.162)
157T
These are three equations for the three unknowns A\, B\, and u>. To obtain B\,
divide Eq. (4.161) by Eq. (4.162) and simplify the resulting expression. Doing this
gives the result
An excellent first approximation to the ''small" root of Eq. (4.163) is
5 i ^ - ^ =-0.054. (4.164)
The angular frequency u> can be determined from Eq. (4.162) and is given by
the expression
,15TT
)[ ( l + ^ ) / (£a_3 B l ) Ai, (4.165)
or, using the result of Eq. (4.164)
u ; ~ 0.933 V^4i- (4.166)
The amplitude A\ can be expressed in terms of the initial conditions. From

Eqs. (4.156) and (4.157), the following result is obtained
'122\
A 1 ~ ^ ) - 4 = (0.946).4. (4.168)
,129 y
Substitution of all of these results into Eq. (4.157) gives the following expression for
the periodic solution of Eq. (4.156)
= (0.946)Acos(0.908v/ZQ
1 - (0.054) cos(1.816\/Zt)
Problems
4.1 Calculate the Fourier series for |cos#| for —7r < 6 < ir. Apply the theorems of
Section 4.2 to predict bounds on the rate of decrease of the Fourier coefficients.
4.2 Prove that in the Fourier expansion of the solutions to Eq. (4.35) only odd
harmonics appear if the conditions given by Eq. (4.36) hold.
4.3 Explain why for the first harmonic balance approximation the following form
should always be selected
yi(t) = A\ cos tut,
rather than
yi(i) = A\ coswt + B\ sinuit.
4.4 Construct the first approximation using harmonic balance for a conservative
oscillator if the initial conditions are
4.5 Apply the results of Problem 4.4 to Examples A, B, and E of Section 4.3.
4.6 Construct an approximation to the solution of the differential equation
-j± + y + ey3 = 0, t > 0,
using the form

=
!/2(0 -^1 cosuit + A2 cos 3wt.
See reference [15].
4.7 Assume the parameters (a, j3,7) in the example of Section 4.3.8 are all of order
e. Use the Krylov-Bogoliubov method to verify the results obtained by the
method of harmonic balance.
4.8 Construct a first approximation to the solutions of the differential equations
<Py
*-Th\ (a)
<Py , 3
w+y =t
L i-y2J
(b)
where 0 < /? < 1.
4.9 Determine all the roots to the cubic equation given by Eq. (4.143).
4.10 Provide a justification for the result of Eq. (4.145).
4.11 Show that the exact period of Eq. (4.132) is given by Eq. (4.154).
4.12 Work out the details leading to Eqs. (4.159) and (4.160).
4.13 Calculate the three roots of Eq. (4.163).
4.14 Determine first and second order approximations to the differential equation
§ + v+ { r ^ = o, *>0, g>0.
4.15 Analyze the number and type of limit cycles for the differential equations
^ + (<*-/V+7y4)^| + y + W 3 = 0 (a)
Q, /3, 7, fi all positive,
2
<Py"
dt2
... , ,. :>
ay + by = <-«r i <»
a, 6, c, d all positive. See reference [37].
4.16 Can the method of harmonic balance be applied to the systems discussed in
Sections 1.4.2 and 1.4.3? If so, construct the first approximation solutions.
4.17 Harmonic balance, when used in lowest order, leads to inconsistencies for non
linear conservative oscillators having mixed-parity terms. An example of such
an equation is [38]
-^ + ay + by2 + cy3 = 0.
Apply various harmonic balance approximations to this equation. What major
conclusion comes out of this effort?
References
1. J. C. West, Analytical Techniques for Nonlinear Control Systems (English Uni

versity Press, London, 1960).
2. D. D. Siljak, Nonlinear Systems (Wiley, New York, 1969).
3. A. R. Bergen and R L. Franks, SIAM J. Control 9, 568 (1971).
4. C. A. Borges, L. Cesari, and D. A. Sanchez, Q. Appl. Math. 32, 457 (1975).

5. H. Leipholz, Direct Variational Methods and Eigenvalue Problems in Engineer

ing (Noordhoff International Publishing, Leyden, 1975). See Section 4.2.
6. J. Kudrewicz, Int. J. Circuit Theory and Appl. 4, 161 (1976).
7. D. J. Allwright, Math. Proc. Camb. Phil. Soc. 82, 453 (1977).
8. P. E. Rapp and A. I. Mees, Int. J. Control 26, 821 (1977).
9. A. I. Mees and L. O. Chua, IEEE Trans. Circuits and Systems C A 5 - 2 6 , 235

(1979).
10. P. Miletta, in R. Chuagui, editor, Analysis, Geometry and Probability (Marcel

Dekker, New York, 1985). See pp. 1-12.
11. A. S. Atadan and K. Huseyin, J. Sound and Vibration 9 5 , 525 (1984).
12. K. Huseyin and R. Lin, Int. J. Non-Linear Mechanics 26, 727 (1991).
16. J. L. Summers and M. D. Savage, Phil. Trans. R. Soc. London A 340, 473
(1992).
17. N. MacDonald, J. Phys. A: Math. Gen. 26, 6367 (1993).
18. J. Garcia-Margallo and J. Diaz Bejarano, J. Sound and Vibration 116, 591
(1987).
19. J. Garcia-Margallo, J. Diaz Bejarano, and S. Bravo Yuste, J. Sound and Vi
bration 125, 13 (1988).
20. S. Bravo Yuste, J. Sound and Vibration 130, 33 (1989).
21. J. Garcia-Margallo and J. Diaz Bejarano, J. Sound and Vibration 136, 453
(1990).
22. S. Bravo Yuste, J. Sound and Vibration 145, 381 (1991).

23. F. F. Seelig, Z. Naturforsch 35a, 1054 (1980).
24. F. F. Seelig, J. Math. Biology 12, 187 (1981).
27. M. Urable, Arch. Rat. Mech. Analy. 20, 120 (1965).
28. A. Stokes, J. Diff. Eq. 12, 535 (1972).
29. N. K. Bary, A Treatise on Trigonometric Series, Volume 7 (MacMilland, New

York, 1964).
30. R. C. Buck, Advanced Calculus (McGraw-Hill, New York, 1978).
31. R. E. Mickens, / . Sound and Vibration 124, 199 (1988).
32. P. F. Byrd and M. D. Friedman, Handbook of Elliptic Integrals for Engineers

and Physicists (Springer-Verlag, Berlin, 1954).
33. D. Wood, IMA J. Appl. Math. 33, 229 (1984).
34. H. T. Davis, Introduction to Nonlinear Differential and Integral Equations

(Dover, New York, 1962).
35. R. E. Mickens and M. Mixon, J. Sound and Vibration 159, 546 (1992).
36. J. B. Lewis, Trans. Am. Institute of Electrical Engineers, Part 7772, 449 (1953).
37. G. Schmidt and A. Tondl, Non-Linear Vibrations (Cambridge University Press,

Cambridge, 1986).
38. A. Venkateshwar Rao and B. Nageswara Rao, J. Sound and Vibration 170, 571
(1994).
Chapter 5
MULTI-TIME EXPANSIONS
5.1 Introduction
In the previous chapters, approximate solutions to the nonlinear differential

equation
*+,-«,(,*). .<.«!. <U)
were obtained by means of perturbation techniques that used a single time variable
or scale. However, in the analysis of many dynamical systems, several different time
scales may naturally exist. (Following the procedures of Chapter 1, the differential
equations are always put in dimensionless forms. Thus, all "time" variables are di-
mensionless.) It is consequently of theoretical and practical convenience to consider
perturbation methods that take into account a number of different time variables
To illustrate the basic concepts, consider the equation for a linear oscillator
with small linear damping:
<Py . 0 dy
_ + 2 e _ + y = 0. (5.2)
The exact solution to this equation is
y = Ae-<* cos [(1 - e2)^H + </>] , (5.3)
where A and <j> are arbitrary constants. Observe that the time variable t appears
in either the combination et or (1 — e 2 ) 1/,2 t. The first combination determines the
decay properties of the amplitude, while the second combination is related to the
period of the free oscillations. Let
t = et, t+={l-e2yl\ (5.4)
then, since 0 < t <C 1, the time variable t is "slower" than t+
174
MULTI-TIME EXPANSIONS 175
These results have been used by Cole and Kevorkian [2] to formulate a method
called the two-variable expansion procedure. It is assumed that a uniformly valid
asymptotic solution to Eq. (5.1) can be written as
m-l
y ( M ) = £ > * w ( M + ) + 0(em), (5.5)
where
t = et, (5.6a)
t+ = (1 + e2u2 + <?u3 -)- ■ • • + emum)t, (5.6b)
with the wjt being constants. The time derivative is transformed according to the
following equation:
| = e | + ( l + ^ 2 + ... + ^ m ) J F . (5.7)
The use of Eqs. (5.5), (5.6), and (5.7) transforms the original ordinary differential
equation into a partial differential equation.
Note that for the linear damped harmonic oscillator, the exact solution, given
by Eq. (5.3), depends explicitly on the variables to =t,t\ — et, t2 = e2t,..., as well
as e itself. Thus, a second version of the multi-time method can be constructed by
considering the time variables
tk = ekt, k = 0,1,2,.... (5.8)
In general, the time scale r„ is slower than i* where n > k. For this case, a uniformly
valid asymptotic solution is assumed to take the form:
m-l
y(t, e)=J2 e*Vt(*o, *i , . • • , * » ) + 0{em). (5.9)
Applying the chain rule, the first derivative is
dt dto dti dt2 dtm

This version of the method of multi-times is called the many-variable procedure or

the derivative expansion procedure [1].
The proceeding two methods may be further generalized. The many-variable
procedure can be generalized by using an asymptotic sequence {£*(e)} rather than
powers of e:
t, s S»(e)l, (5-11.)
(5 Ilb)
S-I»K-
k=0 "
-
These expressions may be further generalized by using
tk = 6k(e)gk[nk(e)t], (5.12a)
- = Ys^^g'MW-Qf, (5-i2b)
where {/J*(e)} is another asymptotic sequence and {gk(x)} is a set of functions with
continuous first and second derivatives. The transformations of Eq. (5.12) allow for
linear as well as nonlinear time scales.
The two-time expansion procedure can also be generalized. For example,
Eqs. (5.6) and (5.7) can be generalized to the forms:
t = fi(€)t, (5.13a)
m
t+ =J2h(e)gMe)tl (5.13b)
fc=o
d
(5.13c)
k=0
dt+'
This chapter discusses the two-time expansion procedure in Section 5.2 and
the derivative expansion procedure in Section 5.4. Worked examples illustrating
the two methods are given in Sections 5.3 and 5.5.
Chapter 6 of the book by Nayfeh [1] gives an excellent summary of the method
of multi-times. It also contains many references to the research literature where
these procedures are applied to a wide variety of problems in physics, engineering,

and applied mathematics. See also references [2-8].
5.2 T w o - T i m e Expansion
Assume that the solution to Eq. (5.1) takes the following form:
y(t,e) = y0(lt+) + ey1(t,t+) + e2y2(t,t+) + --- + em-1ym-1(t,t+) + O(cm), (5.14)
where
t - et, (5.15a)
t+ = (1 + e2u>2 + e3u>3 + ■ • • + emujm)t, (5.15b)
and the u>j are constants. The time derivatives are
^ = (1+ ^2 + ...+ ^ m ) J _ + £ | , (5.16a)

d> d
(l + e^ + .-. +■ e^f~mj "
df2 y~ • ft+2
+ 2e(l + 62u,2 + • • • + emu>m)-£^ + e2 J ^ . (5.16b)
The basic procedure of the two-time expansion method is to substitute

Eqs. (5.14) and (5.16) into Eq. (5.1), and set the coefficient of each power of e
equal to zero. The resulting equations are then solved in succession. However, the
solutions will contain arbitrary functions that depend on u>k, t, and t+. These arbi
trary functions can be determined by imposing the condition that no secular terms
appear to each order in e.
To proceed with the method, the second derivative of y{t, t) must be calculated.
This derivative is
J2 r\2
- ^ | = (1 + e2u>2 + e3u>3 + • • -f-fc+2 (2/0 + «/i + e2y2 + ■ • •)
d2
+ 2e(l + £2w2 + • ■ . )+— _ ( y o + ey, + e2y2 + • • •)
at at
2
2 d 2
+ * £Z(yo+eyi+e y2 + ■••)• (5.17)
Expanding this expression and collecting together terms of the same order in e,
gives
cPy2 = c^/o2 + / a 2y + d>y0 \

dt a<+ \at+ dt+dtj
+ e2(^l + 2^2 *»L + 2 - ^ + ^ A + 0(e3). (5.18)
+ + 2
\dt+* a*+2 + at+dt at 2 )
In a similar manner, the first derivative is
2-&+-(&+$)+-'(&+«&+$)+<*,>- (5 19)
-
To terms of order e 2 , the nonlinear function F has the following expansion:
"(4H(»-IF)
+< !
The differential equations satisfied by j/o(i + ,i), yi(t+,t), and J/2(^ + ; ^) can
be
obtained by substituting Eqs. (5.18), (5.19), and (5.20) into Eq. (5.1) and grouping
terms of the same power of e together. Setting the coefficients of the various powers
of e to zero, gives
Q$ + Vo = 0, (5.21)
d2yi „ d2y0 ( dy0\
d2V2 . „ d2y0 d2y0 d2Vl

+ y2 = -2u2 ^ - r r - —~- - 2 ■
+!
Equation (5.21) has the solution
y0(t+,t) = A 0 (F)sint + + B0(t)cost+, (5.24)

where, for the moment, A0(t) and B0(t) are arbitrary functions of t. Thus, the
second term on the right-side of Eq. (5.22) is
_ 2 - ^ = _ 2 ^ c o s < + + 2 ^ s i n t + (5.25)
dt+dt dt dt
Let the original differential equation satisfy the initial conditions
y(0,e) = A, ^ = 0, (5.26)
where A is a constant. Using the results of Eqs. (5.14) and (5.19), the initial
conditions, in the new variables, are
yo(0,0) = A, yt(0,0) = 0, k > 1, (5.27a)
dyo(0,0)
= 0, (5.27b)
dt+
^ ) + ^ | £ ) = 0 , (5.27c)
^ ^ + . 2 ^ 0 ) + ^ l = 0 . (5.27d)
+ +
OT OT at
In the next section, the two-time expansion method is applied to six examples
of differential equations having oscillatory solutions. Other worked examples can
be found in references [1, 3, 4, 5, 6, 7].
5.3 Worked Examples Using the Two-Time Expansion
5.3.1 Example A
Consider the linear damped harmonic oscillation
§+*§+» = »• <^8>
For this case, Eq. (5.22) becomes
d2yi d2y0 dy0

+ y = 2 2 (5 29)
dFi > - ol^- W- "
Substituting Eqs. (5.24) and (5.25) in Eq. (5.29) gives
g, + V l = _ 2 ( ^ + , 0 ) c o , i + (f + B o ), i D l + . (,30,
Eliminating the terms that produce secular terms in this last equation gives
^ + Ao=0, (5.31a)
at
^ + Bo = 0. (5.31b)
dt
The solutions to these equations are
A0(t) = a0e-7, B0(t) = faeA', (5.32)
where a0 and /?o are integration constants. These constants can be determined from
the initial conditions given by Eqs. (5.27). They are found to be
<*o = 0 , A, = A. (5.33)
Thus, j/o(< + ,i) is given by the following expression
yo = Ae~(cost+. (5.34)
With this result, Eq. (5.30) becomes
Q^ + Vi = 0 , (5.35)
whose solution is
yi = Ai(t)smi+ + Bx(?) cost + . (5.36)
Substituting these expressions for t/0 and yi into the right-side of Eq. (5.23) gives
or
32y2
+ y2 = -2 —~+Ai - ( 2 + W 2 J Ae-* cost*
dt+2
+2 l<+. (5.38)
The absence of secular terms in the solution for j/2 gives the following two equations:
^ + Ax = Q + u>2) Ae~T, (5.39a)
+ S i = 0. (5.39b)
dt
The solutions to these equations are
A,{t) ai + Q+"2Mtje-', (5.40a)
B1(t) = fae- (5.40b)
where a\ and f}\ are integration constants. If Eq. (5.40a) is substituted into
Eq. (5.36), a secular term is obtained unless
«2 = " 2 - (5.41)
Consequently, Eq. (5.36) becomes
!/! = a\ e _ t sin t + + /?i e - ' cos (5.42)
The constants ot\ and j3t can be determined from the initial conditions given by
Eqs. (5.27). They turn out to be
ax =A, px = 0, (5.43)
and, consequently, yx is
yx = Ae * s i n t + . (5.44)
Therefore, to terms of order e 2 , the solution to Eq. (5.28) is
y(t, e) = Ae~* [cos t+ + e sin t+] + 0(e2) (5.45)
y(t,e) = Ae-«
K)
This result is to be compared with the exact solution to Eq. (5.28), which is
2
t + e sin ( 1 - — | t + 0(e ). (5.46)
y(t,e) = Ae-tt cos(l - e 2 ) 1 / 2 * + 1(1 - 6 2 ) 1 ' 2 * (5.47)

(l_€2)l/2
5.3.2 Example B
For the differential equation
(5.48)
Eqs. (5.22) and (5.23) become
d2yi 0 d2yo 2
(5.49)
dt+2 ■ " dt+dt
and
d2 V2 d2y0 d2y0 „ d2y1
+ 2/2 = - 2 w : - —^--2 ■2y 0 yi. (5.50)
Qt+2 »< ' ft+2 Qp Qt+Qt
The substitution of Eq. (5.24) into Eq. (5.49) gives
d2Vl (A2+B2\ dA0

dt+- +
d5
+ 2 ^ °- -:-.+
s i n t + +, Mg--Bo2 c o s 2 t + - y l o 5 o s i n 2 < + . (5.51)
The requirement of no secular terms gives
(5.52)
dt
whose solutions axe

A0(t) = a0, B0(t) = Po, (5.53)
where a0 and 0O are integration constants. The initial conditions, given in

Eqs. (5.27), can be satisfied if
a0 = 0 , p0 = A. (5.54)
Thus, the function yo is

yo = >lcost + . (5.55)
The corresponding solution to Eq. (5.51) is
y\ = ~\YJ + (~r) cos2t+ + A1(7)smt+ + B1(7)cost+. (5.56)
Substituting the functions y0 and y\ into Eq. (5.50) gives
d2y2 ndAi „ , 5A : + ndBi . ,

+ V2 = cos t + 2 —— sin V
dt+2 at D dt
— AB\ — AB\ cos 2t+ - AAi sin 2< — ( —— ) cos 3 i + . (5.57)
The secular terms in the solution y2 can be eliminated if
~dT = A r+ IT) • (5 58a)

-
^ = 0. (5.58b)
These differential equations have the solutions
/ 5J42\
A1(t) = A\u2 + — Jt + ai, (5.59a)
B,(t) = A , (5.59b)
where <*i and /?i are integration constants. The function yi will contain secular
terms unless
«-2 = - ^ - . (5-60)
Consequently, Eq. (5.56) can be written as
yl = - 6)+ (g) cos 2tf + a1 sin t+ + cost+. (5.61)
Imposing the initial conditions of Eqs. (5.27) on yl gives
Thus, yl is
y1 = -
C2)
- (3 - 2cost+ - cos2t+),
&d the solution to Eq. (5.48) to terms of order e2 is
y(t,r) =Aces [ I - ("<)r2] t-r($){3-2cos [I-]2€) : ( t
- cos2 [I - (g)c2]
+ t} 0(e2). (5.64)
To obtain Eq. (5.64), use was made of the following results:

-t = ~ t , t+ = [ I -12a):( t.
5.3.3 Example C
for which Eqs. (5.22) and (5.23) are
and
Substituting Eq. (5.24) into Eq. (5.67) gives
d2Vi , odA0 . dB0 . ,

^ T T ? + !/i = - 2 —~r cos i^ + 2 —-— sin r
_ /A| + gg\ _ Mg~£g\ cos2t+ + Afl5o gin 2<+ (5 69)
The elimination of secular terms in the solution J/J requires
A0(t) = a 0 , B0(t) = /?0, (5.70)
where ao and j30 are constants. The use of the initial conditions, given by
Eqs. (5.27), further requires that
a0 = 0, A, = A. (5.71)
Consequently, the function yo is
y0 = A c o s r + . (5.72)
The differential equation for yi, with the conditions for elimination of secular
terms satisfied, is
0 — -(T) + ( T H + <"3>
The general solution to this equation is
j/i = - ( - - j - ( — ) cos 2t+ + Ax(?) sin t+ + B-L(?) cos t+. (5.74)
Substituting Eqs. (5.72) and (5.74) into (5.68) gives

d
d2y2 n M n , A3 ■ dB\ . i
dt+2
+ V2 = cos <T + 2 —— sin t T
- ABj + ABi cos 2t + + A Ai sin 2t+ - ( —- J cos 3t + (5.75)

Again, elimination of the secular terms requires
A, , ( A2\ AT*.
dB x
0. (5.76)
dt
These equations have the solutions
A1(t) = A[u>2 + — Jt + ai, (5.77a)
(5.77b)
where a\ and fa are integration constants. The first of Eqs. (5.77) will lead to
secular terms in y\ unless
"* = - ( ^ ) - (5-78)
Applying the initial conditions allows the determination of ay and fa. They have
the values
9
2A4 22
«i = 0 , fa = —. (5.79)
Consequently, the function yi is
yi = ( — ] ( - 3 + 4 cos t+ - cos 2t+). (5.80)
Therefore, to the second approximation, the solution to Eq. (5.65) is
y(t, e) = A cos
®'MS){- ■3 + 4 cos 1 - -=r e
cos 2 1 - l-=r u t}+0(e<). (5.81)
5.3.4 Example D
The function y\, corresponding to the differential equation
cPy
+ y + eys = 0, (5.82)
dt2
satisfies the following differential equation
dV. d2y0 3
(5.83)
Substituting j / 0 , from Eq. (5.24), into the equation gives
d2 Vi dAp
+ Vi=- + (7)AIBQ + cost"1
dt+2 dt
A3 sint
+
+ (-j(A30 - 3A0B2)sm3t+ + C^j(B3 - 3A20B0)cos3t+. (5.84)
No secular terms will appear in yt if the following relations hold:
(5.85a)
at \o/
(5.85b)
at \o/
The Eqs. (5.85) can be combined to give the following result:
±(Al+B20) = 0, (5.86a)
A2+B2=A2 (5.86b)
where the initial conditions were used to evaluate the integration constant on the
right-side of Eq. (5.86b). Using this result, Eqs. (5.85) become
dAp dBp
-UJIBP, —Tzr =WlA0, (5.87)
dt dt
where
3A2
U>! (5.88)
The solutions to Eqs. (5.87) are
Ap = Acos(ujit -f- <}>), (5.89a)

B 0 = Asm(ujit + (f>), (5.89b)
where <f> is a constant. Substituting Eqs. (5.89) into Eq. (5.24) gives
yo = A cos(u>i£ + </>) sin t+ + A s i n ^ j t + <j>) cos t+ (5.90)
Using the relation
sin(#i + 62) = sinî cos #2 + cos 81 sin 02, (5.91)
Eq. (5.90) becomes

yo = Asin(w 1 ( + ( + + <f>). (5.92)
Satisfaction of the initial conditions, as given by Eqs. (5.27), gives for (f> the value
v (5.93)
2
Consequently, to terms of order e, the solution to Eq. (5.82) is
y(t,e) = y0(t+,t) + 0(e) = A cos i + i ^ i . t + 0(e). (5.94)
5.3.5 Example E
An oscillator with nonlinear cubic damping has the following equation of mo
tion:
dt2
+ y+e
®f-
The function yi is a solution to the differential equation
0. (5.95)
d2Vi , 2
0 d y0 fdyo
2 + yi = - 2 (5.96)
dt+ ' •" " dt+dt \dt+
Using y 0 , given by Eq. (5.24), this equation becomes
d2yi cos< +
dt+- ■ + Vi
2 + sini+
+ ^r {VA°Bo + [vBo
(^j){Al -3B2)cos3t+ + (^f)(3Al - B20)sin3t+. (5.97)
The elimination of secular terms, in the solution for j/i, gives the two equations
dA
o , fi\ . , ,2 . „2
dJ +[^)Ao(Al + B20) = 0, (5.98a)
-J-+ - )B0(Al + B*) = 0. (5.98b)

at \o/
+
The initial conditions for y0(t ,t) are
Vo(0,0) = A, ^ ^ = 0, (5.99)
consequently,
A0(0) = 0, B 0 (0) = A. (5.100)
Consider Eq. (5.98a) at i= 0. From the results of Eq. (5.100), it follows that
^ a - o . (5.101,
This last result, along with the results of Eq. (5.100), implies that
A0(t) = 0, (5.102)
and
^ + ( | V = 0. (5.103)
at \o/
The solution to Eq. (5.103), with the condition given by Eq. (5.100), is
B
° = ^TE- (5-104)
Thus, in the first approximation, the solution to Eq. (5.95) is
A cost
y«,0 = - / r. 1 i/2+°^- ( 5 - 105 )
5.3.6 Example F
As a last example, consider the Rayleigh differential equation
dPy dy _ (1\ fdyV (5.106)

^ + 2 / = e
dt \3j \dt)
For this case, Eq. (5.22) is
^ +yi = _2|!^+|^_^^Y
Qt+2 ' « " -"gi+fi^dtf \3j\dt+J (5 107)
"
The substitution of y0, given by Eq. (5.24), into the right-side of Eq. (5.107) gives
9d2yi
V \dA0 fAl + A0Bj\] .
dBQ (AlB0 + Bl
)
- ( j f ) (Ag - 35 0 2 ) cos 3i+ + {^j {ZAl - B%) sin3t+ (5.108)
The elimination of secular terms requires that AQ and B0 satisfy the following
(5.109a)
(5.109b)
The initial conditions on j/o require that
A o (0) = 0, B0(0) = A. (5.110)
Letting t = 0 in Eq. (5.109a) and using the first result of Eq. (5.110), gives
dA0(0)
0. (5.111)
dt
From these facts, it follows that
A0{t) = 0, (5.112)
and
dB
« = (?±y-Bl). (5.113)
dt
Integration of Eq. (5.113) gives
~ 1A
[A - (A - 4)e- T |
2 2
Thus, the first approximation to the solution of the Rayleigh equation, accord
ing to the two-time expansion method, is
/ ^ 2A COS t „,. ,
v(*,«) = 777 + 0 ( e ) . (5.115)
[A2 - (A 2 - 4 ) e - " ] 1 / 2
5.4 Derivative Expansion Procedure
Assume that a solution [1, 5] to the differential equation
§ + y= ^ ( y , | ) , o< £ «i, (5.116)
which is uniformly valid for all times is given by an asymptotic expansion having
the form
m
y(t,e) = ^ e * y t ( * o , * i , . • • ,*m) + 0 ( e m + 1 ) , (5.117)
ifc=o
where
tk = ekt. (5.118)
The corresponding time derivative is
a-I/a;+<*"'>■ («")
/t=o
Using Eqs. (5.117) and (5.119) to calculate the first and second derivatives of y
gives the expressions:

^ = D0y0 + e(A>Vi + Diy0) + e2(D0y2 + DlVl + D2y0) + 0(e3), (5.120a)
dt
= Dly<> + e(D%yi + 2D0Diyo)

dt2
+ e {D y2 + 2D0Diyi + D\Vo + 2D0D2y0) + 0(e 3 ),
2 2
(5.120b)
where
Dk = -i-. (5.121)
dtk
The initial conditions
m = A, « = 0 , (5.122)
dt
become, if the calculation is only done to order e 2 :
yo(0,0,0) = A, yt(0,0,0) = 0, k>l, (5.123a)
ayo(o,o,o)
0, (5.123b)
dt0
ayx (0,0,0) %o (0,0,0)
+ = 0 (5 123c)
at„ dt, ' -
ay 2 (0,0,0) Aft (0,0,0) ayo(0,0,0)
+ + =0 (5 123d)
at 0 at, a*2 - -
The basic procedure for the derivative expansion method is to substitute
Eqs. (5.120) into Eq. (5.116), collect together terms of the same power of e and
set them equal to zero, and solve the resulting differential equations. These solu
tions will contain arbitrary functions of the variables i o , < i , . . . ,tm. However, these
functions can be determined by requiring that no secular terms appear.
The next section gives three examples to illustrate the derivative expansion
method. Other worked examples are given in references [1, 5].
5.5 Worked E x a m p l e s Using t h e Derivative Expansion P r o c e d u r e
5.5.1 Example A
For the first example, consider the linear damped oscillator
<Pv « dy
-JL + y = -2e-. (5.124)
To terms of order e 2 , the solution has the representation
Substituting Eqs. (5.125) and (5.120) into Eq. (5.124), and equating the coefficient
of each power of e to zero, gives the three equations
Dly0+y0 = 0, (5.126)
Dlyi + yi = -2D0Dm - 2D0y0, (5.127)
D20y2 + Vi = -2£> 0 yi - 2Dm - 2D0Diyi - D\y0 - 2D0D2yo. (5.128)
yo(to,ti,t2) = A0(ti,t2)cost0 + B0(ti,t2)smt0. (5.129)
Substituting this expression into the right-side of Eq. (5.127) gives
Dlvi + yi = 2 f ^ - + AQ) smt0 - 2 (^- + B0) cost0. (5.130)
Secular terms in the solution for y\ can be eliminated by requiring AQ and Bo to

satisfy the following differential equations:
^ + A > = 0 , (5.131a)
at i
^ + B 0 = 0. (5.131b)
Thus, the equation for y\ is

D20yi + yi = 0. (5.132)
The solutions to Eqs. (5.131) and (5.132), respectively, are
A0 = a0(t2)e-tl, (5.133a)
Bo = A>(<2)e-(1, (5.133b)
and
(5.134)
yi = J 4 i ( t i , t 2 ) c o s i 0 + Bi(ti,t2) sin to-
Substituting Eqs. (5.133) into Eq. (5.129) gives
Vo = ao(<2)e -<1 cos to + Po{t2)e~tx sini 0 - (5.135)
If Eqs. (5.134) and (5.135) are substituted into the right-side of Eq. (5.128),
then the following differential equation is obtained for y2:
Dly2 + y2 = - 2 ^ - - 2B1 + doe-'* 2 ^ e - " cos to

Oil dt2
Ft A dcto
+ 2 -^- + 2AX + / V _ < 1 + 2 sint 0 . (5.136)
dti dt2
Secular terms can be eliminated in the solution for y2 if the following two equations
are satisfied:
dBl
+B - (5.137a)
dt2)e '
dt r + * - ( f + £)•-■ (5.137b)
Note that yi will have secular terms unless the right-sides of Eqs. (5.137) are zero.
Setting them equal to zero gives the following pair of differential equations for c*o
and /30:
dp0 __ a 0
(5.138a)
H^ ~ Y'
dap _ _ / ? 0
(5.138b)
dt2 ~ T*
These equations have the solution
a 0 ( t 2 ) = Cj cos f -% + A , (5.139a)
Po(t2) = C, sin ( f + ^V (5.139b)

where C\ and <f> are constants. If Eqs. (5.139) are substituted into Eq. (5.135) and
use is made of the relation
cos(0! — 62) = cos(?i cos 02 + sin#i sin0 2 ) (5.140)
then the expression for t/o becomes
(l
yo('o,<i,<2) = Cje cos ( « . - ! ) - ♦ ■ (5.141)
The application of the initial conditions, expressed in Eq. (5.123a), allows C\ and
<j> to be determined. They have the values Cj = A and <j> = 0. Therefore, the first
approximation to the solution to Eq. (5.124) is
ft
y{t , e) = Ae~ cos ( l - ^-) t + 0(e). (5.142)
5.5.2 Example B
The second example is the van der Pol differential equation

d
<Py . n 2^ y (5.143)
To terms of order e, yo and yi satisfy the following differential equations:
Dlyo + Vo = 0 (5.144a)
OoVi + 2/1 = -ZDoDm + (1 - vl)D0ya. (5.144b)
The solution to the first equation is
y0 = Ao(<i)cos*o + 5 0 (<i)sin< 0 - (5.145)
Substituting this result into Eq. (5.144b) gives
LdA« A [i (Al + BlW\ sin in
Al+Bl
,.(-.£ + * 1 ")]} cos to
/ t e r m s that do not produce
(5.146)
+ secular terms )
The elimination of secular terms requires that A0 and B0 satisfy the following
equations:
,£-4-(4±*)
.1 A ' / A'l I D2\ 1
(5.147a)
dBo
2•> B -R
0 I _ [ " » ; ~» | . (5.147b)
^ ~
The functions A0(h) and B0(U) satisfy the following initial conditions
4 , ( 0 ) = A, flo(0) = 0. (5.148)
Evaluating Eq. (5.147b) at <i = 0 gives
rfBo(O)
0. (5.149)
The results for B0(ti), given by Eqs. (5.148) and (5.149), imply that
B 0 (*i) = 0. (5.150)
Consequently, Eq. (5.147a) becomes
»£-*(-3)- (5.151)
The solution to this equation is

2A
(5.152)
A0(t1) = [A2 + (4-A2)e~*i]1/2'
Thus, to terms of order e, the solution to Eq. (5.143) is
2 A cos t
tf(*> 0 = m + °(e)- (5.153)
5.5.3 Example C
The last example is the Rayleigh equation
dy _ fl\ (dy
dyY
+ y =e (5.154)
dt2 dt \3 dt)
The equations for y 0 (*o,*i) and yi(< 0 ,*i) are
Dfoo + yo = 0, (5.155a)
D2oVi +Vi= -2D0Dm + D0y0 - Q ) ( A , V o ) 3 - (5.155b)
The solution to Eq. (5.155a) is given by Eq. (5.145). Substituting this expression
for y0 into the right-side of Eq. (5.155b) gives
DQVI + Vi =
+ [-2 ^ + B, - ( & W + B})| cosi,

2
3^)cos3t0- (-^)(Ag-3^)sin3to. (5.156)
The requirement of no secular terms in the solution for yj gives the following two
equations for Ag and B0:
Ag + Bg
2 ^ -An (5.157a)
9dB° - R 1-
^ + -Bo2 (5.157b)
Note that Eqs. (5.147) and (5.157) are identical. Therefore, Ag and Bo are given,
respectively, by the results of Eqs. (5.152) and (5.150).
Therefore, the first approximation to the solution of the Rayleigh equation is
2A cos t
y(t, e) = r-p, + 0(e) (5.158)
2
[A + (4 - A2)e-«}1/2
Problems
5.1 Verify the results given by Eqs. (5.7), (5.10), (5.12b), and (5.13c).
5.2 Show that in the two-time expansion method yo, yi, and yi satisfy Eqs. (5.21),
(5.22) and (5.23).
5.3 Prove that the general solution to Eq. (5.21) is given by the result of Eq. (5.24).
5.4 Verify the conditions given by Eqs. (5.27).
5.5 Derive Eqs. (5.87) and show that they have the solutions given by Eqs. (5.89).
5.6 Show that the result given by Eq. (5.102) follows from Eqs. (5.98), (5.100), and
(5.101).
5.7 Derive the results given by Eqs. (5.123).
5.8 Derive Eqs. (5.126), (5.127), and (5.128) from Eqs. (5.124) and (5.125).
5.9 Construct solutions to the following nonlinear differential equations, to terms

of order e2, using both the two-time and derivative expansion procedures:
d2y „ dy
(a)
— +y = e(l-y)- (b)
2
dy 2 dy
+ y = ey (c)
-d¥ - H
<?y , , ,dy
-d¥+y = -e^li (d)
d2
y _L c\ i wdy
(e)
d2y
-dW + y = e
»"+($)' (f)
References
1. A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973). See Chapter 6.
2. J. D. Cole and J. Kevorkian, in Nonlinear Differential Equations and Nonlinear

Mechanics, editors, J. P. LaSalle and S. Lefschetz (Academic, New York, 1963);
pp. 113-120.
3. J. D. Cole, Perturbation Methods in Applied Mathematics (Blaisdell; Waltham,

MA; 1968). See Chapter 3.
4. J. Kevorkian, in Space Mathematics, Part 3, editor, J. B. Rosser (American

Mathematical Society; Providence, RJ; 1966).
5. A. H. Nayfeh, J. Math, and Phys. 44, 368 (1965).
6. C. M. Bender and S. A. Orszag, Advanced Mathematical Methods for Scientists

and Engineering (McGraw-Hill, New York, 1978). See Chapter 11.
7. A. H. Nayfeh and B. Balachandran, Nonlinear Dynamics: Concepts and Appli

cations (Wiley-Interscience, New York, 1993).
8. M. H. Holmes, Introduction to Perturbation Methods (Springer-Verlag, New

York, 1995). See Chapter 3.
Chapter 6
GENERAL SECOND-ORDER SYSTEMS
6.1 Introduction
Thus far, the book has considered planar dynamical systems that are modeled
by a second-order differential equation having the form
f+ . - * ( . . * ) .
dt2 (")
where F is a rational function of its arguments and e is a small positive parameter.
However, a general planar dynamical system can be represented by two coupled
first-order differential equations, i.e.,
J = /(*»y), (6-2a)
% = 9ix,y). (6.2b)
The elimination of one of the variables, in Eqs. (6.2), to give a single second-
order equation in the other variable usually leads to an expression that is rather
complex in form. For example, the two coupled first-order equations
dx
— = x - xy, (6.3a)
^ = -y + xy, (6.3b)
provides an elementary model of a predator-prey interaction. The variable x satisfies

the following nonlinear, second-order differential equation:
x ^ - - ( l - x + x2)^- + x2+ x3 =0. (6.4)

dt'- dt
A direct comparison of Eqs. (6.3) and (6.4) indicates that the first-order system
may be preferable to work with than the single, second-order equation.
®O0
GENERAL SECOND-ORDER SYSTEMS 201
For many dynamical systems [1—7], a single parameter plays an important role
in characterizing the behavior of the solutions. In this case, the equations of motion
take the form
dx
-fi = f{x,y,fi), (6.5a)
-^ = 9{x,V,IJ), (6.5b)
where /z is a parameter. The following questions arise in the analysis of Eqs. (6.5):
(i) Where are the equilibrium states or fixed-points located and what are their
(linear) stability properties?
(ii) Do stable limit cycles exist and, if so, what are the approximate values for
their amplitudes and frequencies?
(iii) How do the properties of the fixed-points and the limit cycles change as
the parameter n is varied?
The main purpose of this chapter is to provide answers to these questions. The
next section examines the differential equations that model the oscillations in the
biochemical reaction of glycolysis. It is shown that a geometrical analysis of the
phase plane of the variables gives only two possibilities for the solution behaviors
to the differential equations. To proceed further in the analysis of these types of
equations, additional mathematical tools have to be introduced. Section 6.3 states
a form of the Hopf bifurcation theorem, which is then used to find the conditions for
which the glycolysis reaction has periodic solutions, i.e., a stable limit cycle exists.
In Section 6.4, a general procedure is given for determining the conditions under
which Eqs. (6.5) have a ''small" amplitude limit cycle and, if such a limit cycle
exists, its stability properties. The procedure combines the results of the Hopf
bifurcation theorem with that of an averaging method. Section 6.5 gives a "recipe"
for directly calculating the bifurcation parameter, and the amplitude and angular
frequency of any limit cycles. Finally, in Section 6.6, a number of worked examples
are given to illustrate the use of the procedure derived in Section 6.4.
6.2 Glycolytic Oscillator [11, 12]
The model, dimensionless equations of motion for this biochemical reaction,

are
— = - i + ay + x2y, (6.6a)
at
^ = b-ay-x2y, (6.6b)
at
where a and 6 are positive parameters. The trajectories in phase space, y = y(x),
are solutions to the following differential equation:
dy_ _ b-ay- x2y ,g

dx —x + ay + x2y
The general behavior of these trajectories can be determined by finding the nullclines
to Eq. (6.7). Observe that dy/dx is zero on the curve yo(x), where
*(») = ~ ^ , (6-8)
and is unbounded on the curve y^x), where
Voo = — £ - j . (6.9)
a + xl
Figure 6.2.1 gives a sketch of the nullclines along with an indication of the regions
where dy/dx has a definite sign. Detailed examination of this figure shows that all
trajectories that originate in the first quadrant remain in the first quadrant. Also,
the Eqs. (6.6) have only a single fixed-point located at
s
= 6' v- —na ■ ( 6 - 10 )
a + bz
Figure 6.2.2 gives typical phase space trajectories that originate "far" from the fixed-
point. The behavior of these curves leads to the following conclusion: Trajectories
in phase space that start sufficiently far from the fixed-point, located at (x, y), spiral
in toward the fixed-point, i.e., no plane space trajectory that originates in a finite
portion of the first quadrant becomes unbounded.
203
Figure 6.2.1. The nullclines for Eqs. (6.6).

204
Figure 6.2.2. Typical phase space trajectories for Eqs. (6.6) that originate far from
the fixed-point.
To complete this analysis, the behavior of trajectories near the fixed-point must
be determined. There are essentially two possibilities:
(1) The fixed-point, (x,y), is stable and all trajectories eventually end on it.
This corresponds to the fixed-point being a global attractor.
(2) The fixed-point, (x,y), is unstable. For this case one or more limit cycles
may exist.
Just which case occurs depends on the values of the parameters a and b. Fig
ure 6.2.3 illustrates these two situations. Figure 6.2.3a corresponds to the fixed-
point being stable; consequently, it is a global attractor. For Figure 6.2.3b, the
fixed-point is unstable. The figure drawn is for the case of a single, stable limit
cycle surrounding the fixed-point. If the limit cycles are nondegenerate, then, in
general, an odd number of limit cycles can occur. This type of geometrical analysis
will not allow the determination of the exact number of limit cycles.
The stability of the fixed-point can be found by applying linear stability anal
ysis. Let
x(t) = x + rn(t), (6.11a)
y(t) = y + r)2(t), (6.11b)
where r]i(t) and ri2(t) are perturbations about (x,y) and
0<r?i(0)<5, 0<r?2(0)<y. (6.11c)
The rj's satisfy the equations
(6.12)
dt\n2) \Ml ^ 2 2 / V?2
where
An = _ l + - ^ _ , Al2=a + b2 , (6.13a)
a + bl
A u = — ^ , A 22 = - ( a + 6 2 ). (6.13b)
a + bl
206
Figure 6.2.3. (a) Fixed-point is a global attractor. (b) Fixed-point is unstable and
there is one stable limit cycle.
The matrix A has the following properties:
D = det A = a + b2 > 0, (6.14a)
&4 + ( 2 a - l ) + a ( l + a ) "
T = trace A = — (6.14b)
a + b2
The two eigenvalues of A are
X1(a,b) = f~\ [T+^T2-4D] , (6.15a)
A2(a, 6) = Q) [r - VT* - W] , (6.15b)

where the fact that Ai and A2 depend on the parameters a and 6 has been indicated.
The solution for the perturbation functions, r?i(i) and rj2(t), takes the form
r ?1 (t) = C 1 e Al< + C 2 e A 2 ', (6.16a)
»72(i) = C 3 e A l ( - r C 4 e A 2 \ (6.16b)
where C3 and C\ are linear combinations of C\ and C 2 . Prom Eqs. (6.15), it follows
that if T > 0, then the eigenvalues have ''real parts" that are positive. If this is
true, then the perturbations, »?i(t) and ?72(i), grow with time. Consequently, the
fixed-point (x,y) is unstable. Likewise, if T < 0, the fixed-point is stable since the
magnitude of the perturbations goes to zero.
Equation (6.14b) shows that T is a function of the parameters a and 6. In terms
of a and b, the boundary curve separating the parameters for stable and unstable
fixed-point behavior is given by
T = 0, (6.17)
& 4 - r ( 2 a - l ) & 2 + a ( l + a) = 0. (6.18)
Solving for b2 gives

b\{a) = Q) [1 - 2a + VT^\ , (6.19a)
b2_(a) = Q [1 - 2a - VT=8a] . (6.19b)
These functions define the two branches of a double valued function b2(a) in the
(a,b2) parameter plane. The function 6 2 (a) has the following properties:
(1) 6 2 (a) is defined only for 0 < a < 0.125.
(2) Everywhere in this interval of a values, except for a — 0.125, the function
2
6 (a) has two positive values. For example, at a = 0,
62+(0) = 1, 62_(0) = 0, (6.20)
and at a = 0.125,
6^(0.125) = 6i(0.125) = 0.375. (6.21)
(3) The slope of b\(a) and 61(a) are
db\ 2
da fl[ 1 1J < 0,
^1 - 8a
(6.22a)
db2_ 2
! | > 0. (6.22b)
da Jl-8a
Thus, in the interval 0 < a < 0.125, 6+(a) has a positive slope, while b2_(a) has a
negative slope.
(4) Figure 6.2.4 provides a sketch of the general shape of the boundary curve
given by Eq. (6.18) or Eqs. (6.19). Evaluation of b2(a) at any point inside the
"fingertip" shaped region shows that T > 0 and consequently, the fixed-point is
unstable in this region of parameter space.
(5) If the fixed-point is unstable, then one or more limit cycles can exist. (See
Appendices G and I.) However, this analysis will not determine the precise number
of limit cycles or their approximate location in the phase space. To accomplish this
goal, more powerful mathematical tools must be used. One such tool is the Hopf
bifurcation theorem which is introduced in the next section.
209
Figure 6.2.4. General shape of the boundary curve given by Eq. (6.18). The fixed-
point is stable in the region outside of the "fingertip" shaped area.
6.3 Hopf Bifurcation T h e o r e m [13]
Consider the following pair of first-order, coupled differential equations:
f = /(*,y,^), (6.23a)
f = <K*,y,^ (6-23b)
where /i is a parameter whose value can be varied. The steady state or fixed-points
are obtained from the solutions to the equations
/(2,»,/0 = 0, s ( M , / i ) = 0, (6.24)
and will, in general, depend on fj,, i.e.,
x = x{n), y = y(fi). (6.25)
The essential content of the Hopf bifurcation theorem is that it predicts the appear
ance of a limit cycle about a fixed-point whenever the stability of the fixed-point
changes as the parameter JJ. is varied. Thus the theorem is of value for investigating
the conditions under which limit cycles can exist for Eqs. (6.23).
The Hopf bifurcation theorem, as it will be stated below, can be generalized
to N > 2 coupled, first-order differential equations. This generalization and the
associated formal proofs are given in the references [14-17]. A rather informal, but
excellent introduction to this theorem and some of its applications is presented in
reference [18].
6.3.1 The Theorem [19]
Consider two coupled, first-order differential equations that depend on a pa

rameter jj,:
dx
— = f(x,y,fj,), (6.26a)
^=fl(x,y,/x). (6.26b)
Assume that f(x,y,fi) and g(x,y,n) are continuous functions of (x,y,fi) and have
partial derivatives with respect to these variables. Assume that for each value of
H the equations have a fixed-point, [x(fi),y(ft)], that depends on fi. Define the
Jacobian matrix, evaluated at [x(^),y(/i)], to be
J00=(& |S) , (6-27)

\ dx dy / (i,p)
and denote the eigenvalues of this matrix to be
Ai l2 00 = a(/0 ± »&(/*). ( 6 - 28 )
Let there exist a value of fj, = fi*, called the bifurcation value, such that
a(/i*) = 0, b(n*) ? 0, (6.29)
and as fi is varied through /J,*, the real parts of the eigenvalues change signs, i.e.,
Given these conditions, the following three possibilities can occur:

(1) When fi = fi", a center is created at the fixed-point and infinitely many neu
trally stable concentric closed trajectories surround the fixed-point, [x(fi*),y({i*)],
(See Figure 6.3.1.)
(2) There exists an open interval of \i values,
VTKIKIH, (6.31)
such that a single closed trajectory surrounds the fixed-point [x(fi),y(fi)]. (See
Figure 6.3.2.) This closed trajectory is a limit cycle. As \x is varied, the size, R(/J,),
of the limit cycle changes as
a0i)<x|/i-vi 1 / 2 . (6.32)
There exists no other closed trajectories near [x{fi),y(n)]-

This case is known as a supercritical bifurcation since the limit cycle occurs for
(3) There exists an open interval of /J. values
fi2</J.< //*, (6.33)
such that a single closed trajectory surrounds the fixed-point at [x(fi), J/(AO]- Similar
conclusions to those of case 2 hold for this situation.
This case is known as a subcritical bifurcation.
Comments
(i) For many applications, the functions f(x,y,fi) and g(x,y,fi) are analytic
functions of (x, y, n). Consequently, all the partial derivatives, with respect to these
variables, exist.
(ii) The theorem does not provide any information on the values of n\ and
\t-i- Consequently, the theorem, in general, holds only for values of fi close to the
bifurcation value /J,*.
(iii) In general, a(/j) ^ 0 and b(fj.) ^ 0, except for isolated values of (i. Thus,
the trajectories in phase space near the fixed-point will be either stable spirals, for
a((j.) < 0, or unstable spirals, for a((i) > 0. Consequently, the Hopf bifurcation
theorem predicts the appearance of a limit cycle about a fixed-point that changes
stability as the parameter fj. is varied.
(iv) For either the supercritical or the subcritical situations, the size of the
limit cycle increases continuously from zero for fi close to fi*\ see Eq. (6.32).
(v) For n close to ^t*, the angular frequency of the motion on the limit cycle is
given approximately by the expression
w = b(fj.*). (6.34)
213
Figure 6.3.1. At \i = fj,*, a center is created and infinitely many neutrally stable
closed trajectories surround the fixed-point.
214
Figure 6.3.2. An isolated limit cycle exists for fi satisfying either of the conditions
given by Eq. (6.31) or (6.33).
A more precise relation is
T
= W) = ^ ) + 0 i " ~ ^ (6 35)
-
where T(n) is the period.
(vi) Figures 6.3.3 and 6.3.4 illustrate what happens, respectively, for the cases
of supercritical and subcritical bifurcations when p, is near /J,*.
(vii) Finally, note that the Hopf bifurcation theorem does not, in general, allow
for the a priori prediction of the critical value for the bifurcation parameter.
6.3.2 Example
Consider the following coupled differential equations
— = fix -y + xy2, (6.36a)

at
-]- = x-ny + xy3. (6.36b)

at
There is a single fixed-point at (x,y) — (0,0). The associated Jacobian matrix is
JM=('i ;'), (6-37)
and its eigenvalues are

A 1 ) 2 00 = /*±»- (6-38)
Therefore, the functions a{fj.) and b(fi) are
a(/i) = p, 6(/i) = 1, (6.39)
and
a(0) = 0, ^ = 1^0. (6.40)
Also, the real parts of the eigenvalues, a(/j), changes sign at \i = 0 and, for ft = 0,
the linear part of Eqs. (6.36) has a fixed-point that corresponds to a center. Thus,
216
Figure 6.3.3. A supercritical bifurcation as ft is varied: (a) stable spiral; (b) neu
trally stable closed trajectories; (c) stable limit cycle.
217
Figure 6.3.4. A subcritical bifurcation as y, is varied: (a) unstable spiral; (b) neu
trally stable closed trajectories; (c) unstable limit cycle.
H* = 0, and it can be concluded that the system of equations undergoes a Hopf

bifurcation at p, = 0.
The next issue to investigate is whether the bifurcation is subcritical or super
critical. To proceed, transform to polar coordinates
x=rcos0, y = rsin#. (6-41)
A simple calculation gives

±=flr+ry2. (6.42)
Since r > 0 and y2 > 0, then for p. > 0, r(t) obeys the condition
r(t) > roe*". (6.43)
This result implies that all trajectories are repelled from the origin and go out to
infinity. Clearly, there are no closed trajectories for p > 0. Thus, the unstable
fixed-point is not enclosed by a stable limit cycle and the bifurcation cannot be
supercritical. The only other possibility is for the bifurcation to be subcritical, i.e.,
for p < 0, the stable fixed-point at (x,y) = (0,0) is enclosed by an unstable limit
cycle.
6.4 General Procedure for Two-Variable S y s t e m s [8]
This section investigates the possible periodic solutions to the following system
of differential equations
dx ,
— =f(x,y,p), (6.44a)
^=g(x,y,P), (6.44b)
where p denotes the A^-parameters that characterize the system. In particular, the
conditions under which Eqs. (6.44) have a small amplitude limit cycle will be found.
To do this, the relevant bifurcation parameter must be determined in terms of the
parameters p. In addition, the calculations will give the period and amplitude of
the limit cycle along with its stability properties.
To begin, assume that x = y = 0 is a fixed-point of Eqs. (6.44). It is also
assumed that / and g are analytic about x = y = 0. This means that they can be
expanded in Taylor series to give the following results for Eqs. (6.44):
— = (ax + by) + (a2x2 + 2b2xy + c2y2)
+ (a3x3 + 3b3x2y + 3c3xy2 + d3y3) + • • •, (6.45a)
- £ = (ex + dy) + (A2x2 + 2B2xy + C2y2)

at
+ (A3x3 + 3B3x2y + 3C3xy2 + D3y3) + ■■■, (6.45b)
where all the indicated constants are known when / ( x , y) and g(x,y) are given. The
linear transformation [20]
x = bu, y = @u — Qv, (6.46)
where
(d -a)2 -i 1/2
0= - v " ."' -bebe , (6.47a)
4
a+ d
fl = (6.47b)
2 '
d—a
p= 2 , (6-47c)
when substituted into Eqs. (6.45) gives, after a long, but straightforward calculation,
the result
—- = (fiu — ilv) + (a2u2 + 2b2uv + c2v2)

dt
+ (a3u3 + 3b3u2v + 3c3uv2 + d3v3) -\ , (6.48a)
~ = (ft« + pv) + (A2u2 + 2B2uv + C2v2)

dt
+ (A3u3 + 3B3u2v + 3C3uv2 + D3v3) + ■■■, (6.48b)
where the barred parameters are given in terms of the parameters of Eqs. (6.45) by
the following relations:
a2=a2b + 2b20+(^-\ (6.49a)
-62 = _ft(62 + ^ ) , (6.49b)
c 2 ft 2
c2 = (6.49c)
a3 = a3b2 + 30b3b+3c302
63 = - n 636 + 2c3/3 +
+
d30"<
m (6.49d)
(6.49e)
d30
c3 = n 2 c3 + (6.49f)
<*3 (6.49g)
c2/3
a20b + 20'b2 + -*£- - A2bl - 2bB20 - C202 (6.49h)
C2^
B j = - ( /362 I 6B 2 - C2/3 (6.49i)
6 )•
C2
-»(x C2 (6.49J)
d303
0[a3bz+30b3b+3c302 +
- (A3b3 + 30B3b2 + 3C3b02 + D303) (6.49k)
d30'
B3 = -0[b3b + 2c30 + + (B3b2 + 2C3b0 + D302), (6.49£)
d30
c 3 = n 0(c3 + ^)-(C3b + D30) (6.49m)
A-«■(*-&) (6.49n)
The parameter fi, given by Eq. (6.47b), is the bifurcation parameter for the (u,v)
differential equations [9]. Thus, ft and /? can be rewritten to show explicitly their
functional dependence on n, i.e.,
n(fi)=[-(n-a)2-bcf/\ (6.50)
P{y.) = H-a. (6.51)
The transformation from (u,v) to polar coordinates (r, 0),
u = r cos 0, v = rsin8, (6.52)
when substituted into Eqs. (6.48) gives
-^ = pr + r2(j>3+r3<f>4 + ..., (6.53a)
de
— =ft+ rV>3 + r2V>4 + • • •, (6.53b)
where
<f>3 = [^2 cos 0 -f- 2&2 cos 0 sin 0 + c2 sin 6] cos 0
+ [A2 cos 2 0 + 2B2 cos 0 sin 0 + C2 sin 2 0] sin 0, (6.54a)
^>3 = — [a2 cos 2 6 + 262 cos 0 sin 0 + c2 sin 2 0] sin 0
+ [A2 cos 2 0 + 2B2 cos 0 sin 0 + C2 sin 2 0} cos 6, (6.54b)
<^4 = [a3 cos 3 0 + 363 cos 2 0 sin 0 + 3c~3 cos 0 sin 2 0 + d3 sin 3 0] cos 0
+ [A3 cos 3 0 + 3 5 3 cos2 0 sin 0 + 3C3 cos 0 sin 2 0 + £>3 sin 3 0] sin 0, (6.54c)
xpt = — [a3 cos 3 0 + 363 cos 2 0 sin 0 + 3c 3 cos 0 sin 2 0 + d3 sin 3 0] sin 0
+ [A3 cos 3 0 + 3B3 cos2 0 sin 0 + 3C3 cos 0 sin 2 0 + 5 3 sin 3 0] cos 0. (6.54d)
The differential equations for the (r, 0) variables are, in general, intractable since
the right-sides of these equations depend on both r and 0. However, very useful
equations can be obtained by applying an averaging procedure. To do this, first
note that the right-sides of Eqs. (6.53) are periodic in the variable 9 with period
2ir. Thus, averaging the right-sides over the 6 variable gives [10]
% = fir + j>y + 0(r5), (6.55a)

at
^ = n + Vi4r2 + 0 ( r 4 ) , (6.55b)
at
where
/ (f,3de = 0= / ipzdd, (6.56a)
Jo Jo
( i \ y2" /3\
^ = (2W / *4<w = I § J ^ + di + B*+ â)' (6 56b)
'
^4 = (h) J ^de = ( I ) ( ^ 3 + ^ - &3 - da)• (6.56c)
(The variables r and 6 in Eqs. (6.55) should be barred to indicate that they are
''averaged" quantities. However, the absence of bars should cause no difficulties.)
From bifurcation theory [14-17], it follows that
r = 0{^), (6.57)
and from Taylor's expansion theorem
& = *4(0) + &(0)/i + O(/x 2 ), (6.58a)
^4 = & ( 0 ) + # ( 0 ) / i + 0(n2), (6.58b)
noo = n(o) + n'(o)/i + o(n2). (6.58c)

Using the result in Eq. (6.50) gives
ft(0) = [-(6c + a 2 )] 1 / 2 , (6.59a)
«(0) = jfcy (6.59b)

Multiply Eq. (6.55a) by 2r and using the definition
z = r2 , (6.60)
this equation becomes

-^ = 2fiz + 2faz2 + 0 ( z 3 ) . (6.61)
By introducing the new variable z, where
z = nz, z = 0(l), (6.62)
a consistent first approximation can be obtained by use of the equation
dz r - n
— = 2fiz [1 + 4>4(p)s] , (6.63)
where the parameter {i is assume to be small, i.e.,
M < 1. (6.64)
This expression is correct to terms of order ft. Likewise, under the same assump
tions, Eq. (6.55b) becomes
d =m+
^ W)+tlMo)"- (6 65)
-
Consider now the differential equation given by Eq. (6.63). This equation has
two fixed-points; they are
h = 0, z2 = - j — . (6.66)
The equilibrium state, z.\ = 0, is unstable for ft > 0 and stable for ft < 0. With this
information, all of the possible solution behaviors for z{i) can be determined:
Case 1: \x > 0, <£4(0) > 0.
For this situation, the derivative of z{t) is positive for all z > 0; therefore, the
amplitude of the motion increases without bound.
Case 2: /* > 0, <^4(0) < 0.
The equilibrium state, z\ = 0, is unstable. However, there is a stable limit

cycle having the amplitude value
1
zo = - &(0)' (6.67a)
1/2
ro = (6.67b)
.(0)
Case 3: // < 0, <£4(0) > 0.
For this case, the derivative of z(t) is everywhere negative; hence, all solutions
decrease to zero, i.e., the origin is globally stable.
Case 4: n < 0, <^4(0) < 0.
This situation corresponds to the equilibrium state being locally stable and the
limit cycle unstable.
A stable limit cycle exists only for Case 2. Consequently, the steady-state
periodic motion has the amplitude given by Eq. (6.67b) and an angular frequency
tj(ju) that can be determined by substitution of Eq. (6.67a) into Eq. (6.65), i.e.,
a &(0)"
w(/x) = ft(0) + fi (6.68)
fi(0) fc(0)
where, the steady-state phase is
$(t) = w(/i)( + 6Q, 0O = constant. (6.69)
In summary, if Eqs. (6.45) have a limit cycle solution, then a first approximation
to this solution is
x(t) = br0 cos(ut + 60) (6.70a)
y(t) = —ar0 cos(u;t + 0O) — ft(0)ro sin(wt + 0O), (6.70b)

where r 0 and u are given, respectively, by Eqs. (6.67b) and (6.68). Observe that all
of these quantities are directly determined by the parameters in the original pair of
differential equations, namely, Eqs. (6.45).
6.5 T h e R e c i p e
This section gives a recipe for obtaining the value of all the factors in Eqs. (6.70)
directly from the parameters expressed in the original system of differential equa
tions, i.e., Eqs. (6.45). It should be emphasized that in the following procedure, at
each step, only terms to lowest order in fj, or its powers should be retained.
Steps in the Recipe
(1) From Eqs. (6.45), obtain the values of the relevant parameters: (a,b, c,d),
( a 2 , 6 2 , c 2 ) , (A2,B2,C2), ( a 3 , 6 3 , c 3 , d 3 ) , and {A3,B3, C 3 , D3).
(2) Calculate fi, /? and ft(0):
a+d
t* (6.71)
2 '
d—a
P 2 '
(6.72)
n(0) = [-(6c + a 2 )] 1 / 2 (6.73)
(3) Calculate <£4(0) and ^ ( 0 ) :
& ( 0 ) = ( I ) {b2a3 - 2a&&3 + b2B3 - 2abC3 + [a2 + fi2(0)](d3 + D3)} , (6.74)
Mo) = -b3A3+ab2{3B3-a3)
8fi(0)
- 3a2&(C3 - 6s) + a\D3 - 3C 3 ) +
3O(0) 2a2<f3 Q2(0)d3 ,„

bC aD
bb3 - 3ac 3 + —r^- + Y - 3 + 3 (6.75)
+
(4) Calculate r0 and w:

1/2
ro (6.76)
&(0)J '
a &(0)
w = fi(0) + \i (6.77)
|fl(0) ^4(0)J
(5) The solution, to this level of approximation, is
i ( i ) = bro cos(o;< + #o) (6.78)
y(t) = — aro cos(u>t + 6Q) — n(0)r o sin(u>t + 00), (6.79)
where 00 is a constant.
6.6 Worked Examples
This section presents a number of examples that illustrate the application of

the "recipe'' rules of the previous section. All of the pairs of first order differen
tial equations model important systems that arise in the natural and engineering
sciences.
6.6.1 van der Pol Equation [21]
T h e van der Pol e q u a t i o n w r i t t e n in s y s t e m form is
dx
(6.80a)
dy_
(-x + ey) - ex2y, (6.80b)
dt
where e > 0. Comparison with Eqs. (6.45) gives
a = 0, 6=1, c = —1, d = e, (6.81a)
02 = 02 = C2 = 0 , (6.81b)
A2=B2 = C2= 0, (6.81c)

a3 = b3 = c3 = d3 = 0, (6.81d)
A0 = 0, 353 = -e, C3=D3 = 0. (6.81e)
Substitution of these values into Eqs. (6.71) to (6.79) gives
/i = ^ , fl(0) = l, n'(0) = 0, (6.82a)
r 0 = 2, w = 1, (6.82b)
and
x(t) = 2cos(t + 90), (6.83a)
y{t) = -2sm(t + 0o). (6.83b)
This is the usual (first order in the small parameter e) result.
6.6.2 WCM Oscillator [22]
This equation is a large amplitude generalization of the van der Pol differential
equation. In system form, the equations are
dx
-^ = y, (6.84a)
x
M==-x - ++ 4i-^)y>
e
[T^ ( 6 - 84b )
where e and fi are positive parameters that satisfy the conditions
0<e<l, 0 < p. < 1. (6.84c)
The phase space of this system of equation is restricted to the region
|z| < 1, \y\ < oo. (6.85)
The Taylor series of the right-side of Eq. (6.84b) is
^ = [-x + (ep)y] + e(fl - l)x2y + ■■■ (6.86)

Comparison of Eqs. (6.84a) and (6.86) with Eqs. (6.45) gives
a = 0, 6=1) c = —1, d = £/i, (6.87a)
a2 = b2 = c2 = 0, (6.87b)
A2=B2 = C2 = 0, (6.87c)
Q3 = h = Ci = di = 0, (6.87d)
A3 = 0, 3B 3 = e(ji - 1), C 3 = D3=0. (6.87e)
Therefore, from Eqs. (6.71) to (6.79), it follows that
H= f, tt(0) = 1, n'(0) = 0, (6.88a)
r„ = 2 - ^ , w = 1, (6.88b)
and
x(t) = 2i//Icos(t + #o), (6.89a)
y(t) = -2y/£sm(t + 60). (6.89b)
This approximate solution agrees with the result of other calculations [22].
6.6.3 Batch Fermentation [2]
A model for batch fermentation processes is given by the following system of

dx
— = -{AaP)y - [(Aa)xy + (Ap)y2} - Axy2, (6.90a)
J = [(Ba/3)x + (Byl32)y} + [(aB)x2 + (2B07)xy - (B/32e)y2]
+ [(Bj)x2y - (2B(3e)xy2] - (Be)x2y2, (6.90b)

where (.A, B,a,/3,7, e) are the system parameters. Again, comparison of these equa
tions with Eqs. (6.45) gives
a = 0, b=-Aa/3, c = Bap, d = By/32, (6.91a)
a2 = 0, 262 = -Aa, c2 = -Afi, (6.91b)
A2 = ofl, 2B2 = 2 5 / 3 7 , C2 = -Bp2e, (6.91c)
a3 = 0 , 63 = 0, 3c3 = -A, d3 = 0, (6.91d)
A3 = 0, 3 S 3 = Bj, 3C 3 = -2B/3e, D3 = 0. (6.91e)
Prom these parameter values it follows that
By82 .
H = —J-, fi(O) = afiVAB, £1'(0) = 0, (6.92a)
T
o = ~ , u = ap*VAB- [23eJ — U, (6.92b)
OJ./I \ y A 1
and
x(r) = -2/3^/7 cos(wt + 0„), (6.93a)
y(r) = -23 J — sin(o>< + 0O)- (6.93b)

V "
6.6.4 Brusselator Model [23]
This simple model of a hypothetical set of chemical reactions that lead to

oscillations is described by the system of equations:
^ = 1 - (1 + 3)X + aX2Y, (6.94a)

dt
~ = 3X- aX2Y, (6.94b)

dt
where a and ft are positive parameters. This system has one fixed-point located at
X = 1, Y = ^. (6.95)
a
The transformation
X = 1 + x(t), Y = £ + y(t), (6.96)
a
when substituted into Eqs. (6.94), gives
§ = [(/? - l)x + ay] + (px2 + 2axy) + ax2y, (6.97a)

at
§ = - ( / ? * + ay) - (fix2 + 2axy) - ax2y. (6.97b)

at
Comparison of these equations with Eqs. (6.45) gives the following identifications:
a = /3-l, b = a, c = -p, d=-a, (6.98a)
a2 =0, b2= a, c2 = 0, (6.98b)
A2 = -0, B2 = -a, C2 = 0, (6.98c)
a3 = 0, 363 = a, c3= 0, d3 = 0, (6.98d)
A3 = 0, 3B3 = -a, C3 = 0 , D3 = 0. (6.98e)

In contrast to the previous three examples, a detailed accounting will be given of
the calculations of the various quantities needed to determine a first approximation
to the solutions x(t) and y(t).
The bifurcation parameter, fi, is
_ a + d _ /?-(! +a)
(6.99)
^~ 2 2 '
The quantity ft(0) is given by the expression
fl(0) = [-(6c + a 2 ) p / ^ = o = [-a(-P) -(P- l)2]1/2!^
= [ap-p2+2p-l]\ii=0. (6.100)
Prom Eq. (6.99), it follows that
P = 2fj, + (l + a) = l + a + 0(fi). (6.101)

Consequently, ft(0) is
fi(0) = y/a + 0(n). (6.102)
The quantity <^4(0) is given by the expression
&(0)= Q ) [-20?-1) (£)+<«*(-«)

,1=0
= -(y)[2(/3-l)-3a]|M=0. (6.103)
Using the result of Eq. (6.101), in this last equation, gives
<0. (6.104)
**<°>—(T)
From the discussions given in Section 6.4, it follows that Eqs. (6.97) have a
stable, small amplitude limit cycle if
1 +
,-'-< ">>o, (6.105)
with fi "small." For this case, the equilibrium state, x(t) = 0 and y(t) = 0, is
unstable.
The quantity r 0 is
i/2 / o \ / . . \ 1/2
i"o =
.(0) =(M (6.106)
Therefore, using the parameter values of Eqs. (6.98) and the above ro, the solutions
x(t) and j/(t) are determined from Eqs. (6.78) and (6.79). They are given by the
following expressions:
1/2
c(t) = 2 cos (y/at + 0O) , (6.107a)
1 1/2
y{t) = - 2 cos (v'crf + 0O) - ( - ] (2/z) 1/2 sin (y/Zt + 0O) • (6.107b)
In terms of the variables in the original differential equations, i.e., Eqs. (6.94), the
solution can be written as
X{t)=l + x(t), (6.108a)
Y(t) = (£) + y(t). (6.108b)
Problems
6.1 Show that Eq. (6.4) is equivalent to the two coupled first-order equations given
by Eq. (6.3).
6.2 Prove that the nullclines divide the first quadrant of the (x, y) plane as indicated
in Figure 6.2.1 and that in each region the derivative, dy/dx, has the indicated
sign.
6.3 State the Hopf bifurcation theorem for iV-coupled first-order differential equa
tions [24, 25].
6.4 Derive Eq. (6.42).
6.5 Show that the linear transformation of Eq. (6.46) when substituted into
Eqs. (6.45) gives the results of Eqs. (6.48) and (6.49).
6.6 Derive Eqs. (6.53) and (6.54) from the transformation of Eq. (6.52).
6.7 Evaluate the integrals to verify the results of Eqs. (6.56).
6.8 Can the order \x term on the right-side of Eq. (6.68) be justified at this level of
the calculation? If yes, then why can it be included? If no, then why should it
not be included?
6.9 Derive the results for the first approximations to x(t) and y(t) given by
Eqs. (6.70).
6.10 Why is the phase space for the system of Eqs. (6.84) restricted to the region
given by Eq. (6.85).
6.11 Rewrite the solutions for x(t) and y(t), given by Eqs. (6.93), in terms of the
bifurcation parameter (JL of Eq. (6.92a).
6.12 Apply the Hopf bifurcation theorem to the glycolytic oscillator modeled by
Eqs. (6.6). Can a stable limit cycle exist? If so, what are the conditions for it
to exist?
6.13 The following equations model the chlorine dioxide-iodine-malonic acid reaction
[26]:
dx 4iy
dt = a — x — 1 + x2
$ = &* 1 -
dt 1 + x2
where a and 6 are positive. Show that this system has limit cycle in the first
quadrant (i.e., x > 0, y > 0) provided a and 6 satisfy certain restrictions. What
is the bifurcation parameter \i1 Calculate the limit cycle for small values of fi.
6.14 The following system of equations models a predator-prey interaction [18]:
— = x[x(l -x)-y]
!Tt=y{x-a)
where x > 0, y > 0 and a > 0. Apply both geometrical techniques and the Hopf
bifurcation theorem to analyze the behavior of the solutions to this system.
References
1. R. E. Mickens, Nonlinear Oscillations (Cambridge University Press, New York,

1981).
2. Y. Lenbury, P. S. Crooke, and R. D. Tanner, BioSystems 19, 15 (1986).
3. 0 . Sporns and F. F. Seelig, BioSystems 19, 83 (1986).
4. E. Beltrami, Mathematics for Dynamic Modeling (Academic, Boston, 1987).
5. L. Edelstein-Keshet, Mathematical Models in Biology (Random House/

Birkhaiiser, New York, 1988).
6. P. N. V. Tu, Dynamical Systems: An Introduction with Applications in Eco

nomics and Biology (Springer-Verlag, Berlin, 1992).
7. S. H. Strogatz, Nonlinear Dynamics and Chaos (Addison-Wesley; Reading,

MA; 1994).
8. R. E. Mickens, BioSystems 24, 31 (1990).
9. T. V. Davies and E. M. James, Nonlinear Differential Equations (Addison-

Wesley; Reading, MA; 1966). See Section 3.8.
10. J. A. Sanders and F. Verhulst, Averaging Methods in Nonlinear Dynamic Sys

tems (Springer-Verlag, New York, 1985).
12. E. E. Sel'kov, Eur. J. Biochem. 4, 79 (1968).
13. E. Hopf, Ber. Verh. Sachs. Akad. Wiss. Leipzig, Math.-Nat., 95, 3 (1942).
14. B. D. Hassard, N. D. KazarinofF, and U. Y. H. Wan, Theory and Applications

of Hopf Bifurcation (Cambridge University Press, New York, 1981).
15. J. E. Maxsden and M. McCracken, The Hopf Bifurcations and Its Applications
(Springer-Verlag, Heidelberg, 1976).
16. J. Guckenheimer and P. Holmes, Nonlinear Oscillations, Dynamical Systems

and Bifurcations of Vector Fields (Springer-Verlag, Heidelberg, 1986, 2nd edi
tion).
17. D. K. Arrowsmith and C. M. Place, An Introduction to Dynamical Systems

(Cambridge University Press, Cambridge, 1990).
18. G. M. Odell, Appendix A3, in Mathematical Models in Molecular and Cellular

Biology, L. A. Segel, editor (Cambridge University Press, Cambridge, 1980).
19. The statement of this theorem and the discussion that follows is based on
reference [5]; see pp. 341-344.
20. R. H. Rand and D. Armbruster, Perturbation Methods, Bifurcation Theory and

Computer Algebra (Springer-Verlag, New York, 1987). See pp. 20-22.
21. S. van der Pol and J. van der Mark, Nature 120, 363 (1927).

23. S. K. Scott, Chemical Chaos (Clarendon Press, Oxford, 1991). See pp. 60-61.
24. See reference [5], p. 344.
25. M. Farkas, Periodic Motions (Springer-Verlag, New York, 1994). See Section
7.2.
26. I. Lengyel, G. Rabai, and I. R. Epstein, J. Am. Chem. Soc. 112, 9104 (1990).
Appendix A
MATHEMATICAL RELATIONS
This appendix gives various mathematical relations that are used regularly in
the calculations of the text. The references listed at the end of this appendix contain
extensive tables of other useful mathematical relations and analytic expressions.
A . l Trigonometric Relations
A.1.1 Exponential Definitions of Trigonometric Functions
e'z — e~'x
sinx= — (A.l)
e'i xi +I e„ - n
(A.2)
A.1.2 Functions of Sums of Angles
sin(x ± y) = sin i cos y ± cos x sin y (A.3)
cos(i ± y) = cosx cosy ^f sin a; siny. (A.4)
A.1.3 Powers of Trigonometric Functions
sin2 x = f - j ( l - cos2i) (A.5)
cos-1 x= Ift- 1 (1 + cos 2x) (A.6)

v2.
sin 3 x = I - I (3 sin i — sin3x) (A.7)
cos J x = ft
I - I (3 cos x + cos 3x) (A.8)
sin 4 x = I - ) (3 — 4 cos 2x + cos 4x) (A.9)
SK
APPENDICES 237
1
cos4 X = (3 + 4 cos 2x + cos 4x) A.10
sin 5 x = I — j (10 sin x — 5 sin 3x + sin 5x) A.ll
cos 5 x = ( — ] (10 cos x + 5cos3x + cos5x) A.12
sin 6 x = I — I (10 — 15 cos 2x + 6 cos 4x — cos 6x) A.13
cos6 x = I — J (10 + 15cos 2x + 6 cos4x + cos6x). A.14
A.1.4 Other Trigonometric Relations
fx±y\ (x=fy\
sin x ± sin y = 2 sin I cos —-— A.15
v 2 ; \ 2 J
(x + y\ (x — y\ A.16
o ■ fx + y\ . (x - y\
cos x — cos y = —2 sin I sin ( A.17
sin x cos y = I - 1 [sin(x + y) + sin(x — y)] A.18
G)
cos x sin y = I - J [sin(x + y) — sin(x — y)] A.19
cos x cos y = ( - I [cos(x + y) + cos(x — y)] A.20
sin x sin y = I - j [cos(x — y) — cos(x + y)] A.21
sin 2 x — sin 2 y = sin(x + y) sin(x — y) A.22
cos2 x — cos2 y = — sin(x + y) sin(x — y) A.23
cos2 x — sin 2 y = cos(x + y) cos(x — y) A.24
sin 2 x cos x = I — J (cos x — cos 3x) A.25
sin x cos2 x = I - J (sin x + sin 3x) A.26
sin 3 x cos x — I - ) (2sin 2x — sin4x) A.27

sin xcos x — 1 — 1(1 — cos4x) (A.28)
sin x cos 3 x = f ^ ) (2sin 2x + sin4x) (A.29)
sin x cos x = I — j (2 cos i — 3 cos 3x + cos 5x) (A.30)
= I — I (2 sin x + sin 3x — sin 5x) (A.31)
= — I — 1(2 cos x + cos 3a; + cos5x) (A.32)
sin x cos x = ( 1— )(2sinx + 3sin3x + sin5x). (A.33)

6
\ /
A.1.5 Derivatives and Integrals of Trigonometric Functions
d_
(A.34)
dx cos x = — sin x
d
(A.35)
dx■ sin x = cos x
I cos x dx = sin x (A.36)
I sin i <fx = — cos x

(A.37)
J 'sin xdx = I — I x —
" \2J~ \4j sin2x (A.38)
/ cos2 x dx = I - I x + I - ) sin 2x (A.39)
sin(ra — k)x sin(m + k)x

sin rax sin kx dx = m2^k2 (A.40)
/ 2(m-k) 2(m + k)
, , sin(m — k)x sin(m + k)x , , ,
cos rax cosfcxdx = — ; -r-—| 7 f— m Jir k (A.41)
/ 2(ra - k) 2(ra + ifc)
, , cos(m — k)x cos(m + k)x , , ,9
I sin rax cos kx dx = —
2(m-k) rr r r + k)
2(m rr— m ^ k (A.42)
I cos rax cos kx dx = n6mk', m, k integers (A.43)

APPENDICES 239
/ sin mx cos kx dx = 0; m, k integers (A.44)
sinmx sin kx dx = 7r£m*; m, k integers (A.45)

/ -IT
/ x s i n x dx = sinx — xcosx (A.46)
jx sin i dx = 2x sin a: — (x 2 — 2) cos x (A.47)
/ x c o s x d x = cosx + xsinx (A.48)
/ x2 cos x dx = 2x cos x + (x 2 — 2) sin x. (A.49)
A.2 Factors and Expansions
(a ± b)2 =a2± 2ab + b2 (A.50)
(a±b)3 =a3±3a2b + 3ab2±b3 (A.51)
(a + b + c)2 = a? +b2 + c2 + 2{ab + ac + be) (A.52)
(a + b + c) 3 = a 3 + 63 + c 3 + 3a 2 (6 + c) + 36 2 (a + c) + 3c 2 (o + 6) + 6a6c (A.53)
a2 - 62 = (a - 6)(a + 6) (A.54)
a2 + b2 = (a + ib)(a - ib), i = %/^T (A.55)
a 3 - 63 = (a - b)(a2 + ab + ft2) (A.56)
a3 + b3 =(a + b)(a2-ab + b2). (A.57)
A . 3 Quadratic Equations
The quadratic equation

ax2 + bx + c = 0 (A.58)
has the two solutions

- £ac
-b + -JW-
Xi (A.59)
2a
-b-sftf -- 4ac (A.60)
x2 = 2a
A.4 Cubic Equations
The cube equation z 3 + pz 2 + qz ■+- r = 0 (A.61)
can be reduced to the form x3 + ax + b = 0 (A.62)
by substituting for z the value P (A.63)

*= *--.
The constants a and 6 are given by the expressions
3<Z-P2
(A.64)
, _ 3p 3 - Qpq + 27r
(A.65)
27
Let A and B be denned as
1/3
'b\ /ft 2 3 1/2
A = + a ^ (A.66)
,2) +
U 27J
B + (A.67)
\2J \4 27)
The three roots of Eq. (A.62) are given by the following expressions
xj =A + B, (A.68)
'A + B\ ,— (A-B
x2 = - I — ^ — +V=3 (A.69)
APPENDICES 241
Let
If A > 0, then there will be one real root and two complex conjugate roots. If
A = 0, there will be three real roots, of which at least two are equal. If A < 0,
there will be three real and unequal roots.
A.5 Differentiation of a Definite Integral with R e s p e c t t o a P a r a m e t e r
Let f(x,t) be continuous and have a continuous derivative df/dt, in a domain

in the x-t plane that includes the rectangle
V>(t) < x < <f>(t), t\<t<t2. (A.72)
In addition, let ip{i) and <j>(t) be defined and have continuous first derivatives for
ti < t < <2- Then, for t\ < t < t2, we have
-J ^ f{x,t)dx = f[mi]-£-fW),t]-£ +J t Qjf{*,i)dx. (A.73)
A.6 Eigenvalues of a 2 x 2 Matrix
The eigenvalues of a matrix A are given by the solutions to the characteristic

equation
det(A - XI) = 0, (A.74)
where / is the identity or unit matrix. If A is an n x n matrix, then there exists n

eigenvalues Aj, where i = 1 , 2 , . . . , n.
Consider the 2 x 2 matrix
A (A.75)
<° J)
The characteristic equation is
A
d e tr- AUO. (A.76)
c d — X
Evaluating the determinant gives
A2 - TX + D = 0, (A.77)
where
T = trace(A) = a + d,
D = det(A) = ad - be. (A.78)
The two eigenvalues are given by the expressions
Al =
(0[T+v/T2_4D]' (A79a)
A2 = (|) [T - VT*-4D] . (A.79b)
References
1. A. Erdelyi, Tables of Integral Transforms, Vol. I (McGraw-Hill, New York,

1954).
2. I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series and Products

(Academic, New York, 1965).
3. E. Jaknke and F. Emde, Tables of Functions with Formulas and Curves (Dover,
New York, 1943).
4. National Bureau of Standards, Handbook of Mathematical Functions (U.S. Gov

ernment Printing Office; Washington, DC; 1964).
5. Chemical Rubber Company, Standard Mathematical Tables (Chemical Rubber

Publishing Company, Cleveland, various editions).
6. H. B. Dwight, Tables of Integrals and Other Mathematical Data (MacMillan,

New York, 1961).
Appendix B
SERIES EXPANSIONS
This appendix summarizes certain results concerning series expansions of func
tions. Additional details and proofs of the stated theorems are given in the refer
ences listed at the end of this appendix.
B . l U n i f o r m Convergence
Let {fn(x)} be a sequence of real functions, each of which is denned on the

real interval a < x < b. For a particular i ] : such that a < x\ < b, consider the
sequence of real numbers {/„(xi)}. Assume that this sequence converges for every
T such that a < x < b, and let
/ ( x ) = Lim fn(x). (B.l)

n—oo
This sequence of functions then converges pointwise on the interval and f(x) is
called the limit function of the sequence.
The sequence {fn(x)} is said to converge uniformly to f(x) if, given any e > 0,
there exists a positive number N that depends only on e, such that
!/„(*) - f(x)\ < e (B.2)
for all n > A" for every x such that a < x < b.
Consider the infinite series of real functions
$>,(*), (B.3)
1=1
each of which is defined on a real interval a < x < b. Consider the sequence {fn(x)}
ai partial sums of this series defined as follows
n
/„(*) = £«;(*). (B.4)
i=)
343i
The infinite series, Eq. (B.3), converges uniformly to / ( x ) , on a < x < 6, if the
sequence of partial sums {/ n (x)} converges uniformly to / ( x ) on this interval.
B.2 Weierstrass M Test for Uniform Convergence
Let {Mn} be a sequence of positive constants such that

oo
EM« (B-5)
n=l
converges. Let {u„(x)} be a sequence of functions, each of which is defined on

a < x < b, such that
|«n(x)|<M„, n = 1,2,3,..., (B.6)
for all x on the interval. Then the series given by
oo
n=l
converges uniformly on this interval.
B.3 Properties of Uniformly Convergent Series
Let {un(x)} be a sequence of functions defined on a < x < b Assume that the
series
oo (B.7)
n=l
converges to a sum / ( x ) for a < x < 6, i.e.,
oo
f( ) = J2Un(x)-
x
n=l
The following theorems relate the properties of (ti„(i)} to / ( x ) .

APPENDICES 245
T h e o r e m 1. Let each u„(x) be continuous for a < x <b. Then f(x) is continuous,
provided the series converges uniformly for a < x < b.
T h e o r e m 2. A uniformly convergent series of continuous functions can be inte

grated term by term, i.e.,
ril /-6i rbi rbi
I f(x)dx= I u\(x)dx + / U2(x)dx + • ■ ■ + / un{x)dx + • • •, (B.9)
Jai J a\ J a\ Ja-i
where a < aj < b\ < b.
T h e o r e m 3 . A convergent series can be differentiated term by term, provided

that the functions of the series have continuous derivatives and the series of the
derivatives is uniformly convergent.
T h e o r e m 4. If the series
oo oo
ûn(x) and ^ wn(x) (B.10)

n=l n=l
are uniformly convergent for a < x < 6, and h(x) is continuous for a < x < 6, then
the following series are uniformly convergent for a < x < b
oo
Y,[Aun(x) + Bwn(x)], (B.ll)
oo
53fc(*)u„(i), (B.12)
where A and S are arbitrary constants.
B.4 P o w e r Series
A power series in x is a series of the form

oo
£Cn*", (B.13)
n=0
where Co, C\,..., C „ , . . . , axe constants. A power series in powers of (x — o) is a

series of the form
oo
£C„(x-a)». (B.14)
n=0
The power series of Eq. (B.14) converges when x = a. This may be the only-
value of x for which the series converges. If there are other values of x for which
the series converges, then the values of x lie in an interval, the convergence interval,
having a midpoint at x — a. This interval can either be finite or infinite; see
Figure B.l.
a—R a a+ R
Figure B.l. Regions of convergence and divergence of a power series that converges
at x = a with a radius of convergence R.
T h e o r e m 5. (1) Every power series

oo
Y,Cn(x-a)n (B.15)
n=0
has a radius of convergence R such that the series converges absolutely when
\x — a\ < R and diverges when \x — a\ > R.
(2) The number R can be zero (in which case the series converges only for
x = a), a positive number, or infinite (unbounded, in which case the series con
verges for all x).
(3) If R is not zero and Ri is such that 0 < Ri < R, then the series converges
uniformly for \x — a\ < Ri.
(4) The number R can be evaluated in the following two ways when the appro
priate limit exists:
R = Lim cn (B.16)
n—*oo C n +1
(B 17)
* = ££,ic^' -
APPENDICES 247
(5) A power series represents a continuous function within the interval of con
vergence.
(6) A power series can be integrated term by term within the interval of con
vergence.
(7) A power series can be differentiated term by term within the interval of
convergence.
B.5 Taylor Series of a Function of a Single Variable
Let f(x) be a power series
oo
/(*) = £ C B (* - a ) " (B.18)

71 = 0
with convergence interval (a — R) < x < (a + R). This series is called a Taylor series
of f(x) at x = a if the coefficients C„ are given by
f("Val
J
Cn = —fA n = 0,l,2,..., (B.19)
n'.
where f(n\a) is the ra-th derivative of f(x) evaluated at x = a.
T h e o r e m 6. (1) Every power series with a non-zero radius of convergence is the

Taylor series of its sum.
(2) If two power series
oo oo
Y^Cn(x-a)n and ^ Z»„(x - a ) " (B.20)

n=0 n=0
i a v e non-zero convergence radii and have equal sums whenever both series converge,
then the series are identical, i.e.,
Cn = Dn, n = 0,l,2,.... (B.21)

(3) If a power series has a non-zero convergence radius and has a sum that is
identically zero, then every coefficient of the series is zero, i.e., if
oo
£C B ( x - a ) " = 0, (B.22)
n=0
then
Cn=0, n = 0,1,2,.... (B.23)
If a = 0, the Taylor series is called the Maclaurin series of f(x), i.e.,
n=0
T h e o r e m 7. Let
oo
F(x) = ^ C „ ( x - a ) » , (B.25)
n=0
oo
G(;r) = £ D„(x - a ) B , (B.26)
n=0
be convergent power series with radii of convergence R\ and R2, respectively, where
0 < R^ < R2. (B.27)
Then
OO
F(x)G(x) = Y,kn(x-a)n, (B.28)

n=0
converges in the interval (a — R\) < x < (a + R\), and the coefficients kn are given
by
kn = C0Dn + C-i.D^-1 + C2Dn-2 + ■■■ + CnD0. (B.29)
B.6 Generalized Taylor's T h e o r e m [2]
Let f(x) be a real valued function denned for |x| < R, where R > 0, and
have all its derivatives exist. The kth. Taylor polynomial of f(x) is defined by the
expression
k
pÊEâ;^, (B.30)
i=0
APPENDICES 249
where
/«>(0)
(B.31)
Note that if f(x) is only s times differentiable, then the Taylor polynomials are only
denned for 0 < k < s. For this situation, f(x) can be written as
f(x) = Pk(x) + Rk(x), (B.32)
where Rk(x) is the remainder. The following theorem gives the Taylor theorem for
this case.
T h e o r e m 8. Let f(x) be defined for | i | < R and have s continuous derivatives.

For each k < s — 1, f(x) can be written as
<0
/(*) = £ /
1=0
(0)
x' + Rk(x), (B.33)
where the remainder Rk(x) satisfies the relation
Rk(x) = JoZf^(t){-^dt. (B.34)
For each i?i with 0 < Rx < R and \x\ < Ru
Mk{R,) i*+l
\Rk(*)\ < (B.35)
L(fc+l)!j' ' '
wiiere
Mk(Ri) = Max{|/ ( f c + 1 ) (x)|} for \x\ < RL (B.36)
B.7 Taylor Series of a Function of T w o Variables
Let / ( i , t / ) b e a function of two variables x and y. Assume f(x, y) to be defined

and continuous, and to have continuous partial derivatives of all orders at the point
(x,y) = (a,6). Then f(x,y) can be expanded about the point (x,y) = (a,b) in a
Taylor series that takes the form
d2f(a,b) 2
5i (a; — aj
d2f(a,b) . ,,, nd
2
f(a,b), ,. ,,
+ •••. (B.37)
References
1. W. Kaplan, Advanced Calculus (Addison-Wesley; Reading, MA; 1952). See

Chapter 6.

York, 1991). See Appendix A.
3. S. L. Ross, Differential Equations (Blaisdell; Waltham, MA; 1964). See Chap

ter 10.
4. L. A. Pipes and L. R. Harvill, Applied Mathematics for Engineers and Physi

cists (McGraw-Hill, New York, 1970, 3rd edition). See Appendix C.
5. I. S. Gradshteyn and I. M. Ryzhik, Tables of Integrals, Series and Products

(Academic, New York, 1965). See Section 0.319.
Appendix C
F O U R I E R SERIES
C . l Definition of Fourier Series
Let f(x) be a function that is defined on the interval — L < x < L and is such
that the following integrals exist:
j\x)cos(^fjdx, JLf(x)mn(^dx, (C.l)
for n = 0,1,2, The series

oo
+ (n-nx
f £ n=l
V L
+ bn sin
V L I
(C.2)
where
an = f £ ) / % ( * ) cos ( ^ ) d z , (C.3)
K=
(i)fLfix)sin(^r)dx> (c 4)
-
is called the Fourier series of f(x) on the interval — L < x < L. The numbers {an}
and {&„} are called the Fourier coefficients of f(x).
A function / i ( x ) such that
/ i ( * + p ) = /i(x), PÔ, (C.5)
for all x is said to be periodic and to have period p.

Since both sm(nnx/L) and cos(mrx/L) have period 2L/n, the only period
shared by all these expressions is 2L. Therefore, if the Fourier series of f(x) con
verges, then f(x) is periodic of period 2L, i.e.,
f(x + 2L) = f(x). (C.6)
If f(x) is initially defined only in the interval — L < x < L, then Eq. (C.6) can be
used to define it for all values of x, i.e., —oo < x < oo.
"251
In general, the Fourier series of f(x) defined on an interval —L < x < L is a

strictly formal expansion. The next section gives the relevant theorem concerning
convergence of Fourier series.
C.2 Convergence of Fourier Series
A function / ( x ) is said to be piecewise smooth on a finite interval a < x < b if

this interval can be divided into a finite number of subintervals such that (1) / ( x )
has a continuous derivative in the interior of each of these subintervals, and (2) both
/ ( x ) and df/dx approach finite limits as x approaches either end point of each of
these subintervals from its interior.
C.2.1 Examples
The function f(x) defined by
is piecewise smooth on the interval —7r < x < 7r. The two subintervals are [—7r,0)
and (0,7r].
The function / ( x ) defined on the interval 0 < x < 5 by
x2, 0<x<l,
2-x, l<x<3, ,_, .
/(*) 1, 3 < x < 4, (C 8)
-
>-4)3/2, 4<x<5,
is piecewise smooth on this interval. Observe that in each subinterval both / ( x )

and df/dx are defined.
APPENDICES 253
C.2.2 Convergence Theorem
T h e o r e m 1. Let f(x), (1) be periodic of period 2L, and (2) be piecewise smooth
on the interval -L < x < L. Then the Fourier series of f(x)
Y + 2^ anCosf-^-J+6nsinf—J , (C.9)
where
an =
(i) [_ f{x)cos (rr)dx> (C10)
bn=
(l)fLf{x)sin(:T~)dx> (C11)
converges at every point xQ to the value
f(xj) + f(*o) (C.12)

2
wiere /(xjj~) is the right-hand limit of f(x) at x0 and f(ig) is the left-hand hmit
of f(x) at xo- If f(xo) is continuous at i 0 , the value given by Eq. (C.12) reduces
to f(xo) and the Fourier series of f(x) converges to f(x0).
C.3 B o u n d s on Fourier Coefficients [1, 2, 7]
T h e o r e m 2. Let f(x) be periodic of period 2L and be piecewise smooth on the

interval —L < x < L. Let the Srst r derivatives of f(x) exist and let f(x) be
of bounded variation. Then there exists a positive constant M (whose value may
depend on f(x) and L) such that the Fourier coefficients satisfy the relation
M
K\ + \bn\ < — . (C.13)
C o m m e n t s . A function / ( x ) , defined on — L < x < L, is of bounded variation if

the arc-length of f(x) over this interval is bounded [2].
T h e o r e m 3. Let f(x) be analytic in x and be periodic with period 2L. There

exists a 9 and an A (which may depend on f(x) and 2L) such that the Fourier
coefficients satisfy the relation
|a„| + | 6 n | < A ^ . (C.14)
C.4 Expansion of F ( a c o s x , — a s i n x ) in a Fourier Series
At a number of places in the text, the Fourier series is needed for a function of
two variables, F(u,v), where
it = acosx, u = —asinx, (C.15)
and in general F(u, v) is a polynomial function of u and v. To illustrate how this is

done, consider the following particular form for F(u,v):
F(u,v) = (l-u2)v. (C.16)
Replacing u and v by the relations of Eq. (C.15), and using the trigonometric
relations given in Appendix A, the following result is obtained:
F(u,v) = (1 — u2)v — (1 — a2 cos2 x)( —asinx) = —asinx + a 3 cos2 x sin

x
-a sin x + ( — J (sin x + sin 3x)
/a 2 -4\ . fa3\ . „
= ( — 7 — ) a s i n x + (— J s m 3 x . (C17)
This last expression is the required Fourier expansion of Eq. (C.16).

For a second example, consider F(u, v) = u3 The following is obtained for this
case:
F(u, v) = u 3 = a3 cos 3 x = (-|- J cos x + (^- j cos 3x. (C.18)
APPENDICES 255
References
1. N. K. Bary, A Treatise on Trigonometric Series, Vol. I (MacMillan, New York,

1964).
2. R. C. Buck, Advanced Calculus (McGraw-Hill, New York, 1978).
3. H. S. Caxslaw, Theory of Fourier Series and Integrals (MacMillan, London,

1921).
4. R. V. Churchill, Fourier Series and Boundary Value Problems (McGraw-Hill,

New York, 1941).

Chapter 7.
6. W. Rogosinski, Fourier Series (Chelsea Publishing, New York, 1950).
7. E. C. Titchmarch, Eigenfunction Expansions (Oxford University Press, Oxford,

1946).
8. A. Zygmund, Trigonometrical Series (Dover, New York, 1955).

Appendix D
ASYMPTOTICS EXPANSIONS
Essentially all of the power series expansions considered in the text are so-
called asymptotic expansions. This appendix introduces the basic concepts relating
to "asymptotics" and illustrates them by means of some examples. The references
at the end of this appendix provide a fuller discussion of these matters and give
the necessary proofs. In particular, the book by Murdock [3] discusses in detail the
important issues of asymptotic analysis and the use of generalized asymptotic power
series.
D . l Gauge Functions and Order Symbols
Let /(e) be a function of the real parameter e. If the limit of / ( e ) exists as e

tends to zero, then there are three possibilities:
(o,
/(e) - I A, (D.l)
I oo,
with 0 < \A\ < oo. (The case where /(e) has an essential singularity at e = 0,
such as sin(e_ 1 ) or exp(e_ 1 ), is excluded.) In the first and last cases, the rate at
which /(e) - . 0 a n d / ( e ) -> oc oan nb expressed bb yomparing / / ( e with hertain
known functions called gauge functions. The simplest and often most useful gauge
functions are members of the set {e™} where n is an integer. Other gauge functions
used are sine, sinhe, loge, etc.
The behavior of a function / ( e ) , as e -» 0, can be compared with a gauge
function g(e) by employing the symbols "O" and "o."
D.l.l The Symbol O
The symbol O is denned as follows: Let /(e) be a function of the parameter e

and let g(e) be a gauge function. Let there exist a positive number A independent
of e and an e0 > 0 such that
|/(e)| < A\g(e)\, for all |e| < e„, (D.2)
256
APPENDICES 257
then
/(e) = Ofa(e)] as e -» 0. (D.3)
The condition given in Eq. (D.3) can be replaced by
Lim m < CO. (D.4)

£-►0 S(«)
Let / ( x , e) be a function of the variable x and the parameter e, and let </(x, e)
be a gauge function. Then
f(x,e) = 0[g(x,e)}, (D.5)
if there exists a positive number A independent of e and an eo > 0, such that
| / ( x , e ) | < A\g(x,e)|, for all |e| < e 0 . (D.6)
If A and eo are independent of x, the relationship is said to hold uniformly.
D.1.2 The Symbols o
The symbol o is defined as follows: Let /(e) be a function of e and let g(e) be
a gauge function. Let there exist an eo > 0, and let, for every positive number 6,
independent of e, the following condition hold
for (D.7)
1/(01 < %(0I, M < eo,
then
/(e) = o[g(e)] as e -» 0. (D.8)
The condition given by Eq. (D.8) can be replaced by
Lim = 0. (D.9)
£-*0 »(0
Let / ( x , e) be a function of x and e, and let g(x, e) be a gauge function. Then
f(x,e) = o[g{x,e)} as e - 0, (D.10)

if for every positive number 6, independent of «, there exists an eo such that
|/(*,e)|<%(*,e)|, for|e|<60. (D.ll)
If 6 and e0 are independent of x, then Eq. ( D . l l ) is said to hold uniformly.
D . 2 A s y m p t o t i c Expansion
Let' {£„(e)} be a sequence of functions such that
i , W = «[Ci(e)] aseÔ. (D.12)
Such a sequence is called an asymptotic sequence.

Consider the series
oo
m=0
where the am are independent of e and {6m(e)} is an asymptotic sequence. This is

an asymptotic sequence, denoted by
oo
y ~ X I a™6™(e) as e -> 0, (D.14)

m=0
if and only if
n
y = J^ "m<5m(e) + 0[«„+i(e)] as e -» 0. (D.15)
m=0
The expansion given by Eq. (D.14) may diverge. However, if the series is an
asymptotic expansion, then although Eq. (D.14) may diverge, for fixed n, the first
n terms in the expansion can represent y with an error that can be made arbitrarily
small by taking e sufficiently small. Thus, the error made in truncating the series
after n terms is numerically less than the first neglected term, namely, the (n + l)th
term.
Note, however, that given a function y(«), the asymptotic expansion is not
unique. In fact, y(e) can be represented by an unlimited number of asymptotic
expansions, since there exists an unlimited number of possible asymptotic sequences
APPENDICES 259
that can be used. However, once a particular asymptotic sequence is selected, the
representation of y(e) in terms of this sequence is unique. If y(e) has the asymptotic
expansion
oo
y(e) ~ Y, « m M 0 as t - 0, (D.16)
m=0
for a particular sequence {Sm(e)}, then the coefficients an are given uniquely by
a„ = L i m ^ b & ^ ) . (D.17)
e-o Sn(e)
D . 3 U n i f o r m Expansions
Let y b e a function of x and e. The asymptotic expansion of y in terms of the

asymptotic sequence {Sm(e)} is
oo
a
y(x, e)~J2 m(z)M<0 as t -> 0, (D.18)
m=0
where the coefficients a m are functions of z only. This expansion is said to be

uniformly valid if
n
y(x,e)= £am(x),Sm(€) + fln-H(x,€), (D.19)
m=0
where
Rn(x,e) = 0[Sn(e)], (D.20)
uniformly for all x of interest. If these conditions do not hold, then the expansion
is said to be nonuniformly valid.
For the expansion to be uniformly valid, the term am(x)Sm(e) must be small
compared with the preceding term a m _ i ( x ) £ m _ i ( e ) for each m. Since
M « ) = °Pm-i(e)] aseÔ, (D.21)

then am(x) can be no more singular than am_-i(x) for all values of x of interest, if
the expansion is to be uniform. This means that am(x)/am-i is bounded. Con
sequently, each term in the expansion must be a small correction to the preceding
term irrespective of the value of x.
D . 4 Elementary Operations on A s y m p t o t i c Expansions
D.4.1 Addition and Subtraction
In general, asymptotic expansions can be added and subtracted. For example,

let {Sm(e)} be an asymptotic sequence and consider the asymptotic expansions of
the two functions f(x, e) and g(x, e), where the expansions are defined for the same
intervals of x and e; that is
oo
/(*,e)~£am0r)M*). (°-22)
m=0
oo
g(x,e)~ £ ] & m (aOMz). P-23)
m=0
Then, for constants A and B

oo
Af(x, e) + Bg(x, e) ~ ^ [Aam(x) + Bbm(x)]6m{e). (D.24)

m=0
D.4.2 Integration
If f(x, e) and am(x) are integrable functions of x, then
AX °° [X
I f(x,e)dx~J2S"'(e) a
m{x)dx. (D.25)
•/xi m=0 Jx
i
If f(x, e) and 5 m (e) are integrable functions of e, then
ft °° /e
f(x,e)de~Tam(x) 6m(e)de. (D.26)
^0 m= n -/0
APPENDICES 261
D.4.3 Multiplication
In general, two asymptotic expansions cannot be multiplied to form another

asymptotic expansion. This is because in the formal product of f(x, e) and g(x, e),
all products of the form Sn(e)Sm(x) occur and it may not be possible to arrange them
so as to obtain an asymptotic sequence. Multiplication of asymptotic expansions
is only justified if the asymptotic sequence {<5m(e)} is such that 6n(e)6m(x) either
form an asymptotic sequence or possess asymptotic expansions. An important
n
asymptotic sequence that does have this property is {e }, the collection of (non-
negative) powers of e. If
oo
/(z,e)~£am(z)em, (D.27)
m=0
oo
g(x,e)~Y,bm{x)em, (D.28)
m=0
then
oo
c
f(x, e)g(x, *)~J2 ™( a 0 em . ( D - 29 )
m=0
where
m
cm(x) = J2 an{x)bm_n{x). (D.30)
n=0
D.4.4 Differentiation
In general, it is not justified to differentiate asymptotic expansions with respect

to either x or e. When differentiation is not justified, nonuniformities occur. The
following theorem is useful:
Theorem. Let f(x,e) be an analytic function of x and e, where S and T are,

respectively, the domains of analyticity of x and e. Let f(x, e) have a uniformly
valid asymptotic expansion
oo
/(*,e)~5>m(*)em, (D.31)
m=0
for all x in S. Under these conditions, the am[x) are analytic for x in S and
9f(x, e) v ^ dam(x) , >

m=0
uniformiy in every compact proper subset T\ ofT.
D.5 Examples
This section provides illustrations of some of the concepts introduced in earlier

sections of this appendix. For a fuller discussion and additional examples, the
references listed at the end of this appendix can be consulted.
D.5.1 The Symbol 0
As e -> 0,
sine = 0(e) cose = 0(1)
sinhe = 0(e) coshe = 0 ( l )
tanhe = 0(e) cote = 0 ( e _ 1 )
sine 2 = 0(e 2 ) 1 - cos2 e = 0(e 2 )

and
sin(x + e) = 0(1) uniformly as e —> 0
sin(ez) = 0(e) nonuniformly as e —* 0.
D.5.2 The Symbol o
As e -> 0,
sine = o(l) cose = o{e~1l2)
sinh e = o(l) 1 — cos e = o(e)
coth e = o ( e _ 3 / 2 ) sin 2 e = o(e)

APPENDICES 263
and
sin(x + e) = o ( e - 1 / 3 ) uniformly as e —> 0
e~" — 1 = o(e1^2) nonuniformly as e —> 0.
D.5.3 The Function sin(x + e)
Consider the function sin(x + e) in more detail. For e —> 0
sin(x + e) = sin x cos e + cos x sin e
=
I1 _ h + i f + ••■) s i n * + ( e _ sT + HI + ■")cosx
/e2\ fe3\
= sin x + e cos x — I — J sin x — I — 1 cos x + • • • (D.33)
For all values of x the coefficients of all powers of e are bounded. Consequently, the
expansion is uniformly valid.
D.5.4 The Function exp(—ex)
For a nonuniformly valid expansion, consider the expansion of exp(—ex) for

small e:
°° (er)m
exp(-5x)=£(-iri-i-. (D.34)
m=0
This function can be accurately represented by a finite number of terms only if ex
is small. Since e is assumed small, this means that x = 0(1). Note that if x is as
large as 0 ( e _ 1 ) , then ex is not small, and a finite number of terms cannot give an
accurate representation of exp(—ex). To obtain a satisfactory expansion for all x,
all terms in Eq. (D.34) must be retained.
D . 6 Generalized A s y m p t o t i c Power Series [3]
Most of the calculational procedures given in the text are based on expansions
that take the following form
/ ( * , e) = foHe)x] + h Ke)x]e + • ■ ■ + fn[v(e)x]en + 0(e"+1). (D.35)

Observe that t occurs not only in the powers of e m , but also appears in the coef
ficients of these powers. A requirement is that this expansion be uniformly valid
for all x. This will be the case if all the coefficients remain bounded as e —> 0, for
fixed x. Such an expansion is called a generalized asymptotic power series. This is
a special case of the generalized asymptotic expansion
/ ( * , e) = /„(*, e)60(e) + h(x, e)61(e) + • • ■ + / „ ( * , «)«„(«) + 0[6n+1(e)], (D.36)
where {5„(e)} is an asymptotic sequence.
References
1. N. G. de Bruijn, Asymptotic Methods in Analysis (Interscience, New York,

1958).
2. A. Erdely, Asymptotic Expansions (Dover, New York, 1956).

York, 1991). See Sections 1.8 and 4.2.
4. A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973). See Chapter 1.
5. J. G. Van der Corput, Asymptotic Expansions (Lecture Notes, Stanford Uni

versity, 1962).
6. W. Wason, Asymptotic Expansion for Ordinary Differential Equations (Inter

science, New York, 1965).
Appendix E
B A S I C T H E O R E M S OF T H E T H E O R Y OF
SECOND-ORDER DIFFERENTIAL EQUATIONS
E . l Introduction
The general second-order differential equation
cPy dy
dt2 = f(y, dt , ) . (E.l)
can be written in the system form
dy\ _
(E.2)
dt ~ ■!/2>
dy2
(E.3)
dt = f(yi ,V2 ,*),
by means of the transformation (y,dy/dt) = (yi,y2)- A general system of coupled,
first-order differential equations is
dy_
■% = MvuV2,t), (E.4)
dt
^jT = /a(Vi,lfe,*)- (E-5)
In this appendix, a number of theorems are given concerning the solutions of

Eqs. (E.4) and (E.5). Proofs can be found in the references listed at the end of this
appendix.
The following assumptions and definitions apply to all the results of this ap
pendix: (1) The functions /i(yi,y2,<) and f2{yi,yi,t) are defined in a certain do
main R of the three-dimensional (yi,y2,<) space, are continuous in this region, and
have continuous partial derivatives with respect to yi, y2 and t. (2) A point having
the coordinates (yi,j/2,*) will be denoted as P(y~i,y~2,t)-
265
E.2 Existence and Uniqueness of the Solution
T h e o r e m 1. Let P(yi,V2,to) be any point in R. There exists an interval oft

(ti <t< t2) containing t0, and only one set of functions
vi = M*\ vi = &(*). (E-6)
defined in this interval, for which the following conditions are satisfied: (1) 4>i(t0) =
y° and <fo(*o) — J/2- (2) F°r ^ values oft in the interval, ti < t < t2, the point
P[4>i(t), <j>2(t),t\ belongs to the domain R. (3) The system of functions given by
Eq. (E.6) satisGes the system of differential equations (E.4) and (E.5). (4) The
solutions, given by Eq. (E.6), can be continued up to the boundary of the domain
R; that is, whatever closed domain Ri, contained entirely in R, there are values t'
and t", where
h<t' < t2, <i < t" < t3, (E.7)
such that the points P [ ^ ( t ' ) , ^ ( t ' ) . * ' ] and ^[î(*")» fa(t"),t"] He outside Rt.
E.3 D e p e n d e n c e of the Solution on Initial Conditions
The solutions of Eqs. (E.4) and (E.5) depend on the initial conditions
(yJ,y2,<o)- Consequently, the solutions can be written as
yi = 4>i{iM,yl,yl), y% = ^ ( M o . y ? , ^ ) , (E.8)
with
y\ = Mto,t0,yly°2), J/20 = ^(to,to,y?,2/2°)- (E.9)
The following theorems give information concerning the dependence of the solutions
on the initial conditions.
APPENDICES 267
yi = fc(*,**.vi,v5). (E-iOa)
2/2 = &(*,**, yj.yj), (E.iob)
be a soiution to Eos. (E.4) and (E.5), defined for t in the interval, tx <t < t2, and
having the initial values
v i ( f ) = yj, y2(**) = y2*- (E.n)
Let Ti and T2 be arbitrary numbers satisfying the condition
tl<T-i<T2< t2. (E.12)
T i e n for an arbitrary positive e, there exists a positive number S = S(e, Ti, Tj) such
that for the values oft0, y° and y2 for which
\t0-t*\<6, \vl-vt\<6, \y°2-y*2\<6, (E.13)
the solutions
y\ = 4i(t,to,Vi,y°), y2 = h(t,to,y°,y°), (E-14)
are defined for all values oft in the interval T\ <t<T2, and satisfy the inequalities
l*i(*,to,yi 0 ,y2)-*i(M*.vr.V2)l<*» (E.15)
|^(*,<o,»;,yS)-^(*,<*,yI,i/5)|<e- (E-16)
T h e o r e m 3. If the functions fi(yi,yz,t) and f2{y\,y2,t) of Eqs. (E.4) and (E.5)
have continuous partial derivatives with respect to the variables j/i and y2 of order
up to n > 1, then the solutions to this system have continuous partial derivatives
with respect to y\ and y2 of the same order.
T h e o r e m 4. If the functions fi{y\,y2,t) and /2(yi,y2,*) are analytic functions of

the variables y\ and y2, then the solution, given by Eq. (E.8), is an analytic function
of its arguments in a neighborhood of every set of values for which the functions
fi{yi,y2,t) and f2(yi,y2,t) are defined.
E.4 D e p e n d e n c e of the Solution on a Parameter
Let the functions f\ and f2 depend on a parameter A. For this case, Eqs. (E.4)
and (E.5) become
% - = /i(yi,y a ,*,A), (E.17)
^=/a(Vi,tto,M). (E-18)
T h e o r e m 5. If the functions f$yi, y2, t, A) and f2(yi,y2,t, A) are continuous func

tions of A, the solutions of Eqs. (E.17) and (E.18)
yi=<f>i(t,t0,y°,yl,X), y2 = fa(t,ta,y~i,yl, A), (E.19)
are aiso continuous functions of X.
T h e o r e m 6. Let fa(J/J,y2,t, A) and f2(yi,y2,t,X), and the first partial derivatives

of fi and f2, with respect to yi and y2, be continuous functions of A. If yi and y2,
given by Eq. (E.19), are soiutions of Eqs. (E.17) and (E.18), then the derivatives
d<t>i{t,to,yly°2,$
« = (1,2), i = (1,2), (E.20)
dy]
are also continuous functions of X.
T h e o r e m 7. If f\(y\,y2,t,X) and f2(y-i,y2,t,X) are analytic functions of their

arguments, then the solutions to Eqs. (E.17) and (E.18) are aiso analytic functions
of all their arguments in a neighborhood of every set of values (t,to,yi,y2i^) f°r
which they are defined.
References
1. A. A. Andronov, A. A. Vitt and S. E. Khaikin, Theory of Oscillators (Addison-

Wesley; Reading, MA; 1966). See the Appendix, pp. 795-800.
APPENDICES 269
2. E. A. Coddington and N. Levinson, Theory of Ordinary Differential Equations

(McGraw-Hill, New York, 1995). See Chapter 2.
3. E. L. Ince, Ordinary Differential Equations (Dover, New York, 1956).

1962). See pp. 228-231.

ters 10 and 11.
6. G. Sansone and R. Conti, Nonlinear Differential Equations (Pergamon, New

York, 1964). Chapters VI and VII give excellent discussions of the topics pre
sented in this appendix.
Appendix F
LINEAR SECOND-ORDER DIFFERENTIAL EQUATIONS
Essentially all of the approximation methods given in this book eventually
lead to linear, second-order differential equations. This appendix gives the basic
theorems and rules for solving this type of differential equation. Detailed proofs
of the various theorems can be found in the references given at the end of this
appendix.
F . l Basic Existence T h e o r e m
The general linear, second-order differential equation takes the form
a0(t)^ + a1(t)^ + a2(t)y = F(t). (F.l)
If F(t) = 0, then Eq. (F.l) is said to be homogeneous; if F(t) ^ 0, then Eq. (F.l)
is said to be inhomogeneous.
T h e o r e m 1. Let a0(t), a,\(t), a2(t) and F(t) be continuous on the interval a <t <
b, with ao(i) ^ 0 on this interval. Let t0 be a point of the interval a < t < b, and
let C\ and C2 be two real constants. Then there exists a unique solution y = <t>(t)
ofEq. (F.l) sucii that
rf(M = C „ ^ T = C2, (F.2)
and the solution is defined over the entire interval a < t < b.
F.2 Homogeneous Linear Differential Equations
The linear second-order homogeneous differential equation has the form
u v dv
a0(t)~ + a1{t)^+a2(t)y = 0. (F.3)
Again, it is assumed that a0(t), a-i(t), and a2(t) are continuous on the interval
a <t < b and a0(t) / Oon this interval.
^70
APPENDICES 271
T h e o r e m 2. Let <f>(t) be a solution of Eq. (F.3) such that
*(M = 0, ^ 2 = 0, (F.4)
where a < t0 < b. Then <j>(t) = 0 for all t in this interval.
To proceed the concepts of linear combination, linear dependence, and linear

independence must be introduced and defined.
F.2.1 Linear Combination
If / i ( t ) , / 2 ( i ) , . . . , fn{i) are n functions and C\, C 2 , . . . , Cn are n arbitrary con

stants, then the expression
Cih(t) + C 2 / 2 (f) + • • • + Cnfn(i) (F.5)
is called a linear combination of / i ( t ) , / 2 ( t ) , • • • > fn(t).
F.2.2 Linear Dependent and Linear Independent Functions
The n functions /i(<), fi{i), ■ ■ ■, fn{t) are called linearly dependent on a < t < b
if and only if there exist constants C\, C2, ■ ■ ■, C„, not all zero, such that
C i / i ( t ) + C 2 / 2 (t) + • • ■ + Cnfn(t) =0 (F.6)
for all t such that a <t < b.

The n functions fi(t), / 2 ( t ) , • ■ ■, fn(t) are called linearly independent on a < t <
b if and only if they are not linearly dependent there; that is, / i ( t ) , / 2 ( t ) , • • ■, /n(t)
are linearly independent on a < t < b if and only if
<?i/i(t) + C2f2(t) + ■■■ + Cnfn(t) = 0 (F.7)
for all t such that a < t < b implies that
Cj = C2 = ■ • ■ = Cn = 0. (F.8)
F.2.3 Theorems on Linear Second-Order Homogeneous Differential Equations
T h e o r e m 1. Let the functions / j ( t ) , f2(t),..., / „ ( t ) be any n solutions ofEq. (F.3)

on the interval a < t < b. Then the function
C1f1{t) + C2f2(t) + ---+Cnfn(t) (F.9)
where Ci,C2,... ,Cn are arbitrary constants, is also a solution of Eq. (F.3) on
a<t<b.
T h e o r e m 2. There exists a set of two solutions of Eq. (F.3) such that the two
solutions are linearly independent on a <t < b.
Definition. Let / i ( t ) and /2(t) be real functions, each of which has a derivative
on a < t < 6. The determinant
hit) /»(*)
(F.10)
dfi(t) dh(t)
it dt
is called the Wronskian of the two functions / i ( t ) and /2(t). Denote it by

W(fUf2,t) = W(t).
T h e o r e m 3. Let / i ( t ) and fi(t) be two solutions of Eq. (F.3) on a < t < b. Let
W(t) denote the Wronskian of f\(t) and f2(t). Then either W(t) is zero for all t on
a <t <b or W(t) is zero for no t on a < t < b. The Wronskian W{t) is zero if and
only if the two solutions f\{t) and /2(t) are linearly dependent on a < t < b.
T h e o r e m 4 . Let fi(t) and f2(t) be two linearly independent solutions ofEq. (F.3)
on a < t < b. Let W(t) be their Wronsia'an and let a < t < b. Then
W(t) = W(t0)exp\- f^ ° 1 ( ^firdz

Z)
- (F.ll)
L Jto a o U )
APPENDICES 273
for all t on a < t < b.
T h e o r e m 5. Let / i ( t ) and fi(t) be any two linearly independent solutions of

Eq. (F.3) on a < t < b. Every solution f(t) of Eq. (F.3) can be expressed as a
suitable linear combination of fi(t) and /2(i), i.e.,
f(t) = C1f1(t) + C2f2(t), (F.12)
where C\ and C?. are arbitrary constants.
F . 3 I n h o m o g e n e o u s L i n e a r Differential E q u a t i o n s
The general linear, second-order, inhomogeneous differential equation takes the

form
ao(<) - ^ + a,(*) ^ + a0(t)y = F(t). (F.13)
It is assumed that a&(t), aj(i), 02(1) and F(t) are continuous on a < t < b, with
a0(t) ^ 0 on this interval.
The Eq. (F.13) can be written as
Ly = F(t), (F.14)
where L is the linear operator

J2 J
L = a0(t) — + a 1 ( i ) - + a 2 (t). (F.15)
T h e o r e m 6. Let v(t) be any solution of the inhomogeneous Eq. (F.13), and Jet
u(t) be any solution of the homogeneous equation
Ly = 0. (F.16)
Then u(t) + v(t) is also a soJution of the inhomogeneous Eq. (F.13).
The solution u(t) is called the homogeneous part of the solution to Eq. (F.13),
and v(t) is called the particular solution to Eq. (F.13). The homogeneous solution
u(t) will contain two arbitrary constants. However, the particular solution v(t) will
not contain any arbitrary constants.
F.3.1 Principle of Superposition
The principle of superposition for linear second-order inhomogeneous differen

tial equations is given in the following theorem.
Ly = Fi(t), i = l,2,...,n, (F.17)
be n different inhomogeneous second-order differential equations where the linear

operator L is defined by Eq. (F.15). Let /;(<) be a particular solution of Eq. (F.17)
for i = 1 , 2 , . . . , n. Then
n
!=1
is a particular solution of the equation

n
Ly = YJFi{t). (F.19)
1=1
F.3.2 Solutions of Linear Inhomogeneous Differential Equations
Write Eq. (F.13) in "normal" form, i.e.,
or v dv
+p{t) +q{t)v =m (F 20)
~d dt > -
where p(t), q(t), and f(t) are continuous functions for a < t < b. Assume that
two linearly independent solutions, yi(t) and 2/2(2) are known for the corresponding
homogeneous differential equation
§+p(t)% + q(t)y = 0. (F.21)

APPENDICES 275
The general solution of Eq. (F.20) is
y(t) = Cm(t) + C2y2(t)
+ ^ ~ J f(x)eI^[y1(x)y2(t) - yi(t)y2(x)]dx, (F.22)
where W(t0) = W(y1,y2,t0) is the Wronskian of yi(t) and y2(t) evaluated at i = t0,
a <t <b; C\ and C2 are arbitrary constants; and I(x) is
I(x)= f p(z)dz. (F.23)

JZQ
F.4 Linear Second-Order H o m o g e n e o u s Differential Equations

w i t h Constant Coefficients
For the special case of constant coefficients, the problem of obtaining two linear
independent solutions of a homogeneous second-order differential equation can be
completely solved.
cPv dv ,„
a + a i + a 2 j / =0 (F24)
°^ i '
where the coefficients ao, a\, and a2 are real constants. The equation
a0m2 + aim + a2 = 0 (F.25)
is called the characteristic equation corresponding to Eq. (F.24). The two roots of
Eq. (F.25), mi and m 2 are related to the general solution of Eq. (F.24) as follows:
(1) Let mj and m 2 be real and distinct, i.e., mj =^ m 2 . The general solution
of Eq. (F.24), in this case, is
y(t) = Ciem>t + C2em*t, (F.26)
where Ci and C2 are arbitrary constants.

(2) Let mi and m 2 be complex conjugates of each other, i.e., mj = m 2 =

a + ib. For this case, the general solution of Eq. (F.24) is either one of the following
equivalent forms:
v(t) = I Aeat co bt
< +B ) ' (F.27)
yK> a( < V ;
\ C i e c o s & t + C 2 e "sinfc,
where A, B, Ci and C 2 are arbitrary constants.
(3) Let m\ and m 2 be equal, i.e., mi = m 2 = m. The general solution for this
case is
y(t) = (Cl+C2t)emt, (F.28)
where C\ and C 2 are arbitrary constants.
F.5 Linear Second-Order Inhomogeneous Differential Equations

with Constant Coefficients
Consider the following inhomogeneous differential equation
a0^- +a ^ + a2y = Q(t), (F.29)
where ao, a%, and o 2 are constants and Q(t) has first and second derivatives for an
interval a < t < b. In general, if Q(t) takes the form of a sum of terms, each having
the structure
Qn,k(t) = f e * ' , (F.30)
then the general solution to Eq. (F.29) can be found, i.e.,
y(t) = C i e " " ( + C2em*< + v(t) (F.31)
where the homogeneous solution is
tt(<) = C 1 e m i ' + C 2 e m 2 t (F.32)
and v(t) is a solution to the inhomogeneous Eq. (F.29).

For the applications in this book, the following two rules will allow the deter
mination of particular solution v(x) to Eqs. (F.29) and (F.30).
APPENDICES 277
Rule 1. Let no term of Q(t) be the same as a term in the homogeneous solution
u(t). In this case, a particular solution of Eq. (F.29) will be a linear combination
of the terms in Q(t) and all its linearly independent derivatives.
The following example illustrates this rule. Consider the equation
^ f - 3 - ^ + 2y = 2 t e 3 ' + 3 s i n ( . (F.33)
The characteristic equation is
m 2 - 3m + 2 = 0, (F.34)
and has solutions m.\ = 1 and m 2 = 2. Therefore, the solution to the homogeneous
equation is
u(t) = C1et+C2e2t, (F.35)
where C\ and Ci are arbitrary constants. Observe that no term of
Q(i) = 2te 3( + 3sini (F.36)
is a member of the homogeneous solution. A particular solution of Eq. (F.33) will be

a linear combination of t exp(3t) and sin t, and their linearly independent derivatives
exp(3<) and cost. Consequently, the particular solution v(t) has the form
v(t) = Ate3t + Be3t + C sin t + D cos t, (F.37)
where A, B, C, and D are constants. These constants can be determined by sub

stituting Eq. (F.37) into Eq. (F.33) and setting the coefficients of the linearly inde
pendent terms, £exp(3i), exp(3<), sini, and cost, equal to zero. Doing this gives
A = l, * - ( § ) , C = l , D - l . (F.38)
The particular solution v(t) is
»(*) = *e 3 ' - ( J ) e 3 ' + (~) * n * + ( ^ ) cost, (F.39)

and the general solution to Eq. (F.33) is
y(t) = C e ' + C2e2t + te3t - ( | ) e 3 < + ( ^ ) sin* + (fy cost. (F.40)
Rule 2. Let Q(t), in Eq. (F.29), contain a term that, ignoring constant coeffi
cients, is tk times a term u-i(t) of u(t), where k is zero or a positive integer. In this
case, a particular solution to Eq. (F.29) will be a linear combination of < i + 1 ui(t)
and all its linearly independent derivatives that are not contained in u(t).
As an illustration of this rule, consider the equation
§ - 3 $ + 2y = 2 < 2 + 3 e 2 ' . (F.41)

dtA at
The solution to the homogeneous equation is given by Eq. (F.35). Note that
Q{t) = 2t2 + 3e2< (F.42)
contains the term exp(2t), which, ignoring constant coefficients, is t° times the same
term in the homogeneous solution, Eq. (F.35). Hence, v(t) must contain a linear
combination of texp(2£) and all its linearly independent derivatives that are not
contained in u(t). Consequently, v(t) has the form
v(t) = At2 + Bt + C + Dte2t. (F.43)
Note that exp(2i) is not included in Eq. (F.43) because it is already included in u(t).
Substituting Eq. (F.43) into Eq. (F.41) and setting the coefficients of the various
linearly independent terms equal to zero allows the determination of A, B, C and
D. They are
A = l, 5 = 3, C=7-, D = 3, (F.44)
and the particular solution is
v(t) = t2+3t + ^ + 3te2t. (F.45)

APPENDICES 279
Thus, the general solution to Eq. (F.41) is
y(t) = u(t) + v(t) = d e 1 + C 2 e 2 t + t2 + 3t + ^ + 3te 2 '. (F.46)
References
1. G. Birkhoff and G. C. Rota, Ordinary Differential Equations (Ginn, Boston,

1962).
2. E. A. Coddington and N. Levinson, Theory of Ordinary Differential Equations

(McGraw-Hill, New York, 1955). See Chapters 1, 2, and 3.

Chapter 8.
4. E. A. Kraut, Fundamentals of Mathematical Physics (McGraw-Hill, New York,

1967). See Sections 6-18 and 6-21.

ters 10 and 11.
6. M. Tenenbaum and H. Pillard, Ordinary Differential Equations (Harper and

Row, New York, 1963). See Chapters 4, 11, and 12.
Appendix G
E X I S T E N C E OF P E R I O D I C S O L U T I O N S F O R
CERTAIN SECOND-ORDER DIFFERENTIAL EQUATIONS
This appendix gives, without proof, a number of important theorems dealing
with the existence of periodic solutions for certain particular classes of second-
order nonlinear differential equations. Proofs and additional results are given in the
references listed at the end of this appendix. The last four references [7, 8, 9, 10]
present generalizations and recent new results on these topics.
G . l Limit Cycles
The second-order, nonlinear differential equation
can be written in the system form
dy\ _
V2, (G.2)
dt
dy% _
dt
-yi + eF(Vi: . 1 / 2 ) , (G.3)
where yi = y. The (yi,y2) plane is called the phase plane. The trajectories in the
phase plane, i.e., y% = yziyi), are solutions to the first-order differential equation
dyi = -yi+eF(yi,y2) .
dy\ 2/2
Solutions of Eq. (G.4) that are simple closed curves correspond to periodic solutions.
Such isolated closed curves are called limit cycles. More precisely, a limit cycle is a
closed trajectory in the (j/i, j/2) phase plane such that no trajectory sufficiently near
it is also closed. A detailed discussion of the nature and properties of limit cycles
is given in the books by Minorsky [6] and Farkas [10].
Every trajectory beginning sufficiently near a limit cycle approaches it either
for t —> co or t —> —00. (See Figure G.l.) If all nearby trajectories approach a limit
280"
APPENDICES 281
cycle C as t —> oo, then the limit cycle is stable. If all nearby trajectories approach
a limit cycle C as t —+ —oo, then the limit cycle is unstable. In the case where
trajectories on one side of C approach it, while those on the other side depart from
it, the limit cycle is semistable. FVom a practical point of view, semistable limit
cycles are unstable.
The problem of the determination of limit cycles is fundamental in the theory
of oscillations of nonlinear nonconservative systems. These are the only kinds of
systems in which limit cycles can exist. The matter of determining the presence of
limit cycles for a given differential equation is a very difficult problem that can be
solved by direct methods only in a few special cases.
G.2 Lienard-Levinson-Smith T h e o r e m [1, 2]
T h e o r e m 1. Consider the differential equation
g + / ( y ) | + ,(y) = o, (G.5)
where f(x) and g(x) are differential functions. (1) Let there exist j/i > 0 and y2 > 0
such that
/(y) < 0 for - yi < y < y 2 , (G.6)
and f(y) > 0 otherwise. (2) let
yg(y) > 0 for \y\ > 0. (G.7)
(3) Let
/ g(y)dy = oo, (G.8)
Jo
,-oo
/ g(y)dy = oo, (G.9)
Jo
/ f{y)dy = oo. (G.10)
Jo
282
Figure G.l. (a) Stable limit cycle; (b) unstable limit cycle; (c) semi-stable limit
cycle.
APPENDICES 283
(4) Let
G(y) = f g(t)dt (G.ll)

Jo
and assume
G(-yi) = G(y2). (G.12)
Under these conditions Eq. (G.5) has an essentially unique periodic solution.
Essentially unique in this context means that if y = </>(<) is a nontrivial periodic

solution of Eq. (G.5), then all other nontrivial periodic solutions of Eq. (G.5) are
of the form
y = 4>{t-h) (G.13)
where t\ is a real number.
G.3 Levinson-Smith T h e o r e m [2]
Levinson and Smith considered a generalized form of Eq. (G.5):
(G 14)
§ + >("*)§+*>-. '
and established the existence of at least one limit cycle under certain conditions.
T h e o r e m 2. Assume
yg(y) > 0 for \y\ > 0; (G.15)
/(0,0)<0; (G.16)
/•OO /* — OO
/ g(y)dy = / g{y)dy = oo; (G.17)

Jo Jo
there exists some yo > 0 such that
f(y,v)>0 for\y\>y0; (G.18)
there exists an M > 0 such that
f(y,v)>-M for\y\<y0; (G.19)

there exists some y\ > y0 such that
I"1 f(y,v)dy > lOMyo, (G.20)

Jyo
where v > 0 is an arbitrary decreasing positive function of y.
Under these conditions, there exists at least one limit cycle for Eq. (G.14).
Levinson and Smith have also established the uniqueness of the periodic solu
tion when further restrictions on the functions f(y, v) and g(y) are satisfied.
References
1. A. Lienard, Rev. Gen. Electricite 23, 901 (1928).
2. N. Levinson and O. K. Smith, Duke Math. J. 9, 382 (1942).
3. N. Levinson, Ann. Math. 45, 723 (1944).
4. S. Lefschetz, Differential Equations: Geometric Theory (Interscience, New

York, 1962, 2nd edition). See Chapter XL
5. G. Sansone and R. Conti, Nonlinear Differential Equations (Pergamon, Oxford,

1964).

1974). See Chapter 3.
7. G. Villari, J. Math. Anal. Appl. 86, 379 (1982).
8. P. J. Ponzo and N. Wax, J. Math. Anal. Appl. 104, 117 (1984).
9. Z.-H. Zheng, J. Math. Anal. Appl. 148, 1 (1990).
10. M. Farkas, Periodic Motion (Springer-Verlag, New York, 1994). See Chapter 3.
Appendix H
S T A B I L I T Y OF LIMIT C Y C L E S
H . l Introduction
This book considers nonlinear differential equations of the form
£+■-"(-I) <«•«
where e is a positive parameter, usually taken to be small, and F is a nonlinear
function of its arguments. The function F does not depend on the independent
variable t. Such differential equations are called autonomous.
In a typical initial-value problem x and dx/dt are to be determined at time t
when these two quantities are given at time t0.
Equation (H.l) can be reduced to a system of two first-order differential equa
tions by using the new variable
, - | . (H.2)
Thus, Eq. (H.l) becomes

dx
Tt=y, (H.3a)
^ = -x + eF(xty). (H.3b)
In the (x,y) plane, called the phase plane (see Appendix G and references therein),
x is, in general, a measure of a "displacement" and y is a measure of the "velocity''
of the displacement.
The Eqs. (H.3) can be generalized to the set
g = P(x,y), ^ = Q(*,V), (H.4)
where P and Q are functions of x and y. The corresponding first-order differential

equation for the phase plane trajectories are
dy Q{x,y)
(H.5)
dx P(x,y)
285
In general, this equation has a solution of the form
F1(x,y,C) = 0, (H.6)
where C is the integration constant. A plot of this equation for various values of
C gives rise to a family of curves called integral curves. If the initial conditions are
x(t0) = x0 and y(t0) = y0, it follows that the integral curve must pass through the
point P(x0,y0). For t > t 0 , the point P[x(t),y(t)] traces out a path denned by the
curve Fi[x(t),y(t),Ci] = 0, where C\ is the value of the constant C at t = t0, i.e.,
F1(x0,y0,C1) = 0.
The references listed at the end of this appendix give detailed discussions of
the existence, uniqueness, and continuity properties of the first-order system of
Eq. (H.4).
A limit cycle is an isolated closed integral curve L that has the important
property that all integral curves in its neighborhood either spiral toward or away
from it. (See the discussion in Section 1 of Appendix G.) Limit cycles correspond
to periodic solutions of Eq. (H.4) in the phase plane.
This appendix is concerned with the question of the stability of the limit cycles
that may exist for Eq. (H.4). The procedure given here follows closely the method
of Davies and James [1, 2].
The notion of stability used here is the following: If a moving point in the (x, y)
plane is subject to Eq. (H.4) and starts at time t = t0 from a point (xo,yo) that is
sufficiently close to a limit cycle L, then as t —► oo, the moving point tends to the
limit cycle. This type of stability is called asymptotic stability. The limit cycle is
unstable if the moving point moves farther from the limit cycle as t —> oo.
H.2 S t a b i l i t y C o n d i t i o n
Assume that Eq. (H.4) has a periodic solution denoted by
x = <t>(t), V = i>(t), (H.7a)

APPENDICES 287
with period 2ir, i.e.,
4>(t) = 4>(t + 2TT), V(<) = <M< + 2TT). (H.7b)
Consider a small perturbation from this periodic motion; it can be written as
x = flt) + ((t), y = 4>{t) + »?(f), (H.8)
where £(i) and 77(1) are assumed initially to be small as compared, respectively, with
4>(t) and xp(t). Substitution of Eq. (H.8) into Eq. (H.4) gives
^ + §=PW) + mMt) + ri(t)}

=m , , + ^ + ?3M, + ..., ( „. 9 )
and
' =W^] + «^ + ^ l , + -. (H.10)

ox ay
Neglecting terms of second degree and higher in £ and r?, the following linear per
turbation equations are obtained for £ and r/:
=
rf^ & ^+ dy "' (H
-Ha)
dr, _ dQim,m] c l gwc^ffl] (Hllb)

rft dx ^ dy
Note that the coefficients in Eqs. ( H . l l ) are periodic functions of t with period 27r.
Therefore, Eqs. ( H . l l ) are unchanged when t is replaced by t + 2n.
The variable 77 can be eliminated from the Eqs. ( H . l l ) to obtain a single lin
ear second-order differential equation for £. Denote the two linearly independent
solutions of this equation by (i(t) and ^(<)- Similarly, let r?i(i) and T)2(t) be the
corresponding two linearly independent solutions of the second-order differential

equation for 77.
Since Eqs. ( H . l l ) are unchanged when t is replaced by t + 2TT, it follows that
£i(£ + 2TT) and ^ ( ' + 27r) are also solutions and can be written as
Ut + 2TT) = A1(1(t) + BM*), (H-12a)
(2(t + 2ir) = A2h(t) + BaUt), (H.12b)
where Aj, B\, A2, and B 2 are arbitrary constants. This result follows from the fact
that since £i(i) and ^2(t) are two linearly independent solutions, any other solutions
can be written as a linear combination of them.
Given £i(t) and £2(t), the solution 771(f) can be deduced from Eq. ( H . l l a )
in terms of £i(t), and 772(f) in terms of (,2(t). Consequently, the same constants
(Ai,Bi,A2,B2) will appear in the equations for 771(7; + 27r) and 772(1 + 27r), i.e.,
jji(i + 2TT) = AlVl(t) + BlV2(t), (H.13a)
r,2(t + 2TT) = ,4277! (t) + B2r,2(t). (H.13b)
Let 0(f) be any solution for £(f) of Eqs. ( H . l l ) . Therefore,
#(t) = a 1 { 1 ( t ) + / 9 1 f a ( t ) , (H.14)
where c*i and /?i are constants. Consider now the case where £ = 6{t) satisfies the
condition
0{t + 2TT) = k$(t), (H.15)
where fc is a constant. Using Eqs. (H.12) and (H.14) gives
ai(i(t + 2TT) + &£,(< + 2TT) = k[ai^(t) + fte2(t)], (H.16)
or
«i[Ai6(t) + Bj&(0] + A[i4 a 6(0 + #»&(*)] = fc[ai6(0 + fc&(t)]. (H.17)

APPENDICES 289
Since d(t) and £2(<) are linearly independent, it follows that
(Aj - k)ai + A2Pi = 0, (H.18a)
B i a ] + (B2 - k)p! = 0, (H.18b)
and, consequently, k must be a solution of
Ai — k A2
= k2 - (A1 + B2)k + (AiBt - A a B i ) = 0. (H.19)
Bi B2 - k
When Ai, A2, B\, and B2 are known, Eq. (H.19) can be solved to determine k.
Since Eq. (H.19) is of second degree, there will be two solutions for k, which can be
written in the following form:
k1=e2"'\ k2 = e2n^. (H.20)
The fi\ and fi2 are called characteristic exponents. It follows that there exist two
functions 6{i) such that
81(t + 2n) = e2"»i01(t), (H.21a)
02(t + 2TT) = e2lr^92{t). (H.21b)
Consider the Eq. (H.21a). It can be written as
e -s**i 9l (t + 2TT) = 6X (t), (H.22a)
or
e-"i(«+2»)0j(* + 2TT) = e-ê^t). (H.22b)
Thus, e x p ( - ^ i t ) ^ ( i ) is a periodic function in t of periodic 2n. Similarly,

exp(—n 2 i)0 2 {t) is a periodic function in t of period 27r. Denote these periodic
functions, respectively, by /n(<) and f2\(t), so that
tfi(*) = e ' , f / i i ( * ) . (H.23a)

*»(*) = e « 7 a i ( t ) . (H-23b)
where fu(t + 2TT) = fn(t) and / 2 1 (f + 2TT) = / 2 1 (f).

We can take 6i(t) and 82(t) to be the two linearly independent solutions for
£(f) of the original differential equations ( H . l l ) ; thus
6 W = e"I7iiW, &(*) = e"*/2i(*)- (H.24)
The two linearly independent solutions for Jj(f) will also be of the form
m(t) = e " l 7 u ( * ) , %(*) = e" 2 7 2 2 (f), (H.25)
where /i2(f + 27r) = /12(f) and fM(t + 2TT) = /22(f)- Note that, in general, £(f)
and 77(f) are not periodic functions in f. If these functions are substituted into
Eq. (H.lla) and simplified, then the following two equations are obtained:
dfn , , dP dP
+ //l/ll = /ll +
^T ^ ^/l2' (H 26a)
-
^ + ,2/21 = f/21 + f/2, (H.26b)
Solving for dP/dx gives
9P _ /11/22 ~ /21/12 Mi/11/22 — M2/12/21 , „ „„..

<9z / n / 2 2 - /12/21 /11/22 — /12/21
Following a similar, dQ/dy can be calculated; it is
9Q _ /22/11 - /21/12 M2/11/22 ~ Mi/12/21 ,„ ...

9y / n / 2 2 — /12/21 / n / 2 2 - /12/21
In Eqs. (H.27) and (H.28), the following notation is used
Now adding Eqs. (H.27) and (H.28) gives
!h+~dy~ =
7t [ l o s(/»/22 - /12/21)] + Mi + M2- (H.30)
APPENDICES 291
Integrating this expression from t = 0 to t = 2n gives
r(£+f)^2^+^ (H 3I)
-
since the log term in Eq. (H.30) integrates to zero because the fij(t) are periodic
functions of t with period 2-K. Hence, the sum of the two characteristic exponents
dP[±(t),i>(t)} + dQ[<t>(i)Mt)} dt. (H.32)

H\ + fi2
W Jo dx dy
It will now be shown that if Eq. ( H . l l ) has a periodic solution, then one of the
characteristic exponents is zero; that is, either fj,i = 0 or ft2 — 0.
To do this, assume that £(t) and r)(t) are periodic solutions of Eq. ( H . l l ) . It
then follows that
t(t) = Cihit) + C2(2(t), (H.33a)
r,(t) = Cim(t)+C2V2(t), (H.33b)
where C] and C2 are two constants, not simultaneously zero, and
i(t + 2w) = ((t), rj(t + 2w) = r,(t). (H.34)
Using Eq. (H.21) gives
Cift(<) + C2(2(t) = Ci&(t + 2n) + C2(2(t + 2TT)
= Cle2^Zl{t) + C2e2^(2{t), (H.35)
and the result

C,(l - e 2 "">)6(*) + C a (l - e 2 *" 2 )6(t) = 0. (H.36)
A similar result also holds for rji(t) and rj2(t), namely,
C,(l - e2^)m(t) + C 2 (l - e2^)r,2(t) = 0. (H.37)

an
Since C\ and C2 are not both zero, and since (£1,6) ^ ( ' / l i ^ ) are linearly
independent, it follows from Eqs. (H.36) and (H.37) that either ^ or (J,2 must
vanish.
It is easy to show that Eq. ( H . l l ) has at least one periodic solution, and as a
consequence of the previous result one of its characteristic exponents is zero.
To show this, note that
m = PW)M*)], •?(*) = QW*)> 0(0] ( H - 38 )
are solutions, since if Eq. (H.38) is assumed to be correct
d£ dP dx dP dy dP „ dP n DP , DP
-dt=lx-M+-dy-li =
-dX-P+-^Q=-dX-li+-Qy-r1, (H.39a)
dr, dQdx dQdy dQ dQ dQ dQ

= + = P + 0 = e+
^ ^^ W^ ^ ^ ^ Wr7' (H 39b)
-
Hence £ = P and r) = Q are periodic solutions. For this case, /î can be set equal
to zero and /u2 set equal to p. This gives, using Eq. (H.32)
From Eqs. (H.24) and (H.25), it follows that the criterion for stability or instability
of the periodic solution
x(t) = # t ) , y(t) = i>(t), (H.41)
depends on whether \i < 0 or fj, > 0. In fact,
(i < 0 =>■ asymptotic stability, (H.42a)
H > 0 => asymptotic instability. (H.42b)
Note that the integrand in Eq. (H.40) is evaluated at x = <j>(t) and y = V'(r)-
APPENDICES 293
For nonlinear differential equations of the form given by Eq. (H.l), the condition
for stability is
■ fM^q (H.43)
Jo oy
If the period of oscillation is T rather than 2ir, then the condition for stability
becomes
Jo oy
where y = x = 4>{t).
Often a "first approximation" to the solution to Eq. (H.l) is
x = 4>(t) ~ Acost, y = ip(t) ~ — Asint. (H.45)
For this situation, the stability condition becomes

r2n
dF(Acost, -Asint)
dt < 0. (H.46)
Jo dy
To illustrate the procedure, consider the van der Pol differential equation
fg + *= e(l-*2)|, 0<e«l, (H.47)
where
F(x,y) = (l-x2)y. (H.48)
A first-approximation to the solution is
i = 2 cost, y = -2sint. (H.49)
Therefore,
dF x 2
( 'y) =i- x = l-4cos2i = -l-2cos2t, (H.50)
dy
and
/■27T
r2ir ftp t"
e I lf-dt
d
= -e (l + 2cos2t)di = -2Tre<0. (H.51)
Jo y Jo
The conclusion reached is that the above periodic function, Eq. (H.49), corresponds
to an approximation to the stable limit cycle of the van der Pol equation.
References
1. T. V. Davies and E. M. James, Nonlinear Differential Equations (Addison-

Wesley; Reading, MA; 1966).
2. Reference 1, Section 3.7.
3. A. A. Andronov, E. A. Leontovich, I. I. Gordon, and A. G. Maier, Qualitative

Theory of Second-Order Dynamical Systems (Wiley, New York, 1973).
4. J. Guckenheimer and P. Holmes, Nonlinear Oscillations, Dynamical Systems,

and Bifurcations of Vector Fields (Springer-Verlag, New York, 1983).
5. L. Perko, Differential Equations and Dynamical Systems (Springer-Verlag, New

York, 1991).
6. Ye Yan-Qian, Theory of Limit Cycles (Translations of Mathematical Mono

graphs, Vol. 66, American Mathematical Society, Rhode Island, 1986).
Appendix I
Q U A L I T A T I V E T H E O R Y OF D I F F E R E N T I A L E Q U A T I O N S
I.l Introduction
Essentially all of the differential equations considered in this book can be rep
resented as a system of two coupled first-order equations, i.e.,
£=*(*,»). !«<?(«.»)■ a.!)

The assumption of continuity for P, Q and their first partial derivatives generally
ensures the existence of a unique solution to Eq. (I.l) for a given set of initial values
for x and y. Except for special cases of functional forms for P and Q, generally, sim
ple explicit functions of t do not exist for the solutions. In addition to the analytic
techniques that are presented in this book to obtain approximations to the solutions
of Eq. (I.l), a powerful technique is the use of qualitative methods to investigate the
behavior of the trajectories in the (x,y) phase space. These trajectories, y = y(x),
are obtained as solutions to the first-order differential equation
dy_ _ Q{x,y)
(
dx p(x,yy ->
The general solution to Eq. (1.2) is often called a first-integral of the system given
by Eq. (1.1).
The simplest solutions to Eq. (I.l) are the constant solutions, x(t) = x and
y(£) = y. They correspond to the fixed-points of this equation and are obtained by
solving the equations
P(x,y) = 0, Q(x,y)=0. (1.3)
In applications pertaining to actual physical, biological, and engineering processes,

only the real solutions have meaning. It is also of interest to note that the oscillating
systems considered in this book, in general, have no more than one real fixed-point.
:
2S5 V
However, there does exist an abundance of other planar phase space models that
have multi-fixed-points [1, 2, 3, 4, 5].
The purpose of this appendix is to give a brief introduction to the use of
qualitative techniques to obtain information on the trajectories in the (x,y) phase
space for the various types of differential equations considered in this book. More
detailed procedures and their mathematical justification are presented in the various
references listed at the end of this appendix. Appendix A.3 of Segel's book [5]
provides one of the best introductions to this topic.
1.2 Basic Procedure
(1) Determine the fixed-points of Eq. (1.1). These correspond to the solutions
of Eq. (1.3).
(2) Calculate the x nullcline, the curve in the phase plane along which dy/dx =
oo, by solving
P[x,Voo(x)]=0, (1.4)
for yx = yoo(x)-
(3) Calculate the y nullcline, the curve in the phase plane along which dy/dx =
0, by solving
Q[x,y0(x)]=0, (1.5)
for y0 = yo(x)-
C o m m e n t . Note that the x and y nullclines intersect at the fixed-points. Also,
they, in general, are not solutions to Eq. (1.2).
(4) The x and y nullclines divide the phase plane into several open regions. In
each region the sign of dy/dx is fixed, i.e., in a given region, dy/dx is bounded and
either positive or negative. The next step is to determine the sign of dy/dx in each
region. This can usually be done in a rather direct fashion.
APPENDICES 297
(5) Start at a carefully selected point in the phase plane and sketch the trajec
tory passing through that point. Repeat this procedure for several other starting
points.
(6) It may be of value to examine the behavior of trajectories in the neighbor
hood of a fixed-point. A linear approximation to Eq. (I.l) will usually provide this
information [1, 2, 5].
C o m m e n t . Almost all of the systems considered in this book will have the relevant
fixed-point being either a neutral center or a stable or unstable spiral. See Figure I.l.
1.3 Applications
The first two examples are conservative oscillators [6]. They can be represented
by the form
g + / W = 0. (1.6)
The system equations are
- = y , ^ = -/(*), (L7)
and the differential equation for the phase space trajectories is
dy f(x) (1.8)
dx y
Observe that the x nullcline is the i-axis, while the y nullcline correspond to the
isolated solutions of
/(*)=0. (1.9)
If these solutions are denoted by
{x n }, n = l,2,...,7V, (1.10)
then the fixed points all lie on the i-axis and are given by
(*,^) = { ( * i , 0 ) , ( x a , 0 ) , . . . , ( * B > 0 ) } . (1-11)

298
Figure I.l. Trajectories in the neighborhood of a fixed-point: (a) neutral center,

(b) unstable spiral, (c) stable spiral.
APPENDICES 299
Equation (1.8) is separable and can be integrated to give
y2
Y + V(x) = E = constant, (1.12)
where V(x) is the potential function
V(x) = JZf{z)dz. (1.13)
Equation (1.12) is called the first-integral of Eq. (1.6) and, generally, provides an
implicit functional representation for the phase space trajectories. The constant E
depends on the initial conditions, i.e., if x{t0) = x0 and y(t0) = y0, then
E=f + V(x0). (1.14)
Example 1.3.1.
Consider the following nonlinear, conservative oscillator
cPx ,
3
^+* = 0. (1.15)
The only fixed-point is at ( i , y) = (0,0) and its first integral is
v2 X*
y
J + ^ = E>0. (1.16)
This latter equation defines a family of closed oval shaped curves in the phase plane.
Larger values of E correspond to larger oval curves. (See Figure 1.2.) The conclusion
is that for whatever set of initial conditions, the solutions to Eq. (1.15) are periodic.
Example 1.3.2.
The conservative, nonlinear oscillator
J-* + * 3 =0 (1.17)
300
Figure 1.2. Plots of Eq. (1.16) for various values of E. Note that E^ < E2 < E3.
APPENDICES 301
has the system equations
dx dv ,
Observe that for this oscillator there are three fixed-points located at (x,y) =
{ ( - 1 , 0 ) , (0,0), (1,1)}. The first integral is
v2 x2 I4
Examination of this equation shows that while all the phase space curves are closed
and thus all solutions are periodic, the general topology of the phase space is more
complex than that for Eq. (1.15).
Figure 1.3 gives a sampling of phase space trajectories for this system. The
fixed-points are indicated by heavy dots. The figure-eight shaped trajectory sep
arates the phase space into three regions. Inside each of the lobes, the trajec
tories encircle a fixed-point. For example, the left lobe contains the fixed-point
(x,y) = (—1,0) and the right lobe (x,y) = (1,0). Note that the two lobes both
start at the fixed-point (x,y) = (0,0) and return there. This type of trajectory
is called a homoclinic trajectory. A simple calculation shows that his homoclinic
trajectory corresponds to E = 0. For
- - < E < 0, (1.20)
the closed trajectories are confined to the interior of one of the lobes. For a given
value of E in this interval, there exists two periodic motions. For E > 0, the closed
trajectories enclose both fixed-points.
Example 1.3.3.
The van der Pol equation is
g + . - e d - , - ) £ , ,>0. (1.21)
302
Figure 1.3. Plots of Eq. (1.19) for various values of E. The fixed-points are indi
cated by the heavy dots.
APPENDICES 303
Written in system form it becomes
dx
Tt = y, (1.22a)
^ = -x + e(l-x2)y. (I.22b)
There is a single fixed-point at (x,y) = (0,0). The trajectories in phase space are
determined by the first-order differential equation
dy _ -x + e(l - x2)y
(1.23)
dx y
From Eqs. (1-22), it follows that the x nullcline is the x-axis, while the y nullcline
is the curve yo{x) given by the expression
The x and y nullclines separate the phase plane into six open regions. These regions,
as well as the sign of dy/dx in each region, is shown in Figure 1.4.
Figure 1.5 shows the path of two typical trajectories, one starting far from the
fixed-point and the other near the fixed-point. The path of the trajectory far from
the fixed-point is drawn using information on the sign of the derivative dy/dx in
each region and the fact that the trajectory has unbounded slope whenever it passes
through the x-axis and zero slope whenever it passes through the y nullcline. The
trajectory near the fixed-point is determined by examining the linearized form of
Eq. (1.22), namely,
dx d
y , n OKA
=y
Tt ' Tt=-x + ey
- (L25)
The solution to these equations are an unstable spiral for e > 0.

To summarize, a typical trajectory far from the (fixed-point) origin spirals
toward the origin, while a typical trajectory near the origin spirals away from it.
Since such trajectories cannot cross each other, this result implies the existence of
at least one closed curve in the phase space [7, 8]. Observing that a closed curve
304
aFigure 1.4. The curves are plots of the y nullcline yo(x) given by Eq. (1.24).
305
Figure 1.5. Typical trajectories for the van der Pol equation.
implies a limit cycle, the general conclusion is that the van der Pol equation has at
least one stable limit cycle. The total number of limit cycles cannot be determined
from these qualitative geometric arguments.
References
1. A. A. Andronov, E. A. Leontovich, I. I. Gordon, and A. G. Maier, Qualita

tive Theory of Second-Order Dynamic Systems (Wiley, New York, 1973, Israel
Program for Scientific Translations).
2. L. Edelstein-Keshet, Mathematical Models in Biology (McGraw-Hill, New York,

1988). See Chapter 5.
3. M. Martin, Differential Equations and Their Applications (Springer-Verlag,

New York, 1993, 4th edition). See Chapter 4.
4. M. Humi and W. Miller, Second Course in Ordinary Differential Equations for

Scientists and Engineers (Springer-Verlag, New York, 1988). See Chapter 8.
5. L. A. Segel, editor, Mathematical Models in Molecular and Cellular Biology

(Cambridge University Press, Cambridge, 1980). See Appendix A.3:
G. M. Odell, "Qualitative theory of systems of ordinary differential equations,
including phase space analysis and the use of the Hopf bifurcation theorem."
6. E. T. Whittaker, Advanced Dynamics (Cambridge University Press, London,

1937).
7. N. Minorsky, Nonlinear Oscillations (Van Nostrand; Princeton, NJ; 1962). See

Chapters 3 and 14.
8. V. V. Nemytskii and V. V. Stepanov, Qualitative Theory of Differential Equa

tions (Princeton University Press; Princeton, NJ; 1960). See pp. 133-134.
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Major Publications of R. E. Mickens on Nonlinear Oscillations
1. "Radiative Corrections to a Non-Linear Oscillator," Journal of Sound and

Vibration 72, 279 (1980).
2. "A Uniformly Valid Perturbation Solution of u + u = A + tu2," Journal of
Sound and Vibration 76, 150 (1981).
3. "Periodic Solutions of Second-Order Nonlinear Difference Equations Contain
ing a Small Parameter," Journal of the Franklin Institute 316, 273 (1983).
4. "Comments on the Method of Harmonic Balance," Journal of Sound and
Vibration 94, 456 (1984).
5. "Approximate Analytic Solutions for Singular Nonlinear Oscillators," Journal
of Sound and Vibration 96, 277 (1984).

ing a Small Parameter II: Equivalent Linearization," Journal of the Franklin
Institute 320, 169 (1985).
7. "Construction of Approximate Analytic Solutions to a New Class of Nonlinear
Oscillator Equation," with K. Oyedeji, Journal of Sound and Vibration 102,
579 (1985).
8. "Approximate Analytic Solutions to Singular Nonlinear Oscillator Systems,"
in Proceedings of the llth IMACS World Congress on System Simulation
and Scientific Computation, Vol. 5, pp. 29-31 (Moberg and Helli A. S.-Oslo,
Norway; 1985).
ing a Small Parameter III: Perturbation Theory," Journal of the Franklin
Institute 321, 39 (1986).
10. "Singular Nonlinear Oscillators: Method of Harmonic Balance," in IMACS
Transactions on Scientific Computation, Vol. 4, Complex and Distributed Sys
tems: Analysis, Simulation and Control, editors, S. G. Tzafestas and P. Borne
(North-Holland, Amsterdam, 1986); pp. 157-162.
11. "A Generalization of the Method of Harmonic Balance," Journal of Sound
and Vibration 111, 515 (1986).
12. "A Computational Method for the Determination of the Response of a Linear
Systems," Journal of Sound and Vibration 112, 183 (1986).
13. "Analysis of the Damped Pendulum," Journal of Sound and Vibration 115,
375 (1987).
14. "Iteration Procedure for Determining Approximate Solutions to Non-Linear
Oscillator Equations," Journal of Sound and Vibration 116, 185 (1987).
15. "Periodic Solutions of Second-Order Nonlinear Difference Equations Con
taining a Small Parameter IV: Multi-Discrete-Time Method," Journal of the
Franklin Institute 324, 263 (1987).
16. "Comments on 'A Generalized Galerkin's Method for Non-Linear Oscilla
tors,"' Journal of Sound and Vibration 118, 561 (1987).
17. "Singular Nonlinear Oscillator Equations," in Nonlinear Analysis and Ap
plications, editor, V. Lakshmikantham (Marcel Dekker, New York, 1987);
pp. 339-344.
18. "Properties of Finite-Difference Models of Non-Linear Conservative Oscilla
tors," Journal of Sound and Vibration 124, 194 (1988).
19. "Semi-Classical Quantization Using the Method of Harmonic Balance," H
Nuovo Cimento 101B, 359 (1988).
BIBLIOGRAPHY 313
20. "Perturbation Procedure for the van der Pol Oscillator Based on the Hopf
Bifurcation Theorem," Journal of Sound and Vibration 127, 187 (1988).
21. "Construction of a Perturbation Solution for a Nonlinear, Singular Oscillator
Equation," Journal of Sound and Vibration 130, 513 (1989).
22. "A Difference-Equation Model of the Duffing Equation," with 0 . Oyedeji and
C. R. Mclntyre, Journal of Sound and Vibration 130, 509 (1989).
23. "Investigation of the Mathematical Properties of a New Nonlinear Negative
Resistance Oscillator," Circuits, Systems and Signal Processing 8, 187 (1989).
24. "Calculation of the Transient Behavior for a Nonlinear, Singular Oscillator
Equation," Journal of Sound and Vibration 134, 187 (1989).
25. "Symmetry Properties of van der Pol Type Differential Equations and Im
plications," with W. E. Collins, Journal of Sound and Vibration 136, 352
(1990).
26. "Calculation of the Oscillatory Properties of the Solutions of Two Coupled,
First-Order, Nonlinear Differential Equations," Journal of Sound and Vibra
tion 137, 331 (1990).
27. "Investigation of Finite-Difference Models of the van der Pol Equation," in
Differential Equations and Applications, editor A. R. Aftabizadeh (Ohio Uni
versity Press; Columbus, OH; 1989); pp. 210-215.
28. "Investigations of the Conditions for Oscillations in Two-Variable Models of
Biological Processes," BioSystems 24, 31 (1990).
29. "Failure of the Method of Slowly Varying Amplitude and Phase for Nonlinear,
Singular Oscillators," with I. Ramadhani, Journal of Sound and Vibration
152, 180 (1992).
30. "Investigation of an Anti-Symmetric Quadratic Nonlinear Oscillator," with
I. Ramadhani, Journal of Sound and Vibration 154, 190 (1992).
31. "Application of Generalized Harmonic Balance to an Anti-Symmetric Quad
ratic Nonlinear Oscillator," with M. Mixon, Journal of Sound and Vibration
159, 546 (1992).
32. "Harmonic Balance: Comparison of Equation of Motion and Energy Meth
ods," with S. Hiamang, Journal of Sound and Vibration 164, 179 (1993).
33. "Construction of a Perturbation Solution to a Mixed Parity System that Sat
isfies the Correct Initial Conditions," Journal of Sound and Vibration 167,
564 (1993).
34. "Exact Solution to the Anti-Symmetric Constant Force Oscillator Equation,"
with T. Lipscomb, Journal of Sound and Vibration 169, 138 (1994).
35. "Construction of a Finite-Difference Scheme that Exactly Conserves Energy

for a Mixed Parity Oscillator," Journal of Sound and Vibration 172, 142
(1994).
36. "Reply" to the paper of B. N. Rao, Journal of Sound and Vibration 172, 698
(1994).
37. "A Finite Difference Scheme for Second Order Nonlinear Oscillator Differen
tial Equations," with K. Oyedeji, Journal of Sound and Vibration 178, 285
(1994).
38. "Investigation of a Generalized van der Pol Oscillator Differential Equation,"
with W. Addo-Asah and H. C. Akpati, Journal of Sound and Vibration 179,
733 (1995).
INDEX
Advertising model, 24
Antisymmetric, constant force oscillator, 35-37
Asymptotic expansions
definition of, 258
elementary operations on, 260-262
generalized, 263-264
uniform, 259-260
uniqueness of, 258-259
Asymptotic sequence, 258
Averaged quantities, 90, 222
Batch fermentation oscillations, 228-229
Brusselator model, 20, 22, 229-232
Characteristic equation, 241
roots, 242
Characteristic exponents, 289
Chlorine dioxide-iodine reaction, 23
Coulomb friction, 19-20, 102-103
Damping forces
Coulomb, 19-20, 102-103
cubic, 188-189
linear, 27, 101
negative, 10
quadratic, 19, 64-65, 101-103
viscous, 17-19
Derivative expansion procedure, 191-192
Diatomic molecule, oscillations, 15-17
Differentiation
of composite functions, 59, 108-111, 177-178, 191-192
of definite integrals, 241
Dimensionless forms of differential
equations, 24—27
examples, 27-30
Dufnng's equation, 28-29
exact solution, 38-41
free oscillations treated by: harmonic balance, 153-154, 164-167;
Krylov-Bogoliubov first approximation, 100-101;
perturbation method, 65-66; two-time expansion, 186-188
315
Eardrum, vibrations of, 3, 6

Electrical circuits, nonlinear, 6-14
Elliptic integral of the first kind, 39
complete integral, 41, 43
Equivalent linearization,
relation to Krylov-Bogoliubov first approximation, 95
worked examples, 97-99
Existence theorems
linear equations, 270
nonlinear equations, 266
Fourier series
bound on coefficients, 253-254
convergence of, 252-253
definition of, 251-252
expansion coefficients, 251
Gauge functions, 256
Generating solution, 71
Glycolysis, 22
Glycolytic oscillator
linear stability analysis, 205, 207-209
nullclines, 202, 203
phase space diagram, 204
Harmonic balance
comparison with perturbation methods, 163-164
first approximation, 150, 152
general method, 140-141, 147-149
rational approximation, 149-151
second approximation, 150-151
worked examples, 144-146, 153-162, 164-169
Harmonic oscillator, 30-31
Homogeneous linear differential equation, 270
Hopf bifurcation theorem, 210-215
subcritical, 212, 217
supercritical, 212, 216
Independent variable, transformation of, 59
Inhomogeneous linear differential equation, 273
Initial conditions
dependence of solution on 266-268
Integral curves, 285-286
INDEX 317
Jacobi elliptic function, 39, 41, 46

Fourier expansion, 41, 46
Kirchoff's laws, 6
Krylov-Bogoliubov first approximation, 87-91
two special cases, 91-92
Krylov-Bogoliubov-Mitropolsky method, 106-116
elimination of secular terms, 108
first approximation, 114
n-th approximation, 115
second approximation, 112-115, 115-116
Levinson-Smith theorem, 283-284
Lewis equation, 159-160
Lienard-Levinson-Smith theorem, 281-283
Limit cycles, 280-281
existence of, 72-79, 224
number of, 123-128
spurious, 123-128
stability of, 92-95, 224, 286-293
theorems on, 281-284
Lindstedt-Poincare method, 59-61
Linear damped oscillator, 27-28, 101, 117-118, 174, 192-195
Linear combination, 271
Linear dependent functions, 271
Linear independent functions, 271
Linear second order differential equations
constant coefficients, 275-279
existence of solutions, 270
homogeneous equations, 270, 272-273
inhomogeneous equations, 273-275
solutions of, 275-279
Mass attached to a stretched wire, 3, 156-158
Mixed parity oscillator, 68-71
Multi-time expansions, 175-176
equations for the derivatives, 191-192
initial conditions, 192
Negative-resistance oscillator, 10, 14
see also Rayleigh equation, van der Pol equation
Nonlinear damping, see damping forces

Nullclines, 296
Order symbols, 256-258
use of, 262-263
Parameter
dependence of solution on, 268
differentiation of an integral with respect to, 241
Particle-in-a-box, 31-35
Pendulum, 2-3, 44-47
exact solution for period, 41-44
Periodic function, 251
Perturbation method
existence of a periodic solution, 72-79
limitations of, 72
Lindstedt-Poincare method, 59-61
secular terms, 56-57, 60
worked examples, 61-71, 76-79
Phase plane, 295
Piecewise smooth function, 252
Power series
definition, 245-246
radius of convergence, 246-247
Predator-prey model, 24
Rayleigh equation, 15, 29-30
free oscillations treated by:
derivative expansion procedure, 196-197;
two-time method, 190-191
Second order differential equations
definition, 265
dependence of solution on initial conditions, 266-268
dependence of solution on parameter, 268
existence of solution, 266
uniqueness of solution, 266
see also linear second order differential equations
Secular terms, 56-57
elimination of in the:
derivative expansion procedure, 193, 196, 197;
Krylov-Bogoliubov-Mitropolsky method, 108;
perturbation method, 60;
two-time expansion, 181, 183, 185, 186, 187, 189, 190
INDEX 319
Self-sustained oscillations, see Rayleigh equation,

van der Pol equation
Series expansion
uniform convergence, 243
uniformly convergent series, 244-245
see also Taylor series, power series
Sgn function, 20
Shohat expansion, 79-80
Stellar oscillation model equation, 121-123
Taylor's series, 247-249
for function of two variables, 249-250
see also power series, series expansions
Two-time expansion technique, 174-175, 177-179
equations for the third approximation, 178
initial conditions, 179
Two-variable systems, 218-225, 295-297
recipe for solving, 225-226
Uniform convergence, 243
Uniformly valid expansion, 259-260
Uniqueness of solutions, 266, 270
van der Pol equation, 14, 301, 303-306
free oscillations treated by:
derivative expansion procedure, 195-196;
harmonic balance, 154-156, 160-162;
Krylov-Bogoliubov first approximation, 104-106;
Krylov-Bogoliubov-Mitropolsky method, 119-121;
perturbation method, 66-68;
recipe, 226-227
Variables, dimensionless, 24-27
Viscous damping, see damping forces
W C M oscillator, 227-228
Weierstrass M test, 244
Wronskian, 272

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Oscillations in

Planar Dynamic Systems

Library of Congress Cataloging-in-Publication Data

British Library Cataloguing-in-Publication Data

Copyright © 1996 by World Scientific Publishing Co. Pte. Ltd.

This book is printed on acid-free paper.

Printed in Singapore by Uto-Print

2 Lindstedt-Poincare Perturbation Method 54

4 Harmonic Balance 139

4.1 Introduction 139

5 Multi-Time Expansions 174

5.1 Introduction 174

6 General Second-Order Systems 200

6.1 Introduction 200

Appendix A. Mathematical Relations 236

General Bibliography 307

The mathematical modeling of systems often results in nonlinear differential

1.2.1 The Pendulum

and Eq. (1.2) can be written as

1.2.2 Mass Attached to a Stretched Wire

Consider the motion of a particle of mass m attached to the center of a stretched

where sin# = x/L. Since L2 = d2 + x2, Eq. (1.6) can be written as

1.2.3 Vibrations of the Eardrum

The motion of the human eardrum is an important example of a nonlinear

Figure 1.2.1. The simple pendulum.

Figure 1.2.2. Mass attached to a stretched wire.

For such motions, the eardrum can be modeled as an effective one-dimensional

F(x) = -ax - bx2, (1.9)

m^- + ax + bx2 = 0, (1.10)

where the (A,,u;,#;) are constants.

1.2.4 Nonlinear Electrical Circuits

Figure 1.2.3. A simple electrical circuit with resistor R, capacitor C, inductance L,

Figure 1.2.4. Electrical circuits with nonlinear iron-core inductances.

This nonlinear differential equation has oscillatory solutions.

Using Eq. (1.14) and taking the derivative gives

another nonlinear differential equation having oscillatory solutions.

nonlinear capacitor. Energy is supplied by a harmonic potential Em sin(u}t + 9),

Ec = S0Q + aQ3, (1.18)

where So and a are constants. The circuit equation is

L -=- + RI + S0Q + aQ3 =E0 + Em sin(wt + 9). (1.19)

1.2.5 Negative-Resistance Oscillator

It is possible to construct a resistor for which the instantaneous current I and

I = -aE + bE3, (1.22)

where a and b are positive constants.

Figure 1.2.5. An electrical circuit with a nonlinear capacitor.

Figure 1.2.7. The circuit of a negative-resistance oscillator. Ic, II and / a r e , respec­

I=-aE + bE3. (1.24c)

— -e(l-y)-+y = 0, e> 0, (1.29)

The following differential equation

1.2.6 Oscillations of a Diatomic Molecule

The interaction between two atoms can be modeled by a potential-energy func­

V{r) = 4A r > 0, (1.31)

The Taylor series of V(r) about r = Rg is

Figure 1.2.8. Potential energy of interaction between two atoms.

At the equilibrium position

V(r) = V(R0+y) = V(R»)+(^y-(\y + ..., ( L 3 8 )

where, in more detail,

i? 0 = 2 ^ 6 5 , 7(fl 0 ) = -A, (1.39a)

Thus, the equation of motion becomes

m^V . 7... , A n 2 (L40)

1.2.7 Nonlinear Oscillators with Damping

Consider a particle of mass m constrained by a nonlinear restoring forcing, g(x).

where g(x) takes the form

Figure 1.2.7. The circuit of a negative-resistance oscillator. Ic, II and / a r e , respec

The interaction between two atoms can be modeled by a potential-energy func

The formulation of many dynamic systems leads to nonlinear differential equa

Consider a particle of unit mass confined to a one-dimensional box; see Fig