Johan Matheus Tuwankotta

Studies on Rayleigh Equation
Intisari
persamaan Rayleigh : x ′′ + x = µ(1 − ( x ′) ) x ′ . Masalah kestabilan lokal di sekitar titik tetap dan hubungannya dengan paramater µ di bahas. Juga akan dibuktikan eksistensi selesaian periodik yang dalam hal ini juga merupakan limit cycle dengan menggunakan teorema Poincare-Bendixson. Selesaian periodik tersebut akan dihampiri dengan menggunakan metode Poincare-Linsted. Sebagai perbandingan juga di hitung selesaian numerik dan dibandingkan dengan selesaian asimtotik
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Dalam makalah ini dipelajari persamaan oscilator tak linear yaitu

Abstract
equation, i.e. x ′′ + x = µ(1 − ( x ′) ) x ′ . We study local the stability of the fixed point in the presence of positive parameter µ . We are also looking at the existence of the periodic solution which is also a limit cycle in this equation. Using Poincare-Bendixson’s theorem we proof that the limit cycle exists. For small values of the parameter, we use asymptotic analysis to approximate the periodic solution. The method we apply in this paper is Poincare-Linsted method. We calculate also the numerical solution for the system and compare the result with the asymptotic.
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In this paper we consider a type of nonlinear oscillator known as Rayleigh

INTEGRAL , vol. 5 no. 1 , April 2000

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(Unfortunately not every system has an integral). This system is also known as a planar system. The curve of points (x . are around a fixed point or around a periodic orbit. A simple question that arises is. y) plane such that the flow of system (1) will map the curve to it self. That is why these two methods are also known as global analysis technique. In elementary courses on differential equation such a curve is called implicit solution. Now supposed we have a periodic orbit that start at a particular point. For a fixed µ. y) generated by ϕµ(t) when we let t run from -∞ to +∞ is called the trajectory. See [1]. And then we can use linear analysis to obtain the information about the flow. The most common tool to understand locally the flow of the system is linearization. y0) = 0. this is not an easy thing to do especially when f is non-linear. y) = C define a curve in the (x. d ( F ( x . Our goal in this paper is to analyze the non-linear oscillator known as the Rayleigh equation. Such a curve is called invariant curve of the system. vol. y) plane.(3) 2 where µ is a positive parameter. i. A periodic orbit is a solution ϕµ(t) where a real number T such that ϕµ(t + T) = ϕµ(t) exists. This vector valued function ϕµ parameterize by t defines a flow in the two dimensional plane u = (x . The question is. x ′′ + x = µ(1 − ( x ′) ) x ′ ………….I.. It means the trajectory will be a closed curve. where the interesting location is. let uµ(t) = ϕµ(t) be a solution of the system (the subscript shows the dependency on the parameter). A collection of trajectories of different initial value is calling the phase portrait of the system.µ ) 2 where u ∈R . We expand f to its Taylor series around a particular solution. Consequently. how to know the phase portrait of a system.…(1) u ′ = f ( t . The system depended on the parameter µ. April 2000 . Some of the locations. We can restrict our analysis in a ‘small’ area around some interesting location. [4] or [5] for example. We assume that solution exists and is unique with given a initial value. We give the analysis in the neighborhood of 2 INTEGRAL . A fixed point (also known as a constant of motion point. It means that the analysis is valid for all time (t) and everywhere in the (x. The second best way is to calculate the integral of the system. y) such that integral) we will have a global picture of the flow. two variables function F(x. i. Unfortunately. we can try to have a local picture. 1 . or singular point) is a point (x0. dt ϕ which is the u ′ = ∇f ϕ µ u − ϕ µ + ! ( )( ) …(2) derivative of F with respect to time evaluated at a particular solution zero.e. F(x. The best way to have the phase portrait of a system is to calculate the general expression of the solution of the system.e. Naturally. u. or critical point. which are considered to be interesting. The converse is also true if we assume that T is finite. Introduction Consider a equations system of differential . y0) in the plane such that f(x0. 5 no. We remark that if we can calculate one of those (either the solution or the where the dots represent the higher order terms and ∇ represent the partial derivative with respect to spatial variables. After T time it will be back at that starting point. y )) = 0 . An integral (in this case) is a real valued. f is a vector valued function in R2 and µ is a parameter. when the global picture cannot be achieved. y).

Obviously the eigen-value of a non linear system should be non linearly dependent on the system. the origin (0. For 0 < µ < 2 we can write the eigen values as λ 1. for a system like in (1) the fixed point is also depended on µ. This is clear since if µ = 0 . Due to the fact that the analytic calculation of the limit cycle is complicated.2 = ± i . For a large parameter we can construct the approximation using boundary layer technique or singular perturbation technique (see [3]). In general this statement is not always true. In this paper we will also construct the numerical comparison of the analysis. The Rayleigh equation then becomes x′ = y y ′ = − x + µ(1 − y 2 ) y …. The information on the stability also gives information on the flow it-self around the point. 2 ….(6) µ±ωi . Fixed Point Analysis To calculate the fixed point of the Rayleigh oscillator. 2 In INTEGRAL .the fixed point.      From linear analysis we know that the stability of the fixed point (0. The linearized system of (3) written in matrix form is:  x '   0 1  x   =   …. what we have is just a linear harmonic oscillator with all µ ± µ2 − 4 . If the real part of the eigen value is nonzero then we can choose the domain small enough so that the non-linear perturbance will be small enough. This is not the case for zero real part of the eigen-value.0). April 2000 3 .linear effect can be considered as a small perturbation.. This case does not arise on this problem so we omit it .(5)  y '   − 1 µ  y  . The fixed point in this case is a center point and all solutions are periodic of period 2π. Thus if we linearize locally. In the case of all the real parts of the eigen-values is zero we have to consider a higher order term on the expanded system.(4) It is easy to see that the fixed point of (4) is only (0.[5] for details). In general. This stable periodic orbit is also known as the stable limit cycle. 5 no.0) dependeds on the eigen-values of the linearized system (5). 1 .. we transform the system into a system of first order differential equations. Thus. II.2 = λ 1..0) is a center point if µ = 0.ω <µ.2 = For µ =0 we see that the eigen-values are purely imaginary λ1. vol. of the solutions being 2π-periodic. We will also show that there exists a periodic orbit and that it is stable. we restrict the domain so that the non. These technique is mathematically non trivial so we will skip them. This is done by setting x = x and y = x'. we can use Center Manifold Theorem (see [2] for details). we will construct an approximation of it’s for a small parameter using Poincare-Linsted method. It implies that the real part will still be the same in sign (see [4]. In this case we have the eigen values Figure 1 : Phase portrait for µ = 0. In the case that there is at least one is non zero.

April 2000 . It is clear that the analysis of the origin coincides with the numerical result using Maple V. The flow around the fixed point is spiraling outward the fixed point. The picture in figure (1) until (4) are drawn using Maple V. 1 .  1  1 Figure 3: Phase portrait for µ = 2.5. we have two different real eigen-values. It represents a improper node where the flow is going outward along one direction. 5 no.this case. we will apply a fundamental 4 INTEGRAL . Existence of the Periodic Solution To proof the existence of the periodic orbit. In fact there is only one periodic orbit that survives and forms a limit cycle.5. It is interesting that most of the periodic orbits of the case µ=0. Figure 4: Phase flow for µ = 2. break up. Thus. Thus the origin will look like a source which is an improper node. The phase flow is flowing out of the origin along two direction only. In this case we have only one eigen-value. if we start on a point close to the origin the trajectory will move around the origin with increasing radius. Figure 2: Phase portrait for µ = 0. then the origin will also be improper node sources. The phase flow is flowing out from the origin along one direction which can be approximate by the eigenvector. For µ > 2. This eigen value corresponds to single a eigen-vector k   . Thus we will have two linearly independent eigen-vectors. The next case is if µ = 2. III. vol. Since the eigen values are different. the flow around the origin is spiraling outward the fixed point.

e. Futher assume that for x > β (a real positive number) F is positive. y − F ( x) INTEGRAL . by …. See figure (5).e. We split the F ( x) = ∫ f ( s)ds 0 x and assume it to be an odd function. while for 0 < x < α F is negative. Our purpose is now to proof that R(A) > R(D). Theorem: Poincare-Bendixson If D is a closed bounded region of the (x. After that we will relate the Rayleigh equation to the general equation we have. Consider now an oscillator equation known as Lienard equation. approaches a closed path. x ′′ + f ( x) x ′ + x = 0 …. 5 no. 2 Figure 5: Constructing the invariant domain. curve ABCD into three segments AB. or approaches a fixed point.(8) Now define a transformation to polar coordinate 1 R = (x 2 + y 2 ) . The theorem in other word says that if we have a closed and bounded region which the flow of the system in (1) is flowing into the region. x ′ = y − F ( x) y ′ = − x. Before we start constructing the domain. R’ ≥ 0. then the solution either a closed path.(7) We define What we need to construct is a domain where the flow is flowing into the domain. i. i. This theorem will be stated without proof. CD. It implies that for -α < x < α. We will apply this theorem to a general type of oscillator with damping by constructing a region which is invariant to the flow. This can be done by considering the line integral R( D) − R( A) = ABCD ∫ dR. It dx y − F ( x) implies that on the y axis the tangent is horizontal and on the curve y = F(x) the tangent is vertical. The reflection symmetry of the system gives the negative trajectory. and monotonically increasing . Consequently we have R’ = -xF(x).. y)plane and a solution u(t) of a nonsingular system (1) is such that u(t) ∈ D. We also have two expressions for dR. We transform (7) to a first order system using transformation (x. x’) → (x. vol. BC. goes to infinity for x goes to infinity.theorem of Poincare-Bendixson. 1 .. dR = − xF ( x ) dx or dR = F ( x )dy . One can clarify easily that if we start at an initial value say A we will have a trajectory as in figure (5) (this can be easily done by considering the negative or positiveness of x’ or y’ at certain location). Using this transformation we have curve ABCD into three segments AB. Thus the flow on the circle domain with radius α is flowing out of the domain. then there is a periodic solution or a fixed point in the region. From (8) we can calculate dy x =− . we first make some important remark on the gradient field of the flow. y = x’+ F(x)). April 2000 5 .

Now consider the domain in figure (5) which is bounded by the circle with radius α. If A (= (0. B C . We write ω-2 = 1 . The question arises is how to apply this result to the Rayleigh equation. We will apply the Poincare-Linsted Method to approximate the periodic solution. Thus for yA going to infinity. we see that the integral will be negative and monotonically decreasing (it is clear since the integration is from positive values to the negative values of y).We first consider segment AB and CD. since F is monotonically increasing and consequently the integral in the segment BC is monotonically decreasing. Asymptotic Approximation The next aim is to approximate asymptotically the periodic solution of Rayleigh equation. vol. For ε ≠ 0 we assume that there exists a periodic solution with period T(ε) starting at initial values x(0) = a(ε) and x'(0) = 0.(10) The solution of (9) is just a solution of ordinary Rayleigh equation with an additional constant.(9) Define z = into 3 x ′ and transform (7) 6 INTEGRAL . If we differentiate The Rayleigh equation.(12) With the new time variable we can write (11) in the form of (the dot represents the derivative with respect to θ) x ′′ + x = εf ( x . the period of the periodic orbit is 2π.. the two trajectories and the line segment connecting the trajectories.εη(ε). Also it is continuosly dependent on yA. the condition that if α=β then leads to precisely one periodic solution. . Details of the method can be found in [4].. Hence the PoincareBendixson’s theorem applies. 1 . x ′. This domain defines an invariant closed and bounded domain. Define a time transformation θ = ωt such that in this new time variable. we have the original solution. It means that we can choose yA large enough such that R(A) > R(D).. Moreover. April 2000 . Thus if yA goes to infinity the integral goes to infinity. the periodic solution is also dependent continuesly on ε. In segment CD we have BC ∫ dR = ∫ F ( x)dy . The conclusion is that we have at least one periodic solution. ε ) x ′′′ − µ(1 − 3( x ′ ) 2 )x ′′ + x ′ = 0 .. 5 no. Thus by setting the constant to be zero. Since (10) satisfies the assumption we now find that there exists at least one periodic solution. Moreover. Thus we assume that we can write the periodic solution as x (θ) = x 0 + εx1 + ε 2 x 2 + !. We will first give a short introduction to the method. The fact that the period and the location or the periodic orbit are dependent on ε is natural. yA )) is high enough then we know that y-F(x) is large while -xF(x) is bounded.. We know that the only fixed point of the Lienard’s system is the origin. the integrals AB ∫ dR and CD ∫ dR go to zero. F is positive and monotonically increasing.. all solutions are 2π-periodic. Thus we have a unique periodic solution. α=β. In the same way we can show R(-A) < R(-D).. …. z ′′ − µ(1 − z 2 )z ′ + z = 0 Since we assume that for x > β. Consider a second order differential equation of the form ……(11) It is easy to see that for ε = 0. the flow is going into the domain. we have IV. We can proof that in the case of (10). Obviously. It also means that the integral is dominated by the line integral in the segment CD.

Furthermore. Note that if (14) fail to hold. η) = ∫ cos( τ) g( x . i. 8 1536 …. we also calculate the period. i. The numerical integration is done using build in integrator in MatLab 5. x   1 − εη       . Note that this is an asymptotic method so that it is valid for µ→0. x ε ) and transform it to its integral form.(13) 2 3 cos( θ ) 3 1 1 x 1 (θ ) = 3 sin( 3 θ ) − 3 sin( θ ) 36 12 1 1 x 2 (θ ) = 3 cos( 3 θ ) − 3 cos( 5 θ ) 48 288 1 3 cos( θ ) + 12 1 13 x 3 (θ ) = 3 cos( 5 θ ) − 3 sin( 3 θ ) 216 2304 1 5 3 sin( 7 θ ) + 3 sin( θ ) − 1728 2304 59 241 x 4 (θ) = − 3 cos( 3θ ) + 3 cos( 5 θ ) 27648 82944 365 61 3 cos( 7 θ ) + 3 cos( 9 θ ) − 331776 552960 23 3 cos( θ ) + 12288 x 0 (θ ) = Implicit function theorem gives the conditions for the existence of a nontrivial solution of (13) in the neighborhood of ε = 0. η)dτ = 0 0 2π .  " x    . the periodic solution is not isolated so that apriory we know that the condition fails to hold. then the periodicity condition of the solution leads to two equations. This has the advantage of a very long time-scale. Numerical Result We will now check the approximation above using a numerical integration. This integrator uses Runge-Kutta scheme for INTEGRAL . i. Obviously this is a nontrivial thing to do but nevertheless.e. The calculations are rather routine and lengthy. 1 . ∂ ( F1 . vol. η) T = 2π + a= ≠0 1 2 5 πε − πε 4 + O( ε 5 ) . x ε . April 2000 7 .2 for non-stiff system. F2 (a . 5 no. as we noted above it is instructive to do it. εg( x . V.e. η)dτ = 0 0 2π ". It is instructive to apply the method. The periodic solution is approximated by (11) where 2 29 3+ 3ε 2 + 3 288 2743 3ε 4 + O( ε 5 ) 1658880 We will check on this result with a numerical integration of the system using MatLab 5. F1 (a . ε "" + x = ε  ηx + (1 − εη) f  x . If we write the right hand side as ".(14) The location of the periodic solution is For the case that the existence condition is satisfied we will have a unique periodic solution. We plot both of the result in one picture so that we can immediately compare the result. ". We use only the first approximation x(θ) = x0(θ) and O(ε5) approximation for ω. x ε . Thus we take µ equal to small parameter ε. η) = ∫ sin( τ ) g( x . This is in agreement with the previous analysis (we have proven that the Rayleigh system has a unique periodic solution). In many cases such as in hamiltonian system.e. We write the result of the calculation up to order 4. The calculation is done using Maple release V. ODE45. it does not mean that there is no periodic solution. It means that the approximation is valid for quite a long time and in this case until ε-4..2. F2 ) ∂ (a . provided and θ = ωt.

1 .05 on the (x. We have to worry also about the numerical error. In figure (8) and (9). In figure (8) the deviation is not very clear but in figure (9) it is. x’)plane for ε=0. This picture represents the time evolution of the periodic solution.integration. We plot the result in figure (6). (8) and (9). Figure 8: The comparison of the time evolution for ε=0. Thus the approximation is still ‘good’ until 16. 8 INTEGRAL .000 second. In figure (6) and (7) we take ε=0. we increase the value of ε to 0. Thus we expect to see an O(ε) deviation on the picture.05.25. We integrate with the same initial values for 280 second. Figure 9: The comparison in the (x. This is already longer than the timescale of validity of the approximation. The curve plotted by symbol o represent the numerical solution and the line curve is for the asymptotic approximation. (7). To make the error even clearer we plot the error defined as the difference between the numerical solution and the asymptotic solution in figure (10) and (11). vol. Thus we integrate with initial values x(0) = a and x’(0) =0 for 20 second only. x’)-plane. Obviously we can expect a very good result in the comparison.25. 5 no.05. Figure 6: The comparison between numerical result and asymptotic approximation for ε=0. Figure 7: The comparison between numerical result and asymptotic approximation for ε=0. April 2000 .25. For numerical integration this long time integration is not recommendable.

Applications of Center Manifold Theorem. Text on Applied Mathematics 2. Remarks and Acknowledgment We have shown an example of asymptotic approximation of a periodic solution of a planar system.scale. John Wiley & Sons. Springer-Verlag.. April 2000 9 . using averaging method is rather difficult. Nonlinear Oscillations.. Applied Mathematical Science 42. al.E. [2] Carr. [4] Verhulst. Applied Mathematical Science 35. We would like to express our gratitude to Santi Goenarso for her diversified contribution. New York. We note that it is not trivial to do so. Applied Mathematical Science 89. P. New York. revised September INTEGRAL . S. Introduction to Nonlinear Dynamical System. New York.. al. to get a higher order approximation is non-trivial .. Unlike the PoincareLinsted method. Figure 11: The error on x’. Also in extending the time- Author Johan Matheus Tuwankotta is a lecturer at the Mathematics Department ITB.C. Inc. 1981. Holmes.. J. [5] Wiggins. 1 . The method is called averaging method. [6] Guckenheimer. 1992. averaging is easier to apply. New York. The disadvantage of the averaging method is that . This Poincare-Linsted method can also be extended to higher dimension system.. E. Figure 10: The error on x. Nonlinear Differential Equations and Dynamical Systems 2nd ed. 1996. while for the Poincare-Linsted method it is routine. Springer-Verlag. SpringerVerlag. E-mail address: tuwankotta@math. 1999. We also like to thank our student Maynerd Tambunan for providing a comparison work for the Maple calculation. W. Singular Perturbation Methods for Ordinary Differential Equations. 1983. Dynamical Systems and Bifurcations of Vector Fields. Elementary Differential Equations and Boundary Value Problems. F.. Beside the method we have used here there is also a simpler method to get the approximation. J. 1990. [3] O’ Mailley Jr. R. Di Prima. For a higher dimension case..nl Received August 25. This is a very natural method introduced intuitively by Lagrange et. this method is more general since it can be applied to approximate non-periodic solutions.. 1991. R.. where everything is restricted.uu. SpringerVerlag.. VI.. New York et.. References: [1] Boyce. 5 no. vol. Springer-Verlag. Berlin.