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Introduction
Oscillations
The word oscillation suggests the motion of a pendulum and in its simplest
realization is described by a mathematical model known as the harmonic
oscillator.
C. Corduneanu, Almost Periodic Oscillations and Waves, 1
DOI 10.1007/978-0-387-09819-7 1,
c Springer Science+Business Media, LLC 2009
2 1 Introduction
In equation (1.1), x(t) represents the abscissa of the point in motion, while
k > 0 is the proportionality constant. We must assume k > 0 because the
xed point of attraction is taken as the origin on the line of motion, and only
in this case is the origin attracting the point of mass m. Of course, x(t) stands
for the acceleration a = dv dx
dt , where the velocity v = dt = x(t).
k
Let us now consider equation (1.1) and denote 2 = m . Then equation
(1.1) becomes
x(t) + 2 x(t) = 0, (1.2)
which is a homogeneous second-order dierential equation with constant coef-
cients. It is well known that cos t and sin t are linearly independent so-
lutions of equation (1.2). Therefore, the general solution of equation (1.2)
is x(t) = c1 cos t + c2 sin t, with arbitrary constants c1 , c2 . If one denotes
c1 = A cos , c2 = A sin , which means A = (c21 +c22 )1/2 , = arctan cc21 ,
c1 = 0, and = 2 sign c2 , c1 = 0, these notations allow us to write the
general solution of equation (1.2) in the form
Formula (1.3) shows that any motion of the harmonic oscillator is a simple
harmonic of frequency 2 . The positive number A is called the amplitude of
the oscillatory motion described by equation (1.3). The number is called
the phase of those oscillations. Both A and depend on the initial conditions
x(0) = x0 and v(0) = v0 . In terms of x0 and v0 , the amplitude and the phase
are expressed by A = (x20 + v02 2 )1/2 , = arctan( v0 x0 ).
Equation (1.2) describes the motion of the material point without friction
and free of any external force. When other forces are involved, we have to
modify equation (1.2) accordingly. We are led in this manner to deal with the
so-called forced oscillations, as opposed to the free oscillations described by
equation (1.2). The new equation will have the form mx(t) = kx(t) + F (t),
with F (t) designating the external force acting on the point at the moment t.
Denoting f (t) = m1 F (t), the equation of forced oscillations becomes
in which f (t) is the density of the external force, or the force on a unit of
mass of the moving point.
In mathematical terms, equation (1.4) for forced oscillations of the material
point is an inhomogeneous equation of the second order. Using the variation
1 Introduction 3
K
x(t) = A cos(t + ) t cos t. (1.6)
2
Formula (1.6) shows that none of the solutions of equation (1.4) can be pe-
riodic in t. They have an oscillatory character, but the amplitude can grow
beyond any limit. Such oscillations, occurring in the so-called cases of reso-
nance, are not of interest in applications.
Equation (1.4) can possess solutions that describe bounded oscillations
that are not necessarily periodic. Investigating such examples will lead us to
classes of oscillations that are not periodic but almost periodic.
Let us choose f (t) = K sin t with a number incommensurable with
(i.e., = irrational). Then, the general solution of equation (1.4) is
Both terms on the right-hand side of equation (1.7) represent simple harmonic
oscillations, and their sum also represents an oscillatory motion. Under the
hypothesis of incommensurability of the numbers and , which is the same as
incommensurability of the frequencies of the harmonic oscillations in equation
(1.7), we can show that x(t) given by equation (1.7) is not periodic in t.
Shifting to the complex-valued functions, we will show that c1 eit + c2 eit ,
c1 , c2 = 0, cannot be periodic. In other words, if
then
c1 (1 eiT )eit + c2 (1 eiT )eit 0,
and taking into account the fact that eit and eit are linearly independent, we
must have 1 eiT = 0, 1 eiT = 0. This implies iT = 2ki, iT = 2mi,
with k and m integers, and = m k
. This contradicts the hypothesis that
and are incommensurable.
4 1 Introduction
The discussion above illustrates the fact that we can generate oscillatory
solutions to equation (1.4), that are not periodic. As we shall see later, such
oscillatory solutions belong to the class of quasi-periodic motions. This type
of oscillation is a special case of almost periodic oscillation.
A more general situation can be illustrated by choosing in equation (1.4)
f(t)=K1 sin 1 t+ +Km sin m t. The solution to be added to A cos(t+) is
m 2 1
k=1 Kk ( k )
2
sin k t, which is also generally quasi-periodic.
Another choice for f (t) in equation (1.4), which takes us even closer to the
concept of almost periodicity, is provided by
f (t) = Kj sin j t, (1.8)
j=1
where
|Kj | < . (1.9)
j=1
converges, then the function represented by the series (1.11) will be a solution
of equation (1.4). As we shall make precise later, the series (1.11) provides an
almost periodic solution for which the Fourier series is absolutely convergent.
The space of these functions will be denoted by AP1 (R, C) (see Chapter 2).
Remark 1.1. It is easy to provide conditions under which both formula (1.10)
and the series (1.11) hold true. For instance, if |j | as j and
formula (1.9) is veried, both conditions required for convergence will be true.
It suces to note that | 2 j2 |1 0 as j , while j2 | 2 j2 |1 1
as j .
1 Introduction 5
Waves
More complex conditions than those in (1.14) can be dealt with in looking for
solutions of equation (1.12), and we shall later consider such conditions.
Before moving further, we note that the homogeneous equation associated
to equation (1.12) is
utt = a2 uxx , (1.15)
and its general solution can be represented by dAlemberts formula
where f and g are arbitrary functions of one variable twice continuously dif-
ferentiable on the real axis.
Formula (1.16) emphasizes the so-called solitary waves, represented by
v(t, x) = f (x at). We are not going to deal with this kind of wave here.
If in equation (1.16) we x x R, then assuming f and g are periodic
functions, or even almost periodic, then equation (1.16) denes a periodic or
6 1 Introduction
an almost periodic function. The almost periodic case will be claried later,
while the periodic case is obvious from equation (1.16). In order to obtain a
periodic or almost periodic wave, it suces to allow x to belong to an interval,
say x1 x x2 . Then, the family of periodic or almost periodic functions
given by equation (1.16), depending on the parameter x [x1 , x2 ], provides
the parametric representation of a periodic or almost periodic wave.
We will now return to equation (1.15) and consider the initial conditions
(1.13) and boundary value conditions (1.14). The method we will use to nd
the solution is that of separation of variables, also known as Fouriers method.
Let us rst look for a special solution in which the variables x and t are
separated, namely
u(x, t) = X(x)T (t), (1.17)
where X(x) and T (t) are to be determined by substitution into equation
(1.15). We nd
X(x)T (t) = a2 X (x)T (t), (1.18)
which by excluding the zero solution leads to the equality
T (t) X (x)
= (1.19)
a2 T (t) X(x)
Because x [0, ] and t R+ are independent variables, keeping one of the
variables xed leads us to
X (x) T (t)
= , = , (1.20)
X(x) a2 T (t)
with = const. Hence, X(x) and T (t) must be solutions of the equations
X (x) + X(x) = 0, (1.21)
2
T (t) + a T (t) = 0. (1.22)
The conditions (1.14) lead to the following conditions for X(x):
X(0) = 0, X() = 0. (1.23)
The initial conditions (1.13) cannot be used at this moment, and we shall try
to satisfy them later.
Therefore, the function X(x) in equation (1.17) must be subject to
equations (1.21) and (1.23). In other words, we have a second-order linear
dierential equation with the boundary value condition (1.23). This type of
problem constitutes one of the simplest cases of the so-called SturmLiouville
problems, amply treated in any textbook on ordinary dierential equations. It
is shown that the only possible values of for which the problem has nonzero
2 2
solutions are the eigenvalues = n = n2 , n = 1, 2, . . . , with corresponding
solutions, called eigenfunctions,
n
X(x) = Xn (x) = sin x, n = 1, 2, . . . . (1.24)
1 Introduction 7
The equations (1.30) and (1.31) display on the right-hand side Fourier series
(of sine or cosine only!). Since u0 (x) and u1 (x) are specied functions, we can
8 1 Introduction
determine Ak and Bk , k 1, such that equations (1.30) and (1.31) are valid.
That is, Eulers formulas for Fourier coefcients lead to
2 k
Ak = u0 (x) sin x dx, (1.32)
0
ka 2 k
Bk = u1 (x) cos x dx. (1.33)
0
valid for any continuously dierentiable function y(x) on [0, ], we substitute
n
k
y(x) = u0 (x) Ak sin x, (1.37)
k=1
n
2
k 2 A2k u02 (x)dx (1.38)
2 0
k=1
after elementary calculations and taking into account equation (1.32). Since
n is arbitrarily large in formula (1.38), one obtains formula (1.35).
If we now consider u(t, x) given by the series (1.29) and take into account
solutions (1.27), one easily derives that the series (1.29) is uniformly and
absolutely convergent, together with the rst two derivatives (term by term),
in either x or t. This remark justies the fact that the series (1.29) represents
the solution of the problem (1.13), (1.14), (1.15). It is obvious that this solu-
tion, regarded as a function of t with xed x, is periodic (because the sines
and cosines are periodic in t with period 2a ).
It will suce to modify the boundary value conditions (1.14) and obtain
in the same manner as above solutions for equation (1.15) that are almost
1 Introduction 9
For T (t) such that equation (1.17) will represent a solution of equation (1.15),
equation (1.22) remains the same. Of course, dierent values of will lead to
the eigenvalues and eigenfunctions of problem (1.40).
We shall now proceed to the investigation of the SturmLiouville problem
(1.40). Since the general solution of the second-order equation in problem
(1.40) is given (using complex functions) by
X(x) = c1 ei x
+ c2 ei x
, (1.41)
which possesses innitely many roots. It suces to look only for positive roots
of equation (1.45) because and tan() are both odd functions. If we draw
the graphs of the functions h and tan(), we seethat there are innitely
many common points, say m , m , and m
m + 12 , m = 1, 2, . . . .
The corresponding eigenvalues are
2 2
1
= m = m + , m = 1, 2, . . . . (1.46)
2 2
may satisfy equation (1.15), with the initial conditions (1.13) and the
boundary value conditions (1.39), if the coefcients Am and Bm , m 1,
are conveniently chosen.
The rst relationship (1.13) to be satised by formula (1.51) leads to
u(0, x) = u0 (x) = Am sin m x, (1.53)
m=1
1 Introduction 11
for the solution of the problem (1.15), (1.13), (1.39) consists in discussing its
oscillatory, or wave-like, properties. This discussion will lead to the conclusion
that periodic motions are just a rare occurrence in the class of more general
wave-like motions that we shall name almost periodic.
Indeed, the series (1.29), with the terms given by solution (1.27), represents
a periodic motion (of a rather general type because we nd in it harmonic
terms of arbitrarily large frequency; more precisely, the periods are integer
multiples of a basic frequency, a ). On the contrary, formula (1.56) represents
for each xed x (0, ) a function of t that is clearly of the oscillatory type
but is not periodic.
As we shall see in Chapter 2, such oscillations belong to a class of almost
periodic motions (to be more specic, to the class of motions described by
almost periodic functions whose Fourier series are absolutely convergent).
In order to get an image of an almost periodic wave, we need to visualize
the trajectories of various points x, say in an interval belonging to (0, ), as
forming a surface. Such a surface provides us with the image of an almost
periodic wave.
12 1 Introduction
at
f (t, x) = sin (1.58)
It is obvious that
2 at
v(t, x) v(t) = sin (1.59)
a2
is a solution of equation (1.12), and therefore u1 (t, x) + v(t, x), from equations
(1.57) and (1.59), is also a solution of equation (1.12). It does not satisfy
the boundary conditions (1.14), but this feature is not material under our
circumstances. It is possible to modify v(t, x) from equation (1.59) such that
the conditions (1.14) are satised. Now, we can state that
x a 2 a
u(t, x) = B1 sin sin t 2 sin t (1.60)
a t
is a solution of equation (1.12). We have chosen A1 = 0.
It is obvious that the periods or frequencies of sin a a
t and sin t have an
irrational ratio (equivalently, they are incommensurable). As we shall see in
1 Introduction 13