Journal of Sound and Vibration 360 (2016) 239–259

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Journal of Sound and Vibration

journal homepage: www.elsevier.com/locate/jsvi

Linear stability analysis of self-excited vibrations in drilling

using an infinite dimensional model
Ulf Jakob F. Aarsnes n, Ole Morten Aamo
Department of Engineering Cybernetics, Norwegian University of Science and Technology, Trondheim, Norway

a r t i c l e i n f o abstract

Article history: This paper deals with predicting the occurrence of self-excited vibrations during drilling.
Received 21 October 2014 Previous work postulates that these are due to the coupling between the distributed drill
Received in revised form string system and the regenerative effect in the bit-rock interaction law. We use a pre-
19 July 2015
viously developed distributed model and the linearized bit-rock interaction law to derive
Accepted 12 September 2015
a graphical condition for stability based on the Nyquist stability criterion.
Handling Editor: A.V. Metrikine
& 2015 Elsevier Ltd. All rights reserved.

1. Introduction

The performance of rotary drilling systems used to drill boreholes in the earth is often limited by the occurrence of self-
excited vibrations. Self-excited vibrations cause early fatigue of drill pipes and premature failure of bits and should be
avoided. As fixed cutter bits (also known as PDC bits) are especially prone to self-excited vibrations, drilling systems
employing these bits have seen significant scrutiny in an attempt to discover their underlying cause.
To explain the occurrence of self-excited vibrations, a model of the relevant torsional and longitudinal dynamics with an
unstable equilibrium (see e.g. [1]) is needed. The implications of an equilibrium in this system being unstable is that a small
initial perturbation to the system will grow over time until it manifests itself as the observable phenomena of stick slip, in
the case of torsional vibrations, or bit bouncing, in the case of axial vibrations. Hence a model which predicts these phe-
nomena does not need to be able to reproduce them, only the instability.
The cause of instability in the torsional dynamics when drilling with PDC bits have previously been explained by a rate-
weakening effect1 in the bit-rock interface law [2]. Approaches to mitigate the resulting stick-slip oscillations by dealing
with this instability directly started in the 1990s [3,4]. This approach, although having been reasonably successful [5,6], is
still an active field of ongoing research [7–9].
Simultaneously there has been continued research into the underlying causes of the instabilities, which has led to a more
nuanced explanation as:

1. Experiments do not reveal any intrinsic rate-weakening effect [10].

2. Models with a rate independent bit-rock interaction law have been found to predict self-excited vibrations through the
so-called regenerative effect [11,12].

n
Corresponding author.
E-mail address: ulf.jakob.aarsnes@itk.ntnu.no (U.J.F. Aarsnes).
1
Essentially a Stribeck-like effect.

http://dx.doi.org/10.1016/j.jsv.2015.09.017
0022-460X/& 2015 Elsevier Ltd. All rights reserved.
240 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

To explain the rate-weakening effect found in field-data (see e.g. [13]), it has been proposed that the observed decrease in
torque on bit at increasing rotational speeds is “likely to be the result of complex drill string dynamics rather than an intrinsic
property of the bit-rock interaction” [14] and that “the apparent decrease of the mean torque with the angular velocity
responsible for the growth of the amplitude of the torsional vibrations is a consequence of the axial vibrations.” [15].
That is to say, the rate-weakening effect can still be viewed as the cause of the stick-slip limit cycle. However, it is not an
inherent property of the bit-rock interaction law, but rather a symptom of the instability caused by the regenerative effect.

1.1. Motivation for using infinite dimensional model

The bit rock interaction law is effectively the boundary condition of the distributed parameter system describing the
torsional and axial dynamics of the drill string. These dynamics are typically modeled as two 1-dimensional wave equations
which are uncoupled in the domain but have a coupling through the bit-rock interaction law at the boundary. Several
existing studies approximate the distributed drill string by a series of lumped mass-spring damper systems, where the case
of using a single lumped mass is the most common [11,2,16–19], while higher order discretizations have been proposed as
well [20,21]. Using the low order models are desirable due to their simplicity, e.g. allowing for the use of the algebraic
Routh–Hurwitz criterion for checking stability [3], but they are only able to capture the first couple of torsional and axial
modes of the drill string while suffering a significant reduction in fidelity even for these (see Appendix A). High order
discretizations yield accurate results and do not suffer from this shortcoming, though they can be cumbersome to use for
controller design and analysis. Furthermore, in [20] it was found that the predicted stability boundaries of the system were
highly dependent on the order of the discretization, and it was commented that the stable region seemed to disappear as
the order of the discretization became large. Using the infinite dimensional models directly allows us to avoid this problem.
A promising alternative approach when a low order system is desired is the one taken by [8] where model reduction
techniques [22] are employed on a high order discretization to obtain a low order ODE with high accuracy in the frequency
range of interest.
The limitations of using degenerate models are also well known from a practical perspective. Shells current Soft Torque
system was in [6] called a “‘first-order’ solution with limited operating envelope” since “Higher order modes sometimes
appear in similar magnitude after the first order is mitigated”. An upcoming improvement to the Soft Torque system,
claiming to redress the grievances against the limited operating range, was recently presented in [5]. The main idea of this
approach is to achieve topside impedance matching of the torsional drill string waves over a larger frequency range, hence
encompassing multiple modes. This highlights the practical need for approaches to predict stability which accurately
capture the distributed nature of the drill string.

1.2. Axial limit cycles and limitations of present result

As was noted above, the velocity weakening effect is a symptom of a limit-cycle caused by axial instability due to the
regenerative effect. Due to the difficulty in dealing with the axial instability directly, certain approaches to avoid stick slip
assume the velocity weakening effect as a given and then try to stabilize the torsional dynamics, see e.g. [3,7,8]. This
approach is promising but its validity cannot be evaluated by the result presented in this paper as we consider the stability
of the equilibrium of the full axial and torsional system. More specifically, our result would (correctly) indicate an (axial)
instability even if the controller were to successfully mitigate the torsional stick slip.
Hence the application of the result in this paper is limited to evaluating the stability of the full system, that is the
occurrence of axial or torsional oscillations. However, as is suggested in [14,23], the elimination of stick slip can also be
achieved by eliminating the axial instability. The present result is ideally suited for evaluation of methods to achieve this.

1.3. Contribution and outline

In this paper, we start out in Section 2 with the rate-independent bit-rock interaction law from [11], and linearize it using
the method from [12] to obtain two linear delay equations relating torque and weight on bit to axial and angular position.
This is combined with the exact, non-discretized, version of the one-dimensional wave equation used in [11] to describe the
distributed drill string torsional and axial dynamics. The resulting system is a 4th order PDE but since it is linear and time
invariant, we can employ the Laplace transform to have the dynamics described by the system's irrational transfer functions
[24]. Investigating the drill string dynamics through their infinite dimensional transfer functions2 is an established approach
[13,25–27], but our application of these transfer functions to the stability analysis is novel. We choose to work in the
frequency domain (i.e. use transfer functions) as it allows us to work with the infinite dimensional drill string and the delay
equation in a straightforward fashion. The derivation of the transfer functions is performed in Section 3. In doing this, we
also identify the two feedback mechanisms that can cause instability, namely through the axial and torsional modes of the
drill string, and their transfer functions are presented in closed form. At this point it is worth noting that linearizing a model
does not affect the stability of the equilibrium around which it is linearized [1]. Next, in Section 4, by decomposing the

2
Sometime referred to as the transfer matrix formalism.
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 241

system into connections of subsystems known to be stable, we derive necessary and sufficient conditions for stability of the
full system using the graphical Nyquist's Stability Criterion. This enables us to pinpoint the specific cause of instability in the
model, such as which drill string mode (or modes) is problematic and at what frequency, as well as evaluate the effect of
measures for avoiding self-excited vibrations such as impedance matching.

2. Model description

2.1. Axial and torsional vibrations in the drill string

The dynamics of interest can be derived by assuming elastic deformations and using equations of continuity and state
and the momentum balance for the axial and angular dynamics of the pipe. We denote the axial velocity and strain by
vðt; xÞ; hðt; xÞ respectively, where ðt; xÞ A ½0; 1Þ  ½0; L. The strain is the local relative compression


hðt; xÞ ¼ ξðt; xÞ  ξðt; x þ dxÞ =dx, see Fig. 1, where ξðt; xÞ is the axial displacement s.t. ∂ξ∂t
ðt;xÞ
¼ v. The axial motion is described
by
∂hðt; xÞ ∂vðt; xÞ
þ ¼0 (1)
∂t ∂x

∂vðt; xÞ ∂hðt; xÞ
ρ þE ¼ ka vðt; xÞ (2)
∂t ∂x
where ρ is the pipe mass density, E is Young's modulus and ka is a damping constant representing the shear stresses
between the pipe and mud.
Similarly, for the angular motion, we denote the angular velocity and shear strain as ωðt; xÞ; f ðt; xÞ with
ðt; xÞ A ½0; 1Þ  ½0; L. Shear strain is given as twist per unit length, and letting ϕ denote the angular displacement in the


string s.t. ∂ϕ∂tðt;xÞ ¼ ωðt; xÞ, we have f ðt; xÞ ¼ ϕðt; xÞ  ϕðt; x þ dxÞ =dx, see Fig. 1. Hence the equations for the angular motion is
∂f ðt; xÞ ∂ωðt; xÞ
þ ¼0 (3)
∂t ∂x

∂ωðt; xÞ ∂f ðt; xÞ
ρ þG ¼  kt ωðt; xÞ (4)
∂t ∂x
where G is the shear modulus and kt is a damping constant representing the shear stresses between the pipe and mud. Eqs.
(1)–(4) can also be combined to two 1-dimensional wave equations, as shown in Appendix B, which might be more familiar
to some readers.

2.2. Downhole boundary condition: bit-rock interaction

In general, the bit rock interaction law is nonlinear. It can display various modes of interaction during oscillations due to
effects such as sticking and bit bouncing [21]. Since we are doing a stability analysis, however, we are only interested in
displacements from a nominal equilibrium and the resulting state dependent forces, i.e. we use the 1st order approximation
valid close to the equilibrium. Hence, just as in the above equations, we discard the nonlinear and static part of the
equations and write perturbed weight and torque on bit as, following [11,21],
wb ðt Þ ¼ aζϵdðt Þ; τb ðt Þ ¼ 12 a2 ϵdðt Þ; (5)

Fig. 1. Infinitesmal drill string element.

242 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

where ϵ is the intrinsic specific energy of the rock, ζ is a number characterizing the inclination of the cutting force and a is
the bit radius. Finally, d(t) is the combined depth of cut given by (see Fig. 2)


dðtÞ ¼ N ξðt; LÞ  ξðt  t~ N ðtÞ; LÞ : (6)

t~ N ðtÞ is the delay time between two successive blades of the drill bit given implicitly by

 2π
ϕðt; LÞ  ϕ t  t~ N ðt Þ; L ¼ : (7)
N
Combining (6) and (7) and linearizing we get [12] (this procedure is also detailed in [11,18])
 
v0

dðt Þ  N ξðt; LÞ  ξðt t N ; LÞ  ϕðt; LÞ  ϕðt  t N ; LÞ (8)
ω0
where tN is the nominal (constant) time delay and v0 and ω0 denote the nominal, steady-state, axial, respectively, angular
velocity at the bit, i.e. the RPM and ROP of the drill string. These values can be found from the applied torque, τb0, and
weight, wb0, on bit.
Finally, the perturbed weight and torque on bit are related to the states by
1 1
hðt; LÞ ¼  w ðt Þ; f ðt; LÞ ¼  τ ðt Þ; (9)
EAb b GJb b
where Ab ; J b are the area and polar inertia of the lowermost section of the drill string.

2.3. Topside BC

As the topside boundary we need expressions relating the axial position to force, and the angular position to torque. We
will, for now, conveniently assume that the torque and force acting on the drill string are proportional to the angular and
axial displacement, respectively, of the top drive compared to the drill string
hðt; 0Þ ¼ K L;a ξðt; 0Þ f ðt; 0Þ ¼ K L;t ϕðt; 0Þ; (10)
where K L;a ; K L;t are constants giving the compliance of the topdrive.
Thus the full system is given by the distributed equations (1)–(4) and boundary conditions (9) and (10).

3. Derivation of transfer function system

To evaluate the system stability, we will derive the transfer functions with, as inputs, disturbances entering at the bit
position, and the bit axial and angular position as outputs, see Fig. 3 the corresponding physical location of these quantities
is illustrated in the Schematic in Fig. 6. We start with the distributed drill string dynamics (Section 3.1) and combine them
with the topside boundary conditions (Section 3.2) to get the transfer functions relating axial and angular displacement to
weight and torque on bit (Section 3.3). These transfer functions may then be modified by adding the effect of drill collars
(Section 3.4). Finally, these enter in the bit-rock interaction law (Section 3.5) to yield the full coupled dynamics.

3.1. Drill string

Using (1)–(4) and employing the Laplace transform

∂Vðs; xÞ
 ¼ H ðs; xÞs (11)
∂x

Fig. 2. Downole bit-rock interaction. Adapted from [11,21].

 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 243

Fig. 3. Block diagram of ha (left), and the full interconnected system (right).

Table 1
Nondimensionalization/scaling definitions.

Characteristic quantities
Ap Pipe section cross sectional area Ab Collar section cross sectional area
Jp Pipe section polar inertia Jb Collar section polar inertia
2C
d ¼ ϵa2p Depth of cutn [11] L ¼ Lp þ Lb Length of drill string
Lp Length of pipe section Lb Length of drill collar section
t  ¼ cLt Torsional fundamental freq period τ ¼ 12ϵa2 d Torque on bit [11]
w ¼ ζϵad Weight on bit [11]

Dimensionless independent variables

t ¼ tt Time s ¼ st  ¼ jϖ Laplace variable
x ¼ Lx Axial position

Dimensionless dependent variables

h ¼ dL h Axial strain v ¼ vtd Axial velocity
ξ
ξ¼ d
Axial displacement f ¼ fL Torsional strain
ω ¼ ωt  Angular velocity ϕ ¼ϕ Angular displacement
d ¼ dd Depth of cut w ¼ ww Weight on bit
τ ¼ τT Torque

Dimensionless parameters
Ψ a ¼ ζϵaL
EAb
Axial system number C L
Ψ t ¼ GJp Torsional system number
b

k a ¼ t 2 ka Axial damping term k t ¼ tρ kt Torsional damping term

ρc
Z L;a Axial load impedance Z L;t Torsional load impedance
c ¼ ccat Relative sound velocity t N ¼ ttN Delay
R ¼ d1 ωv00 ROP to RPM ratio

n
C p ¼ GJp =L is the torsional stiffness of the drillpipe.

∂Hðs; xÞ 1

 ¼ V ðs; xÞ ρs þka (12)
∂x E

∂Ωðs; xÞ
 ¼ F ðs; xÞs (13)
∂x

∂Fðs; xÞ 1

 ¼ Ωðs; xÞ ρs þ kt ; (14)
∂x G
where we use capital letters to denote Laplace transformed states and s denotes the Laplace variable. Next, we non-
dimensionalize using the quantities in Table 1:

∂V ðs; xÞ
 ¼ H ðs; x Þs (15)
∂x
 
∂Hðs; xÞ s t
 ¼ V ðs; x Þ 2 þ k a ; ka ¼ ρka (16)
∂x c c2
244 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

∂Ω ðs; xÞ
 ¼ F ðs; x Þs (17)
∂x

∂F ðs; xÞ  t
 ¼ Ω ðs; x Þ s þ k t ; kt ¼ kt ; (18)
∂x ρ
c2
where c 2 ≔ca2 , and the bar superscript is used to denote non-dimensional variables defined in Table 1. In the following, we
t
omit the arguments when these are obvious from the context. The system can now be described as two transmission lines

∂V
 ¼ Y a H; Y a ðs Þ ¼ s (19)
∂x

∂H s
 ¼ ZaV ; Z a ðs Þ ¼ þ ka (20)
∂x c2

∂Ω
 ¼ YtF ; Y t ðs Þ ¼ s (21)
∂x

∂F
 ¼ Zt Ω; Z t ðs Þ ¼ s þk t ; (22)
∂x
where the shunt admittance, Y, and series impedance, Z, are combined to derive the characteristic line impedance, Zc, and
propagation operator, Γ,
 1=2 !1=2
Za 1 ka
Z c;a ðs Þ ¼ ¼ þ (23)
Ya c2 s

!1=2
1 ka
Γ a ðs Þ ¼ ðZ a Y a Þ1=2 ¼ s 2
þ (24)
c s

 1=2 !1=2
Zt kt
Z c;t ðs Þ ¼ ¼ 1þ (25)
Yt s

!1=2
kt
Γ t ðs Þ ¼ ðZ t Y t Þ1=2 ¼ s 1 þ : (26)
s

The two systems both satisfy the well-known closed form general solution of transmission lines [28,29]
" # " #" #
H b ðsÞ cosh Γ a Z c;a sinh Γ a H 0 ðsÞ
¼ 1 sinh Γ cosh Γ a (27)
V b ðsÞ Z c;a a V 0 ðsÞ

" # " #" #

F 0 ðsÞ cosh Γ t Z c;t sinh Γ t F b ðsÞ
¼ 1
sinh Γ t cosh Γ t ; (28)
Ω 0 ðsÞ Z c;t Ω b ðsÞ
where the subscripts b; 0 denote the bit and topside locations respectively, e.g. H b ðsÞ ¼ Hðs; x ¼ 1Þ. The solution can also be
written as a two port model [29] on the form
" # 2 sinh Γ a 3" #
Vb Z c;a cosh Γ a
 cosh 1
Γa Hb
¼4 1 Z c;a sinh Γ a
5 ; (29)
H0 coshΓ cosh Γ
V0
a a

" # 2 sinh Γ t
3" #
Ωb Z c;t cosh Γ t
 cosh
1
Γt Fb
¼4 Z c;t sinh Γ t
5 : (30)
F0 1
cosh Γ t cosh Γ t
Ω0

3.2. Topside boundary condition: load impedance formulation

Using a linear boundary condition topside, it can be expressed as a load impedance

H0 F0
Z L;a ðs Þ≔ ðs Þ; Z L;t ðs Þ≔ ðs Þ: (31)
V0 Ω0
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 245

Using the constant relation suggested in (10) we get

K L;a K L;t
Z L;a ¼ ; Z L;t ¼ : (32)
L s L s

Remark 1. The effect of certain load impedances can be seen in Fig. 4. We note the following:

 This load impedance formulation allows us to easily incorporate boundary conditions covering a wide range of physical
scenarios including any formulation of topside Linear Time Invariant controllers. The exception being when there are
topside coupling terms between the axial and torsional boundary condition, in which case a slightly more complicated
solution procedure than what is used here must be employed, see [30].
 In [20] the topside angular and axial velocities are assumed constant, corresponding to Z L;a ¼ Z L;t ¼ 1, while in [21]
Z L;a ¼ 0; Z L;t ¼ 1 is used. Both 0; 1 load impedances result in no energy loss at the load.
 The magnitude of the resonances in the drill-string depends on the total energy loss at the boundaries and the damping
along the pipe. In vertical wells, the damping along the pipe may be very low, making even the seemingly negligible
damping due to compliance in the top drive relatively important, especially considering the resonances’ effect on the
existence of self-excited vibrations.
 It is recommended putting effort into obtaining reasonable estimates of the load impedance when considering the
occurrence of self-excited vibrations. See in particular [26].

3.3. Drill string transfer functions

Having specified the topside boundary conditions, we can now write the closed form transfer functions relating drill
string strain to displacement at the bit by combining (29)–(31)
Xb 1 Z c;a þZ L;a tanh Γ a
 ha ðs Þ  ðs Þ ¼ (33)
Hb sZ c;a Z L;a þZ c;a tanh Γ a

Φb 1 Z c;t þZ L;t tanh Γ t

 ht ðs Þ  ðs Þ ¼ : (34)
Fb sZ c;t Z L;t þZ c;t tanh Γ t

Recall that the axial and shear strain is related to weight and torque on bit by
1
H b ðs Þ ¼  W ðs Þ (35)
EA b

1
F b ðs Þ ¼  T ðs Þ: (36)
GJ b
Non-dimensionalizing (35) and (36):
L 1
H b ðs Þ ¼  w W b ðs Þ   Ψ a W b ðs Þ (37)
d EAb

L
F b ðs Þ ¼  τ T b ðs Þ   Ψ t T b ðs Þ; (38)
GJb

J
Fig. 4. Bode plot of Jp ht ðsÞ with k t ¼ 0:1.
b
246 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

and inserting (33) and (34), the desired relations are given as

Xb Ψ a 1 Z c;a þZ L;a tanh Γ a

ðs Þ ¼ Ψ a ha ðs Þ ¼  ; (39)
Wb s Z c;a Z L;a þZ c;a tanh Γ a

Φb Ψ t 1 Z c;t þ Z L;t tanh Γ t

ðs Þ ¼ Ψ t ht ðs Þ ¼  : (40)
Tb s Z c;t Z L;t þZ c;t tanh Γ t

These transfer functions are shown in Fig. 4, with values k t ¼ 0:1.

Remark 2. The system numbers Ψ a ; Ψ t get their names from the fact that

Ψa 1
¼ Ψ; (41)
Ψ t c2
where Ψ is the system number that was introduced in [11].

3.3.1. Comments on the ht ; ha transfer functions

The resonances occur at the frequencies 4tn for odd n when the load impedance is higher than Z c;t , and even n when the
load impedance is lower. High load impedance corresponds to the axial or angular position of the top-drive being more or
less constant and not varying a lot with the applied force. Conversely, low load impedance corresponds to the force applied
by the top-drive on the drill string being more or less constant and not varying with changes in displacement. Lastly, using a
load close to the characteristic impedance of the pipe removes the reflections and hence the resonances as well.
Further, we note that, for a high load, the steady-state response is a 180° phase shifted unit gain, i.e.
X b js ¼ 0 ¼  Ψ a W b js ¼ 0 . This is the steady-state displacement of the bit due to the compliance of the drill string when a
weight is applied and the position of the top drive does not move.

3.4. Adding drill collars

The lowermost section of the drill string is typically made up of drill collars which may have a great impact on the drill
string dynamic due to their added inertia. In particular, the transition from the pipes to collars in the drill string will cause
reflections in the traveling waves due to the change in characteristic line impedance. Fortunately there are straightforward
techniques for incorporating such changes in a transmission line formulation.
Split the drill string into a pipe section with cross section, polar moment of inertia and lengths Ap ; J p ; Lp and a collar
section with the same parameters given as Ab ; J b ; Lb see Fig 5. For the axial model, we use H þ ; V þ to denote the strain and
velocity at the top of the drill collar and H  ; V  at the bottom of the pipe. Enforcing the boundary conditions V þ ¼ V  and
Ab H þ ¼ Ap V  at the transition we have for the axial model

Xb 1 Z c;a hap ðsÞ þ tanh Γ a;b

 ha ðs Þ  ¼ ; (42)
Hb sZ c;a 1 þhap ðsÞZ c;a tanh Γ a;b

Fig. 5. Collar–Pipe transition.

 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 247

þ 
V Ab V Ab 1 Z c;a þ Z L;a tanh Γ a;p
hap ðs Þ  ¼  ¼ (43)
H
þ
Ap H Ap Z c;a Z L;a þZ c;a tanh Γ a;p

where we use the total length as the characteristic quantity, i.e. L ¼ Lp þ Lb , which yields the following propagation
operators:

L L
Γ a;p ðs Þ ¼ p Γ a ðs Þ; Γ a;b ðs Þ ¼ b Γ a ðs Þ: (44)
L L

The length of the sections enter into the propagation operators, thus they determine the fundamental frequencies of that
section. The derivation for the torsional dynamics is equivalent.
The impact on the transfer functions of using a 200 m drill collar on a 1200 m long drill string can be seen in Fig. 7.

Fig. 6. Schematic showing the Laplace Transformed states at the boundaries.

Fig. 7. ht ðsÞ (left) and ha ðsÞ (right) with and without drill collars for Z L ¼ 1e 3=s and k ¼ 0:1.
248 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

3.5. Downhole BC: bit-rock interaction

Recall from (5) and (8)

 
v0

wb ðt Þ ¼ aζϵN ξðt; LÞ  ξb ðt  t N ; LÞ  ϕðt; LÞ  ϕðt t N Þ; L (45)
ω0
 
1 v0

τb ðt Þ ¼ a2 ϵN ξðt; LÞ  ξðt  t N ; LÞ  ϕðt; LÞ  ϕðt t N ; LÞ : (46)
2 ω0
Again, using the Laplace transform
 

 v0

W b ðsÞ ¼ aζϵN X b ðsÞ 1 et N s  Φb ðsÞ 1 et N s (47)
ω0
 
1
 v0

T b ðs Þ ¼ a2 ϵN X b ðsÞ 1  etN s  Φb ðsÞ 1  etN s ; (48)
2 ω0
and non-dimensionalizing using the quantities defined in Table 1
  v  
w W b ðs Þ ¼ aζϵN d X b ðs Þ 1  et N s  Φ b ðs Þ 1  et N s
0
(49)
ω0
   
1 v0
τ T b ðs Þ ¼ a2 ϵN d X b ðs Þ 1  et N s  Φ b ðs Þ 1  et N s : (50)
2 ω0
Finally, we cancel parameters and introduce the non-dimensional ROP to RPM ratio R ¼ d1 ωv00
h   i
W b ðsÞ ¼ N X b ðsÞ 1  e  t N s R Φ b ðsÞ 1  e  t N s (51)

h   i
T b ðsÞ ¼ N X b ðsÞ 1  e  t N s  R Φ b ðsÞ 1 e  t N s : (52)

3.6. Full system

The Laplace transformed system is fully determined by Eqs. (39), (40), (51) and (52). In deriving the characteristic
equation which will be used to determine the stability of the system, we want an input–output formulation to allow the use
of transfer functions. Any additive disturbance will produce the same characteristic equation. Here, we will consider dis-
turbances in the bit axial and angular position δX ðsÞ; δΦ ðsÞ in (51) and (52) and inserting (39) and (40), we have
h   i
X b ðsÞ ¼ ha ðsÞΨ a N X b ðsÞ 1 e  t N s  R Φ b ðsÞ 1  e  t N s þ δX ðsÞ (53)

h   i
Φ b ðsÞ ¼ ht ðsÞΨ t ðsÞN X b ðsÞ 1  e  t N s  R Φ b ðsÞ 1  e  t N s þ δΦ ðsÞ: (54)

which we can write as

2   3
1  ha ðsÞΨ a N 1  e  t N s ha ðsÞΨ a NR 1  e  t N s " # " #
6 7 Xb δX
4   5 ¼ : (55)
 ht ðsÞΨ t N 1  e  t N s 1 þ ht ðsÞΨ t NR 1 e  t N s Φb δΦ

Hence
2  3 2  3
" # ht ðsÞΨ t NR 1  e  t N s þ1 ha ðsÞΨ a NR 1  e  t N s
Xb 6  7
δ X 6  7  δΦ
¼4 5 þ4 5 ; (56)
Φb ht ðsÞΨ t N 1  e  tNs GðsÞ þ 1 ha ðsÞΨ a N 1  e  tNs
 1 GðsÞ þ1

where

GðsÞ ¼  ha ðsÞΨ a N 1  e  t N s þht ðsÞΨ t NRð1  e  t N s Þ: (57)

Consequently, we can write (56) and (57) in shorthand form as

" # " #
Xb δX
¼ MðsÞ ; (58)
Φb δΦ
where MðsÞ is a 2 by 2 transfer function matrix.
We note that every transfer-function in MðsÞ has a common denominator. In fact, assuming that ha ; ht are stable, the
stability, and hence the occurrence of self-excited vibrations of the system is determined by this denominator GðsÞ þ1.
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 249

4. Linear stability analysis

4.1. The Nyquist theorem

For the stability results we will use the following version of the Nyquist theorem which accommodates infinite
dimensional systems [31]. We will let C denote the field of complex numbers and C þ the closed right half complex plane.

Theorem 1. Let g be a function which is meromorphic on an open set containing C þ and suppose that g has no poles or zeros on
the imaginary axis. Furthermore, we assume that g has a non-zero limit at 1 in C þ ; that is, there exists a gð1Þ A C; gð1Þ a 0
such that
2 3
lim 4 sup jgðsÞ  gð1Þj5 ¼ 0: (59)
ρ-1
fs A C þ J sj 4 ρg

Then g has at most finitely many poles and zeros in C þ and

Z dg
1 1 ðjϖ Þ 1
ds dϖ ¼ lim ½argðgð jϖ ÞÞ  argðgðjϖ ÞÞ (60)
2π j 1 gðjϖ Þ 2π ϖ -1

Z dg
1 1 ðjϖ Þ
ds dϖ ¼ N0  P 0 (61)
2π j 1 gðjϖ Þ
where N0 and P0 are the number of zeros and poles, respectively, in C þ . Furthermore, N 0 P 0 equals the number of times that
fgðjϖ Þjϖ A Rg, known as the Nyquist contour, winds around the origin as ϖ decreases from þ 1 to  1.

4.2. Application to self-excited vibrations

The stability of ha ; ht can be determined by considering the feedback configuration given in Fig. 3, where the Line block
denotes the transfer function matrices (29) and (30).
The denominator of the closed loop is
ZL
denh ðs Þ ¼ 1 þ tanh Γ ; (62)
Zc
and the stability can be determined using Theorem 1.

Lemma 2. Suppose ka 40 and let Z L;a be a proper rational function with no poles in C þ except for possibly a single pole at the
origin, and suppose Z L;a ð1Þ a  1. Denote the Nyquist contour of denh ðsÞ ¼ 1 þ ZZ Lc tanh Γ by Γ denh ðsÞ . Then the following holds: The
transfer function sha ðsÞ is

 Unstable if Γ den ðsÞ encircles  1.

h
 Stable if Γ den ðsÞ does not encircle and does not cross  1.
h

In the limiting case that Γ denh ðsÞ does not encircle but crosses 1, the stability is undetermined.

The proof is given in Appendix D. The condition for stability of sht ðsÞ is identical to the lemma above. We note that the
above condition for stability is satisfied for passive loads since Z1c tanh Γ itself is passive.

Theorem 3. Suppose that sha and sht are stable transfer functions and denote the Nyquist contour of G(s) by Γ GðsÞ . Then the
following holds:Each of the transfer functions in the matrix MðsÞ, defined in (56)–(58), is

 Unstable if Γ GðsÞ encircles 1.

 Stable if Γ GðsÞ does not encircle and does not cross  1.

In the limiting case that Γ GðsÞ does not encircle but crosses  1, the stability is undetermined.

The proof is given in Appendix D.

4.3. Comments on the stability result

The use of Theorem 3 is illustrated in Fig. 10, with the set of values in Table 2, and the corresponding “open loop” Bode
plot is shown in Fig. 9. Due to the richness of the dynamics of such a distributed system, the resulting Nyquist diagram is
difficult to interpret, although it is clear that the 1 point is encircled meaning that the system is unstable. This might be
easier to see in the accompanying Nichols chart (also Fig. 10).
250 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

Table 2
Parameter values.

Parameter Value

Ψa 1.49 [–]
Ψt 0.23 [–]
ka 0.1 [–]
kt 0.1 [–]
c 1.61 [–]
tN 0.39 [–]
R 0.35 [–]
Ap 4.47 [–]
Ab
Jp 4.26 [–]
Jb


Fig. 8. Bode diagram of the delay 1 e  t N s , with t N ¼ 0:32. Note that the x-axis give the dimensionless frequency, and not the angular frequency, i.e. it
has been normalized with t  =ð2πÞ.

Due to the difficulty of analyzing the full GðsÞ function, we instead note from (57) that GðsÞ is the sum of two terms in
which the dynamics are dominated by the axial, ha ðsÞ, and torsional, ht ðsÞ, transfer function respectively. The respective bode
plots of these two terms are shown in Fig. 11. We can gain some understanding of the stability result by considering these
two terms separately, while keeping in mind that the conclusions might not hold true for the combined system.
A slightly conservative restatement of the above Nyquist criterion predicts stability if we can prevent the two following
conditions from occurring at the same frequency: (1) j arg Gðjϖ Þj Z 1801, and (2) jGðjϖ Þj Z 1, with ϖ denoting the
dimensionless angular frequency at which the Laplace variable, s ¼ jϖ , is evaluated at.

4.3.1. Axial term

For a typical deep drilling system, the system number Ψ ¼ Ψ Ψ t c , is large (of the order 100) [21] while c ¼ 1:6 is a typical
a 1

value for the relative wave velocity. This means that the axial term is the dominating term of GðsÞ, which can also be seen for
the case considered in Fig. 11. Considering the axial term:

 ha ðsÞΨ a N 1  e  t N s ; (63)

we note from Fig. 4 that for the typical values of ZL considered, we have
01 r arg Ψ a ha ðsÞ r 1801: (64)

Hence, from criteria (1) above we see that this term can cause instability only when

argð1  e  t N s Þ o0; (65)

which occurs at (see also Fig. 8)

π π
ð2n  1Þ o ϖ o ð2nÞ; n ¼ 1; 2 .... (66)
tN tN
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 251

Fig. 9. Bode plots of G(s).

Fig. 10. Logarithmic Nyquist diagram [32] of G(s) (left) and Nichols chart (right).

Combining criteria (1) and (2), the axial term can only cause instability if the gain of the term exceeds unity in this
frequency range. Avoiding this instability can be achieved by a combination of

1. Reducing the magnitude of the high frequency resonances, either by increasing the distributed dissipation along the drill
string (i.e. k a ) or increasing the losses at the load (i.e. making Z L;a approach Z c;a ).
2. Decrease the loss/change of phase of the axial subsystem. This can be achieved by making Z L;a approach Z c;a , see Fig. 11.
3. Reducing the dimensionless delay t N ¼ ttN e.g. by increasing the RPM.
4. Reducing the axial system number Ψa to reduce the gain of the axial term.

For the system shown in Fig. 11, impedance matching of the axial dynamics effectively prevents the axial term from causing
instability. This is due to the phase not crossing the 180° line for this boundary condition. It should be noted, however, that
the impedance matching is unable to perfectly cancel the axial dynamics. This can be seen in the line of the impedance
matched subsystem in Fig. 11 which is clearly not as straight as the one in Fig. 4. This is due to the drill collars and the high
frequency reflections they cause which we are not able to remove through setting Z L;a ¼ Z c;a .
Another problem is whether it is feasible to achieve impedance matching of the axial dynamics in practice. Specifically,
we need to avoid the resonances in the frequency range where the axial term can cause instability, i.e. when (66) is satisfied.
This is a frequency range significantly higher than that of the torsional modes encountered in stick-slip oscillations.

4.3.2. Torsional term

As already remarked, the Torsional term is smaller than the axial term but due to the 180° phase shift it might cause
instabilities at lower frequencies. In fact, using the same thinking as above we find that the torsional term, when considered
252 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

 
Fig. 11. Bode diagrams of the “open loop” subsystems ht ðsÞΨ t N 1  e  t N s , left, and  ha ðsÞΨ a N 1  e  t N s , right. The Bode diagrams are shown without
and with impedance matching.


Fig. 12. Phase of delay term 1  e  t N s , changing sign at multiples of π=t N .

in isolation, can only cause instabilities at the opposite frequencies to that of the axial term (see also Fig. 12), i.e. at the
frequencies
π π
ð2nÞ o ϖ o ð2n þ 1Þ; n ¼ 0; 1 .... (67)
tN tN

To avoid this term causing instability, then, the magnitude of the resonance at the first couple of modes must be attenuated
sufficiently, see the left diagram in Fig. 11. To do this, a combination of the following should be employed

1. Again, increasing the distributed dissipation along the drill string (i.e. k t ) or increasing the losses at the load (i.e. making
Z L;t approach Z c;t ) would reduce the magnitude of the resonance. The approach suggested in [5], then, would effectively
achieve this.
2. Attenuating the gain of this term by reducing the constants R; Ψ t , e.g. by increasing the rotation speed.

Fig. 11 shows an example where impedance matching of the torsional dynamics prevents the torsional term from causing
instability. The axial term can still cause instabilities, however, in which case the system would enter an axial limit cycle,
moving the system away from the equilibrium, causing the underlying assumption of linear dynamics to no longer hold.
Hence, we have shown that torsional impedance matching prevents the torsional term from causing instability close to the
equilibrium, which is promising for the approach. However, we can draw no final conclusion in this paper with regards to
the overall effectiveness of using torsional impedance matching alone. For such a purpose, a model which includes the
nonlinear dynamics, such as [21] and [14], is required.
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 253

4.4. Application example

To make the result and conclusions of this section explicit, these will now be illustrated with an example. As a nominal
case we will assume that the topside angular and axial velocities are close to fixed which correspond to high load impe-
dances. Using Z L;a ¼ Z L;t ¼ 1e3=s we get from (42) and (43)

Ab Z c;a þ 1e3 tanh Γ a;p

s
þ tanh Γ a;b
Ap 1e3
1 þ Z c;a tanh Γ a;p
ha ðs Þ ¼ s ; (68)
sZ c;a A Z c;a þ 1e3 tanh Γ a;p
1þ b s
tanh Γ a;b
Ap 1e3
þ Z c;a tanh Γ a;p
s

1e3
J b Z c;t þ s tanh Γ t;p
þtanh Γ t;b
J p 1e3
1 þ Z c;t tanh Γ t;p
ht ðs Þ ¼ s : (69)
sZ c;t 1e3
A Z c;t þ tanh Γ t;p
1þ b s tanh Γ t;b
Ap 1e3
þ Z c;t tanh Γ t;p
s
In comparison we consider the case of axial and torsional impedance matching, i.e. Z L;a ¼ Z c;a ; Z L;t ¼ Z c;t , in which case we
have the torsional and axial dynamics
Ab
þ tanh Γ a;b
 1 Ap
ha ¼ ; (70)
sZ c;a A
1 þ b tanh Γ a;b
Ap

Jb
þ tanh Γ t;b
1 J p
ht ¼ ; (71)
sZ c;t J
1 þ b tanh Γ t;b
Jp

where we note that the case of no drill collars: Ab ¼Ap yields  ha ¼ sZ1c;a .
Next, to evaluate stability, the transfer functions of the axial and torsional dynamics for the two cases are used to
compute

GðsÞ ¼ ha ðsÞΨ a N 1  e  t N s þ ht ðsÞΨ t NRð1  e  t N s Þ; (72)

which is shown in Fig. 10. For the considered case, using a combination of axial and torsional impedance matching stabilizes
the system. We note, however, that the approach does not guarantee stability as the fast modes of the drill collar can cause
problems even though the topside impedance matching is used.
By noting the relative magnitude of the terms in (72), it is clear that it is infeasible to affect the axial instability by
actuation through the torsional term. Hence, stabilizing of the full system is going to need manipulation of the axial
dynamics, although it remains to be seen if this is feasible. Finally, we note again the point from Section 1.2, that the present
result does not apply to determining occurrence of torsional vibrations given the axial instability.

5. Conclusion

In this paper we have, using a state of the art model, derived a non-conservative graphical condition for the occurrence of
axial or torsional self-excited vibrations, without using any approximations or simplifications. This result presents a novel
contribution and has merit for the following reasons:

1. To the authors' knowledge, this is the first result which handles the distributed system directly, without using discretized
approximations.
2. The stability analysis is performed in the frequency domain (i.e. with Laplace transformed dynamics) which allows for a
straightforward way of dealing directly with the delay equation at the bit-rock interaction and the infinite dimensional
nature of the drill string dynamics.
3. The use of the graphical Nyquist criterion on this problem is also novel and yields insight into the occurrence of the
instability.
254 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

4. Closed form transfer functions developed in this paper allow for evaluating the accuracy of discretized models against
their exact, non-discretized, counterparts (see also Section 6). This can be used to gauge the discretization order
necessary to achieve desired accuracy, possibly also in conjunction with model reduction techniques.

From the results, we draw the following main conclusions:

1. As revealed by the graphical analysis with the Nyquist criterion, the instability can be the result of complex interactions
between the axial and torsional drill string dynamics and the phase contribution of the delay in the bit-rock interaction.
Drawing firm conclusions from this result directly, however, proved elusive due to the richness of the dynamics of the
infinite dimensional system over a broad frequency range.
2. A heuristic was proposed in which the characteristic Eq. (72) is split in its axial and torsional terms, and these then
analyzed separately. Assuming this simplification to be valid, it was found that the torsional term can only cause
instability when the phase contribution of the delay is positive while for the axial term the phase contribution must be
negative, i.e.:

argð1  e  t N s Þ 4 0; Torsional term can cause instability (73)

argð1  e  t N s Þ o0; Axial term can cause instability (74)

This heuristic is consistent with observations of axial oscillations occurring at higher frequencies than torsional ones
[15,14].
3. A comparison between the infinite dimensional model and lumped models of various orders were performed in
Appendix A using the presented stability result. This comparison shows that degenerate models (with a single lumped
mass) can be insufficient for evaluating the torsional instability. Further, when considering the axial instability, high order
models (typically greater than 10 lumped masses) should be used. This is due to the axial instability occurring at higher
frequencies.

6. Code

The Matlab code used to create the figures in this paper, and which includes implementation of the transfer functions, is
available at http://folk.ntnu.no/ulfjakob/.

Acknowledgements

The authors would like to thank two anonymous reviewers for their constructive comments and suggestions that have
significantly improved the work.
This work was supported by Statoil ASA and the Research Council of Norway (NFR project 210432/E30 Intelligent
Drilling).

Appendix A. Lumped transmission line models

Infinite dimensional transmission line models with linear dissipation can be approximated by finite dimensional LTI
systems [33]. Conceptually this can be viewed as choosing a finite dx 4 0 for the drill string elements shown in Fig. 1. This
kind of model is often understood as the continuum model broken up into a series of mass-spring-damper systems
representing lumped inertia, stiffness and damping. The lumped model studied in this appendix is popular in the literature
on drill string vibrations [2,11,14,16,20]. Such a model can be written as (here using nondimensionalized strain and velocity
as states)

∂h j

¼ ncv vj1  vj ; j ¼ 1; …; nCV (A.1)
∂t

1 ∂v j 
2 ∂t
¼ ncv h j  h j þ 1  k a v j ; j ¼ 1; …; nCV (A.2)
c

1
v0 ¼ h1; h nCV þ 1 ¼  Ψ a w b (A.3)
Z L;a
where nCV is the number of lumped inertias used in the discretization.
A comparison of this model, for different number of CVs, with the exact, distributed system is shown in Fig. 13. We note
how the number of modes captured increases with the number of CVs used. Further, the accuracy of the low frequency
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 255

Fig. 13. Distributed vs lumped transmission line model.

modes also increases. Hence, if a low order model is desired, starting with a high order model and using a good model
reduction technique is preferable to using a low number of CVs, see e.g. the fit obtained in [8].

A.1. Static case

The simplest case is obtained by ignoring the inertia of the drill string and BHA (i.e. setting hðt ; 1Þ ¼ Ψ a wb )

∂h X ðsÞ
¼ Ψ a
0
¼ v ⟹ ha ðsÞ≔ b (A.4)
∂t W b ðsÞ

∂f Φ b ðsÞ
¼  ωb ¼ Ψ t
0
⟹ ht ðsÞ≔ (A.5)
∂t T b ðsÞ

A.2. Example, degenerate case: nCV ¼ 1; Z L;a ¼ 1

This degenerate case is used in several papers in the literature, e.g. [2,11,16–18]. It yields a very simple model which is
straightforward to study and implement, but unfortunately suffers from the shortcoming of only representing the first mode
and with some degree of inaccuracy (see Fig. 13).
For the case of nCV ¼ 1; Z L;a ¼ 1, we have
∂h
¼ v; (A.6)
∂t

1 ∂v 
2 ∂t
¼ h  Ψ a w b  k a v: (A.7)
c
The transfer function giving the desired relation can then be obtained as
 
s

sH ¼ V ; V 2 þ k a ¼ H  Ψ a W b
c
1 X ðsÞ Ψ ac2
⟹ha ðsÞ≔ b ¼ 2 : (A.8)
W b ðsÞ s þ sk a þ c 2
Similarly, we have for the torsional dynamics

1 Φ b ðsÞ Ψt
ht ðsÞ≔ ¼ : (A.9)
T b ðsÞ s 2 þ sk t þ1
Inserting (A.8) and (A.9) (into 53) and (54)
 1  1 
X b s 2 þ sk a þc 2 ¼  2 Ψ a NX b 1  e  t N s þ 2 Ψ a RN Φ b 1  e  t N s (A.10)
c c
  
Φ b s 2 þ sk t þ 1 ¼  Ψ t NX b 1  e  t N s þ Ψ t RNΦ b 1  e  t N s : (A.11)

which are recognized to correspond with Eqs. (35) and (36) in [18] with the change of symbols specified in Table 3.
256 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

Table 3
Comparison to symbols used in [18].

Symbols in [18] Symbols used here

Ψ Ψa 1
Ψt c2
χ Xb
Ψt
v0
ω0 RΨ t
2ζβ ka
2κ kt

Fig. 14. Distributed vs lumped stability analysis.

A.3. Stability analysis with lumped model

A Nichols diagram with lumped models of 1, 5 and 18 masses is shown in Fig. 14. For the case of 18 masses, the fit to the
infinite dimensional system is good, and using this model one would obtain the same qualitative results. We still note an
increasing inaccuracy at very high frequencies. For the case of 5 lumped masses, the response is significantly different. The
result still correctly predicts instability, but at a significantly lower frequency than the infinite dimensional and 18 mass
model. Finally, when using a single lumped mass, stability is incorrectly predicted in this case.

Appendix B. Relation to the one dimensional wave equation of the drill string equations

We note that (1) and (2) and, respectively, (3) and (4) can be combined into the (for some readers more familiar)
equations

∂2 v 1 ∂2 v ∂v
 ¼ ka (B.1)
∂t 2 c2a ∂x2 ∂t

∂2 ω 1 ∂2 ω ∂ω
 ¼ kt : (B.2)
∂t 2 c2t ∂x2 ∂t

This version of the equations is prevalent in the literature and is stated here for convenience. We identify (B.1) and (B.2) as
two uncoupled one dimensional wave equations with linear dissipation and wave velocities
sffiffiffi sffiffiffiffi
E G
ca ¼ ; ct ¼ : (B.3)
ρ ρ
The non-dimensional forms of these equations are
1 ∂2 v ∂2 v ∂v
 ¼ ka ; (B.4)
2
c ∂t 2
∂x 2 ∂t
 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259 257

∂2 ω ∂2 ω ∂ω
 ¼ kt : (B.5)
∂t
2
∂x 2 ∂t

Appendix C. Definition of stability

Readers interested in more technical details about irrational transfer functions are referred to [24] and [31]. Here, we will
only state the following definition and theorem needed for the main result.
Consider the Hilbert space
 Z 1 
L2 ð0; 1Þ ¼ u: ½0; 1Þ-Cj juðtÞj2 dt o1 (C.1)
0
R1
and the L2 -norm, J u J 2 ¼ ½ 0 juðtÞj2 dt1=2 . We will use the following definition of stability:

Definition 1. If a system maps every input u in L2 ð0; 1Þ to an output in L2 ð0; 1Þ and

J yJ 2
sup o 1; (C.2)
ua0JuJ2

the system is stable. A system is said to be unstable if it is not stable.

Stability of systems described by their transfer functions are typically checked by resorting to the following well-known
result [24]

Theorem 4. A linear system is stable if and only if its transfer function G(s) belongs to
H1 ¼ fG: C0þ -CjG analytic and sup jGðsÞj o 1g (C.3)
Re s 4 0

with norm
J G J 1 ¼ sup jGðsÞj: (C.4)
Re s 4 0

In this case, we say that G is a stable transfer function.

Appendix D. Proofs

Proof of Lemma 2. We consider the complex function

ZL
denh ðsÞ ¼ 1 þ tanh Γ ; (D.1)
Zc

1=2
1=2
where, as above, Z c ¼ 1 þ ks , Γ ¼ s2 þsk , and ZL is assumed a proper rational function of s which can be written as
Z L ¼ dL , where dL is a polynomial without any zeros in C þ except for possibly a zero of order one at the origin, and
nL

nL ð1Þ a dL ð1Þ. To show that denh ðsÞ is meromorphic in C, we write (D.1) as
sinh Γ
denh ðsÞ ¼ 1 þ Z L s (D.2)
Γ cosh Γ
where ZLs is not going to cause any problems. Note that sinh and cosh are both entire functions, meaning that they are equal
to their respective Taylor series, hence
sinh Γ 1 X
1
ð 1Þn X1
ð  1Þn
2 n
¼ Γ 2n þ 1 ¼ s þsk (D.3)
Γ Γ n ¼ 0 ð2n þ 1Þ! n¼0
ð2n þ1Þ!

X1
ð  1Þn 2n X1
ð 1Þn
2 n
cosh Γ ¼ Γ ¼ s þsk ; (D.4)
n¼0
ð2nÞ! n¼0
ð2nÞ!

which again are entire functions of s. Thus denh ðsÞ can be expressed as the ratio of two entire function, meaning it is
meromorphic. Further, denh ðsÞ has the limit
denh ð1Þ ¼ 1 þ Z L ð1Þ; (D.5)
þ
which is nonzero by assumption. Next we show that denh ðsÞ has no poles in C . We can allow ZL to have a single pole at the
origin since it becomes a removable singularity, i.e. for Z L ¼ 1=s we have

sinh ðs2 þskÞ1=2
lim denh ðsÞ ¼ lim 1 þ -2: (D.6)
s-0 s-0 ðs2 þ skÞ1=2
258 U.J.F. Aarsnes, O.M. Aamo / Journal of Sound and Vibration 360 (2016) 239–259

dL has no zeros in C þ by assumption and neither does Zc for k Z0. Consequently the poles of denh ðsÞ coincide with the zeros
of cosh Γ :
cosh Γ ¼ 0 (D.7)

jπ
⟹ðs2 þ skÞ1=2 ¼ jπ n  ; nAZ (D.8)
2
 π 2
⟹s2 þsk þ π n  ¼ 0; nAZ (D.9)
2
which is a quadratic equation, hence
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi

2ffi
k  4 π n  π2
2
k7
s¼ ; nAZ (D.10)
2
which clearly have a negative real part. All the transfer functions in the transfer function matrix (29) have no poles in C þ ,
thus any poles of the system in C þ must coincide with the zeros of the denominator denh ðsÞ. As was shown above, denh ðsÞ is
meromorphic, has a non-zero limit at 1 and has no poles in C þ . Consequently, the number of zeros of denh ðsÞ in C þ , and
consequently the number of poles of the closed loop system, ha(s), in C þ , equals the number of times the Nyquist contour of
denh ðsÞ in (62) encircles the origin as per Theorem 1. This means that ha ðsÞ A H1 if the Γ denh ðsÞ does not encircle 1, and
= H1 if Γ denh ðsÞ encircles  1, making it a stable or unstable transfer function accordingly as per Theorem 4.□
ha ðsÞ2

Proof of Theorem 3. For G(s) it suffices to check one of the terms:

snL sinh Γ

 dL cosh Γ þ Γ

ha ðsÞ 1  e  1t n s ¼ 1 e  tn s (D.11)
snL cosh Γ þ Γ d sinh Γ
where the numerator and denominator can be shown to be entire using the Taylor series expansion as above. Further we
have that


lim ha ðsÞ 1  e  tn s -0; (D.12)
s-1

meaning that Gð1Þ-1. The singularity at s¼0 of 1  e  t N s =s is removable, and sha ðsÞ; sht ðsÞ have no poles in C þ by
assumption. Hence any poles of the transfer functions in (56) lying in C þ must coincide with the zeros of GðsÞ þ 1. As shown
above, GðsÞ þ 1 is meromorphic, has a nonzero limit at 1 and, by assumption, has no poles in C þ . Thus the number of zeros
of GðsÞ þ 1, and consequently the number of poles of the closed loop system, MðsÞ, equals the number of times Γ GðsÞ encircles
 1 as per Theorem 1. This means that MðsÞ A H1 if Γ GðsÞ does not encircle 1, and MðsÞ2
= H1 if Γ GðsÞ encircles 1, making it a
stable or unstable transfer function accordingly as per Theorem 4.□

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