K.

Zhou
Menton Professor

Introduction
General nonlinear systems
Automomous (Time
Invariant) Systems (does
not depend explicitly on
time):
Equilibrium Points: start
from x*, remain at x* for
all t>0

x f (t , x, u )
x f ( x)

f ( x) 0

Introduction (cont.)
Isolated Equilibrium: no
other one in a
neighborhood
Continuum of Equilibrium
Points:
Linear Models: (a)
superposition principle (b)
all results are global

x A(t ) x B(t )u
y C (t ) x D(t )u

Introduction: Nonlinear Phenomena

Finite Escape Time:
o Linear: |x(t)| as t
o Nonlinear: |x(t)| may

for some finite t<

Multiple Isolated Equilibria:

o Linear: only one isolated equilibria
o Nonlinear: can have more than one.
Limit Cycles:

Introduction: Nonlinear Phenomena

Subharmonic, Harmonic, or Almost-periodic Oscillations:
A nonlinear system under periodic excitation can oscillate
with frequencies which are submultiples or multiples of
the input frequency
Chaos:
Multiple modes of behavior

Example: Pendulum
ml mg sin kl
Let x x
1

x 1 x 2
g
k
x 2 sin x1 x 2
l
m

equilibria : x 2 0, sin x1 0
(0,0), ( ,0), (m ,0)

Example: Tunnel Diode Circuit

Example: Tunnel Diode Circuit

iC Cv C ,

v L LiL

Define x1 vC , x 2 i L
iC i R i L 0
E vC i L R v L

equilibrium points :
1
h( x1 ) ( E x1 )
R

Cx 1 h( x1 ) x2
E x1 Rx2 Lx 2

Example: Mass-Spring System

my F f Fsp F
Fsp g ( y )
softening spring :
g ( y ) k (1 a y ) y
2

F f h( y )

hardening spring :

small velocity : F f cy

g ( y ) k (1 a y ) y

Isolated equilibria

Example: Mass-Spring System

my F f Fsp F

linear spring : Fsp g ( y ) ky

k mg ,

dry or coulomb friction : Fd

Fs ,
mg ,
k

( y , y )

k mg sign ( y ),

ky,
mg sign ( y ),
k

my ky cy ( y , y ) 0
set x1 y , x2 y

for
for
for

for
for
for

y 0
y 0
y 0

| y | 0
y 0 and | y | k mg / k
y 0 and | y | k mg / k

equilibria : ky ( y ,0) 0, y 0 not necessarily isolated

equilibrium set : (y,y ) (y,0 ) for any | y k mg / k

Negative-Resistance Oscillator

Negative-Resistance Oscillator
i h(v), h(0) 0, h' (0) 0
h(v) as v , and h(v) as v
t

1
iC iL i 0 Cv v( s )ds h(v) 0
L
or

CLv v Lh' (v)v 0

Scaling by t / CL Then
v h' (v)v v 0
where L / C
1
Van der Pol equation : when h(v) v v 3
3
v (1 v 2 )v v 0

Negative-Resistance Oscillator
Let x1 v and x2 v Then (in )
x 1 x2
x 2 x1 h' ( x1 ) x2
Alternatively, let z1 iL and z2 vC ( v) (in t)
1
z2
L
1
z 2 z1 h( z2 )
C
Scaling by t / CL Then (in )
1
z1 z2

z 2 z1 h( z 2 )
z1

Note that x1 z 2 and x2

dv
z1 h( z 2 )
d

Phase Plane
Consider a second order system
x 1 f1 ( x1 , x2 )
x 2 f 2 ( x1 , x2 )
Initial state : x (0) x0 ( x10 , x20 )
trajectory (orbit) : locus of the solution
in x1 x2 plane
state (or phase) plane : x1 x2 plane
vector field : f ( x ) ( f1 ( x), f 2 ( x))
2

example : f ( x) ( 2 x1 , x2 ) , see fig.1.9

vector length proportional to | f(x) |
phase portrait : family of all trajectories

Phase Portrait (Isocline Method)

In general, phase portrain can be done by
numerically solving the equation
and then plot the solution in ( x1 , x2 ) plane
But there are some simple
graphical methods.

Isocline Method :
the slope of the trajectory at x :
f (x , x )
s( x) 2 1 2
f1 ( x1 , x2 )
isocline : set s( x) c for different constants

direction of the trajectories :

f1 0
x1 increasing
f1 0

x1 decreasing

f2 0

x2 increasing

f2 0

x2 decreasing

Example (Pendulum)
Example (1.1a)
x 1 x2
x 2 sin x1
slope s ( x )

sin x1
( c)
x2

1
x2 sin x1
c

Example (1.1b)
x 1 x2
x 2 0.5 x2 sin x1
slope s ( x )
x2

0.5 x2 sin x1
( c)
x2

1
sin x1
0.5 c

Linear Systems
is 2x2 real matrix
Jordan form
()

exp(

a1 0 a k a - b
,
,
0 a2 0 a b a
Case 1 : Real case a1 a 2 0
Let

Then

1 1

2 2

2/ 1

( )

( )

stable node : 1 0,

unstable node : 1 0,

20

10

20

0
2

2/ 1

10

Linear Systems

saddle point : a1 0, a2 0
or a1 0, a2 0

Linear Systems
Case 2 : complex eigenvalues a jb
z1 az1 bz 2 ,
z 2 az1 bz 2
polar coordinates :
r z1 z 2 , tan -1
2

r ar,
b,

r(t) r0 e at

(t) 0 bt
stable focus : a 0
unstable focus : a 0
center : a 0

z2
z1

Linear Systems
Case 3 : Nonzero multiple eigenvalues a 1 a 2 a
z1 az1 kz2 ,
z 2 az 2
z1 (t) e at ( z10 kz20t ), z 2 (t ) e at z 20
z1 z 2 [

z10 k
z
ln 2 ]
z 20 a z 20

stable node : a 0
unstable node : a 0

Linear Systems
Case 4 : One or both eigen. are zero
equilibrium subspace (not isolated eq. pts)
z1 0,
z 2 a2 z 2
z1 (t) z10 , z 2 (t ) e a 2 t z 20

a1 a2 0, k 1 otherwise A 0
z1 z 2 ,
z 2 0
z1 (t) z10 z 20t , z 2 (t ) z 20

Linear System Under Perturbation

Consider dx/dt=(A+A)x where A is a small perturbation
In case when A has no eigenvalues on the imaginary axis (including
origin), the characteristic of the equilibrium is not changed under a
sufficiently small perturbation A. I.e., if it is a node, a focus, a
saddle, the perturbed system is still a node, a focus, a saddle.
THUS the Node, Saddle, Focus equilibrium points are
STRUCTURALLY STABLE.
When A has one zero eigenvalue and a nonzero eigenvalue, the
equlibrium point of the perturbed system will be a node (stable or
unstable) or a saddle point (since a small perturbation can only result
in two real eigenvalues with the nonzero eigenvalue keeping the same
sign).

Linear System Under Perturbation

When A has a pair of complex eigenvalues, a small perturbation will
result in two stable or unstable complex eigenvalues, so the perturbed
equlibrium point is either a stable focus or an unstable focus.
When A has two zero eigenvalues, anything can happen: two (stable or
unstable ) real eigenvalues (node), one stable and one unstable
eigenvalues (saddle), two complex (stable or unstable) eigenvalues
(focus), two imaginary eigenvalues (center).
HYPERBOLIC EQUILIBRIUM POINT: A has no eigenvalues on the
imaginary axis.

Example (one zero eigenvalue)

Multiple Equilibria Examples

tunnel diode circuit:
dx1/dt=[-h(x1)+x2]/C
dx2/dt=[-x1-Rx2+u]/L

With numbers:
dx1/dt=0.5[-h(x1)+x2]
dx2/dt=0.2(-x1-1.5x2+1.2)
h(x1)=17.76x1-103.79x12+229.62x13-226.31x14+83.72x15

Equilibria: (0.063, 0.758), (0.285,0.61),

(0.884,0.21)

 Separatrix: the curve that separates the plane into

two regions of different qualitative behavior
Q1 and Q3 are stable, Q2 is not stable.

Example (pendulum)
dx1/dt=x2
dx2/dt=-gsinx1/l-kx2/m

Linearization (local behavior)

Let p=(p1,p2) be an equilibrium point: f1(p1,p2)=0 and
f2(p1,p2)=0
dx1/dt=f1(x1,x2)=f1(p1,p2)+a11(x1-p1)+a12(x2-p2)+h.o.t.
dx2/dt=f2(x1,x2)=f2(p1,p2)+a21(x1-p1)+a22(x2-p2)+h.o.t.
Let y1=x1-p1, y2=x2-p2
Then approximately we have
dy1/dt=a11y1+a11y2
dy2/dt=a21y1+a22y2

 The behavior of the nonlinear system near the

equilibrium will be similar to the behavior of the
linearized system if the linear model has no
eigenvalues on the imaginary axis (including the
origin).
We shall call an equilibrium point of the nonlinear
system a stable (respectively, unstable) node, a
stable (respectively, unstable focus) focus, or a
saddle point if its linearized system has the same
behavior.

Example

Example

Example

Limit Cycle
A limit cycle is a
isolated periodic
solution.
Some limit cycles are
stable while others are
unstable.