First-order Nonlinear Ordinary Differential Equations Research Articles

Onset of natural terrain landslides modelled by linear stability analysis of creeping slopes with a two-state variable friction law

This paper further examines the possibility of modelling landslide as a consequence of the unstable slip in a steadily creeping slope when it is subject to perturbations, such as those induced by rainfall and earthquakes. In particular, the one-state variable friction law used in the landslide analysis by Chau is extended to a two-state variable friction law. According to this state variable friction law, the shear strength (τ) along the slip surface depends on the creeping velocity (V) as well as the two state variables (θ1 and θ2), which evolve with the ongoing slip. For translational slides, a system of three coupled non-linear first-order ordinary differential equations is formulated, and a linear stability analysis is applied to study the stability in the neighbourhood of the equilibrium solution of the system. By employing the stability classification of Reyn for three-dimensional space, it is found that equilibrium state (or critical point) of a slope may change from a ‘stable spiral’ to a ‘saddle spiral with unstable plane focus’ through a transitional state called ‘converging vortex spiral’ (i.e. bifurcation occurs), as the non-linear parameters of the slip surface evolve with its environmental changes (such as those induced by rainfall or human activities). If the one-state variable friction law is used in landslide modelling, velocity strengthening (i.e. dτss/dV > 0, where τss is the steady-state shear stress) in the laboratory always implies the stability of a creeping slope containing the same slip surface under gravitational pull. This conclusion, however, does not apply if a two-state variable friction law is employed to model the sliding along the slip surface. In particular, neither the region of stable creeping slopes in the non-linear parameter space can be inferred by that of velocity strengthening, nor the unstable region by that of velocity weakening. Copyright © 1999 John Wiley & Sons, Ltd.

Asset flow and momentum: deterministic and stochastic equations

We use basic conservation and microeconomic identities to derive a nonlinear first-order ordinary differential equation for a market system with a prescribed number of shares and cash supply (inclu...

Response of a three-degree-of-freedom system with cubic non-linearities to harmonic excitation

An investigation of the response of a three-degree-of-freedom-system with cubic non-linearities and the autoparametric resonances ω 3≅3 ω 2 and ω 2≅3 ω 1 to a harmonic excitation of the third mode, where the ω n are the linear natural frequencies of the system, is presented. The method of multiple scales is used to determine six first-order non-linear ordinary differential equations that govern the time variation of the amplitudes and phases of the interacting modes. The fixed points of these equations are obtained and their stability is determined. Numerical solutions are presented. Discussion of the figures is given.

Response of Three-Degree-of-Freedom System with CubicNon-Linearities to Harmonic Excitations

An investigation is presented of the response ofthree-degree-of-freedom system with cubic non-linearities andauto-parametric resonance ω3~=3ω2 andω2~=3ω1 to a harmonic excitation ofthe third mode, where the ωn are the linearnatural frequencies of the system. The method of multiple scale isapplied to determine six first-order non-linear ordinary differentialequations that govern the time variation of the amplitudes and phasesof the interacting modes. The fixed points of the three equations areobtained and their stability are determined. Numerical solutions areconducted to obtain the response of the three modes. The effects ofthe different parameters on both response and stability of the systemare investigated. The obtained results are discussed followed by themain conclusions.

Three-to-One Internal Resonances in Parametrically Excited Hinged-Clamped Beams

The nonlinear planar response of a hinged-clamped beam to a principal parametric resonance of either its first or second mode or a combination parametric resonance of the additive type of its first two modes is investigated. The analysis accounts for mid-plane stretching, a static axial load, a restraining spring at one end, and modal damping. The natural frequency of the second mode is approximately three times the natural frequency of the first mode for a range of static axial loads, resulting in a three-to-one internal resonance. The method of multiple scales is used to attack directly the governing nonlinear integral-partial-differential equation and associated boundary conditions and derive three sets of four first-order nonlinear ordinary-differential equations describing the modulation of the amplitudes and phases of the first two modes in the cases of (a) principal parametric resonance of either the first or the second mode, and (b) a combination parametric resonance of the additive type of these modes. Periodic motions and periodically and chaotically modulated motions of the beam are determined by investigating the equilibrium and dynamic solutions of the modulation equations. For the case of principal parametric resonance of the first mode or combination parametric resonance of the additive type, trivial and two-mode solutions are possible, whereas for the case of parametric resonance of the second mode, trivial, single, and two-mode solutions are possible. The trivial and two-mode equilibrium solutions of the modulation equations may undergo either a supercritical or a subcritical Hopf bifurcation, depending on the magnitude of the axial load. For some excitation parameters, we found complex responses including period-doubling bifurcations and blue-sky catastrophes.

Nonlinear Response of Cantilever Beams to Combination and Subcombination Resonances

The nonlinear planar response of cantilever metallic beams to combination parametric and external subcombination resonances is investigated, taking into account the effects of cubic geometric and inertia nonlinearities. The beams considered here are assumed to have large length-to-width aspect ratios and thin rectangular cross sections. Hence, the effects of shear deformations and rotatory inertia are neglected. For the case of combination parametric resonance, a two-mode Galerkin discretization along with Hamilton’s extended principle is used to obtain two second-order nonlinear ordinary-differential equations of motion and associated boundary conditions. Then, the method of multiple scales is applied to obtain a set of four first-order nonlinear ordinary-differential equations governing the modulation of the amplitudes and phases of the two excited modes. For the case of subcombination resonance, the method of multiple scales is applied directly to the Lagrangian and virtual-work term. Then using Hamilton’s extended principle, we obtain a set of four first-order nonlinear ordinary-differential equations governing the amplitudes and phases of the two excited modes. In both cases, the modulation equations are used to generate frequency- and force-response curves. We found that the trivial solution exhibits a jump as it undergoes a subcritical pitchfork bifurcation. Similarly, the nontrivial solutions also exhibit jumps as they undergo saddle-node bifurcations.

Nonlinear nonplanar dynamics of parametrically excited cantilever beams

The nonlinear nonplanar response of cantilever inextensional metallic beams to a principal parametric excitation of two of its flexural modes, one in each plane, is investigated. The lowest torsional frequencies of the beams considered are much larger than the frequencies of the excited modes so that the torsional inertia can be neglected. Using this condition as well as the inextensionality condition, we develop a Lagrangian whose variation leads to two integro-partial-differential equations governing the motions of the beams. The method of time-averaged Lagrangian is used to derive four first-order nonlinear ordinary-differential equations governing the modulation of the amplitudes and phases of the two interacting modes. These modulation equations exhibit symmetry properties. A pseudo arclength scheme is used to trace the branches of the equilibrium solutions and an investigation of the eigenvalues of the Jacobian matrix is used to assess their stability. The equilibrium solutions experience pitchfork, saddle-node, Hopf, and codimension-2 bifurcations. A detailed bifurcation analysis of the dynamic solutions of the modulation equations is presented. Five branches of dynamic (periodic and chaotic) solutions were found. Two of these branches emerge from two Hopf bifurcations and the other three are isolated. The limit cycles undergo symmetry-breaking, cyclic-fold, and period-doubling bifurcations, whereas the chaotic attractors undergo attractor-merging and boundary crises.

Phase-coupled nonlinear dynamical systems, stability, first integrals, and Liapunov exponents

The stability of a class of coupled identical autonomous systems of first-order nonlinear ordinary differential equations is investigated. These couplings play a central role in controlling chaotic systems and can be applied in electronic circuits and laser systems. As applications we consider a coupled van der Pol equation and a coupled logistic map. When the uncoupled system admits a first integral we study whether a first integral exists for the coupled system. Gradient systems and the Painleve property are also discussed. Finally, the relation of the Liapunov exponents of the uncoupled and coupled systems are discussed.

EXACT MIMICRY OF NONLINEAR OSCILLATORY POTENTIAL MOTION: NONUNIQUENESS OF ISODYNAMICAL TRACTS

The relationship is investigated between a one-dimensional potential and a track in a vertical plane along which a bead is constrained to slide freely under the influence of gravity, such that the motion of the bead, projected onto the horizontal axis, is exactly the same as (i.e., is isodynamical to) the one-dimensional oscillatory motion due to the potential. For a given potential, the isodynamical track is specified in terms of a non-linear first-order ordinary differential equation which depends on the amplitude, and whose relevant solutions may be neither unique nor smooth. Several cases of quadratic and quartic convex functions are solved numerically and displayed. For a given amplitude of oscillation, only the track shape of minimum height is smooth at the origin. The track shapes isodynamical to a double-well (Duffing oscillator) potential for the symmetrical cross-well oscillations are all found to have a kink at the origin. Corresponding to a V-shaped potential, there is a variety of track shapes including one of minimum height which is smooth at the origin.

Control of noisy chaotic motion in a system with nonlinear excitation and restoring forces.

In this study we examine the complex and chaotic oscillations of a dynamical system with nonlinear excitation and restoring forces for the purpose of controlling these oscillatory states. The physical system, modeled as a system of first-order nonlinear ordinary differential equations, takes into account a geometric nonlinearity in the restoring force, a quadratic viscous drag, and a harmonic excitation force. It is controlled using small perturbations about a selected unstable cycle and control is instigated for periodic cycles of varying periodicities. The controller, when applied on the dynamical system with additive random noise in the excitation, successfully controls the system with noise levels in excess of 5% of the total energy, giving the first evidence that (stochastic) control of these systems is possible. (c) 1997 American Institute of Physics.

Model for ion-initiated trench etching

We model the plasma etching of trenches by Langmuir kinetics for neutral molecules and bombarding ions. The parallel combination of an isotropic etch rate for the neutrals and an anisotropic etch rate for the ions gives an effective etch rate. The ion etch rate is proportional to the normal surface component of the ion energy flux. An approximate analytical expression for the composite etch rate offers a new approach to the computation of etch profiles for these mixed systems. Etch profiles are displayed for three cases: the nearly ion flux-limited regime, an intermediate case, and the nearly neutral-flux limited regime for the trench bottom. The numerical calculation of the etch profiles follows from the integration of three characteristic strip equations which are nonlinear first-order ordinary differential equations (ODE's).

Chaos in Weakly-coupled Pacemaker Cells

A model of the rabbit sinoatrial action potential is introduced, based on a model by Morris & Lecar. One cell is described by two nonlinear first-order ordinary differential equations, with ten constant parameters. The model is much simpler than most other models in use, but can reproduce perfectly experimentally recorded action potentials. The dynamics of two coupled cells, with and without the presence of periodic acetylcholine pulses, shows examples of bifurcations and strange attractors, mathematical phenomena characterizing chaotic motion. It remains to be clarified whether such dynamics is actually observed, for example in the small irregular variations of the normal heart rate.

Three-to-One Internal Resonances in Hinged-Clamped Beams

The nonlinear planar response of a hinged-clamped beam to a primary excitation of either its first mode or its second mode is investigated. The analysis accounts for mid-plane stretching, a static axial load and a restraining spring at one end, and modal damping. For a range of axial loads, the second natural frequency is approximately three times the first natural frequency and hence the first and second modes may interact due to a three-to-one internal resonance. The method of multiple scales is used to attack directly the governing nonlinear partial-differential equation and derive two sets of four first-order nonlinear ordinary-differential equations describing the modulation of the amplitudes and phases of the first two modes in the case of primary resonance of either the first or the second mode. Periodic motions and periodically and chaotically modulated motions of the beam are determined by investigating the equilibrium and dynamic solutions of the modulation equations. For the case of primary resonance of the first mode, only two-mode solutions are possible, whereas for the case of primary resonance of the second mode, single- and two-mode solutions are possible. The two-mode equilibrium solutions of the modulation equations may undergo a supercritical or a subcritical Hopf bifurcation, depending on the magnitude of the axial load. A shooting technique is used to calculate limit cycles of the modulation equations and Floquet theory is used to ascertain their stability. The limit cycles correspond to periodically modulated motions of the beam. The limit cycles are found to undergo cyclic-fold bifurcations and period-doubling bifurcations, leading to chaos. The chaotic attractors may undergo boundary crises, resulting in the destruction of the chaotic attractors and their basins of attraction.

CONSISTENT INFINITESIMAL FINITE‐ELEMENT CELL METHOD IN FREQUENCY DOMAIN

To calculate the dynamic-stiffness matrix at the structure–medium interface of an unbounded medium for the range of frequencies of interest, the consistent infinitesimal finite-element cell method based on finite elements is developed. The derivation makes use of similarity and finite-element assemblage, yielding a non-linear first-order ordinary differential equation in frequency. The asymptotic expansion for high frequency yields the boundary condition satisfying the radiation condition. In an application only the structure–medium interface is discretized resulting in a reduction of the spatial dimension by one. The boundary condition on the free surface is satisfied automatically. The consistent infinitesimal finite-element cell method is exact in the radial direction and converges to the exact solution in the finite-element sense in the circumferential directions. Excellent accuracy results.

CONSISTENT INFINITESIMAL FINITE-ELEMENT CELL METHOD IN FREQUENCY DOMAIN

To calculate the dynamic-stiffness matrix at the structure–medium interface of an unbounded medium for the range of frequencies of interest, the consistent infinitesimal finite-element cell method based on finite elements is developed. The derivation makes use of similarity and finite-element assemblage, yielding a non-linear first-order ordinary differential equation in frequency. The asymptotic expansion for high frequency yields the boundary condition satisfying the radiation condition. In an application only the structure–medium interface is discretized resulting in a reduction of the spatial dimension by one. The boundary condition on the free surface is satisfied automatically. The consistent infinitesimal finite-element cell method is exact in the radial direction and converges to the exact solution in the finite-element sense in the circumferential directions. Excellent accuracy results.

THE RESPONSE OF A NONLINEAR SYSTEM WITH A NONSEMISIMPLE ONE-TO-ONE RESONANCE TO A COMBINATION PARAMETRIC RESONANCE

The Galerkin procedure is used to discretize the nonlinear partial differential equation and boundary conditions governing the flutter of a simply supported panel in a supersonic stream. These equations have repeated natural frequencies at the onset of flutter. The method of multiple scales is used to derive five first-order nonlinear ordinary-differential equations governing the modulation of the amplitudes and phases of the excited modes. Then, the modulation equations are used to calculate the equilibrium solutions and their stability, and hence to identify the excitation parameters that suppress flutter and those that lead to complex motions. A combination of a shooting technique and Floquet theory is used to calculate limit cycles and their stability. The numerical results indicate the existence of a sequence of period-doubling bifurcations that culminates in chaos. The complex motions are characterized by using phase planes, power spectra, Lyapunov exponents, and dimensions.

DYNAMICAL APPROACH STUDY OF SPURIOUS STEADY-STATE NUMERICAL SOLUTIONS OF NONLINEAR DIFFERENTIAL EQUATIONS II.GLOBAL ASYMPTOTIC BEHAVIOR OF TIME DISCRETIZATIONS

SUMMARY The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 × 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how “numerical” basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DCs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, ...

GLOBAL ASYMPTOTIC BEHAVIOR OF ITERATIVE IMPLICIT SCHEMES

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing three models of 2×2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed using the theory of dynamical systems. The iterative procedures include simple iteration and full and modified Newton iterations. The results are compared with standard Runge-Kutta explicit methods, a noniterative implicit procedure, and the Newton method of solving the steady part of the ODEs. Studies showed that aside from exhibiting spurious asymptotes, all of the four implicit LMMs can change the type and stability of the steady states of the differential equations (DEs). They also exhibit a drastic distortion but less shrinkage of the basin of attraction of the true solution than standard nonLMM explicit methods. The simple iteration procedure exhibits behavior which is similar to standard nonLMM explicit methods except that spurious steady-state numerical solutions cannot occur. The numerical basins of attraction of the noniterative implicit procedure mimic more closely the basins of attraction of the DEs and are more efficient than the three iterative implicit procedures for the four implicit LMMs. Contrary to popular belief, the initial data using the Newton method of solving the steady part of the DEs may not have to be close to the exact steady state for convergence. These results can be used as an explanation for possible causes and cures of slow convergence and nonconvergence of steady-state numerical solutions when using an implicit LMM time-dependent approach in computational fluid dynamics.

On the steady-state behavior of the nonadiabatic autothermal tubular reactor

Singularity theory, local bifurcation analysis and numerical simulations are combined to investigate the steady-state behavior of the nonadiabatic autothermal tubular reactor in which a first-order exothermic reaction occurs. The steady-state model of the reactor consists of three first-order nonlinear ordinary differential equations with unmixed boundary conditions and contains six dimensionless groups. It is found that this simple convection-reaction model can have an arbitrarily large number of steady states. In addition, when the residence time is varied, the different possible bifurcation diagrams that exist vary from all those that occur in the classical cooled CSTR model to those found in the classical nonadiabatic tubular reactor model. We use local bifurcation techniques to make these predictions and confirm them with numerical solution of the full model. Singularity theory is used to classify the different types of bifurcation diagrams for a case where there is a maximum of five steady states.

A method for analyzing the interaction of nondispersive structural waves and nonlinear joints

The scattering of nondispersive structural waves by joints with stiffness and damping nonlinearities is examined. The analysis is based on the method of characteristics and the nonlinear scattering is described by a first-order nonlinear ordinary differential equation with constant coefficients. This equation is solved by analytical and numerical techniques, and the nonlinear distortions of the reflected waves are quantified by an FFT analysis. The scattering of periodic and transient incident waves from joints with cubic and clearance nonlinearities is then considered. Generally, it is found that the nonlinear distortions in the power spectrum of the reflected waves become negligible as the frequency increases. Moreover, as the linear stiffness of the joint increases the low-frequency nonlinear distortions in the spectrum become more evident. Based on the present theory, a nonparametric method for identifying the nonlinear stiffness and damping characteristics of nonlinear joints connecting axial members is developed.