Delayed state feedback and chaos control for time-periodic systems via a symbolic approach

This paper presents a symbolic method for a delayed state feedback controller (DSFC) design for linear time-periodic delay (LTPD) systems that are open loop unstable and its extension to incorporate regulation and tracking of nonlinear time-periodic delay (NTPD) systems exhibiting chaos. By using shifted Chebyshev polynomials, the closed loop monodromy matrix of the LTPD system (or the linearized error dynamics of the NTPD system) is obtained symbolically in terms of controller parameters. The symbolic closed loop monodromy matrix, which is a finite dimensional approximation of an infinite dimensional operator, is used in conjunction with the Routh–Hurwitz criterion to design a DSFC to asymptotically stabilize the unstable dynamic system. Two controllers designs are presented. The first design is a constant gain DSFC and the second one is a periodic gain DSFC. The periodic gain DSFC has a larger region of stability in the parameter space than the constant gain DSFC. The asymptotic stability of the LTPD system obtained by the proposed method is illustrated by asymptotically stabilizing an open loop unstable delayed Mathieu equation. Control of a chaotic nonlinear system to any desired periodic orbit is achieved by rendering asymptotic stability to the error dynamics system. To accommodate large initial conditions, an open loop controller is also designed. This open loop controller is used first to control the error trajectories close to zero states and then the DSFC is switched on to achieve asymptotic stability of error states and consequently tracking of the original system states. The methodology is illustrated by two examples.     

Resonances in linear one-degree-of-freedom systems with piecewise-constant parameters

A technique based on the composition of elementary phase fluxes is proposed for investigating parametric resonance in systems with “large” perturbations, described by second-order linear differential equations with periodic piecewise-constant coefficients. A monodromy matrix is given and a parametric resonance criterion is indicated, which takes into account the possibility of multiple multipliers and the action of dissipative forces. When there is a two-stage dependence of the coefficients on time during one period, regions of parametric resonance are obtained for different types of linear mechanical systems with one degree of freedom.     

Bifurcation and chaos in escape equation model by incremental harmonic balancing

Periodic motions of the nonlinear system representing the escape equation with cosine and sine parametric excitations and external harmonic excitations are obtained by the incremental harmonic balance (IHB) method. The system contains quadratic stiffness terms. The Jacobian matrix and the residue vector for the type of nonlinearity with parametric excitation are explicitly derived. An arc length path following procedure is used in combination with Floquet theory to trace the response diagram and to investigate the stability of the periodic solutions. The system undergoes chaotic motion for increase in the amplitude of the harmonic excitation which is investigated by numerical integration and represented in terms of phase planes, Poincaré sections and Lyapunov exponents. The interpolated cell mapping (ICM) method is used to obtain the initial condition map corresponding to two coexisting period 1 motions. The periodic motions and bifurcation points obtained by the IHB method compare very well with results of numerical integration.     

Low-frequency vibrations of multispan beams of regular structure

For multispan beams of periodic structure with constant characteristics between supports we obtain closed-form expressions for the monodromy matrix and the characteristic equations for its eigenvalues. In the low-frequency approximation we establish bounds on the first zone of instability of parametric vibrations of a homogeneous multispan beam. Bibliography: 4 titles. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 27, 1997, pp. 145–148.     

On the geometry of the Calogero-Moser system

We discuss a special eigenstate of the quantized periodic Calogero—Moser system associated to a root system. This state has the property that its eigenfunctions, when regarded as multivalued functions on the space of regular conjugacy classes in the corresponding semisimple complex Lie group, transform under monodromy according to the complex reflection representation of the affine Hecke algebra. We show that this endows the space of conjugacy classes in question with a projective structure. For a certain parameter range this projective structure underlies a complex hyperbolic structure. If in addition a Schwarz type of integrality condition is satisfied, then it even has the structure of a ball quotient minus a Heegner divisor. For example, the case of the root system E₈ with the triflection monodromy representation describes a special eigenstate for the system of 12 unordered points on the projective line under a particular constraint.     

Monodromization and Difference Equations with Meromorphic Periodic Coefficients

We consider a system of two first-order difference equations in the complex plane. We assume that the matrix of the system is a 1-periodic meromorphic function having two simple poles per period and bounded as Im z → ±∞. We prove the existence and uniqueness of minimal meromorphic solutions, i.e., solutions having simultaneously a minimal set of poles and minimal possible growth as Im z → ±∞. We consider the monodromy matrix representing the shift-byperiod operator in the space of meromorphic solutions and corresponding to a basis built of two minimal solutions. We check that it has the same functional structure as the matrix of the initial system of equations and, in particular, is a meromorphic periodic function with two simple poles per period. This implies that the initial equation is invariant with respect to the monodromization procedure, that is, a natural renormalization procedure arising when trying to extend the Floquet–Bloch theory to difference equations defined on the real line or complex plane and having periodic coefficients. Our initial system itself arises after one renormalization of a self-adjoint difference Schrödinger equation with 1-periodic meromorphic potential bounded at ±i∞ and having two poles per period.     

A simple proof of the geometric fractional monodromy theorem

A simple proof of the “geometric fractional monodromy theorem” (Broer-Efstathiou-Lukina 2010) is presented. The fractional monodromy of a Liouville integrable Hamiltonian system over a loop γ ? ?² is a generalization of the classic monodromy to the case when the Liouville foliation has singularities over γ. The “geometric fractional monodromy theorem” finds, up to an integral parameter, the fractional monodromy of systems similar to the 1: (?2) resonance system. A handy equivalent definition of fractional monodromy is presented in terms of homology groups for our proof.     

Hyperbolicity of periodic solutions of functional differential equations with several delays

We study conditions for the hyperbolicity of periodic solutions to nonlinear functional differential equations in terms of the eigenvalues of the monodromy operator. The eigenvalue problem for the monodromy operator is reduced to a boundary value problem for a system of ordinary differential equations with a spectral parameter. This makes it possible to construct a characteristic function. We prove that the zeros of this function coincide with the eigenvalues of the monodromy operator and, under certain additional conditions, the multiplicity of a zero of the characteristic function coincides with the algebraic multiplicity of the corresponding eigenvalue.     

Fractional Hamiltonian Monodromy

We introduce fractional monodromy in order to characterize certain non-isolated critical values of the energy–momentum map of integrable Hamiltonian dynamical systems represented by nonlinear resonant two-dimensional oscillators. We give the formal mathematical definition of fractional monodromy, which is a generalization of the definition of monodromy used by other authors before. We prove that the 1:( − 2) resonant oscillator system has monodromy matrix with half-integer coefficients and discuss manifestations of this monodromy in quantum systems. Communicated by Eduard Zehnder Submitted: February 25, 2005; Accepted: November 17, 2005     

Sensitivity of Schur stability of monodromy matrix

For Schur stable linear difference equation system with periodic coefficients, we prove continuity theorems on monodromy matrix which show how much change is permissible without disturbing the Schur stability, and some examples illustrating the efficiency of the theorems are given.     

Elimination of tall building vibration resulting from ground motions

In this paper, the vibration problems of tall buildings are considered. The focus is on vibration caused by earthquakes, semi–seismic phenomena and ground vibrations of other origins. The construction consists of the main system and a vibration eliminator (passive tuned mass damper – pendulum type) which is attuned to the first eigenfrequency of the main structure. The analysis focuses on elimination of structure vibration caused by horizontal components of ground motions, while the functioning of the eliminator is simultaneously influenced by the vertical component (parametric effect – the possibility of improper functioning of the device). The vertical periodic movement of the support point can cause changes of the vibration eliminator's stiffness. In such a case parametric excitation occurs in the system, which signifies that parametric resonance may appear. The numerical analysis of the problem was performed with the Newmark method in conjunction with FEM. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical Hopf bifurcation analysis in nonlinear ordinary and partial differential systems from chemical reactor theory

A code has been developed which will automatically locate and analyze points of Hopf bifurcation in autonomous ordinary differential systems. The code first locates critical value(s) v_c of a user-specified parameter v (the bifurcation parameter) such that a stationary (equilibrium) solution x_*(v) loses linear stability by virtue of a complex conjugate pair of eigenvalues. The code computes x_*(v) during the location of v_c. Then the code computes the various coefficients in a local approximation to the family of periodic solutions which arise, a process which involves computation of second and third partial derivatives by numerical differencing of the user-supplied Jacobian matrix. The current version of the code, called BIFOR2, is fully described in Hassard, Kazarinoff, and Wan, Theory and Applications of Hopf Bifurcation, Cambridge U.P., 1981. In this paper we demonstrate the code in applications to two systems drawn from chemical reactor theory. The first application is to a 4th order ordinary differential system modeling a coupled tank reactor. The second application is to a partial differential system modeling a catalyst particle system. These represent the first applications of the code to chemically reacting systems other than the Brusselator. The second application demonstrates how collocation methods may be used in conjunction with BIFOR2 to perform Hopf bifurcation analysis of partial differential systems.     

Evolutionary dynamics of a system with periodic coefficients

We investigate a problem in evolutionary game theory based on replicator equations with periodic coefficients. This approach to evolution combines classical game theory with differential equations. The RPS (Rock-Paper-Scissors) system studied has application to the population biology of lizards and to bacterial dynamics. The presence of periodic coefficients models variations in the environment due to seasonal effects and results in parametric excitation which is studied through the use of perturbation series and numerical integration.     

The essential spectrum of periodically stationary pulses in lumped models of short-pulse fiber lasers

In modern short-pulse fiber lasers, there is significant pulse breathing over each round trip of the laser loop. Consequently, averaged models cannot be used for quantitative modeling and design. Instead, lumped models, which are obtained by concatenating models for the various components of the laser, are required. As the pulses in lumped models are periodic rather than stationary, their linear stability is evaluated with the aid of the monodromy operator obtained by linearizing the round-trip operator about the periodic pulse. Conditions are given on the smoothness and decay of the periodic pulse that ensure that the monodromy operator exists on an appropriate Lebesgue function space. A formula for the essential spectrum of the monodromy operator is given, which can be used to quantify the growth rate of continuous wave perturbations. This formula is established by showing that the essential spectrum of the monodromy operator equals that of an associated asymptotic operator. Since the asymptotic monodromy operator acts as a multiplication operator in the Fourier domain, it is possible to derive a formula for its spectrum. Although the main results are stated for a particular experimental stretched pulse laser, the analysis shows that they can be readily adapted to a wide range of lumped laser models.     

Horizontal fast excitation in delayed van der Pol oscillator

This paper investigates the interaction effect of horizontal fast harmonic parametric excitation and time delay on self-excited vibration in van der Pol oscillator. We apply the method of direct partition of motion to derive the main autonomous equation governing the slow dynamic of the oscillator. The method of averaging is then performed on the slow dynamic to obtain a slow flow which is analyzed for equilibria and periodic motion. This analysis provides analytical approximations of regions in parameter space where periodic self-excited vibrations can be eliminated. A numerical study is performed on the original oscillator and compared to analytical approximations. It was shown that in the delayed case, horizontal fast harmonic excitation can eliminate undesirable self-excited vibrations for moderate values of the excitation frequency. In contrast, the case without delay requires large excitation frequency to eliminate such motions. This work has application to regenerative behavior in high-speed milling.     

Influence of internal parametric and kinematic excitation on nonlinear gearbox vibration

This paper deals with mathematical modelling of nonlinear vibration of large rotating shaft systems with gears and rollingelement bearings. Gearing and bearing couplings bring into the system nonlinear phenomena like impact motions due to the possibility of the mesh interruption. The motion of the system is influenced by the internal kinematic excitation in gearing and by the parametric excitation caused by periodic change of number of teeth in gear meshing. The influence of simultaneous internal kinematic and parametric excitation is investigated in dependence on revolutions of the driving shaft of a test-gearbox. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the stability boundaries of linear periodic Hamiltonian or reversible differential equations

Two-parameter families of time periodic reversible or Hamiltonian differential equations are considered. The goal is to describe conditions such that the stability boundary is a smooth curve, at least locally. This is done by transforming the monodromy matrix of the system to a suitable normal form.     

Vibrational stabilization and the Brockett problem

The present paper deals with the exposition of methods for solving the Brockett problem on the stabilization of linear control systems by a nonstationary feedback. The paper consists of two parts. We consider continuous linear control systems in the first part and discrete systems in the second part. In the first part, we consider two approaches to the solution of the Brockett problem. The first approach permits one to obtain low-frequency stabilization, and the second part deals with high-frequency stabilization. Both approaches permit one to derive necessary and sufficient stabilization conditions for two-dimensional (and three-dimensional, for the first approach) linear systems with scalar inputs and outputs. In the second part, we consider an analog of the Brockett problem for discrete linear control systems. Sufficient conditions for low-frequency stabilization of linear discrete systems are obtained with the use of a piecewise constant periodic feedback with sufficiently large period. We obtain necessary and sufficient conditions for the stabilization of two-dimensional discrete systems. In the second part, we also consider the control problem for the spectrum (the pole assignment problem) of the monodromy matrix for discrete systems with a periodic feedback.     

Singular numbers of the monodromy operator and sufficient conditions of the asymptotic stability of periodic system of differential equations with fixed delay

To obtain sufficient conditions for the asymptotic stability of linear periodic systems with fixed delay commensurable with the period of coefficients, singular numbers of the monodromy operator are used. To find these numbers, a self-adjoint boundary value problem for ordinary differential equations is applied. We study the motion of eigenvalues of this boundary value problem under a variation of a parameter. Obtaining sufficient conditions for the asymptotic stability is reduced to finding the bifurcation value of the parameter for the boundary value problem.     

A unified Floquet theory for discrete, continuous, and hybrid periodic linear systems

In this paper, we study periodic linear systems on periodic time scales which include not only discrete and continuous dynamical systems but also systems with a mixture of discrete and continuous parts (e.g. hybrid dynamical systems). We develop a comprehensive Floquet theory including Lyapunov transformations and their various stability preserving properties, a unified Floquet theorem which establishes a canonical Floquet decomposition on time scales in terms of the generalized exponential function, and use these results to study homogeneous as well as nonhomogeneous periodic problems. Furthermore, we explore the connection between Floquet multipliers and Floquet exponents via monodromy operators in this general setting and establish a spectral mapping theorem on time scales. Finally, we show this unified Floquet theory has the desirable property that stability characteristics of the original system can be determined via placement of an associated (but time varying) system?s poles in the complex plane. We include several examples to show the utility of this theory.