Piecewise linear differential systems without equilibria produce limit cycles?

In this article, we study the planar piecewise differential systems formed by two linear differential systems separated by a straight line, such that both linear differential have no equilibria, neither real nor virtual. When the piecewise differential system is continuous, we show that the system has no limit cycles. But when the piecewise differential system is discontinuous, we show that it can have at most one limit cycle.     

The solution of the second part of the 16th Hilbert problem for nine families of discontinuous piecewise differential systems

We provide the maximum number of limit cycles of some classes of discontinuous piecewise differential systems formed by two differential systems separated by a straight line, when these differential systems are linear centers or three families of cubic isochronous centers, giving rise to ten different classes of discontinuous piecewise differential systems. These maximum number of limit cycles vary from 0, 1, 2, 3, 5, 7 and 12 depending on the chosen class. For nine of these classes, we prove that the corresponding maximum number of limit cycles are reached. In particular, we have solved the extension of the second part of the 16th Hilbert problem to these classes of discontinuous piecewise differential systems. The main tool used for proving these results is based on the first integrals of the systems which form the discontinuous piecewise differential systems.

     

Limit cycles in a family of discontinuous piecewise linear differential systems with two zones in the plane

In this paper we study the existence of limit cycles in a one-parameter family of discontinuous piecewise linear differential systems with two zones in the plane. It is characterized for all the parameter values the number of non-sliding limit cycles of the family studied, detecting a rather non-generic bifurcation leading to the simultaneous generation of three limit cycles.     

The Sliding Bifurcations in Planar Piecewise Smooth Differential Systems

In this paper we are mainly interested in the bifurcation phenomena for a class of planar piecewise smooth differential systems, where a new phenomenon, i.e. sliding heteroclinic bifurcation, is found. Furthermore we will show that the involved systems can present many interesting bifurcation phenomena, such as the (sliding) heteroclinic bifurcation, sliding (homoclinic) cycle bifurcation and semistable limit cycle bifurcation and so on. The system can have two hyperbolic limit cycles, which are bifurcated in one way from a semistable limit cycle, and in another way from a heteroclinic cycle and a sliding cycle. In the proof of our main results, we will use the geometric singular perturbation theory to analyze the dynamics near the sliding region.     

Averaging Theory of Arbitrary Order for Piecewise Smooth Differential Systems and Its Application

The averaging theory for studying periodic orbits of smooth differential systems has a long history. Whereas the averaging theory for piecewise smooth differential systems appeared only in recent years, where the unperturbed systems are smooth. When the unperturbed systems are only piecewise smooth, there is not an existing averaging theory to study existence of periodic orbits of their perturbed systems. Here we establish such a theory for one dimensional perturbed piecewise smooth periodic differential equations. Then we show how to transform planar perturbed piecewise smooth differential systems to one dimensional piecewise smooth periodic differential equations when the unperturbed planar piecewise smooth differential systems have a family of periodic orbits. Finally as application of our theory we study limit cycle bifurcation of planar piecewise differential systems which are perturbation of a \(\Sigma \)-center.     

A general mechanism to generate three limit cycles in planar Filippov systems with two zones

Discontinuous piecewise linear systems with two zones are considered. A general canonical form that includes all the possible configurations in planar linear systems is introduced and exploited. It is shown that the existence of a focus in one zone is sufficient to get three nested limit cycles, independently on the dynamics of the another linear zone. Perturbing a situation with only one hyperbolic limit cycle, two additional limit cycles are obtained by using an adequate parametric sector of the unfolding of a codimension-two focus-fold singularity.     

The effects of horizontal singular straight line in a generalized nonlinear Klein–Gordon model equation

In this paper, we investigate bounded traveling waves of the generalized nonlinear Klein–Gordon model equations by using bifurcation theory of planar dynamical systems to study the effects of horizontal singular straight lines in nonlinear wave equations. Besides the well-known smooth traveling wave solutions and the non-smooth ones, four kinds of new bounded singular traveling wave solution are found for the first time. These singular traveling wave solutions are characterized by discontinuous second-order derivatives at some points, even though their first-order derivatives are continuous. Obviously, they are different from the singular traveling wave solutions such as compactons, cuspons, peakons. Their implicit expressions are also studied in this paper. These new interesting singular solutions, which are firstly founded, enrich the results on the traveling wave solutions of nonlinear equations. It is worth mentioning that the nonlinear equations with horizontal singular straight lines may have abundant and interesting new kinds of traveling wave solution.     

Limit Cycles of Piecewise Smooth Differential Equations on Two Dimensional Torus

In this paper we study the limit cycles of some classes of piecewise smooth vector fields defined in the two dimensional torus. The piecewise smooth vector fields that we consider are composed by linear, Ricatti with constant coefficients and perturbations of these one, which are given in (3). Considering these piecewise smooth vector fields we characterize the global dynamics, studying the upper bound of number of limit cycles, the existence of non-trivial recurrence and a continuum of periodic orbits. We also present a family of piecewise smooth vector fields that posses a finite number of fold points and, for this family we prove that for any 2k number of limit cycles there exists a piecewise smooth vector fields in this family that presents k number of limit cycles and prove that some classes of piecewise smooth vector fields presents a non-trivial recurrence or a continuum of periodic orbits.     

Residue harmonic balance approach to limit cycles of non-linear jerk equations

A residue harmonic balance is established for accurately determining limit cycles to parity- and time-reversal invariant general non-linear jerk equations with cubic non-linearities. The new technique incorporates the salient features of both methods of harmonic balance and parameter bookkeeping to minimize the total residue. The residue is separated into two parts in each step; one conforms to the present order of approximation and the remaining part for use in the next order. The corrections are governed by a set of linear ordinary differential equations that can be solved easily. Three specific cases of non-linear jerk equations are given to illustrate the validity and efficiency. The approximations to the angular frequency and the limit cycle are obtained and compared. The results show that the approximations obtained are in excellent agreement with the exact solutions for a wide range of initial velocities. The new technique is simple in principle and can be applied to other non-linear oscillating systems.     

Analysis and synthesis of oscillator systems described by a perturbed double-well Duffing equation

This paper presents an investigation of limit cycles in oscillator systems described by a perturbed double-well Duffing equation. The analysis of limit cycles is made by the Melnikov theory. Expressing the solutions of the unperturbed Duffing equation by Jacobi elliptic functions allows us to calculate explicitly the Melnikov function, whereupon the final result is a function involving the complete elliptic integrals. The Melnikov function is analyzed with the aid of the Picard–Fuchs and Riccati equations. It has been proved that the considered oscillator system can have two small hyperbolic limit cycles located symmetrically with respect to the y-axis, or one large hyperbolic limit cycle, or two large hyperbolic limit cycles, or one large limit cycle of multiplicity 2. Moreover, we have obtained the conditions under which each of these limit cycles arises. The present work gives the conditions for the arising of limit cycles around the homoclinic trajectory. In this connection, an alternative approach is proposed for obtaining a series expansion of the Melnikov function near the homoclinic trajectory. This approach uses the series expansion of the complete elliptic integrals as the elliptic modulus tends to 1. It is shown that a jumping phenomenon may occur between limit cycles in the analyzed oscillator system. The conditions for the occurrence of this jumping phenomenon are given. A method for the synthesis of an oscillator system with a preliminary assigned limit cycle is also presented in the article. The obtained analytical results are illustrated and confirmed by numerical simulations.     

Perturbed stable systems on a plane. Part 1

The possibility of extending the concept of rough dynamical systems in the presence of a time-varying perturbation defined up to a functional set in the space of piecewise continuous functions is considered. The constructability of this extension is achieved by the construction of limit cycles giving an estimate of attainability sets for oscillatory systems.     

Sliding homoclinic orbits and bifurcations of three-dimensional piecewise affine systems

Sliding dynamics is a peculiar phenomenon to discontinuous dynamical systems, while homoclinic orbits play a role in studying the global dynamics of dynamical systems. This paper provides a method to ensure the existence of sliding homoclinic orbits of three-dimensional piecewise affine systems. In addition, sliding cycles are obtained by bifurcations of the systems with sliding homoclinic orbits to saddles. Two examples with simulations of sliding homoclinic orbits and sliding cycles are provided to illustrate the effectiveness of the results.

     

Preconditioned finite element algorithms for 3D Stokes flows

Preconditioned conjugate gradient algorithms for solving 3D Stokes problems by stable piecewise discontinuous pressure finite elements are presented. The emphasis is on the preconditioning schemes and their numerical implementation for use with Hermitian based discontinuous pressure elements. For the piecewise constant discontinuous pressure elements, a variant implementation of the preconditioner proposed by Cahouet and Chabard for the continuous pressure elements is employed. For the piecewise linear discontinuous pressure elements, a new preconditioner is presented. Numerical examples are presented for the cubic lid-driven cavity problem with two representative elements, i.e. the Q2-PO and the Q2-P1 brick elements. Numerical results show that the preconditioning schemes are very effective in reducing the number of pressure iterations at very reasonable costs. It is also shown that they are insensitive to the mesh Reynolds number except for nearly steady flows (Re_m → 0) and are almost independent of mesh sizes. It is demonstrated that the schemes perform reasonably well on non-uniform meshes.     

Transition waves in bistable structures. II. Analytical solution: wave speed and energy dissipation

We consider dynamics of chains of rigid masses connected by links described by irreversible, piecewise linear constitutive relation: the force-elongation diagram consists of two stable branches with a jump discontinuity at the transition point. The transition from one stable state to the other propagates along the chain and excites a complex system of waves. In the first part of the paper (Cherkaev et al., 2004, Transition waves in bistable structures. I. Delocalization of damage), the branches could be separated by a gap where the tensile force is zero, the transition wave was treated as a wave of partial damage. Here we assume that there is no zero-force gap between the branches. This allows us to obtain steady-state analytical solutions for a general piecewise linear trimeric diagram with parallel and nonparallel branches and an arbitrary jump at the transition. We derive necessary conditions for the existence of the transition waves and compute the speed of the wave. We also determine the energy of dissipation which can be significantly increased in a structure characterized by a nonlinear discontinuous constitutive relation. The considered chain model reveals some phenomena typical for waves of failure or crushing in constructions and materials under collision, waves in a structure specially designed as a dynamic energy absorber and waves of phase transitions in artificial and natural passive and active systems.     

Continuation of the Periodic Orbits for the Differential Equation with Discontinuous Right Hand Side

In this paper the discontinuous system with one parameter perturbation is considered. Here the unperturbed system is supposed to have at least either one periodic orbit or a limit cycle. The aim is to prove the continuation of the periodic orbits under perturbation by means of the bifurcation map and the zeroes of this map imply the periodic orbits for the perturbed system. The tools for this problem are jumps of fundamental matrix solutions and the Poincare map for discontinuous systems. Therefore, we develop the Diliberto theorem and variation lemma for the system with discontinuous right hand side. At the end, as application of our method, the effect of discontinuous damping on Van der pol equation, and the effect of small force on the discontinuous linear oscillator with add a ·sgn(x) are considered.     

On the existence of heteroclinic cycles in some class of 3-dimensional piecewise affine systems with two switching planes

Since complicated dynamical behavior can occur easily near homoclinic trajectory or heteroclinic cycle in dynamical systems with dimension not less than three, this paper investigates the existence of heteroclinic cycles in some class of 3-dimensional three-zone piecewise affine systems with two switching planes. Based on the exact determination of the stable manifold, unstable manifold and analytic solution, a rigorous analytic methodology of designing chaos generators is proposed, which may be of potential applications to chaos secure communication. Furthermore, we obtain three sufficient conditions for the existence of a single or two heteroclinic cycles in three different cases. Finally, some examples are given to illustrate our theoretical results.     

Estimation of Fatigue Limits from Temperature Data Measured by IR Thermography

To determine the fatigue limits of materials, fatigue testing, which is time-consuming and very expensive, is required. In order to overcome these shortcomings, estimating methods for fatigue limits based on temperature changes measured by IR camera have been proposed, and research and development of such methods have been widely conducted. In the current paper, a non-lock-in type, inexpensive IR camera was used for rotational bending fatigue testing to estimate the fatigue limit from temperature changes independent from loading signals. The results indicated that it is possible to estimate the fatigue limit from the time-temperature change curves measured under various stress conditions and converted stress amplitude-temperature change curves. The estimated results were sufficiently accurate and thus we confirmed that it is promising to estimate the fatigue limit by a non-lock-in type, inexpensive IR camera. The inflection point of a stress amplitude-temperature change curve can be determined by approximating a curve by two straight lines and finding the combination of the lines for which the sum of the residuals between the curve and the lines is the smallest. Although the temperature changes depended on the loading history (the number of loading cycles), the results of fatigue limit estimation changed little. Therefore, the proposed method is practically accurate as a simple estimation method. We also measured the behavior of stress-stroke for each loading history (the number of loading cycles) in tension-compression fatigue testing and confirmed that temperature changes during fatigue testing are associated with plastic strain energy.     

On the existence of low-period orbits in <Emphasis Type="Italic">n</Emphasis>-dimensional piecewise linear discontinuous maps

Discontinuous maps occur in many practical systems, and yet bifurcation phenomena in such maps is quite poorly understood. In this paper, we report some important results that help in analyzing the border collision bifurcations that occur in n-dimensional discontinuous maps. For this purpose, we use the piecewise linear approximation in the neighborhood of the plane of discontinuity. Earlier, Feigin had made a similar analysis for general n-dimensional piecewise smooth continuous maps. In this paper, we extend that line of work for maps with discontinuity to obtain the general conditions of existence of period-1 and period-2 fixed points before and after a border collision bifurcation. The application of the method is then illustrated using a specific example of a two-dimensional discontinuous map. This work was supported in part by the BRNS, Department of Atomic Energy (DAE), Government of India under project no. 2003/37/11/BRNS.     

On discontinuous periodic solution and discontinuous solitary wave of two-dimension shallow water equation

In this paper we discuss discontinuous periodic solution and discontinuous solitary wave of the shallow water model of geophysical fluid dynamics. When we consider the properties of trajectory near non-equilibrium point, i.e. singular point, we find that if we introduce the concept of generalized solution (piecewise smoothing continuous solution), then the system will produce discontinues periodic solution and the condition of discontinuous periodic solution can he obtained. When the system is degenerated, we find that the discontinuous solitary wave is existent in the system. In this paper we consider a series of problems and obtain analytic expression of discontinuous solution. This result is compared with squall line in the atmosphere, and both of them have many things in common.     

Synchronization of piecewise continuous systems of fractional order

This paper proves analytically that synchronization of a class of piecewise continuous fractional-order systems can be achieved. Since there are no dedicated numerical methods to integrate differential equations with discontinuous right-hand sides for fractional-order models, Filippov’s regularization (Filippov, Differential Equations with Discontinuous Right-Hand Sides, 1988) is applied, and Cellina’s Theorem (Aubin and Cellina, Differential Inclusions Set-valued Maps and Viability Theory, 1984; Aubin and Frankowska, Set-valued Analysis, 1990) is used. It is proved that the corresponding initial value problem can be converted to a continuous problem of fractional-order systems, to which numerical methods can be applied. In this way, the synchronization problem is transformed into a standard problem for continuous fractional-order systems. Three examples are presented: the Sprott’s system, Chen’s system, and Shimizu–Morioka’s system.