Perturbation Theory & Stability Analysis

T. Weinhart, A. Singh, A.R. Thornton May 17, 2010

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1 Perturbation Theory 2 Algebraic equations

Regular Perturbations Singular Perturbations

3 Ordinary dierential equations

Regular Perturbations Singular Perturbations Singular in the domain

4 The non-linear spring

Non-uniform solution Uniform solution using Linsteads Method Phase-space diagram

Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring

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Introduction

Perturbation Theory Considers the eect of small disturbances in the equation to the solution of the equation.

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

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A rst example
Let x 2 = 0. Then x = 2. What about x 2 = cosh(x)? Assume 1 and substitute x = x0 + x1 +
2x 2

+ ...

(x0 + x1 + . . . ) 2 = cosh(x0 + x1 + . . . ) and solve separately for each order of : . . . x 2 + cosh(2) Conclusions The eect of the small parameter is small; therefore the perturbation is said to be regular. Otherwise we call it singular.
Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring

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Order symbol notation Let f (x), g (x) be two functions dened around x = x0 . We say, f = o(g ) as x x0 i lim f /g = 0.
x 0

We say, f = O(g ) (of order) as x x0 i lim f /g = const = 0.

x 0

We say, f g (goes like) as x x0 i lim f /g = 1.

x 0

Examples:
1 2 3 4 5

x2 = o(x) as x 0, b/c x2 /x 0. 3x2 = O(5x2 ) as x 0, b/c (3x2 )/(5x2 ) 3/5. sin(x) x as x 0, b/c sin(x)/x 1. sin(x) = x + O(x3 ) as x 0, b/c (sin(x) x)/x3 1/6. sin(x) x
x3 3!

as x 0, b/c sin(x)/(x x3 /3!) 1.

Ordinary dierential equations The non-linear spring

So the solution to x 2 = cosh(x) is x 2 + cosh(2) as 0.

Perturbation Theory Algebraic equations

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The Fundamental Theorem of Perturbation Theory If A0 + A1 + + An n + O( n+1 ) = 0 for 0 and A0 , A1 , . . . independent of , then A0 = A1 = = An = 0. That is why we could solve separately for each order of :

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

Regular Perturbations

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Regular Perturbations
x2 3x + 2 + = 0, 1.
2x 2

Assume the roots have expansion x = x0 + x1 +

+ ...:

(x0 + x1 + . . . )2 3(x0 + x1 + . . . ) + 2 + = 0, ... x = 1 + +

2

+ O ( 3 ), 2

+ O( 3 ).

Compare with exact solution, 3 (1 2 2 3 14 x= = 2 2

+ ...)

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

Singular Perturbations

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Singular Perturbations
x2 2x + 1 = 0, 1.
2x 2

Assume the roots have expansion x = x0 + x1 +

2

+ ...:

(x0 + x1 + . . . )2 2(x0 + x1 + . . . ) + 1 = 0. . . . x = 1/2 + 1/8 + 1/16 + O( 3 ) But where is the second solution? Compare with exact solution, 1 1 1 (1 /2 2 /8 + . . . ) x= = . . . x = 1/2 + 1/8 + O( 2 ), 2/ 1/2 + O( ). We can nd the second solution by solving for w = x, so w2 2w + = 0.
Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring

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Ordinary dierential equations

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

Regular Perturbations

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Regular Perturbations

x + x = x2 , x(0) = 1. Assume the roots have expansion x = x0 + x1 +

2x 2

+ ...:

(x 0 + x 1 + . . . ) + (x0 + x1 + . . . ) = (x0 + x1 + . . . )2 , x0 (0) + x1 (0) + = 1. . . . x = et + (et e2t ) + O( 2 ).

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

Singular Perturbations

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Singular Perturbations
Heat equation: Temperature x for a stone in water x = 1 x, x(0) = 0. Assume the roots have expansion x = x0 + x1 +
2x 2

+ ...:

(x 0 + x 1 + . . . ) = 1 (x0 + x1 + . . . ). . . . x0 = 1 (Does not satisfy initial conditions). Again, We can nd a solution by transforming, = d x = 1 x, x(0) = 0. d . . . x = 1 e2 = 1 e2t/ .
Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring

1 t ,

Singular in the domain

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Singular in the domain

x + x2 = 1, x(0) = 0. Assume the roots have expansion x = x0 + x1 +
2x 2

+ ...:

(x 0 + x 1 + . . . ) + (x0 + x1 + . . . )2 = 1. 2t5 t3 2 . 3 15 This solution is non-uniform (blows up for large t). 3 x t t3 is an asymptotic expansion for t < 3/ . ... x t

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

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The non-linear spring

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

Non-uniform solution

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Dungs equation
Consider a springs with a small non-linear perturbation x + 2 x + x3 = 0, x(0) = a, x (0) = 0. with 2 = k/m12 and 1. Expand: (1) (2)

x 0 + 2 x0 = 0 x0 = a cos(t) x 1 + 2 x1 = a3 4 ( 3 cos(t) + cos(3t) ).

secular term no problem

a3 (cos(3t) cos(t) 12t sin(t)). 32 2 Again, this blows up for large t. How can we nd a uniform solution? . . . x a cos(t) +
Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring

Uniform solution using Linsteads Method

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Linsteads Method 1 Assume the system has a natural frequency .

2 3

Transform to a strained time variable = t. Expand solution x = x0 + x1 + . . . as well as frequency = 0 + 1 + . . . . Use the new variables n to remove secular terms.

For Dungs equation we obtain x = a cos( ) + with = +

Perturbation Theory

a3 (cos(3 ) cos( )) + . . . 36 2

3a2 8

+ ....
Ordinary dierential equations The non-linear spring

Algebraic equations

Phase-space diagram

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Phase-space diagram
Any autonomous (no explicit t-dependence) second-order system x = f (x, x ). can be written as x = y, y = f (x, y ) Then dy y f (x, y ) = = . dx x y

A plot of in the xy plane is called a phase-space diagram. Solution plots are called orbits.
Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring

1 2 2 2 For the linear spring, x + 2 x = 0, we obtain 1 2 y = 2 x + c.

1.0

0.5

0.0

0.5

1.0 1.0 0.5 0.0 0.5 1.0

Figure: Phase space diagram for the linear spring with = 1.

Phase-space diagram

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Phase-space diagram

Properties of phase-space diagrams A closed orbit corresponds to a periodic system

Points where x =y = 0 are called critical points and

represent equilibrium points of the system.

Orbits cannot intersect or cross This plot shows only the orbit structure, all temporal

information is lost.

Perturbation Theory

Algebraic equations

Ordinary dierential equations

The non-linear spring

2 x = 0, we For the linear spring with dissipation, x + 2 x + 0 t 2 2 obtain x = e (a cos(t) + b sin(t)) , = 0 2 .

1.0

0.5

1.0

0.5

0.5

1.0

0.5

1.0

Figure: Phase space diagram for the linear damped spring with 0 = 2 = 1.

For the Hertian spring, x + 2 |x|3/2 = 0, we obtain 1 2 2 2 5 / 2 + c. 2 y = 5 |x|

1.0

0.5

0.0

0.5

1.0 1.0 0.5 0.0 0.5 1.0

Figure: Phase space diagram for the Hertzian spring with = 1.

For Dungs equation, x + 2 x + x3 = 0, we obtain 1 2 2 1 4 1 2 2 y = 2 x 4 x + c.

1.5

1.0

0.5

0.0

0.5

1.0

1.5 1.5 1.0 0.5 0.0 0.5 1.0 1.5

Figure: Phase space diagram for the non-linear spring with = = 1.

Phase-space diagram

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Classication of Equilibrium Points

We classify equilibrium points by linearizing the system around them. We obtain the linear system x = ax + by, y = cx + dy. Writing this as a second order system, we get x (a d)x + (ad bc)x = 0 x= aet are solutions to this equation if satises 2 (a d) + (ad bc) = 0 Thus if solutions 1 , 2 are distinct, x = a1 e1 t + a2 e2 t We distinguish six types of critical points: [blackboard]
Perturbation Theory Algebraic equations Ordinary dierential equations The non-linear spring