, Ashivni Shekhawat
Department of Aerospace Engineering, Texas A&M University, United States
a r t i c l e i n f o
Article history:
Received 20 May 2008
Received in revised form
10 January 2009
Accepted 1 June 2009
Available online 23 June 2009
Communicated by G. Stepan
Keywords:
Bilinear hysteresis
Hysteretic oscillator
Caughey model
Forced response
a b s t r a c t
The transient and steadystate response of an oscillator with hysteretic restoring force and sinusoidal
excitation are investigated. Hysteresis is modeled by using the bilinear model of Caughey with a hybrid
system formulation. A novel method for obtaining the exact transient and steadystate response of the
system is discussed. Stability and bifurcations of periodic orbits are studied using Poincar maps. Results
are compared with asymptotic expansions obtained by Caughey. The bilinear hysteretic element is found
to act like a soft spring. Several subharmonic resonances are found in the system, however, no chaotic
behavior is observed. Away from the subharmonic resonance the asymptotic expansions and the exact
steadystate response of the system are seen to match with good accuracy.
2009 Elsevier B.V. All rights reserved.
1. Introduction
The phenomenon of hysteresis is widely prevalent in nature and has been studied in diverse contexts [15]. Of particular engineering
interest is the forced response of oscillators with hysteresis. In this paper the dynamic response of bilinear hysteretic oscillators is studied.
Many systems of practical interest, like beamcolumn connections, relay oscillators, riveted and bolted structures, elastoplastic materials
etc. can be modeled by using the bilinear model of hysteresis. This model is inspired by elastoplasticity and can be considered to be a
generalization of the Prandtl models [6,7]. The dynamics of systems with bilinear hysteresis has been a topic of many scholarly studies,
including those due to Caughey [8,9], Iwan [10], Masri [11] and Pratap et al. [12,13].
Aside fromtheir occurrence inseveral natural processes, hysteretic systems have shownto be of significant engineering interest. Several
devices that exploit hysteresis (such as shapememory alloy based active/passive structures, wirecable isolators, and magnetic dampers)
have been proposed and used for vibration isolation and suppression [1418]. In such systems hysteresis is deliberately incorporated to
enhance damping and other properties of the device. NiTi based shape memory alloys present a particularly interesting avenue for research
and application in the field of hysteretic systems [19,20,18].
Several approaches and mathematical models are available for the description of hysteresis. Prominent amongst there are the models
developed by Preisach [21], Bouc and Wen [22], Masing [23], Duhem [24], Baber and Noori [25], Prandtl [6,7]. Also widely used is the T(x)
family of models in magnetism [26] and the models of hysteresis contained in constitutive laws for shape memory alloys [27,28,19].
Models of hysteresis can be grouped into two categories. Models in the first category have their roots in functional analysis and define
hysteresis by using operators. Roughly, a hysteretic operator has a rate independent memory [29]. Operatorbased models generally make
use of differential inequalities or appropriate integral formulations. The models of BoucWen, Preisach and Duhem, amongst others, fall
under this category. The second group of models uses piecewise smooth functions to define the hysteresis loop. The T(x) model, the model
of Prandtl, the ideal and nonideal relay, and the bilinear model fall into this category. However, it should be noted that most piecewise
smooth models admit equivalent definitions in terms of differential inequalities [30].
The bilinear model is a piecewise linear model of hysteresis which results in several peculiarities of the system response. Even though
the response can be found analytically for the distinct regions, the switches between the various modes can make the overall response
complicated. In his pioneering studies Caughey [8] used averaging techniques to study the steadystate response of a bilinear hysteretic
n
(t
n
+
n1
) mod 2, (4)
where
n1
is the value of the phase for the previous mode. By introducing the phase, time t is essentially reset to 0 at every mode
transition, thus reducing the governing equation for any mode to the following canonical form
x + F
m
(x, ) = A cos(t +
n
), (x(0), x(0), F(0), m(0)) = (x
n
, v
n
, F
n
0
, m
n
), t [0, t
n
]. (5)
T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786 1771
Table 2
Parameters in expression of x(t) for different modes.
Mode, m
2
m
k
m
B
m
I 1 (x
I
1) A/(
2
I
2
)
II 1 A/(
2
II
2
)
III 1 (x
III
+ 1) A/(
2
III
2
)
IV 1 A/(
2
IV
2
)
6
4
2
0
2
4
0
2
4
6
X
l
t
l

>
l
l
Fig. 2. Variation of t
III
with x
I
and
I
for = 0.3, A = 1.6, = 1.5.
Eq. (5) can be solved to give the following equation for evolution of x(t)
x(t) =
_
x
n
k
m
n
B
m
n
cos
n
_
cos(
n
t) +
_
(v
n
+ B
m
n
sin(
n
))/
m
n
_
sin(
m
n
t) + B
m
n
cos(t +
n
) + k
m
n
, (6)
where the variables k, , and B for the different modes are listed in Table 2. The mode transitions occur at zeros of equations of the kind
x(t) = const. or x(t) = 0 (see Table 1). Consider, for example, the equation governing a I II transition. This equation is given by
x(t
III
) = x
I
2, (7)
where
x(t) = (x
I
k
I
B
I
cos
I
) cos(
I
t) + (B
I
sin(
I
)/
I
) sin(
I
t) + B
I
cos(t +
I
) + k
I
. (8)
In Eq. (8), v
I
= 0 has been used since by definition x is zero at the beginning of mode I. The mode transition I II occurs at the first
positive root of Eq. (7), denoted by t
III
, that satisfies x(t
III
) < 0. Finding the first positive solution of Eq. (7) (and other similar equations)
is a nontrivial task. Even for fixed , A and the solutions are in general discontinuous in x
I
and
I
. Fig. 2 shows the variation of t
III
with
x
I
,
I
for one case.
3.1.1. Root finding algorithm
As discussed in the previous Section, equations of the following general kind need to be solved for the transition time
g(t) = C
1
cos t + C
2
sin t + C
3
cos(t +
1
) + C
4
= 0. (9)
Eq. (9) can be written as
cos( t +
2
) +
C
cos(t +
1
) + D = 0, (10)
where C = C
3
/(
_
C
2
1
+ C
2
2
),
2
= arctan(C
1
/C
2
) /2, and D = C
4
/
_
C
2
1
+ C
2
2
. The above equation can be further simplified by the
following change of variables
z =
_
t +
1
_
(11)
to yield
f (z) = cos(z + ) +
C
cos(z) + D = 0, (12)
where =
2
1
/, and = / . Eq. (12) can be solved to any desired precision by using the bisection algorithm if intervals that
contain exactly one root are identified. Note that by the Mean Value Theoremall roots of Eq. (12) are either coincident with or lie between
the roots of the following equation
f (z) = sin(z + ) + C sin(z) = 0, (13)
1772 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
(a) f (z) versus z with C = 1.8, = 0.5145, = 0.2. The
first root, z = 5.54, is shown by a circle.
(b) f (z) versus z with C = 1.8, = 0.5143, = 0.2. The
first root, z = 6.99, is shown by a circle.
Fig. 3. First root of f (z) for some values of C, , . Note the discontinuity of the root with respect to the parameters.
Proposition 1. f (z) has at the most two roots in the interval (z
i
, z
i+1
) where z
i
s are elements of an ordered set consisting of the peaks or zeros
of sin(z + ) and/or sin(z), i.e., sin(2(z
i
+ )) sin(2z
i
) = 0. Further, if the interval contains two roots then they are separated by the
unique zero of df (z)/dz in the interval.
The complete proof for Proposition 1 can be found in Ref. [30], and the proof is outlined in Appendix A. By using Proposition 1 it is possible
to construct intervals that have at most two zeros of f (z) and at most one zero of df /dz. The unique zeros (if they exist) of df /dz in these
intervals can be calculated to any desired accuracy by using the bisection algorithm [43]. Since the zeros of df /dz partition the intervals
into subintervals containing at most one root of f (z), this root, if it exists, can be found to any desired accuracy by using the bisection
algorithm. Finally, since the roots of
f (z) are either coincident with or separated by the roots of f (z) they can also be evaluated to any
desired accuracy by using the bisection algorithm. Fig. 3 shows the first root of f (z) calculated using the proposed method for certain
values of the parameters. The figure highlights the fact that the location of the root is a discontinuous function of the parameters. It is also
emphasized that the complexity of the proposed algorithm compares favorably with traditional RungeKutta type integration schemes. A
discussion of the complexity and performance of the algorithm is presented in Appendix B.
3.2. Heuristic estimates and asymptotic analysis
Before deriving the asymptotic expansions certain useful results can be obtained by simple reasoning and order of magnitude
arguments.
It was noted earlier that if the steadystate response amplitude is less than 1, then the steadystate oscillations of the system are
conservative. For a given amplitude of excitation, the frequency of excitation required to sustain steadystate oscillations with magnitude
marginally above 1 can be calculated as follows
A
1
2
= 1. (14)
The above equation implies that there is a upper and a lower bound on the frequency of excitation required for existence of hysteretic
oscillations in the steadystate. These can be obtained as follows
upper
=
1 + A,
lower
=
1 A. (15)
If A 1 then there is no lower bound on for the existence of hysteretic oscillations. By using the above results the A plane can be
divided into regions corresponding to hysteretic and conservative oscillations in the steadystate. Fig. 4 shows these regions.
Another interesting insight can be gained by noting that for 1 in Eq. (1) the loading can be treated as quasistatic. In such a case
the steadystate response amplitude, R, can be found as follows
R =
A
1
, if A > 1, (16)
and conservative oscillations result if A 1. The above relation suggests that for 1 and 1 the steadystate will have very large
amplitude oscillations even if A O(1). This result is expected since for 1 the net stiffness of the system is greatly reduced. Fig. 5
shows the variation of R with A for various values of for 1. The asymptotic expansions provided in the next Section can be used to
verify the above estimates, however, strictly speaking the asymptotic expansions are valid only for 0, thus the asymptotic estimates
cannot be used to justify the above claims for all .
3.2.1. Asymptotic expansion
Here the oneterm uniform expansion for the steadystate response of the system originally derived by Caughey [8] is presented.
It is wellknown that the scaling of the system changes near resonance,
1
and expansions that are uniformly valid elsewhere lose their
1
Scaling of the system refers to the exponent of the dominant correction term in the asymptotic expansions for the solution. For example, in the expansion x =
x
0
+ x
1
+
2
x
2
+ the scale is while in the expansion x = x
0
+
1/2
x
1
+ x
2
+ the scale is
1/2
. See Refs. [44,45] for details.
T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786 1773
0 2 4 6
A
F(x)
x
F(x)
x
0
0.5
1
1.5
2
2.5
Fig. 4. Partitions of the A plane corresponding to conservative (shaded) and hysteretic (unshaded) oscillations in the steadystate.
1 2 3 4 5 6
10
20
30
40
A
R
= 0.9
= 0.1
= 0.5
= 0.7
Fig. 5. Variation of response amplitude with amplitude of excitation for 1.
uniformity near resonance. Thus, the derivedexpansions are expectedto give goodresults at frequencies away fromthe resonant frequency
of the system.
Following the KBM method Caughey [8] assumed the following form for the steadystate response of Eq. (1)
x
ss
(t) = R cos(t + ),
R O(),
O(), (17)
and obtained the following relations for the frequency response of the system
2
=
C(R)
R
_
_
A
R
_
2
_
S(R)
R
_
2
_
1/2
. (18a)
tan =
S(R)
C(R)
2
R
, (18b)
where
S(R) =
R
sin
2
III
, (19)
C(R) =
R
III
+ (1 )
2
sin 2
III
_
. (20)
In the above equations
III
is defined as
III
= arccos(1 2/R), (21)
and it corresponds to the value of t + when the transition I II occurs. Caughey proved that the steadystate response is linearly
stable. He also proved that the amplitude at the primary resonance is given by the following expression
R =
4
4 A
. (22)
Therefore, the primary resonance is bounded if A < 4/ and becomes unbounded for sufficiently large A. Since < 1, the primary
resonance is always unbounded for A > 4/. The above results can be used to partition the A plane into regions corresponding
1774 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
0 0.5 1 1.5 2
A
0
0.2
0.4
0.6
0.8
1
Fig. 6. Partitions of the A plane corresponding to bounded (shaded) and unbounded (unshaded) primary resonance.
2 4 6 8 10
R
0.2
0.4
0.6
0.8
(
1
2
)
/
0
1
Fig. 7. Variation of with R.
to bounded and unbounded primary resonance. Fig. 6 shows this partition where the shaded region corresponds to bounded primary
resonance and the unshaded region corresponds to unbounded primary resonance.
At resonance, Eq. (18a) becomes
2
=
C(R)
R
, (23)
or, on substituting for C(R) and rearranging
2
1
=
1
III
+
1
2
sin 2
III
_
. (24)
By defining a new nondimensional number, =
_
(1
2
)/, the following can be deduced
=
1
III
1
2
sin 2
III
_
. (25)
This represents a simplification because the nondimensional number is related directly to
III
which in turn depends only on R. Fig. 7
shows the variation of with R. By using Eqs. (22) and (25) the amplitude at resonance as well as the resonance frequency can be estimated
for any given, A, and. The asymptotic expansions for the steadystate response of the systemcanalso be usedto estimate the equivalent
damping and stiffness properties of the system, see Ref. [46] for more details on the issue. We define the equivalent damping, , and the
equivalent natural frequency,
0
, of the system such that the steadystate response of the following oscillator is identical to steadystate
response of Eq. (1) obtained by using the asymptotic analysis
x + 2
0
x +
2
0
x = A cos t. (26)
The equivalent natural frequency
0
and the damping coefficient can be found to be the following
2
0
=
C(R)
R
, (27)
T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786 1775
5
10
R
0
15
0.6 0.8 1
Fig. 8. Comparison of exact response curves obtained from the map with the those obtained by the KBM method. Solid lines: Map, Circles: KBM Method, Dashed line:
Locus of resonance frequency and resonance amplitude for 0.8 < A < 0.1 obtained by the KBM method. = 0.6, A varied from 0.1 to 0.8 in increments of 0.1.
and
=
S(R)
2R
0
. (28)
Thus, the equivalent natural frequency of the systemand its resonance frequency match at resonance. Also note that the equivalent natural
frequency and the resonance frequency are not equal in general.
4. Steadystate analysis: Harmonic and subharmonic response
Even though the asymptotic estimate obtained by Caughey is seen to match the exact response of the system well, it is not uniformly
valid near resonance and cannot be readily extended to incorporate subharmonic responses. Furthermore, the asymptotic expansions are
guaranteed to work only inthe limit of 0. In order to overcome these shortcomings, a construct similar to a Poincar map is introduced
for analyzing the long term behavior of the system. We consider only those steadystate responses that consist of orbits periodic in time.
First the general structure of the trajectories of the system is discussed and then this structure is used to define a map that can be used to
characterize the periodic orbits.
Obviously, for any trajectory mode IV is always followed by mode I and mode II is always followed by mode III. Similarly, mode I is
always preceded by IV and mode III is always preceded by mode II. Therefore the most general structure of a periodic trajectory of the
system can be characterized as
_
(I IV)
n
i
times
I II
(III II)
m
i
times
III IV
_
i such blocks with different n
i
,m
i
.
For example, i = 1, n
1
= m
1
= 0 results in the simplest periodic orbit of the system with the following order of mode transitions
( I II III IV ) repeated indefinitely. From the above arguments it is seen that every periodic orbit of the system has at
least one IV I transition. By definition x
I
is zero, i.e., the velocity is zero at the beginning of state I. The beginning of state I is then
characterized by the time t and the value of x(= x
I
) at which the IV I transition occurs. Since the phase variable
I
was introduced to
replace time, the beginning of state I is characterized by the pair (x
I
,
I
). A periodic orbit may have many IV I transitions. Any one of
these transitions can be used to define a map
(x
I
,
I
)
i+1
= (x
I
,
I
)
i
. (29)
The map (also referred to as the map) can be constructed by using Proposition 1 to calculate the exact mode transition times for the
system and using the analytical expressions for the system response between transitions [30]. This map is in general not continuous and
its dynamics can be a lot more complicated than its smooth counterparts [47].
The steadystate response of Eq. (3) via the map was studied by MATCONT [48], a MATLAB package for bifurcation and continuation
analysis of continuous and discrete dynamical systems. It was found that for most parameter values the steadystate response of the
system consists of almost sinusoidal periodic orbits with period equal to the period of excitation. As established earlier, the system can
exhibit both bounded and unbounded resonance. All estimates provided in Section 3.2 were seen to hold to a good degree of accuracy for
a wide range of parameters. The amplitude of the singleharmonic response was found to be single valued for all the cases investigated.
The stability of the orbits was determined by computing the Floquet multipliers via MATCONT [49]. For the parameter ranges studied no
unstable orbits were detected.
Fig. 8 shows a comparison of the response curves obtained by the map and the KBM method for = 0.6 and A varied between 0.1
and 0.8.
The amplitude is obtained fromthe orbit of the map by using the relation R = (x
I
x
III
)/2. It was found that the orbits of the map
are symmetric and R is almost equal to x
I
. Fig. 8 also shows the socalled backbone curve obtained by using the KBM method. This curve
shown by the dotted line in the Figure is the locus of resonance frequencies and the corresponding response amplitudes for varying A. It
1776 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
0 0.5 1 1.5
2
4
6
8
10
12
0
14
x
I
0.15 0.2 0.25 0.3 0.35
x
I
2
2.5
3
3.5
(a) Primary and secondary resonances. (b) A magnified view of the subharmonic responses.
Fig. 9. Comparison of response curves obtained by using the KBMmethod (shown by circles) and the maps (shown by solid line) for a case with subharmonic resonance;
= 0.3, A = 1.6.
can be seen that the curve obtained by the KBM method approximates the exact resonance frequency and amplitudes to a good degree of
accuracy for values of away from resonance. This deviation was expected since the oneterm expansions are only uniformly valid away
from resonance.
Even though the exact response curves shown in Fig. 8 consist solely 1T periodic orbits, where T is the period of excitation, it was
also observed that for many cases the exact response displays several subharmonic resonances. Fig. 9(a) and (b) compare the response
amplitude obtained by averaging and our exact method for a case with subharmonic resonance. Near subharmonic resonances the
steadystate no longer consists of only one frequency component as assumed in the KBM method, and thus this solution does not capture
the steadystate response accurately for such cases. Fig. 10 shows a comparison of the steadystate orbits away from and near the
subharmonic resonances. It is evident from the Fourier spectrum of x(t) that multiple frequency components are present in the response
near the subharmonic resonances.
Since the map is discontinuous, the higher period orbits are not born via any classical bifurcations of the map. For this reason
MATCONT was not able to continue the fixed points over certain parameter values in several cases. The response curve shown in Fig. 9(a)
corresponds to higher period orbits for some parameter values and was completed by using orbit diagrams. Fig. 11 shows the 2period orbit
of the map that exists near the first subharmonic resonance. Fig. 12 shows the response amplitude obtained from the orbit diagram
and the orbit diagram itself near the subharmonic resonances for = 0.3, A = 1.6.
The subharmonic resonances in the system are not limited to 1:5 or 1:7 resonances. In fact, for larger excitation magnitudes an
entire series of subharmonic resonances can be observed. In order to observe a range of subharmonic resonances it is required that
the amplitude of excitation be greater than 1, the reason being that if A < 1 then the steadystate consists of hysteretic oscillations only
for >
5
10
15
20
25
R
0
30
Fig. 14. Comparison of exact response curves obtained from the map with the those obtained by the KBM method. Solid lines: map, Dashed lines: KBM Method.
= 0.4, A varied from 2 to 10 in increments of 2.
(a) Steadystate orbit phase portrait. I II: solid circle,
II III: empty triangle, III IV: empty circle, IV I:
solid triangle. x = 12.3724, = 6.0230 at the IV I
transition.
(b) Frequency spectrum of steadystate x(t).
Fig. 15. 1:3 Subharmonic response for = 0.4, A = 6, = 0.275.
(a) Steadystate orbit phase portrait. I II: solid circle,
II III: empty triangle, III IV: empty circle, IV I:
solid triangle. x = 11.2013, = 6.2618 at the IV I
transition.
(b) Frequency spectrum of steadystate x(t).
Fig. 16. 1:5 Subharmonic response for = 0.4, A = 6, = 0.1643.
partition the A space into parts corresponding to regions that exhibit hysteretic oscillations in the steadystate and those that exhibit
conservative oscillations. Both estimates were seen to match well with the exact solution.
Acknowledgements
The authors thank the Department of Aerospace Engineering, Texas A&M University and the US Air Force Office of Scientific Research
(Grant No. AFOSR060787) for providing financial support for this study.
1780 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
(a) Steadystate orbit phase portrait. I II: solid circle,
II III: empty triangle, III IV: empty circle, IV I:
solid triangle. x = 10.4801, = 0.0980 at one IV I
transition.
(b) Frequency spectrum of steadystate x(t).
Fig. 17. 1:7 Subharmonic response for = 0.4, A = 6, = 0.1168.
(a) Steadystate orbit phase portrait. I II: solid circle,
II III: empty triangle, III IV: empty circle, IV I:
solid triangle. x = 10.0405, = 6.1064 at the IV I
transition.
(b) Frequency spectrum of steadystate x(t). First few odd
multiples of are marked by solid circles.
Fig. 18. 1:9 Subharmonic response for = 0.4, A = 6, = 0.0940.
(a) Case I: (x(0), x(0), (0), m(0)) = (2, 0, 3.8228, I). (b) Case II: (x(0), x(0), (0), m(0)) = (2, 0, 3.8229, I).
Fig. 19. Comparison of transient response for two closeby initial conditions. Note that in spite of different mode transition sequences the time response of x is almost the
same for both cases. I II: solid circles, II III: empty triangles, III II: empty squares, III IV: empty circles, IV I: solid triangles.
Appendix A. Root isolation
Here the problem of isolating the roots of the following equation is considered
g(z) = sin(z + ) + A sin(z) = 0, (30)
Root isolation means finding open intervals (z
1
, z
2
) such that g(z) has at most one zero in interval. Thus, within these intervals the roots
do not have any neighboring roots and are isolated. Once the roots are isolated it is a routine matter to find them to any desired accuracy
by using the bisection algorithm.
Consider two curves S
1
and S
2
defined as follows
S
1
: sin(z + ), (31)
S
2
: A sin(z). (32)
T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786 1781
(a) x(t) versus t. (b) x versus x(t).
Fig. 20. Steadystate solution for = 0.3, A = 1.6, = 1.5. I II: solid circle, II III: empty triangle, III IV: empty circle, IV I: solid triangle. At the IV I
transition x = 1.2375, = 3.0972.
(a) x(t) versus t. (b) x(t) versus t.
(c) x versus x. (d) F(x) versus x.
Fig. 21. Transient response with = 0.3, A = 3.65, = 1.2. Initial conditions: x(t
0
) = 1, x(t
0
) = 0, t
0
= /2, starting mode = I. The first 20 mode transitions are
shown. I II: solid circles, II III: empty triangles, III IV: empty circles, IV I: solid triangle.
Eq. (30) can then be written as S
1
= S
2
. Note that the structure of Eq. (30) is invariant under the operation of shifting S
1
and/or S
2
along
the zaxis and/or multiplying them by scalars.
Eq. (30) can have a root z
1
of multiplicity 2 if
sin(z
1
+ ) + A sin(z
1
) = 0, (33)
cos(z
1
+ ) + Acos(z
1
) = 0. (34)
However, the case with multiplicity of the root equal to greater than 3 is not interesting since it would demand that the following should
hold
sin(z
1
+ ) + A sin(z
1
) = 0,
cos(z
1
+ ) + Acos(z
1
) = 0,
sin(z
1
+ ) + A
2
sin(z
1
) = 0.
(35)
The necessary conditions for existence of solutions of Eq. (35) can be found to be = 1, A = 1 (assuming > 0). In this case, Eq. (30)
can be solved in closed form, thus the problem of root isolation is resolved. Next, the more interesting cases where the set (35) has no
solutions are considered.
1782 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
(a) x(t) versus t. (b) x(t) versus t.
(c) x versus x. (d) F(x) versus x.
Fig. 22. Transient response with = 0.7, A = 150, = 10. Initial conditions: x(t
0
) = 1, x(t
0
) = 0, t
0
= /2, starting mode = I. The first 20 mode transitions are
shown. I II: solid circles, I IV: solid squares, II III: empty triangles, III II: empty squares, III IV: empty circles, IV I: solid triangle.
(a) x(t) versus t. (b) Steadystate frequency spectrum of x(t). First few
odd multiples of are marked by solid circles.
(c) Magnified view of some mode transitions. (d) x(t) versus x(t).
Fig. 23. A 2period orbit for = 0.3, = 0.01, A = 20. I II: solid circle, I IV: solid square, II III: empty triangle, III II: empty square, III IV: empty circle,
IV I: solid triangle. x = 28.0901, = 6.2163 at one IV I transition.
T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786 1783
(a) x(t) versus t. (b) Steadystate frequency spectrum of x(t). First few odd
multiples of are marked by solid circles.
(c) Magnified view of some mode transitions. (d) x(t) versus x(t).
Fig. 24. An 11period orbit for = 0.3, = 0.002, A = 20. I II: solid circle, I IV: solid square, II III: empty triangle, III II: empty square, III IV: empty
circle, IV I: solid triangle. x = 27.8754, = 6.1453 at one IV I transition.
(a) x(t) versus t. (b) Steadystate frequency spectrum of x(t). First few
odd multiples of are marked by solid circles.
(c) Magnified view of some mode transitions. (d) x(t) versus x(t).
Fig. 25. A 3period orbit for = 0.3, = 0.03, A = 10. I II: solid circle, I IV: solid square, II III: empty triangle, III II: empty square, III IV: empty circle,
IV I: solid triangle. x = 13.9895, = 0.0756 at one IV I transition.
1784 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
(a) Scale and shift construction.
(b) Moving 2 roots closer by shifts.
Fig. 26. Constructions 1 and 2.
(a) Case 1. (b) Case 2.
Fig. 27. Moving three roots closer by using the scale and shift construction.
Proposition 2. If > 1 then Eq. (30) has at most two roots between adjacent peaks and zeros of sin(z), if < 1 then Eq. (30) has at most
two roots between the adjacent peaks and zeros of sin(z + ).
Proof. As shown in Fig. 26, given a sinusoidal curve C
1
and a point o on the curve it is always possible to construct another sinusoidal
curve C
2
with the same frequency such that the two curves intersect at o and within the quarter period of C
2
that contains o the curve C
2
lies above C
1
on one side of o and below it on the other side. The construction shown in Fig. 26 will be referred to as the scale and shift
construction. This construction will be used to prove the claim using a contradiction.
Suppose > 1 (the case with < 1 can he handled similarly). Let if possible S
1
and S
2
intersect three times between an adjacent peak
and zero of S
2
(see Fig. 27). Then one can use the scale and shift construction to construct another curve S
3
such that S
1
and S
3
intersect
three times between an adjacent peak and zero of S
3
and the intersections are closer to each other as compared to the intersections of
S
1
and S
2
. By continuing this construction the intersections can be made to come arbitrarily close to each other, thus creating a root of
Eq. (30) with multiplicity 3, which is a contradiction since the construction of scaling and shifting does not alter the structure of Eq. (30).
These arguments can be put in rigorous terms as follows.
Let z
l
, z
m
, z
r
be the three intersections of S
1
and S
2
. Since S
2
is monotonic in the considered interval, without the loss of generality it
can be assumed to be decreasing. It follows that if z
l
< z
m
< z
r
then S
2
(z
l
) < S
2
(z
m
) < S
2
(z
r
). By construction S
3
satisfies the following
S
3
(z
l
) > S
2
(z
l
),
S
3
(z
m
) = S
2
(z
m
),
S
3
(z
r
) < S
2
(z
r
).
(36)
Since the deformation of S
2
into S
3
can be continuous, it follows that S
3
can be chosen to be such that S
3
and S
2
are on the same side of
S
1
in a sufficiently small interval around z
m
. Then, by continuity S
3
and S
1
should have at least one intersection between z
m
and z
l
, and at
least one intersection between z
m
and z
r
. Finally, since it is possible to construct S
3
such that there are no intersections other than z
m
(by
T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786 1785
Proposed Algorithm
Typical RungeKutta Scheme
10
10
10
0
10
3
10
2
10
1
C
o
m
p
u
t
a
t
i
o
n
a
l
E
f
f
o
r
t
10
4
10
0
Fig. 28. Comparison of computational effort of the proposed algorithm with a typical RungeKutta algorithm. p = 0.25 is used for the RungeKutta algorithm and a time
interval of unit length (T = 1) is considered for both cases.
choosing a large enough scaling factor), therefore, by continuity, there should exist a scaling at which the intersections are arbitrarily close
(after which two of them collide and annihilate each other). This, however, leads us to a contradiction, and hence the claim must be true.
Note: Similar arguments can be made for other types of intersections of curves. See Fig. 27(b) for example. In this case S
1
is scaled and
shifted.
Using Proposition 2 it is possible to isolate roots of Eq. (30) in pairs of two. Even though it is an enormous simplification, methods like
bisection can be used only if the individual roots can be isolated. A methodology for isolating the individual roots is presented next.
Note that if there are two intersections of the curves S
1
and S
2
in a quarter period of the curve with the higher frequency then
these intersections can be made to come arbitrarily close to each other by shifting one of the curves. This construction, called the shift
construction, is depicted in Fig. 26(b). Thus, if there are two intersections of the curves between an adjacent zero and peak of the curve
with the higher frequency then there exists some shift for which Eq. (30) has a root of multiplicity 2. Therefore, there can be two roots
of Eq. (30) in the quarter period of the curve with the higher frequency only if Eq. (30) has a root of multiplicity 2 for some . It is easy to
show that the following are necessary conditions for existence of a root of multiplicity 2 of Eq. (30)
A
2
> 1, 1 > A
2
2
; for < 1,
A
2
< 1, 1 < A
2
2
; for > 1.
(37)
If Conditions (37) are not satisfied then the roots of Eq. (30) can be isolated using Proposition 2. In that case the following intervals contain
unique roots of Eq. (30)
I
n
= (z
n
, z
in
), z
n
= +
n
2
; for < 1,
I
n
= (z
n
, z
in
), z
n
=
n
2
; for > 1.
(38)
If Conditions (37) are indeed satisfied then Proposition 2 needs to be strengthened. Note that the derivative of Eq. (30) vanishes when
cos(z + ) + Acos(z) = 0. (39)
Eq. (39) has the same structure as Eq. (30) and thus its zeros can be isolated (at least in pairs) using the same arguments. Note that the
intervals I
n
are the same for Eqs. (30) and (39). Further, it is easy to show that the following are necessary conditions for the existence of
a root of multiplicity 2 of Eq. (39)
A
2
2
> 1, 1 > A
2
4
; for < 1,
A
2
2
< 1, 1 < A
2
4
; for > 1.
(40)
It easily follows that Conditions (37) and (40) cannot hold simultaneously. Thus, if there exist two roots of Eq. (30) in the intervals I
n
, the
Eq. (39) has a unique root in those intervals. Finally, since the roots of Eq. (30) are necessarily separated by roots of Eq. (39), therefore the
individual roots of Eq. (30) can be isolated by using Proposition 2 and the above stated arguments.
Appendix B. Complexity of exact solution algorithm
The complexity of the exact solution algorithmpresented in Section 3.1.1 is discussed here. The number of intervals containing at most
two roots of df /dz (see Section 3.1.1) is a linear function of the total time over which the solution is sought. Within each of these intervals
the bisection algorithm is to be used to find all the zeros of f (z) in the interval. Each use of the bisection algorithm requires O(log(1/))
function evaluations, where is the ratio of the length of the final bisection interval to the initial interval. By definition < 1, and it is a
measure of the accuracy of the solution. Thus, the overall complexity of the algorithm is T log(1/), where T is the length of the interval
1786 T. KalmrNagy, A. Shekhawat / Physica D 238 (2009) 17681786
over which the solution is sought. As a comparison, the complexity of typical RungeKuttatype small time increment methods is T/
p
with 0 < p < 1. Fig. 28 shows the comparison of computational effort involved in achieving similar solution accuracy with the proposed
algorithm and a typical RungeKutta one with p = 0.25. It is seen that for achieving any reasonable accuracy the RungeKutta algorithm
needs several orders more function calls. Even though the figure shows a region of lower accuracy where the traditional method is more
efficient than the proposed one, this region is of little practical interest.
In this section the typical transient and steadystate response of Eq. (1) is presented. The response is obtained by using A comparison
of the exact results with those obtained by the asymptotic analysis is also presented.
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