Nonlinear system

Nonlinear dynamics redirects here. For the journal,

see Nonlinear Dynamics (journal).
This article is about nonlinearity in mathematics,
physics and other sciences. For video and lm editing,
see Non-linear editing system. For other uses, see
nonlinearity (disambiguation).

Using a term like nonlinear science is like

referring to the bulk of zoology as the study of
non-elephant animals.
Stanislaw Ulam[2]

In physical sciences, a nonlinear system is a system in 1 Denition

which the output is not directly proportional to the input. Nonlinear problems are of interest to engineers, In mathematics, a linear function (or map) f (x) is one
physicists and mathematicians and many other scientists which satises both of the following properties:
because most systems are inherently nonlinear in nature.
Nonlinear systems may appear chaotic, unpredictable or
Additivity or superposition: f (x + y) = f (x) +
counterintuitive, contrasting with the much simpler linear
f (y);
systems.
Homogeneity: f (x) = f (x).
Typically, the behavior of a nonlinear system is described in mathematics by a nonlinear system of equations, which is a set of simultaneous equations in which Additivity implies homogeneity for any rational , and,
the unknowns (or the unknown functions in the case of for continuous functions, for any real . For a complex ,
dierential equations) appear as variables of a polynomial homogeneity does not follow from additivity. For examof degree higher than one or in the argument of a function ple, an antilinear map is additive but not homogeneous.
which is not a polynomial of degree one. In other words, The conditions of additivity and homogeneity are often
in a nonlinear system of equations, the equation(s) to be combined in the superposition principle
solved cannot be written as a linear combination of the
unknown variables or functions that appear in them. It
does not matter if nonlinear known functions appear in f (x + y) = f (x) + f (y)
the equations. In particular, a dierential equation is linear if it is linear in terms of the unknown function and its An equation written as
derivatives, even if nonlinear in terms of the other variables appearing in it.
f (x) = C
As nonlinear equations are dicult to solve, nonlinear
systems are commonly approximated by linear equations is called linear if f (x) is a linear map (as dened above)
(linearization). This works well up to some accuracy and and nonlinear otherwise. The equation is called homosome range for the input values, but some interesting phe- geneous if C = 0 .
nomena such as solitons, chaos[1] and singularities are
hidden by linearization. It follows that some aspects of The denition f (x) = C is very general in that x can be
the behavior of a nonlinear system appear commonly to any sensible mathematical object (number, vector, funcbe counterintuitive, unpredictable or even chaotic. Al- tion, etc.), and the function f (x) can literally be any
though such chaotic behavior may resemble random be- mapping, including integration or dierentiation with associated constraints (such as boundary values). If f (x)
havior, it is absolutely not random.
contains dierentiation with respect to x , the result will
For example, some aspects of the weather are seen to be be a dierential equation.
chaotic, where simple changes in one part of the system
produce complex eects throughout. This nonlinearity is
one of the reasons why accurate long-term forecasts are
2 Nonlinear algebraic equations
impossible with current technology.
Some authors use the term nonlinear science for the
Main article: Algebraic equation
study of nonlinear systems. This is disputed by others:
Main article: Systems of polynomial equations

NONLINEAR DIFFERENTIAL EQUATIONS

Nonlinear algebraic equations, which are also called however the lack of a superposition principle prevents the
polynomial equations, are dened by equating construction of new solutions.
polynomials to zero. For example,

4.1 Ordinary dierential equations

x2 + x 1 = 0 .

First order ordinary dierential equations are often exFor a single polynomial equation, root-nding algorithms actly solvable by separation of variables, especially for
can be used to nd solutions to the equation (i.e., sets autonomous equations. For example, the nonlinear equaof values for the variables that satisfy the equation). tion
However, systems of algebraic equations are more complicated; their study is one motivation for the eld of
algebraic geometry, a dicult branch of modern math- d u = u2
ematics. It is even dicult to decide whether a given al- d x
gebraic system has complex solutions (see Hilberts Null- has u = 1 as a general solution (and also u = 0 as a
stellensatz). Nevertheless, in the case of the systems with particular x+C
solution, corresponding to the limit of the gena nite number of complex solutions, these systems of eral solution when C tends to the innity). The equation
polynomial equations are now well understood and e- is nonlinear because it may be written as
cient methods exist for solving them.[3]

Nonlinear recurrence relations

A nonlinear recurrence relation denes successive terms

of a sequence as a nonlinear function of preceding
terms. Examples of nonlinear recurrence relations are
the logistic map and the relations that dene the various Hofstadter sequences. Nonlinear discrete models
that represent a wide class of nonlinear recurrence relationships include the NARMAX (Nonlinear Autoregressive Moving Average with eXogenous inputs) model and
the related nonlinear system identication and analysis
procedures.[4] These approaches can be used to study a
wide class of complex nonlinear behaviors in the time,
frequency, and spatio-temporal domains.

Nonlinear dierential equations

A system of dierential equations is said to be nonlinear

if it is not a linear system. Problems involving nonlinear
dierential equations are extremely diverse, and methods
of solution or analysis are problem dependent. Examples
of nonlinear dierential equations are the NavierStokes
equations in uid dynamics and the LotkaVolterra equations in biology.
One of the greatest diculties of nonlinear problems is
that it is not generally possible to combine known solutions into new solutions. In linear problems, for example,
a family of linearly independent solutions can be used
to construct general solutions through the superposition
principle. A good example of this is one-dimensional
heat transport with Dirichlet boundary conditions, the solution of which can be written as a time-dependent linear combination of sinusoids of diering frequencies;
this makes solutions very exible. It is often possible to
nd several very specic solutions to nonlinear equations,

du
+ u2 = 0
dx
and the left-hand side of the equation is not a linear function of u and its derivatives. Note that if the u2 term
were replaced with u, the problem would be linear (the
exponential decay problem).
Second and higher order ordinary dierential equations
(more generally, systems of nonlinear equations) rarely
yield closed form solutions, though implicit solutions and
solutions involving nonelementary integrals are encountered.
Common methods for the qualitative analysis of nonlinear
ordinary dierential equations include:
Examination of any conserved quantities, especially
in Hamiltonian systems.
Examination of dissipative quantities (see Lyapunov
function) analogous to conserved quantities.
Linearization via Taylor expansion.
Change of variables into something easier to study.
Bifurcation theory.
Perturbation methods (can be applied to algebraic
equations too).

4.2 Partial dierential equations

See also: List of nonlinear partial dierential equations
The most common basic approach to studying nonlinear
partial dierential equations is to change the variables
(or otherwise transform the problem) so that the resulting
problem is simpler (possibly even linear). Sometimes, the

4.3

Pendula

equation may be transformed into one or more ordinary

dierential equations, as seen in separation of variables,
which is always useful whether or not the resulting ordinary dierential equation(s) is solvable.

Another common (though less mathematic) tactic, often

seen in uid and heat mechanics, is to use scale analysis
to simplify a general, natural equation in a certain specic boundary value problem. For example, the (very)
nonlinear Navier-Stokes equations can be simplied into
one linear partial dierential equation in the case of transient, laminar, one dimensional ow in a circular pipe; the
scale analysis provides conditions under which the ow is
laminar and one dimensional and also yields the simplied equation.

rigid massless rod

Other methods include examining the characteristics and

using the methods outlined above for ordinary dierential
equations.

4.3

gravity

hinge

Pendula

Main article: Pendulum (mathematics)

A classic, extensively studied nonlinear problem is the
dynamics of a pendulum under the inuence of gravity.
Using Lagrangian mechanics, it may be shown[5] that
the motion of a pendulum can be described by the
dimensionless nonlinear equation
d2
+ sin() = 0
dt2
where gravity points downwards and is the angle the
mass
pendulum forms with its rest position, as shown in the gure at right. One approach to solving this equation is to
use d/dt as an integrating factor, which would eventually yield
Illustration of a pendulum

= t + C1
C0 + 2 cos()

which is an implicit solution involving an elliptic integral.

This solution generally does not have many uses because most of the nature of the solution is hidden in the
nonelementary integral (nonelementary even if C0 = 0 ).

would be at = , corresponding to the pendulum being

straight up:

d2
+ =0
dt2

Another way to approach the problem is to linearize any

nonlinearities (the sine function term in this case) at the
various points of interest through Taylor expansions. For
example, the linearization at = 0 , called the small angle
approximation, is

since sin() for . The solution to this

problem involves hyperbolic sinusoids, and note that unlike the small angle approximation, this approximation is
unstable, meaning that || will usually grow without limit,
though bounded solutions are possible. This corresponds
to the diculty of balancing a pendulum upright, it is literally an unstable state.

d2
+ =0
dt2

One more interesting linearization is possible around =

/2 , around which sin() 1 :

since sin() for 0 . This is a simple harmonic oscillator corresponding to oscillations of the pendulum near the bottom of its path. Another linearization

d2
+ 1 = 0.
dt2

SOFTWARE FOR SOLVING NONLINEAR SYSTEMS

6 Examples of nonlinear equations

AC power ow model
Algebraic Riccati equation
Ball and beam system
Bellman equation for optimal policy
Boltzmann transport equation
Colebrook equation
General relativity
GinzburgLandau equation
NavierStokes equations of uid dynamics
Kortewegde Vries equation
Nonlinear optics
Nonlinear Schrdinger equation
Richards equation for unsaturated water ow
Robot unicycle balancing
Linearizations of a pendulum

This corresponds to a free fall problem. A very useful

qualitative picture of the pendulums dynamics may be
obtained by piecing together such linearizations, as seen
in the gure at right. Other techniques may be used to
nd (exact) phase portraits and approximate periods.

SineGordon equation
LandauLifshitzGilbert equation
Ishimori equation
Van der Pol equation
Linard equation

Types of nonlinear behaviors

Vlasov equation

Classical chaos the behavior of a system cannot be See also the list of nonlinear partial dierential equations
predicted.
Multistability alternating between two or more exclusive states.
Aperiodic oscillations functions that do not repeat values after some period (otherwise known as
chaotic oscillations or chaos).
Amplitude death any oscillations present in the
system cease due to some kind of interaction with
other system or feedback by the same system.
Solitons self-reinforcing solitary waves

7 Software for solving nonlinear

systems
interalg A solver from OpenOpt / FuncDesigner
frameworks for searching either any or all solutions
of nonlinear algebraic equations system
A collection of non-linear models and demo applets
(in Monash Universitys Virtual Lab)
FyDiK Software for simulations of nonlinear dynamical systems

See also

11 External links

Aleksandr Mikhailovich Lyapunov

Command and Control Research Program (CCRP)

Dynamical system

New England Complex Systems Institute: Concepts

in Complex Systems

Initial condition
Interaction

Nonlinear Dynamics I: Chaos at MITs OpenCourseWare

Linear system

Nonlinear Models Nonlinear Model Database of

Physical Systems (MATLAB)

Mode coupling

The Center for Nonlinear Studies at Los Alamos National Laboratory

Vector soliton
Volterra series

References

[1] Nonlinear Dynamics I: Chaos at MITs OpenCourseWare

[2] http://www.nature.com/nature/journal/v432/n7016/full/
432455a.html
[3] Lazard, D. (2009). Thirty years of Polynomial System
Solving, and now?". Journal of Symbolic Computation 44
(3): 222231. doi:10.1016/j.jsc.2008.03.004.
[4] Billings S.A. Nonlinear System Identication: NARMAX Methods in the Time, Frequency, and SpatioTemporal Domains. Wiley, 2013
[5] David Tong: Lectures on Classical Dynamics

10

Further reading

Diederich Hinrichsen and Anthony J. Pritchard

(2005). Mathematical Systems Theory I - Modelling, State Space Analysis, Stability and Robustness.
Springer Verlag. ISBN 9783540441250.
Jordan, D. W.; Smith, P. (2007). Nonlinear Ordinary Dierential Equations (fourth ed.). Oxford
University Press. ISBN 978-0-19-920824-1.
Khalil, Hassan K. (2001). Nonlinear Systems. Prentice Hall. ISBN 0-13-067389-7.
Kreyszig, Erwin (1998). Advanced Engineering
Mathematics. Wiley. ISBN 0-471-15496-2.
Sontag, Eduardo (1998). Mathematical Control
Theory: Deterministic Finite Dimensional Systems.
Second Edition. Springer. ISBN 0-387-98489-5.

12

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12.1

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