CHAPTER Nonlinear Oscillations and Chaos 4.1 Introduction The discussion of oscillators in Chapter 3 was limited to linear systems. When pressed to divulge greater detail, however, nature insists of being nonlinear; ex- amples are the flapping of a flag in the wind, the dripping of a leaky water faucet, and the oscillations of a double pendulum. The techniques learned thus far for linear systems may not be useful for nonlinear systems, but a large num- ber of techniques have been developed for nonlinear systems, some of which we address in this chapter. We use numerical techniques to solve some of the non- linear equations in this chapter. The equation of motion for the damped and driven oscillator of Chapter 3 moving in only one dimension can be written as mE + F(X) + g(x) = h(D (4.1) If /(3) or g(x) contains powers of # or x, respectively, higher than linear, then the physical system is nonlinear. Complete solutions are not always available for Equation 4.1, and sometimes special treatment is needed to solve such equa- tions. For example, we can learn much about a physical system by considering the deviation of the forces from linearity and by examining phase diagrams. Such a system is the simple plane pendulum, a system that is linear only when small oscillations are assumed. In the beginning of the nineteenth century, the famous French mathemati- cian Pierre Simon de Laplace espoused the view that if we knew the position and velocities of all the particles in the universe, then we would know the future for all time. This is the deterministic view of nature. In recent years, researchers in 1444.1 INTRODUCTION 145 many disciplines have come to realize that knowing the laws of nature is not enough. Much of nature seems to be chaotic. In this case, we refer to determin- istic chaos, as opposed to randomness, to be the motion of a system whose time evo- lution has a sensitive dependence on initial conditions. The deterministic develop- ment refers to the way a system develops from one moment to the next, where the present system depends on the one just past in a welldetermined way through physical laws. We are not referring to a random process in which the present system has no causal connection to the previous one (e.g., the flipping of a coin) Measurements made on the state of system at a given time may not allow us to predict the future situation even moderately far ahead, despite the fact that the governing equations are known exactly. Deterministic chaos is always associated with a nonlinear system; nonlinearity is a necessary condition for chaos but not a sufficient one. Chaos occurs when a system depends in a sensitive way on its pre- vious state. Even a tiny effect, such as a butterfly flying nearby, may be enough to vary the conditions such that the future is entirely different than what it might have been, notjust a tiny bit different. The advent of computers has allowed chaos to be studied because we now have the capability of performing calculations of the time evolution of the properties of a system that includes these tiny variations in the initial conditions. Chaotic systems can only be solved numerically, and there are no simple, general ways to predict when a system will exhibit chaos. Chaotic phenomena have been uncovered in practically all areas of science and engineering—in irregular heartbeats; the motion of planets in our solar sys- tem; water dripping from a tap; electrical circuits; weather patterns; epidemics; changing populations of insects, birds, and animals; and the motion of electrons in atoms. The list goes on and on. Henri Poincaré* is generally given credit for first recognizing the existence of chaos during his investigation of celestial me- chanics at the end of the nineteenth century. He came to the realization that the motion of apparently simple systems, such as the planets in our solar system, can be extremely complicated. Although various investigators also eventually came to understand the existence of chaos, tremendous breakthroughs did not hap- pen until the 1970s, when computers were readily available to calculate the long- time histories required to document the behavior. The study of chaos has become widespread, and we will only be able to look at the rudimentary aspects of the phenomena. Specialized textbooks on the subject have become abundant for those desiring further study. For example, space does not permit us to discuss the fascinating area of fractals, the compli cated patterns that arise from chaotic processes. “Henri Poincaré (1854-1912) was a mathematician who could also be considered a physicist and philosopher. His career spanned the era when classical mechanies was at its height, soon to be over- taken by relativity and quantum mechanics. He searched for precise mathematical formulas that ‘would allow him to understand the dynamic stability of systems. ‘Particularly useful books are by Baker and Gollub (Ba96), Moon (Mo92), Hilborn (Hi00), and ogatz (S94).146 4/ NONLINEAR OSCILLATIONS AND CHAOS 4.2 Nonlinear Oscillations Consider a potential energy of the parabolic form L Ux) = gh (4.2) Then the corresponding force is F(x) = —kx (4.3) This is just the case of simple harmonic motion discussed in Section 3.2. Now, suppose a particle moves in a potential well, which is some arbitrary function of distance (as in Figure 4-1). Then, in the vicinity of the minimum of the well, we usually approximate the potential with a parabola. Therefore, if the energy of the particle is only slightly greater than Upin, only small amplitudes are possible and the motion is approximately simple harmonic. If the energy is appreciably greater than Unig, 8o that the amplitude of the motion cannot be considered small, hen it may no longer be sufficiently accurate to make the approximation U(s) ~ dkx® and we must deal with a nonlinear force. In many physical situations, the deviation of the force from linearity is sym- ‘metric about the equilibrium position (which we take to be at x = 0). In such cases, the magnitude of the force exerted on a particle is the same at —x as at x; the direction of the force is opposite in the two cases. Therefore, in a symmetric situation, the first correction to a linear force must be a term proportional to x*;- hence, F(x) hx + ex! (4.4) where e is usually a small quantity. The potential corresponding to such a force is 1 1 5 kx? — Text 4.5) 9 ae (4.5) U(x) Ug) FIGURE 41 Arbitrary potential U(x) indicating a parabolic region where simple harmonic motion is applicable.