SECOND ORDER SYSTEMS
• State/Phase portraits
• Vector Fields
• Isoclines
• Some Analytical Methods
• Phase portraits in Linear Case
• Bang-Bang Control
• Linearization and Phase Portraits
• Poincaré-Bendixson Theory (Limit cycles)
• Index Theory
1
2
Not always
possible !
3
Not always
possible !
4
5
6
• State plane
• Direction of flow?
7
9
10
11
• clockwise motion !
12
• phase plane : to estimate the time
13
• phase plane : to estimate the time
14
• phase plane : to estimate the time
Estimating periods…
15
• phase plane : to estimate the time
Estimating periods…
16
• phase plane : to estimate the time
Estimating periods…
17
Cover the plane :
Vector field !
20
21
22
23
24
25
26
27
28
GEORG DUFFİNG Balthasar van der Pol
(1861-1944) (1889 – 1959)
29
30
31
• Sometimes works !
32
• Sometimes works !
33
• Sometimes works !
34
: # of predators
: # of preys
interaction
35
: # of predators
: # of preys
interaction
not integrable in this form !
36
: # of predators
: # of preys
interaction
not integrable in this form !
37
38
39
40
41
42
43
44
45
46
47
fast slow
48
fast slow
49
fast slow
50
fast slow
• Reverse the directions !
51
fast slow
• Reverse the directions !
52
slow fast
53
slow fast
54
Why Saddle ?
55
Why Saddle ?
56
57
slow fast
slow fast
slow fast
slow fast
slow fast
62
slow fast
63
slow fast
64
slow fast
65
slow
fast
66
slow
fast
67
slow
fast
68
slow
fast
69
70
71
72
73
74
75
76
• Reverse the directions !
77
78
79
80
81
82
83
84
85
86
87
88
89
Stable Focus Unstable Focus Center
90
Stable Focus Unstable Focus Center
91
92
93
94
95
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule
96
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule
97
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule
98
• A SOLUTION : Draw the phase portraits for various u
• Try to find an appropriate switching rule
99
100
101
T=1
102
T=1
103
104
105
T=-1
106
T=-1
107
108
109
Switching Curve S
110
Switching Curve S
111
T=1 T= -1
112
T=1 T= -1
113
T=1 T= -1
Apply
T= -1
114
T=1 T= -1
Apply
T= -1
115
T=1 T= -1
Apply
T= -1
Switch
T=1 116
T=1 T= -1
Apply
T= -1
Switch
T=0
Switch
T1 117
T=1 T= -1
Apply
T= -1
Switch
T=0
Apply
T=1
Switch
T=1 118
T=1 T= -1
Apply
T= -1
Switch
T=0
Apply
T=1
Switch
T=1 119
T=1 T= -1
Switch
T=-1
Apply
T= -1
Switch
T=0
Apply
T=1
Switch
T=1 120
121
T= -1
T=1
122
123
[Link]
Fly Me to the Moon - Then and Now
124
[Link]
Fly Me to the Moon - Then and Now
The Optimal Controller
125
[Link]
ysfBl5uRGKaqt_YlDfsQk0EsGo&index=9
126
127
(Taylor Series expansion)
(Taylor Series expansion)
(Taylor Series expansion)
JACOBIAN MATRIX 131
QUESTION : Similar Behavior?
132
QUESTION : Similar Behavior?
133
QUESTION : Similar Behavior?
134
135
136
137
138
139
140
141
Slide 68
142
143
144
145
Slide 65
146
147
148
149
?
150
151
without saturation
without saturation
with saturation
without saturation
with saturation
v=4y
without saturation
154
without saturation
with saturation
v=4y
without saturation with saturation
155
Assume : r=0 ,
Assume : r=0 ,
Assume : r=0 ,
without saturation
Assume : r=0 ,
without saturation
159
Assume : r=0 ,
without saturation
160
with saturation
161
with saturation
as before
with saturation
as before
with saturation
as before 164
with saturation
as before 165
with saturation
as before due to saturation 166
167
168
169
Nonlinear Case ?
[Link]
170
171
172
How to predict the limit cycle? original dynamics
• Analytical ?
173
How to predict the limit cycle? original dynamics
• Analytical ?
• Coordinate change ?
174
How to predict the limit cycle? original dynamics
• Analytical ?
• Coordinate change ?
175
How to predict the limit cycle? original dynamics
• Analytical ?
• Coordinate change ?
176
How to predict the limit cycle? original dynamics
• Analytical ?
• Coordinate change ?
transformed dynamics
can be solved !
177
178
179
180
181
182
183
184
• Can we give conditions for nonexistence
of periodic solutions ?
185
• Can we give conditions for nonexistence
of periodic solutions ?
• PROOF : Depends of Green’s formula, or divergence theorem
186
187
Characteristic
polynomial
188
periodic solutions
Characteristic
polynomial
189
periodic solutions
Characteristic
polynomial
periodic solutions
190
periodic solutions
Characteristic
polynomial
periodic solutions
Bendixson’s Theorem :
191
192
193
194
195
• How to show that solutions remain in a bounded region?
• Use Vector field !
Solutions cannot escape from these regions !
196
• How to show that solutions remain in a bounded region?
• Use Vector field !
Solutions cannot escape from these regions !
197
• Use radial dynamics !
198
• Use radial dynamics !
• Equilibrium points inside ? :
• Show that either there is NO equilibrium point inside
• or show that if there is, its UNSTABLE!
199
• Use radial dynamics !
• Equilibrium points inside ? :
• Show that either there is NO equilibrium point inside
• or show that if there is, its UNSTABLE!
200
Region ?
Region ?
202
Region ?
203
Region ?
Equilibrium point?
204
Region ?
Equilibrium point?
205
Region ?
Equilibrium point?
• Conclusion : No equilibrium point inside..
• Poincaré-Bendixson implies a limit cycle inside ! 206
Show that the only equilibrium is
207
Show that the only equilibrium is
208
Show that the only equilibrium is
209
Show that the only equilibrium is
210
211
• Solutions remain inside
• Eql. Point is UNSTABLE
• Poincaré-Bendixson implies a limit cycle inside !
212
• Solutions remain inside
• Eql. Point is UNSTABLE
• Poincaré-Bendixson implies a limit cycle inside !
213
Ivar Otto Bendixson Henri Poincaré
1861-1935 1854-1912
Swedish Mathematician French Mathematician
physicist, engineer.
philosopher…
214
• Index Theorems
215
• Index Theorems
216
• Index Theorems
217
• Index Theorems
218
219
• Predator-Prey system Eql. points
220
• Predator-Prey system Eql. points
saddle
center
221
• Predator-Prey system Eql. points
saddle
center
• Conclusion : If there is a periodic orbit, it must enclose ONLY
222
223
• Duffing Oscillator
saddle
center
• If there is a periodic orbit, it cannot enclose only
•it may enclose only , only , or all three……
224
225
