Applied Mathematical Sciences
Volume 64
Editors
F. John J. E. Marsden L. Sirovich Advisors
M. Ghil J. K. Hale J. Keller K. Kirchgassner B. Matkowsky J. T. Stuart A. Weinstein
c.s. Hsu
Cell-to-Cell Mapping
A Method of Global Analysis for Nonlinear Systems
With 125 Illustrations
Springer Science+Business Media, LLC
C. S. Hsu
Department of Mechanical Engineering University of California
Berkeley, CA 94720 U.S.A.
Editors F.John
Courant Institute of Mathematical Sciences New York University New York, NY 10012 U.S.A.
AMS Classification: 58FXX
J. E. Marsden Department of
Mathematics University of
California Berkeley, CA 94720 U.S.A.
Library of Congress Cataloging-in-Publication Data Hsu, e.S. (Chieh Su)
Cell-to-cell mapping.
(Applied mathematical sciences; v. 64) Bibliography: p.
Includes index.
1. Global analysis (Mathematics) 2. Mappings (Mathematics) 3. Nonlinear theories. I. Title.
II. Series: Applied mathematical sciences (Springer-Verlag New York Inc.); v. 64.
QA1.A647 vol. 64 [QA614] 510 s [514'.74] 87-12776
L. Sirovich Division of Applied
Mathematics Brown University Providence, RI 02912 U.S.A.
© 1987 by Springer Science+Business Media New York Originally published by Springer-Verlag New York, Inc. in 1987
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9 8 7 6 5 4 3 2 1
ISBN 978-1-4419-3083-5 ISBN 978-1-4757-3892-6 (eBook) DOI 10.1007/978-1-4757-3892-6
Preface
For many years, I have been interested in global analysis of nonlinear systems.
The original interest stemmed from the study of snap-through stability and jump phenomena in structures. For systems of this kind, where there exist multiple stable equilibrium states or periodic motions, it is important to examine the domains of attraction of these responses in the state space. It was through work in this direction that the cell-to-cell mapping methods were introduced. These methods have received considerable development in the last few years, and have also been applied to some concrete problems. The results look very encouraging and promising.
However, up to now, the effort of developing these methods has been by a very small number of people. There was, therefore, a suggestion that the published material, scattered now in various journal articles, could perhaps be pulled together into book form, thus making it more readily available to the general audience in the field of nonlinear oscillations and nonlinear dynamical systems. Conceivably, this might facilitate getting more people interested in working on this topic. On the other hand, there is always a question as to whether a topic (a) holds enough promise for the future, and (b) has gained enough maturity to be put into book form. With regard to (a), only the future will tell. With regard to (b), I believe that, from the point of view of both foundation and methodology, the methods are far from mature.
However, sufficient development has occurred so that there are now practical and viable methods of global analysis for certain problems, and the maturing process will certainly be hastened if more people do become interested.
In organizing and preparing the manuscript, I encountered several difficult problems. First, as cell mapping methods are quite different from the classical modes of analysis, there is not a set pattern of exposition to follow. Also, the two cell mapping methods, simple and generalized, make use of techniques
vi Preface
from different areas of mathematics; it is, therefore, difficult to set up a smooth flow pattern for the analytical development. To help the reader, I have elected to begin with an Introduction and Overview chapter, which explains how the various parts of the book fit together. The coverage within this chapter is such that Section l.N gives an overview of the material in Chapter N.
The other difficult problems were connected with the mathematical back- ground needed by the reader for the development of the methods. For simple cell mapping, the concept of simplexes from topology is important. For generalized cell mapping, the theory of Markov chains is essential. Both topics are very well covered in many excellent mathematical books, but, unfortu- nately, they are usually not parts of our regular engineering and applied science curricula. This situation leads to a somewhat arbitrary choice on my part with regard to how much elementary exposition of these topics to include in the manuscript and how much to refer to the outside source books. It is hoped that sufficient introductory material has been provided so that a reader with the mathematical background of a typical U.S. engineering graduate student can follow the development given in this book. As far as the back- ground knowledge on nonlinear systems is concerned, some acquaintance with the results on multiple solutions, stability, and bifurcation from classical analysis is assumed.
This book is intended to introduce cell-to-cell mapping to the reader as a method of global analysis of nonlinear systems. There are essentially three parts in the book. The first part, consisting of Chapters 2 and 3, discusses point mapping to provide a background for cell mapping. The second part, from Chapters 4 to 9, treats simple cell mapping and its applications. General- ized cell mapping is then studied in the third part, from Chapters 10 to 13.
The discussions on methodologies of simple and generalized cell mapping culminate in an iterative method of global analysis presented in Chapter 12.
As far as the reading sequence is concerned, my suggestions are as follows.
A reader who is very familiar with point mapping can skip Chapters 2 and 3.
He can return to these chapters later when he wants to compare the cell mapping results with the point mapping results for certain problems. A reader who is not interested in the index theory of simple cell mapping can skip Chapter 6. A reader who is familiar with Markov chains can skip Section 10.4.
Since cell mapping methods are fairly recent developments, they have not received the rigorous test of time. Therefore, there are possibly inadequacies and undetected errors in the analysis presented in the book. I shall be most grateful if the readers who notice such errors would kindly bring them to my attention.
During the last few years when working on cell mapping, I have benefited greatly through discussions with many people. They include Dr. H. M. Chiu (University of California, Berkeley), Professors H. Flashner and R. S. Guttalu (University of Southern California), Mr. R. Y. Jin (Peking), Professor E. 1.
Kreuzer (University of Stuttgart), Dr. W. H. Leung (Robert S. Cloud Associ- ates), Dr. A. Polchai (Chiengmai University, Thailand), Dr. T. Ushio (Kobe
Preface vii
University), Mr. W. H. Zhu (Zhejiang University, China), and Mr. J. X. Xu (Sian Jiaotong University, China). I am particularly grateful to M. C. Kim, W. K. Lee, and J. Q. Sun (University of Cal ifomi a, Berkeley) who, in addition, read the manuscript and made numerous suggestions for improvements. I also wish to acknowledge the continual support by the National Science Founda- tion for the development of much of the material on cell mapping presented in this book. The aid received during preparation of the manuscript from IBM Corporation through its DACE Grant to the University of California, Berkeley is also gratefully acknowledged.
c.
S. HsuContents
Preface
CHAPTER 1
Introduction and Overview 1.1. Introduction
1.2. Point Mapping
1.3. Impulsive Parametric Excitation Problems 1.4. Cell State Space and Simple Cell Mapping 1.5. Singularities of Cell Functions
1.6. Index Theory for Simple Cell Mapping
1. 7. Characteristics of Singularities of Simple Cell Mapping 1.8. Algorithms for Simple Cell Mapping
1.9. Applications of Simple Cell Mapping 1.10. Generalized Cell Mapping
1.11. Algorithms for Generalized Cell Mapping 1.12. An Iterative Method of Global Analysis
1.13. Study of Strange Attractors by Generalized Cell Mapping 1.14. Other Topics of Study Using the Cell State Space Concept
CHAPTER 2 Point Mapping 2.1. Introduction
2.2. Periodic Solutions and Their Local Stability 2.3. Bifurcation and Birth of New Periodic Solutions 2.4. One-Dimensional Maps
2.5. Second Order Point Mapping 2.6. Domains of Attraction
2.7. Chaotic Motions: Liapunov Exponents
v
1 1 4 3 6 7 8 9 10 10 11 13 14 15 15
16 16 21 19 25 32 38 42
x
2.8. Index Theory of N-Dimensional Vector Fields 2.9. Index Theory of Point Mapping
CHAPTER 3
Analysis of Impulsive Parametric Excitation Problems by Point Mapping
3.1. Impulsively and Parametrically Excited Systems 3.2. Linear Systems: Stability and Response
3.3. A Mechanical System and the Zaslavskii Map 3.4. A Damped Rigid Bar with an Oscillating Support
3.5. A Two-Body System Under Impulsive Parametric Excitation
CHAPTER 4
Cell State Space and Simple Cell Mapping 4.1. Cell State Space and Cell Functions 4.2. Simple Cell Mapping and Periodic Motions 4.3. Bifurcation
4.4. Domains of Attraction
4.5. One-Dimensional Simple Cell Mapping Example 4.6. Two-Dimensional Linear Cel1-to-CC:ll Mappings
CHAPTER 5
Singularities of Cell Functions 5.1. One-Dimensional Cell Functions 5.2. Two-Dimensional Cell Functions 5.3. Simplexes and Barycentric Coordinates 5.4. Regular and Singular Cell Multiplets
5.5. Some Simple Examples of Singular Multiplets CHAPTER 6
Contents
43 46
48 48 49 51 68 77
85 85 88 90 91 91 93
98 98 100 106 108 113
A Theory of Index for Cell Functions 120
6.1. The Associated Vector Field of a Cell Function 120 6.2. The Index of an Admissible Jordan Cell Surface 120
6.3. Indices of Singular Multiplets 122
6.4. A Global Result of the Index Theory 123
6.5. Some Simple Examples 124
CHAPTER 7
Characteristics of Singular Entities of Simple Cell Mappings 127
7.1. Mapping Properties of a Cell Set 128
7.2. Neighborhood Mapping Properties of a Set 130 7.3. Characteristics of Singular Entities of Simple Cell Mappings 135 7.4. Some Applications of the Scheme of Singularity Characterization 137
Contents xi
CHAPTER 8
Algorithms for Simple Cell Mappings 139
8.1. Algorithms for Locating Singularities of Simple Cell Mappings 139 8.2. Algorithms for Global Analysis. of Simple Cell Mappings 146 8.3. A Complete Analysis of a Simple Cell Mapping 152
CHAPTER 9
Examples of Global Analysis by Simple Cell Mapping 153
9.1. Center Point Method 153
9.2. A Method ofCompactification 155
9.3. A Simple Point Mapping System 157
9.4. A van der Pol Oscillator 164
9.5. A Hinged Bar Under a Periodic Impulsive Load 167
9.6. A Hinged Bar with an Oscillating Support 171
9.7. Domains of Stability of Synchronous Generators 177 9.8. A Coupled Two Degree-of-Freedom van der Pol System 195
9.9. Some Remarks 207
CHAPTER 10
Theory of Generalized Cell Mapping 208
10.1. Multiple Mapping Image Cells and Their Probabilities 208
10.2. A Simple Example 210
10.3. Markov Chains 211
10.4. Elaboration on Properties of Markov Chains 221
10.5. Some Simple Examples 233
10.6. Concluding Remarks 242
CHAPTER 11
Algorithms for Analyzing Generalized Cell Mappings 244 11.1. Outline of the General Procedure and Notation 244
11.2. The Pre-Image Array 247
11.3. A Pair of Compatible SCM and GCM and a Preliminary
Analysis 248
11.4. Absorbing Cells 252
11.5. Searching for Other Persistent Groups 252
11.6. Determination of the Period of a Persistent Group 257 11.7. The Limiting Probability Distribution of a Persistent Group 260
11.8. Determination of the Transient Groups 262
11.9. Absorption Probability and Expected Absorption Time 263 11.10. Determination of Single-Domicile and Multiple-Domicile Cells 264 11.11. Variations of the Basic Scheme and Possible Improvements 266 11.12. Sampling Method of Creating a Generalized Cell Mapping 268
11.13. Simple Examples of Applications 269
CHAPTER 12
An Iterative Method, from Large to Small 12.1. An Iterative Procedure
12.2. Interior-and-Boundary Sampling Method
277 277 283
xii
12.3. A Linear Oscillator Under Harmonic Forcing 12.4. van der Pol Oscillators
12.5. Forced Duffing Systems
12.6. Forced Duffing Systems Involving Strange Attractors 12.7. Some Remarks
CHAPTER 13
Study of Strange Attractors by Generalized Cell Mapping 13.1. Covering Sets of Cells for Strange Attractors
13.2. Persistent Groups Representing Strange Attractors 13.3. Examples of Strange Attractors
13.4. The Largest Liapunov Exponent
CHAPTER 14
Other Topics of Study Using the Cell State Space Concept
14.1. Random Vibration Analysis
14.2. Liapunov Function and Stability Theory of Simple Cell Mapping Systems
14.3. Digital Control Systems as Mixed Systems 14.4. Cell Mapping Method of Optimal Control
14.5. Dynamical Systems with Discrete State Space but Continuous Time
References List of Symbols Index
Contents
286 289 292 299 304
306 307 307 310 321
331 331 332 333 333 334 335 342 347