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Numerical study for parametric excitation of differential equation near a 4-resonance

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N U M E R I C A L S T U D Y FOR P A R A M E T R I C E X C I T A T I O N

O F D I F F E R E N T I A L E Q U A T I O N N E A R A 4 - R E S O N A N C E

M. BELHAQ

Lab. M6canique, Facult6 des 6ciencas I , BP 5 3 6 6 Maarif, Casablanca, Morocco.

(Received 24 October 89; accepted for print 28 February 1990)

INTRODUCTION

In this paper, we will study the Polnc, ar6-Hopf, bifur~tiOh of .a class of Llenard forced differential equations in IR 2 , which coefficients vary periodically in time:

{<=y

= F ( x . y , I J ) + O ( x , t ) , I J • IR 2

( i )

where F and G are supposed sufficiently regular with r~pect to their arguments, angwhere g is T-periodlc in time. Many mechanical systems are governed by such equations (see [ I O] ).

For an autonomous I R 2 differential equation, the Polncari~-Hopf blfure~lon has already been studied by Poincar~ [9] and Hopf [ 7 ] , and we know a umque periodical and asymptotically stable solution ( Polncar~ limit cycle) can be found.

For periodical coefficient systems ( 1 ), research of stationary solutions is make by using the stroboscopical method [8] which associates a Poincar6 map :

: (x,y) ~ (g (x,y,T), f (x,y,T)) ( 2 )

where g( . ) and f( . ) are the values at (t + T) of solution of ( 1 ) initialized by ( x ( t ) , y ( t ) ) , T being the coefficients' period. We can therefore study the properties of the differential system ( I ) by using lnvariant solutions of ~ . A fixed point p of ( 2 ) (corresponding to a T-periodical solution of ( 1 )) is said to be resonant for I~-I~ if D ~ I ~ , p) has complex eigenvalues X ( I ~ ) a n d - ~ ( l ~ ) such that ~,k (1~) = 1, k • IN. In the p -parameter space E, such e point is noted Pk.

Analytical results ( see [ 1 ]) concerning the study.of, r.asonant.cases for k = 1,2,3 show that a unique k-periodic points and one closed lnvariant curve can exist around Pk.

199

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For resonant cases with k >_ 5, Arnold [ I] demonstrates, in the i=- parameter space E, the existence of horn shaped regions ,J,',',',',',',','~r k whose boundaries are the saddle-node bifurcation locus of k-periodic points, the existence of a "resonance circle" ( Fig. I ) in phase portrait of J,~, for values I~ • ,,,hf" k , can also be proved.

For strong resonant case k = `i, known results are inpomplete : inde#d, It is Known sin.ce Iooss and Joseph [ 1 1 ] that for k ='t, in i~-parameter space E, there is a horn, ~ 4, in which there exists a pair of ,t-periodic points of ,.~'. The boundaries ~ 1 and " ~ 2 of this horn, are the saddle-node dlfurcation locus of 4-periodic points produced at P4 •

W a n [2] demonstrates that In the region of E where the bifurcation does not create a

`i-periodic points, a closed invariant c u r v e generally appear ( Fig. 2).

There is no ex]stenca theorem to orove the coexlstence of 4-oeriedlc ooints and a closed"

invariant curve in horn =¢'~f~. Such possibility is described in a possible bifurcation scenario proposed by Arnold [ I ].

The aim of this paper Is a quantitative numerical study of such a coexistence for a parametrically Lienard forced equation

}=y

= -(cx + px)y - ~ ( I + hcos((~t))~ * C2 X2

C3)

where I~ : (c = exp (-etlII) ,~,~1}), h • IR, I~" .it, ~ ,. 2, c 2 = I, (c, ~ 0 ) are the system's natural parameters for h=O.

To do so, a strategy In calculating lnvarlant solutions for I~ • ~ ls developed. Indeed, presence of several solutions around P4 needs a particular numerical treatment if we want the lteratlve algorithms to converge.

This explains perhaps w h y no results are to be found in precedent studies.

t'2

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CONSTRUCTI VE ALGORITHM5

In the parameter space ( c, gO ) ,the locus defined by c = I ( (z =0) represents the Poincar(~,- Hopf bifurcation curve ~ ' of fixed point p ( 0 . 0 ) of map ~ (Fig.4).

Construction of P,~ resonant Doint

This point is found by solving by Newton's method the following system:

g(x,y,(~,(~O) - x = 0 f(x,y,(~,(~)) - y = 0 d e t ( D - q ' ) - 1 = 0

2 ~ tr (D 3-) - 2 c o s - - = 0

4

where the first two equations are those of the fixed point of represents the condition

I~,I =I that is

ag )f _~g ~ f - I = 0

)x ,)y ~y ~x

and the fourth represents the condition 2~

arg(~.) = - - 4 that is

( 4 )

, the third equation

~f 2 ~

~'g + - 2 c o s 0

ax ay 4

Resolution of ( 4 ) by Newton's method requires, at each iteration, the knowledge of 24 functions which take part in newton's formulas. These functions are calculated by integration between to=O and t= ~, using Runge-Kutta method, of the 24 equations resulting from derivation of ( 3 ) with respect to x O, YO, c~ a n d ~ [3]

To start newton's method in resolution of ( 4), we notice that x = O , y=O, c = 1 and eo =.5 is a solution of the unperturbed problem.

We thus obtain, for h=. 1, resonant point coordinates (Fig.4) : c=1 , ~0=.499896.

Construction of saddle-node locus of 4-periodic points

This locus is found by solving by Newton's method with unknown values (x,y, ~) on the following system,,

g4(x.y,~) - x --- O,

f4(x,y,oI) - y = O, ( 5 )

I - t r ( D , . ~ 4) + det(D ,.~'4) : 0

where g4, f4 define the 4-iterate ~ of ,.~'. the f i r s t two equatii~s are those of the fixed

point of ,.,~Ir'.

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The third one characterizes an eigenvalue ~,4 of the 4-periodic point such that

~Pq.4 : I ( 6 )

that is

~g4 81f4 ~g4 bf4 J g 4 ~If4

I - + - - + - - - - - - 0

a X ~ y ~ X b Y ~ y a x

Resolution of (5) by Newton's method requires, at each iteration., the knowledge of 18 functions which take part in newton's formulas, these functions are calculated by integration between t O = 0 and t=4 7[ , using Runge-Kutta method, differential system obtained by derivating (3) with respect toxo,Y O, ~ (See [3]).

]he convergence of Newton's method In the resolution of (5) requires the knowledge of Initial conditions for x and y, for a fixed 4-order point and for ~. These are obtained by using the following process..

- W e used as initial values of x and y those given by a Bogelloubov-Mitropolsky [6] type formal approximation for II =0.

Let us remember that an asymptotioal meth~¢onsists in searching approximative solutions of a differential system

d2x

) + ¢ g((~t,x, ) ( 7 )

+ % x =~: r ( ( ~ t , x ; d t (It d t 2

where ¢ is a small parameter, f and g are ~ t periodic function ( 2 ~ period), by w r i t i n g

2 r ( ~ )2 (~ -- ( +z~(~

o k

where ~ is the difference between the squares of the proper frequency end the foroed frequency, an(l

x = a c o s ~ + c u l ( a , (~t, ¥ ) + ... ( 8 )

where u 1 .... are o t and ¥ periodic functions ( 2 ~[ period). Values of a and V can be determined using the differential system

da = ¢ Al~a,e)" + d t

where

de

= c B ( a , e ) +

d t t "

e = ¥ - - - m t r k

and A 1 , A 2 .... B 1, B 1 ... are periodic functiol~5 ( 2 ~ period).

For 1~ = 0, r = 1 and k = 4, equation ( 3 ) can be written

2 2 2 _~)2

h = oh, C 2 = EC 2 , A ~ = E A(~, Ot = E Or, (O ° = ( 2

÷ E Z ~

(5)

dx 2 (01)2 ~ 2 : dx

+ ~ X = c ( - h ( ~ ) XCOS01t + C2 x2) + {: (-401X - e d t ) ) , d t 2

By developing this esymptotical method, we obtain the following formal approximations x = a c o s ( - ~ : e ) , u i

01 that exist only when

y=~

2 66oi 01 2 h201 4

a - - - *

2 2

80C 2 5120 C 2 8 c 2 a " 8 c 2 a - u I - - - cos (

2 2 4

3 ~

(IO)

201t+20) ha 5~t ha 3~t

+--48 cos ( 4 +e) *~-~ cos ( ~ - - e )

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C 2 (~ 2 h201 2

% > (¥) - 38--~

The choice of x and y, given by ( I O) and ¢orrast~M!:l~g; ~ the first term of development ( 8 ) , is sufficient to obtain convergence of Newton's method to resolve

g4(x ,y ) - X = 0

(11) f4(x,y) - y = 0

T '..>'_

4 1 . ,

oJ I i

~ j . ~4 ~ . t,~,

- by incrementing I1 , we can follow the evolution of the fixed point of the 4-periodic points in the phase representation, as well as its elgenvalues up to p =. 2.

- By lncrementlngo~ or c ( ~ = .5) sufficiently to obtain a 4-periodic point's elgenvalue close to 1. We therefore obtain the initial values x, y and a to resolve Newton's method of system (5).

-With these values of (x,y, ( x ) Newton method's to solve ( 5 ) rapidly converges to (x 1 , y l (Z t ) for eel = .5 (Fig. 3a),therefore the point (cl=exp(-octx) ,=tO ) on c u r v e ~ 1.

To find another point of curve ~ 2 , we solve ( I I) by Newton's method with initial

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conditions x 1 , y l for c = c 1 and by incrementing ~ between ~)1 and ~l) 2.

Evolution of the eigenvalue ~1 shows that it Increase to a certain value, and then decreases to come back to close to 1, while the other eigenvalue remains inferior to 1.

-

By initialization with these last value of ( x , y , ot ) ( ~ = ~ 2 ), the Newton method converges to (x2,y 2, or:Z). We therefore obtain a point (c 2 , ~e2 ) on curve "-~2 (Fig 3a).

The saddle-node locus of 4-periodic points "~P1 and " ~ 2 are then constructed point per polnt by incrementing c (Fig. 4).

We have succeeded in drawing the phase portait along the path ¥ in the parameter space (c, ) close to P4 in the following sense:

If ~, ls the fixed point elgonvalue of unstable focus F 1, then P4's closest path obtained

corresponds to :

c = 1 . 0 0 6 3 0 ( e = - . 0 0 2 ) 8 = M a x I ~ . I - 1 = . 0 0 3

Y

Where8 Is the difference between Fl's eigonvalue and 1 (at the point P4, ~, =1 and8 =0) (Fig. 3b).

As In [ 3], the phase representation of ~ Is.com~laJb~l by ~nstructlng stable and unstable Invariant curves passing through the 4-periodic saddle.

Thls method Is sufficient to insure topological changes In the asymptotically stable solution's bowl's boundaries.

As in [4] , the numerical results concerning the construction of invariant manifolds, show coexistence of a oair of 4-Deriodic Doints and closed inYariant curv@ ~' (cf. situation I in fig. 5 and situation V in fig. 9). This dynamic cannot be confused with that of a resonant closed curve for k > 5 [5].

In case II and IV (Fig. 6 and 8) we notice heterocllnical connection between si4 ( i = 1,2,3,4). These cases insure the unique possible bifurcation by I -,~ III and III ~ V continuity, which are Andronov-Leontovitch type global bifurcations, discrlbing destabillsation of ~ ' . This "Leontovitch type" bifurcation of numerical nature must be interpreted as following : the construction of the s t ~ i e and unstable invariant manifolds issued from the 4-ordor saddle (S14) does not show transversal intersections.

These results do not establish existence theorems of lnvarlant solutions inside the horn ,.,,3~ n , but may suggest possible proofs.

1. Y.I. Arnold, Funk. Anal. Ego. Pritoz. 1 1 , 2 , 1977, p. 1 - 10 2. Y.H. Wan, Arch. Rat. Mech. Anal. 4, 1978, p. 343-3.57.

3. M. Belhaq, thL~-_~ d'Etat, Univ. Paul 8abatier, Toulouse, 1988. 111 p.

4. M. Belhaq, R.L. Clerc, C. Hartmann, C.RAcad. Sc. Paris, 300, 1986, p. 873-876.

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5 D.O. Aronson, M.A. Chary, O.P,. Hail, P,.P. Mc Oehee, Commun. Math. Phys. 83, 1982, 3 0 3 - 3 5 4 ,

6. N. Bogolioubov, I. Mltropolsky, Fltzmatglz, Moscow, 1958.

7. E. Hopf, Bar. Math. Kl. Sachs. Akad. Wiss. Leipzig, 1942, p 1-22.

8. N. Minorsky, D. Ya, Nostrand company, Inc. PrinCeton, N.J. 1962.

9. H. Polncar6, Gauthlar villard, Paris, T. I ,2,3, 1892,1893,I 899.

I O. M. Roseau, Masson, Paris, 1984.

1 I, G. loess, D.D. Joseph, Arch. Rat. Mech. Anal. 66, 1977, p. 135- 172.

W o

.5

v. t

III ~ ,. IV

J~14 I---'---; -'q

J.oc,5 C

Fig . , ~ h : . ]

Y

!

Fig.5 v~=.Sg8 1

p.

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I

I! ° F,g .~ . W~ =.53o5 Fig .~ t VVo = " 5366

IV t S~

Y S~ I ! n ~*.s

• '

III eJg.7 , w~=.s35 -.I

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