Laboratory Exercise #4 Investigation of The Nonlinear Systems Stability

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Askar Farabi TNLCS Var 6

Assignment

Laboratory Exercise #4
INVESTIGATION OF THE NONLINEAR SYSTEMS STABILITY

Goals:
1. Investigation of stability without drawing the phase portrait
2. Investigation of stability with using the phase plane method
3. Investigation of stability with using the Lyapunov stability theorem

Part 1. Investigation of stability without drawing the phase portrait

 x1 (t )  f1 ( x1 , x2 )  a1 x12 (t )  a2 x 22 (t ),

 x2 (t )  f 2 ( x1 , x2 )  a3 x1 (t ) x2 (t )  a4 x2 (t ).
ẋ1 (𝑡) = 𝑓1 (𝑥1 , 𝑥2 ) = 𝑎1 𝑥12 (𝑡) + 𝑎2 𝑥22 (𝑡)
{
ẋ2 (𝑡) = 𝑓2 (𝑥1 , 𝑥2 ) = 𝑎3 𝑥1 (𝑡)𝑥2 (𝑡) + 𝑎4 𝑥2 (𝑡)

𝑎1 = −1; 𝑎2 = −1; 𝑎3 = 1; 𝑎4 = 1;

ẋ (𝑡) = 𝑓1 (𝑥1 , 𝑥2 ) = −𝑥12 (𝑡) − 𝑥22 (𝑡)


{ 1
ẋ2 (𝑡) = 𝑓2 (𝑥1 , 𝑥2 ) = 𝑥1 (𝑡)𝑥2 (𝑡) + 𝑥2 (𝑡)

𝑓1 (𝑥1 , 𝑥2 ) = 0 −𝑥12 (𝑡) − 𝑥22 (𝑡) = 0


{ →{
𝑓2 (𝑥1 , 𝑥2 ) = 0 𝑥1 (𝑡)𝑥2 (𝑡) + 𝑥2 (𝑡) = 0

𝑀1 (0,0), 𝑀2 (1, −𝑖), 𝑀3 (1, 𝑖)

ẏ1 = 𝑎11 𝑦1 + 𝑎12 𝑦2
{
ẏ2 = 𝑎21 𝑦1 + 𝑎22 𝑦2
𝜕𝑓1 𝜕𝑓1
𝑎11 𝑎12 𝜕𝑥1 𝜕𝑥2
ẏ=Ay, A= [𝑎 𝑎22 ] = [ 𝜕𝑓2 𝜕𝑓2
]
21
𝜕𝑥1 𝜕𝑥2

𝜕𝑓1 𝜕𝑓1
𝑎11 = = −2𝑥10 ; 𝑎12 = = −2𝑥20 ;
𝜕𝑥1 𝜕𝑥2

𝜕𝑓2 𝜕𝑓2
𝑎21 = = 𝑥20 ; 𝑎22 = = 𝑥10 + 1
𝜕𝑥1 𝜕𝑥2

Point 𝑀1 (0,0):
𝑎11 𝑎12 0 0
𝐴1 = [𝑎 𝑎22 ] |𝑀1 = [0 1]
21

Eigenvalues of the 𝐴1 matrix:


λ1=0-marginally stable
λ2=1-unstable node
Askar Farabi TNLCS Var 6

Point 𝑀2 (1, −𝑖):


𝑎11 𝑎12 −2 2𝑖
𝐴2 = [𝑎 𝑎22 ] |𝑀2 = [ −𝑖 2 ]
21

Eigenvalues of the 𝐴2 matrix: λ=± √6


Conclusion: 𝑀2 (1, −𝑖) – sadle point
Point 𝑀3 (1, 𝑖)
𝑎11 𝑎12 −2 −2𝑖
𝐴3 = [𝑎 𝑎22 ] |𝑀2 = [ 𝑖 ]
21 2

Eigenvalues of the 𝐴3 matrix: λ=± √6


Conclusion: 𝑀3 (1, 𝑖) – sadle point
Part 2. Investigation of stability with using the phase plane method
function f=Eiler(t,x)
f(1)=-x(1)^2-x(2)^2;
f(2)=x(1)*x(2)+x(2);
f=f';
Point 𝑀1 (0,0):
λ1=0-marginally stable

Conclusion: M 1 - unstable if x1  0, x2  0

Point 𝑀2 (1, −𝑖):


Eigenvalues of the 𝐴2 matrix: λ=± √6
Askar Farabi TNLCS Var 6

Conclusion: 𝑀2 (1, −𝑖) – sadle point

Point 𝑀3 (1, 𝑖)
Eigenvalues of the 𝐴3 matrix: λ=± √6

Conclusion: 𝑀3 (1, 𝑖) – sadle point


Askar Farabi TNLCS Var 6
Part 3. Investigation of stability using Lyapunov stability theorem

𝑑𝑉
= 2𝑥1 𝑥1̇ + 2 𝑥2 𝑥2̇ = 2𝑥1 3 + 4𝑥1 𝑥2 2 − 2𝑥2 2
𝑑𝑡

Figure 2 - 𝑉̇ (𝑥) > 0

Conclusion: The (2) system is unstable by Lyapunov.


P
Part 4. Stability of rest points (x=0) in the linear approximation
(Lyapunov’s linearization method)
Investigate stability of rest points (𝑥1 = 0, 𝑥2 = 0) in the linear approximation:

𝑥1̇ (𝑡) = 𝐴𝑥(𝑡) + 𝑔(𝑡), ||𝑔(𝑥)|| = 0, ||𝑥|| → 0

where, 𝐴 – linear part,


𝑔(𝑡)– nonlinear part.

Step 1. Separate linear and nonlinear parts.

𝑥̇1 (𝑡) = 𝑓1 (𝑥1 , 𝑥2 ) = 0 − 𝑥12 (𝑡) − 𝑥22 (𝑡),


{
𝑥̇2 (𝑡) = 𝑓2 (𝑥1 , 𝑥2 ) = 𝑥1 (𝑡)𝑥2 (𝑡) + 𝑥2 (𝑡).

Step 2. Matrix form of system

𝑥̇1 0 0 𝑥1 −𝑥 2 (𝑡) − 𝑥22 (𝑡)


[ ]=[ ] [𝑥 ] + [ 1 ] = 𝐴𝑥(𝑡) + 𝑔(𝑥)
𝑥̇2 0 1 2 𝑥1 (𝑡)𝑥2 (𝑡)
0 0 −𝑥 2 (𝑡) − 𝑥22 (𝑡)
𝐴=[ ] , 𝑔(𝑥) = [ 1 ]
0 1 −𝑥1 (𝑡)𝑥2 (𝑡)

Step 3. Proof ||𝑔(𝑥)|| = 0, ||𝑥|| → 0


Askar Farabi TNLCS Var 6

||𝑔(𝑥)|| = √(−𝑥12 (𝑡) − 𝑥22 (𝑡))2 + (𝑥1 (𝑡)𝑥2 (𝑡))2 = 0, ||𝑥|| → 0


Step 4. Eigenvalues of A:

0 0
𝐴=[ ] => 𝜆1 = 0, 𝜆2 = −1.
0 1

Conclusion: Point 𝒙𝟏 = 𝟎, 𝒙𝟐 = 𝟎 – additional research needed.

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