Solutions of Nonlinear Oscillators by Iteration Perturbation Method
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1 Inf. Sci. Lett. 3, No. 3, Information Sciences Letters An International Journal Solutions of Nonlinear Oscillators by Iteration Perturbation Method A. M. El-Naggar 1 and G. M. Ismail 2, 1 Department of Mathematics, Faculty of Science, Benha University, Egypt 2 Department of Mathematics, Faculty of Science, Sohag University, 82524, Sohag, Egypt Received: 11 Mar. 2014, Revised: 20 Apr. 2014, Accepted: 25 Apr Published online: 1 Sep Abstract: In this paper, the iteration perturbation method is applied to solve nonlinear oscillations. Two examples are given to illustrate the effectiveness and convenience of this iteration procedure. Comparison with the numerical solutions is also presented, revealing that this iteration leads to accurate solutions. Keywords: Iteration perturbation method, Nonlinear oscillators, Duffing oscillator, Van der Pol oscillator. 1 Introduction The most common and most widely studied methods for determining analytical approximate solutions of a nonlinear oscillatory system are the perturbation methods. These methods involve the expansion of a solution to an oscillation equation in a series in a small parameter. Several researchers have studied different nonlinear problems by means of iteration procedures [1,2,3,4,5,6, 7,8]. The purpose of this paper is to apply the iteration procedure to determine analytical approximate solutions to the nonlinear oscillation equation. With this procedure, the analytical approximate period and the corresponding periodic solutions, valid for small as well as large amplitudes of oscillation, can be obtained. The nonlinear Duffing and Van der Pol oscillations will be taken as examples to illustrate the applicability and accuracy of the iteration procedure. 2 The iteration procedure Consider a nonlinear conservative oscillator described as ẍ fx=0, x0=a, ẋ0=0, 1 where fx in a nonlinear function and has the property fx= fx. 2 Eq.1 can be rewritten as ẍω 2 x=ω 2 x fx, 3 where the constant ω is a priori unknown frequency of the periodic solution xt being sough. The original Mickens procedure is given as [1]. ẍ k ω 2 x k = gω,x k1, k=1,2,... 4 where the input of starting function is x 0 t=acosωt. 5 This iteration scheme was used to solve many nonlinear oscillating equations [9, 10, 11]. Lim et al. [3] proposed a modified iteration scheme ẍ k1 ω 2 x k1 = gω,x k1 g x ω,x k1 x k x k1, k= 0,1,2,... with the imputes of starting functions as 6 x 1 t=x 0 t=acosωt 7 where g x ω,x = gω,x/ x. The modified procedure was also applied to solve many nonlinear oscillators [12, 13,14,15] Chen and Liu [5] proposed a new iteration scheme, considering ω as ω k : ẍ k ω 2 k1 x k = gω k1,x k1, k=1,2,... 8 Corresponding author gamalm2010@yahoo.com
2 92 A. M. El-Naggar, G. M. Ismail: Solutions of Nonlinear Oscillators by... where the right hand side of Eq8 can be expanded in the Fourier series ϕk gω k1,x k1 = i=1 a k1,iωk1 cosiω k1 t, 9 where the coefficient a k1, j are functions of ω k1 and ϕk is a positive integer. The k 1 th-order approximation ω k1 is obtain by eliminating the so-called secular terms, i.e., letting a k1,i ω k1 =0, k=1,2, Eq10 is always a linear algebraic equation in ω 2 k1 J. H. He [7] proposed a new iteration scheme considering the following nonlinear oscillator ẍ xε fx,ẋ=0, x0=a, ẋ0=0. 11 We rewrite Eq11 in the following form ẍxεxgx,ẋ=0 12 where gx,ẋ= fx,ẋ/x J H He has constructed an iteration formula for the above equation ẍ k1 x k1 εx k1 gx k,ẋ k, 13 Marinca and Herisanu [8] proposed a new iteration method by combining Mickens and He s iteration methods, considering the following nonlinear oscillator ẍ ω 2 x= fx,ẋ,ẍ=0, x0=a, ẋ0=0 14 We rewrite Eq.14 in the following form ẍ Ω 2 x=x Ω 2 ω 2 fx,ẋ,ẍ := xgx,ẋ,ẍ. 15 x where Ω is a priori unknown frequency of the periodic solution xt being sought. The proposed iteration scheme is ẍ n1 Ω 2 x n1 = x n1 [gx n1,ẋ n1,ẍ n1 g x x n1,ẋ n1,ẍ n1 x n x n1 gẋx n1,ẋ n1,ẍ n1 ẋ n ẋ n1 gẍx n1,ẋ n1,ẍ n1 ẍ n ẍ n1 ], n=0,1,2,... where the imputes of starting functions are [3] 16 x 1 t=x 0 t=acosωt. 17 It is further required that for each n, the solution to Eq. 16, is to satisfy initial conditions x n 0=A, ẋ n 0=0, n=1,2,3, Note that, for given x n1 t and x n t Eq.16 is a second order inhomogeneous differential equation for x n1 t. Its right side can be expanded into the following Fourier series: x n1 [gx n1,ẋ n1,ẍ n1 g x x n1,ẋ n1,ẍ n1 x n x n1 gẋx n1,ẋ n1,ẍ n1 ẋ n ẋ n1 gẍx n1,ẋ n1,ẍ n1 xẍ n ẍ n1 ]=a 1 A,Ω,ωcosΩt b 1 A,Ω,ωsin Ωt N n=2 a na,ω,ωcosnωt N n=2 b na,ω,ωsin nωt, 19 where the coefficients a n A,Ω,ω and b n A,Ω,ω are known functions of A and ω, and the integer N depends upon the function gx,ẋ,ẍ on the right hand side of Eq. 15. In view of Eq.19, the solution to Eq.16 is taken to be x n1 = AcosΩt N a n A,Ω,ω n=2n 2 1Ω b n A,Ω,ω 2cosnΩt cosωt N n=2n 2 1Ω 2sin nωt sinωt, 20 where A is, tentatively, an arbitrary constant. In Eq. 20, the particular solution is chosen such that it contains no secular terms needs a 1 A,Ω,ω=0, b 1 A,Ω,ω=0. 21 Eq.21 allows the determination of the frequency Ω as a function of A and ω. this procedure can be performed to any desired iteration step n. 3 Applications In order to illustrate the remarkable accuracy of this iteration, we compare the approximate results with numerical integration results for the following two examples. 3.1 Duffing oscillator with high nonlinearity Consider the following nonlinear Duffing equation with high nonlinearity, which models many structural systems, it is regarded as one of the most important differential equations because it appears in various physical and engineering problems such that, nonlinear optics and plasma physics [16, 17]. ẍ xαx 3 β x 5 γx 7 = 0, x0=a, ẋ0=0, 22 where x is displacement and, α, β and γ are arbitrary constants. We rewrite Eq.12 in the form ẍ 1 ω 2 x 1 = x 0 ω 2 1αx 2 0 β x4 0 γx6 0, 23 where gx,ẋ,ẍ = ω 2 1αx 2 0 β x4 0 γx6 0 and the inputs of the starting function are x 1 t=x 0 t=acosωt.
3 Inf. Sci. Lett. 3, No. 3, / 93 The first iteration is given by the equation ẍ 1 ω 2 x 1 = A48αA 3 40β A 5 35γA 7 Aω 2 16αA 3 20β A 5 21γA 7 4β A 5 7γA 7 cos5ωt No secular terms in x 1 requires that ω = ω 1 = cos 3ωt γa 7 cosωt cos 7ωt αa2 5 8 β A4 35 γa6. 25 This equation is identical to Eq. 10 in Ref [16] and Eq. 25 in Ref [17]. Solving Eq. 24 with initial conditions 18, x 1 is obtained as 16αA 3 20β A 5 21γA 7 512ω 2 4β A 5 7γA 7 x 1 = Acosωt cos5ωt cosωt γa 7 cos7ωt cosωt, 3072ω ω 2 cos3ωt cosωt 26 for n=1 into Eq. 16 with the initial functions18 and x 1 given by Eq. 26 we obtain the following differential equation for x 2 A 3αA3 5β A5 4 ẍ 2 ω 2 x 2 = 8 35γA7 α2 A 5 21αβ A7 32ω 2 256ω 2 7β 2 A 9 183αγA9 185β γa γ2A13 Aω 2 cosωt 128ω ω ω ω 2 αa 3 5β A γA7 α2 A 5 7αβ A7 7β 2 A 9 125αγA9 ω 2 256ω 2 768ω ω 2 15β γa11 99γ2A13 cos3ωt β A ω ω γA7 α2 A 5 ω 2 35αβ A7 25β 2 A 9 299αγA9 425β γa11 599γ2A13 768ω 2 768ω ω ω ω 2 γa 7 7αβ A7 19β 2 A 9 53αγA9 455β γa11 845γ2 A ω ω ω ω ω 2 β 2 A ω 2 19αγA9 6144ω 2 cos5ωt 27β γa11 225γ2 A 13 cos9ωt 4096ω ω 2 xcos7ωt β γa 11 5γ2 A 13 cos11ωt γ2 A 13 cos13ωt. 3072ω ω ω 2 27 The absence of secular term gives the following equation for ω 2 ω 4 48αA 2 40β A 4 35γA 6 ω α 2 A αβ A β 2 A αγA β γa γ 2 A Solving Eq.28 for ω yields 48αA ω = ω 2 = 4 40β A 4 35γA where 1 = αA α 2 A β A αβ A 6 ; 2 = 1056β 2 A γA αγA β γa γ 2 A 12. = , 29 Fig. 1: Comparison of the approximate periodic solution with the numerical solution. Numerical;... ; x 1 t [16]; x 2 t Solving Eq.27 with the initial condition18, we obtain x 2 = Acosωt αa 3 5β A5 21γA7 α2 A 5 7αβ A7 32ω 2 128ω 2 512ω 2 512ω ω 4 7β 2 A 9 125αγA9 15β γa11 99γ2A ω ω ω ω 4 β A 5 7γA7 α2 A 5 35αβ A7 25β 2 A 9 384ω ω ω ω ω 4 299αγA9 425β γa11 599γ2A ω ω ω 4 γa 7 7αβ A7 19β 2 A 9 53αγA9 455β γa ω 2 368ω ω ω ω 4 β 2 A 9 845γ2A ω 4 cos7ωt cosωt 19αγA9 27β γa11 225γ2A ω ω ω 4 cos3ωt cosωt cos5ωt cosωt ω 4 cos9ωt cosωt β γa 11 5γ2A13 cos11ωt cosωt 3680ω ω 4 γ2a13 cos13ωt cosωt ω 4 30 Fig. 1 shows a comparison between the present solution obtained from formulae 29 and 30 and the numerical integration results obtained by using the Runge-Kutta method. From the results presented here and
4 94 A. M. El-Naggar, G. M. Ismail: Solutions of Nonlinear Oscillators by... the results of Ref. [16], it is shown that the present results are in a good agreement with those presented in Ref. [16]. 3.2 Autonomous modified Van der Pol oscillator One of the classical equations of non-linear dynamics was formulated by Dutch physicist Van der Pol. Originally it was a model for an electrical circuit with a triode valve, and was later extensively studied as a host of a rich class of dynamical behavior, including relaxation oscillations, quasi periodicity, elementary bifurcations, and chaos [18,19]. A modified Van der Pol oscillator has been proposed to describe a self-excited body sliding on a periodic potential. This autonomous modified Van der Pol oscillator is described by the following equation [20]. ẍxε x 2 1 ẋpsinx=0, x0=a, ẋ0=0. 31 In this case we have gx,ẋ,ẍ = ω 2 1 εx2 0 1ẋ 0Psinx 0 x 0 and x 1 t = x 0 t = Acosωt. The first iteration can be written in the form ẍ 1 ω 2 x 1 = x 0 ω 2 1 ε x ẋ 0 Psinx 0. x 0 32 The term sinx 0 = sinacosωt can be expanded in the power series sinacosωt=acosωt A3 cos 3 ωt 3! A5 cos 5 ωt 5! A7 cos 7 ωt 7! A9 cos 9 ωt 9! We rewrite powers cosωt in Eq.33 in terms of the cosine of multiples of ωt with the aid of the identity [21]. cos 2n1 ωt = 1 4 n n k=0 where n p = n! p!n p! ; 2n1 cos2k 1ωt, 34 nk n 0 = 1; k!= k;kεn. By using Eq.34, Eq.33 may be expressed in the form sinacosωt=acosωt A3 24 cos3ωt 3cosωt cos5ωt 5cos3ωt 10cosωt A cos7ωt 7cos5ωt 21cos3ωt 35cosωt cos9ωt 9cos7ωt 36cos5ωt 84cos3ωt 126cosωt A7 A9 Fig. 2: Comparison of the approximate periodic solution with the numerical solution Substituting Eq. 35 into Eq. 32, this can be rewritten as: ẍ 1 ω 2 x 1 = A p A3 p 8 A5 p 192 A7 p 9216 A9 p Aω2 cosωt εaω 1 4 εa3 ω sinωt 4 1εA3 ω sin3ωt A 3 p 24 A5 p 384 A7 p A9 p cos3ωt A 5 p 1920 A7 p A9 p cos5ωt A 7 p A9 p cos 7ωt A9 p cos9ωt. 36 No secular terms in x 1 requires that A=2, ω 1 = 1 p A2 p 8 A4 p 192 A6 p 9216 A8 p Solving Eq. 36 with initial conditions 18, x 1 is obtained as x 1 = Acosωt ε 4ω 3sinωt sin3ωt 557p cosωt cos3ωt 17280ω 2 71p cosωt cos5ωt ω 2 7p cosωt cos7ωt ω p 2 cosωt cos9ωt ω 2 38 Fig. 2 shows a comparison between the analytical solution obtained from formulae 37 and 38 and the numerical integration results obtained by using the Runge-Kutta method. It is seen that the solution obtained by the iteration procedure is very close to that obtained by the numerical method. One concludes that adopting present technique to analyze the solutions of the modified Van der pol equation, a satisfactory results are obtained for small values of parameter ε.
5 Inf. Sci. Lett. 3, No. 3, / Conclusion In this paper, the iteration perturbation method has been successfully used to study the nonlinear oscillators. The examples of nonlinear oscillations has illustrated that the iteration procedure can give excellent approximate results. The first approximate frequency ω 1 given in equation 25 is identical to equation 10 in Ref [16]. The examples of nonlinear oscillations has illustrated that the present method can give excellent approximate results. The second approximate frequency ω 2 obtained by the second iteration gives very accurate solutions. Also, the second approximate periodic solution x 2 is in good agreement with the numerical integration results obtained by using a fourth order Runge-Kutta method. References [1] R. E. Mickens, Iteration procedure for determining approximate solutions to nonlinear oscillator equations, J. Sound Vibr, 116, [2] R. E. Mickens, A generalized iteration procedure for calculating approximations to periodic solutions of truly nonlinear oscillators, J. Sound Vib, 287, [3] C. W. Lim, B. S. Wu, A modified procedure for certain nonlinear oscillators, J. Sound Vib, 257, [4] H. Hu, Solutions of a quadratic nonlinear oscillator: Iteration procedure, J. Sound Vib, 298, [5] Y.M. Chen, J.K. Liu, A modified Mickens iteration procedure for nonlinear oscillators, J. Sound Vib, 314, [6] H. Hu, A classical iteration procedure valid for certain strongly nonlinear oscillators, J. Sound Vib, 29, [7] J. H. He, Some asymptotic methods for strongly nonlinear equations, Int. J. Mod. Phys B, 20, [8] V. Marinca, N. Herisanu, A modified iteration perturbation method for some nonlinear oscillation problems, Acta Mech, 184, [9] H. Hu., J. H. Tang, A classical iteration procedure valid for certain strongly nonlinear oscillators, J. Sound Vibr, 299, [10] R. E. Mickens, Harmonic balance and iteration calculations of periodic solutions to ÿy 1 = 0, J. Sound Vibr, 306, [11] J. I. Ramos, On Linstedt Poincaré techniques for the quintic Duffing equation, Appl. Math. & Comput, 193, [12] P. S. Li., B. S. Wu, An iteration approach to nonlinear oscillations of conservative single-degree-of-freedom systems, Acta Mechanica, 170, [13] R. E. Mickens, Iteration method solutions for conservative and limit-cycle x 1/3 force oscillators, J. Sound Vibr, 292, [14] H. Hu, Solutions of the Duffing-harmonic oscillator by an iteration procedure, J. Sound Vibr, 298, [15] H. Hu, Solutions of nonlinear oscillators with fractional powers by an iteration procedure, J. Sound Vibr, [16] J. F. Liu, He s variational approach for nonlinear oscillators with high nonlinearity, Comput & Math Appls, 58, [17] D. Younesian., H. Askari., Z. Saadatina., M. Yazdi, Frequency analysis of strongly nonlinear generalized Duffing oscillators using He s frequency-amplitude formulation and He s energy balance method, Comput & Math Appls, [18] Y. J. Li, Z. L. Wei, T. Li. Xin, Chaos control in the nonlinear Schrödinger equation with Kerr law nonlinearity, Chin. Phys. B, 23, [19] F. M. Atay, Van der Pol s oscillator under delayed feedback, J. Sound Vibr, [20] M. D Acunto, Determination of limit cycles for a modified Van der Pol oscillators, Mech Res Commun, 8, [21] I. S. Gradshteyn., I. S. Ryzhik, Table of Integrals, Series and Products. New York: Academic Press A. M. El-Naggar Professor of Mathematics at Benha University. Faculty of Science. His main research interests are: non-linear second order differential equations weakly non-linear, strongly non-linear, topological study of periodic solutions of types Harmonic, sub-harmonic of even and odd order, super-harmonic of even and odd order, analytical study of periodic solutions of different types perturbation methods, dynamical systems strongly non-linear or weakly non-linear, theory of elasticity dynamical problems, theory of generalized thermo-elasticity or thermo-visco-elasticity, supervisor on about 35 thesis M. Sc. and PhD in the above subjects, has about 75 published papers in the previous fields. G. M. Ismail Lecturer of Mathematics at Sohag University, Faculty of Science. He is referee and editor of several international journals in the frame of pure and applied mathematics. His main research interests are: nonlinear differential equations, nonlinear oscillators, applied mathematics, analytical methods, perturbation methods, analysis of nonlinear differential equations.
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