A New Dynamic Phenomenon in Nonlinear Circuits: State-Space Analysis of Chaotic Beats

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A New Dynamic Phenomenon in Nonlinear Circuits: State-Space Analysis of Chaotic Beats DONATO CAFAGNA, GIUSEPPE GRASSI Diparnto Ingegneria Innovazione Università di Lecce via Monteroni, 73 Lecce ITALY giuseppe.grassi}@unile.it Abstract: In this paper a new dynamic phenomenon in nonlinear circuits driven by two sinusoidal signals is investigated. By exploiting state-space analysis, the paper shows that the application of signals with slightly different frequencies enables the phenomenon of chaotic beats to be obtained. Moreover, the power spectral density and the Lyapunov exponents are computed, with the aim of confirming the chaotic nature of the beats. Finally, in order to analyze in detail the beats phenomenon, the case of two sinusoidal signals with equal frequencies is discussed. Key-Words: - Dynamic phenomenon, nonautonomous circuit, chaotic beats, state-space analysis. Introduction The study of dynamic phenomena in nonlinear systems is an important research topic. In particular, in recent years several complex behaviors have been observed, including quasiperiodic oscillations, period-adding sequences, subharmonics and torus breakdown to chaos []- [6]. Furthermore, intermittent transitions, generation of multi-scroll attractors and synchronization properties have been found in nonlinear circuits [7]-[]. Referring to nonautonomous systems, in [] their behavior has been investigated in the presence of two sinusoidal inputs characterized by slightly different frequencies. Note that such behavior has been widely studied in linear systems and has been called beats []. Namely, when two waves characterized by slightly different frequencies interfere, the frequency of the resulting waveform is the average of the frequencies of the two waves, whereas its amplitude is modulated by an envelope, the frequency of which is the difference between the frequencies of the two waves []. By generalizing this concept, in [] the generation of chaotic beats in nonlinear systems with very small nonlinearities has been studied. Based on these considerations, the aim of this paper is to investigate the phenomenon of beats in nonlinear circuits, rather than in nonlinear systems. To this purpose, by exploiting the early results obtained for the circuit proposed in [5], a detailed state-space analysis of the chaotic beats is carried out. The paper is organized as follows. In Section, based on the nonlinear circuit illustrated in [5], it is shown that the application of two sinusoidal signals (characterized by large equal amplitudes and slightly different frequencies) enable chaotic beats to be generated. In particular, a detailed state-space analysis of chaotic beats and corresponding envelopes is carried out. Additionally, the power spectral density and the Lyapunov exponents are reported, with the aim of confirming the chaotic nature of the phenomenon. Finally, Section 3 analyzes the behaviour of the proposed circuit driven by two sinusoidal signals with equal frequencies. Generating Chaotic Beats. Proposed nonlinear circuit Based on the approach developed in [5], the circuit considered herein (Fig.) contains two external periodic excitations, a capacitor, an inductor, a linear resistor and a nonlinear element, namely, the Chua s diode.

Fig. The considered circuit for generating chaotic beats. The state equations for the voltage v C across the capacitor C and the current i L through the inductor L can be written as: dvc dt C vc = + C gv ( ) C di R i + L L dt L L C f sin( Ω t) + f sin( Ω t) L () where f and f are the amplitudes of the periodic excitations whereas Ω and Ω are their angular frequencies. The nonlinearity g(v C ) = G b v C + + (G a G b )( v C + B p v C B p )/ () is the mathematical representation of the piecewise linear characteristic of the Chua s diode [3]. Rescaling Eq.s ()-() as v C = x B p, i L = x B p /R, ω = Ω CR, ω = Ω CR, t = τ CR and then redefining τ as t, the following set of dimensionless equations are obtained: x& x = + g( x ) + x x β β & F sin + ( ω t) ( ω t) F sin (3) where β = R C /L, F = f β /B p and F = f β /B p. Furthermore, g(x ) = bx + (a b)( x + x )/, (4) where a = G a R and b = G b R. Note that the dynamics of system (3)-(4) depend on the parameters β, a, b, ω, ω, F and F.. Generation of chaotic beats For the present analysis the parameters a =.7 and b =.68 are fixed, whereas the remaining parameters β, F, F, ω and ω have to be properly chosen. Since the aim of the paper is to develop a detailed analysis of the chaotic beats in the considered circuit, several numerical simulations are carried out for different values of the bifurcation parameters β, F, F and for slightly different values of the frequencies ω and ω. In particular, it is interesting to analyze the circuit behavior for β =.6844, F = F =, ω =.49 and ω =.5. To this purpose, Fig. illustrates the behavior of the state variable x, giving a first idea about the occurrence of chaotic beats. x() 3 x 4 - - ω =.49; ω =.5-3.9...3.4.5 x 4 Fig. Time behavior of x for t [9, 5]. Moreover, by computing the power spectral density of the envelope of the signal x (Fig.3), it is possible to confirm the chaotic nature of the beats phenomenon. Power Spectral Density (db) 8 6 4 3 4 5 6 7 8 9 Frequency Fig.3 Power spectral density of the envelope of the signal x.

Additionally, the Lyapunov exponents of system (3) are calculated. In particular, the th -order -periodic nonautonomous system (3) is converted into a 3 th -order autonomous system by appending an extra state variable [4]. Thus, since sinusoidal forcing terms in Eq.(3) are treated as a parameter, a null exponent is obtained. Namely, the Lyapunov exponents are: λ =.8893e 5, λ =., λ 3 =.3767e 5. (5) Notice that the presence of one positive Lyapunov exponent further confirms the chaotic dynamics of the considered circuit..3 State-space analysis of chaotic beats In order to analyze in detail the chaotic amplitude modulation of the beats, several phase portraits are carried out in the (x, x )-state space at different units. Such instants have been chosen by considering the most significant amplitude changes in the behavior of the state variable x (see Fig. 4 and consider instants t = 5, 37, 44, 545, 655, 777). The corresponding phase portraits are reported in Fig. 5(a)-(f). ω =.49; ω =.5.55.69.37 and Fig.5(d) the trajectory goes toward the origin. Successively, in Fig.4 and Fig.5(e) the values ±69 are approximately reached. Finally, Fig.4 and Fig.5(f) show that the dynamics contract again, until the values ±7 are reached. x() x().5 x 4.5.5 -.5 - -.5 - ω =.49; ω =.5 = 5 units -.5-3 - - 3 x() x 4.5 x 4.5.5 (a) ω =.49; ω =.5 = 37 units -.5 -.9.7 -.5 x() -.7 -.9 - -.5-3 - - x() 3 x 4 (b) -.37 -.55 -.69 5 37 44 545 655 777 Fig.4 Time behavior of the state variable x for t [, ]: the amplitude reaches relative maximum or minimum values for t = 5, 37, 44, 545, 655, 777. In particular, Fig.4 and Fig.5(a) show that the circuit dynamics start from the origin and expand until x approximately reaches the values ±37. Then, Fig.4 and Fig.5(b) illustrate that the trajectory of variable x shrinks back until the values ±9 are approximately reached. In Fig.4 and Fig.5(c) the dynamics expand again until they reach the values ±55, whereas in Fig.4 x().5 x ω =.49; ω =.5 4 = 44 units.5.5 -.5 - -.5 - -.5-3 - - x() 3 x 4 (c)

x().5 x ω =.49; ω =.5 4 = 545 units.5.5 -.5 - -.5 - -.5-3 - - x() 3 x 4 the attractor, obtained for large, is reported in Fig.6, where the maximum/minimum values of x are ±84. Based on the state-space analysis developed herein, it can be concluded that for the parameter values given by: β =.6844, a =.7, b =.68, (6) F = F =, (7) ω =.49, ω =.5, (8) the suggested circuit is able to generate the new phenomenon of chaotic beats..5 x 4 (d) ω =.49; ω =.5.5 x 4 ω =.49; ω =.5.5 = 655 units.5.5.5 x() x() -.5 -.5 - - -.5 -.5 - - -.5-3 - - x() 3 x 4 (e) -.5-3 - - 3 x() x 4 Fig.6 Phase portraits of the attractor in the (x, x )-state space for large t. x().5 x 4.5.5 -.5 - -.5 - ω =.49; ω =.5 = 777 units -.5-3 - - 3 x() x 4 (f) Fig.5 Phase portraits in the (x, x )-state space. (a): t = 5; (b): t = 37; (c): t = 44; (d): t = 545; (e): t = 655; (f): t = 777. These expanding and contracting behaviors go on chaotically for increasing s. An example of 3 Generating Periodic Beats This Section try to answer to the following question: are the chaotic beats preserved when equal frequencies ω = ω are chosen in the considered nonlinear circuit? To this purpose, the dynamics of system (3) are analyzed for the parameter values (6)-(7), whereas equal frequencies ω = ω =.49 are chosen. The resulting waveforms of the state variable x are reported in Figure 7(a)-(b) for different resolutions of the scale. Differently from the previous Section, Figure 7 clearly highlights that in this case the expanding and contracting behavior goes on periodically for increasing s. More precisely, Figure 7(a) highlights the presence of beats due to a periodic envelope, whereas Figure 7(b) reveals in the signal x also the presence of a fundamental frequency. Based on the analysis developed through this Section, it can be concluded that for the parameter values

(6)-(7) and equal frequencies ω = ω =.49, (9) the chaotic beats are not preserved. However, notice that in this case the considered nonlinear circuit exhibit periodic beats, similarly to the phenomenon obtained in linear systems. x() x() 4 x 4 3 - - -3 ω = ω =.49-4..5..5.3.35.4.45.5 x 4 4 x 4 3 - - -3 (a) ω = ω =.49-4.44.45.46.47.48.49.5 x 4 (b) Fig.7 Behaviors of the state variable x for different resolutions of the scale; (a): t [, 5]; (b): t [44, 5]. 4 Conclusions In this paper a new dynamic phenomenon in nonlinear circuits driven by two sinusoidal signals has been investigated. In particular, statespace analysis has shown that the application of signals with slightly different frequencies enables chaotic beats in nonautonomous circuits to be obtained. Finally, it has been shown that the application of signals with equal frequencies enables periodic beats to be obtained. References: [] G. Chen, T. Ueta, Chaos in circuits and systems, World Scientific Series on Nonlinear Science, Singapore,. [] M.J. Ogorzalek, Chaos and complexity in nonlinear electronic circuits, World Scientific Series on Nonlinear Science, Singapore, 997. [3] M. Itoh, H. Murakami, L.O. Chua, Experimental study of forced Chua s oscillators, International Journal of Bifurcations and Chaos, vol.4, no.6, 994, pp.7-74. [4] L.O. Chua, Chua s circuit years later, International Journal of Circuit Theory and Applications, vol., 994, pp.79-35. [5] K. Murali, M. Lakshmanan, Effect of sinusoidal excitation on the Chua s circuit, IEEE Transactions on Circuits and Systems Part I, vol.39, no.4, 99, pp.64-7. [6] K. Murali, M. Lakshmanan, Chaotic dynamics of the driven Chua s circuit, IEEE Transactions on Circuits and Systems Part I, vol.4, no., 993, pp.836-84. [7] T.L. Carroll, L.M. Pecora, Synchronizing nonautonomous chaotic circuits, IEEE Transactions on Circuits and Systems Part II, vol.4, no., 993, pp.646-65. [8] G. Grassi, S. Mascolo, Synchronizing hyperchaotic systems by observer design, IEEE Transactions on Circuits and Systems Part II, vol.46, no.4, 999, pp.478-483. [9] G. Grassi, D.A. Miller, Theory and experimental realization of observer-based discrete- hyperchaos synchronization, IEEE Transactions on Circuits and Systems Part I, vol.49, no.3,, pp.373-378. [] D. Cafagna, G. Grassi, Hyperchaotic coupled Chua s circuits: an approach for generating new nxm-scroll attractors, International Journal of Bifurcations and Chaos, vol.3, no.9, 3, pp.537-55. [] K. Grygiel, P. Szlachetka, Generation of chaotic beats, International Journal of Bifurcations and Chaos, vol., no.3,

, pp.635-644. [] C.R. Wylie, Differential equations, McGraw-Hill Inc., New York, 979. [3] K. Murali, M. Lakshmanan, L.O. Chua, The simplest dissipative nonautonomous chaotic circuit, IEEE Transactions on Circuits and Systems Part I, vol.4, no.6, 994, pp.46-463. [4] T.S. Parker, L.O. Chua, Practical numerical algorithms for chaotic systems, Springer-Verlag Inc., New York, 989. [5] D. Cafagna, G. Grassi, A New Circuit for Generating Chaos and Complexity: Analysis of the Beats Phenomenon, submitted to the 3 rd WSEAS AEE 4, Cancun, Mexico, -5 May 4.