Rotating orbits of a parametrically-excited pendulum

Xu Xu
a
, M. Wiercigroch
a,
*
, M.P. Cartmell
b
a
Centre for Applied Dynamics Research, Department of Engineering, Fraser Noble Building, Kings College, University of Aberdeen,
Aberdeen, AB24 3UE, Scotland, UK
b
Department of Mechanical Engineering, James Watt Building, University of Glasgow, Glasgow, G12 8QQ, Scotland, UK
Accepted 22 June 2004
Abstract
The authors consider the dynamics of the harmonically excited parametric pendulum when it exhibits rotational
orbits. Assuming no damping and small angle oscillations, this system can be simplied to the Mathieu equation in
which stability is important in investigating the rotational behaviour. Analytical and numerical analysis techniques
are employed to explore the dynamic responses to dierent parameters and initial conditions. Particularly, the param-
eter space, bifurcation diagram, basin of attraction and time history are used to explore the stability of the rotational
orbits. A series of resonance tongues are distributed along the non-dimensionalied frequency axis in the parameter
space plots. Dierent kinds of rotations, together with oscillations and chaos, are found to be located in regions within
the resonance tongues.
2004 Elsevier Ltd. All rights reserved.
1. Introduction
The parametrically excited pendulum has been of scientic interest for a considerable amount of time. It has been
found that this system can generate various types of motion, from simple periodic oscillation to complex chaos. The
system motion depends on the initial condition, the excitation frequency and amplitude, and the parameters of the pen-
dulor such as the length of the pendulor rod.
The parametric pendula, as a kind of parametric vibration system, can be analysed by a means of various methods.
Application of perturbation techniques, originally emanating from orbited mechanics, to problems in parametric and
nonlinear vibration [1] have been popularised by fevered key researchers, in particular Nayfeh [2]. A good example of
using the perturbation method of multiple scales for analysis of the externally loaded parametric oscillator is in the
work by Watt and Cartmell [3], in which numerical and experimental investigations were also discussed for a system
with power take-o capable of doing measurable work. Analytical studies of the parametrically-excited pendulum
can be traced back to 1981 and the work of Koch and Leven [4], in which chaotic behaviour of the pendulum system
was identied. In their later work [5], subharmonic and homoclinic bifurcations were analysed by using the Melnikov
and averaging methods. More recently Bishop and Cliord [6,7,8,9,10,11,12] have been heavily involved in research into
0960-0779/$ - see front matter 2004 Elsevier Ltd. All rights reserved.
doi:10.1016/j.chaos.2004.06.053
*
Corresponding author.
Chaos, Solitons and Fractals 23 (2005) 15371548
www.elsevier.com/locate/chaos
this system. Analytical approaches to the analysis include those of symbolic dynamics, invariant manifolds and the
method of braids, as well as the potential energy theory [9]. Oscillatory orbits have also been identied [10]. The approx-
imate boundary of the escape zone was calculated analytically in the work of [6], rotating periodic orbits were scruti-
nized in [8] and a detailed description of the rotational orbits was given. Tumbling chaos was evident in [7] and the
forced inverted pendulum was discussed in [11]. The inverted oscillation of a driven pendulum, as well as its bifurca-
tions, was investigated using the method of manifolds and braids by Sudor and Bishop [12] and Szemplin ska-Stupnicka
and Tyrkiel [13] identied the features of oscillation-rotational attractors by means of bifurcation diagrams and basins
of attraction using the numerical integration method. Utilising the same method, chaotic motions were subsequently
examined and categorized into three types, oscillating chaos, tumbling chaos and rotating chaos in another paper by
the same authors [14]. In particular, tumbling chaos was precisely described and then shown to exist in a broad area
within the parameter space.
This paper is aimed at deepening the understanding of rotational orbits under various excitation and loading con-
ditions and the pendulum system is initially investigated as a linear case with no damping and for small angles. The full
nonlinear model is later examined numerically using the software package, Dynamics [15] and the rotational orbits lo-
cated in dierent resonance zones are discussed.
2. Small angles: analytical studies
The mathematical model of the parametric pendulum, as shown in Fig. 1, assumes the form of a massless rod with a
lumped mass at the end and viscous damping at the pivot and has the following form:

h
c
m
_
h
g

X
2
cosXt
_ _
sin h 0; 1
where h is the angular displacement, t is time, c is the viscous damping coecient, m is the mass, g is gravitational accel-
eration, l is the length of the rod, Y is the excitation amplitude and X is the excitation frequency.
Non-dimensionalisation with respect to the system natural frequency, x
0

g=
_
, gives,

h c
_
h 1 p cosxs sin h 0: 2
Nomenclature
A amplitude of the system
Y real excitation amplitude
c damping coecient
g acceleration due to gravity
real length of the pendulor rod
m mass of the pendulor
p non-dimensionalised exciting amplitude with respect to natural frequency, x
0
t real time
x independent variable obtained by non-dimensionalising real time with respect to real exciting frequency,
X
a non-dimensionalised natural frequency with respect to real exciting frequency, X
c non-dimensionalised damping ratio with respect to natural frequency, x
0
non-dimensionalised exciting amplitude with respect to real exciting frequency, X
h;
_
h angle displacement and velocity
h
0
,h
1
,h
2
asymptotic expansion of h
h
0
;
_
h
0
initial conditions of angle displacement and velocity
s independent variable obtained by non-dimensionalising real time with respect to natural frequency, x
0
/ dened by / = (1 2a)x + 2u
u phase angle of the system
x non-dimensionalised exciting frequency with respect to natural frequency, x
0
x
0
natural frequency of the system
X real exciting frequency
1538 X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548
The parameters in Eq. (2) are dened as follows
s x
0
t; c
c
mx
0
;
p
Y X
2
x
2
0
; x
X
x
0
:
In order to understand the fundamental behaviour of the parametrically-excited pendulum the case assuming no
damping and no external excitation is considered using the phase diagram shown in Fig. 2. The phase trajectories in
the form of circles 1 and 2, are oscillating orbits. The angular displacement is always smaller than p and the angular
velocity changes its sign twice per period. The trajectory of wave form 4, depicts a typical rotational motion. The angu-
lar displacement is growing with time and the angular velocity does not change its sign. Trajectory 3 is a heteroclinic
orbit in which the stable manifold merges with the unstable manifold at the saddles A and B, thus forming a closed
orbit. It is necessary to pass through the heteroclinic orbit in order to travel from oscillatory to rotational motion,
and this means that a heteroclinic bifurcation (global bifurcation) has to occur. As a result, rotational motions cannot
be found by following oscillations using local bifurcation methods, such as the continuation method for example. The
rotations can develop from chaotic motion, as the heteroclinic orbits are being crossed.
In this section it is considered that the pendulum oscillates with small angular displacements, sin h % h, and the
damping ratio is small enough to be neglected, c !0. Thus the equation of motion, Eq. (2), becomes

h 1 p cosxsh 0: 3
x
y

m
y
l
Fig. 1. Physical model of parametrically-excited pendulum.
Fig. 2. Phase trajectories diagram for free motion of the undamped pendulum.
X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548 1539
Eq. (3) can be re-scaled with respect to x to obtain a standard Mathieu equation,

h a
2
cos xh 0; 4
where x = xs = Xt, a = 1/x and = p/x
2
= Y/ is a small number.
Fundamental parametric resonances can be determined by using a number of asymptotic methods, all of which
assume the general solution of Eq. (4) in the form of a converging series:
h h
0
h
1

2
h
2
: 5
Then by substituting the general solution into Eq. (4), a set of dierential equations arranged accordingly to order of
the power of is obtained

0
:

h
0
a
2
h
0
0; 6

1
:

h
1
a
2
h
1
cosxh
0
; 7

2
:

h
2
a
2
h
2
cosxh
1
; 8
.
.
.
.
.
.
.
.
.
The fundamental harmonic equation is obtained by substituting the solution of Eq. (6), h
0
= A cos (ax-u), into Eq. (4),
where A and u are treated as slowly varying amplitude and phase. Neglecting second order derivatives which emerge
and rearranging with respect to cos(ax-u) and sin(ax-u), the resultant equation is
d
2
A
dx
2
2Aa
du
dx
A
du
dx
_ _
2
_ _
cosax u A
d
2
u
dx
2
2a
dA
dx
2
dA
dx
du
dx
_ _
sinax u

A
2
cos1 2ax 2u cosax u
A
2
sin1 2ax 2u sinax u
A
2
cosa 1x u: 9
The slowly varying phase and amplitude can be calculated as
du
dx


4a
cos1 2ax 2u; 10
1
A
dA
dx


4a
sin1 2ax 2u: 11
For / = (1 2a)x + 2u, Eqs. (10) and (11) become
d/
dx
1 2a

2a
cos /; 12
1
A
dA
dx


4a
sin/: 13
Eq. (12) is solved by rearrangement and by direct integration to give
tan
/
2

tan
1
2

a
2
b
2
p
x
_ _
ab

a
2
b
2
p
; a
2
> b
2
e

b
2
a
2
p
x
1
_ _
ab
e

b
2
a
2
p
x
1
_ _
b
2
a
2
p
; a
2
< b
2
_

_
;
where a = 1 2a and b

2a
. For the condition of a
2
< b
2
, i.e. j1 2aj < jj/2a, when x !1, / tends to a constant
value, as the amplitude A, noting that it is derived from Eq. (13).
As a result, the critical resonance curves are determined for the stability condition, i.e.
d/
dx
! 0 and
dA
dx
! 0. The equa-
tion, j1 2aj = jj/2a, produces two boundary curves, the so-called rst set of critical curves (see the dashed curves in
Fig. 3).
Once the solution of h
0
has been constructed it can be substituted into Eq. (7) and then solved. By substituting the
rst two terms of the general solution (Eq. (5)) into the Mathieu equation (Eq. (4)), the second set of critical curves can
be obtained by applying the same approach as for the rst set of critical curves.
In the case of the Mathieu equation with a damping term, it is known that the resonance zones will start from a
higher value of jj. The instabilities manifested by large amplitude oscillations and rotations must obviously occur
within the areas of the resonance zones.
1540 X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548
Fig. 3. First and second set of critical curves for Mathieu equation.
Fig. 4. Parameter space plot for the parametric pendulum for dierent settings of initial conditions and damping, keeping p 2 (0.0,2.0)
and x 2 (0.2,3.2); (a) h
(0)
= 0.01p,
_
h
0
0, c = 0.1; (b) h
(0)
= 0.01p,
_
h
0
0, c = 0.3; (c) h
(0)
= 0.5p,
_
h
0
0, c = 0.1; (d) h
(0)
= 0.5p,
_
h
0
0, c = 0.3.
X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548 1541
3. Large angles: numerical studies
Numerical studies have been carried out using Dynamics [15], which allows one to investigate the global and local
dynamics by considering bifurcation diagrams, Poincare maps, phase trajectories, time histories and parameter plots. In
this paper the numerical integrations are carried out with a time step of 1/300 of the external excitation period to guar-
antee that the steady state is reached, also with consideration being paid to computing time. This was decided on the
basis of tests using dierent time steps. The rst 300 excitation periods were excluded and the analysis presented in this
section has been based on the construction of parameter space plots which have been used to determine the regions of
Fig. 5. Parameter space plot for h
(0)
= 0.01p,
_
h
0
0, c = 0.1 in the range of x 2 (0.1,3.5), p 2 (0,4.5). Bifurcation diagrams shown
above were constructed by varying p for (a) x = 1.8, (b) x = 0.87, (c) x = 0.575. F stands for xed point; O1 for period-one oscillation;
O2 for period-two oscillation; R1 for period-one rotation; R2 for period-two rotation; Or1 for period-one oscillation-rotation; Or2 for
period-two oscillation-rotation; C for chaotic motion; PDB for period-doubling bifurcation; SNB for saddle-node bifurcation.
1542 X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548
the rotating solutions. Bifurcation diagrams were plotted to investigate the eects of varying the selected system
parameter for typical ranges. For each value of the varied parameter, the same initial conditions were used so that a
Fig. 6. Time histories and phase trajectories from the primary resonance zone, x = 2. (a) c = 0.1, p = 0.5, x = 1.8; (b) c = 0.1, p = 0.97,
x = 1.8; (c) c = 0.1, p = 1.15, x = 1.8; (d) c = 0.1, p = 1.5, x = 1.8; (e) c = 0.1, p = 1.8, x = 1.8; (f) c = 0.1, p = 2.8, x = 1.8; (g) c = 0.1,
p = 3.3, x = 1.3.
X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548 1543
comparison could be made between dierent parameter values for the same initial conditions. They were obtained by
direct numerical integration of the nonlinear equation, Eq. (2).
3.1. Parameter space plots
A parameter space plot is a diagram which graphically depicts the distribution of dierent types of steady state mo-
tions when two or more parameters of the system are varied. Such plots are obtained by dividing the parameter space
into a grid for which Lyapunov exponents are calculated keeping the same initial conditions for each element of the
grid. Then by adding a colour code, i.e. allocating dierent colours for dierent values of the Lyapunov exponents,
a parameter space is obtained. The meaning depends on the colour settings as summarised in Dynamics [15]. In this
study, blue marks the xed points and period-one motion (oscillation, rotation or oscillation-rotation); cyan denes
period-two motion (oscillation, rotation or oscillation-rotation); green represents chaotic motion; red depicts the area
around period-doubling bifurcations and pink illustrates the region around saddle-node bifurcations.
Four parameter space plots are shown in Fig. 4 and a series of resonance tongues is clearly visible, located at the
frequency ratios from right to left, x = X/x
0
= 2,1,2/3,1/2,. . .. The position of the main resonance zones coincides with
that calculated by the asymptotic method. When p is large, the resonance zones become wide and overlap each other, so
it can be seen that the behavior in a particular resonance zone can be inuenced by neighbouring zones within the over-
lapped region.
Comparisons between the parameter space plots of small and large damping ratios, c, and between that of small and
large initial angle values h
(0)
, are made in Fig. 4a and b, a and c. Large viscous damping requires more energy input,
which is manifested by a larger excitation amplitude to initiate unstable motion in particular rotations. As a result, the
various regions are moved up the amplitude axis, as shown in Fig. 4b and d. Furthermore, the heavily damped system is
not so sensitive to parameter changes as for the case with a small damping ratio. Thus the boundaries between the dif-
ferent regions are clearer than for the case with small damping (compare Fig. 4a and b). When the motion is initiated
with a large angle, as in Fig. 4c, the pendulum can be made to oscillate, or rotate, even with the parameters outside the
resonance tongue zone. In Fig. 4d, both c and h
(0)
are large.
All parameter space plots have been carefully examined by plotting time histories and phase trajectories for points
located close to the boundaries of dierent regions. The specic characteristics of the dynamic responses for dierently
colour regions is shown in Fig. 5. The bifurcation scenarios for varying p within the rst three resonance zones of x = 2,
x = 1 and x = 2/3 are shown in Fig. 5a, b and c. Clockwise and anti-clockwise pure rotations lie mainly in the principal
resonance zone, coexisting with oscillations for small x. When increasing p, period-one rotation experiences a cascade
of period doubling bifurcations which leads to chaotic motion, and back to rotations again after a chaotic interval.
3.2. Rotating solution
A cross-examination of the system dynamics determined by the space parameters, in particular with respect to the
rotating orbits is carried out in this section. In the work of Bishop and Cliord [8], rotations were dened to be the
motions which exceed h = p. Two kinds of rotations can occur in a parametrically-excited pendulum. Those that ro-
Fig. 7. Basins of attractions for (a) c = 0.1, p = 0.5, x = 1.8; (b) c = 0.1, p = 3.3, x = 1.3. nMarks period-two oscillational attractors or
Period-two oscillation-rotational attractors; marks Period-one pure rotational attractors; marks xed points.
1544 X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548
tate always in one direction, or in other words, when the angle, h, undergoes mono changes, are termed pure rotations,
and those which change the direction of rotation are called oscillations-rotations [13].
Fig. 8. Time histories and phase trajectories from the second resonance zone, x = 1. (a) c = 0.1, p = 0.88, x = 0.87; (b) c = 0.1,
p = 1.03, x = 0.87; (c) c = 0.1, p = 1.15, x = 0.87; (d) c = 0.1, p = 1.7, x = 0.87; (e) c = 0.1, p = 1.95, x = 0.87; (f) c = 0.1, p = 2.3,
x = 0.73.
X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548 1545
As shown in the parameter space plot and the bifurcation diagram within the primary resonance zone (Fig. 5a), by
increasing the excitation amplitude, p, the dynamic responses of the system change in terms of the sequence of equilib-
rium, oscillations, rotations, chaos and rotations. The details of the motions can be checked with the time histories,
phase planes and Poincare maps in Fig. 6. Period-two oscillations with egg-shaped phase trajectories are generated
Fig. 9. Time histories and phase trajectories from the third resonance zone, x = 2/3. (a) c = 0.1, p = 1, x = 0.575; (b) c = 0.1, p = 1.15,
x = 0.575; (c) c = 0.1, p = 1.3, x = 0.575; (d) c = 0.1, p = 1.5, x = 0.575; (e) c = 0.1, p = 1.59, x = 0.575; (f) c = 0.1, p = 1.7, x = 0.575.
1546 X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548
via a period-doubling bifurcation, as shown in Fig. 5. An example is shown in Fig. 6a, which co-exists with period-one
rotations as shown in the basin of attraction, as in Fig. 7a. Increasing the amplitude, p, and maintaining the same initial
conditions, period-one pure rotations (Fig. 6b) are obtained, and period-two pure rotations occur (Fig. 6c) after a per-
iod doubling bifurcation. A series of period-doubling bifurcations brings on tumbling chaos which exists in a wide re-
gion of parameter space, and for which one point is chosen for examination, shown in Fig. 6d. Within the region of
chaos, narrow zones of periodic motions are found, for example, period-eight oscillations-rotations in Fig. 6e. After-
wards, period-one pure rotations return, but with superharmonics as shown in the phase trajectory of Fig. 6f. As inu-
enced by the neighbouring zone, period-two oscillations-rotations (Fig. 6g) are found near the resonance zone of x = 1
and co-exist with the period-one pure rotations with superharmonics, as shown in Fig. 7b.
For the second resonance zone, at x = 1 (Fig. 5b), the saddle node bifurcation gives birth to the period-one oscil-
lations shown in Fig. 8a. After a narrow interval of chaos (Fig. 8b), the system develops oscillations-rotations, Fig. 8c.
Then a series of period-doubling bifurcations bring chaos (Fig. 8d) existing in a large range of the parameter space. By
increasing p further, oscillations-rotations (Fig. 8e) with superharmonics are generated. Both kinds of oscillations-rota-
tions are kept within the range of 0 to 4p. The oscillations-rotations with large angular displacements (Fig. 8f) can be
obtained for higher values of p.
The time histories, phase planes and Poincare maps for the points in the resonance zones at x = 2/3 and x = 1/2 are
plotted in Figs. 9 and 10. The orbits become more complex than those fromthe resonance zones of x = 2 and x = 1, as the
frequency ratio, x
X
x
0
, decreases and superharmonics are added in the motions. Pure rotations can be easily obtained in
the main resonance zone but can rarely be found in the higher order resonance zones. Also, despite the region inuenced
by the neighbouring resonance zones, the motions with increasing angular displacement are born from period doubling
bifurcations whereas motions emanating from saddle node bifurcations are limited to certain angular displacements.
4. Closing remarks and future work
This paper focusses on the numerical investigations of rotational orbits of a parametrically-excited pendulum.
The dynamic responses of the system have been examined by constructing parameter plots to determine the resonance
Fig. 10. Time histories and phase trajectories from the forth resonance zone, x = 1/2. (a) c = 0.1, p = 1, x = 0.44; (b) c = 0.1, p = 1.2,
x = 0.44; (c) c = 0.1, p = 1.5, x = 0.44.
X. Xu et al. / Chaos, Solitons and Fractals 23 (2005) 15371548 1547
structure (resonance zones) within which the various types of motions are colour coded. Time histories, phase trajec-
tories and Poincare maps have been used to provide cross-checks. Pure rotations are found in the main resonance zone;
while oscillations-rotations are found in two other examined resonance zones.
Although the method of numerical simulation for investigating the system dynamics is powerful, it has proved to be
time consuming; for example a typical parameter space plot needs 72h of computing time on a standard PC. The work
done for small angular oscillations with no damping has been shown to be a good beginning for an analytical analysis,
principally because of its simple critical curve expression and its good correspondence with the numerical results. There-
fore, more eort is being directed into devising robust analytical and approximate solutions.
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