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International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

Stability chart of parametric vibrating systems using

energy-rate method
G. Nakhaie Jazar∗
Department of Mechanical Engineering and Applied Mechanics, North Dakota State University, Fargo, ND 58105-5285, USA
Received 5 March 2003; accepted 6 August 2003

Abstract
Based on the integral of energy and numerical integration, we introduce, develop, and apply a general algorithm to predict
parameters of a parametric equation to produce a periodic response. Using the new method, called energy-rate, we are able
to 3nd not only stability chart of a parametric equation which indicates the boundaries of stable and unstable regions, but
also periodic responses that are embedded in stable or unstable regions.
There are three main important advantages in energy-rate method. It can be applied not only to linear but also to non-linear
parametric equations; most of the perturbation methods cannot. It can be applied to large values of parameters; most of
the perturbation methods cannot. Depending on the accuracy of numerical integration method, it can also 3nd the value of
parameters for a periodic response more accurate than classical methods, no matter if the periodic response is on the boundary
of stability and instability or it is a periodic response within the stable or unstable region.
In order to introduce the energy-rate method and indicate its advantages we apply the method to the standard Mathieu’s
equation,
x7 + ax − 2bx cos(2t) = 0
and show how to 3nd its stability chart for the large values of b in a–b plane. The results are compared with McLachlan’s
report (Theory and Application of Mathieu Function, Clarendon, Oxford, 1947).
? 2003 Elsevier Ltd. All rights reserved.

Keywords: Mathieu stability chart; Energy-rate method; Parametric vibrations

1. Introduction The algorithm is based on a method called

In this paper, an applied algorithm based on integral
energy and numerical integration will be introduced,
developed, and presented to determine the parame-
ters of parametric equations corresponding to periodic
solutions.
∗ Tel.: +1-701-231-8303; fax: +1-701-231-8913.
E-mail address: reza.n.jazar@ndsu.nodak.edu (G.N. Jazar).
energy-rate method that can be applied to the follow-
ing general 3rst-order diEerential equation:
x7 + f(x) + g(x; ẋ; t) = 0: (1)
There are some important advantages in energy-rate
method comparing to the perturbation methods and
Floquet theory. First, it can be applied to non-linear
parametric equations as well as linear equations.
Floquet theory, similar to the most of perturbation
methods cannot be applied on non-linear equations.

0020-7462/$ - see front matter ? 2003 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ijnonlinmec.2003.08.009
1320 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331
Second, it can be applied not even to the small val-
ues of parameters, but also to large values. Most
of the approximation and perturbation methods are
stick to the very small values of parameters. Third,
depending on the accuracy of numerical integration
method, it can 3nd the value of parameters for a pe-
riodic response faster and more accurate than other
classical methods. The accuracy of most classical
methods depend on smallness of the value of param-
eters, and the number of terms in perturbed solution.
Their accuracy cannot sometimes be increased by
increasing the degree of polynomial or the number of
terms in perturbed solution. Fourth, the algorithm of
detection periodic solution using energy-rate method
can be adjusted to detect periodic response within
a stable or unstable region, as well as periodic so-
lutions on the boundary of stability and instability
regions.
I study the well-known Mathieu’s equation as an
example to show the applicability of the energy-rate
method in identifying the stability chart, and some
of the advantages of method. The results are interest-
ing because they uncover some hidden facts about the
Mathieu’s equation.
The Mathieu’s equation
dx
x7 + ax − 2bx cos(2t) = 0; ẋ = (2)
dt
is the simplest and the most widely known paramet-
ric diEerential equation, in which a and b are constant
parameters. One of the most interesting characteristics
of this linear equation is that depending on the coeI-
cients, it may have bounded or unbounded solutions.
Fig. 1 depicts the stability chart of Mathieu’s equation
(2) based on McLachlan’s [1] results.
Parametric equations govern problems of the great-
est diversity in astronomy and theoretical physics and
stability of the oscillatory processes in non-linear sys-
tems. They have accordingly been the subject of a vast
number of investigations since the beginning of the
last century [2,3].
Parametric equation arises in applied mathematics
in three main groups of problems. The 3rst group
is the transverse vibrations of a taut elastic member.
The second group of problems arises typically in the
modulation of radio carrier wave [4]. The third group
of problems come from the standard procedure of
investigating the stability of a periodic motion in a
Fig. 1. Mathieu stability chart based on the numerical values,
generated by McLachlan [1].
non-linear system. A linearization in neighbourhood
of a periodic motion results in a linear diEerential
equation with periodic coeIcients, i.e. Floquet theory.
The paradigm example is given by Mathieu’s equa-
tion [5]. The Mathieu’s equation is commonly known
as the equation of the elliptic cylinder functions. The
contribution to the theory of diEerential equations, re-
lated to the third group, which has been stimulated
by problems in celestial mechanics, has come chieLy
from Hill and Poincare [6].
Examples of vibrating elastic bodies are: the lateral
vibration of stretched strings and thin rods, which are
perhaps the most amenable to theoretical and exper-
imental treatment [7]. The linear and various modes
of vibration of bars and beams, which was originated
back by Daniel Bernoulli, was investigated completely
by Rayleigh [8] and Love [9]. It is well known that
classical linearized analysis of the vibrating strings and
rods could lead to some results related to the Math-
ieu’s equation, which are reasonably accurate if only
the tension and displacements are assumed to be small
[10].
2. Historical background and literature review
The 3rst recorded demonstration of parametric be-
haviour belongs to Faraday [11] in 1831, in which he
produced wave motion in Luids by vibrating a plate in
contact with the Luid [12]. Shortly afterwards, many
scientists discovered parametric phenomena. Among
 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331
them are, Melde (1860), Mathieu (1860), Matthiessen
(1870), Floquet (1883), Hill (1886), Rayleigh (1887),
Stephenson (1906), Meissner (1918), Strutt (1927),
van der Pol (1928), and Barrow (1923), in the late
19th and the beginning of the 20th century [13].
It is known that the 3rst detailed theory relevant
to the study of periodically time varying systems was
given by Mathieu [14], Hill [15], and Lord Rayleigh
[16] in 1860 –1890. One of the most important earlier
works on the behaviour of periodically time-varying
systems was that by Hill in 1886, in which he laid
down the very mathematical foundations of the stabil-
ity theory of parametric systems [15]. The 3rst anal-
ysis of parametric resonance of a structural con3g-
uration (a pinned perfect column) was presented by
Beliaev [17]. Many studies started appearing in the
literature in the late 1940s and 1950s. Reviews on the
subject, including historical sketches, may be found in
the works of Beilin and Dzhanelidze [18]. For more
recent contributions on the subject, the reader is re-
ferred to the work done by Yao [19], Hsu [42], Es-
mailzadeh and Nakhaie Jazar [20,21], Luo [22], and
Zounes and Rand [23].
Solution of the Mathieu’s equation depends on two
independent parameters, a and b. It is known from
Floquet theory that its solution is, in general, of the
following structure:
x(t) = C1 e
t ’(t) + C2 e−
t ’(−t) (3)
in which the function ’(t) is periodic. The character-
istic exponent,
, is a time invariant constant that de- results since they do not rely upon algebraic ap-
pends in an intricate way upon the parameters a and
b. If it is real, the solution becomes exponentially in-
3nite, i.e., a so called unstable solution. If the expo-
nent is purely imaginary the solutions remain bounded
along the real axis. The intermediate case in which
= 0 is of especial importance because it includes a
solution known as a Mathieu function which is peri-
odic [24]. Broadly speaking, the determination of the
Mathieu functions is the matter of prime importance
in the applications of the equation.
The most comprehensive treatment of classical
methods for analyzing the Mathieu’s equation has
been given by McLachlan [1]. It is known that the
Mathieu’s equation (2), could have periodic solution
depending on parameters a and b, and independent of
the initial conditions, due to the linearity of the equa-
tion. The relationship between a and b for periodic
1321
solution generates a graph which is called a stability
chart [4]. The relation could be developed analytically
by Fourier coeIcients or perturbation methods, but
all of these methods fail to predict the stability chart
when b is large.
Many authors investigated the stability chart of the
time-varying systems including Mathieu’s equation
using a variety of concepts such as Lyapunov expo-
nents [25], Poincare Mapping [26], Lyapunov–Floquet
transformation, and perturbative Hamiltonian normal
forms [27]. None of these analysis could give accurate
prediction of the stability boundaries when b is large
and/or some non-linearity is presented. Due to the na-
ture of the solutions given by the classical approaches,
extensive calculation is generally required to ensure
suIcient convergence to give accurate answers. De-
termination of stability, classically, rests upon the use
of the Hill determinant procedure [28]. For values of
a and b signi3cantly larger than unity, quite large de-
terminant need to be calculated which is also a time
consuming task. Further, these may diverge initially
prior to acceptable convergence [13].
Taylor and Narendra [29] and later on Gunderson et
al. [30] found the stability boundaries of the damped
Mathieu’s equation using Laplace transformation and
Lyapunov function. Their stability theory was only
correct for small multiplier of both damping and pe-
riodic terms.
Within the limits of numerical accuracy, most of
these procedures have the appeal that they give exact
proximations to the solutions of the equation. Their
shortcomings, however, lie with their numerical error,
especially when solutions near stability boundaries
are required. Accuracy is also governed by the num-
ber of iteration points chosen for iterative techniques
per period of the periodic coeIcient. Numerical so-
lution of the Mathieu’s equation has been extensively
used in the past to model systems which contain a
sinusoidal time-varying parameter [31]. Rand and
Hastings [32] used numerical integration to determine
regions of stability for a quasi-periodic Mathieu’s
equation. They assumed that the equation is stable
for a given initial condition r(0), if r(t) ¡ 106 r(0)
for 1000 time
units and for all t between 0 and 1000,
where r(t) = x2 (t) + ẋ2 (t). Using a numerical inte-
gration, they could develop and present some useful
stability charts.
1322 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

3. The investigation method [1,37,38],


r=0   aC0 + bC2 = 0;
Stability analysis for even a single, second order, 
linear diEerential equation with periodic coeIcients, r=1 (a − 4)C2 + b(2C0 + C4 ) = 0; (8)


such as Mathieu’s equation, is rather cumbersome, but 
r ¿ 2 (a − 4r 2 )C2r + b(2C2r−2 + C2r+2 ) = 0;
diEerent methods are available. Among them are the
method of in3nite determinants [33], the perturbation 
methods [34], the Galerkin method [35], and the clas-  (a − 1 + b)C1 + bC3 = 0;

r=0 
sic Floquet method [36]. (a − (2r + 1)2 )C2r+1 (9)
The method of continued fractions is the most r¿1 


strong method that McLachlan used to 3nd the sta- +b(C2r−1 + C2r+3 ) = 0;
bility chart of Mathieu’s equation. This method starts

by knowing that the periodic solution of (2) which
 (a − 1 − b)S1 + bS3 = 0;

admit the period 2 falls into four classes. Each class r=0 
depends on its Fourier series which involve, respec- (a − (2r + 1)2 )S2r+1 (10)
r¿1 


tively, cosines or sines of even or odd multiples of t. +b(S2r−1 + S2r+3 ) = 0;
They are de3ned by Ince [37] as
∞ 

ce2n = (2n)
C2r cos(2rx) have period ; (4)  (a − 4)S2 + bS4 = 0;

r=0 
r=0 (a − (2r + 2)2 )S2r+2 (11)
∞ r¿1 


se2n+1 = (2n+1)
S2r+1 sin((2r + 1)x) +b(S2r + S2r+4 ) = 0:
r=0 Using the recurrence relations (8)–(11) we can 3nd a
have period 2; (5) continued fraction equation between a and b such as
2 2 2
b b
∞ − b4 1 1
 a=2 16 36
ce2n+1 = (2n+1)
C2r+1 cos((2r + 1)x) 1 − 4a 4 1 − 16a 16 1 − 36a
r=0 2
b b2
1 64 1 4r 2
have period 2; (6) × ···
36 1 − 64a 4(r − 1)2 1 − a
4r 2 − 1
4r 2 Zr+1
∞
 (12)
(2n+1)
se2n+2 = S2r+1 sin((2r + 2)x)
2
r=0 − 4rb 2
Zr = ; lim Zr = 0
have period ; (7) 1 − 4ra2 − 4r12 Zr+1 r→∞

which are corresponding to characteristic numbers
denoted by a2n ; b2n+1 ; a2n+1 , and b2n+2 . In every
case, satisfaction of the diEerential equation necessi-
tates recurrence formulae connecting three successive
coeIcients. The continued fraction forms the basis
of the technique developed by Ince [37] and Gold-
stein [38] for the computation of the characteristics
numbers.
If each series of (4)–(7) is substituted in turn in
the Mathieu’s equation (2), and the coeIcients of
cos(2rt); cos((2r +1)t); sin((2r +1)t); sin((2r +2)t)
equated to zero for r = 0; 1; 2; : : :, the follow-
ing recurrence relations are obtained, respectively
for cos(2rt), to draw the stability chart of Fig. 1.
A similar method was used by McLachlan to report
Table 1 for stability chart of the Mathieu’s equa-
tion (2). In Table 1, the numerical values related to
aci and asi are the stability boundaries for ith co-
sine elliptic (cei ) and ith sine elliptic (sei ) functions,
respectively. Fig. 1 is a graphical representation of
Table 1.
It can be seen in Table 1 and Fig. 1 that continued
fractions method is strong enough to detect the sta-
bility boundaries for large values of parameters. The
method of continued fractions was used by later in-
vestigators, and it is shown that the continued fraction
Table 1
McLachlan’s report for Mathieu stability chart
b ac0 as1 ac1 as2 ac2 as2 ac3 as4 ac4 as5 ac5 as6
0, 0, 1, 1, 4, 4, 9, 9, 16, 16, 25, 25, 36,
1, −0.4551386, −0.1102488, 1.8591081, 3.9170248, 4.3713010, 9.0477393, 9.0783688, 16.0329701, 16.0338323, 25.0208408, 25.0208543, 36.0142899,
2, −1.5139569, −1.3906765, 2.3791999, 3.6722327, 5.1726651, 9.14062277, 9.3703225, 16.1276880, 16.1412038, 25.0833490, 25.0837778, 36.0572070,
3, −2.8343919, −2.7853797, 2.5190391, 3.2769220, 6.0451969, 9.2231328, 9.91155063, 16.2727012, 16.3387207, 25.1870798, 25.1902855, 36.1288712
4, −4.2805188, −4.2591829, 2.3180082, 2.7468810, 6.8290748, 9.2614461, 10.6710271, 16.4520353, 16.6468189, 25.3305449, 25.3437576, 36.22944114

G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

5, −5.8000460, −5.7900806, 1.8581875, 2.0994604, 7.4491097, 9.2363277, 11.5488320, 16.6482199, 17.0965817, 25.5108160, 25.5499717, 36.3588668
6, −7.3688308, −7.3639110, 1.2142782, 1.3513812, 7.8700645, 9.1379058, 12.4656007, 16.8446016, 17.6887830, 25.7234107, 25.8172720, 36.5170667
7, −8.9737425, −8.9712024, 0.4383491, 0.5175454, 8.0866231, 8.9623855, 13.3584213, 17.0266608, 18.4166087, 25.9624472, 26.1561202, 36.7035027
8, −10.6067292, −10.6053681, −0.4359436, −0.3893618, 8.1152388, 8.7099144, 14.1818804, 17.1825278, 19.2527051, 26.2209995, 26.5777533, 36.9172131
9, −12.2624142, −12.2616617, −1.3867016, −1.3588101, 7.9828432, 8.3831192, 14.9036797, 17.3030110, 20.1609264, 26.4915472, 27.0918661, 37.1566950
10, −13.93698, −13.9365525, −2.3991424, −2.3821582, 7.7173698, 7.9860691, 15.5027844, 17.3813807, 21.1046337, 26.7664264, 27.7037687, 37.4198588
12, −17.3320660, −17.3319184, −4.5701329, −4.5635399, 6.8787369, 7.0005668, 16.3015349, 17.3952497, 22.9721275, 27.3000124, 29.2080550, 38.0060087
14, −20.7760553, −20.7760004, −6.8934005, −6.8907007, 5.7363123, 5.7926295, 16.5985405, 17.2071153, 24.6505951, 27.7697667, 31.0000508, 38.6484719
16, −24.2586795, −24.2586578, −9.33523671, −9.3341097, 4.3712326, 0.3978962, 16.4868843, 16.8186837, 26.0086783, 28.136359, 32.9308951, 39.3150108
18, −27.7728422, −27.7728332, −11.8732425, −11.8727265, 2.8330567, 2.8459917, 16.0619754, 16.2420804, 26.9877664, 28.3738582, 34.8530587, 39.9723511
20, −31.3133901, −31.3133862, −14.4913014, −14.4910633, 1.15422829, 1.1607057, 15.3958109, 15.4939776, 27.5945782, 28.4682213, 36.6449897, 40.5896641
24, −38.4589732, −38.4589724, −19.9225956, −19.9225403, −2.5397657, −2.5380779, 13.5228427, 13.5527965, 27.8854408, 28.2153594, 39.5125519, 41.6057099
28, −45.6733696, −45.6733694, −25.5617471, −25.5617329, −6.5880630, −6.5875850, 11.1110798, 11.1206227, 27.2833082, 27.4057488, 41.2349503, 42.2248415
32, −52.9422230, −52.9422229, −31.3651544, −31.3651505, −10.9143534, −10.9142090, 8.2914962, 8.2946721, 26.0624482, 26.1083526, 41.9535112, 42.3939428
36, −60.2555679, −60.2555679, −37.3026391, −37.3026380, −15.4667703, −15.4667243, 5.1456363, 5.1467375, 24.3785094, 24.3960665, 41.9266646, 42.1183561
Ė =

of energy as follows:
E =T (ẋ)+V (x), respectively, we can write an integral
for the system by V (x) = f(x) d x; T (ẋ) = 21 ẋ2 , and
a kinetic, potential, and mechanical
should expect a tendency to oscillate [40]. De3ning
and g(x; ẋ; t) is a periodic function of time, then we
the particle, and also time. If f(x) is a restoring force
on the value of parameters, position and velocity of
applied force generates or absorbs energy depending
the system is governed by x7 +f(x)=0. In general, the
non-conservative force −g(x; ẋ; t). The free motion of
attached to a conservative spring, acted upon by a
shows that the system is a model of a unit mass particle

x7 + f(x) = −g(x; ẋ; t)

Eq. (13) in the following form:

f and g are depending on a set of parameters. Writing
a non-linear time-dependent function. The functions
and f(x) is a single variable function, and g(x; ẋ; t) is

g(0; 0; t) = 0

where

x7 + f(x) + g(x; ẋ; t) = 0;

bility for the system

algorithm
4. Energy-rate method and stability chart

curves.
velop an applied method to determine the transition
integral combined with numerical integration to de-
the next section, we use the principle of the energy
large coeIcients, but also to non-linear equations. In
plicable not only for linear parametric equation with
need a more reliable and accurate method to be ap-
parametric equations [39]. Due to this problem, we
ential equations, but it is not applicable to non-linear
method can be applied to all linear parametric diEer-
= −ẋg(x; ẋ; t):

Consider that we are looking for a boundary of sta-

dt
d
(E) =
dt
d

2
1 2
ẋ +



(f(x)ẋ) dt

energy function

(16)

(15)

(14)

(13)

1323
1324 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331
This expression represents the rate of energy generated
or absorbed by the term −g(x; ẋ; t).
Suppose that for some set of parameters and a
non-zero response x(t); Ė = −ẋg(x; ẋ; t) is negative
then, E continuously decreases along the path of
x(t). The eEect of g(x; ẋ; t) resembles damping or
resistance; energy is continuously withdrawn from
the system, and this produces a general decrease in
amplitude until the rate of initial amplitude depended
energy runs out and a new solution make Ė = 0.
On the other hand, if for a set of parameters and a
non-zero response x(t); Ė = −ẋg(x; ẋ; t) is positive
then, the amplitude increases so long as the path of
x(t) runs away. Evaluating a suitable numerical inte-
gration can show if a set of parameters belongs to a
stable or unstable region by evaluating Ė.
It is known that time derivative of mechanical en-
ergy E must be zero over one period for conservative
and autonomous systems in a steady state periodic cy-
cle [41]. We may integrate the Mathieu’s equation (2),
to get the following equation:
1 d 2
(ẋ + ax2 ) = 2bxẋ cos(2t) = Ė; (17)
2 dt
where E is the mechanical energy of the system. In
order to 3nd a set of a and b to indicate a steady-state
periodic response, we may choose a pair of parameters
a and b and integrate Eq. (17) numerically.
We may evaluate the averaged energy over a period
1 T 1 T
Eav = Ė dt = (2bxẋ cos(2t)) dt;
T 0 T 0
T = 2 (18)
to compare with zero. If Eav is greater than zero, (a; b)
belongs to a region that energy being inserted to the
system and then Eq. (2) is unstable. However, if it
is less than zero, then (a; b) belongs to a region that
energy being extracted from the system and Eq. (2) is
stable. On the common boundary of these two regions,
Eav =0.
Assume b is 3xed and we are looking for a to be
on a boundary that its left-hand side is stable and its
right-hand side is unstable then, if the chosen param-
eters show that Eav is less than zero, increasing a in-
creases Eav . On the other hand, if Eav is greater than
zero, decreasing a decreases Eav . Using this strategy
we may 3nd the appropriate value of a such that Eav
equates zero. In this way, we will 3nd a point on the
boundary that has a stable region on its left-hand side
and unstable region on its right-hand side. This group
of points constitutes a branch of -periodic boundary
corresponding to ce2n or se2n+2 .
By changing the strategy and looking for a to be
on a boundary that its right-hand side is stable and
its left-hand side is unstable then, we can generate
the 2-periodic branches corresponding to ce2n+1 or
se2n+1 . Now we may change b by some increment
and repeat the procedure. This procedure could be ar-
ranged in an algorithm called “stability chart algo-
rithm”.
4.1. Stability chart algorithm
1. set a, equal to one of its special values;
2. set b, equal to some arbitrary small value;
3. solve the diEerential equation numerically;
4. evaluate Eav ;
5. decrease (increase) a, if Eav ¿ 0 (Eav ¡ 0) by
some small increment;
6. the increment of a must be decreased if Eav (ai ) ·
Eav (ai−1 ) ¡ 0;
7. save a and b when Eav 1;
8. while b ¡ b3nal , increase b and go to step 3;
9. set a, equal to another special value and go to
step 2;
10. reverse the decision in step 5 and go to step 1.
It is known that the boundary between stable and un-
stable regions in the stability chart starts from some
special values of a. So, it is better to start the algo-
rithm from one of these characteristic values.
5. Applying the stability chart algorithm
In order to 3nd more accurate values than those
presented in Table 1, we have used the elements
of McLachlan’s table as an initial value. Then,
the Mathieu’s equation was solved numerically for
0 ¡ t ¡ T; T =2, in order to include both -periodic
and 2-periodic solutions. Two solutions of identical
period, even  or 2, bound the region of instability,
while two solutions of diEerent periods bound the
region of stability.
 Table 2
Stability chart for Mathieu’s equation generated by the algorithm
b ac0 as1 ac1 as2 ac2 as2 ac3 as4 ac4 as5 ac5 as6
0, 0, 1, 1, 4, 4, 9, 9, 16, 16, 25, 25, 36
1, −0.455138604, −0.110249001, 1.8591084, 3.9170245, 4.3713010, 9.04773900, 9.0783688, 16.0329698, 16.0338323, 25.0208405, 25.0208543, 36.0142899,
2, −1.5139568851, −1.3906767, 2.3791999, 3.6722324, 5.1726648, 9.14062247, 9.3703225, 16.1276877, 16.1412038, 25.0833487, 25.0837778, 36.0572070,
3, −2.834391889959, −2.7853799, 2.519039087, 3.2769217, 6.0451972, 9.2231325, 9.91155033, 16.2727009, 16.3387207, 25.1870795, 25.1902855, 36.1288709
4, −4.280518818368, −4.2591831, 2.31800817, 2.7468807, 6.8290745, 9.2614458, 10.6710271, 16.452035, 16.64681817, 25.3305446, 25.3437576, 36.22944084
5, −5.8000460207, −5.7900808, 1.8581875414, 2.0994601, 7.4491094, 9.2363274, 11.5488317, 16.6482196, 17.0965817, 25.5108157, 25.5499717, 36.3588665

G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

6, −7.36883083214, −7.3639112, 1.2142781642, 1.3513809, 7.8700648, 9.1379055, 12.465601, 16.8446013, 17.688783, 25.7234104, 25.8172720, 36.5170664
7, −8.97374250574, −8.9712026, 0.43834908996, 0.5175451, 8.086623145, 8.9623852, 13.358421, 17.0266605, 18.416609, 25.9624469, 26.1561202, 36.7035024
8, −10.60672923566, −10.6053683, −0.43594360159, −0.3893621, 8.11523883, 8.7099141, 14.1818807, 17.1825275, 19.2527054, 26.2209992, 26.5777533, 36.9172128
9, −12.2624142182, −12.2616619, −1.386701566696, −1.3588104, 7.982843163, 8.3831189, 14.90368, 17.3030107, 20.1609267, 26.4915469, 27.0918661, 37.1566947
10, −13.93697995675, −13.9365527, −2.399142400351, −2.3821585, 7.7173698494, 7.9860688, 15.5027847, 17.3813804, 21.1046334, 26.7664261, 27.7037687, 37.4198585
12, −17.33206603507, −17.3319186, −4.570132851088, −4.5635402, 6.87873685481, 7.0005665, 16.301534946, 17.3952494, 22.9721278, 27.3000121, 29.2080550, 38.0060084
14, −20.77605531238, −20.7760006, −6.8934005,3343 −6.890701, 5.736312349375, 5.7926292, 16.598540469, 17.207115, 24.6505954, 27.7697664, 31.0000505, 38.6484716
16, −24.25867947476, −24.258658, −9.33523701, −9.33411, 4.371232605296, 0.3978959, 16.4868842565, 16.8186834, 26.008678, 28.1363587, 32.9308948, 39.3150105
18, −27.77284216366, −27.7728334, −11.87324251702, −11.8727268, 2.833056732297, 2.8459914, 16.06197536045, 16.2420801, 26.98776644, 28.3738579, 34.8530584, 39.9723508
20, −31.31339007051, −31.3133864, −14.49130142564, −14.4910636, 1.1542285900001, 1.1607054, 15.39581091191, 15.4939773, 27.594578154, 28.468221, 36.6449894, 40.5896638
24, −38.4589731694, −38.4589726, −19.92259564555, −19.9225406, −2.539765704347, −2.5380782, 13.52284271453, 13.5527962, 27.8854407976, 28.2153591, 39.5125519, 41.6057096
28, −45.673369663942, −45.673369545, −25.561747709501, −25.5617332, −6.588062973934, −6.5875853, 11.1110798375, 11.1206224, 27.28330817057, 27.4057485, 41.234950267, 42.2248412
32, −52.94222296412, −52.9422229395, −31.36515444857, −31.3651508, −10.91435338774, −10.9142093, 8.291496150361, 8.2946718, 26.062448443, 26.1083523, 41.9535111621, 42.3939425
36, −60.25556789136, −60.2555681, −37.30263912327, −37.3026383, −15.46677033703, −15.4667246, 5.145636255447, 5.1467372, 24.37850942577, 24.3960662, 41.92666456905, 42.1183558
method, we have plotted TEav versus a in Fig. 2, for

a = 0; 22 ; 42 ; : : :.
1; 32 ; 52 ; : : :, and -periodic transition curves start from
Indeed, 2-periodic transition curves start from a =
cate characteristic values, a = k 2 ; k = 0; 1; 2; 3; : : : .
Both cases can be combined in one formula to indi-
the characteristic values a = (2k)2 ; k = 0; 1; 2; 3; : : : .
and the solutions with a -period lie in pairs near
the characteristic values a=(2k +1)2 ; k =0; 1; 2; 3; : : :,
3nd that the solutions with a 2-period lie in pairs near
clear if we let b → 0 then, using relations (8)–(11), we

compared with Table 1.

found the results tabulated in Table 2, which could be
cyclic repetition. We have applied the algorithm and
a) would be decreased at step i + 1 in order to prevent
crement which must be added to a (or subtracted from
at step i − 1 was less than zero, then the value of in-
Eav ¡ 0). If Eav at step i was greater than zero and Eav
of a must be decreased (or increased) if Eav ¿ 0 (or
algorithm presented in the previous section, the value
using 1000 segments over the period T . Following the

trapezoidal integration method

T
0
In order to investigate the applicability of the

Distribution of regions of instability will be more

The averaged energy Eav is evaluated by the simple

Ė dt =

Fig. 2. Plot of TEav as a function of a for b = 1.

=
h = ; n = 1000;

h

T
n−1
k=0

0
(2bxẋ cos(2t)) dt
2
T
n

[Ė(kh) + Ė((k + 1)h)];

(19)

1325
1326 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331

the line b = 1 shown in Fig. 1. It can be seen that

the curve TEav cuts the a axis exactly at the same
points where line b = 1 cuts the transition curves.
Therefore, Fig. 1 could be assumed as intersection of
a three-dimensional surface
T
q(a; b) = TEav = (2bxẋ cos(2t)) dt
0

and the plane TEav = 0.

Due to physical consideration, the 3rst instability
region, started at a = 1, is the most dangerous and
has therefore the greatest practical importance. Bolotin
[33] calls this region the “principal region of dynamic
instability”. In the next section, we compare Tables 1
and 2, and show the advantages of the stability chart
algorithm.
6. Comparison, application, and modi%ed
algorithm
How important the determined transient curve of a
parametric equation is, depends on the physical sys-
tem, real period of free oscillation, closeness of design
parameters to the transient curves, mechanism and rate
of dissipation system. If mistakenly design parame-
ters belong to an unstable region instead of periodic or
stable region, then parametric resonance might occur.
Table 3 shows the value of TEav for the 3rst ten dig-
its of -periodic branch ac0 of Tables 1 and 2. The last
three rows indicate that how important is the accuracy
of 3nding the transition lines. On the 10th row, de-
creasing 0.00000004325 unit could reduce TEav from
Fig. 3. Time response of the diEerence of amplitude.
104.6426231398 to −0:07985525604 signifying that
point (−13:93697995675; 10) is much more closer to
the transient curve than point (−13:93698; 10).
We compare Tables 1 and 2 by study the Math-
ieu’s equation (2) for two pairs of a and b equal to
(−0:4551386; 1) and (−0:455138604; 1); denoting
by x1 and x2 , respectively. The pairs of a and b belong
to two identical elements of Tables 1 and 2, and
Table 3 says that TEav ¡ 0 for both of them. Although
we cannot recognize any diEerence between the plots
of time responses of the Mathieu’s equation for x1 and
x2 , the function y =|x1 −x2 | for 0 ¡ t ¡ 10 shown in
Fig. 3 indicates that the response of Mathieu’s equa-
tion for x1 and x2 are not identical. It can be seen that
the diEerence of the solutions is growing up, which
shows that the solution of Mathieu’s equation for point
x1 deviates from periodic response faster than its
solution for x2 .

Table 3
The values of TEav for 3rst 10 digits of ac0 for a and b from Tables 1 and 2

b a, Table 1 a, Table 2 TEav for Table 1 TEav for Table 2

1 −0.4551386 −0.455138604 −0.41036782785e − 6 −0.1213741795e − 10

2 −1.5139569 −1.5139568851 0.000033303989524 0.147415342e − 7
3 −2.8343919 −2.83439189959 0.000269337200715 0.58511601e − 7
4 −4.2805188 −4.280518818368 −0.004127213067066 −0.382606859e − 6
5 −5.800046 −5.8000460207 −0.03087386648124 −0.000483913357634
6 −7.3688308 −7.36883083214 −0.2604694332158 0.000306168820171
7 −8.9737425 −8.97374250574 −0.2235618874348 0.000289910400872
8 −10.6067292 −10.60672923566 −5.978866028905 0.002771638776375
9 −12.2624142 −12.2624142182 −12.03902889408 −0.0061065122282
10 −13.93698 −13.93697995675 104.6426231398 −0.07985525604
 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331
Fig. 4. Time response for a point on the boundary of stability.
Fig. 5. TEav as a function of time for a point on the boundary of
stability.
The time response shown in Fig. 4 depicts that the
period of oscillation is . It is also indicated in the
plots of time history of TEav shown in Fig. 5.
The plot of TEav in Fig. 5 has an interesting
behaviour. The time integral of TEav is zero for
0 ¡ t ¡ , but the value of time integral of TEav for
0 ¡ t ¡ =2 is minus of the time integral of TEav for
=2 ¡ t ¡ . If time integral of Eav for 0 ¡ t ¡ T is
minus of the time integral of Eav for T ¡ t ¡ 2T we
call that Eav has skew-symmetric property. When-
ever Eav has skew-symmetric property then, the
system is 2T -periodic instead of T -periodic. Hence,
searching for responses having period T = n, and
=n; n = 1; 2; 3; : : :, also includes responses having
period T = 2n and 2=n; n = 1; 2; 3; : : : .
Now another advantage of energy-rate method will
be revealed that are not easily available by traditional
1327
Fig. 6. Plot of TEav as a function of a for b = 5 integrated for
diEerent period of time.
perturbations and approximation methods. We ana-
lyze super and sub-harmonic oscillation, and open new
doors of research to discover periodic responses of the
parametric equations.
Although mathematical theories can provide some
analytic basis, we may use a cross section of the
three-dimensional energy plots, similar to Fig. 2, to
3nd the possibility of super and sub-harmonic oscil-
lations. Integration of the Mathieu’s equation for a
constant b, and plotting Eav versus a indicates where
Eav is negative (stability) and positive (instability).
If the plot of Eav versus a, integrated for T = n or
=n; n = 1; 2; 3; : : :, crosses the axis Eav = 0, then there
is a transition or periodicity curve separating stable
and unstable regions.
Fig. 6 depicts a plot of TEav for the Mathieu’s equa-
tion as a function of a. The value of b is set to 5. The
line b = 5 is plotted in Fig. 1 to give a view of the
domain of stability and instability. The period of in-
tegration of TEav in Fig. 6 is diEerent for each curve.
It is seen that the curve for T = =3 and =2 has just
one zero for positive a, close to a = 9:1 and 7.4, re-
spectively. Time response of the Mathieu’s equation at
those points would be periodic, although both of them
belong to instability regions of the Mathieu’s stabil-
ity chart. Fig. 7 shows time response of the Mathieu’s
equation for (a = 7:45; b = 5).
The curve for T = in Fig. 6 intersects the horizontal
axis exactly at points where the line b = 5 intersects
the transition curves in Fig. 2, but the curve for T =2
not only intersects at the -periodic and 2-periodic
transition curves of the Mathieu’s equation, but also
1328 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331
Fig. 7. Time history of -periodic response of Mathieu’s equation
for (a = 7:45; b = 5), a periodic response in instability region.
Fig. 8. Time history of 4-periodic response of Mathieu’s equation
for (a = 8:13; b = 5) and (a = 13:47; b = 5).
touches the horizontal axis at some other points. For
instance, the 3rst touching point is around a = 8:13
which is a point in stable region of Mathieu’s stability
chart. Fig. 8 depicts two 4-periodic time responses
using the 3rst two touching points (a = 8:13; b = 5)
and (a = 13:47; b = 5) of the curve T = 2 in Fig. 6.
These two periodic solutions were found when we
were looking for 2-periodic responses due to skew
symmetric characteristic of Eav . A 3-periodic and a
6-periodic responses are shown in Fig. 9 for two
touching points (a = 12:57; b = 5) and (a = 14:54; b =
5) of the curve T = 3 in Fig. 6. These two super
harmonic responses belong to the stability region of
the Mathieu’s equation.
Is it possible to have other periodicity lines in the
stability or instability is regions of Mathieu’s equa-
Fig. 9. Time history of 3- and 6-periodic response of Mathieu’s
equation for (a = 12:57; b = 5) and (a = 14:54; b = 5).
tion? Figs. 6, 8 and 9 indicate that it is possible. Now
we may have for instance, a 2-periodic curve, where
both left- and right-hand sides of that curve are stable.
It is a periodic line “splitting” a stable region. We may
also have a 2-periodic curve, where both left- and
right-hand sides are unstable; a periodic line “split-
ting” an unstable region. The same situation could be
seen for other sub and super harmonics.
We may now modify the stability chart algorithm
to be able to detect splitting lines. The following algo-
rithm is prepared to detect splitting lines of the Math-
ieu’s equation.
6.1. Splitting chart algorithm
0. set period of integration T equal to a multiple
of ;
1. set a, equal to a1 , and a2 , two arbitrary values
in a stability region;
2. set b, equal to some arbitrary small value;
3. solve the diEerential equation numerically for
both pairs of a, and b;
4. evaluate (Eav )1 and (Eav )2 ;
5. set a1 = a2 ;
6. increase a2 , by some small increment if
|(Eav )1 | ¿ |(Eav )2 | and (a2 − a1 ) ¿ 0
or
|(Eav )1 | ¡ |(Eav )2 | and (a2 − a1 ) ¡ 0
else decrease a2 , if
|(Eav )1 | ¿ |(Eav )2 | and (a2 − a1 ) ¡ 0
or
|(Eav )1 | ¡ |(Eav )2 | and (a2 − a1 ) ¿ 0;
 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331 1329

12 12

10 10

8 8
b b
6 6

4 4

2 2

0 2 4 6 8 10 12 0 2 4 6 8 10 12
(a) a (b) a

12 12

10 10

8 8
b b
6 6

4 4

2 2

0 2 4 6 8 10 12 0 2 4 6 8 10 12
(c) a (d) a
12 12

10 10

8 8
b b
6 6

4 4

2 2

0 2 4 6 8 10 12 0 2 4 6 8 10 12
(e) a (f) a

Fig. 10. (a) Mathieu’s -periodicity chart and splitting curves, based on the “splitting chart algorithm”; (b) Mathieu’s 2-periodicity
chart and splitting curves, based on the “splitting chart algorithm”; (c) Mathieu’s 3-periodicity chart and splitting curves, based on the
“splitting chart algorithm”; (d) Mathieu’s 4-periodicity chart and splitting curves, based on the “splitting chart algorithm”; (e) Mathieu’s
5-periodicity chart and splitting curves, based on the “splitting chart algorithm”; and (f) Mathieu’s periodicity chart and splitting curves,
for ; 2; 3; 4, and 5-periodic solutions.
1330 G.N. Jazar / International Journal of Non-Linear Mechanics 39 (2004) 1319 – 1331
7. the increment of a must be decreased if a2
repeats twice;
8. save a and b when (a2 − a1 )0;
9. while b ¡ b3nal , increase b and go to step 1;
10. set a, equal to a1 , and a2 , two arbitrary values
in another stability region and go to step 2.
It should be mentioned that the algorithms can be
extended to cover the other parametric diEerential
equations whose stability chart is two dimensional or
could be reduced to two dimensional. Applying the
algorithms on parametric equation with more than
two parameters produces a set of stability charts by
varying only two parameters and 3xing the others.
We have applied the “splitting chart algorithm” to
3nd the splitting curves of Mathieu’s equation, and
Fig. 10(a) – (e) illustrates the results for ; 2; 3; 4,
and 5-periodic solutions on the second and third sta-
ble regions. Fig. 10(f) depicts all splitting curves re-
lated to ; 2; 3; 4, and 5-periodic solutions. The
algorithm can easily be applied to a wider range, and
also to the other periodic splitting curves.
7. Closure
We have developed a stability chart algorithm based
on energy-rate method, to 3nd the stability bound-
aries of the parametric diEerential equations. The al-
gorithm provides more informative results than per-
turbation and approximation methods. The algorithm
has been applied to the Mathieu’s equation, and its sta-
bility chart has been found, comparable to previously
reported results. Although the procedure is sometimes
time consuming, it generates a more eIcient and more
accurate stability chart.
The idea may be used to detect other periodicity
curves not necessarily dividing stability and instability
regions. It may be applied to detect splitting curves,
a periodicity curve embedded in a stable or unstable
region. The algorithm can be applied to any linear
parametric diEerential equation as well as non-linear
time-varying equations.
Acknowledgements
The author acknowledges M. Rastgaar Aagaah as
an assistant who developed the computer program to
apply the energy-rate Algorithm.
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