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International Journal of Bifurcation and Chaos, Vol. 23, No. 1 (2013) 1330002 (69 pages)
c The Author(s)
DOI: 10.1142/S0218127413300024
From a computational point of view, in nonlinear dynamical systems, attractors can be regarded
as self-excited and hidden attractors. Self-excited attractors can be localized numerically by a
standard computational procedure, in which after a transient process a trajectory, starting from
a point of unstable manifold in a neighborhood of equilibrium, reaches a state of oscillation,
therefore one can easily identify it. In contrast, for a hidden attractor, a basin of attraction does
not intersect with small neighborhoods of equilibria. While classical attractors are self-excited,
attractors can therefore be obtained numerically by the standard computational procedure. For
localization of hidden attractors it is necessary to develop special procedures, since there are no
similar transient processes leading to such attractors.
At rst, the problem of investigating hidden oscillations arose in the second part of Hilberts
16th problem (1900). The rst nontrivial results were obtained in Bautins works, which were
devoted to constructing nested limit cycles in quadratic systems, that showed the necessity of
studying hidden oscillations for solving this problem. Later, the problem of analyzing hidden
oscillations arose from engineering problems in automatic control. In the 5060s of the last
century, the investigations of widely known MarkusYamabes, Aizermans, and Kalmans conjectures on absolute stability have led to the nding of hidden oscillations in automatic control
systems with a unique stable stationary point. In 1961, Gubar revealed a gap in Kapranovs
work on phase locked-loops (PLL) and showed the possibility of the existence of hidden oscillations in PLL. At the end of the last century, the diculties in analyzing hidden oscillations
arose in simulations of drilling systems and aircrafts control systems (anti-windup) which caused
crashes.
Further investigations on hidden oscillations were greatly encouraged by the present authors
discovery, in 2010 (for the rst time), of chaotic hidden attractor in Chuas circuit.
This survey is dedicated to ecient analyticalnumerical methods for the study of hidden
oscillations. Here, an attempt is made to reect the current trends in the synthesis of analytical
and numerical methods.
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Keywords: Hidden oscillation; hidden attractor; large (normal amplitude) and small limit cycle;
Lienard equation; quadratic system; Lyapunov focus values (Lyapunov quantities, Poincare
Lyapunov constants, Lyapunov coecients); 16th Hilbert problem; Aizerman conjecture;
Kalman conjecture; absolute stability; nonlinear control system; harmonic balance; describing
function method; phase-locked loop (PLL); drilling system; induction motor; Chua circuits.
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string oscillator]. In
studying string oscillations Rayleigh [1877] discovered rst that in two-dimensional nonlinear dynamical system can arise undamped vibrations without
external periodic action (limit cycles). Consider the
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3
2
2
1
0
1
0
1
2
2
3
3
4
4
4
4
Fig. 1.
(1)
(2)
0.4
0.35
0.3
x = x(1 x) +
0.25
0.2
y
0.15
0.1
0.05
(3)
z = x z,
0
0.05
0.1
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
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50
45
40
35
30
25
20
15
10
5
0
20
30
20
15
10
10
0
5
x
Fig. 4.
10
5
10
20
15
20
30
(4)
z = xy z,
and make its simulation with standard parameters
= 10, = 8/3, = 28 (see Fig. 4).
Example 1.5 [Chua system]. Consider the behavior
(5)
z = (y + z).
Here the function
f (x) = m1 x + (m0 m1 )sat(x)
1
= m1 x + (m0 m1 )(|x + 1| |x 1|)
2
(6)
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4
0.5
0
0.5
2.5
1.5
0.5
0.5
1.5
2.5
x
Fig. 5.
dy
= Qn (x, y),
dt
(7)
where n is the maximum of the degree of polynomials Pn and Qn and q is a universal constant.
For more than a century, in attempting to
solve this problem, numerous analytical results were
obtained (see, references in [Reyn, 1994]). But the
problem is still far from being resolved even for a
simple class of quadratic systems.
The important direction of the study of
Hilberts sixteenth problem is a proof of niteness of
the number of limit cycles. The history of this proof
for polynomial systems on a plane is connected with
the well-known work of Dulac [1923]. However, later
in Dulacs proof, gaps were found [Ilyashenko, 1985].
These gaps were corrected by Bamon [1985] (for
quadratic polynomial systems) and, independently,
by Ilyashenko [1991] and by Ecalle [1992] (for general polynomial systems).
The creation of eective methods for the construction of systems with limit cycles was initiated
by Bautin [1949, 1952]. In his works, for the construction of nested limit cycles, an eective analytical method was proposed based on determining the
sequential symbolic expressions of Lyapunov values
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(called also focus values, Lyapunov quantities, Lyapunov coecients, PoincareLyapunov constants).
The sequential computation of Lyapunov values,
used by Bautin, allowed him to discriminate rst
a class of quadratic systems, in which three nested
limit cycles (here inner cycle is obviously a hidden
oscillation) can be found in the neighborhood of
degenerate focus by small perturbations of system
coecients [Bautin, 1952] (such cycles are naturally
called small or small-amplitude limit cycles). Next,
Petrovskii and Landis [1955] asserted that quadratic
system can have less than or equal to three limit
cycles. But later they reported a gap in the proof
[Petrovskii & Landis, 1959]. Quadratic systems were
found with four limit cycles [Chen & Wang, 1979;
Shi, 1980] (three nested small limit cycles, obtained
by Bautins technique, and one large (or normalamplitude) limit cycle, surrounding another focus
equilibrium).
So, up to now, the best result of possible estimation for number H(2) of limit cycles in quadratic
system is H(2) 4 and it is nite (for cubic systems H(3) 13 [Li et al., 2009], and in the work
[Han & Li, 2012] a lower estimate is given for the
Hilbert number H(n): it grows at least as rapidly
as (2ln2)1 (n + 2)2 ln(n + 2) for all large n).
The appearance of modern computers permits
one to use numerical simulation of complicated nonlinear dynamical systems and to obtain new information on a structure of their trajectories. However,
the possibilities of simple approach, based on the
construction of trajectories by numerical integration of the considered dierential equations, turned
out to be highly limited.
In studying the 16th Hilbert problem, the
numerical search and the construction of limit
cycles are a rather complicated problem by reason of
the presence of nested limit cycles (which, as a rule,
are constructed analytically with the use of small
perturbations and bifurcation analysis), the eects
of trajectory rigidity [Leonov et al., 2011a], and a
large dimension of the considered space of systems
parameters. The latter was shown, for example, in
the task posed by academician Kolmogorov and
described by Arnold in [Arnold, 2005]: To estimate
the number of limit cycles of square vector elds on
plane, Kolmogorov had distributed several hundreds
of such elds among a few hundreds of students
of Mechanics and Mathematics Faculty of Moscow
State University as a mathematical practice. Each
student had to nd the number of limit cycles of a
assumed that c1 = 0.
For the proof, the linear change x x + y,
y y is made. Here is a real solution of the
following equation
a2 3 + (a1 b2 ) 2 + (b1 c2 ) + c1 = 0.
(9)
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Proposition 3. Let c1 = 0, 1 = 0, a1 = 0, b1 = 0,
1 = 0. Then, without loss of generality, it can be
assumed that
c1 = 1 = 0,
a1 = b1 = 1 = 1.
a1 1
y 2 y,
b1
b1
t
t.
a1 1
a1 = b1 = 1 = 1.
g(x) = (x)
(10)
(11)
and q = c.
By the transformation reverse to (13), system (12) takes the form
x = (x2 + xy + y)
|x + 1|q
,
(x + 1)
|x + 1|q
.
y = (ax2 + bxy + cy 2 + x + y)
(x + 1)
2.3. Transformation of
two-dimensional quadratic
system to discontinuous
Lienard system
Here it will be considered, the nonlinear transformation of quadratic system to Lienard system (or
Lienard equation), which in many cases allows to
eectively investigate limit cycles (see, e.g. [Lynch,
ladek, 2008; de Maesschalck &
2010; Borodzik & Zo
Dumortier, 2011; Yang & Han, 2012]).
Consider a quadratic system, and reduce it to
special Lienard equation. The transformation of
quadratic systems to Lienard equation can be found
in [Cherkas & Zhilevich, 1970; Ye et al., 1986; Coppel, 1989, 1991; Albarakati et al., 2000]. Here, the
authors follow the works [Leonov, 1997, 1998, 2006].
At rst, prove the following
Proposition 4. The half-plane
x>1 = {x > 1, y R1 }
is positively invariant with respect to system (11).
The assertion follows from the fact that x(t)
=
x(t)2 = 1 for x(t) = 1.
System (11) can be reduced to the Lienard
system
u = f (x)u g(x)
(14)
+ x2 (x + 1)(bx + ) cx4
x = x2 + xy + y,
x = u,
|x + 1|2q
,
(x + 1)3
y = a2 x2 + b2 xy + c2 y 2 + 2 x + 2 y.
(13)
Here
x x.
(12)
(15)
By Proposition 4, the trajectories of this system are also the trajectories of system (11) on the
left and right of line {x = 1}.
Further, a method of asymptotic integration
is described [Leonov, 2010a], which permits one
to obtain a rather simple existence criteria of
limit cycles of system (12) and the corresponding
quadratic system.
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Consider another eective approach for investigation of two-dimensional quadratic systems. This
approach is based on the extension of the classical method, in which smooth mappings of phase
plane on the Poincare sphere are applied and in this
case, various classes of such maps are used, each of
which acts on a separate part of phase plane. Such
an approach permits one to obtain new results by
far smaller number of analytical formulas and to
preserve geometric visualization, so the main steps
of the proof are explained by a few gures. Further, this approach will be applied to quadratic systems. It can also be extended to other classes of
two-dimensional systems.
Here, a main scheme of applying the method of
asymptotic integration to system (12) is presented.
For the description of this method, Lienard system (12) with functions (14), where q (1, 0),
is considered.
Suppose that for large |x| the following relations
(x)
1
1
(x)
,
,
=A+O
=B+O
2
4
x
|x|
x
|x|
(1) = P,
(2)
GdG +
+
(3)
1 (z q+1 1)
zdz = 0,
+
4
(q + 1)
z q+1
(4)
GdG
+
GdG +
(1)
GdG +
1)
1 (z
Gdz
2
(q + 1)
z q+1
1
1 (z q+1 1)
zdz = 0,
+
4
(q + 1)
z q+1
(17)
1
1
(z q1 1)zdz = 0.
(q 1)
(20)
A
B
Gdz +
zdz = 0,
(q + 1)
(q + 1)
(21)
B
A
Gdz +
zdz = 0,
(q + 1)
(q + 1)
(22)
Q
P
Gdz +
zdz = 0,
(q 1)
(q 1)
(23)
1
q+1
1
1
(z q1 1)Gdz
(q 1)
(19)
F (z q+1 1),
(2) z = (x + 1)q1 : {x (1, 0]} {z 1}, G(z) =
1
F (z q1 1),
(3) z = |x + 1|q+1 : {x 2} {z 1}, G(z) =
1
F (z q+1 1),
(4) z = |x + 1|q1 : {x [2, 1)} {z 1},
1
G(z) = F (z q1 1).
(18)
1 (z q+1 1)
GdG
Gdz
2
(q + 1)
z q+1
GdG
dF
+ f (x)F + g(x) = 0.
(16)
dx
Introduce the following transformations of
Eq. (16):
1
1
(z q1 1)zdz = 0,
(q 1)
1
(1) = Q
1
1
(z q1 1)Gdz
(q 1)
Q
P
Gdz +
zdz = 0.
(q 1)
(q 1)
(24)
Suppose,
P 2 > 4Q(q 1),
P > 0.
(25)
A > 0,
B>0
(2)
A < 0,
B > 0,
(26)
A2 < 4B(q + 1).
(27)
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Fig. 6.
Fig. 7.
=
4B(q + 1) A2
.
2(q + 1)
Fig. 8.
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1330002
Fig. 9.
x(T ) = 0,
u(T ) < 0,
x(t) > 0,
t (0, T ),
u(T ) > 0,
x(t) < r,
t (0, T ),
Fig. 10.
x(T ) = 0,
Fig. 11.
1330002-12
t (0, T ).
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x(T ) = r,
t (0, T ).
The proofs of lemmas are based on the qualitative behavior of trajectories, which was considered
above (for details, see [Leonov, 2010a; Leonov &
Kuznetsova, 2010]).
Asymptotic analysis, of the existence of separating solutions in the bands 2 < x < 1 and
1 < x < 0, is an extension of the approach to
the study of critical saddle point at innity under
the mapping on the Poincare sphere [Artes et al.,
2008]. The ideas used were proposed in [Leonov,
2009a, 2010a] and further developed in [Leonov &
Kuznetsov, 2010].
B = a + b c,
Q = c,
q = c.
(31)
(28)
+ (12a 18b)c b2 )2
2( 3 + (3c a + 4b) 2
+ (5b2 + 9bc + 2ba 3ac) ab2
+ 2b3 9abc + 6a2 c)
+ ( 4 + (2b 4c + 2a) 3 + (12ac b2
and
either 2c > b + 1,
c < b a,
(29)
either 2c b + 1,
(30)
a2 b2 + 4a3 c).
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(32)
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It is obvious that in the case when conditions (25), and (26) or (27) are valid the relations
sign
lim g(x) = sign Q = 1,
Proof.
and
<
x1+0
sign
lim g(x) = sign B = +1,
x+
sign
lim g(x) = sign B = 1,
sign
lim
x10
g(x) = sign Q = +1
(x)
= (x + 1)2 (ax + )
x
(x + 1)(bx + ) + cx3
(33)
g(x) < 0,
lim
x1 0
b = + 2a b ,
x (0, +),
x
x
g(z)dz = lim
g(z)dz = +,
f (x) > 0,
d = .
From Cardanos formulas it follows that the unicity condition of real root of this polynomial is the
following inequality
c2b2 18
ab
cd + 27
a2 d2 + 4b3 d > 0.
=
4c3 a
If one represents the left-hand side of this inequality in the form of polynomial of degree 3 in , then
polynomial (32) can be obtained. Obviously, in the
case when (31) is valid, where is a minimal root of
equation () = 0, the inequality () > 0 is satised. This implies the assertion of Proposition 5.
Proposition 6. If > 0, then the equilibrium x =
y = 0 is Lyapunov unstable.
Proposition 7. Let the conditions of Proposition 5
x (1, 0),
g(x) > 0,
a
x3 + bx2 + cx + d,
c = 2 + a ,
(34)
a
= a b + c,
1
(a(p + 1)2 p
(p + 1)2
x+ 0
(35)
x (1, 1 ) (2 , +),
2
f (z)dz 0
1
are satised.
Theorem 5 [Leonov, 2006, 2008a, 2010a]. Let con-
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Fig. 12.
system can be reduced to special Lienard equation, the following natural step consists of an
attempt to extend these results (see [Leonov,
2006, 2008b]) to the previous classical investigations [Cesari, 1959; Lefschetz, 1957; Bogolyubov &
Mitropolskii, 1961; Migulin et al., 1978]. Such an
extension allows one to obtain the existence of
limit cycle conditions, which select a set of innite Lebesgue measure in parameters space of
quadratic system (11). Remark that this set is not
small.
Theorem 4 on a global behavior of trajectories on phase plane is well combined with the local
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system) in the rst half of the last century, substantial progress in the study of Lyapunov values
became possible only in the past decade by virtue
of the use of modern software tools of symbolic
computation. While general expressions for the rst
and second Lyapunov values (in terms of coecient expansion of right-hand side of the considered dynamical system) were obtained in the 40
50s of the last century in the works [Bautin, 1949;
Serebryakova, 1959], the general expression of the
third Lyapunov value was computed only in 2008
[Kuznetsov & Leonov, 2008a; Leonov et al., 2011a]
and occupies more than four pages.
Introduce
Lyapunov
values
following
[Kuznetsov & Leonov, 2008b; Kuznetsov, 2008;
Leonov et al., 2011a,a]. Consider a two-dimensional
system of autonomous dierential equations
dx
= f10 x + f01 y + f (x, y),
dt
dy
= g10 x + g01 y + g(x, y),
dt
(36)
n
k+j=2
n
(37)
gkj xk y j + o((|x| + |y|)n )
k+j=2
1330002-16
dx
= y + f (x, y),
dt
dy
= x + g(x, y).
dt
(38)
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Consider, following Poincare method, the intersection of trajectory of system (38) with the straight
line x = 0. At time t = 0, the trajectory (x(t, h),
y(t, h)) starts from the point (0, h) (h is suciently
small)
(x(0, h), y(0, h)) = (0, h).
(39)
(40)
(41)
Fig. 13.
2k+1
Lk = L
and the equilibrium is called a weak focus of
order k.
In the case when the complex eigenvalues of the
rst approximation matrix of system have a real
part, the notion of Lyapunov value is dened similarly. In this case, a notion of zero Lyapunov value
1 is introduced such that
L0 = L
1 )h + o(h).
y(T (h), h) = (1 + L
1 describes an exponential increase of
Note that L
system solutions, caused by the real parts of eigenvalues (similarly to Lyapunov exponents or characteristic exponents [Leonov & Kuznetsov, 2007b]).
In addition, following Lyapunov [1892], in the
case when a linear system has two purely imaginary
roots and the rest of roots is negative, a similar
procedure for the study of stability can be used for
systems of larger dimension.
At present, there are various methods for computing Lyapunov values and for the computer realizations of these methods. The methods considered
dier in the complexity of algorithms, the compactness of the obtained symbolic expressions, and a
space in which the computations are performed.
Two main ideas, on which the methods are based,
are the construction of approximations of system
solutions for the analysis of Poincare map and the
construction of a local Lyapunov function.
For simplicity of computations, various changes
of variables and the reduction to normal forms are
often applied for the original system rst. This permits one to simplify computations and to obtain
more compact expressions for Lyapunov values of
the transformed system (see, e.g. [Serebryakova,
1959; Gasull et al., 1997; Yu, 1998]). However, the
analysis of original system in non-original space
becomes less demonstrative.
The modern computers and symbolic computations allow one to eectively use these methods
and to nd Lyapunov values in the form of symbolic expressions, depending on the expansion coefcients of the right-hand sides of system (38) (see,
e.g. [Lloyd, 1988; Gasull et al., 1997; Roussarie,
1998; Yu, 1998; Chavarriga & Grau, 2003; Lynch,
2010; Gine, 2007; Christopher & Li, 2007; Leonov &
Kuznetsov, 2007a; Yu & Chen, 2008; Kuznetsov &
Leonov, 2008b; Kuznetsov, 2008]).
Here, two constructive methods are considered
for the computation of Lyapunov values, which
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permit one to compute Lyapunov values in the initial physical space (this is often important for
the study of applied problems). The advantages
of these methods are an ideological simplicity and
visualization.
the equations
x
hk (t) = ughk (0) cos(t)
t
cos( )((ughk ( )) + ufhk ( ))d
+ cos(t)
0
2.7.2. Direct method for computation of Lyapunov values in Euclidean coordinates and in the
time domain
Direct method for the computation of Lyapunov
values was suggested in [Kuznetsov & Leonov,
2008b; Leonov et al., 2011a]. It is based on the construction of solution approximations (as a nite sum
in powers of initial datum) in the original Euclidean
coordinates and in the time domain.
This approach can also be applied to the problem of distinguishing the isochronous center (see,
e.g. [Gasull et al., 1997; Sabatini & Chavarriga,
1999; Chavarriga & Grau, 2003; Gine, 2007; Pearson & Lloyd, 2009; Feng & Yirong, 2012]) since it
permits one to nd an approximation of return time
of trajectory as a function of the initial data.
In the case when smoothness condition (37) is
satised, the functions x(t, h) and y(t, h) can be
presented as
n
n
are valid.
Here ufhk (t), ughk (t) can be found by the substitution of x(t, h) = xhk1 (t, h) + o(hk1 ), y(t, h) =
yhk1 (t, h) + o(hk1 ) into f and g
f (xhk1 (t, h) + o(hk1 ), yhk1 (t, h) + o(hk1 ))
= ufhk (t)hk + o(hk ),
k=1
d
xhk (t)
=
yhk (t) + ufhk (t),
dt
(43)
d
yhk (t)
=x
hk (t) + ughk (t).
dt
yhk (0) = 0
(44)
n
Tk hk + o(hn ), (46)
k=1
1 dk T (h)
(the so-called period constants
where Tk = k!
dhk
[Gine, 2007]).
Substitute relation (46) for t = T (h) on the
right-hand side of the rst equation of (42), and
k . Then the series
denote the coecients of hk by x
x(T (h), h) can be obtained in terms of powers
of h:
x(T (h), h) =
cos(t)
(45)
x
hk (t)hk + o(hn ),
k=1
ughk (t),
+ sin(t)
n
x
k hk + o(hn ).
(47)
k=1
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gives
of (42) t = 2 + . Then
x(2 + , h) =
n
x
hk (2 + )h + o(h ).
y(T (h), h) =
(48)
n
(m)
x
hk (2)
m=1
+ o( n ),
h : y1 = yh1 (2),
m
m!
k = 1, . . . , n.
1
+ yh1 (2)T21 ,
2
..
.
h1 (2),
h:0=x
1 = x
2 = x
h2 (2) + x
h1 (2)T1 ,
h2 : 0 = x
1
2 (2)T1
3 = x
h3 (2) + x
h1 (2)T2 + x
h3 : 0 = x
2 h
1
+ x
1 (2)T21 ,
2 h
..
.
hn : 0 = x
n = x
hn (2) + x
h1 (2)Tn1 +
(here denotes a derivative with respect to time t).
Hence, it is possible to determine sequentially coefcients Tk=1,...,n1 via the coecients fij and gij
since in the expression for x
k there is only one
addend x
h1 (2)Tk1 = Tk1 , which includes Tk1 ,
and the rest of the expression depends on T1m<k1 .
By a similar procedure, the coecients yk in
the expansion
n
yk hk + o(hn )
x = y,
k=1
can be obtained.
Substituting the following representation
= yhk (2) +
n
(m)
yhk (2)
m=1
+ o((T (h))n ),
T (h)m
m!
k = 1, . . . , n
T (hy )
y(2 + T (h), h)
hy
=4
yhk (2 + T (h))hk + o(hn ),
(51)
1
y(t)2 + x(t)2 + x(t)4 = h2y .
(52)
2
For the return time T (hy ), from the relation
dt/dy = (x + x3 )1 it follows that
y = x + x3 .
It is well known that all trajectories of this system are periodic (i.e. Li = 0). Analyze the period
of periodic trajectories of this system. For x0 = 0,
y0 = hy
yhk (2 + T (h))
n
yk hk + o(hn ).
k=1
k=1
y(T (h), h) =
n
(50)
k=1
1330002-19
1 +
dy
1 + 2h2y 2y 2
1 + 2h2y 2y 2
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/2
1 +
hy sin(z)dz
1 + 2h2y sin2 z 1 + 2h2y sin2 z
V (x, y)
V (x, y) =
(y + fn (x, y))
x
+
= 2
3 2 105 4 1155 6
h +
h
h + o(h6y ).
4 y
128 y
1024 y
+ o((|x| + |y|)n+1 ).
Denoting in the obtained expression, the homogeneous terms of order k via Wk (x, y) and taking
into account that as per the relation V 2 (x, y) =
xf (x, y) + yg(x, y) = o((|x| + |y|)2 ), the relation
V (x, y) = o((|x| + |y|)2 ) is valid, it can be found
V (x, y) = W3 (x, y) + + Wn+1 (x, y)
x
h2 (t) = yh2 (t) = 0;
x
h3 (t) =
+ o((|x| + |y|)n+1 ).
1
1
3
cos(t)2 sin(t) t cos(t) + sin(t),
8
8
4
Wk (x, y) =
V (x, y) =
+
2
y2
Vk (x, y)
Vk (x, y)
y
x
y
x
+ uk (x, y),
(x2 + y 2 )
2
is an integral of the rst approximation of system (38) and the system is suciently smooth, in
a certain small neighborhood of zero point, one can
sequentially construct the Lyapunov function of the
form
x2
(54)
Here
3
3
3
yh3 (t) = t sin(t) + cos(t) cos(t)3 .
8
8
8
V2 (x, y) =
V (x, y)
(x + gn (x, y))
y
V (x, y)
(x + g(x, y))
y
(55)
(56)
Here the coecients wi depend only on the coecients of the expansions of f and g.
To dene the coecients {Vij }i+j=k for odd
k = 2m + 1, it is necessary, generally speaking,
to solve a nonhomogeneous linear system (obtained
from the equation W2m+1 (x, y) = 0) of (k +1) equations with respect to (k + 1) unknown coecients,
which always has a unique solution. For k = 3,
1330002-20
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V30
0
1
0
V
3
0
2
21
=
V12
0 2
0
0
0 1
V03
f20
0
0
g20 + f11
.
3 f02 + g11
0
g02
V4,0
0
1 1
V
4
0
0
3,1
w4 = 0 3 2
0
0
V1,3
0
V0,4
0 0
if m odd,
if m even,
can be added [Lynch, 2010]. Note that the relation W2m+2 (x, y) = 0 leads to a linear system, the
matrix rank of which is equal to 2m + 1 (unlike for
odd k). For k = 4
0 0
3 0
0 4
0 1 1 0
V21 g11 + 3V30 f11 + 2V12 g20 + 2V21 f20 + f21 + g30
V
g
+
V
f
+
3V
f
+
2V
g
+
2V
f
+
3V
g
+
g
+
f
21 02
12 20
30 02
12 11
21 11
03 20
21
12 .
2V
f
+
3V
g
+
V
f
+
g
+
f
+
2V
g
21
02
03
11
12
11
12
03
12
02
f (x, y) 0,
and
gx1 (x) = g11 x + g21 x2 + ,
gx0 (x) = g20 x2 + g30 x3 + .
Then one gets a Lienard system in general form
x = y,
x2 + y 2
+ o((|x| + |y|)2 ),
2
f01 = 1,
(57)
Note, in order that the matrix of linear approximation of system has two purely imaginary eigenvalues, the following condition is necessary to be
satised
g10 > 0.
(58)
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4(g10 )5/2
g11 g20
g10 ,
(63g40 g10 3 g31 70g20 3 g10 g31 105g50 g10 2 g11 g20 + 105g20 g10 3 g51 45g61 g10 4
576(g10 )15/2
105g30 g10 2 g20 g31 63g30 g10 2 g11 g40 + 105g30 2 g10 g11 g20 + 70g20 3 g30 g11 + 45g11 g10 3 g60 ).
(945g11 g10 5 g80 + 2835g20 g71 g10 5 4620g20 3 g51 g10 3 + 3080g20 5 g31 g10
L4 =
17280(g10 )21/2
+ 1701g30 2 g11 g40 g10 3 + 8820g30 g20 3 g31 g10 2 1215g30 g11 g60 g10 4 2835g70 g10 4 g11 g20
2835g30 g20 g51 g10 4 1701g30 g40 g31 g10 4 8820g30 2 g10 g20 3 g11 + 4620g20 3 g50 g10 2 g11
+ 1701g40 g10 5 g51 + 5670g30 g50 g10 3 g11 g20 + 4158g30 g10 2 g20 2 g40 g11 945g81 g10 6 3080g20 5 g30 g11
+ 2835g30 2 g20 g31 g10 3 2835g30 3 g10 2 g11 g20 2835g50 g20 g31 g10 4 1701g50 g11 g40 g10 4
4158g20 2 g40 g31 g10 3 + 1215g60 g10 5 g31 ).
It should be noted that the expressions for
the subsequent Lyapunov values of Lienard system
[Leonov & Kuznetsova, 2009] and the expressions
for Lyapunov values of general systems [Kuznetsov,
2008], which are obtained by computer, are so far
complicated, that they can be used only in the creation of the corresponding software libraries.
y(T (h), h) h = L0 h + L1 h3 + ,
and suppose that L0 = 0 and the rst nonzero Lyapunov value L1 > 0. Then, using a dependence
of Li on coecients of the considered system by
Bautins technique [Bautin, 1952] (with the help
of small perturbation of coecients of the considered system), an eort can be made to satisfy the
inequalities
L0 < 0,
(59)
L1 > 0,
|L0 | |L1 |
for the perturbed system. For example, the possibility of such sequential perturbations is easily
observed for the Lyapunov values of general Lienard
system, which are given above in the expression
for Li there is a unique addend with g2i,1 in the rst
degree.
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1330002
= 0 : L0 (0) = 0
(60)
are satised.
By the reduction of quadratic system to
Lienard system with functions (14) and the
obtained expressions for Lyapunov values, for system (11), the expressions for Lyapunov values are
obtained. The rst Lyapunov value is as follows
L1 (0) =
a(2 + b)
< 0,
bc 1
L2 (0) =
a(2 + b)
< 0,
bc 1
=0
(63)
(c + 3)(3c 1))
or
b=
L3 (0) =
bc = 1,
a = 0,
< 0,
=0
( + 2)(2 16)( + 6)
4608()17/2
=0
(b 3)
((cb + b 2c)(cb 1)
24()7/2 (bc 1)
a(c 1)(1 + 2c)2 )
(61)
or
bc = 1,
a = 0,
< 0,
=0
L2 (0) =
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1330002
At present, in the frame of the proof of this hypothesis, investigations are performed concerning the
systematization and analysis of various cases of
qualitative behavior in quadratic systems, but these
investigations are yet to be completed (see [Artes &
Llibre, 1997; Schlomiuk & Pal, 2001; Schlomiuk &
Vulpe, 2005; Artes et al., 2006, 2008]).
Let us proceed to the visualization of limit
cycles in quadratic systems with weak focuses, using
the above results on a global behavior of trajectories
and the local analysis of weak focuses.
Recall that relations (28) and (30) yield the
inequalities b > 1, a < 0. Then, taking into
account (61), one can obtain
bc > 1
(66)
(67)
a = 35,
b = 1.6,
= 1050,
c = 0.7,
=0
(68)
bc 1
bc 1
(65)
Note that the domain of unperturbed parameters is three-dimensional. It has the form
1
b (1, 3), c
, 1 , bc > 1,
3
(b 1)2
.
(70)
a(c 1) >
4
(69)
(71)
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2.5
x 10
2
1.5
1
0.5
0
0.5
1
1.5
5
1
4
x 10
Fig. 14.
For the proof of the existence of such trajectory , further development of asymptotic integration method will be given. Consider the rst order
equation
dF
+ f (x)F + g(x) = 0.
dx
g(x)
f (x)
dG
G+
+
= 0.
dx
(74)
(75)
1330002-25
Fig. 15.
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1330002
1
k
f (z 1) 1 1
z k Gdz
k
V1 = (z1 ) +
V2 = (z2 ) +
(76)
f (z 1)z
kq
1
k
f (z q 1) ( 1q 1)
z
Gdz
GdG +
q
1
(78)
g(z q 1) 2+ 1q
z
= 1 + O(0.009/(q) ),
()
1
f (z q 1)z
1+ 2q
(79)
= 1 + 2c + O(0.009/(q) ).
(83)
(84)
are satised.
Relation (83) is valid for the solutions of
Eq. (80), relation (84) for those of (81).
From (77), (82), (83) or from (79), (82), (84) it
follows that for small on the intervals [0, /1 ] and
[0, /2 ], the increments of the functions V1 and V2
along the solutions of Eqs. (80) and (81) with the
initial data z(0) = 0, z(0)
2k 2k (2c b 1) 2+ 1
V1 (0)
R 2k
V1
1
1
(sin ) 2k (cos )2 d,
0
1
q
f (z 1) q 1 2
V 2 (t) = 2
z
(z)
(77)
f (z 1) 1 1 2
z k (z)
V 1 (t) = 2
k
= 2c b 1 + O(0.009/k ).
g(z q 1) ( 1q 1)
+
z
dz = 0.
q()
g(y q 1) 1q 1
y
dy,
q()
1
k
g(y k 1) 1 1
y k dy
k()
and
g(z k 1) 1 1
z k dz = 0.
+
k()
1
k
1
k
g(z 1) 1 1
f (z 1) 1 1
z k z +
zk = 0
k()
k
V2
(80)
1+q
R
V2 (0)
1
(sin ) q (cos )2 d.
0
and
1
0.01 ,
g(z q 1) 1q 1
f (z q 1) 1q 1
z
z
z +
= 0,
z +
q()
q
(81)
R
sin 1 t
1
R
sin 2 t
z2 (t) =
2
1
1 = ,
k
1
2 = .
q
2c(12c)
V1 (0) > R
V2
V2 (0)
V1
1
2
is satised.
2. Case c (1/3, 1/2). Make the following
change z = (x + 1)1c , x > 0. In this case, Eq. (75)
can be represented as
(82)
GdG +
c
f (z 1/(1c) 1) 1c
z Gdz
(1 c)
c
g(z 1/(1c) 1) 1c
z dz = 0.
(1 c)()
(85)
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1330002
z0
G(1) R
2
2(2c + b + 1)
(1 c)
R2
2(b a c)z 2
dz,
(1 c)
where
Fig. 16.
z0 = R
Trajectory .
1)
(G(1) < 0)
is satised. Then
1c
,
2(b a c)
(2c + b + 1)R2
,
G(1)2 R2
2(1 c)(b a c)
z 1c = z 1c + (b a c)z
G(1) < 0.
+ O()z 1c
c
are satised.
In this case for the solution of Eq. (85) with
G(1) = R the following asymptotic estimates
G(z)2 R2
R2
12c
2
2(b a c) 2
(1 z 1c )
z
2c 1
(1 c)
2(b a c) 2
z
(1 c)
Fig. 17.
2(c
1c
2c
)(1 + 2c) 2+ 1
R c
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1330002
Below, it will be demonstrated that an additional perturbation of zero equilibria, permits one
to obtain here four limit cycles.
to be dicult, and require to use special methods of the qualitative theory of dierential, difference, integral, and integro-dierential equations
[Leonov et al., 1996; Suarez & Quere, 2003; Margaris, 2004; Leonov, 2006; Kudrewicz & Wasowicz,
2007; Leonov et al., 2009; Kuznetsov et al., 2011c;
Leonov et al., 2011d, 2012b].
Below, it will be illustrated some diculties arising in the analysis of comparatively simple nonlinear two-dimensional dynamical model
of PLL.
In the middle of the last century, the investigations of dynamical models of phase synchronization systems were begun. Kapranov [1956] obtained
the conditions of global stability for the following
two-dimensional PLL model (with the lter of type
W (p) = ap+
p+ )
z = z (1 a)(() ),
= z a(() ),
a, , 0,
(86)
In applied systems, the nding of hidden oscillations, which cannot be detected by standard simulation, has shown that for them to be studied,
it is necessary to develop special eective methods [Lauvdal et al., 1997]: Since stability in simulations does not imply stability of the physical
control system (an example is the crash of the
YF22 [Boeing]), stronger theoretical understanding is required. Consider a few examples of such
systems.
1330002-28
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1330002
2
1
2
2
Fig. 18.
Fig. 19.
V(z,)=C
1
~
~
z(t),(t)
~
~
z(t),(t)
(87)
(
The inequality
2 ) < 0 implies that the characteristic polynomial (87) has one positive and one
negative zero and the stationary point z = 0, = 2
is a saddle.
In this case, only two trajectories of system (86) the separatrices of saddle tend to
equilibrium z = 0, = 2 as t +. Denote
(t) (Fig. 19).
them as z(t),
(t) and z(t),
The following assertion can be proved.
a((
( )) ),
( ) (2 2, 1 ), z
(t) >
(t)) ), t (, +). In Fig. 20 are
a((
shown the separatrices of saddle z = 0, = 2
and the curve z = a(() ).
(t) > 0 is satised
(2) For all t R1 , the relation z
(see Fig. 21) and
lim z
(t) = 0,
(t) = 2 2.
lim
(t) = .
lim
z(t) < 0,
lim z(t) = ,
2
Int. J. Bifurcation Chaos 2013.23. Downloaded from www.worldscientific.com
by 152.249.134.57 on 06/30/15. For personal use only.
+2
1
~ ~
z(t),(t)
t,
lim
(t) = +
(88)
(89)
are satised.
The proof of this theorem is based on the consideration of Lyapunov
function in the form V (z, ) =
z 2 /2 + (1 + a) 0 (() )d.
Consider now the behavior of separatrix z(t),
(t). In this case, there are more opportunities of qualitative behavior, than those given by
relations (88), (89) for the separatrix z(t),
(t).
2
2
1330002-29
Fig. 20.
12:15
WSPC/S0218-1274
1330002
2
1
z=G()
~ ~
z(t),(t)
~ ~
(t),(t)
Fig. 21.
(90)
2
1
~ ~
z(t),(t)
0
~
~
z(t),(t)
Fig. 22.
6
2
4
2
2
2
t+
(t) = 2 ,
lim
t+
(t) = 2 .
lim
In this case the attraction domains of asymptotically stable equilibria are also bounded by
separatrices but in the semiplane {z 0} the
unstable corridors are absent (Fig. 24).
(3) The phase space is partitioned into the domains
of attraction of stable equilibria (this corresponds to Case 3a see Fig. 25). The boundaries of these domains are separatrices of saddle
equilibria (Fig. 26).
(4) The phase space is partitioned into the domains
of attraction of stable equilibria with the
boundaries, consisting of separatrices of saddles, and a domain, placed above the curve
{z = G()}. In this domain, all trajectories
tend to innity as t +. This corresponds
to Case 3b (Fig. 27).
It is clear that under any initial data z(0),
(0) the synchronization corresponds to the global
asymptotic stability of system (86). This property
corresponds to Case 3 (Fig. 26).
1330002-30
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1330002
2
0
4
1
Fig. 24.
2
1
1+2
4
1
2
0
Fig. 25.
2
1
0+2
1+2
4
1
2
0
2
1
Fig. 26.
0+2
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6
2
Fig. 27.
4
2
2
2
The Two-mass mathematical model of drilling system is a model, which allows one to perform indepth qualitative study of drill string behavior due
to the fact that it can be described by a system
of ordinary dierential equations. Below, the model
studied in [de Bruin et al., 2009; Mihajlovic et al.,
2004] will be considered. This model consists of an
upper disc, actuated by a drive part, no-mass string,
and lower disc. The upper disc is connected to the
lower disc by a string, which is a low stiness connection between the discs. Here, there are two friction torques, acting on the upper and lower discs,
respectively. The upper friction torque is caused by
the electromagnetic eld in the drive part of the
model. The lower friction torque is caused by the
friction against the workpiece which drill bit cuts.
This model is described by equations of motion for
the lower and upper discs:
Ju u + k (u l ) + b(u l )
+ Tf u (u ) km u = 0,
(91)
Jl l k (u l ) b(u l ) + Tf l (l ) = 0.
6
2
4
2
2
2
Fig. 28. Semistable periodic trajectory: bifurcation of hidden oscillation. From a computational point of view, all the
trajectories tend to equilibria, but, in fact, there is a bounded
domain of attraction only.
T ( )sign(u ), for u = 0
cu u
(92)
Tf u (u ) [Tsu + Tsu , Tsu + Tsu ],
for u = 0,
Tcu (u ) = Tsu + Tsu sign(u )
+ bu |u | + bu u ,
(93)
1330002-32
|
|
Tcl (l ) = Tp + (Tsl Tp )e sl
sl
+ bl |l |,
(95)
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1330002
2
1.5
1
0.5
Tfu
0
0.5
1
1.5
2
0.1
0.2
0.3
0.4
0.5
Li 2 + Ri2 = B (cos u )u ,
Fig. 29.
Ju u + k (u l ) + b(u l )
0.3
Jl l k (u l ) b(u l )
0.2
+ Tf l ( + l ) = 0.
0.1
Tfl
0
0.1
0.2
10
(96)
Fig. 30.
0
.
l
10
40
20
u 0
20
40
50
10
Fig. 31.
6 10
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1330002
Fig. 32.
Hidden oscillations and stable equilibrium in the mathematical model of drill actuated by induction motor.
L
(i1 cos u i2 sin u ),
B
y=
L
(i1 sin u + i2 cos u ),
B
l = l ,
u =
() = ,
k
b
a
+ (l u ) + y,
Ju
Ju
Ju
l =
(97)
R
L.
1 <
c=
Here a =
By computer simulation, it is shown that under
certain parameters the system has stable equilibrium state and hidden oscillation stable limit cycle
(see Fig. 32).
(1 , 2 )
(99)
k
b
1
(l u ) + Tf l ( l ).
Jl
Jl
Jl
B 2
L ,
(98)
= u l ,
= l u ,
x Rn ,
()
< 2 ,
= 0,
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1330002
(() 1 )d = .
for n = 2, Kalmans problem has a positive solution. In 1958, Pliss [1958] developed a method for
the construction of three-dimensional nonlinear systems, satisfying the condition of Aizermans conjecture and having periodic solutions. Then this
method was extended to systems (98) of arbitrary
dimension [Leonov, 1970; Noldus, 1971]. However,
as before, the classes of these systems did not satisfy Kalmans condition. Later, it was shown that
the frequency criteria of stability imply a positive
solution of Kalmans problem for n = 2 and n = 3
[Leonov et al., 1996].
The extension of the question, formulated in
Kalmans problem, to the case of multidimensional
nonlinearity is known as MarkusYamabe conjecture [Markus & Yamabe, 1960].
Suppose, for a system
x = f (x),
f(e)
G(s)
f (0) = 0
(100)
f C1,
df (x)
1 < () < 2
f : Rn Rn ,
x 3 = x3
has the Jacobian matrix with three eigenvalues
equal to 1, but at the same time, it allows
the unbounded solution (x1 (t), x2 (t), x3 (t)) =
(18et , 12e2t , et ).
Some recent development on the existence of
periodic solution and absolute stability theory,
related to Aizerman and Kalman conjectures, is presented, e.g. in [Rasvan, 2004; Margaliota & Yfoulis,
2006; Llibre et al., 2011; Grabowski, 2011; Alli-Oke
et al., 2012].
Within the framework of investigation of the
above conjectures and unlike Krasovsky and Cima
counterexamples, from the applied point of view,
[Kalman, 1957]: Undoubtedly the most important
instability of interest in control systems are limit
cycles; the circumstances which lead to creation or
i.e. a function, having nite number of points of discontinuity on any interval, and dierentiated on closed continuity intervals.
1330002-35
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destruction of limit cycles are to be studied in considerable detail. Solutions tending to innity are
also fairly readily avoidable . . ..
Later in studying applied systems, hidden
chaotic attractors [Kuznetsov et al., 2010; Leonov
et al., 2010c; Bragin et al., 2011; Leonov et al.,
2011c; Leonov & Kuznetsov, 2011b; Leonov et al.,
2011b, 2012a; Kuznetsov et al., 2013; Leonov &
Kuznetsov, 2013a, 2013b] were also discovered, further the eorts will be focused on the construction
of eective methods for the analysis of hidden periodic oscillations and chaotic attractors.
(101)
1330002-36
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1330002
0
Now the procedure described is applied to Aizermans conjecture. It is clear that in the considered
case, the condition k (1 , 2 ) (see (99)) is not
satised. Then for any nonzero value , one of the
estimates
k 2 < ()
2/0
= ka
or
() < k 2
(105)
is satised. Thus, according to the describing function method, system (98) under the conditions
of Aizermans conjecture (and also Kalmans conjecture) has no periodic solutions. However the
results of Pliss and its progeny [Leonov, 1970;
Noldus, 1971] are in contrast to these conclusions
which were obtained by the describing function
method.
1330002-37
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1330002
that for the matrix A3 there exists a positive number d > 0 such that
y3 (A3 + A3 )y3 2d|y3 |2 ,
p +
R(p)
+
2
2
p + 0 Q(p)
(108)
(109)
= b2 0 ,
c3 b3 + b1 = r q,
R(p)
= c3 (A3 pI)1 b3 .
Q(p)
(110)
y3 Rn2 . (107)
y 2 = 0 y1 + b2 (y1 + c3 y3 ),
(111)
y 3 = A3 y3 + b3 (y1 + c3 y3 ),
where () is a piecewise-dierentiable function
with discontinuity points i .
Consider in phase space of nonlinear system (111) the following set
(106)
= {y1 [a1 , a2 ], y2 = 0, |y3 | D},
y 3 = A3 y3 + b3 0 (y1 + c3 y3 ).
Here y1 , y2 are scalars, y3 is (n2)-dimensional vector; b3 and c3 are (n 2)-dimensional vectors, b1
and b2 are real numbers; A3 is an ((n2)(n2))matrix, all eigenvalues of which have negative real
parts. Without loss of generality, it can be assumed
where a1,2 are certain positive numbers. The number D is dened according to the following assertion.
Lemma 8 [Leonov, 2010a]. The numbers D1 D >
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(a0 ) = 0,
|y3 (0)| D
|y3 (T )| D
(112)
and
t [0, T ].
(113)
y2 (T ) = 0,
y2 (t) = 0,
T =
t (0, T )
inequalities
b1 (a1 ) > 0,
b1 (a2 ) < 0
(119)
y3 (0) = On2 ()
(117)
are satised. Then for suciently small > 0 system (111) has a periodic solution of the form
is satised, then
d(a)
b1
<0
da a=a0
(116)
2
+ O().
0
(120)
are satised. Then for suciently small > 0 system (103) with transfer function (108) and the nonlinearity 0 () = () has a T -periodic solution
such that
r x(t) = a0 cos(0 t) + O(),
T =
2
+ O().
0
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1330002
2/0
0
Lemma 11. Suppose, y1 (0) = |i |. Then for suciently small > 0 the estimate
y1 (T )2 y1 (0)2
2
A3 = 1,
(121)
is satised.
b1 = 1,
0 = 1,
2/0
p+1
1
2
p +1 p+1
(123)
Then
((t))dt
0
W (p) =
(122)
b2 = 1,
c3 = 1,
b3 = 1.
is satised.
For the proof of this lemma one can use the following Lyapunov function: V (y1 , y2 ) = y12 + y22 .
These lemmas imply that the map F of the set
is mapped into itself.
It should be noted that, as was shown above,
condition (117) cannot be satised in the critical case when the conditions of Aizermans and
Kalmans conjectures are fullled (i.e. a nonlinearity belongs to the sector of linear stability). In this
critical case, the harmonic balance and describing
function method lead to a wrong result to the
nonexistence of periodic solutions and global stability of unique stationary point, but nowadays the
counterexamples are well known (see, e.g. [Leonov
et al., 2010a, 2010b; Kuznetsov et al., 2011b; Bragin et al., 2011; Leonov & Kuznetsov, 2011a, 2011b;
Leonov et al., 2011b]).
Now consider some examples of applying the
given algorithm.
Example 1. Suppose, () = sign. Then
(a) =
a 4
.
0
Suppose that () = k1 + k3 3 .
Then
(a) =
3
k1 a + k3 a3
4
.
0
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1330002
Fig. 34.
solution and
(t) = r x(t) cos t.
W (p) =
In this case
0 = 1,
A3 = 1,
x3 (t) = O().
Further, using the computational procedure, one
can obtain periodic solutions of systems (104) for
j () = j (),
2 = 0.3,
1 = 0.1,
3 = 0.7,
4 = 1.
1
p+1
+
.
p2 + 1 p + 1
b1 = 1,
b3 = 1,
b2 = 1,
c3 = 1.
1330002-41
0 (1 6 + 8 20 ) = 0.
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1330002
Fig. 35.
This implies that for < 1/6 the considered system has only one zero equilibrium. For > 1/6 the
system has three equilibria
6 1
.
0 = 0, 0 =
8
They are unstable for (0 ) < 0 and are stable
for (0 ) > 0. Consequently, the zero equilibrium
is always unstable and the nonzero one is unstable
for < 1/4 and is stable for > 1/4. Here, the
considered periodic solution is attracted to one of
these equilibria. The standard describing function
method overlooks all these qualitative changes in
the phase space of the considered system.
Fig. 36.
Loss of stability.
1330002-42
(124)
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y1 (t)
y2 (t)
y3 (t)
0
cos(0 t) sin(0 t)
0
= sin(0 t) cos(0 t)
Proof.
y1 (t0 )
= L + O( )
Int. J. Bifurcation Chaos 2013.23. Downloaded from www.worldscientific.com
by 152.249.134.57 on 06/30/15. For personal use only.
exp(A3 (t t0 ))
are valid. Here > 0 and L are certain numbers. Further, without loss of generality, it can be
assumed that
2 () = 0 [, ].
y3 (t0 )
Here
(127)
= {y1 + c3 y3 = 0, y2 [a1 , a2 ],
|y3 | D2 }.
(129)
I(t0 , t) =
(133)
exp(A(t ))b0 ( ) d,
t0
A = 0
0
0
0
0
0 ,
A3
b1
b = b2 .
b3
(134)
t [0, T ]
= On2 (2 )
(130)
is valid. In addition, there exist numbers D1 D >
0 such that if for small enough > 0 the inequality
|y3 (0)| D2 ,
is satised, then
|y3 (T )| D
(131)
and
|y3 (t)| D1 2 ,
t [0, T ].
y2 (T ) < 0
(132)
y2 (t) < 0,
t (0, T )
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inequalities
b1 (a2 ) >
2
L,
02 a22
b1 (a1 ) <
2
L
02 a21
(137)
(141)
are satised. Then for suciently small > 0, system (103) with transfer function (108) and nonlinearity (125) has T -periodic solution such that
T =
2
+ O(2 ).
0
(142)
(138)
are satised. Then for suciently small > 0,
system (124) has the periodic solution of the
form (130) with the initial data
y1 (0) = O(2 ),
y2 (0) = a0 + O(),
(139)
y3 (0) = On2 ( )
2
(t)
= y 1 (t) + c3 y 3 (t)
2
+ O(2 ).
0
2
L = (b2 (c3 b3 + b1 ) + b1 0 ),
3
(143)
(a0 ) = M
Hence |(
)| > > 0 for |( )| . From (143)
and (130) it follows that there exist numbers
4
,
0
(144)
y1 (0) = O(2 ),
(b2 (c3 b3 + b1 ) + b1 0 )
y2 (0) =
30 b1 M
(1 ) = ;
2 : t (1 , 2 )(t) > ,
(2 ) = ;
3 : t (2 , 3 )(t) (, ), (3 ) = ;
+ O(),
4 : t (3 , 4 )(t) < ,
y3 (0) = On2 (2 ).
(140)
5 = T : t (4 , T )(t) (, 0),
(4 ) = ;
(T ) = 0
(145)
are valid.
1330002-44
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1330002
is valid.
Suppose, y2 (0) = i . Then if sin(0 )
y2 (0) = i , one can obtain 0 = 2 + k.
Hence by (143) for suciently small the estimate
|(
)| > > 0 is satised. Then, for all time intervals [tj , tj+1 ] outside the neighborhoods ( m,
+ m) of time , where
1 =
+ O(2 ),
0 |y2 (0)|
Suppose, y2 (0) = i . Then, for all time intervals [tj , tj+1 ] outside the neighborhoods ( m, +
m) of the points 0 = 2 +k for suciently small
one can obtain that
|(t)| |sin(0 t)y2 (0)| + D1 2
1
2
3
= |i | 1 (0 m) + O( )
2
2
+ O(2 ),
2 1 =
0 0 |y2 (0)|
3 2 =
2
+ O(2 ),
0 |y2 (0)|
4 3 =
2
+ O(2 ),
0 0 |y2 (0)|
T 4 =
+ O(2 )
0 |y2 (0)|
(146)
+ D1 2 ,
1
|i | (0 m)2 > D1 ,
2
one can obtain
sin(0 t)y2 (0) = i ,
2/0
2 ((t))dt
2/0
=
0
(147)
t [tj , tj+1 ].
(150)
Taking into account boundedness of the derivative of 2 () on continuity intervals, from (149)
and (150), one can obtain
2 ((t)) = 2 (sin(0 t)y2 (0))
is satised.
+ O(2 ),
From the continuity of (t) and the boundedness of the function 2 () on nite intervals,
Proof.
t [tj , tj+1 ].
are valid.
(149)
t [tj , tj+1 ].
(151)
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Lemma 15.
estimate
y 22 (T ) y 22 (0)
= 2|y2 (0)|
2
L + b1 (|y2 (0)|) 3
20 |y2 (0)|2
+ O(4 )
Taking into account (127) and the form of solutions (130), one nds
V (t)dt
[1 ,2 ][3 ,4 ]
(152)
is satised.
V (y1 , y2 ) = y 21 + y 22 ,
where y1 (t) and y2 (t) are solutions with initial data
from . The derivative V (t) = V (y1 (t), y2 (t)) as per
system (124) is as follows
V (y1 (t), y2 (t)) = 2(y1 (t)b1 + y2 (t)b2 )0 ((t)).
(153)
[1 ,2 ][3 ,4 ]
= 2y2 (0)b1
3
0
2/0
sin(0 t)2
2/0
=2
2/0
=
0
(1) By (145) for t [1 , 2 ] [3 , 4 ], from the denition of nonlinearity (125), and (154), one can dene
V (t)dt
[1 ,2 ][3 ,4 ]
(155)
=
[1 ,2 ][3 ,4 ]
(t)
0 y2 (0) + b1 1 ((t)) + c3 b3 1 ((t)) + O(2 ), t [0, 1 ] [4 , T ]
0 y2 (0) + b1 1 ((t)) + c3 b3 1 ((t)) + O(2 ),
t [2 , 3 ].
(156)
= 0 cos(0 t) + O() = 0.
Then the function t(), inverse to the function (t) on the intervals of xed sign of (t),
can be considered.
The substitution of (155) in relation (153) for V (t) and the use of (156) give
1
(b1 + y2 (0)b2 )1 ()
V (t())
d = 2
d + O(4 ),
V (t)dt =
0 (t())
0 0 y2 (0) + b1 1 () + c3 b3 1 ()
0
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V (t)dt =
V (t)dt =
0
V (t())
(b1 + y2 (0)b2 )1 ()
d = 2
d + O(4 ),
b ()
(t())
y
(0)
+
b
()
+
c
0 2
1 1
3
3 1
(b1 y2 (0)b2 )1 ()
V (t())
d = 2
d + O(4 ).
b ()
(t())
y
(0)
+
b
()
+
c
0
2
1
1
3
3
1
=2
=4
b1 b2 y2 (0)
b1 + b2 y2 (0)
0 y2 (0) + c3 b3 1 () + b1 1 () 0 y2 (0) + c3 b3 1 () + b1 1 ()
1 ()d + O(4 )
4
(b2 (c3 b3 + b1 )1 () + b1 0 )
1 ()d + O(4 ) = 2
L3 + O(4 ).
02 |y2 (0)|
0 |y2 (0)|
Lemmas 12 and 15 imply that if inequalities (137) are satised, then the inclusion F
occurs. By Brouwers xed point theorem, from
this inclusion it follows that there is a xed point
of the map F and, consequently, there is a periodic solution of system (124) with initial data from
the set .
x1 (0) = O(2 ),
(b2 (c3 b3 + b1 ) + b1 0 )
x2 (0) =
30 b1 M
+ O(),
x3 (0) = O(2 ).
(159)
0,
(b2 (c3 b3 + b1 ) + b1 0 ), 0 .
30 b1 M
x 1 = 0 x2 + b1 j (x1 + c3 x3 )
(160)
(158)
, || m ;
i
(161)
() = i( sign()m )N
+ sign()m , || > m ,
x 2 = 0 x1 + b2 j (x1 + c3 x3 )
(157)
x 3 = A3 x3 + b3 j (x1 + c3 x3 )
and a nite sequence of functions
,
|| j ,
j () =
3
M sign()j , || > j ,
j
, j = 1, . . . , m,
j =
m M
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1330002
Compute the trajectory x1 (t) with the abovementioned initial data on large time interval. The
last point x1 (T ) of the computed trajectory is taken
as the initial data for the computation of periodic
solution for j = 2.
The projection of solution trajectory on the
plane (x1 , x2 ) and the output of system (t) =
x1 (t) 10.1x3 (t) 0.1x4 (t) for j = 1 are shown
in Fig. 38. Here, one observes that after a transient
process the numerical procedure reaches a periodic
solution.
Proceeding for j = 2, . . . , 10, one can compute
sequentially (Figs. 3946) a periodic solution of system (162). For 10 = 1, this periodic solution is
shown in Fig. 47.
Note that if in place of sequential increasing j ,
a solution is computed with initial data (160) for
= 1, then this solution is attracted to zero.
Continue sequential construction of periodic
solutions for system (162), with the nonlinearity
() being changed, according to (161), to the
strictly increasing function i () with = 1, m =
1, N = 0.01, for i = 1, . . . , 5. For i = 1 and 5 the
periodic solutions obtained are shown in Figs. 48
and 49. In computing a solution with i = 6, a periodic solution vanishes (Fig. 50).
(162)
x 3 = x4 ,
x2 (0) = 1.7513.
i
,
m
= 0.1
20
0.15
30
15
20
0.1
10
5
0.05
10
x2
10
0
0.05
10
20
0.1
15
30
30
20
10
0
x
10
20
30
20
20
40
60
t
80
100
0.15
0.15
0.1
0.05
0.05
0.1
0.15
Fig. 38. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 1 = 0.1; the linear stability sector and
the nonlinearity 1 ().
2
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= 0.2
20
0.3
30
15
0.2
10
5
0.1
10
x2
20
10
0
0.1
10
20
0.2
15
30
30
20
10
0
x
10
20
30
20
20
40
80
0.3
0.3
100
0.2
0.1
0.1
0.2
0.3
Fig. 39. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 2 = 0.2; the linear stability sector and
the nonlinearity 2 ().
= 0.3
20
0.4
30
15
0.3
10
0.2
0.1
10
x2
20
0.1
10
0.2
10
20
0.3
15
30
0.4
30
20
10
0
x
10
20
20
30
20
40
60
80
100
0.4
0.2
0.2
0.4
Fig. 40. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 3 = 0.3; the linear stability sector and
the nonlinearity 3 ().
= 0.4
20
0.6
30
15
0.4
10
5
0.2
10
20
60
t
10
0
0.2
10
20
0.4
15
30
30
20
10
0
x1
10
20
30
20
20
40
60
t
80
100
0.6
0.6
0.4
0.2
0.2
0.4
0.6
Fig. 41. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 4 = 0.4; the linear stability sector and
the nonlinearity 4 ().
1330002-49
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= 0.5
20
30
0.6
15
0.4
10
0.2
0.2
10
0.4
10
20
10
20
15
0.6
30
30
20
10
0
x
10
20
30
20
20
40
80
100
0.2
0.4
0.6
Fig. 42. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 5 = 0.5; the linear stability sector and
the nonlinearity 5 ().
= 0.6
20
0.8
30
15
20
0.4
0.2
0.6
10
10
0.2
10
0.4
10
20
0.6
15
30
0.8
30
20
10
0
x
10
20
30
20
20
40
60
80
100
0.5
0.5
Fig. 43. A projection of trajectory on the plane (x1 , x2 ) and a system output for 6 = 0.6; the linear stability sector and the
nonlinearity 6 ().
= 0.7
20
30
15
20
10
5
0.5
10
x2
60
t
10
0.5
10
20
15
30
30
20
10
0
x
10
20
30
20
20
40
60
t
80
100
1
1
0.5
0.5
Fig. 44. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 7 = 0.7; the linear stability sector and
the nonlinearity 7 ().
1330002-50
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= 0.8
20
30
15
10
5
0.5
10
20
10
0.5
10
20
15
30
30
20
10
0
x
10
20
30
20
20
40
60
t
80
100
0.5
0.5
Fig. 45. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 8 = 0.8; the linear stability sector and
the nonlinearity 8 ().
Fig. 46. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 9 = 0.9; the linear stability sector and
the nonlinearity 9 ().
Fig. 47. A projection of trajectory on the plane (x1 , x2 ) and the output of system for 10 = 1; the linear stability sector and
the nonlinearity sat() = 10 ().
1330002-51
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1330002
Fig. 48. A projection of trajectory on the plane (x1 , x2 ) and the output of system for i = 1; the linear stability sector and
the nonlinearity 1 ().
Fig. 49. A projection of trajectory on the plane (x1 , x2 ) and the output of system for i = 5; the linear stability sector and
the nonlinearity 5 ().
i=6
1.5
20
30
15
20
0.5
5
r*x(t)
10
10
x
10
0.5
10
20
15
30
30
20
10
0
x1
10
20
30
20
100
200
300
400
500
1.5
2
Fig. 50. A projection of trajectory on the plane (x1 , x2 ) and the output of system for i = 6; the linear stability sector and
the nonlinearity 6 ().
1330002-52
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1330002
Fig. 51. A projection of trajectory on the plane (x1 , x2 ) and the output of system for i = 1; the linear stability sector and
the nonlinearity 1 ().
e e
,
e + e
0<
d
tanh() 1 .
d
p2
[(p + )2 + (0.9)2 ][(p + )2 + (1.1)2 ]
(163)
and with cubic nonlinearity () = k 3 for certain parameters and k. Subsequently, for a part of
parameters (0.572, 0.75), considered by Fitts, it
was shown [Barabanov, 1982, 1988] that the results
of Fitts experiments are not valid. The authors of
the present paper have made computer simulations
of the considered above system and for values of
parameters = 0.01 and k = 10, a periodic
solution with very small domain of attraction was
obtained. The smallness of this domain makes difcult the use of the algorithm suggested in the
present paper. Consider simulation of Fitts system
for = 0.01 and k = 10. Restoring the system by
Fig. 52. A projection of trajectory on the plane (x1 , x2 ) and the output of system for i = 5; the linear stability sector and
the nonlinearity 5 ().
1330002-53
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1.5
30
15
20
10
10
10
0.5
0
0.5
10
20
15
30
30
20
10
0
x
10
20
20
30
20
40
60
80
100
1.5
2
x 1 = x2 ,
x 2 = x3 ,
x 3 = x4 ,
x 2 = x4 ,
(164)
0.0400x4 + (x3 ),
x 4 = x1 + x3 x4 (x4 ),
() = 10 3 .
(165)
15
40
30
10
20
1
10
0
10
10
20
2
15
20
100
() = sign().
x 3 = x1 2x4 (x4 ),
Fig. 53. A projection of trajectory on the plane (x1 , x2 ) and the output of system for i = 10; the linear stability sector and
the nonlinearity tanh() = 10 ().
50
0
x
Fig. 54.
50
100
30
0
200
400
t
600
800
40
1.5
0.5
0.5
A projection of trajectory on the plane (x1 , x2 ), the output of system (t), the graph of ().
1330002-54
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5,
|| ;
() = sign()
1
1
1
+
sign() , || > .
25
5
5
[Barabanov ] tries to nd the periodic orbit all solutions have -limit equal to the origin.
We should pay attention here to the diculties of simulation of systems with the nonlinearity
sign().
Consider, for example, a classical dierential
equation
...
x + A
x + B x + x = sign(
x),
(166)
y 1 = Ay1 + y2 sign(y1 ),
y 2 = By1 + y3 ,
(168)
(167)
Reduce the system to form (157) by the transformation matrix S, and compute x(0) using (160).
Then at the rst step of algorithm for system (165)
with () of the form (168) one obtains the initial
data Sx(0) = (0, 0.2309, 0.2309, 0). The results of
algorithm operation are shown in Figs. 5759.
Continue sequential construction of periodic
solutions, make change nonlinearity (168) to a
strictly increasing function i () (161), where =
1, N = 0.01. The obtained periodic solution for
i = 3 is shown in Fig. 60.
Thus, a counterexample to Kalmans conjecture
is constructed in a modied Barabanovs system.
y 3 = y1 .
It is well known [Yakobovich et al., 2004], that in
this system the remaining segment y1 = 0, y3 = 0,
y2 [1, 1] is stable in the large for AB > 1.
Suppose that A = 1.5, B = 1.1, and carry
out a trajectories simulation of system (167)
with the initial data, y1 (0) = 0.5, y2 (0) = 1,
y3 (0) = 1.2
Figure 55 shows that the computation of trajectories in the neighborhood of segment of rest after
a transient process (Fig. 55, on the left) gives small
oscillations, arising due to the errors of computation
1
x 10
0.8
0.6
0.4
0.2
y1
0
1
0.2
0.4
0.6
0.8
20
40
60
80
840
1000
1300
Fig. 55.
1600
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1330002
x 10
0.8
0.6
0.4
y1
0.2
0
0.2
0.4
0.8
20
40
60
80
840
1000
1600
1300
Fig. 56.
4
4
0
x
0.01
0.005
x4
= 0.0097986
Fig. 57.
j = 1.
0.005
0.01
50
100
t
150
200
0.01 0.005
0.005
0.01
A projection of trajectory on the plane (x3 , x4 ); the output of system; the nonlinearity and the linear stability sector;
= 0.048993
4
0.04
0.02
0.06
x4
0.6
0.02
0.04
4
4
Fig. 58.
j = 5.
0
x3
0.06
0
50
100
t
150
200
A projection of trajectory on the plane (x3 , x4 ); the output of system; the nonlinearity and the linear stability sector;
1330002-56
12:15
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x4
= 0.097986
4
4
4
0
x3
0.1
0.05
0.05
0.1
50
100
t
150
200
0.1
0.05
0.05
0.1
Proceed now to Bernat and Llibres investigations [Bernat & Llibre, 1996; Meisters, 1996; Glutsyuk, 1998], there were revealed some gaps in
the work [Barabanov, 1988]: thus, in [Bernat &
Llibre, 1996] it is written He [Barabanov ] tried
to prove that this system and systems close to
this have a periodic orbit. But his arguments are
not complete, in [Meisters, 1996] it can be found
the following remark In 1988, Barabanov gave
ideas for constructing a class C 1 MY-SYSTEM
[MarkusYamabe system] in four dimensions with
a nonconstant periodic orbit and hence a counterexample to MYC [MarkusYamabe Conjecture]
in R4 . But the details of his paper were in some
doubt, in [Glutsyuk, 1998] one can read In
1988, Barabanov made an attempt to construct a
counterexample to this theorem in Rn for n
4. Errors in his paper were found recently. In
[Bernat & Llibre, 1996] an attempt was made
to overcome these gaps by analyticalnumerical
9131
(x4 ),
900
x 4 = x1 + x3 x4
(169)
1837
(x4 ),
180
where
,
() =
||
900
;
9185
900
900
sign()
, || >
.
9185
9185
(170)
i=3
1.5
2
1.5
1.5
0.5
0.5
x
Fig. 59. A projection of trajectory on the plane (x3 , x4 ); the output of system; the nonlinearity () and the linear stability
sector; j = 10.
0
0.5
0.5
-1
1
-1.5
1.5
2
2
0
x
Fig. 60.
1000
2000
3000
t
4000
1.5
0.5
A projection of trajectory on the plane (x3 , x4 ); the nonlinearity and the linear stability sector; i = 3.
1330002-57
0.5
12:15
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1330002
4
4
0
x
0.01
0.005
x4
= 0.0097986
4
0.005
0.01
50
100
t
150
200
0.01 0.005
0.005
0.01
A projection of trajectory on the plane (x3 , x4 ); the output of system; a nonlinearity and stability sector; j = 1.
0.04
0.02
0.06
= 0.048993
0.02
0.04
4
4
Fig. 62.
0
x3
0.06
0
50
100
t
150
200
A projection of trajectory on the plane (x3 , x4 ); the output of system; a nonlinearity and stability sector; j = 5.
= 0.097986
x4
Fig. 61.
4
4
Fig. 63.
0
x3
0.1
0.05
0.05
0.1
50
100
t
150
200
0.1
0.05
0.05
0.1
A projection of trajectory on the plane (x3 , x4 ); the output of system; a nonlinearity and stability sector; j = 10.
1330002-58
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1330002
i=1
2
1.5
1.5
0.5
0.5
0.5
1.5
1.5
0
x3
0.05
0.1
100
200
t
300
400
0.1
0.05
0.05
0.1
A projection of trajectory on the plane (x3 , x4 ); the output of system; a nonlinearity and stability sector; i = 1.
i=5
2
1.5
1.5
0.5
0.5
0.5
0.5
1.5
1.5
x4
2
2
Fig. 65.
0
x3
0.1
0.05
0.05
0.1
2
0
1000
2000
3000
0.1
4000
0.05
0.05
0.1
A projection of trajectory on the plane (x3 , x4 ); the output of system; a nonlinearity and stability sector; i = 5.
i=6
2
1.5
1.5
0.5
0.5
0.5
0.5
1.5
1.5
x4
Fig. 64.
0.05
0.5
2
2
0.1
2
2
Fig. 66.
0
x3
0.1
0.05
0.05
0.1
200
400
600
t
800
1000
0.1
0.05
0.05
0.1
A projection of trajectory on the plane (x3 , x4 ); the output of system; a nonlinearity and stability sector; i = 6.
1330002-59
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(171)
0
(m1 + 1)
1
1 1 ,
P=
0
1
q = 0 , r = 0,
0
() = (m0 m1 )sat().
Introduce a coecient k and a small parameter
, and represent system (171) as (103)
dx
= P0 x + q(r x),
dt
(172)
where
P0 = P + kqr
(m1 + 1 + k)
1
=
0
x R3 .
0
P
1,2 = i0 ,
1 ,
0
P
3 = d,
() = () k = (m0 m1 )sat() k.
By the nonsingular linear transformation x = Sy,
system (172) is reduced to the form (106)
dy
= Ay + b(c y),
dt
where
A = 0
0
b1
b = b2 ,
1
(173)
0 ,
0
d
1
c = 0 .
h
0
1330002-60
WA (p) =
b1 p + b2 0
h
.
+
2
2
p+d
p + 0
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1330002
a0 s11
a0
(m1 + m1 + ) + 02
,
(1 + )
d=
+ 02 + 1 + + 2
,
1+
h=
( + (1 + )d +
02 + d2
d2 )
c = r S
= 8.4562,
s32
(175)
s33
where
s11 = 1,
s12 = 0,
s21 = m1 + 1 + k,
s23 =
s31 =
s33 = h
(176)
h((m1 + 1 + k) d)
,
( + )(m1 + k) + 02
,
0
= 0.0052,
m1 = 1.1468.
(177)
Note that for the considered values of parameters there are three equilibria in the system: a
locally stable zero equilibrium and two saddle equilibria. Now let us apply the above procedure of hidden attractors localization to Chuas system (171)
with parameters (177). For this purpose, compute
a starting frequency and a coecient of harmonic
linearization:
0 = 2.0392,
k = 0.2098.
s13 = h,
0
s22 = ,
(m1 + k) 02
,
s32 =
= 12.0732,
m0 = 0.1768,
(m1 + k) 02
.
Since by the nonsingular linear transformation x = Sy system (172) can be reduced to the
form (173), for the matrix S the following relations
b = S1 q,
z(0) = a0
(174)
( + 02 (1 + )d)
,
b1 =
02 + d2
(1 + d)02 + ( + )d
.
b2 =
0 (02 + d2 )
A = S1 P0 S,
y(0) = 0.5945,
z(0) = 13.4705
1330002-61
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unst
M2
S2
A hidden
st
M2
A hidden
F0
S1
unst
st
M1
M1
st
M2
unst
M2
S2
F0
unst
M1
st
M1
S1
Fig. 67.
6. Conclusions
In this survey, the notion of hidden attractor, suggested by the authors, is considered. Its connection with well-known fundamental problems and
applied models has been demonstrated. New eective analytical and numerical methods for the study
of hidden periodic oscillations and hidden chaotic
attractors are discussed. The approach, suggested
by the authors, are based on the use of modern computers, the development of numerical methods, and
the applied bifurcation theory.
At the present time, for the terms hidden oscillations and hidden attractors, Internet searcher system Google gives about 1000 references, including
http://en.wikipedia.org/wiki/Hidden oscillation.
Acknowledgments
This work was supported by the Academy of Finland, Russian Ministry of Education and Science
Lyapunov exponents (LEs) were introduced by Lyapunov [1892] for the analysis of stability by the rst approximation for
regular time-varying linearizations, where negativeness of the largest Lyapunov exponent indicates stability. In 1948 Chetaev
proved that for time-varying linearizations, positive Lyapunov exponent indicates instability in the sense of Lyapunov, but a
gap in his proof was found and lled recently for more weak denition of instability [Leonov & Kuznetsov, 2007b]. While there
is no general method for checking regularity of linearization and there are known Perron eects [Leonov & Kuznetsov, 2007b]
of the largest Lyapunov exponent sign inversions for nonregular time-varying linearizations, the computation of Lyapunov
exponents for linearization of nonlinear autonomous system along nonstationary trajectories is widely used for the investigation of chaos, where the positiveness of the largest Lyapunov exponent is often considered as indication of chaotic behavior in
considered nonlinear system.
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