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Nonlinear Second Order Models 1-Mathematical Modeling and Simulation-Lecture Slides, Slides of Mathematical Modeling and Simulation

These lecture slides are delivered at The LNM Institute of Information Technology by Dr. Sham Thakur for subject of Mathematical Modeling and Simulation. Its main points are: Nonlinear, Second, Order, Models, Visualization, Phase, Space, Pendulum, Physical, Undamped

Typology: Slides

2011/2012

Uploaded on 07/03/2012

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Nonlinear Second Order Models
Mathematical Modeling
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Nonlinear Second Order Models

Mathematical Modeling

& Simulation

Consider a model of two-dimensional dynamical system that obeys the following ordinary differential equations (ODEs):

f ( x , y )

dt

dy

g(x,y) dt

dx

It is an autonomous system as it does not explicitly involve the independent variable t. If such a system involves a nonlinear term such as x^2 (t), x(t)y(t), sinx(t), exp(ay) etc., then the system is said to be nonlinear one. Recall the chain rule for differentials: (dy/dx)(dx/dt) is equal to dy/dt. It means that

g(x,y)

f(x,y)

dx / dt

dy / dt

dx

dy  

Non-Linear Models

 The phase space is a coordinate space with x, vx, y, vy,.. ., where v is velocity or any other canonical state variable.  Phase space can have fixed points (x, v) such that they satisfy the model (say Eq. as f(x, v) = 0 and g(x, v) = 0). This corresponds to a steady state.  The set of points in the phase space are identified as orbit or trajectory****.  If the set of points in the simulation repeat itself after some time (T), then the orbit is said to be periodic , that is x(t + T) = x(t).  The orbit of mass-spring system in a friction free environment is an ellipse or a circle in phase space.

Visualization in Phase Space

 A closed curve is called a limit cycle in phase space

towards which an orbit evolves as time goes to large

values.

 When all the neighboring trajectories are going

towards the limit cycle it is called a stable or

attracting cycle , otherwise it is an unstable or

repelli ng one.

Visualization in Phase Space

Physical Pendulum

w g L

g m s

x

L

g

dt

d x

sin

2

2

2

2

This equation can be simplified by dividing by mL. Also, choose L = 9.8 m ,

x

dt

d x

2 sin

2

Because this model has sinx rather than x on the right-hand side, it forms a second-order non-linear differential equation.

2 2 sin^0 ;^2 /^1.^0

2

     g L 

dt

d

Major features of the mathematical model:

Here Dependent and independent variable are y and t;

Order: 2; Linearity: It is a nonlinear equation as it has no product terms. Homogeneity: It is homogeneous equation with no force term Conditions: Initial conditions are given. Coefficients: There are constant coefficients. Model Equation Type: It is a single ordinary differential eq. based model.

Example 1: Undamped System of Simple Pendulum

θ

m

L

You may also write a program in language of your choice to implement the algorithm.

OR you may use MATLAB-SIMULINK to simulate this model.

Use this for h = 0.01, x = 0 at t = 0 , and v = 1.0 at t = 0 ;

here the domain is [0, 25], and the range is [-2, 2].

Also try a different set of initial conditions; say x 0 = 1 and v 0 = - 0..

mass = 1 and L = 9.8, x(0) = 10 and v(0) = 0.

Example 1: Undamped System of simple pendulum

-4 0 50 100 150 200 250 300

0

1

2

3

4

angular displacement,



time, t

undamped motion of pendulum

initial conditions : and ' = 0.

XY Graph

sin TrigonometricFunction simout To Workspace

simout To Workspace (^1) s Integrator

(^1) s Integrator

- Gain

-4 0 50 100 150 200 250 300

0

1

2

3

4

angular velocity, d

dt

time, t

undamped motion of pendulum

initial conditions : and ' = 0.

2 sin^0 ;^2 /^1.^0

2 ddtxxas   g L

mass = 1 and L = 9.8,

Example 1: Undamped System of simple pendulum

XY Graph

sin TrigonometricFunction simout To Workspace

simout To Workspace (^1) s Integrator

(^1) s Integrator

- Gain

-3-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6

0

1

2

3

d

/dt

time, t

Phase portrait for given initial conditions:

x(0) = -2.0 and dx/dt(0) = 0.

2 sin^0 ;^2 /^1.^0

2 ddtxxas   g L

mass = 1 and L = 9.8,

Example 1: Undamped System of simple pendulum

XY Graph

sin TrigonometricFunction simout To Workspace

simout To Workspace (^1) s Integrator

(^1) s Integrator

- Gain

-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6

0

1

2

d

/dt

time, t

Phase portrait for given initial conditions:

x(0) = -3.0 and dx/dt(0) = 0.

2 sin^0 ;^2 /^1.^0

2 ddtxxas   g L

Example 1: Undamped System of simple pendulum

2 sin^0 ;

2  xdt

d x Phase portrait for various initial conditions:

 Let us allow velocity range to be from -4 to 4 in steps of 0.

and domain is given by [ -3p, 3p ].

 We can modify the initial conditions to get a set of

concentric ellipses centered on points (2nπ, 0).

 The point in phase space (0, 0) phase space (0, 0) and the set

of points ( 2nπ, 0), where n is an integer are points of stable

equilibrium for the simple pendulum; the pendulum is

hanging down from the pivot.

 The set of points [(2n - 1)π, 0] are points of unstable

equilibrium; the pendulum is " standing " on its pivot.

Phase Space: a Simple Pendulum