NONLINEAR DYNAMICS

Course objectives:
Almost all dynamical systems are, to some extend, non-linear.
Whereas in the curriculum for undergraduate studies such non-linearities have been ignored, the
course Nonlinear Dynamics focuses on the effects that non-linearities have in such systems.
This course has two main objectives:
1. to provide the mathematical fundamentals for reasoning about stability and control of
nonlinear systems in a formal way, and
2. to provide numerical tools for analyzing the behavior of nonlinear systems and for designing
nonlinear controllers.
The theory will be illustrated by numerous examples of systems whose simplified linear behavior is
known from past courses.
The content will be mathematical with illustrative examples taken from general engineering systems
(from mechanical, electrical, chemical and aeronautical engineering, as well as from
bioengineering and finance).
Course web-site:

http://www.ac.tuiasi.ro/pntool/nonlin_sys/

Nonlinear Dynamics Lecture 1

Relation between course objectives and curriculum objectives:

Prerequisites for this course include an understanding of undergraduate calculus, linear algebra,
differential equations and linear control methods.
The student should also be able to use MATLAB as basic simulation and analysis software.
The class e-mail account (nonlin_dyn@ac.tuiasi.ro) will consist of the students e-mail addresses
and will be used twofold:
it can be used by the students to freely ask colleagues questions regarding course topics
it gives the teacher the possibility to send announcements to everyone enrolled in this class
To be included in this group please send an e-mail to mhanako@ac.tuiasi.ro

Grading basis:
Continuous evaluation: (quality of laboratory activity) Percentage in final grade: 20%
Interim tests: (2 open book written test) Percentage in final grade: 20%
Other assignments: (1 small project in theoretical and numerical investigation of a NS)
Percentage in final grade: 20%
Final evaluation: Percentage in final grade: 40%
Assignment(s):
2 theoretical subjects; no access to documentation; percentage: 40%;
2 practical problems; documentation allowed; percentage: 60%;
Students are allowed to sustain the exam only after passing the laboratory classes.

Nonlinear Dynamics Lecture 1

Course content:
I. Introduction
1. Linear vs. Nonlinear Phenomena
a. Phenomena of Nonlinear Systems (Multiple Equilibria, Limit Cycles, Bifurcations,
Chaos).
b. Examples of Simple Nonlinear Systems
c. Qualitative and Quantitative Aspects
2. Planar (Second-Order) Dynamical Systems
a. Phase Plane Techniques
b. Limit Cycles - Bendixson Criterion
c. Multiple Equilibria - Index Theory
d. Bifurcation - Fold, Pitch, Fork, Hopf, Saddle Connection
3. Mathematical Preliminaries
a. Linear Algebra - Vector Spaces, Norms, Contraction Mapping Theorem
b. Differential Equations and Vector Fields
c. Existence and uniqueness of solutions for differential equations

Nonlinear Dynamics Lecture 1

II. Stability Theory

1. Lyapunov Stability and Instability
a. Definitions of State-Space Stability
b. Basic Lyapunov Stability Theorems, Basic Instability Theorems, Converse Lyapunov
Stability Theorems
c. Exponential Stability Theorems- LaSalle Principle
d. Stability of Linear Systems vs Nonlinear Systems
e. Frequency Domain Analysis: Absolute Stability, Circle Criterion, Popov Criterion
2. Input-Output Stability
a. Definitions of Input-Output Stability
b. Small Gain Theorem
c. Passivity and Passivity Theorems
d. Harmonic Balance and Describing Functions
e. Connections between Input - Output and State Space Stability

Nonlinear Dynamics Lecture 1

III. Feedback Control

1. SISO Systems
a. Input-Output Linearization
b. Full-State Linearization
c. Zero Dynamics, Stabilization, Tracking
2. MIMO Systems
a. Linearization by Static State Feedback
b. Full State Linearization
c. Dynamic Extension
3. Nonlinear Design Tools
a. Back-stepping techniques
b. Nonlinear Observers
c. Sliding Mode Control and introduction to differential geometry

Nonlinear Dynamics Lecture 1

Partial bibliography/reading list

required reading:
1. H.K. Khalil, Nonlinear Systems, 3rd Edition, Prentice Hall, Upper Saddle River, NJ, 2002.
2. M. Voicu, Systems Theory (in Romanian), Editura Academiei Romne, Bucureti, 2008.
3. * Documentation for laboratory applications in electronic format.
optional reading:
1. A. Astolfi, D. Karagiannis, R. Ortega, Nonlinear and Adaptive Control with Applications,
Springer-Verlag London Limited, 2008.
2. A. Bacciotti and L. Rosier, Liapunov Functions and Stability in Control Theory, 2nd Edition,
Springer-Verlag, Berlin Heidelberg, 2005.
3. X. Liao, L.Q. Wang, and P. Yu, Stability of Dynamical Systems, Elsevier, Amsterdam, 2007.
4. A.N. Michel, L. Hou, D. Liu, Stability of Dynamical Systems: Continuous, Discontinuous,
and Discrete Systems, Birkhuser, Boston, 2007.
5. A.N. Michel, K. Wang, and B. Hu, Qualitative Theory of Dynamical Systems. The Role of
Stability Preserving Mappings, 2nd Edition, Marcel Dekker, Inc., New York, 2001.
6. J. Reyn, Phase Portraits of Planar Quadratic Systems, Springer Science+Business Media,
LLC, New York, 2007.
7. F. Blanchini, and S. Miami. Set-Theoretic Methods in Control, Birkhuser, Boston, Basel,
Berlin, 2008.
8. L. Gruyitch, J.-P. Richard, P. Borne, and J.-C. Gentina. Stability Domains. Chapman & Hall /
CRC: Boca Raton, 2004.

Nonlinear Dynamics Lecture 1

Dynamic system in continuous time

Input
u

Output
y

System
state, x

u1

input: u
u p

x1
state variables: x

xn

x1 f1 t , x1,..., xn , u1,..., u p

x f 2 t , x1,..., xn , u1,..., u p
state equation: 2

xn f n t , x1,..., xn , u1,..., u p
x(t0 ) x0 , t0 , t t0
initial condition:
h:
output equation:
y h t , x, u ,
x (t ) f t , x (t ), u(t )

y (t ) h t , x (t ), u(t )

y1

output: y
yq

x f t , x, u ,

x (t0 ) x0 , t0

f:

t t0

Nonlinear Dynamics Lecture 1

Linear system
u

System

Input

Output
state, x

Definition 1. The function f : n m is linear with respect to independent variable x

only if it satisfies two conditions:
f ( x1 x2 ) f ( x1) f ( x2 ) , x1, x2 n
1 . Additivity:
2. Homogeneity: f ( x) f ( x) , x n and all scalars .

if and

The system is linear under three assumptions:

(i) Additivity of zero-input and zero-state response
(ii) Linearity in relation to initial conditions (linearity of zero-input response)
(iii) Linearity in relation to inputs (linearity of zero-state response').
u1

Sys.

= u1 u2

y1 u2
Sys.

Sys.

y2

y1 y2

The systems which don't satisfy the conditions (i), (ii) and (iii) are nonlinear systems.

Nonlinear Dynamics Lecture 1

Nonlinear system:
state variable: x
general form:
x f t , x, u

input u p , output y
unforced state:

x f t, x

y h t , x, u
f:

f:
p

h: n p q
autonomous (time invariant)
x f x, u
n

x (t0 ) x0 , t0

h: n p q
Linear system
time variant
x A(t ) x B (t )u
y C (t ) x D(t )u
A nn , B

initial condition:

f:

time invariant
x Ax Bu
y Cx Du
n p
, C qn , D q p

x (t0 ) x0

x f x

y h x, u
f:

, t0

t t0

unforced
x Ax

t t0
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Nonlinear Dynamics Lecture 1

Existence and Uniqueness of Solutions

f:

x f t, x

is piecewise continuous in t and locally Lipschitz in x over the domain of interest

f t , x is piecewise continuous in t on an interval J if for every bounded subinterval J 0 J ,

f is continuous in t for all t J 0 , except, possibly, at a finite number of points where f may have
finite-jump discontinuities
f t , x is locally Lipschitz in x at a point x0 if there is a r 0 so that in the neighborhood

N ( x0 , r ) x

|| x x0 || r , f t , x satisfies the Lipschitz condition with some L 0

|| f (t , x) f (t , y) || L || x y || , t 0 .

f t , x is locally Lipschitz in x on a domain (open and connected set)

Lipschitz at every point x0 .

if it is locally

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Nonlinear Dynamics Lecture 1

When n 1 and f f ( x) the Lipschitz condition is:

| f ( x) f ( y ) |
L, x y
|x y|
On the plot of f ( x) , a straight line joining any two points cannot have a slope whose absolute value
is greater than L.
Any function f ( x) that has infinite slope at some point is not locally Lipschitz at that point.
A discontinuous function is not locally Lipschitz at the points of discontinuity.
Lemma:
Consider the state equation
(E)

x f t, x

x (t0 ) x0
Let f t , x be piecewise continuous in t and locally Lipschitz in x at x0 , for all t [t0 , t1 ] .
Then, there is 0 such that the state equation (E) has a unique solution over [t0 , t0 ] :
x(t ) x(t; t0 , x0 ), t [t0 , t0 ].

Without the local Lipschitz condition, we cannot ensure uniqueness of the solution.
The lemma is a local result because it guarantees existence and uniqueness of the solution over
an interval [t0 , t0 ], but this interval might not include a given interval [t0 , t1 ] .
The solution may cease to exist after some time.
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Nonlinear Dynamics Lecture 1

Global Existence and Uniqueness of Solutions

x f t, x
f t , x is globally Lipschitz in x on

if there is a L 0 so that

|| f (t , x) f (t , y) || L || x y || , x, y

If f f t , x and its partial derivatives fi x j are continuous for all x n , then:

f t , x is globally Lipschitz in x if and only if fi x j are globally bounded, uniformly in t.

M 0 :

fi (t , x )
M , x
x j

, t

i, j 1,..., n .

Lemma:
Consider the state equation
(E)
x f t , x , x (t0 ) x0 .
Let f t , x be piecewise continuous in t and globally Lipschitz in x , for all t [t0 , t1 ] .
Then, the state equation (E) has a unique solution over [t0 , t1 ] :
x(t ) x(t; t0 , x0 ), t [t0 , t1].

The global Lipschitz condition is satisfied for linear systems of the form x A(t ) x g(t ) .
The global Lipschitz condition is rather restrictive for general nonlinear systems.

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Nonlinear Dynamics Lecture 1

Lemma:
Consider the state equation
(E)
x f t , x , x (t0 ) x0 .
Let f t , x be piecewise continuous in t and Lipschitz in x , for all t t0 and all x in a domain
(open and connected set) n .
Let W be a compact subset of
and suppose that every solution of (E) with x0 W lies
entirely in W .
Then, the state equation (E) has a unique solution that is defined for all t t0 :
x(t ) x(t; t0 , x0 ), t t0 .

other problems:
Dependence on Initial Conditions and Parameters
The Maximal Interval of Existence
Equilibrium points
A point x n is said to be an equilibrium point of x f t , x if
x (t0 ) x x (t ) x , t t0 .

For the autonomous system x f x , the equilibrium points are the real solutions of the equation
f x 0.
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Nonlinear Dynamics Lecture 1

An equilibrium point could be isolated, that is, there are no other equilibrium points in its vicinity, or
there could be a continuum of equilibrium points.
A linear system x Ax can have:
an isolated equilibrium point at x 0 (if A is nonsingular) or
a continuum of equilibrium points in the null space of A (if A is singular).
It cannot have multiple isolated equilibrium points , for if xa and xb are two equilibrium points,
then by linearity any point on the line xa (1 ) xb connecting xa and xb will be an
equilibrium point.
A nonlinear state equation can have multiple isolated equilibrium points.
For example, the state equation
x1 x2
x2 a sin x1 bx2 (a, b 0)
has equilibrium points at x1 n , x2 0 , for n 0, 1, 2,...

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Nonlinear Dynamics Lecture 1

Linearization
A common engineering practice in analyzing a nonlinear system is to linearize it about
some nominal operating point and analyze the resulting linear model.
What are the limitations of linearization?
Since linearization is an approximation in the neighborhood of an operating point, it can
only predict.
The local behavior of the nonlinear system in the vicinity of that point. It cannot predict
the nonlocal or global behavior.
There are essentially nonlinear phenomena that can take place only in the presence of
nonlinearity.
Nonlinear Phenomena
Finite escape time
Multiple isolated equilibrium points
Limit cycles
Subharmonic, harmonic, or almost-periodic oscillations
Chaos
Multiple modes of behavior

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Nonlinear Dynamics Lecture 1

Finite escape time

Example: The differential equation
x x 2 , x(0) x0 0
has the solution
dx
1
1
dt 2 t c , c
x
x0
x

x(t )

x0
, t 0, x1
0
1 x0t

finite escape time: t f

1
x0

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Nonlinear Dynamics Lecture 1

Uniqueness problems

17

Nonlinear Dynamics Lecture 1

Nonlinear systems examples

1. Pendulum equation
l - length of the rod, m - mass of the bob
ideal model: no friction force
ml mg sin

state space model: x1 , x2

x1 x2
x1 x2

g
g
2
2
x

sin
x
x

sin
x
,

1
1

2
2
l
l
equilibrium points:
x2 0
sin x1 0
x1 n , n 0, 1, 2,...

x1 x2 0 g


sin x1 0
x2 0
x2 0

l
two points on the circle: (0,0) , ( ,0)
conservative system: given an initial push it will oscillate forever

18

Nonlinear Dynamics Lecture 1

the friction force resisting the motion is proportional to the speed of the bob with a coefficient of
friction k ( k 0 , small)
ml mg sin kl
state space model: x1 , x2 :

x1 x2

g
k
x

sin
x

x2
1
2
l
m

x1 n , n 0, 1, 2,...
x

equilibrium points: 1 2

x2 0

19

Nonlinear Dynamics Lecture 1

Common nonlinearities

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