Nonlinear Ordinary

Differential Equations
An introduction for Scientists and Engineers
FOURTH EDITION

D. W. Jordan and P. Smith

Keele University
Contents

Preface to the fourth edition vii

1 Second-order differential equations in the phase plane 1

1.1 Phase diagram for the pendulum equation 1

1.2 Autonomous equations in the phase plane 5
1.3 Mechanical analogy for the conservative system x = f(x) 14
1.4 The damped linear oscillator 21
1.5 Nonlinear damping: limit cycles 25
1.6 Some applications 32
1.7 Parameter-dependent conservative systems 37
1.8 Graphical representation of solutions 40
Problems 42

2 Plane autonomous systems and linearization 49

2.1 The general phase plane 49

2.2 Some population models 53
2.3 Linear approximation at equilibrium points 57
2.4 The general solution of linear autonomous plane systems 58
2.5 The phase paths of linear autonomous plane systems 63
2.6 Scaling in the phase diagram for a linear autonomous system 72
2.7 Constructing a phase diagram • 73
2.8 Hamiltonian systems 75
Problems 79

3 Geometrical aspects of plane autonomous systems ' 89

3.1 The index of a point 89

3.2 The index at infinity 97
3.3 The phase diagram at infinity 100
3.4 Limit cycles and other closed paths 104
3.5 Computation of the phase diagram 107
3.6 Homoclinic and heteroclinic paths 111
Problems 113
4 Periodic solutions; averaging methods 125

4.1 An energy-balance method for limit cycles 125

4.2 Amplitude and frequency estimates: polar coordinates 130
4.3 An averaging method for spiral phase paths 134
4.4 Periodic solutions: harmonic balance 138
4.5 The equivalent linear equation by harmonic balance 140
Problems 143

5 Perturbation methods 149

5.1 Nonautonomous systems: forced oscillations 149

5.2 The direct perturbation method for the undamped Duffing's equation 153
5.3 Forced oscillations far from resonance 155
5.4 Forced oscillations near resonance with weak excitation 157
5.5 The amplitude equation for the undamped pendulum 159
5.6 The amplitude equation for a damped pendulum 163
5.7 Soft and hard springs 164
5.8 Amplitude-phase perturbation for the pendulum equation 167
5.9 Periodic solutions of autonomous equations (Lindstedt's method) 169
5.10 Forced oscillation of a self-excited equation 171
5.11 The perturbation method and Fourier series 173
5.12 Homoclinic bifurcation: an example 175
Problems 179

6 Singular perturbation methods 183

6.1 Non-uniform approximations to functions on an interval 183

6.2 Coordinate perturbation 185
6.3 Lighthill's method 190
6.4 Time-scaling for series solutions of autonomous equations 192
6.5 The multiple-scale technique applied to saddle points and nodes 199
6.6 Matching approximations on an interval ^ 206
6.7 A matching technique for differential equations / 211
Problems 217

7 Forced oscillations: harmonic and subharmonic response, stability,

and entrainment 223

7.1 General forced periodic solutions 223

7.2 Harmonic solutions, transients, and stability for Duffing's equation 225
7.3 The jump phenomenon 231
7.4 Harmonic oscillations, stability, and transients for the forced van der Pol equation 234
7.5 Freauencv entrainment for the van der Pol eauation 239
 7.6 Subharmonics of Duffing's equation by perturbation 242
7.7 Stability and transients for subharmonics of Duffing's equation 247
Problems 251

8 Stability 259

8.1 Poincare stability (stability of paths) 260

8.2 Paths and solution curves for general systems 265
8.3 Stability of time solutions: Liapunov stability 267
8.4 Liapunov stability of plane autonomous linear systems 271
8.5 Structure of the solutions of ^-dimensional linear systems 274
8.6 Structure of n-dimensional inhomogeneous linear systems 279
8.7 Stability and boundedness for linear systems 283
8.8 Stability of linear systems with constant coefficients 284
8.9 Linear approximation at equilibrium points for first-order systems in n variables 289
8.10 Stability of a class of non-autonomous linear systems in n dimensions 293
8.11 Stability of the zero solutions of nearly linear systems 298
Problems 300

9 Stability by solution perturbation: Mathieu's equation 305

9.1 The stability of forced oscijlations by solution perturbation 305

9.2 Equations with periodic coefficients (Floquet theory) 308
9.3 Mathieu's equation arising from a Duffing equation 315
9.4 Transition curves for Mathieu's equatiomby perturbation 322
9.5 Mathieu's damped equation arising from a Duffing equation 325
Problems 330

10 Liapunov methods for determining stability of the zero solution 337

10.1 Introducing the Liapunov method 337

10.2 Topographic systems and the Poincar^-Bendixson trfeorem 338
10.3 Liapunov stability of the zero solution 342
10.4 Asymptotic stability of the zero solution 346
10.5 Extending weak Liapunov functions to asymptotic stability 349
10.6 A more general theory for autonomous systems 351
1,0.7 A test for instability of the zero solution: n dimensions 356
10.8 Stability and the linear approximation in two dimensions 357
10.9 Exponential function of a matrix 365
10.10 Stability and the linear approximation forwth order autonomous systems 367
10.11 Special systems 373
Problems 377
11 The existence of periodic solutions 383

11.1 The Poincare-Bendixson theorem and periodic solutions 383

11.2 A theorem on the existence of a centre 390
11.3 A theorem on the existence of a limit cycle 394
11.4 Van der Pol's equation with large parameter 400
Problems 403

12 Bifurcations and manifolds 405

12.1 Examples of simple bifurcations 405

12.2 The fold and the cusp 407
12.3 Further types of bifurcation 411
12.4 Hopf bifurcations 419
12.5 Higher-order systems: manifolds 422
12.6 Linear approximation: centre manifolds 427
Problems 433

13 Poincare sequences, homoclinic bifurcation, and chaos 439

13.1 Poincare sequences 439

13.2 Poincare sections for nonautonomous systems 442
13.3 Subharmonics and period doubling 447
13.4 Homoclinic paths, strange attractors and chaos 450
13.5 The Duffing oscillator 453
13.6 A discrete system: the logistic difference equation 462
13.7 Liapunov exponents and difference equations 466
13.8 Homoclinic bifurcation for forced systems 469
13.9 The horseshoe map 476
13.10 Melnikov's method for detecting homoclinic bifurcation 477
13.11 Liapunov exponents and differential equations 483
13.12 Power spectra 491
13.13 Some further features of chaotic oscillations v 492
Problems 494
Answers to the exercises 507
Appendices 511
A Existence and uniqueness theorems 511
B Topographic systems 513
C Norms for vectors and matrices 515
D A contour integral 517
E Useful results 518
References and further reading 521
Index 525