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Nonlinear system

Nonlinear dynamics redirects here. For the journal, 1 Denition


see Nonlinear Dynamics (journal).
This article is about nonlinearity in mathematics, In mathematics, a linear function (or map) f (x) is one
physics and other sciences. For video and lm editing, which satises both of the following properties:
see Non-linear editing system. For other uses, see
nonlinearity (disambiguation).
Additivity or superposition: f (x + y) = f (x) +
f (y);
In physics and other sciences, a nonlinear system, in
Homogeneity: f (x) = f (x).
contrast to a linear system, is a system which does not satisfy the superposition principle meaning that the output
of a nonlinear system is not directly proportional to the Additivity implies homogeneity for any rational , and,
input.
for continuous functions, for any real . For a complex ,
In mathematics, a nonlinear system of equations is a set homogeneity does not follow from additivity. For examof simultaneous equations in which the unknowns (or the ple, an antilinear map is additive but not homogeneous.
unknown functions in the case of dierential equations) The conditions of additivity and homogeneity are often
appear as variables of a polynomial of degree higher than combined in the superposition principle
one or in the argument of a function which is not a polynomial of degree one. In other words, in a nonlinear system of equations, the equation(s) to be solved cannot be f (x + y) = f (x) + f (y)
written as a linear combination of the unknown variables
or functions that appear in them. It does not matter if An equation written as
nonlinear known functions appear in the equations. In
particular, a dierential equation is linear if it is linear in
terms of the unknown function and its derivatives, even if f (x) = C
nonlinear in terms of the other variables appearing in it.
Typically, the behavior of a nonlinear system is described is called linear if f (x) is a linear map (as dened above)
and nonlinear otherwise. The equation is called homoby a nonlinear system of equations.
geneous if C = 0 .
Nonlinear problems are of interest to engineers,
physicists and mathematicians and many other scientists The denition f (x) = C is very general in that x can be
because most systems are inherently nonlinear in nature. any sensible mathematical object (number, vector, funcAs nonlinear equations are dicult to solve, nonlinear tion, etc.), and the function f (x) can literally be any
systems are commonly approximated by linear equations mapping, including integration or dierentiation with as(linearization). This works well up to some accuracy and sociated constraints (such as boundary values). If f (x)
some range for the input values, but some interesting contains dierentiation with respect to x , the result will
phenomena such as chaos[1] and singularities are hidden be a dierential equation.
by linearization. It follows that some aspects of the
behavior of a nonlinear system appear commonly to be
chaotic, unpredictable or counterintuitive. Although 2 Nonlinear algebraic equations
such chaotic behavior may resemble random behavior, it
is absolutely not random.
Main article: Algebraic equation
For example, some aspects of the weather are seen to be Main article: Systems of polynomial equations
chaotic, where simple changes in one part of the system
produce complex eects throughout. This nonlinearity is Nonlinear algebraic equations, which are also called
one of the reasons why accurate long-term forecasts are polynomial equations, are dened by equating
impossible with current technology.
polynomials to zero. For example,

x2 + x 1 = 0 .
1

For a single polynomial equation, root-nding algorithms


can be used to nd solutions to the equation (i.e., sets
of values for the variables that satisfy the equation).
However, systems of algebraic equations are more complicated; their study is one motivation for the eld of
algebraic geometry, a dicult branch of modern mathematics. It is even dicult to decide whether a given algebraic system has complex solutions (see Hilberts Nullstellensatz). Nevertheless, in the case of the systems with
a nite number of complex solutions, these systems of
polynomial equations are now well understood and ecient methods exist for solving them.[2]

Nonlinear recurrence relations

A nonlinear recurrence relation denes successive terms


of a sequence as a nonlinear function of preceding
terms. Examples of nonlinear recurrence relations are
the logistic map and the relations that dene the various Hofstadter sequences. Nonlinear discrete models
that represent a wide class of nonlinear recurrence relationships include the NARMAX (Nonlinear Autoregressive Moving Average with eXogenous inputs) model and
the related nonlinear system identication and analysis
procedures.[3] These approaches can be used to study a
wide class of complex nonlinear behaviors in the time,
frequency, and spatio-temporal domains.

NONLINEAR DIFFERENTIAL EQUATIONS

4.1 Ordinary dierential equations


First order ordinary dierential equations are often exactly solvable by separation of variables, especially for
autonomous equations. For example, the nonlinear equation
du
= u2
dx
1
has u = x+C
as a general solution (and also u = 0 as a
particular solution, corresponding to the limit of the general solution when C tends to the innity). The equation
is nonlinear because it may be written as

du
+ u2 = 0
dx
and the left-hand side of the equation is not a linear function of u and its derivatives. Note that if the u2 term
were replaced with u, the problem would be linear (the
exponential decay problem).
Second and higher order ordinary dierential equations
(more generally, systems of nonlinear equations) rarely
yield closed form solutions, though implicit solutions and
solutions involving nonelementary integrals are encountered.
Common methods for the qualitative analysis of nonlinear
ordinary dierential equations include:
Examination of any conserved quantities, especially
in Hamiltonian systems.

Nonlinear dierential equations

A system of dierential equations is said to be nonlinear


if it is not a linear system. Problems involving nonlinear
dierential equations are extremely diverse, and methods
of solution or analysis are problem dependent. Examples
of nonlinear dierential equations are the NavierStokes
equations in uid dynamics and the LotkaVolterra equations in biology.
One of the greatest diculties of nonlinear problems is
that it is not generally possible to combine known solutions into new solutions. In linear problems, for example,
a family of linearly independent solutions can be used
to construct general solutions through the superposition
principle. A good example of this is one-dimensional
heat transport with Dirichlet boundary conditions, the solution of which can be written as a time-dependent linear combination of sinusoids of diering frequencies;
this makes solutions very exible. It is often possible to
nd several very specic solutions to nonlinear equations,
however the lack of a superposition principle prevents the
construction of new solutions.

Examination of dissipative quantities (see Lyapunov


function) analogous to conserved quantities.
Linearization via Taylor expansion.
Change of variables into something easier to study.
Bifurcation theory.
Perturbation methods (can be applied to algebraic
equations too).

4.2 Partial dierential equations


See also: List of nonlinear partial dierential equations
The most common basic approach to studying nonlinear
partial dierential equations is to change the variables
(or otherwise transform the problem) so that the resulting
problem is simpler (possibly even linear). Sometimes, the
equation may be transformed into one or more ordinary
dierential equations, as seen in separation of variables,
which is always useful whether or not the resulting ordinary dierential equation(s) is solvable.

4.3

Pendula

Another common (though less mathematic) tactic, often


seen in uid and heat mechanics, is to use scale analysis
to simplify a general, natural equation in a certain specic boundary value problem. For example, the (very)
nonlinear Navier-Stokes equations can be simplied into
one linear partial dierential equation in the case of transient, laminar, one dimensional ow in a circular pipe; the
scale analysis provides conditions under which the ow is
laminar and one dimensional and also yields the simplied equation.
Other methods include examining the characteristics and
using the methods outlined above for ordinary dierential
equations.

4.3

Pendula

Main article: Pendulum (mathematics)


A classic, extensively studied nonlinear problem is the

gravity

hinge

Linearizations of a pendulum

rigid massless rod

dynamics of a pendulum under inuence of gravity.


Using Lagrangian mechanics, it may be shown[4] that
the motion of a pendulum can be described by the
dimensionless nonlinear equation
d2
+ sin() = 0
dt2
where gravity points downwards and is the angle the
pendulum forms with its rest position, as shown in the gure at right. One approach to solving this equation is to
use d/dt as an integrating factor, which would eventually yield

mass
Illustration of a pendulum

= t + C1
C0 + 2 cos()

which is an implicit solution involving an elliptic integral.


This solution generally does not have many uses because most of the nature of the solution is hidden in the
nonelementary integral (nonelementary even if C0 = 0 ).
Another way to approach the problem is to linearize any
nonlinearities (the sine function term in this case) at the
various points of interest through Taylor expansions. For
example, the linearization at = 0 , called the small angle
approximation, is

8 SEE ALSO
Ball and beam system

d2
+ =0
dt2

Bellman equation for optimal policy

since sin() for 0 . This is a simple harmonic oscillator corresponding to oscillations of the pendulum near the bottom of its path. Another linearization
would be at = , corresponding to the pendulum being
straight up:

Colebrook equation

d2
+ =0
dt2

Boltzmann transport equation


General relativity
GinzburgLandau equation
NavierStokes equations of uid dynamics
Kortewegde Vries equation
Nonlinear optics

since sin() for . The solution to this


problem involves hyperbolic sinusoids, and note that unlike the small angle approximation, this approximation is
unstable, meaning that || will usually grow without limit,
though bounded solutions are possible. This corresponds
to the diculty of balancing a pendulum upright, it is literally an unstable state.

Nonlinear Schrdinger equation

One more interesting linearization is possible around =


/2 , around which sin() 1 :

Ishimori equation

Richards equation for unsaturated water ow


Robot unicycle balancing
SineGordon equation
LandauLifshitzGilbert equation
Van der Pol equation
Linard equation

d2
+ 1 = 0.
dt2

Vlasov equation

This corresponds to a free fall problem. A very useful See also the list of nonlinear partial dierential equations
qualitative picture of the pendulums dynamics may be
obtained by piecing together such linearizations, as seen
in the gure at right. Other techniques may be used to 7 Software for solving nonlinear
nd (exact) phase portraits and approximate periods.
systems

Types of nonlinear behaviors


Classical chaos the behavior of a system cannot be
predicted.
Multistability alternating between two or more exclusive states.
Aperiodic oscillations functions that do not repeat values after some period (otherwise known as
chaotic oscillations or chaos).
Amplitude death any oscillations present in the
system cease due to some kind of interaction with
other system or feedback by the same system.
Solitons self-reinforcing solitary waves

interalg A solver from OpenOpt / FuncDesigner


frameworks for searching either any or all solutions
of nonlinear algebraic equations system
A collection of non-linear models and demo applets
(in Monash Universitys Virtual Lab)
FyDiK Software for simulations of nonlinear dynamical systems

8 See also
Aleksandr Mikhailovich Lyapunov
Dynamical system
Initial condition
Interaction

Examples of nonlinear equations

Linear system
Mode coupling

AC power ow model

Vector soliton

Algebraic Riccati equation

Volterra series

References

[1] Nonlinear Dynamics I: Chaos at MITs OpenCourseWare


[2] Lazard, D. (2009). Thirty years of Polynomial System
Solving, and now?". Journal of Symbolic Computation 44
(3): 222231. doi:10.1016/j.jsc.2008.03.004.
[3] Billings S.A. Nonlinear System Identication: NARMAX Methods in the Time, Frequency, and SpatioTemporal Domains. Wiley, 2013
[4] David Tong: Lectures on Classical Dynamics

10

Further reading

Diederich Hinrichsen and Anthony J. Pritchard


(2005). Mathematical Systems Theory I - Modelling, State Space Analysis, Stability and Robustness.
Springer Verlag. ISBN 9783540441250.
Jordan, D. W.; Smith, P. (2007). Nonlinear Ordinary Dierential Equations (fourth ed.). Oxford
University Press. ISBN 978-0-19-920824-1.
Khalil, Hassan K. (2001). Nonlinear Systems. Prentice Hall. ISBN 0-13-067389-7.
Kreyszig, Erwin (1998). Advanced Engineering
Mathematics. Wiley. ISBN 0-471-15496-2.
Sontag, Eduardo (1998). Mathematical Control
Theory: Deterministic Finite Dimensional Systems.
Second Edition. Springer. ISBN 0-387-98489-5.

11

External links

Command and Control Research Program (CCRP)


New England Complex Systems Institute: Concepts
in Complex Systems
Nonlinear Dynamics I: Chaos at MITs OpenCourseWare
Nonlinear Models Nonlinear Model Database of
Physical Systems (MATLAB)
The Center for Nonlinear Studies at Los Alamos National Laboratory

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12.1

TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

Text and image sources, contributors, and licenses


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