Nonlinear Dynamics and Vibrations K. R.

Jayaprakash

Stability of periodic solutions and Floquet analysis

One of the main applications of Floquet theory is in the stability analysis of periodic
orbits/solutions of dynamical systems. In general, a periodic solution is said to be
asymptotically stable if a small perturbation provided to the solution eventually decays to
zero and the solution is said to be asymptotically unstable if the perturbation grows with
time. If the perturbation to the periodic solution remains constant with time, then the
periodic solution is neutrally stable. It should however be noted that the following
analysis is a linear stability analysis and if this analysis predicts neutral stability then a
nonlinear stability analysis needs to be considered.
________________________________________________________________________________
Definition
Consider a non-autonomous dynamical system = , , ∈ ℝ and consider that the theorems
of uniqueness and existence of solutions are satisfied. Suppose the system supports a periodic
solution � such that � + � = � , where � is finite. The periodic solution is Lyapunov
stable if for each and > we can find , > such that
| −� | where =
then
| , ; −� | for all >

where , ; is the trajectory starting with initial condition = .

If a periodic solution � is Lyapunov stable and additionally satisfies
| , ; −� |→ as → ∞
Then the periodic solution is called asymptotically stable.
________________________________________________________________________________
Consider a second order differential equation

+ , = (1)

where ∈ ℝ and , : ℝ ↦ ℝ satisfies the criteria of existence and uniqueness of

solutions. Let � be a solution of equation (1) of time period � such that � + � = � ,
where � is finite. To study the stability of � we provide a small perturbation ( ) to
the solution in the form =� + , where ≪� and �, ∈ ℝ . The
equation (1) thus takes the form

� + + (� + , � + ) = (2)

Expanding the function . , . in Taylor series we have

� (�, �) � (�, �)
� + (�, �) + + + +� , , =
� �

��(�,�) ��
Where implies evaluated at (�, � ). Note that we have neglected higher order
�� ��
terms in and . Since � is a solution of equation (1), we have � + (�, �) = . Thus

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

the variational equation corresponding to the periodic solution � to the first order
approximation is,
��(�,�) ��(�,�)
+ ��
+ = (3)
��

Note that equation (3) is a damped system with time periodic coefficients (say like time
periodic stiffness and damping). If the coefficients were constant then the solutions could
be readily found, but the coefficients are time periodic and explicit solutions may not be
readily available. Furthermore, the above equation can be converted to a set of first
order ODEs in the form
=� (4a)
��(�,�) ��(�,�)
�=− ��
− ��
� (4b)

Note that the coefficients of ∈ ℝ , � ∈ ℝ on the RHS of (4) are periodic in time since
� and � are periodic in time. Thus we have a set of first order ODEs with time
periodic coefficients. It is interesting to observe that the time period of the coefficients of
equation (3) or (4) depends upon the nonlinearity involved (see for example the case of
van der Pol oscillator described in example (2) below. The time period of limit cycle under
consideration is �, whereas that of the coefficients of the variational equation is �.). Thus
the stability of the periodic solution � requires that the solutions of the variational
equation (4) should be bounded. To this end we consider the Floquet theory to ascertain
the boundedness of solutions of (4) and in turn the stability of the periodic solution � .
Note that (4a) and (4b) can be conveniently written in the simplified form

=� (5)

where � is a × square matrix with time periodic elements and =

{ � � … � }, i.e. ∈ ℝ .

Now consider a general dynamical system similar to equation (5) in the form

=� (6)

where ∈ ℝ , � is a × square matrix and the overdot represents derivative w.r.t

time. Further we have that � + � = � , where � is the time period and is finite. It
should however be noted that equation (6) does not necessarily have a periodic non-zero
solution of period � . For example consider � = � � , where ∈ ℝ , � is a scalar
�
∫0 � � ��
function such that � + � = � . The general solution is of the form � =� .
It is interesting to note that � can be expanded in Fourier series as it is a periodic
∞ � � � �
function, i.e. � 0
= +∑ = cos � + ∑∞= sin � , where , , are constants.
Inserting this Fourier expansion in the general solution and integrating over one time
� �0
∫0 2 ��
period we have � � = � . Note that the integral of the harmonic components of
� over one time period � is always zero. Now for the existence of periodic solution we

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash
� 0
need to have ∫ = or alternatively the DC component ( ) has to be zero. In essence
�
if the ODE has to have a periodic solution of period � then ∫ � = , of course
considering � ≠ . In fact if � has non-zero DC component ( ≠ ) then this
constant term determines the boundedness of the solution and thus solution is never
periodic.
Alternatively, to ascertain the boundedness (stability) of the solutions of the dynamical
system (6) we need to construct the monodromy matrix (�). To this end we need to obtain
solutions of the dynamical system corresponding to certain set of initial conditions and in
general, analytical closed form solutions may not be available readily. Thus we resort to
numerical solutions. The following procedure details the construction of the monodromy
matrix.
1. Numerically integrate (say using ODE45 in Matlab) equation (6) for a time duration
of � (although integration uptil time period � is sufficient), with the initial
conditions = , = where = , , … , and ≠ .

2. Repeat step (1) for each value of to obtain the solutions

={ … }� for = , , … ,
where { }� is the transpose of { }

3. Evaluate the solutions obtained in step (2) at time = � and construct the
monodromy matrix by arranging the solutions in the following form

�=� � =[ � | � | � |… | � ] (7)

� � �
� � … �
=[ ]
⋱
� � … �

and we have � +� =� � (8)

Note: If one considers � ≠ � , i.e. if � is not an identity matrix, then � =

−
� � � . But in our case we have � = � and thus � = � � .
4. Evaluate the eigenvalues (Floquet multipliers) of � numerically and
if | | < , for all = , , , … , then all the solutions of equation (6) are bounded
and thus the solution is asymptotically stable. Even if one eigenvalue, say | | >
< , then an unbounded solution exists and thus the solution of equation (6)
is asymptotically unstable. If | | = , then the solution is neutrally stable and there
are two cases to be considered a) = + , ⇒ the solution is periodic with time
period �, b) = − , ⇒ the solution is periodic with time period �.
5. If the variational equation (6) (note that equation (5) and (6) are of the same form)
has bounded solutions, then the periodic solution to which this variational equation
corresponds is stable, if not, then the periodic solution is unstable.

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

Note:
i) This procedure provides a measure (Floquet multipliers) to ascertain the stability
(boundedness) of the solutions of equation (6) (and in turn the stability of the
periodic solution � of equation (1)) by integrating it only till time period �, i.e.
the long-time behaviour is predicted by focusing only on one time period of the
parametric excitation. If not for the theory of Floquet, one would have had to
integrate equation (6) for long time durations to know if the solution is bounded
(stable).
ii) For a certain value of time ∗ , Floquet theory converts the continuous time
dynamical system defined by equation (6) into a discrete time dynamical system
defined by equation (8). In fact we are sampling � ∗ + � only at time instants
corresponding to = , , … and the value of � anywhere in between these
time instants is completely unknown and can be known if one can solve for � .
�
Can it so happen that � + =� , where is an integer? Such a solution is
called superharmonic i.e. the response frequency is times the parametric
excitation frequency or the response time period is ⁄ times the parametric
excitation time period. But from the perspective of stability analysis such
superharmonic solutions are not of much importance.
iii) The integration time step for numerical integration in step (1) may need to be
sufficiently small and needs to be varied (reduced) till the Floquet multipliers
become stationary w.r.t time step, i.e. till you observe no more variation of the
Floquet multipliers with changing time step. This is the check for convergence one
needs to make before using the obtained Floquet multipliers to draw any
conclusions.

Examples
1. Consider the undamped Duffing oscillator + + � = , � >
We have , = + � and let � be a periodic solution and the corresponding
variational equation is
� (�, �) � (�, �)
+ + =
� �

+ + �� =

2. Consider the van der Pol oscillator + − − =

We have , = − − and let � be a periodic solution and the
corresponding variational equation is
� (�, �) � (�, �)
+ + =
� �

− −� + + �� =

Let = �, � = −( + ��) + −� �

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

{ }=[ ] {� }
� −( + ��) −�

{ } = [� ]{ }

Consider the initial condition = ,� = = and evalaute the corresponding

� �
solution ={ � } ={ } .
Similarly consider the initial condition = ,� = = and evalaute the
� �
corresponding solution ={ � } ={ } .
The fundamental solution matrix � =[ ] and � =[ ]
� �

� +� =� �

+� +� � �
[ ]=[ ] [� � ]
� +� � +� � �

� � � � � �
where monodromy matrix � = [� � ] = [ ]=[ ]
� � � � � �

The eigenvalues of the monodromy matrix are obtained by solving the quadratic equation
−� +Δ=

where � = ( � + � ) and Δ � = � � − � � ≠ ,since the fundamental

solutions are linearly independent.
Considering the two solutions and , we have
− −� + + �� = and − −� + + �� =
Thus we have
− =− −� { − }

Integrating this equation by parts in the limit [ �]

�

� � − � � = − −∫ −� { − } =Δ �

In the present case we have = = and = = ,

� � − � � = −∫ −� { − } =Δ �

The above integral needs to be computed to find the determinant. Such an evaluation may
not be all that necessary in view of the complicated integral and the unknown solutions
, involved. To avoid this we directly resort to the numerical integration as
described previously.
As it is well known, van der Pol oscillator supports a limit cycle oscillation and for small
values of the limit cycle can be approximated by the solution � ≅ sin . Thus the
variational equation takes the form

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

− { cos − } +{ + sin } =

By following the numerical integration (time step Δ = −5 and time period � = � )

procedure described above,
for = . we have the Floquet multipliers | | = and | | = . . This implies that
the limit cycle is orbitally stable [1, 3].
for = − . we have the Floquet multipliers | | = and | | = . . This implies that
the limit cycle is orbitally unstable. Refer Figure 1b below.
Note: The time period of the limit cycle is � whereas that of the time periodic coefficients
of the variational equation is �.
The evolution of the variation ( ) can be interpreted as shown in the following figures and
the components of this variation along and are and � respectively. Without much
loss of generality we have assumed here that the variational equation is decoupled and the
evolution of is governed by the eigenvalue and that of � by .

Figure 1: (a) Variation provided to the periodic solution � .

(b) Evolution of the components of variation after one time period � for > , = .
Here we have +� = , + � = +� = , + � > +� >
and � + � = � , � + � = � + � = � .

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

(c) Evolution of the components of variation after one time period � and two time period
� for , = − . Here we have +� = =− , + � =− +� =
and � + � = � = −� , � + � = −� + � = � .

3. Consider the Hill s equation + = where +� =

Let = , = −
{ }=[ ]{ }
−

{ } = [� ]{ }
Consider the initial condition = , = = and evalaute the corresponding
� �
solution ={ } ={ }
Similarly consider the initial condition = , = = and evaluate the
� }�
corresponding solution ={ } ={

The fundamental solution matrix � =[ ] and � =[ ]

� +� =� �

+� +� � �
[ ]=[ ] [� � ]
+� +�

� � � � � �
where monodromy matrix � = [� � ]=[ ]=[ ]
� � � �

The eigenvalues of the monodromy matrix are obtained by solving the quadratic equation
−� +Δ=

where � = ( � + � ) and Δ � = � � − � � ≠ ,since the fundamental

solutions are linearly independent.
Considering the two solutions and , we have
+ = and + =
Thus we have
− =

Integrating this equation by parts we have

− = � =Δ

But, Δ = − = (since = = and = = )

Δ =Δ =Δ � = (for all )

� �
The eigenvalues are , = ±√ −
If |�| > , we have one of the eigenvalues with modulus greater than unity (Figure 2) and
the other with modulus smaller than unity (Figure 3). This implies that out of the two

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

linearly independent solutions one of them grows (Figure 2) and the other decays (Figure
3) geometrically fast. The solution in general grows geometrically fast and thus there are
unbounded solutions.
If |�| < , there are complex conjugate eigenvalues and both have unit moduli since their
product is unity (products of roots = Δ � = ). Both the linearly independent
solutions are periodic and thus we have neutrally stable solutions, but not asymptotically
stable.
In the below figures we have considered the relation + � = and =
,� = , = , .

Figure 2: � for | | = .

Figure 3: � for | | = .

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Nonlinear Dynamics and Vibrations K. R. Jayaprakash

Figure 4: � for | | =

If |�| = , there are two scenarios to be considered

a) � = ⇒ The Floquet multipliers are 1, 1. The solutions are periodic with time period �
(Figure 4). In this case the solution (or the variation provided to the periodic solution) has
the same numerical value when observed after time period � . In fact as described
previously, the solution could be a superharmonic of the excitation frequency and might
have a time period �⁄ where is an integer. But such a case is not addressed here as we
observe the solution stroboscopically at time instants �, �, � … and such a scheme would
suffice for the stability analysis.
b) � = − ⇒ The Floquet multipliers are -1, -1. The solutions are periodic with time period
� (Figure 1a and Figure 4). In this case the solution (or the variation provided to the
periodic solution) at time period � is negative of the solution at time , i.e. � + � =
−� ⟹� + � =� and thus the solutions are time periodic with time period �.
This is the case of subharmonic response wherein the response time period is higher than
that of the parametric excitation or the response frequency is lower than that of the
parametric excitation frequency.

References
[1] L. Cesari, Asymptotic Behavior and Stability Problems in Ordinary Differential Equations’,
Springer-Verlag, New York, 1963.
[2] J. J. Stoker, Nonlinear Vibrations , Interscience Publishers, New York, 95 .
[3] J. K. Hale, H. Kocak, Dynamics and Bifurcations , Springer-Verlag, New York, 1991.

Any typos or discrepancies, feel free let me know by mailing me at

krjp@aero.iisc.ernet.in