Nonlinear Dynamics (2006) 43: 213–238

DOI: 10.1007/s11071-006-7426-8 
c Springer 2006

On the Chaotic Dynamics of a Spherical Pendulum

with a Harmonically Vibrating Suspension

A. Y. T. LEUNG and J. L. KUANG∗

Faculty of Science and Engineering, City University of Hong Kong, Hong Kong SAR, P. R. China;
∗ Author for correspondence (e-mail: kuangjinlu@hotmail.com; fax: +852-27887612/27889643)

(Received: 19 January 2005; accepted: 10 May 2005)

Abstract. The equations of motion for a lightly damped spherical pendulum are considered. The suspension point is harmonically
excited in both vertical and horizontal directions. The equations are approximated in the neighborhood of resonance by including
the third order terms in the amplitude. The stability of equilibrium points of the modulation equations in a four-dimensional space
is studied. The periodic orbits of the spherical pendulum without base excitations are revisited via the Jacobian elliptic integral to
highlight the role played by homoclinic orbits. The homoclinic intersections of the stable and unstable manifolds of the perturbed
spherical pendulum are investigated. The physical parameters leading to chaotic solutions in terms of the spherical angles are
derived from the vanishing Melnikov–Holmes–Marsden (MHM) integral. The existence of real zeros of the MHM integral implies
the possible chaotic motion of the harmonically forced spherical pendulum as a result from the transverse intersection between
the stable and unstable manifolds of the weakly disturbed spherical pendulum within the regions of investigated parameters. The
chaotic motion of the modulation equations is simulated via the 4th-order Runge–Kutta algorithms for certain cases to verify the
analysis.

Key words: spherical pendulum, bifurcation, chaos, Melnikov–Holmes–Marsden integral, equations of modulation

1. Introduction

The dynamics and control of a pendulum with a vibrating point of suspension have been investigated
extensively [1–4]. The first application of a spherical pendulum to capture the complex dynamics of a
payload motion of a boom crane was reviewed by Abdel-Rahman et al. [5]. The second application to
discover the complicated dynamics of the Faraday waves was investigated in [6, 7]. Miles [8] examined
the weakly nonlinear response of a lightly damped, spherical pendulum when the point of suspension
was excited harmonically in one direction. He developed the equations of slow modulation in a four-
dimensional space via the Van der Pol–Miles algorithms. He discovered that the equations of modulation
with constant forcing terms had unusual nonlinear behaviors. The derived equations of modulation were
more complex than the Lorenz problems [9] and were found to have chaotic dynamics in [10].
Although the nonlinear oscillations of the spherical pendulum are extensively discussed in [11–16],
there remain two challenging issues: (1) what are the loci of equilibrium points of the spherical pendulum
when the suspension is harmonically excited in both vertical and horizontal directions? (2) what is the
mechanism leading to the chaotic solutions of the modulation equations in the phase space? These
issues motivate the authors to propose the topic investigated in the present paper. The existence of the
stable equilibrium points implies the existence of the stable periodic oscillations of the coupled in-
plane and out-of-plane modes of the spherical pendulum. For appropriate combinations of the physical
parameters, a global bifurcation occurs, resulting in the transversal intersections of the stable and
unstable manifolds in the four-dimensional phase space. This leads to the complex dynamics of a
214 A. Y. T. Leung and J. L. Kuang
horseshoe. The mechanism of chaotic motion in dynamical systems given here is just one of the many
that can produce chaotic dynamics. The theory on the bifurcation and chaos may be found in [17–19].
The application of Melnikov’s techniques [20] for the chaotic oscillations of the gyrostat may be
found in Kuang et al. [21, 22] as suggested by Wiggins and Shaw [23]. The homoclinic chaos of the
disturbed Kovalevskaya top was investigated via a MHM integral in Kuang and Leung [24]. The standard
spherical pendulum may be regarded as a special case of the gyrostat. The readers can refer to the book
by Wittenburg [25] for the fundamental concept of the gyrostat.
The paper is organized as follows. In Section 2, the exact equations of motion in terms of spherical
angles for a spherical pendulum harmonically excited at the suspension point in three dimensions are
derived via the Euler–Lagrange equations. In Section 3, based on the Van der Pol–Miles algorithms,
the evolution equations of slow modulation are developed under some appropriate assumptions on the
periodic excitations. In Section 4, equilibrium points of the modulation equations are formulated via
the roots of polynomial equations. In Section 5, the stability conditions for the equilibrium points of the
modulation equations are investigated using linearization technique. In Section 6, the free motions of the
spherical pendulum without base excitations are studied in detail for the acquisition of the homoclinic
orbits. In Section 7, the MHM integral for the weakly disturbed Hamiltonian equations of the excited
spherical pendulum is established to predict the physical parameters leading to chaotic oscillations of
the modulation equations. In Section 8, numerical examples are designed to demonstrate the usefulness
of the MHM integral. In Section 9, we conclude that chaotic dynamics of the spherical pendulum excited
horizontally and vertically at suspension can be attributed to be the homoclinic transverse intersections
between the stable and unstable manifolds of the Poincare map associated with the disturbed spherical
pendulum for the investigated parameters.

2. Exact Equations of Motion of a Spherical Pendulum with Base Excitations

in Terms of Spherical Angles

We consider a spherical pendulum of length L(t) and mass m, where L(t) is assumed to be a known
function of time t. Let the gravity acceleration be g. We assume that the inertial coordinate system is
O X Y Z with origin O (see Figure 1). We express the Cartesian coordinates of the suspension point and
mass as [ξx (t), ξ y (t), ξz (t)] and [Rx (t), R y (t), Rz (t)], respectively. These coordinates have to meet the
length constraint,
 2
[Rx (t) − ξx (t)]2 + R y (t) − ξ y (t) + [Rz (t) − ξz (t)]2 = [L(t)]2 ,

Figure 1. Configuration of a spherical pendulum.

 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 215
in which
⎫
Rx (t) = ξx (t) + L(t) cos φ sin θ, ⎪
⎬
R y (t) = ξ y (t) + L(t) sin φ, (1)
⎪
⎭
Rz (t) = ξz (t) + L(t) cos φ cos θ,

where θ = θ (t) is the in-plane angle, φ = φ(t) is the out-of-plane angle between the equilibrium
position of the spherical pendulum and the cable at time t. The cable is assumed to be weightless and
inextensible. The Lagrangian of the system takes the form

2
2
2 
1 d Rx d Ry d Rz
La = m + + + mg Rz (t) (2)
2 dt dt dt

where,

d Rx dξx dL dφ dθ ⎫
= + cos(φ) sin(θ ) − L sin(φ) sin(θ) + L cos(φ) cos(θ ), ⎪
⎪
⎪
dt dt dt dt dt ⎪
⎪
⎬
d Ry dξ y dL dφ
= + sin(φ) + L cos(φ), (3)
dt dt dt dt ⎪
⎪
⎪
⎪
d Rz dξz dL dφ dθ ⎪
= + cos(φ) cos(θ) − L sin(φ) cos(θ ) − L cos(φ) sin(θ ), ⎭
dt dt dt dt dt

and ξk (t) are assumed to be known at time t. The subscript k = x, y, z throughout this paper unless
specified otherwise. The functions ξk (t) characterize the base excitations. To determine the equations of
motion, one may substitute (1) and (3) into the Lagrangian (2), and utilize the Euler–Lagrange equations
with respect to the generalized coordinates θ and φ, and get the exact model of a spherical pendulum
with base excitations
⎫
d 2θ dφ dθ ⎪
⎪
cos(φ) 2 − 2 sin(φ) + ω sin(θ)
2
⎪
⎪
dt dt dt ⎪
⎪
  ⎪
⎪
cos(φ) d L dθ cos(θ ) d ξx
2
sin(θ) d ξz
2 ⎪
⎪
=− 2 + − , ⎪
⎪
L dt dt L dt 2 L dt 2 ⎬

(4)
d φ
2
1 dθ 2
⎪
⎪
+ sin(2φ) + ω2 sin(φ) cos(θ ) ⎪
⎪
dt 2 2 dt ⎪
⎪
 ⎪
⎪
2  ⎪
2 d L dφ sin(φ) sin(θ) d ξx
2
cos(φ) d ξ y
2
sin(φ) cos(θ) d ξz ⎪⎪
=− − 2
+ 2
− 2
,⎪
⎭
L dt dt L dt L dt L dt
√
where ω = g/L denotes the identical linear natural frequencies in the in-plane and out-of-plane
modes of the spherical pendulum when the length of the cable L = const and the oscillations of the
system are of small amplitudes. Equations (4) of the in-plane and out-of-plane modes are coupled by
the nonlinear terms representing the geometric and kinetic interlinks of the investigated model. When
given the functions L(t), ξk (t) and the initial conditions of the in-plane and out-of-plane angles and
their derivatives, one can integrate numerically the full model (4) to obtain the nonlinear oscillations
of the in-plane and out-of-plane modes through analog computers. We must overcome the difficulties
of possible numerical singularities for large amplitude motions when φ = π/2. In order to reduce the
numerical workloads, we are motivated to develop reliable analytical techniques to predict the physical
parameters especially corresponding to the chaotic vibrations of the systems. The full model (4) will be
216 A. Y. T. Leung and J. L. Kuang
transformed into Hamiltonian form to study the chaotic dynamics of the associated spherical pendulum
in the following sections.

3. Evolution Equations of the Slow Modulation

One observes that a spherical pendulum is a mechanical system that possesses one-to-one internal
resonances as mentioned above. We now derive the modulation equations governing the amplitudes and
phases of the modes involved in the internal resonances. The spherical pendulum is the simplest two-
degree-of-freedom system with identical linear natural frequencies. In the linear approximation, the two
modes of vibration are uncoupled. However, they are coupled by a cubic nonlinearity as will be shown.
To facilitate the solutions of the periodic orbits, we apply the generalized Cartesian coordinates Rx (t)
and R y (t) to derive the equations of oscillations. One assumes ξk (t) ≤ O(Rx (t), R y (t)) to determine
the equation of motion up to the third order in Rx (t) and R y (t). When L = const, according to the
standard Euler–Lagrange equations with respect to the generalized coordinates Rx and R y , one obtains
[26],
⎫
d 2 Rx d Rx ⎪
⎪
+ με ω + ω Rx2
⎪
⎪
dt 2 dt ⎪
⎪
⎪
⎪
(R − ξ ) d 2
ξ (R − ξ ) (R − ξ ) ⎪
⎪
= ω2 ξx −
x x z
− ω 2 x x
[(R x − ξ x ) 2
+ (R y − ξ y )2
] −
x x
G ,
f ⎬
⎪
L dt 2 2L 2 L 2
(5)
d 2 Ry d Ry ⎪
⎪
+ με ω + ω2 R y ⎪
⎪
dt 2 dt ⎪
⎪
⎪
⎪
− ξ 2
ξ − ξ − ξ ⎪
⎪
= ω ξy −
2 (R y y ) d z
− ω 2 (R y y )
[(R − ξ ) 2
+ (R − ξ )2
] −
(R y y )
G , ⎪
⎭
x x y y f
L dt 2 2L 2 L2

where,


2

d Rx dξx 2 d Ry dξ y 2 d Rx d 2 ξx
Gf = − + − + (Rx − ξx ) −
dt dt dt dt dt 2 dt 2
2

d Ry d ξy
2
+ (R y − ξ y ) 2
− .
dt dt 2

Symmetric linear damping ratios of order με ≤ O([Rx (t)]2 , [R y (t)]2 ) are added to include certain
appropriate dissipation in both pendulation directions. Assume that the excitations ξk (t) are the periodic
functions of time t. The divergence of the system (5) in a four-dimensional phase (Rx , Ṙx , R y , Ṙ y ) may
be computed as

∂ d Rx ∂ d Ṙx ∂ d Ry ∂ d Ṙ y
diveq.(5) = + + + = −2ωμε , (6)
∂ Rx dt ∂ Ṙx dt ∂ Ry dt ∂ Ṙ y dt

from which an element of volume in the phase space (Rx , Ṙx , R y , Ṙ y ) contracts like exp(−2με ω).
We introduce a small dimensionless parameter ε as a bookkeeping device. In what follows we consider
excitations of the base such that

ξx = εL A x cos( t), ξ y = εL A y cos( t), ξz = ε 2/3 L A z cos2 ( t), (7)

 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 217
and

2 = ω2 + ε 2/3 2 ν, με = με 2/3 , (8)

where ν is a detuning frequency parameter. The excitation amplitudes Ak and the damping ratio μ
are constants. Equations (5) associated with (7) describe that the system is excited horizontally with
a primary resonance and forced vertically with a principal parametric resonance of double natural
frequency. We find that, to the first approximation, via the Van del Pol–Miles algorithms of perturbations
[8],

Rx = ε 1/3 L[A1 (τ ) exp(i t) + A∗1 (τ ) exp(−i t)] + · · · ,
(9)
R y = ε 1/3 L[A2 (τ ) exp(i t) + A∗2 (τ ) exp(−i t)] + · · · ,

where τ = 0.5ωtε2/3 . The superscript “∗ ” represents the complex conjugate. A1 (τ ) and A2 (τ ) are
the slowly varying complex coordinates in the complex plane. Substituting (9) into (5) and equating
coefficients of ε exp(i t) and ε exp(−i t), respectively, yield the following problems when neglecting
terms containing both ε exp(3i t) and ε exp(−3i t),

d A1 1 3
i = ν A1 + A1 (A1 A∗1 + A2 A∗2 ) −
dτ 2 2
d A2 1 3
i = ν A2 + A2 (A1 A∗1 + A2 A∗2 ) +
dτ 2 2
Expressing the Ak in the Cartesian form
1 ⎫
A2 (A1 A∗2 − A2 A∗1 ) + A x + A z A∗1 − iμA1 , ⎪
⎬
2 (10)
1 ⎪
A1 (A1 A∗2 − A2 A∗1 ) + A y + A z A∗2 − iμA2 . ⎭
2

Ak = ( pk − iqk )/2, (11)

and separating real and imaginary parts in (10), one obtains the evolution equations for the slow
modulation,

⎫
dp1 1 3 ⎪
⎪
= − ν + E o q1 − Mo p2 + A z q1 − μp1 , ⎪
⎪
dτ 8 4 ⎪
⎪

⎪
⎪
dq1 1 3 ⎪
⎪
= ν + E o p1 − Mo q2 + A z p1 + A x − μq1 , ⎪ ⎪
⎬
dτ 8 4

(12)
dp2 1 3 ⎪
⎪
= − ν + E o q2 + Mo p1 + A z q2 − μp2 , ⎪
⎪
dτ 8 4 ⎪
⎪

⎪
⎪
⎪
⎪
dq2 1 3 ⎪
= ν + E o p2 + Mo q1 + A z p2 + A y − μq2 , ⎪ ⎭
dτ 8 4

and

E o = p12 + q12 + p22 + q22 = Rs2 , M o = p1 q 2 − p2 q 1 . (13)

E o is a measure of the energy of the spherical pendulum and Mo is a measure of the angular momentum.
When setting A x = 1 and A y = A z = 0, the equations of modulation (12) are degenerated into the same
as those obtained by Miles [8, 10] by using the method of averaging. The symmetry of the Miles equations
of modulation in [10] is violated because of the involvement of A y = 0 in (12). Chin et al. [26] utilized
218 A. Y. T. Leung and J. L. Kuang
the multi-scale perturbation algorithms, e.g. Nayfeh and Mook [27] and Nayfeh [28], to determine a
first-order approximate solution of (5) for the cases of either vertical or horizontal excitations. The
stability of the analytical approximate solutions in the cases of primary resonance/principal parametric
resonance was investigated via the linearized modulation equations. From the references available so far,
the equilibriums of the modulation equations have not been formulated fully. Without loss of generality,
we focus our study on the case when A x = 0, A y = 0, and A z = 0 simultaneously. It represents the
system excited by the vertical as well as horizontal harmonic motions. In addition, when the weak,
linear damping is incorporated, the dissipation function may be written as,

1 2 
Da = μ p1 + q12 + p22 + q22 . (14)
2
Further, by assuming zero damping, the Hamiltonian of (12) may be expressed as,

1 1 3 Az 2  Az 2 
Ha = ν+ E o E o − Mo2 + A x p1 + A y p2 − q + q22 + p + p22 . (15)
2 16 8 2 1 2 1

We can then find the evolution equations for the slow modulation in the quasi-Hamiltonian formalism
as,

dpk ∂ Da ∂ Ha dqk ∂ Da ∂ Ha
=− − , =− + , (16)
dτ ∂ pk ∂qk dτ ∂qk ∂ pk

for k = 1, 2. Obviously, when damping is ignored, the evolution equations of the slow modulation can
be classified as the standard Hamiltonian system (see [29] for fundamental knowledge of a Hamiltonian
system). The divergence of the slow modulation equations (12) in the four-dimensional phase is defined
as

∂ dp1 ∂ dq1 ∂ d p2 ∂ dq2

diveq. (12) ≡ + + + = −4μ. (17)
∂ p1 dτ ∂q1 dτ ∂ p2 dτ ∂q2 dτ

An element of volume in the phase space contracts like exp(−4μτ ) and every trajectory must be
confined to the limiting subspace of dimension less than four as proved in the following. Multiplying
every equation of (12) by ( p1 , q1 , p2 , q2 ), summing the results and invoking the first of (13), we get

d Rs
Rs = −μ(Rs )2 + 2A z ( p1 q1 + p2 q2 ) + A x q1 + A y q2 , (18)
dτ
which admits the implicit solution,
 τ
Rs (τ ) = Rs (0) exp(−μτ ) + Fg (σ ) exp[−μ(τ − σ )] dσ , (19)
0

where,

Fg (σ ) = {A x q1 (σ ) + A y q2 (σ ) + 2A z [ p1 (σ )q1 (σ ) + p2 (σ )q2 (σ )]}/Rs (σ ).

Invoking |qk /Rs | ≤ 1 and |2( p1 q1 + p2 q2 )/Rs | ≤ 1, we infer that

|Rs (τ ) − Rs (0) exp(−μτ )| ≤ (|A x | + |A y | + |A z |)[1 − exp(−μτ )]/μ, (20)

 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 219
which, in turn, implies the asymptotic bound,

lim Rs (τ ) ≤ (|A x | + |A y | + |A z |)/μ. (21)

τ →∞

It implies that every trajectory ultimately must lie in the hyper sphere with radius Rs (τ ) <
(|A x | + |A y | + |A z |)/μ. The convergence radius Rs (τ ) is dependent on the amplitudes of the exci-
tations and the damping ratio. The equilibrium points of (12) will be solved in the next section.

4. Equilibrium Points

We investigate the equilibrium (fixed or singular) points of the slow modulation equations (12) by setting
dpk ∂ Da ∂ Ha dqk ∂ Da ∂ Ha
=− − = 0, =− + = 0, (22)
dτ ∂ pk ∂qk dτ ∂qk ∂ pk

and solving for p1e , q1e , p2e , and q2e , where the subscript “e” represents the equilibrium points. It is
convenient for one to express p1e , q1e , p2e and q2e in terms of Moe and E oe from (22) and then solve for
Moe and E oe from (13). The modulation equations (22) associated with the equilibrium points p1e , q1e ,
p2e and q2e are nonlinear algebraic equations whose numerical solutions may be obtained by solving
for the zeros of the fourth/fifth-order polynomial equations with respect to E oe defined in equations (24)
as follows. Letting
2  ⎫
= μ2 − E 2f e + M 2f e + A2z + 4μ2 E 2f e − A2z , ⎪
⎪
 2  2   ⎪
⎪
⎪
⎪
p1 = (A z − E f e ) A x E f e − A z + A x μ − M f e − 2μM f e A y ,
2 2
⎪
⎬
2  
q1 = μA x μ − A z + E f e + M f e − M f e A y μ + A z − E f e + M f e ,
2 2 2 2 2 2 2 (23)
 2  2   ⎪
⎪
p2 = (A z − E f e ) A y E f e − A z + A y μ − M f e + 2μM f e A x ,
2 2 ⎪
⎪
⎪
2  2  ⎪
⎪
⎭
q2 = μA y μ − A z + E f e + M f e + M f e A x μ + A z − E f e + M f e ,
2 2 2 2 2 2

where,

M f e = (3/4)Moe , E f e = ν + (1/8)E oe ,
(24)
E oe = p1e
2
+ q1e
2
+ p2e
2
+ q2e
2
, Moe = p1e q2e − p2e q1e .

According to Cramer’s rule, we obtain

p1e = p1 / ; q1e = q1 / ; p2e = p2 / ; q2e = q2 / , (25)

when

= 0. (26)

Substitution of (25) into (13) associated with the last two equations of (24) and invoking (26) yield the
equations in M f e and E f e ,

b4 (M f e )4 + b2 (M f e )2 + b0 = 0,
(27)
[c4 (M f e )4 + c2 (M f e )2 + c0 ]M f e = 0,
220 A. Y. T. Leung and J. L. Kuang
where,

b4 = 8(ν − E f e ), b2 = 16 A2z − E 2f e + μ2 (ν − E f e ) + A2x + A2y ,

b0 = 16 −ν A2z E 2f e + μ2 A2z E f e + νμ2 E 2f e − μ2 E 3f e + A2z E 3f e − νμ2 A2z

+ 8 ν E 4f e + ν A4z − E f e A4z − μ4 E f e + νμ4 − E 5f e
   (28)
− 2A z E f e A2x + A2y + A2x + A2y A2z + E 2f e + μ2 ,

c4 = 4, c2 = 8 μ2 + A2z − E 2f e ,
  
c0 = 4 μ4 + A4z + E 4f e + 8 μ2 E 2f e − μ2 A2z − A2z E 2f e + 3 A2x + A2y (A z − E f e ).

The concrete procedures of the solutions for M f e and E f e in (27) using the theory of polynomial
equations are omitted for brevity. It is expedient for one to solve the result for E oe = E oe (ν) and then
√
to plot the amplitude E oe = Rs versus the frequency parameter ν with Ak , μ as family parameters. If
A x = 0 and A y = 0, then the oscillations of the spherical pendulum in terms of Rx (t) and R y (t) were
investigated using the theory on the principal parametric resonance in details in Chin et al. [21]. The
stability of the formulated equilibrium points of the modulation equations is studied in the next section.

5. Stability of Equilibrium Points

Substituting

( pk , qk ) = ( pke , qke ) + (Pk , Q k ) exp(λτ ), (29)

into (12) and requiring the determinant of the resulting linear equations in Pk and Q k to vanish, where
( pke , qke ) are the coordinates of a particular equilibrium point and |Pk |, |Q k | 1 and λ is the eigenvalue,
one obtains

Fe (λ) = (λ + μ)4 + G 2 (λ + μ)2 + G 0 = 0, (30)

in which,
2 
G 2 = 2ν 2 − (1/32)E oe
2
+ (15/8)Moe
2
+ q1e + q2e
2
− p1e
2
− p2e
2
− 2A z A z , (31)
 
 G 11 G 12 G 13 G 14 
 
 
 G 21 G 22 G 23 G 24 
G 0 =  ,
 (32)
 G 31 G 32 G 33 G 34 
 
 G 41 G 42 G 43 G 44 

where,

1 3 1 2 3 2
G 11 = p1e q1e + p2e q2e , G 12 = E f e − A z + q1e − p2e ,
4 4 4 4
3 5 3 1 (33)
G 13 = p1e q2e − p2e q1e , G 14 = p1e p2e + q1e q2e ;
4 4 4 4
1 2 3 2 1 3
G 21 = −E f e − A z − p1e + q2e , G 22 = − p1e q1e − p2e q2e ,
4 4 4 4
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 221

1 3 5 3 (34)
G 23 = − p1e p2e − q1e q2e , G 24 = p1e q2e − p2e q1e ;
4 4 4 4
5 3 3 1
G 31 = − p1e q2e + p2e q1e , G 32 = p1e p2e + q1e q2e ,
4 4 4 4
3 1 3 2 1 2 (35)
G 33 = p1e q1e + p2e q2e , G 34 = E f e − A z − p1e + q2e ;
4 4 4 4
1 3 3 4
G 41 = − p1e p2e − q1e q2e , G 42 = − p1e q2e + p2e q1e ,
4 4 4 5
1 2 3 2 3 1 (36)
G 43 = −E f e − A z − p2e + q , G 44 = − p1e q1e − p2e q2e .
4 4 1e 4 4
The necessary and sufficient conditions for the real parts of the roots of the quartic equation (30) to
have non-positive real parts – i.e., for the perturbation (29) be stable- are (see [10, 30])
⎫
1 = μ4 + G 2 μ2 + G 0 ≥ 0, ⎪ ⎬
2 = G 2 + 2μ2 ≥ 0, (37)
⎪
⎭
3 = (G 2 + 4μ ) − 4G 0 ≥ 0.
2 2

Substitution of (31) and (32) into (37) yields

⎫
μ2  2   ⎪
⎪
1 = 32(μ + 2ν ) + 32A z q1e + q2e − p1e − p2e − 2A z + 60Moe − E oe + G 0 ,
2 2 2 2 2 2 2
⎪
⎪
32 ⎪
⎪
⎬
 15 1
2 = 2(μ + ν ) + A z q1e + q2e − p1e − p2e − 2A z +
2 2 2 2 2 2
Moe −
2
E oe ,
2
⎪
8 32 ⎪
⎪
1    ⎪
⎪
3 = −64(ν + 2μ ) − 32A z q1e + q2e − p1e − p2e − 2A z − 60Moe + E oe − 4G 0 . ⎪
2 2 2 2 2 2 2 2 2 ⎭
1024
The stability/instability of the permissible branches of the solutions of (27) representing the resonance
curves can be determined from (37) accordingly. The resonance curves are the loci of equilibrium points
√
in terms of Rs = E oe versus the frequency parameter ν when fixing the parameters Ak and damping
ratio μ. One may deduce that the maximum number of permissible branches of the solution of the loci
of equilibrium points is seven. The Hopf-bifurcation points ν ∗j where j = 1, 2, . . . could be determined
by the vanishing of the discriminant 3 = 0 from which the relation ν ∗j = ν ∗j (μ) is obtained. The
solution of ν ∗j may be solved numerically. The Hopf-bifurcation issues of (12) will be investigated later.
Given appropriate physical parameters Ak , μ and ν ∈ [−6, +6], one has depicted six different typical
graphs of the loci of equilibrium points of equations of modulation (12) in Figures 2–7 where the legend
letters in Roman represent the curve of resonances. From Figure 2 which is the typical resonance curve
when μ is fixed to be 0.25, one finds that there are six curves of resonance with two bifurcation points at
ν = ν1 ≈ −2.2 between the branches I and II, and at ν = ν2 ≈ 1.15 between the branches V1 and V2 .
The resonance curve VI has intersections at ν2 and ν3 ≈ 3.5 with V1 and VI, respectively. The branches
V2 and VI are overlapped near the upper part of branch III. As the amplitudes Ak and μ are varied, the
resonance curve III in Figure 2 disappears and the loci of equilibrium points of the modulation equations
in Figure 3 consist of seven curves with three bifurcation points: 1) at ν = ν1 ≈ −1.8 between the
branches I and II; 2) at ν = ν2 ≈ −0.3 between the branches IV1 and IV2 ; 3) at ν = ν3 ≈ 1 between the
branches V1 and V2 . When μ is increased to 0.5, the resonance curves in Figure 4 have four bifurcation
points ν1 < ν2 < ν3 < ν4 as marked, where ν2 and ν3 are intersections among the branches IV1 , IV2
and IV3 ; and ν4 is the bifurcation point between the branches V1 and V2 . Curves VI and IV1 coalesce at
222 A. Y. T. Leung and J. L. Kuang

Figure 2. The loci of equilibrium points when A x = 1, A y = 1, A z = 1, μ = 0.25. The solid/dashed lines denote stable/unstable
foci.

Figure 3. The loci of equilibrium points when A x = 1.25, A y = 1.25, A z = 0.2052, μ = 0.25.

ν5 . When one keeps μ = 0.125 and varies Ak , Figure 5 is resulted with three bifurcation points: the first
bifurcation point at ν1 ≈ −3 between the branches I and II, the second at ν2 ≈ 0.8 between the branches
IV1 and IV2 and the third at ν3 ≈ 2.8 between the branches V1 and V2 . Loci of equilibrium points in
branches I, V1 , IV1 are stable. With increasing damping ratio such as μ = 1, the loci of equilibrium
points shown in Figures 6 and 7 have no bifurcation point of interest. The graphs in Figures 2–7 from the
established algorithms for the solution of the loci of equilibrium points of the modulation equations (12)
demonstrate the complexity of the curves of resonance. One of the reasons for the onset of the chaotic
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 223

Figure 4. The loci of equilibrium points when A x = 1.25, A y = 1.25, A z = 0.2052, μ = 0.5.

Figure 5. The loci of equilibrium points when A x = 5, A y = 5, A z = −0.5, μ = 0.125.

dynamics of the modulation equations is the existence of the unstable fixed points. In order to better
understand the mechanisms for the homoclinic chaos occurring in the motion of the disturbed spherical
pendulum, we identify the homoclinic orbits of the spherical pendulum without base excitations first.

6. Motion of the Spherical Pendulum without Base Excitations

In order to study the motion of the spherical pendulum with base excitations one may investigate at
first the dynamics of the spherical pendulum without base excitations according to the first integrals
224 A. Y. T. Leung and J. L. Kuang

Figure 6. The loci of equilibrium points when A x = 2, A y = 1, A z = 0.145, μ = 1.

Figure 7. The loci of equilibrium points when A x = A y = A z = μ = 1.

of the integrable system. In this section, we fixed the suspension point and the length of the cable of
the spherical pendulum, i.e., ξk = 0, and L = const. Based on these assumptions, one can express the
position of the spherical pendulum in Cartesian coordinates as follows,

L x (t) = L cos(φ) sin(θ ), L y (t) = L sin(φ), L z (t) = L cos(φ) cos(θ), (38)

 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 225
for the transformations between L x , L y , L z and θ, φ. From (4), the Euler–Lagrange equations in terms
of the independent coordinates L x and L y become

d2 Lx −ϒ L x d2 L y −ϒ L y
= 2  , = 2  , (39)
dt 2 L − L 2x − L 2y L 2 dt 2 L − L 2x − L 2y L 2

where,



 d Lx 2 2  dLy 2 d Lx d Ly 3
ϒ = L 2 − L 2y + L − L 2x + 2L x L y + g L 2 − L 2x − L 2y .
dt dt dt dt

Equations (39) exactly describe the nonlinear oscillations of the spherical pendulum without base
excitations. There exist three first integrals in association with (39) (see [31] for the fundamental
knowledge of the first integral of a dynamical system) as follows

L 2x + L 2y + L 2z = L 2 = const,




d Lx 2 dLy 2 d Lz 2
m + + − 2mgL z = E = const, (40)
dt dt dt

dLy d Lx
m Lx − Ly = G z = const,
dt dt

where the first of (40) represents the geometrical constraint of the system (39). The second of (40)
denotes the first integral of energy of the system (39). The third of (40) denotes the first integral of the
angular momentum of the system (39). From the identities (40), one can get the following solutions for
L x and L y ,

L x = L x y (t) sin[σ (t)], L y = L x y (t) cos[σ (t)], (41)

 t
where L x y (t) = L 2 − [L z (t)]2 , σ (t) = σ (ta ) − (G z /m) ta ds/[L x y (s)]2 in which ta is the initial time
and variable L z is the solution of the following differential equation

2
d Lz
= a3 (L z )3 + a2 (L z )2 + a1 L z + a0 , (42)
dt

where,

−2g −E E L 2 − G 2z
a3 = , a2 = , a1 = 2g, a0 = . (43)
L2 m L2 m L2

Lawden [32] investigated the periodic solutions of (42) in terms of the Weierstrass elliptic functions. In
a slightly different way, we formulate the solutions of (42) here via the theory of the elliptic integrals
when a3 = 0, from the three roots L z1 , L z2 , and L z3 of the cubic equation

a2 a1 a0
(L z )3 + (L z )2 + L z + = 0. (44)
a3 a3 a3
226 A. Y. T. Leung and J. L. Kuang
Let
⎫
3a1 a3 − a22 9a1 a2 a3 − 27a0 a32 − 2a23 ⎪
⎪
Qe = , Re = , ⎬
9a32 54a33 (45)
    ⎪
⎪
Se = 3 Re + Q 3e + Re2 , Te = 3 Re − Q 3e + Re2 , De = Q 3e + Re2 , ⎭

where De is defined as the discriminant when a0 , a1 , a2 , and a4 are real. The insertion of (43) into the
discriminant De in (45) yields the expressions of De in terms of the physical parameters such as
 
− 8(mgL)2 L 2 [2(mgL)2 − E 2 ] + E 4 L 2 + E[36(mgL)2 − E 2 ]G 2z − 27(mg)2 G 4z
De = . (46)
432(mg)4

If the length L and mass m and the acceleration of gravity g are given, the discriminant (46) defines a
hyper curved surface with respect to the two arguments (G z , E). The cubic equation (44) has: (I) three
unequal real roots if De < 0; (II) two complex conjugate roots and one real root if De > 0; and (III)
three real roots and at least two are equal if De = 0. The three roots of the cubic equation may be
expressed analytically as
⎫
1 a2 1 √
L z1 = − (Se + Te ) − + i 3(Se − Te ), ⎪
⎪
⎪
⎪
2 3a3 2 ⎪
⎪
√ ⎬
1 a2 1
L z2 = − (Se + Te ) − − i 3(Se − Te ), (47)
2 3a3 2 ⎪
⎪
⎪
⎪
a2 ⎪
⎪
L z3 = (Se + Te ) − . ⎭
3a3

In what follows, we first discuss Cases (I) and (II) via the Jacobian elliptic functions. By making the
transformation L z (t) = 1/z (t), (42) becomes

2
dz
= a0 (z − z1 )(z − z2 )(z − z3 )(z − z4 ), (48)
dt

where zk = 1/L zk for k = 1, 2, 3, and z4 = 0. The general solution of (48) is dependent on the roots

zk for k = 1, 2, 3, 4 and the coefficient a0 of the quartic equation a0 4j=1 (z − z j ) = 0. The two
typical solutions of (48) in Cases (I) and (II) can be developed via the Jacobian elliptic integral below.
Case (I): Four distinct real roots zk for k = 1, 2, 3, 4 when De < 0.
Assume four distinct real roots z1 > z2 > z3 > z4 with a0 < 0. Then, the particular solution
of (42) becomes

1 E 3 + E 4 sn 2 (u) dz 2βe (E 2 E 3 − E 1 E 4 )sn(u)cn(u)dn(u)

L z (t) = = , = , (49)
z (t) E 1 + E 2 sn 2 (u) dt [E 3 + E 4 sn 2 (u)]2
√
where u = (t −ta )βe , and βe = 12 −a0 (z1 − z3 )(z2 − z4 ). The parameter ta represents the initial
time, while sn(u), cn(u), and dn(u) are the Jacobian elliptic functions with modulus κe defined by


κe = (z1 − z2 ) (z3 − z4 )/[(z1 − z3 ) (z2 − z4 )]. (50)
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 227

Figure 8. Periodic orbits, g = 9.81 m/s2 , m = 5 kg, L = 2 m, E = 10 N m, G z = 15 N m s.

And the parameters E j for j = 1, 2, 3, 4 are

E 1 = z4 (z1 − z3 ) , E 2 = z1 (z3 − z4 ) ,

E 3 = (z1 − z3 ) , E 4 = (z3 − z4 ) , if z4 ≤ 
¯ z ≤ z3 ;
or (51)
E 1 = z1 (z2 − z4 ) , E 2 = z4 (z2 − z3 ) ,
E 3 = (z2 − z4 ) , E 4 = (z2 − z3 ) , if z2 ≤ 
¯ z ≤ z1 .

Specifying the physical parameters, one can draw the periodic orbits of the excitation-free spherical
pendulum for Case (I) in Figure 8.
Case (II): Two distinct real roots and one pair of complex roots zk for k = 1, 2, 3, 4 when De > 0.
Assume that the two distinct real roots are z1 and z4 and that one pair of complex roots z2 =
ξe + iηe and z3 = ξe − iηe where a0 is negative, ξe and ηe are real and i 2 = −1. Then the particular
solution of (42) becomes
1 F3 + F4 cn(u) dz β f (F1 F4 − F2 F3 )sn(u)dn(u)
L z (t) = = , = , (52)
z (t) F1 + F2 cn(u) dt [F3 + F4 cn(u)]2
where u = (t − ta )β f , and ta is the initial time and
  
β f = −a0 Q f R f , Q f = (z1 − ξe )2 + ηe2 , Rf = (z4 − ξe )2 + ηe2 , (53)

while sn(u), cn(u), and dn(u) are the Jacobian elliptic functions with modulus κ f defined by

(z1 − z4 )2 − (Q f − R f )2
κf = . (54)
4Q f R f
228 A. Y. T. Leung and J. L. Kuang
And the parameters F j for j = 1, 2, 3, 4 are defined as

F1 = z4 Q f + z1 R f ,
F2 = z4 Q f − z1 R f ,
(55)
F3 = Q f + R f ,
F4 = Q f − R f .

Case (III): Three real roots and at least two equal in terms of L zk for k = 1, 2, 3 when De = 0.
When the three real roots of (49) satisfy the relationsL z1 = L z2 < L z3 , then the equation of the
system (48) has a degenerate particular solution of interest

L̄ z (t) = L z3 + (L z1 − L z3 ) tanh2 [(t − ta )βd ], (56)

√
where βd = 0.5 a3 (L z1 − L z3 ) in which a3 is negative, and the solution (56) represents the homoclinic
orbit of the spherical pendulum without base excitations in which the over-bar “–” denotes “the homo-
clinic orbit”. As a matter of fact, the homoclinic orbits (56) in Case (III) can be regarded as a special
case of Case (I) whose periodic solution is a special case of the periodic solution of Case (II). The
homoclinic orbits (56) play an essential role in the investigation of chaotic oscillations of the spherical
pendulum with base excitations. Therefore, we are motivated to study the conditions under which the
cubic equation (44) has three real roots and at least two are equal. One can deduce that the relations
L z1 = L z2 < L z3 in association with (47) require
 −[12(mgL)2 + E 2 ] 36E(mgL)2 − E 3 − 54(mg)2 G 2z
Re = + −Q 3e , where Qe = , Re = ,
36(mg)2 216(mgL)3
(57)

from which one may formulate the identity,


36E(mgL)2 − E 3 − [12(mgL)2 + E 2 ]3
Gz =
2
. (58)
54(mg)2

It can be proved that the inequality in association with the numerator of (58),

[12(mgL)2 + E 2 ]3 − [36E(mgL)2 − E 3 ]2 = 108(mgL)2 (2mgL − E)2 (2mgL + E)2 ≥ 0, (59)

holds for any real values of m, g, L, and E. Substitution of (59) into (58) yields (G z )2 ≤ 0. On the other
hand, we have (G z )2 ≥ 0 because G z is real. Hence, the discriminant De = 0 yields

G z = 0, E = 2mgL . (60)

Further, according to (47), one may obtain

L z1 = L z2 = −L , L z3 = L , (61)

for the homoclinic orbit (56) in Case (III). Relations (60) are the conditions under which the particular
solution (56) becomes homoclinic at the hyperbolic fixed point (L x p , L yp ) = (0, 0) of the Poincare
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 229

Figure 9. Homoclinic orbits, g = 9.81 m/s2 , m = 5 kg, L = 2 m, E = 2 mgL, G z = 0.

map associated with the excitation-free spherical pendulum of two-degree-of-freedom. Specifying the
physical parameters as in the captain of Figure 9, one can depict the homoclinic orbits of the unperturbed
spherical pendulum. The following limits are observed: limt→±∞ L x (t) = limt→±∞ L y (t) = 0 and
limt→±∞ L z (t) = −L. The appropriately disturbed orbits of the spherical pendulum will become
homoclinically chaotic as shown via the disturbed Hamiltonian theory in the next section.

7. The Disturbed Hamiltonian Equations

In order to utilize the Melnikov–Holmes–Marsden integral to investigate the chaotic oscillations of the
forced spherical pendulum, one is required to transform the Euler–Lagrange equations into the Hamil-
tonian equations. We shall designate the spherical coordinates θ and φ as the generalized coordinates
in Figure 1. Suppose that pθ and pφ are the corresponding generalized momenta defined by

dφ dθ
pφ = m L 2 , pθ = m L 2 cos2 (φ) , (62)
dt dt
where the length of the cable L = L(t) is given. One then has the following expression for the
Hamiltonian of the system

pφ2 pθ2
Ha = + − mgL cos(φ) cos(θ ). (63)
2m L 2 2m L 2 cos2 (φ)

The resulting evolution equations (4) may be placed in the Hamiltonian form
⎫
dφ ∂ Ha d pφ ∂ Ha
= + fφ , =− + f pφ , ⎪
⎪
⎬
dt ∂p φ dt ∂φ
(64)
dθ ∂ Ha d pθ ∂ Ha ⎪
= + fθ , =− + f pθ , ⎪
⎭
dt ∂ pθ dt ∂θ
230 A. Y. T. Leung and J. L. Kuang
where
⎫
∂ Ha pφ ∂ Ha pθ2 sin(φ) ⎪
⎪
= , f θ = f φ = 0, = + mgL sin(φ) cos(θ ), ⎪
⎪
∂ pφ m L2 ∂φ m L 2 cos3 (φ) ⎪
⎪
  ⎪
⎪
2 d L dφ sin(φ) sin(θ) d ξx2
cos(φ) d ξ y2
sin(φ) cos(θ ) d ξz ⎪
2 ⎪
f pφ = − − + − ,⎪
⎪
⎬
L dt dt L dt 2 L dt 2 L dt 2
(65)
∂ Ha pθ ∂ Ha ⎪
⎪
= , = mgL cos(φ) sin(θ ), ⎪
⎪
∂ pθ 2 2
m L cos (φ) ∂θ ⎪
⎪
  ⎪
⎪
⎪
⎪
cos(φ) d L dθ cos(θ ) d ξx
2
sin(θ) d ξz
2
⎪
⎪
f pθ = − 2 + − , ⎭
L dt dt L dt 2 L dt 2

in which one may extend the preceding formulation to include damping by introducing the appropriate
dissipation function. Taking the damping forces to be equal to the generalized momenta pφ and pθ
multiplied by the damping coefficient by a small positive amplitude  yields the damping forces
μφ ωpφ and μθ ωpθ for the in-plane and out-of-plane modes of the spherical pendulum system,
respectively, where μφ and μθ being positive represent the damping coefficients. The translational
excitations are supposed to be small displacements ξk (t) = Ak L cos( t) for k = x, y; and ξz (t) =
A z L cos2 ( t) where is the forcing frequency and Ak are some constants, then the forcing terms in
the case L = const may be formulated as
⎫
f θ = Fθ (φ, θ, pφ , pθ , t) = 0, f φ = Fφ (φ, θ, pφ , pθ , t) = 0, ⎪
⎪
⎪
⎪
f pφ = F pφ (φ, θ, pφ , pθ , t) ⎪
⎪
 ⎪
⎪
⎪
⎬
=  −μφ ωpφ − m [A x sin(φ) sin(θ ) cos( t)
2
 (66)
− A y cos(φ) cos( t) + 2A z sin(φ) cos(θ ) cos(2 t) , ⎪
⎪
⎪
⎪
⎪
⎪
f pθ = F pθ (φ, θ, pφ , pθ , t) ⎪
⎪
  ⎪
⎭
=  −μθ ωpθ − m [−A x cos(θ) cos( t) + 2A z sin(θ ) cos(2 t)] .
2

When μφ = 0 and μθ = 0, the set of (64) is equivalent to the system (4). According to the development
in the last section, one may find that when the periodic forcing terms F pφ and F pθ are vanishing, the
system becomes an integrable Hamiltonian system whose homoclinic orbits are given in (41) and (56).
The divergence of the set (64) in association with (66) in the four-dimensional phase space becomes

∂ dφ ∂ d pφ ∂ dθ ∂ d pθ
diveq. (75) ≡ + + + = −ω(μφ + μθ ). (67)
∂φ dt ∂ pφ dt ∂θ dt ∂ pθ dt

An element of volume in the phase space contracts exponentially exp[−ω(μφ + μθ )], and every
trajectory ultimately must be confined to a limiting subspace of dimension less than four [10].
It is noted that the essential physical parameters in the dynamical system (64) associated with (66)
are the length L, the mass m, the acceleration of gravity g, the damping coefficients ωμφ and ωμθ ,
the amplitudes Ak and the forcing frequency . This class of system is referred to as the disturbed
Hamiltonian system which has a common form in a space R 2N such as
d
= f 0 () +  f 1 (, t), (68)
dt

where  ∈ R 2N ; f 0 , f 1 ∈ R 2N are T0 periodic in time t; R denotes the real space;  is a small

dimensionless parameter as mentioned above; and N > 0 is the number of degrees of freedom of the
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 231
investigated system. Let the fixed point  p of the undisturbed system be a saddle and the unperturbed
system be Hamiltonian. Assume that there is a symplectic 2-manifold  invariant under a smooth local
flow of the unperturbed system and that on  the fixed point  p has homoclinic orbits (t).¯ Then
Theorem 1 in Holmes and Marsden [33] can be exposited for the N -degree-of-freedom system (68)
below. Let

 +∞
M(t0 ) = D( f 0 ((t
¯ − t0 )), f 1 ((t
¯ − t0 ), t)) dt, (69)
−∞

where t0 ∈ [0, T0 ]. The anti-symmetric continuous bilinear map D: R 2N × R 2N → R is weakly non-

degenerate so that D(, ) = 0 for all  implies  = 0, where ,  ∈ R 2N . The map D is called
the symplectic form. There is a smooth function H0 : R 2N → R such that D( f 0 (), ) = d H0 () · 
where d H0 () is the total differential of H0 at . Suppose that function M has a simple zero at t0 . Then
for  > 0 sufficiently small, the stable and unstable manifolds of a hyperbolic fixed point  p for the
Poincare map associated with the flow of the system (68) intersect transversally. Hereafter, M in (69)
is called the Melnikov–Holmes–Marsden (MHM) function or integral.
The original MHM integral is established for the dynamical system defined in the Banach space. If the
assumption on the existence of homoclinic orbits can be replaced by a similar hypothesis on the existence
of heteroclinic orbits connecting two saddle points, then the existence of transverse heteroclinic orbits
of the disturbed Hamiltonian system can be judged by the existence of simple zeros of the MHM integral
(69). Due to the involvement of the forced term f 1 (, t), the generic system (68) may become non-
Hamiltonian. The MHM integral (69) for the judgment of the occurrences of chaotic dynamics of the
nonlinear non-Hamiltonian system is of the first order in the perturbation parameter . The fundamental
theory on the homoclinic/heteroclinic orbits of a saddle point of the Poincare map and the Melnikov
integral could be found in [17, 18, 33] and among others. As the perturbation terms (66) are functions
of the variables d/dt, d/dt,  and , the Melnikov integral developed by Wiggins and Shaw [23]
can not be directly applied to deal with the transverse homoclinic intersections between the stable and
unstable manifolds of the associated Poincare map of the disturbed spherical pendulum.
Now we turn to the formulation of the MHM integral of the disturbed spherical pendulum. For the
disturbed motion of the spherical pendulum in (64) associated with (66), the MHM integral takes the
form

 +∞

∂ H0 ∂ H0 ∂ H0 ∂ H0
M(t0 ) = Fp + Fφ + Fp + Fθ (φ, θ, pφ , pθ , t − t0 )|(φ̄,θ̄ , p̄φ , p̄θ ) dt, (70)
−∞ ∂ pφ φ ∂φ ∂ pθ θ ∂θ

where the barred quantities (φ̄, θ̄ , p̄φ , p̄θ ) represent the homoclinic orbits corresponding to the solutions
(41) and (56) in terms of L̄ x (t), L̄ y (t) and L̄ z (t). Substitution of (64) in association with (66) into (70)
yields:

M(t0 ) = I0 + Ic1 cos( t0 ) + Is1 sin( t0 ) + Ic2 cos(2 t0 ) + Is2 sin(2 t0 ), (71)
232 A. Y. T. Leung and J. L. Kuang
where,
 
2
2  ⎫
+∞ ⎪
d φ̄ d θ̄ ⎪
I0 = −m μφ L + μθ cos φ̄ L 2
dt, ⎪
⎪
dt dt ⎪
⎪
−∞
 +∞  ⎪
⎪
+∞ ⎬
Ic1 = m 2 A f (t) cos( t)dt, Is1 = m 2 A f (t) sin( t)dt, (72)
⎪
⎪
−∞
 +∞
−∞
 ⎪
⎪
+∞ ⎪
⎪
⎪
Ic2 = 2m 2
A g (t) cos(2 t)dt, Is2 = 2m 2
A g (t) sin(2 t)dt, ⎪
⎭
−∞ −∞

where,

⎫
d θ̄ d φ̄ d φ̄ ⎪
A f (t) = A x cos θ̄ − sin φ̄ sin θ̄ + A y cos φ̄ , ⎪ ⎪
dt dt dt ⎬

d θ̄ d φ̄ ⎪
⎪
A g (t) = −A z sin θ̄ + sin φ̄ cos θ̄ . ⎪
⎭
dt dt

It is easy to prove that I0 = 8m L 2 ωμφ βd when μφ = μθ . I0 may be integrated numerically if μφ = μθ ,

because of the following relations,
2  d L̄
⎫
d φ̄ 1 d L̄ y d θ̄ L − L̄ 2y ddtL̄ x + L̄ x L̄ y dt y ⎪
⎪
= , =  ,⎪
⎪
⎪
dt L 2 − L̄ 2y dt dt L 2 − L̄ 2y L̄ z ⎪
⎪
⎬
  (73)
cos φ̄ = L 2 − L̄ 2y L, sin φ̄ = L̄ y /L, ⎪
⎪
⎪
⎪
⎪
  ⎪
⎪
⎭
cos θ̄ = L̄ z L 2 − L̄ 2y , sin θ̄ = L̄ x L 2 − L̄ 2y ,

where,
⎫
L̄ x (t) = 2L tanh(ρ) sech(ρ) sin[σ (ta )], ⎪
⎬
L̄ y (t) = 2L tanh(ρ) sech(ρ) cos[σ (ta )], (74)
⎪
⎭
L̄ z (t) = L[1 − 2 tanh2 (ρ)],

with σ (ta ) = tan−1 [L x (ta )/L y (ta )]; and

⎫
d L̄ x
= 2βd Lsech(ρ)[sech (ρ) − tanh (ρ)] sin[σ (ta )], ⎪
2 2 ⎪
⎪
⎪
dt ⎪
⎪
⎬
d L̄ y
= 2βd Lsech(ρ)[sech (ρ) − tanh (ρ)] cos[σ (ta )],
2 2 (75)
dt ⎪
⎪
⎪
⎪
d L̄ z ⎪
⎪
= −4βd L tanh (ρ)sech (ρ),
2 ⎭
dt
√
in which ρ = (t − ta )βd , βd = g/L and ta is an arbitrary constant. From (74) and (75) one may derive
the limits

d L̄ x d L̄ y d L̄ z
lim = lim = lim = 0, (76)
t→±∞ dt t→±∞ dt t→±∞ dt
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 233
implying that integrals (72) are always convergent. From (71), one may further obtain

K 4 tan4 (0.5 t0 ) + K 3 tan3 (0.5 t0 ) + K 2 tan2 (0.5 t0 ) + K 1 tan(0.5 t0 ) + K 0

M(t0 ) = , (77)
tan4 (0.5 t0 ) + 2 tan2 (0.5 t0 ) + 1

where

K 4 = Ic2 − Ic1 + I0 , K 3 = −4Is2 + 2Is1 , K 2 = −6Ic2 + 2I0 ,

K 1 = 4Is2 + 2Is1 , K 0 = Ic2 + Ic1 + I0 . (78)

For certain physical parameters, the MHM integral (77) for the disturbed spherical pendulum has real
zeros in t0 , then one may deduce that there exists chaos in the in-plane and out-of-plane oscillation modes.
From the requirements for the existence of the homoclinic orbits of the spherical pendulum without
base excitations, one may observe that the real roots of the vanishing MHM integral (77) are dependent
on the arguments A x , A y , A z , , m, g, and L. For comparisons between the theoretical predictions
of the MHM integral theory and numerical solutions of the modulation equations one assumes that
 = ε = 1 in the sequel. Figure 10 depicts the set of the least real roots of (77) in terms of tan(0.5t0 )
for varying forcing frequency as other physical parameters are given in the captain of Figure 10. The
detuning frequency parameter ν ∈ [−1.8, 0] is taken correspondingly and the relation between ω and
was defined in (8). The curves in Figure 10 show that there are homoclinic transversal intersections
between the stable and unstable manifolds of the Poincare map associated with the forced spherical
pendulum. When appropriately forced, the perturbed motion of the spherical pendulum may become
chaotic, resulting from the homoclinic transversal intersections of the stable and unstable manifolds of
the associated flow. The chaotic dynamics of the modulation equations are studied in the next section.

Figure 10. The first set of real roots of the vanishing MHM integral, A x = 5, A y = 5, A z = 0.145, μθ = μφ = 0.125,
g = 9.8 m/s2 , m = 5 kg, L = 2 m, E = 2 mgL, G z = 0.
234 A. Y. T. Leung and J. L. Kuang
8. Analog Computer Investigations

The differential equations (12) were programmed on an analogue computer in order to gain further
insight into the character of their solutions including chaotic dynamics and to find the frequency range
where no stable simple-harmonic solutions exist. The physical parameters are assumed as follows:
g = 9.81 m/s2 , m = 5 kg, L = 2 m. Damping ratio was adjusted to give μ = 1/4 as taken from
Figure 10. Appropriately selecting the external excitations Ak and the frequency parameter ν according

Figure 11. (a) A projection of the phase curves for the time duration = 300; p10 = q10 = p20 = q20 = 1; A x = 5,
A y = 5, A z = −0.5, ν = −1.50, μ = 0.125. (b) A projection of the Poincare section onto the hyper plane q1 = 0 when
p10 = q10 = p20 = q20 = 1; A x = 5, A y = 5, A z = −0.5, ν = −1.50, μ = 0.125; 36883 points.
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 235

Figure 12. (a) A projection of the phase curves for the time duration = 300; p10 = q10 = p20 = q20 = 1; A x = 1,
A y = 1, A z = 0.25, ν = −1.50, μ = 0.125. (b) A projection of the Poincare section onto the hyper plane q1 = 0 when
p10 = q10 = p20 = q20 = 1; A x = 1, A y = 1, A z = 0.25, ν = −1.50, μ = 0.125; 8773 points.

to the theoretical prediction of the MHM integral (77), we could simulate the long-term behaviors
of (12) by varying the initial conditions of pk (τ ) and qk (τ ) for k = 1, 2 at τ = 0. Based on the
4th-order Runge–Kutta numerical integrator with adaptive time steps, one drew the projections of the
phase curves and the cross-sections of the Poincare maps in Figures 11a, b, 12a, b, 13a and b. The
figures clearly showed that the long-term behaviors of the equations of modulation (12) are chaotic.
Other combinations of the components pk (τ ) and qk (τ ) for k = 1, 2 could be depicted similarly. The
cross-sections of the Poincare maps drawn in Figures 11b, 12b and 13b demonstrate that the long-term
236 A. Y. T. Leung and J. L. Kuang

Figure 13. (a) A projection of the phase curves for the time duration = 300; p10 = q10 = p20 = q20 = 1; A x = 2,
A y = 2, A z = 0.125, ν = −1.50, μ = 0.125. (b) A projection of the Poincare section onto the hyper plane q1 = 0 when
p10 = q10 = p20 = q20 = 1; A x = 2, A y = 2, A z = 0.125, ν = −1.50, μ = 0.125; 18845 points.

behaviors of the modulation equations are sensitive to the initial conditions pk0 and qk0 for k = 1, 2.
The method of the Poincare map utilized to investigate the chaotic dynamics of the multidimensional
equations of the slow modulation may be found in Nayfeh et al. [34]. The condition for the vanishing of
the MHM integral in terms of the homoclinic orbits is a local criterion for stochasticity. It is valid near
the unperturbed separatrix between the stable and unstable manifolds associated with the Poincare map.
By varying the damping ratios, one may find usually that there are periodic solutions, quasiperiodic
solutions, intermittence and equilibrium points from the modulation equations. The algorithms of the
MHM integral could not exhaust all of the possibilities associated with chaos.
 On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension 237
9. Conclusions

Three new contributions are made in this paper: 1) via the Van der Pol–Miles algorithms the equations
of modulation of a spherical pendulum with its base excited harmonically in both horizontal and vertical
directions are derived; 2) the resonance curves of the equilibrium points of the modulation equations
are sought for the physical parameters of interest; 3) via the MHM integral, the chaotic mechanisms of
the nonlinear motion of the forced spherical pendulum are identified as resulted from the transversal
homoclinic intersections of stable and unstable manifolds of the associated Poincare map. The numerical
results are cross-checked by the MHM integral analysis.

Acknowledgments

The project is supported by the Research Grant Council of Hong Kong (CityU 1112/04E).

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