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Appendix F


                   Some of the Basic Methods of

                              Nonlinear Dynamics







              The  purpose  of  this  appendix  is  to  outline  some  of  the  methods  utilized  in  modern
              nonlinear dynamics. It is intended to help those not already familiar with them.
                A common feature of analytical methods in nonlinear dynamics is the transformation of
              complicated dynamical systems into simpler ones. Another aspect is that nonlinear analysis
              often emphasizes qualitative features of system dynamics, frequently in the neighbourhood
              of critical parameter values. After introducing the concept of stability, we briefly go over
              several of the most commonly used methods.


              F. 1  LYAPUNOV METHOD

              F.l.l  The concept of Lyapunov stability

              Consider a system of  differential equations of the form

                                         x = f(x, t),   x E  R”.                    (F. 1 )

                It is assumed that there exists a unique solution X(t)  of (F.l) that is determined by the
              initial condition xo at to. This solution is said to be stable if,  starting close to X(t) at a
              given time,  it remains close to X(t)  for all later times. More precisely, %(t) is  stable if
              for any other solution y(t) of  (F.l) and for every (arbitrarily small) E  > 0 there exists a
              S(E) > 0, such that




              The  norm here  may  refer to  the  Euclidian or any  other norm. Within this  definition it
              makes no sense to use terms such as ‘stable system’ or ‘stable differential equation’, since
              one and the same differential equation may have stable as well as unstable solutions.
                Unfortunately, with this definition of  stability, periodic solutions of equation (F. 1) are
              not  stable! This is because a small change in the initial conditions may produce a slight
              change in the period of oscillations and for a reasonably large time, two solutions starting
              from nearby points will not remain nearby. It is therefore necessary to enlarge the concept
              of  stability to cover also the case in  which  the phase trajectories remain close to each
              other. This is the purpose of  the concept of  a stable trajectory  or of orbital stability.


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