How should I show that all solutions of this equation are bounded?

  • #1
Math100
802
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Homework Statement
Consider the equation ## \ddot{x}+x+\epsilon(\alpha x^2\operatorname{sgn}(x)+\beta x^{3})=0, 0<\epsilon<<1, \alpha>0, \beta>0 ##, where ## \alpha ## and ## \beta ## are constants, and the signum function, ## \operatorname{sgn}(x) ##, is defined by ## \operatorname{sgn}(x)=1 ## for ## x>0 ##, ## \operatorname{sgn}(x)=0 ## for ## x=0 ## and ## \operatorname{sgn}(x)=-1 ## for ## x<0 ##.

a) Determine the potential energy ## V(x) ## of the system, and show that all solutions of the equation are bounded and periodic, and that all the phase curves are invariant under reflections in both the x-axis and the ## \dot{x} ##-axis of the phase diagram. (You don't need to provide the phase diagram.)

b) Hence, with initial condition ## x(0)=0 ##, show that solutions with angular frequency ## \omega ## can be expressed as a Fourier series of the form ## x(t)=\sum_{k=1}^{\infty}B_{2k-1}sin((2k-1)\omega t)=B_{1}sin\omega t+B_{3}sin 3\omega t+... ##.

c) Assuming that for the Fourier series in part (b), ## \omega ## and ## B_{n}, n=1, 3, 5, ... ##, can be expanded as a power series in ## \epsilon ##, show that as ## \epsilon\to 0, \omega=1+O(\epsilon), B_{1}=O(1) ## and ## B_{n}=O(\epsilon) ## for ## n=3, 5, 7, ... ##.
Relevant Equations
The signum function is defined by ## \operatorname{sgn}(x)=1 ## for ## x>0 ##, ## \operatorname{sgn}(x)=0 ## for ## x=0 ## and ## \operatorname{sgn}(x)=-1 ## for ## x<0 ##.
a) Proof:

By definition, the potential energy ## V(x) ## is given by ## F(x)=-\frac{dV}{dx} ##.
Note that ## \ddot{x}=-\frac{dV}{dx} ## where ## \ddot{x}=-x-\epsilon(\alpha x^2\operatorname{sgn}(x)+\beta x^{3}) ##.
This gives ## \frac{dV}{dx}=x+\epsilon(\alpha x^2\operatorname{sgn}(x)+\beta x^{3})\implies
V(x)=\int (x+\epsilon(\alpha x^{2}\operatorname{sgn}(x)+\beta x^{3}))dx ##, so we have ##
V(x)=\frac{x^2}{2}+\frac{\epsilon\alpha}{3}x^{3}\operatorname{sgn}(x)+\frac{\beta x^{4}}{4}+C ##.
Hence, the potential energy ## V(x) ## of the system is
## V(x)=\frac{x^2}{2}+\frac{\epsilon\alpha}{3}x^{3}\operatorname{sgn}(x)+\frac{\beta x^4}{4} ##.
Now we will find all solutions of the equation ## \ddot{x}+x+\epsilon(\alpha x^{2}\operatorname{sgn}(x)+\beta x^{3})=0,
0<\epsilon<<1, \alpha>0, \beta>0 ## where ## \alpha ## and ## \beta ## are constants and the signum function ## \operatorname{sgn}(x) ## is defined by ## \operatorname{sgn}(x)=1 ## for ## x>0 ##, ## \operatorname{sgn}(x)=0 ## for ## x=0 ## and ## \operatorname{sgn}(x)=-1 ## for ## x<0 ##.
Let ## \epsilon=0 ##.
Then the unperturbed equation is ## \ddot{x}+x=0 ## and this has root ## x=x_{0} ## such that the general solution is
## x_{0}(t)=A\cos(t)+B\sin(t) ##, where ## A ## and ## B ## are constants.
Applying the perturbation method produces ## x(t)=x_{0}(t)+\epsilon x_{1}(t)+\epsilon^{2} x_{2}(t)+... ## for ## 0<\epsilon<<1 ##.

From here, what should I do in order to find all solutions of the given equation and show/prove that all solutions of this equation are bounded and periodic and that all the phase curves are invariant under reflections in both the x-axis and the ## \dot{x} ##-axis of the phase diagram? Also, is the work shown above correct up to here?
 
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  • #2
It is rare for one to be able to solve a non-linear ODE explicitly in closed form for arbitrary initial conditions, such that one can show directly that all solutions take a particular form. Intead you must adopt a qualitative approach. The entire purpose of a course on nonlinear ODEs is to equip you with techniques to get information about the behaviour of solutions without needing to actually solve them.

Think about your system. It is of the form [itex]\ddot x + f(x) = 0[/itex]. This has the immediate conserved quantity [itex]\frac12 \dot x^2 + \int f(x)\,dx[/itex], and in fact the system is Hamiltonian.

Where are its fixed points? Are there any other than the origin?

What sorts of trajectory are possible in a 2D Hamiltonian system?

Both [itex]\dot x^2[/itex] and [itex]V(x)[/itex] are non-negative. Is that consistent with an unbounded trajectory?

Once you've concluded that only periodic orbits enclosing the origin are possible, you know that [itex]x(t)[/itex] is periodic, so can be written as a fourier series. Do the symmetries of the trajectories and the initial condition [itex]x(0) = 0[/itex] require any terms of the fourier series to vanish?
 
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  • #3
The former two terms of ODE are of harmonic oscillator. The third term is suppressing |x|. I do not find factors to enhance |x|.
 
  • #4
pasmith said:
It is rare for one to be able to solve a non-linear ODE explicitly in closed form for arbitrary initial conditions, such that one can show directly that all solutions take a particular form. Intead you must adopt a qualitative approach. The entire purpose of a course on nonlinear ODEs is to equip you with techniques to get information about the behaviour of solutions without needing to actually solve them.

Think about your system. It is of the form [itex]\ddot x + f(x) = 0[/itex]. This has the immediate conserved quantity [itex]\frac12 \dot x^2 + \int f(x)\,dx[/itex], and in fact the system is Hamiltonian.

Where are its fixed points? Are there any other than the origin?

What sorts of trajectory are possible in a 2D Hamiltonian system?

Both [itex]\dot x^2[/itex] and [itex]V(x)[/itex] are non-negative. Is that consistent with an unbounded trajectory?

Once you've concluded that only periodic orbits enclosing the origin are possible, you know that [itex]x(t)[/itex] is periodic, so can be written as a fourier series. Do the symmetries of the trajectories and the initial condition [itex]x(0) = 0[/itex] require any terms of the fourier series to vanish?
So ## f(x)=\epsilon(\alpha x^{2}\operatorname{sgn}(x)+\beta x^{3})+x ## where the fixed points occur when both ## \ddot{x}=0 ## and ## \dot{x}=0 ##. This implies that ## f(x)=0 ## and ## x=0 ## forces that the fixed point is ## (0, 0) ##. Since both ## \dot{x}^{2} ## and the potential energy ## V(x) ## are non-negative, it follows that all trajectories are bounded. I think that the only fixed point is ## (0, 0) ## because there doesn't exist any nonzero values of ## x ## that satisfy ## f(x)=0 ## for ## 0<\epsilon<<1 ##. Only the bounded trajectories are consistent with periodic orbits around the origin. Thus, the solution ## x(t) ## is periodic and can be written as a Fourier series. Are these correct though?
 
  • #5
I observe not periodic but dissipative.
 

FAQ: How should I show that all solutions of this equation are bounded?

What does it mean for solutions of an equation to be bounded?

Bounded solutions refer to solutions that remain within a fixed range for all time. In mathematical terms, a solution \( x(t) \) is considered bounded if there exists a constant \( M \) such that \( |x(t)| \leq M \) for all \( t \) in the domain of the solution. This means that the solution does not tend to infinity as time progresses.

What techniques can I use to show that solutions are bounded?

There are several techniques to demonstrate that solutions are bounded, including: 1. Analyzing the behavior of the system using qualitative methods such as phase plane analysis.2. Applying the Lyapunov stability theory, where you can construct a Lyapunov function to show that the energy of the system remains finite.3. Using comparison theorems to relate the solutions of your equation to those of a known bounded equation.4. Employing fixed-point theorems to establish the existence of bounded solutions.

How can I use the properties of the equation to show boundedness?

To show boundedness using the properties of the equation, you can analyze the coefficients and terms involved. For example, if the equation is linear with constant coefficients, you can use the characteristic equation to determine the stability of the solutions. If the equation has nonlinear terms, you can look for conditions under which these terms do not cause the solutions to grow unbounded, such as through Lipschitz continuity or other growth conditions.

What role does initial condition play in the boundedness of solutions?

The initial condition can significantly affect the boundedness of solutions, especially in nonlinear systems. For many equations, particularly linear ones, boundedness can be guaranteed for all initial conditions. However, in nonlinear systems, certain initial conditions may lead to unbounded solutions. It is essential to analyze how the initial conditions interact with the dynamics of the system to determine if they lead to bounded or unbounded behavior.

Are there specific examples of equations where boundedness is guaranteed?

Yes, there are many examples where boundedness is guaranteed. For instance, linear ordinary differential equations with constant coefficients typically have bounded solutions. Similarly, systems described by certain types of nonlinear differential equations, such as those that satisfy the conditions of the Poincaré-Bendixson theorem, can also have bounded solutions. Additionally, equations that describe conservative systems, where energy is preserved, are likely to have bounded solutions as well.

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