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Simplified

Mathieu’s equation

with linear friction

Nicolae MARCOV*

,1

*Corresponding author

*AEROSPACE Consulting,

B-dul Iuliu Maniu 220, Bucharest 061126, Romania

1

University of Bucharest, Faculty of Mathematics and Computer Science,

Str. Academiei nr. 14, sector1, 0101014, Bucharest, Romania

[email protected]

DOI: 10.13111/2066-8201.2016.8.2.5 Received: 09 April 2016 / Accepted: 16 May 2016

Copyright©2016. Published by INCAS. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)

Abstract: Consider a second order differential linear periodic equation. The friction coefficient is real positive constant. Some transformation of the solution and its first derivative allow writing two-order differential equations with void friction coefficients. The solutions of these equations are periodic functions or sum of periodic function and an oscillating function with monotone linear increasing amplitude. The second order equation with linear friction is recast as a first order system. The coefficients of the principal fundamental matrix solution of the system are explicit analytical functions.

Key Words: surface waves, Mathieu’s differential equation, parametric resonance, linear stability, characteristic exponents.

1. INTRODUCTION

The approximate theory of infinitesimal standing waves is very fruitful in its application to problems with various special boundary configurations. The linear character of both the equations and boundary conditions allowed finding some explicit solutions. Let (x, y)-plane be at the undisturbed fluid free fixed simply connected surface  having a piecewise smooth boundary contour . A special case of particular interest is the irrotational flow of perfect incompressible fluid. It is assumed that the bottom fluid is bounded by a rigid fixed surface z =  h < 0. The flow velocity v is related to the potential  by the formula

v = 

Differential operations , div and  are performed with the variables x, y, z. The potential has the following expression

(x, y, z, t) = H(x, y) cosh (z + h) cos  t, (x, y) , z  [0, h ], t R

The continuity equation is fulfilled in the fluid domain.

div v =  = 0

(2)

H k y

H x

H 2

2 2 2 2

      

, (x, y) , k = const. > 0

Let n(n1, n2) be the normal vector to the contour , it is necessary that the boundary

flow condition be fulfilled

0

2 1

   

n

y H n x H dn dH

, (x, y) (x, y)

The form of the free surface is given by

(x, y, t) ~ H(x, y) sin t

If the surface  is an ellipse, then Mathieu’s equation can be obtained by expressing the above equation in elliptical coordinates and by the method of separation of variables [1].

2. PROBLEM FORMULATION

Consider the following two-order linear differential equation with respect to real dimensionless time t.

0

2 2

2 2

 

  

Q Z

dt dZ dt

Z d

(1)

We assume that the  coefficient is a positive constant. The following Q function is a reasonable approximation of Mathieu’s coefficient [1], [2], [3].

, 2 cos 2 1

2 cos 2 1 8 1

t q q

t q

Q

 

 

 1/9 < q < 1/9 (2)

We recast the equation (1) as a first-order system. The following system is obtained.

Q

Z W

dt dW W

dt dZ

     

 , 2 2 (3)

Let (X, U)T and (Y, V)T bethe characteristic solutions of these system.

Q

X U

dt dU U

dt

dX

2

, 2 , X(0)=1, U(0)=0 (4)

Q

Y V

dt dV V

dt dY

     

 , 2 2 , Y(0)=0, V(0)=1 (5)

The problem is to give the analytical expressions of these solutions.

3. USEFUL TRANSFORMATIONS

The functions X, U, Y and V fulfill the relations

XVUY

2(XVUY), (XVUY)(0)1 dt

d

(3)

X V U Y = exp ( 2  t) (6) Consider the following transformations in order to solve the above systems.

X = z exp ( t), X(0)=1  z(0)=1,

dt dz

w  (7)

) exp( )

(w z t

dt dX

U     , U(0)=0  w(0)= (8)

Y= y exp ( t ), Y(0)=0  y(0)=0, dt dy

v  (9)

) exp( )

(v y t

dt dY

V     , V(0)=1  v(0)=1. (10)

The vectors (z, w)T, (y, v)T and (x, u)T are the solutions of the following systems

  

 

 , Qz, z(0) 1, w(0) dt

dw w

dt dz

(11)

1 ) 0 ( ,

0 ) 0 ( ,

,    

Qy y v

dt dv v

dt dy

(12)

0 ) 0 ( ,

1 ) 0 ( ,

,    

Qx x u

dt du u

dt dx

(13)

Consequently,

z = x+ y, w = u + v (14)

4. RESULTS

The expressions of solutions (x, u)T and (y, v)T have been obtained in [3].

q q t

q t q

q q t

x 1 3 4 cos2

1 cos 1

3 cos

cos

  

 (15)

q q t

q t q

t q t

u 1 3 12 cos2

1 sin 1

3 sin 3

sin

   

 

(16)

Let us introduce the following notations

2 0

2 (1 3 )

) 3 1 ( 4 ,

) 3 1 (

8 ,

3 1

1

q q q q

q q

q

    

   

 

 (17)

Denote  the periodic function

dt t

t

t 

  

 

  

 

 

0 1 ( 2 1)cos2 sign

)

(4)

Finally it results

y = ( 2 0 cos2t) sin t + x ( + t) (19)

v = (1 + 3  0 sin 2

t) cos t + u ( + t) (20)

The (y   t x) difference is a periodic function but (t x) is an oscillating function with monotone linear increasing amplitude.

Taking into account the initial real conditions

Z(0) = Z0, W(0) = W0 (21)

we can write

) exp( )

0 (

) 0 (

) ( ) (

) ( ) (

) (

) (

0 0

t W

Z

y v z w

y z

W Z

t V t U

t Y t X

t W

t Z

                   

     

(22)

Consequently,

Z(t) = { [ x(t) +  y(t) ] Z0 + y(t) W0 } exp(t) (23)

W(t) =  Z(t) + { [ u(t) +  v(t) ] Z0 + v(t) W0 } exp(t) (24)

The set of these solutions is two-dimensional real space [4], [5], [6]. For directly calculation of (X, U, Y, V)T solution it is useful to consider the fourth-order differential system (4) and (5), [7], [8], [9]. The constant solution (0, 0)T of the first system (3) is asymptotically stable [10], [11].

0 ) ( lim , 0 ) ( lim

0   

 

  

Z t t W t

t (25)

Let f(t) and g(t) be the periodic functions

0 ) ( lim , 0 ) ( lim

0   

 

  

Z t t W t

t (26)

Let P(t) be the following 2-periodic matrix

   

 

  

   

 

) ( ) ( ) ( ) (

) ( ) ( ) ( ) ( ) (

t t u t g t u

t t x t f t x t

P (27)

This matrix is invertible unimodular matrix

| P(t) | = x(t) g(t)  u(t) f(t) = 1 (28)

Consequently, in the case  = 0, the principal fundamental matrix 0(t) of the system (3)

has the following expression

            

   

) ( 0

) ( 0 ) ( ) ( ) (

) ( ) ( ) (

0

t u

t x t t t

v t u

t y t x

t P (29)

Taking into account formulae (17), let B0 be the parametric nilpotent matrix

       

      

0 0

0 0 ,

0 0

0 2

0

0 B

(5)

Therefore

      1 0 0 ) ( ! 1 0 n n

t t t

n

eB I B I B

(31)

Consequently,

0(0) = I, 0(2) = I + 2B0

The appropriate monodromy matrix has the expression

C0 = I + 2B0 , 0(t + 2) = 0(t)C0 (32)

Taking into account the formulae (14) and (22), for   0, the principal fundamental matrix solution of the system (3) has the expression

t t e y v y x v u y y x e y v z w y z

t  

                            ) ( ) ( (33) Therefore,

(t) | et = ... = ( x v  u y ) = ( x g u f ) = 1 (34)

Consequently, t e y v x v u x

t 

                             2 1 ) ( 0 ) ( so that t e y x x v u v t                                 2 1 1 ) ( 0 ) ( 

We recall the formulae (15) - (20) and we deduce successively

x(2) = x(0) = 1, u(2) = u(0) = 0, y(0) = 0, v(0) = 1, (0) = I (35)

v(t + 2) = v(t) + 2 u(t), v(2) = 1 (36)

y(t + 2) = y(t) + 2 x(t), y(2) = 2 (37)

                      2 2 1 ) 2 1 ( 2 2 1 ) 2

( e (38)

But, (t + 2) is also a fundamental matrix solution.

                                                   2 1 2 1 1 0 0 ) ( 2 1 0 0 1 ) ( ) 2

(t e t e t t u x

                                 2

2 2 ( ) 1

1 0 0 1 ) ( ) 2

(6)

Therefore, using the formula (34), there exists an invertible constant matrix C, so that

(t + 2) = (t) C, C = (2

The appropriate monodromy matrix for the system (3) or (41) has the expression

 

   

 

   

 

   

          

 2

2

1 )

( 2 1 0

0 1 ) ,

( q q e

C

C ,  0 (39)

q q q

q q

3 1

1 ) 3 1 (

8 )

(

2 

 

  | q | < 0.11 (40)

    

  

  

 

 

   

 

 

  

     

 

  

 

2 1

2 cos 2 1

) 2 cos 2 1 ( 8

1 0

) ( ,

)

( 2

t q q

t q

t

W Z

t

dt dW

dt dZ

A

A  (41)

5. CONCLUSIONS

The problem of determining the Floquet multipliers of linear differential periodic systems is often difficult. For the special case of simplified Mathieu’s equation but with linear friction (1), the characteristic coefficients of the appropriate system (3) or (41) have explicit analytical expressions and also the monodromy matrix C.

REFERENCES

[1] É. Mathieu, Mémoire sur le mouvement vibratoire d’une membrane de forme elliptique, Journal de

Mathématiques Pures et Appliquées, Tome XIII(2e série), pp. 167-203, Bachelier Imprimeur – Librairie, Paris, 1868.

[2] E. Janke, F. Emde, F. Lösch, Tafeln Höherer Funktionen, B. G. Teubner Verlagsgesellschaft Stuttgart, 1960. [3] N. Marcov, Analytical solutions of the simplified Mathieu’s equation,INCAS BULLETIN, Volume 8, Issue 1,

(on line) ISSN 2247 - 4528, (print) ISSN 2066 - 8201, ISSN - L 20668201 /2016, DOI: 10.13111/2066-8201.2016.8.1.11, pp. 125  130, 2016.

[4] R. Cristescu, Analiza functionala, (in Romanian language) Editura Didactică şi Pedagogică, Bucureşti, 1965. [5] T. Petrila, C. Gheorghiu, Finite element methods and applications, Ed. Acad. Române, Bucharest, 1987. [6] H. Brezis, Analyse fonctionnelle. Théorie et applications © 1983, Dunod, Paris, ISBN : 9782225771989.

[7] T. Petrila, D. Trif, Numerical and computational methods in fluid dynamics,(in Romanian Language - Metode numerice si computationale in dinamica fluidelor), Editura Digital Data Cluj-Napoca, 2002, ISBN 973 - 82011 - 2 - 8.

[8] I. Paraschiv-Munteanu, D. Stănică, Analiză numerică – Exercitii si teme de laborator, (in Romanian language), Editura Universitătii din Bucureşti, 2008, ISBN 978973737501

[9] E. Scheiber, M. Lupu, Matematici speciale: rezolvarea problemelor asistatăde calculator cu exemplificări in Derive, Mathcad, Maple, Mathematica, (in Romanian language), Ed. Tehnică, Bucureşti, 1998, ISBN 973 - 31 - 1193 - 7.

[10] L. Dragoş, The principles of analytical mechanics,(in Romanian language– Principiile mecanicii analitice), Editura Tehnică, Bucureşti, 1976.

[11] R. P. Voinea, I. V. Stroe, Introduction in the theory of dynamical systems (in Romanian language), Ed. Acad. Române, Bucharest, 2000, ISBN 973-27-0739-9.

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