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The constrained pendulum has differentiation index three

Example

For q,v∈R2, multiplier λ∈R, length ℓ>0, and gravitational acceleration g0>0, consider

q′=v,v′=−g0e2−λq,0=12(qTq−ℓ2),

where e2=(0,1)T. The position constraint, tangency condition, and acceleration constraint determine the allowed initial position, velocity, and multiplier. On the constraint manifold the multiplier is

λ=∥v∥22−g0q2ℓ2.

This is a regular index-three DAE in the convention of Differentiation index for a regular local semi-explicit DAE.

Facts & Assumptions

Given: The pendulum equations, ℓ>0, and g0>0.

[F1]

Semi-explicit index-one DAEs and consistent initial data: a DAE solution must satisfy its algebraic position constraint at every time.

[F2]

Differentiation index for a regular local semi-explicit DAE: the index is the least number of differentiations of the algebraic constraint needed locally to determine the first derivative of the algebraic variable through a regular prolonged equation.

[A1]

The variables have the derivatives used below, the constraint satisfies qTq=ℓ2 along the trajectory, and ℓ>0.

Verification

1.1givenF1A1algebra

Differentiating qTq=ℓ2 once and using q′=v gives qTv=0, the tangency condition. Differentiating a second time gives 0=∥v∥22+qTv′=∥v∥22−g0q2−λqTq. Using [A1], this equation solves uniquely for λ=(∥v∥22−g0q2)/ℓ2.

2.1givenA1step 1.1algebra

Differentiate ∥v∥22−g0q2−λℓ2=0, the second-derivative constraint from step 1.1. Since q′=v and v′=−g0e2−λq, this gives 0=2vTv′−g0v2−λ′ℓ2=−3g0v2−2λqTv−λ′ℓ2=−3g0v2−λ′ℓ2, where the last equality uses the tangency condition in step 1.1. Since ℓ>0, this determines λ′=−3g0v2/ℓ2 with nonzero coefficient −ℓ2 on the highest algebraic derivative.

3.1F2step 1.1step 2.1algebra

The original constraint does not contain λ; its first derivative yields tangency but not λ, its second derivative determines λ, and its third derivative determines λ′. The prolonged equations are regular because the multiplier coefficients are −ℓ2 at each of these latter solves. Therefore the least differentiation count in [F2] is three.

4.1givenA1step 1.1algebra∎

For example, q0=(ℓ,0), v0=(0,s), and λ0=s2/ℓ2 satisfy the position and tangency constraints, and the multiplier formula in step 1.1 gives λ0. Thus this tuple satisfies the initial conditions exposed by the first two differentiations.

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