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The motions of the harmonic model are the sinusoids Acos⁡(ω(t−t0))+Bsin⁡(ω(t−t0)): amplitude and phase, the least period, the conserved energy kR2/2 and the elliptical phase curves

Physical scope

The complete motion analysis of the harmonic model with m>0 and k>0: every motion is a sinusoid about any chosen base time, with the initial data as coefficients; the amplitude and phase form; the least period 2 pi/omega and the frequency in cycles per second; the conserved mechanical energy k R^2/2; the phase curve is exactly the ellipse of the energy level set, with the two semiaxes; and the origin is the unique rest point and is Lyapunov stable. The result is a conditional deduction from the adopted linear force law; it asserts no value of k or m, no application to a real spring, and no asymptotic stability.

Statement

Adopt the harmonic model of The harmonic (linear restoring) model: a declared linear force law with parameter k>0: the one-dimensional model of The one-dimensional force models: data, motions, phase system, potential presentation, energy and equilibria with m>0, k>0, force law F(x)=−kx and potential U(x)=12kx2. Write ω:=km>0 for its undamped frequency in the sense of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data. Then:

  1. Motions. Let J⊆R be an interval with nonempty interior and let t0∈J. A curve x:J→R is a motion of the model on J if and only if there are reals A,B with x(t)=Acos⁡(ω(t−t0))+Bsin⁡(ω(t−t0))(t∈J). For every datum (t0,x0,v0) there is exactly one maximal motion, it is defined on all of R, and its coefficients are A=x0, B=v0/ω; every motion with that datum is its restriction. All claims involving every real time, periods or the whole phase ellipse below refer to the unique maximal extension of clause 1; on a local motion interval the same formulas hold by restriction.

  2. Amplitude and phase. With A,B as in clause 1 put R:=A2+B2. Then ∣x(t)∣≤R for every t; if R>0 there is a real φ with cos⁡φ=A/R and sin⁡φ=B/R, and then x(t)=Rcos⁡(ω(t−t0)−φ)(t∈R). If R=0 the motion is the rest motion x≡0.

  3. Period and frequency. For every motion x(t+T)=x(t) holds for all t whenever ωT∈2πZ. If R>0, conversely every period T>0 of x satisfies ωT∈2πZ, so the least positive period of the motion is Tper=2π/ω, and the frequency in cycles per second is f=1/Tper=ω/(2π). If R=0 every T is a period.

  4. Energy and phase curves. Along every motion with coefficients A,B the mechanical energy is E(x(t),x′(t))=12k(A2+B2)=12kR2 for every t, the phase curve is contained in the ellipse ΣR:={(x,v)∈R2:x2R2+v2ω2R2=1} when R>0, and it is exactly that ellipse: every point of ΣR lies on the phase curve of the motion and is attained at exactly the times t=t0+(θ1+φ+2πn)/ω, n∈Z, for the appropriate θ1. For R=0 the phase curve is the single point (0,0), which is also the level set of energy 0.

  5. Rest point. The origin (0,0) is the only rest point of the model, and it is Lyapunov stable, by A strict local minimum of the potential is a Lyapunov stable equilibrium of the conservative one-dimensional model, and its linearisation is an oscillator-type model; no asymptotic stability is asserted.

The statement uses the declared data m,k only through ω and the energy; no value of m or k is asserted, and no real oscillator is claimed to obey the model.

Facts & Assumptions

Given: The harmonic model with m>0, k>0, ω=k/m, a base time t0, and a motion x of the model.

[L1]

Model vocabulary (The harmonic (linear restoring) model: a declared linear force law with parameter k>0, The one-dimensional force models: data, motions, phase system, potential presentation, energy and equilibria clauses (b), (d), (f)): motions are the C2 curves x:J→R with m x′′+k x=0; the model is conservative with potential U(x)=12kx2, mechanical energy E(x,v)=12mv2+12kx2; and ω=k/m satisfies ω2=k/m, hence mω2=k (Square roots exist: a unique a≥0 with (a)2=a; the positives are {x2:x≠0}).

[L2]

The homogeneous damped oscillator: solution classification by the discriminant and uniqueness for initial data with c=0: for m>0, k>0 the discriminant is Δ=−4mk<0, γ=0 and ω=4mk−02/(2m)=k/m, and a function on an interval J with nonempty interior solves m x′′+k x=0 if and only if x(t)=Acos⁡(ωt)+Bsin⁡(ωt) on J for some reals A,B; for every datum at 0 there is exactly one solution R→R, with A=x(0) and B=x′(0)/ω, and every solution extends to R.

[L3]

Trigonometric values and identities (Quarter-turn values and shifts by pi/2 and pi, Parity and the Pythagorean identity for sine and cosine, The addition formulas for complex trigonometric and hyperbolic functions, Signs, monotonicity intervals, and ranges of sine and cosine): cos⁡0=1, sin⁡0=0, cos⁡π=−1, sin⁡(π/2)=1, cos⁡(x+π)=−cos⁡x, sin⁡(x+π)=−sin⁡x, cos⁡(−x)=cos⁡x, sin⁡(−x)=−sin⁡x, sin⁡2+cos⁡2=1, cos⁡(z+w)=cos⁡zcos⁡w−sin⁡zsin⁡w for real z,w, cosine is strictly decreasing on [0,π] with range [−1,1], sine is nonnegative on [0,π], and ∣sin⁡∣≤1, ∣cos⁡∣≤1.

[L4]

The zero sets of sine and cosine and the least positive common period 2 pi: cos⁡u=0 iff u=(m+1/2)π; both sine and cosine have period 2π and no smaller positive common period. Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on [a,b] takes every value between f(a) and f(b): a continuous real function on [a,b] attains every value between its endpoint values.

[L5]

Conserved energy and level sets (Existence, uniqueness and conservation of energy for a one-dimensional conservative model: phase curves lie in energy level sets and the velocity is determined by the position and energy up to sign clauses 2 and 3, The phase plane of a one-dimensional model: phase curves, the energy function and its level sets, and turning points): E(x(t),x′(t)) is independent of t; the phase curve lies in the level set of its initial energy; the level set of energy E0≥0 is {(x,v):12kx2+12mv2=E0}.

Proof

Proof technique: direct; transport the mathematical classification of the damped oscillator to the base point t0, prove the unit-circle parametrisation used for the phase and the ellipse, and compute the energy along the explicit family.

1.1L3L4algebra

Unit-circle parametrisation. For reals c,s with c2+s2=1 there is a real θ with cos⁡θ=c and sin⁡θ=s. Indeed, c∈[−1,1] because c2≤c2+s2=1; cosine is continuous on [0,π] with cos⁡0=1 and cos⁡π=−1, so by [L4] there is θ1∈[0,π] with cos⁡θ1=c. Then sin⁡2θ1=1−c2=s2 by [L3], and sin⁡θ1≥0 on [0,π] by [L3]; hence sin⁡θ1=∣s∣. If s≥0 take θ=θ1; if s<0 take θ=−θ1, so that cos⁡θ=cos⁡θ1=c and sin⁡θ=−sin⁡θ1=−∣s∣=s by the parity identities of [L3].

1.2L3L4algebra

The periods of cosine. If T is a real number with cos⁡(u+T)=cos⁡u for all u, then T∈2πZ. Indeed, taking u=π/2 gives cos⁡(π/2+T)=0, so π/2+T=(m+1/2)π for an integer m by [L4], that is T=mπ; taking u=0 gives cos⁡T=1. From cos⁡(x+π)=−cos⁡x and cos⁡0=1 of [L3], induction on ∣m∣ gives cos⁡(mπ)=(−1)m for every integer m; hence (−1)m=1 and m is even, so T∈2πZ. Conversely T∈2πZ is a period of cosine by [L4].

1.3givenL1L2algebra

Clause 1. Let x:J→R be a motion and t0∈J. The shifted curve y(s):=x(t0+s) is defined on the interval J−t0 with nonempty interior and satisfies m y′′+k y=0 there (the equation has no explicit time dependence). By [L2] there are A,B with y(s)=Acos⁡(ωs)+Bsin⁡(ωs), that is x(t)=Acos⁡(ω(t−t0))+Bsin⁡(ω(t−t0)) on J. Conversely each function of this form is obtained by shifting a solution of [L2] and is therefore a motion. For the datum (t0,x0,v0) apply [L2] to y with y(0)=x0 and y′(0)=v0: there is exactly one solution on R, namely A=x0, B=v0/ω; translating back gives the unique maximal motion, defined on R, and every motion with the datum is a restriction by the uniqueness in clause 1 of Existence, uniqueness and conservation of energy for a one-dimensional conservative model: phase curves lie in energy level sets and the velocity is determined by the position and energy up to sign. This is clause 1.

2.1givenstep 1.1L1L3algebra

Clause 2. Write θ(t):=ω(t−t0). For every real θ, R2−(Acos⁡θ+Bsin⁡θ)2=A2sin⁡2θ+B2cos⁡2θ−2ABsin⁡θcos⁡θ=(Asin⁡θ−Bcos⁡θ)2≥0, where only the expansion of the squares and sin⁡2+cos⁡2=1 of [L3] were used; hence ∣x(t)∣≤R. If R>0, apply step 1.1 to (c,s)=(A/R,B/R), which satisfies c2+s2=1: there is φ with cos⁡φ=A/R and sin⁡φ=B/R. The addition formula of [L3] gives cos⁡(θ−φ)=cos⁡θcos⁡φ+sin⁡θsin⁡φ=Acos⁡θ+Bsin⁡θR, so x(t)=Rcos⁡(ω(t−t0)−φ). If R=0 then A=B=0 and x≡0. This is clause 2.

2.2step 1.3L1L3L5algebra

Clause 4, the energy. With θ=ω(t−t0) the derivative of x is x′(t)=ω(−Asin⁡θ+Bcos⁡θ) by The derivatives of sine and cosine are cosine and minus sine, The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f∘g is differentiable at c with (f∘g)′(c)=f′(g(c)) g′(c) and Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0. Using mω2=k from [L1], E=12m x′2+12k x2=12k[(−Asin⁡θ+Bcos⁡θ)2+(Acos⁡θ+Bsin⁡θ)2]=12k(A2+B2)=12kR2, expanding the squares and using sin⁡2+cos⁡2=1 of [L3]; in particular the energy is the constant 12kR2, in agreement with the conservation clause of [L5]. This is the first assertion of clause 4.

3.1step 1.2step 2.1L4algebra

Clause 3. If ωT∈2πZ, then by [L4] the cosine is 2π-periodic, so cos⁡(θ+ωT)=cos⁡θ and x(t+T)=x(t) for all t; this covers the case R=0 as well. Suppose R>0 and T>0 is a period of x. Dividing clause 2 by R, cos⁡(ω(t+T−t0)−φ)=cos⁡(ω(t−t0)−φ) for all t; as t ranges over R, u:=ω(t−t0)−φ ranges over all of R, so ωT is a period of cosine; by step 1.2, ωT∈2πZ. Hence the positive periods of a nonconstant harmonic motion are exactly the numbers 2πn/ω, n≥1, and the least one is 2π/ω. This is clause 3.

3.2step 1.1step 1.2step 2.1step 2.2L3L5algebra

Clause 4, the ellipse. Let R>0 and use the phase form of clause 2, θ=ω(t−t0): x(t)=Rcos⁡(θ−φ) and x′(t)=−Rωsin⁡(θ−φ), so x(t)2R2+x′(t)2ω2R2=cos⁡2(θ−φ)+sin⁡2(θ−φ)=1 by [L3]: the phase curve is contained in ΣR. Conversely let (x1,v1)∈ΣR, so that (x1/R)2+(v1/(ωR))2=1; by step 1.1 applied to (c,s)=(x1/R, −v1/(ωR)) there is θ1 with cos⁡θ1=x1/R and sin⁡θ1=−v1/(ωR). The map t↦θ(t)=ω(t−t0) is a bijection of R onto R because ω>0, so the times t with θ(t)−φ=θ1+2πn are exactly t=t0+(θ1+φ+2πn)/ω, n∈Z; at those times x(t)=Rcos⁡θ1=x1 and x′(t)=−Rωsin⁡θ1=v1. Hence every point of ΣR lies on the phase curve, at the displayed times. Conversely, attainment of (x1,v1) gives both cos⁡(θ−φ)=cos⁡θ1 and sin⁡(θ−φ)=sin⁡θ1. The addition identities yield cos⁡d=1 and sin⁡d=0 for d=θ−φ−θ1, so cos⁡(u+d)=cos⁡u for every real u; step 1.2 gives d∈2πZ. Hence these are exactly the attainment times. If R=0 then x≡0 by clause 2 and the phase curve is {(0,0)}, which is the level set of energy 0 because 12kx2+12mv2=0 forces x=v=0. This is clause 4.

4.1givenL1L5L6∎

Clause 5. The rest points are the equilibria, and by [L6] the equation U′(x)=kx=0 has the unique solution x=0 because k>0; the origin is a strict global minimum of U, so [L6] gives Lyapunov stability. No asymptotic stability is asserted, and none follows from the conservation clause of [L5]. This is clause 5.

Remarks

  • Amplitude and energy are equivalent data. 12kR2 is the energy, so the amplitude and the energy determine each other; this is the source's E=κA2/2. The phase φ is determined by the datum only up to 2π, corresponding to the least period of clause 3.

  • The ellipse is the whole level set. By clause 4 the phase curve fills its ellipse; the semiaxes are R=2E0/k in the position direction and ωR=2E0/m in the velocity direction. The equilibrium (0,0) is the degenerate level set of energy 0 and is a rest point, not a periodic motion.

  • What the harmonic model does not say. Nothing here asserts that a physical oscillator is harmonic; the model's adequacy is a separate modelling question, and the companion page's pendulum check exhibits a nonlinear model together with a finite-time bound on its difference from the harmonic approximation, and shows that the harmonic energy is not conserved by the nonlinear model.

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