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Coupled oscillations and approximation
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2 · Summary
This page develops the quadratic (small-oscillation) model of a mechanical system in a chart about an equilibrium, its normal modes, its forced response and the two controlled approximation statements the framework uses for it: the finite-time linearization error bound and the weak-damping averaging estimate. The model class is fixed by The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium: a constant symmetric positive definite mass metric , a constant symmetric stiffness and an optional prescribed generalized force in the equation , together with the quadratic kinetic and potential energies, the phase system, the modal vocabulary of the decoupling transform (modal coordinates, modal vectors, modal stiffnesses, mode frequencies, zero modes, unstable directions, degeneracy) and the small-oscillation model at an equilibrium of a chart mechanical system, whose mass metric is and whose stiffness is the potential Hessian . The dimensions and fixed coordinate/time/energy normalization are stated in the item; matrix square roots act on numerical coefficients, and the sign-unrestricted finite spectral construction includes indefinite stiffness. The one- dimensional instance is identified with the forced oscillator model used by cm04-one-dimensional-conservative-and-dissipative-models.
The free theory is The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction: for symmetric positive definite and symmetric , every datum has exactly one motion and it is defined on all of ; every motion is a superposition of the oscillatory, affine and exponential scalar families of the decoupling transform, with the mode frequencies for positive modal stiffnesses; the mechanical energy is conserved and splits into constant mode energies; a degenerate modal stiffness produces an intrinsic pure- family, the solutions of with values in the subspace , so individual modal vectors are not intrinsic; a positive definite stiffness bounds every motion; a zero mode is affine rather than oscillatory; and a negative modal stiffness makes the rest point of the free model Lyapunov unstable. Small oscillations at a strict minimum: the linearized model, its normal modes and the Lyapunov stability of the nonlinear equilibrium connects the model to mechanics: at a strict local minimum of the potential the small-oscillation model has non-negative stiffness, the derivative linearization of the mechanical field is exactly the model's phase system, the linearized motions are the normal-mode superpositions with no exponential directions, and the nonlinear equilibrium is Lyapunov stable by exact energy conservation — a nonlinear conclusion that does not follow from the linearization.
The approximation layer is explicit about its hypotheses. Finite-time error control for the small-oscillation approximation: the quadratic remainder of the mechanical field and the variation-of-constants bound shows for a metric field and potential that the translated mechanical field has a quadratic Taylor remainder with constants obtained from compactness, and concludes the finite-time bound in its explicitly normalized phase coordinates on under the smallness condition : the nonlinear motion stays within that distance of its normal-mode linearization, with no all-time or stability conclusion. Averaging for a weakly damped oscillator: the rotating-frame amplitude, the averaged exponential energy decay and the order- bound on the time scale controls the weakly damped oscillator through its exact rotating-frame amplitude of unit , with amplitude-unit radii and a time-unit horizon parameter, whose motion solves a periodic slow system with average ; on the time scale the averaging theorem of the local mathematics track bounds the difference between the exact amplitude and the exponentially decaying averaged amplitude by an explicit , and hence bounds the deviation of the mechanical energy from .
The forced response is The forced coupled quadratic model: modal responses, resonance, and boundedness for positive definite stiffness off resonance: a prescribed continuous generalized force decouples into independent scalar forced modal equations with the convolution solutions; for a sinusoidal force the modal steady responses have amplitudes away from resonance, the resonant modes at with nonvanishing modal force component grow without bound, the zero-mode drive at produces quadratic growth, and away from these cases every motion is reduced to a particular motion plus a free motion. The closing scope item Scope of the coupled quadratic model: zero modes, degenerate eigenspaces, unstable quadratic directions and the limits of the approximation statements reads the three cautionary cases — zero modes, degenerate eigenspaces and unstable quadratic directions — and separates the exact quadratic model, the finite-time linearization bound, the averaged comparison and the empirical status of the model parameters. Worked instances of every construction live on cm09-coupled-oscillations-and-approximation-examples.
3 · Logical flowchart
4 · Definitions, postulates, theorems and proofs
The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium
The restricted model class used on this page: a constant mass metric matrix M (symmetric positive definite) and a constant symmetric stiffness matrix K in a chart of n coordinate directions, with an optional prescribed generalized force J(t), and the model equation M q'' + K q = J(t); together with the quadratic kinetic and potential energies, the phase system, the modal vocabulary of the decoupling transform, and the small-oscillation model assigned to a mechanical equilibrium q_0 of a chart mechanical system, whose mass metric is M(q_0) and whose stiffness is the potential Hessian D^2 U(q_0). The item declares vocabulary, domains, regularity and dimensions only; it asserts no existence, uniqueness, conservation, stability, resonance or approximation statement, adopts no force law of nature, records no measured value, and states no empirical applicability. In particular the mass metric and the stiffness are model parameters of the declared chart, not measured quantities, and the quadratic model is an idealization whose accuracy near an equilibrium is quantified only by the approximation theorems of this page.
Definition
(a) Data of a coupled quadratic model. A coupled quadratic model (a quadratic oscillator model) is declared by the following data: an integer , the number of degrees of freedom; a mass metric matrix , symmetric and positive definite, that is and for every nonzero (Rectangular matrix multiplication and the identity matrix , including zero-sized shapes, The Euclidean inner product on ); a stiffness matrix , symmetric, ; and an interval with nonempty interior (Intervals of : the nine order-convex forms, nondegeneracy, and length) together with a continuous generalized force (Vector-valued functions , their limits and continuity, with the dictionary to the metric notions). When no force or time interval is prescribed, take and for every ; in particular this is the convention for the small-oscillation model in clause (d). The coordinates of are read in the chart in which the model is declared and carry declared dimensions and units, and time is read in seconds and mass in kilograms (Dimensions and SI unit conventions of the non-relativistic classical mechanics framework). The data carry the dimensions
so that , and the pairing of the generalized force with a coordinate variation all have the energy dimension ; if the coordinate is length-valued, , the entry has the force dimension . This is the dimension bookkeeping of a generalized coordinate description in the sense of Generalized-coordinate maps of the model, the substituted Lagrangian, the kinetic metric and generalized forces, whose kinetic metric and generalized forces are the framework objects the data present; the matrices and are model parameters, not measured quantities.
Fixed-unit numerical convention. Choose a positive coordinate unit of dimension for each direction, a time unit and an energy unit , held fixed throughout a model calculation. Matrix products, square roots, eigenvectors, derivatives and Euclidean norms below act on numerical coefficients in these units, not on arrays of unlike physical quantities. Explicitly, if , , and denote the dimensional data, the symbols in the algebra are Then is exactly the physical equation in these coefficients, , , and the physical energy is . This is an invertible choice of units, imposing no restriction on the dimensions . For a variable metric and potential the same convention means and . Congruence by the positive diagonal coordinate-scale matrix and multiplication by positive constants preserve symmetry, definiteness and critical-point type.
(b) Model equation, motions and phase system. On any interval with nonempty interior, for means that the first derivatives exist and are continuous on that interval, using the domain-relative derivative of The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral at included endpoints; on open intervals this agrees with Euclidean maps and diffeomorphisms. The equation of the model with data is
A motion of the model is a curve of class on an interval with nonempty interior (Intervals of : the nine order-convex forms, nondegeneracy, and length) satisfying the equation for every . A datum at is a pair . The phase system of the model is the first-order linear system on with and
where is the inverse of . By the product rule and invertibility of , a curve solves the phase system if and only if is a motion of the model and . The model is free when and forced, with generalized force , otherwise; the read of as a prescribed external generalized force is the modelling status of Adopted force model: force maps, the equation of motion, additive composition of force contributions and frame covariance and Potential presentations of a force model, potential and mechanical energy, closed versus exact force fields, local potentials and equipotential level sets for the external contributions of a force model.
(c) Quadratic energies and the mass metric. The kinetic energy, the potential energy of the stiffness and the mechanical energy of the model are
whose physical readings are times the displayed numerical quantities, all of energy dimension. is defined for every symmetric ; the name records that is the matrix through which the model enters, and when is indefinite is not non-negative, the model is not presented by a potential with a local minimum at the origin, and no stability vocabulary is attached to it by this item. The quadratic form is positive definite and is called the mass metric of the model; the word "metric" records only this positive-definiteness, and no distance on configuration space is defined here.
(d) Small-oscillation model at an equilibrium. Let a mechanical system in a chart be given by a field of symmetric positive definite matrices on an open set and a potential (The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart), and let be a mechanical equilibrium, . Its small-oscillation model at is the coupled quadratic model with degrees of freedom , mass metric matrix , stiffness matrix — the Hessian of the potential (The Hessian matrix and critical points of a scalar field, symmetric by The Hessian of a scalar field is symmetric) — and zero generalized force, read in the displacement coordinates . When the chart arises from the generalized-coordinate dictionary of Generalized-coordinate maps of the model, the substituted Lagrangian, the kinetic metric and generalized forces, the matrix is the value at of that dictionary's kinetic metric. This clause assigns model data to the equilibrium; the identification of the assigned model with the derivative of the mechanical field, and every statement about its motions, are separate results and are not asserted here.
(e) Modal vocabulary of the decoupling data. All the following matrix operations use the fixed-unit numerical convention. By clauses 1-3 of Positive definite symmetric matrices have positive definite square roots, and the congruence M^{-1/2} K M^{-1/2} preserves symmetry and positivity, and its inverse exist and are symmetric positive definite. For every symmetric , without a sign restriction, is symmetric, since . The Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis therefore supplies an orthogonal and real diagonal with . This construction includes negative eigenvalues; the restricted non-negative- result Decoupling of the constant-coefficient quadratic system into normal modes, with the zero-mode and energy identities is used only in that restricted case. Define modal coordinates and modal vectors , the columns of the inverse transform . The modal stiffnesses are the real numbers . Direct multiplication gives and . For the modal units here and in items using this convention, extend the dimension group of Dimensions and SI unit conventions of the non-relativistic classical mechanics framework clause (a) from to , with the same componentwise addition and negation for products and inverses. The inclusion preserves every earlier dimension assignment. For write its reference unit as ; a quantity of dimension is a real multiple , and unit multiplication is . Products, quotients, sums of equal dimension and derivatives retain the rules of Dimensions and SI unit conventions of the non-relativistic classical mechanics framework clause (b). For a positive quantity with and , define , using the positive real square root; this construction has dimension and square . Only integer-dimensional positive quantities are square-rooted by this convention.
In physical units put , of dimension and SI unit . A modal coordinate has unit ; the -th component of a mass-normalized modal vector has unit , and the physical coordinate is the sum of the physical modal-vector components times their modal amplitudes. The matrix entries of and its orthonormal eigenvectors are dimensionless numerical coefficients. The physical modal stiffness is ; an oscillatory or hyperbolic coefficient has unit , while the slope coefficient in a zero-mode family has unit . The physical frequency is when .
An index is oscillatory when , with numerical frequency ; it is a zero mode when , and an unstable (exponential) direction when . Distinct indices are degenerate when their stiffnesses agree. For real define the modal eigenspace . Its dimension is the multiplicity of , because bijects it with the -eigenspace of . The model is oscillatory when is non-negative. Indeed , so exactly when every ; positive definiteness likewise corresponds to all . The zero-mode multiplicity is . Frequencies are read in radians per unit time under Dimensions and SI unit conventions of the non-relativistic classical mechanics framework.
(f) Status. This item introduces objects, vocabulary, domains, regularity and dimensions for the restricted model class of this page and assigns its small-oscillation model to a mechanical equilibrium. It contains no existence, uniqueness, conservation, stability, resonance, degeneracy or approximation assertion; those are proved on this page as separate items. It adopts no force law of nature and records no measured value. Every later statement of this page names the data or the mechanical data it uses, and the one-dimensional instance is recorded in the remarks.
Remarks
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The one-dimensional instance. For the data are , and , and the equation is , which is exactly the forced scalar model of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data with . To identify this with the physical scalar class of The one-dimensional force models: data, motions, phase system, potential presentation, energy and equilibria clause (f), require a length-valued position or displacement coordinate, , read in a fixed inertial frame, take configuration domain , and restrict to an open time interval. Reconstructing dimensional data from clause (a), the scalar is then a mass in kilograms, a stiffness in newtons per metre, and a force in newtons; the numerical SI coefficients correspond to that definition's . In particular this includes and constant, vanishing or sinusoidal force. With this same length-coordinate identification, at a scalar strict minimum the small-oscillation stiffness is ; the free model is the harmonic model of The harmonic (linear restoring) model: a declared linear force law with parameter when , and the free zero-stiffness model when . For an angular coordinate the dimensional and instead have the units of rotational inertia and torque; the mathematical scalar equation still applies, but the physical mass-and-force identification requires a separately declared change to a length coordinate. An isolated strict minimum can have zero Hessian (for example ); the accuracy of that approximation in time and amplitude is not part of the present item.
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Why "mass metric" and not "mass matrix". The matrix is the value of the chart's kinetic metric at the equilibrium, and the quadratic form it defines is the velocity dependence of the kinetic energy. In the Cartesian-particle case is the constant mass operator of Configuration domain of labeled particles: open admissible sets, regular holonomic constraints and the mass operator and the name reduces to the familiar one. With arbitrary coordinate dimensions the entries of are not masses in kilograms; only the pairing and the products with coordinate variations have the stated invariant dimensions.
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The dimension of the generalized force. A generalized force is defined by its pairing with coordinate variations, , which must carry the energy dimension; hence its entries carry energy per unit coordinate, as recorded in clause (a). For a length-valued coordinate this is the force dimension , while for a dimensionless angle coordinate it is the torque dimension . The generalized force of Generalized-coordinate maps of the model, the substituted Lagrangian, the kinetic metric and generalized forces is the same framework object, with the energy-per-coordinate dimension recorded in clause (c) of that definition.
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Prescribed generalized force. In clause (b) the generalized force is declared as a function of time alone, in the same modelling status as the external drive of The sinusoidally driven oscillator model: a prescribed external force added to the damped oscillator: a source that reacts to the motion, or whose own dynamics matters, is not represented by the model. The forcing theorems of this page are statements about such prescribed data.
The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction
The free coupled quadratic model M q'' + K q = 0 of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium with symmetric positive definite mass metric M and symmetric stiffness K: existence and uniqueness of motions for every datum on the whole real line, the complete classification of motions into oscillatory, affine and exponential modal families with mode frequencies sqrt(lambda_i), the conservation of the mechanical energy with the modal energy decomposition, the intrinsic (basis-free) description of degenerate pure-lambda families in the subspace ker(K - lambda M), boundedness of every motion when K is positive definite, unbounded growth of the affine zero-mode motions and of the exponential directions, and the Lyapunov instability of the rest point of the free model when K has a negative modal stiffness. The result is a conditional statement about the declared model class; it contains no claim that any physical system is described by it, no measured stiffness, mass or frequency, and no empirical qualification beyond the exact idealization of the model.
Statement
Use the fixed coordinate, time and energy units and numerical matrix convention of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium. Every displayed matrix identity and phase norm is in those numerical coordinates; physical positions, velocities, modal amplitudes, frequencies and energies are recovered by the stated fixed scale factors. This does not change the set of physical motions.
For real , define the hyperbolic functions by and .
Global-time, growth and boundedness claims below refer to the unique maximal extension of the autonomous free equation on ; local motions remain its restrictions. Values at in coefficient formulas are evaluated on that extension when the original interval omits .
Adopt the free coupled quadratic model of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium with data in which , is symmetric positive definite and is symmetric, with modal data , , , , modal coordinates and mode frequencies for . Write for . Then:
- Existence and uniqueness on the whole line. For every and every datum there is exactly one motion with and ; it is the unique maximal motion through that datum.
- Complete modal classification. A curve of class on an interval with nonempty interior is a motion of the free model if and only if its modal coordinates satisfy
for real numbers ; the coefficients are unique and are determined by the datum of the unique maximal extension through , for , for and for . 3. Energy and mode energies. Along every motion the mechanical energy is constant, and with one has and every is constant; for the families of clause 2,
- Degenerate families are intrinsic. Let be a modal stiffness, let and let , a subspace of dimension equal to the multiplicity of . A motion satisfies for every index with if and only if is a curve with for all in its interval and . Consequently the family of such pure- motions is independent of the choice of diagonalization : for it consists exactly of with and , for of with , and for of with . These formulas on a local interval are restrictions of their unique maximal extensions; are the position and velocity of that extension at time , even if the local interval omits . The individual modal vectors are not intrinsic when the multiplicity exceeds one.
- Boundedness. If is positive definite then every motion is bounded on . If is non-negative and some , then a motion with on a zero mode is unbounded on : the zero mode is affine, not oscillatory.
- Unstable direction. If is not non-negative, then is not a Lyapunov stable rest point of the free model (Equilibria, Lyapunov stability and asymptotic stability of an autonomous first-order system): there is such that for every there are data with whose motion reaches at some time .
The statement is read for the declared model data; no value of any parameter, no physical realization and no measured frequency is asserted.
Facts & Assumptions
Given: The data of the statement, the modal data , the modal coordinates , and a curve as in clause 2.
Sign-unrestricted modal construction of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clause (e): exist by Positive definite symmetric matrices have positive definite square roots, and the congruence M^{-1/2} K M^{-1/2} preserves symmetry and positivity clauses 1-3, and the symmetric matrix admits by Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis, without assuming . With , direct differentiation and multiplication give , and . Thus the modal equivalence and energy identities hold for every symmetric on every interval; the non-negative- theorem Decoupling of the constant-coefficient quadratic system into normal modes, with the zero-mode and energy identities is not invoked for indefinite .
Scalar classification (The homogeneous damped oscillator: solution classification by the discriminant and uniqueness for initial data, The degenerate and repulsive oscillator: solutions for k=0 and the explicit growing solution for k<0, The damped driven oscillator model: second-order equation, phase-plane system and characteristic data): the solutions of on an interval with nonempty interior are exactly when (the case , , of the classification, with ), exactly when , and, writing , exactly when (the case , of the repulsive classification, with ); in each case the pair ranges over bijectively, with evaluated on the unique global extension and , , respectively.
Global linear existence and uniqueness (Variation of constants for via the matrix exponential): for the constant matrix of the phase system of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium (clause (b)) and every datum , the curve solves on all of with , and any differentiable solution of that system on an interval containing with the same datum agrees with it there. Consequently every local solution is a restriction of the unique global solution, and the global solution is the maximal one (Extensions, maximal solutions, maximal intervals, and global solutions, Every Picard–Lindelöf initial value problem has one maximal solution on an open interval).
Lyapunov stability (Equilibria, Lyapunov stability and asymptotic stability of an autonomous first-order system): for the autonomous field of the free phase system, the rest point is Lyapunov stable when for every there is such that every maximal solution with exists for all and satisfies ; it is not stable when some has data with for every reaching .
Calculus (Sums, scalar multiples, products and quotients: , , , and when , The chain rule for total derivatives: , The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, Euclidean maps and diffeomorphisms): sums, products and composites of differentiable curves are differentiated by the algebra and chain rules, and a curve on an interval whose derivative vanishes identically is constant. Differentiating the hyperbolic definitions in the Statement using and gives and ; also because . Finally, as for : by the repulsive-oscillator case of [F2], while by positivity and monotonicity of the exponential (The exponential function is smooth and , The exponential is positive and satisfies , The exponential function is strictly increasing).
Proof
Modal equivalence: by [F1] the curve is a motion if and only if on for every .
Global solution: the free phase system is with the constant matrix of clause (b) of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium; by [F3] the curve solves it on with the prescribed datum, and every solution with that datum agrees with it on every interval containing . Writing for the first components and for the last , the equivalence of the phase system with the model equation of clause (b) gives that is a motion with , ; conversely every motion's phase curve is a solution, hence agrees with this one. This is clause 1.
Pure- motions, intrinsic form: let be a modal stiffness and put , so that ; for one has and hence , so that (*). Conversely, if then with we get and by invertibility of , so ; hence the two sets are equal. The modal coordinates satisfy and is equivalent to the support of lying in the index set , because the columns of are an orthonormal eigenbasis of .
Scalar families: for each , [F2] gives that the scalar solutions are exactly the displayed families with unique coefficients determined by the global extension's values and ; combining with step 1.1 gives clause 2 and its coefficient formulas.
Pure- motions, equation: let be on an interval . By step 1.3, , so for every ; differentiating this identity once and twice, since is constant, gives . Hence with (*), invertible, and , so is a motion if and only if . This proves the equivalence of clause 4 for such curves and, combined with the support statement of step 1.3, identifies the pure- motions with the solutions of with values in .
Unstable direction: suppose and let satisfy and (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clause (e)). For define ; then and because and ; so is a motion with datum , whose phase norm is unbounded as . Fix ; given choose with , so that ; by continuity and unboundedness the motion reaches at some . Hence the condition of [F4] for stability fails, which is clause 6.
Energy: along a motion, differentiating and using together with the symmetry of and gives , so is constant; the identities and of [F1] give with , and shows that each is constant. Substituting the three families of step 2.1 gives the displayed values, using for and with for . This is clause 3.
Explicit pure- families: a curve with values in the subspace and has a unique maximal extension and is uniquely determined by that extension's , and the displayed formulas for , for and for define such curves for all : they take values in , and the scalar identities , , , verify the equation. The displayed curves take the given data at and solve the same constant-coefficient phase system, so uniqueness in [F3] makes every local curve with those extension data their restriction; hence the families are exactly the pure- motions. The statements of clause 4 about independence of and the non-intrinsic modal vectors follow because and the equations above involve only and : the admissible decouplings differ by an orthogonal change of coordinates preserving , and when the multiplicity of exceeds one, any not parallel to a chosen exhibits a pure- motion not covered by that single modal vector.
Boundedness: if is positive definite then every modal stiffness is : for with one has with , so . By clause 2 every modal coordinate satisfies and on ; since and are bounded linear functions of , every motion is bounded on . If instead for some and a motion has in the affine family, then as . The map is a linear bijection, so if were bounded then would be bounded — its components are the coordinates of in the basis given by the columns of the invertible block-diagonal matrix , and coordinate functionals of a bounded set are bounded; contrapositively the unbounded modal component forces unbounded. This is clause 5.
Clauses 1-6 are proved: the free model has globally unique motions classified by the three scalar families, the energy decomposition holds, degenerate families are intrinsic subspaces, positive definite stiffness bounds every motion, zero modes are affine and negative modal stiffnesses give an unstable rest point.
Remarks
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The three modal types are mutually exclusive per index. Each index is oscillatory, zero or exponential, and the model is oscillatory exactly when is non-negative. A zero stiffness direction arises, for instance, when the potential has a flat second-order direction at the equilibrium (an isolated strict minimum can still have zero stiffness, for example the scalar potential at ); the affine family is then not an oscillation at all, as the remark item of this page records in detail.
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What the intrinsic form does not say. Clause 4 shows that the family of pure- motions is intrinsic; it does not select a preferred basis of , and no physical meaning attaches to an individual beyond being one convenient basis vector. The frequency and the subspace are the intrinsic data of a degenerate mode.
Small oscillations at a strict minimum: the linearized model, its normal modes and the Lyapunov stability of the nonlinear equilibrium
A mechanical system in a chart at a strict local minimum of its potential: the assigned small-oscillation quadratic model with mass metric M(q_0) and stiffness the Hessian D^2 U(q_0) (symmetric and non-negative), the identification of that model with the derivative linearization of the mechanical field, the complete normal-mode classification of the linearized motions with frequencies sqrt(lambda_i) and no exponential directions, and the Lyapunov stability of the nonlinear equilibrium by exact energy conservation. The stability conclusion is a statement about the declared chart model; it asserts no asymptotic attraction, no measured frequency, no particular physical system and no empirical claim, and the accuracy of the linear model as an approximation of the nonlinear motion is a separate finite-time statement on this page.
Statement
Use the fixed coordinate, time and energy units and numerical matrix convention of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium. Every displayed matrix identity and phase norm is in those numerical coordinates; physical positions, velocities, modal amplitudes, frequencies and energies are recovered by the stated fixed scale factors. This does not change the set of physical motions.
Adopt the mechanical system in a chart of The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart with kinetic metric field of class , symmetric positive definite at every point of the open set , and potential of class ; write for its mechanical vector field on . Let be a strict local minimum of : and there is with and for . Let and . Then:
- is symmetric and non-negative, and the small-oscillation model at of clause (d) of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium — the coupled quadratic model with mass metric matrix , stiffness and zero generalized force, in the displacement coordinates — is an oscillatory model in the sense of clause (e) of that definition;
- the linearization of at is and for a curve of class on an interval with nonempty interior the following are equivalent: is a motion of the small-oscillation model, on , and solves the linear system on ;
- the motions of the small-oscillation model are exactly the modal superpositions of clause 2 of The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction with every modal stiffness : there are no exponential pure- families, every oscillatory frequency is , and the pure- motions of a degenerate stiffness are the solutions of with values in the intrinsic subspace ;
- is a Lyapunov stable equilibrium of the nonlinear mechanical system: for every with there is such that every maximal solution of with exists for all and stays within distance of .
No asymptotic attraction, no all-time validity of the linear model as an approximation of the nonlinear motion, and no measured frequency is asserted.
Facts & Assumptions
Given: The metric field , the potential , the strict local minimum , the mechanical field , and the data , of the statement.
Hessian at a strict minimum (The Hessian matrix and critical points of a scalar field, The Hessian of a scalar field is symmetric, A C² local minimum has vanishing gradient and positive semidefinite Hessian): is the symmetric Hessian matrix of at the critical point and satisfies for all .
Derivative linearization (Linearisation of the mechanical system at an equilibrium: M(q_0) xi'' + D²U(q_0) xi = 0, and the small-oscillation quadratic model clauses 1-3): is totally differentiable at with the displayed derivative ; the linearised equation at the equilibrium is ; and the linearized system is exactly the constant-coefficient quadratic system with symmetric positive definite mass matrix and symmetric non-negative stiffness of Decoupling of the constant-coefficient quadratic system into normal modes, with the zero-mode and energy identities.
Model dictionary (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clauses (b), (d), (e)): the small-oscillation model at is the coupled quadratic model with mass metric , stiffness and in the coordinates ; its motions are the curves with , and its phase system is with ; it is oscillatory when is non-negative, and its modal vocabulary is that of the definition's clause (e) with .
Free modal classification (The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction clauses 1-4): for the free model with symmetric positive definite and symmetric the motions are classified by the modal families of its clause 2; the pure- motions form the intrinsic family described in its clause 4.
Energy stability (A strict local minimum of the potential gives a Lyapunov stable equilibrium of the mechanical system, by energy conservation): for the positive definite metric field , the potential and the strict local minimum , the rest point of the mechanical field is Lyapunov stable in the sense of Equilibria, Lyapunov stability and asymptotic stability of an autonomous first-order system.
Proof
Proof technique: direct; assemble the assigned model from the definition, identify the derivative linearization with the model's phase system, read the modal classification at a strict minimum, and invoke the energy-stability theorem for the nonlinear statement.
Clause 1: by [F1] the stiffness is symmetric and non-negative; by [F3] the small-oscillation model at is the coupled quadratic model with data , and a coupled quadratic model whose stiffness is non-negative is oscillatory in the sense of the definition's clause (e).
Clause 2: by [F2] the derivative of at is ; by [F3] the phase system of the small-oscillation model is for the same block matrix , and the model equation is equivalent to by the product rule and invertibility of . This proves clause 2.
Clause 4: the hypotheses of [F5] are the positive definite metric field, the potential and the strict local minimum of the statement; its conclusion is exactly the Lyapunov stability assertion of clause 4 for the field and the rest point , whose equilibrium property is recorded in The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart.
Clause 3: apply the classification of [F4] to the data of the small-oscillation model; since is non-negative by [F1], every modal stiffness satisfies , so no exponential family occurs and the oscillatory and zero families of the free-mode theorem exhaust the motions, with frequencies and the intrinsic pure- families described there.
Clauses 1-4 are proved. Clause 4 is a nonlinear conclusion obtained from exact energy conservation, not from the linearization; clauses 2 and 3 describe the linearized model only, and no accuracy of that model as an approximation of the nonlinear motion, and no attraction, is claimed here.
Remarks
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Stability is not asymptotic. The proof of clause 4 uses exact conservation of the mechanical energy, so the equilibrium is stable but not attracting: there is no mechanism in an autonomous conservative model that forces nearby motions to converge to the rest point, and none is asserted.
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The linear model and the nonlinear motion. Clause 2 identifies the derivative linearization with the small-oscillation model; this makes the normal-mode calculation a statement about the first-order Taylor model at the equilibrium. The difference between that model and the nonlinear motion is quantified, at finite times and on explicitly small data, by Finite-time error control for the small-oscillation approximation: the quadratic remainder of the mechanical field and the variation-of-constants bound; no all-time claim follows from either theorem.
Finite-time error control for the small-oscillation approximation: the quadratic remainder of the mechanical field and the variation-of-constants bound
Finite-time error control for the small-oscillation model of a mechanical system in a chart at a mechanical equilibrium: for a C^3 kinetic metric field and a C^3 potential with vanishing gradient at q_0, the mechanical field is C^2 near the equilibrium, its Taylor remainder at the linearization is quadratic with constants obtained from compactness, and the finite-time variation-of-constants estimate bounds the difference between the nonlinear motion and the linearized (normal-mode) motion by C delta^2 t exp((||A||+2L)t) on every horizon T with delta exp(LT)<r_0. The statement is a conditional finite-time estimate for the declared chart model under explicit regularity and smallness hypotheses; it asserts no all-time validity of the linear approximation, no stability conclusion, no large-data statement and no empirical claim, and the constants depend on the model data only through its behaviour on the stated ball.
Statement
Fix positive coordinate units , a time unit and an energy unit as in The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium. Throughout this theorem , and are dimensionless numerical chart and phase coordinates. and are the corresponding normalized metric and potential specified in that definition. In particular is a vector in one Euclidean numerical space; below refer to that space and numerical time. All constants are calculated after this normalization. If the numerical error bound is , its physical position and velocity components are bounded respectively by and at physical time . Fixed positive linear coordinate/time changes preserve the stated regularity and mechanical equation, so no original chart model is excluded.
Let , let be open, let be a field of class with symmetric positive definite for every , and let be of class with at a point . Let be the mechanical vector field of The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart on , let satisfy and define by . Put . Then:
- is of class , , is locally Lipschitz in the state variable, and moreover there are constants with one may take (The operator norm as the least bound and as the unit-sphere or unit-ball supremum) and for any Lipschitz constant of on the closed ball (Open ball, closed ball and sphere in a metric space).
- For every datum with and every with , the maximal solution of with is defined on (Extensions, maximal solutions, maximal intervals, and global solutions) and satisfies, for every , where and solves , . Thus is the linear approximation translated back to the original chart.
- Writing for the displacement linear solution of clause 2, the first component is exactly the unique motion of the small-oscillation model at of clause (d) of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium with datum : is on with , and .
No all-time statement, no statement for data violating the smallness condition , and no value of any measured quantity is asserted.
Facts & Assumptions
Given: The metric field , the potential with , the mechanical field , the radius , the translated field , the matrix and a datum with .
Regularity of the mechanical field (The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart): with ; the maps , , , , and are respectively , , , , and under the stated hypotheses, because has entries polynomial in the entries of divided by the nonvanishing continuous function (If is a unit, then , If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative, Euclidean maps and diffeomorphisms); hence and are , so is locally Lipschitz in the state variable (Local Lipschitz continuity in the state variable, locally uniform in time and parameters).
Linearization and equality of derivatives (Linearisation of the mechanical system at an equilibrium: M(q_0) xi'' + D²U(q_0) xi = 0, and the small-oscillation quadratic model clauses 1-2): is totally differentiable at and ; is symmetric (The Hessian of a scalar field is symmetric, The Hessian matrix and critical points of a scalar field). Since is the translation of to the equilibrium, and because is an equilibrium.
Compactness and mean value (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, The mean value inequality: if is continuous and differentiable on with , then , Open ball, closed ball and sphere in a metric space): the closed ball is a compact convex subset of the open domain of ; a continuous real function on it attains its maximum, and a continuous map with on the ball satisfies there.
Fundamental theorem along rays (If is differentiable with integrable then ; and a bounded derivative makes Lipschitz, For and integrable when , ; for , is integrable, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral): for the curve on is with derivative , and
Finite-time linearization bound (Finite-time linearization error bound: quadratic remainder, exponential growth bound and the variation-of-constants estimate with state dimension ): for the open domain of , the constants and the matrix of the statement, the maximal solution of , is defined on whenever , it satisfies there, and for , where solves , ; every initial value problem has a unique maximal solution (Every Picard–Lindelöf initial value problem has one maximal solution on an open interval, Extensions, maximal solutions, maximal intervals, and global solutions).
Model dictionary (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clauses (b), (d)): the small-oscillation model at is the coupled quadratic model with mass metric matrix and stiffness , whose phase system is with the displayed block matrix ; a curve is a motion of it if and only if , with the datum read off .
Proof
Proof technique: direct; prove the quadratic-remainder bounds for the translated mechanical field by compactness and the fundamental theorem along rays, then apply the finite-time linearization theorem and identify the linear solution with the small-oscillation motion.
Clauses 1 and the derivative identity: by [F1] the translated field is on its open domain and locally Lipschitz; and with the displayed block form are [F2].
Quantitative remainder and growth bounds: since is , is , hence continuous on the compact ball ; thus is finite, and is Lipschitz on the convex ball with some finite constant (each entry of has continuous gradient and is Lipschitz on the ball by [F3] with the supremum of that gradient; a finite sum of such bounds bounds ). For , [F4] applied to the curve , whose derivative is , gives hence ; and with [F3] gives . This proves the bounds of clause 1 with .
The finite-time bound: apply [F5] to , the constants , the matrix and the displaced datum of norm . The maximal solution of is defined on and obeys the error bound against . Translating back gives , the physical phase solution through ; has exactly the same translation, so ; this is clause 2.
Identification of the linear solution: by [F2] the matrix is the block matrix ; the displacement linear solution of , therefore satisfies , hence , equivalently , with , ; by [F6] this is exactly the motion of the small-oscillation model with that datum, and it is unique by the model's phase-system uniqueness. This is clause 3.
Clauses 1-3 are proved. The estimate is a finite-time statement under the explicit smallness hypothesis ; the constants exist by compactness and are not asserted to be optimal, and no long-time, stability or empirical conclusion is drawn.
Remarks
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Where the exponential factor comes from. The linearized flow itself may grow exponentially at rate (an unstable equilibrium included), and the nonlinear remainder is controlled by the Lipschitz growth of the solution; the product is the displayed rate . On a fixed horizon this rate is a constant, and the bound is of order in the initial displacement.
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Constant versus asymptotic statements. The theorem fixes a horizon and shrinks the datum; it does not assert that the nonlinear motion stays close to the linear one for all time, nor that a small initial displacement produces a small displacement later. Such all-time statements are separate problems (for the stable case they concern nonlinear stability, for the unstable case nonlinear instability) and are not obtained from this estimate.
The forced coupled quadratic model: modal responses, resonance, and boundedness for positive definite stiffness off resonance
The forced coupled quadratic model M q'' + K q = J(t) with symmetric positive definite mass metric, symmetric non-negative stiffness and a prescribed continuous generalized force: decoupling into independent scalar forced modal equations, the unique motion for every datum given by the modal convolution formulas, and the sinusoidal case J(t)=J_0 cos(Omega t) with the modal steady responses of amplitude |psi_0i|/|lambda_i-Omega^2|, the resonant unbounded motions at Omega^2=lambda_i with nonvanishing modal force component, the zero-mode cases (bounded for Omega>0 and quadratic growth for Omega=0), the reduction of every motion to a particular response plus a free motion, unboundedness of every motion in the resonant cases, and boundedness of every motion for positive definite stiffness away from resonance. The result is a conditional statement about the declared model with a prescribed external generalized force in the modelling status of a drive; it asserts no back-reaction of the source, no measured response, no damping and no empirical claim.
Statement
Use the fixed coordinate, time and energy units and numerical matrix convention of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium. Every displayed matrix identity and phase norm is in those numerical coordinates; physical positions, velocities, modal amplitudes, frequencies and energies are recovered by the stated fixed scale factors. This does not change the set of physical motions.
Adopt the coupled quadratic model of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium with data in which is symmetric positive definite, is symmetric and non-negative, is an interval with nonempty interior and is continuous; let , for and the modal coordinates be the modal data of clause (e) of that definition, and call the modal force. Its physical unit is ; the modal initial velocity has unit and has unit . Every convolution and particular-solution amplitude therefore reconstructs a modal coordinate in unit . Fix and a datum , and write , for the modal data of the motion. Then:
- Unique motion and modal convolution. There is exactly one motion with that datum; it is with
- Sinusoidal or constant generalized force. Suppose and with and , so that with . Then for each index : (a) if and , then solves on , with amplitude ; (b) if and , then solves that equation and is unbounded on when ; (c) if and , then solves and is bounded; if and , then solves and is unbounded on when .
- Reduction, resonance and boundedness. In every case of clause 2 the modal particular functions combine into the particular motion of the model, and every motion of the model on is with a motion of the free model of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium. Consequently: (a) resonance. If some index has and either with , or with , then every motion of the model is unbounded on ; (b) boundedness. If is positive definite and no index with satisfies , then every motion of the model is bounded on . The resonant drive angular frequencies are exactly the values with and , together with when some index with has .
The generalized force is prescribed external data. For this is the sinusoidal-drive formulation of The sinusoidally driven oscillator model: a prescribed external force added to the damped oscillator; for it is the constant-force case allowed by clause (b) of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium, whose is any continuous prescribed generalized force. In both cases the source is not modelled dynamically, and no back-reaction, damping, measured response or empirical value is asserted.
Facts & Assumptions
Given: The data of the statement, the modal data and modal coordinates , the modal force , the time , the datum and, in clauses 2 and 3, with .
Forced modal decoupling and convolution (Forced quadratic system : decoupled forced modes and the convolution solution clauses 1-3): solves on if and only if solves for all with ; the unique scalar solution with data at is the displayed homogeneous solution plus the convolution integrals with kernel for and for ; and consequently for every datum there is exactly one solution of the forced system with that datum.
Sinusoidal scalar response (Sinusoidal forcing: the steady response, its amplitude and phase, and resonance at clauses 1-2): for , , and forcing , if then is a solution of amplitude , and if then is a solution, unbounded on for .
Prescribed generalized force (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clause (b)): is a continuous force prescribed as model data. When , the cosine term has the restricted sinusoidal-drive status of The sinusoidally driven oscillator model: a prescribed external force added to the damped oscillator clause (ii); when , it is the constant-force specialization of the general data, not an application of that postulate's positive-frequency convention. In either case it depends on time alone and has no modelled back-reaction. The scalar equation with , , is the oscillator model of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data.
Free motion classification (The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction clauses 2 and 5): the motions of the free model with symmetric positive definite and symmetric non-negative are exactly the modal superpositions with oscillatory and affine; if is positive definite every free motion is bounded on , and an affine component with nonzero slope is unbounded on .
Calculus and linear algebra (The derivatives of sine and cosine are cosine and minus sine, Sums, scalar multiples, products and quotients: , , , and when , The chain rule for total derivatives: , The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, Rectangular matrix multiplication and the identity matrix , including zero-sized shapes, The Euclidean inner product on , Linear map between vector spaces over the same field, Euclidean maps and diffeomorphisms): sine and cosine are differentiated by , ; sums and products are differentiated by the algebra and chain rules; the map and its inverse are linear bijections, so each is a finite linear combination of components with fixed coefficients and boundedness of is equivalent to boundedness of its modal coordinate , and boundedness of is equivalent to boundedness of , and by linearity.
Proof
Clause 1 is the instantiation of [F1] at the data of the statement: the hypotheses are symmetric positive definite, symmetric non-negative, an interval with nonempty interior and continuous, so the unique motion with the datum is with the displayed scalar solutions and .
Sinusoidal modal force: for linearity of the map gives .
Scalar particular solutions: for and , [F2] applies with and and supplies the solution of amplitude , which is (a); for and , [F2] supplies and its unboundedness, which is (b); for direct differentiation by [F5] gives when and when , with the stated boundedness and unboundedness; this is (c).
Reduction: let be a motion of the forced model; the particular functions of step 2.1 for all indices combine into with solving , and is a motion by [F1]; since the system is linear, the difference solves the free system , hence is a free motion, and by [F4] its modal coordinates are the oscillatory or affine families of The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction clause 2.
Resonance: suppose some index has and is resonant in the sense of clause 3(a). If and , then the -th modal coordinate of every motion is, by steps 3.1 and 1.1, the sum of the unbounded particular function of step 2.1(b) and a bounded homogeneous oscillatory function, hence is unbounded on ; if and , it is the sum of the quadratic particular function and an affine homogeneous function, hence also unbounded. Since the bijection with fixed coefficients preserves unboundedness by [F5], every motion of the model is unbounded; this is clause 3(a).
Boundedness: suppose is positive definite, so every by The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction clause 5, and no index with has . For every nonresonant index use the bounded particular function of step 2.1(a); if , the hypothesis gives and the particular function of step 2.1(b) is identically zero and the homogeneous functions of step 3.1 are bounded oscillations by [F4]; hence every modal coordinate and its derivative are bounded on , and by the fixed-coefficient bijection of [F5] every motion is bounded; this is clause 3(b). The list of resonant frequencies in clause 3 is the direct reading of the cases of step 2.1.
Clauses 1-3 are proved. The generalized force is prescribed external data in the modelling status of [F3]: the model has no back-reaction, no damping, and the resonance statement is a property of the declared undamped forced model, not a measured response.
Remarks
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Degenerate resonance. If a modal stiffness is degenerate, the modal force components depend on the choice of diagonalization, but whether the drive resonates with the corresponding pure- family does not: by clause 4 of The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction the family is the intrinsic subspace , and the resonance condition is that the mass-metric projection of onto be nonzero, a basis-independent statement.
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Why the zero mode is special. A zero modal stiffness means the potential of the quadratic model has a flat direction to second order; a constant generalized force component along such a direction produces quadratic growth in time, the degenerate analogue of resonance, and no oscillation at all is present in that direction.
Averaging for a weakly damped oscillator: the rotating-frame amplitude, the averaged exponential energy decay and the order- bound on the time scale
The strictly damped one-dimensional oscillator model m x'' + epsilon gamma x' + k x = 0 with m>0, k>0, small parameter epsilon>0 and fixed gamma>0: the exact rotating-frame amplitude zeta(t) = (omega_0 x + i x') exp(i omega_0 t)/sqrt(2 omega_0) and its slow equation zeta' = epsilon F(t,zeta) with F smooth and periodic in time, the averaged equation zeta' = -(epsilon gamma/(2m)) zeta with the exponential averaged solution, the order-epsilon averaging estimate on the O(1/epsilon) time scale under the stated smallness, trapping and constant hypotheses, and the resulting exponential energy-decay estimate |E(t) - E_0 exp(-epsilon gamma t/m)| <= m omega_0 epsilon K (2|zeta_0|+epsilon K). The result is a conditional finite-time statement about the declared damped model; the averaged system is a different model compared with the exact one, no exact energy decay law is asserted, no measured decay rate or quality factor is reported and no empirical claim is made.
Statement
Adopt the strictly damped oscillator model of The damped oscillator model: a harmonic restoring force with a phenomenological linear drag , with fixed data , and drag coefficient , where and are given; its equation is
Put and identify with . For , write , where is the inverse of the real exponential as defined in The natural logarithm as the inverse of the exponential function. For a motion define the rotating-frame amplitude
and define by
Here is dimensionless, , and . Fix a positive amplitude unit of this dimension and a time unit . Complex norms and balls mean the Euclidean norm of the real/imaginary coefficients in this common amplitude unit. In clause 3, have the amplitude dimension, has amplitude per time, has inverse-time dimension, is dimensionless and have time dimension. Thus , and the logarithm's ratio are dimensionless, is a physical time and both terms of every energy inequality have energy units. The cited mathematical averaging theorem is applied to the numerical equation for as a function of ; rescaling back gives exactly the constants and inequalities displayed here: the numerical constants are , , , , , and .
Then:
- Global motions and the slow system. Every datum has exactly one maximal motion, and it is defined on all of . The map is a bijection from the motions of the model onto the solutions of the first-order system , with inverse .
- Averaging data. is of class on , is -periodic in with , and its average in the sense of Periodic averaging data: the average field, the oscillatory part and the periodic deviation is ; the averaged system is , with the global solution for the datum .
- Order- estimate on the time scale. Let with , let be real numbers and put for a parameter . Suppose and suppose the averaged solution satisfies for every ; this holds whenever and . Then the solution of with exists on and satisfies
- Energy reading. For every motion the mechanical energy satisfies so with the estimate of clause 3 gives
The averaged system is a different model from the exact one, and the statements are conditional on the displayed smallness and trapping hypotheses; no exact decay law, no measured decay rate, and no empirical claim is asserted.
Facts & Assumptions
Given: The model data , the frequency , the amplitude map , the field , the constants , and a motion of the model.
Model and global linear theory (The damped oscillator model: a harmonic restoring force with a phenomenological linear drag , , The damped driven oscillator model: second-order equation, phase-plane system and characteristic data, Variation of constants for via the matrix exponential): the phase system of the model is with , a constant real matrix; for every datum the curve solves it on all of , any differentiable solution with that datum agrees with it on its interval, and a curve is a motion if and only if its phase curve solves the system (Extensions, maximal solutions, maximal intervals, and global solutions).
Complex exponential and trigonometric calculus (The complex exponential is entire and its complex derivative is itself, , , and , Real and imaginary parts, complex conjugation, and modulus, The derivatives of sine and cosine are cosine and minus sine, Sums, scalar multiples, products and quotients: , , , and when , The chain rule for total derivatives: , The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral): for real , and ; sine and cosine are differentiated by , ; sums, products and composites of differentiable curves are differentiated by the algebra and chain rules; and are linear and commute with differentiation, and .
Primitives and one-period averages (Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive , The derivatives of sine and cosine are cosine and minus sine, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral): on the functions , and are primitives of , and ; hence with the one-period averages of and are and that of is .
Averaging theorem (Averaging for fast periodic oscillations: order- agreement on the time scale and Periodic averaging data: the average field, the oscillatory part and the periodic deviation) with state space : for a continuous field with continuous partial derivatives in the state, -periodic in , satisfying and for (Open ball, closed ball and sphere in a metric space, The operator norm as the least bound and as the unit-sphere or unit-ball supremum), and for a solution of with that lies in on , the hypothesis with , , , implies that the solution of , exists on and satisfies there.
Elementary analysis (The Euclidean inner product on , Vector-valued functions , their limits and continuity, with the dictionary to the metric notions, Euclidean maps and diffeomorphisms, Intervals of : the nine order-convex forms, nondegeneracy, and length): the Euclidean norm on satisfies and the reverse triangle inequality; the map of the statement is smooth because it is real-linear in with smooth coefficients; and a real-linear map of the form has operator norm at most .
Logarithm and exponential order: is the natural logarithm of The natural logarithm as the inverse of the exponential function, the inverse of on . Since is strictly increasing (The exponential function is strictly increasing) and (The exponential is positive and satisfies ), for the condition is equivalent to
Proof
Identification of the slow system. Let be a motion and put , so that and by [F2]. From of the model, so differentiating with the product and chain rules of [F2] gives . Conversely, if solves and , then , so satisfies and , that is, is a motion with the stated inverse formula. The two constructions are inverse to each other because and are recovered from and is recovered from .
Smoothness, periodicity and average. is smooth on because is real-linear and the coefficients and are smooth; it is -periodic with because and , . Expanding the product, so by [F3] the one-period average of the first bracket is and that of the second is , giving . The averaged system is linear with constant coefficient and has the displayed global exponential solution. This is clause 2.
Bounds on the ball. For one has , so The state derivative is , whose modulus is at most by the same inequality, so by [F5].
Existence and uniqueness. By [F1] every datum has exactly one maximal motion and it is defined on all of ; by step 1.1 its amplitude solves the slow system on with the datum , and distinct motions have distinct amplitudes. Conversely a solution of the slow system on produces a motion by step 1.1; this proves the bijection of clause 1.
Averaged trajectory and the estimate. The averaged solution is , and its distance from is . Thus the trajectory stays in the required ball exactly when the endpoint displacement is at most ; [F6] gives the equivalent logarithmic sufficient condition in clause 3. Apply the numerical rescaling specified in the Statement; write its numerical variables and constants without hats in this argument. The exact amplitude is already global by step 2.1. For , periodicity and the vanishing one-period integral give , and on : reduce modulo and integrate the bounds , on the remaining interval. Smoothness of justifies differentiating this primitive in . Before the first exit of the global exact amplitude from this ball, put and . The chain rule gives , with , hence . Put and , and . Then , , and ; integration gives . Thus on before any exit, . At a first exit time in this horizon, continuity would imply , a contradiction. There is no finite-existence-endpoint issue because the exact curve is global. The estimate therefore holds over the whole horizon; undoing the explicitly stated time/amplitude rescaling gives clause 3 with its physical units.
Energy identity and estimate. With one has by [F2], hence For , , because ; multiplying by and using gives the displayed energy estimate; this is clause 4.
Clauses 1-4 are proved. The averaged equation defines a different model from the exact one; the estimate is finite-time, of order in the amplitude, and holds only on the stated horizon under the smallness and trapping hypotheses; no exact decay law and no empirical qualification is asserted.
Remarks
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Why the time scale is . The averaged amplitude decays at the rate , so on the horizon the averaged energy falls by the definite factor of order one: genuinely long times compared with the oscillation period , which is where weak damping acts. The estimate does not continue to hold for without new hypotheses.
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The averaged system is not the exact system. The theorem compares two explicitly specified initial value problems and bounds their difference by ; it does not identify them. The exact model is linear with a known closed-form solution whose action decreases monotonically with an oscillatory component, whereas the averaged action decreases exactly exponentially; the comparison is a controlled approximation, not an exact conservation law.
Scope of the coupled quadratic model: zero modes, degenerate eigenspaces, unstable quadratic directions and the limits of the approximation statements
Scope and cautionary reading of the coupled quadratic model of this page: the meaning of a zero modal stiffness (an affine, non-oscillatory free direction, with quadratic-in-time growth under a constant force component), the intrinsic status of degenerate eigenspaces and the non-intrinsic status of individual mode vectors, the exponential directions of an indefinite stiffness and the conditional nonlinear instability of a hyperbolic equilibrium, and the limits of the page's approximation statements (the quadratic model is exact only for quadratic data, the linearization error bound is finite-time and small-data, and the averaging estimate holds on the O(1/epsilon) time scale under explicit smallness and trapping hypotheses). The item records no measurement, asserts no empirical applicability of any model, and makes no stability claim beyond the explicitly cited conditional conclusions.
Zero modes
Modal matrices, coefficients and phase norms use the fixed-unit numerical convention of The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium. Configuration, velocity, modal amplitude, modal force and energy units are restored with its explicit scales. The finite-time error bound is in normalized phase coordinates, while the averaging radii and error constant have the rotating-amplitude unit and its horizon parameter has time units.
A zero mode of a coupled quadratic model is an index with modal stiffness (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clause (e)); the multiplicity of the value is , and it counts the independent directions in which the quadratic model exerts no restoring force. By clause 2 of The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction the free motion in such a direction is affine, , not oscillatory; for it is unbounded on . The classical instance is the translation mode of a chain or molecule: the linearisation of a translation-invariant model at a non-isolated minimum has a flat second-order direction, and the "mode" of zero frequency is the uniform motion of the whole system rather than a vibration. A constant generalized force component along a zero mode produces quadratic growth in time by clause 2(c) of The forced coupled quadratic model: modal responses, resonance, and boundedness for positive definite stiffness off resonance, the degenerate analogue of resonance; the model has no bounded steady response in that direction. Zero modes are therefore excluded whenever a statement about oscillations alone is intended: at a strict local minimum the stiffness is positive semidefinite and can be nontrivial even at an isolated strict minimum, as at shows; the Lyapunov stability of Small oscillations at a strict minimum: the linearized model, its normal modes and the Lyapunov stability of the nonlinear equilibrium remains valid in that case because it does not use positivity of the stiffness.
Degenerate modal stiffnesses
If a modal stiffness has multiplicity , the individual eigenvectors and hence the individual modal vectors of a chosen diagonalisation are not intrinsic: every orthonormal basis of the eigenspace gives an equally valid decoupling. What is intrinsic is the subspace and its pure- family of motions, exactly as clause 4 of The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction records: the pure- motions are the solutions of with values in , a family with parameters, and for all of them oscillate with the single frequency . A statement about "the -th mode" must therefore be read as a statement about a chosen basis vector, while the frequency, the subspace and the multi-parameter family are the basis-independent objects. Resonance of a degenerate family with a prescribed sinusoidal force is likewise basis-independent: it occurs when and the modal force has a nonzero component in the corresponding modal eigenspace (equivalently, the mass-metric projection of onto is nonzero) (clause 2 and the remarks of The forced coupled quadratic model: modal responses, resonance, and boundedness for positive definite stiffness off resonance).
Unstable quadratic directions
An unstable (exponential) direction is an index with (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clause (e)). Its free motion is the hyperbolic family with , which has an exponentially growing component as when ; a nonzero family with decays at , although growing families exist in this direction, and clause 6 of The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction proves accordingly that the rest point of the free quadratic model is not Lyapunov stable (Equilibria, Lyapunov stability and asymptotic stability of an autonomous first-order system). For a mechanical system in a chart at a critical point of the potential that is not a minimum — for instance a symmetric saddle or a strict maximum — the stiffness may have negative eigenvalues (The Hessian matrix and critical points of a scalar field), and the corresponding exponential directions of the linearised model exhibit the local saddle behaviour. The linear calculation by itself certifies nothing about the nonlinear system: the nonlinear instability of follows from A hyperbolic equilibrium whose linearisation has an eigenvalue with positive real part is unstable only when the derivative of the mechanical field (The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart) is hyperbolic — no eigenvalue on the imaginary axis, in particular no zero mode — and has an eigenvalue with positive real part. When a zero mode or an imaginary eigenvalue is present, the linearisation is not hyperbolic and the cited theorem does not cover that case. This is a limitation of that local supplier, not a claim that nonlinear terms can overturn the instability associated with a positive-real eigenvalue of a field; the more general linearisation-instability argument is not supplied here. Applicability of any such model instability to a physical system additionally requires its declared model and empirical conditions; no observation is asserted by this item.
Limits of the approximation statements
Three separate qualifications belong to the results of this page.
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The quadratic model is exact only for quadratic data. The model is a declared model class; it coincides with a mechanical chart system only when the kinetic metric is constant and the potential is quadratic. The small-oscillation model at an equilibrium is a first-order Taylor model, and Small oscillations at a strict minimum: the linearized model, its normal modes and the Lyapunov stability of the nonlinear equilibrium identifies it with the derivative linearization without asserting that it approximates the nonlinear motion.
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The linearization error bound is finite-time and small-data. The estimate of Finite-time error control for the small-oscillation approximation: the quadratic remainder of the mechanical field and the variation-of-constants bound, on under , controls the discrepancy of the nonlinear and linear motions only for the stated horizon, datum size and regularity; the exponential factor grows with , and no all-time closeness, stability or instability conclusion follows from it.
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The averaging estimate is a comparison, not an identity. The order- bound of Averaging for a weakly damped oscillator: the rotating-frame amplitude, the averaged exponential energy decay and the order- bound on the time scale holds on the horizon under the displayed smallness, trapping and constant hypotheses, and compares the exact weakly damped model with a different, averaged model; it is not an exact decay law of the damped oscillator, and its constants depend on the chosen ball and horizon.
Beyond the mathematical qualifications, the parameters of the models of this page — masses, stiffnesses, damping coefficients, drive amplitudes and frequencies — are model data. A value of such a parameter taken from a calibration experiment is an empirical premise carrying the apparatus conditions and the measurement uncertainty, and no claim of this page identifies a model frequency with an observed spectral line without a specified measurement model, which is not supplied here.
5 · Examples, experiments and counterexamples
None yet.
Sources
- K. K. Likharev, Essential Graduate Physics, Part CM: Classical Mechanics (title page last edited September 1, 2026), Chapter 6, Sections 6.1-6.2, Eqs. (6.1)-(6.21), chapter pages 1-6 (PDF pages 125-130): coupled oscillators, the eigenproblem of a chain of masses, normal modes and the anticrossing of mode frequencies
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 2.6, Eqs. (2.113)-(2.129), printed pages 38-45 (PDF pages 44-51): equilibria, linearization about an equilibrium, the quadratic matrices T_ij and V_ij of a Lagrangian system and the reality of the generalised eigenvalues
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 3, Sections 3.1-3.2, printed pages 52-59 (PDF pages 55-62): the quadratic natural Lagrangian, the generalized symmetric eigenproblem and the decoupled normal modes
- K. K. Likharev, Essential Graduate Physics, Part CM: Classical Mechanics (title page last edited September 1, 2026), Chapter 6, Sections 6.1-6.2, Eqs. (6.1)-(6.21), chapter pages 1-6 (PDF pages 125-130): coupled oscillators, the normal-mode eigenproblem and the anticrossing of modes
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 2.6, Eqs. (2.123)-(2.129), printed pages 39-41 (PDF pages 45-47): normal modes, the two possibilities lambda^2 < 0 and lambda^2 > 0, the general solution and the reality of the eigenvalues
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 3, Sections 3.1-3.2, printed pages 52-59 (PDF pages 55-62): the generalized symmetric eigenproblem and the decoupled normal modes
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 2.6, Eqs. (2.113)-(2.129), printed pages 38-41 (PDF pages 44-47): expansion about an equilibrium, the quadratic matrices and the stability reading of the normal modes
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 3, Sections 3.1-3.2, printed pages 52-59 (PDF pages 55-62): the quadratic natural Lagrangian about a minimum and the generalized symmetric eigenproblem
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Section 6.7, Theorem 6.16: a fixed point of Newton's equation is stable if the potential has a local minimum there
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Section 2.4, Theorem 2.10 and Section 6.2: smooth dependence, the first variational equation and the linearization estimates, printed pages 45-48 and 190-197
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 7, Section 7.1.3, printed pages 147-148 (PDF pages 150-151): the linearised oscillator and the limits of linear reasoning
- K. K. Likharev, Essential Graduate Physics, Part CM: Classical Mechanics (title page last edited September 1, 2026), Chapter 3, Section 3.2, Eqs. (3.8)-(3.23), chapter pages 2-8 (PDF pages 34-40): the Taylor expansion of the potential about a fixed point and the linearised equation, with the warning that a nondegenerate minimum does not by itself prove nonlinear stability
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 2.6, printed pages 40-45 (PDF pages 46-51): normal modes and the comparison of mode frequencies in the double pendulum and triatomic examples, with the drive-free mode equations
- K. K. Likharev, Essential Graduate Physics, Part CM: Classical Mechanics (title page last edited September 1, 2026), Chapter 6, Sections 6.1-6.2, Eqs. (6.1)-(6.21), chapter pages 1-6 (PDF pages 125-130): coupled oscillators, the normal-mode eigenproblem and the response of the modes to a periodic drive
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 3, Sections 3.1-3.2, printed pages 52-59 (PDF pages 55-62): the quadratic natural Lagrangian and the decoupled generalized eigenproblem
- K. K. Likharev, Essential Graduate Physics, Part CM: Classical Mechanics (title page last edited September 1, 2026), Chapter 5, Section 5.3, Eqs. (5.47)-(5.57), chapter pages 8-14 (PDF pages 95-101): weakly nonlinear perturbation, secular terms and the reduced (averaged) equations obtained by time averaging over one period
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 5, Sections 5.2-5.3, Eqs. (5.22)-(5.28), printed pages 95-98 (PDF pages 98-101): splitting a first-order perturbation into periodic and secular parts and averaging over one period
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 4.6, Eqs. (4.148)-(4.158), printed pages 113-115 (PDF pages 119-121): the averaged statement for a slowly varying oscillator and the author's note that a rigorous proof is deferred
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 2.6, Eqs. (2.113)-(2.138), printed pages 38-45 (PDF pages 44-51): the two possibilities for each modal eigenvalue, the linear instability of a positive eigenvalue, and the triatomic molecule's translation mode of zero frequency that is explicitly not an oscillation
- K. K. Likharev, Essential Graduate Physics, Part CM: Classical Mechanics (title page last edited September 1, 2026), Chapter 6, Sections 6.1-6.2, chapter pages 1-6 (PDF pages 125-130): coupled oscillators and the warning that a normal-mode conclusion requires positive mass and stiffness and no zero modes
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014 course text), Chapter 3, Sections 3.1-3.2, printed pages 52-59 (PDF pages 55-62): zero modes and degenerate eigenspaces needing careful treatment in the generalized eigenproblem