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Coupled oscillations and approximation

1 · Prerequisites

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 M, a constant symmetric stiffness K and an optional prescribed generalized force J(t) in the equation Mq′′+Kq=J(t), 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 q0 of a chart mechanical system, whose mass metric is M(q0) and whose stiffness is the potential Hessian D2U(q0). 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 M and symmetric K, every datum has exactly one motion and it is defined on all of R; every motion is a superposition of the oscillatory, affine and exponential scalar families of the decoupling transform, with the mode frequencies ωi=λi for positive modal stiffnesses; the mechanical energy is conserved and splits into constant mode energies; a degenerate modal stiffness produces an intrinsic pure-λ family, the solutions of q′′+λq=0 with values in the subspace Nλ=ker⁡(K−λM), 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 C3 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 ∥z(t)−y(t)∥2≤Cδ2te(∥A∥+2L)t on [0,T] under the smallness condition δeLT<r0: 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-ε bound on the O(1/ε) time scale controls the weakly damped oscillator mx′′+εγx′+kx=0 through its exact rotating-frame amplitude ζ of unit m s−1/2, with amplitude-unit radii and a time-unit horizon parameter, whose motion solves a periodic slow system with average −γζ/(2m); on the O(1/ε) 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 εK, and hence bounds the deviation of the mechanical energy from E0e−εγt/m.

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 ∣ψ0,i∣/∣λi−Ω2∣ away from resonance, the resonant modes at Ω2=λi with nonvanishing modal force component grow without bound, the zero-mode drive at Ω=0 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

DefinitionDefinition: AI-adaptedProof: Not applicableOpen item page →

The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium

Physical scope

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 n≥1, the number of degrees of freedom; a mass metric matrix M∈Mn(R), symmetric and positive definite, that is M=MT and vTMv>0 for every nonzero v∈Rn (Rectangular matrix multiplication and the identity matrix In, including zero-sized shapes, The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn); a stiffness matrix K∈Mn(R), symmetric, K=KT; and an interval I0⊆R with nonempty interior (Intervals of R: the nine order-convex forms, nondegeneracy, and length) together with a continuous generalized force J:I0→Rn (Vector-valued functions f:A→Rm, their limits and continuity, with the dictionary to the metric notions). When no force or time interval is prescribed, take I0:=R and J(t):=0 for every t∈R; in particular this is the convention for the small-oscillation model in clause (d). The coordinates q1,…,qn of Rn are read in the chart in which the model is declared and carry declared dimensions γ1,…,γn 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

[Mij]=μℓ2γi−1γj−1,[Kij]=μℓ2γi−1γj−1τ−2,[Ji]=μℓ2τ−2γi−1,

so that 12vTMv, 12qTKq and the pairing J⋅δq of the generalized force with a coordinate variation all have the energy dimension μℓ2τ−2; if the coordinate qi is length-valued, γi=ℓ, the entry Ji has the force dimension μℓτ−2. 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 M and K are model parameters, not measured quantities.

Fixed-unit numerical convention. Choose a positive coordinate unit si of dimension γi for each direction, a time unit t∗>0 and an energy unit e∗>0, 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 Qi, Mij, Kij and Ji denote the dimensional data, the symbols in the algebra are qi=Qi/si,t=tphys/t∗,Mij=Mijsisj/(e∗t∗2),Kij=Kijsisj/e∗,Ji=Jisi/e∗. Then Mq′′+Kq=J is exactly the physical equation in these coefficients, Qi=siqi, Q˙i=(si/t∗)qi′, and the physical energy is e∗E. This is an invertible choice of units, imposing no restriction on the dimensions γi. For a variable metric and potential the same convention means U(q)=Uphys(s1q1,…,snqn)/e∗ and Mij(q)=Mij(s1q1,…,snqn)sisj/(e∗t∗2). 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, Cr for r=1,2 means that the first r 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 Ck Euclidean maps and diffeomorphisms. The equation of the model with data (M,K,J) is

M q′′(t)+K q(t)=J(t)(t∈I0).

A motion of the model is a curve q:J→Rn of class C2 on an interval J⊆I0 with nonempty interior (Intervals of R: the nine order-convex forms, nondegeneracy, and length) satisfying the equation for every t∈J. A datum at t0∈I0 is a pair (q0,v0)∈Rn×Rn. The phase system of the model is the first-order linear system z′=Az+b(t) on I0×R2n with z=(q,v) and

A=(0In−M−1K0),b(t)=(0M−1J(t)),

where M−1 is the inverse of M. By the product rule and invertibility of M, a C1 curve t↦(q(t),v(t)) solves the phase system if and only if q is a motion of the model and v=q′. The model is free when J≡0 and forced, with generalized force J, otherwise; the read of J 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

T(v):=12 vTMv,UK(q):=12 qTKq,E(q,v):=T(v)+UK(q),

whose physical readings are e∗ times the displayed numerical quantities, all of energy dimension. UK is defined for every symmetric K; the name records that K is the matrix through which the model enters, and when K is indefinite UK 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 v↦vTMv 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 C2 field q↦Gkin(q) of symmetric positive definite matrices on an open set Ω⊆Rn and a C2 potential U:Ω→R (The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart), and let q0∈Ω be a mechanical equilibrium, ∇U(q0)=0. Its small-oscillation model at q0 is the coupled quadratic model with degrees of freedom n, mass metric matrix M:=Gkin(q0), stiffness matrix K0:=D2U(q0) — the Hessian of the potential (The Hessian matrix and critical points of a scalar field, symmetric by The Hessian of a C2 scalar field is symmetric) — and zero generalized force, read in the displacement coordinates ξ:=q−q0. 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 Gkin(q0)=DX(q0)TM DX(q0) is the value at q0 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, M1/2 and its inverse M−1/2 exist and are symmetric positive definite. For every symmetric K, without a sign restriction, S:=M−1/2KM−1/2 is symmetric, since ST=M−1/2KTM−1/2=S. The Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis therefore supplies an orthogonal O and real diagonal Λ=diag⁡(λ1,…,λn) with S=OΛOT. This construction includes negative eigenvalues; the restricted non-negative-K result Decoupling of the constant-coefficient quadratic system Mq′′+Kq=0 into normal modes, with the zero-mode and energy identities is used only in that restricted case. Define modal coordinates z:=OTM1/2q and modal vectors ui:=M−1/2Oei, the columns of the inverse transform q=M−1/2Oz. The modal stiffnesses are the real numbers λi. Direct multiplication gives Kui=λiMui and uiTMuj=δij. 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 Z3 to D1/2:=(12Z)3, with the same componentwise addition and negation for products and inverses. The inclusion Z3↪D1/2 preserves every earlier dimension assignment. For d=(a,b,c)∈D1/2 write its reference unit as ud:=masbkgc; a quantity of dimension d is a real multiple xud, and unit multiplication is udud′=ud+d′. 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 X=xud with x>0 and d∈Z3, define X:=x ud/2, using the positive real square root; this construction has dimension d/2 and square X. Only integer-dimensional positive quantities are square-rooted by this convention.

In physical units put a∗:=e∗ t∗, of dimension μ1/2ℓ and SI unit kg1/2m. A modal coordinate has unit a∗; the j-th component of a mass-normalized modal vector has unit sj/a∗, and the physical coordinate is the sum of the physical modal-vector components times their modal amplitudes. The matrix entries of O and its orthonormal eigenvectors are dimensionless numerical coefficients. The physical modal stiffness is λi/t∗2; an oscillatory or hyperbolic coefficient has unit a∗, while the slope coefficient in a zero-mode family ai+bit has unit a∗/t∗. The physical frequency is λi/t∗ when λi>0.

An index is oscillatory when λi>0, with numerical frequency ωi:=λi; it is a zero mode when λi=0, and an unstable (exponential) direction when λi<0. Distinct indices are degenerate when their stiffnesses agree. For real λ define the modal eigenspace Eλ:=ker⁡(K−λM). Its dimension is the multiplicity of λ, because q↦M1/2q bijects it with the λ-eigenspace of S. The model is oscillatory when K is non-negative. Indeed xTSx=(M−1/2x)TK(M−1/2x), so K≥0 exactly when every λi≥0; positive definiteness likewise corresponds to all λi>0. The zero-mode multiplicity is dim⁡ker⁡K. 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 (M,K,J) or the mechanical data (Gkin,U,q0) it uses, and the one-dimensional instance is recorded in the remarks.

Remarks

  • The one-dimensional instance. For n=1 the data are M=m>0, K=k∈R and J=f, and the equation is m x′′+k x=f(t), which is exactly the forced scalar model m x′′+0⋅x′+k x=f of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data with c=0. 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, γ1=ℓ, read in a fixed inertial frame, take configuration domain Q=R, and restrict to an open time interval. Reconstructing dimensional data from clause (a), the scalar M is then a mass in kilograms, K a stiffness in newtons per metre, and J a force in newtons; the numerical SI coefficients correspond to that definition's (m,0,k,f). In particular this includes k>0 and constant, vanishing or sinusoidal force. With this same length-coordinate identification, at a scalar strict minimum the small-oscillation stiffness is U′′(x∗)≥0; the free model is the harmonic model of The harmonic (linear restoring) model: a declared linear force law with parameter k>0 when U′′(x∗)>0, and the free zero-stiffness model when U′′(x∗)=0. For an angular coordinate the dimensional M and J 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 U(x)=x4); the accuracy of that approximation in time and amplitude is not part of the present item.

  • Why "mass metric" and not "mass matrix". The matrix M 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 Gkin=M is the constant mass operator of Configuration domain of N 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 M are not masses in kilograms; only the pairing vTMv and the products with coordinate variations have the stated invariant dimensions.

  • The dimension of the generalized force. A generalized force is defined by its pairing with coordinate variations, J⋅δq, which must carry the energy dimension; hence its entries carry energy per unit coordinate, μℓ2τ−2γi−1 as recorded in clause (a). For a length-valued coordinate this is the force dimension μℓτ−2, while for a dimensionless angle coordinate it is the torque dimension μℓ2τ−2. 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.

  • 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 f0cos⁡(Ωt) 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.

Physics theoremStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

The free coupled quadratic model: global existence, the complete modal classification, mode energies, intrinsic degenerate mode subspaces, boundedness and the unstable direction

Physical scope

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 u, define the hyperbolic functions by cosh⁡u:=(eu+e−u)/2 and sinh⁡u:=(eu−e−u)/2.

Global-time, growth and boundedness claims below refer to the unique maximal extension of the autonomous free equation on R; local motions remain its restrictions. Values at 0 in coefficient formulas are evaluated on that extension when the original interval omits 0.

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 (M,K,J) in which J≡0, M is symmetric positive definite and K is symmetric, with modal data M1/2, M−1/2, O, Λ=diag⁡(λ1,…,λn), modal coordinates z=OTM1/2q and mode frequencies ωi=λi for λi>0. Write κi:=−λi for λi<0. Then:

  1. Existence and uniqueness on the whole line. For every t0∈R and every datum (q0,v0)∈R2n there is exactly one motion q:R→Rn with q(t0)=q0 and q′(t0)=v0; it is the unique maximal motion through that datum.
  2. Complete modal classification. A curve q:J→Rn of class C2 on an interval J⊆R with nonempty interior is a motion of the free model if and only if its modal coordinates satisfy

zi(t)=aicos⁡(ωit)+bisin⁡(ωit) (λi>0),zi(t)=ai+bit (λi=0),zi(t)=aicosh⁡(κit)+bisinh⁡(κit) (λi<0)

for real numbers ai,bi; the coefficients are unique and are determined by the datum of the unique maximal extension through ai=zi(0), bi=zi′(0)/ωi for λi>0, bi=zi′(0) for λi=0 and bi=zi′(0)/κi for λi<0. 3. Energy and mode energies. Along every motion the mechanical energy is constant, and with Ei:=12(zi′2+λizi2) one has E(q,q′)=∑i=1nEi and every Ei is constant; for the families of clause 2,

Ei=12ωi2(ai2+bi2) (λi>0),Ei=12bi2 (λi=0),Ei=12κi2(bi2−ai2) (λi<0).

  1. Degenerate families are intrinsic. Let λ be a modal stiffness, let EλS:={u∈Rn:M−1/2KM−1/2u=λu} and let Nλ:=M−1/2EλS, a subspace of dimension equal to the multiplicity of λ. A motion q satisfies zi≡0 for every index i with λi≠λ if and only if q is a C2 curve with q(t)∈Nλ for all t in its interval and q′′+λq=0. Consequently the family of such pure-λ motions is independent of the choice of diagonalization O: for λ>0 it consists exactly of q(t)=cos⁡(ωt)q0+ω−1sin⁡(ωt)q1 with q0,q1∈Nλ and ω=λ, for λ=0 of q(t)=q0+tq1 with q0,q1∈Nλ, and for λ<0 of q(t)=cosh⁡(κt)q0+κ−1sinh⁡(κt)q1 with κ=−λ. These formulas on a local interval are restrictions of their unique maximal extensions; q0,q1 are the position and velocity of that extension at time 0, even if the local interval omits 0. The individual modal vectors ui are not intrinsic when the multiplicity exceeds one.
  2. Boundedness. If K is positive definite then every motion is bounded on R. If K is non-negative and some λi=0, then a motion with zi′≡bi≠0 on a zero mode is unbounded on [0,∞): the zero mode is affine, not oscillatory.
  3. Unstable direction. If K is not non-negative, then (0,0) 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 ε0>0 such that for every δ>0 there are data with ∥(q0,v0)∥2<δ whose motion reaches ∥(q(t),q′(t))∥2=ε0 at some time t>0.

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 (M,K,0) of the statement, the modal data M1/2,M−1/2,O,Λ, the modal coordinates z=OTM1/2q, and a curve q:J→Rn as in clause 2.

[F1]

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): M1/2,M−1/2 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 S=M−1/2KM−1/2 admits S=OΛOT by Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis, without assuming K≥0. With q=M−1/2Oz, direct differentiation and multiplication give Mq′′+Kq=M1/2O(z′′+Λz), q′TMq′=∣z′∣22 and qTKq=∑iλizi2. Thus the modal equivalence and energy identities hold for every symmetric K on every interval; the non-negative-K theorem Decoupling of the constant-coefficient quadratic system Mq′′+Kq=0 into normal modes, with the zero-mode and energy identities is not invoked for indefinite K.

[F2]

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 zi′′+λizi=0 on an interval with nonempty interior are exactly acos⁡(ωit)+bsin⁡(ωit) when λi>0 (the case m=1, c=0, k=λi of the classification, with ωi=λi), exactly a+bt when λi=0, and, writing κi=−λi, exactly acosh⁡(κit)+bsinh⁡(κit) when λi<0 (the case k<0, c=0 of the repulsive classification, with e±κit=cosh⁡(κit)±sinh⁡(κit)); in each case the pair (a,b) ranges over R2 bijectively, with a=zi(0) evaluated on the unique global extension and b=zi′(0)/ωi, b=zi′(0), b=zi′(0)/κi respectively.

[F3]

Global linear existence and uniqueness (Variation of constants for z′=Az+b(t) via the matrix exponential): for the constant matrix A 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 z0, the curve z(t)=E(t−t0)z0 solves z′=Az on all of R with z(t0)=z0, and any differentiable solution of that system on an interval containing t0 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).

[F4]

Lyapunov stability (Equilibria, Lyapunov stability and asymptotic stability of an autonomous first-order system): for the autonomous field F(z)=Az of the free phase system, the rest point 0 is Lyapunov stable when for every ε>0 there is δ>0 such that every maximal solution with ∥z(0)∥2<δ exists for all t≥0 and satisfies ∥z(t)∥2<ε; it is not stable when some ε0>0 has data with ∥z(0)∥2<δ for every δ>0 reaching ∥z(t)∥2=ε0.

[F5]

Calculus (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, The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a), The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, Ck Euclidean maps and diffeomorphisms): sums, products and composites of differentiable curves are differentiated by the algebra and chain rules, and a C2 curve on an interval whose derivative vanishes identically is constant. Differentiating the hyperbolic definitions in the Statement using (eu)′=eu and (e−u)′=−e−u gives sinh⁡′=cosh⁡ and cosh⁡′=sinh⁡; also cosh⁡2−sinh⁡2=1 because eue−u=1. Finally, sinh⁡(κit)→+∞ as t→+∞ for κi>0: eκit→+∞ by the repulsive-oscillator case of [F2], while 0<e−κit≤1 by positivity and monotonicity of the exponential (The exponential function is smooth and (exp⁡)′=exp⁡, The exponential is positive and satisfies exp⁡(−x)=1/exp⁡(x), The exponential function is strictly increasing).

Proof

technique · cases; transport the free system through the modal bijection, solve the scalar equations of the three cases, and handle degeneracy intrinsically through the invariant subspace $\ker(K-\lambda M)$
1.1F1given

Modal equivalence: by [F1] the curve q is a motion if and only if zi′′+λizi=0 on J for every i.

1.2F3given

Global solution: the free phase system is z′=Az with the constant matrix A 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 z(t)=E(t−t0)(q0,v0) solves it on R with the prescribed datum, and every solution with that datum agrees with it on every interval containing t0. Writing q(t) for the first n components and v(t) for the last n, the equivalence of the phase system with the model equation of clause (b) gives that q is a motion with q(t0)=q0, q′(t0)=v0; conversely every motion's phase curve is a solution, hence agrees with this one. This is clause 1.

1.3F1givenalgebra

Pure-λ motions, intrinsic form: let λ be a modal stiffness and put S:=M−1/2KM−1/2, so that K=M1/2SM1/2; for u∈EλS one has Su=λu and hence K(M−1/2u)=M1/2Su=λM1/2u=λM(M−1/2u), so that Nλ=M−1/2EλS⊆{q:Kq=λMq} (*). Conversely, if Kq=λMq then with u:=M1/2q we get M1/2Su=Kq=λMq=λM1/2u and Su=λu by invertibility of M1/2, so q∈Nλ; hence the two sets are equal. The modal coordinates satisfy z=OTM1/2q and M1/2q∈EλS is equivalent to the support of z lying in the index set {i:λi=λ}, because the columns of O are an orthonormal eigenbasis of S.

2.1assume-case oscillatoryassume-case zeroassume-case exponentialF1F2step 1.1algebra

Scalar families: for each i, [F2] gives that the scalar solutions are exactly the displayed families with unique coefficients determined by the global extension's values zi(0) and zi′(0); combining with step 1.1 gives clause 2 and its coefficient formulas.

2.2step 1.3F5algebra

Pure-λ motions, equation: let q:J→Nλ be C2 on an interval J. By step 1.3, Nλ=ker⁡(K−λM), so (K−λM)q(t)=0 for every t∈J; differentiating this identity once and twice, since K−λM is constant, gives q′(t),q′′(t)∈Nλ. Hence with (*), M invertible, and q(t),q′′(t)∈Nλ, Mq′′+Kq=Mq′′+λMq=M(q′′+λq), so q is a motion if and only if q′′+λq=0. This proves the equivalence of clause 4 for such curves and, combined with the support statement of step 1.3, identifies the pure-λ motions with the C2 solutions of q′′+λq=0 with values in Nλ.

2.3F4step 1.2F5givenalgebra

Unstable direction: suppose λi<0 and let ui=M−1/2Oei satisfy Kui=λiMui and uiTMui=1 (The coupled quadratic oscillator model: mass metric, stiffness, generalized force, modal vocabulary and the small-oscillation model at a mechanical equilibrium clause (e)). For c>0 define qc(t):=(c/κi)sinh⁡(κit)ui; then qc′′=κi2(c/κi)sinh⁡(κit)ui and Mqc′′+Kqc=(κi2+λi)Mcsinh⁡(κit)ui/κi=0 because κi2=−λi and Kui=λiMui; so qc is a motion with datum (0,cui), whose phase norm ∥(qc(t),qc′(t))∥2≥∥qc(t)∥2=cκi−1sinh⁡(κit)∥ui∥2 is unbounded as t→∞. Fix ε0:=1; given δ>0 choose c>0 with c∥ui∥2<min⁡(δ,1), so that ∥(0,cui)∥2<δ; by continuity and unboundedness the motion reaches ∥(qc(t),qc′(t))∥2=1 at some t>0. Hence the condition of [F4] for stability fails, which is clause 6.

3.1F1F2F5step 2.1algebra

Energy: along a motion, differentiating E(q,q′)=12q′TMq′+12qTKq and using Mq′′+Kq=0 together with the symmetry of M and K gives ddtE=q′TMq′′+12(q′TKq+qTKq′)=q′T(Mq′′+Kq)=0, so E is constant; the identities q′TMq′=∣z′∣22 and qTKq=∑iλizi2 of [F1] give E=∑iEi with Ei=12(zi′2+λizi2), and Ei′=zi′(zi′′+λizi)=0 shows that each Ei is constant. Substituting the three families of step 2.1 gives the displayed values, using cosh⁡2−sinh⁡2=1 for λi<0 and cos⁡2+sin⁡2=1 with ωi2=λi for λi>0. This is clause 3.

3.2step 2.2F1F5algebra

Explicit pure-λ families: a C2 curve with values in the subspace Nλ and q′′+λq=0 has a unique maximal extension and is uniquely determined by that extension's q(0),q′(0)∈Nλ, and the displayed formulas cos⁡(ωt)q0+ω−1sin⁡(ωt)q1 for λ>0, q0+tq1 for λ=0 and cosh⁡(κt)q0+κ−1sinh⁡(κt)q1 for λ<0 define such curves for all q0,q1∈Nλ: they take values in Nλ, and the scalar identities cos⁡′′=−cos⁡, sin⁡′′=−sin⁡, cosh⁡′′=cosh⁡, sinh⁡′′=sinh⁡ verify the equation. The displayed curves take the given data at 0 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-λ motions. The statements of clause 4 about independence of O and the non-intrinsic modal vectors follow because Nλ and the equations above involve only M and K: the admissible decouplings differ by an orthogonal change of coordinates preserving Nλ, and when the multiplicity of λ exceeds one, any q0∈Nλ not parallel to a chosen ui exhibits a pure-λ motion not covered by that single modal vector.

3.3F1F2step 2.1algebra

Boundedness: if K is positive definite then every modal stiffness is >0: for u≠0 with Su=λu one has 0<qTKq=λ∣M1/2q∣2 with q=M−1/2u≠0, so λ>0. By clause 2 every modal coordinate satisfies ∣zi(t)∣≤ai2+bi2 and ∣zi′(t)∣≤ωiai2+bi2 on R; since q=M−1/2Oz and q′=M−1/2Oz′ are bounded linear functions of (z,z′), every motion is bounded on R. If instead λi=0 for some i and a motion has bi≠0 in the affine family, then ∣zi(t)∣=∣ai+bit∣→∞ as t→∞. The map z↦q=M−1/2Oz is a linear bijection, so if (q,q′) were bounded then (z,z′) would be bounded — its components are the coordinates of (z,z′) in the basis given by the columns of the invertible block-diagonal matrix diag⁡(OTM1/2,OTM1/2), and coordinate functionals of a bounded set are bounded; contrapositively the unbounded modal component forces (q,q′) unbounded. This is clause 5.

4.1cases-exhaustive:three-scalar-index-typesstep 1.2step 2.1step 3.1step 3.2step 3.3step 2.3∎

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

  • The three modal types are mutually exclusive per index. Each index is oscillatory, zero or exponential, and the model is oscillatory exactly when K 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 U(q)=q4 at 0); the affine family is then not an oscillation at all, as the remark item of this page records in detail.

  • What the intrinsic form does not say. Clause 4 shows that the family of pure-λ motions is intrinsic; it does not select a preferred basis of Nλ, and no physical meaning attaches to an individual ui beyond being one convenient basis vector. The frequency ω=λ and the subspace Nλ are the intrinsic data of a degenerate mode.

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Small oscillations at a strict minimum: the linearized model, its normal modes and the Lyapunov stability of the nonlinear equilibrium

Physical scope

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 M:Ω→Mn(R) of class C2, symmetric positive definite at every point of the open set Ω⊆Rn, and potential U:Ω→R of class C2; write G for its mechanical vector field on Ω×Rn. Let q0∈Ω be a strict local minimum of U: ∇U(q0)=0 and there is r0>0 with B‾(q0,r0)⊆Ω and U(q)>U(q0) for 0<∥q−q0∥2<r0. Let M0:=M(q0) and K:=D2U(q0). Then:

  1. K is symmetric and non-negative, and the small-oscillation model at q0 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 M0, stiffness K and zero generalized force, in the displacement coordinates ξ=q−q0 — is an oscillatory model in the sense of clause (e) of that definition;
  2. the linearization of G at (q0,0) is DG(q0,0)(δq,δv)=(δv, −M0−1K δq)(δq,δv∈Rn), and for a curve ξ:J→Rn of class C2 on an interval J with nonempty interior the following are equivalent: ξ is a motion of the small-oscillation model, M0ξ′′+Kξ=0 on J, and t↦(ξ(t),ξ′(t)) solves the linear system y′=DG(q0,0)y on J;
  3. 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 λi≥0: there are no exponential pure-λ families, every oscillatory frequency is ωi=λi, and the pure-λ motions of a degenerate stiffness are the solutions of q′′+λq=0 with values in the intrinsic subspace Nλ=M0−1/2{u:M0−1/2KM0−1/2u=λu};
  4. (q0,0) is a Lyapunov stable equilibrium of the nonlinear mechanical system: for every ε>0 with B‾((q0,0),ε)⊆Ω×Rn there is δ>0 such that every maximal solution of z′=G(z) with ∥z(0)−(q0,0)∥2<δ exists for all t≥0 and stays within distance ε of (q0,0).

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 M, the potential U, the strict local minimum q0, the mechanical field G, and the data M0=M(q0), K=D2U(q0) of the statement.

[F1]

Hessian at a strict minimum (The Hessian matrix and critical points of a scalar field, The Hessian of a C2 scalar field is symmetric, A C² local minimum has vanishing gradient and positive semidefinite Hessian): K is the symmetric Hessian matrix of U at the critical point q0 and satisfies wTKw≥0 for all w∈Rn.

[F2]

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): G is totally differentiable at (q0,0) with the displayed derivative DG(q0,0); the linearised equation at the equilibrium is M0ξ′′+Kξ=0; and the linearized system is exactly the constant-coefficient quadratic system with symmetric positive definite mass matrix M0 and symmetric non-negative stiffness K of Decoupling of the constant-coefficient quadratic system Mq′′+Kq=0 into normal modes, with the zero-mode and energy identities.

[F3]

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 q0 is the coupled quadratic model with mass metric M0, stiffness K and J≡0 in the coordinates ξ; its motions are the C2 curves with M0ξ′′+Kξ=0, and its phase system is y′=Ay with A=(0In−M0−1K0); it is oscillatory when K is non-negative, and its modal vocabulary is that of the definition's clause (e) with M=M0.

[F4]

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 M0 and symmetric K the motions are classified by the modal families of its clause 2; the pure-λ motions form the intrinsic family described in its clause 4.

[F5]

Energy stability (A strict local minimum of the potential gives a Lyapunov stable equilibrium of the mechanical system, by energy conservation): for the C2 positive definite metric field M, the C2 potential U and the strict local minimum q0, the rest point (q0,0) 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.

1.1F1F3given

Clause 1: by [F1] the stiffness K=D2U(q0) is symmetric and non-negative; by [F3] the small-oscillation model at q0 is the coupled quadratic model with data (M0,K,0), and a coupled quadratic model whose stiffness is non-negative is oscillatory in the sense of the definition's clause (e).

1.2F2F3givenalgebra

Clause 2: by [F2] the derivative of G at (q0,0) is (δq,δv)↦(δv,−M0−1Kδq); by [F3] the phase system of the small-oscillation model is y′=Ay for the same block matrix A, and the model equation M0ξ′′+Kξ=0 is equivalent to (ξ,ξ′)′=A(ξ,ξ′) by the product rule and invertibility of M0. This proves clause 2.

1.3F5given

Clause 4: the hypotheses of [F5] are the C2 positive definite metric field, the C2 potential and the strict local minimum of the statement; its conclusion is exactly the Lyapunov stability assertion of clause 4 for the field G and the rest point (q0,0), whose equilibrium property is recorded in The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart.

2.1F1F3F4step 1.1

Clause 3: apply the classification of [F4] to the data (M0,K,0) of the small-oscillation model; since K is non-negative by [F1], every modal stiffness satisfies λi≥0, so no exponential family occurs and the oscillatory and zero families of the free-mode theorem exhaust the motions, with frequencies ωi=λi and the intrinsic pure-λ families described there.

3.1step 1.1step 1.2step 2.1step 1.3∎

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

  • 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.

  • 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.

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Finite-time error control for the small-oscillation approximation: the quadratic remainder of the mechanical field and the variation-of-constants bound

Physical scope

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 si, a time unit t∗ and an energy unit e∗ 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 qi=Qi/si, t=tphys/t∗ and vi=(t∗/si)Q˙i are dimensionless numerical chart and phase coordinates. M and U are the corresponding normalized metric and potential specified in that definition. In particular (δq,δv) is a vector in one Euclidean numerical space; r0,δ,C,L,A,T below refer to that space and numerical time. All constants are calculated after this normalization. If the numerical error bound is b(t), its physical position and velocity components are bounded respectively by sib(t) and (si/t∗)b(t) at physical time t∗t. Fixed positive linear coordinate/time changes preserve the stated regularity and mechanical equation, so no original chart model is excluded.

Let n≥1, let Ω⊆Rn be open, let M:Ω→Mn(R) be a field of class C3 with M(q) symmetric positive definite for every q∈Ω, and let U:Ω→R be of class C3 with ∇U(q0)=0 at a point q0∈Ω. Let G be the mechanical vector field of The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart on Ω×Rn, let r0>0 satisfy B‾(q0,r0)⊆Ω and define F:{ζ=(δq,δv):q0+δq∈Ω}→R2n by F(δq,δv):=G(q0+δq,δv). Put A:=DF(0)=DG(q0,0). Then:

  1. F is of class C2, F(0)=0, F is locally Lipschitz in the state variable, and DG(q0,0)(δq,δv)=(δv, −M(q0)−1D2U(q0) δq); moreover there are constants C,L≥0 with ∥F(ζ)−Aζ∥2≤C∥ζ∥22,∥F(ζ)∥2≤L∥ζ∥2(∥ζ∥2≤r0); one may take L=sup⁡∥η∥2≤r0∥DF(η)∥ (The operator norm as the least bound and as the unit-sphere or unit-ball supremum) and C=Λ/2 for any Lipschitz constant Λ of DF on the closed ball B‾(0,r0)⊆R2n (Open ball, closed ball and sphere in a metric space).
  2. For every datum z0=(q0+δq0,v0) with δ:=∥(δq0,v0)∥2>0 and every T>0 with δeLT<r0, the maximal solution z=(q,v) of z′=G(z) with z(0)=z0 is defined on [0,T] (Extensions, maximal solutions, maximal intervals, and global solutions) and satisfies, for every t∈[0,T], ∥z(t)−y(t)∥2≤Cδ2 t e(∥A∥+2L)t, where y(t)=(q0+ξ(t),η(t)) and y~=(ξ,η):R→R2n solves y~′=Ay~, y~(0)=(δq0,v0). Thus y is the linear approximation translated back to the original chart.
  3. Writing y~=(ξ,η) for the displacement linear solution of clause 2, the first component ξ is exactly the unique motion of the small-oscillation model at q0 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 (δq0,v0): ξ is C2 on R with M(q0)ξ′′+D2U(q0)ξ=0, ξ(0)=δq0 and ξ′(0)=v0.

No all-time statement, no statement for data violating the smallness condition δeLT<r0, and no value of any measured quantity is asserted.

Facts & Assumptions

Given: The C3 metric field M, the C3 potential U with ∇U(q0)=0, the mechanical field G, the radius r0, the translated field F, the matrix A=DF(0) and a datum z0=(q0+δq0,v0) with δ>0.

[F1]

Regularity of the mechanical field (The mechanical first-order field, Lagrangian and energy of a configuration-dependent kinetic metric in a chart): G(q,v)=(v,M(q)−1B(q,v)) with B(q,v)=12∇q(vTM(q)v)−(DqM(q)[v])v−∇U(q); the maps M, ∂kM, ∇q(vTM(q)v), (DqM(q)[v])v, ∇U and q↦M(q)−1 are respectively C3, C2, C2, C2, C2 and C3 under the stated hypotheses, because M−1=det⁡(M)−1adj(M) has entries polynomial in the entries of M divided by the nonvanishing continuous function det⁡M (If det⁡(A) is a unit, then A−1=det⁡(A)−1adj⁡(A), If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative, Ck Euclidean maps and diffeomorphisms); hence G and F are C2, so F is locally Lipschitz in the state variable (Local Lipschitz continuity in the state variable, locally uniform in time and parameters).

[F2]

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): G is totally differentiable at (q0,0) and DG(q0,0)(δq,δv)=(δv,−M(q0)−1D2U(q0)δq); D2U(q0) is symmetric (The Hessian of a C2 scalar field is symmetric, The Hessian matrix and critical points of a scalar field). Since F is the translation of G to the equilibrium, A=DF(0)=DG(q0,0) and F(0)=G(q0,0)=0 because q0 is an equilibrium.

[F3]

Compactness and mean value (Heine-Borel in Rn: with the Euclidean metric a subset of Rn 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 f:[a,b]→Rm is continuous and differentiable on (a,b) with ∥f′∥2≤M, then ∥f(b)−f(a)∥2≤M(b−a), Open ball, closed ball and sphere in a metric space): the closed ball B‾(0,r0) is a compact convex subset of the open domain of F; a continuous real function on it attains its maximum, and a continuous map with ∥DF∥≤L on the ball satisfies ∥F(η)−F(η′)∥2≤L∥η−η′∥2 there.

[F4]

Fundamental theorem along rays (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz, For a≤b and f:[a,b]→Rm integrable when a<b, ∥∫abf∥2≤∫ab∥f∥2; for a<b, ∥f∥2 is integrable, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral): for ∥ζ∥2≤r0 the curve t↦F(tζ) on [0,1] is C1 with derivative DF(tζ)ζ, and F(ζ)−F(0)=∫01DF(tζ)ζ dt,∥∫01ϕ(t) dt∥2≤∫01∥ϕ(t)∥2 dt.

[F5]

Finite-time linearization bound (Finite-time linearization error bound: quadratic remainder, exponential growth bound and the variation-of-constants estimate with state dimension 2n): for the open domain of F, the constants r0,C,L and the matrix A of the statement, the maximal solution ζ of ζ′=F(ζ), ζ(0)=ζ0:=(δq0,v0) is defined on [0,T] whenever δeLT<r0, it satisfies ∥ζ(t)∥2≤δeLt there, and ∥ζ(t)−y~(t)∥2≤Cδ2∫0te∥A∥(t−s)e2Ls ds≤Cδ2te(∥A∥+2L)t for t∈[0,T], where y solves y~′=Ay~, y~(0)=ζ0; 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).

[F6]

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 q0 is the coupled quadratic model with mass metric matrix M(q0) and stiffness D2U(q0), whose phase system is y′=Ay with the displayed block matrix A=(0In−M(q0)−1D2U(q0)0); a C2 curve ξ is a motion of it if and only if M(q0)ξ′′+D2U(q0)ξ=0, with the datum read off (ξ(0),ξ′(0)).

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.

1.1F1F2

Clauses 1 and the derivative identity: by [F1] the translated field F is C2 on its open domain and locally Lipschitz; F(0)=0 and A=DF(0)=DG(q0,0) with the displayed block form are [F2].

1.2F1F3F4algebra

Quantitative remainder and growth bounds: since F is C2, DF is C1, hence continuous on the compact ball B‾(0,r0); thus L:=sup⁡∥η∥2≤r0∥DF(η)∥ is finite, and DF is Lipschitz on the convex ball with some finite constant Λ (each entry of DF has continuous gradient and is Lipschitz on the ball by [F3] with the supremum of that gradient; a finite sum of such bounds bounds ∥DF(η)−DF(η′)∥). For ∥ζ∥2≤r0, [F4] applied to the C1 curve t↦F(tζ)−tAζ, whose derivative is DF(tζ)ζ−Aζ=(DF(tζ)−DF(0))ζ, gives F(ζ)−Aζ=∫01(DF(tζ)−DF(0))ζ dt, hence ∥F(ζ)−Aζ∥2≤∫01Λt∥ζ∥22dt=Λ2∥ζ∥22; and F(ζ)=F(ζ)−F(0) with [F3] gives ∥F(ζ)∥2≤L∥ζ∥2. This proves the bounds of clause 1 with C=Λ/2.

2.1F5step 1.2given

The finite-time bound: apply [F5] to F, the constants r0,C,L, the matrix A and the displaced datum ζ0=(δq0,v0) of norm δ. The maximal solution ζ of ζ′=F(ζ) is defined on [0,T] and obeys the error bound against y~. Translating back gives z(t)=(q0+ζq(t),ζv(t)), the physical phase solution through z0; y(t)=(q0+ξ(t),η(t)) has exactly the same translation, so ∥z(t)−y(t)∥2=∥ζ(t)−y~(t)∥2; this is clause 2.

3.1F2F6step 2.1algebra

Identification of the linear solution: by [F2] the matrix A is the block matrix (δq,δv)↦(δv,−M(q0)−1D2U(q0)δq); the displacement linear solution y~=(ξ,η) of y~′=Ay~, y~(0)=(δq0,v0) therefore satisfies η=ξ′, hence ξ′′=−M(q0)−1D2U(q0)ξ, equivalently M(q0)ξ′′+D2U(q0)ξ=0, with ξ(0)=δq0, ξ′(0)=v0; 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.

4.1step 1.1step 1.2step 2.1step 3.1∎

Clauses 1-3 are proved. The estimate is a finite-time statement under the explicit smallness hypothesis δeLT<r0; the constants C,L exist by compactness and are not asserted to be optimal, and no long-time, stability or empirical conclusion is drawn.

Remarks

  • Where the exponential factor comes from. The linearized flow itself may grow exponentially at rate ∥A∥ (an unstable equilibrium included), and the nonlinear remainder is controlled by the Lipschitz growth e2Lt of the solution; the product is the displayed rate ∥A∥+2L. On a fixed horizon this rate is a constant, and the bound is of order δ2 in the initial displacement.

  • Constant versus asymptotic statements. The theorem fixes a horizon T 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.

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The forced coupled quadratic model: modal responses, resonance, and boundedness for positive definite stiffness off resonance

Physical scope

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 (M,K,J) in which M is symmetric positive definite, K is symmetric and non-negative, I0⊆R is an interval with nonempty interior and J:I0→Rn is continuous; let O,Λ=diag⁡(λ1,…,λn), ωi=λi for λi>0 and the modal coordinates z=OTM1/2q be the modal data of clause (e) of that definition, and call ψ:=OTM−1/2J the modal force. Its physical unit is a∗/t∗2; the modal initial velocity ηi has unit a∗/t∗ and ξi has unit a∗. Every convolution and particular-solution amplitude therefore reconstructs a modal coordinate in unit a∗. Fix t0∈I0 and a datum (q0,v0), and write ξi:=zi(t0), ηi:=zi′(t0) for the modal data of the motion. Then:

  1. Unique motion and modal convolution. There is exactly one motion q:I0→Rn with that datum; it is q=M−1/2Oz with

zi(t)=ξicos⁡(ωi(t−t0))+ηiωisin⁡(ωi(t−t0))+1ωi∫t0tsin⁡(ωi(t−s))ψi(s) ds(λi>0),

zi(t)=ξi+ηi(t−t0)+∫t0t(t−s)ψi(s) ds(λi=0).

  1. Sinusoidal or constant generalized force. Suppose I0=R and J(t)=J0cos⁡(Ωt) with J0∈Rn and Ω≥0, so that ψ(t)=ψ0cos⁡(Ωt) with ψ0=OTM−1/2J0. Then for each index i: (a) if λi>0 and Ω2≠λi, then zip(t):=ψ0,icos⁡(Ωt)/(λi−Ω2) solves zi′′+λizi=ψ0,icos⁡(Ωt) on R, with amplitude ∣ψ0,i∣/∣λi−Ω2∣; (b) if λi>0 and Ω2=λi, then zip(t):=ψ0,i tsin⁡(ωit)/(2ωi) solves that equation and is unbounded on [0,∞) when ψ0,i≠0; (c) if λi=0 and Ω>0, then zip(t):=−ψ0,icos⁡(Ωt)/Ω2 solves zi′′=ψ0,icos⁡(Ωt) and is bounded; if λi=0 and Ω=0, then zip(t):=ψ0,it2/2 solves zi′′=ψ0,i and is unbounded on [0,∞) when ψ0,i≠0.
  2. Reduction, resonance and boundedness. In every case of clause 2 the modal particular functions zip combine into the particular motion qp:=M−1/2Ozp of the model, and every motion of the model on R is q=qp+qh with qh 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 i has ψ0,i≠0 and either λi>0 with Ω2=λi, or λi=0 with Ω=0, then every motion of the model is unbounded on [0,∞); (b) boundedness. If K is positive definite and no index i with ψ0,i≠0 satisfies Ω2=λi, then every motion of the model is bounded on [0,∞). The resonant drive angular frequencies are exactly the values Ω=λi with λi>0 and ψ0,i≠0, together with Ω=0 when some index with λi=0 has ψ0,i≠0.

The generalized force is prescribed external data. For Ω>0 this is the sinusoidal-drive formulation of The sinusoidally driven oscillator model: a prescribed external force f0cos⁡(Ωt) added to the damped oscillator; for Ω=0 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 J 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 (M,K,J) of the statement, the modal data M1/2,M−1/2,O,Λ and modal coordinates z, the modal force ψ=OTM−1/2J, the time t0, the datum (q0,v0) and, in clauses 2 and 3, J(t)=J0cos⁡(Ωt) with ψ0=OTM−1/2J0.

[F1]

Forced modal decoupling and convolution (Forced quadratic system Mq′′+Kq=φ(t): decoupled forced modes and the convolution solution clauses 1-3): q solves Mq′′+Kq=φ on I0 if and only if z=OTM1/2q solves zi′′+λizi=ψi for all i with ψ=OTM−1/2φ; the unique scalar solution with data (ξi,ηi) at t0 is the displayed homogeneous solution plus the convolution integrals with kernel sin⁡(ωiu)/ωi for λi>0 and u for λi=0; and consequently for every datum there is exactly one solution q:I0→Rn of the forced system with that datum.

[F2]

Sinusoidal scalar response (Sinusoidal forcing: the steady response, its amplitude and phase, and resonance at Ω=k/m clauses 1-2): for m=1, c=0, k=λi>0 and forcing ψ0,icos⁡(Ωt), if λi−Ω2≠0 then xp(t)=ψ0,icos⁡(Ωt)/(λi−Ω2) is a solution of amplitude ∣ψ0,i∣/∣λi−Ω2∣, and if Ω2=λi then xp(t)=ψ0,itsin⁡(ωit)/(2ωi) is a solution, unbounded on [0,∞) for ψ0,i≠0.

[F3]

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)): J is a continuous force prescribed as model data. When Ω>0, the cosine term has the restricted sinusoidal-drive status of The sinusoidally driven oscillator model: a prescribed external force f0cos⁡(Ωt) added to the damped oscillator clause (ii); when Ω=0, it is the constant-force specialization of the general J 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 m=1, c=0, k=λi is the oscillator model of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data.

[F4]

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 M and symmetric non-negative K are exactly the modal superpositions with λi>0 oscillatory and λi=0 affine; if K is positive definite every free motion is bounded on R, and an affine component with nonzero slope is unbounded on [0,∞).

[F5]

Calculus and linear algebra (The derivatives of sine and cosine are cosine and minus sine, 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, The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a), 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 In, including zero-sized shapes, The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn, Linear map between vector spaces over the same field, Ck Euclidean maps and diffeomorphisms): sine and cosine are differentiated by (sin⁡)′=cos⁡, (cos⁡)′=−sin⁡; sums and products are differentiated by the algebra and chain rules; the map z↦q=M−1/2Oz and its inverse q↦z=OTM1/2q are linear bijections, so each is a finite linear combination of components with fixed coefficients and boundedness of q is equivalent to boundedness of its modal coordinate z, and boundedness of q′ is equivalent to boundedness of z′, and ψ0=OTM−1/2J0 by linearity.

Proof

technique · cases; transport the forced system to the decoupled scalar equations, compute the sinusoidal particular responses in the three modal cases, and read resonance and boundedness from the free classification
1.1F1given

Clause 1 is the instantiation of [F1] at the data of the statement: the hypotheses are M symmetric positive definite, K symmetric non-negative, I0 an interval with nonempty interior and φ=J continuous, so the unique motion with the datum is q=M−1/2Oz with the displayed scalar solutions and ψ=OTM−1/2J.

1.2F5givenalgebra

Sinusoidal modal force: for J(t)=J0cos⁡(Ωt) linearity of the map J↦OTM−1/2J gives ψ(t)=OTM−1/2J0cos⁡(Ωt)=ψ0cos⁡(Ωt).

2.1assume-case nonresonantassume-case resonantassume-case zeroF2F5step 1.2algebra

Scalar particular solutions: for λi>0 and Ω2≠λi, [F2] applies with k=λi and f0=ψ0,i and supplies the solution ψ0,icos⁡(Ωt)/(λi−Ω2) of amplitude ∣ψ0,i∣/∣λi−Ω2∣, which is (a); for λi>0 and Ω2=λi, [F2] supplies ψ0,itsin⁡(ωit)/(2ωi) and its unboundedness, which is (b); for λi=0 direct differentiation by [F5] gives (−ψ0,icos⁡(Ωt)/Ω2)′′=ψ0,icos⁡(Ωt) when Ω>0 and (ψ0,it2/2)′′=ψ0,i when Ω=0, with the stated boundedness and unboundedness; this is (c).

3.1F1F4step 2.1algebra

Reduction: let q be a motion of the forced model; the particular functions of step 2.1 for all indices combine into zp with zip solving zi′′+λizi=ψi, and qp:=M−1/2Ozp is a motion by [F1]; since the system Mq′′+Kq=J is linear, the difference qh:=q−qp solves the free system Mq′′+Kq=0, 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.

4.1F4F5step 3.1step 2.1algebra

Resonance: suppose some index i has ψ0,i≠0 and is resonant in the sense of clause 3(a). If λi>0 and Ω2=λi, then the i-th modal coordinate of every motion is, by steps 3.1 and 1.1, the sum of the unbounded particular function ψ0,itsin⁡(ωit)/(2ωi) of step 2.1(b) and a bounded homogeneous oscillatory function, hence is unbounded on [0,∞); if λi=0 and Ω=0, it is the sum of the quadratic particular function ψ0,it2/2 and an affine homogeneous function, hence also unbounded. Since the bijection z↦q=M−1/2Oz with fixed coefficients preserves unboundedness by [F5], every motion of the model is unbounded; this is clause 3(a).

4.2F4F5step 2.1step 3.1algebra

Boundedness: suppose K is positive definite, so every λi>0 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 ψ0,i≠0 has Ω2=λi. For every nonresonant index use the bounded particular function of step 2.1(a); if Ω2=λi, the hypothesis gives ψ0,i=0 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 [0,∞), and by the fixed-coefficient bijection of [F5] every motion (q,q′) 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.

5.1cases-exhaustive:all-modal-and-drive-casesF3step 1.1step 4.1step 4.2∎

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

  • Degenerate resonance. If a modal stiffness is degenerate, the modal force components ψ0,i depend on the choice of diagonalization, but whether the drive resonates with the corresponding pure-λ 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 Nλ, and the resonance condition is that the mass-metric projection of M−1J0 onto Nλ be nonzero, a basis-independent statement.

  • 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.

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Averaging for a weakly damped oscillator: the rotating-frame amplitude, the averaged exponential energy decay and the order-ε bound on the O(1/ε) time scale

Physical scope

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 −cx˙, c≥0 with fixed data m>0, k>0 and drag coefficient c=εγ, where ε>0 and γ>0 are given; its equation is

m x′′(t)+εγ x′(t)+k x(t)=0.

Put ω0:=k/m and identify C with R2. For x>0, write ln⁡x:=log⁡x, where log⁡:(0,∞)→R is the inverse of the real exponential as defined in The natural logarithm as the inverse of the exponential function. For a motion x define the rotating-frame amplitude

ζ(t):=12ω0(ω0x(t)+i x′(t))eiω0t∈C,

and define F:R×C→C by

F(t,ζ):=−iγm eiω0t(cos⁡(ω0t)Im⁡ζ−sin⁡(ω0t)Re⁡ζ).

Here ε is dimensionless, [γ]=μτ−1, [ω0]=τ−1 and [ζ]=ℓτ−1/2. Fix a positive amplitude unit a∗ of this dimension and a time unit t∗. Complex norms and balls mean the Euclidean norm of the real/imaginary coefficients in this common amplitude unit. In clause 3, R,ρ,B,K have the amplitude dimension, M has amplitude per time, L has inverse-time dimension, B1 is dimensionless and P,A have time dimension. Thus LA, γA/(2m) and the logarithm's ratio are dimensionless, A/ε 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 ζ/a∗ as a function of t/t∗; rescaling back gives exactly the constants and inequalities displayed here: the numerical constants are M^=t∗M/a∗, L^=t∗L, P^=P/t∗, A^=A/t∗, B^=B/a∗, B^1=B1 and K^=K/a∗.

Then:

  1. Global motions and the slow system. Every datum (t0,x0,v0)∈R3 has exactly one maximal motion, and it is defined on all of R. The map x↦ζ is a bijection from the motions x:R→R of the model onto the solutions ζ:R→C of the first-order system ζ′=εF(t,ζ), with inverse ζ↦x(t)=2/ω0Re⁡(e−iω0tζ(t)).
  2. Averaging data. F is of class C∞ on R×C, is P-periodic in t with P:=2π/ω0, and its average in the sense of Periodic averaging data: the average field, the oscillatory part and the periodic deviation is Fˉ(ζ)=−γζ/(2m); the averaged system is ζ′=−εγζ/(2m), with the global solution ζˉ(t)=ζ0e−εγt/(2m) for the datum ζ0=ζ(0).
  3. Order-ε estimate on the O(1/ε) time scale. Let ζ0∈C with ∣ζ0∣>0, let 0<ρ<R be real numbers and put M:=γm2 (∣ζ0∣+R),L:=γm2,B:=2MP,B1:=2LP, K:=eLA[B+(LB+B1M)A] for a parameter A>0. Suppose εK<ρ and suppose the averaged solution satisfies ∥ζˉ(t)−ζ0∥2≤R−ρ for every t∈[0,A/ε]; this holds whenever ∣ζ0∣>R−ρ and γA/(2m)≤ln⁡(∣ζ0∣/(∣ζ0∣−(R−ρ))). Then the solution ζ of ζ′=εF(t,ζ) with ζ(0)=ζ0 exists on [0,A/ε] and satisfies ∥ζ(t)−ζˉ(t)∥2≤εK(0≤t≤A/ε).
  4. Energy reading. For every motion the mechanical energy satisfies E(t):=12m x′(t)2+12k x(t)2=mω0∣ζ(t)∣2, so with E0:=E(0)=mω0∣ζ0∣2 the estimate of clause 3 gives ∣E(t)−E0e−εγt/m∣≤mω0 εK(2∣ζ0∣+εK)(0≤t≤A/ε).

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 (m,εγ,k), the frequency ω0=k/m, the amplitude map ζ, the field F, the constants ζ0,ρ,R,M,L,B,B1,A,K, and a motion x of the model.

[F1]

Model and global linear theory (The damped oscillator model: a harmonic restoring force with a phenomenological linear drag −cx˙, c≥0, The damped driven oscillator model: second-order equation, phase-plane system and characteristic data, Variation of constants for z′=Az+b(t) via the matrix exponential): the phase system of the model is (x,v)′=A0(x,v) with A0=(01−k/m−εγ/m), a constant real matrix; for every datum (t0,x0,v0) the curve (x,v)(t)=e(t−t0)A0(x0,v0) solves it on all of R, 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).

[F3]

Primitives and one-period averages (Every continuous function on an interval has a primitive; two primitives differ by a constant; and ∫abf=G(b)−G(a) for any primitive G, 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 R the functions u↦u/2+sin⁡(2u)/4, u↦u/2−sin⁡(2u)/4 and u↦−cos⁡(2u)/4 are primitives of u↦cos⁡2u, u↦sin⁡2u and u↦sin⁡ucos⁡u; hence with ω0P=2π the one-period averages of cos⁡2(ω0t) and sin⁡2(ω0t) are 1/2 and that of sin⁡(ω0t)cos⁡(ω0t) is 0.

[F4]

Averaging theorem (Averaging for fast periodic oscillations: order-ε agreement on the O(1/ε) time scale and Periodic averaging data: the average field, the oscillatory part and the periodic deviation) with state space O=C≅R2: for a continuous field f:R×O→O with continuous partial derivatives in the state, P-periodic in t, satisfying ∥f(t,ζ)∥2≤M and ∥Dζf(t,ζ)∥≤L for ∥ζ−ζ0∥2≤R (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 ζˉ of ζˉ′=εfˉ(ζˉ) with ζˉ(0)=ζ0 that lies in B‾(ζ0,R−ρ) on [0,A/ε], the hypothesis εK<ρ with K=eLA[B+(LB+B1M)A], B=2MP, B1=2LP, implies that the solution of ζ′=εf(t,ζ), ζ(0)=ζ0 exists on [0,A/ε] and satisfies ∥ζ(t)−ζˉ(t)∥2≤εK there.

[F5]

Elementary analysis (The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn, Vector-valued functions f:A→Rm, their limits and continuity, with the dictionary to the metric notions, Ck Euclidean maps and diffeomorphisms, Intervals of R: the nine order-convex forms, nondegeneracy, and length): the Euclidean norm on C≅R2 satisfies ∣Re⁡w∣+∣Im⁡w∣≤2 ∣w∣ and the reverse triangle inequality; the map F of the statement is smooth because it is real-linear in ζ with smooth coefficients; and a real-linear map of the form h↦−(iγ/m)eiω0t(cos⁡(ω0t)Im⁡h−sin⁡(ω0t)Re⁡h) has operator norm at most (γ/m)2.

[F6]

Logarithm and exponential order: ln⁡ is the natural logarithm of The natural logarithm as the inverse of the exponential function, the inverse of exp⁡ on (0,∞). Since exp⁡ is strictly increasing (The exponential function is strictly increasing) and exp⁡(−x)=1/exp⁡(x) (The exponential is positive and satisfies exp⁡(−x)=1/exp⁡(x)), for r>R−ρ>0 the condition γA2m≤ln⁡ ⁣(rr−(R−ρ)) is equivalent to r(1−e−γA/(2m))≤R−ρ.

Proof

technique · direct; conjugate the equation by the rotating frame, identify the resulting slow system and its average, bound the data on the stated ball, apply the averaging theorem, and convert the amplitude estimate to the energy estimate
1.1F1F2givenalgebra

Identification of the slow system. Let x be a motion and put u(t):=ω0x(t)+ix′(t), so that ζ=eiω0tu/2ω0 and Im⁡u=2ω0(cos⁡(ω0t)Im⁡ζ−sin⁡(ω0t)Re⁡ζ) by [F2]. From x′′=−ω02x−(εγ/m)x′ of the model, u′=ω0x′+ix′′=ω0x′−iω02x−iεγmx′=−iω0u−iεγmIm⁡u, so differentiating ζ with the product and chain rules of [F2] gives ζ′=−iεγmeiω0t2ω0Im⁡u=εF(t,ζ). Conversely, if ζ solves ζ′=εF(t,ζ) and u:=2ω0e−iω0tζ, then u′=−iω0u−i(εγ/m)Im⁡u, so x:=Re⁡(u)/ω0 satisfies x′=Re⁡(u′)/ω0=Im⁡u and x′′=Im⁡(u′)=−ω0Re⁡u−(εγ/m)Im⁡u=−ω02x−(εγ/m)x′, that is, x is a motion with the stated inverse formula. The two constructions are inverse to each other because x and x′ are recovered from ζ and ζ is recovered from x,x′.

1.2F3F4F5algebra

Smoothness, periodicity and average. F is smooth on R×C because ζ↦F(t,ζ) is real-linear and the coefficients t↦eiω0tcos⁡(ω0t) and t↦eiω0tsin⁡(ω0t) are smooth; it is P-periodic with P=2π/ω0 because eiω0(t+P)=eiω0t and cos⁡(ω0(t+P))=cos⁡(ω0t), sin⁡(ω0(t+P))=sin⁡(ω0t). Expanding the product, F(t,ζ)=γm(sin⁡(ω0t)cos⁡(ω0t)Im⁡ζ−sin⁡2(ω0t)Re⁡ζ)−iγm(cos⁡2(ω0t)Im⁡ζ−sin⁡(ω0t)cos⁡(ω0t)Re⁡ζ), so by [F3] the one-period average of the first bracket is −γRe⁡ζ/(2m) and that of the second is −γIm⁡ζ/(2m), giving Fˉ(ζ)=−γ2m(Re⁡ζ+iIm⁡ζ)=−γ2mζ. The averaged system is linear with constant coefficient and has the displayed global exponential solution. This is clause 2.

1.3F5givenalgebra

Bounds on the ball. For ∣ζ−ζ0∣≤R one has ∣ζ∣≤∣ζ0∣+R, so ∥F(t,ζ)∥2=γm∣cos⁡(ω0t)Im⁡ζ−sin⁡(ω0t)Re⁡ζ∣≤γm(∣Im⁡ζ∣+∣Re⁡ζ∣)≤γm2 (∣ζ0∣+R)=M. The state derivative is DζF(t,ζ)h=−(iγ/m)eiω0t(cos⁡(ω0t)Im⁡h−sin⁡(ω0t)Re⁡h), whose modulus is at most (γ/m)2 ∣h∣ by the same inequality, so ∥DζF(t,ζ)∥≤L=(γ/m)2 by [F5].

2.1F1step 1.1given

Existence and uniqueness. By [F1] every datum has exactly one maximal motion and it is defined on all of R; by step 1.1 its amplitude solves the slow system on R with the datum ζ(0), and distinct motions have distinct amplitudes. Conversely a solution of the slow system on R produces a motion by step 1.1; this proves the bijection of clause 1.

3.1F2F3F4F6step 1.2step 1.3step 2.1givenalgebra

Averaged trajectory and the estimate. The averaged solution is ζˉ(t)=ζ0e−εγt/(2m), and its distance from ζ0 is ∣ζ0∣(1−e−εγt/(2m)). Thus the trajectory stays in the required ball exactly when the endpoint displacement is at most R−ρ; [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 g(t,w):=∫0t(F(s,w)−Fˉ(w))ds, periodicity and the vanishing one-period integral give g(0,w)=0, ∣g(t,w)∣≤2MP=B and ∥Dwg(t,w)∥≤2LP=B1 on ∣w−ζ0∣≤R: reduce t modulo P and integrate the bounds 2M, 2L on the remaining interval. Smoothness of F justifies differentiating this primitive in w. Before the first exit of the global exact amplitude from this ball, put d=ζ−εg(t,ζ) and w=d−ζˉ. The chain rule gives w′=ε(Fˉ(ζ)−Fˉ(ζˉ))−ε2Dwg(t,ζ)F(t,ζ), with w(0)=0, hence ∣w(t)∣≤∫0t(εL∣w(s)∣+ε2(LB+B1M))ds. Put a=εL and b=ε2(LB+B1M), and r(t)=∫0t(a∣w(s)∣+b)ds. Then ∣w∣≤r, r(0)=0, r′≤ar+b and (e−atr(t))′≤be−at; integration gives ∣w(t)∣≤r(t)≤bteat=ε2(LB+B1M)teεLt. Thus on 0≤t≤A/ε before any exit, ∣ζ−ζˉ∣≤ε[B+(LB+B1M)AeLA]≤εK. At a first exit time in this horizon, continuity would imply R=∣ζ−ζ0∣≤εK+(R−ρ)<R, 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.

4.1F2step 3.1algebra

Energy identity and estimate. With ζ=(1/2ω0)(ω0x+ix′)eiω0t one has 2ω0∣ζ∣2=ω02x2+x′2 by [F2], hence mω0∣ζ∣2=12mx′2+12mω02x2=12mx′2+12kx2=E. For 0≤t≤A/ε, ∣ ∣ζ(t)∣2−∣ζˉ(t)∣2∣=∣∣ζ(t)∣−∣ζˉ(t)∣∣(∣ζ(t)∣+∣ζˉ(t)∣)≤εK(2∣ζ0∣+εK), because ∣ζ(t)∣≤∣ζˉ(t)∣+εK≤∣ζ0∣+εK; multiplying by mω0 and using mω0∣ζˉ(t)∣2=E0e−εγt/m gives the displayed energy estimate; this is clause 4.

5.1step 2.1step 1.2step 3.1step 4.1∎

Clauses 1-4 are proved. The averaged equation defines a different model from the exact one; the estimate is finite-time, of order ε 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

  • Why the time scale is O(1/ε). The averaged amplitude decays at the rate εγ/(2m), so on the horizon t≤A/ε the averaged energy falls by the definite factor e−γA/m of order one: genuinely long times compared with the oscillation period 2π/ω0, which is where weak damping acts. The estimate does not continue to hold for t≫A/ε without new hypotheses.

  • The averaged system is not the exact system. The theorem compares two explicitly specified initial value problems and bounds their difference by εK; 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.

RemarkRemark: AI-adaptedProof: Not applicableOpen item page →

Scope of the coupled quadratic model: zero modes, degenerate eigenspaces, unstable quadratic directions and the limits of the approximation statements

Physical scope

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 λi=0 (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 0 is dim⁡ker⁡K, 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, zi(t)=ai+bit, not oscillatory; for bi≠0 it is unbounded on [0,∞). 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 ker⁡K can be nontrivial even at an isolated strict minimum, as U(q)=q4 at 0 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 λ has multiplicity m>1, the individual eigenvectors and hence the individual modal vectors ui of a chosen diagonalisation are not intrinsic: every orthonormal basis of the eigenspace gives an equally valid decoupling. What is intrinsic is the subspace Nλ and its pure-λ 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-λ motions are the solutions of q′′+λq=0 with values in Nλ, a family with 2m parameters, and for λ>0 all of them oscillate with the single frequency ω=λ. A statement about "the i-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 Ω2=λ and the modal force has a nonzero component in the corresponding modal eigenspace (equivalently, the mass-metric projection of M−1J0 onto Nλ 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 λi<0 (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 acosh⁡(κt)+bsinh⁡(κt) with κ=−λi, which has an exponentially growing component as t→+∞ when a+b≠0; a nonzero family with a=−b 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 q0 of the potential that is not a minimum — for instance a symmetric saddle or a strict maximum — the stiffness K=D2U(q0) 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 (q0,0) follows from A hyperbolic equilibrium whose linearisation has an eigenvalue with positive real part is unstable only when the derivative DG(q0,0) 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 C1 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.

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