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Jairo E. Castillo H.
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Abstract
1 Introduction
Serious studies of forced nonlinear oscillators appeared early in the 20th cen-
tury when Georg Duffing (1918) examined mechanical systems with nonlinear
8782 Alvaro H. Salas and Jairo E. Castillo H.
restoring forces and Balthasar van der Pol studied electrical systems with non-
linear damping. Subsequently, any equation of the form
x + bx + f (x) = F sin t (1)
was called Duffings equation, the nonlinearity f (x) often being polynomial,
usually cubic. Here, x represents the time derivative dx dt
. Linear resonance
has f (x) = x (c > 0) and Duffings extension models many mechanical and
electrical phenomena. For a cubic nonlinearity f (x) = x + x3 , if > 0, the
system is hardening. When < 0 we deal with a softening system. In this
work our objective is to derive the exact solution to Duffing equation. We use
this solution to obtain the solution to pendulum equation.
There are other two important elliptic Jacobi functions : sn and dn. They are
defined by q
sn(t, m) = sin and dn(t, k) = 1 m2 sin2 . (4)
The number m (0 < m < 1) is called elliptic modulus and the number is
called Jacobi amplitude and it is denoted by am(t, m). Thus,
= am(t, m), sin() = sin(am(t, m)) = sn(t, m)
Following identities meet :
sn2 (t, m) + cn2 (t, m) = 1, dn2 (t, m) = 1 m2 sn2 (t, m) (5)
lim sn(t, m) = sin t, lim cn(t, m) = cos t, lim dn(t, m) = 1. (6)
m0 m0 m0
lim sn(t, m) = tanh t, lim cn(t, m) = secht, lim dn(t, m) = secht. (7)
m1 m1 m1
In view of (6) -(7) we may define sn(t, 0) = sin t, cn(t, 0) = cos t, dn(t, 0) = 1
and sn(t, 1) = tanh t, cn(t, 1) =sech t, dn(t, 0) =sech t. These functions are
derivable and
d d d
sn(t, m) = cn(t, m)dn(t, m), cn(t, m) = sn(t, m)dn(t, m), dn(t, m) = m2 sn(t, m)cn(t, m).
dt dt dt
(8)
Exact solution to Duffing equation and the pendulum equation 8783
1.0 cn
0.5
sn
0.0
2 4 6 8
-0.5
-1.0
2m2 2 3
x00 (t) + 2 1 2m2 x(t) +
x (t) = 0 (9)
c21
for any constants c1 and c2 . Therefore, the general solution to equation (2) is
obtained by solving the system
2m2 2
= 2 1 2m2 , =
(10)
c21
which gives s
c21
q
= + c21 and m = . (11)
2( + c21 )
We have proved that the solution to initial value problem
x + x + x3 = 0, x(0) = x0 and x(0) = x00 ( 6= 0). (12)
is s !
c21
q
x(t) = c1 cn + c21 t + c2 , (13)
2( + c21 )
8784 Alvaro H. Salas and Jairo E. Castillo H.
The values of c1 and c2 are determined from the initial conditions x(0) = x0
and x(0) = x00 . In order to find c1 and c2 we must solve following system :
s
c21
q
c1 cn (c2 , m) = x0 and + c21 sn(c2 , m)dn(c2 , m) = x00 , m = .
2( + c21 )
(14)
0
If x(0) = x0 = 0 then c1 = x0 and c2 = 0. In this case, the solution to initial
value problem
x + x + x3 = 0, x(0) = x0 and x(0) = 0. (15)
is s !
x20
q
x(t) = x0 cn + x20 t, , + x20 6= 0. (16)
2( + x20 )
Example 1 (for (16) ). Let = = 2, x0 = 1. Then the solution to problem
x + 2x + 2x3 = 0, x(0) = 1 and x(0) = 0 is x(t) =cn(2t, 1/2).This solution is
bounded and periodic with period 2K(1/2) 3.3715. See Fig. 2.
x2
Let w = + x20 = 2 and = 2(+x 0 2
2) = m . Then x(t) = x0
0
cn( wt, ). In the cases when w < 0 or < 0 solution (16) may be
written as follows [3] :
p
x(t) = x0 nc( wt, 1 ), w < 0 and 0 < 1. (17)
1.0
0.5
1 2 3 4 5 6
-0.5
-1.0
2 4 6 8
-5
-10
Figure 3: x(t) =nc(2t, 3/2).
2 4 6 8 10 12
-2
-4
-6
10
2 4 6 8 10
-5
-10
Figure 5: x(t) = 2dc( 2t, 2/2).
1.0
0.5
5 10 15
-0.5
-1.0
p
Figure 6: x(t) =cd( 3/2t, 3/3).
frequency 0 and modulus m0 on the interval [0, 1] for all , and x0 such
that + x20 6= 0. It is clear from (17)-(18)-(19) and (20) that solution (16) to
problem (15) is always real valued.
The behavior of solution (16) depends on the parameters and and
initial the condition x0 . Solution (16) is periodic and bounded if 2 = w =
+ x20 > 0 for any . Indeed, if > 0 then since |cn(t, m)| < 1 for any
m > 0 and > 0 then |x(t)| |x0 |. See Example 1 and Fig. 2. On the other
hand, if < p0 then since |cd( 0 t, m0 )| , it follows
from (19) that |x(t)| |x0 |,
where 0 = w(1 ) > 0 and 0 < m0 = 1 < 1, < 0. See Example
5 and Fig. 6. In the case when + x20 < 0 we obtain a bounded solution if
> 0. See Example 6 and Fig. 7. If + x20 < 0 and < 0 the solution is
0.5
0.4
0.3
0.2
0.1
10 20 30 40
Figure 7:
Exact solution to Duffing equation and the pendulum equation 8787
which is the solution to linear equation y 00 (t) + y(t) = 0. This result is con-
sistent with the theory we know for the linear case.
d2
ml2 + mgl sin = M cos t, (22)
dt2
8788 Alvaro H. Salas and Jairo E. Castillo H.
0.5
-0.5
-1.0
1
7t, 12
Figure 9: Graph of solution (t) = 2 arcsin 2
cd .
4 Conclusions
We have derived the solution to both Duffing x + x + x3 = 0 ( 6= 0)
for + x20 6= 0 and pendulum equations. Duffing equation is important in
the study of nonlinear phenomena and nonlinear oscillations [1]. More details
about Duffing equation may be found in [2]. A clear exposition about elliptic
functions and their applications may be consulted in [4]. Some nonlinear par-
tial differential equations admit solutions in terms of Jacobi elliptic functions
Exact solution to Duffing equation and the pendulum equation 8789
[5]-[6].
References
[1] A.N. Nayfeth, D.T. Mook, Non-linear oscillations, John Wiley,New York,
1973.
[2] I. Kovacic, M. J. Brennan, The Duffing Equation: Nonlinear Oscillators
and their Behaviour, Wiley, 2011. http://dx.doi.org/10.1002/9780470977859
[3] P.F. Bird, M. D. Friedman, Handbook of elliptic integrals for engineers and
scientists, Springer, 1971. http://dx.doi.org/10.1007/978-3-642-65138-0
[4] J. V. Armitage, W. F. Eberlein, Elliptic Functions, Cambridge University
Press, 2006. http://dx.doi.org/10.1017/cbo9780511617867
[5] A. H. Salas, J.E. Castillo H., New exact solutions to sinh-cosh-Gordon
equation by using techniques based on projective Riccati equations, Computers
& Mathematics with Applications, Volume 61, Issue 2, January 2011, Pages
470481. http://dx.doi.org/10.1016/j.camwa.2010.11.027
[6] A. H. Salas, Solving Nonlinear Partial Differential Equations by the sn-
ns Method, Abstract and Applied Analysis, Volume 2012 (2012), Article ID
340824. http://dx.doi.org/10.1155/2012/340824