chaos/pendulum.md

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# Pendulum
## Equations of motion
The dimensional equation for a pendulum with the constraints
- no friction
- rigid rod
- vertically movable anchor point with prescribed acceleration $a_0(t)$ with amplitude $c^{*}$
reads
$$
\frac{\text{d}^2\theta}{\text{d} t^{*2}} = - \frac{a_0(t^{*})}{l^{*}} \sin(\theta) - \frac{g^{*}}{l^{*}} \sin(\theta)
$$
In the following, we will solely be concerned with a prescribed sinusoidal motion. Its acceleration is given by
$$
a_0(t^{*}) = c^{*} \sin(k^{*} t^{*})
$$
with amplitude $c^{*}$ and wave number $k^{*}$.
For non-dimensionalisation, we introduce a time scale $T$, which yields
$$
\frac{1}{T^2}\frac{\text{d}^2\theta}{\text{d} t^2} = - \frac{c^{*}\sin(k^{*} T t) + g^{*}}{l^{*}} \sin(\theta).
$$
Moreover, the following non-dimensional parameters are introduced.
$$ \tau := T^{-1} \sqrt{l^{*}/ g^{*}} \quad\text{(gravitational time scale)}$$
$$ c := \frac{c^{*}}{g^{*}} \quad\text{(relative anchor point acceleration)}$$
<!--$$ c := \frac{c^{*}T^2}{l^{*}} $$-->
$$ k := k^{*}T \quad\text{(anchor point oscillation time scale)}$$
The non-dimensional equation then reads
$$
\frac{\text{d}^2\theta}{\text{d} t^{2}} = - \frac{1}{\tau^2} (c \sin(k t) + 1) \sin(\theta),
$$
which is consistent with the Buckingham theorem given five dimensional variables
($t^*$,$g^*$,$c^*$,$k^*$,$l^*$) and two dimensions (time, length).
## Numerical method
We define the angular velocity of the pendulum $\Omega$ to reformulate our problem into a set of two first-order ordinary
differential equations,
$$
\frac{\text{d}\Omega}{\text{d}t} = - \frac{1}{\tau^2} (c \sin(k t) + 1) \sin(\theta),
$$
$$
\text{d}\theta / \text{d}t = \Omega,
$$
which can be solved numerically.
We employ the classical Runge-Kutta method (RK4) for $\text{d}\mathbf{x}/\text{d}t = f(\mathbf{x},t)$, i.e.
$$ \mathbf{x}_{n+1} = \mathbf{x}_n + \frac{\Delta t}{6} ( r_1 + 2 r_2 + 2 r_3 + r_4 ),$$
$$ r_1 = f(t_n, \mathbf{x}_n),$$
$$ r_2 = f(t_n + \Delta t /2, \mathbf{x}_n + r_1 \Delta t /2),$$
$$ r_3 = f(t_n + \Delta t /2, \mathbf{x}_n + r_2 \Delta t /2),$$
$$ r_4 = f(t_n + \Delta t, \mathbf{x}_n + r_3 \Delta t),$$
where $\mathbf{x} := (\theta,\Omega,t)^T$ is the state vector of our problem.
This enables us to get a discrete-in-time map of the form
$$ \mathbf{x}_{n+1} = f(\mathbf{x}_n,\mathbf{p}) $$
with $\mathbf{x}$ and $\mathbf{p}$ being the state and parameter vectors, respectively. Note that $\mathbf{p}$ contains
the parameters of the physical system, as well as the numerical parameter ($\Delta t$) since both affect the evolution of
the discrete numerical system.
```julia
struct State
θ :: Float64
Ω :: Float64
t :: Float64
end
struct Parameter
τ :: Float64
c :: Float64
k :: Float64
Δt :: Float64
end
function dsmap(x::State,p::Parameter)
f = (x::State,p::Parameter) -> -(1.0/p.τ^2)*(p.c*sin(p.k*x.t)+1)*sin(x.θ)
coeff = [p.Δt/6.0,p.Δt/3.0,p.Δt/3.0,p.Δt/6.0]
step = [0.0,p.Δt/2.0,p.Δt/2.0,p.Δt]
= f(x,p)
= x.Ω
Ωnp1 = x.Ω + coeff[1]*
θnp1 = x.θ + coeff[1]*
for ii = 2:length(coeff)
= f(State(x.θ+*step[ii],NaN,x.t+step[ii]),p)
= x.Ω + *step[ii]
θnp1 += coeff[ii]*
Ωnp1 += coeff[ii]*
end
return State(θnp1,Ωnp1,x.t+p.Δt)
end
function dsrun(x::State,p::Parameter,nstep::Int)
X = Vector{State}(undef,nstep)
for ii = 1:nstep
x = dsmap(x,p)
X[ii] = x
end
return X
end
```
## Simple pendulum
First we analyse the dynamics of the pendulum without anchor point movement, e.g. $a_0 = 0$ (in general) or $c = 0$ (for sinusoidal). We visualise the time series in terms of angle vs time. In this simplified case, we can easily visualise the entire state space, since it is two-dimensional, i.e. visualise angular velocity vs angle.
```julia
using Plots
function plot_evolution_state_simple(X::Vector{State},p::Parameter)
t = getproperty.(X,:t)
θ = mod.((getproperty.(X,).+π),2π).-π
Ω = getproperty.(X,)
p1 = plot(
t/τ,θ/π,
xlabel="t/τ",ylabel="θ/π",
seriestype=:scatter,marker=:circle,markersize=0.01,
legend=false
)
p2 = plot(
θ/π,Ω*τ/π,
xlabel="θ/π",ylabel="Ωτ/π",
xlims=(-1.1,1.1),ylims=(-1.1,1.1),
seriestype=:scatter,marker=:circle,markersize=0.01,
aspect_ratio=1,
legend=false
)
plot(p1,p2;layout=(1,2))
end
```
### Periodic swing
We initialise the pendulum at a 90° angle with no initial velocity. This results in a periodic swinging motion which is very well captured by our numerical method. The state space is a circle whose centre is the stable equilibrium ($\theta=0, \Omega=0$).
```julia
# Initial conditions
θ0 = π/2
Ω0 = 0.0
t0 = 0.0
x = State(θ0,Ω0,t0)
# Parameter
τ = 1.0
c = 0.0
k = 0.0
Δt = 0.01
p = Parameter(τ,c,k,Δt)
# Simulate
nstep = 10000
X = dsrun(x,p,nstep)
plot_evolution_state_simple(X,p)
```
### Unstable equilibrium
Next we initialise at the unstable equilibrium point ($\theta=\pi,\Omega=0$) and iterate in order to observe whether computational errors cause disturbances which lead to instability. The unstable state can be sustained for reasonable time using our numerical method and a sufficiently small time step.
```julia
# Initial conditions
θ0 = π
Ω0 = 0.0
t0 = 0.0
x = State(θ0,Ω0,t0)
# Parameter
τ = 1.0
c = 0.0
k = 0.0
Δt = 0.01
p = Parameter(τ,c,k,Δt)
# Simulate
nstep = 10000
X = dsrun(x,p,nstep)
plot_evolution_state_simple(X,p)
```
### Heteroclinics
Now we add a small disturbance to the unstable equilibrium. We observe the state of the system traveling along the heteroclinics between the stable and unstable equilibrium points.
```julia
# Initial conditions
θ0 = π*(1-1e-6)
Ω0 = 0.0
t0 = 0.0
x = State(θ0,Ω0,t0)
# Parameter
τ = 1.0
c = 0.0
k = 0.0
Δt = 0.01
p = Parameter(τ,c,k,Δt)
# Simulate
nstep = 10000
X = dsrun(x,p,nstep)
plot_evolution_state_simple(X,p)
```
## Pendulum with anchor point movement
```julia
# Initial conditions
θ0 = π/2
Ω0 = 0.0
t0 = 0.0
x = State(θ0,Ω0,t0)
# Parameter
τ = 1.0
c = 0.75
k = 1.0
Δt = 0.01
p = Parameter(τ,c,k,Δt)
# Simulate
nstep = 100000
X = dsrun(x,p,nstep)
plot_evolution_state_simple(X,p)
```