Nitin K. Garg
Nonlinear Dynamics Lab,
Department of Mechanical & Aerospace
Engineering, University of Florida,
Gainesville, FL 32611
e-mail: nitingar@ufl.edu
Brian P. Mann
1
Dynamical Systems Lab,
Department of Mechanical & Aerospace
Engineering, University of Missouri,
Columbia, MO 65211
e-mail: mannbr@missouri.edu
Nam H. Kim
Structural and Multi-disciplinary
Optimization Lab, Department of Mechanical &
Aerospace Engineering, University of Florida,
Gainesville, FL 32611
e-mail: nkim@ufl.edu
Mohammad H. Kurdi
Machine Tool Research Center,
Department of Mechanical & Aerospace
Engineering, University of Florida,
Gainesville, FL 32611
e-mail: mhkurdi@ufl.edu
Stability of a Time-Delayed
System With Parametric
Excitation
This paper investigates two different temporal finite element techniques, a multiple ele-
ment (h-version) and single element (p-version) method, to analyze the stability of a
system with a time-periodic coefficient and a time delay. The representative problem,
known as the delayed damped Mathieu equation, is chosen to illustrate the combined
effect of a time delay and parametric excitation on stability. A discrete linear map is
obtained by approximating the exact solution with a series expansion of orthogonal
polynomials constrained at intermittent nodes. Characteristic multipliers of the map are
used to determine the unstable parameter domains. Additionally, the described analysis
provides a new approach to extract the Floquet transition matrix of time periodic systems
without a delay. DOI: 10.1115/1.2432357
Keywords: bifurcation, delay differential equations, parametric excitation, Mathieu
equation
1 Introduction
The stability of systems governed by time-periodic differential
equations is important to various fields of science and engineer-
ing. For instance, recent literature has described applications in
high-speed milling 1–5, quantum mechanics, structures under
oscillating loads, and rotating helicopter blades 6.
Some of the methods available for stability analysis are Hill’s
method 7–9, Floquet theory 10–16, and perturbation 7,17,18.
Sinha and Wu 19, Sinha 20, Sinha et al. 21–23, Butcher et al.
24, Ma et al. 25,26, Bueler et al. 27, and Szabo and Butcher
28 have used Chebyshev polynomials to analyze the stability
and control of time-periodic systems. The effect of time delay on
control stability has been examined by Yang and Wu 6, Horng
and Chou 29, and Chung and Sun 30, who studied the effect of
a time delay on structural dynamics.
The delayed damped Mathieu equation DDME provides a
representative system with both a time delay and parametric ex-
citation. Mathieu 31 used this equation, without the time-delay
and damping terms, to study the oscillations of an elliptic mem-
brane. Bellman and Cooke 32 and Bhatt and Hsu 33 both made
attempts to lay out the criteria for stability using the D-subdivision
34 method combined with the theorem of Pontryagin 35. In-
sperger and Stépán have used an analytical and semi-
discretization approach, which is applicable to a combination of
problems with finite and functional time delays, to examine the
stability of the DDME 36–38.
The use of orthogonal polynomials to solve systems with para-
metric excitation and no time delay has been adopted by many
authors. For instance, Chang et al. 39 studied the response of
linear dynamic systems. Sinha and Chou 40 and Sinha et al. 13
used orthogonal polynomials to investigate the behavior of time-
periodic differential equations. Orthogonal polynomials are used
because they decouple the successive solutions, as presented in
Ref. 41, which will increase the rate of convergence, thereby
making the process less computationally expensive. In this paper,
interpolated orthogonal polynomials are used to determine the sta-
bility of a system with both parametric excitation and time de-
layed feedback.
The present work describes two different temporal finite ele-
ment analysis approaches that can be used to ascertain the stability
behavior of both linear autonomous and nonautonomous systems
with a single time delay see previous work in Refs. 4 and
42–46. In particular, this paper examines the stability of the
DDME using temporal finite element analysis. A set of orthogonal
polynomials, constrained for C
1
continuity, are used to obtain a
discrete linear map that closely approximates the exact solution.
Characteristic multipliers of the map, which are obtained from the
finite-dimensional monodromy operator that closely approximates
the actual infinite-dimensional system, are then used to determine
the stable and unstable parameter domains.
Two different approaches are used to formulate dynamic maps
that describe the system evolution: i a multiple element method
is described that divides the minimum time period of the system
into a finite number of temporal elements. An approximate solu-
tion is then obtained for a single period as a linear combination of
interpolated polynomials. This technique employs cubic polyno-
mials as trial functions to approximate the exact solution.
Asymptotic convergence of the approximated solution to the exact
solution is obtained by increasing the number of elements that
discretize the time domain. This approach is called h-convergence
as in spatial finite element analysis. ii A single-element method
that utilizes a linear combination of higher-order orthogonal poly-
nomials, coupled with C
1
continuity, is applied in the second ap-
proach. These polynomials approximate the exact solution by uti-
lizing a single temporal element. Asymptotic convergence of the
approximated solution to the exact solution is obtained by increas-
1
Corresponding author.
Contributed by the Dynamic Systems, Measurement, and Control Division of
ASME for publication in the JOURNAL OF DYNAMIC SYSTEMS MEASUREMENT, AND CON-
TROL. Manuscript received September 10, 2004; final manuscript received May 11,
2006. Assoc. Editor: Jordan Berg.
Journal of Dynamic Systems, Measurement, and Control MARCH 2007, Vol. 129 / 125
Copyright © 2007 by ASME