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see Nonlinear Dynamics (journal).

This article is about nonlinearity in mathematics, In mathematics, a linear function (or map) f (x) is one

physics and other sciences. For video and lm editing, which satises both of the following properties:

see Non-linear editing system. For other uses, see

nonlinearity (disambiguation).

Additivity or superposition: f (x + y) = f (x) +

f (y);

In physics and other sciences, a nonlinear system, in

Homogeneity: f (x) = f (x).

contrast to a linear system, is a system which does not satisfy the superposition principle meaning that the output

of a nonlinear system is not directly proportional to the Additivity implies homogeneity for any rational , and,

input.

for continuous functions, for any real . For a complex ,

In mathematics, a nonlinear system of equations is a set homogeneity does not follow from additivity. For examof simultaneous equations in which the unknowns (or the ple, an antilinear map is additive but not homogeneous.

unknown functions in the case of dierential equations) The conditions of additivity and homogeneity are often

appear as variables of a polynomial of degree higher than combined in the superposition principle

one or in the argument of a function which is not a polynomial of degree one. In other words, in a nonlinear system of equations, the equation(s) to be solved cannot be f (x + y) = f (x) + f (y)

written as a linear combination of the unknown variables

or functions that appear in them. It does not matter if An equation written as

nonlinear known functions appear in the equations. In

particular, a dierential equation is linear if it is linear in

terms of the unknown function and its derivatives, even if f (x) = C

nonlinear in terms of the other variables appearing in it.

Typically, the behavior of a nonlinear system is described is called linear if f (x) is a linear map (as dened above)

and nonlinear otherwise. The equation is called homoby a nonlinear system of equations.

geneous if C = 0 .

Nonlinear problems are of interest to engineers,

physicists and mathematicians and many other scientists The denition f (x) = C is very general in that x can be

because most systems are inherently nonlinear in nature. any sensible mathematical object (number, vector, funcAs nonlinear equations are dicult to solve, nonlinear tion, etc.), and the function f (x) can literally be any

systems are commonly approximated by linear equations mapping, including integration or dierentiation with as(linearization). This works well up to some accuracy and sociated constraints (such as boundary values). If f (x)

some range for the input values, but some interesting contains dierentiation with respect to x , the result will

phenomena such as chaos[1] and singularities are hidden be a dierential equation.

by linearization. It follows that some aspects of the

behavior of a nonlinear system appear commonly to be

chaotic, unpredictable or counterintuitive. Although 2 Nonlinear algebraic equations

such chaotic behavior may resemble random behavior, it

is absolutely not random.

Main article: Algebraic equation

For example, some aspects of the weather are seen to be Main article: Systems of polynomial equations

chaotic, where simple changes in one part of the system

produce complex eects throughout. This nonlinearity is Nonlinear algebraic equations, which are also called

one of the reasons why accurate long-term forecasts are polynomial equations, are dened by equating

impossible with current technology.

polynomials to zero. For example,

x2 + x 1 = 0 .

1

can be used to nd solutions to the equation (i.e., sets

of values for the variables that satisfy the equation).

However, systems of algebraic equations are more complicated; their study is one motivation for the eld of

algebraic geometry, a dicult branch of modern mathematics. It is even dicult to decide whether a given algebraic system has complex solutions (see Hilberts Nullstellensatz). Nevertheless, in the case of the systems with

a nite number of complex solutions, these systems of

polynomial equations are now well understood and ecient methods exist for solving them.[2]

of a sequence as a nonlinear function of preceding

terms. Examples of nonlinear recurrence relations are

the logistic map and the relations that dene the various Hofstadter sequences. Nonlinear discrete models

that represent a wide class of nonlinear recurrence relationships include the NARMAX (Nonlinear Autoregressive Moving Average with eXogenous inputs) model and

the related nonlinear system identication and analysis

procedures.[3] These approaches can be used to study a

wide class of complex nonlinear behaviors in the time,

frequency, and spatio-temporal domains.

First order ordinary dierential equations are often exactly solvable by separation of variables, especially for

autonomous equations. For example, the nonlinear equation

du

= u2

dx

1

has u = x+C

as a general solution (and also u = 0 as a

particular solution, corresponding to the limit of the general solution when C tends to the innity). The equation

is nonlinear because it may be written as

du

+ u2 = 0

dx

and the left-hand side of the equation is not a linear function of u and its derivatives. Note that if the u2 term

were replaced with u, the problem would be linear (the

exponential decay problem).

Second and higher order ordinary dierential equations

(more generally, systems of nonlinear equations) rarely

yield closed form solutions, though implicit solutions and

solutions involving nonelementary integrals are encountered.

Common methods for the qualitative analysis of nonlinear

ordinary dierential equations include:

Examination of any conserved quantities, especially

in Hamiltonian systems.

if it is not a linear system. Problems involving nonlinear

dierential equations are extremely diverse, and methods

of solution or analysis are problem dependent. Examples

of nonlinear dierential equations are the NavierStokes

equations in uid dynamics and the LotkaVolterra equations in biology.

One of the greatest diculties of nonlinear problems is

that it is not generally possible to combine known solutions into new solutions. In linear problems, for example,

a family of linearly independent solutions can be used

to construct general solutions through the superposition

principle. A good example of this is one-dimensional

heat transport with Dirichlet boundary conditions, the solution of which can be written as a time-dependent linear combination of sinusoids of diering frequencies;

this makes solutions very exible. It is often possible to

nd several very specic solutions to nonlinear equations,

however the lack of a superposition principle prevents the

construction of new solutions.

function) analogous to conserved quantities.

Linearization via Taylor expansion.

Change of variables into something easier to study.

Bifurcation theory.

Perturbation methods (can be applied to algebraic

equations too).

See also: List of nonlinear partial dierential equations

The most common basic approach to studying nonlinear

partial dierential equations is to change the variables

(or otherwise transform the problem) so that the resulting

problem is simpler (possibly even linear). Sometimes, the

equation may be transformed into one or more ordinary

dierential equations, as seen in separation of variables,

which is always useful whether or not the resulting ordinary dierential equation(s) is solvable.

4.3

Pendula

seen in uid and heat mechanics, is to use scale analysis

to simplify a general, natural equation in a certain specic boundary value problem. For example, the (very)

nonlinear Navier-Stokes equations can be simplied into

one linear partial dierential equation in the case of transient, laminar, one dimensional ow in a circular pipe; the

scale analysis provides conditions under which the ow is

laminar and one dimensional and also yields the simplied equation.

Other methods include examining the characteristics and

using the methods outlined above for ordinary dierential

equations.

4.3

Pendula

A classic, extensively studied nonlinear problem is the

gravity

hinge

Linearizations of a pendulum

Using Lagrangian mechanics, it may be shown[4] that

the motion of a pendulum can be described by the

dimensionless nonlinear equation

d2

+ sin() = 0

dt2

where gravity points downwards and is the angle the

pendulum forms with its rest position, as shown in the gure at right. One approach to solving this equation is to

use d/dt as an integrating factor, which would eventually yield

mass

Illustration of a pendulum

= t + C1

C0 + 2 cos()

This solution generally does not have many uses because most of the nature of the solution is hidden in the

nonelementary integral (nonelementary even if C0 = 0 ).

Another way to approach the problem is to linearize any

nonlinearities (the sine function term in this case) at the

various points of interest through Taylor expansions. For

example, the linearization at = 0 , called the small angle

approximation, is

8 SEE ALSO

Ball and beam system

d2

+ =0

dt2

since sin() for 0 . This is a simple harmonic oscillator corresponding to oscillations of the pendulum near the bottom of its path. Another linearization

would be at = , corresponding to the pendulum being

straight up:

Colebrook equation

d2

+ =0

dt2

General relativity

GinzburgLandau equation

NavierStokes equations of uid dynamics

Kortewegde Vries equation

Nonlinear optics

problem involves hyperbolic sinusoids, and note that unlike the small angle approximation, this approximation is

unstable, meaning that || will usually grow without limit,

though bounded solutions are possible. This corresponds

to the diculty of balancing a pendulum upright, it is literally an unstable state.

/2 , around which sin() 1 :

Ishimori equation

Robot unicycle balancing

SineGordon equation

LandauLifshitzGilbert equation

Van der Pol equation

Linard equation

d2

+ 1 = 0.

dt2

Vlasov equation

This corresponds to a free fall problem. A very useful See also the list of nonlinear partial dierential equations

qualitative picture of the pendulums dynamics may be

obtained by piecing together such linearizations, as seen

in the gure at right. Other techniques may be used to 7 Software for solving nonlinear

nd (exact) phase portraits and approximate periods.

systems

Classical chaos the behavior of a system cannot be

predicted.

Multistability alternating between two or more exclusive states.

Aperiodic oscillations functions that do not repeat values after some period (otherwise known as

chaotic oscillations or chaos).

Amplitude death any oscillations present in the

system cease due to some kind of interaction with

other system or feedback by the same system.

Solitons self-reinforcing solitary waves

frameworks for searching either any or all solutions

of nonlinear algebraic equations system

A collection of non-linear models and demo applets

(in Monash Universitys Virtual Lab)

FyDiK Software for simulations of nonlinear dynamical systems

8 See also

Aleksandr Mikhailovich Lyapunov

Dynamical system

Initial condition

Interaction

Linear system

Mode coupling

AC power ow model

Vector soliton

Volterra series

References

[2] Lazard, D. (2009). Thirty years of Polynomial System

Solving, and now?". Journal of Symbolic Computation 44

(3): 222231. doi:10.1016/j.jsc.2008.03.004.

[3] Billings S.A. Nonlinear System Identication: NARMAX Methods in the Time, Frequency, and SpatioTemporal Domains. Wiley, 2013

[4] David Tong: Lectures on Classical Dynamics

10

Further reading

(2005). Mathematical Systems Theory I - Modelling, State Space Analysis, Stability and Robustness.

Springer Verlag. ISBN 9783540441250.

Jordan, D. W.; Smith, P. (2007). Nonlinear Ordinary Dierential Equations (fourth ed.). Oxford

University Press. ISBN 978-0-19-920824-1.

Khalil, Hassan K. (2001). Nonlinear Systems. Prentice Hall. ISBN 0-13-067389-7.

Kreyszig, Erwin (1998). Advanced Engineering

Mathematics. Wiley. ISBN 0-471-15496-2.

Sontag, Eduardo (1998). Mathematical Control

Theory: Deterministic Finite Dimensional Systems.

Second Edition. Springer. ISBN 0-387-98489-5.

11

External links

New England Complex Systems Institute: Concepts

in Complex Systems

Nonlinear Dynamics I: Chaos at MITs OpenCourseWare

Nonlinear Models Nonlinear Model Database of

Physical Systems (MATLAB)

The Center for Nonlinear Studies at Los Alamos National Laboratory

12

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