(Mechanical Engineering Series) Richard A. Layton (Auth.) - Principles of Analytical System Dynamics-Springer-Verlag New York (1998) PDF

Mechanical Engineering Series
Frederick F. Ling
Series Editor
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(continued after index)

Richard A. Layton
Principles of Analytical
System Dynamics
With 94 Figures
" Springer
Richard A. Layton
Department of Mechanical Engineering
North Carolina A&T State University
Greensboro, NC 27411, USA
Series Editor
Frederick F. Ling
Ernest F. Gloyna Regents Chair in Engineering
Department of Mechanical Engineering
The University of Texas at Austin
Austin, TX 78712-1063, USA
and
William Howard Hart Professor Emeritus
Department of Mechanical Engineering,
Aeronautical Engineering and Mechanics
Rensselaer Polytechnic Institute
Troy, NY 12180-3590, USA
Library of Congress Cataloging-in-Publication Data

Layton, Richard A.
Principles of analytical system dynamics I Richard A. Layton.
p. cm. - (Mechanical engineering series)
Includes index.
ISBN 978-1-4612-6832-1 ISBN 978-1-4612-0597-5 (eBook)
DOI 10.1007/978-1-4612-0597-5
1. Dynamics. 2. System analysis. 3. Differential-algebraic
equations. 1. Title. II. Series: Mechanical engineering series
(Berlin, Germany)
QA845.L34 1998
620' .001 '185-dc2l 97-45237
Printed on acid-free paper.
© 1998 Springer Science+Business Media New York

Originallypublished by Springer-Verlag New York in 1998
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Production managed by Anthony Battle; manufacturing supervised by Jeffrey Taub.
Photocomposed copy prepared from the author's TEX files.
987654321
ISBN 978-1-4612-6832-1
To David P. Marx, former member of
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Frederick F. Ling
Series Editor
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Applied Mechanics F.A. Leckie

University of California,
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Biomechanics V.C. Mow
Columbia University
Computational Mechanics H.T. Yang
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Dynamical Systems and Control K.M. Marshek
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Seri es Preface
Mechanical engineering, an engineering discipline borne of the needs of the

industrial revolution, is once again asked to do its substantial share in the
call for industrial renewal. The general call is urgent as we face profound is-
sues of productivity and competitiveness that require engineering solutions,
among others. The Mechanical Engineering Series features graduate texts
and research monographs intended to address the need for information in
contemporary areas of mechanical engineering.
The series is conceived as a comprehensive one that covers a broad range
of concentrations important to mechanical engineering graduate education
and research. We are fortunate to have a distinguished roster of consult-
ing editors on the advisory board, each an expert in one of the areas of
concentration. The names of the consulting editors are listed on the next
page of this volume. The areas of concentration are applied mechanics,
biomechanics, computational mechanics, dynamic systems and control, en-
ergetics, mechanics of materials, processing, thermal science, and tribology.
Fred Leckie, our consulting editor for applied mechanics and I are pleased
to present this volume in the Series: Principles of Analytical System Dy-
namics, by Richard A. Layton. The selection of this volume underscores
again the interest of the Mechanical Engineering Series to provide our read-
ers with topical monographs as well as graduate texts in a wide variety of
fields.
Austin, Texas Frederick F. Ling
vii
Preface
Dynamicists have long known that Lagrange's equation and Hamilton's

equation are suitable bases for developing mathematical models of engi-
neering systems. In the literature however these developments are com-
monly restricted to certain special cases. In this monograph, Lagrange's
equation and Hamilton's equation are presented without the restrictions
common in standard developments, providing a fresh, comprehensive, and
multidisciplinary reintroduction to these classical analytical methods.
This work is a synthesis of three subjects: analytical dynamics, developed
by Lagrange, Hamilton, and others; system dynamics, pioneered by Henry
Paynter and developed in the bond-graph and linear-graph literature; and
differential-algebraic equations, a contemporary topic in applied mathe-
matics. The resulting method of analysis is analytical system dynamics, in
essence a generalized treatment of Lagrangian and Hamiltonian dynamics
for constrained, multidisciplinary systems. Like other unified methods such
as bond graphs, linear graphs, and Hamilton's principle, analytical system
dynamics is at once systematic and general.
The engineering systems considered in this book are composed of me-
chanical, electrical, fluid, and thermal elements. Only discrete, or lumped-
parameter, systems are considered. Although analytical methods are appro-
priate for distributed-parameter systems and much work already has been
done in this area, a comprehensive treatment of distributed-parameter sys-
tems is beyond the scope of this book.
This book is addressed primarily to engineers, physicists, and applied
mathematicians interested in a comprehensive and multidisciplinary devel-
opment of Lagrangian and Hamiltonian dynamics. The reader is expected
IX
x Preface
to be familiar with engineering fundamentals but a background in analyt-

ical mechanics, system dynamics, or variational calculus is not required.
Primary areas of application in engineering are modeling and simulation
with secondary applications in stability, control, and optimization. This
book could be used as a supplementary text for courses in these areas at
the graduate or senior undergraduate level.
This monograph is based on my Ph.D. dissertation and I would like to
acknowledge again the support of the National Science Foundation (MSS-
9350467). YIany thanks to my friends and colleagues Richard Ehrgott,
Brian Fabien, Joe Garbini, Bill IVlurray, Bob Ryan, and Tarek Shraibati--
my success is their success. To Greg Bell, Theresa Bell, Evelyne Combes,
and Bill Knoke, my appreciation for conversations past and future. My
thanks also to Tom von Foerster for reviewing the original manuscript and
to Gina Amster and Tony Battle for assisting so cheerfully and patiently
in its completion. Lastly, my thanks to Andrea and John for giving me the
time, space, and freedom to pursue this work.
Greensboro, North Carolina Richard A. Layton

Contents
Series Preface vii
Preface ix
1. Introduction 1
1.1. A Perspective on Physical Systems 1
1.2. What This Book Is About 2
1.3. Background . . . . . . . 3
1.4. Overview of Topics . . . 5
1.5. Comments on Notation 6
2. Fundamentals of System Dynamics 7

2.1. A Unified Set of Variables . . . . . 7
2.2. Classification of Discrete Elements 10
2.2.1. Kinetic Stores .. 11
2.2.2. Potential Stores. 15
2.2.3. Ideal Dissipators 20
2.2.4. Sources . . . . . 24
2.2.5. Path-Dependent Dissipation. 25
2.2.6. Basic 2-Ports . . . 25
2.3. Representation of Motion . . . . . . 33
2.3.1. Variable Pairs . . . . . . . . . 33
2.3.2. Configuration Space and State Space. 34
2.:3.3. Reduced-Order Coordinates . . . . . . 36
xi
xii Contents
2.4. Constraints . . . . . . . . . . . . 38
2.4.1. Displacement Constraints 38
2.4.2. Flow Constraints .. 39
2.4.3. Degrees of Freedom 43
2.4.4. Effort Constraints . 43
2.4.5. Dynamic Constraints. 46
2.5. Variational Concepts . . . . . 47
2.5.1. Classification of Displacements 47
2.5.2. Virtual Work . . . . . . 50
2.5.3. Lagrange's Principle .. 52
2.5.4. Classification of Efforts 55
2.6. Geometry of Constraint . . . . 61
2.6.1. Holonomic and ~ onholonomic Constraints . 61
2.6.2. Effort. Constraints and Dynamic Constraints 63
2.6.3. Virtual ;vlomentum . . . . . . . . . . . . . . . 63
3. Lagrangian DAEs of Motion 67

3.1. A Variational Form of the First Law 67
3.2. Lagrange's Equation . . . . . . . 68
3.2.1. Derivation . . . . . . . . . 68
3.2.2. Euler-Lagrange Equation 71
3.3. Lagrangian DAEs . . . . . . 72
3.3.1. Lagrange Multipliers 72
3.3.2. Descriptor Form .. 74
3.4. Underlying ODEs . . . . . . 78
3.4.1. Holonomic Systems. 7H
3.4.2. Nonholonomic Systems 79
3.4.3. Discussion . . . . . . . . 81
3.5. Interpretation of Lagrange's Equation 82
4. Hamiltonian DAEs of Motion 85

4.1. Legendre Transform 85
4.2. Hamiltonian DAEs . . . . 87
4.2.1. Derivation . . . . . 87
4.2.2. Semiexplicit Form 88
4.3. Underlying ODEs . . . . . 92
4.3.1. Holonomic Systems. 92
4.3.2. Nonholonomic Systems 93
4.3.3. Canonical Form. . . . . 95
4.3.4. Discussion. . . . . . . . 95
4.4. Comparison of Two Formulations 96
5. Complementary DAEs of Motion 99

5.1. Fundamentals . . . . . . . . . . . 100
5.1.1. Representation of Motion 100
Contents xiii
5.1.2. Constraints . . . . . . 101

5.1.3. Classification of Flows 102
5.1.4. Work and Energy . . . 102
5.2. Complementary Lagrangian DAEs 103
5.2.1. Derivation . . . . . 103
5.2.2. Descriptor Form . . . . . . 104
5.2.3. Underlying ODEs 108
5.3. Complementary Hamiltonian DAEs . 109
5.3.1. Derivation . . . . . 109
5.3.2. Semiexplicit Form . . . . . 110
5.3.3. Underlying ODEs 112
6. Modeling and Simulation 115

6.1. Analysis . . . . . . . . . 115
6.1.1. Schematic... . 115
6.1.2. Coordinate Selection 116
6.1.3. Energy . . . . 116
6.1.4. Constraints . 117
6.1.5. Virtual Work 118
6.2. Formulating a Model 119
6.2.1. Function Manipulation. 119
6.2.2. Parameters . . . . . . 120
6.2.3. Initial Conditions .. . 120
6.3. Numerical Solution of DAEs . 121
6.3.1. Numerical Methods 121
6.3.2. Differential Index . . . 123
6.3.3. Software for DAEs . . 124
6.4. Automated Modeling and Simulation . 126
6.5. Examples . . . . . . . . . . . . . . . . 126
Afterword 143
References 147
Index 151
1
Introduction
1.1. A Perspective on Physical Systems

Engineers often work in functional groups organized by discipline. Under
such an organizational scheme, the contribution of an individual engineer
to the design and development of a product or system is limited usually to
the discipline that he or she practices. A similar organizational structure
prevails in colleges of engineering. A student's education in design and de-
velopment is limited usually to the discipline of his or her department. How-
ever, notwithstanding these institutional structures, physical systems are
becoming increasingly multidisciplinary and engineers, particularly team
leaders and engineering managers, are finding it increasingly important to
acquire some technical competence outside their core disciplines [AJ. In
consequence, design and development is coming to be viewed not as a col-
lection of problems in mechanics, electronics, hydraulics, and so forth, but
as a problem in systems, requiring a systems perspective.
Consider, for example, the automotive antilock braking system illus-
trated in Fig. 1.1. In a conventional engineering environment, linkages
would be designed by a mechanism specialist, the hydraulic subsystem
would be designed by a fluid power specialist, the drive and control subsys-
tem would be designed by a controls specialist, and so forth. A drawback
of this approach to design and development is that while each discipline-
specific subsystem might be well designed, the complete system might not
operate as efficiently or as robustly as a comparable system designed in a
unified way. For products where even small improvements in performance
R. A. Layton, Principles of Analytical System Dynamics

© Springer Science+Business Media New York 1998
2 1. Introduction
force on
brake pedal
DC hydralllic brake
motor pump cylinder rotor
drive and control

electronics
pre,sure
sensor
FIGURE 1.1. An automotive braking system. (Adapted from [Co].)
or cost endow a competitive advantage, a systems approach to design and

development can be a key component of commercial success.
Widespread interest in the systems approach is evident in the emphasis
in industry and academe today on such topics as concurrent engineering,
systems integration, and mechatronics. Best practice in these areas requires
improved interdisciplinary cooperation as well as multidisciplinary techni-
cal competence. This book addresses some of the foundations of that com-
petence through an exposition of physical systems theory and advanced
modeling and simulation methods. Energy is the unifying concept; a sys-
tems perspective is the unifying theme.
1.2. What This Book Is About

In this book is given a systematic exposition of the principles of analytical
dynamics applied to the problem of modeling physical systems subject to
nonholonomic equality constraints. The method of analysis is based on the
energy methods of Lagrange and Hamilton and the physical systems theory
of Paynter [P2]. Systems of interest are composed of discrete or lumped-
parameter elements from the mechanical, electrical, fluid, and thermal en-
gineering disciplines. Thus, the subject of the book is system dynamics,
the approach is based on the principles of analytical dynamics, and the
synthesis is called analytical system dynamics.
A new derivation of Lagrange's equation is given based on a differential-
variational form of the first law of thermodynamics. A semiexplicit form of
Hamilton's equation is developed that should have greater utility than the
classical canonical form and could have superior numerical properties com-
pared to Lagrange's equation. Dual formulations of Lagrange's equation
and Hamilton's equation are developed from first principles.
1.3. Background 3
Mathematical models are presented without the restrictions common in

standard developments of analytical methods. Typical restrictions include
treating mechanical, unconstrained, or holonomic systems only, assuming
that energy functions are either quadratic or time-independent or both, and
assuming that motion is best represented using sets of differential equa-
tions (and state variables) that are independent. In this book Lagrange's
equation and Hamilton's equation are presented without these restrictions,
providing a fresh, comprehensive, and multidisciplinary reintroduction to
these classical analytical methods.
The primary emphasis throughout is on a thorough development of the
physical systems theory, complete derivations of equations of motion in
forms suitable for systematic formulation using differential-algebraic equa-
tions, and numerical solution of the resulting initial-value problems.
1.3. Background
Methods of mathematically modeling engineering systems comprising me-
chanical, electrical, fluid, and thermal elements are known as unified meth-
ods. The unified methods developed in this book are based on a synthe-
sis of three areas of study: analytical dynamics, system dynamics, and
differential-algebraic equations.
Analytical dynamics or classical mechanics is a mature discipline hav-
ing its origins in the eighteenth and nineteenth-century work of Lagrange,
Hamilton, and Jacobi. Pars' [PI] excellent treatise gives a detailed exposi-
tion. (Goldstein's book [Go] is easier to find.) This field of study focuses
largely on mechanical systems and in particular the motion of rigid bod-
ies, although applications in electromechanical systems, fluids, and elastic-
ity are well known. The variational principles underlying the basic theory
are given by Lanczos [LI]. R.M. Rosenberg gives a cogent explanation of
d'Alembert's principle in [R2] and a thorough development of constraints
and the geometry of motion in [R3]. Haug [Ha] examines modern methods
of modeling and simulation. Williams [W 4] gives a comprehensive presenta-
tion of Lagrange's equation for mechanical and electromechanical systems
based on Hamilton's principle. From this field of study are taken the con-
cept of a variational operator, the classification of constraints, the use of
undetermined multipliers, and the concept of virtual work. Work, energy,
and constraint are the unifying concepts in generalizing the principles of
analytical dynamics to encompass multidisciplinary systems.
System dynamics is the study of unified methods of analyzing and mod-
eling multidisciplinary engineering systems. Such methods have been in
development for at least 50 years. Olson [0] examines the well-known dy-
namic analogies between equations of motion for systems of different disci-
plines. For electromechanical systems, White and Woodson [WW] use an
4 1. Introduction
energy-based approach, make use of the distinction between energy and

coenergy, and present a multidisciplinary form of Lagrange's equation for
unconstrained systems. Paynter [P2] laid the foundation for bond-graph
representations of dynamic systems and was one of the first engineers
to promote the systcms perspective. Ogar and D'Azzo rOD] present La-
grange's equation for unconstrained systems. Shearer et al. [SMR] present
a linear-graph method and are perhaps the first to use the term system
dynamics to describe their topic. Crandall et al. [CKKPB] give a varia-
tional presentation based on Hamilton's principle for holonomic systems.
MacFarlane [[vIl] and Wellstead [W3] review several unified methods, in-
cluding transform models, Hamiltonian models, network models, and state
models. Karnopp et al. [Kl'vIR] present a definitive text on bond graphs
and Rowell and Wormley [R\V] do the same for linear graphs. Karnopp [K]
and Redfield [RlJ, among others, examine the relationship between bond
graphs and Lagrange's equation for holonomic systems. From this field of
study are taken the concept of reticulated systems, the power postulate,
the unified set of variables, the classification of discrete elements, and the
concept that physical systems, as energy manipulators, can be treated in a
unified way.
Discrete physical systems are often modeled using first-order, explicit
ordinary differential equations (ODEs) having the form
y = f()I, t), (1.1)
where f and yare vector valued and the state variables (Yl (t), ... , )In(t))
are independent. Models of this type have gained prominence in engineering
partly because of the existence of robust solution techniques specialized for
this form. Another more general form is the implicit ODE, given by
F(Y,)I, t) = o. (1.2)
For constrained systems, some equation manipulation is usually requircd to

obtain these forms. Indeed, many of the procedures of conventional model-
ing methods, both unified and discipline-specific, are aimed at simplifying
this manipulation process.
An alternate approach to modeling constrained systems is to include the
constraints in the equations of motion such that the model comprises a set
of implicit differential equations subject to a set of algebraic constraints.
The general form of these differential-algebraic equations (DAEs) is
F(±, X,)I, t) = 0,
G(x,)I, t) = O. (1.3)
Engineers and scientists in several disciplines have been working with

DAEs for over 20 years, The primary focus of their work is on developing
numerical methods for solving DAEs directly. As Petzold says, "DAEs and
1.4. Overview of Topics 5
not ODEs" [P4]' and numerical methods for ODEs are not appropriate for
DAEs. Gear [Ge] and Brayton et al. [BGH] present practical methods of
solving certain classes of DAEs using backward differentiation formulas.
Numerical codes such as DASSL [P3], LSODI [Hi], and Idae [FLl] [FL2]
are currently available; experience in their use continues to accrue. Brenan
et al. [BCP] present an excellent discussion of the topic, with an extensive
bibliography. From this field of study is taken the concept of retaining alge-
braic constraints and dependent variables in a model, thereby eliminating
the manipulations aimed at reducing the model to minimum dimension.
While certain classes of DAEs cannot today be reliably solved, numerical
solution of initial-value problems in DAEs is a current research topic.
For the reader interested in exploring these topics further, we suggest
[Ll] for variational principles, [R3] for analytical dynamics, [KMR] and
[RW] for system dynamics, and [BCP] for differential-algebraic equations.
There are other good references on these subjects but these are the ones
we refer to most often and which have contributed most significantly to our
own studies.
1.4. Overview of Topics

In this chapter are outlined the objectives, background, and significance of
analytical system dynamics. In Chapter 2, the fundamentals of system dy-
namics are presented for constrained systems. Only holonomic constraints
and Pfaffian, nonholonomic, equality constraints are considered. A unified
set of variables is defined using Paynter's classification scheme and discrete
elements are classified according to their energy-manipulation properties.
Configuration space and state space are introduced for motion represen-
tation, constraints are classified, and variational principles from analytical
dynamics are generalized for multidisciplinary systems.
Using this foundation, Lagrange's equation is derived in Chapter 3 based
on a differential-variational form of the first law of thermodynamics. Var-
ious forms of Lagrange's equation are described and compared, with an
emphasis on linearly implicit DAEs in descriptor form. In Chapter 4, Hamil-
ton's equation is obtained from Lagrange's equation via a partial Legendre
transform. Various forms of Hamilton's equation are described and com-
pared, with an emphasis on DAEs in semiexplicit form. Lagrangian and
Hamiltonian formulations are compared. In Chapter 5, complementary or
dual formulations of Lagrangian and Hamiltonian DAEs are derived.
All models are developed for discrete or lumped-parameter elements and
a numerical solution is sought in the domain of continuous time (rather
than discrete time). Excitations are deterministic, parameters can be time-
varying, equations of motion are generally nonlinear, and formulations are
6 1. Introduction
developed such that constrained equations of motion are obtained system-

atically.
In Chapter 6, the systematic aspects of the analytical approach are fea-
tured and issues relating to the numerical solution of DAEs are outlined.
The Lagrangian DAE in descriptor form is used to illustrate basic con-
cepts. An approach to automating the modeling procedure is outlined and
numerical examples are given.
1.5. Comments on Notation

1. Vectors and matrices are denoted in plain type. Vectors are usu-
ally denoted with lowercase letters; matrices with uppercase letters.
Vector a can be given as an ordered sequence of components, a =
(al,"" an), or as an ordered set, a = {ad. Similarly, matrix A can
be given as the ordered set A = {aij}.
2. The notation (a, b) represents the inner product or "dot product" of
two appropriately dimensioned vectors a and b.
3. The symbol ":=" denotes a definition.

4. Time derivatives are denoted using "dot" notation, for example, dx/dt
is denoted :i;.
2
Fundamentals of System Dynamics
Unified methods of modeling physical systems are based on the idea that
the storage, transmission, and transformation of power and energy among
system components and between a system and its surroundings are the
fundamental processes underlying a system's dynamic behavior. Well stead
[W3] states the idea succinctly:
A physical system can be thought of as operating upon a pair

of variables whose product is power (or proportional to power).
The physical components which make up the system may thus
be thought of as energy manipulators which, depending upon
the way they are interconnected, process the energy injected
into the system in a characteristic fashion which is observed as
the system dynamic response.
From this perspective, developing a method of analysis for multidisciplinary

systems entails systematically classifying physical components and their
interconnections according to their energy-processing characteristics. Such
a classification scheme is the substance of this chapter.
2.1. A Unified Set of Variables

Paynter [P2] establishes a unified set of variables--effort, flow, momentum,
and displacement-for systematically describing the storage, transmission,
and transformation of power and energy in a physical system.
7

8 2. Fundamentals of System Dynamics
The first pair of variables in the unified set are effort and flow. Effort e(t)
and flow f(t) represent physical quantities satisfying the power postulate
[B2].
POSTULATE 1 (Power Postulate). The power Pj(t) of the jth component

in a system is the product of two variables, an effort ej (t) and a flow fj (t),
where t is time, such that the total power P(t) of the system is given by
P(t):= LPj(t) = Lej(t)fj(t). 0 (2.1)

j
Energy E(t) is the time integral of power and is given in terms of effort
J J
and flow by
E(t):= P(t) dt = e(t)f(t) dt. (2.2)
Pairs of physical quantities satisfying the power postulate are called

power variables and are listed in Table 2.1 with SI units indicated in paren-
theses.
The designation of one power variable as an effort and the other power
variable as a flow is arbitrary and differs among the various unified meth-
ods. In the bond-graph method, for example, the effort and flow classifica-
tions are the same as those listed above, corresponding to the traditional
force-voltage analogy. In contrast, in the linear-graph method the through
and across variable classification is used, corresponding to the traditional
force-current analogy. An argument can be made that the designations in
Table 2.1 have a physical basis in terms of their intensive and extensive
properties [WW] [VWS] but there is no consensus that this distinction is
necessary to the development of a unified method.
Heat transfer rate is often designated the flow variable for thermal sys-
tems [SMR] [RW]. This idea, based on the algebraic similarity of conduction
and convection laws to Ohm's law, is inconsistent with the power postulate
since the product of heat flow rate and temperature is not power. The true
flow variable for thermal system is entropy flow rate, as listed in Table 2.1,
since the product of entropy flow rate and temperature is power [RK].
TABLE 2.1. Power variables.

Effort e Flow f Power ef
force F (N) velocity v (m/s) Fv (W)
torque T (Nm) angular velocity w (rad/s) TW (W)
voltage e (V) current i (A) ei (W)
pressure P (N/m 2 ) volume rate Q (m 3 /s) PQ(W)
temperature T (K) entropy rate S (J/Ks) TS (W)
2.1. A Unified Set of Variables 9
The second pair of variables in the unified set are momentum and dis-
placement, known also as energy variables because kinetic energy has a
functional dependence on momentum and potential energy has a functional
dependence on displacement. Momentum p(t) and displacement q(t) are de-
fined:
momentum p(t):= J e(t) dt, (2.3)
displacement q(t):= J f(t) dt, (2.4)
or in differential form,
P = e, (2.5)
q=f. (2.6)
EXAMPLE 2.1. Discipline-specific examples of (2.5) are Newton's second

law p = F, where p is linear momentum and F is force, Euler's equation
if = T, where H is angular momentum and T is torque, Faraday's induction
law'\ = e, where A is flux linkage and e is voltage, and the fluid momentum
principle Pp = P, where Pp is pressure momentum (a form of dynamic
pressure) and P is pressure. 0
EXAMPLE 2.2. Discipline-specific examples of (2.6) are that the time rate
of change of position :i: is velocity v, the time rate of change of charge q is
current i, the time rate of change of volume V is volume flow rate Q, and
so forth. 0
As these examples illustrate, the symbol p represents linear momentum,

angular momentum, flux linkage, and pressure momentum, and the symbol
q represents position, charge, volume, and so forth. The equation p = e
describes dynamic behavior, p and e are called dynamic variables, and (2.5)
is called the dynamic requirement of system modeling. The equation q = f
describes kinematic relationships, q and f are called kinematic variables,
and (2.6) is called the kinematic requirement of system modeling.
The physical quantities represented by the unified set of variables are
listed in Table 2.2 for translational, rotational, electrical, fluid, and thermal
systems. For fluid systems, both hydraulic (incompressible) and pneumatic
(compressible) flow can be modeled using this set of variables. However,
only constant-mass or Lagrangian systems are considered in this book.
Mass-transport or Eulerian systems are not considered.
Thermal momentum is not defined in Table 2.2 because the time integral
of temperature does not represent a physical quantity. Pressure momentum
Pp is not a conventional quantity in fluid dynamics but can be shown to
be a function of the conventional fluid momentum variable, dynamic pres-
sure Pd.
TABLE 2.2. Unified set of variables for multidisciplinary systems.
Effort e Flow f Displacement q Momentnmp
force F velocity v position x linear momentnrn p

torqne T angnlar velocity w angle f) angnlar momentnrn H
voltage e cnrrent i charge q fI nx linkage .x
pressnre P volume rate Q volnme V pressure momentum Pp
temperature T entropy rate S entropy S (none)
EXAMPLE 2.3. For incompressible flow in a constant diameter pipe of

length l and cross-sectional area A, pressure momentum ]Jp is given by
(2.7)
where p is the fluid density and Q is flow rate [SMR] [RW]. Flow rate and
velocity v are related by Q = Av and dynamic pressure in this case is given
by Pd = ~ pv 2 . Substituting these expressions into (2.7) yields
2l pv 2 2l
Pp = plv = -- = -Pd, (2.8)
V 2 v
demonstrating that Pp is a function of Pd. <>
To accurately predict system behavior, a model must satisfy the dynamic

requirement (2.5), the kinematic requirement (2.6), constitutive laws, and
constraints. Constitutive laws and constraints are the subjects of subse-
quent sections.
2.2. Classification of Discrete Elements

The concept of ports provides a convenient classification scheme for discrete
system elements as well as for larger subsystems. As defined in [KMR],
Places at which subsystems can be interconnected are places at

which power can flow between the subsystems. Such places are
called ports, and physical subsystems with one or more ports
are called multi]Jorts. A system with a single port is called a
I-port, a system with two ports is called a 2-port, and so on.
Energy sources, stores, and dissipators are typical I-ports; power trans-
formers and power transducers are representative 2-ports.
System components are distinguished further by their individual consti-
tutive laws, which specify the dynamic behavior of a component in terms of
the unified set of variables. The form of the constitutive law indicates the
characteristic fashion in which a component processes energy. One class of

constitutive laws, called constitutive laws of state, give rise to energy state
functions such as kinetic energy or potential energy. All other constitutive
laws, called constitutive laws of constraint, impose constraints or boundary
conditions on a system.
Kinetic stores, potential stores, and ideal dissipators have constitutive
laws of state. Sources, path-dependent dissipators, transformers, and trans-
ducers have constitutive laws of constraint.
2.2.1. Kinetic Stores

Constitutive Laws
Kinetic stores, or generalized inductors, are I-ports characterized by consti-
tutive laws (of state) relating flow and momentum, that is, feAp) or Pa (J).
The subscript C£ indicates that the function is a constitutive law.
EXAMPLE 2.4. A mass m in translation is a kinetic store with the consti-

tutive law v = p/m, where velocity v is flow and linear momentum p is
momentum.
An electrical inductor with constant inductance L is a kinetic store with
the constitutive law i = )../ L, where current i is flow and flux linkage).. is
momentum.
Mass m and inductance L are examples of the generalized inductance
property I. 0
The constitutive laws in this example are linear or ideal. An ideal kinetic
store is characterized by a constant generalized inductance I. Common
ideal kinetic stores and their inductance properties are listed in Table 2.3
with SI units in parentheses.
A nonideal kinetic store is characterized by a nonlinear constitutive law.
The functions shown in Figure 2.1 illustrate the general difference between
linear and nonlinear constitutive laws of kinetic stores.
TABLE 2.3. Constitutive laws of ideal kinetic stores.

Pure relation: Inductance
Ideal relation: property
translating mass V C1 = p/m m (kg) mass

rotating mass Wa = H/r I (Nms 2 ) moment of inertia
electrical inductor i,> = )..j L L (Vs/ A) inductance
fluid inductor ~ = pp/If If (Ns 2 /m S ) fluid inertance
aYalid for: rotation about the center of mass; rotation about a fixed
point; or all forces acting through the center of mass.
j",(p) nOnlilWar
FIGURE 2.1. Constitutive laws of pure kinetic stores.
EXAMPLE 2.5. Coil inductance L in a simple electromagnetic suspension

is a function of air gap q given, for small q, by L(q) = (3o/(fh + q), where
(30 and (31 are constant parameters. The nonlinear constitutive law relating
current and flux linkage in the coil is given by
. 1
~(>',q) = (30 ((31 + q)>.. o (2.9)
Energy and Coenergy of Kinetic Stores

From (2.2), energy is defined E = J ef dt. Substituting dp = edt from the
dynamic requirement (2.5) yields
E= Jfdp. (2.10)
When the integrand is the flow f(p) of a kinetic store, energy is a function
of p. This energy, stored in an inductor by virtue of its momentum p, is
called kinetic energy T(p) defined by
T(p) := Jf(p) dp, (2.11)
where the integrand f(p) is the constitutive law fa (p). Because this form of
energy depends functionally on momentum, momentum is called an energy
variable.
EXAMPLE 2.6. Velocity of mass m as a function of linear momentum is

given by v = p/m. Kinetic energy is the integral of v(p) given by
T(p) = J v(p)dp= J m
P
dp= 2m'
p2
(2.12)
Current of a linear electrical inductor as a function of flux linkage is given

by i = >. / L. Kinetic energy is the integral of i ( >.) given by
T(>.) = Ji(>')d>' = J~d>' = ~~. 0 (2.13)

Summing over n-components of momenta in a system and introducing

limits of integration such that Po = p(to) and To = T(po), the kinetic energy
of a system is given by
(P
+ Lin
n
T(p) = To fj(p) dp. (2.14)
j=1 po
The jth partial derivative of this expression yields the differential form
(2.15)
which relates the constitutive behavior of an individual kinetic store to the

total kinetic energy of a system. Flows satisfying this relationship are called
kinetic flows r.
When using the integral form (2.14) it is usually convenient to represent
flows in terms of a reference frame such that Po = 0 and To = O. Such a
reference frame, in which the kinetic energy is assigned a zero value when
the inductor has zero flow, is the multidisciplinary equivalent of an inertial
reference frame in mechanics.
A complementary energy function, kinetic coenergy, expresses the energy
stored in an inductor by virtue of its flow f. Kinetic coenergy T* (f) is
J
defined
T*(f):= p(f) df, (2.16)
where the integrand p(f) is the constitutive law Pa (f) = [fa (p) r 1.
EXAMPLE 2.7. Linear momentum as a function of velocity is given by p =

mv. Kinetic coenergy is the integral of p( v) given by
T*(v) = Jp(v) dv = J mv dv = ~mv2. (2.17)
Flux linkage of a linear electrical inductor as a function of current is given

by ..\ = Li. Kinetic co energy is the integral of ..\( i) given by
T*(i) = J),,(i)di = J Lidi = ~Li2. 0 (2.18)
Summing over n-components of flow in a system and introducing limits

of integration such that fa = f (to) and TO' = T* (fo), the kinetic co energy
L J10 Pj(f) df.

n 1
T*(f) = To + (2.19)
j=1
FIGURE 2.2. Area representation of kinetic energy and coenergy.
oT*
ofj = Pj, (2.20)
which relates the constitutive behavior of an individual kinetic store to the

total kinetic coenergy of a system. Momenta satisfying this relationship are
called kinetic momenta pT.
Kinetic energy and coenergy of a system are related through the Legendre
transformation such that
n
T(p) + T*(f) = LPjiJ. (2.21)
j=l
Details of the transformation are given in [WW] and [MR] and are sum-
marized in Sec. 4.1. For a single element, this relationship can be given the
area representation shown in Fig. 2.2, where fCL(p) is the constitutive law
of a kinetic store.
The area representation of Fig. 2.2 illustrates three characteristics of
kinetic energy and coenergy. First, energy and co energy are scalar quanti-
ties. Second, energy and coenergy are path-independent functions or state
functions since they are independent of the time histories or trajectories
of system momentum and flow. They depend only on the endpoints of the
path, that is, the state of system momentum and flow at initial and final
times. Third, kinetic energy and co energy are distinct representations of
the energy of a kinetic store and are not necessarily equal numerically even
though they are based on the same constitutive law. Energy and coenergy
differ in the choice of independent variable--energy varies with momentum;
coenergy varies with flow.
The distinction between kinetic energy and coenergy is important in
analytical dynamics. Kinetic coenergy T* (f) is the proper form to use in
the classical Lagrangian C(f, q) := T*(f) - V(q) but kinetic energy T(p) is
the proper form to use in the classical Hamiltonian H(p, q) := T(p) + V(q).
For a system in an inertial reference frame with only linear inductors,
the kinetic energy and coenergy of the system are given by the quadratic
TABLE 2.4. Energy and coenergy of ideal kinetic stores.
Translating Rotating Electrical Fluid

mass mass inductor inductor
p2 H2 )..2 p~
Energy T(p)
2m 21 2L 2If
Coenergy T*(f) ~mv2 ~Iw2 ~Li2 ~IfQ2
expressions
T(p) = ~ ..;;-- P3 and T*(J) = ~ tIjfJ. (2.22)

2LI
j=l J j=l
Expressions of these functions for common ideal kinetic stores are given
in Table 2.4. All functions have units of Joules (J). In this case the two
representations produce the same numerical value. For example, for a mass
m in nonrelativistic translation, p = mv and
p2 (m v ) 2 1 2 *(
T ()
p = - = - - = "2mv = Tv). (2.23)
2m 2m
This equivalence of energy and co energy holds only for elements with linear
constitutive laws.
2.2.2. Potential Stores

Constitutive Laws
Potential stores, or generalized capacitors, are I-ports characterized by con-
stitutive laws (of state) relating effort and displacement, that is, ec£ (q) or
lb(e).
Constitutive laws of potential stores are usually written in terms of ex-
ternal efforts applied to the element. These efforts are equal and opposite to
the efforts the element applies to the system. In analytical system dynam-
ics, the effort used to formulate equations of motion is the effort a potential
store exerts on a system. The effort e of a potential store is generally the
negative of its constitutive effort, that is, e = -ec£.
EXAMPLE 2.8. A linear spring with spring constant k is a potential store

with the constitutive law F;., = kx, where force Fc£ is an applied effort and
x is displacement. The effort e the spring exerts is e = -F;., = -kx. The
negative sign indicates that the spring effort opposes the displacement.
An electrical capacitor with constant capacitance C is a potential store
with the constitutive law eCl = q/C, where voltage eCl is an applied effort
TABLE 2.5. Constitutive laws of ideal potential stores.
Pure relation: Capacitance or

Ideal relation: stiffness property
translational spring Fr., = kx k (N/m) spring constant

torsional spring To = kef) ke (Nm/rad) spring constant
electrical capacitor eel = q/C C (As/V) capacitance
fluid capacitor Pc, = VIC! q (ms /N) fluid capacitance
and charge q is displacement. The effort e the capacitor exerts is e = -eeL =

-qIC. The negative sign indicates that the capacitor effort represents a
voltage drop.
Electrical capacitance is an example of the generalized capacitance or
compliance property C. The spring constant is an example of the general-
ized stiffness property k = l/C. 0
The constitutive laws in this example are ideal, characterized by a con-

stant generalized capacitance C (or stiffness k). Common ideal potential
stores and their properties are listed in Table 2.5 with SI units in paren-
theses.
A nonideal potential store is characterized by a nonlinear constitutive
law. For example, a nonlinear spring could have a constitutive law given by
Po = ax - bx 3 , where a and b are constant parameters. The functions shown
in Figure 2.3 illustrate the general difference between linear and nonlinear
constitutive laws of potential stores.
Energy and Coenergy of Potential Stores

From (2.2), energy is defined E = J ef dt. Substituting dq = f dt from the
kinematic requirement (2.6) yields
E = J edq. (2.24)
'b (q) nonlinear
FIGURE 2.3. Constitutive laws of pure potential stores.

___ "r;;~ __
~~vkV-
-F(x)
FIGURE 2.4. Effort and displacement of a linear spring.
\Vhen the integrand is the effort e( q) of a potential store, energy is a func-

tion of q. This function represents the work the potential store is capable
of doing by virtue of its displacement q. The negative of this work function
is called potential energy V (q) defined by
V(q) := - J e(q) dq, (2.25)
where the integrand e(q) is the negative of the constitutive law ea(q). Be-
cause this form of energy depends functionally on displacement, displace-
ment is called an energy variable.
EXAMPLE 2.9. A linear spring with spring constant k, extended a distance

x from its unextended equilibrium position Xa = 0, is shown in Figure 2.4.
The constitutive law is F;, = kx. The force F(x) the spring exerts is given
by F(x) = -F;., = -kx. The negative sign indicates that the force opposes
the displacement. The potential energy of the spring is given by
V(x) = - J F(x)dx = - J -kxdx = 1kx2. 0 (2.2G)
Summing over n-components of displacement in a system and introduc-

ing limits of integration such that qo = q( to) and Vo = V (Qo), the potential
energy of a system is given by
V(q) = Va - Ll n
q
ej(q) dq. (2.27)
j=1 qo
°
The origin of the reference frame is often selected to be a convenient datum
or equilibrium position such that qa = and Va = 0.
The jth partial derivative of (2.27) yields the differential form
OV
- - =ej, (2.28)
oqj
where ej = -( ea k This differential equation relates the constitutive be-
havior of an individual potential store to the total potential energy of a
system. Efforts satisfying this relationship are called potential efforts e V •
These definitions are consistent with the classical definitions of potential
function, potential effort, and potential energy, adapted here from [R3]:
If there exists a scalar function U (q1, ... , qn, t) that is contin-

uously differentiable such that a given effort e" = (e 1, ... ,e~)
satisfies the relation e" = 'VqU, then U is called a potential
function, e" is called a potential effort, and the negative of the
potential function V = ~U is called a potential energy.
It follows that e" = ~'VqV, which is just the vector form of (2.28).
A complementary energy function, potential coenergy, expresses the en-
ergy stored in a capacitor by virtue of its effort e. Potential coenergy V* (e)
J
is defined
V*(e) := ~ q(e) de, (2.29)
where the integrand q( e) is the negative of the constitutive law Ib (e) =

[eef (qJr 1.
EXAMPLE 2.10. Displacement of a linear spring as a function of the force

the spring exerts is given by x = ~ F / k. Potential coenergy is the integral
of x(F) given by
V*(F) = ~ J x(F)dF = ~ J F
~-dF = - .
k
F2
2k
(2.30)
Charge of a linear electrical capacitor as a function of the voltage the

capacitor exerts is given by q = ~Ce. Potential coenergy is the integral of
q( e) given by
V*(e) = ~ J q(e) de = ~ J~Cede = ~Ce2. <> (2.31)
Summing over n-components of effort in a system and introducing limits

of integration such that eo = e( to) and Va' = V' (ea), the potential co energy
V*(e) = Va* ~ L
n r qj(e) de.
Je
e
(2.32)
j=1 eo
~
av'
-;::;-- = qj, (2.33)
Uej
which relates the constitutive behavior of an individual potential store to

the total potential coenergy of a system. Displacements satisfying this re-
lationship are called potential displacements q".
Potential energy and co energy of a system are related through the Leg-
endre transformation such that
n
V(q) + V*(e) = ~ Lqjej. (2.34)
j=1
e I----~--=--r-- ee, (q)
FIGURE 2.5. Area representation of potential energy and coenergy.
For a single element, this relationship can be given the area representation
shown in Fig. 2.5, where ea(q) is the constitutive law of a potential store.
This figure illustrates that energy and coenergy are scalar quantities, state
functions, and, though based on a single constitutive relationship, distinct
representations of the energy of a given potential store. Potential energy
and coenergy differ in the choice of independent variabl~nergy varies
with displacement; coenergy varies with effort.
For a system in an inertial reference frame with only linear capacitors,
the potential energy and coenergy of the system are given by the quadratic
expressions
V(q) = ~~ q;
2 L.- C
j=l J
and V*(f) =~ t
j=l
Cje;' (2.35)
Expressions of these functions for common ideal potential stores are given
in Table 2.6. All functions have units of Joules (J). In this case the two
representations produce the same numerical value. For example, for a linear
electrical capacitor, q = Ce and
V(q) = .:i:-.- = (Ce? = lCe 2 = V*Ce). (2.36)

2C 2C 2
constitutive laws.
TABLE 2.6. Energy and co energy of ideal potential stores.
Translational Torsional Electrical Fluid

spring spring capacitor capacitor
q2 V2
Energy V(q) ~kX2 ~ke(}2
2C 2C,
F2 T2
Co energy V*(e) ~Ce2 ~C,P2
2k 2ke
2.2.3. Ideal DissipatoTs

Constitutive Laws
Ideal dissipators, or generalized resistors, are I-ports characterized by con-
stitutive laws (of state) relating effort and flow, that is, ea(f) or fo(e).
The effort e exerted by a generalized resistor is generally the negative of
its constitutive effort, that is, e = -eel'
EXAMPLE 2.11. A linear damper with damping coefficient b is an ideal dis-

sipator with the constitutive law Fo = bv, where force Fa is an applied effort
and velocity v is flow. The effort e the damper exerts is e = -Fa = -bv.
The negative sign indicates that the damper effort opposes the velocity.
An electrical resistor with constant resistance R is an ideal dissipator
with the constitutive law ea = Ri, where voltage ec£ is an applied effort
and current i is flow. The effort e the resistor exerts is e = - ea = - Ri. The
negative sign indicates that the resistor effort represents a voltage drop.
Damping coefficient b and resistance R are examples of the generalized
resistance property R. <>
The constitutive laws in this example are ideal, characterized by a con-

stant generalized resistance R. Common ideal dissipators and their resis-
tance properties are listed in Table 2.7 with 81 units in parentheses.
A nonideal dissipator is characterized by a nonlinear constitutive law.
For example, a nonlinear electrical resistor could have a constitutive law
given by eCR = Ri 1i I. The functions shown in Figure 2.6 illustrate the general
difference between linear and nonlinear constitutive laws of potential stores.
Content and Co-Content of Ideal Dissipators

The energy dissipation of an ideal resistor by virtue of its flow f is repre-
sented by a dissipation state function, or content D(f) defined by
D(f) := - Je(f) df, (2.37)
TABLE 2.7. Constitutive laws of ideal dissipators.
Pure relation: eCRU) Resistance

Ideal relation: I?c, = Rf property
translational damper Fa = bv b (Ns/m) damping coefficient

rotational damper Ta = bew be (Nms) damping coefficient
electrical resistor ea = Ri R (12) resistance
fl uid resistor Pa = RfQ R f (Ns/m 5 ) fluid resistance
f';.~ (f) nonlinear
FIGURE 2.6. Constitutive laws of pure dissipators.
where the integrand e(f) is the negative of the constitutive law ec,(f).
Content is a multidisciplinary form of Rayleigh's dissipation function and
has units of power, not energy.
EXAMPLE 2.12. The force exerted by a linear damper as a function of its

velocity is given by F = -bv. Content is the integral of F(v) given by
D(v) = - J F(v) dv = - J -bv dv = ~bV2. (2.38)
The voltage exerted by a linear resistor as a function of its current is given

by e = - Ri. Content is the integral of c( i) given by
D(i) = - Je(i)di = - J
-Ridi = ~Ri2. 0 (2.39)
Summing over n-components of flow in a system and introducing limits

of integration such that fo = f(to) and Do = D(fo), the content of a system
is given by
D(f) = Do - L }[1 ej(f) df.

n
j=l 10
f (2.40)
It is often convenient to select a reference frame such that fo = 0 and

Do =0.
The jth partial derivative of (2.40) yields the differential form
aD
- afj = Cj, (2.41 )
where ej = -(ealJ. This differential equation relates the constitutive be-

havior of an individual ideal dissipator to the total content of a system.
Efforts satisfying this relationship are called dissipative efforts ed .
A complementary energy function, co-content, expresses the energy dis-
sipated by an ideal resistor by virtue of its effort e. Co-content G( e) is
J
defined
G(e) := - f(e) de, (2.42)
where the integrand J(e) is the negative of the constitutive law Ja(e)
[ea(f)rl.
EXAMPLE 2.13. Velocity of a linear damper as a function of the force the

damper exerts is given by v = -Fib. Co-content is the integral of v(F)
given by
G(F) = - J
v(F)dF = -
F
--dF = - J F2
b
(2.43)
2b'
Current of a linear electrical resistor as a function of the voltage the resistor
exerts is given by i = -el R. Co-content is the integral of i( e) given by
G(e) = - J i(e) de = - J-Ii e e2

de = 2R' o (2.44)
Summing over n-components of effort in a system and introducing limits

of integration such that eo = e(to) and Go = G(eo), the co-content of a
system is given by
G(e) = Go - Ll
n
e
Ji(e) de. (2.45)
j=l eo
(2.46)
which relates the constitutive behavior of an individual ideal dissipator to

the total co-content of a system. Flows satisfying this relationship are called
dissipative flows fd.
Content and co-content of a system are related through the Legendre
transformation such that
n
D(f) + G(e) = - L fj ej. (2.47)
j=l
For a single element, this relationship can be given the area representation
shown in Fig. 2.7, where ea(f) is the constitutive law of an ideal dissipator.
This figure illustrates that content and co-content are scalar quantities,
state functions, and, though based on a single constitutive relationship,
distinct representations of the energy of an ideal dissipator. Content and
co-content differ in the choice of independent variable-content varies with
flow; co-content varies with effort.
For a system in an inertial reference frame with only linear resistors, the
content and co-content of the system are given by the quadratic expressions
1 n e2
and G(e) = -2~R
" --1... (2.48)
j=l J
FIGURE 2.7. Area representation of content and co-content.
Expressions of these functions for common ideal dissipators are given in

Table 2.8. All functions have units of watts (W). In this case the two
representations produce the same numerical value. For example, for a linear
electrical resistor, i = e/ Rand
Cli)
2 2
D(i) = ~Ri2 = ~R = ;R = G(e). (2.49)
constitutive laws.
Paynter's Diagram
Paynter's diagram, shown in Fig. 2.8, is a convenient mnemonic device
for displaying the relationships among the unified set of variables. The
vertices of the figure are labeled with the unified set of variables (e, f, p, q).
The line segment between p and e represents the dynamic requirement.
The line segment between q and f represents the kinematic requirement.
The line segment between p and f represents the constitutive law of a
kinetic store feAP) which underlies the kinetic-store energy functions T(p)
and T* (J). The line segment between q and e represents the constitutive
law of a potential store eel (q) which underlies the potential-store energy
functions V (q) and V' (e). The line segment between f and e represents the
constitutive law of an ideal dissipator eel(J) which underlies the dissipation
state functions D(J) and G(e).
TABLE 2.8. Content and co-content of ideal dissipators.
Translational Torsional Electrical Fluid

damper damper resistor resistor
Content D(f) ~bV2 ~bew2 ~Ri2 ~RfQ2

F2 T2 e2 p2
Co-content G(e)
2b 2be 2R 2Rf
P = Jedt V(q), VOte)
P D(J),G(e) q
T(P),T'(f) q = Jfdt
f
FIGURE 2.8. Paynter's diagram, illustrating the relationships among the gener-
alized variables. (Adapted from [P2J.)
2.2.4. Sources
Sources of power or energy are I-ports having constitutive laws that can
be thought of as imposing certain boundary conditions on a system [P2j.
Sources are often deterministic, although some source constitutive laws
are not known a priori. The optimal control problem is typical of this
class of problems, where control inputs to a system can be thought of
as undetermined sources. For the purposes of this book however source
constitutive laws are assumed to be known.
Sources are generally of two types, sources of effort eS(t) or sources of
flow f"(t). Since either the effort or flow of a given source is prescribed,
the other power variable is free to increase as large as the system demands.
This implies that a pure source can supply an indefinitely large amount
of power, which of course is not true of real devices. Such limits on the
performance of real devices are modeled separately from the prescribed
effort or flow characteristic of the pure source.
Examples of real devices that approximate pure sources are shown in
Table 2.9, adapted from [SMRj.
TABLE 2.9. Physical systems that approximate pure sources.
System Source medium Type of source
battery electrical voltage effort

melting ice liquid temperature effort
reservoir pressure effort
hydraulic pump fluid flow flow
constant speed motor angular velocity flow
In formulating equations of motion, flow sources are modeled as flow

constraints 1jJ(f) (Sec. 2.4.2) and effort sources contribute to the vector of
applied efforts Q (Sec. 2.5.4).
2.2.5. Path-Dependent Dissipation

Not all dissipative elements are characterized by constitutive laws of the
form ec£(f). The energy dissipated by such elements depends on the path
or time-history of the element.
EXAMPLE 2.14. A mass slides on a surface along a general trajectory C

with velocity v. The force acting on the mass due to dry friction is F =
-p,N, where p, is the friction coefficient and N is the normal force due to
contact with the surface. Dissipated power is given by
P=Fv=-p,Nv. (2.50)
Dissipated energy Ed is the integral of power
Ed = J J
Pdt= Fvdt=- J p,Nvdt. (2.51 )
This energy expression cannot be characterized in terms of the constitutive

law of an ideal resistor ec£(f).
If ds is an infinitesimal element of the trajectory C over time interval
[to, t], then instantaneous velocity is given by v = ds/dt, and dissipated
energy can be written
E d =_ 1 t
to
ds
p,N-dt=-
dt c
1
p,Nds. (2.52)
Since Ed depends on path C, it is clearly a path-dependent function. The

right-hand term p,N ds is a differential of work, so Ed represents the work
done by friction. The negative sign indicates that the dissipated energy is
transmitted from the system to its surroundings. 0
In formulating equations of motion, efforts exerted by path-dependent

dissipators are non potential efforts that contribute to the vector of applied
efforts Q (Sec. 2.5.4).
2.2.6. Basic 2-Ports

Transformers and transducers are devices that couple two dynamic subsys-
tems. Transformers couple subsystems of the same energy domain. Trans-
ducers couple subsystems of different energy domains. An overview of the
types of transformation and transduction among the energy domains is
shown in Fig. 2.9.
n
lever
thermal ,bimetallic. , translational

losses
electrical
transformer
C electro-
magnetic
motor,
generator o
rotation0 gear
paIr
U fluid ~,>--_--=.boc:.;i:.:.le:.:r,-.- _ . thermal

losses
fluid
transformer
FIGURE 2.9. Energy transformation and transduction. Energy domains are

shown at the vertices of the figure. For clarity, thermal energy is shown twice.
Transformers are represented by semicircles and transducers are represented by
straight lines. (Adapted from [P2] and [RW].)
The coupling characteristic of these devices is expressed by constitutive

laws (of constraint) that relate the system variables (el, It, PI, ql) at port 1
of the device to the system variables (e2, 12, P2, q2) at port 2 of the device.
In some cases the constitutive relationship 9a is between like variables, for
example, el = gce(e2) or It = gce(h), and in other cases the constitutive
relationship is between unlike variables, for example, el = gce(h).
Basic 2-ports can be further classified according to the efficiency of their
power transmission. Sensors and other devices designed to extract as little
power as possible from the system they measure are called signal transduc-
ers. Devices such as motors and transmissions, designed to transmit power
efficiently, are called power transformers or power transducers. Ideal power
transformers and transducers conserve power.
Transformers
Transformers are power-conserving 2-ports that couple subsystems of the
same energy domain. Transformers are characterized by a constitutive-law
pair. One law has the form of a displacement constraint or possibly a flow
constraint and the other law has the form of an effort constraint.
EXAMPLE 2.15. An ideal lever, shown in Fig. 2.10(a), is rigid, massless,

and frictionless. The power variables associated with the two ports of this
device are the two force-velocity pairs (FI,xt) and (F2,:i: 2). Perfect effi-
ciency is assumed, so power conservation requires that FIXI + F2X2 = O.
For small displacements, the constitutive law of the lever is given by
x2/12 = -xI/it or
(2.53)
where (3 = 12/1t is the transformation ratio or modulus of the transformer

and ¢ is the symbol used to represent a displacement constraint. The deriva-
tive of this constraint yields X2 = -(3xl, which is substituted in the power-
conservation equation to obtain
(2.54)
where "( is the symbol used to represent an effort constraint. 0
Transformer laws having the form ¢(q) are modeled as displacement con-
straints (Sec. 2.4.1). Transformer laws having the form "((e), because they
involve constraint efforts e<P that do no virtual work (Sec. 2.5.3), are ne-
glected in formulating equations of motion (Sec. 3.2.1).
Common transformers, their moduli, and their constitutive laws are sum-
marized in Fig. 2.10. Some laws are formulated as flow constraints 1jJ(j)
instead of displacement constraints ¢(q).
~ X
Xl L_~ll==::E::=7F'==1~2==--=(2 J
"'(X1.X2):= (lx 1 + X2 = 0 ",(e " e2 ) := i3e 1 + e2 = [)

,(F" F2 ) := F1 - (3F2 = [) ,( T1, T2) := T1 - (3T2 = 0
(3 := lever ratio 12/11 (3 := gear ratio rt/r2
(a) (b)
1);(i 1,i 2):= (3;1 - i2 = 0 1jJ( Q1, Q2) :=8Q, - Q2 = 0

,(e1, e2) := e1 - (3e2 = 0 ,("P1, P2) := (P1 - Po) + (3(P2 - Po) = [)
(3 := t.urn ratio Nt/ N2 i3 := area ratio A 2 /A ,
(c) (<I)
FIGURE 2.10. Ideal power transformers. Moduli f3 and constitutive laws cP, 1jJ,
and I are given. (a) Lever; (b) gear pair; (c) electrical transformer; and (d) fluid
differential transformer. (Adapted from [RW].)
Transforming Transducers
Transducers are power-conserving 2-ports that couple subsystems of differ-
ent energy domains. Transforming transducers are characterized by a pair
of constitutive laws similar to those of transformers. One law has the form
of a displacement constraint or possibly a flow constraint and the other law
has the form of an effort constraint.
EXAMPLE 2.16. An ideal rack-and-pinion, shown in Fig. 2.11(a), is rigid,

massless, and frictionless. The power variables associated with the two ports
of this device are the two effort-flow pairs (F, i:) and (T, 8). Perfect efficiency
is assumed, so power conservation requires that Fi: + T8 = 0.
The constitutive law of the rack-and-pinion is given by x = r(). This
relationship has the form
¢((),x):= (3() - x = 0, (2.55)
where the modulus (3 is the pinion radius r. The derivative of this constraint
yields i: = (38, which is substituted in the power-conservation equation to
obtain
,(T, F) := T + (3F = 0. <> (2.56)
Transducer laws having the form ¢(q) are modeled as displacement con-
straints (Sec. 2.4.1). Transducer laws having the form ,(e), because they
involve constraint efforts e¢ that do no virtual work (Sec. 2.5.3), are ne-
glected in formulating equations of motion (Sec. 3.2.1).
Common transforming transducers, their moduli, and their constitutive
laws are summarized in Fig. 2.11. Some laws are formulated as flow con-
straints 7jJ(j) instead of displacement constraints ¢( q).
Gyrators
Gyrating transducers, or gyrators, are characterized by a pair of constitu-
tive laws where both laws have the form of effort constraints in which effort
at one port is related to flow at the other port.
EXAMPLE 2.17. An ideal DC motor is shown in Fig. 2.12(a). The power

variables associated with the two ports of this device are the two effort-flow
pairs (e,i) and (T,W).
The constitutive laws of the DC motor are given by T = Kii and e = KbW,
where K; is a torque constant and Kb is the back-emf constant. These
constants are identical in SI units, and are represented henceforth by the
single motor constant K. The constitutive laws are expressed
,1(T,i) := T - (3i = 0, (2.57)

,2(e,w) := e - (3w = 0, (2.58)
where the modulus (3 is the motor constant K.

T.O
----
Po P
~-F L-...
v
ep(O,x):= ,60 - x = 0 ?)J(V, Q) := 6v - Q = 0
reT, F) := T+ (3F = 0 reF, P) := F + (3(P - Po) = 0
(3 := pinion radius r (3 := piston area A
(a) (b)
P
-Q
reservoir
?)J(w, Q) := (3w - Q = 0
reT, P) := T+ (3P = 0
(3 := pump displacement V
(c)
FIGURE 2.11. Ideal power transducers of the transforming type. Moduli (3 and
constitutive laws ep, ?)J, and r are given. (a) Rack and pinion; (b) ram-cylinder;
and (c) positive-displacement pump. (Adapted from [RW].)
'Yl(T,i):= T - {3i = 0 '1'1 (Fl, V2) := {3V2 + Fl = 0

'Y2(e,W) := e - {3w = 0 '1'2 (F2' VI) := F2 - {3Vl = 0
{3 := motor constant K {3 := gyrator modulus {3
!
(a) (b)
'Yl(e,v) := e - {3v = 0
- e + F,v
'Y2(F, i) := F - {3i = 0
magnet ~,~Oi~ {3 := current constant Ka
(c)
FIGURE 2.12. Ideal power transducers of the gyrating type. Moduli {3 and con-
stitutive laws '1' are given. (a) DC motor; (b) mechanical gyrator; and (c) voice
coil. (Adapted from [KMRJ.)
Gyrator constitutive laws are modeled as effort constraints I'(e) and ef-
forts exerted by gyrators are implicit efforts e"l (Sec. 2.4.4) that contribute
to the vector of applied efforts Q (Sec. 2.5.4). Common gyrators, their
moduli, and their constitutive laws are summarized in Fig. 2.12.
Signal Transducers
Signal transducers are 2-ports for which power transfer is assumed to be
inefficient, that is, the transducer draws very little energy from the systems
to which it is connected. Unless the dynamic behavior of the transducer
itself is of interest, signal transducers are typically represented by a single
constitutive relationship.
EXAMPLE 2.18. The piezoelectric transducer shown in Fig. 2.13 generates

a charge q proportional to displacement x. This relationship is a displace-
ment constraint given by
¢(q,x) := q - Kqx = O. 0 (2.59)
In contrast, the constitutive laws of temperature sensors describe rela-

tionships among efforts. For example, both a thermocouple and a resistance
FIGURE 2.13. A piezoelectric transducer. (Adapted from [D].)
temperature detector (RTD) generate a voltage in response to temperature.

Since temperature and voltage are efforts, such constitutive relationships
are effort constraints ,( e).
Transactors
A transactor is a two-port element that contains a controlled source (effort
or flow) at the output port, while the controlling variable (effort or flow)
operates at the input port. At the input port, either effort or flow is zero [S].
The complete set of transactors for electrical systems is shown in Fig. 2.14.
Transactor laws having the form 1jJ(f) are modeled as flow constraints
(Sec. 2.4.2). Transactor laws having the form ,(e) involve implicit efforts
e"l (Sec. 2.4.4) that contribute to the vector of applied efforts Q (Sec. 2.5.4).
it =0
12 = /Jej
(a)
ej = 0
e2 = /lit
(d)
FIGURE 2.14. Electrical transactors. (a) Voltage controlled current source;

(b) current controlled current source; (c) voltage controlled voltage source; and
(d) current controlled voltage source. (Adapted from [S].)
2.3. Representation of Motion 33
2.3. Representation of Motion

2.3.1. Variable Pairs
The physical variables in a system are not all independent. As illustrated by
Paynter's diagram, Fig. 2.8, the momentum and flow of a kinetic store, for
example, are functionally interdependent in the exact manner prescribed
by the constitutive law of the kinetic store. Similarly the displacement and
effort of a potential store are interdependent and the flow and effort of
an ideal dissipator are interdependent. Additional interdependencies are
described by the kinetic requirement, the kinematic requirement, and con-
straints.
Because of these interdependencies, a single pair of variables from the
unified set (e, j, p, q) is sufficient to represent the motion of a system. The
selected pair of representational variables must include either p or j to
account for the energy of kinetic stores and either q or e to account for
the energy of potential stores. Thus only four of the possible six pairs are
suitable in general for representing the dynamics of physical systems.
This choice of representational variable pairs distinguishes in part the
various unified modeling methods. In the bond-graph and linear-graph
methods, for example, the representational variable-pair is (e, f). In La-
grangian dynamics the representational variable-pair is (q, f); in Hamilto-
nian dynamics, (p, q); and in the complementary Lagrangian formulation,
(e, pl.
The selection of a particular variable pair to represent the motion of a
system has two significant consequences. First, this selection dictates the
form of the energy state functions. In Lagrangian dynamics, for example,
selecting (q, f) requires that the energy of kinetic stores be represented
by T*(f) while in Hamiltonian dynamics selecting (p,q) requires that this
energy be represented by T(p). Second, this selection dictates the manner in
which constitutive laws and constraints are represented in a mathematical
model. For example, in Lagrangian models constraints are posed in terms
of (q, f) and in bond-graph models constraints are posed in terms of (e, 1).
Thus the modeling procedures of different unified methods differ in part
because motion is represented using different sets of variables.
To illustrate the consequences of variable-pair selections, two versions
of Paynter's diagram are given in Fig. 2.15. In the Lagrangian formulation
relationships are given in terms of (q, j) and in the Hamiltonian formulation
relationships are given in terms of (p, q).
In this book, several pairs of representational variable pairs are used.
In Chapter 3, displacement and flow (q'1) are used in conjunction with
Lagrange's equation. In Chapter 4, momentum and displacement (p, q) are
used in conjunction with Hamilton's equation. Alternate variable pair se-
lections are examined in Chapter 5.
e e
e~ = _ av ~ av
p=e aq p=e e =--
aq
p d aD d aD
e =- af q p e =--
aq
q
pT =
aT*
7fT q=f r= aT
ap
f f
(a) (b)
FIGURE 2.15. Paynter's diagram and variable-pair selection. (a) Lagrangian for-
mulation; and (b) Hamiltonian formulation.
2.3.2. Configuration Space and State Space

The position of a particle in a system can be denoted by an ordered tuple
of scalar coefficients (x, y, z) in a Cartesian coordinate frame. For a system
of Np particles, there are Np tuples which can be assembled into an ordered
set of dimension 3Np , that is,
(2.60)
The elements of this set are renamed Ui to obtain the set
(2.61 )
In mechanics, this set of position coordinates is called the configuration of

a system [R3].
The displacement of the jth electrical component in a system is given
by qj = J i j dt, where i is current. Given Ne electrical components in a
system, an ordered set of electrical displacements q = (ql, ... , qN,) can
be assembled. The elements of this set can be renamed Ui and appended
to the set of mechanical displacement components (2.61). A similar proce-
dure is followed for the system's rotational, fluid, and thermal displacement
components.
Let N be the total number of displacement components in a system.
Then the N-vector
(2.62)
uniquely defines the configuration of the system and the Ui are called con-
figuration coordinates. At the instant i, u(i) is a point in an N-dimensional
configuration space. The time-history of u(t) describes a trajectory in con-
figuration space.
power AC/DC DC slider

supply converter motor crank
FIGURE 2.16. Assignment of configuration coordinates in an electromechanical

system.
Each flow component in a system is represented by Ui. The ordered set

of displacement and flow components
(2.63)
uniquely defines the state of the system. The elements of (u, u) are the state
variables of the system. At an instant i, (u, u) describes a point in an 2N-
dimensional state space. The time-history of (u, u) describes a trajectory
in state space.
Components of momentum corresponding to the N dimensions of the
configuration coordinates are denoted (] = ((]l, ... , QN ).
EXAMPLE 2.1 g. Assignment of coordinates to an electromechanical sys-

tem is shown in Fig. 2.16. Diode currents are designated UI and U2. The
capacitor, resistor, and inductor currents are designated U3 through U5' The
angular displacement of the crank is designated U6 and the translational dis-
placement of the mass is designated U7. (The coupler link is assumed rigid
and massless.) The configuration of the system is given by u = (u I, ... , U7 )
and the state of the system is given by (u, u) = (UI,"" U7, UI,"" U7)' 0
EXAMPLE 2.20. Assignment of components of displacement Ui to a slider-

crank mechanism is shown in Fig. 2.17(a). The corresponding components
of momenta Qi are shown in Fig. 2.1 7(b). In both cases, the coordinates are
assigned to the centers of gravity of the crank, coupler, and slider.
When the coordinates (UI' ... , UN) are used to describe the configuration
of a system, all system variables are represented in N-dimensional form,
that is,
displacement u = (UI,' .. ,UN),
flow it = (UI,"" 'ItN) , (2.64)
effort e = (e 1, ... , eN),
momentum Q = (QI,"" (]N).
(a) (b)
FIGURE 2.17. Displacement and momentum in component form for a planar

slider-crank mechanism. The crank rotates, the slider translates, and the coupler
link both translates and rotates. (a) Components of displacement; and (b) com-
ponents of momentum.
The symbols (Ui, it i , ei, l?i) denote components of these vectors that act in
a particular coordinate direction. Flow component it i , for example, is the
the time derivative of Ui, effort component ei acts in the direction of Ui,
and so forth.
2.3.3. Reduced-Order Coordinates

When the configuration coordinates (Ul, ... , UN) are not all independent
variables, a set of reduced-order coordinates q = (ql, . .. , qn) exists, where
n < N, that is sufficient to define a system's configuration. Such a set is
not necessarily unique, nor is it necessarily of minimum dimension [R3].
The set of reduced-order coordinates that is of minimum dimension is
called the set of generalized or Lagrange coordinates.
Reduced-order coordinates are related to the configuration coordinates
through displacement transformation equations such that
i = 1, ... ,N. (2.65)
The time derivative of this expression yields flow transformation equations
i = 1, ... ,N, (2.66)
such that
i = 1, ... ,N. (2.67)
Components of momentum corresponding to the n dimensions of the

reduced-order coordinates are denoted P = (Pi,· .. ,Pn).
EXAMPLE 2.21. In Fig. 2.18 is shown a pendulum consisting of a rigid,

massless rod of fixed length I and a bob of mass m. The bob's configuration
is given by U = (Ul, U2, U3) and the configuration space has dimension N =
--,~------- U2
Ul
FIGURE 2.18. Reduced-order coordinates for a simple pendulum.
3. Assuming planar motion in the UI U2 plane, the angular-displacement

coordinate q is sufficient to describe the bob's motion. This reduced-order
coordinate set has dimension n = 1.
The displacement transformation equations are given by
Ul(q) = I cosq,
U2(q) = I sin q, (2.68)
U3(q) = O.
The flow transformation equations are given by
Ul(q,q) = -lqsinq,
U2(q,q) = lqcosq, (2.69)
'U'3 = 0,
illustrating the general case u( q, q, t), The coordinate q is a Lagrange coor-
dinate for this system. <>
When reduced-order coordinates (ql, ' .. , qn) are used to describe the con-
figuration of a system, all system variables are represented in n-dimensional
form, that is,
displacement q = (ql, .. , , qn),

flow I= (h, ... , In), (2.70)
effort e=(eI, ... ,e n ),
momentum P = (PI,'" ,Pn)'
The symbols (qj, Ij, ej, PJ) denote components of these vectors that act in
a particular coordinate direction. Flow component }j, for example, is the
the time derivative of qj and effort component ej acts in the direction of qj'
This reduced-order, n-dimensional representation of the unified set of
variables is used henceforth in developing the definitions, principles, and
equations of motion of Lagrangian and Hamiltonian system dynamics. A
parallel development can be made using N-dimensional configuration co-
ordinates, but the differences between the two developments are mainly
representational, not conceptual. In the few instances where the differences

are physically significant, both representations are used. (See, for example,
kinetic efforts or applied efforts in Sec. 2.5.4.)
2.4. Constraints
Physically, constraints are limitations on system dynamic behavior typi-
cally due to constitutive behavior, component interconnections, and bound-
ary conditions. In terms of a mathematical model, constraints are condi-
tions that the state variables must satisfy in addition to the differential
equations of motion.
2.4.1. Displacement Constraints

A holonomic constraint is an algebraic condition imposed on a system that
can be expressed as, or is reducible to, a function of displacement and
possibly time having the general form
¢(q, t) = 0, (2.71)
where q = (ql, ... , qn). Holonomic conditions in standard form (2.71) are
designated displacement constraints ¢. Holonomic conditions not in stan-
dard form are typically expressed as flow constraints (Sec. 2.4.2).
EXAMPLE 2.22. A slider-crank mechanism is shown in Fig. 2.19. The trans-

e
lational displacement x of mass m and the angular displacement of crank
J are constrained by the rod of fixed length 1. The mass of the rod is
assumed negligible. The configuration coordinates are x and e,
and the
displacement constraint is given by
2 2 2
¢(x,e):=(x-rcose) +(rsine) -/ =0. 0 (2.72)
A set of displacement constraints is denoted by the vector 1> given by
= o. (2.73)
'---"
x
FIGURE 2.19. Slider-crank mechanism.

2.4. Constraints 39
The Jacobian 3 if! / 3q is given by
(2.74)
2.4.2. Flow Constraints

Integrable Flow Constraints
The time derivative of the kth displacement constraint is given by
(2.75)
A constraint of this form, which can be integrated to obtain a displacement

constraint, is called a holonomic, or integrable, flow constraint.
EXAMPLE 2.23. The time derivative of the slider-crank displacement con-

straint (2.72), given by
(x - r cos (})± + (rx sin (})ti = 0, (2.76)
is an integrable flow constraint. <)
EXAMPLE 2.24. The currents at node a in the circuit shown in Fig. 2.20
satisfy the flow constraint given by
(2.77)
Integrating this equation with respect to time yields
(2.78)
where Q2 0 represents the initial charge of the capacitor. <)
Neither the inductor nor the resistor in this example acquire a charge q,
but both elements undergo a displacement q since by definition q = i dt. J
A displacement of this type can be called an intangible displacement since
it represents a quantity (in this case, charge) physically intangible in the
component it describes. In contrast, the charge of the capacitor is a tangible
displacement. Conditions like (2.77) that constrain tangible displacements
must be integrated to correctly represent the constraining condition.
FIGURE 2.20. Holonomic flow constraint in an electrical circuit.
EXAMPLE 2.25. In the simple fluid system shown in Fig. 2.21, the inlet
rate QI, the volume rate Q2, and the outlet rate Q3 are related by the flow
constraint given by
(2.79)
Letting V20 represent the initial volume of the tank, this expression can be
integrated to obtain
(2.80)
Similar to the previous example, VI and V3 represent intangible displace-

ments and V2 represents a tangible displacement. The flow constraint (2.79)
is integrated to correctly represent the constraining condition.
Integrable flow constraints involving only intangible displacements do not
have to be integrated. For instance, assume the capacitor in Example 2.24.
has been replaced by a resistor. The constraining condition at node a is
then correctly described by the flow constraint (2.77) since the integral of
this constraint involves variables (ql, q2, q3) that do not represent tangible
quantities. There are numerical advantages to leaving such constraints in
flow variable form.
Of
'--_ _ _ _ _ _ - Q 3
FIGURE 2.21. Holonomic flow constraint in a simple fluid system.

2.4. Constraints 41
Nonintegrable Flow Constraints

Nonintegrable flow constraints are a subset of the class of constraints called
nonholonomic. Nonholonomic constraints in general are more difficult to
characterize than holonomic constraints. As Rosenberg [R3] states:
One will readily understand that it is not possible to give a

general discussion of nonholonomic constraints such as can be
done for holonomic ones because the latter is a narrowly circum-
scribed class while the former is not. (Thus, bananas are readily
discussed, while nonbananas are not.) Nevertheless, some clas-
sification of frequently encountered nonholonomic constraints is
possible.
Nonholonomic constraints considered in this work are those that are re-
ducible to Pfaffian form, given for the kth constraint by
n
"'[:)kj(q, t) dqj + bk(q, t) dt = 0, (2.81)
j=1
or in vector form,
Bdq + bdt = 0, (2.82)
where
B(q, t) := matrix {bkj(q, t)},

b(q, t) := vector {bk(q, t)}. (2.83)
The distinguishing characteristic of the Pfaffian form is that it imposes

restrictions on the infinitesimal quantities dqj.
EXAMPLE 2.26. The motion of a boat in a plane is a common example

used to illustrate a nonholonomic, Pfaffian constraint. This particular case
is adapted from [DG].
Assuming planar motion, the position and orientation of the boat shown
in Fig. 2.22 are given by q = (x, y, e). At an instant the center of mass
of the boat must move in the direction of its heading. This constraint is
expressed
dy
dx = tane. (2.84)
Rearranging yields a constraint on (dx, dy, de, dt) given by
(tan e) dx - dy = 0, (2.85)
which is in Pfaffian form with the coefficients of de and dt equal to zero. This
constraint can be shown to be nonintegrable and therefore nonholonomic.
Integrability conditions are given in [R3]. <)
FIGURE 2.22. Motion of a boat in a plane.
Dividing (2.81) by dt changes the Pfaffian constraint from a condition

on (dq, dt) to a condition on flow q given by
n
'l/Jk(q, q, t) := L bkj(q, t)qj + bk(q, t) = o. (2.86)
j=1
This equation has the same form as the integrable fiow constraint (2.75)
with bkj = a(/lk / aqj and bk = a(/Jk / at. This form, which is linear in flow and
can be used to represent both holonomic and nonholonomic constraints is
designated a flow constraint 1jJ.
A set of flow constraints is denoted by the vector IJ1 given by
=0. (2.87)
The Jacobian alJ1 /aj is given by
(2.88)
An equivalent expression for IJ1 is given by
1J1(f, q, t) := B(q, t)j + b(q, t) = 0, (2.89)
and an equivalent of the Jacobian is
IJ1 f(q, t) = B(q, t). (2.90)

2.4. Constraints 43
2·4·3. Degrees of Freedom

The coordinate set of minimum dimension that is necessary and sufficient
to uniquely define the configuration of a system is called the set of Lagrange
coordinates. The degrees of freedom (DOF) of the system is the dimension
of the Lagrange coordinate set minus the number of independent, nonholo-
nomic, equality constraints. Thus for nonholonomic systems the DOF is
less than the minimum number of coordinates and for holonomic systems
the DOF is equal to the minimum number of coordinates.
The relationships among the numbers of coordinates, constraints, and
DOF are summarized as follows:
number of number of number of

configuration or independent Lagrange
reduced-order holonomic coordinates
coordinates constraints
number of number of
Lagrange independent DOF.
coordinates nonholonomic
constraints
2·4·4. Effort Constraints

Effort constraints are algebraic conditions involving effort, a kinematic vari-
able, and possibly time. Effort constraints arise primarily due to elemental
constitutive laws that are not subsumed under the energy functions.
EXAMPLE 2.27. An ideal diode, shown in Fig. 2.23, has a voltage-current

relationship given by
(2.91)
where i is current, v is voltage, and is and a are known parameters. If the
voltage is large and negative, the current approaches the saturation current
-is [GDBG].
The constitutive law of the diode is not subsumed under any of the
energy state functions, for example, T*, V, or D, nor is it a displacement
or flow constraint. Instead, this v-i relationship imposes a constraint on
effort given by
,(v, i) := i - is (eC>:v - 1) = O. <> (2.92)
+ v
FIGURE 2.23. Effort and flow of a diode.

FIGURE 2.24. Efforts and flows of a DC motor.
This equation is representative of constraints implicit with respect to

effort. Such effort.s are designated implicit effor·ts e'Y and the associated
constraints are called effort constraints "f. The implicit effort in this example
is the diode voltage v.
The const.raint equation (2.92) can be solved explicitly for v to obtain
v= -1 In ( -:-
i + 1) . (2.93)
a ~s
This expression could be used in the equations of motion but the implicit
form (2.92) is more tractable numerically than the explicit form (2.93).
Hence the implicit form of the effort constraint is retained and the implicit
effort e'Y contributes to the vector of applied efforts Q (Sec. 2.5.4). The
implicit efforts are additional unknowns for which a solution is sought in
solving the equations of motion.
EXAMPLE 2.28. A DC motor, shown in Fig. 2.24, is a transducer with

a pair of constitutive laws that are modeled as effort constraints relating
torque T to current i and back-emf e to speed w as follows:
Tl(T,i):= T-Ki =0,

T2(e,w) := e - Kw = o. (2.94)
Implicit efforts (T, e) are unknowns that contribute to the vector applied
efforts. 0
EXAMPLE 2.29. A mass slides with dry friction on a horizontal surface

in the xy plane. A friction force with magnitude JLmg opposes the motion.
From Newton's second law, the equations of motion are given in component
form by
mx = Fx(t) - ei,
(2.95)
my = Fy(t) - e~,
where Fx and Fy are known components of force acting on the mass, and
ei and e~ are unknown components of friction force.
In the absence of friction, two differential equations would be sufficient for
solving for (x, y). \Vith friction, however, two additional unknowns (ei, e~)
are present in the equations of motion. The necessary additional equations
are effort constraints.
YL
2.4. Constraints 45
instantaneous
x velocity of
particle
......... ---
"'-- instantaneous friction

force Jlmg
FIGURE 2.25. Dry friction modeled using effort constraints.
As illustrated in Fig. 2.25, the first effort constraint relates the implicit
efforts to the total magnitude J.Lmg of the friction force. This constraint is
given by
(2.96)
The friction force opposes the instantaneous motion of the mass. Thus
the components of the friction force are in the same proportion as the
components of velocity, that is, e~/el = yj±, which is rearranged to obtain
the second effort constraint,
'Y2 := ye;, - ±e~ = o. ¢ (2.97)
This example illustrates that in adding implicit efforts to the solution

space of a model, the number of unknowns is increased by the number of
implicit efforts. The additional equations required to determine a solution
are the effort-constraint equations.
Effort constraints can also involve the dynamic variables s associated
with dynamic constraints (Sec. 2.4.5).
In summary, implicit efforts are a subset of nonpotential efforts (Sec. 2.5.4)
and an effort constraint is an algebraic condition expressed as a function
of implicit efforts e"f, dynamic variables s, state variables j and q, and
possibly time t, which for the kth constraint has the form
'Yk(e7,s,j,q,t) = o. (2.98)
A set of such constraints is denoted by the vector r such that
'Yl(e"f,s,j,q,t) 1= o.
r(e"f,s,J,q,t):= [ : (2.99)
'Ym3 (e"f, s, j, q, t)
2.4.5. Dynamic Constmints

Some physical systems are subject to constraints-involving J q dt, df / dt,
or de / dt-that cannot be expressed in one of the algebraic forms cjJ( q, t),
1/J(q, q, t), or ,(e', q, q, t). The concept of dynamic constraints is introduced
to model such conditions [FL2].
EXAMPLE 2.30. Consider a system that includes an integral controller for

causing a displacement q(t) to track a desired trajectory qr(t). The con-
trol output is an effort e'
that is proportional to the integral of the error
between actual and desired displacements, that is,
(2.100)
This control law cannot be modeled as an algebraic constraint on displace-

ment, flow, or effort. Introducing the variable s(t) = J(q - qr) dt, the con-
troller dynamics are given by
s= q - qr, (2.101)
e'Y = Ks. (2.102)
Since the derivative of s appears in this system, s is a new "dynamic" vari-

able in the equations of motion. The differential equation (2.101) represents
a dynamic constraint on s, while (2.102) is an effort constraint of the usual
type. 0
EXAMPLE 2.31. A transistor, shown in Fig. 2.26, is modeled using the

Ebers-Moll formula given by
ie - 1) - CtJIes(elicvc - 1) + Ce'li e ,
= Ies(e liev ,
ic = -Ies(e licvc - 1) + CtNIes(elicvc - 1) + Ceve, (2.103)
in which emitter current ie and collector current ie are expressed as func-

tions of emitter voltage Ve and collector voltage Ve [JM].
FIGURE 2.26. Transistor.

2.5. Variational Concepts 47
Letting SI = Ve and S2 = Ve and manipulating (2.103) yields two dynamic

constraints,
81 - lie - Ies(e OeVe - 1) + oIIes(eOcVc - 1)] jCe = 0,

81 - [ie + Ies(eocVc - 1) - oNles(eOeVe -1)] jCe = 0, (2.104)
and two effort constraints
"/'l := SI - Ve = 0,
1'2 := S2 - Ve = 0, (2.105)
where Ve and Ve are implicit efforts. 0
As illustrated by these examples, the general form of the kth dynamic

constraint is given by
(2.106)
and effort constraints are functions ofthe dynamic variables s = (S1. ... ,sm,).
A set of dynamic constraints has the form
8 - A(e'Y,s,j,q,t) = 0, (2.107)
where A is defined
A(e'Y,s,j,q,t):= [
Al(e\s,j,q,t)
:
1
. (2.108)
Am, (e\ s, j, q, t)
2.5. Variational Concepts

2.5.1. Classification of Displacements
In analytical dynamics, three types of displacement arise: actual, possible,
and virtual. This nomenclature is adapted from [R3] for use with multidis-
ciplinary systems.
The finite quantities (ql (t), ... , qn (t)) that satisfy the constrained differ-
ential equations of motion are called actual displacements. Actual displace-
ments give the actual motion, expressed in terms of the selected represen-
tational coordinates.
The infinitesimal quantities dqj that satisfy the displacement and flow
constraints but not necessarily the differential equations of motion are
called possible displacements. Possible displacements are the quantities dq
that over the infinitesimal time interval dt satisfy
<Pq dq + <Pt dt = 0, (2.109)
wf dq + b dt = 0, (2.110)
where dq = (dql,'" ,dqn), q is the Jacobian o/oq (2.74), Wj is the

Jacobian oW / of (2.88), and t is the vector o /ot. Equations (2.109) and
(2.110) are kinematic constraints in Pfaffian form.
The third class of displacements are virtual displacements. From a given
configuration at an instant, each displacement variable qj may be imagined
to vary an infinitesimal amount to a neighboring configuration that the
system might have had at that instant. By definition this variation does
not violate the kinematic constraints and time is not varied. Such variations
from the actual configuration are called admissible variations [CKKPB] or,
in traditional nomenclature, virtual displacements. Virtual displacements
are the class of infinitesimal quantities 5qj satisfying
and (2.111)
where 5q = (5qi,"" 5qn).

The variational operator 5 has properties similar to those of the differ-
ential operator d. Variations of sums, products, quotients, powers, and so
forth are analogous to the corresponding rules of differentiation. For exam-
ple, for vectors x and y,
5(x + y) = 5x + 5y,
5(x,y) = (5x,y) + (5y,x), (2.112)
and for a scalar function g( x, y, t),
(2.113)
A term like og /ot 5t does not appear since t is not varied.

These properties of the 5 operator are based on elementary concepts
from the calculus of variations. However, the basic variational principle
from classical dynamics~that the variation of a certain integral vanishes~
is not invoked in this work. Indeed, equations of motion for nonholonomic
systems are not derivable from such a principle [Ll].
To illustrate the different classes of displacements, a bead that is free to
slide on a rotating rod as shown in Fig. 2.27 is a commonly cited example.
In this instance, the example is based on [DG].
EXAMPLE 2.32. A bead is free to slide along a rod which rotates in the xy
plane with a constant angular velocity woo At time to the bead has position
(xo, Yo) and a velocity Vo given by (xo, Yo). In Fig. 2.27(a), the state of the
system is shown at time to.
Actual displacements (6.x,6.y) resulting from the actual motion of the
bead along trajectory C on the finite time interval [to, t + 6.t] are indicated
in (b). Possible displacements (dx, dy) associated with the infinitesimal time
interval dt are shown in (c). These displacements are consistent with the
/
/
/
Y Y
\w
,'~ actual position at
,,' time to + l!.t
. .,,/
r.1.-
/ 'L --____
-r-/
I ---
l!.y I
/ " ,,
/
/ ,,
/
C
,
~trajectory
cI
/
l!.x
xo x x
(a) (b)
y ,, Y
/'./.
I '
I /
,, ,?-.../
Id
, I
,
_-
I
/ ..........
'" Y
,
/
/
I8y
,,
/
X X
(c) (d)
FIGURE 2.27. Classification of displacements. (a) State of the system at time to;
(b) actual displacement; (c) possible displacement; and (d) virtual displacement.
(Adapted from [DGJ.)
constraints but do not necessarily follow the trajectory C. The virtual dis-
placements (ox,oy) of the bead in (d) lie along the line of the rod since
virtual displacements may not violate the constraints at the instant the
variation is considered.
The coordinates (x, y) of the bead and the angle 0 of the rod must satisfy
tanB = (y - c)/x. Substituting wot for 0, this displacement constraint is
given by
¢(x, y, t) := xtanwot - y + c = o. (2.114)
Possible displacements (dx, dy) satisfy the Pfaffian form of this constraint,
(tanwot) dx - dy + (xwo sec 2 wot) dt = o. (2.115)
Virtual displacements (ox, oy), on the other hand, satisfy
(tanwot) ox - oy = O. 0 (2.116)
In summary, a possible displacement dq implies a small change in the

variable q(t) that depends on a small change in time dt. A virtual displace-
ment oq, on the other hand, is a deliberately introduced variation in the
variable q independent of time.
2.5.2. Virtual Work

Effort-Displacement Form
In differential form the work of a system is given by itW = L ej dqj, where
itT-V denotes a path-dependent or inexact differential of work, ej is the
component of effort acting in the direction of the jth coordinate, and dqj
is an increment of the path taken by the system in the direction of the jth
coordinate. The summation over all n-coordinates in a multidisciplinary
system is possible because work, like energy, is a unifying concept in physics.
This sum is denoted in inner-product form by the work differential
itW := (e, dq), (2.117)

where e = (e 1, ... , en) and dq = (dq 1 , ... , dqn) .
If efforts are imagined to act through virtual displacements 6qj, the re-
sulting inner-product is called virtual work, given by
6W := (e,6q). (2.118)
The symbol 6W represents the work of efforts acting through virtual dis-
placements in the same way that itW represents the work of efforts act-
ing through possible displacements. Both expressions capture the path-
dependent nature of work. The term 6W does not represent a variation of
work in the same way that 6q represents a variation of configuration.
Equivalent forms of virtual work among the engineering disciplines are
given in Table 2.10 with SI units in parentheses.
Flow-Momentum Form
A second form of the work differential is given as follows:
itW = (e, dq) = (p, f dt) = (f, dp), (2.119)
where dp = (dpl, ... , dpn) is a vector of momentum differentials. If the

infinitesimal momenta are variational quantities 6pJ rather than differential
quantities dpj, then a second form of virtual work is given by
6W = (f,6p). (2.120)
TABLE 2.10. Effort-displacement forms of virtual work.
Effort e Displacement 8q Work e8q
force F (N) position 8x (m) F 8x (J)

torque T (Nm) angle 88 (rad) T 88 (J)
voltage e (V) charge 8q (As) e 8q (J)
pressure P (N 1m 2 ) volume 8V (m 3 ) P8V (J)
temperature T (K) entropy 8S (J IK) T8S (J)
TABLE 2.11. Flow-momentum forms of virtual work.
Flow f Momentum 8p Work f 8p

velocity v (m/s) linear momentum 8p (Ns) v 8p (J)
angular velocity w (rad/s) angular momentum 8H (Nms) w8H (J)
current i (A) flux linkage 8A (Vs) i 8A (J)
volume rate Q (m3/s) pressure momentum 8p p (Ns/m 2 ) Q 8p p (J)
entropy rate S (J /Ks) (none)
Equating the two forms of virtual work (2.118) and (2.120), virtual mo-
menta are defined as the infinitesimal quantities bpj that satisfy
(e,bq) = U,bp). (2.121)
The quantity bp is an admissible variation in momentum in the same sense

that bq is an admissible variation in displacement. Both quantities are in-
dependent of time and consistent with the constraints. However, there is a
significant difference between virtual displacements and virtual momenta as
variational quantities. By the definition of virtual displacements (2.111), bq
is independent of bp. But by the definition of virtual momenta (2.121), bp is
not necessarily independent of bq. This distinction is consistent with the ob-
servation in [CKKPB] that mechanical force and momentum requirements
cannot generally be expressed independently of kinematic requirements.
Equivalent forms of virtual work in flow-momentum form are given in
Table 2.11 with 81 units in parentheses.
EXAMPLE 2.33. A linear mass-spring-damper system is shown in Fig. 2.28.

The virtual work of all forces acting in the q-direction is given by
bW = (F - brj - kq)bq. (2.122)
The kinetic energy of the system is given by T(p) = p2/2m. The variation
of T is given by
aT
bT = -bp = -bp.
p
(2.123)
op m
m -F
FIGURE 2.28. A simple translational system.

Equating virtual work oW and the variation of kinetic energy oT yields
(F - bq - kq) oq = ~op. (2.124)

Tn
The sum of forces on the left-hand side represents the total effort e acting
in the direction of the assigned coordinate q. And for this system p/rn is
the velocity or flow f of the mass. Thus
e5q = fop, (2.125)

which is an instance of the general case (2.121). <)
A key assertion in this example is the equivalence of virtual work and the
variation of energy. This variational work-energy relationship is developed
in more detail in Sec. 3.1.
2.5.3. Lagrange's Principle

Constraints give rise to efforts that alter the motion of a system. In effect,
constraint efforts force the configuration of a system into compliance with
the constraints. Considering such efforts (forces) in mechanics, Lagrange
inferred from d' Alembert's principle l and Bernoulli's principle of virtual
work 2 that such forces in their totality do no virtual work. This principle
is called Lagrange's principle.
Being a condition on work, Lagrange's principle is readily extended to
multidisciplinary systems. The new principle may be stated:
POSTULATE 2 (Lagrange's Principle). At each instant in the motion of a

physical system, the virtual work of the constraint efforts in their totality
vanishes. <)
All efforts e¢ satisfying
oW(¢) := (eO, oq) = 0, (2.126)
are called constraint efforts. (The symbol OW(¢) denotes the virtual work
of the constraint efforts eeP.)
EXA:-'1PLE 2.34. As shown in Fig. 2.29, mass m moves with velocity i; down
an incline subject to applied force F(t), gravity force rng, normal force N,
and friction force J.1N. The mass stays in contact with the surface without
penetrating the surface.
Id' Alembert's principle states that the totality of constraint forces does not contribute
to the motion of a system of particles. Consequently constraint forces constitute a set
of forces in equilibrium [R2].
2Bernoulli's virtual work principle states that static equilibrium may be characterized
through requiring that the work done by forces in equilibrium. during a small displace-
ment from equilibrium. should vanish [T].
mg
N
()
FIGURE 2.29. A mechanical illustration of Lagrange's principle.
Consistent with the constraint, a virtual displacement 5x is collinear with

x. Since N is orthogonal to 5x, the virtual work of N vanishes, that is,
(N, c5x) = o. (2.127)
The normal force is therefore a constraint effort. 0
In this example, the virtual work of the friction force, given by 5W

(-J.1N,5x), does not vanish since -J.1N and c5x are not orthogonal. Hence
the friction force is not a constraint effort even though it is a function of a
constraint effort, the normal force N. In general, efforts that are functions
of constraint efforts are not constraint efforts.
In the next example, the virtual work of each individual constraint effort
el and e2 does not vanish but the virtual work of the constraint efforts in
their totality does vanish, as required by Lagrange's principle.
EXAMPLE 2.35. The modulus (3 of the ideal electrical transformer shown

in Fig. 2.30 is the turn ratio NdN2 and the transformer's constitutive law
is given by
1(;( i) := j3i 1 - i2 = 0,
,(e) := el - j3e2 = o. (2.128)
The flow constraint 1(;( i) can be integrated to obtain
(2.129)
FIGURE 2.30. An electrical illustration of Lagrange's principle.

from which it follows that the virtual displacements (tSql' tSq2) satisfy
(2.130)
The virtual work of the voltages (el' e2) is given by
(2.131)
The minus sign appears because the voltage e opposes the assigned positive
direction of current i. Solving (2.128) for el and substituting into the virtual
work equation yields
(2.132)
From (2.130), the parenthetical term -{3tSql +tSq2 vanishes. It follows that
tSw vanishes, hence
(2.133)
The voltages (el' e2) are constraint efforts e<P since in their totality they do
no virtual work. 0
EXA:vIPLE 2.36. A quantity of incompressible fluid flows at rate Q in a

pipe, subject to the pressure of the pipe walls Pw , inlet pressure PI, outlet
pressure P2 , and atmospheric pressure Pa as indicated in Fig. 2.31. Flow is
assumed to be irrotational and nonradial.
The wall pressure Pw constrains the motion of the fluid. The inlet and
outlet pressures affect the dynamic characteristics of the fluid, and the at-
mospheric pressure acts equally at all points. In the event that atmospheric
pressure must be accounted for in a problem, only that component of Pa
acting in the line of motion need be considered. All other components of Pa
are normal to the line of motion. Letting PN represent the totality of the
normal components of Fa plus wall pressure Pw , and letting tSV represent
III I-----~~
~
( I
\ ) ) ) [
i
--.J _ _ _ _ _
Fa
____
FIGURE 2.31. A fluid illustration of Lagrange's principle.

an admissible variation of volumetric displacement, the virtual work of PN

is given by
8W = (PN, 8V) = 0, (2.134)
since PN and 8V are everywhere orthogonal. Hence the wall pressure and
normal components of atmospheric pressure are constraint efforts. 0
2.5·4· Classification of Efforts

From Lagrange's principle, all efforts e¢ satisfying
(2.135)
are called constraint efforts. All other efforts are called given efforts e9 .
The primary virtue of this basic classification is that because the virtual
work of constraint efforts vanishes, the constraint efforts can be neglected
in the analysis of a system. An analogous situation exists in the mechanics
of Newton. (This analogy is adapted from [R3].)
A distinguishing characteristic of Newtonian mechanics is the basic clas-
sification of forces as either internal forces or external forces. Newton's
third law of motion is the postulate that allows the class of internal forces
to be neglected in the analysis of dynamic systems.
A similar classification exists in analytical dynamics. A distinguishing
characteristic of analytical dynamics is the basic classification of efforts as
either constraint efforts or given efforts. Lagrange's principle is the postu-
late that allows the class of constraint efforts to be neglected in the analysis
of multidisciplinary systems. (See Sec. 3.2.1.) That the virtual work of con-
straint efforts vanishes is the justification for using virtual displacements
in system dynamics.
This basic classification also underlies the fundamental distinction be-
tween kinematic constraints and all other constraints. Kinematic constraints
¢( q, t) and 1f;(j, q, t) give rise to constraint efforts e¢ that in their totality
do no virtual work. All other constraints give rise to given efforts that in
their totality do virtual work, that is,
(2.136)
Given Efforts
Given efforts are classified as either potential efforts e V or nonpotential
efforts en such that e 9 = e V + en. Potential efforts satisfy the definition of
potential energy V, that is,
v oV (2.137)
eJ = - oqj·
All given efforts that are not potential efforts are called nonpotential efforts.
Nonpotential Efforts
Nonpotential efforts are classified as kinetic efforts eT ' (or e T ), dissipation
efforts ed, source efforts e S , and implicit efforts e"Y, such that en = e T ' +
ed + e S + e"Y. Kinetic efforts are defined in the next section. Source efforts
are exerted by effort sources and dissipation efforts satisfy the definition of
the dissipation function D, that is,
d aD (2.1:38)
eJ = -~.
fJ
All non potential efforts that are not kinetic efforts, dissipation efforts, or
source efforts are implicit efforts, which in general give rise to effort con-
straints f.
Kinetic Efforts
In configuration coordinates, kinetic coenergy due to the kth component of
flow is expressed T* (Uk). In some cases, T* is also a function of a displace-
ment Ui not Uk, expressed T*(Uk' u,), where i i= k. Time t also can appear
explicitly in this function. Therefore the kinetic coenergy of a system has
the general form T*(u,u,t).
In physical systems in which the co energy function of the system T* is
a function of a coordinate Ui, a kinetic effort e:( exists that satisfies
aT*
e( = -a
Ui
. (2.139)
(Analogously, the dependence of potential energy V on coordinate Ui im-

plies the presence of a potential effort er
that satisfies er = -aV/aUi.)
EXAMPLE 2.37. The kinetic coenergy T* of a solenoid is a function of the

velocity :i; of the iron core and the current q of the coil. Since the coil induc-
tance L(x) depends on the displacement of the core, T* is also a function
of x. These coordinates are shown in Fig. 2.32(a) and a representative coil
inductance function is shown in Fig. 2.32(b).
The kinetic co energy of this system is given by
T*(q,:i;,x) = J m:i;d:i; + J
L(x)qdq
= ~m:i;2 + ~L(x)q2, (2.140)

which is a particular instance of the general case T* (u, u, t).
The electromechanical coupling of the solenoid produces a force Fx that
acts on the mass in accordance with
aT' aT*aL
(2.141)
Fx = ax = aL ax·
This force, which acts in the x-direction, is the nonpotential, kinetic effort
e~' associated with the dependence of T* on x: 0
L (x) : magnetic cent.er

x L(x)
m Dig:;".:·.·
iroll corp ~ I
I
I
I
I
x
Xc
(a) (h)
FIGURE 2.32. A simple model of a solenoid. (a) Solenoid; and (b) inductance
function. (Adapted from [CKKPBj.)
Kinetic efforts are also artifacts of the coordinate selection scheme used
to represent the motion of a system. Such efforts may not have a one-to-one
correspondence with actual physical efforts as in the previous example, but
are present in a model to represent physical efforts in terms of the selected
coordinates.
From (2.67), the function Uk(q,q,t) expresses the kth flow variable in
terms of the reduced-order coordinates. Consequently, kinetic co energy
T* (Uk) is expressed T* (q, q, t). Since this is true for all k, the kinetic co-
energy of a system using reduced-order coordinates has the general form
T*(q,q,t).
er \Vhen kinetic co energy T* is a function of a coordinate qj, a kinetic effort

is defined that satisfies
aT*
e;'
= aqj . (2.142)
EXAMPLE 2.38. A two-link robot arm is shown in Fig. 2.33. The mass of
the robot is lumped in two locations ml and m2 and the links are rigid
and massless. The robot moves in the xy plane, and external forces act as
shown.
Using configuration coordinates (Xl, Yl, X2, Y2), the kinetic coenergy func-
tion is given by
(2.143)
Angular coordinates (0 1 , O2 ) are a set of reduced-order coordinates (in this
case, Lagrange coordinates) for this system. Displacement transformation
equations relating (Xl, Yl, X2, Y2) and (0 1 , O2 ) are given by
Xl = II COSOl,
Yl = h sin 01 , (2.144)
X2 = II cos 0 1+ 12 COS02,
Y2 = II sin 01 + 12 sin O2 .
FIGURE 2.33. A two-link robot arm.
Flow transformation equations are given by
Xl = -11th sine 1 ,
VI = 118 1 cose), (2.145)
X2 = -I) 8) sin e1 - 12 82 sin e2 ,
V2 = 1r8) cos e1 + 12 82 cos e2 .
Kinetic co energy is given by
* .
T (e, e) = 2m111 e1 + 2m2 I) e1 + 12 e2
1 2 ·2 1 [ 2 ·2 2 ·2
+2lr128182 cos(e 1 - e2 )], (2.146)
which is an instance of the general case T*(q, q, t). <>
In this example, the configuration coordinate form of kinetic coenergy

(2.143) is not a function of displacement. Therefore kinetic efforts such
as aT* lax1 or aT'laYl are not defined. However, the reduced coordinate
form of kinetic coenergy (2.146) is a function of displacement. In this case,
kinetic efforts such as aT' I ae) and aT* I ae 2 are defined.
This is not to say that physical efforts in a system appear or disap-
pear based on the selection of coordinates. The actual motion of a physical
system is not affected by the choice of coordinates. How that motion is
modeled, however, does depend on the choice of coordinates. Coordinate
selection imposes on the modeler the necessity of representing all physical
variables in component form corresponding to the dimensions of the coordi-
nate space, in this case the n-dimensions of the reduced-order coordinates.
Kinetic efforts ej' can be an artifact of this representation. (In mechan-
ics, this is the usual means by which kinetic efforts aT* I aqj appear in the
equations of motion. See, for instance, [W2] or [M3].)
Kinetic efforts can also be defined in terms of kinetic energy T. As shown
in Chapter 4, applying the Legendre transform to the kinetic co energy func-
/2x
FIGURE 2.34. Momentum coordinates for a two-link robot arm.
tion T*(q,q,t) produces the kinetic energy function T(p,q,t). In essence,

the dependence of T* on q implies the dependence of Ton q.
EXAMPLE 2.39. Momentum coordinates (p1,P2) for the two-link robot arm
are shown in Fig. 2.34. By definition, these coordinates satisfy Pi = 8T* j8i ,
that is,
(2.147)
where T* is given by (2.146). Solving for flows 81 and 82 produces functions

of the form 81 (PI, P2, 8 1 , ( 2 ) and 82(PbP2, 81 , (2). Kinetic energy is given by
T(p, B) = Jiit (p, 9) dp + Jih (p, 9) dp, (2.148)
which is an instance of the general case T(p, q, t). 0
Kinetic energy and co energy are related by (2.21), given in reduced-order

coordinate form by
n
T(p,q,t) +T*(f,q,t) = LPj/j. (2.149)
j=l
Applying the variational operator 6 yields

Collecting terms yields
L
j=1
~ - Ij )
n (aT
p]
8pj + Ln(aT*
j=1]
)
ai - Pj 8Ij + Ln
j=1
(aT
~
q]
aT* )
+~
q]
8qj = O.
(2.151)
By definition, the first two parenthetic terms vanish, yielding
(2.152)
The term aT' / aqj is the kinetic effort ej'. The term aT / aqj is a second
form of kinetic effort, designated ej. When kinetic energy T is a function
of a coordinate qj, a kinetic effort ej is defined that satisfies
T aT
ej = aqj' (2.153)
Applied Efforts
The virtual work of effort sources and implicit efforts is given in terms of
configuration coordinates by
en
N
8W =L (ef + 8u;. (2.154)
;=1
The variation of the transformation equation Ui = Ui(q1,' .. , qn, t) yields
= L ~8qj.
n aUi
8Ui (2.155)
j=1 q]
Substituting for 8Ui in (2.154) yields

a
L (ef + en j=1
L a Uiq] 8qj
N n
8W =
i=1
=~
~
(~ ~ aUi )
~ e, a . + ~ e, a .
s aUi 'Y
j=1 i=1 q] i=1 q]
"'--v--" ~
e]S e'Y
]
n
= L(ej + ej) 8qj. (2.156)
j=1 ------
Qj
The sum of efforts ej + ej is designated an applied effort Qj, representing
the resolution of all effort sources and implicit efforts into components
acting in the directions of the reduced-order coordinates qj. (In mechanics,
applied efforts are usually called generalized forces.)
2.6. Geometry of Constraint 61
EXAMPLE 2.40. The virtual work of the force sources acting on the two-
link robot arm system shown in Fig. 2.33 is given by
(2.157)
The applied efforts Qi in this case are the given components of force.
The variation of the displacement transformation equations yields
bX1 = b(llCOSe1) = -itsine 1 bB 1 ,

bY1 = b(ll sined = 11 cose 1 bel,
bX2 = b(llCOSe 1 +bcose 2 ) (2.158)
= -ll sin e1 bel - l2 sin e2 bB 2,
bY2 = b(ll sin e1 + l2 sin e2)
= II cos e1 bel + l2 cos e2 be 2·
Substituting these relationships into the virtual work equation (2.157)

yields
bW = [(FYI + Fy2 ) it cose 1 - (FxI + F X2 ) it sined bel

+[12 (FY2 cose 2 - FX2 sine 2 ) 1bB 2 . (2.159)
The coefficient of bel is the generalized effort QIJI and the coefficient of be 2
is the generalized effort Q 1J 2' that is,
QIJ I = (FYI + Fy2 ) it cose 1 - (FxI + Fx2 ) II sine 1 ,

(2.160)
In this example, applied efforts in configuration coordinate form are

jorces, FXI or FYI for example, while the applied efforts in reduced coordi-
nate form are moments QIJ I and Q1J2' illustrating that the representation of
applied efforts depends on the choice of coordinates. As with kinetic efforts,
coordinate selection imposes on the modeler the necessity of representing
all physical variables in component form corresponding to the dimensions
of the coordinate space. Applied efforts Qj can be an artifact of this rep-
resentation. This example also illustrates the usual means of obtaining ex-
pressions for applied efforts-applied efforts QJ are the coefficients of the
virtual displacements bqj in the equation expressing the virtual work of
effort sources and implicit efforts.
2.6. Geometry of Constraint

2.6.1. H olonomic and N onholonomic Constraints
Configuration coordinates q = (q1, ... , qn) define a multidisciplinary, n-
dimensional configuration space. Let all holonomic constraints, including
integrable flow constraints, be represented in standard form cp(q, t) = 0.

In configuration space, this function describes a surface along which all
trajectories of configuration q(t) must lie. Other regions of configuration
space are rendered inaccessible.
From calculus, all vectors v tangent to this constraint surface satisfy
CPqv = 0, where cpq is the Jacobian 3cp/3q. Since by (2.111) cpq 5q = 0,
the vector of virtual displacements 5q is instantaneously tangent to the
constraint surface for all q( t).
Nonholonomic constraints in Pfaffian form, B dq + bdt = 0, impose on
the vector 5q the conditions B 5q = 0. These additional conditions on 5q
reduce the dimension of the tangent space originally defined by cpq 5q = 0.
Reducing the tangent space dimension reduces the number of trajectory
headings accessible to the system at an instant.
By Lagrange's principle, constraint efforts satisfy (e¢, 5q) = 0. Thus e¢
°
is orthogonal to 5q, implying that e¢ is instantaneously normal to the
constraint surface cp(q,t) = for all t. Constraint gradients V¢k are also
normal to the constraint surface, and if the constraints are independent,
the gradients form a basis for the normal space. Since e¢ lies in the normal
space, it can be expressed as a linear combination of these basis vectors.
For a holonornic system this linear combination is given by
(2.161)
or,
(2.162)
where", = ("'1, ... , "'ml) is a vector of undetermined coefficients, or La-

grange multipliers. For a nonholonornic system this linear combination is
given by
(2.163)
or,
(2.164)
where", = ("'1, ... , "'ml) arid Ji = (Ji1, ... , Jim2) are Lagrange multipliers.
EXAMPLE 2.41. A two-dimensional configuration space, shown in Fig. 2.35,

is subject to a single constraint ¢(q1, q2, t) = 0. The configuration of the
system at time £ is represented by the point q(i). The line tangent to ¢
at q(£) defines the instantaneous line of action of 5q. This is the line of
admissible variations' at time t = i. The line normal to ¢ at q( £) defines the
line of action of e¢, where e¢ is a scalar multiple of the gradient V'q¢. The
undetermined scalar multiplier is a Lagrange multiplier. 0
line of ~<t> at time i

, ( tangent line at time i
\ - - constraint surfac(' <t>(q, t)

\
1
FIGURE 2.35. A geometric interpretation of a two-dimensional configuration

space subject to a single constraint.
2.6.2. Effort Constraints and Dynamic Constraints

In adding implicit efforts eZ and dynamic variables Sk to the solution space
of a problem, the number of unknowns is increased by the number of vari-
ables added. The additional equations required to determine a solution are
the effort constraints and dynamic constraints. The geometric interpreta-
tion of this procedure is that adding these variables to a model increases
the dimension of the solution space and that the constraint equations de-
fine constraint surfaces in the enlarged solution space on which a solution
must lie.
2.6.3. Virtual Momentum

Virtual momentum bp is given a geometric interpretation using a phase-
space representation of motion for which the abscissa and ordinate are dis-
placement and momentum. A vector v in phase-space has qp components,
that is, v = (vq,v p ).
EXAMPLE 2.42. The steady state motion of an undamped oscillator has

an elliptical trajectory in phase space as shown in Fig. 2.36. Point A has
coordinates (qex, 0), where the subscript ex indicates a positive extreme
such that iqi : : :
qex· Point B has coordinates (qB,PB) and point C has
coordinates (O,Pex)'
By definition bp satisfies ebq = Jbp. If (bq,bp) are thought of as the
phase-space coordinates of a variation vector 15 and (e, - f) are thought of
as the phase-space coordinates of a forcing function cp, then cp and 15 satisfy
(cp, b) := ((e, - f), (bq, bp)) = O. (2.165)
At point A displacement q is at an extreme (qex) and flow J = dq/dt is

instantaneously zero; momentum p is zero and effort e = dp / dt is necessarily
at an extreme (-eex). This value is negative because for oscillatory motion
the extreme effort opposes the extreme displacement. Substituting into
p(t) C2_ r tl'aj{~ct()r,\' of 11Hltioll
----"'.,~\
\A.
q(t)
FIGURE 2.36. P1Hlse-space representation of steady-state oscillation.
(2.165) yields
(2.166)
which is true if and only if ,sqA = 0. Thus 'PA = (eex,O) and,sA = (O,,sPA).
Both vector:s are shown at point A in Fig. 2.37.
At point B, (q, p, f, e) are nonzero and nonextreme. The relationship
(2.167)
is satisfied only for

(2.1(j~)
Thus the vector ,sB = (,sqB, ,sPB) lies on a line tangent to the trajectory of
motion as shown in Fig. 2.37 and 'PB = (eB, - fB) is orthogonal to ,sB.
At point C momentum P is at an extreme (Pex) and effort e = dp/dt is in-
stantaneously zero; displacement q is zero and flow f = elq/ elt is necessarily
at an extreme (JeT)' Substituting into (2.165) yields
('PC, ,se) := ((0, - fex), (,sqe, ,spc)) = 0, (2.169)
'PA I q(t)
"
FIGURE 2.37. A phase-space interpretation of virtual momentum.
which is true if and only if bpe = O. Thus 'Pc = (0, - fex) and be = (bqe, 0).
Both vectors are shown at point C in Fig. 2.37.
It is concluded from Fig. 2.37 that the variation vector 15 = (bq,bp)
always lies on a line tangent to the phase-space trajectory of motion and
that the forcing function 'P = (e, - f) lies on a line normal to the trajectory
of motion. 0
The graphical interpretation of this example can be extended to a sys-

tem of n-dimensions. Kinematic constraints <p(q, t) = 0 impose conditions
on the motion of a system. A system's constrained motion is a trajec-
tory or curve in a 2n phase space. At each point of the trajectory a
tangent space is defined within which the phase-space variation vector
15 = (bqI,"" bqn, bPI, ... , bPn) must lie. The final n-components of this
vector constitute the virtual momentum vector bp which is constrained in
part by the first n-components, the virtual displacement vector bq. Thus
admissible variations in P depend on admissible variations of q which de-
pend in turn on <P. It follows that bp is not necessarily independent of <P.
3
Lagrangian DAEs of Motion
In this chapter, a formulation of Lagrange's equation is presented for con-

strained multidisciplinary systems. Models are formulated as implicit, non-
linear, differential-algebraic equations (DAEs) in descriptor form. The DAE
structure allows a model to be obtained from energy functions, constraint
equations, and a virtual work expression in a systematic manner.
3.1. A Variational Form of the First Law

The first law of thermodynamics for a closed system can be written
dE = dW +dQ, (3.1 )
where dE is an incremental change in the energy stored in the system, dW

is an increment of work done on a system, and dQ is an increment of heat
added to a system. Energy E is a path-independent function, or state func-
tion, hence the term dE represents an exact differential. Work and heat
are both path functions, hence dW and dQ represent inexact differentials,
denoted by the symbol d [VWS]. This form of the first law describes an in-
finitesimal change in a system that takes place over an infinitesimal interval
of time.
To consider the work and energy of a system at an instant in time, the
first law may be written
bE = 8W+8Q. (3.2)
67

68 3. Lagrangian DAEs of Motion
Applied to the state function E, the is operator signifies a variation, or

a contemporaneous perturbation, of the stored energy of the system. For
work and heat, however, the is symbol does not represent a variation. In-
stead, the symbol iSvV represents virtual work and the symbol iSQ represents
virtual heat. This distinction between two types of quantities, where iSE is
a variation and iSW and iSQ are not variations, is parallel to the distinc-
tion made in (3.1) in which dE is an exact differential and iHV and ilQ
are not exact differentials. In both cases the characteristic of energy as a
state function and the characteristic of work and heat as path functions
are maintained.
Restricting the class of systems under consideration to those having ther-
mal elements that can be modeled with temperature T as an effort acting
through an entropy displacement iSS results in a heat term iSQ = T 6S
which, from Table 2.10, is a form of virtual work. \Vith this consideration,
a postulate describing the equivalence of work and energy in differential-
variational form can be stated.
POSTULATE 3 (Work-Energy Equivalence). At each instant in the motion

of a physical system, an admissible variation in displacement (or momen-
tum) entails a variation of stored energy equal to the virtual work of efforts
(or flows) acting over the admissible variation. This work-energy equiva-
lence is expressed
iSE = isW. (3.3)
3.2. Lagrange's Equation

3.2.1. Derivation
Let the energy stored in a system be defined as the sum of the energies of
kinetic and potential stores, that is, E := T + V. (Here E is identical to
the classical Hamiltonian 7{ = T + V.) Then the variation is E is given by
6E = 6(T + V) = 6T + isV. (3.4)
The total virtual work in a system is the work of all efforts acting at an
instant over the set of virtual displacements,
n
iSw(total) =L (e + eJ + e':J + eJd + eJ + e1')
'"" J 4) T' S
J
iSqJ" (3.5)
J=1
By Lagrange's principle, the virtual work of the constraint efforts e<P van-
ishes and it is shown below that the virtual work of kinetic efforts e T ' and
potential efforts e': are consequences of (3.4). Thus virtual work in (3.3) is
due to dissipative efforts cd, source efforts e S , and implicit efforts c1' acting
3.2. Lagrange's Equation 69
at an instant over the set of virtual displacements. This work expression is

defined
n
ow(n) := L (e1 + ej + eJ) oqj, (3.6)

j=1
where the superscript (n) indicates that the work is due to nonpotential
efforts excluding kinetic efforts. Thus (3.3) can be expressed
(3.7)
Since T = T(p, q, t), the variation of T is given by
(3.8)
A term like EJT I EJt Ot does not appear since time t is not varied. Similarly,
the variation of V(q, t) is given by
(3.9)
Substituting these expressions and (3.6) into (3.7) yields
(3.10)
In Lagrangian dynamics, the variable pair (q, q) is selected to represent

the motion of a system. This choice requires that the term involving op
in (3.10) be replaced with an equivalent expression in terms of oq. To this
end, from (2.121), the virtual work of kinetic stores is considered in its
equivalent forms, namely,
n n
Lfjopj = Lejoqj
j=1 j=1
n
= LPj oqj, (3.11)

j=1
since Pj = ej by the dynamic requirement (2.3). Substituting fj = EJT IEJpj

(2.15) and Pj = EJT" IEJqj (2.20) yields
(3.12)
Also, from (2.152), it follows that
(3.13)
Substituting (3.12) and (3.13) into (:3.10) and collecting terms yields
(3.14)
Note that the left-hand side of this equation contains the terms
and (3.15)
By (2.142) the first term is the negative of the virt ual work of all kinetic
efforts ej' ,
naT' n.
-L ~ 6qj = - L ej 6qJ, ( 3.16)
j=1 h J=1
and by (2.28) the second term is the negative of the virtual work of all
potential efforts ej,
(3.17)
justifying the exclusion of kinetic efforts eT ' and potential efforts ej from
6w(n) (3.6). The virtual work of kinetic efforts appears in (3.3) as a con-
sequence of the variation of kinetic energy 6T and the virtual work of the
potential efforts appears as a consequence of the variation of potential en-
ergy 6V.
Lastly, the substitutions e1 = -aDjaqj (2.41) and ej + e} = Qj (2.156)
are made in (3.14) and the terms are rearranged to obtain
L (ddt YaT'qJ - ~
n
j=l
aT'
q]
av aD
+~q]
+~
q]
) _
- Qj oqj = 0, (3.18)
which is a virtual-work form of Lagrange's equation.

If the virtual displacements 6qj are independent, then the coefficients of
6qj in (3.18) vanish, yielding
j=l, ... ,n, (3.19)

3.2. Lagrange's Equation 71
or in vector form,
:t 'l'JqT* - VqT* + Vq V + 'l'JqD = Q. (3.20)
This equation comprises n second-order, ordinary differential equations

(ODEs) in n unknowns (q1,"" qn) and is called the Lagrangian ODE.
EXAMPLE 3.l. To model the two-link robot arm shown in Fig. 2.33 using
the Lagrangian ODE, energy functions and virtual work are expressed in
terms of the Lagrange coordinates (B1' B2)' For this simple model V = D =
o and kinetic co energy is given by (2.146):
T * = 2m111B1
1 2 '2
+ 2m2
1
llBl + 12B2
[ 2 '2 2 '2
+ 2hl2B1B2cos(Bl
. .
- B2)] .
Virtual work is given by (2.159):
5W = [(FYI + FyJh cos B1 - (FXl + FX2 )11 sin Bd 5B 1

+ [12 (FyZ cosB2 - Fxz sinB2 ) ]5B2,
from which are obtained the expressions for applied efforts QO l and Q02
given in (2.160). Lagrange's equation for this example is given by
iVeT* - \leT* = Qo, (3.21)

yielding the unconstrained equations of motion
li(m1 + m2)e l + m21112 COS(B1 - B2)e2 + m2h12B~ sin(Bl - B2)

= (FYI +FY2)llcosB1- (FxI + F xz )hsinB1, (3.22)
m2hl2 COS(B1 - B2)e 1 + m21~e2 - m21112Bi sin(Bl - B2)
= 12(FY2 cosB 2 - FX2 sinB2)'
consisting of two second-order ODEs in two unknowns (B1' B2)' 0
3.2.2. Euler-Lagrange Equation

In the absence of nonpotential efforts, that is, Q = 0 and D = 0, and
introducing the classical Lagrangian L(q,q, t) := T*(q, q, t) - V(q, t), the
Lagrangian ODE is reduced to
d
dt'Vq£ = 'Vq£, (3.23)
called the Euler-Lagrange equation. This form of Lagrange's equation ex-

cludes non potential efforts (except for kinetic efforts aT* / aqj) and limits
the selection of coordinates to an independent set of displacements. Because
of these limitations, the Euler-Lagrange equation is less suitable than La-
grangian DAEs for modeling multidisciplinary engineering systems.
3.3. Lagrangian DAEs

A key assumption in obtaining the Lagrangian ODE is the independence of
the virtual displacements. The consequence of this assumption is that the
Lagrangian ODE is suitable for modeling only holonomic systems using a
set of Lagrange coordinates in the absence of effort constraints and dynamic
constraints. A broader class of systems can be modeled using Lagrange's
equation in DAE form.
3.3.1. Lagrange Multipliers
°
From (2.111), displacement and flow constraints impose on virtual dis-
placements the conditions q 8q = and Wq 8q = 0. Under such conditions
the virtual displacements 8qj are not independent and the coefficients in
(3.18) do not vanish. Using Lagrange's method of undetermined multipliers,
the constraint conditions on oq are appended to the virtual work form of
Lagrange's equation such that the coefficients do vanish.
The method of undetermined multipliers is presented in numerous texts,
for example, [Ha] or [WI]. The relevant result of the theory, called the
multiplier rule, is applied as follows. Let the effort [j represent the paren-
thetical expression in (3.18), that is,
(3.24)
Then (3.18) is given by

n
L[j oqj = 0, (3.2.5)
j=l
or in vector form, 8qT[ = 0, where 8q = (8q1,"" oqn) and [ = ([1, ... , En)·
POSTULATE 4 (Multiplier Rule). At each instant in the motion of a phys-

ical system, if the displacement and flow constraints are satisfied, that is,
if
(q,t) =0 and W(q, q, t) = 0,
and if admissible variations of configuration oq satisfy
8qT [(q, q, t) = 0,
then undetermined multipliers ti(t) and p,(t) exist such that
(3.26)
is true for arbitrary 8q. 0

3.3. Lagrangian DAEs 73
(The conditions for introducing multipliers in an optimization problem are

more extensive than those cited in this work. See [\Vl], for example, for a
complete treatment.)
Since the oqj are arbitrary, it follows that the parenthetical term vanishes,
that is,
E + qT Ii + WqT j.L = 0, (3.27)
which is a multiplier form of Lagrange's equation. The motion described

by this set of equations must also be consistent with the constraints = 0
and W = O. Together, these constraints and (3.27) constitute an n+ml +m2
set of equations in the same number of unknowns (q, K;, j.L). In essence, the
kinematic constraint equations = 0 and W = 0 are added to the equations
of motion to solve for the vectors of unknown multipliers K; and j.L.
Allowing now for the presence of implicit efforts among the applied efforts
Q, effort constraints r = 0 are added to the equations of motion to solve
for the vector of unknown implicit efforts e"i. And allowing for the presence
of dynamic constraints, the equations s - A = 0 are added to the equations
of motion to solve for the vector of unknown dynamic variables 8.
Substituting for E, the set of differential-algebraic equations called the
Lagrangian DAE is given in component form by
¢k(q, t) = 0, k=l, ... ,ml,

1/Jk(g,q,t) = 0, k=1, ... ,m2, (3.28)
"ik(e"i,8,g,q,t) = 0, k = l, ... ,rna,
Sk - )..k(e'Y, 8, g, q, t) = 0, k = 1, ... ,rn1.
The Lagrangian DAE is given in vector form by
! V'qT* - Y'qT* + 'ilqV + 'VqD + [ K; + w[ j.L = Q,

 = 0,
W = 0, (3.29)
r = D,
.~ - A = D.
The Lagrangian DAE is characterized by n implicit second-order ODEs

in q, ml +m2+m3 algebraic equations describing the displacement, flow,
and effort constraints, and m4 explicit first-order ODEs in 8 describing the
dynamic constraints. The state variable is q(t) and the solution vector is
(q, K;, j.L, e"i, 8).
3.3.2. Descriptor Form

Carrying out the time derivative d/dt'VqT* and rearranging terms yields
Let M represent the coefficient of ij,
(3.31)
and Y represent the right-hand side,
Y(e"Y,q,q,t):= Q - {\7qT*)qq - ('VqT*)t + V'qT* - V'qV - V'qD, (3.32)
then (3.30) is expressed
(3.33)
This equation plus the algebraic constraints is known as Lagrange '8 equa-
tion of the first kind.
For systematic formulation and solution of the Lagrangian DAE, it is
convenient to reformulate this set of n second-order ODEs as two sets of
n first-order ODEs. To this end, introduce flow f = q as a state variable
and replace all occurrences of q with f in the equations of motion. The
resulting DAEs are called the descriptor form of Lagrange's equation:
q = f,
. T T
Mf + q II; + iItj J.1 = Y,
 = 0, (3.34)
iIt = 0,
r = 0,
s = A.
This form is used henceforth for systematic formulation of Lagrangian equa-
tions of motion for multidisciplinary systems. For convenience, nomencla-
ture is summarized as follows:
q(t) is an n vector of displacement coordinates.
f{t) is an n vector of flow coordinates.
lI;(t) is an ml vector of Lagrange multipliers.
J.1(t) is an m2 vector of Lagrange multipliers.
e"Y(t) is an m3 vector of implicit efforts.
s(t) is an m4 vector of dynamic variables.
(q, t) is an ml vector of displacement constraints.
iJ!(j, q, t) is an m2 vector of flow constraints.

f(e',s,f,q,t) is an m3 vector of effort constraints.
s- A( e'l', s, f, q, t) is an m4 vector of dynamic constraints.
T* (j, q, t) is the kinetic coenergy function of the system.
V(q, t) is the potential energy function of the system.
D(j, q, t) is the content of the system.
Q is an n vector comprising the components of source efforts ej and im-
plicit efforts eJ that do virtual work in the direction of qJ'
M (j, q, t) = \liT* is an n x n matrix of inertial coefficients.
<1>q (q, t) = 0<1> / oq is the ml x n Jacobian of the displacement constraints.
iJ!f(q,t) = oiJ!/of is the m2 x n Jacobian of the flow constraints.
Y(e'l', f, q, t) = Q - (\lfT*)q f - (\ljT*)t + \!qT* - \!q V - \lfD is an n vector
of efforts.
The Lagrangian DAE in descriptor form is characterized by n explicit

first-order ODEs in q, n implicit first-order ODEs linear in f, ml +m2+m3
algebraic constraints, and m4 explicit first-order ODEs in s describing the
dynamic constraints. The state variables are q(t) and f(t) and the solution
vector y(t) is given by
y(t) = (ql (t), ... , qn (t), II (t), ... , f n(t), "'1 (t), ... , "'m, (t),
J.Ll(t), ... ,J.Lrn2(t),ei(t), ... ,e~3(t),Sl(t), ... ,8m4(t)). (3.35)
The structure of the descriptor form allows a model to be obtained from

the energy functions, constraint equations, and virtual work expression in
a systematic manner.
Following are examples of analysis and model formulation using La-
grangian DAEs. Additional examples are given in Chapter 6.
EXAMPLE 3.2. To model the two-link robot arm shown in Fig. 2.33 using
the Lagrangian DAE, energy functions and virtual work are expressed in
terms of reduced-order coordinates (ql, q2, q3, q4) = (Xl, Yl, X2, Y2). For this
simple model V = D = 0 and kinetic coenergy is given by (2.143):
T* = ~ml(j? + iil + ~m2(jI + fl)·

The location of ml is constrained such that
(3.36)
and the location of m2 with respect to ml is constrained such that
(3.37)
Virtual work is given by (2.157):
6w(n) = F q, 6ql + Fq2 6q2 + Fq3 6q3 + Fq4 6q4.

The applied efforts Qj are the coefficients of 6qj in this virtual work ex-
pression.
From these energy, constraint, and work expressions and (3.34) are ob-
tained the equations of motion given by
(3.38)
qi + q~ - li
[(q3 - ql? ]- 0
+ (q4 - q2? -l~ - ,
where q = (ql, ... , q4), f = (fl, ... , f4)' and,"" = (,",,1, ,",,2).0
EXAMPLE 3.3. An electrical circuit shown in Fig. 3.1 contains a nonlinear

resistor R 1 . Displacement coordinates (ql,q2,q3) are assigned as shown.
The voltage of the nonlinear resistor is designated e'Y.
The energy functions are given by
T* -- 1Lf2
2 l'
2
V=~ (3.39)
2C'
D = ~R2!l.
The node at a imposes the holonomic flow constraint fr = h + is. Since the
charge of the capacitor q2 is a tangible displacement, this constraint must
be integrated to correctly represent the constraining condition, yielding
¢ := ql - q2 - q3 + q20 = 0, (3.40)
FIGURE 3.1. Nonlinear electrical circuit.

where q2 u is the initial charge on the capacitor. The constitutive law of

the nonlinear resistor R 1 , given by ecJi) = k[i[i, is modeled as the effort
constraint
r:= e"l - k[JI[JI = O. (3.41 )
The virtual work of source efforts and implicit efforts is given by
oT-V(n) = eS Oql - e"l Oql. (3.42)
Thus Qq, = e S - e"l and Qq2 = Qq3 = O.

q = f,
[L 0
o
1 [-~l
j+
-1
1),= [~q~/~l'
-R2h
ql - q2 - q3 + q20 = 0,
e"l - k[JI[JI = 0,
where q = (ql, q2, q3), f = (JI, h h), and I), = (1),1). 0
EXAMPLE 3.4. An electromagnetic suspension is shown in Fig. ;).2. The

voltage source e S (t) is modulated in response to the disturbance force P' (t)
such that a desired air gap ql between the electromagnet and the mass
m is maintained. For ql ~ 3 mm, coil inductance L is given by L( qd =
(30/((31 +qd, where (30 and (31 are known parameters. Coordinates (ql, Q2, Q3)
°
are assigned as shown in Fig. 3.2.
The energy functions are given by V = and
T* 1 f2 1 (30 f2
= 2m 1 + 2 ((31 + ql) 2,
D = ~Rf1- (3.44)
F'(t)
FIGURE 3.2. Electromagnetic suspension.

The single constraint is a holonomic flow constraint given by
1/J1 := 12 - 13 = o. (3.45)
The virtual work of the source efforts is given by
(3.46)
hence Q1 = FS(t), Q2 = 0, and Q3 = e'«t).

q = i,
0 FS _ /3o/i
++ l~
+ q1l 2
2(/31
/30
/3oiIh
r':' /31 + q1
0 -1
(/31 + qI)2
eS -R13
12 -13 = 0, (3.47)
where q = (Q1,q2,q3), i = (iI,h13), and 11 = (Ill). 0
3.4. Underlying ODEs

For some systems it may be useful to eliminate the multipliers and fOrIIlU-
late the equations of motion as a set of unconstrained ODEs. A procedure
for eliminating multipliers using derivatives of the constraint equations is
given below.
3.4.1. Holonomic Systems

Consider a: holonomic system with displacement and flow constraints ex-
pressed in general form <I:>(q, t) = O. Eliminate effort constraints by substi-
tuting explicit expressions for implicit efforts e""1 in the vector Y. Assume
that dynamic constraints are absent. It follows from (3.34) that
. T
Aii + <I:>q K = T. ( 3.48)
Assuming that AI- 1 exists, this equation can be solved for j,

(3.49)
and premultiplied by <I:>q to obtain
(3.50)
3.4. Underlying ODEs 79
The constraint equations are differentiated twice with respect to time to

obtain another expression for cf!qj that is substituted in (3.50). The re-
sulting equation is solved for"," and substituted in (3.49) to eliminate the
constraints and multipliers from the equations of motion.
Differentiating cf! twice with respect to time yields
(3.51)
which, when solved for cf!qj, yields
(3.52)
Letting Zl (j, q, t) denote the bracketed expression, (3.50) is expressed
(3.53)
This equation is solved for "'",
(3.54)
where Al is defined in (3.57) and All is assumed to exist. Substituting

for"," in (3.49) yields an explicit expression for j that together with q = f
constitutes a set of 2n explicit first-order ODEs called the underlying ODE,
or Lagrange's equation of the second kind, given by
q = f,
j = M- I [Y - cf!i All (cf!qM-Iy + Zl) l, (3.55)
where
AI(j,q,t):= cf!qI'vrlcf!i,
M(j, q, t) := \l/T*, (3.56)
Y(j, q, t) := Q - (\lfT*)q f - (\lJT*)t + 'VqT* - 'Vq V - \lJ D,
Zl(j,q, t) := (cf!qf)qf + (cf!qf)t + cf!tqf + cf!tt.
With dynamic constraints, the underlying ODE is given by (:3.55) plus
s = A. Matrix Al is identical to the matrix CM-ICT in [FL3] and is
similar in function to the "constraint matrix" AM- I / 2 in [UK1].
3.4.2. Nonholonomic Systems

Consider a nonholonomic system subject to constraints cf!(q, t) = 0 and
\Jt(j, q, t) = O. Eliminate effort constraints by substituting explicit expres-
sions for implicit efforts e'Y in the vector Y. Assume that dynamic con-
straints are absent. It follows from (3.34) that
(3.57)
Assuming that M- 1 exists, this equation can be solved for j,

j = M- 1 (y - iP;{ Ii - wI J-i). (3.58)
Premultiplying (3.58) by iPq yields
iPqf. = iPqM -1 ( Y - iPqT Ii - WIT J-i ) . (3.59)
Premultiplying (3.58) by wI yields
(3.60)
The displacement constraints are differentiated twice with respect to time

to obtain another expression for iPqj that is substituted in (3.59). The flow
constraints are differentiated once with respect to time to obtain another
expression for wlj that is substituted in (3.60). The resulting equations are
solved for Ii and J-i and substituted in (3.58) to eliminate the constraints
and multipliers from the equations of motion.
As in the previous section, ~ = 0 yields iPq j = - Z 1. Differentiating W
with respect to time yields
(3.61)
which, when solved for wI j, yields

(3.62)
Letting Z2(f, q, t) denote the parenthetical expression, (3.59) and (3.60)

are expressed
-Zl = iPqM-I(y - iP;{ Ii - wI J-i),

-Z2 = wIM- I (Y - iP;{ Ii - wI J-i). (3.63)
This pair of equations is solved for Ii and J-i,
(3.64)
where AI, A 2 , A 3 , A4 are defined in (3.66) and the matrix inverse is assumed
to exist. Substituting for Ii and J-i in (3.58) yields an explicit expression for j
that together with q = f constitutes the underlying ODE for nonholonomic
systems:
I{Y - [:; r[~~ ~~rl [:;~=~~ ~ ~~J},

q = f,
j = M- (3.65)
3.4. Cnderlying ODEs 81
where
A1(J,q,t):= if>qM-1if>[,
A 2(J, q, t) := if>qM-1wJ,
A 3 (J, q, t) := WfM-1if>[,
A 4 (J, q, t) := Wf1\,rlWJ, (3.66)
1'v1(J, q, t) := v/r,
Y(J, q, t) := Q - (VfT*)q J- (VfT*)t + \!qT* - \!q V - Vf D,
Zl(J, q, t) := (if>qf)qJ+ (if>qn + if>tqJ + if>tt,
Z2(J, q, t) := WqJ + wt .
With dynamic constraints, the underlying ODE is given by (3.65) plus
Ii = A.
3.4.3. Discussion
The underlying ODE comprises a set of 2n, explicit, nonlinear, first-order
ODEs. Such equations are, in general, readily solved using a Runge-Kutta
method or other standard numerical technique. The main advantage of this
formulation is that numerical difficulties associated with DAEs (a topic of
Chapter 6) do not occur with ODEs.
This numerical tractability is exploited by Udwadia and Kalaba [UK2] in
developing an underlying ODE that accommodates dependent or redundant
constraints. In other respects, their development is conceptually similar to
the development given above.
A disadvantage of the underlying ODE is that the matrix inverses in
(3.55) and (3.65) must exist and be well conditioned. This criterion is not
met if the matrix of inertial coefficients !vI is singular or zero, as is often
the case for constrained, multidisciplinary systems.
A second disadvantage of the underlying ODE is that its solution satisfies
the differentiated constraints cI> = 0 and ir = 0 but not necessarily the
undifferentiated constraints if> = 0 and W = 0, since it is the differentiated
constraints that are embedded in the equations of motion to eliminate the
multipliers. In some cases, this results in a numerical solution that drifts
from the true solution. Drift is particularly noticeable for systems having
closed kinematic chains, such as a four-bar mechanism or a slider-crank
mechanism. Many authors recommend numerical stabilization schemes to
ensure a solution's compliance with the undifferentiated constraints [FL3].
Finally, the stability properties of a system with differentiated constraints
can be different from the stability properties of the original system with
undifferentiated constraints. Thus, as noted in [BCP], differentiating con-
straints, eliminating multipliers, and numerically solving the resulting un-
derlying ODEs is a strategy to be used cautiously.
3.5. Interpretation of Lagrange~s Equation

Rearranging (3.26) yields
(3.67)
As shown in Sec. 3.2.1, the left-hand side represents a variation of energy.

Comparing the right-hand side of this equation, namely,
to the total virtual work 5w(total) given by (3.5):

n
L (ej + e] + e1 + ej + ej' + e'J) 5q],

j=l
it is concluded that these two expressions are equivalent and, moreover,

that the virtual work of the constraint efforts is given by
(3.68)
It follows that constraint efforts are given by
(3.69)
This equation is consistent with (2.164) in which constraint efforts are in-
terpreted geometrically as linear combinations of constraint gradients with
Lagrange multipliers as the undetermined coefficients of the linear combi-
nation.
Thus the terms inside the parentheses on the right-hand side of (3.67)
represent all the efforts in a system and (3.67) overall represents the equiv-
alence of virtual work and the variation of energy. This is not a surprising
result given that the underlying principle is the first law of thermodynam-
ics. Conceptually this work-energy equivalence is stated
(p,5q) = (e, 5q). (3.70)
The interesting aspect of this interpretation is that each term in Lagrange's

equation represents either an effort or a time-rate of change of momentum.
3.5. Interpretation of Lagrange's Equation 83
Depending on coordinate selection, these terms either give the actual ef-
forts (forces, voltages, pressures, and so forth) in a system or represent
combinations of actual efforts acting in the directions of the assigned coor-
dinates. This interpretation has been exploited in the bond-graph literature
to develop graphical representations of Lagrange's equation [K] [Rl].
From Sec. 2.5.4, efforts are classified as either constraint efforts e rP or
given efforts e9 such that e = e rP + e9 . Substituting for e in (3.70) and
rearranging yields
n n
(3.71)
j=1 j=1
where, by Lagrange's principle, the virtual work of the constraint efforts

in their totality vanishes. This equation, called the fundamental equation
by Pars [PI], is the traditional starting point in mechanics for deriving
Lagrange's equation without invoking the calculus of variations.
4
Hamiltonian DAEs of Motion
In this chapter, a formulation of Hamilton's equation is presented for con-

strained multidisciplinary systems. Models are formulated as semiexplicit,
nonlinear, differential-algebraic equations (DAEs). The DAE structure al-
lows a model to be obtained from energy functions, constraint equations,
and a virtual work expression in a systematic manner. The semiexplicit
form of Hamiltonian DAEs compares favorably to the descriptor form of
Lagrangian DAEs, and may have superior numerical properties.
4.1. Legendre Transform

The state variables of the Lagrangian formulation are the n displacements
q( t) and n flows q( t). Let e s: n denote the number of these flows associ-
ated with kinetic stores. The vector of all such kinetic flows in a system
is defined qT := (q1,"" qc). All other flows are denoted nonkinetic flows
qr := (q£+l,"" qn), where the index r := n - e. Consequently, kinetic
coenergy T* (q, q, t) is more precisely expressed as T* (q T , q, t). The eth Leg-
endre transform of this function is the kinetic energy function T(p, q, t).
Hamilton's equation is obtained from Lagrange's equation using relation-
ships associated with this transformation. In overview, the transformation
proceeds as shown in Fig. 4.1.
85

86 4. Hamiltonian DAEs of Motion
kinetic displacements
flows and time
~~
T* =T*(lh, ... ,qC, ql, ... ,qn,t),

1 1 1 1
1 1 1 1
1 1 1 1
T=T(Pl,···,Pt, ql,···,qn,t).
'-v-' '-v---'
transformed untransformed
variables variables
FIGURE 4.1. Overview of the Legendre transform for kinetic flows.
Consider a function of m independent variables yeo) (Xl, ... , xm). For

£ :S m, define new variables ~ = (6, ... , ~e) such that
ay(O)
~j:= ox) , j = 1, ... ,f. (4.1)
The function y(£), given by
c
yCC) := yCO) - L~jXj, (4.2)
j=l
is the £th Legendre transform of y(O). The useful results of the transform
are that for the transformed variables,
j=l, ... ,£, (4.3)
and for untransformed variables,
j = £ + 1, ... , m. (4.4)
This formulation of the Legendre transform is fully developed in [MR].

Letting T* = y(O), it follows from (4.1) that
aT*
~j := -;:;-:- = Pj, j = 1, ... , £. (4.5)
uqj
4.2. Hamiltonian DAEs 87
From (4.2), the £th transform of T* is given by

f
y(C) := T* - Lpjljj. (4.6)
j=l
The negative of this transform is defined as the kinetic energy function,
that is, T = _y(e). It follows that
c
T(p,q,t) +T*(q,q,t) = LPj(t)qj(t). (4.7)
j=l
Equation (4.3) yields
. aT
q) = -;:;-, j = 1, ... , £, (4.8)
UPj
and (4.4) yields
aT aT* aT aT*
and -- = +aqj
aqj
-, j = 1, ... ,n. (4.9)
at at
Equations (4.5), (4.8), and (4.9) are the results of the Legendre transform
used to obtain Hamiltonian DAEs from Lagrangian DAEs.
4.2. Hamiltonian DAEs

4.2.1. Derivation
Consider, from the Lagrangian DAE (3.29), the n implicit second-order
ODEs given by
! V'qT* - 'VqT* + 'Vq V + V'qD + <f?[ '" + \Ill' /-l = Q. (4.10)
Among these n equations are £ equations corresponding to the kinetic flow

coordinates qT = (q1, ... , qc) and n - £ equations corresponding to the
nonkinetic flow coordinates qr = (q£+l, ... ,qn). Partitioning (4.10) into
two equations of dimension £ and n - £ yields
:t V'q- T* - 'Vq- T* + 'Vq- V + V'q- D + <f?:{c '" + \II; /-l = QT,

- 'Vq, T* + 'Vq, V + V'q, D + <f?Z: '" + \II[,- /-l = Qr. (4.11 )
Direct substitution of (4.5) and (4.9) into (4.11) yields
p + 'Vq_T + 'Vq_ V + V'qTD + <f?:{c", + \II[,-/-l = QT,

'Vq,T + 'Vq,V + V'q,D + <f?Z:", + \II[,-/-l = Qr. (4.12)
This is a set of n equations in £+n state variables (PI, ... ,Pe, ql, ... ,qn)' An
additional set of £ differential equations is given by (4.8). Together with the
constraints, unchanged from the Lagrangian DAE, these equations consti-
tute the differential-algebraic form of Hamilton's equation, or Hamiltonian
DAE, given in component form by
qj = :~, j = 1, " . ,£,
¢k(q, t) = 0, k=l,,,.,ml,
1i'k(q, q, t) = 0, k=1, ... ,ln2, ( 4.13)
Ik(e~,s,q,q,t) = 0, k = L ... ,'m3,
!'k - )..k(e~, S, q, q, t) = 0, k = 1, ... ,m4,
or in vector form,
qT = 'YpT,
P+ 'VqTT + Vq- V + Y4TD + cf>;,'" + \IJ~fl = QT,
Vq,T + Vq,V + Y4,D + cf>{r", + \IJf,.fl = Qr, ( 4.14)
cf> = 0,
\IJ = 0,
r = 0,
s - 1\ = 0.
The Hamiltonian DAE is characterized by £+n implicit first-order ODEs in

(p, q), ml +m2+m3 algebraic equations describing the displacement, flow,
and effort constraints, and m4 explicit first-order ODEs in s describing the
dynamic constraints. The state variables are p(t) and q(t) and the solution
vector is (p, q, "', fl, e~, s).
4.2.2. Semi explicit Form

The differential equations in (4.14) are not explicit in (p,q) since D, \jJ, r,
and 1\ are functions of q. For systematic formulation and numerical solution
of the equations of motion, it is useful to formulate the Hamiltonian DAE
such that the differential equations are explicit in (p, q).
To this end, the flow variable f = q is introduced and partitioned into
kinetic flows r := (il,,,· ,ie) and non kinetic flows r
:= U£+l,'" ,in)·
Making this substitution in (4.14), defining effort vectors UT and U T as

given below, and rearranging terms yields the semiexplicit form of the
Hamiltonian DAE given by
ur - if>:J,.K, - iJifrl~
VpT-r
0= if> (4.15)
w
r
For convenience, nomenclature is summarized as follows:
q(t) is an n vector of displacement coordinates. Displacements of kinetic

stores are designated qT = (q1,'" ,qe) and nonkinetic displacements
are designated qT = (q£+ 1, ... , qn).
f (t) is an n vector of flow coordinates. Kinetic flows are designated r =
(ft,···, fe) and nonkinetic flows are designated r = (f£+1,"" fn).
pet) is an £. vector of momenta of kinetic stores.
K,(t) is an m1 vector of Lagrange multipliers.
p,(t) is an m2 vector of Lagrange multipliers.
e"Y (t) is an m3 vector of implicit efforts.
set) is an m4 vector of dynamic variables.
if>(q, t) is an m1 vector of displacement constraints.
w(f, q, t) is an m2 vector of flow constraints.
r(e"Y,s,f,q,t) is an m3 vector of effort constraints.
s - A( e"Y , s, f, q, t) is an m4 vector of dynamic constraints.
T(p, q, t) is the kinetic energy function of the system.
V (q, t) is the potential energy function of the system.
D(f,q, t) is the content of the system.
Q is an n vector of applied efforts. Efforts acting in the directions of qT
are designated QT = (Q 1, ... , Q c) and efforts acting in the directions
of qT are designated Qr = (Q£+l,'" ,Qn)'
if>q (q, t) = a if> / aq is the m1 x n Jacobian of the displacement constraints.
Wf (q, t) = aW / af is the m2 x n J aco bian of the flow constraints.
U is an n vector of efforts. Efforts acting in the directions of qT are des-

ignated UT = QT - VqT T - VqT V - VI'D and efforts acting in the
directions of qT are designated U T = QT - Vq,T - Vq, V - Vf'D.
The Hamiltonian DAE in semiexplicit form is characterized by n+t'+m4

explicit first-order ODEs in (q,p, s), n - t' algebraic effort equations, t' al-
gebraic flow equations, and m1 +m2+m,3 algebraic constraints. The state
variables are p(t) and q(t) and the solution vector y(t) is given by
y(t) = (q1(t), ... , qn(t), !l(t), ... , fn(t),pdt), ... ,pc(t), K:1(t), ... ,K: m, (t),
/11 (t), ... , /1m2 (t), e"{ (t), ... , e'/n 3 (t), Sl (t), ... , Sm4 (t)) . (4.16)
The structure of the semiexplicit form allows a model to be obtained from

the energy functions, constraint equations, and virtual work expression in
EXA:v!PLE 4.1. A two-link robot arm is shown in Fig. 4.2 with displacement
coordinates q and momentum coordinates p assigned for a Hamiltonian
formulation of the equations of motion.
The energy functions are given by V = 0, D = 0, and
2 2 2 2
T = PI + P2 + P3 + P4 . (4.17)
2m1 2m2
Two holonomic constraints are given by
(PI := qi + q~ - Ii = 0,
¢2 := (q3 - q1)2 + (q4 - qd -l~ = O. (4.18)
The virtual work of the force sources is given by
( 4.19)
I,
FIGURE 4.2. A two-link robot arm using a Hamiltonian formulation.

hence Ql = F l , Q2 = F 2, Q3 = F 3 , and Q4 = F 4. The Hamiltonian DAE

for this example is given by
Ii = I,
Fl - 2qlh;1+ 2(q3 - ql)h;2
p= r F2 - 2q2h;1 + 2(q4 - q2)h;2
F3 + 2(ql - q3)h;2
F4 + 2(q4 - q2)h;2
h -pdml ( 4.20)
h - P2/ m l
h - P3/ m 2
0=
14 - P4/ m 2
qr + q~ -li
(q3 - ql)2 + (q4 - q2)2 -l~
EXAMPLE 4.2. An electromagnetic suspension is shown in Fig. 4.3. Coor-

dinates (ql,q2,q3,Pl,P2) are assigned as shown in the figure.
Kinetic energy is given by
(4.21 )
Dissipation function D, potential energy V, flow constraint 'lj;l, and gen-

eralized efforts Ql, Q2, and Q3 are identical to those of the Lagrangian
F"(t)
FIGURE 4.3. Electromagnetic suspension, Hamiltonian formulation.
formulation given in Example 3.4. The Hamiltonian DAE is given by
g= j,
p = [FS - p~/(2;5o) 1
-It J
eS - Rh + Jt ( 4.22)
iI - pdm
0=
12 - P2(;5l + qd/fJo
12-h
where q = (q],q2,q3), j = (iI,h,h), p = (P],P2), and JL = (Jtd. 0
4.3. Underlying ODEs

For some systems it may be useful to eliminate the multipliers and formu-
late the equations of motion as a set of unconstrained ODEs. A procedure
for eliminating multipliers is given below for a restricted class of systems.
4.3.1. H olonomic Systems

Consider a holonomic system with displacement and flow constraints ex-
pressed in general form (q, t) = O. Assume that dynamic constraints are
absent and that effort constraints have been eliminated. Assume further
that the representational variables comprise momenta and displacements
of kinetic stores only, that is, (p, qT) = (Pl,'" ,Pn, q], ... , qn) where n = f.
(The analogous assumption used to obtain the Lagrangian underlying ODE
is the existence of 1'vf-].) Under these conditions, the Hamiltonian DAE
(4.14) is given by
g = 'q,T,
P+ i'" = u, ( 4.23)
 = 0,
where U(p, g, q, t) := Q- VqT- Vq V - VqD. Solving for p and premultiplying

by q W yields
( 4.24)
where W := vp T.
2 The displacement constraints are differentiated twice
with respect to time and g = vpT is differentiated once with respect to
time to obtain another expression for q ~v p that is substituted in (4.24).
The resulting equation is solved for", and substituted in (4.23) to eliminate
the constraints and multipliers from the equations of motion.
As shown in Sec. 3.4.1, if> = 0 yields

( 4.25)
and from (4.23) the time derivative of q yields
(4.26)
Substituting this expression in (4.25) and solving for q W P yields
(4.27)
Letting Z3(P, q, q, t) denote the bracketed expression, (4.24) is expressed
(4.28)
This equation is solved for Ii
(4.29)
where A5 is defined in (4.31) and A5 1 is assumed to exist. (Matrix A5

is similar in form and function to matrix Al in Sec. 3.4.1.) Substituting
for Ii in (4.23) yields a set of 2n first-order ODEs called the Hamiltonian
underlying ODE given by
q = 'YpT,
P= U - qT A5 1 (q WU + Z3), (4.30)
where
A 5 (p, q, t) := q W,i,

U(p, q, q, t) := Q - 'VqT - 'Vq V - V'qD, (4.31)
W(p, q, t) := V'p2 T,
Z3(P, q, q, t) := (qq + t)qq + (qq + t)t + q('YpqTq + V'ptT).
Due to the dependence of U and Z3 on q, the ODEs in (4.30) are, in general,
implicit. This dependence can be eliminated, and the ODEs made explicit,
by substituting 'YpT for q in U and Z3' With dynamic constraints, the
underlying ODE is given by (4.30) plus s = A.
4·3.2. Nonholonomic Systems

Consider a system that satisfies the conditions given in the previous section
but that is also subject to holonomic and nonholonomic flow constraints
l]I(g, q, t) := B(q, t)g + b(q, t) = O. It follows from (4.14) that the Hamilto-
nian DAE is given by
g = \lpT,
P+ <P;; K + BT fl = U, (4.32)
<P = 0,
Bg + b = O.
Premultiplying p by <Pq W yields
<PqWp = <PqWU - <PqW<P;; K - <pqWBT fl. ( 4.33)
Premultiplying p by BW yields
BWp = BWU - BW<P;; K - BWB T fl. (4.34)
The displacement constraints are differentiated twice with respect to time

to obtain another expression for <Pq W P that is substituted in (4.33). The
flow constraints are differentiated once with respect to time to obtain an-
other expression for BWp that is substituted in (4.34). The resulting equa-
tions are solved for K and fl and substituted in (4.32) to eliminate the
constraints and multipliers from the equations of motion.
As in the previous section, 1> = 0 yields <PqWp = -Z3. And from (3.62),
~ = 0 yields
Bij = - [(Bg + b)qg + (Bg + b)tl. (4.35)
Substituting (4.26) for ij yields
BWp = - [(Bg + b)qg + (Bg + b)t + B('VpqTg + 'VptT)]. (4.36)
Letting Z4(p, g, q, t) represent the bracketed expression, (4.33) and (4.34)

are expressed
-Z3 = <PqWU - <PqW<P;; K - <pqWBT fl,

-Z4 = BWU - BW<P;; K - BW BT fl. (4.37)
This pair of equations is solved for K and fl,
A6]-1 [<PqWU+Z3]
[:] = [~~ As BWU+Z 4 '
(4.38)
where A 5 , A 6 , A 7 , As are defined in (4.40) and the matrix inverse is assumed

to exist. Substituting for K and fl in (4.32) yields the underlying ODE for
nonholonomic systems:
g = 'VpT,
P= U- [~r [~~ (4.39)

where
A 5 (p, q, t) := q WqT ,

A 6 (p,q,t):= qWBT,
A 7 (p,q,t):= BW;,
As(p,q,t):= BWB T , ( 4.40)
U(p,q,q,t) :=Q-VqT-VqV-\i;jD,
W(p, q, t) := 'Vp2 T,
Z3(p, q, q, t) := (qq + t)qq + (qq + t)t + q(VpqTq + Vpt T ),
Z4(P, q, q, t) := (Bq + b)qq + (Bq + b)t + B('VpqTq + 'VptT).
Due to the dependence of U, Z3, and Z4 on q, the ODEs in (4.39) are,
in general, implicit. This dependence can be eliminated, and the ODEs
made explicit, by substituting 'VpT for q in U, Z3, and Z4. With dynamic
constraints, the underlying ODE is given by (4.39) plus s = A.
4.3.3. Canonical Form

In the special case that the representational variables (p, q) are indepen-
dent, and assuming that dynamic constraints are absent and that effort
constraints have been eliminated, the Hamiltonian DAEs are reduced to a
set of ODEs given by
q = VpT,
P = Q - VqT - 'VqV - \i;jD. (4.41)
In the absence of nonpotential efforts, that is, Q = °

and D = 0, and
introducing the classical Hamiltonian 'H.(p, q, t) := T(p, q, t) + V(q, t), the
ODEs are further reduced to
q = Vp'H.,
P = -Vq'H., (4.42)
which is Hamilton's equation in canonical form. This form of Hamilton's

equation excludes non potential efforts (except kinetic efforts aT / aqj) and
limits the selection of coordinates to an independent set of displacements
and momenta of kinetic stores only. Because of these limitations, the canon-
ical form is less suitable than Hamiltonian DAEs for modeling multidisci-
plinary engineering systems.
4.3.4. Discussion
The Hamiltonian underlying ODEs comprises a set of 2n, implicit, nonlin-
ear, first-order ODEs. As in the case of the Lagrangian underlying ODE,
the main advantage of such a formulation is that numerical difficulties as-

sociated with DAEs (a topic of Chapter 6) do not occur with ODEs.
A disadvantage of the Hamiltonian underlying ODE is that coordinates
must be assigned to kinetic stores only. An analyst might spend consider-
able effort manipulating coordinate transformation equations to eliminate
nonkinetic coordinates. And while this coordinate selection guarantees that
the matrix inverse in (4.30) and possibly (4.39) exist, in a multidisciplinary
system these matrices may be ill-conditioned.
As in the Lagrangian case, a second disadvantage of the Hamiltonian
underlying ODE is that its solution does not necessarily satisfy the undif-
ferentiated constraints <P = 0 and II' = O. Again, the numerical solution of
such a system can drift from the true solution and system stability prop-
erties can change when constraints are differentiated [BCF].
Lastly, the underlying ODE in canonical form (4.42) lacks two of the
best features of the ;;emiexplicit DAE form (4.15). The DAE form affords
the analyst greater freedom in the selection of coordinates and the DAE
form readily incorporates constraints and nonpotential efforts.
4.4. Comparison of Two Formulations

Both Lagrangian and Hamiltonian DAEs can be used to describe the dy-
namic behavior of multidisciplinary engineering systems. The structural
differences between the two formulations is caused by the selection of dif-
ferent representational variables. l\lomenta and displacements (p, q) are the
representational variables in Hamilton's equation: flows and displacements
(1, q) are the representational variables in Lagrange's equation.
One shortcoming of Lagrangian DAEs in descriptor form is that they con-
tain an implicit inertial-coefficient matrix M which for some physical sys-
tems is singular or zero. The noninvertibility of such a matrix complicates
the algorithm for numerically solving the Lagrangian DAE initial-value
problem. This particular numerical difficulty is avoided in the Hamiltonian
formulation because in the semiexplicit form all the differential equations
are explicit.
Comparing the structllfes of Hamiltonian DAEs (4.15) and Lagrangian
DAEs (3.34), the dimension of the Hamiltonian is greater by f. equations,
yet the Hamiltonian has n - f. fewer differential equations.
EXAMPLE 4.3. The equations of motion of an electromagnetic suspension

using a Lagrangian formulation are derived in Example 3.4. The equations
of motion for the same system using a Hamiltonian formulation are derived
ill Example 4.2. The Hamiltonian model (4.22) has two more equations and
two more unknowns, but one less differential equation, than the Lagrangian
model (3.47) of the same system. The Hamiltonian differential equations
are explicit, while the Lagrangian differential equations are implicit and
contain a singular inertial matrix. It happens too for this system that the
nonlinearities in the Hamiltonian model have a simpler form than the non-
linearities in the Lagrangian model. 0
A minor disadvantage of Hamiltonian DAEs is that their solution in-

cludes generalized momenta. Since analysts are likely to have limited expe-
rience with momentum trajectories, a solution of a Hamiltonian model may
be more difficult to assess than a solution of a Lagrangian model. Keverthe-
less, using momentum coordinates and interpreting momentum trajectories
are skills that improve with practice.
A second minor disadvantage of Hamiltonian DAEs is that the analyst
must distinguish between inertial and noninertial state variables, adding
an additional bit of bookkeeping to the analyst's tasks. No such distinction
is required in the Lagrangian formulation.
Lagrangian and Hamiltonian DAEs share several useful features. Non-
holonomic equality constraints, time-varying parameters, nonlinearities,
and excess coordinates are all readily accommodated. And the analyst's
effort is focused on the work, energy, and constraint relationships underly-
ing a system's dynamic behavior.
A significant numerical difficulty is that both Hamiltonian DAEs and La-
grangian DAEs are likely to be index 3. (See Chapter 6 for a brief discussion
of the index of a DAE.) Presumably the approach used in [FLl] to solve
higher-index Lagrangian DAEs can be applied equally well to the problem
of solving higher-index Hamiltonian DAEs. This is a current research topic.
Lastly, Lagrangian DAEs and Hamiltonian DAEs are identical in the
case of a system with no kinetic stores. In such a case, both formulations
reduce to a set of first-order differential equations in q (and possibly s)
given by
'Vq V + \lqD + cI>[ '" + 'liT J.1 = Q,

cI> = 0,
w= 0, ( 4.43)
r = 0,
s~ A = O.
In conclusion, Hamiltonian DAEs have greater utility than the canonical

form of Hamilton's equation for modeling and simulating dynamic systems.
Second, a numerical algorithm developed for Hamiltonian DAEs may be
more efficient than one developed for Lagrangian DAEs. Last, a conclusive
assessment of Hamiltonian DAEs can be made only after continued expe-
rience with this formulation and its solution. I3ased on this present work,
however, it is our opinion that Hamiltonian DAEs are suitable to a degree
not heretofore exploited for modeling and simulating the dynamic behavior
of multidisciplinary systems.
5
Complementary DAEs of Motion
In this chapter, complementary or dual forms of Lagrangian DAEs and

Hamiltonian DAEs are presented for constrained multidisciplinary systems.
Duality in mathematical models is a well-established concept. In ba-
sic network analysis, for example, duality is expressed by the relation-
ship between mesh analysis and nodal analysis. In [P2] a dual form of
the Lagrangian ODE is given for unconstrained, holonomic systems. And
dual variational formulations for unconstrained systems are outlined in
[CKKPB] and [W3]. The unique features of the dual forms presented in
this book are the thoroughness of the exposition and the use of DAEs.
The differences among Lagrangian and Hamiltonian equations of motion
and their complementary forms are due to the representational variable
pairs characteristic of each formulation. Flows and displacements (q, q) are
the Lagrangian representational variables; efforts and momenta (p, p) are
the Lagrangian complement; momenta of kinetic stores and displacements
(pT, q) are the Hamiltonian representational variables; displacements of po-
tential stores and momenta (q", p) are the Hamiltonian complement.
In a given formulation, constraints are expressed in terms of these charac-
teristic representational variables. For example, constraints in Lagrangian
and Hamiltonian DAEs are expressed as functions of displacement iP(q, t) =
0, flow W(q,q,t) = 0, and effort r(e'Y,s,q,q,t) = O. In the dual formula-
tions, constraints are expressed as functions of momentum ~(p, t) = 0,
effort ;j!(p,p,t) = 0, and flow r(j'Y,s,p,p,t) = O. For mechanical systems,
constraints cannot always be expressed independent of displacements, as
these complementary forms require. Such systems cannot be modeled using
99

100 5. Complementary DAEs of .'vlotion
the complementary DAEs. For planar electrical systems, however, a dual

formulation always exists. Additional discussion of this limitation is given
in [CKKPBj.
The basic procedures followed in deriving the complementary DAEs are
the same as those followed in deriving the Lagrangian and Hamiltonian
DAEs of Chapters :{ and 4. In essence the derivations differ only in the
choice of representational variables. The procedures in this chapter, there-
fore, are given in abbreviated form.
5.1. Fundamentals
5.1.1. Representation of Motion
In the same way that vector '/1 represents a set of displacement components
and it represents a set of flow components, vector (! = ((!1, ... , (2 N) is a set of
momentum components and Q = (Ql, ... , QN) is a set of effort components.
Thus a complementary configuration of a system is given by
(5.1 )
and a complementary state of a system is given by
The symbols ((2i, Qi, Ii, q;) represent components of momentum, effort, flow,
and displacement acting in the directions of the N-coordinates of the com-
plementary configuration space, that is,
momentum (! = ((!1,'''' (!N),
effort Q = (Ql," . , QN ) , (5.3)

flow 1= (h, ... ,jN), (5.4)
displacement q = (ql, ... ,qN)'
In the presence of constraints, assume that reduced-order, momentum

coordinates p exist such that
i = 1, ... ,N. (5.5)
The time derivative of this expression yields the effort transformation equa-
tions given by
i = 1, ... ,N. (5.6)

5.1. Fundamentals 101
The coefficients O(};/ OPj are functions of P, hence the effort transformation
equations are functions of both jJ and P, that is,
i = 1, ... , lV. (5.7)
The symbols (Pj, eJ , fj, qj) represent components of momentum, effort,

flow, and displacement acting in the directions of the n-coordinates of the
reduced-order configuration space, that is,
momentum P = (PI, ... ,Pn),

effort e=(el, ... ,e n ), (5.8)
flow f = (il,··· ,In),
displacement q = (ql, ... , qn).
5.1.2. Constraints
A momentum constraint is an algebraic condition expressed as a function
of momentum and possibly time having the form
(5.9)
where P = (PI, ... ,Pn)' Momentum constraints;;' are the complement of

displacement constraints ¢ in Lagrangian and Hamiltonian DAEs. Such
complements are denoted by the tilde symbol. A set of momentum con-
straints is denoted in vector form by ;r;(p, t) = 0, and its Jacobian is given
by ;r;p(p, t) = o;r;/op.
A complementary effort constraint is an algebraic condition expressed as
a function of effort, momentum, and possibly time having the form
n
;j;k (e, p, t) := L bkj (p, t)ej + bk(p, t) = O. (5.10)
J=1
A set of effort constraints is denoted in vector form by
iIi(e,p, t) := B(p, t)e + b(p, t) = 0, (5.11 )
and its Jacobian is given by iIie (p, t) = B(p, t).

A complementary flow constraint is an algebraic condition expressed as
a function of implicit flows f Y , dynamic variables s, state variables e and
p, and possibly time having the form
'ik(j"f,s,c,p,t) = o. (5.12)
A set of flow constraints is denoted in vector form by ru"I, S, e, p, t) = O.

Implicit flows f"l are complements of implicit efforts e"l.
102 5. Complementary DAEs of Motion
A complementary dynamic constraint is given by
Sk - ).k(f'Y, s, e, p, t) = o. (5.13)
A set of flow constraints is denoted in vector form by s-A(f"Y, s, e,p, t) = O.

The momentum and effort constraints impose the conditions on the vec-
tor of virtual momenta given by
and (5.14)
These requirements can be satisfied only for systems in which momentum
and effort constraints are independent of displacements. Systems for which
this requirement does not hold cannot be modeled using the complementary
DAEs.
5.1.3. Classification of Flows

Flows are classified as either potential flows r (or r*) or nonpotential
flows r. Potential flows satisfy
v* {)V*
or I =-{) . (5.15)
Pj
Nonpotential flows are classified as kinetic flows r, dissipative flows I d,

source flows f", and implicit flows rsuch that r = r + Id + f" + r·
Kinetic flows and dissipative flows satisfy
and (5.16)
Source flows are produced by flow sources. All nonpotential flows that are
not kinetic, dissipative, or sources are called implicit flows, which in general
give rise to flow constraints ::yo
The sum of flows If + I] is designated an applied flow Fj representing
the resolution of all flow sources and implicit flows into components acting
in the directions of the reduced-order coordinates Pj'
5.1.4. Work and Energy

Potential coenergy V* (il) is a function of the efforts of potential stores. By
the effort transformation equations (5.7) this function is given in reduced-
order form by V*(p,p, t), or since p = e, V*(e,p, t). Energy V and coenergy
V' are related through the Legendre transform, thus the dependence of V*
on p implies the dependence of V on p. The transform yields
n
V*(e,p,t) + V(q,p,t) = - I>jqj, (5.17)

j=l
where the efforts are potential efforts eV • Applying the variational operator
to both sides of this equation and collecting terms yields
n (av. ) n (av ) n (av av' )

'"
~ -ae + qJ .5eJ + '"
~ -aq + eJ .5qJ + "',
~ -,ap + -ap .5pJ = 0.
j=l J j=l J J=l J J
(5.18)
By definition, the first two parenthetic terms vanish, yielding
(5.19)
which is a virtual work equation of the form (/, .5p) = 0, implying that the
partial derivatives represent components of flow. These flows are designated
potential flows f'" and f"'* as given by (5.15).
5.2. Complementary Lagrangian DAEs

5.2.1. Derivation
The first law is given by (3.7):
.5T +.5V = .5w(n).
The virtual work of nonpotential flows is given in flow-momentum form by

n
.5w(n) = L (1f + iJ + iJ) .5Pj· (5.20)
j=l
Kinetic flows r do not appear in this expression because they appear in
the first law as a consequence of the variation of kinetic energy .5T.
Since V = V(q, p, t) and assuming that T = T(p, t), the first law yields
(5.21)
The equivalent forms of virtual work L ej .5qJ = L ij .5Pj yields
(5.22)
and from (5.19) it follows that
(5.23)
Substituting these expressions plus If = -BC / Bpj and F j = IJ + I] into

(5.21) yields
L - ~ + a- + ~ -
n (d BV* BV* BT BC )
dt Y Fj bpj = 0, (5.24)
j=l PJ PJ PJ PJ
which is a virtual-work form of the complement of Lagrange's equation.

If the virtual momenta bpj are independent, then the coefficients of bpj
in (5.24) vanish, yielding
:t V'pV* - 'q,V* + 'q,T + V'pC = F. (5.25)
This equation comprises n second-order, ordinary differential equations

(ODEs) in n unknowns (PI, ... ,Pn) and is called the complementary La-
grangian ODE or the co-Lagrangian ODE.
Complementary Euler~Lagrange Equation

In the absence of nonpotential flows, that is, F = °
and C = 0, and
introducing a complementary Lagrangian l(p,p, t) := V*(p,p, t) - T(p, t),
the co-Lagrangian ODE is reduced to
(5.26)
which is a complementary form of the Euler~Lagrange equation. This form

excludes nonpotential flows (except for kinetic flows BT / Bpj) and limits
the selection of coordinates to an independent set of momenta.
5.2.2. Descriptor Form

Momentum and effort constraints impose on virtual momenta the condi-
tions given by (5.14). Under such conditions the virtual momenta bpJ are
not independent and the coefficients in (5.24) do not vanish. Using the
method of undetermined multipliers, the constraint conditions on bp are
appended to (5.24) such that the coefficients do vanish.
The resulting equations of motion with all constraints admitted consti-
tute the co-Lagrangian DAE given by
d * * -T -T
dt V'pV - V'pV + 'q,T + V'pC + <!>p '" + \]Ip J.L = F,
<!> = 0,
\]I = 0, (5.27)
r = 0,
s- A = 0.
Carrying out the time derivative dj dt\Jp V* and introducing effort e = P

as a state variable yields the co-Lagrangian DAE in descriptor form
p= C,
. -T -T -
Ce+p ",+we f-L = 1,
 = 0, (5.28)
W = 0,
r = 0,
s = A,
where C(e,p, t) = v,?V* is an n x n matrix of compliance coefficients and
T(f'r, e, P, t) = F - (Ve V*)p e - (Ve V*)t + Vp V* - VpT - VeG is an n vector
of flows.
The co-Lagrangian DAE in descriptor form is characterized by n explicit
first-order ODEs in p, n implicit first-order ODEs linear in e, ml +m2+m3
algebraic constraints, and m4 explicit first-order ODEs in s describing the
dynamic constraints. The state variables are p(t) and e(t) and the solution
vector y(t) is given by
y(t) = (Pl(t), ... ,Pn(t), el(t), ... , en(t), "'l(t), ... , "'mj (t),
J.LI(t), ... ,f-Lm2(t),!i(t), ... ,!J,3(t),SI(t), ... ,Sm4(t)). (5.29)
The structure of the descriptor form allows a model to be obtained from

the energy functions, constraint equations, and virtual-work expression in
EXAMPLE 5.1. The circuit shown in Fig. 5.1 is comprised of linear ele-
ments and two current sources If (t) and Ii (t). Independent flux-linkage
coordinates (PI, P2, P3) are assigned as shown. Efforts ej = Pj represent
node voltages.
Analysis yields
FIGURE 5.1. An electrical circuit with coordinates assigned for a co-Lagrangian

formulation. (Adapted from [MI].)
(5.30)
Since the coordinates are independent, there are neither constraints nor
multipliers. The co-Lagrangian equations of motion are given by
p= e,
(5.31)
EXAMPLE 5.2. The mass-spring-damper system shown in Fig. 5.2 is ex-

cited by a velocity source f'(t). Momentum coordinates (Pl,P2,P3) are
assigned as shown. Efforts ej = Pj represent forces. The interconnections
of the elements impose the constraints that the force the mass exerts, the
spring force, and the force of the damper are all equal.
Analysis yields
V* = eV2k,
T = p5!2m, (5.32)
G = ei/2b,
cPl := Pl - P3 + P30 = 0,
cP2 := P2 - P3 + P30 = 0,
oW(n) = f'(t) 0Pl.
Pl P2 P3
=-1J1---~VVk m
j"(t) b
FIGURE 5.2. A mass-spring-damper system with coordinates assigned for a

co-Lagrangian formulation. (Adapted from [CKKPBj.)
The co-Lagrangian equations of motion are given by
P= e,
[0 l/k
o
]e+[ ~ 0]1 '" = [1"-P3/m
-1 -1
-0 eI/b] (5.33)
[ P1-P3+P30] =0.
P2 - P3 + P30
where P = (P1,P2, P3), e = (e1' e2, e3), and", = ("'1,11:2), 0
In this example, an explicit solution for the multipliers is readily ob-
tained, yielding
and (5.34)
and from the constraints is obtained
P3 = PI = P2· (5.35)
Letting P = P3 represent the momentum of the mass and eliminating the
multipliers from the DAE yields a single second-order ODE given by
(5.36)
The physical interpretation of this equation is that the velocity of the mass
p/m is the resultant of the velocity of the source less the velocities of the
spring and damper.
This example illustrates that co-Lagrangian equations of motion are flow
equations and are therefore duals to the effort equations that constitute
Lagrangian equations of motion.
EXAMPLE 5.3. The fluid system shown in Fig. 5.3 is composed of fluid
capacitors C 1 and C 2 , fluid inertance I, and resistance R. All elements have
linear constitutive laws and the fluid is incompressible. The pump provides
1"
a prescri bed flow rate (t). State variables are (PI, ... ,P4, e 1, ... , e4) where
the ej = Pj represent pressures.
The energy functions are given by
V * ="21C1e1+Z
2 1C2 e 22'
T = pV2I, (5.37)
G = e~/2R.
Pressures are constrained such that e3 = e1 - e2. Since P3 represents a
tangible coordinate (the pressure momentum of a kinetic store), this effort
constraint is expressed in integrated form,
¢ := PI - P2 - P3 = o. (5.38)
108 5. Complementary DAEs of .\!Iotion
reservoir
FIGURE 5.3. A fluid system with coordinates assigned for a co-Lagrangian for-
mulation. (Adapted from [W3].)
The second effort constraint,
(5.:19)
does not have to be integrated since P2 and P4 are intangible coordinates.

Virtual work of the flow source is given by
(5.40)
The equations of motion are given by
(5.41)
5.2.3. Underlying ODEs

For some systems it may be useful to eliminate the multipliers and for-
mulate the equations of motion as a set of unconstrained ODEs. Multipli-
ers and constraints are eliminated following the same procedure given in
Sec. 3.4 except for a change in representational variables. This procedure is
not duplicated here. The cautions outlined in Sec. 3.4.3 regarding the use
of underlying ODEs apply here as well.
5.3. Complementary Hamiltonian DAEs 109
5.3. Complementary Hamiltonian DAEs

5.3.1. Derivation
The state variables of the co-Lagrangian formulation are the n momenta
p( t) and n efforts p( t). Let e ::; n denote the number of these efforts associ-
ated with potential stores. The vector of all such potential efforts in a sys-
tem is defined pV := (PI, ... ,PC). All other efforts are denoted nonpotential
efforts pn := (PH I, ... ,Pn). Consequently, potential coenergy V* (p, p, t) is
more precisely expressed as V* (pV, p, t). The eth Legendre transform of this
function is the potential energy function V (q, p, t). In overview, the trans-
formation proceeds as shown in Fig. 5.4. The useful results of the transform
are
8V*
q] =- 8p] , j = 1, ... , e,
. 8V
Pj = - 8qj' j = 1, ... ,e, (5.42)
8V' 8V
j = 1, ... ,no
8pj 8pj'
From the co-Lagrangian DAE (5.27) are taken n implicit second-order

ODEs given by
(5.43)
Among these n equations are e equations corresponding to the potential

effort coordinates pV = (PI, ... , PC) and n - e equations corresponding to
potential momenta
efforts and time
....--"---. ~
1 1 1 1
1 1 1 1
1 1 1 1
V = V(ql, ... , qc, PI,·'· ,Pn, t).
'--v---' "-v--'
transformed untransformed
variables variables
FIGURE 5.4. Overview of the Legendre transform for potential efforts.

the nonpotential effort coordinates pn = (p£+l, ... ,Pn)' Partitioning (5.43)

into two equations of dimension £ and n - £ and substituting from (5.42)
yields
(5.44)
This is a set of n equations in £ + n state variables (ql, ... ,qe, PI, ... ,Pn)'
An additional set of £ differential equations is given by pV = -VqV (,5.42).
Together with the constraints, unchanged from the co-Lagrangian DAE,
these equations constitute the co-Hamiltonian DAB
pV = -VqV,
-rj + V'p" V + V'p"T + ~"G + iP;;:K + ;J/{v11 = P,

-T -T n
V'p" V + Vp" T + ~"G + p" K + Wpn 11 = F , (5.45)
 = 0,
W = 0,
r = 0,
s- 11.= O.
5.3.2. Semi explicit Form

To formulate the co-Hamiltonian DAE such that the differential equations
are explicit in (p, rj), the effort variable e = p is introduced and parti-
tioned into potential efforts e '/ := (el,"" ee) and nonpotential efforts
en := (eHI,"" en). Making this substitution in (5.45) and defining flow
vectors fJv and fJn as given below yields the semiexplicit form of the co-
Hamiltonian DAE given by
-un + iPJ, K + (j,e~' 11

VqV +e V
0= (5.46)
W
r
where q is an £ vector of displacements of potential stores and U is Jin n
vector of flows. Flows acting in the directions of P" are designated U" =
5.3. Complementary Hamiltonian DAEs 111
pv _ 'Vpv V :: 'Vpv T - 'lev G and flows acting in the directions of pn are

designated un = pn - 'Vpn V - 'VpnT - VenG.
The semiexplicit, co-Hamiltonian DAE is characterized by n+€+m4 ex-
plicit first-order ODEs in (p, q, s), n-€ algebraic flow equations, € algebraic
effort equations, and ml +m2+m3 algebraic constraints. The state variables
are p(t) and q(t) and the solution vector y(t) is given by
y( t) = (PI (t), ... , Pn (t), el (t), ... ,en (t), ql (t), ... , qe(t), ""1 (t), ... , ""m, (t),
J.Ll (t), .. . , J.Lm2 (t), Ii (t), . .. ,1;'3 (t), SI (t), ... ,sm4 (t)). (5.47)
The structure of the semiexplicit form allows a model to be obtained from
work, energy, and constraint expressions in a systematic manner.
EXAMPLE 5.4. Momentum coordinates (Pl,P2,P3) and the single potential

displacement coordinate q2 are assigned to a mass-spring-damper system
as shown in Fig. 5.5. Analysis yields
V = ~kq~,
T =
pV2m,
G = ei/2b, ( 5.48)
¢1 := PI - P3 + P3" = 0,
¢2 := P2 - P3 + P30 = 0,
bw(n) = !,(t) bpI.
The co-Hamiltonian equations of motion are
_~:/me~:;:~21
0= kq2 + e2 , (5.49)
PI - P3 + P30
P2 - P3 + P30
where P = (Pl,P2,P3) and e = (el,e2,e3). <>
Pl P3
r=:-1Jf-----"~
f'(t) ~ b k
FIGURE 5.5. A mass-spring-damper system with coordinates assigned for a

co-Hamiltonian formulation.
5.S.S. UndeTlying ODEs

For some systems it may be useful to eliminate the multipliers and for-
mulate the equations of motion as a set of unconstrained ODEs. Multipli-
ers and constraints are eliminated following the same procedure given in
Sec. 4.3 except for a change in representational variables. This procedure is
not duplicated here. The cautions outlined in Sec. 4.3.4 regarding the use
of underlying ODEs apply here as well.
Complementary Canonical Form

In the special case that the representational variables (p, q) are indepen-
dent, and assuming that dynamic constraints are absent and that flow
constraints have been eliminated, the co-Hamiltonian DAEs are reduced to
a set of ODEs given by
p=-VqV,
q = - F + V'p V + VpT + V'pG. (5.50)
In the absence of nonpotential flows, that is, F = 0 and G = 0, and in-

troducing the complementary Hamiltonian H(p, q, t) := V(q, p, t) + T(p, t),
the ODEs are further reduced to
p = -VqH,
q = VpH, (5.51 )
which is Hamilton's equation in complementary canonical form. This form

of Hamilton's equation excludes nonpotential flows (except kinetic flows
fJT / fJp]) and limits the selection of coordinates to an independent set of
displacements and momenta of potential stores only.
5.4. Comparison of Two Formulations

Comparing the co-Lagrangian and co-Hamiltonian formulations is SHIll-
lar to comparing the Lagrangian and Hamiltonian formulations. The co-
Lagrangian has a compliance matrix C to be inverted in the course of a
numerical simulation. The dimension of the co-Hamiltonian DAE is greater
by £ equations, yet the Hamiltonian has n - £ fewer differential equations.
The solution of both complementary forms includes generalized momenta.
Equality constraints, time-varying parameters, nOl1linearities, and excess
coordinates are all readily accommodated. And the analyst's effort is fo-
cused on the work, energy, and constraint relationships underlying a sys-
tem's dynamic behavior.
Using co-Hamiltonian DAEs, the analyst must distinguish between po-
tential and nonpotential state variables, adding an additional bit of book-
keeping to the analyst's tasks. No such distinction is required in the co-

Lagrangian formulation. Both formulations, however, may be index 3.
Lastly, co-Lagrangian DAEs and co-Hamiltonian DAEs are identical in
the case of a system with no potential stores. In such a case, both formula-
tions reduce to a set of first-order differential equations in p (and possibly
s) given by
-T -T
V'pT + ~G + p '" + \lip J..L = F,
 = 0,
iii = 0, (5.52)
r = 0,
s - A= o.
In conclusion, complementary forms have been developed for each of the
Lagrangian and Hamiltonian formulations given in Chapters 3 and 4. The
two most useful complements are likely to be the co-Lagrangian DAE in de-
scriptor form and the co-Hamiltonian DAE in semiexplicit form. However,
the utility of these forms is limited by the requirement that momentum
constraints must be expressible independent of displacements. A conclu-
sive assessment of complementary DAEs can be made only after continued
experience with these formulations and their solutions.
6
Modeling and Simulation
The descriptor form of Lagrangian DAEs and the semiexplicit form of

Hamiltonian DAEs are featured prominently in this book for two reasons.
First, in these forms equations of motion are obtained from work, energy,
and constraint expressions in a systematic manner. Second, recent advances
in numerically integrating DAEs makes more practicable than ever their
use in modeling and simulation.
In this chapter the systematic aspects of the analytical approach are fea-
tured and issues relating to the numerical solution of DAEs are outlined.
The Lagrangian DAE in descriptor form is used to illustrate basic con-
cepts. An approach to automating the modeling procedure is outlined and
numerical examples are given.
6.1. Analysis
6.1.1. Schematic
A schematic of a physical system must be of sufficient detail to identify the
necessary state variables and to illustrate the connections among system
elements. No formal schematic-building algorithm is proposed. The central
modeling problem of course is to keep the model as simple as possible yet
include enough detail to capture significant dynamics.
An example of a system schematic is shown in Fig. 6.1. In this electrome-
chanical system, a power supply provides AC electrical power through a
rectifier to a DC motor driving a slider-crank mechanism. To simplify this
115

116 6. Modeling and Simulation
Q2.h
power AC/DC DC slider
supply COllverter ulOtor crank
FIGURE 6.1. Illustrative electromechanical system.
example, the rectifier is modeled in primitive form and speed control for the
crank is omitted. This example is used throughout this section to illustrate
the method of analysis.
6.1.2. Coordinate Selection

The analyst has the freedom to choose the representation of motion and
the DAE formulation-Lagrangian, Hamiltonian, or one of the complemen-
tary forms-best suited for the problem at hand. Coordinates need not be
independent nor comprise a set of minimum dimension. It is often conve-
nient to add coordinates to simplify the work and energy expressions. Each
coordinate added above the minimum number of coordinates necessary to
describe the motion of the system adds another algebraic constraint to thc
DAEs.
Selecting a particular representational variable pair implies the selection
of a particular formulation. The pair (q,f) is Lagrangian, the pair (q,pT)
is Hamiltonian, the pair (p,e) is co-Lagrangian, and the pair (qV,p) is co-
Hamiltonian. Lagrangian and Hamiltonian formulations admit a broader
class of constraints than the complementary forms since the complements
hold only for constraints that are independent of displacement. Systems
that do not meet this criterion must be modeled using either Lagrangian
and Hamiltonian formulations. Choosing between Lagrangian and Hamil-
tonian formulations is largely a matter of personal preference, although
Hamiltonian DAEs may have superior numerical properties.
For the example at hand, the Lagrangian formulation is used and dis-
placement and flow coordinates (ql, ... , q7, h, ... , h) are assigned as shown
in Fig. 6.1.
6.1.3. Energy
Energy functions are expressed in terms of the assigned coordinates and the
forms of energy functions depend on the formulation selected. For example,
6.1. Analysis 11 7
the forms required for the Lagrangian DAE are T*, V, and D and the forms
required for the co-Hamiltonian DAE are T, V, and G.
The sample problem has three kinetic parameters: the inductance L of
the DC motor, the moment of inertia J of the crank, and the slider mass
m. Kinetic co energy of the system is given by
T* -- 1Lf2
2 5 + 1J1,2
2 6 + 1mf2
2 7· (6.1)
The single potential parameter is the capacitance C of the electrical capac-

itor. Potential energy of the system is given by
2
V=~ (6.2)
2C·
The two ideal dissipative parameters are the resistance R of the electrical
resistor and the damping coefficient b of the slider. Content of the system
is given by
(6.3)
6.1.4. Constraints
Constraints are expressed in terms of the assigned coordinates and in a
form consistent with the formulation.
Flow constraints involving tangible displacements are expressed in in-
tegrated form to ensure that the trajectory of tangible displacements are
accurately predicted. Similarly, in the complementary formulations, effort
constraints involving tangible momenta are expressed in integrated form to
ensure that the trajectory of tangible momenta are accurately predicted.
In the DAE formulations given in this book, displacement and flow con-
straints are assumed to be independent. Redundant, or dependent, con-
straints are not accommodated. However, redundant constraints can be
accommodated at the cost of some additional mathematical manipulation.
In [Hal, for example, redundant constraints are accommodated by using ad-
ditional, arbitrary Lagrange multipliers. In [UK2], redundant constraints
are accommodated by using a Moore-Penrose inverse.
For the electromechanical example, the geometry of the slider-crank re-
quires that
(6.4)
Kirchhoff's current law requires that
II +12 = h +f4,
f4 =15. (6.5)
Capacitor charge q3 is a tangible displacement hence the first flow con-

straint, involving h, is integrated to correctly represent the constraining
condition. The set of kinematic constraints is given by

(PI := + (rsinq6)2 _[2
(q7 - rcosq6)2 = 0,
cP2 ;= q1 + q2 - q3 - q4 + q3() = 0, (6.6)
1/J! := 14 - 15 = 0.
The constitutive law of each diode imposes the effort constraint given
in (2.92). Letting eJ
represent voltage and Ij represent current of the jth
diode yields two effort constraints given by
/1 := h - is(eae~ - 1) = 0,
/2 := h - i,,(e aei - 1) = 0, (6.7)
where is is the saturation current and a is a known constant. The DC motor
imposes the effort constraints given in Fig. 2.12. Assigning the variables e~
(back-emf), eJ (torque), 15 (current), and 16 (motor speed) as shown in
Fig. 6.1, these effort constraints are given by
/3 := e~ - K16 = 0,
/4 := eJ - K 15 = 0, (6.8)
where K is the torque (and voltage) constant of the motor.
6.1.5. Virtual Work

In the Lagrangian and Hamiltonian formulations, the virtual work of source
efforts and implicit efforts yields the vector of applied efforts Q. In the
complementary formulations, the virtual work of source flows and implicit
flows yields the vector of applied flows F. In essence Q and F represent all
efforts and flows not already accounted for in the energy functions.
In the electromechanical example, the power supply-an AC source act-
ing through a phase-inverting transformer-can be modeled as two voltage
sources ef (t) and e~ (t) with equal and opposite voltage waveforms, that
is, eHt) = -e~(t). The virtual work of these source efforts and the four
implicit efforts (eJ., ... ,eJ) is given by
6w(n) = (ef - eJ.) 6q1 + (e~ - ei) 6q2 - e~ 6q5 + eJ 6q6' (6.9)
The minus signs arise because the efforts oppose the assigned positive direc-
tions of their respective coordinates. The coefficients of 6qj in this virtual
work expression are the components of the applied effort vector Q, that is,
e](t) - eJ.
eHt) - e;
Q= ° (6.10)
-e~
eJ
°
6.2. Formulating a Model 119
6.2. Formulating a Model

6.2.1. Function Manipulation
A model is obtained through systematic manipulation of the work, energy,
and constraint expressions. The types of manipulation depend on the for-
mulation but for a given formulation the manipulations are the same for
every discrete system.
For Lagrangian DAEs in descriptor form, these manipulations consist of
obtaining symbolic expressions for the terms M, eI?, Ill, eI?q, IlIj, r, A, and
T. In the electromechanical example, these terms are given as follows:
M := \l/T* is the matrix of inertial coefficients,

M = diag{O 0 0 0 J m}. L (6.11)
eI? is the vector of displacement constraints,
eI? =
[q? - 2rq7 cos q6 + r2 - l2] . (6.12)
ql + q2 - q3 - q4 + q30
III is the vector of flow constraints,
III = [f4 - h] . (6.13)
eI?q is the Jacobian {JeI?/{Jq,
o 0
eI?q = [~ ~ _~ -1 0
IIIj is the J aco bian {Jill / {J f,
IlIj = [0 0 0 1 -1 0 0]. (6.15)
r is the vector of effort constraints,
r = [h
h - i8(eae~ -
- is(eae~ -1)
1)]
(6.16)
ej - Kf6 .
eI - Kfs
s- = 0 is the vector of dynamic constraints,
A
A = 0. (6.17)
T := Q - (\ljT*)q f - (\ljT*)t + 'VqT* - 'Vq V - \ljD is a vector of efforts,
ef(t) - ei
e~(t) - e;
-q3/ C
T= -R!4 (6.18)
-ej
eI
-bh
The model is given by
q? - 2rq7 cos q6 + r2 - l2 ]
[
q1 + q2 - q3 - q4 + q30
= 0,
[f4 - f5] = 0,
[ ~: =:: ~:::; =:l

ej' - K f5
eJ - K f6
~ 0, (6.19)
where q = (q1, . .. , q7), f = (fl, ... , h), I'\, = (1'\,1,1'\,2), and /-L = (/-L1)'
6.2.2. Parameters
Parameters are numerical constants or time-dependent functions describ-
ing known system quantities. Parameters include constitutive constants or
functions such as mass, moment of inertia, capacitance, and other coeffi-
cients as well as prescribed functions such as sources. Parameters can be
nonlinear, time-dependent, and state-dependent. Table 6.1 lists one possi-
ble set of parameters for the electromechanical example.
6.2.3. Initial Conditions

Differential-algebraic equations are formulated in this book as initial-value
problems. Numerically solving initial-value problems requires that a set of
initial conditions be determined that satisfy the DAEs at time t = to.
6.3. Numerical Solution of DAEs 121
TABLE 6.1. Sample parameter selection.
R: 1000 J: 0.16 x 10- 3 Nms 2

L: lOH b: 4 X 10- 5 Ns/m
c: 50 X 10- 6 F K: 0.1 Nm/A
is : 1.0 X 10- 9 A m: 0.05 kg
a: 39 V-I r: 0.0141 m
eHt) : +30 sin(1007rt) V I: 0.0224 m
e2(t) : -30sin(1007rt) V
The solution vector of the Lagrangian DAE in descriptor form is given

by y = (q,J, K, fl, e'Y, s). The set of initial conditions Yo := y(to) to be
determined is
Yo = (Q101'''' qnOl flu"'" ino) .K:l o1 · ' · ' Km1o'
{iIo' ... ,Pm2o ,e "II0 , ... , e"'/n.

30
,SID,···, Sm4 U ). (6.20)
The solution vector of the Hamiltonian DAE in semiexplicit form is given

by y = (q, j, p, K, fl, e"l, s). The set of initial conditions to be determined is
Yo = (Qlo,···,Qno,flo,···,fno,Plo,···,Pfo,K.lul ... ,limlO'

/LIo' ... ,Pm2 n ,e "Il 0
, ...
:10
"I
, em ,810"'" Sm4 0 )• (6.21)
For the electromechanical example, a set of consistent initial conditions

is given by q60 = 7r /4 rad and q70 = 0.03 m with all other values equal
to zero. These values were selected by assuming that the system is at rest
at time to. It follows that only ¢I requires nonzero initial conditions. The
values for q60 and q70 are selected arbitrarily to satisfy ¢l.
A general, systematic procedure for determining a consistent set of initial
conditions is not available. Some strategies and references are given in
[BCPj.
6.3. Numerical Solution of DAEs

It is well known that algorithms for solving ODEs are generally unsuitable
for solving DAEs [P4j. Convergence and error-control properties of ODE
solvers are adversely affected by the algebraic equations of the DAEs. The
development of robust numerical algorithms for integrating DAEs is an
area of active research.
6.3.1. Numerical Methods

In general, DAEs are numerically integrated by replacing the derivatives
in the equations of motion with difference approximations and solving the
resulting set of nonlinear algebraic equations at each time step using New-
ton's method. Commonly used algorithms are Euler's method, backward
differentiation formula (BDF) methods, and implicit Runge-Kutta (IRK)
methods. These algorithms differ primarily in the type of difference approx-
imation used, in their step-size selection procedures, and in their error-
control schemes. A detailed exposition of numerical methods for DAEs,
with an extensive bibliography, is given in [BCP). In this section, Euler's
method is used to illustrate some basic concepts.
Defining the solution vector Y = (q,l,fi,f.L,e'Y,s), Lagrangian DAEs in
descriptor form can be written as
q-l
M j + ip[ fi + IJIJ f.L - y
ip
F(t, y, if) =
IJI
= o. (6.22)
f
s-A
Using Euler's method, derivatives q, j, and s are replaced by first-order,

or linear, approximations of the form
. Yn+1 - Yn
Yn+1::::O h (6.23)
n+1
where Yn := y(t n ) and step size hn+1 := tn+! - tn. In Euler's method, h
is fixed. Substituting these finite-differences for each derivative in (6.22)
yields an expression for
Yn+1-Yn) 0
F (h n+1,Yn, h = , (6.24)
n+1
given by
qn+1 - qn f
- n+1
h
n+1
M n+1 1,,+1 - In lhTI ,T,TI Y
h + 'J'q n+1 fin+1 +"'f n+1 f.Ln+1 - n+1
n+1
ipn+1 = O. (6.25)
IJI n+1
fn+1
Sn+1 - s" A
h - n+1
n+1
Using Newton's method, this set of nonlinear algebraic equations is solved
for (Qn+1, In+1, Kn+1, f.Ln+1, e;'+l' Sn+1) at each time step t1 < t2 < ... < t f
starting with consistent initial conditions at time to and concluding at final
time tf. The Jacobian of/OYn+1, required for Newton's method, can be
evaluated numerically at each time step using finite-differences.
BDF and IRK methods enhance this basic procedure through the use
of variable step sizes and higher-order approximations of the derivatives.
These methods also include error-control routines that provide information
about the numerical behavior of the algorithm.
6.3.2. Differential Index

Given the general nonlinear DAEs
F(x, x, Y, t) = 0,
G(x, Y, t) = 0, ( 6.26)
the minimum number of times that some or all of these equations would
have to be differentiated with respect to time to determine x and if as a
continuous function of (x, y, t) is the differential index of the DAE [BCPj.
For example, the Lagrangian formulation would require expressions for q,
j, k, jI, (;"1, and s.
If no time-derivatives would be required to obtain these expressions,
then the set of DAEs is said to be index o. Index-O DAEs are ODEs. If one
time-derivative would be required, then the set of DAEs is index 1, if two
time-derivatives would be required, then the set of DAEs is index 2, and so
forth. In general the higher the index the more difficult it is to numerically
solve DAEs. Lagrangian DAEs and Hamiltonian DAEs are (apparently) at
most index 3. Demonstrating this assertion is a current research topic.
EXAMPLE 6.1. For a planar pendulum shown in Fig. 6.2, the Lagrangian
DAE is given as follows (see Example 6.2):
q1 = fl,
q2 =12,
mj1 + 2q1/'i;1 = 0, (6.27)
mj2 + 2q2/'i;1 = -mg,
qi + q~ - l2 = O.
Differentiating the displacement constraint with respect to time yields
(6.28)
Solving (6.27) for j1 and j2 and substituting in the differentiated constraint

equation yields
m/t + mil. - 2l2/'i;1 - mgq2 = o. (6.29)
FIGURE 6.2. A pendulum as an index-3 system.
Differentiating this equation yields
(6.30)
The new model is given by
til = Jr,
ti2 =12,
mjI = -2qIKr, (6.31)
mj2 = -2q2K1 - mg,
. . 2 I
midI + mhh - l K;I = 2mgh,
which is an implicit ODE in (q1, q2, Jr, 12, K1). Since three differentiations
were required to obtain this ODE, the original DAE is index 3. 0
6.3.3. Software for DAEs

For higher-index (2': 3) DAEs, direct integration as outlined in Sec. 6.3.1
is an area of active research. Only experimental software is available. One
such program, in t_dae 1 [LF] , is suitable for well-conditioned classroom
exercises and is used for the examples at the end of this chapter.
Another approach to solving higher-index DAEs is to reduce the index
of the DAEs to index 2 or index 1. This is done because reliable tech-
niques exist for solving index-2 and index-1 DAEs. Computer packages in
the public domain include LIMEX [DN] and LSODI [Hi], which solve lin-
early implicit index-1 DAEs, and DASSL [BCP], which solves fully implicit
index-1 DAEs. DASSL can give good results also for index-2 DAEs. Index
reduction is accomplished by taking a sufficient number of time derivatives
of the algebraic equations and replacing the original algebraic equations
with their derivatives, producing a new set of DAEs with a lower index
than the original set of DAEs.
Many analysts have observed that successful numerical integration of

reduced-index DAEs does not guarantee that the original algebraic equa-
tions are satisfied along the solution trajectory. Solutions of reduced-index
DAEs tend to drift from the original algebraic equations. One remedy is to
project the solution onto the original constraint surface at the end of each
integration step [L3].
An offshoot of this approach is to specialize the numerical algorithm for
a particular model structure. For example, a Lagrangian DAE in descriptor
form has a specific, consistent structure for all discrete systems. Similarly,
a Hamiltonian DAE in semiexplicit form has a specific, consistent structure
for all discrete systems. Software developed for these special structures may
have numerical properties superior to the numerical properties of software
developed for general, fully implicit DAEs. Computer package ldae [FL1]
is specialized software of this type.
The numerical solver in ldae is specialized for Lagrangian DAEs in de-
scriptor form that are at most index 3. Displacement constraints are dif-
ferentiated twice, flow constraints are differentiated once, and these differ-
entiated constraints are substituted for the original constraints creating a
new DAE that is it most index 2. The new DAE is given by
q-f
Mj + <pi K, + iII! J.L - T
<Pqj + (<pqf)qf + (<pqf)t + <ptqf + <Ptt
F(t,y,y) = =0. (6.32)
iIld + iIlqf + iIlt
r
s- A
This reduced-index DAE is integrated in 1dae using either a BDF method,

based on [BGH], or an IRK method, based on [Cal. At the end of each
time step, the solution is projected onto the original constraint surface by
solving a least-squares minimization problem. Details of the algorithm are
given in [FL1] [FL2].
A similar computer package, called hdae, is planned for semiexplicit
Hamiltonian DAEs.
Index-3 DAEs for multidisciplinary systems might also be integrated us-
ing software specialized for multibody mechanical systems, for example,
HEM5 [B1], MEXX [L3] [LNP]' and MKS [ABEvS]. However, these pack-
ages require that the inertial matrix M be positive definite along the system
trajectory. As shown in previous chapters, M is zero or singular for some
physical systems. Lagrangian DAEs for such systems cannot be directly
integrated using these packages.
6.4. Automated Modeling and Simulation

The process of formulating and solving Lagrangian or Hamiltonian DAEs
can be automated using computer software. Using a modular programming
approach, each subtask of the formulation and solution procedures can
be performed by a specialized subroutine. A driver program calls on the
specialized subroutines in sequence.
The analyst produces a text file that describes the energy functions,
constraints, and virtual work of a system. The driver program calls a dif-
ferentiation subroutine to operate on the information in the text file using
a symbolic manipulation tool such as Maple® or Mathematican , to com-
pute the many partial derivatives of the Lagrangian and Hamiltonian for-
mulations. The structured DAE is symbolically formulated and the driver
program invokes a solver specialized for this structure. After a successful
integration, solution vectors are saved in a data file. An outline of this
approach is shown in Fig. 6.3.
Automatic differentiation and symbolic formulation of the DAEs signif-
icantly reduces the mathematical burden of formulating Lagrangian and
Hamiltonian DAEs, particularly for complex systems. Computer package
Idae [FLl], for Lagrangian DAEs in descriptor form, implements this ap-
proach to automated modeling and simulation.
6.5. Examples
In this section, examples of direct integration of DAEs are given using
the experimental software inLdael for Lagrangian DAEs and int_daeh
for Hamiltonian DAEs. These solvers implement the Euler method direct
integration scheme outlined in Sec. 6.3.1.
The purpose of these examples is to illustrate the modular programming
approach that is made possible by the consistent structure of the descriptor
form. (For demonstration purposes, inLdaeh solves Hamiltonian DAEs in
descriptor form. No attempt is made to exploit the numerical properties
of the semiexplicit form.) The program modules have a simple structure,
clearly document the problem, and for ease of student use are written in
MATLAB® script. Unfortunately, they are also computationally inefficient
and sure to be accurate only for index-l DAEs. Nevertheless, the programs
have been used successfully in an undergraduate modeling and simulation
course and are suitable for well-conditioned classroom exercises.
To implement Euler's method using the inLdael solver, the analyst
produces a driver file with initial conditions, numerical parameters, and a
subroutine call to a solver. The user also produces a function file containing
problem-specific components of the descriptor formulation such as system
parameters and expressions for 1"vl, W, wq , and so forth. The quantities
6.5. Examples 127
declare state variables [q}' .. . , q,,, fl, ... , fn]

declare implicit efforts [eI, ... , e;:',]
declare dynamic variables [sl"" , sm,]
kinetic coenergy T*(f, q, t)
potential energy V(q, t)
content D(f, q, t)
User creates an displacement constraints ¢k(q, t)
ASCII input file
flow constraints 'fJk(f, q, t)
1
effort constraints -rde\ s,f, q, t)
dynamic constraints Ak(e'Y, s, f, q. t)
virtual work 6W(e'Y,f,q,t)
initial conditions [qo, fo, "0, /Lo, eJ, so]
time interval [toot,]
inertia matrix M(f, q, t)
{
Symbolic software constraint vectors ip(q, t), w(f, q, t), A(e'Y, s, f, q, t)
creates file with constraint Jacobians ipq(q, t), W,(q, t)
elements of the DAE effort constraint vector r(e\ s, f, q, t)
1
vector of efforts T(e'Y,f,q.t)
DAE solver
1 displacements
flows
[ql (t), ... , qn(t)]
[ft (t), . .. , fn(t)[
Results are written { mnltipliers ["1 (t), . .. , "7n1 (t), III (t), ... , Ilm, (t)]
to an output file implicit efforts [ej'(t), ... , e;h, (t)]
dynamic variables [SI (t), ... , Sm, (t)]
FIGURE 6.3. An approach to automated modeling and simulation. The variables

indicated are for Lagrangian DAEs in descriptor form.
described in the function file are, in general, state-dependent and time-

dependent. The function file is invoked by the solver at each time step.
The program is run by executing the driver file. Following a successful
integration, results are saved in a data file.
Sample driver files and function files are given below. The complete set
of MATLAB driver and function files for the examples in this section as well
as the code listings for the solvers inLdael and inLdaeh are given in [L2].
Three items of nomenclature in these examples are different from the
formulations used in the rest of the book. Displacement and flow constraints
are adjoined into a single constraint vector C given by
<l>(q, t) ]
C(f,q,t):= [ w(j,q,t) , (6.33)
the constraint Jacobian C n is given by
C ( ). _ [<l>q (q, t) ] (6.34)

n q, t .- Wj(q, t) ,
and the multipliers are represented by
A(t).-
._ [Ii:(t)]
p(t) . (6.35)
EXAMPLE 6.2. A simple pendulum is shown in Fig. 6.2. The rod of fixed
length 1 imposes a single displacement constraint. The force due to gravity
is an effort source. Configuration coordinates are (ql, q2)' Analysis yields
V = D = 0 and
T* = !m (J? + 11) ,
¢ := qi + q~ - 12 = 0, (6.36)
oW = -mgoq2'
The Lagrangian DAEs of motion are given by
q = 1,
[; ~] j + [~~~] A = [ -~ng] , (6.37)
q; + q~ - 12 = 0,
where q = (ql, q2), 1 = (iI, h), and A = (AI)' Consistent initial conditions
are given by
(6.38)
Initial conditions for multipliers are not listed because the solver assigns
A(to) = O. System parameters are 1 = 2.34 m, m = 1.13 kg, and 9 = 9.81
m/s2.
6.5. Examples 129
The driver file for this system is shown in Fig. 6.4. In this file the initial
conditions are stated, a fixed time step and the time domain of the simula-
tion are denoted, the number of coordinates and the number of independent
constraints are stated, and the solver is invoked.
In the driver file, the first argument passed in the call to the solver is
the name of the function file containing expressions for M, C, Cn, T, and
system parameters. The function file pend_func for this example is shown
in Fig. 6.5. This file clearly documents the descriptor-form components of
the equations of motion (6.37).
Simulation results are shown in Fig. 6.6. Subplot (a) indicates that the
pendulum indeed moves in a circular arc. Subplot (b) shows the expected
periodic behavior of the magnitude of velocity II I = J if + /1 as the
pendulum oscillates. Subplot (c) shows that the constraint error € := qr +
q~ - l2 is negligible. 0
This example illustrates several features of the modular programming

approach for structured DAEs. The computer files have a simple structure,
document the problem clearly, and because they are written in MATLAB
script, are suitable for classroom use. Simulation results can (and should)
be used to evaluate constraint compliance. Good constraint compliance is a
necessary, though not generally a sufficient, condition of solution reliability.
EXAMPLE 6.3. The slider-crank shown in Fig. 6.7 consists of a crank of

length h and mass m1, a slider of mass m2, and a rigid, massless con-
necting rod l2' The masses are lumped at the points indicated and the
slider is constrained to move in the q3 direction only. The input force F S is
always perpendicular to h. Configuration coordinates are (q1, q2, q3). Anal-
ysis yields V = D = 0 and
T* = !m1(J'f + Ii) + !m2il,

(Pl := q~ + q~ -lr = 0, (6.39)
¢2 := (q3 - q1)2 + q~ -l~ = 0,
8W = _F sq2 8q1 + F sQ1 8Q2.
II h
The Lagrangian DAEs are given by
o
(6.40)
% filename: pend_driver.m (a Matlab file)

% ----- initial conditions
YO = [2.34*sin(pi/20);-2.34*cos(pi/20);0;0);
% ----- set numerical parameters

h = 1.0e-3; % time increment
nstep = 4000; % number of time steps
ncoord 2; % number of displacement coordinates q
nconst = 1; Y. number of kinematic constraints phi k psi
% ----- invoke the solver. Output Y = [q f) and T is time.

[T,Y) - int_dael('pend_func',YO,h,nstep,ncoord,nconst);
% ----- save results for plotting

save pend_results
% endfile
FIGURE 6.4. A driver file for the pendulum example using solver int_dae1.
% filename: pend_func.m (a Matlab file)

function[M,C,C_n,Ups) = pend_func(q,f,t)
m = 1.13;
L = 2.34;
g = 9.81;
M = [m,O;O,m);
C = [q(1)-2 + q(2)-2 - L-2);
C_n = [2*q(1), 2*q(2»);
Ups· [O;-m*g);
Y. endfile
FIGURE 6.5. The function-evaluation file for the pendulum example. This file
is used by solver int_dae1 to evaluate system parameters and elements of the
descriptor form at each time step.
6.5. Examples 131
-2.0 r--------~--_,
0.8
-2.2
€;
-2.4
-
-2.6 '--_~ _ _ ~ _ _ ~_ ___l
-0.2 o 0.2 2 3 4
ql (m) Time (s)
(a) (b)
X 10- 8
15
-5~---~----~--~---~
o 2 3 4
Time (s)
(c)
FIGURE 6.6. Simulation results for a pendulum modeled using a Lagrangian

DAE in descriptor form. (a) Displacement trajectory; (b) magnitude of velocity;
and (c) error in constraint ,p.
slider
FIGURE 6.7. A slider-crank mechanism.
where q = (Q1,Q2,q3), f = (h,hh), and A = (A1,A2)' Consistent initial

conditions are given by
(6.41 )
The solver assigns A(tO) = O. System parameters are m1 = 2.26 kg, m2 =

1.13 kg, h = V2 m, 12 = vis m, and Ps = 10 N.
A driver file and a function file are written to obtain a numerical solution
using the inLdael solver. Simulation results are shown in Fig. 6.8. Subplot
(a) shows that the crank describes a circular trajectory. Subplot (b) shows
the transient response of the slider as the system starts from rest. Subplots
(c) and (d) show that constraint errors 1'1 := qi + q~ -Ii and 1'2 := (q3 -
Q1? + q~ - I~ are negligible. 0
EXAMPLE 6.4. An electrical lead-filter is shown in Fig. 6.9 with input volt-
age eS(t). The variable of interest is output voltage eO(t). Configuration
coordinates are (q1, Q2, q3). Analysis yields T* = 0 and
q~
v 2C'
D ~Rd? + ~Rdd, ( 6.42)
¢ := q1 + q2 - q3 - q20 = 0,
q = j,
o
0] [1]
o o j+ 1 A= [-Rd1]
-q2/C , (6.43)
o o -1 eS(t) - R2h
6.5. Examples 133
3
0.5
S 0 I2
N
0< '"
0<
-0.5
-1
0
-1 0 0 2 3 4
q1 (m) Time (s)
(a) (b)
x 10- 7 3 X 10- 7
3
2 2
I1
S
~1
:;; N
'"
0 0
-1 -1
0 2 3 4 0 2 3 4
Time (s) Time (s)
(c) (d)
FIGURE 6.8. Simulation results for a slider-crank modeled using a Lagrangian

DAE in descriptor form. (a) Crank position; (b) slider position; (c) error in con-
straint 4>1; and (d) error in constraint (/;2.
c ·---------0
voltage e' (t) + +

eO(t) voltage
mput _ _ output
q3 ----------0
FIGURE 6.9. A lead-filter.
where q = (Ql,Q2,q3), f = (hh,h), and A = (AI)' Consistent initial

(6.44)
The solver assigns A(to) = O. System parameters are Rl = R2 = 0.5 fl,

C = 0.5 F, and eS(t) = sin87rt V.
A driver file and a function file are written to obtain a numerical solution
using the inLdael solver. Using simulation results, the output variable
eO(t) is computed as follows:
(6.45)
In Fig. 6.10, subplot (a) shows that the output voltage eO(t) is phase-
shifted and reduced in amplitude compared to the input voltage eS(t).
These results can be verified by comparing them to the time response of
4 xlO- 9
0.5 2
~ a
-0.5 -2
-4 L-__________________ ~
0.5 a 0.5
Time (8) Time (8)
(a) (b)
FIGURE 6.10. Simulation results for a lead-filter modeled using a Lagrangian

DAE in descriptor form. (a) Voltage input and output; and (b) error in con-
straint cp.
6.5. Examples 135
the transfer function of the lead filter, given by
(6.46)
where Q := R 2 /(R l + R 2 ) and T := RlC. The results are identical.

Subplot (b) show that the constraint error E := ql + q2 - q3 - q2" is neg-
ligible. The spikes in the constraint error trajectory arise due to changing
numerical properties of the constraint Jacobian. In particular, at a given
time step some columns of the Jacobian matrix are independent and at the
next time step other columns, not necessarily the same ones, are indepen-
dent. <>
EXAMPLE 6.5. A nonlinear fluid system is shown in Fig. 6.11. The pump
provides a time-dependent pressure profile to the system, a storage tank
acts as a fluid capacitor, and energy is dissipated in the two valves. Flow
coordinates (il, 12, h) are assigned to the valves and tank as shown in
Fig. 6.11.
The fluid is incompressible. The tank has fluid capacitance C f given by
C f = At! pg, where At is the tank cross-sectional area, p is the fluid density,
and g is the acceleration due to gravity. The two valves have constitutive
laws given by
(6.47)
where eel is the pressure drop across the valve, C r is a resistance coefficient,
and f is the flow through the valve. The pressure source is given byeS (t) =
1Q6 log (t + 1). Analysis yields T* = D = 0 and
2
V=~
2Cf'
(h := ql + q2 - q3 - q2 0 ' (6.48)
8W = eS(t) 8q3 - Cr,il \lW8ql - C r2 h \li'hT8q3'
e S (t)
FIGURE 6.1l. Nonlinear fluid system.

l'
q = t,
[ o~ ~ ~l j + [ ~l
0 0 -1
A= [
eS
-C~I~/1f:
- r2
I
C h Iv131
(6.49)
where q = (ql,q2,q3), t = (h,hh), and A (AI). Consistent initial

(6.50)
The solver assigns A(tO) = o. System parameters, in consistent units, are

given by p = 500, 9 = 9.81, C r1 = 100, and
p
C r2 = 2C2A2' (6.51)
d 0
where Cd = 0.62 is a discharge coefficient and Ao is an orifice area based

on a diameter do = 0.1. The tank diameter At is based on a tank diameter
d t = 17.7.
A driver file and a function file are written to obtain a numerical solu-
tion using the int_dael solver. Simulation results are shown in Fig. 6.12.
Subplot (a) shows the time response of the tank volume q2. From an ini-
tial positive value, the volume decreases initially due to the initial flow
rate conditions. As the output of the pump increases, the tank is refilled
and approaches a steady-state value. Subplot (b) shows the three flow rates
(h, 12, h)· Subplot (c) shows that the constraint error E := ql +q2 -q3 -Q20
is negligible.o
The final example is formulated as a semiexplicit Hamiltonian DAE. The

solver, called int_daeh, is a modified version of int_dael specialized for
Hamiltonian DAEs. Like the program modules used for the Lagrangian ex-
amples, the Hamiltonian program modules have a simple structure, clearly
document the problem, and are written in MATLAB script. This program
too is computationally inefficient and sure to be accurate only for index-l
DAEs.
EXAMPLE 6.6. The pendulum of mass m shown in Fig. 6.13 pivots about
point 0 at the end of a spring constrained to move in the vertical direction
only. The spring has stiffness k, the vertical rod is subject to damping b, and
the rods are rigid and massless. The force due to gravity is an effort source.
The representational variables are inertial coordinates (Qr, Q2", PI, P2) and a
6.5. Examples 137
5 1
4 0.5
f\(
/j;--
'"S3
en h
If
;;;-- 0
N
a
'" -0.5
2
1 -1
0 20 40 60 0 20 40 60
Time (8) Time (8)
(a) (b)
x 10- 15
15
10
'"S5
20 40 60
Time (8)
(cl
FIGURE 6.12. Simulation results for a nonlinear fluid system modeled using a
Lagrangian DAE in descriptor form. (a) Tank volume; (b) flow rates; and (c) error
in constraint 4J.
m
rQj,Pl
q;, P2
FIGURE 6.13. A pendulum and spring.
noninertial displacement coordinate q'3. Analysis yields

2 2
T=.El+l2
2m 2m'
V ~k(q;)2,
D ~b (13)2, (6.52)
¢ := (q:; _ q;)2 + (qD2 _Z2 = 0,
oW = mgoq:;.
The Hamiltonian DAEs are given by

qr f[
q2 f2
q!3 f3 (6.53)
PI -2qr A
j
P2 mg - 2(q2 - q'3)A
-kq'3 - bf3. - 2 (q'3 - q2l A

0= [ pdm - f[
P2/ m - f2 .
(q2 - q31 2 + (qrl 2 _[2
Consistent initial conditions are given by

(6.54)
System parameters, in consistent units, are given by I = y34, m = 5,

9 = 9.81, k = 100, and b = 50.
The driver file for this system is shown in Fig. 6.14. In this file the
initial conditions are stated, a fixed time step and the time domain of
6.5. Examples 139
% filename: Hpend_driver.m (a Matlab file)

% ----- nomenclature
% x: inertial displacements
% y: inertial flows
% p: inertial momenta
% w: noninertial displacements
% z: noninertial flows
% lam: multipliers
% egam: implicit efforts
% ----- initial conditions [xO,yO,pO,wO,zO,lamO,egamO]

YO=[3;5;0;0;0;0;0;0;0];
%----- set numerical parameters

h = 1; % step size
nstep = 10; % number of time steps
s = 2; I. number of inertial coordinates
r = 1; % number of noninertial coordinates
mO 1; % number of kinematic constraints
m3 = 0; % number of effort constraints
% ----- invoke the solver.

% output Y = [x y p w z] and T is time.
[T, Y] = int_daeh(' Hpend_func' ,YO ,h,nstep, s, r ,rnO ,m3) ;
% ----- save results for plotting

save ham_results
% endfile
FIGURE 6.14. A driver file for the pendulum and spring example using solver
int-daeh.
the simulation are denoted, the number of coordinates and the number of
independent constraints are stated, and the solver is invoked. In this file
the inertial variables (qT,r) are designated (x,y) such that:i; = y and the
noninertial variables (qT, F) are designated (w, z) such that w = z.
In the driver file, the first argument passed in the call to the solver is
the name of the function file containing expressions for UT, UT, 'VpT, the
adjoined kinematic constraint vector C (6.33), the constraint Jacobians
and (6.55)
and system parameters. The function file Hpend_func for this example is
shown in Fig. 6.15. This file clearly documents the components of the
semiexplicit equations of motion (6.53).
I. filename: Hpend_func.m (a Matlab file)

function [C_tau,C_r,U_tau,U_r,grad_T,C,Gamma]
= Hpend_func(x,y,p,w,z,egam,t)
1 = sqrt(34); I. length of pendulum
m = 5; I. mass of pendulum
g = 9.81; I. gravity
k 100; I. spring constant
b = 50; I. damping constant
C_tau = [2*x(1) 2*(x(2)-w(1»];
C_r = [2*(w(1)-x(2»];
U_tau = [O;m*g];
U_r = [-k*w(l)-b*z(l)];
grad_T = [1/m*p(1);1/m*p(2)];
C = [(x(2)-w(1)-2+x(1)-2-r2];
Gamma = []; I. null vector in this case
I. endfile
FIGURE 6.15. The function-evaluation file for the pendulum and spring example.
This file is used by solver int_daeh to evaluate system parameters and elements
of the semiexplicit form at each time step.
25 ,--------------------,
-4
20
~ -5
E
-7 5
-8
-2 o 2 5 10
q[ (m) Time (8)
(a) (b)
10 xlO- 10
8
6
E
~4
'"
2
0 - - '-- -
-2
0 5 10
Time (8)
(e)
FIGURE 6.16. Simulation results for a pendulum and spring modeled using a
Hamiltonian DAE in semi explicit form. (a) Displacement trajectory of mass m;
(b) magnitude of momentum; and (c) error in constraint cP·
6.5. Examples 141
Simulation results are shown in Fig. 6.16. Subplot (a) shows that the
pendulum describes an arc that also has a vertical component due to the
spring. Subplot (b) shows the expected periodic behavior of the magnitude
of momentum Ipi = \/Pi + P§ as the pendulum oscillates. Because of the
motion due to the spring, the mass does not return to a state of zero mo-
mentum on the time interval shown. Subplot (c) shows that the constraint
error € := (q2 - qD2 + (q[)2 _12 is negligible. 0
This example illustrates that the use of momentum coordinates need

not be an impediment to obtaining physically recognizable results. The
mass of the pendulum is constant, hence the momentum trajectory divided
by m yields the velocity trajectory. Velocity trajectories tend to be easier
to assess than momentum trajectories since analysts tend to have more
experience with velocity as a representational variable. Nevertheless, using
momentum coordinates and interpreting momentum trajectories are skills
that improve with practice.
Afterword
The energy methods and structured models presented in this work consti-
tute a basic framework for the systematic treatment of physical systems.
In this afterword we outline issues in dynamics and control that might be
addressed using these methods and models. Among the important prob-
lems that might prove tractable are inequality constraints and the stability
of constrained systems.
Inequality constraints are common in physical systems. For example,
both dry friction and stiction 1 are nonlinear, discontinuous functions that
can be represented in part using inequalities. Systematically accommodat-
ing such constraints in a structured model would make possible the mod-
eling and simulation of a broader class of multidisciplinary systems than is
possible using equality constraints only.
The possibility of making inequality constraints tractable rests on demon-
strable relationships among energy functions, multiplier theory, and opti-
mization theory. For example, it is known from the calculus of variations
that satisfying Lagrange's equation (for holonomic systems only) is a nec-
essary, though not sufficient, stationarity condition of a particular integral.
In this optimization problem, the method of undetermined multipliers is
used to incorporate both equality and inequality constraints.
The problem to be overcome in relating the optimization problem to the
general multidisciplinary dynamics problem is that for nonholonomic sys-
IThe difference between static friction and moving friction when the static friction is
higher.
143
144 Afterword
tems, motion satisfies neither a stationarity requirement nor the classical

least-action principle. Hence the solution of Lagrangian DAEs, for exam-
ple, does not necessarily make stationary a particular integral. To bring the
advanced analytical tools of contemporary variational calculus to bear on
the problem of inequality constraints in multidisciplinary systems, a rigor-
ous connection must be made between optimization theory and DAEs of
motion. This is a significant and difficult problem.
A second significant problem in dynamics is the stability of constrained
systems. Stability theory is well developed for linear autonomous systems
(characterized by ODEs that are not explicit functions of time) but La-
grangian and Hamiltonian DAEs of motion are in general nonlinear, non au-
tonomous, and subject to algebraic constraints.
A basic method for investigating stability of nonlinear, non autonomous
systems is the indirect method, that is, linearizing a system about an oper-
ating point and examining small perturbations from that point. Developing
a systematic method of linearizing structured DAEs and formulating sta-
bility criteria specialized for these structures could prove to be a useful
extension of the concepts presented in this book.
An alternative to linearization is Liapunov's direct method. Since much
of the literature on Liapunov's method concerns the stability of canonical
Hamiltonian systems, extending the existing work to accommodate non-
canonical Hamiltonian DAEs is a natural starting point from which new
stability criteria could be developed. Some work has already been done in
this area [AF]. Furthermore, since Liapunov functions are often interpreted
as energy functions, relating Liapunov functions and the energy functions
of Lagrangian and Hamiltonian DAEs seems a likely area of productive
research.
Control theory, like stability theory, is well developed for linear au-
tonomous systems and for canonical Hamiltonian formulations. Extending
existing theory to accommodate structured Hamiltonian DAEs is a likely
starting point for developing energy-based control-design methodologies for
constrained, multidisciplinary systems. Interestingly, Hamiltonian control
theory is closely related to optimization theory, which has already been
mentioned in conjunction with inequality constraints.
A topic of secondary importance in system dynamics is extending the
methods of this book to control-volume, or Eulerian, systems. This ex-
tension could be particularly effective for modeling thermo-fluid systems.
Related work has been done in this area [CKKPB] [KMR] and a systematic
exposition using Lagrangian and Hamiltonian DAEs could prove to be a
useful addition to the literature.
A closely related topic is distributed-parameter systems. Work has been
done in this area too, in [M2] [LJ] for example for purely mechanical systems
and in [CKKPB] [KMR] for thermo-fluid systems. In general, models of
such systems involve partial differential equations (PDEs) and are posed
as boundary-value problems. An interesting connection in this instance is
Afterword 145
that numerically solving PDEs can lead to DAEs [BCP]. This connection
might be exploited in developing a systematic and structured approach to
modeling distributed-parameter systems using Lagrangian or Hamiltonian
DAEs.
Another topic of secondary interest is the specialization of Lagrangian
and Hamiltonian DAEs for multibody mechanical systems. The practical
utility of Lagrange's equation and Hamilton's equation for mechanical sys-
tems is sometimes disputed but the systematic manner in which DAEs
of motion are obtained (particularly if the function manipulations are au-
tomated) and the prospect, not yet realized, of robust numerical solvers
for index-3, structured DAEs support the proposition that these classical
methods should be given renewed consideration in analytical mechanics.
Another method of analysis in multibody dynamics is Kane's method
[KL]. As shown in [vFR], Kane's equation and Lagrange's equation are func-
tionally related. That Lagrange's equation can be expressed as a structured
DAE suggests that Kane's equation also can be expressed as a structured
DAE and, moreover, that a complementary form of Kane's equation might
be formulated. And since Kane's method is energy-based, it may be pos-
sible to generalize the method to encompass constrained, multidisciplinary
systems. If so, software that implements Kane's method (AUTOLEV, for
example) could be used to model multidisciplinary systems in addition to
purely mechanical systems.
Another extension of this work is the systematic incorporation of com-
mon control structures in the DAE formulations. Feedback and control
laws that can be expressed as sets of differential and algebraic equations
are readily accommodated through the use of dynamic constraints and ef-
fort constraints. A library of common control laws expressed in terms of
work, energy, and constraint could prove to be a useful extension of the
concepts presented in this book.
Lastly, the methods of [Ha] or [UK2] could be adapted for use with
structured DAEs to systematically accommodate redundant constraints in
multidisciplinary systems. For complex systems this would be a particularly
useful extension of the work presented in this monograph.
These topics of future work, as well as the modeling and simulation meth-
ods developed in previous chapters, illustrate the extent to which work,
energy, and constraint are unifying concepts in system dynamics. To study
Lagrangian and Hamiltonian formulations is to study these unifying con-
cepts; to study these unifying concepts is to focus on the underpinnings
of dynamics. This focus has enhanced my understanding-and perhaps,
gentle reader, yours--of mathematical models and of the physical systems
they represent.
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[W2] D. E. Wells. Lagrangian Dynamics. Schaum's Outline Series.
McGraw-Hill, 1967.
[W3] P. E. vVellstead. Introduction to Physical System Modelling. Academic
Press, 1979.
[W4] J. H. Williams, Jr. Fundamentals of Applied Dynamics. Wiley, 1996.
[WW] D. C. White and H. H. Woodson. Electromechanical Energy Conver-
sion. Wiley, 1959.
Index
across variables, 8 and effort constraints, 43

admissible variation, 48, 51 and Paynter's diagram, 23
angular velocity, 8, 10, 24, 51 and variable pairs, 33
AUTOLEV, 145 of constraint, 11, 27
of gyrators, 31
backward differentiation formula, 5, of ideal dissipators, 20-23
122, 125 of kinetic stores, 11-15
boundary-value problems, 144 of potential stores, 15, 17-19
of sources, 24
calculus of variations, 3, 48, 83, 143, of state, 11
144 of temperature sensors, 31
capacitance, 16, 120 of transducers, 29
charge, 10, 50 of transformers, 27
co-content, 21, 23 constraint complements
in co-Hamiltonian formulation, in co-Hamiltonian formulation,
110, 111 110
in co-Lagrangian formulation, 104, in co-Lagrangian formulation, 105
105 on dynamic variables, 102
coenergy, see kinetic, potential on effort, 101, 104
compliance matrix, 105, 112 on flow, 101
conduction, 8 on momentum, 101, 104
configuration, 34, 48, 52 constraint compliance, 52, 81, 129
complement, 100 constraint surface, 62, 63
coordinates, 34, 36, 43, 56, 61 projection onto, 125
space, 34, 61 constraints, 3, 4, 33, 38, 52
variation, 72 and admissible variation, 48, 51
constitutive laws, 10 and coordinate selection, 116
151
152 Index
and modeling procedure, 11 7 co-Lagrangian, 103, 112

and variable pairs, 33, 99 Hamiltonian, 87, 96
and virtual work, 55 Lagrangian, 72, 96
differentiated, 79-81, 92, 94, 96, numerical solution, 121
125 software for, 124
equality, 43 discrete elements, 2, 10
geometry of, 61, 82 displacements, 9, 10, 39, 47
holonomic, 38, 42, 43, 61, 78, actual,47
92 and potential energy, 19
in Hamiltonian formulation, 88, intangible, 39, 40
89 possible, 47, 49
in Lagrangian formulation, 73, potential, 18
74 tangible, 39, 40, 117
inequality, 143 transformation equations, 36
integrable, 39, 40, 42 virtual, 48-51, 55, 61, 62, 65,
nonholonomic, 41-43, 62, 79, 93, 70,72
97 dissipation
nonintegrable, 41 path-dependent, 11
on displacement, 27, 29, 38, 47, dissipation function, see content
72,73 dissipation, path-dependent, 25
on dynamic variables, 45-47, 63, dissipators, ideal, 11, 20
73, 145 distributed parameters, 144
on effort, 27, 29, 31, 32, 43-45, duality, 99, 107
56, 63, 73, 145 dynamic requirement, 9, 12, 23, 69
on flow, 25, 27, 29, 32, 39, 42,
dynamic variables
47, 72, 73
effort and momentum, 9
redundant, 81, 117, 145
in constraints, 45, 47, 63
content, 20, 23
in Hamiltonian formulation, 88,
89 efforts, 8, 10, 55, 82
in Lagrangian formulation, 71, and co-content, 22
73,75 and ideal dissipators, 20
control volume, 144 and potential coenergy, 19
convection, 8 applied, 25, 31, 32, 60, 61, 71,
coordinate selection, 57, 58, 61, 71, 73, 118
83, 95, 96, 104, 112 constraint, 27, 52, 53, 55, 62, 68
and modeling procedure, 116 dissipative, 21, 56, 68
coordinates, see type, e.g., configu- given, 55
ration, Lagrange, reduced- implicit, 31, 32, 44, 45, 56, 63,
order 68,73
current, 8, 10, 51 kinetic, 56, 57, 70
nonpotential, 25, 56, 69, 109,
d'Alembert's principle, 3, 52 110
damping coefficient, 20 of potential stores, 15, 17, 102
DASSL, 5, 124 potential, 17, 18,55,56,70, 103,
degrees of freedom, 43 109, 110
differential-algebraic equations, 4, 104, source, 24, 56, 68
110 transformation equations, 100,
co-Hamiltonian, 109, 112 102
Index 153
energy, 8, 67, 68, see kinetic, poten- Hamilton's equation, 85

tial canonical form, 95
and modeling procedure, 116, compared to Lagrange's, 96
126 differential-algebraic form, 88
domains, 25 semiexplicit form, 89
path-independence, 67 unconstrained ODE, 95
unifying concept, 3, 7 underlying ODE, 93-95
energy variables, 9, 12, 17 Hamilton's equation complement, 99
entropy, 10, 50, 68 canonical form, 112
entropy flow rate, 8, 10, 51 compared to Lagrange's, 112
Euler's equation, 9 differential-algebraic form, 110
Euler's method, 122, 126 semiexplicit form, 110
Euler-Lagrange equation, 71 unconstrained ODE. 112
complement, 104 underlying ODE, 112
Eulerian systems, 9, 144 Hamiltonian, 14, 68, 95
extensive variables, 8 complement, 112
hdae, 125
Faraday's induction law, 9 heat transfer rate, 8
first law of thermodynamics, 2, 67, HEM5,125
82, 103
index of a DAE, 123
flows, 8, 10, 102, 107
of formulations, 97, 113, 123
and content, 22
reduction, 124
and kinetic coenergy, 14
inductance, 11
applied, 102
inertance, 11
dissipative, 22, 102
inertial reference frame, 13
implicit, 101, 102
inertial-coefficient matrix, 75, 81, 96,
kinetic, 13, 85, 88, 102
97, 125
nonkinetic, 85, 88
initial conditions, 120, 126
nonpotential, 102, 103
initial-value problem, 3, 5, 96, 120
of kinetic stores, 12, 85
inLdael, 124, 126, 128, 132, 134,
potential, 102, 103
136
source, 24, 102
inLdaeh, 126, 128
transformation equations, 36
intensive variables, 8
flux linkage, 10, 51
force, 8, 10, 50, 55 Jacobian, 39, 42, 48, 62, 101, 123,
constraint, 52 128, 135
normal, 53
friction, 44, 53, 143 Kane's equation, 145
fundamental equation, 83 kinematic requirement, 9, 16, 23
kinematic variables, 9, 43
generalized kinetic co energy, 13, 15, 56, 57, 85
capacitors, 15 in Lagrangian formulation, 71,
forces, 60 73,75
inductors, 11 path independence, 14
resistors, 20 kinetic energy, 9, 12, 15, 58, 60, 70,
stiffness, 16 85, 87, 103
variables, 36 in co-Hamiltonian formulation,
gyrators, 29 110,111
154 Index
in co-Lagrangian formulation, 104, angular, 10, 51

105 kinetic, 14
in Hamiltonian formulation, 88, of kinetic stores, 95
89 tangible, 117
path independence, 14 time-rate of change, 82
kinetic stores, 11, 23, 69 virtual, 51, 63, 65, 102, 104
multiplier rule, 72
Lagrange coordinates, 36, 43, 72 multipliers, 3, 62, 72, 82, 104, 117,
Lagrange multipliers, see multipliers 143
Lagrange's equation, 67 eliminating, 79-81,92,94, 108,
compared to Hamilton's, 96 112
descriptor form, 74 multiport, 10
differential-algebraic form, 73 basic 2-ports, 25
interpretation, 82
of the first kind, 74 Newton's method, 122
of the second kind, 79 Newton's second law, 9
unconstrained ODE, 70 Newton's third law, 55
underlying ODE, 79-81
virtual-work form, 70 Ohm's law, 8
Lagrange's equation complement, 99 optimization, 73, 143
compared to Hamilton's, 112
descriptor form, 105 Paynter's diagram, 24, 34
differential-algebraic form, 104 Pfaffian, 41, 42, 49, 62
unconstrained ODE, 104 port, 10, 27, 29, 32
underlying ODE, 108 postulates, see Lagrange's principle,
virtual-work form, 104 multiplier rule, power pos-
Lagrange's principle, 52, 55, 62, 68, tulate, work-energy equiv-
83 alence
Lagrangian, 14, 71 potential coenergy, 18, 19, 102, 109
Lagrangian systems, 9 in co-Lagrangian formulation, 104,
Idae, 5, 125, 126 105
least-action principle, 144 path-independence, 19
Legendre transform, 14, 18, 22, 58, potential energy, 9, 17-19, 55, 56,
85, 87, 102, 109 70, 109
Liapunov's method, 144 in co-Hamiltonian formulation,
LIMEX,124 110, 111
LSODI, 5, 124 in Hamiltonian formulation, 88,
89
mass, 11, 120 in Lagrangian formulation, 71,
MATLAB, 126, 128, 129, 136 73,75
:vtEXX,125 path-independence, 19
MKS,125 potential function, 18
model formulation, 119 potential stores, 11, 15, 23
modeling, 3, 4, 115 power, 8, 10, 21, 27, 31
automated, 126 unifying concept, 7
parameters, 120 power postulate, 4, 8
moment of inertia, 11, 120 power variables, 8, 24
momenta, 9, 10, 51, 109, 141 pressure, 8, 10, 24, 50
and kinetic energy, 14 pressure momentum, 10, 51
Index 155
Rayleigh's dissipation function, 21 analytical system dynamics, 2,

reduced-order coordinates, 36, 43, 57- 15, 37, 55
60 bond graphs, 4, 8, 33, 83
complement, 100, 102 linear graphs, 4, 8, 33
resistance, 20 unified variables, 7, 23, 33
Runge-Kutta, 81, 122, 125
variable pairs, representational, 33,
sources, 11, 24, 32, 56, 102, 120 69,99, 116
spring constant, 16 variation of energy, 68-70, 82, 103
stability, 81, 96, 144 variational operator, 48, 68, 103
state function, 11, 14, 19,20,22,33, velocity, 8, 10, 51, 141
67 virtual work, 3, 27, 29, 50, 52, 53, 55,
state space, 35 68, 72, 82, 83, 103, 126
state variables, 3, 4, 35, 38, 73, 75, and modeling procedure, 118
85, 88, 90, 97, 115 Bernoulli's principle of, 52
complement, 100, 105, 111, 112 effort-displacement form, 50
stiction, 143 flow-momentum form, 51
path-dependence, 50
temperature, 8, 10, 24, 50, 68 voltage, 8, 10, 24, 50
through variables, 8 volume, 10, 50
torque, 8, 10, 50 volumetric flow rate, 8, 10, 51
transactors, 32
transducers, 11, 25, 29 work, 17, 50, 52, 67, 68
transformers, 11,25, 27 path-dependence, 67
unifying concept, 3, 50
unified methods, 1, 3, 4, 7, 33 work-energy equivalence, 52, 68, 82
Mechanical Engineering Series (continued)
Laminar Viscous Flow

V.N. Constantinescu
Thermal Contact Conductance

c.v. Madhusudana
Transport Phenomena with Drops and Bubbles

S.S. Sadhal, P.S. Ayyaswamy, and J.N. Chung
Fundamentals of Robotic Mechanical Systems:

Theory, Methods, and Algorithms
J. Angeles
Electromagnetics and Calculations of Fields

J. Ida and J.P.A. Bastos
Mechanics and Control of Robots

K.c. Gupta
Wave Propagation in Structures:
Spectral Analysis Using Fast Discrete Fourier Transforms, 2nd ed.
J.F. Doyle
Fracture Mechanics
D.P. Miannay
Principles of Analytical System Dynamics

R.A. Layton

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Mechanical Engineering Series

Springer Science+Business Media, LLC

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High Sensitivity Moire:

Principles of Convective Heat Transfer

(continued after index)

Library of Congress Cataloging-in-Publication Data

Printed on acid-free paper.

© 1998 Springer Science+Business Media New York

Applied Mechanics F.A. Leckie

Mechanical engineering, an engineering discipline borne of the needs of the

Austin, Texas Frederick F. Ling

Dynamicists have long known that Lagrange's equation and Hamilton's

to be familiar with engineering fundamentals but a background in analyt-

Greensboro, North Carolina Richard A. Layton

Series Preface vii

2. Fundamentals of System Dynamics 7

3. Lagrangian DAEs of Motion 67

4. Hamiltonian DAEs of Motion 85

5. Complementary DAEs of Motion 99

5.1.2. Constraints . . . . . . 101

6. Modeling and Simulation 115

1.1. A Perspective on Physical Systems

R. A. Layton, Principles of Analytical System Dynamics

drive and control

FIGURE 1.1. An automotive braking system. (Adapted from [Co].)

or cost endow a competitive advantage, a systems approach to design and

1.2. What This Book Is About

Mathematical models are presented without the restrictions common in

energy-based approach, make use of the distinction between energy and

y = f()I, t), (1.1)

For constrained systems, some equation manipulation is usually requircd to

Engineers and scientists in several disciplines have been working with

1.4. Overview of Topics

developed such that constrained equations of motion are obtained system-

1.5. Comments on Notation

3. The symbol ":=" denotes a definition.

A physical system can be thought of as operating upon a pair

From this perspective, developing a method of analysis for multidisciplinary

2.1. A Unified Set of Variables

R. A. Layton, Principles of Analytical System Dynamics

POSTULATE 1 (Power Postulate). The power Pj(t) of the jth component

P(t):= LPj(t) = Lej(t)fj(t). 0 (2.1)

Pairs of physical quantities satisfying the power postulate are called

TABLE 2.1. Power variables.

momentum p(t):= J e(t) dt, (2.3)

displacement q(t):= J f(t) dt, (2.4)

EXAMPLE 2.1. Discipline-specific examples of (2.5) are Newton's second

As these examples illustrate, the symbol p represents linear momentum,

TABLE 2.2. Unified set of variables for multidisciplinary systems.

Effort e Flow f Displacement q Momentnmp

force F velocity v position x linear momentnrn p

EXAMPLE 2.3. For incompressible flow in a constant diameter pipe of