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Journal of Sound and Vibration (1977) 53(4), 471-503
BIFURCATIONS TO DIVERGENCE AND FLUTTER IN FLOW-

INDUCED OSCILLATIONS : A FINITE DIMENSIONAL ANALYSIS
P. J. HOLMES
Institute of Sound and Vibration Research, University of Southampton,
Southampton SO9 SNH, England
(Received 3 1 August 1976, and in revised form 11 March 1977)
The behaviours of a pipe conveying fluid and a fluid loaded panel are studied from the
viewpoint of differentiable dynamics. Non-linear terms are included and it is shown how the
partial differential equation of motion can be recast, by Galerkin’s method and modal
truncation, in the form of an ordinary differential equation in Euclidean n-space. This
evolution equation is then analysed qualitatively, attention being paid to bifurcations which
occur as the control parameters of axial force and flow velocity are varied. Bifurcations of
fixed points occur when at least one of the eigenvalues of the linearized evolution equation
crosses the imaginary axis in the complex plane. In this situation, centre manifold theory
can be used to extract a low dimensional subsystem which completely captures the local
bifurcational behaviour. Such essential models enable the onset of divergence and flutter to
be analysedrelatively simply and the inclusion of non-linear terms permits the global study of
post-bifurcational behaviour. The general approach is illustrated by analysis of two mode
models of a pipe and of a panel and some important omissions in previous treatments of
linear and undamped systems are discussed.
1. INTRODUCTION
There seem to be three major approaches to the treatment of flow induced oscillations? prob-
lems. In the first, typified for instance by that of Land1 and others whose work he cites [l],
the rigorous deduction of equations of motion from physical considerations is abandoned in
favour of the selection of a relatively simple model which provides a reasonable reproduction
of the behaviour observed in some limited domain. The (notional) complete partial differential
equation (PDE) is replaced by an ordinary differential equation (ODE) on a state space of
low dimension; in reference [l], for example, by a first order system on R4. Such models
have the advantage that non-linear terms can readily be included and that the existence of
(stable) limit cycle oscillations and post-buckling behaviour studied. In the second approach
(e.g., such as that of Paldoussis [2,3]), the governing PDE is deduced in the classical manner,
but, for ease of analysis, non-linearities are neglected. After the assumption of separability
of variables and existence of harmonic solutions, classical techniques involving truncation of
the modal series are applied to yield numerical values for the (complex) frequencies of each
mode [2]. As the control parameters such as fluid velocity vary, the “modal frequencies”
move in the complex plane and, when they cross into the negative half-plane, bifurcation to
flutter or divergence occurs. (The modal frequencies calculated by Pa’idoussis are essentially
identical to the eigenvalues of the (linearized) equation of motion, of which use is made in this
paper.) Linear models, however, predict exponential increase in amplitude after bifurcation
and thus cannot be used in the study of post-bifurcational behaviour. Experimental evidence
[2,3, p. 2811 suggests that limit cycle and stable buckled behaviour of considerable complexity
does, in fact, occur and the inclusion of non-linear terms is thus of interest. Knowledge of
i Here “oscillation” is understood to include both fluttering and divergent (buckled) behaviour.
471
472 P. J. HOLMES
these effects has led to the development of a third approach, in which the non-linear PDE is
recast, by Galerkin or Rayleigh-Ritz methods, as a set of ODE’s which are then solved for
specific initial conditions by numerical integration techniques. This approach is perhaps best
illustrated in the work of Dowel1 on panel flutter [4, 51. Perturbation and harmonic balance
methods have also been used. See reference [5] for a review of the field.
This paper is concerned with flow-induced oscillations of thin pipes and panels fixed at
both ends. For original inspiration the author is indebted to the work of Paidoussis and his
co-workers [2, 31 (reference [3] contains a valuable survey of previous work on dynamic
instability in pipes). Use is made of the third approach outlined above to obtain a (large) set
of non-linear ODE’s. These are then studied by using recent developments in the qualitative
theory of ODE’s, rather than numerically. The aim is to show that the inclusion of non-
linearities can account for experimental observations and that the use of simple (small sets
of) ODE’s, often equivalent to non-linear oscillator equations, is justified for the local
modelling of bifurcational phenomena.
In previous work Holmes and Rand [6] argued that, in modelling bifurcations in continua,
differentiable dynamical methods can be used to extract “essential generic models” from the
complete model, for example from the governing PDE. The general method is to recast the
PDE in the form of an ODE on a suitable function space and then use the qualitative theory
of ODE’s to analyse its behaviour. Under reasonable hypotheses a centre munz~old can be
defined in the high or infinite dimension complete state space; the restriction of the complete
dynamics to this manifold of finite, often low, dimensions then totally captures the local
bifurcational behaviour. The work of Marsden et al. [7-91 has been fundamental in this area.
In what follows it is demonstrated that the scheme outlined in reference [6] can indeed
be applied to a specific case of flow-induced oscillations. Furthermore, the geometrical
understanding of local bifurcational behaviour which naturally emerges can give greater
insight into the physics of the problem than conventional numerical methods afford. In
addition, indications are provided of the value of differentiable dynamics and bifurcation
theory in providing a natural synthesis between physical observations, the simple models
they suggest, and the more abstract “classical” approach of continuum mechanics. Thus the
aim is to demonstrate the essential unity of the first and third approaches outlined above,
while using previous work from the second approach.
The large amount of material here suggested a division of the study into two main areas.
The present paper is devoted to a presentation of the general ideas and a demonstration of
their application to flow-induced oscillations of pipes and panels. Section 2 is a sketch of an
extension to Pdidoussis’ theory which yields a non-linear PDE describing the dynamic be-
haviour of a pipe conveying fluid. The panel can be treated similarly [4], as we note in section
2.3. Then a conventional engineering technique, Galerkin’s method with modal truncation,
is used, in section 3, to recast the PDE as a set of n (non-linear) second order ODE’s on
Euclidean n-space, R".Section 4 is a description of how centre manifold theory, in conjunction
with suitable hypotheses on the eigenvalues of the linearized ODE’s, can be used to extract
a low dimensional centre manifold on which essential models of local bifurcational behaviour
can be defined. Some general aspects of such models also are discussed and the important
concepts of genericity and structural stability are introduced. Finally, in sections 5 and 6,
two mode models are analysed in detail in order to illustrate the scheme of section 4. In these
analyses and in the discussion of genericity, attention is drawn to some serious inadequacies
present in conventional linear treatments of instability problems when using methods such
as those outlined by Ziegler [lo] and employed by Paldoussis [2, 31.
The present analysis involves the major assumption that the modal series can be truncated :
i.e., that modes above the nth are not significantly excited. One therefore can deal with an
ODE on R* and apply the centre manifold theorem for ODE’s (see section 4.2). In a second
BIFURCATIONS TO DIVERGENCE AND FLUTTER 473
paper? the author hopes to treat the PDE more rigorously and to prove that its solutions
generate a sufficiently smooth semigroup !@’on a suitable (infinite dimensional) space of
functions, %. If the flow @$’ : A? -+ JV and its derivative D@f(xO)at some fixed point x0 E .#
obey certain technical conditions, the infinite dimensional form of the centre manifold theorem
for flows [8,9] can be applied to yield a finite dimensional centre manifold 6% c S. Analysis
of the essential model on %I then proceeds as indicated in the present paper.
The specific cases treated here have much in common with other flow-induced oscillation
problems and the general approach can be applied to many other continuum mechanical
problems such as those arising in hydrodynamics [9]. The author therefore feels that the
introduction of unfamiliar mathematical techniques is worthwhile, since it leads to the
justified derivation of simple models for non-linear flutter and divergence and furthermore
permits their qualitative analysis in cases where no other methods appear available.
2. THE EQUATION OF MOTION
2.1. DERIVATION OF THE PDE FOR A PIPE CONVEYING FLUID
In reference [3], Pa’idoussis and Issid derive the equation of small lateral motions of a
vertical pipe conveying fluid. For convenience the diagram of the pipe therein is reproduced
here (Figure 1).
Figure 1. A vertical pipe conveying fluid. Major parameters: I, pipe length; m, mass per unit length; E,
Young’s modulus; t], coefficient of viscous damping of pipe material; EZ, flexural rigidity; M, fluid mass per
unit length; U, flow rate; g, gravitational constant; T, static tension in pipe; A, pipe cross-sectional area;
i, viscous damping coefficient between pipe and surrounding fluid; j?, internal pressure (above surroundings)
in pipe; V, Poisson’s ratio.
The derivation of reference [3] is restricted to small motions and the resulting PDE is
linear. Here post-bifurcational behaviour also is of interest and therefore at least first order
non-linearities must be included. Only the necessary additions to Pdidoussis and Issid’s
derivation are sketched, and the reader should refer to their paper for other details. Discussion
is restricted to the case of pipes fixed at both ends (either clamped or simply supported)
undergoing motions resulting in small strains. In such a case the axial extension, W,can be
written to first order approximation as
1
w(x) = - f (Y’(x))~ dx, (2.1)

s
0
t This study is well advanced and the major technical problems are solved [ll].
474 P. J. HOLMES
where y’ = 3$x is the slope at x E (0, I) (c.f. references [12, 131). Following Pa’idoussis and
Issid in the assumption of Kelvin-Voigt viscoelasticity for the pipe material, one has the
stress strain relationship
~7= Ee + r#, (2.2)
where (T= stress, E = Young’s modulus, ?J= coefficient of viscosity and, C E &/at. Writing
the strain e as w/l one thus obtains
(2.3)
The axial force induced by lateral motions is thus, to a first order approximation,
1 1
H=aA=-$ (y.)‘dx-7 (Y’)“)dx, (2.4)

s I
0 0
where A is the cross-sectional area of the pipe walls. This additional deflection-dependent
axial force must be added to that derived by Pai’doussis and Issid [3, equations (10) and (1 l)]
to give
T-pA=T-&4(1-2v)+
[
(M+m)g-M
(
;
11(I-x)-
EA ’
_ 21 (y’)2 dx - 7 j (y’j’) dx. (2.5)
s
0 0
The reader should refer to reference [3] for definitions, although the major parameters are
indicated in Figure 1. The equation of motion thus becomes
MU2 - ?=+ pA( 1 - 2v) - [(M + m)g - Mo](Z - x) - ;

0
(2.6)
where (‘) E a( )/at and ( )’ EZa( )/ax. The two cubic non-linear terms of integro-differential
type are clear [3, equation (12)l.t
Following Pa’idoussis and Issid one can non-dimensionalize equation (2.6) by using
the substitutions
112 l/2
f r
z = x/l, 0 = Yll, FT Fy Ul,
M-I-m pAI2
p= M y = -+%, 71=y, 6 = (EI(Mym))I,2?
M+m’
Al ?A1
K=- (2.7)
21’ u = (EI(M + n~))~‘~*
t Strictly one should also include first order non-linearities due to flow effects but these will be small com-
pared with the axial forces due to lateral motions given in equation (2.4). Therefore the Pdidoussis and lssid
derivation of fluid forces is used here without modification. Dowel1 [4, 51 also has ignored non-linear aero-
dynamic effects in some work on panel flutter. Dowel1 shows that these only become important for low speed
flow when deflections arc a significant proportion of panel length, while structural non-linearities are always
important for deflections comparable to panel thickness.
BIFURCATIONS TO DIVERGENCE AND FLUTTER 47 5
As fluctuating flow is not of concern here one can therefore set ii = 0; further one can take
jj = 0 since the existence of internal pressurization merely adds an additional (constant.)
tensile force to the external “mechanical” force, T. Thus the PDE of motion becomes
+28”*pLj’+y~‘+6~+i:=O, (2.8)
where (‘) and ( )’ are now defined as a( )/&, and a( )/az, respectively. Only fully clamped or
simply supported cases will be considered; the mixed case could clearly be treated similarly.
The boundary conditions for equation (2.8) are thus either
c=~~“=O at z=O,l, or c=L.I=O at z=o, I. (2.9a. b)
Note that equation (2.8) can be derived from a Lagrangian formulation and application of
variational procedures [3, Appendix]. The energy expression may be written in non-
dimensional form as
E(u(t)) = j gqz, r))* + jf(v”(z, r))* +

r-p*
7 (l.‘(z,t)>* + +z, t))” +
0 i
+ j”’ p(ti(z, t) c’(z, t)) + ;J: (u’(z, s))’dz + u j (C(s))’ ds +

0 0
+ o j (d(s) d’(s))2ds + 6 j(W)’ ds dz. (2.10)

0 0
The CI, 0 and 6 terms are clearly dissipative. The y term, with double integral
1z
Y
(a’)“dzdz$ j(&z)(i,)‘dz,
i IS
00 0
expresses the potential energy due to gravitational forces acting on the vertical pipe. The appli-
cation of suitable variational procedures to equation (2.10) yields the equation of motion (2.8).
Only physically sensible parameter ranges are of interest in equation (2.8): i.e., one generally
fixes the damping parameters ~1,0, 6 > 0, fixes K, /I > 0, fixes y 5 0 and allows p(>O) to vary
and r( $0) to vary. Therefore equation (2.8) becomes a two-parameter family with “control”
parameter p = (p,r) E R*.
2.2. EQUILIBRIUM STATES AND MODE SHAPES

Equilibrium states may be obtained by Euler’s method of neglecting the time derivatives in
equation (2.8), and must therefore satisfy
V ‘re - (r - p* + K / (v’)2 dz] c”’- y(( 1 - z) 0’)’ = 0, (2.11)

0
subject to either conditions (2.9a) or (2.9b). Setting y = 0 reduces equation (2.11) to the familiar
non-linear equilibrium equation, as treated by Reiss [14], for example. Here any non-zero
equilibrium position, wj, is an eigenfunction satisfying the linearized equation
w(i”’
+ Aj w; ET0, (2.12)
jwJl'= -(l-- p* + n,yic. (2.13)
476 P. J. HOLMES
The positive sequence Aj increases without converging. If pz - r 6 A1there are no non-zero

equilibrium positions; if p2 - r > 2, there are 2n, corresponding to those /lj < p2 - r.
Conventional analysis yields A, = 7t2or 4n2 for simply supported or clamped ends, respect-
ively; similarly WJZ) = ajsinjnz or wj(z) = aj(l - cos(j - l)rcz), j odd, and = aj{l - 22 -
COS~~~Z + (l/pj) sinpjz},jeven, where ~j is the +jth positive root of tany = y. These functions
are the normal modes of the pipe with simple or clamped supports.
It is immediately clear that increase in fluid velocity, p, can lead to the creation of new
equilibrium states by bifurcation and that buckling or divergence can thus occur. This is
discussed in section 5, but here it should be noted that the inclusion ofgravity (y # 0) introduces
coupling between modes in the sense that, apart from the trivial position w0 = z’= 0, equilib-
rium states of equation (2.11) with y # 0 must be represented by a (linear) combination of
eigenfunctions of the non-gravitational case: i.e.,
w;= $ aijwi. (2.14)

i=l
This illustrates the major point that the introduction of gravitational and fluid flow effects
leads to linear coupling between modes in the equation of motion (it will be seen in section 3
that the term 2/?1’2pti’in equation (2.8) also leads to such coupling; also see reference [4,
section 1. I]).
2.3. THE PDE FOR “ONE DIMENSIONAL” PANEL FLUTTER

The PDE governing the behaviour of a thin panel undergoing cylindrical bending in
response to supersonic airflow may be written approximately as
crv” + uNI!_ l--K 1(~‘)2dz+aj(L’o’)dz)v’+pu’+p”‘6u+l.=0. (2.15)

( J
0 0
Here p and r, the control parameters, represent non-dimensional dynamic pressure and in-
plane tensile load and zero static pressure differential across the panel has been assumed. The
remaining parameters IX,k, CT,6 > 0 are similar to those in the pipe equations (2.7) and (2.8).
See Dowel1 [4, section 1.l] for a derivation of (2.15), but note that here, as in equation (2.8),
viscoelastic structural panel damping (a, a) has been included as well as aerodynamic damping
(~“~6). The effect of the former is minor but it removes an element of non-genericity for
p = 0 : with tl = c = p = 0 the panel is undamped and all eigenvalues of the associated evolu-
tion equation are purely imaginary (see section 5.4).
3. THE PARTIAL DIFFERENTIAL EQUATION AS A FINITE DIMENSIONAL

EVOLUTION EQUATION
3.1. THE GALERKIN AVERAGING PROCEDURE
The Galerkin averaging technique can be used to recast the PDE (2.8) as an ODE or
evolution equation on a suitable space of functions. The panel flutter problem [4, equation (1.4)]
can clearly be treated similarly, as Dowel1 shows. At the outset one must make the major
hypotheses that (a) the modal series can be truncated and any deflected shape of the pipe
represented by a Jinite linear combination of eigenfunctions, and (b) that time and space
variables are separable. One can then write
v(z, t) = 5 rj(t> wj(z), (3.1)
j=l
where the w,(z) are a suitable set of orthonormal eigenfunctions (see section 2.2). In a subse-
quent paper the author hopes to indicate how the PDE might be treated without these
restrictive hypotheses, but for the moment it must be implicitly assumed that the solution v
converges on the true solution as n -+ co.
BlFURCATlONS TO DIVERGENCE AND FLUTTER 477
Substituting equation (3.1) into equation (2.8) yields
where xj = Ij”=1, etc.

Following Galerkin’s method one multiplies equation (3.2) by w,(z) and integrates over the
pipe length z = (0,l). Then, by using the orthonormality of the bases,
s = 1
wj wk dz
0, .i#k,
(3.3)
f 0, j= k,
0
and the relationships

1 1 1 1
wrw,dz= wJ’w; dz, w;w,dz=- w; w; dz,
s J s s
0 0 0 0
obtained by integration by parts (since Wj = w, = 0 at z = 0, l), one finally obtains a second

order ODE in the time dependent amplitude coefficients r,(t). This equation is defined on an
n dimensional linear space E whose basis is provided by the eigenfunctions wj(z), j = 1, ., n..
E can be identified with Euclidean n-space R”.
The technique may be illustrated by application to the case of a simply supported pipe.
Here wj(z) = sinjnz and JA sinj7czsinknzdz = 3, j = k. In this case the ODE or evolution
equation is given by
(3.4)
where
A, = c((s7c)4+ 6, B, = (sn)” + (I- - p2 + y) (sn)2,

f; = [2js/(s2 - j2)] (1 - (-l>“+j): i.e., =O, s +j even, #O, s + j odd (3.5)
(see reference [4], section 1.11, for example). Clearly, equation (3.4) can be rewritten as a
first order ODE on E x E or R2”:
dx/dr = A,, x + B(x); x(0) = x0 E R2”, (3.6)
where
_;.)yx=(r)
A.(-Yp (3.7)
and the n x n matrices C,, D, and the cubic function B(r, r) are obtained from equation (3.4)
in the obvious way. A similar procedure would clearly be followed in the case of end conditions
other than simple supports.
For initial conditions i: , the evolution equation (3.6) can be solved by con-
x(0) =
ii
ventional numerical integration techniques. The accuracy of such solutions depends on the
rate (and uniformity) of convergence as n + 00. Physically, it seems reasonable that for
478 P. J. HOLMES
problems with the majority of energy at low frequencies, the motion in low modes will
predominate and that such an approximation will thus converge rapidly on the true solution.
In reference [4l for example, Dowel1 shows that in a similar case a 4 or 6 mode approximation
is satisfactory (n = 4 or 6). As only the qualitative analysis of solutions of the evolution
equation is ofconcern here, it is assumed that suitable convergence conditions exist for the n
mode problem to be physically reasonable? (see the penultimate paragraph of section I).
Remark. In references [2] and [3] Pai’doussis and Pai’doussis and Issid have solved problems
for clamped/clamped and clamped/free (cantilever) beams and pipes by use of the linear
PDE and separation of variables. Although their methods are only applicable to linear
problems, since harmonic time variation rj(t) = rj eiwf is assumed, it should be possible to
extend the Galerkin method, above, in a manner similar to that suggested by their analysis.
3.2. MODAL COUPLING

The finite dimensional evolution equation (3.6) allows some interesting conclusions to be
drawn as to the nature of solutions of equation (2.8). Perhaps the most important of these is
the phenomenon of modal coupling, without which flutter cannot take place.
Consider a single mode approximating evolution equation: i.e., case i= s = 12= 1 in
equation (3.4). Herefj = [2/( 12 - 1‘)I [ 1 - (-1)2] E 0 and the equation becomes
i: + Ai + Br + ~7c~(7?/2) r3 + 07cz(7r2/2)r2 i = 0, (3.8)
with A = cm4 + 6, B = n4 + (r - p2 + y)n2. Since CI,6, K, 9 > 0, then as p = (I’,p) varies the
only coefficient in equation (3.8) that can become negative is B, the linear stiffness. For y = 0
this occurs at r - p2 = -x2, the Euler buckling load for the first mode of the simply supported
pipe (cf. section 2.2 and reference [3, p. 2741).
Writing equation (3.8) in evolution equation form yields the system on R2;
i, = r2, f2 = -Brl - Ar2 - ~(7r~/2)r: - a(7c4/2)rir2, (3.9)
and it can be checked that for B > 0, there is a unique fixed point at the origin (0,O) and that
this point is a sink. This merely indicates the stability of the undeflected position of the pipe.
For B < 0 there are three equilibrium positions, at (0,O) and at (+dw, 0). The central
fixed point is now a saddle point and the two others are sinks. This indicates that the pipe
has buckled or “diverged” and that the undeflected position is no longer stable.
Since A and 0, the damping terms, remain positive the system cannot undergo the Hopf
bifurcation: necessary for the appearance of a limit cycle surrounding (0,O) and thus the
single mode approximation cannot exhibit flutter. This is, of course, well known. With two or
more modes, however, the corresponding evolution systems on R4, R6, etc., may undergo
Hopf bifurcations and limit cycle or flutter behaviour might be expected to appear. This is to
be discussed, in the particular case of two modes, in section 5. Before this, the necessary
dynamical system and bifurcation theory must be outlined.
4. THE CENTRE MANIFOLD AND BIFURCATION THEORY
4.1. QUALITATIVE DYNAMICS

The approach to the analysis of the evolution equation (3.6), to be applied in section 5, is
based on the qualitative theory of dynamical systems and bifurcation theory. Those un-
familiar with the field will find reference [ 151 an excellent introduction. Markus [16] and
Smale [ 171 have discussed more advanced concepts and Arnold [ 181 has studied bifurcations
in particular. The introduction to global analysis of Takens [19] is also useful and the study
t Recent calculations suggest that convergence is very rapid [Ill.
Z See section 4.4.
of turbulence by Ruelle and Takens [20] is a good example of the general approach to be
outlined here.
First, some definitions are needed. A dynamical system is a pair (M,X) consisting of a
dynamic, X, acting on a state space, M. The points x EM represent all possible physical
states of the system; M can be of large or infinite dimensions (a function space, for example).
The systems of concern here are those whose behaviour, expressed in terms of internal
variables (points in M) is in some way controlled by externalvariables. The latter are collected
in a controlparameter p; one can often take p E R’“. The system then can be written as (M, X,,),
In the case of the evolution equation (3.6) M = R2” and the dynamic X, is given by
dx/dt = X,(x) = A, x + B(x), (4.1)
where p = (p, r) E R2. There are also generally initial conditions x(0) = x0 E M. The ODEJ
(4.1) generates a flow or cectorfield on M.
The state space can be pictured as densely filled with flow lines defined by k = X,(x)
which approach the attractors in M as t --f JOand the repellers as t --f -CC ; there may also be
“saddle” type solutions in M. In determining the long term outcome of initial value problems
(e.g., the result of arbitrary transient perturbations) the structure of the collection of attracting
sets r&l in M is clearly important. One wishes to know what qualitative solution types can
exist and in particular to classify the ways in which d might change with p (as X, changes).
Qualitative changes in X, (resp. JZZ)are referred to as bifurcations. In the next section it is
shown how the occurrence of such qualitative changes allows extraction of a subsystem
(M,X$ from (M,X,) which completely captures the bifurcational behaviour in some local
domain.
4.2. CENTRE MANIFOLD THEORY
The centre manifold theorem for fixed points of ODE’s will be stated below. First recall
the standard (Liapunov) Theorem [15] which asserts that the stability type of a fixed point
x0 E M of a vector field X, is determined by the eigenvalues of the linearization DX,(x,):
locally the ODE g = X,(x) and its linearization % = DX,(x,Jx “look alike”. For the evolution
equation of interest here, M = R”” and DX,(x,) is then a 2n x 2n matrix whose eigenvalues,
&, given by det(DX,(x,) - &I) = 0, occur in complex conjugate pairs or as purely real
numbers. For a hyperbolic fixed point (sink, saddle or source), all eigenvalues have non-zero
real parts (Re(i) < 0, <O and >O, >O resp.). A non-hyperbolic or degenerate fixed point has at
least some eigenvalues with zero real part [15, 161 and bifurcations occur when at least one
critical element? (attractor or repellor) in the vector field becomes non-hyperbolic. With this
preamble, the centre manifold theorem can now be stable (see reference [21] for proofs).
The form used by Kopell and Howard [22] is adopted. Note that an infinite dimensional
form of the theory exists for dealing with bifurcations of non-linear semiflows in function
spaces [g, 91.
Centre manifold theorem 4.1. Suppose that a set of n ODE’s can be written as
fi = Au -t fa(u, v, w), t = Bv + f&, v, w), * = cw + f&u, v, w), (4.2)
where A, B and C are square matrices of orders, j, k and 1, expectively (j + k + I= II),
whose eigenvalues have their real parts ~0, =O, >O, respectively. The (non-linear)
functions fA, fs, f, are C’ differentiable: (r > 2) and vanish, along with their derivatives,
at (u,v, w) = 0. Then there is a C’-’ submanifold M, of dimension k, which passes through
(u,v,w) = 0, is tangent there to u = 0, w = 0 and which is invariant under the above
equations (i.e., is composed of solution curves of those equations).
t Elements other than fixed points, such as limit cycles and more complex attracting (repelling) sets can be
similarly dealt with (see, e.g., reference [19]).
: C’ = Ytimes continuously differentiable (analytic functions are Cm).
480 P. J. HOLMES
Remarks. The manifold 6, called the centre manifold of equations (4.2) at (u, v, w) = (O,O,0),
is only defined on a neighbourhood U of (II,v, w) = (O,O,0) and is not unique. Geometrically
one may picture the dynamical situation as follows. In U there is a stable manifold W, of
dimensio_n j and an unstable manifold W, of dimension I[ 16, 171such that the tangent spaces
to W,, M and W, at (u, v, w) = (O,O,0) span R”; W, (resp. Wc) represents the directions in U
in which (u,v, w) = (O,O,O) acts as a sink or attractor (resp. source or repeller) while i$f
represents those directions in U where the attraction or repulsion is weak. So far as bifurca-
tions are concerned one can ignore the action determined by W, and W, since this is qualita-
tively stable, being hyperbolic, and one thus can reduce to the completely non-hyperbolic
case by studying the dynamic restricted to the centre-manifold alone.
For use with parameterized vector fields X,, I( E R”, extension of the theorem is necessary,
a set of equations like equations (4~2) but with m additional members of the form p = 0,
making a set of n + m equations. With I( = 0 the bifurcational value of interest, one then has
a degenerate fixed point at the origin x = (u,v, w) = 0, I( = 0. The following proposition is
then required.
Proposition 4.2 (see reference 1221).Suppose there is a curve (u(p),v(p), w(p)) such that
(u(O),v(O),w(0)) = 0 and, for each c E R”, (u(a), v(a), w(a)) is a fixed point for equations
(4.2). Then, for all sufficiently small p(,(u(p), v(p), w(p)) lies in any centre manifold $I.
Then, by Theorem 4.1 and Proposition 4.2, for such a parameterized vector field Xp,
I( E R”, there is a k + m dimensional invariant subsystem which captures the bifurcational
behaviour. The k -t-m dimensional centre manifold, M x p is tangent to the p-space and to the
generalized eigenspace of the degenerate eigenvalues (v, in equations (4.2) above). Note that,
for the evolution equations of interest here, it is always possible to find a linear change of
co-ordinates which will transform the fixed point in question to the origin and which will
“uncouple” the linear parts of the ODE in the appropriate manner (cf. equation (4.2)). The
co-ordinate change will, in general, be control-parameter dependent.
The k + m dimensional sybsystem is written (&l,$j,,), p E V, where V c R” is some
neighbourhood of the bifurcational value p = p’ and X, = X,,ji;, the dynamic restricted to
$I c M. (l@&,) forms an essential model of the bifurcation in the sense that it captures all
the essential qualitative features; note, however, that it is only valid locally.
4.3. GENERICITY AND STRUCTURAL STABILITY

It may be helpful, before discussing bifurcations, to clarify some of the concepts introduced
above. A set B of systems (M ‘, XL) possesses generic properties if (a) every model is approxi-
mated by some other model in B and (b) the set of models not in B is small with respect to B.
Technically B is a residual subset? in the space of all systems (M’,X:). Crudely, this implies
that a generic system’s qualitative properties are shared in common by a wide class of such
systems. Generic properties are those one typically expects to find in nature.
A dynamical system (M, X,) is structurally stable; if its qualitative structure is not destroyed
by a small perturbation in X,. The Hamiltonian system of the linear oscillator f + k2x = 0 is
structurally unstable, for example, since the addition of (small) damping totally changes the
qualitative nature of its vector field. In fact, for a structurally stable system on the plane,
(a) all fixed points must be hyperbolic (and hence distinct), (b) all closed orbits (limit cycles)
must be hyperbolic, and (c) there must be no orbits connecting saddle points, (see references
7 = Intersection of a countable number of open dense subsets.

$ The present (mathematical) usage of “structural stability” is quite distinct from engineering usage. For
example, the vector field of the equation R - i + x = 0 is structurally stable, while the dynamical behaviour
modelled by this equation is unstable in the sense that almost all solutions -+ m as f + 00. Where confusion
might arise, mathematical usage is denoted by “topological structural stability”.
[23, 241). Structurally stable vector fields in manifolds of dimension >2 can contain more
complex critical elements (e.g., Smale’s Horseshoe [17, section 1.51). It might be thought that
structural stability is generic but there are examples of generic vector fields which are not
structurally stable [16, 171.In the following discussion only generic bifurcations which occur
as a vector field passes through a structurally unstable state will be considered, and in particu-
lar the case of non-hyperbolic fixed points, but in section 6 cases also will be considered in
which conditions (b) and (c) are broken. For (b), see the second footnote in section 5.3, and
reference [19]. Such bifurcations occur in a structurally stable manner in the sense that small
perturbations do not alter the qualitative nature of the bifurcation from one regime to
another although the bifurcations may occur for slightly different parameter values. The
mathematical term “structural stability” is thus itself used in two distinct senses.
Finally a working definition of codimension is needed. In a sense the codimension of a
(degenerate) fixed point (limit cycle, etc.) describes its degree of structural stability; hyper-
bolic fixed points are of codimension 0. The higher the codimension the more varied and
complex are the ways in which the singularity can unfold in response to perturbations. To
generically capture a codimension m singularity one needs an m-parameter vector field. Note
that the codimension of a degenerate fixed point is at least as great as the number of eigenvalues
with zero real part (a purely imaginary conjugate pair, +ia, counts as one zero real part) and
that high or even infinite codimension bifurcations can result in cases when only a low number
of eigenvalues have zero real part. The references cited above provide precise definitions of
the concepts introduced here.
4.4. BIFURCATION
A bifurcation occurs when a vector field passes through a regime of structural instability
and suffers a qualitative change. The study of bifurcations is particularly important since
members of the collection of attracting sets, G! c M, can be annihilated or transformed in
bifurcations and a solution lying at such an attractor might therefore undergo a sudden jump
or change as the attractor evolves into some other regime. Bifurcations may thus represent
important physical phenomena and it is important to know what sort of bifurcations can
(generically) occur in (M,X,,) as p varies.
The classification of generic bifurcation of vector fields is only partially complete up to
codimension 2. Classifications for vector fields governed by gradient dynamics, where
behaviour is controlled by (the minimization of) some potential function and which thus
contain only fixed points, is complete up to codimension 15. The elementary catastrophes,
bifurcations in gradient fields for codimension < 4, form the mathematical basis of Thorn’s
catastrophe theory [2.5]. It is important to grasp the uniqueness of such classifications-in
the case of the elementary catastrophes, for example, the theorem allows one to state that
there are only 7 structuralZy stable ways in which degenerate singularities (fixed points) of
codimension 4 can be generically unfolded locally. The italicized words are important: in
non-generic cases almost anything can happen. Also note that the global combinations of
such local events may be extremely complex (see section 6 for examples). Here use can be
made of the more general work on vector fields of Takens [19,26,27] and Arnold [ 181,which
includes bifurcations involving limit cycles and saddle connections. As introductory examples,
the two unique generic codimension one bifurcations in their normal forms can be cited:
(a) the saddle-node and (b) the Hopf bifurcation.
(a) Saddle-node: one isolated eigenvalue with zero real part. For a vector field on R” the
dynamic is locally equivalent to
Y=-Y, 2=/l * x2, i = z, (4..3)

482 P. J. HOLMES
+I$ c-:x+~
+p
(b)
Figure 2. The saddle-node bifurcation. (a) Vector fields; (b) evolution of attractors.
where y and z are j and k dimensional vectors and x and p are 1-dimensional, j + 1 + I = n
(cf. equations (4.2), Theorem 4.1). The dynamic on the centre manifold is thus given by
i = p + x2. Adding a second “stable” direction for clarity (J; = -v) and taking the “-” case
one immediately sees that for P < 0 there are no fixed points and that for p > 0 there are two,
a saddle at (-2/72,0) and a sink at (+fi,O). The vector field takes the form indicated in
Figure 2(a) and the evolution of the attractor may be pictured as in Figure 2(b). Note the
structurally unstable saddle-node. The “+” case is clearly similar, but here one has a saddle
and a source. The saddle-node bifurcation is of importance in modelling buckling or divergent
behaviour.
(b) Hopf bifurcation : isolated pair of purely imaginary eigenvalues. Here the local model
on the centre manifold is given by
f = +y + X(P - (x2 + y”)), 3 = --x _+Y(P - (x2 + v’)), (4.4)
or in polar co-ordinates
0=-l, i = _+r(p - r2) (4.5)
(the forms given by Takens [19] and Arnold [18] are slightly different). Taking “+“, the
reader can check that there is a spiral sink at (0,O) for p < 0 and a source at (0,O) surrounded
Smk
(6) +limit cycle

Source
(b)
Figure 3. The Hopf bifurcation. (a) Vector fields; (b) evolution of attractors
by a limit cycle for p > 0. The limit cycle evolves continuously from the centre at (0,O) for
p = 0 as CLincreases (see Figure 3). The bifurcation is named after E. Hopf, who first classified
it [28]. The Hopf bifurcation is of importance in situations where limit cycle flutter arises.
For present purposes the theorem may be summarized as follows. Suppose that the ODE
% = Xp(x), x E R”, possesses a fixed point at x&L) and, for some “critical” value of p = p’ E R
the ODE linearized at x’ = X&L’), ir = DX$(x’)x, possesses a pair of purely imaginary eigen-
values, il and 1, and all other eigenvalues have negative real parts. Suppose that the rate of
change of the real part of 1>and 1 with p, @/a~) Re (3,) IpClr,# 0 and furthermore that the non-
linear terms of X, make x’ weakly attracting (resp. repelling). Moreover let I and 2 have
negative real parts for IL < CL’ and positive real parts for p > $. The theorem can then be
stated in the following form.
Theorem 4.3 (Hopf). Under the above hypotheses, there is a one-parameter family of
closed orbits in some neighbourhood z; of ({x’} x ($,p + E)) (resp. ({x’} x ($ - E,$))
for E > 0, small. These orbits are attracting (resp. repelling).
Figure 3 shows the “weakly attracting” situation.
Note that the control parameter, ,r~,is one dimensional in the codimension one bifurcation
above; examples of two parameter codimension two bifurcations will be met in section 6.
Note furthermore that bifurcations can occur on centre manifolds and stable and unstable
manifolds may also be present. Thus a saddle point withj “stable” directions (Re(iJ < 0),
two (spiral) stable directions (& x = p f ia, p < 0, a > 0), and 1 “unstable” directions (Re(L) >
0) might undergo a Hopf bifurcation on a centre manifold ti tangent to the eigenspace
associated with d, 2 = +ia (/L = 0). For weak attraction on i% for p = 0, the resulting cycle in
G for p > 0 will be attracting but globally it will have saddle nature. The examples of section 6
should clarify this.
Finally the bifurcation set, B, must be defined. For an m-parameter family of vector fields
Xg the bifurcation set B c R” is the set of values for p for which X, is structurally unstable.
In the examples above a is the unique point 0 E R. Similarly for a two-parameter family, B
generically consists of curves in R2; the generalization to B = a hypersurface (of codimension
1) in R” is obvious.
4.5. SYMMETRY
Many physically important systems possess symmetry. The pipe of Figure 1 is clearly
symmetrical in that the forces generated by deflections y are equal (and opposite) to those
generated by deflections -y. This symmetry is expressed by the absence of even-powered
terms in the PDE and the evolution equation. Such symmetries must be considered when
deriving essential models. For example, for the single mode evolution equation (3.9) which
may be written as
i, = r2, i2 = -Br, - Ar, - 6r: - jkf r2, A, 6 7 > 0, (4.6)
consider the effect of an increase in -r, the axial compressive force. Here B = (7~”+ (r -
pz + y) n’) and A, 6 and 1/all remain positive. As -r increases for fixed p and y, B can become
negative. It is easy to check that, for B > 0, there is a single fixed point, a sink, at (0,O) and
that for B < 0 there are three fixed points, two sinks at (k&B/6,0) and a saddle at (0,O).
As B changes the attractors evolve as indicated in Figure 4(a). At B = 0 the eigenvalues are
I I,2 = (-A,O) an d a saddle node bifurcation occurs. One can recover the generic codimension
one saddle node by adding a small constant term to equation (4.6), (e.g., i2 = -Br, - Ar, -
8r: - :,rfr, - E), in which case the symmetry is broken (Figure 4(b)). The case of equation
(4.6) with E added provides an example of the canonical cusp or Riemann-Hugoniot
catastrophe of Thorn [25]. The bifurcation of Figure 4(a) is of codimension two; two para-,
meters (B, E) are required to unfold it completely.
484 P. J. HOLMES
(b)
Figure 4. A bifurcation with symmetry. (a) Unperturbed Duffing’s equation (E = 0); (b) E # 0.
Remark. Working from the potential energy function of a simply-supported beam,

Chillingworth has shown that the cusp catastrophe provides a model for Euler buckling [29]
(see also the recent paper by Zeeman [30]). In this scheme, E can be seen as a small misalign-
ment, eccentricity of load, or lateral force.
4.6. GLOBALIZATION
Note that the essential models of bifurcations derived as outlined above are only valid
locally, i.e., in some neighbourhood U c M of the bifurcating fixed point and in some neigh-
bourhood V c R” of the bifurcational value of the control parameter, p. If a number of
distinct bifurcations occur, then one must consider the problem of fitting the various local
models together into an overall scheme. This problem of globalization is largely open and
appears generally difficult. Zeeman has considered the case of fitting the first and second
mode buckling bifurcations in a two mode model of Euler buckling [30] but there does not
seem to be much other work available here (see section 5.4, below).
5. A TWO MODE MODEL FOR FLOW-INDUCED OSCILLATIONS
5.1. THE MODEL : EIGENVALUES AND BIFURCATIONS

The ideas developed above may be illustrated by considering the specific case of a two
mode model for the simply supported pipe. Reference to section 3.1 shows that the evolution
equation is an ODE on R4 given by
x1 = x3, i2 = x4,
i3 = a11 Xl + &I x2 + a12 x3 + &2x4 -h(x),
i4 = b2, x1 + a21 x2 + b2, x3 + a22 x4 -_fXx), (5.1)

where
a 11= -n’(n’ + I- - p2 + y), a12 = -(cm4 + 6),
a*1 = -47c2(4n2 + r - pz + y), a,, = -( 16u7c4+ h),
b,, = - ;Y. b12 = 16jP2 p/3, b,, = -$ b,, = -16jPi2p/3,
fi(X) = K7C2($n2X: + 27~~Xz’)X1 + 07T2(+t2X, X3 + 27~’X2 X4) X1,

f2(X) = 4K7T2(37Z2 X: + 27~~
X;) X2 + 4G7r2(37r2X1 X3 + 2R2 X2 X4) X2. (5.2)
Because of the restrictions on the parameters (GL, p, . . . p, r) given in section 2.1, al2 and a,, are
always negative, b,, < 0, b,, > 0 and a 11, a21, b,, and b,, can take any signs. The cubic terms
ensure that the vector field is globally attracting: solutions are directed inwards (towards (0))
for large Ix/, provided that 1~1,.. ., Irj < co. Implicit use is made of this fact in the discussions
below. Furthermore, it is clear that there is always a fixed point at (0) = (O,O,O,O)and that
other fixed points can appear as a = (p,T) varies for (CX,. . ., CT)fixed. In particular, as -r
(or p) increases, symmetric (codimension 2) saddle-node bifurcations occur, as in Figure 4(a).
The fixed points created in these bifurcations lie in the (x1,x,) plane (x3 = xq = 0) and are
given by
a, 1x1 + b, * x2 - Kn’(~7c’x: + 27T2x$) xi = 0,
b,, X, + a,, X2 - 4KTC2(~7CzX: + 27r2Xf) X2 = 0. (5.3)
By using equations (5.2) these may be solved to give
x1 = +r[{-2(n2 + l- - pz + y) + 37~’
C}/K7t2{Y2 + ( 27n4c/40)*}
x2 = 27~~cx,/8Oy, (5.4)
where c = [I + Jl + (40y/27~~)~]. Setting y = 0 one recovers the symmetric pairs of fixed
points (+a, O,O,0) (0, +b, 0,O) of the familiar non-linear buckling problem [ 141, where
U = (-2(7r2 + r - p’)/K7Z’)‘“, b = (-(47~~+ r - p2)/2K7C2)“2. (5.5)
These “first” and “second” pairs of fixed points bifurcate off the fixed point at the origin (0)
at r - p2 = -7~~ and -4n2, respectively, the Euler buckling loads (see Figure 8, of section
5.3). With gravitational effects (y # 0), these loads are modified to r - p2 + y = --x2( 1 + 3c/2)
with c = (1 + c)), c = (1 - c)), respectively, and coupling is induced between the
modes in the static buckling situations. This is illustrated in Figure 5.
x2 (2nd mode)
x,y=O (first mode only)
o,~>o (sum of first and second

modes)
9
I1
X
i r
(a) (b)
Figure 5. The effect of gravity (y) on equilibria of the buckled pipe. (a) Fixed points in (x1,x2) plane; (bl
corresponding buckled shapes of pipe.
Consider next equations (5.1) linearized at x0 = (0) and (x1,x2,0,0). The linear ODE is
t = DX,(x,J x, (5.6)
where
0 : I
. . . . . . . . . , :. . . . . . . . . . .
DX, (0) = (5.7)
a11 b 11 1 al2 b 12
b 21 a2, : b22 a22
486 P. J. HOLMES
D&(x,, xz, 0, O>=

0 I
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..~.............................................
= cm4
a,, - wTy+c: + 2x3 b,, - 4rcn4x1 x2 : a12 - - x: b,, - 2m4 x, x2
2
b,, - 4KTc4 xl x2 a 21 - 2K7c4(X: + 12X;) : b,, - 207~‘~~x2 az2 - 8an4 xi
[ I
(5.Q
To investigate the (engineering) stability of these points one solves the quartic equation for
the eigenvalues, det jDX,(x,,) - 211= 0, but before results obtained in this way are presented,
it may be helpful to show how the bifurcation set for (0) can be found. Here the bifurcation
set in (p,T) space is partially composedt of the set points ~1’= (p’,r’) for which (0) is non-
hyperbolic: i.e., points at which at least one eigenvalue is zero or at least one pair is purely
imaginary. The eigenvalue quartic can be written as
;14+a3123+a,12+a,/I+a,=0, (5.9)
where a,, . . ., a3 are functions of al,, . . ., b,,: i.e., of a, p, . . . p, r. The condition for a (single)
zero root is clearly
a, = 0, (5.10)
and that for a purely imaginary pair, 1= iia, a > 0, can be shown to be
a:-a,a,a,+a,a:=O, al/a3 > 0. (5.11)
These can both be expressed as quadratics in r and the bifurcation points B’ = (p’,r’) can
be found by solving equations of the form
YZ + C,(4 P, y, 6; P) r’ + CA& a, Y>6; PI = 0, (5.12)
which yield curves in (p,T) control space. “Normal” points on curves given by equation
(5.10) correspond to (symmetric) saddle-node bifurcations and normal points given by equa-
tion (5.11) to Hopf bifurcations. Points at which equations (5.10) and (5.11) (less the inequality
condition) are satisfied simultaneously and the curves meet or cross represent more complex
singularities of higher codimension. In particular, points given by a, = a, = 0 correspond to
singularities with double zero eigenvalues.
Bifurcation sets for fixed points (x,, x2, O,O), x1 x1 # 0, could clearly be similarly calculated.
In cases where models with more than two modes are used the order of the matrix DX,,(x,,) > 6
and iterative techniques must be used to obtain the eigenvalues.
5.2. SOME SPECIFIC CASES

(i) Bifurcations for y = 0. Consider first equation (5.1) for the damped pipe with flow, but
with gravitational forces ignored (y = 0). Here equation (5.10) yields a bifurcations set
consisting of two members, B,, and Bs2, on which saddle-nodes occur at (0). An example is
shown in Figure 6; Hopf bifurcations do not occur in this case. In Figure 7 the evolution of the
eigenvalues in the complex plane is shown for fixed r as p varies. For p = 0 the eigenvalues
are complex conjugate pairs with (small) negative real parts and can be identified with
previously calculated “modal frequencies” [2,3]. As p increases, however, the modes become
strongly coupled by virtue of the terms b,, and b,, ; it is thus misleading to think of separable
modes of vibration. Here, for r = 0, saddle-node bifurcations occur as p passes through TC
7 Global bifurcations, in which the stability type of the fixed points do not change, can also occur. See
section 5.3 and 6.3, below and section 4.3, definitions (b) and (c).
Figure 6. Bifurcation set for fixed point {O}.u = 6 = 0.01, y = 0, B = 0.1,
and ~TC,the Euler buckling loads. Thus in region I of Figure 6 (0) is a sink, in region II it is a
saddle with one unstable eigendirection and three stable ones and in region III a saddle with
two unstable eigendirections. In the following discussion the nature of saddle points is
indicated by merely noting the signs of the real parts of the eigenvalues. Thus, in the case
above, for (0) in region II one has A = (+,-,-,-); in region III i. = (+,+,-,-). Note the
Im
40
“Mode”.
2
30
3
20
i‘
Figure 7. Eigenvalue evolution for (0). a = 6 = 0.01, y = 0, j? = 0.1, r= 0, p = 0.1 -+ 10 (eigenvalues on

real axis slightly displaced for clarity).
488 P. J. HOLMES
complicated behaviour of the eigenvalues or the real axis: such reversals of direction are
typical and will be met often. Note also that in region I, for “low” values of Ipj and Irj,
examination of the linear and non-linear parts of equation (5.1) ensures that the sink at (0)
is the only critical element in the vector field and all solution curves tend to (0) as t + ZC;
this holds also for y # 0. In reference [I I] it is shown how this may be checked by use of a
Liapunov function.
Thus far we have essentially reproduced Pa’idoussis’ results. To obtain further information
consider the fixed points bifurcating from (0) as p = (p, r) crosses B,, and Bs2. Substituting
the relationships (5.5) into the matrix (5.8) of the linearized equation one can deduce that the
“first” pair of fixed points, appearing on Bsl, are sinks and remain so throughout regions II
and III and that the second pair are saddles with one unstable eigendirection (A = (+,-,-, -)).
Since Hopf bifurcations do not take place, no limit cycles appear? and flutter does not occur.
Hence the pipe diverges for p = (p,T) in regions II or III of the bifurcation set and remains
straight in region I.
(ii) Bifurcations for y # 0. Eigenvalue evolutions were calculated for a range of values of y
between 520 and again only saddle node bifurcations were detected. Examination of the Hopf
condition (5.11) confirms that there are no values of (p, r; y) for which it is satisfied and hence
Hopf bifurcations never occur. For y # 0 the positions of B,, and B,, in the bifurcation set
are shifted from those for y = 0, but the behaviour remains qualitatively identical. Thus one
obtains the surprising result that flutter does not occur for y # 0.
In an earlier version of this work a mistake was made in the Galerkin averaging which led
to differing values of b,, and b12 in equations (5.2); Hopf bifurcations and flutter were
detected for y # 0 in this erroneous case. At first this appeared reasonable, since the linear
analysis of Pai’doussis had confirmed that exponentially growing oscillations could occur in
pipes fixed at both ends [3, pp. 277-2871 and it was thought that the non-linear terms would
serve to limit these oscillations and thus yield a stable limit cycle. Moreover, a similar non-
linear PDE, for panel flutter, was already known to exhibit flutter (see reference [4] and
section 6, below). However, in a study of the energy equation (2.10) [l I] it became apparent
that the pipe equation (2.8) cannot support sustained oscillations and that the only critical
elements in the state space are fixed points. The corrected finite dimensional evolution equa-
tion confirms this. Although a solution curve might oscillate locally about an unstable
saddle (J. = (+,+,-,-)) it tends toward a stable sink (or, exceptionally, another saddle) as
t -+ +co. Thus the non-linear analysis indicates that conclusions drawn from a (local) linear
study can be misleading. This point is explored further in section 5.4, but first it is necessary
to discuss how to piece together the local behaviour detected by analysis of the linearized
equation.
5.3. CENTRE MANIFOLDS AND GLOBALIZATION

Since the behaviour for y # 0 is qualitatively identical to that for y = 0 only the latter case
need be considered. Furthermore one may fix r = 0 and study the evolution of attractors as
p varies. The eigenvalue behaviour discussed above indicates that onecanfindone-dimensional
centre manifolds 6l for the two values of p = pC = TC,2x on B,, and Bs2. (More precisely, for
a,,, . . ., b,, such that 1= (0, . , . , .) one can find a linear transformation g:R4 --f R4 which
carries equations (5.1) into the form (4.2) of the centre manifold theorem.) Furthermore, in
some neighbourhood (pC - ~,p, + E) of the critical flow rates pC = TC,2n, one can extract a
two-dimensional subsystem 6i x (pC - E, pC + E) which completely captures the bifurcational
behaviour locally in R4 x R, the product space formed by the state space and the (single)
7 Limit cycles could arise in “global” bifurcations such as those described in section 6, below, but examina-
tion of the energy equation (2.10) shows that sustained oscillations cannot occur in this case. See reference [l 1I
for details.
RegionI Region II Region IU
(a)
Invorlantsubsystem (Mx (a-e,r+e)), dun.?2?
/
Centre monlfold h, dun M=l
Etgen dlrectlon of X=0
(b)
Figure 8. Bifurcations of the two mode pipe; a = 6 = @Ol, y = 0, B = 0.1, r= 0. (a) Vector fields projected
on to (x1,x2) plane; (b) evolution of attractors in (x,,x~,P) space: -, sink; ------, saddle, A= (+,-,-,-);
---.-,saddle,I=(+,+,-,-,).
control parameter p. These ideas are illustrated in Figure S(b) in which the two dimensions
(x3,x4) of the state space have been suppressed. Note that in Figure S(a) the vector field in R4
is projected on to R2; although all the fixed points do lie on R2 = {x1,xzIx3 = xq = 0} (see
expressions (5.3) and (5.4)), the solution curves entering, leaving and joining them are not
restricted to this plane. Locally, however, they are restricted to the centre manifolds. Note
that the bifurcation on Bs2 involves two saddles /z = (+, -, -, -) splitting off a saddle to leave
a saddle of different type, 1, = (+,+,-,-). In the case of the bifurcation on B,, one has only
stable and centre manifolds passing through (0); on B,, stable, centre and unstable manifolds
all exist. Use of centre manifold theory here yields well-known results which can be obtained
by alternative means [14, p. 12, Figure 21, but Figure S(b) is useful in picturing the evolution
of attractors. Note also that the universal unfolding of the first singularity, shown in Figure
4(b) (E # 0), indicates how small imperfections in the pipe might affect the bifurcation to
divergence. For slight side load, for example, the attracting sink follows a smooth path in
R4 x R2 and perceptible divergence sets in earlier than in the case of a perfect pipe [29, 301.
This illuminates remarks made by Pa’idoussis and Issid [3, p. 2811 and others on the destabiliz,-
ing effect of imperfections.
For the perfect symmetric case Figure 8(b) provides a global picture of the behaviour 01
equations (5.1) as (p,T; y) vary. Furthermore, consider the n mode model for n 9 2 (the
limiting case it + CCcan be similarly dealt with). Reference to sections 2.2 and 5.1 shows that,
for r - pz + y < -n’( 1 + 3c/2) there are (2k + 1) fixed points in the state space corresponding
to those k eigenvalues with positive real part. Two of these are sinks and the remaining(2k - 1)
saddles. Figure S(b) can in fact be extended to indicate globally the evolution of attractors in
((x 1,. . .,q) x p) space, R“+‘. Fixed points split off orthogonally at regular intervals z, 271,. . .,
kn as p increases for fixed (r, y). The behaviour of the symmetric model is thus clear but it is
not known how small perturbations might affect the global structure (cf. the local unfolding
illustrated in Figure 4).
490 P. J. HOLMES
5.4.GENERICITY AND NON-LINEARITY
In studying complex oscillatory phenomena it is important to choose generic models,

models whose qualitative behaviour persists under small perturbations. In particular, since
all real structure systems possess damping, it is important to study its effects. In the past,
much work has been done with undamped (Hamiltonian) conservative systems; in the present
discussion the studies ofPaidoussis and Issid [3] and Plaut and Huseyin [3 I] provide examples :
Pdidoussis includes damping terms in his general theory but they are set to zero in many
eigenvalue calculations. In a number of problems the way in which the behaviour of the
undamped case “unfolds” as damping is added is relatively simple and calculations of un-
damped natural frequencies can be used in physically useful predictions. In the present case
however, where stability regions are in question, the addition of damping can cause radical
changes, as is illustrated in what follows.
Im
Elgenvalue path is on Re OXIS
! j-4”
Figure 9. Eigenvalue evolution :
for {O) a=6=0, ------; a=6=@01, ~ ; y=o, p=o.5, r=o,
p=@l --z 10.
Consider the eigenvalue evolutions for the two mode model linearized at (0) for the two
cases a, 6 = 0; c(, 6 = 0.01; y = 0, p = 0.5, r = 0, shown in Figure 9. The former (undamped)
case is identical to one studied by Pa’idoussis and Issid [3, Figure 3(b)]. In this case it was
predicted that the saddle point at (0) regains stability as p crosses Bs2at p = 271(cf. also refer-
ence [3 1, Figure ICiii)]). In fact (0) is a centre for 0 < p < 71and 2x < p < z 6.3, and a saddle
for x < p < 27~ (A = (+,-,O,O)) and p 2 6.3 (A = (+,+,-, -)). The stability of Paldoussis and
Issid clearly differs from the asymptotic stability of a topologically structurally stable sink
(Re(A) < 0), the stability implicit in the present discussion. The former orbital or conditional
stability of centres with purely imaginary eigenvalues is, however, in wide use among engineers
(cf. reference [lo] for a general discussion).
The behaviour changes significantly on the addition of damping, however small (here the
damping is fairly high, for clarity). For 0 < p < 2n (0) becomes a sink; behaviour is now
asymptotically stable in this region. For rc < p < 27~(0) is again a saddle (A= (+, -, -, -)) and
thus the behaviour for 0 < p < 271 does not change dramatically. The bifurcation at p = 2n,
on B,,, however, now involves a change in type of the saddle at (0) from 13.= (+,-,-,-) to
A= (+, +, -, -) and thus there is no regain of stability. The detection of secondary regimes of
stable behaviour in conservative systems (see, e.g., reference [IO, pp. 16-191) should thus
perhaps be treated with some suspicion. The characteristic destabilizing effect of dissipative
forces on non-conservative systems has been noted before [3, lo] but here one sees that a
conservative system can react similarly (cf. [3, pp. 277-2791 for additional material).
Dwergence /
Flutter (limit cycle)
(b)
Figure 10. Definitions of divergence and flutter. (a) Linear theory, cf. [lo]; (b) non-linear theory, section 5.4.
In addition to giving a fuller and perhaps physically more useful description of behaviour,
the inclusion of non-linear terms permits the investigation of post-bifurcational behaviour,
since one is then able to trace the evolution of sinks bifurcating from (0). In connection with
this, one is led to propose here alternative definitions of the termsflutter and divergence. The
commonly accepted definitions [lo, 321 rely on linear theory alone and thus refer to a vector
field g = A,x with a single fixed point (0) E M = R”. In the terms of the present paper,
divergence is said to occur if at least one of the eigenvalues is real and positive and flutter is
said to occur if at least one complex conjugate pair have positive real parts. In these cases
solution curves leave the neighbourhood of (0) as indicated in Figure 10(a); the choice of
terms is thus clear. However, in the general non-linear case this only describes the behaviour
492 P. J. HOLMES
near {0}, the (newly) unstable fixed point. If globally attracting non-linear terms exist (as in
the present study) then these solution curves will converge on some other attracting element
in M as t -+ m and it is the nature of these other attractors that will determine the long term
outcome of solutions and hence the physically observable behaviour. Therefore the following
definitions are proposed.
Divergence exists when the state of the system falls into the basin of attraction of a sink
at x,# {O} E M, where x0 = (0) corresponds to the straight, undivergent condition.
F/utter exists when the state of the system falls into the basin of attraction of a limit
cycle y c NI,or, more generally, of a recurrent motion y’ c M. In this case, as t + co, the
state tends to one of periodic, almost periodic, or “strange” non-periodic oscillations of
limited amplitude.
Examples are given in Figure 10(b). Note that complex attracting sets can exist on manifolds
of dimension 33. Multiply periodic motions on tori (see, e.g., references [20] and [7]) provide
examples and in reference [20] Ruelle and Takens prove the generic existence of “strange”
attractors on tori of dim > 4. Therefore the possibility of complex recurrent motions repre-
senting (multimodal) flutter is included here. With the above distinction between linear and
non-linear flutter and divergence in mind one can reconcile the linear flutter detected by
Pa’idoussis with the lack of non-linear limit cycle flutter found here.
Although the behaviour of the pipe seems fairly simple in qualitative terms, the present
analysis of a generic non-linear model has produced some surprising results. For a yet more
powerful illustration of the use of the present methods, one can consider a PDE closely
related to equation (2.10) : namely, the equation for “one-dimensional” panel flutter.
6. A TWO MODE MODEL FOR THE PANEL
6.1. THE MODEL EQUATIONS
By working with PDE (2.15) for the panel, a finite dimensional evolution equation equiva-
lent to equations (3.5)-(3.7) can again be derived as in section 3.1 and the two mode approxi-
mation corresponds closely to equations (5.1) with identical non-linear terms, but with the
coefficients a,,, . ., b,, now being given by
a 11 = -7c2(7? + f), aI = -47r2(4n2 + f),
a 21 = (CYJT~
+ p’12 S), a22 = -(16cr7r4 + p’l2 S),
b,, = -b,, = 8~13, b,, = b,, = 0. (6.1)
Note that b,, # b,,. Equations for saddle-node and Hopf bifurcation sets can be derived as
in section 5.1. In this case the fixed points bifurcating off (0) are given by
x1 = +P[{-2(n2 + r) + 37c2c)/krc2{p2 + (97r4 ~/8)~}]‘“,
x2 = (9z4c/16p)x,, (6.2)
wherec=-1) d/1 - (8p/9~~)~. In the discussion below these are denoted as the “first” pair,
or {+l}, for c = -1 + 6, and as the “second” pair, or {12}, for c = -1 - 2/- The critical
loads or bifurcation sets B,, and Bs2 on which {+l} and {*2} appear are given by r = -rc’(l -
3rc2c/2), reducing to -x2, -4n2 when p = 0 (c = O,-2). A further bifurcation set, Bs3, is
apparent, given by {p = 9n8/4]F < -5rc2/2} (c = -I), on which {*I} and {?2} coalesce. At
(p, r) = (9n4/8, -5x2/2) all five fixed points coalesce in a highly degenerate saddle node. The
behaviour described above is independent of the value of u or 6. The existence and position
of the Hopf bifurcation set(s) however, depends upon CIand 6.
6.2.A SPECIFIC CASE
Before considering a specific case (a = 0.005, S = 0.1) in detail, the bifurcation set for
(x = 0, S = 0.1 can be compared with the “stability boundaries” derived by Dowel1 [4] from
numerical integration of a six mode model (see Figure 11(a)). The marked difference in critical
dynamic pressure for flutter at r = 0 is undoubtedly due to the crude two mode approximation
adopted here (cf. [4, Figure 51) but note that qualitative features are similar. This correspond-
ence is discussed further in section 6.4.
XC
zoc -
Buckled (divergence)
P
300
!b)
Figure 11. Bifurcation sets for the panel. (a) GI= 0, 6 = 0.1, in comparison with Dowell’s result [4]; --,
present case, ------, Dowell; (b) a = OW5, 6 = 0.1.
Figure 1 l(b) shows the bifurcation set for c( = 0.005; the sets for other realistic positive
values of c( and S are similar to those of Figures 11(a) and 11(b) and hence discussion may be
restricted to this single case. The set detected so far has four members : B,, and Bsz, on which
{? l} and (+2} bifurcate off (0) (cf. Figure 4(a)); Bs3, on which {+ l} and {+2} annihilate each
other in two isolated identical saddle node bifurcations (cf. Figure 2); and B,,, on which (0)
undergoes a Hopf bifurcation. Examination of the non-linear terms of the evolution equation
shows that stable cycles appear (cf. Figure 3). Note the “organizing centres” 0 and P
((p,T) 2: (1068-21.91); = (9rc4/8,-5n2/2)) at which B,, and B,, and B,,, Bs2 and Bs3 meet.
The behaviour near these points and in the various regions I-IV into which the bifurcation
set divides the control plane is discussed below, after a study of the eigenvalue evolutions, but
meanwhile note that the fixed point (0) persists throughout regions I-IV, while {k l} exists in
regions III and IV and {+2} in region IV.
Figure 12 shows eigenvalue evolutions for the equation linearized at (0) (k = A,, x)for six
force levels and Figure 13 shows further evolutions for the equation linearized at {+l}. First
note that in all cases at least one pair of eigenvalues retain negative real parts and that all five
494 P. J. HOLMES
fixed points, where they exist, have stable manifolds of dimension 22. The discussion below
is mainly concerned with the eigenvalues that do change their sign and with the centre and
unstable manifolds related to this behaviour.
4c 1 I I
(b)
-4c
-40 0 40 -40 0 40
Re
Figure 12. Eigenvalue evolutions for {0}: a = 0905, 6 = 0.1, p = 1 + 300 (note: real axis displaced for
clarity). (a) r= 0; (b) r=-16; (c)r= -21908; (d) r=-24; (e) r= -30; (f) r= -40.
The evolutions show that (0) is a sink in region I, a saddle (2 = (+,-,-,-)) in region III
and a saddle (2 = (+,+,-,-)) in regions II and IV. The second pair of fixed points {+2}, for
which eigenvalue evolutions are not shown, are saddles (A = (+,-,-,-)) throughout region
IV and they vanish outside this region. The first pair, {+l), behave in a more complicated
manner. In regions III and IV for values of p below approximately 107.8 they are sinks, but
as p approaches 9rc4/8 E 109.6 for -21.912 r 2 -27.30, simultaneous Hopf bifurcations occur
and the points become saddles (2 = (+,+, -,-)) before vanishing on B,, by coalescing with
(0) (see Figures 13(b)-(e)). The curve BI: on which these Hopf bifurcations occur is shown
dotted on Figure 1 l(b). The distances between B’ and Bsl and Bs3 are exaggerated for clarity;
computations suggest that B; does not fall below p 2~ 106.8. At r N -27.30 BL appears to meet
and merge with Bs3. Here each of the degenerate fixed points occurring as {+I} and {+2}
coalesce has a double zero eigenvalue (Figure 13(e)). Thus one now has a third organizing
centre Q = (p,T) Y (97c4/8, -27.30) and two new regions IIIa and IVa appear in the control
space. These are also marked on Figure I l(b).
Re
Figure 13. Eigenvalue evolutions for (51): a = 00X, 6 = 0.1, p = 1 + 300 (note: real axis displaced for
Clarity). (a) r= -16; (b) f = -21908; (c) r= -24; (d) I-= -24 (detail); (e) I-= -27.3; (f) r= -30.
For values of r below 27.3 the behaviour of all five fixed points is relatively simple but for
the range -21.91 ZZrz -27.30 some problems immediately arise. The Hopf bifurcations on
Bhand BL lead to the birth of limit cycles. It is relatively simple to check that upon crossing
B,, from region I to II an attracting cycle evolves from (0). It is not clear, however, how this
limit cycle behaves or if it persists in regions III and IV, or how it interacts with the pair of
cycles created on BLby bifurcation from {+l}; nor does one know the stability type of these
cycles. Do any further bifurcations occur? To obtain such information and in particular to
obtain a fuller picture in the neighbourhood of 0, one may turn to centre manifold theory.
496 P. J. HOLMES
6.3. CENTRE MANIFOLDS AND GLOBALIZATION

First consider the simplest case of bifurcations of fixed points as r decreases from zero for p
fixed 5 106.8: i.e., passing from regions I to III to IV. The eigenvalue behaviour shows that
the evolution here is identical to that for the two mode pipe, shown in Figure 8, regions II
and III in that figure being relabelled III and IV, respectively, p being replaced by -r and the
critical loads changed suitably.
A second relatively simple case occurs as p increases from 0 for r fixed ;2-21.91. Upon
passing from region I to II a Hopf bifurcation occurs on a two-dimensional centre manifold.
The three-dimensional subsystem M x (pc - .s,pc + E) then resembles the “standard” Hopf
picture of Figure 3(b). Thus far centre manifold theory allows one to represent the bifurcations
conveniently but does not yield any extra information. However, one may now consider
behaviour in the neighbourhood of the organizing centre 0 at (y,T) E (107.8, -21.91).
At 0 the equation linearized about (0) has a double zero eigenvalue: thus in the neighbour-
hood of 0 there exists a two-dimensional manifold M and a four-dimensional invariant sub-
system M x N, where N = R2 is a neighbourhood of 0 in (p,T) control space. One already
knows part of the qualitative dynamics of the equation restricted to M x N; one can now
deduce the remainder by considering generic bifurcations of two parameter vector fields on
two-manifolds, following the work of Takens [26].
This work applies only to planar vector fields (and by extension locally to vector fields on
two-manifolds) and restriction to the two-dimensional centre manifold is thus an essential
stage in the analysis.
First recall that four regions (I, II, III, IIIa) have already been detected in the neighbourhood
of 0, separated by members B,,, B,, and B;, of the bifurcation set (Figure 1 l(b)) and that the
behaviour in regions I, II and III (for p 5 107.8) is clear. Since the centre manifold M is locally
equivalent to R2, the degenerate singularity at (0) for (p,f) E (107.8 - 21.91) is itself equiva-
lent to a singularity at (0,O) E RZ with double zeroeigenvalue and rotational symmetry about 7c.
It can be checked that Takens’ “m = 2; +” normal form satisfies these requirements [27,
p_p. 36-441. To proceed further one notes the eigenvalues of the linearized system restricted to
M. Reference to Figures 12 and 13 shows that for both (0) and {+ l}t one pair of eigenvalues
retain negative real parts : these are associated with behaviour on the two-dimensional stable
manifold.
The other pair take the following signs :
(O}, region I, 1, = (-, -) + sink; {? l}, region III, 1. = (-, -) + sink;
(01, region II, 2 = (+, +) ++ source; {+ I}, region IIIa, I = (+, +) -f source.
{0), regions III, IIIa, ,J = (+, -) + saddle;
The “m = 2; -” form shares these characteristics.

For the present purpose it is advantageous to restate Takens’ normal form as the qualita-
tively equivalent vector field on R2 given by
Xl = x2, x~=-v2x1-v1x2-x~-x~x2. (6.3)

System (6.3) has fixed points at (0,O) and at (+2/“2,0] v2 < 0). Linearization and eigenvalue
calculations immediately yield the members AOA’, OB and OH of the bifurcation set shown
in Figure 14(a), where the vector fields in (x1,x2) space for (v,, vJ lying in regions I, . . ., 111~
are also shown. The presence of two additional members, OS and OC, can be proved by use
of Taken? Hamilton bifurcation theory [27, section 51. Details are given in reference [6,
sections 5 and 61, and the derivation is not trivial [27, pp. 36-381. On OC an attracting and
repelling limit cycle are born “outside” the three fixed points. On OS a double saddle con-
? {&2)do not exist in the immediate neighbourhood of 0.

nection takes place as the four separatrices of the saddle point at (0,O) momentarily become
tangent and form a “figure eight” : this enables the single repelling limit cycle to “pass through”
the saddle point as the separatrices cross over. It thus splits into two repelling limit cycles which
shrink down on to the sinks, transforming them into sources on OH. These two bifurcations
provide examples of violations of conditions (b) and (c) of section 4.3. Note that the members
of the bifurcation sets do not meet tangentially at (0,O).
5
=2
20 -25 -30
F
(bl
Figure 14. A local model for bifurcations of the two modepanel near 0, (p, r) = (107.8, -21.91); a = 0.005.
6 = 0.1. (a) Takens’ “m = 2; -” normal form [27]: (b) the modified panel bifurcation set.
Here one can make the strong conjecture that this normal form provides a local model of
the bifurcational behaviour on (a x N) near the organizing centre (0) x (107.8, -22.91) or
{O} x 0. The members AOA’, OB and OH of the normal form bifurcation set can immediately
be identified with B,,, B,, and BL of Figure 1 l(b) and the panel bifurcation set can then be
modified by the addition of two further members, B,, and B,,, corresponding to OC and OS
on which the birth of limit cycles and the saddle connection bifurcations occur. This modifica-
tion is shown in Figure 14(b). Note that one cannot specify the positions of B1, and B,,, only
the fact that they radiate from 0 in a manner qualitatively similar to that indicated.
The validity of this conjecture could in principle be checked by applying the normal form
theorem [25] to the vector field at (0) x 0 restricted to &I, to prove that the normal form wa.s
498 P. J. HOLMES
indeed that of the “m = 2; -” case. This would first necessitate solving the ODE at least in
the neighbourhood of (0) x 0, since the centre manifold “is composed of solution curves of
(the) equation” (see theorem 4.1, of section 4.2). Suitable analytic solutions cannot be found
for the non-linear ODE in question, and in addition, application of the normal form theorem
is itself a lengthy process (see reference [33], in which the theorem is applied to the study of a
singularity occurring in the vector field of the variational equation of the forced van der Pol
oscillator)t. Here, then, one can only use the uniqueness of the generic bifurcation (and the
symmetry properties) to give weight to the conjecture. Note also that the scheme outlined here
provides the simplest topologically structurally stable globalization of the local bifurcational
behaviour detected in section 6.2.
Equation (6.3) may be rewritten as the non-linear Duffing-van der Pol oscillator equation
~+vv,i+x~~+vy2x+x3=o; (6.4)
the behaviour in the neighbourhood of the organizing centre (0) x 0 may thus be modelled,
without significant loss of information, by a single (non-linear) “mode” of vibration [6,
section 61. This is an example ofan essentialmodel, a concept defined and discussed in reference
[6]. Note, however, that the relationship between the physical parameters (p, r) and the model
parameters (vl, VJ will generally be non-linear.
It is therefore proposed that locally, near (0) x 0, the onset offlutter and divergence and the
interaction between these regimes can be modelled by the simple system (6.3) and (6.4). Note
that the argument sketched above indicates how the three approaches to flow induced oscilla-
tions outlined in section 1 can be brought together. Moreover, it illustrates why models such
as those of Land1 [l ] only remain valid within a limited parameter range. Figure 15 indicates
how the essential model on $i is embedded in the complete state space R4. Note that all
solutions eventually tend to k, the invariant and attracting centre manifold (there is no
unstable manifold in this case). It is in this sense that the system on $I captures the bifurcational
behaviour near (0) x 0.
Furthermore, if in the n mode case, n B 2, all eigenvalues but two still retain negative real
parts then the dimension of the stable manifold increases to 2n - 2 but that qf the centre
manifold remains 2 and the same essential model applies. The convergence studies of Dowel1
[4] indicate that this is the case and analytic estimates of convergence to the “true” infinite
dimensional case [l l] also appear to support this conclusion. Thus, a very high or infinite
dimensional problem can be locally reduced to one of two dimensions and this reduction
enables one to obtain a much fuller account of the qualitative behaviour. Thus Figure 16(a)
shows the evolution of attracting and repelling regimes as p increases for r fixed at -26.
This illustrates how a number of “simple” codimension one bifurcations are pieced together
to form a complicated sequence. Use of centre manifold theory has made it possible to
globalize the local analyses to some extent.
Two further organizing centres, P and Q, appear on the modified bifurcation set of Figure
14(b). At the former, where B,,, BSZ and BS3 meet, all five fixed points coalesce in one degenerate
saddle A= (0, +, -, -). Thus a one-dimensional centre manifold can be extracted and in region
IVa near P all five fixed points lie on it-see Figure 16(b): here the heavy line indicates the
centre manifold. In region IIIa three fixed points exist and in region II only one. The behaviour
on the centre manifold involves fixed points alone and can be related to that of Thorn’s “x6”
or butterfly catastrophe [25, see p. 181. With two of the four control parameters set to zero in
view of the symmetry of the present problem, the potential function of the butterfly becomes
v,,,,C,,(x) = x6 + c, x4 + c3 x2. (6.5)
t A simpler method is available [34], which consists of calculating a vector field on the eigenspace to which
lCi is tangent at {O}.
Figure 15. Vector fields for the panel shown on the centre manifold for (p,T) near 0 E (107.8, -21.91);
a = 0.005,6 = 0.1. The two-dimensional stable manifold is shown schematically as a single attracting direction.
It can be checked that the bifurcation set in (ci, cj) space has three members which divide the
space into three regions in which there are respectively one, three and five critical points, as
in II, III, IV above. However, this is only a localmodel: in this case there is a one-dimensional
unstubk manifold related to the positive eigenvalue at Pin addition to the two-dimensional
stable manifold. All five fixed points are of saddle type (A = (+,--,-,-) and A = (+,+, -,--))
and almost all solutions thus tend to the attracting limit cycle as t + m (see Figure 16(b)).
On BS3the points {kl} and {+2} coalesce in a pair of independent but simultaneous saddle-
node bifurcations which take place at points distinct from (0). At Q the equation linearized
at {+l} and {+2} has a double zero eigenvalue (Figure 13(e)) and the Hopf bifurcation set
BA associated with {kl} meets BS3 (Figure 14(b)). One therefore has a pair of degenerate
(codimension two) singularities involving saddle-node and Hopf bifurcations and in each of
which only two critical points take part. Again one can extract a two-dimensional centre
manifold $I and, ignoring the behaviour on the stable manifold, can see that the eigenvalues
associated with {+ l} and {?2} of the system as $I are 1= (+, +), 2 = (+, -) in region IVa and
,? = (-,-), 3, = (+,-) in region IV “below” Bi (see Figures 13(d) and (f)). In region II {&l}
4 4, 6,’ 42 4,
~Dwrgence -i_ Flutter and -i_- Flutter ---
dwergence
(a ) (b)
Figure 16. Evolution of attractors as p increases from 80 to 120 for constant. r = -26; a = 0405 ; 6 = 0. I ;
- sinks; -+-.---, saddles i, = (+, -, -, -); ------, saddles I = (+, +, -, -); -C-O-C-O-, attracting
limit’cycles; - I- I- I- I-, saddle type limit cycles. (a) Evolution; (b) vector field in region IVa.
500 P. J. HOLMES
and {+2} do not exist. With arguments similar to those above in mind, one is led to propose
that the local model is represented by Taken? “ m = 1” normal form [27, pp. 31-351. If this is
correct then one can predict the existence of a further member of the bifurcation set, Bi,,
starting at Q, on which saddle connections occur involving {?2} and the repelling limit cycles
surrounding {&l}. It is unclear exactly how these saddle connections (if they exist) are related
to those occurring on B,, between regions IIIb and 111~ and the problem of piecing together
the local models near (0) x 0, (0) x P and (1; +2} x Q would require even more space than
the present paper! This must be left to a future study and it is appropriate to conclude this
section with some comments on the physical implications of the behaviour detected above.
6.4. PHYSICAL IMPLICATIONS

In spite of the complexity of the full global dynamics and the present inability to analyze
them, the local models derived above do lead to some physically interesting conclusions.
The predicted behaviour revealed by the model near (0) x 0 can be summarized as follows:
region I : sink at (0) --+ panel remains flat (stable to small perturbations);
region II : saddle at (0) surrounded by attracting limit cycle + flutter;
region III: saddle at (0) with sinks at {+I) + divergence;
regions IIIb and 111~: saddle at (0) and sinks at {? 1) with attracting and repelling limit cycles
+divergence or flutter;
region IIIa : saddles at (0) (IL= (+, -, -, -)) and {k l} (A= (+, +, -, -)) with attracting limit
cycle -+ flutter;
region IV? : saddles at (0) (/z = (+, -, -,-)) and sinks at {?I} + divergence;
region IVat : saddles at (0) and {+I} (2 = (+,+,-,-)) and at {*2) (i_ = (+,-,-,-)) with
attracting limit cycle + flutter.
The reader should also refer to the evolution scheme of Figure 16(a).
One can immediately compare these predictions with the findings of Dowel1 [4] (cf. Figure
1 l(a)). The comparison is clearly very close, but the analysis here has revealed the additional
regimes IIIa, Mb, IIIc, IV and IVa. III and IV clearly correspond to Dowell’s divergence
or “buckled, but dynamically stable” area [4, Figure 91 while IIIa and IVa would be included
in his non-sinusoidal flutter area. The limit cycle predicted here is far from elliptical or circular
due to the action of the multiple fixed points within it (cf. Figure 14(a)). This indeed leads to
a periodic but non-sinusoidal oscillation.
However, the most interesting result of the present analysis is the detection of regions
(IIIb, 111~) in which multiple attracting solutions exist and in which the panel can remain
buckled or flutter, both of these states being stable in the topological and engineering senses.
Thus, referring to Figure 14(b), one would expect to observe (slight?) hysteresis as p is varied
in the range 2: 100 to 110 for r fixed between -21.91 and -27.3. The bifurcations on BA and
B,, are “strong” in Arnold’s terminology [18] and one would expect to observe relatively
sudden jumps between the two regimes of flutter and divergence (contrast this with the con-
tinuous onset offlutter occurring as (p, r) crosses B,, from region I to region II). This behaviour,
and the “necked” limit cycles of Figure 14(a), which are found in regions IIIa, IIIb, IIIc and
IVa, might account for Dowell’s observations [4] about the interaction of buckling and flutter
modes. Certainly the present predictions suggest areas of particular interest for future experi-
mental or numerical studies.
In summary, the qualitative dynamical analyses based on centre manifold theory have led
to detection of behaviour of considerable complexity near certain organizing centres of the
bifurcation set. This in turn has yielded apartiul globalization of the local behaviour derived
i_It is not clear how this might be modified by the global structure relating to the local modes at (01 X 0,
(0) x P and {i_l ;i_2} x Q; see section 6.3 above.
from eigenvalue evolutions of the linearized system. In the case of the pipe one could complete
this globalization since no critical elements other than fixed points exist and their interaction
is relatively simple (section 5.3, above). In cases when limit cycles can appear, as in panel
flutter, the behaviour is considerably more complex and saddle connections can occur
(Figures 14 and 15). When such bifurcations occur on two-dimensional submanifolds $I
they can often be detected and analysed by the methods developed by Andronov [23] and
Takens [27] (cf. [4, sections 5 and 61). These methods break down for dim fi > 3 ; and it i’s
known that critical elements of considerable complexity, such as homoclinic motions, solen-
oids or “strange attractors” can exist in such cases [15, 17, 19,201. It must therefore be stressed
that although essential models on centre manifolds can be used with justification in the model-
ling of local behaviour, the way in which such local models should be combined might be
very complex. This perhaps accounts for the property of models such as that of Land1 [l] :
that they can be accurately fitted to experimental observations in some narrow parameter
range but that their usefulness rapidly breaks down outside this range. Within the appropriate
neighbourhood, however, essential models derived by methods such as those outlined here
provide simple and graphic descriptions of complicated behaviours.
7. CONCLUDING REMARKS
In this paper the methods of differentiable dynamics have been outlined, in particular of
centre manifold and bifurcation theory, which are needed to analyze a class of flow-induced
oscillation problems from a qualitative viewpoint. The particular cases of a pipe conveying
fluid and of panel flutter have been chosen and two mode models analyzed in some detail.
Even in this simple case the inclusion of non-linear and positive damping terms leads to
behaviour of considerable complexity, some of which appears to unanalyzable by other
methods. In particular, the extraction of essential models of local bifurcational behaviour,
which often takes the form of non-linear oscillators (second order ODE’s), appears to offer
advantages in the analysis and interpretation of such problems. The use of the mathematical
concepts of genericity and topological structural stability also leads to the examination of
previous studies of special cases such as the linear, undamped problem in pipe vibration;
these studies are found to be sometimes misleading in important aspects. For example, the
finding that the non-linear pipe equation (2.8) does not exhibit limit cycle flutter, despite the
fact that locally an exponentially growing transient oscillation can occur, is especially interest-
ing. Evidently the term 22/jrpti’ does not itself lead to sustained oscillations, while the term
pv’ in the panel equation (2.15) does. In an equation for beams in axial flow [2], terms of
both types appear and the eigenvalue evolutions of the linear system (Figures 3 and 4 of
reference [2]) do indicate that Hopf bifurcations occur.
Although it may seem at first sight that the derivation of essential models after (rigorous)
application of centre manifold theory is arbitrary, this is not the case. After the key but
reasonable assumptions of genericity and topological structural stability of the parameterized
family of vector fields, everything follows without further conjecture. Even in cases where
bifurcation classifications are incomplete (codimension 3 and higher), knowledge of the
nature of generic attractors helps one to reduce a problem of bewildering complexity to
manageable proportions.
The methods developed and illustrated here may thus be of considerable interest to the
engineer wishing to obtain a grasp of the qualitative nature of many instability problems, It is
hoped that this paper may stimulate their use in more interesting and complex analyses, for
example of the n mode pipe or panel for n B 2, in which case the structure of the bifurcation
sets (cf. Figures 6 and 11) would clearly be much richer, with additional members appearing
502 P. J. HOLMES
as n -+ co. Existing numerical analytic methods (e.g., see references [2-51) would naturally be
used in such studies and the present paper should therefore be seen as offering a complement-
ary approach. Knowledge of the generic structures of attracting sets in R",for example, might
make the interpretation of numerical solutions of evolution equations (cf. [4]) considerably
clearer.
A second area in which these methods appear helpful is in the study of stability of fluid
motions and in particular of turbulence. The concept of strange attractors, apparently chaotic
motions arising in deterministic differential equations, is of relevance here. These can arise
naturally either through a sequence of bifurcations to limit cycles of increasing complexity
[ 191or spontaneously through a global bifurcation involving saddle separatrices. The Lorenz
attractor provides an example which is currently stimulating much work (see references [35]
and [9, section 121).It is interesting to note that the existence of a number of strange attractors
of this type has often been suggested by numerical integration of the appropriate equations
but that a fuller understanding of their nature is emerging only now, with the aid of differenti-
able dynamics.
ACKNOWLEDGMENTS
This work was carried out with the financial support of the Science Research Council. The
author would like to thank Drs David Rand of the Mathematics Institute, University of
Warwick and David Chillingworth of the Department of Mathematics, University of
Southampton for many helpful (and patient) discussions.
REFERENCES
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Journal of Sound and Vibration (1977) 53(4), 471-503

BIFURCATIONS TO DIVERGENCE AND FLUTTER IN FLOW-

(Received 3 1 August 1976, and in revised form 11 March 1977)

2. THE EQUATION OF MOTION

2.1. DERIVATION OF THE PDE FOR A PIPE CONVEYING FLUID

w(x) = - f (Y’(x))~ dx, (2.1)

H=aA=-$ (y.)‘dx-7 (Y’)“)dx, (2.4)

MU2 - ?=+ pA( 1 - 2v) - [(M + m)g - Mo](Z - x) - ;

E(u(t)) = j gqz, r))* + jf(v”(z, r))* +

+ j”’ p(ti(z, t) c’(z, t)) + ;J: (u’(z, s))’dz + u j (C(s))’ ds +

+ o j (d(s) d’(s))2ds + 6 j(W)’ ds dz. (2.10)

2.2. EQUILIBRIUM STATES AND MODE SHAPES

V ‘re - (r - p* + K / (v’)2 dz] c”’- y(( 1 - z) 0’)’ = 0, (2.11)

The positive sequence Aj increases without converging. If pz - r 6 A1there are no non-zero

w;= $ aijwi. (2.14)

2.3. THE PDE FOR “ONE DIMENSIONAL” PANEL FLUTTER

crv” + uNI!_ l--K 1(~‘)2dz+aj(L’o’)dz)v’+pu’+p”‘6u+l.=0. (2.15)

3. THE PARTIAL DIFFERENTIAL EQUATION AS A FINITE DIMENSIONAL

Substituting equation (3.1) into equation (2.8) yields

where xj = Ij”=1, etc.

and the relationships

obtained by integration by parts (since Wj = w, = 0 at z = 0, l), one finally obtains a second

A, = c((s7c)4+ 6, B, = (sn)” + (I- - p2 + y) (sn)2,

dx/dr = A,, x + B(x); x(0) = x0 E R2”, (3.6)

3.2. MODAL COUPLING

4. THE CENTRE MANIFOLD AND BIFURCATION THEORY

4.1. QUALITATIVE DYNAMICS

4.2. CENTRE MANIFOLD THEORY

4.3. GENERICITY AND STRUCTURAL STABILITY

7 = Intersection of a countable number of open dense subsets.

Y=-Y, 2=/l * x2, i = z, (4..3)

(6) +limit cycle

Remark. Working from the potential energy function of a simply-supported beam,

5. A TWO MODE MODEL FOR FLOW-INDUCED OSCILLATIONS

5.1. THE MODEL : EIGENVALUES AND BIFURCATIONS

i3 = a11 Xl + &I x2 + a12 x3 + &2x4 -h(x),

i4 = b2, x1 + a21 x2 + b2, x3 + a22 x4 -_fXx), (5.1)

b,, = - ;Y. b12 = 16jP2 p/3, b,, = -$ b,, = -16jPi2p/3,

fi(X) = K7C2($n2X: + 27~~Xz’)X1 + 07T2(+t2X, X3 + 27~’X2 X4) X1,

U = (-2(7r2 + r - p’)/K7Z’)‘“, b = (-(47~~+ r - p2)/2K7C2)“2. (5.5)

x,y=O (first mode only)

o,~>o (sum of first and second

D&(x,, xz, 0, O>=

a:-a,a,a,+a,a:=O, al/a3 > 0. (5.11)

YZ + C,(4 P, y, 6; P) r’ + CA& a, Y>6; PI = 0, (5.12)

5.2. SOME SPECIFIC CASES

Figure 6. Bifurcation set for fixed point {O}.u = 6 = 0.01, y = 0, B = 0.1,

Figure 7. Eigenvalue evolution for (0). a = 6 = 0.01, y = 0, j? = 0.1, r= 0, p = 0.1 -+ 10 (eigenvalues on

5.3. CENTRE MANIFOLDS AND GLOBALIZATION

RegionI Region II Region IU

Invorlantsubsystem (Mx (a-e,r+e)), dun.?2?

5.4.GENERICITY AND NON-LINEARITY

In studying complex oscillatory phenomena it is important to choose generic models,

Elgenvalue path is on Re OXIS

Flutter (limit cycle)

6. A TWO MODE MODEL FOR THE PANEL

6.1. THE MODEL EQUATIONS

b,, = -b,, = 8~13, b,, = b,, = 0. (6.1)