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An Exploration of the Dynamics of a Pendulum System

Jacob Barker
Math 308H Final – Fall 2020

Abstract
This paper seeks to compile and analyze various properties of a mechanical system comprised of a single
pendulum where the bob is held on a rigid, massless rod. While there are countless derivative systems
that could be analyzed, many of their properties come about with significant parallels to the solutions
derived below. This paper also seeks to determine if there are any similarities between properties of the
simplified pendulum model, and that of the full nonlinear model. To accomplish this, functions for the
angle of the pendulum over time will be derived, and expressions for the periods of both models will be
derived as well. I certify that the following paper was written solely by the author, and has not been done
in collaboration with anyone else.

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Table of Contents

Derivation of a Pendulum’s Equation of Motion


1.
The Simplified Pendulum Model
2.
The Phase Portrait of a Pendulum
4.
The Period of the Nonlinear Pendulum Model
5.
An Analytic Solution for the Period of the Nonlinear Pendulum Model
8.
An Equation for the Angle of the Nonlinear Pendulum
11.
References
13.

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1.
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Derivation of a Pendulum’s Equation of Motion
Given a mass constrained to move in a circle of radius l centered at the origin and an initial displacement
φ from the vertical, a system may therefore be constructed in the following manner.
A vector is constructed from the origin of the system to the mass, therefore
giving the vector a constant length l . The vector has components x and z such
that:

[ xz]=⃗r
With an angle φ from the vertical that changes as a function of time.

Figure 1.

A classical method of solving this system for an equation of motion involves determining the Lagrangian
of the system and then solving through a use of the Euler-Lagrange equation. Doing so involves the
following four equations:

U =mgz
1
T = m r⃗˙
2
2
L ¿ T −U
d
∂ L ¿ ∂q L
dt q̇ i

To begin, the position vector that was previously constructed in cartesian coordinates can be transformed
into the following vector through a conversion to polar coordinates:

r⃗ =
[ l sin(φ)
l cos( φ) ]
Therefore, the derivative of this vector with respect to time is:

[
r˙⃗ = l cos (φ) φ̇
−l sin(φ) φ̇ ]
Now that a velocity vector has been constructed, the kinetic energy can be calculated to be:
1 1 2 2
T = m ( l φ̇ cos ( φ )+l φ̇ sin ( φ ) ) = ml φ̇
2 2 2 2 2 2
2 2
As the pendulum hangs below the origin of the system, to calculate the potential energy the z component
must be negative such that:
U =−mgl cos (φ)
And therefore, the Lagrangian can be expressed as the following:
1 2 2
L¿ ml φ̇ +mgl cos (φ)
2

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2.
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Derivation of a Pendulum’s Equation of Motion
In order to solve the Euler-Lagrange equation, the restraints of the system must be known. Here, there is
only one restraint, φ which makes the system easy to differentiate. Doing so and simplifying provides:

d d
∂φ̇ L¿ [ ml φ̇ ]=m l φ̈=∂ φL ¿−mgl sin(φ)
2 2
dt dt

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3.
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The Simplified Pendulum Model
g
∴ φ̈+ sin ( φ )=0Let the motion of a mass constrained to move in an arc of radius l centered at the
l
origin of some plane be defined by the following equation derived above:
g
φ̈+ sin ⁡(φ) ≡0
l
If the angle φ is sufficiently small, then sin ⁡(φ) can be approximated simply by φ . Doing so simplifies
the previous equation into the following second order linear differential equation:
g
φ̈+ φ ≡0
l
Which can now be solved through an application of Laplace transforms given the following initial
conditions:

φ ( 0 )=φ 0

φ̇ ( 0 )=φ̇ 0
Taking the Laplace transform of the system provides the following relation which transforms the system
from the time space into the frequency space:
g
L {φ̈+ φ}¿ L {0 }
l
2 g
∴ s F ( s ) −s φ0− φ̇0 + F ( s )=0
l
g 1 g
When analyzing the units of , it can be noted that this simplifies to a unit of 2 which implies that is
l s l
g 2
the eigenfrequency of the system squared. Therefore, can be simplified to a term of ω 0. Placing this
l
term into the system and simplifying gives:

( s 2+ ω20 ) F ( s ) =s φ0 + φ̇ 0
s φ0 φ̇ 0
∴ F ( s )= +
( s2 +ω 20 ) ( s 2+ ω20 )
Transforming this back into the time space is done in the following manner:
s 1
L -1
{ F (s) }¿ L -1
{ }φ 0+ ¿ L -1
{ }φ̇ 0
( s +ω )
2 2
0 ( s +ω 20 )
2

1
∴ φ ( t ) =φ0 cos ( ω0 t ) +¿ L -1
{ }φ̇ 0
( s +ω 20 )
2

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4.
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The Simplified Pendulum Model
While it was immediately clear how the first term was transformed, the second term is slightly more
2
complicated. While its general form is clearly that of a sinusoidal function, ω 0 need not equal 1. To
ω0
correct this, the term can be multiplied by and since ω 0 is a constant the denominator can be pulled
ω0
out of the inverse transform. This gives:
φ̇0
φ ( t )=φ 0 cos ( ω 0 t ) + sin (ω0 t)
ω0
Which is the most general solution to the small angle pendulum possible. However, some interesting
manipulations can be performed by observing the phase plane plot of this solution.

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5.
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The Simplified Pendulum Model
Figure 2 shows a model of the pendulum in question, where the mass of the bob
does not affect the motion observed. This system has two classical turning points
which are defined as the points where φ̇ is equal to zero, and φ is a maximum.
There is another point of interest which occurs at the point when φ is equal to zero,
as at this point the magnitude of φ̇ will be a maximum.

Figure 2.

These points of interest allow for the construction of a phase


plane plot showing the relationship of φ̇ and φ . Figure 3
shows this plot where the path traced out in the phase space
is circular with the origin being a stable center, and is highly
reminiscent of polar coordinates. To ensure that the units
are consistent in this phase space, φ̇ must be divided by ω 0.
The initial conditions can now be placed on the phase plot at
φ̇(0)
the point ( , φ(0)). This point makes an angle with the
ω0
horizontal axis of φ 0, which is nothing more than the phase
shift of the system.

Figure 3.

The hypotenuse of the triangle formed in the phase plane by the initial conditions can be defined as:


A= φ(0) +
φ̇(0) 2
ω0
2

Where A is known as the amplitude. Multiplying this expression upon itself into φ ( t ) gives the following:

[√ ]
φ̇(0)

√ ω0
2
2 φ̇(0) φ(0)
φ ( t )= φ(0) + cos ( ω0 t ) + sin(ω 0 t)


ω0 φ̇ (0)
2
φ̇ (0)
2
2 2
φ (0) + φ (0) +
ω0 ω0

Which can be simplified through some trigonometric properties into:

φ ( t )= A [ sin ( φ0 ) cos ( ω 0 t ) +cos ( φ0 ) sin ( ω 0 t ) ]

∴ φ ( t ) =A sin(ω 0 t +φ 0)

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6.
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The Phase Portrait of a Pendulum
Before attempting to solve the nonlinear variation of this system, it could be useful to determine the
behavior of the equation through a use of phase plane analysis. To do so, the original equation of motion
must be converted into a system of first order equations as follows:
g
φ̈+ sin ( φ )=0
l
x=φ , y =φ̇

[ ]
y
d x
[]
dt y
= −g
l
sin ( x )

When analyzing this system of (x , y ) coordinates, the following conclusions can be drawn about their
rate of change:

{ }{ }
0 , x=nπ :n ∈ Z
dx 0 , y=0 dy
¿ 0 , y <0 ¿ 0 , x ∈ [ nπ , ( n+1 ) π ] :n even
dt dt
¿ 0 , y >0 ¿ 0 , x ∈ [ nπ , ( n+1 ) π ] : n odd

Placing this data in a sketch of the phase space gives the following diagram:

Figure 4.

Once solution curves are drawn in, the following diagram is constructed from figure 4:

Figure 5.

In this space, no initial displacement corresponds to the stable centers seen every 2 π radians, and if the
pendulum was set vertically, an unstable center would be reached. As the initial angle is increased, the
radius of the trajectory increases until the angle is ± π radians, which is the limit of the system. The
trajectories that do not intersect the x-axis can only be attained if the initial angular velocity of the system
is not equal to zero. Physically, what the phase plane diagram models is the trajectory of a pendulum

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7.
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The Phase Portrait of a Pendulum
given a specified initial energy. This energy either comes from the initial angle, an energy potential, the
initial angular velocity, a starting kinetic energy, or a combination of the two. By examining figures 3 and
5, it can be seen that figure 3 is simply a manipulation of a single trajectory drawn out from a small φ 0.

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8.
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The Period of the Nonlinear Pendulum Model
If the angle φ is instead large enough that sin(φ)≠ φ , then the original differential equation of motion
must be used instead. The issue with this equation is that attempting to solve this for some φ (t) is nearly
impossible to accomplish, however, it is feasible to calculate the period of the oscillation which is usually
all the information that is needed. To begin, a nonzero angular velocity will be multiplied to both sides of
the equation as follows:

[ g
φ̇ φ̈+ sin ( φ ) =0
l ]
g
∴ φ̈ φ̇+ sin ( φ ) φ̇=0
l
Which will allow for a reduction in the order of the differential equation as follows. If the derivative of φ̇ 2
is taken with respect to time, the following expression is obtained:
d 2
φ̇ =2 φ̇ φ̈
dt
Which is exceptionally similar to the first term of the equation above and can be substituted in, giving:

( )
2
d φ̇ g
+ sin ( φ ) φ̇=0
dt 2 l
In a similar manner, the second term of the equation can be represented by the following expression:
d
(−cos (φ) )=sin ( φ ) φ̇
dt
Meaning overall, the original second order equation of motion can be reduced into the following first
order differential equation using the linear properties of the derivative and the conservation of mechanical
energy:

( )
d φ̇2 g d
dt 2
+
l dt
(−cos (φ) ) =0


dt 2 l[
d φ̇ 2 g
− cos (φ) =0 ]
From this, it can be concluded that the expression being differentiated is nothing but a constant.
Consequently, the following expression can be obtained and simplified in the following manner:

φ̇2 g
− cos ( φ )=c 1
2 l
g
∴ φ̇2−2 cos ( φ )=2 c 1=c 2
l
g
In addition, 2 is another constant which can be represented by κ. This means that the final nonlinear
l
first order differential equation and its initial conditions can be written as:

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9.
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The Period of the Nonlinear Pendulum Model
2
φ̇ −κ cos ( φ )=c2

φ ( 0 )=φ 0

φ̇ ( 0 )=0

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10.
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The Period of the Nonlinear Pendulum Model
To begin the process of solving this differential equation, the initial conditions can be applied to get a
value for c 2:

02 −κ cos ( φ0 ) =c 2

Meaning the equation can now be written in the following manner after substituting in the previously
calculated constant and rearranging:

φ̇ 2−κ cos ( φ )=−κ cos ( φ0 )

∴ φ̇2=κ [ cos ( φ )−cos ( φ0 ) ]

Using the double angle formula for the cosine, cos ( φ ), and consequently cos ( φ0 ) as well, can be
expanded in the following manner:

cos ( φ )=1−2sin
2
( φ2 )
Therefore, the equation may now be written as and simplified into the following:

2
[
φ̇ =κ 1−2 sin
2
( φ2 )−1+ 2sin ( φ2 )] 2 0

[ ( ) ( )]
2
φ0 φ
∴ φ̇2=γ sin 2 −sin
2 2

Where γ is equal to 2 κ , which is subsequently equal to 4


g
l
φ
( )
. In addition, sin 0 is another constant if an
2

initial condition is specified. Therefore, sin


2
( φ2 )
0
can be represented by ξ 2. Taking the square root of

every term in the equation provides the following relation:

φ̇=√ γ
√[ ξ2−sin 2 ( φ2 )]
This is nothing more than a separable differential equation which can now be rearranged into the
following:
φ̇
=√ γ

√[ ξ 2−sin2 ( φ2 )]
As this is a time dependent system, to solve this equation each side will be integrated with respect to time.
Doing this will require that the integration will be performed with respect to the initial conditions in order
to generate a meaningful solution as follows:

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11.
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The Period of the Nonlinear Pendulum Model
φ̇
∫ dt=∫ √ γ dt

√[
φ0
ξ 2−sin2 ( φ2 )]
φ0

∴∫ =√ γ ∫ dt
0

√[ 2
ξ −sin
2
( )]
φ
2
0

Although integrating the time from zero to the initial angle may seem to be a strange thing to do, when
thinking about it with respect to the system, it becomes clear that it is simply one quarter of the period
time.

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12.
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The Period of the Nonlinear Pendulum Model
In order to evaluate the left-hand side of the equation, it would be preferable for ξ to be pulled from the
square root in some manner. In order to achieve this, let:

sin ( φ2 )=ξ sin(ϑ )


Differentiating this expression implicitly gives:

1
2
cos
φ
2 ()
dφ=ξ cos ( ϑ ) dϑ

And through the use of the Pythagorean theorem the following can be derived:

1
2 √
1−sin2
φ
2 ()
dφ=ξ cos ( ϑ ) dϑ

1

2
√ 1−ξ2 sin 2 ( ϑ ) dφ=ξ cos ( ϑ ) dϑ

Hence dφ can be stated as:


2 ξ cos ( ϑ )
dφ= dϑ
√1−ξ 2 sin2 ( ϑ )
Plugging this into the left-hand side of the equation, and remembering that the right-hand integral is
nothing but one quarter of the period of the system, the following is obtained:
φ0
1 2 ξ cos ( ϑ ) √γ T
∫ dϑ =

√[ ( )] √ 1−ξ
0 φ
2 2
sin ( ϑ ) 4
2 2
ξ −sin
2

Solving for the correct bounds of integration is done in the following manner. If φ is equal to zero
originally and ξ is a nonzero constant, then this implies that ϑ must be equal to zero to maintain the
relation between ϑ and φ . In addition, if φ is equal to φ 0, then the left-hand side of the relation is simply
equal to ξ . Therefore sin( ϑ ) must be equal to one. On the principal branch which is being analyzed, this
π
only occurs when ϑ is equal to . Therefore:
2
π
2
1 2ξ cos ( ϑ ) √γ T
∫ dϑ =
0 √ ξ −ξ
2 2
sin ( ϑ ) √ 1−ξ sin ( ϑ )
2 2 2 4
π
2

∴∫
1 2 ξ cos ( ϑ )
dϑ=
√γ T
0 ξ √1−sin ( ϑ ) √ 1−ξ sin ( ϑ )
2 2 2 4
π
2

∴∫
1 2ξ cos ( ϑ ) √γ
dϑ = T
0 ξ cos ( ϑ ) √ 1−ξ sin ( ϑ )
2 2 4

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13.
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The Period of the Nonlinear Pendulum Model
Canceling and rearranging terms in this equation leads to the following expression for the system’s period
time, where the integral is known as the complete elliptic integral of the first kind:
π
2
8 dϑ
T= ∫
√ γ 0 √ 1−ξ 2 sin2 ( ϑ )

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14.
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An Analytic Solution for the Period of the Nonlinear Pendulum Model
The complete elliptic integral of the first kind is a nonelementary integral which can only be represented
through a series expansion, and is written as the following:
π
2

K ( ξ ) ≡∫
0 √ 1−ξ 2 sin2 ( ϑ )
Looking at the integrand, it becomes apparent that this is a function similar to:
−1
f ( x )=(1−x ) 2
The goal is to create a series expansion of this function, which can be accomplished by differentiating
f ( x ) multiple times and finding a pattern. Therefore:
−3
1
f ' ( x )= (1−x ) 2
2
−5
13
f ' ' ( x )= (1−x ) 2
22
−7
135
f ' ' ' ( x )= (1−x ) 2
222

−2 k+1
k ( 2 k−1 ) ‼
f ( x )= (1−x ) 2
2k
To generate a Maclaurin series expansion, the k th derivative will be generated when x is equal to 0.
Therefore:
(k) ( 2 k −1 ) ‼
f (0)= k
2
( 2 k−1 ) ‼ k
∴ f ( x ) =∑ k
x
k≥0 k !2
It may appear that a problem arises for this series when k is zero, however the double factorial of -1 does
evaluate to 1, hence the series is valid. When plugging this into the complete elliptic integral expression,
x must be equal to ξ 2 sin2 ( ϑ ). This gives the following expression:
π
2
( 2 k−1 ) ‼ 2 k 2 k
K ( ξ )=∫ ∑ k
ξ sin ( ϑ ) dϑ
0 k≥0 k !2
Assuming everything converges in the region this is analyzed in, the following expression can be
obtained:
π
2
( 2 k−1 ) ‼ 2 k
K ( ξ )= ∑ ξ ∫ sin ( ϑ ) dϑ
2k
k
k≥0 k !2 0

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15.
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An Analytic Solution for the Period of the Nonlinear Pendulum Model
To solve the integral and therefore obtain a series expansion of the complete elliptic integral, let the beta
function be defined as follows:
π
2
Γ (x)Γ ( y )
β (x , y )≡ ≡2∫ sin 2 x−1 ( t ) cos2 y−1 ( t ) dt
Γ ( x+ y) 0

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16.
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An Analytic Solution for the Period of the Nonlinear Pendulum Model
This means that the integral portion of the series expansion can be represented as:
π π
2 2

∫ sin 2 k ( ϑ ) dϑ =∫ sin2 k ( ϑ ) cos 0 ( ϑ ) dϑ


0 0

Which has striking similarities to the beta function. Calculating the exponents for this integral can be
done in the following manner:

2 k=2( 2 k2+1 )−1


⇒ x=(
2 )
2 k+ 1

1
0=2 −1
2
1
⇒ y=
2
Therefore, plugging these values into the beta function and reducing gives the following relation:

π
2
π
2

∫ sin 2 k ( ϑ ) dϑ =∫ sin2 k ( ϑ ) cos 0 ( ϑ ) dϑ =


Γ ( 2 k2+1 ) Γ ( 12 )
0 0 2 Γ ( k +1 )

π
2
∴∫ sin ( ϑ ) dϑ=
2k
Γ ( 2 k2+1 ) √ π
0 2k !

Observing how the value of the gamma function changes as the series progresses is the final piece needed
to evaluate this complete elliptic integral. The first few values of gamma are as follows:

( 12 )=Γ ( 2 ∙0+1
Γ
2 )
=√ π

Γ ( )=Γ ( ) = Γ ( )= √
3 2 ∙1+1 1 1 π
2 2 2 2 2

Γ ( )=Γ ( ) = Γ ( )=
5 2 ∙2+1 3 3 1∙3
√π
2 2 2 2 2 2

Γ ( )=Γ (
2 ) 2 (2)
7 2 ∙3+ 1 5 5 1∙ 3 ∙5
= Γ = √π
2 2 3

Γ ( 2 k2+1 )= ( 2 k −1
2
)‼
√π
k

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17.
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An Analytic Solution for the Period of the Nonlinear Pendulum Model
Now that a series representation of the gamma expression has been found, the integral portion of the
complete elliptic integral can be represented as:
π
2
( 2 k −1 ) ‼
∫ sin 2 k ( ϑ ) dϑ = π2 k
2 k!
0

Plugging this back into the series expansion and simplifying gives the following:
( 2 k−1 ) ‼ 2 k π ( 2 k−1 ) ‼
K ( ξ ) =∑ ξ
k≥0 k !2
k
2 2k k !

[ ]
2
π ( 2 k −1 ) ‼ 2 k
∴ K ( ξ )= ∑ ξ
2 k ≥0 k ! 2k
Which can only be simplified by analyzing k ! 2k . Doing so provides the final expression for the complete
elliptic integral of the first kind:

[ ]
2
π ( 2 k−1 ) ‼ 2 k
K ( ξ )= ∑ ξ
2 k ≥0 ( 2 k ) ‼

Therefore, the period time of a pendulum can be written as the following:

[ ]
2
8 π ( 2 k −1 ) ‼ 2 k
T= ∑ ξ
√ γ 2 k ≥0 ( 2 k ) ‼
Substituting the values for γ and ξ back into the equation and simplifying gives the period time for a
pendulum at any initial angle.

√ [ ] ( )
2 2k
l ( 2 k−1 ) ‼ φ
T =2 π ∑
g k ≥ 0 (2 k ) ‼
sin 0
2

Although the equation was derived using only positive angles, the period of the system would be the same
regardless of if the initial angle was in the positive or negative direction, therefore φ 0 should technically
be the absolute value of the initial angle. In addition, it can be determined that the sum in the final period
equation is approximately 1 for small φ 0, as the period approximation for small angle pendulums is:

T =2 π
√ l
g
For angles under approximately 5 degrees, these two periods are almost identical. Therefore, a reasonable
definition for “small φ 0” can be thought of as 5 degrees.

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18.
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An Equation for the Angle of the Nonlinear Pendulum
Calculating a function for the angle of a pendulum using the full equation of motion is impossible using
only elementary functions, but can be achieved through a use of various elliptic functions. The following
initial value problem must be aligned such that an angle of 0° points straight down, an angle of 90° points
to the right, etc. The system is defined as follows:
g
φ̈+ sin ( φ )=0
l
φ ( 0 )=φ 0

φ̇ ( 0 )=−φ̇ 0

In this system φ 0 is the initial angle of the pendulum, and φ̇ 0 is known as the initial angular velocity. The
function for the angular velocity can thus be written in the following manner:

φ̇=
√ 2 g [ cos ( φ )−cos ( φ0 ) ]
l
+ φ̇ 0
2

Taking the integral of the inverse of the angular velocity then provides a function for the time elapsed:
φ0

t=∫
φ

√ 2 g [ cos ( ψ )−cos ( φ0 ) ]
l
+ φ̇ 02

For this to be a stable integral, it must be assumed that φ 0 is equal to π . Physically, this means that the
pendulum has enough energy for the entire revolution to be covered. While it may seem that this will
provide a useless solution, the final equation will still hold for systems with less energy as well. As it is
still desired to start from an arbitrary angle and angular velocity, let the true angular velocity be denoted
φ̇ i. φ̇ 0 can now be defined as a function of the true angular velocity:


2
−2 g cos ( φi )−2 g+l φ̇i
φ̇ 0=
l
In addition, let:

υ=2 g cos ( φ ) +l φ̇i2−2 g cos ( φi )

χ =2 g+l φ̇i2−2 g cos ( φi )

Using these relations, the function for time elapsed can be transformed into the elliptic form using the
Incomplete Elliptic Integral of the First Kind as follows:

t=
2

l φ̇ i2 φi 4 g
χ
F
2

χ (

2
υ
χ
φ 4g
F ∨
2 χ ) √ ( )

φ̇i υ
l

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19.
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An Equation for the Angle of the Nonlinear Pendulum

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20.
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An Equation for the Angle of the Nonlinear Pendulum
The final step required to obtain a function for the angle of the pendulum involves inverting the previous
function which requires the use of the Jacobi Amplitude Function. Doing so will give an explicit formula
for the angle as a function of time and two constants, the initial angle and the initial angular velocity as
follows:

( ( ) )
φi 4 g
2l F ∨ − √l t √ χ
2 χ 4g
φ ( t )=2 Am ∨
2l χ

To observe how the full nonlinear model differs from the simplified model solved earlier, two plots were
generated showing the angle of the pendulum over time. The plots use a pendulum model with a rod
π 15 π
length of 1 meter, no initial angular velocity, and initial angles of radians and radians.
18 18

Figure 6.

Figure 7.

In figure 6, it can be seen that for small periods of time the models provide nearly the same values. The
nonlinear model has a slightly longer period than that of the small angle model, which was to be expected
since the nonlinear model’s period is influenced by the Complete Elliptic Integral as noted in a previous
section. If the chosen angle was 5° instead of 10° , it can be assumed that the plot would show a single
waveform as the two models would produce equal angles. When observing figure 7, it becomes extremely
obvious how the two models differ. In the time it takes the nonlinear model to complete one period, the
small angle model has nearly completed two periods. Physically, this makes sense as a pendulum near the
apex of its arc has lost nearly all of its kinetic energy and therefore most of its angular velocity. At small
angles this effect is obviously still present, however, it is much less important as both functions
approximate a simple sinusoidal waveform. It is difficult to tell if the above solution φ ( t ) is actually a
feasible solution for any physical system, as it would most likely be simpler to use a numerical method to

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21.
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An Equation for the Angle of the Nonlinear Pendulum
solve the equation of motion. However, the fact that the equation of motion can actually be solved in
closed form is fascinating.

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22.
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References

Ochs, K. (2011). A comprehensive analytical solution of the nonlinear pendulum. European Journal of
Physics, 32(2), 479-490. doi:10.1088/0143-0807/32/2/019

The Simple but Nonlinear Pendulum. (1987). Los Alamos Science Special Issue, nonlinear science, 221.
Retrieved from https://fas.org/sgp/othergov/doe/lanl/pubs/00285896.pdf

Simpson, D. (2010, December 31). The Nonlinear Pendulum. Retrieved from


http://www.pgccphy.net/ref/nonlin-pendulum.pdf

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