Jain, Breunung, Haller - 2019 - Fast Computation of Steady-State Response For High-Degree-Of-Freedom Nonlinear Systems

Nonlinear Dyn (2019) 97:313–341
https://doi.org/10.1007/s11071-019-04971-1
ORIGINAL PAPER
Fast computation of steady-state response for

high-degree-of-freedom nonlinear systems
Shobhit Jain · Thomas Breunung · George Haller
Received: 30 October 2018 / Accepted: 20 April 2019 / Published online: 8 May 2019
© Springer Nature B.V. 2019
Abstract We discuss an integral equation approach 1 Introduction

that enables fast computation of the response of non-
linear multi-degree-of-freedom mechanical systems Multi-degree-of-freedom nonlinear mechanical sys-
under periodic and quasi-periodic external excitation. tems generally approach a steady-state response under
The kernel of this integral equation is a Green’s func- periodic or quasi-periodic forcing. Determining this
tion that we compute explicitly for general mechan- response is often the most important objective in ana-
ical systems. We derive conditions under which the lyzing nonlinear vibrations in engineering practice.
integral equation can be solved by a simple and fast Despite the broad availability of effective numeri-
Picard iteration even for non-smooth mechanical sys- cal packages and powerful computers, identifying the
tems. The convergence of this iteration cannot be guar- steady-state response simply by numerically integrat-
anteed for near-resonant forcing, for which we employ ing the equations of motion is often a poor choice. First,
a Newton– Raphson iteration instead, obtaining robust modern engineering structures tend to be very lightly
convergence. We further show that this integral equa- damped, resulting in exceedingly long integration times
tion approach can be appended with standard continu- before the steady state is reached. Second, structural
ation schemes to achieve an additional, significant per- vibrations problems to be analyzed are often available
formance increase over common approaches to com- as finite-element models for which repeated evalua-
puting steady-state response. tions of the defining functions are costly. These eval-
uations are inherently not parallelizable, thus increas-
Keywords Forced-response curves · Backbone ing the number of processors used in the simulation
curves · Nonlinear oscillations · Periodic response · results in increased cross-communication times that
Quasi-periodic response · Integral equations slow down already slowly converging runs even further.
As a result, even with today’s advances in computing,
it may take days to reach a good approximation to a
steady-state response in complex structural vibration
problems (cf. Avery et al. [1]).
To achieve feasible computation times for steady-
S. Jain (B) · T. Breunung · G. Haller
Institute for Mechanical Systems, ETH Zürich,
state response in high-dimensional systems, reduced-
Leonhardstrasse 21, 8092 Zurich, Switzerland order models (ROM) are often used to obtain a low-
e-mail: shjain@ethz.ch dimensional variant of the mechanical system. Var-
T. Breunung ious nonlinear normal modes (NNM) concepts have
e-mail: brethoma@ethz.ch been used to describe such small-amplitude, nonlin-
123
314 S. Jain et al.
ear oscillations. Among these, the classic NNM defini- hulst [21]) after a transformation to amplitude-phase
tion of Rosenberg [2] targets periodic orbits in a two- coordinates in the case of small damping, nonlineari-
dimensional subcenter-manifold [3] in the undamped ties and forcing. They consider single as well as multi-
limit of the oscillatory system. By contrast, Shaw and harmonic forcing of multi-degree of freedom systems
Pierre [4] define NNMs as the invariant manifolds and obtain the solution in terms of a multi-frequency
tangent to modal subspaces at an equilibrium point Fourier expansion. Their formulas become involved
(cf. Avramov and Mikhlin [5] for a review) allowing even for a single oscillator, and thus, condensed formu-
application to dissipative systems. Haller and Ponsioen las or algorithms are unavailable for general systems.
[6] distinguish these two notions for dissipative sys- As conceded by Mitroposkii and Van Dao [19], the
tems under possible periodic/quasi-periodic forcing, by series expansion is formal, as no attention is given to
defining an NNM as a near-equilibrium trajectory with the actual existence of a periodic response. Existence
finitely many frequencies, and introducing a spectral is indeed a subtle question in this context, since the
submanifold (SSM) as the smoothest invariant man- envisioned periodic orbits would perturb from a non-
ifold tangent to a spectral subbundle along such an hyperbolic fixed point.
NNM. Vakakis [22] relaxes the small nonlinearity assump-
Alternatively, ROMs obtained using heuristic tion and describes a perturbation approach for obtain-
projection-based techniques are also used to approx- ing the periodic response of a single-degree-of-freedom
imate steady-state response of high-dimensional sys- Duffing oscillator subject to small forcing and small
tems. These include sub-structuring methods such damping. A formal series expansion is performed
as the Craig–Bampton method [7] (cf. Theodosiou around a conservative limit, where periodic solutions
et al. [8]), proper orthogonal decomposition [9] (cf. are explicitly known (elliptic Duffing oscillator). This
Kerchen et al. [10]), reduction using natural modes approach only works for perturbations of integrable
(cf. Amabili [11], Touzé et al. [12]) and the modal- nonlinear systems.
derivative method of Idelsohn and Cardona [13] (cf. Formally applicable without any small parameter
Sombroek et al. [14], Jain et al. [15]). A common assumption is the harmonic balance method. Intro-
feature of these methods is their local nature: they duced first by Kryloff and Bogoliuboff [23] for single-
seek to approximate nonlinear steady-state response in harmonic approximation of the forced response, the
the vicinity of an equilibrium. Thus, high-amplitude method has been gradually extended to include higher
oscillations are generally missed by these approaches. harmonics and quasi-periodic orbits (cf. Chua and
The methods reviewed here are fundamentally heuris- Ushida [24] and Lau and Cheung [25]). In the harmonic
tic as the relationship between the full system and balance procedure, the assumed steady-state solution
its simplified approximation is generally unknown is expanded in a Fourier series which, upon substi-
and has to be tested in each application. Though we tution, turns the original differential equations into a
focus on finite-dimensional dynamical systems in this set of nonlinear algebraic equations for the unknown
work, the same limitations are shared by many trunca- Fourier coefficients after truncation to finitely many
tion/approximation methods when applied to infinite- harmonics. The error arising from this truncation, how-
dimensional systems as well (cf. Malookani and van ever, is not well understood. For the periodic case,
Horssen [16] for the case of Galerkin truncation applied Leipholz [26] and Bobylev et al. [27] show that the
to string vibrations). solution of the harmonic balance converges to the actual
On the analytic side, perturbation techniques relying solution of the system if the periodic orbit exists and
on a small parameter have been widely used to approx- the number of harmonics considered tends to infin-
imate the steady-state response of nonlinear systems. ity. Explicit error bounds are only available as func-
Nayfeh et al. [17,18] give a formal multiple-scales tions of the (a priori unknown) periodic orbit (cf.
expansion applied to a system with small damping, Bobylev et al. [27], Urabe [28], Stokes [29] and García-
small nonlinearities and small forcing. Their results Saldaña and Gasull [30]). The quantities involved, how-
are detailed amplitude equations to be worked out on ever, generally require numerical integration to obtain.
a case-by-case basis. Mitropolskii and Van Dao [19] For quasi-periodic forcing, such error bounds remain
apply the method of averaging (cf. Bogoliubov and unknown to the best of our knowledge.
Mitropolsky [20] or, more recently, Sanders and Ver-
123
Fast computation of steady-state response 315
The shooting method (cf. Keller [31], Peeters et al. integral equation whose zeros are the steady-state
[32] and Sracic and Allen [33]) is also broadly used responses of the mechanical system. Along with a
to compute periodic orbits of nonlinear system. In this phase condition to ensure uniqueness, the same integral
procedure, the periodicity of the sought orbit is used equation can also be used to obtain the (quasi-) peri-
to formulate a two-point boundary value problem. The odic response in conservative, autonomous mechanical
solutions are initial conditions on the periodic orbit. systems.
Starting from an initial guess, one corrects the initial While certain elements of the integral equations
conditions iteratively until the boundary value prob- approach outlined here for periodic forcing have been
lem is solved up to a required precision. The iterated already discussed outside the structural vibrations liter-
correction of the initial conditions, however, requires ature, our treatment of quasi-periodic forcing appears
repeated numerical integration of the equation of varia- to be completely new. We do not set any concep-
tions along the current estimate of the periodic orbit, as tual bounds on the number of independent frequen-
well as numerical integration of the full system. Albeit cies allowed in such a forcing, which enables one to
the shooting method has moderate memory require- apply the results to more complex excitations mimick-
ments relative to that of harmonic balance due to its ing stochastic forcing.
smaller Jacobian, this advantage is useful only for very First, we derive a Picard iteration approach with
high-dimensional systems with memory constraints. In explicit convergence criteria to solve the integral
practice, shooting is limited by the capabilities of the equations for the steady-state response iteratively
time integrator used and can be unsuitable for solutions (Sect. 3.1). This fast iteration approach is particularly
with large Floquet multipliers, as observed by Seydel appealing for high-dimensional systems, since it does
[34]. Furthermore, the shooting method is only appli- not require the construction and inversion of Jacobian
cable to periodic steady-state solutions, not to quasi- matrices, and for non-smooth systems, as is does not
periodic ones. rely on derivatives. At the same time, this Picard itera-
The shooting method uses a time-march-type inte- tion will not converge near external resonances. Apply-
gration, i.e., the solution at each time step is solved ing a Newton–Raphson scheme to the integral equa-
sequentially after the previous one. In contrast, collo- tion, however, we can achieve convergence of the iter-
cation approaches solve for the solution at all time steps ation even for near-resonant forcing (Sect. 3.2). We
in the orbit simultaneously. Collocation schemes miti- additionally employ numerical continuation schemes
gate all the drawbacks of the shooting method but can to obtain forced response and backbone curves of
be computationally expensive for large systems since nonlinear mechanical systems (Sect. J.1). Finally, we
all unknowns need to be solved together over the full illustrate the performance gain from our newly pro-
orbit. Popular software packages, such as AUTO [35], posed approach on several multi-degree-of-freedom
MATCONT [36] and the po toolbox of coco [37], also mechanical examples (Sect. 4), using a MATLAB® -
use collocation schemes to continue periodic solutions based implementation.1
of dynamical systems. Renson et al. [38] provide a thor-
ough review of the commonly used methods for com-
putation of periodic orbits in multi-degree-of-freedom 2 Setup
mechanical systems.
Constructing particular solutions using integral We consider a general nonlinear mechanical system of
equations is textbook material in physics or vibration the form
courses for impulsive forcing the (system is at rest at
the initial time, prior to which the forcing is zero). Mẍ + Cẋ + Kx + S(x, ẋ) = f(t), (1)
Solving this problem with a classic Duhamel integral
will produce a particular solution that approaches the where x(t) ∈ Rn is the vector of generalized dis-
steady-state response asymptotically. This approach, placements; M, C, K ∈ Rn×n are the symmetric
therefore, suffers from the slow convergence we have mass, stiffness and damping matrices; S is a non-
already discussed for direct numerical integration. linear, Lipschitz continuous function such that S =
In this paper, assuming either periodicity or quasi-
periodicity for the external forcing, we derive an 1 Available at https://www.georgehaller.com.
123
316 S. Jain et al.

O |x|2 , |x| |ẋ| , |ẋ|2 ; f is a time-dependent, multi- structural dynamics systems, but the following treat-
frequency external forcing. Specifically, we assume ment also allows for time dependence in S or R. Specif-
that f(t) is quasi-periodic with a rationally incommen- ically, all the following results hold for nonlineari-
surate frequency basis ∈ Rk , k ≥ 1 which means ties with explicit time dependence as long as the time
dependence is quasi-periodic (cf. Eq. (2)) with the same
f(t) = f̃(t), κ, = 0, κ ∈ Zk − {0}, (2) frequency basis as that of the external forcing f(t).
for some continuous function f̃ : Tk → Rn , defined

on a k−dimensional torus Tk . For k = 1, f is peri- 2.1 Periodically forced system
odic in t with period T = 2π/, while for k > 1, f
describes a strictly quasi-periodic forcing. System (1) We first review a classic result for periodic solutions in
can be equivalently expressed in the first-order form as periodically forced linear systems (cf. Burd [40]).
Lemma 1 If the forcing F(t) is T -periodic, i.e., F(t +
Bż = Az − R(z) + F(t) , (3) T ) = F(t), t ∈ R, and the non-resonance conditions
with 2π
λ j = i , ∈ Z, (7)
ẋ 0 M M 0 T
z= , B= , A= ,
x M C 0 −K
are satisfied for all eigenvalues λ1 , . . . , λ2n defined in
0 0 (5), then there exists a unique T -periodic response to
R(z) = , F(t) = .
S(x, ẋ) f(t) (4), given by
The first-order form in (3) ensures that the coeffi- T
cient matrices A and B are symmetric, if the matri-
z(t) = V G(t − s, T )V−1 F(s) ds, (8)
ces M, C and K are symmetric, as is usually the case 0
in structural dynamics applications (cf. Gérardin and
Rixen [39]). We assume that the coefficient matrix of where G(t, T ) is the diagonal matrix of periodic
the linear system Green’s functions for the modal displacement vari-
ables, defined as
Bż = Az + F(t) (4) G(t, T ) = diag (G 1 (t, T ), . . . , G 2n (t, T )) ∈ C2n×2n ,
λjT
e
can be diagonalized using the eigenvectors of the gen- G j (t, T ) = eλ j t + h(t) , j = 1, . . . , 2n,
eralized eigenvalue problem 1 − eλ j T
(9)

A − λ j B v j = 0, j = 1, . . . , 2n, (5) with the Heaviside function h(t) given by

via the linear transformation z = Vw, where w ∈ C2n 1 t ≥0
h(t) := .
represents the modal variables and V = [v1 , . . . , 0 t <0
v2n ] ∈ C2n×2n is the modal transformation matrix con- Proof We reproduce the proof for completeness in
taining the eigenvectors. The diagonalized linear ver- “Appendix A”.

sion of (4) with forcing is given by

Remark 2 The uniform-in-time sup norm of the Green’s
ẇ = w + ψ(t), (6) function (9) can be bounded by the constant Γ (T )
defined as

where = diag (λ1 , . . . , λ2n ), ψ j (t) =

ṽ j F(t)
ṽ j Bv j , where T max(
eλ j T
, 1)
Γ (T ) := max

ṽ j denotes the jth row of the matrix V−1 . Furthermore, 1≤ j≤n

1 − eλ j T
if the matrices A and B are symmetric, then V−1 = V . T

≥ max G(t − s, T )0 ds
0≤t<T . (10)
Remark 1 We have assumed autonomous nonlineari- 0 0
ties S, R in Eqs. (1) and (3) since this is relevant for We detail this estimate in “Appendix F”.
123
The Green’s functions defined in (9) turn out to play there exists a unique quasi-periodic steady-state
a key role in describing periodic solutions of the full, response to (4) with the same frequency basis . This
nonlinear system as well. We recall this in the following steady-state response is given by
result (see eg. Bobylev et al. [27]).
Tκ
Theorem 1 (i) If z(t) is a T −periodic solution of the z(t) = V G(t − s, Tκ )V−1 F(s) ds. (14)
0
nonlinear system (3), then z(t) must satisfy the integral κ∈Zk
equation
Furthermore, z(t) is quasi-periodic with Fourier expan-
T
sion
z(t) = V G(t − s, T )V−1 [F(s) − R(z(s))] ds.
0
(11) z(t) = V H(Tκ )V−1 Fκ eiκ,t , (15)
κ∈Zk
(ii) Furthermore, any continuous, T −periodic solution
z(t) of (11) is a T −periodic solution of the nonlinear where H(Tκ ) is the diagonal matrix of the amplification
system (3). factors, defined as
H(Tκ ) = diag (H1 (Tκ ), . . . , H2n (Tκ )) ∈ C2n×2n ,
Proof We reproduce the proof for completeness in 1
“Appendix B”. The term V−1 [F(t) − R(z(t))] is treated H j (t, T ) = , j = 1, . . . , 2n . (16)
i κ, − λ j
as a periodic forcing term in (6) for a T -periodic z(t)
and Lemma 1 is used to prove (i). Statement (ii) is then Proof The proof is a consequence of the linearity of
a direct consequence of the Leibniz rule.
(4) along with Lemma 1, followed by the explicit eval-

uation of the integrals in (14). We give the details in
2.2 Quasi-periodically forced systems “Appendix C”.

Remark 3 The maximum of H j (Tκ ) can be bounded
The above classic results on periodic steady-state solu- by the constant h max , defined as
tions extend to quasi-periodic steady-state solutions

max
H j (Tκ )
under quasi-periodic forcing. This observation does not 1≤ j≤2n

κ∈Zk
appear to be available in the literature, which prompts

us to provide full detail. = max
Let the forcing F(t) be quasi-periodic with fre- 1≤ j≤2n i κ, − λ j

κ∈Zk
quency basis ∈ Rk (k > 1), i.e.,
1
= max
1≤ j≤2n (κ, − Im(λ j ))2 + Re(λ j )2
F(t) = Fκ eiκ,t , (12) κ∈Zk
κ∈Zk 1 1
≤ max = =: h max .
where each member of this k-parameter summation
1≤ j≤2n Re(λ j )2 min1≤ j≤2n Re(λ j )2
represents a time-periodic forcing with frequency (17)
κ, , i.e., forcing with period We note that the constant, h max , increases as the real
2π part of the minimal eigenvalue tends to zero (i.e., with
Tκ = . decreasing damping values)
κ,
Here, T0 = ∞ formally corresponds to the period of In analogy with Theorem 1, we present here an inte-
the mean F0 of F(t). gral formulation for steady-state solutions of the non-
linear system (3) under quasi-periodic forcing.
Lemma 2 If the forcing is quasi-periodic, as given by
(12), then under the non-resonance conditions Theorem 2 (i) If z(t) is a quasi-periodic solution of
the nonlinear system (3) with frequency basis , then
2π the nonlinear function R(z(t)) is also quasi-periodic
λ j = i , ∈ Z, j ∈ {1, . . . , 2n}, κ ∈ Zk ,
Tκ with the same frequency basis and z(t) must satisfy
(13) the integral equation:
123
318 S. Jain et al.
Tκ
response and backbone curves. The special case of pro-
z(t) = V G(t − s, Tκ )V−1
0 portional damping and purely position-dependent non-
κ∈Zk
linearities further alleviates these computational chal-
× [F(s) − R(z(s))] ds . (18) lenges by reducing the dimensionality to half, as we
discuss in the following section.
(ii) Furthermore, any continuous, quasi-periodic
solution z(t) of (18), with frequency basis , is a quasi-
periodic solution of the nonlinear system (3).
2.3 Special case: structural damping and purely
Proof The proof is analogous to that for the periodic geometric nonlinearities
case (cf. Theorem 1). Again, the term F(t) − R(z(t))
is treated as a quasi-periodic forcing term.
The results in Sects. 2.1 and 2.2 apply to general

first-order systems of the form (3). The special case
Remark 4 With the Fourier expansion z(t) =
iκ,t , Eq. (18) can be equivalently written
of second-order mechanical systems with proportional
κ∈Zk zκ e damping and purely geometric nonlinearities, how-
as ever, is of significant interest to structural dynamicists
(cf. Gérardin and Rixen [39]). These general results
zκ = VH(Tκ )V−1 [Fκ − Rκ {z}] , κ ∈ Zk , (19) can be simplified for such systems, resulting in integral
equations with half the dimensionality of Eqs. (11) and
where Rκ {z} are the Fourier coefficients of the quasi- (18), as we discuss in this section.
periodic function R(z(t)), defined as We assume that the damping matrix C satisfies the
proportional damping hypothesis, i.e., can be expressed
t
1 as a linear combination of M and K. We also assume
Rκ {z} := lim R(z(t))e−iκ,t dt. (20)
t→∞ 2t that the nonlinearities depend on the positions only, i.e.,
−t we can simply write S(x). The equations of motion are,
therefore, given by
If we express the quasi-periodic solution using toroidal
coordinates θ ∈ Tk such that z(t) = u(t), where
u : Tk → R2n is the torus function, then we can express Mẍ + Cẋ + Kx + S(x) = f(t). (22)
the Fourier coefficients as
Then, the real eigenvectors u j of the undamped eigen-
1
Rκ {u} := R(u(θ ))e−iκ,θ t dθ . (21) value problem satisfy
(2π )k Tk

This helps to avoid the infinite limit in the inte- K − ω0,
2
j M u j = 0 ( j = 1, 2, . . . , n) , (23)
gral (20) that can pose numerical difficulties (cf.
Schilder et al. [41], Mondelo González [42]. To this where ω0, j is the eigenfrequency of the undamped
end, we have used the torus coordinates for the formu- vibration mode u j ∈ Rn . These eigenvectors (or
lation of quasi-periodic oscillations in our supplemen- modes) can be used to diagonalize the linear part of (22)
tary MATLAB® code. using the linear transformation x = Uy, where y ∈ Rn
represents the modal variables and U = [u1 , . . . , un ] ∈
The present integral equation formulation (11), (18)
Rn×n is the modal transformation matrix containing the
assumes the knowledge of the eigenvectors and eigen-
vibration modes. Thus, the decoupled system of equa-
values of the linearized system. These are usually com-
tions for the linear system,
puted numerically and may pose a computational chal-
lenge for very high-dimensional systems. Nonetheless,
this computation needs to be performed only once for Mẍ + Cẋ + Kx = f(t), (24)
the full system (and not repeatedly for each forcing
frequency). For this reason, it is expected that diag- is given by
onalizing the system at the linear level forms only a
fraction of the total computational cost for the forced U MUÿ + U CUẏ + U KUy = U f(t). (25)
123
Specifically, the jth mode (y j ) of equation (25) is cus- Proof See “Appendix D”.

tomarily expressed in the vibrations literature as
The periodic Green’s function L j (t, T ) for a single-
degree-of-freedom, underdamped harmonic oscillator
ÿ j + 2ζ j ω0, j ẏ j + ω0,
2
j y j = ϕ j (t), j = 1, . . . , n, has already been derived in the controls literature (see,
(26) e.g., Kovaleva [43], p. 19., formula (1.40), or Babit-
sky [44] p. 90). They also note a simplification when
uj Ku j the periodic forcing function has an odd symmetry
where ω0, j = are the undamped natural fre-
uj Mu j
with respect to half the period (e.g., sinusoidal forc-
uj Cu j ing), in which case the integral can be taken over just
quencies; ζ j = 2ω0, j
1
are the modal damping
uj Mu j
half the period with another Green’s function. Koval-
u F(t) eva [43] also lists the Green function without damping
coefficients; and ϕ j (t) = uj Mu are the modal par-
j j for the case of a multi-degree-of-freedom system with-
ticipation factors. The eigenvalues for the correspond- out damping, in transfer-function notation. In summary,
ing full system in phase space can be arranged as fol- formula (30) does not seem to appear in the vibrations
lows literature, but earlier controls literature has simpler
forms of it (single-degree-of-freedom modal form with
λ2 j−1,2 j = −ζ j ± ζ j2 − 1 ω0, j , j = 1, . . . , n. damping, or multi-dimensional form without damping
(27) in modal coordinates), albeit for the underdamped case
only.
With the constants Kovaleva [43] also observes for undamped multi-
degree-of-freedom systems that an integral equation
α j := Re(λ2 j ), ω j := |Im(λ2 j )|, β j := α j + ω j , with this Green’s function can be written out for non-
γ j := α j − ω j, j = 1, . . . , n, (28) linear systems, and then refers to Rosenwasser [45] for
existence conditions and approximate solution meth-
we can restate Lemma 1 specifically for linear systems ods. Chapter 4.2 of Babitsky and Krupenin [46] also
with proportional damping as follows. discusses this material in the context of the response of
linear discontinuous systems, citing Rosenwasser [45]
Lemma 3 For T -periodic forcing f(t), i.e., f(t + T ) = for a similar formulation. We formalize and generalize
f(t), t ∈ R, T > 0 and under the non-resonance con- these discussions as a theorem here:
ditions (7), there exists a unique T-periodic response Theorem 3 (i) If x(t) is a T-periodic solution of the
for system (24), given by nonlinear system (22), then x(t) must satisfy the inte-
T
gral equation
x(t) = U L(t − s, T )U f(s) ds, (29)
0 T
x(t) = U L(t − s, T )U [f(s) − S(x(s))] ds ,
where L(t, T ) is the diagonal Green’s function matrix 0
for the modal displacement variables defined as (31)
L(t, T ) = diag (L 1 (t, T ), . . . , L n (t, T )) ∈ Rn×n , with L defined in (30).

L j (t, T ) (ii) Furthermore, any continuous, T-periodic solu-
⎧
α T α T
⎪
⎪ α t e j sin ω j (T +t)−e j sin ω j t tion of x(t) of (31) is a T-periodic solution of the non-
⎪
⎪
e j
+ h(t) sin ω t , ζj < 1
⎪
⎪ ωj 2α T α T
1+e j −2e j cos ω j T
j
⎪
⎨ α (T +t) α T linear system (22).
j 1−e j t+T
= e + h(t)teα j t , ζj = 1,
⎪
⎪
α T 2
Proof This result is just a special case of Theorem 1,
⎪
⎪ 1−e j
⎪
⎪ β j (T +t) βt
⎪
⎩ 1
γ (T +t)
e j j − eγ j t
with the specific form of the Green’s function listed in
βj T − γ j T + h(t) e , ζj > 1
e
(β j −γ j ) 1−e 1−e (30).

j = 1, . . . , n (30)
Remark 5 Once a solution to (31) is obtained for the
and ϕ(s) = [ϕ1 (s), . . . , ϕn (s)] is the forcing vector position variables x (cf. Sect. 3 for solution methods),
in modal coordinates. the corresponding velocity ẋ can be recovered as
123
320 S. Jain et al.
T
where
ẋ(t) = U J(t − s, T )U [f(s) − S(x(s))] ds,
0 Q(Tκ ) = diag (Q 1 (Tκ ), . . . , Q n (Tκ )) ∈ Cn×n ,
where J(t − s, T ) = diag (J1 (t − s, T ), . . . , is the diagonal matrix of the amplification factors,
Jn (t − s, T )) ∈ Rn×n is the diagonal Green’s matrix which are explicitly given by
whose diagonal elements are given by
⎧
α T α T α T
⎪
⎪ αjt e j ω j cos ω j (T +t)−e j cos ω j t +α j sin ω j (T +t)−e j sin ω j t
⎪
⎪
e
+
⎪
⎪ ωj 2α T α T
1+e j −2e j cos ω j T ζj < 1
⎪
⎪
⎪
⎪
⎨
h(t) ω j cos
ω j t + α j sin ω j t,
J j (t, T ) = eα j (T +t) 1−eα j T (1+α j t )+α j T , (32)
⎪
⎪ + h(t) eα j t + α j teα j t , ζj = 1
⎪
⎪ αjT 2
⎪
⎪ 1−e
⎪
⎪ β (T +t)
⎪
⎪ βje j
γ (T +t)
γje j βt γ

⎩ (β −γ )
1
βjT − γjT + h(t) β j e − γ j e
j j t , ζj > 1
j j 1−e 1−e
as shown in “Appendix D”. Q j (Tκ )

⎧
⎪
⎪ (iκ,−α j )2+ω2j , ζj <1
1
Finally, the following result extends the integral ⎪
⎨
equation formulation of Theorem 3 to quasi-periodic := 1
, ζ j = 1, j = 1, . . . , n,
forcing. ⎪
⎪ (iκ,−α j )2
⎪
⎩
(β j −iκ,)(γ j −iκ,) , ζ j > 1,
1
Theorem 4 (i) If x(t) is a quasi-periodic solution of (35)

the nonlinear system (22) with frequency basis , and
the nonlinear function S(x(t)) is also quasi-periodic as derived in “Appendix I”.
with the same frequency basis , then x(t) must satisfy Remark 7 The non-resonance conditions (7) and (13)
the integral equation: are generically satisfied by dissipative systems as
described in this section since none of the eigenvalues
Tκ
(27) are purely imaginary.
x(t) = U L(t − s, Tκ )U [f(s) − S(x(s))] ds
0
κ∈Zk
(33) 2.4 The unforced conservative case
(ii) Furthermore, any continuous quasi-periodic solu- In contrast to dissipative systems, which have isolated
tion x(t) to (33), with frequency basis , is a quasi- (quasi-) periodic solutions in response to (quasi-) peri-
periodic solution of the nonlinear system (1). odic forcing, unforced conservative systems will gener-
ally exhibit families of periodic or quasi-periodic orbits
Proof This theorem is just a special case of Theorem 2. (cf. Kelley [47] or Arnold [48]). The calculation of

(quasi-) periodic orbits in an autonomous system such

as
In analogy with Remark 4, we make the follow-
ing remark for geometric nonlinearities and structural Bż = Az + R(z) , (36)
damping.
is different from that in the forced case mainly due to
Remark 6 With the Fourier expansion x(t) =

two reasons:
iκ,t , Eq. (33) can be equivalently writ-
κ∈Zk xκ e 1. The frequencies of such (quasi-) periodic oscilla-
ten as the system tions are intrinsic to the system. This means that
the time period T , or the base frequency vector ,
xκ = UQ(Tκ )U [fκ − Sκ {x}] , κ ∈ Zk , (34) of the response is a priori unknown.
123
2. Any given (quasi-) periodic solution z(t) to the Clearly, a fixed point of the mapping G P in (39) cor-
autonomous system (36) is a part of a family of responds to a periodic steady-state response of system
(quasi-) periodic solutions, with an arbitrary phase (1) by Theorem 1. Starting with an initial guess z0 (t)
shift θ ∈ R. for the periodic orbit, the Picard iteration applied to the
mapping (37) is given by
Nonetheless, Theorems 1–4 still hold for system (36)
with the external forcing function set to zero. Special
care needs to be taken, however, in the numerical imple- z+1 = G P (z ) , ∈ N. (40)
mentation of these results for unforced mechanical sys-
tems, as we shall discuss in “Appendix J.1.1”. To derive a convergence criterion for the Picard itera-
tion, we define the sup norm ·0 = maxt∈[0,T ] |·| and
consider a δ−ball of C 0 -continuous and T -periodic
3 Iterative solution of the integral equations functions centered at z0 :

We would like to solve integral equations of the form Cδz0 [0, T ] := z : [0, T ] → R2n | z ∈ C 0 [0, T ],

(cf. Theorems 1 and 3) z(0) = z(T ), z − z0 0 ≤ δ . (41)
T
z(t) = VG(t − s, T )V−1 [F(s)
0 We further define the first iterate under the map G P as
− R(z(s))] ds, t ∈ [0, T ] (37) T
E(t) = G P (z0 )(t) = VG(t − s, T )V−1
to obtain periodic solutions, or integral equations of the 0
form (cf. Theorem 2 and 4) × [F(s) − R(z0 (s))] ds, t ∈ [0, T ], (42)

z(t) = V H(Tκ )V−1 (Fκ − Rκ {z}) eiκ,t (38) and denote with L zδ0 a uniform-in-time Lipschitz con-
κ∈Zk stant for the nonlinearity R(z) with respect to its argu-
ment z within Cδz0 [0, T ]. With that notation, we obtain
to obtain quasi-periodic solutions of system (3). In the the following theorem for the convergence of a Picard
following, we propose iterative methods to solve these iteration performed on (37)
equations. First, we discuss a Picard iteration and then
subsequently a Newton–Raphson scheme. Theorem 5 If the conditions
1
L zδ0 < , (43)
3.1 Picard iteration a V V−1 Γ (T )

E0
δ≥ , (44)
Picard [49] proposed an iteration scheme to show local 1 − V V−1 L zδ0 Γ (T )

existence of solutions to ordinary differential equa-
tions, which is also used as practical iteration scheme to hold for some real number a ≥ 1, then the mapping
approximate the solutions to boundary value problems G P defined in Eq. (37) has a unique fixed point in the
in numerical analysis (cf. Bailey et al. [50]). We derive space (41) and this fixed point can be found via the
explicit conditions on the convergence of the Picard successive approximation
iteration when applied to Eqs. (37), (38). T
z+1 (t) = G P (z ) (t) = VG(t − s, T )V−1
0
3.1.1 Periodic response × [F(s) − R(z (s))] ds, ∈ N (45)
We define the right-hand side of the integral equation Proof The proof relies on the Banach fixed point theo-
(11) as the mapping G P acting on the phase space vec- rem. We establish that the mapping (37) is well defined
tor z, i.e., on the space (41). Subsequently, we prove that under
T
conditions (43), (44), the mapping (37) is a contraction.
z(t) = G P (z) (t) := VG(t − s, T )V−1
0 We detail all this in “Appendix G”.

× [F(s) − R(z(s))] ds, t ∈ [0, T ]. (39)
123
322 S. Jain et al.
Remark 8 If the nonlinearity R(z) is not only Lips- of the system are realistic and affect the convergence
chitz but also of class C 1 with respect to z, then condi- positively. At the same time, low damping values in
tion (43) can be more specifically written as such systems are also typical and affect the conver-
gence negatively.

1 An advantage of the Picard iteration approach we
max max
D R j (z)
< .
1≤ j≤n |z−z0 |≤δ aΓ (T ) V V−1 have discussed is that it converges monotonically, and
(46) hence, an upper estimate for the error after a finite num-
ber of iterations is readily available as the sup norm of
Remark 9 In case of geometric (purely position depen- the difference of the last two iterations. This can be
dent) nonlinearities and proportional damping (cf. Sect. exploited in numerical schemes to stop the iteration
2.3), we can avoid iterating in the 2n−dimensional once the required precision is achieved.
phase space by defining the iteration as
T 3.1.2 Quasi-periodic response
x+1 (t) = L P (x ) (t) := UL(t − s, T )U
0 We now consider the existence of a quasi-periodic solu-
× [f(s) − S(x)] ds, t ∈ [0, T ]. (47) tion under a Picard iteration of Eq. (18), which has
The existence of the steady-state solution and the con- apparently been completely absent in the literature. We
vergence of the iteration (47) can be proven analo- rewrite the right-hand side of the integral equation (18)
gously. as the mapping

z(t) = G Q (z) (t) := V H(Tκ )V−1
Babistky [44] derives via transfer functions an itera-
κ∈Zk
tion similar to (45) but without an explicit convergence
proof. He asserts that the iteration is sensitive to the × (Fκ − Rκ {z}) e iκ,t
, (48)
choice of the initial conditions z0 . We can directly con- where we have made use of the Fourier expansion
firm this by examining condition (44). Indeed, the norm defined in Remark 4.
of the initial error E0 is small for a good initial guess. We consider a space of quasi-periodic functions with
Therefore, the δ-ball in which the condition (43) on the the frequency base . Similarly to the periodic case (cf.
Lipschitz constant needs to be satisfied can be selected Sect. 3.1.1), we restrict the iteration to a δ−ball Cδz0 ()
small. centered at the initial guess z0 with radius δ, i.e.,
When no a priori information about the expected
steady-state response is available, we can select z0 (t) ≡ Cδz0 () := z(θ ) : Tk → R2n | z ∈ C 0 ,
0. Then, the term E(0, t) is equal to the forced response
z − z0 0 ≤ δ , (49)
of the linear system [cf. Eq. (42)]. In this case, the Lip-
schitz constant needs to be calculated for a δ−ball cen- where the sup norm ·0 = maxθ∈Tk |·| is the uniform
tered at the origin. supremum norm over the torus Tk . We then have the
The constant Γ (T ) [cf. Eq. (10)] affects the con- following theorem.
vergence of the iteration (45). Larger damping (i.e.,
smaller eRe(λ j )T ), larger distance of the forcing fre- Theorem 6 If the conditions
quency 2π/T from the natural frequencies (i.e., larger 1
L zδ0 < , (50)
|1−eλ j T |), and higher forcing frequencies (i.e., smaller a V V−1 h max

T ) all make the right-hand side of (43) larger and E0
δ≥ , (51)
hence are beneficial to the convergence of the itera- 1 − 2 V V−1 L zδ0 h max
tion. Likewise, a good initial guess (i.e., smaller

E

0)
and smaller nonlinearities (i.e., smaller
DS j (x)
) all hold for some real number a ≥ 1, then the mapping
make the left-hand side of (43) smaller and hence are G Q defined in Eq. (48) has a unique fixed point in the
similarly beneficial to the convergence of the iteration. space (49) and this fixed point can be found via the
In the context of structural vibrations, higher frequen- successive approximation
cies, smaller forcing amplitudes, and forcing frequen-
cies sufficiently separated from the natural frequencies z+1 (t) = G Q (z ) (t), ∈ N. (52)
123
Proof The is analogous to the proof of Theorem 5. We convergence criteria for the Picard iteration will not be
first establish that the mapping (48) is well defined in satisfied for near-resonant forcing and low damping.
the space (49). In “Appendix H”, we detail that the map- However, even if the Picard iteration fails to converge,
ping (48) is a contraction under the conditions (50) and one or more periodic orbits may still exist.
(51). A common alternative to the contraction mapping
approach proposed above is the Newton–Raphson
Remark 10 In case of geometric (position-dependent) scheme (cf., e.g., Kelley [51] ). An advantage of this
nonlinearities and proportional damping, we can reduce iteration is its quadratic convergence if the initial guess
the dimensionality of the iteration (52) by half, using is close enough to the actual solution of the problem.
(34). This results in the following, equivalent Picard This makes this procedure also appealing for a con-
iteration: tinuation setup. We first derive the Newton–Raphson

x+1 (t) = L Q (x ) (t) := U Q(Tκ )U scheme to periodically forced systems and afterward
to quasi-periodically forced systems.
κ∈Zk
× [fκ − Sκ {x }] e iκ,t
, ∈ N. (53)
3.2.1 Periodic case
The existence of the steady-state solution and the con-
vergence of the iteration (53) can be proven analo-
To set up a Newton–Raphson iteration, we reformulate
gously.
the fixed point problem (37) with the help of a func-
As in the periodic case, the convergence of the itera- tional F P whose zeros need to be determined:
tion (52) depends on the quality of the initial guess and T
the constant h max [cf. Eq. (17)], which is the maximum F P (z) := z − G P (z) = z − VG(t − s, T )V−1
0
amplification factor. Low damping results in a higher
× [F(s) − R(z(s))] ds = 0. (54)
amplification factor [cf. Eq. (17)] and will therefore
affect the iteration negatively, which is similar to the Starting with an initial solution guess z0 , we formulate
criterion derived in the periodic case. the iteration for the zero of the functional F P as
3.1.3 Unforced conservative case zl+1 = zl + μl ,

(55)
−F P (zl ) = DF P (zl )μl , l ∈ N ,
In the unforced conservative case, z(t) ≡ 0 is the trivial
fixed point of the maps G P and G Q . Thus, by Theorems where the second equation in (55) can be written using
5 and 6, the Picard iteration with an initial guess in the the Gateaux derivative of F P of
vicinity of the origin would make the iteration converge
to the trivial fixed point. In practice, the simple Picard −F P (zl ) = DF P (zl )μl

approach is found to be highly sensitive to the choice dF P (zl + sμl )
of initial guess for obtaining non-trivial solution in the =
ds s=0
case of unforced conservative systems. Thus, in such T
cases, more advanced iterative schemes equipped with = μl + VG(t − s, T )V−1 DR (z(s))|z=zl
continuation algorithms are desirable, such as the ones 0
μl (s)ds. (56)
we describe next.
Equation (56) is a linear integral equation in μl , where
zl is the known approximation to the solution of (54)
3.2 Newton–Raphson iteration at the lth iteration step.
So far, we have described a fast iteration process and

gave bounds on the expected convergence region of this 3.2.2 Quasi-periodic case
iteration. We concluded that if the iteration converges,
it leads to the unique (quasi-) periodic solution of the In the quasi-periodic case, the steady-state solution of
system (1). As discussed previously (cf. Sect. 3.1), our system (1) is given by the zeros of the functional
123
324 S. Jain et al.

F Q (z) := z − G Q (z) = z − VH(Tκ )V−1 involves the inversion of the corresponding linear oper-
κ∈Zk ator in Eq. (56) or (59), which is costly for large sys-
× (Fκ − Rκ {zl }) eiκ,t . (57) tems.
Regarding the first issue above, the tangent stiffness
Analogous to the periodic case, the Newton–Raphson is often available in finite-element codes for structural
scheme seeks to find a zero of F Q via the iteration: vibration. Nonetheless, there are many quasi-Newton
schemes in the literature that circumvent this issue by
zl+1 = zl + ν l , offering either a cost-effective but inaccurate approx-
(58) imation of the Jacobian (e.g., the Broyden’s method
−F Q (zl ) = DF Q (zl )ν l .
[52]), or avoid the calculation of the Jacobian alto-
To obtain the correction step ν l , the linear system of gether (cf. Kelley [51]).
equations For the second challenge above, one can opt for
the iterative solution of the linear system (56) or (59),
−F Q (zl ) = D F Q (zl )ν l
which would circumvent operator inversion when the
system size is very large. A practical strategy for
= νl + V H(Tκ )V−1 (Fκ −{DR(zl )ν l }κ ) eiκ,t obtaining force response curves of high-dimensional
κ∈Zk
systems would be to use the Picard iteration away
(59) from resonant forcing and switch toward the Newton–
needs to be solved for ν l . The Fourier coefficients Raphson approach when the Picard iteration fails. Even
{DR(zl )ν l }κ in (59) are then given by the formula though the Newton–Raphson approach has better rate
of convergence (quadratic) as compared to the Picard
{DR(zl (t))ν l }κ approach (linear), the computational complexity of a
τ
1 single Picard iteration is an order of magnitude lower
= lim DR(z(t))ν l (t)e−iκ,t dt .
τ →∞ 2τ −τ than that of Newton–Raphson method (simply because
of the additional costs of Jacobian evaluation and inver-
Remark 11 As noted in Introduction, the results in sion involved in the correction step). In our experi-
Sects. 3.1.2 and 3.2.2 hold without any restriction on ence with high-dimensional systems, when the Picard
the number of independent frequencies allowed in the iteration converges, it is significantly faster than the
forcing function f(t). This enables us to compute the Newton–Raphson in terms of CPU time, even though
steady-state response for arbitrarily complicated forc- it takes significantly more number of iterations to con-
ing functions, as long as they are well approximated verge.
by a finite Fourier expansion. Thus, the treatment of Both the Picard and the Newton–Raphson iter-
random-like steady-state computations is possible with ation are efficient solution techniques for specific
the methods proposed here. forcing functions. However, to obtain the steady-
state response as a function of forcing amplitudes
and frequencies, numerical continuation (cf. Dankow-
Discussion of the iteration techniques and numerical icz and Schilder [37], Doedel et al. [35], Dhooge et al.
solution [36]) is required. We discuss numerical continuation in
the context of the proposed integral equations approach
The Newton–Raphson iteration offers an alternative in “Appendix J.1”.
to the Picard iteration, especially when the system is In the case of multiple coexisting equilibrium posi-
forced near resonance, and hence, the convergence of tions in the unforced-damped system, the persistence
the Picard iteration cannot be guaranteed. At the same of these solutions as k-dimensional tori under small
time, the Newton–Raphson iteration is computation- (quasi-) periodic forcing can be deduced by the gen-
ally more expensive than the Picard iteration for two eral results of Haro and de la Llave [53]. Depending
reasons: First, the evaluation of the Gateaux deriva- on the specific application, a selection of these solu-
tives (56) and (59) can be expensive, especially if the tions can be numerically continued with the described
Jacobian of the nonlinearity is not directly available. techniques. To explore bifurcation phenomena, such as
Second, the correction step μl or ν l at each iteration merging of such solutions, advanced continuation tech-
123
niques, such as those of Dankowicz and Schilder [37], q1 q2

c c c
Doedel et al. [35] and Dhooge et al. [36] are needed. m
Furthermore, note that z(t) in Eqs. (37) and (38) m
f1
is a continuous function of time that cannot gener- k, S k k
ally be obtained in a closed form and, therefore, must
be numerically approximated (cf. Kress [54], Zey- Fig. 1 Two-mass oscillator with the non-dimensional parame-
man [55], Atkinson [56]). We discuss the numeri- ters m, k and c
cal solution procedure for such integral equations in
“Appendix J”.
m 0 2c −c 2k −k S(q1 )
In the supplementary MATLAB® code, we have q̈ + q̇ + q+
0 m −c 2c −k 2k 0
implemented a simple yet powerful collocation-based
f 1 (t)
approach for the numerical approximation of the peri- = . (60)
f 2 (t)
odic solution, and a Galerkin projection approach
using a Fourier basis for the quasi-periodic case. We This system is a generalization of the two-degree-
have also implemented the Picard and the Newton– of-freedom oscillator studied by Szalai et al. [57],
Raphson approaches for the iterative solution of the which is a slight modification of the classic example
integral equations, as discussed above. While perform- of Shaw and Pierre [4]. Since the damping matrix C is
ing numerical continuation, we make use of both these proportional to the stiffness matrix K, we can employ
techniques in the sense described above, i.e., we use the the Green’s function approach described in Sect. 2.3.
fast Picard approach away from resonance and switch The eigenfrequencies and modal damping of the lin-
to the use of the Newton–Raphson approach when the earized system at q1 = q2 = 0 are given by
Picard approach fails. In our experience, this combina-
k 3k cm
tion was found to be very effective in obtaining forced ω0,1 = , ω0,2 = , ζ1 = ,
m m 2ω0,1
response curves/surfaces for periodic as well as quasi-
cm
periodic cases. ζ2 = .
2ω0,2
With those constants, we can calculate the constants α j
4 Numerical examples and ω j [cf. Eq. (28)] for the Green’s function L j in Eq.
(30). We will consider three different versions of sys-
To illustrate the power of our integral-equation-based tem (60): smooth nonlinearity with periodic and sub-
approach in locating the steady-state response, we con- sequently quasi-periodic forcing; smooth nonlinear-
sider two numerical examples. The first one is a two- ity without forcing; discontinuous nonlinearity without
degree-of-freedom system with geometric nonlinear- forcing.
ity. We apply our algorithms under periodic and quasi-
periodic forcing, as well as to the autonomous sys-
4.1.1 Periodic forcing
tem with no external forcing. We also treat a case of
non-smooth nonlinearities. For periodic forcing, we
First, we consider system (60) with harmonic forcing
compare the computational cost with algorithm imple-
of the form
mented in the po toolbox of the state-of-the-art con-
tinuation software coco [37]. Subsequently, we per-
f 1 = f 2 (t) = A sin(Ωt), (61)
form similar computations for a higher-dimensional
mechanical system.
and a smooth nonlinearity of the form
4.1 2-DOF example S(q1 ) = 0.5q13 , (62)
We consider a two-degree-of-freedom oscillator shown which is the same nonlinearity considered by Szalai
in Fig. 1. The nonlinearity S is confined to the first et al. [57]. The integral-equation-based steady-state
spring and depends on the displacement of the first mass response curves are shown in Fig. 2 for a full fre-
only. The equations of motion are quency sweep and for different forcing amplitudes. As
123
326 S. Jain et al.
Fig. 3 Steady-state responses obtained for Example 1 [with non-

linearity (62) and forcing (61)] from different continuation tech-
Fig. 2 Nonlinear frequency response curves obtained using niques. Numerical continuation using coco or pseudo-arc-length
sequential continuation with the Picard iteration (blue) and technique is able to capture the fold appearing in the response
Newton–Raphson iteration (red) on example (60) with the non- curve for A = 0.1 [cf. Fig. 3, Table 1]
linearity (62) and forcing (61). (Color figure online)
high-amplitude loading than any other method we have

expected, our Picard iteration scheme (blue) converges considered.
fast for all frequencies in case of low forcing ampli- The integral-equation-based continuation was per-
tudes. For higher forcing amplitude, the method no formed with n t = 50 time steps to discretize the solu-
longer converges in a growing neighborhood of the res- tion in the time domain. On the other hand, the po
onance. To improve the results close to the resonance, toolbox in coco performs collocation-based continua-
we employ the Newton–Raphson scheme of Sect. 3.2. tion of periodic orbits, whereby it is able to modify the
We see that the latter iteration captures the periodic time-step discretization in an adaptive manner to opti-
response even for larger amplitudes near resonances mize performance. In principle, it is possible to build an
until a fold arises in the response curve. We need more integral-equation-based toolbox in coco, which would
sophisticated continuation algorithms to capture the allow for the adaptive selection of the discretization
response around such folds. steps. This is expected to further increase the perfor-
mance of integral equations approach, when equipped
Performance comparison between the integral equa- with coco for continuation.
tions and the po toolbox of coco As shown in Table 1,
the integral equation approach proposed in the present
4.1.2 Quasi-periodic forcing
paper is substantially faster than the po toolbox for
continuation of periodic orbits with the MATLAB® -
Unlike the shooting technique reviewed earlier, our
based continuation package coco [37] for low enough
approach can also be applied to quasi-periodically
amplitudes. However, as the frequency response starts
forced systems (cf. Theorems 2 and 4). Therefore, we
developing complicated folds for higher amplitudes
can also choose a quasi-periodic forcing of the form
(cf. Fig. 3), a much higher number of continuation
steps are required for the convergence of our sim-
ple implementation of the pseudo-arc-length contin- f 2 (t) = 0, f 1 = 0.01(sin(Ω1 t) + sin(Ω2 t)) ,
uation (cf. the third column in Table 1). Since coco κ1 Ω1 + κ2 Ω2 = 0 , κ1 , κ2 ∈ Z − {0}, (63)
is capable of performing continuation on general prob-
lems with advanced algorithms, we have implemented in Example 2, with the nonlinearity still given by Eq.
our integral equation approach in coco in order to (62). Choosing the first forcing frequency Ω1 close to
overcome this limitation. As shown in Table 1, the the first eigenfrequency ω1 and the second forcing fre-
integral equation approach, along with coco’s built- quency Ω2 close to ω2 , we obtain the results depicted in
in continuation scheme, is much more efficient for Fig. 4a. We show the maximal displacement as a func-
123
Table 1 Comparison of
Forcing Computation time [seconds (# continuation steps)]
computational performance
amplitude (A)
for different continuation po-toolbox of Integral eq. with Integral eq. with
approaches coco in-house continuation coco continuation
0.01 16 (88 steps) 0.15 (28 steps) 2 (56 steps)

0.3
maximal displacement q 1
0.25
0.2
0.15
0.1
0.05
0
1.9
1.8
1.7
1.05
1
Ω2 1.6
0.9
0.95
Ω1
(a) (b)
Fig. 4 a Response curve for Example 1 with the nonlinearity anteed region of convergence for the Picard iteration. The white
(62) and the forcing (63), and the non-dimensional parameters region is the domain where this iteration fails, and we employ
m = 1, k = 1 and c = 0.02; b number of iterations needed on the Newton–Raphson scheme. (Color figure online)
the construction of Fig. 4a. Red curves bound the a priori guar-
tion of the two forcing frequencies, which are always isfied and, accordingly, the iteration is guaranteed to
selected to be incommensurate; otherwise, the forcing converge. Since these conditions are only sufficient
would not be quasi-periodic. We nevertheless connect for convergence, the iteration converges also for fre-
the resulting set of discrete points with a surface in quency pairs within the red curves. The number of
Fig. 4a for better visibility. iterations required increases gradually and within the
To carry out the quasi-periodic Picard iteration (53), white region bounded by green lines, the Picard iter-
the infinite summation involved in the formula has to be ation fails. In such cases, we proceed to employ the
truncated. We chose to truncate the Fourier expansion Newton– Raphson scheme (cf. Sect. 3.2.2).
once its relative error is within 10−3 . If the iteration (53)
did not converge, we switched to the Newton–Raphson
scheme described in Sect. 3.2.2. In that case, we only
kept the first three harmonics as Fourier basis. 4.1.3 Non-smooth nonlinearity
Figure 4b shows the number of iterations needed
to converge to a solution with this iteration procedure. As noted earlier, our iteration schemes are also appli-
Especially away from the resonances, a low number cable to non-smooth system as long as they are still
of iterations suffices for convergence to an accurate Lipschitz. We select the nonlinearity of the form
result. Also included in Fig. 4b are the conditions (50)
and (51), which guarantee the convergence for the iter-
ation to the steady-state solution of system (1). Out- αsign(q1 )(|q1 | − β), for |q1 | > β,
S(q1 ) = (64)
side the two red curves, both (50) and (51) are sat- 0, otherwise,
123
328 S. Jain et al.
(a) (b)
Fig. 5 a Graph of the non-smooth nonlinearity (64); b response curve for Example 1 with the nonlinearity (64) and the forcing (61);
parameters: m = 1, k = 1 and c = 0.02, α = β = 0.1
x1 xn the oscillator chain consists of n masses with linear and

c c c c
m ... m cubic nonlinear springs coupling every pair of adjacent
f1 fn
k, κ k, κ k, κ k, κ masses. Thus, the nonlinear function S is given as:
⎡ ⎤
x13 − (x2 − x1 )3
Fig. 6 An n-mass oscillator chain with coupled nonlinearity. We ⎢ (x2 − x1 ) − (x3 − x2 )
3 3 ⎥
select the non-dimensional parameters m = 1, k = 1, κ = 0.5 ⎢ ⎥
⎢ (x − x ) 3
− (x − x ) 3 ⎥
and c = 1 ⎢ 3 2 4 3 ⎥
S(x) = κ ⎢ .. ⎥.
⎢ . ⎥
⎢ ⎥
⎣ (xn−1 − xn−2 )3 − (xn − xn−1 )3 ⎦
which represents a hardening (α > 0) or softening
(α < 0) spring with play β > 0. The spring coefficient (x2 − x1 )3 + xn3
is given by tan−1 (α), as depicted in Fig. 5a. The frequency response curve obtained with the iter-
If we apply the forcing ation described in Sect. 3.2 for harmonic forcing is
shown in Fig. 7 for 20 degrees-of-freedom. We also
f 1 (t) = 0.02 sin(Ωt), f 2 (t) = 0
include the frequency response obtained with the po-
to system (60) with the nonlinearity (64), our itera- toolbox of coco [37] with default settings for compar-
tion techniques yield the response curve depicted in ison. The integral equations approach gives the same
Fig. 5b. The Picard iteration approach (47) converges solution as the po-toolbox of coco, but the differ-
for moderate amplitudes, also in the nonlinear regime ence in run times is stunning: the po-toolbox of coco
(|q1 | > β). When the Picard iteration fails at higher takes about 12 min and 59 s to generate this frequency
amplitudes, we employ the Newton–Raphson itera- response curve, whereas the integral equation approach
tion. These results match closely with the amplitudes with a naive sequential continuation strategy takes 13 s
obtained by numerical integration, as seen in Fig. 5b. to generate the same curve. This underlines the power
of the approaches proposed here for complex mechan-
ical vibrations.
4.2 Nonlinear oscillator chain
To illustrate the applicability of our results to higher- 5 Conclusion

dimensional systems and more complex nonlinearities,
we consider a modification of the oscillator chain stud- We have presented an integral equation approach for the
ied by Breunung and Haller [58]. As shown in Fig. 6, fast computation of the steady-state response of nonlin-
123
frequencies), we deploy the Newton–Raphson itera-

tion once the Picard iteration fails near resonance. The
Newton–Raphson formulation can be computationally
intensive as it requires a high-dimensional operator
inversion, which would normally make this type of
iteration potentially unfeasible for exceedingly high-
dimensional systems. However, we circumvent this
problem with the Newton–Raphson method using mod-
ifications discussed in Sect. 3.2.
We have further demonstrated that advanced
numerical continuation is required to compute the
(quasi-) periodic response when folds appear in solu-
Fig. 7 Comparison of frequency sweeps produced using differ- tion branches. To this end, we formulated one such con-
ent continuation techniques for a 20-DOF oscillator chain with tinuation scheme, i.e., the pseudo-arc-length scheme,
coupled nonlinearity in our integral equations setting to facilitate captur-
ing response around such folds. We also demonstrated
that the integral equations approach can be coupled
ear dynamical systems under external (quasi-) periodic with existing state-of-the-art continuation packages to
forcing. Starting with a forced linear system, we derive obtain better performance (cf. Sect. 4.1.1).
integral equations that must be satisfied by the steady- Compared to well-established shooting-based tech-
state solutions of the full nonlinear system. The kernel niques, our integral equation approach also calcu-
of the integral equation is a Green’s function, which lates quasi-periodic responses of dynamical systems
we calculate explicitly for general mechanical systems. and avoids numerical time integration. The latter can
Due to these explicit formulae, the convolution with the be computationally expensive for high-dimensional or
Green’s function can be performed with minimal effort, stiff systems. In the case of purely geometric (position-
thereby making the solution of the equivalent integral dependent) nonlinearities, we can reduce the dimen-
equation significantly faster than full time integration sionality of the corresponding integral iteration by half,
of the dynamical system. We also show the applicabil- by iterating on the position vector only. For numer-
ity of the same equations to compute periodic orbits of ical examples, we show that our integral equation
unforced, conservative systems. approach equipped with numerical continuation out-
We employ a combination of Picard and the Newton– performs available continuation packages significantly.
Raphson iterations to solve the integral equations for As opposed to the broadly used harmonic balance pro-
the steady-state response. Since the Picard iteration cedure (cf. Chua and Ushida [24] and Lau and Che-
requires only a simple application of a nonlinear map ung [25]), our approach also gives a computable and
(and no direct solution via operator inversion), it is rigorous existence criterion for the (quasi-) periodic
especially appealing for high-dimensional system. Fur- response of the system.
thermore, the nonlinearity only needs to be Lipschitz Along with this work, we provide a MATLAB® code
continuous, therefore our approach also applies to non- with a user-friendly implementation of the developed
smooth systems, as we demonstrated numerically in iterative schemes. This code implements the cheap and
Sect. 4.1.3. We establish a rigorous a priori estimate fast Picard iteration, as well as the robust Newton–
for the convergence of the Picard iteration. From this Raphson iteration, along with sequential/pseudo-arc-
estimate, we conclude that the convergence of the length continuation. We have further tested our approach
Picard iteration becomes problematic for high ampli- in combination with the MATLAB® -based continua-
tudes and forcing frequencies near resonance with an tion package coco [37] and obtained an improvement
eigenfrequency of the linearized system. This can also in performance. One could, therefore, further add an
be observed numerically in Example 4.1.1, where the integral-equation-based toolbox to coco with adaptive
Picard iteration fails close to resonance. time steps in the discretization to obtain better effi-
To capture the steady-state response for a full fre- ciency.
quency sweep (including high amplitudes and resonant
123
330 S. Jain et al.
t
Acknowledgements We are thankful to Harry Dankowicz and + e(t−s) ψ(s) ds
Mingwu Li for clarifications and help with the continuation pack- 0
t −1
age coco [37]. We also acknowledge helpful discussions with
Mark Mignolet and Dane Quinn. = eT I − eT + I e(t−s) ψ(s) ds
0
T −1
Compliance with ethical standards + eT I − eT e(t−s) ψ(s) ds
t
Conflict of interest The authors declare that they have no con-
T −1
flict of interest. = eT I − eT + h(t − s)I e(t−s) ψ(s) ds ,
0
$ %& '
G(t−s,T )
(68)
A Proof of Lemma 1
where G(t, T ) is a diagonal matrix with the entries
The general solution of (6) is given by the classic vari-
given by (9). Using the linear modal transformation
ation of constants formula
z = Vw, we find the unique T -periodic solution to
t system (4) in the form
t
w(t) = e w(0) + e(t−s) ψ(s) ds. (65) T
0
z(t) = V G(t − s, T )ψ(s) ds.
A T -periodic solution w0 (t) of (6) must satisfy (65), 0
resulting in
T B Proof of Theorem 1
T
w0 (T ) = e w0 (0) + e(T −s) ψ(s) ds = w0 (0).
0
If z(t) is a T -periodic solution of (3), then it satisfies
(66)
the linear inhomogeneous differential equation
#
Since the matrix I − eT is invertible due to the non- Bż = Az + F(t) − R(z(t)),
resonance condition (7), this allows us to solve Eq. (66)
for a unique initial condition w0 (0) as (cf. Burd [40], where we view F(t) − R(z(t)) as a T −periodic forcing
Chapter 2) term. Thus, according to Lemma 1, we have
T
−1 T z(t) = V G(t − s, T )V−1 [F(s) − R(z(s))] ds,
w0 (0) = I − eT e(T −s) ψ(s) ds. (67) 0
0
as claimed in statement (i).
Substituting the unique initial condition from (67) into Now, let z(t) be a continuous, T −periodic solu-
the general solution (65) provides us an explicit expres- tion to (11). After introducing the notation χ (t) =
sion of the unique T -periodic solution w0 (t) to sys- V−1 [F(t) − R(z(t))], we have
tem (6) as
T
−1 T z(t) = V G(t − s, T )χ (s) ds,
w0 (t) = et I − eT e (T −s) ψ(s) ds 0
0 −1 T
t
= Vet I − eT e(T −s) χ (s) ds
+ e(t−s) ψ(s) ds 0
0 t
−1
=e T
I − eT
T
e(t−s) ψ(s) ds
+V e(t−s) χ (s) ds , (69)
0
0
t
+ e(t−s) ψ(s) ds where (69) is a direct consequence of (68). By the con-
0
−1 t tinuity of z(t), χ(t) is also at least C 0 (F is at least C 0
= eT I − eT e(t−s) ψ(s) ds and R is Lipschitz). Thus, for any t ∈ [0, T ], the right-
0
−1 T hand side of (69) can be differentiated with respect to
+ eT I − eT e(t−s) ψ(s) ds t according to the Leibniz rule, to obtain
t
123
−1 T
dz(t) 1 1
= Ve t
I−e T
e(T −s) χ (s) ds = eλ j t ψκ, j
dt 1 − eλ j Tκ i κ, − λ j
0 κ∈Zk
t
+ V e(t−s) χ(s) ds + Vχ(t) e(iκ,−λ j )t − 1 + eλ j Tκ (e(iκ,−λ j )Tκ
0
− e(iκ,−λ j )t )
= VV−1 z(t)
1 1
+ Vχ (t) [using (69)] = eλ j t ψκ, j
i κ, − λ j 1 − eλ j Tκ
= VV−1 z(t) + VV−1 [F(t) − R(z(t))] ,
κ∈Zk

(1 − eλ j Tκ )(e(iκ,−λ j )t ) − 1 + eiκ,Tκ
which implies 1
= ψκ, j eiκ,t .
dz(t) i κ, − λ j
B = Az(t) + F(t) − R(z(t)), κ∈Zk
dt
as claimed in statement (ii).
D Explicit Green’s function for mechanical

C Proof of Lemma 2
systems: Proof of Lemma 3
By the linearity of (4), one can verify that the sum of
The first-order ODE formulation for (26) is given by
periodic solutions given by Lemma 1 for each periodic

forcing summand in (12) is the unique, bounded solu- d yj 0 1 yj 0
= + ,
tion of (4). In case of a forcing written as a Fourier dt ẏ j
2 −2ζ ω
−ω0, j j 0, j ẏ j ϕ j (t)
series, we can carry out the integration appearing in $ %& '
Aj
Lemma 1 for each summand in this bounded solution
explicitly in diagonalized coordinates z = Vw. With j = 1, . . . , n. (70)
the notation ψκ = V−1 Fκ , we then obtain for the jth
degree of freedom: By the classic variation of constants formula for first-
order systems of ordinary differential equations, the
Tκ
general solution of (70) is of the form
w j (t) = G j (t − s, Tκ )ψκ, j eiκ,s ds
0
κ∈Zk y j (t) y j (0)
Tκ
eλ j Tκ
= N( j) (t)
= eλ j t + h(t) ψκ, j eiκ,s ds ẏ j (t) ẏ j (0)
0 1 − eλ j Tκ t
κ∈Z k 0
t + N( j) (t − s) ds, j = 1, . . . , n,
1 ϕ j (s)
= eλ j (t−s) λ j Tκ
ψκ, j eiκ,s ds 0
0 1 − e (71)
κ∈Zk
Tκ λ j Tκ
e
+ eλ j (t−s) ψκ, j eiκ,s ds with N(t) = eA j t denoting the fundamental matrix
t−s 1 − eλ j Tκ
κ∈Z k
solution for the jth mode with N(0) = I. Thus, the
t
λjt 1
= e λ
ψκ, j e−λ j s eiκ,s ds homogeneous (unforced) version of (26), the explicit
1−e j κ T
0 solution can be obtained as
κ∈Z k
λ j Tκ Tκ
e
+ eλ j t ψ κ, j e−λ j s eiκ,s ds y j (t) ( j) y j (0)
1 − e λ j Tκ = N (T ) , j = 1, . . . , n.
κ∈Zk
t
ẏ j (t) ẏ j (0)

1 1 (72)
= eλ j t λ
ψκ, j
1−e j Tκ i κ, − λj
κ∈Zk

s=t Since F(t) is uniformly bounded for all times and all

e(iκ,−λ j )s
s=0 A j matrices are hyperbolic (ζ j > 0 for j = 1, . . . , n),

λ j Tκ
e 1 then a unique uniformly bounded solution exists for the
+ eλ j t λ
ψκ, j
1−e j Tκ i κ, − λ j 2n-dimensional system of linear ordinary differential
κ∈Zk

s=Tκ equations (ODEs)
(70) (see, e.g., Burd [40]). The ini-

e(iκ,−λ j )s
tial condition y j (0), ẏ j (0) for the unique T -periodic
s=t
123
332 S. Jain et al.
solution of (71) is obtained by imposing periodicity, Thus, we can explicitly compute the particular periodic
i.e., y j (0) = y j (T ) for j = 1, . . . , n and is given by solution given in (74) using (75) as
⎛ ⎞
( j) ( j) ( j) ( j)
y j (0) 1 T 1 − N22 (T ) N12 (T − s) + N12 (T )N22 (T − s)
= ⎝ ⎠ ϕ j (s) ds.
y j (0) 1 − Trace N (T ) + det N( j) (T )
( j)
0
( j) ( j) ( j) ( j)
1 − N11 (T ) N22 (T − s) + N21 (T )N12 (T − s)
(73)

Finally, the unique periodic response y j (t), ẏ j (t) is
obtained by substituting the initial condition (73) into
the Duhamel’s integral formula (71) as
⎛ ⎞
T ( j) ( j) ( j) ( j)
y j (t) N( j) (t) 1 − N22 (T ) N12 (T − s) + N12 (T )N22 (T − s)
= ⎝ ⎠ ϕ j (s) ds
ẏ j (t) 1 − Trace N( j) (T ) + det N( j) (T ) 0 ( j) ( j) ( j) ( j)
1 − N11 (T ) N22 (T − s) + N21 (T )N12 (T − s)
t
0
+ N( j) (t − s) ds, j = 1, . . . , n . (74)
0 ϕ j (s)
With the notation introduced in (28), i.e., T

y(t) = L(t − s, T )ϕ(s) ds, L(t − s, T )
0
α j := Re(λ2 j ), ω j := |Im(λ2 j )|, β j := α j + ω j , = diag (L 1 (t − s, T ), . . . , L n (t − s, T )) ∈ Rn×n ,
γ j := α j − ω j, j = 1, . . . , n, T
ẏ(t) = J(t − s, T )ϕ(s) ds, J(t − s, T )
0
the specific expressions for the fundamental matrix of
= diag (J1 (t − s, T ), . . . , Jn (t − s, T )) ∈ Rn×n ,
solutions of (70) in the underdamped, the critically
damped and overdamped cases are given by
⎧ , -
⎪
⎪ α t ω j cos ω j t − α j sin ω j t sin ω j t
⎪
⎪ e j
, ζj < 1
⎪
⎪ ωj
−α 2j sin ω j t − ω2j sin ω j t ω j cos ω j t + α j sin ω j t
⎪
⎪ , -
⎪
⎨ eα j t − α teα j t teα j t
N( j) (t) =
j
, ζj = 1 , j = 1, . . . , n . (75)
⎪
⎪
α
−α j te j
2 t e j + α j teα j t
α t
⎪
⎪ , -
⎪
⎪ 1 β j eγ j t − α j eβ j t eβ j t − eγ j t
⎪
⎪
⎩ β j −γ j γ β eγ j t − eβ j t β eβ j t − γ eγ j t ,
⎪ ζj > 1
j j j j
Furthermore, we have with the diagonal elements of the Green’s function

matrices L, J defined in (30) and (32), i.e.,
⎧
⎪ αjt
⎨2e cos ω j t , ζj < 1
( j)
Trace N (t) = 2eβ j t , ζj = 1 , j = 1, . . . , n .
⎪
⎩ βjt
e + eγ j t , ζj > 1
⎧
⎪
⎨e
2α j t , ζj <1
( j)
det N (t) = e2β j t , ζj =1, j = 1, . . . , n .
⎪
⎩ (β j +γ j )t
e , ζj >1
(76)
123
⎧
⎪
⎪ α t
α T α T
e j sin ω j (T +t)−e j sin ω j t
⎪
⎪ e j
+ h(t) sin ω j t , ζj < 1
⎪
⎪ ωj 2α T α T
⎪
⎪
⎪
⎨ eα j (T +t) 1−eα j T t+T
L j (t, T ) = + h(t)teα j t , ζj = 1 ,
⎪
⎪ 1−e j
α T 2
⎪
⎪
⎪
⎪ β (T +t) γ T
1−e j −e j
γ (T +t) β T
βt
⎪
⎪
e j 1−e j
γ
⎩
1
⎪ (β j −γ j ) + h(t) e − e j j t , ζj > 1
1−e j −e j +e( j j )
γ T β T γ +β T
⎧
α T α T α T
⎪
⎪ α t e j ω j cos ω j (T +t)−e j cos ω j t +α j sin ω j (T +t)−e j sin ω j t
⎪
⎪
e j
+
⎪
⎪ ωj 2α T α T
⎪
⎪ , ζj < 1
⎪
⎪
⎪
⎪ h(t) 1
cos ω t + α sin ω t
⎨ ωj j j j
J j (t, T ) = eα j (T +t) 1−eα j T (1+α j t )+α j T
⎪
⎪ 2 + h(t) eα j t + α j teα j t , ζ j = 1, j = 1, . . . , n.
⎪
⎪ α T
⎪
⎪
1−e j

⎪
⎪ γ j (T +t)
⎪
⎪
β (T +t)
βje j
γ T
1−e j −γ j e j
β T
1−e j βt
⎪
⎪ (β j −γ j )
1
+ h(t) β j e − γ j e
j γ j t , ζj > 1
⎩ 1−e j −e j +e( j j )
γ T β T γ +β T
We also provide the derivative of the Green’s function

Finally, the linear periodic response x P (t) in the
L with respect to T to ease the computation of the Jaco-
original system coordinates can then obtained by the
bian of the zero function in during numerical contin-
linear transformation x P (t) = Uy(t) as
T uation. This is obtained by simply differentiating (30)
with respect to T. We use a symbolic toolbox for this
x P (t) = U L(t − s, T )U f(s) ds.
0 procedure:
⎧ α (t+T ) #
⎪ e j
⎪ 2 ω j cos ω j (T + t) + α j sin ω j (T + t) −
⎪
⎪ 2α j T αj T
⎪
⎪
ω j 1+e −2e cos ω j T , ζj < 1
⎪
⎪
⎪
⎪ 2eα j T ω j cos ω j t + α j sin ω j t + e2α j T α j sin ω j (t − T ) + ω j cos ω j (t − T )
⎪
⎪ α (t+T )
⎪
⎪ α e j αjT α T
⎪ jα j T 2 t + T − 2teα j T + 1 − 2e (Tα−t
⎪
(e j −1))
ζ j = 1, j = 1, . . . , n.
⎨ (e −1) T
(e j −1)
dL j
(t, T ) = β j −(γ j +β j )e
γj T β j (T +t)
+ (γ j +β j )e
βjT
−γ j e
γ j (T +t)
dT ⎪
⎪ 1
e
+
⎪
⎪ (β −γ ) (γ j +β j )T
⎪
⎪
j j
1−e
γj T
−e
βj T
+e
⎪
⎪ ⎤
⎪
⎪ eβ j (T +t) 1−eγ j T −eγ j (T +t) 1−eβ j T γ j eγ j T +β j eβ j T −(γ j +β j )e(γ j +β j )T , ζj > 1
⎪
⎪
⎪
⎪ ⎥
⎪
⎪ 2 ⎦
⎩ 1−e j −e j +e( j j )
γ T β T γ +β T
E Derivative of Green’s function with respect to T F Proof of Remark 2
The derivative with respect to the time period T of the We derive an estimate for the sup norm of the inte-
first-order periodic Green’s function G given in (9) is gral.of the operator norm
of the Green’s function, i.e.,
for 0 G j (t − s, T ) ds defined in equation (9). For
simply given by T
t > s, we start by noting that

∂G j eλ j T
(t, T ) = λ j eλ j t , j = 1, . . . , 2n .
∂T (1 − eλ j T )2
(77)
123
334 S. Jain et al.

1
Under the non-resonance condition (7), the linear map
G j (t − s, T )
=
eλ j (t−s)

1 − eλ j T
T

Υ P : P2n → P2n , Υ P p = V G(t − s, T )V−1 p(s) ds

1
≤
eλ j (t−s)

0

1 − e λ j T

is well defined, i.e., Υ P maps T -periodic functions into
max(
eλ j t
, 1)
≤

, 0 ≤ s ≤ t < T. T -periodic functions. Indeed, for any p ∈ P2n , let

1 − e λ j T
q = Υ P p. We have
For the case T > s > t, we obtain T

q(t) = V G(t − s, T )V−1 p(s) ds
G j (t − s, T )
0

λ j T
T

λ (t−s) e
=V G(t + T − (s + T ), T )V−1 p(s) ds
=
e
j
1−e λ j T
0

λ j T

λ j T
T

e

λ (t−T ) e
=V G(t + T − (s + T ), T )V−1 p(s + T ) ds
≤ max

,
e j
1−e λ j T
1−e λ j T
0

λ t
2T
max(
e j
, 1) =V G(t + T − σ, T )V−1 p(σ ) dσ
≤

, 0 ≤ s ≤ t < T.

1 − e λ j T
T
= q(t + T ) ,
The upper bounds on the Green’s function in the two
intervals are equal and we therefore obtain i.e., q ∈ P2n .
T Since the space (41) consists of periodic functions,

G(t − s, T ) ds we know that it is well defined in the space Cδz0 [0, T ].

0 0 Therefore, by the Banach fixed point theorem, the inte-
T gral equation (37) has a unique solution if the map-
= max G(t − s, T ) ds
t∈[0,T ] 0 ping H is a contraction of the complete metric space
T

Cδz0 [0, T ] into itself for an appropriate choice of the
max(
eλ j t
, 1)
≤ max max

ds radius δ > 0 and the initial guess z0 .
t∈[0,T ] 0 1≤ j≤n
1 − e λ j T

To find a condition under which this holds, we first
T max(
eλ j T
, 1) note that for z−z0 0 ≤ δ, Eq. (37) gives
≤ max

=: Γ (T ).
1≤ j≤n
1 − e λ j T

T
|H(z(t))| =
VG(t − s, T )V−1 [F(s) − R(z0 (s))

0

G Proof of Theorem 5
+R(z0 (s)) − R(z(s))] ds

In the following, we derive conditions under which the T
=
VG(t − s, T )V−1 [F(s) − R(z0 (s))] ds

mapping H defined in equation (37) is a contraction 0 0

mapping. We rewrite (37) as T
+
[R(z0 (s)) − R(z(s))] ds
VG(t − s, T )V −1

z(t) = Υ P (F(t) − R(z(t))) 0
−1 z0
0
T ≤ E (z0 , t)0 + V V L δ z − z0 0
T
:= VG(t − s, T )V−1 [F(s) − R(z(s))] ds,
0 G(t − s, T ) ds
0

where Υ P is a linear map representing the convolution ≤ E (z0 , t)0 + V V−1 L zδ0 δ
operation with the Green’s function. Specifically, we T

H(t − s, T ) ds
define the space of n-dimensional periodic T -periodic
0 0
functions as 2
≤ E (z0 , t)0 + δ V V−1 L zδ0 Γ (T ),
Pn := {p : R → Rn , p ∈ C 0 , p(t) = p(t+T )∀t ∈ R}. where L zδ0 denotes a uniform-in-time Lipschitz con-
(78) stant for the function S(z) with respect to its argument
123
z within the ball |z − z0 | ≤ δ, and Γ (T ) is the constant Furthermore, we note that under the non-resonance
defined in (10). The initial error term E(t) is defined in condition (7), the linear map
Eq. (42). Taking the sup norm of both sides, we obtain
Υ Q : Q2n → Q2n , Υ Q q
that H(z)0 ≤ δ, and hence
Tκ
H : Cδz0 [0, T ] → Cδz0 [0, T ] =V G(t − s, Tκ )V−1 q(s) ds
0
κ∈Zk
holds, whenever condition (44) holds. is well defined, i.e., Υ Q maps any quasi-periodic func-
Similarly, for two functions z, z̃ ∈ Cδz0 [0, T ], Eq. tion q with frequency base vector to quasi-periodic
(37) gives the estimate functions with the same frequency base vector . This
is a direct consequence of the linearity of the Υ Q and
|H(z(t)) − H(z̃(t))| definition of Υ P in “Appendix G”.

T

#
Since the mapping (48) is well defined in the space
≤
VG(t − s, T )V−1 R(z(s)) − R(z̃(s)) ds
0 Cδz0 () defined in (49), we have by the Banach fixed

T
point theorem that the integral equation (48) has a
≤ 2 V V−1 L zδ0 G(t − s, T ) ds |z(t) − z̃(t)|
unique solution if the mapping H is a contraction of the
0
T complete metric space Cδz0 () into itself for an appro-

≤ 2 V V−1 L zδ0
G(t − s, T ) ds z − z̃0
priate choice of the radius δ > 0. In a similar spirit
0 0
−1 z0 as in the periodic case we search for conditions under
≤ 2 V V L δ Γ (T ) z − z̃0 .
which the space Cδz0 () is mapped to itself. Therefore,
we take the sup norm of the mapping (48) applied to
Taking the sum norm of both sides then gives that H
an element from Cδz0 () and obtain
is a contraction mapping on Cδz0 [0, T ] if
|H(z(t))|

2 V V−1 L zδ0 Γ (T ) < 1/a, (79)
V H(Tκ )V−1 [Fκ − Rκ {z0 }

holds for some real number a ≥ 1. Solving equation
κ∈Zk
(79) for L zδ0 , we obtain condition (43).
iκ,t
+ Rκ {z0 } − Rκ {z}] e
H Proof of Theorem 6

≤ V −1
H(Tκ )V [Fκ − Rκ {z0 }] e iκ,t
We show here that the mapping H defined in the quasi-
κ∈Zk
periodic case (cf. equation (48)) is a contraction on the 0

space (49) if the conditions (50) and (51) hold. The con-
+ V −1
H(Tκ )V [Rκ {z0 } − Rκ {z}] e iκ,t
vergence estimate for the iteration (52) is then similar
κ∈Zk
in spirit to the periodic case (cf. “Appendix G”). 0
−1
We rewrite (38) as ≤ E(z0 , t)0 + V V h max

z(t) = Υ Q (F(t) − R(z(t)))

:= V H(Tκ )V−1 (Fκ − Rκ {z}) eiκ,t , × [R {z
κ 0 } − R κ {z}] e iκ,t

κ∈Zk
κ∈Zk 0
−1
where Υ Q is a linear map representing the convolution ≤ E(z0 , t)0 + V V h max
operation with the Green’s function. Similarly to the
× R(z0 (s), s) − R(z(s), s)0
periodic case, we define the space of n-dimensional

quasi-periodic functions with frequency base vector ≤ E(z0 , t)0 + δ V V−1 h max L zδ0 ,
as
where we have used that the Fourier series of the

Q2n := {p : T → R , p ∈ C }.
k n 0
(80) nonlinearity k Rκ {z}eiκ,t converges to the func-
123
336 S. Jain et al.
tion R(z, t). Due to the Lipschitz continuity of the non-

1
linearity and the forcing, this holds. We finally conclude 2 V V−1 h max L zδ0 < a ∈ R, a > 1, (81)
a
that Cδz0 () is mapped to itself, if condition (51) holds.
Similarly, for two function z, z̃ in Cδz0 (), we obtain holds, which we reformulate in (50).
|H(z(t)) − H(z̃(t))|

I Explicit expressions for Fourier coefficients

#
VH(Tκ )V −1
Rκ {z} − Rκ {z̃} e iκ,t
in Remark 6

κ∈Zk
To obtain the amplifications factors given in (35), we

≤ 2 V V−1 h max L zδ0 z − z̃0 . carry out the integration explicitly, we diagonalize
the system with the matrix of the undamped mode
Therefore, the iteration (48) is a contraction on the shapes U, (i.e., let x = Uy) and introduce the notation
space Cδz0 (), if the condition ψκ = U fκ . Assuming an underdamped configuration
(ζ j < 1), we obtain for the jth degree of freedom
Tκ
w j (t) = L j (t − s, Tκ )ψ j,κ eiκ,s ds
0
κ∈Zk
#
Tκ eα j (t−s) eα j Tκ sin ω j (Tκ + t − s) − eα j Tκ sin ω j (t − s)
= + h(t − s) sin ω j (t − s) ψ j,κ eiκ,s ds
0 ωj 1 + e2α j Tκ − 2eα j Tκ cos ω j Tκ
κ∈Zk
t eα j (t−s)
= sin ω j (t − s)ψ j,κ eiκ,s ds
0 ωj
κ∈Zk
#
Tκ eα j (t−s) eα j Tκ sin ω j (Tκ + t − s) − eα j Tκ sin ω j (t − s)
+ ψ j,κ eiκ,s ds
0 ωj 1 + e2α j Tκ − 2eα j Tκ cos ω j Tκ
κ∈Zk
t , -
eα j t eα j (Tκ +t) 1
= ψ j,κ sin ω j (t − s)e(iκ,−α j )s ds + ψ j,κ
ωj 0 ωj 1 + e2α j Tκ − 2eα j Tκ cos ω j Tκ
k κ∈Z k κ∈Z
Tκ Tκ
× e(iκ,−α j )s sin ω j (Tκ + t − s) ds − eα j Tκ e(iκ,−α j )s sin ω j (t − s) ds
0 0

s=t
eα j t e(iκ,−α j )s ω j cos ω j (t − s) + (i κ, − α j ) sin ω j (t − s)
= ψ j,κ
ωj ((i κ, − α j )2 + ω2j )
κ∈Z
k s=0
⎡
⎤
eα j (Tκ +t) e(iκ,−α j )s ω j cos ω j (Tκ + t − s) + (i κ, − α j ) sin ω j (Tκ + t − s)
s=Tκ
+ ⎣ s=0 ⎦ ψ j,κ
ωj 1 + e2α j Tκ − 2eα j Tκ cos ω j Tκ (i κ, − α j )2 + ω2j
κ∈Zk
⎡
⎤
eα j (2Tκ +t) e(iκ,−α j )s ω j cos ω j (t − s) + (i κ, − α j ) sin ω j (t − s)
s=Tκ
− ⎣ s=0 ⎦ ψ j,κ
ωj 1 + e 2α j Tκ − 2eα j Tκ cos ω T (i κ, − α )2 + ω2
κ∈Zk j κ j j
1
= ψ j,κ eiκ,t .
(i κ, − α j )2 + ω2j
κ∈Zk
123
For the critically damped configuration (ζ j = 1), we

m
zm (t) = cm j bm j (t),
obtain
j=1
Tκ
where cm j is the unknown coefficient attached to the
κ∈Zk
0 chosen basis function bm j (t). The basic idea of all
#

related numerical methods is to project the solution
Tκ eα j (Tκ +t−s) 1 − eα j T (t − s) + Tκ
= 2 onto a suitable finite-dimensional subspace to facilitate
κ∈Zk
0 1 − eα j Tκ numerical computations. These projection methods can

be broadly divided into the categories of collocation
+ h(t − s)(t − s)eα j (t−s) ψ j,κ eiκ,s ds and Galerkin methods (cf. Kress [54]).
t
If the basis functions bm j are chosen to perform a
= eα j t ψ j,κ (t − s)e(iκ,−α j )s ds collocation-type approximation, the integral equation
0 will be guaranteed to be satisfied at a finite number of
κ∈Zk

eα j (Tκ +t) collocation points. Specifically, if m collocation points
+ ψ j,κ (m) (m) (m)
α j Tκ 2 t1 , t2 . . . , tm ∈ [0, T ] are chosen, the integral
κ∈Zk 1 − e
Tκ
equation is reduced to solving a finite-dimensional sys-
1 − eα j Tκ (t − s) + Tκ e(iκ,−α j )s ds tem of (nonlinear) algebraic equations in the coeffi-
0 cients cm j :
1
= ψ j,κ eiκ,t .
(i κ, − α j )2
κ∈Zk zm (t j ) = G P (zm ) (t j ), j = 1, . . . , m. (82)
Finally, for the overdamped configuration (ζ j > 1), we Equation (82) needs to be solved for the unknown coef-
obtain ficients cm j ∈ R2n for all j ∈ {1, . . . , m}. Note that
Tκ
0
κ∈Zk

eβ j (Tκ +t−s) 1 − eγ j Tκ − eγ j (Tκ +t−s) 1 − eβ j Tκ
Tκ
= 1 − eγ j Tκ − eβ j Tκ + e(γ j +β j )Tκ
0 (β j − γ j )
κ∈Zk

h(t − s) eβ j (t−s) − eγ j (t−s)
+ ψ j,κ eiκ,s ds
(β j − γ j )
t t
ψ j,κ
= eβ j t e(iκ,−β j )s ds − eγ j t e(iκ,−γ j )s ds
(β j − γ j ) 0 0
κ∈Zk
. . Tκ
ψ j,κ 1 − eγ j T eβ j (T +t) 0 e(iκ,−β j )s ds − 1 − eβ j T eγ j (T +t) 0 e(iκ,−γ j )s ds
Tκ
+
κ∈Zk
(β j − γ j )(1 − eγ j Tκ − eβ j Tκ + e(γ j +β j )Tκ )
1
= ψ j,κ eiκ,t .
(β j − i κ, )(γ j − i κ, )
kκ∈Z
under the non-resonance conditions (7), the Green’s

J Numerical solution procedure
function G is bounded in time. Then, the collocation
method with linear splines will converge to the exact
The numerical approximation of the solution z(t) to
solution for the linear integral equation at each iteration
integral equations such as (37) and (38) is performed
step (cf. Kress [54], chapter 13). Furthermore, if the
via the finite sum
123
338 S. Jain et al.
exact solution z is twice continuously differentiable in equations of the second kind are considerably sim-
t, we also obtain an error estimate for the linear spline pler than for those of the first kind. We refer to
collocation approximate solution zm as Atkinson [56] for an exhaustive treatment of numeri-
cal methods for such integral equations. Our supple-
zm − z∞ ≤ Mz̈∞ 2 ,
mentary MATLAB® code provides the implementa-
where is the spacing between the uniform collocation details of a simple yet powerful collocation-based
tion points and M is an order constant depending upon approach for the periodic case, and a Galerkin pro-
the Green’s function G. jection using a Fourier basis for the quasi-periodic
Alternatively, the Galerkin method can be chosen to case.
approximate the solution of Eqs. (37) and (38) using
Fourier basis with harmonics of the base frequencies, J.1 Numerical continuation
followed by a projection onto the same basis vectors,
given by A simple approach is to use sequential continuation,
in which the frequency (or time period) of oscillation
Tj
is treated as a continuation parameter (multi-parameter
zm (s)bm j (s) ds
0 in case of quasi-periodic oscillations). This parameter
Tj is varied in small steps and the corresponding (quasi)
= VH(Tκ )V−1 (Fκ − Rκ {zm }) periodic response is iteratively computed at each step.
0
κ∈Zk The solution in any given step is typically used as initial
e iκ,s
bm j (s) ds , j = 1, . . . , m, (83) guess for the next step. Such an approach will generally
fail near a fold bifurcation with respect to one of the
where bm j (t) = ei κ j ,t are the Fourier basis func- base frequencies . In such cases, more advanced con-
tions, with the corresponding time periods T j = tinuation schemes such as the pseudo-arc-length con-
2π tinuation are required.
κ j , . Due to the orthogonality of these basis func-
tion, system (83) simplifies to
The pseudo-arc-length approach. We briefly explain
cm j = VH(Tκ )V−1 (Fκ − Rκ {zm }) , the steps involved in numerical continuation for cal-
κ∈Zk culation of periodic orbits using the pseudo-arc-length
j = 1, . . . , m approach, which is commonly used to track folds in
a single-parameter solution branch. We seek the fre-
which is a system of nonlinear equations for the quency response curve of system (22) as a family of
unknown coefficients cm j . solutions to
In the frequency domain, this system of coefficient
equations are the same as that obtained from the multi- T
frequency harmonic balance method after finite trunca- N (x, T ) := x − UL (t − s; T ( p)) U
0
tion (see, e.g., Chua and Ushida [24] or Lau and Che-
(f(s) − S(x(s))) ds = 0, (84)
ung [25]). Our explicit formulas in (35), however,
should speed up the calculations relative to a general
with the fictitious variable p parameterizing the solu-
application of the harmonic balance method. The same
tion curve (x, T ) of equation (84). If (x, T ) is a regular
scheme applies in the periodic case. For both cases
solution for equation (84), then the implicit function
(periodic and quasi-periodic), the error due to the omis-
theorem guarantees the existence of a nearby unique
sion of higher harmonics in harmonic balance proce-
solution. The tangent vector t to the solution curve
dure is not well understood (see our review of the avail-
at (x, T ) is given by the null-space of the Jacobian
able results on the periodic case in Introduction ). For
DN |(x,T ) , i.e., t can be obtained by solving the sys-
the quasi-periodic case, no such error bounds are known
tem of equations
to the best of our knowledge.
Equations (37) and (38) are Fredholm integral equa-
DN |(x,T ) t = 0,
tions of the second kind (cf. Zemyan [55]). Fortu-
nately, the theory and solution methods for integral t, t = 1,
123
where the second equation specifies a unity constraint p(z) = ẋk (0) = 0,
on the length of the tangent vector to uniquely identify asserting that the initial velocity at the kth degree of
t. This tangent vector gives a direction on the solution freedom is zero. As the solution time period T is
curve along which p increases. Starting with a known unknown, Eqs. (84), (85) have an equal number of equa-
solution u0 := (x0 , T0 ) on the solution branch with the tions and variables (x, T ). Thus, there is no parameter
corresponding tangent direction vector t0 and a pre- among the variables, which can be used for the contin-
scribed arc-length step size p, we obtain a nearby uation of a given solution.
solution u by solving the nonlinear system of equations In the literature, this issue is avoided by introducing
a fictitious damping parameter, say d, and establishing
N (u) = 0, the existence of a periodic orbit if and only if d = 0,
u − u0 , t0 = p. i.e., in the conservative limit (Muñoz-Almaraz et al.
[59]). With this trick, we reformulate the integral equa-
This system can again be solved iteratively using, tion (84) (with forcing f(t) ≡ 0 ) to find periodic orbits
e.g., the Newton–Raphson procedure, with the Jaco- of the system
bian given by [DN , t0 ] . We need the derivative of
N (x, T ) with respect to T to evaluate this Jacobian, Mẍ + dKẋ + Kx + S(x) = 0. (86)
which can also be explicitly computed using the deriva-
tive of the Green’s function L or G with respect to T . Periodic solutions to this system are created through a
These expressions are detailed in “Appendix E” and Hopf bifurcation that occurs precisely at the conserva-
implemented in the supplementary MATLAB® code. tive limit of system (86) (d = 0). It can be shown that
Although this pseudo-arc-length continuation is able the damping parameter maintains a zero value along
to capture folds in single-parameter solution branches, the periodic solution-branch obtained at the bifurca-
it is not the state-of-the-art continuation algorithm. tion point. Advanced continuation algorithms can then
More advanced continuation schemes, such as the be used to detect such a Hopf bifurcation and to make
atlas algorithm of coco [37], enable continuation a switch to the periodic solution branch (cf. Galán-
with multi-dimensional parameters required for quasi- Vioque and Vanderbauwhede [60]).
periodic forcing. In this work, we have implemented A similar continuation procedure can be carried out
our integral equations approach with the MATLAB® - in our integral equation approach. The periodic solu-
based continuation package coco [37] . tion, however, technically does not arise from a Hopf
bifurcation, because the non-resonance conditions (7)
and (13) are violated at the Hopf bifurcation point.
J.1.1 Continuation of periodic orbits in the
Nonetheless, continuation of a given solution point on
conservative autonomous setting
the solution branch is possible using standard continu-
ation algorithms. In this conservative autonomous set-
As remarked earlier, conservative autonomous systems
ting, a given solution of system (84), (85) may again be
have internally parameterized periodic orbits a priori
continued in the (x, T, d) space using, e.g., the pseudo-
unknown period. Moreover, each (quasi-) periodic orbit
arc-length approach.
of such a system is part of a family of (quasi-) periodic
trajectories with the solutions differing only in their
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Jain, Breunung, Haller - 2019 - Fast Computation of Steady-State Response For High-Degree-Of-Freedom Nonlinear Systems

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Jain, Breunung, Haller - 2019 - Fast Computation of Steady-State Response For High-Degree-Of-Freedom Nonlinear Systems

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Nonlinear Dyn (2019) 97:313–341

Fast computation of steady-state response for

Abstract We discuss an integral equation approach 1 Introduction

for some continuous function f̃ : Tk → Rn , defined

sion of (4) with forcing is given by

where = diag (λ1 , . . . , λ2n ), ψ j (t) =

ṽ j denotes the jth row of the matrix V−1 . Furthermore, 1≤ j≤n

if the matrices A and B are symmetric, then V−1 = V .  T

(4) along with Lemma 1, followed by the explicit eval-

under quasi-periodic forcing. This observation does not 1≤ j≤2n

us to provide full detail. = max

Let the forcing F(t) be quasi-periodic with fre- 1≤ j≤2n i κ,  − λ j

The results in Sects. 2.1 and 2.2 apply to general

L(t, T ) = diag (L 1 (t, T ), . . . , L n (t, T )) ∈ Rn×n , with L defined in (30).

as shown in “Appendix D”. Q j (Tκ )

Theorem 4 (i) If x(t) is a quasi-periodic solution of (35)

(quasi-) periodic orbits in an autonomous system such

3.1.3 Unforced conservative case zl+1 = zl + μl ,

approach is found to be highly sensitive to the choice dF P (zl + sμl )

of initial guess for obtaining non-trivial solution in the =

So far, we have described a fast iteration process and

niques, such as those of Dankowicz and Schilder [37], q1 q2

4.1 2-DOF example S(q1 ) = 0.5q13 , (62)

Fig. 3 Steady-state responses obtained for Example 1 [with non-

high-amplitude loading than any other method we have

0.01 16 (88 steps) 0.15 (28 steps) 2 (56 steps)

x1 xn the oscillator chain consists of n masses with linear and

To illustrate the applicability of our results to higher- 5 Conclusion

frequencies), we deploy the Newton–Raphson itera-

D Explicit Green’s function for mechanical

s=0 A j matrices are hyperbolic (ζ j > 0 for j = 1, . . . , n),

With the notation introduced in (28), i.e.,  T

Furthermore, we have with the diagonal elements of the Green’s function

We also provide the derivative of the Green’s function

E Derivative of Green’s function with respect to T F Proof of Remark 2

t > s, we start by noting that

For the case T > s > t, we obtain  T

VG(t − s, T )V−1 [F(s) − R(z0 (s))

+R(z0 (s)) − R(z(s))] ds

VG(t − s, T )V−1 R(z(s)) − R(z̃(s)) ds

0 Cδz0 () defined in (49), we have by the Banach fixed

2 V V−1 L zδ0 Γ (T ) < 1/a, (79)

V H(Tκ )V−1 [Fκ − Rκ {z0 }

tion R(z, t). Due to the Lipschitz continuity of the non-

To obtain the amplifications factors given in (35), we

ωj ((i κ,  − α j )2 + ω2j )

For the critically damped configuration (ζ j = 1), we

under the non-resonance conditions (7), the Green’s

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if the matrices A and B are symmetric, then V−1 = V . T

Let the forcing F(t) be quasi-periodic with fre- 1≤ j≤2n i κ, − λ j

With the notation introduced in (28), i.e., T

For the case T > s > t, we obtain T

ωj ((i κ, − α j )2 + ω2j )