Nonlinear Dynamics (2005) 40: 61–102

c Springer 2005

Resolving Controversies in the Application of the Method

of Multiple Scales and the Generalized Method of Averaging∗

ALI H. NAYFEH
Department of Engineering Science and Mechanics, MC 0219, Virginia Polytechnic Institute and State University, Blacksburg,
VA 24061, U.S.A. (e-mail: anayfeh@vt.edu; fax: +1-540-231-2290)

(Received: 29 July 2004; accepted: 14 September 2004)

Abstract. I compare application of the method of multiple scales with reconstitution and the generalized method of averaging
for determining higher-order approximations of three single-degree-of-freedom systems and a two-degree-of-freedom system.
Three implementations of the method of multiple scales are considered, namely, application of the method to the system equations
expressed as second-order equations, as first-order equations, and in complex-variable form. I show that all of these methods
produce the same modulation equations.
I address the problem of determining higher-order approximate solutions of the Duffing equation in the case of primary
resonance. I show that the conclusions of Rahman and Burton that the method of multiple scales, the generalized method
of averaging, and Lie series and transforms might lead to incorrect results, in that spurious solutions occur and the obtained
frequency–response curves bear little resemblance to the actual response, is the result of their using parameter values for
which the neglected terms are the same order as the retained terms. I show also that spurious solutions cannot be avoided,
in general, in any consistent expansion and their presence does not constitute a limitation of the methods. In particular, I
show that, for the Duffing equation, the second-order frequency–response equation does not possess spurious solutions for
the case of hardening nonlinearity, but possesses spurious solutions for the case of softening nonlinearity. For sufficiently
small nonlinearity, the spurious solutions are far removed from the actual response. But as the strength of the nonlinear-
ity increases, these solutions move closer to the backbone and eventually distort it. This is not a drawback of the pertur-
bation methods but an indication of an application of the analysis for parameter values outside the range of validity of the
expansion.
Also, I address the problem of obtaining non-Hamiltonian modulation equations in the application of the method of multiple
scales to multi-degree-of-freedom Hamiltonian systems written as second-order equations in time and how this problem can be
overcome by attacking the state-space form of the governing equations. Moreover, I show that application of a variation of the
method of Rahman and Burton to multi-degree-of-freedom systems leads to results that do not agree with those obtained with
the generalized method of averaging.

Key words: higher-order approximations, method of averaging, method of multiple scales, perturbation methods

1. Introduction

In a series of papers [1–6], I used the derivative expansion version of the method of multiple scales
[7, 8] to determine second-order approximations to the solutions of

ü + ω2 u + 2µu̇ =  f 1 (u, u̇, t) +  2 f 2 (u, u̇, t) (1)

where the f i (u, u̇, t) are quasiperiodic functions of t. At first order, I obtained a solvability condition
of the form

D1 A = g1 (A, Ā, T1 ) (2)

∗ Contributed by Prof. R.A. Ibrahim.

62 A. H. Nayfeh
where A a complex-valued function representing the amplitude and phase of the response, Dn = ∂/∂ Tn ,
and Tn =  n t. Then, at second order, I obtained a solvability condition of the form

2iωD2 A = −D12 A − 2µD1 A + g2 (A, Ā, T1 , T2 ) (3)

Instead of solving Equations (2) and (3) as partial-differential equations, I combined them into a unique
single ordinary-differential equation in what I referred to as the method of reconstitution [6]. To this
end, I noted that

dA
(t; ) =  D1 A +  2 D2 A + · · · (4)
dt

Then, I differentiated Equation (2) once with respect to T1 to obtain

∂g1 ∂g1 ∂g1

D12 A = g1 + g¯1 + (5)
∂A ∂ Ā ∂ T1

Finally, I substituted Equations (2), (3), and (5) into Equation (4) and obtained the complex-valued
modulation equation


dA i 2 ∂g1 ∂g1 ∂g1
(t; ) = g1 − −2µg1 − g1 − g¯1 − + g2 + O( 3 ) (6)
dt 2ω ∂A ∂ Ā ∂ T1

Substituting the polar form

1 iβ
A= ae (7)
2
into Equation (6) and separating real and imaginary parts, I obtained the real-valued modulation
equations

ȧ =  A1 (a, γ ) +  2 A2 (a, γ ) + O( 3 ) (8a)

a γ̇ = 1 (a, γ ) +  2 (a, γ ) + O( )
2 3
(8b)

where γ is a linear construction of σ and β with σ being the detuning parameter. In 1985, I [6]
compared Equations (8) with those obtained with the generalized method of averaging, the Krylov–
Bogoliubov–Mitropolsky method, and Lie series and transforms. I found full agreement among the four
results if the same initial conditions are used.
Nayfeh and Khdeir [9, 10] used the above method to determine second-order approximations to the
motions of unbiased and biased ships in regular seas. The method of multiple scales was applied to
many single- and multi-degree-of-freedom and continuous systems by Nayfeh and Mook [11]. Nayfeh
and Chin [12, 13] presented detailed accounts of the development of perturbation methods to higher
order by using Mathematica and Maple.
To determine the equilibrium solutions (fixed points) of Equations (8), I set ȧ and γ̇ equal to zero
and obtained a set of two transcendental equations for a and γ . I solved these equations for values of
 for which the second-order terms are a small correction to the first-order solutions and determined
the stability of the obtained solutions by checking the eigenvalues of the Jacobian matrix. I considered
only solutions that are continuations of the first-order solutions and discarded solutions with a ≈  −ν
 Method of Multiple Scales and the Generalized Method of Averaging 63
where ν > 0, because they are spurious and non-physical and violate the assumptions under which
Equations (8) were derived.
Rahman and Burton [14, 15] followed the above method, which they termed Version I of the method
of multiple scales, in considering second-order approximations of the Duffing equation

ü + u + 2µu̇ + u 3 =  F cos( t) (9a)

for the case of primary resonance. They introduced a change of variable t → t and rewrote Equa-
tion (9a) as

2
ü + u + 2µ u̇ + u 3 =  F cos(t) (9b)

Then, they introduced a detuning parameter σ in the inertia and the damping terms. Thus, they let
2
= 1 + σ in the inertia term and = 1 + 12 σ in the damping term and obtained modulations
equations comparable to Equations (8). They eliminated the transcendental terms from the modulation
equations and obtained a frequency–response equation in the form of a polynomial equation of order
seven in a 2 with the coefficients being explicit functions of . Instead of keeping only terms of O( 2 ),
consistent with the order of the expansion, they kept all of the terms in this frequency–response equation
and solved it exactly. They found spurious solutions O( −ν ), where ν > 0. Moreover, they generated
frequency–response curves for moderately large values of  and found that these curves bear little
resemblance to the actual response. Instead of faulting their application of the expansion beyond its
validity, they faulted the perturbation method, including the generalized method of averaging and Lie
series and transforms.
In an attempt to eliminate the spurious solutions, Rahman and Burton [15] introduced what they called
Version II of the method of multiple scales in which they introduced the detuning parameter in “the inertia
term, but not the damping term”. This is an ad hoc assumption, but without it they would have obtained
absurd results, as shown in Section 2.5 of this paper. Instead of using the method of reconstitution and
combining the solvability conditions at different orders, Rahman and Burton required the vanishing
of D1 A and D2 A, independently. A similar approach was used by Luongo et al. [16]. In this paper, I
show that the frequency–response equation obtained with Version II using the ad hoc assumption is
the same as that obtained using Version I without the need for the ad hoc assumption. I show that the
frequency–response equation obtained with any consistent method, including that obtained with Version
II, does not possess spurious solutions for the case of hardening nonlinearity, but possesses spurious
solutions for the case of softening nonlinearity. In other words, spurious solutions are not avoidable, in
general, no matter what consistent and systematic method is employed.
Variations of the approach of Rahman and Burton were used by Hassan [17, 18] and Lee and
Lee [19] for single-degree-of-freedom systems, by Lee and Perkins [20], Benedettini et al. [21], and
Pan and Davies [22] for multi-degree-of-freedom systems, and by Boyaci and Pakdemirili [23] for
distributed-parameter systems. Luongo and Paolone [24] critically reviewed these various variations to
calculating the fixed points and their stability. Lee and Lee [16] introduced different detunings in the
inertia and damping terms ( 2 = 1 + σ1 ; = 1 + σ2 ), again an ad hoc assumption, in Equation
(9b) modified to account for a cubic nonlinearity coefficient β, set D1 A = 0 in the second-order
solvability condition, used the method of reconstitution, and obtained the modulation equations. They
used these modulations equations to determine the frequency–response equation. They claimed that their
frequency–response equation does not possess spurious solutions, but their claim is correct only when β
is positive (hardening nonlinearity) and not when β is negative (softening nonlinearity). Cartmell et al.
64 A. H. Nayfeh
[25] reviewed application of the method of multiple scales to weakly nonlinear mechanical systems,
including the calculation of higher-order approximations.
In this paper, I critically review these variations and show that Version I of the method of multiple scales
produces accurate results for values of  consistent with the assumptions under which the expansion was
derived. I also point out inconsistencies in the procedure underlying Version II of the method of multiple
scales. Moreover, I compare three variants of the method of multiple scales with the generalized method
of averaging.
I also address the problem of determining higher approximations to multi-degree-of-freedom systems.
In investigating the higher-order response of suspended cables near the first crossover by applying the
method of multiple scales directly to the governing equations written as second-order equations in time,
Rega et al. [26] found that, in the absence of damping and external forces, the modulation equations
are not derivable from a Lagrangian even though the system is conservative. To remedy this problem,
they included the homogeneous solutions of the second-order problem. However, the results are not
consistent because some of the coefficients depend on an arbitrary constant. In this paper, I describe a
method to uniquely determine these coefficients. I [27] showed that consistent results can be obtained
by treating the state-space form of the governing equations. In this paper, I use a two-degree-of-freedom
system with quadratic nonlinearities and a two-to-one internal resonance to demonstrate these ideas.
Moreover, I show that the results obtained by treating the state-space form of the equations are in full
agreement with the results obtained by using the generalized method of averaging. Furthermore, I show
that application of a variant of the procedure of Rahman and Burton to multi-degree-of-freedom systems
[20–22] leads to results at variance with those obtained with the generalized method of averaging.

2. Primary Resonance of the Duffing Equation

I follow Rahman and Burton [15] and consider Equation (9a) after replacing t with t̂. Introducing this
transformation into Equation (9), dropping the hat, and introducing the coefficient α to the nonlinear
term yields
2
ü + u + 2µ u̇ + αu 3 =  F cos t (10)

When α > 0, the nonlinearity is of the hardening type; this is the case studied by Rahman and Burton.
When α < 0, the nonlinearity is of the softening type. I determine a second-order approximation to the
solutions of Equation (10) by applying the method of multiple scales directly to it, to its state-space
form, and to its complex-valued form. In Section 2.4, I obtain a second-order approximation to Equation
(10) by using the generalized method of averaging. I conclude that the modulation equations obtained
with all of these methods are in full agreement for the same initial conditions. In Section 4.5, I discuss
the problem of calculating the fixed points of the modulation equations and their stability.

2.1. METHOD OF MULTIPLE SCALES: SECOND-ORDER FORM

Using the method of multiple scales [7, 8], I seek a second-order expansion in the form


2
u(t; ) =  n u n (T0 , T1 , T2 ) + · · · (11a)
n=0
1 1
2
= 1 + σ ; = 1 + σ −  2 σ 2 + · · · (11b)
2 8
 Method of Multiple Scales and the Generalized Method of Averaging 65
where Tn =  n t. The detuning is introduced in both of the inertia and damping terms. Substituting
Equations (11) into Equation (10) and equating coefficients of like powers of  yields
Order  0

D02 u 0 + u 0 = 0 (12)

Order 

D02 u 1 + u 1 = −2D0 D1 u 0 − σ D02 u 0 − 2µD0 u 0 − αu 30 + F cos(T0 ) (13)

Order  2

D02 u 2 + u 2 = −2D0 D1 u 1 − 2D0 D2 u 0 − D12 u 0 − σ D02 u 1 − 2σ D0 D1 u 0

− 2µD0 u 1 − 2µD1 u 0 − µσ D0 u 0 − 3αu 20 u 1 (14)

The solution of Equation (12) can be expressed as

u 0 = A(T1 , T2 )ei T0 + Ā(T1 , T2 )e−i T0 (15)

Then, Equation (13) becomes

 
1
D0 u 1 + u 1 = − 2i(D1 A + µA) − σ A + 3α A Ā − F ei T0 − α A3 e3i T0 + cc
2 2
(16)
2

where cc stands for the complex conjugate of the preceding terms. Eliminating the terms that lead to
secular terms from Equation (16) yields

1 3 1
D1 A = −µA − iσ A + iα A2 Ā − i F (17)
2 2 4
Then, the general solution of Equation (16) can be written as

1
u 1 = B(T1 , T2 )ei T0 + B̄(T1 , T2 )e−i T0 + α(A3 e3i T0 + Ā3 e−3i T0 ) (18)
8
where B(T1 , T2 ) is chosen below. Substituting Equations (15) and (18) into Equation (14) and eliminating
the terms that lead to secular terms yields
3
2i D2 A = −D12 A − 2iσ D1 A − 2µD1 A − iσ µA − α 2 A3 Ā2
8
− 2i(D1 B + µB) + σ B − 3α A B̄ − 6α A ĀB
2
(19)

Next, I consider two cases: B = 0 and B = 0, starting with the first case. Using Equation (17) to
eliminate D1 A from Equation (19) and then substituting for D1 A and D2 A into Equation (4) yields the
complex-valued modulation equation



1 3 2 1 1 1 3 3
Ȧ = − µA + iσ A − i A Ā + i F +  − iµ2 A + µσ A + iσ 2 Aσ A + αµA2 Ā
2
2 2 4 2 2 8 2

3 15 1 3 3 3
− iασ A2 Ā − iα 2 A3 Ā2 + µF + iσ F − iα F A2 + iα A Ā + · · · (20)
4 16 8 16 16 8
66 A. H. Nayfeh
Substituting Equations (15) and (18) with B = 0 into Equation (11a) yields
1
u = Aei T0 + Āe−i T0 + α(A3 e3i T0 + Ā3 e−3i T0 ) + · · · (21a)
8
which upon using Equation (7) becomes

1
u = a cos(t + β) + αa 3 cos(3t + 3β) + · · · (21b)
32
Substituting Equation (7) into Equation (20) and separating real and imaginary parts yields the real-
valued modulation equations
 
1
ȧ =  −µa − F sin β
2
 
2 1 3 1 3 9
+ µσ a + αµa + µF cos β + σ F sin β + α Fa sin β + · · ·
3 2
(22a)
2 8 4 8 32
  
1 3 F 1 3 3 15 2 4
β̇ =  − σ + αa 2 − cos β +  2 − µ2 + σ 2 − σ αa 2 − α a
2 8 2a 2 8 16 256

3Fσ 3 µF
+ cos β + α Fa cos β − sin β + · · · (22b)
8a 32 4a

In the second case, I choose B = 12 i D1 A so that

2i D1 B + D12 A = 0 (23a)

and Equation (19) becomes

1 1 3 1 3 3
D2 A = − iµ2 A + µσ A + iσ 2 A + µF + iσ F + i Fα A2
2 2 8 8 16 16
3 51 2 3 2
+ i Fα A Ā − iα A Ā (23b)
8 16
Using the method of reconstitution [6], I combine Equations (17) and (23b) into



1 3 1 1 1 3
Ȧ = − µA + iσ A − iα A Ā + i F +  − iµ2 A + µσ A + iσ 2 A
2 2
2 2 4 2 2 8

1 3 3 3 51
+ µF + iσ F + i Fα A2 + i Fα A Ā − iα 2 A3 Ā2 + · · · (24)
8 16 16 8 16

Substituting Equations (15), (18), (23a), and (17) into Equation (11a) yields


1 1 3 2 1 1
u = A +  − iµA + σ A − α A Ā + F ei T0 + α A3 e3i T0 + cc (25a)
2 4 4 8 8

which upon using Equation (7) becomes


1 1 1
u = a cos(t + β) +  F cos t + σ a cos(t + β) + µa sin(t + β)
4 4 2

3 1
− αa 3 cos(t + β) + αa 3 cos(3t + 3β) + · · · (25b)
16 32
 Method of Multiple Scales and the Generalized Method of Averaging 67
Substituting Equation (7) into Equation (24) and separating real and imaginary parts yields the modu-
lation equations
   
1 2 1 1 3 3
ȧ =  −µa − F sin β +  µσ a + µF cos β + σ F sin β + α Fa sin β + · · · (26a)
2
2 2 4 8 32
 
1 3 2 F
β̇ =  − σ + αa − cos β
2 8 2a
 
1 2 3 2 9 51 2 4 3Fσ µF
+  − µ + σ + α Fa cos β −
2
α a + cos β − sin β + · · · (26b)
2 8 32 256 8a 4a
Equations (25) and (26) reduce to Equations (21) and (22) if


1 1 3 1
A +  − iµA + σ A − α A2 Ā + F → A
2 4 4 8

In other words, the two expansions would be in full agreement if the same initial conditions were used.

2.2. METHOD OF MULTIPLE SCALES: STATE-SPACE FORM

First, I express Equation (10) in the state-space form

u̇ − v = 0 (27a)
v̇ + u = −(σ v̇ + 2µv + µσ v + αu − F cos t) 3
(27b)

Then, I seek a second-order uniform expansion of the solution of Equations (27) in the form


2
u(t; ) =  n u n (T0 , T1 , T2 ) + · · · (28a)
n=0
2
v(t; ) =  n vn (T0 , T1 , T2 ) + · · · (28b)
n=0

Substituting Equations (28) into Equations (27) and equating coefficients of like powers of , I obtain
Order  0

D0 u 0 − v0 = 0 (29a)
D 0 v0 + u 0 = 0 (29b)

Order 

D0 u 1 − v1 = −D1 u 0 (30a)
D0 v1 + u 1 = −D1 v0 − σ D0 v0 − 2µv0 − αu 30 + F cos T0 (30b)

Order  2

D0 u 2 − v2 = −D1 u 1 − D2 u 0 (31a)
D0 v2 + u 2 = −D1 v1 − D2 v0 − 2µv1 − σ D0 v1 − σ D1 v0 − σ µv0 − 3αu 20 u 1 (31b)
68 A. H. Nayfeh
The general solution of Equations (29) can be expressed as

u 0 = A(T1 , T2 )ei T0 + Ā(T1 , T2 )e−i T0 (32a)

v0 = i A(T1 , T2 )ei T0 − i Ā(T1 , T2 )e−i T0 (32b)

Substituting Equations (32) into Equations (30) yields

D0 u 1 − v1 = −D1 Aei T0 + cc (33a)


1
D0 v1 + u 1 = − i D1 A + 2iµA − σ A + 3α A Ā − F ei T0 − α A3 e3i T0 + cc
2
(33b)
2

I seek the solution of Equations (33) in the form

u 1 = P1 ei T0 + P3 e3i T0 + cc (34a)

v1 = Q 1 ei T0 + Q 3 e3i T0 + cc (34b)

Substituting Equations (34) into Equations (33) and equating coefficients of like harmonics of T0
yields

i P1 − Q 1 = −D1 A (35a)
1
P1 + i Q 1 = −i D1 A − 2iµA + σ A − 3α A2 Ā + F (35b)
2
3i P3 − Q 3 = 0 (36a)

P3 + 3i Q 3 = −α A3 (36b)

The solution of Equations (36) is unique and given by

1 3 3
P3 = αA , Q3 = iα A3 (37)
8 8

Because the homogeneous parts of Equations (35) have a nontrivial solution, the nonhomogeneous
equations have a solution if and only if their right-hand sides are orthogonal to every solution of the
adjoint homogeneous equations. In this case, the solution of the adjoint equations is given by {i 1}T .
Imposing the solvability condition yields Equation (17). With this condition, Equations (35) are solvable,
but their solution is not unique. To determine a unique solution, I require their solution to be orthogonal
to the solution of the adjoint problem; that is,

i P1 + Q 1 = 0 (38)

Then, solving Equation (38) and either Equation (35a) or (35b) and using Equation (17), I obtain

1 1 3 1
P1 = − iµA + σ A − α A2 Ā + F, Q 1 = −i P1 (39)
2 4 4 8
 Method of Multiple Scales and the Generalized Method of Averaging 69
Therefore,


1 1 3 1 1
u 1 = − iµA + σ A − α A2 Ā + F ei T0 + α A3 e3i T0 + cc (40a)
2 4 4 8 8


1 1 3 1 3
v1 = −i − iµA + σ A − α A2 Ā + F ei T0 + iα A3 e3i T0 + cc (40b)
2 4 4 8 8

Substituting Equations (32) and (40) into Equations (31) and imposing the solvability condition leads
to Equation (23b). Substituting Equations (32a) and (40a) into Equation (28a) yields Equation (25a).
Consequently, the results obtained by treating the state-space form of Equation (10) are in one-to-one
correspondence with those obtained by attacking directly Equation (10) when the component B of the
homogeneous solution of the first-order problem is chosen such that 2i D1 B + D12 A = 0.

2.3. METHOD OF MULTIPLE SCALES: COMPLEX-VALUED FORM

I introduce the transformation

u(t) = ζ (t) + ζ̄ (t), u̇(t) = i[ζ (t) − ζ̄ (t)] (41a)

or

1 1
ζ (t) = [u(t) − i u̇(t)], ζ̄ (t) = [u(t) + i u̇(t)] (41b)
2 2

into Equation (10) and obtain


1 1
ζ̇ = iζ − i(ζ + ζ̄ )(σ − σ ) − µ(ζ − ζ̄ ) 1 − σ
2
2 2
1
+ [iα(ζ + ζ̄ )3 − i F cos t](1 − σ ) (42)
2

I seek an approximate solution of Equation (42) in the form


2
ζ =  n ζn (T0 , T1 , T2 ) + · · · (43)
n=0

Substituting Equation (43) into Equation (42) and equating coefficients of like powers of , I obtain

Order  0

D0 ζ0 − iζ0 = 0 (44a)

Order 

1 1 1
D0 ζ1 − iζ1 = −D1 ζ0 − µ(ζ0 − ζ̄0 ) − iσ (ζ0 + ζ̄0 ) + iα(ζ0 + ζ̄0 )3 − i F cos T0 (44b)
2 2 2
70 A. H. Nayfeh

Order  2

1
D0 ζ2 − iζ2 = −D1 ζ1 − D2 ζ0 − µ(ζ1 − ζ̄1 ) + µσ (ζ0 − ζ̄0 )
2
1 1 2 3
− iσ (ζ1 + ζ̄1 ) + iσ (ζ0 + ζ̄0 ) + iα(ζ0 + ζ̄0 )2 (ζ1 + ζ̄1 )
2 2 2
1 1
− iα(ζ0 + ζ̄0 ) + i Fσ cos T0
3
(44c)
2 2
The general solution of Equation (44a) can be expressed as

ζ0 = A(T1 , T2 )ei T0 (45)

Then, Equation (44b) becomes


1 3 1 1
D0 ζ1 − iζ1 = − D1 A + µA + iσ A − iα A2 Ā + i F ei T0 + iα A3 e3i T0
2 2 4 2


1 3 1 1
+ µ Ā − iσ Ā + iα A Ā2 − i F e−i T0 + iα Ā3 e−3i T0 (46)
2 2 4 2

Eliminating the terms that lead to secular terms from Equation (46) leads to Equation (17). Then, the
solution of Equation (46), which is orthogonal to the solution e−i T0 of the adjoint homogeneous problem,
can be written as


1 1 3 1 1 1
ζ1 = iµ Ā + σ Ā − α A Ā + F e−i T0 + α A3 e3i T0 − α Ā3 e−3i T0
2
(47)
2 2 2 4 4 8

Substituting Equations (45) and (47) into Equation (44c) and eliminating the terms that produce secular
terms yields Equation (23b). Substituting Equations (45) and (47) into Equation (43) leads to Equation
(25a). Consequently, the results obtained by attacking the complex-valued form of Equation (10) are in
one-to-one correspondence with those obtained in Sections 2.1 and 2.2.

2.4. GENERALIZED METHOD OF AVERAGING

I use the method of variation of parameters and transform Equation (10) into

u(t) = a(t) cos[φ(t)], u̇ = −a(t) sin[φ(t)] (48a)

where

1 1 1
ȧ =  − µa + µa cos(2φ) − σ a sin(2φ) + αa 3 sin(2φ) + αa 3 sin(4φ)
2 4 8

1 1
− F sin(φ − ψ) − F sin(φ + ψ)
2 2

1 1 1 1
+  2 µσ a − µσ a cos(2φ) + σ 2 a sin(2φ) − ασ a 3 sin(2φ)
2 2 2 4

1 1 1
− ασ a sin(4φ) + σ F sin(φ − ψ) + σ F sin(φ + ψ)
3
(48b)
8 2 2
 Method of Multiple Scales and the Generalized Method of Averaging 71

1 1 3 1
φ̇ = 1 +  − µ sin(2φ) − σ − σ cos(2φ) + αa 2 + αa 2 cos(2φ)
2 2 8 2

1 2 F F
+ αa cos(4φ) − cos(φ + ψ) − cos(φ − ψ)
8 2a 2a

1 1 1 3 1
+  2 µσ sin(2φ) + σ 2 + σ 2 cos(2φ) − ασ a 2 − ασ a 2 cos(2φ)
2 2 2 8 2

1 σ F σ F
− ασ a 2 cos(4φ) + cos(φ + ψ) + cos(φ − ψ) (48c)
8 2a 2a

where ψ = t.
I seek a second-order approximate solution of Equations (48b) and (48c) in the form

a = a0 (t) + a1 (a0 , φ0 , ψ) +  2 a2 (a0 , φ0 , ψ) + · · · (49a)

φ = φ0 (t) + φ1 (a0 , φ0 , ψ) +  φ2 (a0 , φ0 , ψ) + · · ·
2
(49b)

where

ȧ0 =  A1 (a0 , t) +  2 A2 (a0 , t) + · · · (49c)

φ̇ 0 = 1 + 1 (a0 , t) +  2 (a0 , t) + · · ·
2
(49d)

Here, the an and φn are chosen to contain short-period terms only (i.e., rapidly varying functions of φ0
and ψ), whereas the An and n are chosen to contain long-period terms (i.e., slowly varying functions
of t). It follows from Equations (49) that
∂a1 ∂a1 ∂a1 ∂a1 ∂a2 ∂a2
ȧ =  A1 +  + +  2 A2 +  2 A1 +  2 1 + 2 + 2 + ··· (50a)
∂φ0 ∂ψ ∂a0 ∂φ0 ∂φ0 ∂ψ
∂φ1 ∂φ1 ∂φ1 ∂φ1 ∂φ2 ∂φ2
φ̇ = 1 + 1 +  + +  2 2 +  2 A1 +  2 1 + 2 + 2 + ··· (50b)
∂φ0 ∂ψ ∂a0 ∂φ0 ∂φ0 ∂ψ

Substituting Equations (49) and (50) into Equations (48b) and (48c) and separating coefficients of
like powers of  yields
∂a1 ∂a1 1 1
A1 + + = −µa0 + µa0 cos(2φ0 ) − σ a0 sin(2φ0 ) + αa03 sin(2φ0 )
∂φ0 ∂ψ 2 4
1 3 1 1
+ αa sin(4φ0 ) − F sin(φ0 − ψ) − F sin(φ0 + ψ) (51a)
8 0 2 2
∂φ1 ∂φ1 1 1 1
1 + + = −µ sin(2φ0 ) − σ − σ cos(2φ0 ) + αa02 cos(2φ0 )
∂φ0 ∂ψ 2 2 2
1 2 3 2 F F
+ αa cos(4φ0 ) + αa0 − cos(φ0 + ψ) − cos(φ0 − ψ) (51b)
8 0 8 2a0 2a0

∂a2 ∂a2 ∂a1 ∂a1 1
A2 + + + A1 + 1 = a1 − µ + µ cos(2φ0 ) − σ sin(2φ0 )
∂φ0 ∂ψ ∂a0 ∂φ0 2
 
3 2 3
+ αa sin(2φ0 ) + αa02 sin 4φ0 + φ1 − 2µa0 sin(2φ0 ) − σ a0 cos(2φ0 )
4 0 8

1 3 1 3 1 1
+ αa cos(2φ0 ) + αa0 cos(4φ0 ) − F cos(φ0 − ψ0 ) − F cos(φ0 + ψ0 )
2 0 2 2 2
72 A. H. Nayfeh
1 1 1 1
+ µσ a0 − µσ a0 cos(2φ0 ) + σ 2 a0 sin(2φ0 ) − ασ a03 sin(2φ0 )
2 2 2 4
1 1 1
− ασ a0 sin(4φ0 ) + σ F sin(φ0 − ψ) + σ F sin(φ0 + ψ)
3
(52a)
8 2 2
∂φ2 ∂φ2 ∂φ1 ∂φ1 3
2 + + + A1 + 1 = a1 αa0 + αa0 cos(2φ0 )
∂φ0 ∂ψ ∂a0 ∂φ0 4

1 F F
+ αa0 cos(4φ0 ) + 2 cos(φ0 + ψ) + 2 cos(φ0 − ψ)
4 2a0 2a0

1
+ φ1 − 2µ cos(2φ0 ) + σ sin(2φ0 ) − αa02 sin(2φ0 ) − αa02 sin(4φ0 )
2

F F 1 1
+ sin(φ0 + ψ) + sin(φ0 − ψ) + µσ sin(2φ0 ) + σ 2
2a0 2a0 2 2
1 2 3 1 1
+ σ cos(2φ0 ) − ασ a0 − ασ a0 cos(2φ0 ) − ασ a0 cos(4φ0 )
2 2 2
2 8 2 8
σF σF
+ cos(φ0 + ψ) + cos(φ0 − ψ) (52b)
2a0 2a0

Any particular solution of Equations (51) and (52) contains secular terms. Uniformly valid expansions
can be obtained by choosing the An and n to eliminate the long-period terms (i.e., to eliminate the
terms that produce secular terms). Eliminating the slowly varying terms from Equations (51) yields

1
A1 = −µa0 − F sin(φ0 − ψ) (53a)
2
1 3 F
1 = − σ + αa02 − cos(φ0 − ψ) (53b)
2 8 2a0

Then, the solution of Equations (51) can be expressed uniquely as

1 1 1 1
a1 = µa0 sin(2φ0 ) + σ a0 cos(2φ0 ) − αa03 cos(2φ0 ) − αa03 cos(4φ0 )
2 4 8 32
1
+ F cos(φ0 + ψ) (54a)
4
1 1 1 1 F
φ1 = µ cos(2φ0 ) − σ sin(2φ0 ) + αa02 sin(2φ0 ) + αa02 sin(4φ0 ) − sin(φ0 + ψ) (54b)
2 4 4 32 4a0

where the constants of integration are set equal to zero because a1 and φ1 are fast-varying functions of
time.
Substituting Equations (53) and (54) into Equations (52) and choosing A2 and 2 to eliminate the
long-period terms, one finds using a symbolic manipulator (or after tedious but elementary calculations)
that

1 1 3 3
A2 = µσ a0 + Fµ cos(φ0 − ψ) + α Fa02 sin(φ0 − ψ) + σ F sin(φ0 − ψ) (55a)
2 4 32 8
1 2 3 2 51 2 4 3σ F
2 = − µ + σ − α a0 + cos(φ0 − ψ)
2 8 256 8a0
µF 9
− sin(φ0 − ψ) + α Fa0 cos(φ0 − ψ) (55b)
4a0 32
 Method of Multiple Scales and the Generalized Method of Averaging 73
Substituting Equations (53) and (55) into Equations (49c) and (49d) and letting φ0 = t + β and ψ = t
yields
 
1
ȧ0 =  −µa0 − F sin β
2
 
1 1 3 3
+ 2 µσ a0 + µF cos β + σ F sin β + α Fa02 sin β + · · · (56a)
2 4 8 32
 
1 3 F
β̇ =  − σ + αa02 − cos β
2 8 2a0
 
1 3 9 51 2 4 3Fσ µF
+  2 − µ2 + σ 2 + α Fa0 cos β − α a0 + cos β − sin β + · · · (56b)
2 8 32 256 8a0 4a0

To compare the present expansion with those obtained using the method of multiple scales, I substitute
Equations (49a) and (49b) into Equation (48a), expand the result for small , and obtain

u = a0 cos φ0 + [a1 cos φ0 − a0 φ1 sin φ0 ] + · · · (57a)

Substituting for a1 and φ1 from Equations (54) into Equation (57a) yields

1 1 1
u = a0 cos(t + β) +  F cos t + σ a0 cos(t + β) + µa0 sin(t + β)
4 4 2

3 1
− αa03 cos(t + β) + αa03 cos(3t + 3β) + · · · (57b)
16 32

Equations (56) and (57b) are in full agreement with Equations (25) and (26) obtained with the method
of multiple scales.

2.5. EQUILIBRIUM SOLUTIONS

It follows from Sections 2.1–2.4 that all of the methods lead to a second-order approximate solution
of Equation (10) given by either Equations (21b) and (22) or Equations (25b) and (26), depending
on the initial conditions. I note that these solutions are asymptotic expansions, which might not con-
verge. However, their accuracy improves as  → 0. They are valid only when the neglected terms in
Equations (21b) and (25b) are O( 2 ) and the neglected terms in Equations (22) and (26) are O( 3 ).
It follows from Equations (21b) and (22) that periodic solutions of Equation (10) correspond to the
fixed point (equilibrium solutions) of Equations (22). Setting ȧ = 0 and β̇ = 0 in Equations (22) yields
the algebraic equations
 
1 1 3 1 3 9
−µa − F sin β +  µσ a + αµa 3 + µF cos β + σ F sin β + α Fa 2 sin β
2 2 8 4 8 32
+O( 2 ) = 0 (58a)

1 3 2 F 1 3 3 15 2 4
− σ + αa − cos β +  − µ2 + σ 2 − σ αa 2 − α a
2 8 2a 2 8 16 256

3Fσ 3 µF
+ cos β + α Fa cos β − sin β + O( 2 ) = 0 (58b)
8a 32 4a
74 A. H. Nayfeh
Alternatively, periodic solutions of Equation (10) are given by Equation (25b) where a and β are given
by the algebraic equations obtained by setting ȧ = 0 and β̇ = 0 in Equations (26). In what follows, I
concentrate on Equations (58) to compare the results with those of Rahman and Burton.
There are a number of approaches to solving Equations (58). In one approach [1–6, 9, 10], one uses
a numerical method to solve the equations simultaneously for a and β. In another approach [14, 15],
one eliminates β and obtains the following polynomial equation in a (frequency–response equation):

2  
3 9 3 8 3
σ − αa 2 a 2 + 4µ2 a 2 − F 2 +  α a − α 2 σ a 6 + 4µ2 σ a 2
4 256 64
+  2 P10 +  3 P12 +  4 P14 = 0 (59)

where Pi is a polynomial of order i in a. In some cases, Equation (59) was solved for a keeping all of the
terms, thereby violating the assumption under which the expansion was obtained. In deriving Equations
(22), I neglected terms O( 2 ) and hence the terms O( 2 ) and higher in Equation (59) are incomplete
and must be discarded. Moreover, Equation (59) is valid only when the second term is small compared
to the first term, which requires  to be small compared with unity. However, some researchers [14, 15,
19, 23] attempted to apply the present analysis to values of  which violate this condition. Furthermore,
Equation (59) is a polynomial of order 3 in a 2 at O( 0 ), order 4 at O(), order 5 at O( 2 ), order 6 at
O( 3 ), and order 7 at O( 4 ). Consequently, the number of possible solutions increases with increasing
order of terms included in Equation (59). Solutions beyond continuation of the three possible solutions
arising at O( 0 ) are spurious solutions. These spurious solutions are O( −ν ), where ν > 0. They should
be discarded because they violate the assumption under which the expansion was obtained; that is, a
should be O(1) and not O( −ν ), where ν > 0, as  → 0. Including only terms of O() in Equation
(59), one finds that the spurious solution is O( − 2 ), which makes the second term in Equation (59) the
1

same order as the first, again violating the assumption under which the expansion was obtained. For
sufficiently small , the spurious solutions occur over a small band of excitation frequencies and their
associated frequency–response curves are far removed from the backbone curve and hence from the
frequency–response curves obtained at first order [17, 18]. As  increases, the frequency–response curves
for the spurious solutions spread over larger bands of excitation frequencies, and these curves move
closer to the first-order frequency–response curves and eventually corrupt the actual response curves.
In the latter case, the neglected terms of O( 2 ) and higher are not small, and hence the expansion breaks
down.
In summary, Equations (22) and (58) are asymptotic expansions, which are valid only for values of
 such that the terms of O() are small compared to the terms of O( 0 ) and the terms of O( 2 ) are
negligible compared to the retained terms. Moreover, spurious solutions of O( −ν ), ν > 0, cannot be
avoided, in general, because the order of the polynomial describing the equilibrium amplitude increases
with increasing order of approximation. These solutions should be discarded. Their presence should
not be taken as an indictment of the perturbation methods.
Some researchers [14, 15, 19, 23] thought that, carrying out an expansion by expanding either the
detuning and/or the damping or the forcing amplitude (so-called Version II of the Method of Multiple
Scales) and requiring the vanishing of each of the Di A independently, they could push the validity of
the obtained expansion to large values of , which otherwise would produce the spurious solutions. This
is not true as shown below.
To apply Version II of the method of multiple scales, I rewrite Equation (10) as

2
ü + k u̇ + u + αu 3 =  F cos t (60)
 Method of Multiple Scales and the Generalized Method of Averaging 75

where k = 2 µ. Then, I expand u as in Equation (11a) and 2

and k as

2
= 1 + σ1 +  2 σ2 + · · · , k = k1 + k2 +  2 k3 + · · · (61)

Proceeding as in the preceding sections, I replace Equations (12)–(14) with

D02 u 0 + u 0 = 0 (62)
D02 u 1 + u 1 = −2D0 D1 u 0 − σ1 D02 u 0 − k1 D0 u 0 − αu 30 + F cos(T0 ) (63)
D02 u 2 + u 2 = −2D0 D1 u 1 − 2D0 D2 u 0 − D12 u 0 − σ1 D02 u 1 − 2σ1 D0 D1 u 0
− σ2 D02 u 0 − k1 D0 u 1 − k1 D1 u 0 − k2 D0 u 0 − 3αu 20 u 1 (64)

Equation (15) still holds and elimination of the terms that lead to secular terms from Equation (63)
yields

1
2i D1 A = (σ1 − ik1 )A − 3α A2 Ā + F (65)
2

Then, disregarding the homogeneous solution, I express the solution of Equation (63) as

1
u1 = α(A3 e3i T0 + Ā3 e−3i T0 ) (66)
8

Substituting Equations (15) and (66) into Equation (64) and eliminating the terms that lead to secular
terms, I obtain

3
2i D2 A = −D12 A − 2iσ1 D1 A − k1 D1 A − α 2 A3 Ā2 + (σ2 − ik2 )A (67)
8

According to Version II of the method of multiple scales, one demands that each Di A = 0. Thus,
setting D1 A = 0 and D2 A = 0 in Equations (65) and (67) yields

1
(σ1 − ik1 )A − 3α A2 Ā + F =0 (68)
2

and

3
(σ2 − ik2 )A − α 2 A3 Ā2 = 0 (69)
8

Using Equation (7), I obtain from Equation (68) the first-order frequency–response equation

3 F2
σ1 = αa 2 ± − k12 (70)
4 a2

Substituting Equation (7) into Equation (69) and separating real and imaginary parts, I obtain

3 2 4
σ2 = α a and k2 = 0 (71)
128
76 A. H. Nayfeh
If the detuning were introduced in the inertia and damping as it should be, then it would follow from
Equation (61a) that = 1 + 12 σ1 + · · · and hence

k = 2µ = 2µ + σ1 µ + · · · (72)

Comparing Equations (61b) and (72), I conclude that

k1 = 2µ and k2 = σ1 µ (73)

Because k2 = 0 according to Equation (71b), Equation (73) demands that σ1 = 0, which contradicts
the first-order result in Equation (70), an absurd result.
To overcome this contradiction, Rahman and Burton [14, 15] introduced the detuning in the inertia
term only in Equation (60). This is an ad hoc assumption and problematic because µ for a given system
is constant and expanding k demands expanding in the damping term. Then, substituting for σ1 and
σ2 from Equations (70) and (71) into Equation (61a) yields

3 F2 3 2 2 4
2
= 1 + αa 2 ±  − k12 +  α a (74)
4 a2 128

Because k2 = 0, Rahman and Burton used Equation (61b) to replace k1 with k, and using the definition
of k = 2µ , they replaced k1 with 2µ in Equation (74) and obtained the frequency–response equation

3 F2 3 2 2 4
2
= 1 + αa 2 ±  − 4µ2 2 +  α a (75)
4 a2 128

This is the same as Equation (39) of Rahman and Burton when α = 1 and it is the same as the equation
I derive later using Equations (58).
I note that the range of validity of Equation (75), obtained with the so-called Version II of the method of
multiple scales, is the same as that of Equations (58), obtained with the so-called Version I of the method
of multiple scales. Equation (75) does not possess spurious solutions only when α > 0, the case of
hardening
 nonlinearity. Given F and and solving for a from Equation (75), I find the spurious solution
a ≈ 4 −α 2
, which exists when α < 0. For sufficiently small , the frequency–response curve for this
spurious solution is far removed from the backbone. However, as for Equations (58), as  is increased,
the frequency–response curve for this spurious solution spreads over larger bands of frequencies and
moves closer to the backbone curve and eventually distorts it. Therefore, the claim of Rahman and
Burton [14, 15] that Version II of the method of multiple scales produces expansions without spurious
solutions is not correct. As with Version I, Version II will be inaccurate unless the spurious solutions
are discarded and the analysis is restricted to parameter values for which the remaining higher-order
solutions represent a small correction to the first-order solution.
I derive the frequency–response equation directly from Equations (58). Solving Equations (58) for
sin β and cos β and keeping only terms of O(), consistent with the assumption under which the
expansion was derived, I obtain

µ(2 + σ )
sin β = − + O( 2 ) (76a)
Fa
3αa 3 − 4σ a 3α 2 a 5
cos β = + + O( 2 ) (76b)
4F 128F
 Method of Multiple Scales and the Generalized Method of Averaging 77
Eliminating β from Equations (76) yields

3α 2 F2 3
σ = a ± − µ2 (2 + σ )2 + α 2 a 4 (77)
4 a2 128

Using the fact that 2 = 1 + σ + O( 2 ) and ≈ 1 + 12 σ , I obtain Equation (75).

Contrary to the statement of Rahman and Burton [15] that “By using MMS Version I, however, it is
not possible to obtain L–P solutions as a special case”, the Linstédt–Poincaré solution can be obtained
as a special case from the expansion obtained with Version I. Letting F → 0 in Equation (76b) yields

3 2 3
σ = αa + α 2 a 4 + · · ·
4 128

which when combined with the fact that 2

= 1 + σ yields the L–P solution

3 3 2 2 4
2
= 1 + αa 2 +  α a + ···
4 128
Alternatively, the L–P solution can be obtained from Equation (77) by setting µ = 0 and F = 0.

3. Rayleigh Equation

Next, I consider the Rayleigh equation

ü + u = (u̇ − α u̇ 3 ) (78)

3.1. GENERALIZED METHOD OF AVERAGING

I use the method of variation of parameters and transform Equation (78) into

u(t) = a(t) cos[φ(t)], u̇ = −a(t) sin[φ(t)] (79)

where

1
ȧ = [4a − 3αa 3 − 4a cos 2φ + 4αa 3 cos 2φ − αa 3 cos 4φ] (80a)
8
1
φ̇ = 1 + [4 sin 2φ − 2αa 2 sin 2φ + αa 2 sin 4φ] (80b)
8
I seek an approximate solution of Equations (80) in the form

a = a0 (t) + a1 (a0 , φ0 ) +  2 a2 (a0 , φ0 ) + · · · (81a)

φ = φ0 (t) + φ1 (a0 , φ0 ) +  φ2 (a0 , φ0 ) + · · ·
2
(81b)
ȧ0 =  A1 (a0 ) +  A2 (a0 ) + · · ·
2
(81c)
φ̇ 0 = 1 + 1 (a0 ) +  2 2 (a0 ) + · · · (81d)

Substituting Equations (81) into Equations (80) and equating coefficients of like powers of , I obtain
78 A. H. Nayfeh
Order 

∂a1 1 3 1 1 1
+ A1 = a0 − αa03 − a0 cos 2φ0 + αa03 cos 2φ0 − αa03 cos 4φ0 (82a)
∂φ0 2 8 2 2 8
∂φ1 1 1 2 1 2
+ 1 = sin 2φ0 − αa0 sin 2φ0 + αa0 sin 4φ0 (82b)
∂φ0 2 4 8

Order  2

∂a2 ∂a1 ∂a1 1 1 9 3

+ A 2 + 1 + A1 = a1 − a1 cos 2φ − αa02 a1 + αa02 a1 cos 2φ0
∂φ0 ∂φ0 ∂a0 2 2 8 2
3 2 1
− αa0 a1 cos 4φ0 + a0 φ1 sin 2φ0 − αa03 φ1 sin 2φ0 + αa03 φ1 sin 4φ0 (83a)
8 2
∂φ2 ∂φ1 ∂φ1 1 1
+ 2 + 1 + A1 = − αa0 a1 sin 2φ0 + αa0 a1 sin 4φ0
∂φ0 ∂φ0 ∂a0 2 4
1 2 1 2
+ φ1 cos 2φ0 − αa0 φ1 cos 2φ0 + αa0 φ1 cos 4φ0 (83b)
2 2
The slowly varying parts in Equations (82) yield
1 3
A1 = a0 − αa03 (84a)
2 8
1 = 0 (84b)

Then, the solutions of the resulting Equations (82) can be expressed as

1 1 1
a1 = − a0 sin 2φ0 + αa03 sin 2φ0 − αa03 sin 4φ0 (85a)
4 4 32
1 1 1
φ1 = − cos 2φ0 + αa02 cos 2φ0 − αa02 cos 4φ0 (85b)
4 8 32
Substituting Equations (84) and (85) into Equations (83), I find that the slowly varying parts yield

A2 = 0 (86a)
1 3 27 2 4
2 = − + αa02 − α a0 (86b)
8 16 256
Substituting Equations (84) and (86) into Equations (81c) and (81d), I obtain the modulation equations


1 3 2
ȧ0 = a0 1 − αa0 + O( 3 ) (87a)
2 4


1 2 3 2 27 2 4
φ̇ 0 = 1 +  −1 + αa0 − α a0 + O( 3 ) (87b)
8 2 32

Substituting Equations (85) into Equations (81a) and (81b) yields


1 1
a = a0 + a0 − sin 2φ0 + αa02 sin 2φ0 − αa02 sin 4φ0 + O( 2 ) (88a)
4 8


1 1 2 1 2
φ = φ0 +  − cos 2φ0 + αa0 cos 2φ0 − αa0 cos 4φ0 + O( 2 ) (88b)
4 2 8
 Method of Multiple Scales and the Generalized Method of Averaging 79
Substituting Equations (88) into Equation (79) and expanding the result in a Taylor series, I obtain
 
1 3 3 1 3
u = a0 cos φ0 +  −a0 sin φ0 + αa0 sin φ0 + αa0 sin 3φ0 + O( 2 ) (89)
4 4 8

3.2. METHOD OF MULTIPLE SCALES: STATE-SPACE FORM

I rewrite Equation (78) in state-space form as

u̇ = v (90a)
v̇ = −u + (v − αv 3 ) (90b)

Then, I seek a second-order uniform expansion of the solution of Equations (90) in the form


2
u(t; ) =  n u n (T0 , T1 , T2 ) + · · · (91a)
n=0
2
v(t; ) =  n vn (T0 , T1 , T2 ) + · · · (91b)
n=0

Substituting Equations (91) into Equations (90) and equating coefficients of like powers of  yields
Order  0

D0 u 0 − v0 = 0 (92a)
D 0 v0 + u 0 = 0 (92b)

Order 

D0 u 1 − v1 = −D1 u 0 (93a)
D0 v1 + u 1 = −D1 v0 + v0 − αv03 (93b)

Order  2

D0 u 2 − v2 = −D1 u 1 − D2 u 0 (94a)
D0 v2 + u 2 = −D1 v1 − D2 v0 + v1 − 3αv02 v1 (94b)

The general solution of Equations (92) can be expressed as

u 0 = A(T1 , T2 )ei T0 + Ā(T1 , T2 )e−i T0 (95a)

v0 = i A(T1 , T2 )ei T0 − i Ā(T1 , T2 )e−i T0 (95b)

Substituting Equations (95) into Equations (93) yields

D0 u 1 − v1 = −D1 Aei T0 + cc (96a)

D0 v1 + u 1 = −i D1 Ae i T0
+ i Ae i T0
+ iα A e
3 3i T0
− 3iα A Āe
2 i T0
+ cc (96b)
80 A. H. Nayfeh
I seek the solution of Equations (96) in the form

u 1 = P1 ei T0 + P3 e3i T0 + cc (97a)
v1 = Q 1 e i T0
+ Q3e 3i T0
+ cc (97b)

Substituting Equations (97) into Equations (96) and equating coefficients of like harmonics of T0 , I
obtain

i P1 − Q 1 = −D1 A (98a)
P1 + i Q 1 = −i D1 A + i A − 3iα A2 Ā (98b)
3i P3 − Q 3 = 0 (99a)
P3 + 3i Q 3 = iα A 3
(99b)

The solution of Equations (99) is unique and given by

1 3 3
P3 = − iα A3 , Q3 = αA (100)
8 8
Because the homogeneous parts of Equations (98) have a nontrivial solution, the nonhomogeneous
equations have a solution if and only if their right-hand sides are orthogonal to every solution of the
adjoint homogeneous equations. In this case, the solution of the adjoint equations is given by {i 1}T .
Hence, the solvability condition demands that

1
D1 A = (A − 3α A2 Ā) (101)
2
With this condition, Equations (98) are solvable, but their solution is not unique. To determine a
unique solution, I require that their solution be orthogonal to the solution of the adjoint problem; that
is,

i P1 + Q 1 = 0 (102)

Then, solving Equation (102) and either Equation (98a) or (98b) and using Equation (101), I
obtain
1 1
P1 = i(A − 3α A2 Ā), Q1 = (A − 3α A2 Ā) (103)
4 4
Therefore,

1 1
u1 = i(A − 3α A2 Ā)ei T0 − iα A3 e3i T0 + cc (104a)
4 8
1 3
v1 = (A − 3α A2 Ā)ei T0 + α A3 e3i T0 + cc (104b)
4 8
Substituting Equations (95), (104), and (101) into Equations (94) yields
 
1 3
D0 u 2 − v2 = D2 A + i(1 − 6α A Ā)D1 A − iα A D1 Ā ei T0 + cc + N ST
2
(105a)
4 4
 Method of Multiple Scales and the Generalized Method of Averaging 81

1 3 1 3
D0 v2 + u 2 = i D2 A + (1 − 6α A Ā)D1 A − α A2 D1 Ā − A + α A2 Ā
4 4 4 2

27 2 3 2 i T0
− α A Ā e + cc + N ST (105b)
8

Imposing the solvability condition on Equations (105) yields

1
D2 A = i(−2A + 12α A2 Ā − 27α 2 A3 Ā2 ) (106)
16
Using the method of reconstitution, I combine Equations (101) and (106) into

dA 1 1
= (A − 3α A2 Ā) + i 2 (−2A + 12α A2 Ā − 27α 2 A3 Ā2 ) + · · · (107)
dt 2 16
Substituting Equation (7) into Equation (107) and separating real and imaginary parts yields


1 3 2
ȧ = a 1 − αa + · · · (108a)
2 4


1 2 3 2 27 2 4
β =  −1 + αa − α a + · · ·
˙ (108b)
8 2 32

Substituting Equations (95a) and (104a) into Equation (91a) and using Equation (7) yields
 
1 3 1
u = a cos φ +  −a sin φ + αa 3 sin φ + αa 3 sin 3φ + · · · (109)
4 4 8

Equations (108) and (109) are in full agreement with Equations (87) and (89) obtained with the gener-
alized method of averaging.

3.3. METHOD OF MULTIPLE SCALES: COMPLEX-VALUED FORM

I introduce the transformation

u(t) = ζ (t) + ζ̄ (t), u̇(t) = i[ζ (t) − ζ̄ (t)] (110a)

or
1 1
ζ (t) = [u(t) − i u̇(t)], ζ̄ (t) = [u(t) + i u̇(t)] (110b)
2 2
Then, Equation (78) becomes

1
ζ̇ = iζ + [ζ − ζ̄ + αζ 3 − 3αζ 2 ζ̄ + 3αζ ζ̄ 2 − α ζ̄ 3 ] (111)
2
I seek an approximate solution of Equation (111) in the form


2
ζ =  n ζn (T0 , T1 , T2 ) + · · · (112)
n=0
82 A. H. Nayfeh
Substituting Equation (112) into Equation (111) and equating coefficients of like powers of 
yields

Order  0

D0 ζ0 − iζ0 = 0 (113)

Order 

1
D0 ζ1 − iζ1 = −D1 ζ0 + ζ0 − ζ̄0 + αζ03 − 3αζ02 ζ̄0 + 3αζ0 ζ̄02 − α ζ̄03 (114)
2

Order  2

1
D0 ζ2 − iζ2 = −D1 ζ1 − D2 ζ0 + (ζ1 − ζ̄1 )
2
1  2
− α 3ζ0 ζ1 + 3ζ0 ζ̄1 + 6ζ0 ζ̄0 ζ1 − 3ζ1 ζ̄02 − 6ζ0 ζ̄0 ζ̄1 + 3ζ̄02 ζ̄1
2
(115)
2

The general solution of Equation (113) can be expressed as

ζ0 (T0 , T1 , T2 ) = A(T1 , T2 )ei T0 (116)

Then, Equation (114) becomes

1 i T0 1 −i T0 3 2 i T0 1 3 3i T0
D0 ζ1 − iζ1 = −D1 Aei T0 + Ae − Āe − α A Āe + α A e
2 2 2 2
3 2 −i T0 1 3 −3i T0
+ α A Ā e − α Ā e (117)
2 2

Eliminating the terms that lead to secular terms from Equation (117) yields Equation (101). Then, the
solution of Equation (117) can be written as

1 3 1 1
ζ1 = − i Āe−i T0 + iα A Ā2 e−i T0 − iα A3 e3i T0 − iα Ā3 e−3i T0 (118)
4 4 4 8

Substituting Equations (116) and (118) into Equation (115) and eliminating the terms that produce
secular terms yields Equation (106).
Substituting Equations (116) and (118) into Equation (112), then substituting the outcome into
Equation (110a), and using Equation (7), I obtain
 
1 3 3 1 3
u = a cos φ +  −a sin φ + αa sin φ + αa sin 3φ + · · · (119)
4 4 8

Therefore, the results obtained by attacking the complex-variable form of the Rayleigh equation are in
full agreement with those obtained by treating the state-space form of the Rayleigh equation.
 Method of Multiple Scales and the Generalized Method of Averaging 83
4. Subharmonic Resonance of a System with Quadratic and Cubic Nonlinearities

I consider subharmonic resonance of order one-half of the system

ü + ω2 u + 2µu̇ + δu 2 +  2 αu 3 = f cos( t) (120)

when

= 2ω + σ (121)

where   1.

4.1. GENERALIZED METHOD OF AVERAGING

Using the method of variation of parameters, I transform Equation (120) into

u = a(t) cos[φ(t)] + 2 cos[ψ(t)],

(122)
u̇ = −ωa(t) sin[φ(t)] − 2 sin[ψ(t)]

where ψ(t) = t,  = f /2(ω2 − 2

), and


ȧ = −µa + µa cos 2φ + {8µ [cos(φ + ψ) − cos(φ − ψ)]
4ω
+ 4δ2 [2 sin φ + sin(φ − 2ψ) + sin(φ + 2ψ)] + δa 2 [sin φ + sin 3φ]
+ 4δa[sin(2φ − ψ) + sin(2φ + ψ)]}
2α 3
+ {a (2 sin 2φ + sin 4φ) + 6a 2 [sin(φ − ψ) + sin(3φ − ψ)
8ω
+ sin(φ + ψ) + sin(3φ + ψ)] + 12a2 [2 sin 2φ + sin(2φ − 2ψ)
+ sin(2φ + 2ψ)] + 3 [sin(φ − 3ψ) + 3 sin(φ − ψ)
+ 3 sin(φ + ψ) + sin(φ + 3ψ)]} (123a)

2µ
φ̇ = ω +  − µ sin 2φ + [sin(φ − ψ) − sin(φ + ψ)]
ωa
δa δ
+ [3 cos φ + cos 3φ] + [cos(2φ − ψ) + cos(2φ + ψ)] + 2 cos ψ
4ω ω
δ2
+ [2 cos φ + cos(φ − 2ψ) + cos(φ + 2ψ)]
ωa
2α 2
+ a (3 + 4 cos 2φ + cos 4φ) + a[9 cos(φ − ψ) + 9 cos(φ + ψ)
8ω
+ 3 cos(3φ − ψ) + 3 cos(3φ + ψ)] + 122 [2 + 3 cos 2φ
+ 2 cos ψ + cos(2φ − 2ψ) + cos(2φ + 2ψ)]
83
+ [cos(φ − 3ψ) + cos(φ + 3ψ) + 3 cos(φ − ψ) + 3 cos(φ + ψ)] (123b)
a
84 A. H. Nayfeh
I seek a second-order approximate solution of Equations (123) in the form

a = a0 (t) + a1 (a0 , φ0 , ψ) +  2 a2 (a0 , φ0 , ψ) + · · · (124a)

φ = φ0 (t) + φ1 (a0 , φ0 , ψ) +  φ2 (a0 , φ0 , ψ) + · · ·
2
(124b)

where

ȧ0 =  A1 (a0 , t) +  2 A2 (a0 , t) + · · · (125a)

φ̇ 0 = ω + 1 (a0 , t) +  2 2 (a0 , t) + · · · (125b)

Here, an and φn are chosen to contain short-period terms only (i.e., rapidly varying functions of φ0 and
ψ), whereas the An and n are chosen to contain long-period terms (i.e., slowly varying functions of
t). It follows from Equations (124) and (125) that

∂a1 ∂a1 ∂a1 ∂a1 ∂a2 ∂a2

ȧ =  A1 + ω + +  2 A2 +  2 A1 +  2 1 + 2ω + 2 + · · · (126a)
∂φ0 ∂ψ ∂a0 ∂φ0 ∂φ0 ∂ψ
∂φ1 ∂φ1 ∂φ1 ∂φ1
φ̇ = ω + 1 + ω + +  2 2 +  2 A1 +  2 1
∂φ0 ∂ψ ∂a0 ∂φ0
∂φ 2 ∂φ 2
+ 2ω + 2 + ··· (126b)
∂φ0 ∂ψ

Substituting Equations (124) and (126) into Equations (123) and separating coefficients of like powers
of , I obtain

∂a1 ∂a1 2µ 
A1 + ω + = −µa0 + µa0 cos 2φ0 + [cos(φ0 + ψ)
∂φ0 ∂ψ ω
δ2
− cos(φ0 − ψ)] + [2 sin φ0 + sin(φ0 − 2ψ) + sin(φ0 + 2ψ)]
ω
δa 2 δa0
+ 0 [sin φ0 + sin 3φ0 ] + [sin(2φ0 − ψ) + sin(2φ0 + ψ)] (127a)
4ω ω
∂φ1 ∂φ1 2µ
1 + ω + = −µ sin 2φ0 + [sin(φ0 − ψ) − sin(φ0 − ψ)]
∂φ0 ∂ψ ωa0
δa0 δ
+ [3 cos φ0 + cos 3φ0 ] + [cos(2φ0 − ψ) + cos(2φ0 + ψ) + 2 cos ψ]
4ω ω
δ2
+ [2 cos φ0 + cos(φ0 − 2ψ) + cos(φ0 + 2ψ)] (127b)
ωa0

∂a2 ∂a2 ∂a1 ∂a1 δa0 δa0
A2 + ω + + A1 + 1 = a1 sin φ0 + sin 3φ0
∂φ0 ∂ψ ∂a0 ∂φ0 2ω 2ω

δ δ
+ sin(2φ0 + ψ) + sin(2φ0 − ψ) − µ + µ cos 2φ0
ω ω

2 
δa0 2δ2 3δa02 2δa0
+ φ1 + cos φ0 + cos 3φ0 + cos(2φ0 + ψ)
4ω ω 4ω ω
2δa0 δ2 δ2
+ cos(2φ0 − ψ) + cos(φ0 + 2ψ) + cos(φ0 − 2ψ)
ω 4ω ω
 Method of Multiple Scales and the Generalized Method of Averaging 85

2µ  2µ 
− 2µa0 sin 2φ0 + sin(φ0 − ψ) − sin(φ0 + ψ)
ω ω
α 3
+ a sin φ0 cos3 φ0 + 6a02  sin φ0 cos2 φ0 cos ψ
ω0 0
+ 12a0 2 sin φ0 cos φ0 cos2 ψ + 83 sin φ0 cos3 ψ (128a)


∂φ2 ∂φ2 ∂φ1 ∂φ1 3δ 2δ2
2 + ω + + A1 + 1 = a1 − cos φ0
∂φ0 ∂ψ ∂a0 ∂φ0 4ω ωa02
δ δ2 δ2
+ cos 3φ0 − cos(φ 0 + 2ψ) − cos(φ0 − 2ψ)
4ω ωa02 ωa02

2µ  2µ 
+ sin(φ0 + ψ) − sin(φ 0 − ψ)
ωa02 ωa02


3δa0 2δ2 3δa0
+ φ1 − + sin φ0 − sin 3φ0
4ω ωa0 4ω
2δ 2δ δ2
− sin(2φ0 + ψ) − sin(2φ0 − ψ) − sin(φ0 + 2ψ)
ω0 ω ωa0
δ2 2µ 
− sin(φ0 − 2ψ) − 2µ cos 2φ0 − sin(φ0 + ψ)
ωa0 ωa0

2µ  α  3
+ cos(φ0 − ψ) + a cos4 φ0 + 6a02  cos3 φ0 cos ψ
ωa0 ωa0 0
+ 12a0 2 cos2 φ0 cos2 ψ + 83 cos φ0 cos3 ψ (128b)

Any particular solution of Equations (127) and (128) contains secular terms and it will also contain
small-divisor terms when ≈ 2ω, 2 ≈ ω, ≈ 3ω, and 3 ≈ ω. Uniformly valid expansions can
be obtained by choosing the An and n to eliminate the long-period terms (i.e., to eliminate the terms
that produce secular and small-divisor terms).
In this paper, I consider the case of subharmonic resonance of order one-half. To describe quantita-
tively the nearness of to 2ω, I introduce the detuning parameter σ defined by = 2ω + σ . Hence,
sin(2φ0 − ψ) and cos(2φ0 − ψ) are slowly varying functions. Then, choosing A1 and 1 to eliminate
the long-period terms in Equations (127), I obtain

δa0
A1 = −µa0 + sin(2φ0 − ψ) (129a)
ω
δ
1 = cos (2φ0 − ψ) (129b)
ω
Then, the unique solutions of Equations (127) are

2 
δa0 2δ2 δa02 δa0
a1 = − + cos φ 0 − cos 3φ0 − cos(2φ0 + ψ)
4ω 2 ω 2 12ω 2 ω(2ω + )
δ2 δ2 µa0
− cos(φ0 + 2ψ) − cos(φ0 − 2ψ) + sin 2φ0
ω(ω + 2 ) ω(ω − 2 ) 2ω
2µ  2µ 
− sin(φ0 − ψ) + sin(φ0 + ψ) (130a)
ω(ω − ) ω(ω + )
86 A. H. Nayfeh


3δa0 2δ2 δa0 2δ
φ1 = + sin φ0 + sin 3φ0 + sin ψ
4ω 2 ω a0
2 12ω 2 ω
δ δ2
+ sin(2φ + ψ) + sin(φ0 + 2ψ)
ω(2ω + ) ω(ω + 2 )a0
δ2 µ 2µ 
+ sin(φ0 − 2ψ) + cos 2φ0 + cos(φ0 + ψ)
ω(ω − 2 )a0 2ω ω(ω + )a0
2µ 
− cos(φ0 − ψ) (130b)
ω(ω − )a0

Substituting Equations (129) and (130) into Equations (128) and choosing A2 and 2 to eliminate the
long-period terms, I find that

7µδa0
A2 = − cos(2φ0 − ψ) (131a)
3ω2
µ2 3α2 9δ 2 2 3αa02 5δ 2 a02 7µδ
2 = − + − + − + sin(2φ0 − ψ) (131b)
2ω ω 4ω3 8ω 12ω3 3ω2

where was replaced with 2ω. Substituting Equations (129) and (131) into Equations (125) and using
φ(t) = ωt + β yields

δa0 7 2 µδa0
ȧ0 = −µa0 + sin(2β − σ t) − cos(2β − σ t) + · · · (132a)
ω 3ω2

δ µ2 3α2 9δ 2 2 3αa02
φ̇ 0 = ω + cos(2β − σ t) +  −
2
+ − +
ω 2ω ω 4ω3 8ω
2 2 
5δ a0 7µδ
− + sin(2β − σ t) (132b)
12ω3 3ω2

To compare the present expansion with those obtained using the method of multiple scales, I substitute
Equations (124) into Equation (122a), expand the result for small , and obtain

u = a0 cos φ0 + 2 cos t + [a1 cos φ0 − a0 φ1 sin φ0 ] + · · · (133)

Substituting for a1 and φ1 from Equations (130) into Equation (133) yields

µa0 δa0
u = a0 cos φ0 + 2 cos t + sin φ0 − cos(φ0 − t)
2ω ω
 2
δ(a0 + 42 ) δa 2 4µ  2δ2
− − 02 cos 2φ0 − 2 sin( t) + 2 cos(2 t)
2ω 2 6ω ω − 2 ω −4 2

2δa0
− cos(φ0 + t) + · · · (134)
( + 2ω)
 Method of Multiple Scales and the Generalized Method of Averaging 87
4.2. METHOD OF MULTIPLE SCALES: STATE-SPACE FORM

I write Equation (120) in state-space form as

u̇ = v (135a)
v̇ = −ω u + f cos t − 2µv − δu −  αu
2 2 2 3
(135b)

Then, I seek a second-order uniform expansion of the solution of Equations (135) in the form of Equations
(91). Substituting Equations (91) into Equations (135) and equating coefficients of like powers of , I
obtain

Order  0

D0 u 0 − v0 = 0 (136a)
D0 v0 + ω u 0 = f cos T0
2
(136b)

Order 

D0 u 1 − v1 = −D1 u 0 (137a)
D0 v1 + ω2 u 1 = −D1 v0 − 2µv0 − δu 20 (137b)

Order  2

D0 u 2 − v2 = −D1 u 1 − D2 u 0 (138a)

D0 v2 + ω2 u 2 = −D1 v1 − D2 v0 − 2µv1 − 2δu 0 u 1 − αu 30 (138b)

The solution of Equations (136) can be expressed as

u 0 = A(T1 , T2 )eiωT0 + ei T0

+ cc (139a)

v0 = iω A(T1 , T2 )eiωT0 + i ei T0

+ cc (139b)

Solution of the adjoint homogeneous problem can be expressed as

  

u ∗0 iω −iωT0
= e (140)
v0∗ 1

Substituting Equations (139) into Equations (137) yields

D0 u 1 − v1 = −D1 AeiωT0 + cc (141a)

D0 v1 + ω2 u 1 = −iωD1 AeiωT0 − 2iµω AeiωT0 − 2iµ ei T0

− δ A2 e2iωT0
+ω)T0
− δ A Ā − δ2 − 2δAei(
−ω)T0
− 2δ Āei( − δ2 e2i T0
+ cc (141b)
88 A. H. Nayfeh
Because the homogeneous Equations (141) have a nontrivial solution, the nonhomogeneous equations
have a solution only if a solvability condition is satisfied. The solvability condition demands that the
nonhomogeneous terms be orthogonal to the adjoint given by Equation (140); that is,

−2iωD1 A − 2iµω A − 2δ Āeiσ T1 = 0

or

iδ iσ T1
D1 A = −µA + Āe (142)
ω

where Equation (121) was used. With condition (142), Equations (141) are solvable, but their solution
is not unique. To obtain a unique solution, I require their solution to be orthogonal to the adjoint given
by Equation (140). Therefore, the unique solution is

δ iµ iωT0 δ i( −ω)T0 δ 2 2iωT0

u1 = − (A Ā + 2 ) − Ae − Āe + A e
ω2 2ω 2ω2 3ω2
2iµ  i T0 δ2 2δ
− 2 e − e2i T0 + Aei( +ω)T0 + cc (143a)
ω − 2 ω −4
2 2 ( + 2ω)

1 iδ i( −ω)T0 2iδ 2 2iωT0 2µ 2  i

v1 = − µAeiωT0 + Āe + A e + 2 e T0
2 2ω 3ω ω − 2
2iδ 2 2i T0 2iδ( + ω)
− 2 e + Aei( +ω)T0 + cc (143b)
ω −4 2 ( + 2ω)

Substituting Equations (139) and (143) into Equations (138), using Equation (142), imposing the solv-
ability condition, and using Equation (121), I obtain

9iδ 2 2 3iα 2 iµ2 5iδ 2 2 3iα 2 7δµ

D2 A = −  A +  A − A − A Ā + A Ā −  Āeiσ T1 (144)
4ω3 ω 2ω 3ω2 2ω 3ω2

Using the method of reconstitution, I combine Equations (142) and (144) into
  
iδ 9iδ 2 2 3iα 2
Ȧ =  −µA +  Āe iσ t
+ −
2
 A+  A
ω 4ω3 ω

iµ2 5iδ 2 2 3iα 2 7δµ
− A− 3
A Ā + A Ā −  Āeiσ t + · · · (145)
2ω 3ω 2ω 3ω2

Substituting Equation (7) into Equation (145) and separating real and imaginary parts yields
 
δ 7 2 δµ
ȧ =  −µa − a sin(σ t − 2β) − a cos(σ t − 2β) + · · · (146a)
ω 3ω2

δ µ2 3α2 9δ 2 2
β˙ = cos(σ t − 2β) +  2 − + −
ω 2ω ω 4ω3

2  
3α 5δ 7δµ
+ − a2 − sin(σ t − 2β) + · · · (146b)
8ω 12ω3 3ω2
 Method of Multiple Scales and the Generalized Method of Averaging 89
Substituting Equations (139a) and (143a) into Equation (91a) and using Equation (7), I obtain

δ δ 2
u = a cos(ωt + β) + 2 cos t +  − 2
(a 2 + 42 ) + a cos(2ωt + 2β)
2ω 6ω2
2δ2 2δ
− cos(2 t) + a cos[( + ω)t + β]
ω −4
2 2 (2ω + )
δ µ 4µ
− a cos[( − ω)t − β] + a sin(ωt + β) + 2 sin( t) + · · · (147)
ω 2ω ω − 2

Comparing Equations (146) and (147) with Equations (132) and (134) obtained with the generalized
method of averaging, one finds that they are in full agreement because φ0 = ωt + β.

4.3. METHOD OF MULTIPLE SCALES: COMPLEX-VALUED FORM

Using the transformation

u = ζ + ζ̄ , u̇ = iω(ζ − ζ̄ ) (148)

I transform Equation (120) into

if iδ 2
ζ̇ = iωζ − cos( t) − iµ(ζ − ζ̄ ) + (ζ + 2ζ ζ̄ + ζ̄ 2 )
2ω 2ω
i 2 α 3
+ (ζ + 3ζ 2 ζ̄ + 3ζ ζ̄ 2 + ζ̄ 3 ) (149)
2ω

Substituting Equation (43) into Equation (149) and equating coefficients of like powers of , I obtain

Order  0

if i
D0 ζ0 − iωζ0 = − e T0
+ cc (150)
4ω

Order 

iδ  2 
D0 ζ1 − iωζ1 = −D1 ζ0 − µ(ζ0 − ζ̄0 ) + ζ0 + 2ζ0 ζ̄0 + ζ̄ 2 (151)
2ω

Order  2

iδ
D0 ζ2 − iωζ2 = −D1 ζ1 − Dζ0 − µ(ζ1 − ζ̄1 ) + (ζ0 ζ1 + ζ0 ζ̄1 + ζ̄0 ζ1 + ζ̄0 ζ̄1 )
ω
iα  3 
+ ζ + 3ζ02 ζ̄0 + 3ζ0 ζ̄02 + ζ̄0 3
(152)
2ω 0

The solution of Equation (150) can be expressed in the form

f
ζ0 = A(T1 , T2 )eiωT0 − ei T0
+ cc (153)
4ω( − ω)
90 A. H. Nayfeh
Substituting Equation (153) into Equation (151) yields

iδ 2 2iωT0 iδ iδ 2 −2iωT0
D0 ζ1 − iωζ1 = −(D1 A + µA)eiωT0 + µ Āe−iωT0 + A e + A Ā + Ā e
2ω ω 2ω
iδ f  +ω)T0
+ Aei( + Aei(ω− )T0
+ Āe−i( +ω)T0
+ Āei( −ω)T0
2ω(ω2 − 2)

iδ f 2  µf  i
+ 2 + e2i T0
+ e−2i T0
− e T0
− e−i T0
(154)
8ω(ω2 − 2 )2 2ω(ω2 − 2)

Using Equation (121) in eliminating the terms that produce secular terms from Equation (154) yields
Equation (142). Then, the solution of Equation (154) becomes

iµ −iωT0 δ 2 2iωT0 δ 2 −2iωT0 δ

ζ1 = Āe + A e − Ā e − 2 A Ā
2ω 2ω 2 6ω 2 ω
 
δf A i( +ω)T0 A i(ω− )T0 Ā −i( +ω)T0
+ e − e − e
2ω(ω2 − 2 ) + 2ω
 
δf 2 2 1 1 −2i T0
+ − + e 2i T0
− e
8ω(ω2 − 2 )2 ω 2 −ω 2 +ω
 
iµf 1 1
+ ei T0 + e−i T0 (155)
2ω(ω − )
2 2 −ω +ω

Substituting Equations (153) and (153) into Equation (152), using Equation (121) and (142), and
eliminating the terms that lead to secular terms, I obtain Equation (144). Substituting Equations (153)
and (153) into Equation (43) and using Equation (7), I obtain Equation (147). Therefore, the results
obtained with all three perturbation methods are in full agreement.

5. Two-Degree-of-Freedom System with Two-to-One Internal Resonance

In investigating the higher-order responses of suspended cables near the first crossover, Rega et al.
[26] applied the method of multiple scales directly to the governing equations written as second-order
equations in time. They found that, in the absence of damping and external forces, the modulation
equations are not derivable from a Lagrangian despite the fact that the system is conservative. To
remedy this problem, they included the homogeneous solutions of the second-order problem. However,
their results were not consistent because some of the coefficients depend on an arbitrary constant. I [27]
showed that consistent results can be obtained by treating the governing equations written in state-space
form. Nayfeh et al. [28] used this approach to treat the cable problem.
In this paper, I consider the following simple two-degree-of-freedom system with quadratic nonlin-
earities:

ü 1 + ω12 u 1 = 2δu 1 u 2 (156a)

ü 2 + ω22 u 2 = δu 21 (156b)

where ω2 ≈ 2ω1 . I show that consistent results can be obtained by directly attacking Equations (156)
and by treating their state-space form. Then, I show that these results are in full agreement with the
results I obtain by using the generalized method of averaging. Finally, I show that application of the
 Method of Multiple Scales and the Generalized Method of Averaging 91
version of the method of multiple scales used by Lee and Perkins [20], Benedettini et al. [21], and Pan
and Davies [22] leads to results, which are at variance with those obtained using the method of multiple
scales and the generalized method of averaging.

5.1. METHOD OF MULTIPLE SCALES: SECOND-ORDER FORM

I seek a second-order approximation of the solution of Equations (156) in the form


2
u n (t; ) =  m u nm (T0 , T1 , T2 ) + · · · (157)
m=0

Substituting Equation (157) into Equations (156) and equating coefficients of like powers of , I obtain

Order  0

D02 u 10 + ω12 u 10 = 0 (158a)

D02 u 20 + ω22 u 20 =0 (158b)

Order 

D02 u 11 + ω12 u 11 = −2D0 D1 u 10 + 2δu 10 u 20 (159a)

D02 u 21 + ω22 u 21 = −2D0 D1 u 20 + δu 210 (159b)

Order  2

D02 u 12 + ω12 u 12 = −2D0 D1 u 11 − D12 u 10 − 2D0 D2 u 10 + 2δu 10 u 21 + 2δu 11 u 20 (160a)

D02 u 22 + ω22 u 22 = −2D0 D1 u 21 − D12 u 20 − 2D0 D2 u 20 + 2δu 10 u 11 (160b)

The general solution of Equations (158) can be expressed as

u m0 = Am (T1 , T2 )eiωm T0 + cc (161)

Then, Equations (159) become

D02 u 11 + ω12 u 11 = −2iω1 D1 A1 eiω1 T0 + 2δ A2 A1 ei(ω2 +ω1 )T0 + 2δ A2 Ā1 ei(ω2 −ω1 )T0 + cc (162)
D02 u 21 + ω22 u 21 = −2iω2 D1 A2 e iω2 T0
+ δ A21 e2iω1 T0 + δ A1 Ā1 + cc (163)

Any particular solution of Equations (162) and (163) contains secular and small-divisor terms when
ω2 ≈ 2ω1 . To quantify the nearness of ω2 to 2ω1 , I introduce the detuning parameter σ defined by

ω2 = 2ω1 + σ (164)

Using Equation (164) in eliminating the terms that lead to secular terms from Equations (162) and (163),
I have

iω1 D1 A1 = δ A2 Ā1 eiσ T1 (165a)

2iω2 D1 A2 = δ A21 e−iσ T1 (165b)
92 A. H. Nayfeh
Then, the general solutions of Equations (162) and (163) can be expressed as

2δ
u 11 = B1 (T1 , T2 )eiω1 T0 − A2 A1 ei(ω2 +ω1 )T0 + cc (166a)
ω2 (ω2 + 2ω1 )

δ
u 21 = B2 (T1 , T2 )eiω2 T0 + A1 Ā1 + cc (166b)
ω22

Substituting Equations (161) and (166) into Equations (160), using Equation (164), and eliminating
the terms that lead to secular terms, I obtain

−2iω1 D2 A1 − 2iω1 D1 B1 − D12 A1 = −2δ(A2 B̄1 + B2 Ā1 )eiσ T1

4δ 2 2 4δ 2
− A Ā 1 + A1 A2 Ā2 (167)
ω22 1 ω2 (ω2 + 2ω1 )
4δ 2
−2iω2 D2 A2 − 2iω2 D1 B2 − D12 A2 = −2δ A1 B1 e−iσ T1 + A2 A1 Ā1 (168)
ω2 (ω2 + 2ω1 )

Using Equations (165) to eliminate D12 A1 and D12 A2 from Equations (167) and (168) and using the
method of reconstitution, I obtain the modulation equations

2iω1 Ȧ1 = 2δ A2 Ā1 eiσ t



σδ 4δ 2 ω2
+  2 − 2iω1 D1 B1 + 2δ(A2 B̄1 + B2 Ā1 )eiσ t − A2 Ā1 eiσ t + 2 1+ A21 Ā1
ω1 ω2 8ω1
  
δ2 4ω12
− 2 1+ A1 A2 Ā2 + · · · (169)
ω1 ω2 (ω2 + 2ω1 )

2iω2 Ȧ2 = δ A21 e−iσ t +  2 − 2iω2 D1 B2 + 2δ A1 B1 e−iσ t


σ δ 2 −iσ t δ2 4ω1
+ A1 e + 1− A2 A1 Ā1 + · · · (170)
2ω2 ω1 ω2 ω2 + 2ω1

When B1 = 0 and B2 = 0, Equations (169) and (170) are not derivable from a Lagrangian because
the coefficient of A1 A2 Ā2 in Equation (169) is different from the coefficient of A2 A1 Ā1 in Equation
3δ 2
(170). The first is − 2ω 2 , whereas the second is 0 when ω2 = 2ω1 . Moreover, the coefficient of A 2 Ā 1 in
1
Equation (169) is not equal to twice the coefficient of A21 in Equation (170). To make these coefficients
the same, I choose B1 and B2 in Equations (167) and (168) such that

2iω1 D1 B1 + D12 A1 = 0 and 2iω2 D1 B2 + D12 A2 = 0 (171a)

or

δ δ 2 −iσ T1
B1 = A2 Ā1 eiσ T1 and B2 = A e (171b)
2ω12 4ω22 1
 Method of Multiple Scales and the Generalized Method of Averaging 93
Substituting Equations (171b) into Equations (167) and (168), letting ω2 = 2ω1 , and using the method
of reconstitution yields
 
9δ 2 2 δ2
2iω1 Ȧ1 = 2δ A2 Ā1 e iσ t
+ 2
A Ā1 + A1 A2 Ā2 + · · · (172)
8ω12 1 2ω12
δ2 2
2iω2 Ȧ2 = δ A21 e−iσ t +  A2 A1 Ā1 (173)
2ω12

which are derivable from the Lagrangian

9δ 2 2 2 2
L = iω1 (A1 Ā˙1 − Ā1 Ȧ1 ) + iω2 (A2 Ā˙2 − Ā2 Ȧ2 ) +  A1 Ā1
16ω12
  δ2 2
+ δ A2 Ā21 eiσ t + A21 Ā2 e−iσ t +  A1 Ā1 A2 Ā2 (174)
2ω12

To compare these results with those obtained in the next section, I express them in real-variable form
by introducing the polar transformation

1
An = an eiβn
2

into Equations (172) and (173) and separating real and imaginary parts. The result is

δ
ȧ1 = a1 a2 sin(β2 − 2β1 + σ t) (175)
2ω1
δ 2
ȧ2 = − a sin(β2 − 2β1 + σ t) (176)
4ω2 1
δ 9 2 δ 2 3  2δ2
a1 β˙1 = − a1 a2 cos(β2 − 2β1 + σ t) − a − a1 a22 (177)
2ω1 64ω13 1 16ω13
δ 2  2δ2 2
a2 β˙2 = − a1 cos(β2 − 2β1 + σ t) − a a2 (178)
4ω2 32ω13 1

Substituting Equations (161) and (166) into Equation (157) and using Equation (171b) yields


δ 2δ
u 1 = A1 + A 2 Ā 1 e iσ T1
eiω1 T0 − A2 A1 ei(ω2 +ω1 )T0 + cc (179)
2ω12 ω2 (ω2 + 2ω1 )


δ 2 −iσ T1 iω2 T0 δ
u 2 = A2 + A e e + 2 A1 Ā1 + cc (180)
4ω22 1 ω2

Then, using the polar transformation, one rewrites Equations (179) and (180) as

δ
u 1 = a1 cos(ω1 t + β1 ) − a1 a2 cos[(ω2 + ω1 )t + β2 + β1 ]
ω2 (ω2 + 2ω1 )
ω2 (ω2 + 2ω1 )
− cos[(ω2 − ω1 )t + β2 − β1 ] + · · · (181)
4ω12
δa12
u 2 = a2 cos(ω2 t + β2 ) + {cos(2ω1 t + 2β1 ) + 4} + · · · (182)
8ω22
94 A. H. Nayfeh
In treating systems such as the one considered in this section, Lee and Perkins [20], Benedettini et
al. [21], and Pan and Davies [22] did not include the homogeneous terms in the first-order problem
and imposed the condition that D12 Ai = 0 in the solvability conditions at second order. Following their
procedure, I let the Bi = 0 and D12 Ai = 0 in Equations (167) and (168) and obtain

4δ 2 2 4δ 2
−2iω1 D2 A1 = − A Ā 1 + A1 A2 Ā2 (183)
ω22 1 ω2 (ω2 + 2ω1 )
4δ 2
−2iω2 D2 A2 = A2 A1 Ā1 (184)
ω2 (ω2 + 2ω1 )

Combining Equations (165), (183), and (184) by using the method of reconstitution yields
 
δ2 2 δ2
2iω1 Ȧ1 = 2δ A2 Ā1 eiσ t +  2 A Ā 1 − A 1 2 2 + ···
A Ā (185)
ω12 1 2ω12
δ2 2
2iω2 Ȧ2 = δ A21 e−iσ t −  A2 A1 Ā1 (186)
2ω12

Substituting Equations (161) and (166) into Equation (157) and putting the Bi = 0 yields

2δ
u 1 = A1 eiω1 T0 − A2 A1 ei(ω2 +ω1 )T0 + cc (187)
ω2 (ω2 + 2ω1 )
δ
u 2 = A2 eiω2 T0 + 2 A1 Ā1 + · · · + cc (188)
ω2

where A1 and A2 are given by Equations (185) and (186). To compare these results with those obtained
above by using Version I of the method of multiple scales and those obtained by using the method of
averaging in Section 5.3, one needs to consider the same initial conditions. Comparing Equations (187)
and (188) with Equations (179) and (180), one needs to replace A1 and A2 in the former as follows:

δ
A1 → A1 + A2 Ā1 eiσ t
2ω12
δ 2 −iσ t
A2 → A2 + A e
4ω22 1

Substituting this transformation into equations (185) and (186) yields the complex-valued modulation
equations

  2 
σ 2 3δ δ2
2iω1 Ȧ1 = 2δ 1 + A2 Ā1 e iσ t
+ A Ā1 +
2
A1 A2 Ā2 + · · · (189)
2ω1 4ω12 1 2ω12


σ  2δ2
2iω2 Ȧ2 = δ 1 − A21 e−iσ t − 2 A2 A1 Ā1 + · · · (190)
2ω2 ω1

One can easily check that Equations (189) an (190) are not derivable from a Lagrangian. They are
different from Equations (172) and (173) obtained with Version I of the method of multiple scales and
those obtained with the generalized method of averaging in Section 5.3.
 Method of Multiple Scales and the Generalized Method of Averaging 95
5.2. METHOD OF MULTIPLE SCALES: STATE-SPACE FORM

I start with writing Equations (156) in the state-space form

u̇ 1 − v1 = 0 (191a)
v̇1 + ω12 u 1 = 2δu 1 u 2 (191b)
u̇ 2 − v2 = 0 (192a)
v̇2 + ω22 u 2 = δu 21 (192b)

Then, I seek a second-order approximate solution of Equations (191) and (192) in the form


2
un =  m u nm (T0 , T1 , T2 ) + · · · (193a)
m=0


2
vn =  m vnm (T0 , T1 , T2 ) + · · · (193b)
m=0

Substituting Equations (193) into Equations (191) and (192) and equating coefficients of like powers
of  yields

Order  0

D0 u 10 − v10 = 0 (194a)
D0 v10 + ω12 u 10 = 0 (194b)
D0 u 20 − v20 = 0 (195a)
D0 v20 + ω22 u 20 = 0 (195b)

Order 

D0 u 11 − v11 = −D1 u 10 (196a)

D0 v11 + ω12 u 11 = −D1 v10 + 2δu 10 u 20 (196b)
D0 u 21 − v21 = −D1 u 20 (197a)
D0 v21 + ω22 u 21 = −D1 v20 + δu 210 (197b)

Order  2

D0 u 12 − v12 = −D1 u 11 − D2 u 10 (198a)

D0 v12 + ω12 u 12 = −D1 v11 − D2 v10 + 2δu 10 u 21 + 2δu 11 u 20 (198b)
D0 u 22 − v22 = −D1 u 21 − D2 u 20 (199a)
D0 v22 + ω22 u 22 = −D1 v21 − D2 v20 + 2δu 10 u 11 (199b)
96 A. H. Nayfeh
The solutions of Equations (194) and (195) can be expressed as

u 10 = A1 (T1 , T2 )eiω1 T0 + cc, v10 = iω1 A1 (T1 , T2 )eiω1 T0 + cc (200)

u 20 = A2 (T1 , T2 )e iω2 T0
+ cc, v20 = iω2 A2 (T1 , T2 )e iω2 T0
+ cc (201)

Substituting Equations (200) and (201) into Equations (196) and (197) yields

D0 u 11 − v11 = −D1 A1 eiω1 T0 + cc (202)

i(ω2 +ω1 )T0 i(ω2 −ω1 )T0
D0 v11 + ω12 u 11 = −iω1 D1 A1 e iω1 T0
+ 2δ A2 A1 e + 2δ A2 Ā1 e + cc (203)
D0 u 21 − v21 = −D1 A2 eiω2 T0 + cc (204)
D0 v21 + ω22 u 21 = −iω2 D1 A2 e iω2 T0
+ δ A21 e2iω1 T0 + δ A1 Ā1 + cc (205)

Because the homogeneous equations (202)–(205) have nontrivial solutions, the nonhomogeneous equa-
tions have solutions only if the nonhomogeneous terms are orthogonal to every solution of the cor-
responding adjoint equations. In this case, the solution of the adjoint of Equations (202) and (203)
is

[iω1 1]T e−iω1 T0

Therefore, using Equation (164) and imposing the solvability condition on Equations (202) and (203),
one obtains

2iω1 D1 A1 = 2δ A2 Ā1 eiσ T1 (206)

Then, although Equations (202) and (203) are solvable, their solution is not unique. As discussed in
the preceding sections, a unique solution can be obtained by requiring it to be orthogonal to the above
adjoint solution. Hence, the unique solution of Equations (202) and (203) is

2δ δ
u 11 = − A2 A1 ei(ω2 +ω1 )T0 + A2 Ā1 ei(ω2 −ω1 )T0 + cc (207)
ω2 (ω2 + 2ω1 ) 2ω12
2iδ(ω2 + ω1 ) iδ
v11 = − A2 A1 ei(ω2 +ω1 )T0 − A2 Ā1 ei(ω2 −ω1 )T0 + cc (208)
ω2 (ω2 + 2ω1 ) ω1

Following steps similar to those used above, one finds that the solvability condition of Equations
(204) and (205) is

2iω2 D1 A2 = δ A21 e−iσ T1 (209)

and the unique solution of Equations (204) and (205) is

δ δ 2 2iω1 T0
u 21 = A Ā +
2 1 1
A e + cc (210a)
ω2 4ω22 1
iδ 2 2iω1 T0
v21 = − A e + cc (210b)
4ω2 1
 Method of Multiple Scales and the Generalized Method of Averaging 97
Substituting Equations (200), (201) and (206)–(210) into Equations (198) and (199) and imposing
the solvability conditions yields

δ 2 (8ω1 + 5ω2 ) 2 2δ 2
2iω1 D2 A1 = A Ā 1 + A1 A2 Ā2 (211a)
ω22 (ω2 + 2ω1 ) 1 ω1 (ω2 + 2ω1 )
2δ 2
2iω2 D2 A2 = A2 A1 Ā1 (211b)
ω1 (ω2 + 2ω1 )

Using the method of reconstitution, I combine Equations (206), (209), and (211) into
 2 
δ (8ω1 + 5ω2 ) 2 2δ 2
2iω1 Ȧ1 = 2δ A2 Ā1 eiσ t +  2 A Ā 1 + A 1 2 2 + ···
A Ā (212)
ω22 (ω2 + 2ω1 ) 1 ω1 (ω2 + 2ω1 )
2 2 δ 2
2iω2 Ȧ2 = δ A21 e−iσ t + A2 A1 Ā1 + · · · (213)
ω1 (ω2 + 2ω1 )

Equations (212) and (213) are derivable from the Lagrangian

L = iω1 (A1 Ā˙1 − Ā1 Ȧ1 ) + iω2 (A2 Ā˙2 − Ā2 Ȧ2 ) + δ(A2 Ā21 e−iσ t + A21 Ā2 e−iσ t )
 2 δ 2 (8ω1 + 5ω2 ) 2 2 2δ 2
+ A1 Ā1 + A1 Ā1 A2 Ā2 (214)
2ω2 (ω2 + 2ω1 )
2 ω1 (ω2 + 2ω1 )

Equations (212)–(214) reduce to Equations (172)–(174) when ω2 is replaced with 2ω1 .

To compare these results with those obtained in the next section, I express them in real-variable form
by introducing the polar transformation
1
An = an eiβn
2
into Equations (212) and (213) and separating real and imaginary parts. The result is
δ
ȧ1 = a1 a2 sin(β2 − 2β1 + σ t) (215)
2ω1
δ 2
ȧ2 = − a sin(β2 − 2β1 + σ t) (216)
4ω2 1
δ  2 δ 2 (8ω1 + 5ω2 ) 3  2δ2
a1 β˙1 = − a1 a2 cos(β2 − 2β1 + σ t) − a 1 − a1 a22 (217)
2ω1 8ω1 ω22 (ω2 + 2ω1 ) 4ω12 (ω2 + 2ω1 )
δ 2  2δ2
a2 β˙2 = − a1 cos(β2 − 2β1 + σ t) − a 2 a2 (218)
4ω2 4ω1 ω2 (ω2 + 2ω1 ) 1

Substituting Equations (200), (201), (207), and (210) into Equation (193a) and using the polar trans-
formation, I obtain

δ
u 1 = a1 cos(ω1 t + β1 ) − a1 a2 cos [(ω2 + ω1 ) t + β2 + β1 ]
ω2 (ω2 + 2ω1 )
ω2 (ω2 + 2ω1 )
− cos[(ω2 − ω1 )t + β2 − β1 ] + · · · (219)
4ω12
δa12
u 2 = a2 cos(ω2 t + β2 ) + {cos(2ω1 t + 2β1 ) + 4} + · · · (220)
8ω22
98 A. H. Nayfeh
It is worth noting that periodic solutions of the system (156) do not correspond to the vanishing
of Di Am even to first order. The equilibrium solutions of Equations (215)–(218) correspond to the
vanishing of ȧ1 , ȧ2 and β˙2 − 2β˙1 + σ . Hence using the approach of Rahman and Burton [15] would
lead to erroneous results even at first order.

5.3. GENERALIZED METHOD OF AVERAGING

Using the method of variation of parameters, I transform Equations (156) into

u m = am (t) cos[φm (t)], u̇ m = −ωm am (t) sin[φm (t)] (221)

where
δ
ȧ1 = a1 a2 [sin(φ2 − 2φ1 ) − sin(φ2 + 2φ1 )] (222a)
2ω1
δ
φ̇ 1 = ω1 − a2 [cos(φ2 − 2φ1 ) + cos(φ2 + 2φ1 ) + 2 cos φ2 ] (222b)
2ω1
δ 2
ȧ2 = − a [sin(φ2 − 2φ1 ) + sin(φ2 + 2φ1 ) + 2 sin φ2 ] (223a)
4ω2 1
δa12
φ̇ 2 = ω2 − [cos(φ2 − 2φ1 ) + cos(φ2 + 2φ1 ) + 2 cos φ2 ] (223b)
4ω2 a2

I seek a second-order approximate solution of Equations (222) and (223) in the form


2
am (t) = ηm (t) +  n amn (ψ1 , ψ2 , η1 , η2 ) + · · · (224a)
n=1
2
φm (t) = ψm (t) +  n φmn (ψ1 , ψ2 , η1 , η2 ) + · · · (224b)
n=1

where the amn and φmn are fast-varying functions of time,

η̇m =  Am1 (η1 , η2 , t) +  2 Am2 (η1 , η2 , t) + · · · (225a)

ψ̇m = ωm + m1 (η1 , η2 , t) +  m2 (η1 , η2 , t) + · · ·
2
(225b)

and the Amn and mn are slowly varying functions of time. Substituting Equations (224) and (225) into
Equations (222) and (223) and equating the coefficients of  to zero yields

∂a11 ∂a11 δ
A11 + ω1 + ω2 = η1 η2 [sin(ψ2 − 2ψ1 ) − sin(ψ2 + 2ψ1 )] (226)
∂ψ1 ∂ψ2 2ω1
∂φ11 ∂φ11 δ
11 + ω1 + ω2 =− η2 [cos(ψ2 − 2ψ1 ) + cos(ψ2 + 2ψ1 ) + 2 cos ψ2 ] (227)
∂ψ1 ∂ψ2 2ω1
∂a21 ∂a21 δ 2
A21 + ω1 + ω2 =− η [cos(ψ2 − 2ψ1 ) + sin(ψ2 + 2ψ1 ) + 2 sin ψ2 ] (228)
∂ψ1 ∂ψ2 4ω2 1
∂φ21 ∂φ21 δη12
21 + ω1 + ω2 =− [cos(ψ2 − 2ψ1 ) + sin(ψ2 + 2ψ1 ) + 2 cos ψ2 ] (229)
∂ψ1 ∂ψ2 4ω2 η2
 Method of Multiple Scales and the Generalized Method of Averaging 99
Choosing the An1 and n1 to eliminate the slowly varying terms in Equations (226)–(229) and using
Equation (164) yields

δ
A11 = η1 η2 sin(ψ2 − 2ψ1 ) (230a)
2ω1
δ
11 = − η2 cos(ψ2 − 2ψ1 ) (230b)
2ω1
δ 2
A21 = − η sin(ψ2 − 2ψ1 ) (231a)
4ω2 1

δη12
21 = − cos(ψ2 − 2ψ1 ) (231b)
4ω2 η2

Then, the solutions of Equations (226)–(229) is given uniquely by

δη1 η2
a11 = cos(ψ2 + 2ψ1 ) (232a)
2ω1 (ω2 + 2ω1 )
δη2 δη2
φ11 = − sin(ψ2 + 2ψ1 ) − sin ψ2 (232b)
2ω1 (ω2 + 2ω1 ) ω1 ω2

δη12 δη2
a21 = cos(ψ2 + 2ψ1 ) + 12 cos ψ2 (233a)
4ω2 (ω2 + 2ω1 ) 2ω2

δη12 δη12
φ21 = − sin(ψ2 + 2ψ1 ) − sin ψ2 (233b)
4ω2 (ω2 + 2ω1 )η2 2ω22 η2

Substituting Equations (230)–(233) into the second-order problem and choosing the An2 and n2 to
eliminate the slowly varying terms in the resulting equations, I obtain

A12 = 0 and A22 = 0 (234)

δ2  2 
12 = − 8ω1 + 5ω1 ω2 η12 + 2ω22 η22 (235a)
8ω12 ω22 (ω2 + 2ω1 )

δ2
22 = − η2 (235b)
4ω1 ω2 (ω2 + 2ω1 ) 1

Substituting Equations (224) into Equation (219), expanding the result for small , and using Equa-
tions (232) and (233) yields

δ
u 1 = η1 cos(ω1 t + β1 ) + η1 η2 cos[(ω2 − ω1 )t + β2 − β1 ]
2ω1 ω2
δη1 η2
− cos[(ω2 + ω1 )t + β2 + β1 ] + · · · (236)
ω2 (ω2 + 2ω1 )
δη12 δ 2
u 2 = η2 cos(ω2 t + β2 ) + cos(2ω1 t + 2β1 ) + η + ··· (237)
4ω2 (ω2 + 2ω1 ) 2ω22 1
100 A. H. Nayfeh
Substituting Equations (230), (231), (234), and (235) into Equations (225), I obtain the modulation
equations

δ
η̇1 = η1 η1 sin [(ω2 − 2ω1 ) t + β2 − 2β1 ] + O( 3 ) (238)
2ω1
δ
ψ̇1 = ω1 − η2 cos [(ω2 − 2ω1 ) t + β2 − 2β1 ]
2ω1
 2δ2  2 
− 2 2 8ω1 + 5ω1 ω2 η12 + 2ω22 η22 + O( 3 ) (239)
8ω1 ω2 (ω2 + 2ω1 )
δ 2
η̇2 = − η sin [(ω2 − 2ω1 ) t + β2 − 2β1 ] + O( 3 ) (240)
4ω2 1
δη12
ψ̇2 = ω2 − cos[(ω2 − 2ω1 )t + β2 − 2β1 ]
4ω2 η2
 2δ2
− η2 + O( 3 ) (241)
4ω1 ω2 (ω2 + 2ω1 ) 1

Equations (236)–(241) are in full agreement with Equations (175), (178), (181), and (182) and Equa-
tions (215)–(220) obtained with the method of multiple scales because ω2 ≈ 2ω1 , ηn = an , and
ψn = ωn t + βn . They are at variance with Equations (189) and (190) obtained with a variant of the
method of Rahman and Burton.

6. Concluding Remarks

I compared the method of multiple scales and the generalized method of averaging to determine higher-
order approximate solutions of single- and multi-degree-of-freedom systems. I considered the response
of the Duffing oscillator to a primary-resonance excitation, the Rayleigh oscillator, a single-degree-of-
freedom oscillator with quadratic and cubic nonlinearities and a subharmonic excitation of order one-
half, and a two-degree-of-freedom with quadratic nonlinearities and a two-to-one internal resonance.
I considered three implementations of the method of multiple scales, namely, attacking the governing
equations with the time derivatives expressed in second-order form and in first-order form (state-space
form) and the complex-variable form of the governing equations. The results obtained with all of these
methods are in full agreement with each other if the same initial conditions are used.
In considering the higher-order approximations of the forced Duffing equation, I addressed the claim
of Rahman and Burton that all of these perturbation methods, and the method of multiple scales in
particular, might lead to incorrect results in that they are characterized by (a) the possibility of obtaining
extraneous solutions, (b) the possibility of violating the ordering requirements, (c) the inability to obtain
Lindstédt–Poincaré solutions as a special case, and (d) the occurrence of higher-order corrections, which
are not simply additive. They presented what they called Version II of the method of multiple scales
in which they introduced the detuning in the inertia term and not in the damping term, an ad hoc
assumption, and required the vanishing of each Di A, where Di = ∂/∂ Ti , at each order. I showed that
their frequency–response equation, obtained with their ad hoc assumption, is the same as that obtained
by using a consistent analysis of the modulation equations obtained with all perturbation methods.
Moreover, I showed that the second-order frequency–response equation obtained with Version II does
not possess extraneous solutions only for the case of hardening nonlinearity. In other words, extraneous
solutions of consistently obtained frequency–response equations are unavoidable, in general, and should
 Method of Multiple Scales and the Generalized Method of Averaging 101
not be viewed as an indictment of the method. They should be discarded and the analysis should be
restricted to parameter values for which these extraneous solutions are far removed from the first-
order frequency–response curves. Also, contrary to the claim of Rahman and Burton, I showed that
the Lindstédt–Poincaré solutions can be obtained from the modulation equations generated by any
consistent perturbation method.
I also considered the problem of determining higher-order approximations of multi-degree-of-
freedom systems using a two-degree-of-freedom system with quadratic nonlinearities and a two-to-one
internal resonance as an example. I demonstrated the problem of obtaining non-Hamiltonian modulation
equations by application of the method of multiple scales to Hamiltonian systems written as second-
order equations in time. I show that this problem can be overcome by treating the systems expressed in
state-space form or by properly choosing homogeneous terms.

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