The Anharmonic Harmonic Oscillator

Harmonic oscillators are one of the fundamental elements of physical theory.  They arise so often in so many different contexts that they can be viewed as a central paradigm that spans all aspects of physics.  Some famous physicists have been quoted to say that the entire universe is composed of simple harmonic oscillators (SHO).

Despite the physicist’s love affair with it, the SHO is pathological! First, it has infinite frequency degeneracy which makes it prone to the slightest perturbation that can tip it into chaos, in contrast to non-harmonic cyclic dynamics that actually protects us from the chaos of the cosmos (see my Blog on Chaos in the Solar System). Second, the SHO is nowhere to be found in the classical world.  Linear oscillators are purely harmonic, with a frequency that is independent of amplitude—but no such thing exists!  All oscillators must be limited, or they could take on infinite amplitude and infinite speed, which is nonsense.  Even the simplest of simple harmonic oscillators would be limited by nothing other than the speed of light.  Relativistic effects would modify the linearity, especially through time dilation effects, rendering the harmonic oscillator anharmonic.

Despite the physicist’s love affair with it, the SHO is pathological!

Therefore, for students of physics as well as practitioners, it is important to break the shackles imposed by the SHO and embrace the anharmonic harmonic oscillator as the foundation of physics. Here is a brief survey of several famous anharmonic oscillators in the history of physics, followed by the mathematical analysis of the relativistic anharmonic linear-spring oscillator.

Anharmonic Oscillators

Anharmonic oscillators have a long venerable history with many varieties.  Many of these have become central models in systems as varied as neural networks, synchronization, grandfather clocks, mechanical vibrations, business cycles, ecosystem populations and more.

Christiaan Huygens

Already by the mid 1600’s Christiaan Huygens (1629 – 1695) knew that the pendulum becomes slower when it has larger amplitudes.  The pendulum was one of the best candidates for constructing an accurate clock needed for astronomical observations and for the determination of longitude at sea.  Galileo (1564 – 1642) had devised the plans for a rudimentary pendulum clock that his son attempted to construct, but the first practical pendulum clock was invented and patented by Huygens in 1657.  However, Huygens’ modified verge escapement required his pendulum to swing with large amplitudes, which brought it into the regime of anharmonicity. The equations of the simple pendulum are truly simple, but the presence of the sinθ makes it the simplest anharmonic oscillator.

Therefore, Huygens searched for the mathematical form of a tautochrone curve for the pendulum (a curve that is traversed with equal times independently of amplitude) and in the process he invented the involutes and evolutes of a curve—precursors of the calculus.  The answer to the tautochrone question is a cycloid (see my Blog on Huygen’s Tautochrone Curve).

Hermann von Helmholtz

Hermann von Helmholtz (1821 – 1894) was possibly the greatest German physicist of his generation—an Einstein before Einstein—although he began as a medical doctor.  His study of muscle metabolism, drawing on the early thermodynamic work of Carnot, Clapeyron and Joule, led him to explore and to express the conservation of energy in its clearest form.  Because he postulated that all forms of physical processes—electricity, magnetism, heat, light and mechanics—contributed to the interconversion of energy, he sought to explore them all, bringing his research into the mainstream of physics.  His laboratory in Berlin became world famous, attracting to his laboratory the early American physicists Henry Rowland (founder and first president of the American Physical Society) and Albert Michelson (first American Nobel prize winner).

Even the simplest of simple harmonic oscillators would be limited by nothing other than the speed of light.  

Helmholtz also pursued a deep interest in the physics of sensory perception such as sound.  This research led to his invention of the Helmholtz oscillator which is a highly anharmonic relaxation oscillator in which a tuning fork was placed near an electromagnet that was powered by a mercury switch attached to the fork. As the tuning fork vibrated, the mercury came in and out of contact with it, turning on and off the magnet, which fed back on the tuning fork, and so on, enabling the device, once started, to continue oscillating without interruption. This device is called a tuning-fork resonator, and it became the first door-bell buzzers.  (These are not to be confused with Helmholtz resonances that are formed when blowing across the open neck of a beer bottle.)

Lord Rayleigh

Baron John Strutt, the Lord Rayleigh (1842 – 1919) like Helmholtz also was a generalist and had a strong interest in the physics of sound.  He was inspired by Helmholtz’ oscillator to consider general nonlinear anharmonic oscillators mathematically.  He was led to consider the effects of anharmonic terms added to the harmonic oscillator equation.  in a paper published in the Philosophical Magazine issue of 1883 with the title On Maintained Vibrations, he introduced an equation to describe the self-oscillation by adding an extra term to a simple harmonic oscillator. The extra term depended on the cube of the velocity, representing a balance between the gain of energy from a steady force and natural dissipation by friction.  Rayleigh suggested that this equation applied to a wide range of self-oscillating systems, such as violin strings, clarinet reeds, finger glasses, flutes, organ pipes, among others (see my Blog on Rayleigh’s Harp.)

Georg Duffing

The first systematic study of quadratic and cubic deviations from the harmonic potential was performed by the German engineer George Duffing (1861 – 1944) under the conditions of a harmonic drive. The Duffing equation incorporates inertia, damping, the linear spring and nonlinear deviations.

Fig. 1 The Duffing equation adds a nonlinear term to the spring force when alpha is positive, stiffening or weakening it for larger excursions when beta is positive or negative, respectively. And by making alpha negative and beta positive, it describes a damped driven double-well potential.

Duffing confirmed his theoretical predictions with careful experiments and established the lowest-order corrections to ideal masses on springs. His work was rediscovered in the 1960’s after Lorenz helped launch numerical chaos studies. Duffing’s driven potential becomes especially interesting when α is negative and β is positive, creating a double-well potential. The driven double-well is a classic chaotic system (see my blog on Duffing’s Oscillator).

Balthasar van der Pol

Autonomous oscillators are one of the building blocks of complex systems, providing the fundamental elements for biological oscillatorsneural networksbusiness cyclespopulation dynamics, viral epidemics, and even the rings of Saturn.  The most famous autonomous oscillator (after the pendulum clock) is named for a Dutch physicist, Balthasar van der Pol (1889 – 1959), who discovered the laws that govern how electrons oscillate in vacuum tubes, but the dynamical system that he developed has expanded to become the new paradigm of cyclic dynamical systems to replace the SHO (see my Blog on GrandFather Clocks.)

Fig. 2 The van der Pol equation is the standard simple harmonic oscillator with a gain term that saturates for large excursions leading to a limit cycle oscillator.

Turning from this general survey, let’s find out what happens when special relativity is added to the simplest SHO [1].

Relativistic Linear-Spring Oscillator

The theory of the relativistic one-dimensional linear-spring oscillator starts from a relativistic Lagrangian of a free particle (with no potential) yielding the generalized relativistic momentum

The Lagrangian that accomplishes this is [2]

where the invariant 4-velocity is

When the particle is in a potential, the Lagrangian becomes

The action integral that is minimized is

and the Lagrangian for integration of the action integral over proper time is

The relativistic modification in the potential energy term of the Lagrangian is not in the spring constant, but rather is purely a time dilation effect.  This is captured by the relativistic Lagrangian

where the dot is with respect to proper time τ. The classical potential energy term in the Lagrangian is multiplied by the relativistic factor γ, which is position dependent because of the non-constant speed of the oscillator mass.  The Euler-Lagrange equations are

where the subscripts in the variables are a = 0, 1 for the time and space dimensions, respectively.  The derivative of the time component of the 4-vector is

From the derivative of the Lagrangian with respect to speed, the following result is derived

where E is the constant total relativistic energy.  Therefore,

which provides an expression for the derivative of the coordinate time with respect to the proper time where

The position-dependent γ(x) factor is then

The Euler-Lagrange equation with a = 1 is

which gives

providing the flow equations for the (an)harmonic oscillator with respect to proper time

This flow represents a harmonic oscillator modified by the γ(x) factor, due to time dilation, multiplying the spring force term.  Therefore, at relativistic speeds, the oscillator is no longer harmonic even though the spring constant remains truly a constant.  The term in parentheses effectively softens the spring for larger displacement, and hence the frequency of oscillation becomes smaller. 

The state-space diagram of the anharmonic oscillator is shown in Fig. 3 with respect to proper time (the time read on a clock co-moving with the oscillator mass).  At low energy, the oscillator is harmonic with a natural period of the SHO.  As the maximum speed exceeds β = 0.8, the period becomes longer and the trajectory less sinusoidal.  The position and speed for β = 0.9999 is shown in Fig. 4.  The mass travels near the speed of light as it passes the origin, producing significant time dilation at that instant.  The average time dilation through a single cycle is about a factor of three, despite the large instantaneous γ = 70 when the mass passes the origin.

Fig. 3 State-space diagram in relativistic units relative to proper time of a relativistic (an)harmonic oscillator with a constant spring constant for several relative speeds β. The anharmonicity becomes pronounced above β = 0.8.
Fig. 4 Position and speed in relativistic units relative to proper time of a relativistic (an)harmonic oscillator with a constant spring constant for β = 0.9999.  The period of oscillation in this simulation is nearly three times longer than the natural frequency at small amplitudes.

[1] W. Moreau, R. Easther, and R. Neutze, “RELATIVISTIC (AN)HARMONIC OSCILLATOR,” American Journal of Physics, Article vol. 62, no. 6, pp. 531-535, Jun (1994)

[2] D. D. Nolte, Introduction to Modern Dynamics: Chaos, Networks, Space and Time, 2nd. ed. (Oxford University Press, 2019)

Limit-Cycle Oscillators: The Fast and the Slow of Grandfather Clocks

Imagine in your mind the stately grandfather clock.  The long slow pendulum swinging back and forth so purposefully with such majesty.  It harks back to slower simpler times—seemingly Victorian in character, although their origins go back to Christiaan Huygens in 1656.  In introductory physics classes the dynamics of the pendulum is taught as one of the simplest simple harmonic oscillators, only a bit more complicated than a mass on a spring.

But don’t be fooled!  This simplicity is an allusion, for the pendulum clock lies at the heart of modern dynamics.  It is a nonlinear autonomous oscillator with system gain that balances dissipation to maintain a dynamic equilibrium that ticks on resolutely as long as some energy source can continue to supply it (like the heavy clock weights).    

This analysis has converted the two-dimensional dynamics of the autonomous oscillator to a simple one-dimensional dynamics with a stable fixed point.

The dynamic equilibrium of the grandfather clock is known as a limit cycle, and they are the central feature of autonomous oscillators.  Autonomous oscillators are one of the building blocks of complex systems, providing the fundamental elements for biological oscillators, neural networks, business cycles, population dynamics, viral epidemics, and even the rings of Saturn.  The most famous autonomous oscillator (after the pendulum clock) is named for a Dutch physicist, Balthasar van der Pol (1889 – 1959), who discovered the laws that govern how electrons oscillate in vacuum tubes.  But this highly specialized physics problem has expanded to become the new guiding paradigm for the fundamental oscillating element of modern dynamics—the van der Pol oscillator.

The van der Pol Oscillator

The van der Pol (vdP) oscillator begins as a simple harmonic oscillator (SHO) in which the dissipation (loss of energy) is flipped to become gain of energy.  This is as simple as flipping the sign of the damping term in the SHO

where β is positive.  This 2nd-order ODE is re-written into a dynamical flow as

where γ = β/m is the system gain.  Clearly, the dynamics of this SHO with gain would lead to run-away as the oscillator grows without bound.             

But no real-world system can grow indefinitely.  It has to eventually be limited by things such as inelasticity.  One of the simplest ways to include such a limiting process in the mathematical model is to make the gain get smaller at larger amplitudes.  This can be accomplished by making the gain a function of the amplitude x as

When the amplitude x gets large, the gain decreases, becoming zero and changing sign when x = 1.  Putting this amplitude-dependent gain into the SHO equation yields

This is the van der Pol equation.  It is the quintessential example of a nonlinear autonomous oscillator.            

When the parameter ε is large, the vdP oscillator has can behave in strongly nonlinear ways, with strongly nonlinear and nonharmonic oscillations.  An example is shown in Fig. 2 for a = 5 and b = 2.5.  The oscillation is clearly non-harmonic.

Fig. 1 Time trace of the position and velocity of the vdP oscillator with w0 = 5 and ε = 2.5.
Fig. 2 State-space portrait of the vdP flow lines for w0 = 5 and ε = 2.5.
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Mon Apr 16 07:38:57 2018
@author: David Nolte
D. D. Nolte, Introduction to Modern Dynamics: Chaos, Networks, Space and Time, 2nd ed. (Oxford,2019)
"""
import numpy as np
from scipy import integrate
from matplotlib import pyplot as plt

plt.close('all')

def solve_flow(param,lim = [-3,3,-3,3],max_time=10.0):
# van der pol 2D flow 
    def flow_deriv(x_y, t0, alpha,beta):
        x, y = x_y
        return [y,-alpha*x+beta*(1-x**2)*y]
    
    plt.figure()
    xmin = lim[0]
    xmax = lim[1]
    ymin = lim[2]
    ymax = lim[3]
    plt.axis([xmin, xmax, ymin, ymax])

    N=144
    colors = plt.cm.prism(np.linspace(0, 1, N))
    
    x0 = np.zeros(shape=(N,2))
    ind = -1
    for i in range(0,12):
        for j in range(0,12):
            ind = ind + 1;
            x0[ind,0] = ymin-1 + (ymax-ymin+2)*i/11
            x0[ind,1] = xmin-1 + (xmax-xmin+2)*j/11
             
    # Solve for the trajectories
    t = np.linspace(0, max_time, int(250*max_time))
    x_t = np.asarray([integrate.odeint(flow_deriv, x0i, t, param)
                      for x0i in x0])

    for i in range(N):
        x, y = x_t[i,:,:].T
        lines = plt.plot(x, y, '-', c=colors[i])
        plt.setp(lines, linewidth=1)

    plt.show()
    plt.title(model_title)
    plt.savefig('Flow2D')
    
    return t, x_t

def solve_flow2(param,max_time=20.0):
# van der pol 2D flow 
    def flow_deriv(x_y, t0, alpha,beta):
        #"""Compute the time-derivative of a Medio system."""
        x, y = x_y
        return [y,-alpha*x+beta*(1-x**2)*y]
    model_title = 'van der Pol Oscillator'
    x0 = np.zeros(shape=(2,))
    x0[0] = 0
    x0[1] = 4.5
    
    # Solve for the trajectories
    t = np.linspace(0, max_time, int(250*max_time))
    x_t = integrate.odeint(flow_deriv, x0, t, param)
 
    return t, x_t

param = (5, 2.5)             # van der Pol
lim = (-7,7,-10,10)

t, x_t = solve_flow(param,lim)

t, x_t = solve_flow2(param)
plt.figure(2)
lines = plt.plot(t,x_t[:,0],t,x_t[:,1],'-')

Separation of Time Scales

Nonlinear systems can have very complicated behavior that may be difficult to address analytically.  This is why the numerical ODE solver is a central tool of modern dynamics.  But there is a very neat analytical trick that can be applied to tame the nonlinearities (if they are not too large) and simplify the autonomous oscillator.  This trick is called separation of time scales (also known as secular perturbation theory)—it looks for simultaneous fast and slow behavior within the dynamics.  An example of fast and slow time scales in a well-known dynamical system is found in the simple spinning top in which nutation (fast oscillations) are superposed on precession (slow oscillations).             

For the autonomous van der Pol oscillator the fast time scale is the natural oscillation frequency, while the slow time scale is the approach to the limit cycle.  Let’s assign t0 = t and t1 = εt, where ε is a small parameter.  t0 is the slow period (approach to the limit cycle) and t1 is the fast period (natural oscillation frequency).  The solution in terms of these time scales is

where x0 is a slow response and acts as an envelope function for x1 that is the fast response. The total differential is

Similarly, to obtain a second derivative

Therefore, the vdP equation in terms of x0 and x1 is

to lowest order. Now separate the orders to zeroth and first orders in ε, respectively,

Solve the first equation (a simple harmonic oscillator)

and plug the solution it into the right-hand side of the second equation to give

The key to secular perturbation theory is to confine dynamics to their own time scales.  In other words, the slow dynamics provide the envelope that modulates the fast carrier frequency.  The envelope dynamics are contained in the time dependence of the coefficients A and B.  Furthermore, the dynamics of x1 should be a homogeneous function of time, which requires each term in the last equation to be zero.  Therefore, the dynamical equations for the envelope functions are

These can be transformed into polar coordinates. Because the envelope functions do not depend on the slow time scale, the time derivatives are

With these expressions, the slow dynamics become

where the angular velocity in the fast variable is equal to zero, leaving only the angular velocity of the unperturbed oscillator. (This is analogous to the rotating wave approximation (RWA) in optics, and also equivalent to studying the dynamics in the rotating frame of the unperturbed oscillator.)

Making a final substitution ρ = R/2 gives a very simple set of dynamical equations

These final equations capture the essential properties of the relaxation of the dynamics to the limit cycle. To lowest order (when the gain is weak) the angular frequency is unaffected, and the system oscillates at the natural frequency. The amplitude of the limit cycle equals 1. A deviation in the amplitude from 1 decays slowly back to the limit cycle making it a stable fixed point in the radial dynamics. This analysis has converted the two-dimensional dynamics of the autonomous oscillator to a simple one-dimensional dynamics with a stable fixed point on the radius variable. The phase-space portrait of this simplified autonomous oscillator is shown in Fig. 3. What could be simpler? This simplified autonomous oscillator can be found as a fundamental element of many complex systems.

Fig. 3 The state-space diagram of the simplified autonomous oscillator. Initial conditions relax onto the limit cycle. (Reprinted from Introduction to Modern Dynamics (Oxford, 2019) on pg. 8)

Further Reading

D. D. Nolte, Introduction to Modern Dynamics: Chaos, Networks, Space and Time, 2nd edition (Oxford University Press, 2019)

Pikovsky, A. S., M. G. Rosenblum and J. Kurths (2003). Synchronization: A Universal concept in nonlinear science. Cambridge, Cambridge University Press.