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Solving $x''+x+\text{sgn}(x')\sqrt{|x'|} = 0\ $

  • Does it have closed form solutions? Please show how you got them.
  • Does it stop moving? There exists a finite extinction time $|T|<\infty$ such $x'(t) = 0,\ \forall t\geq T$. Which is the formula of $T$ given the initial conditions?
  • Could it stop at a different place than zero? It is possible for its solutions to stop moving at a constant value $x(T) \neq 0$ such as $x(t) = x(T),\,\forall t>T$ (this was answered in the comments by @aghostinthefigures - turns out it can only stop moving at $x(T) = 0$).

Added later

In the following paper A note on the dynamics of an oscillator in the presence of strong friction, in the Proposition 2.3 tells that these kind of ODEs could have solutions of finite duration, and in Theorem 3.1 tells that are least there are 2 orbits that do the trick, but unfortunately is "too advanced" for me: I am not completely sure if the same equation is considered (I think is the case $\alpha = \frac12$), neither if is possible to find the finite extinction time $T$ from the formulas explained there and initial conditions. Maybe someone more experienced in Diff. Eqns. Analysis could use it to solve part 2.


Motivation_____________ (not required for giving an answer)

After learning from this paper that the only possible way from a ODE for standing solutions that stop moving, it is if the differential equation have at least one Non-Lipschitz point in time. I have got really interested in them since everything I learned in engineering were modeled through solutions that can be represented through Power Series, which cannot represent this behavior (since matching a constant value forever will violate the Identity Theorem).

I have made a lot of question trying to understand differential equations that stop moving in this tag [finite-duration] since I have not find a specific theory with their treatment contained it in just one place, by instead spread in many other topics without a deep insight.

Since every "small-angle approximation" and/or "linearization" will destroy the Non-Lipschitz component (as example, when using Perturbation theory), its solutions cannot represent accurately the moment when system stop moving.

I review in the question A brick sliding in an horizontal plane after an initial push... the simplest physics example which show, as example, a polynomial decay instead of the exponential decay expected for a solution of a Linear ODE. The answer is quite simple from energy analysis, which is good since show the closed-form solution founded is working ok.

But most interestingly, the next step in complexity was introducing friction (Coulomb's Friction), and the answer become totally not obvious: I reviewed it in the question Closed-form solutions to $x''+\frac{k}{m}\ x+\mu\ g\ \text{sgn}(x')=0$ and the solutions show three things:

  • There exist closed-form solutions as it where found by @eyeballfrog in his answer
  • The solutions' speed profile indeed achieve a finite extinction time where its becomes zero after a finite time $0<T<\infty$.
  • The solution could stop moving in a position different from equilibrium, such as $x(T) \neq 0$, which so far I know it is impossible to be achieved by any classic differential equation thought in undergraduate engineering physics classes (surely is impossible is the ODE is linear or if it solved through a power series: if you know some other kind of counter-examples, please share them here).

Since traditionally a physics' model required the ODE to be Autonomous, there is no many "simple possible" ways to make the ODE Non-Lipschitz, been already studied in the mentioned question the scenario $\text{sgn}(v)$, here I ask for the next possible alternative $\text{sgn}(v)\sqrt{|v|}$ discussed in the mentioned paper and that could have some applications like in this other question. (Update: due the answer in the comments by @aghostinthefigures proving that only something of the form of $\text{sgn}(v)$ could stop moving in a place different from zero, I believe its a more accurate model now).

So far from Wolfram-Alpha, it can be seen their solution could resemble an exponential decay "at the end" (where oscillations disappears), but is not clear if they are really achieving a finite extinction time when its stop moving, neither if is possible to stop moving in a position different from zero.

Wolfram-Alpha plots of the solutions

I would like to understand if this example could be exploitable as an alternative for the traditional simple harmonic oscillator for modelling the physics of phenomena that stop moving (at least near the stopping time, like a non-linear version of the "small angle approximation" for these systems), as maybe could be used also the example reviewed in the mentioned question $x''+x+\text{sgn}(x')=0$ (preferred one in my opinion after @aghostinthefigures comment).

I Hope you found it as interesting as I do.

Joako
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  • Towards your last question; it is impossible for the system to reach equilibrium at $x \neq 0$, as inserting the equilibrium requirements $\frac{dx}{dt} = \frac{d^2 x}{d t^2} = 0$ into your original equation implies $x = 0$. – aghostinthefigures May 04 '23 at 19:50
  • @aghostinthefigures Thanks for commenting. Could you elaborate it a bit more: How that limitations is different from what happens in $$x''+x+\text{sgn}(x')=0$$ where its indeed possible having a finite time $T$ where the solution stops moving at $x(t)=x(T),\ \forall t>T$ with $x(T)\neq 0$??? – Joako May 04 '23 at 19:56
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    The difference is the proportionality factor $\sqrt{\frac{dx}{dt}}$; in the case you've written above, the term $sgn(\frac{dx}{dt})$ can approach either $-1$ or $1$ as $\frac{dx}{dt} \to 0$, leading to multiple different asymptotic equilibria. (Note the system fails to be properly defined at $\frac{dx}{dt} = 0$ unless you specify a convention for what $sgn(0)$ is.) On the other hand, $\lim_{\frac{dx}{dt} \to 0} \sqrt{\frac{dx}{dt}} sgn(\frac{dx}{dt}) = 0$ since $\lim_{\frac{dx}{dt} \to 0} \sqrt{\frac{dx}{dt}} = 0$. – aghostinthefigures May 04 '23 at 20:26
  • @aghostinthefigures Thanks a lot, is crystal clear now. Its somehow obvious but also a paradox: from the classic point of view is known the last position on this system is going to be zero, but thinking in space as a continuum, the probability of landing always in the same point should be zero (since the cumulative probability integral sums with the same point value in the upper and lower integration bounds). But this also applies to every linear ODE when forecasting its future position from its initial values: here determinism kind of clash with the probabilistic point of view. – Joako May 04 '23 at 20:59
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    Did some numerical tests. It's not exponential decay at large $t$. It scales as $t^{-1}$. It also probably doesn't stop in finite time, though I haven't proven that yet. – eyeballfrog May 04 '23 at 23:48
  • @eyeballfrog I tried by plotting it in Octave and also look like never-ending. But I took the nonlinear term from this paper, trying to find a way to make it achieve a finite extinction time (those from the paper supposedly do it), so I were expecting that the diff. eqn. of the main question also will do it (so far, at least it stop oscillating after some finite time). But I don't know how to prove or disprove it. – Joako May 05 '23 at 01:32
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    One thing it definitely does do is stop oscillating in finite time. The conditions on the transition from underdamped to overdamped behavior seem like a good thing to look at. – eyeballfrog May 05 '23 at 11:47
  • @eyeballfrog After the comments by aghostinthefigures, tonight I were playing with other diff. eqns. by just pasting the term $\alpha\ \text{sgn}(v)$ like taking the traditional damped oscillator and adding it as $$x''+x'+x+\alpha\ \text{sgn}(x')=0$$ and looks like the same response but with the introduction of a finite extinction time $T$ at some final ending point $x(T)$ which could both be choosen at once somehow just changing (reducing) the value of $\alpha$, which I find it highly interesting since it allow to model a finite duration arbitrary phenomena, (...) – Joako May 05 '23 at 12:18
  • @eyeballfrog (...) but also introduce some defying issues in how to justify it, since "common sense" tells you want to figure out these ending values from the phenomena's model (as you did it in your answer to my previous question), and no in the other way around by forcing them to some atbitrary value that somehow matches what you do in the experiments (like an empirical/statistical aproximation). My intuition tells me that it could be solved by parts as you did in the other mentioned answer, but I still trying to reproduce it in a way I could fully understand (I have been busy these weeks). – Joako May 05 '23 at 12:25
  • @eyeballfrog Also, somehow the $\text{sgn}(v)$ looks add nothing into the wave equation as shown here... its kind of incorporated already in PDEs which make this "endiness issue" more misterious (previously I tried to review it in this another question, but I got more questions than answers from it). – Joako May 05 '23 at 13:54
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    It appears that for some very precise values of the initial condition, it does come to a stop in finite time. For example, with $x(0) \approx 1.4271, x'(0) = 0$, it stops without crossing the $t$-axis around $3.75$. – eyeballfrog May 05 '23 at 14:53
  • @eyeballfrog Its interesting, maybe its rise some kind of restriction to those systems like additional borders conditions to the initial values (like an extra degree of freedom when finding constants for Anzats of the solutions). From the papers by V. T. Haimo here and here its said that exist a domain of equation constants from where the solution becomes of finite duration. However, I found also this paper that state in similar eqns. exists at least 2 orbits... – Joako May 05 '23 at 17:48
  • @eyeballfrog (...) that have finite duration, but unfortunately the math displayed is way ahead from my background so I understand them only in general by what is commented. Its kind paradoxical with the solution of $x''+x+\text{sgn}(x')=0$ which achieves a finite time for every orbit (I believe), so my opinion is that just there is a lack of a general theory for this kind of singular solutions. Other related paper unfortunately I don't understand: paper 1 and paper 2 ... – Joako May 05 '23 at 17:52
  • @eyeballfrog (...) from which I believe at least the solution exist and is unique in the interval contained among the initial conditions and the finite extinction time $[t_0\equiv 0;\ T)$, but I am not 100% sure. – Joako May 05 '23 at 17:54
  • @eyeballfrog How did you found the value $x(0) \approx 1.4271,\ x'(0)=0$ were it stops moving? – Joako May 14 '23 at 03:48

2 Answers2

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$$\frac{d^2 x}{dt^2}+x(t)+\text{sgn}\left(\frac{dx}{dt}\right)\sqrt{\Bigg|\frac{dx}{dt} \Bigg|}=0$$ This second order ODE of autonomous kind can be reduced to a first order ODE thanks to the change of function : $$\frac{dx}{dt}=y(x(t))\quad\implies\quad \frac{d^2 x}{dt^2}=\frac{dy}{dx}\frac{dx }{dt}=y\frac{dy}{dx}$$ $$\boxed{y\frac{dy}{dx}+x+\text{sgn}\left(y\right)\sqrt{\big|y \big|}=0}$$ Consider the range where $y>0$ and let $y=z^{-2}$ . The ODE becomes : $$y\frac{dy}{dx}+x+\sqrt{y}=0$$ $$\frac{dz}{dx}=\frac12 z^4+\frac12 xz^5$$ This is an Abel's differential equation of first kind and fith degree : https://mathworld.wolfram.com/AbelsDifferentialEquation.html

In the general case this kind of equation cannot be solved in terms of a finite number of standard functions (elementary and special standard functions). Similarly on the range $y<0$.

This answers as NO to the question "Does the PDE has closed form solutions ? ". Of course this isn't an answer to the others more interesting questions.

JJacquelin
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  • Thanks you very much for your interesting answer. I'm struggling now in following your calculations, Could you do it more explicitly the change of variable part?, surely I am doing some mistakes since I got $$\frac{dz}{dx} = \frac{xz^4+z^{\frac{15}{4}}}{2}$$. Thanks again. – Joako May 17 '23 at 01:07
  • This doesn't solve the issue of the discontinuity however...? Or does it? – Alexander Conrad May 17 '23 at 02:26
  • @AlexanderConrad I think that allows to solve it by "time-sections" if the transformed differential equation have closed-form solution, as eyeballfrog did it in his answer to this another somehow related question, but looks like that unfortunately in this case a closed-form solution is not possible. – Joako May 17 '23 at 03:30
  • @Jjacquelin I found now the problem, there is a typo in the change of variable: you used $$z = y^{-\frac{1}{2}}$$, following this change I do was able to reproduce the Abel's differential equation $$\frac{dz}{dx} = \frac{z^4}{2}+\frac{xz^5}{2}$$ Thanks again. – Joako May 17 '23 at 03:48
  • Also, interestingly, if I am nos mistaken using instead the change of variable $$q = \frac{1}{\sqrt{|y|}}$$ also leads to the equation $$\frac{dq}{dx} = \frac{1}{2}\ x\ q^5+ \frac{1}{2}\ q^4$$ which solutions diverges as it should be for the reciprocal of something that becomes zero in finite time. – Joako May 17 '23 at 04:01
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    @Joako : Thanks you very much to point out the typo. Now fixed. – JJacquelin May 17 '23 at 13:26
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    I have found this paper were closed-form solutions are found for cubic-kind Abel's differential equations, so I don't know how definitive is your answer. Maybe using the Abel-Ruffini theorem something could be done to argue closed-form solution are possible, but unfortunately I have not found examples for "quintic-kind" Abel's differential equations. – Joako May 17 '23 at 20:02
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Is there a closed form solution? Likely not.

Write it as follows:

$$x''+x+\frac{x'}{\sqrt{|x'|}}=0.$$ Now, assuming one has found a solution $w$, or a convenient $w$, the other solution is obtained as follows: let $x=wy$ so that

$$((wy)’’+wy)^2=|(wy)’|,$$ which, assuming $x>C$ for some constant $C$, or that $$(x’’+x)^2=q_0x’$$ needs to be solved for general constant $q_0$, letting it be 1 or -1 depending on the sign of the derivative, we get, choosing $w’’+w=0$, $$((wy)’’+wy)^2=q_0(wy)’\\ (2w’y’)^2=q_0(w’y+y’w)\\ 4w’^2y’^2-q_0wy’=q_0w’y.$$ Now if $y,y’$ were swapped, we’d be in the domain of the familiar. However, we now wish to solve the form $$Py’^2+Qy’+Ry=0.$$ Using $y=\int \eta, $ we can obtain the form equivalent to $$A\eta^2+B\eta\eta’+C\eta+D\eta’=0$$and after letting $\eta=\lambda u$ and $A\lambda +B\lambda’=0$ we get $$B\lambda^2uu’+(C\lambda+D\lambda’)u+D\lambda u’=0$$ or $$Luu’+Mu+Nu’=0.$$ Now, $$A=(P/R)’=4q_0w\\ B =2P/R=-8q_0w’\\ C=1+(Q/R)’=1+(w/w’)’\\ D=Q/R=w/w’.$$ And, $$\lambda =C_0e^{\int \frac{w}{2w’}}$$ thus $$\therefore x=w\left(C_1+C_0\int e^{\int \frac{w}{2w’}}u\right).$$


For $u,$ $$u’=-\frac{Mu}{Lu+N},$$ which is an interesting case of the general form, $$\boxed{\boxed{u’=\frac{\alpha u+\beta}{\gamma u +\delta}}}.$$ Solving explicitly for $u$ requires new theory.

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    Thanks you very much for taking the time to answer. Unfortunately, I am sure now that traditional methods for solving ODEs don't going to work since linearizations destroy the Non-Lipschitz component required for having solutions of finite duration, as example, no non-piecewise power series could model a function that matches a constant after some finite extinction time since it will violate the Identity Theorem. This discard the series expansion analysis (and its also why I thought are highly interesting). – Joako May 15 '23 at 20:22
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    By the way, the Right-Hand Side should be $\text{sgn}(x')\cdot x'$. – Joako May 15 '23 at 20:25
  • @Joako, unless I'm mistaken $\text{sign}(\text{anything})^2=1.$ – Alexander Conrad May 16 '23 at 23:41
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    As engineer I used to use it as well, but in these kind of diff. eqns. that laizze-affair treatment don't work since it destroy the non-Lipschitz component that allows the existence of solutions of finite duration (is required for the ODE to have a singular point in time). So this case your are left with $$\text{sgn}(x')^2 |x'| \equiv \text{sgn}(x') \cdot (\text{sgn}(x') |x'| ) = \text{sgn}(x')\cdot x' \equiv |x'| \neq x'$$ You could check in Wolfram-Alpha that the solutions to $(x''+x)^2=|x'|$ are different from the ones of the equation you have show. – Joako May 17 '23 at 00:08
  • @Joako I see. Maybe an expansion in $t^{n-1}|t|$? – Alexander Conrad May 17 '23 at 01:10
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    I don't know in that case. From the point of view of non-piecewise power series is not possible, but through piecewise polynomial I have found in papers some diff. eqns. with closed form solutions, as example in this question, so maybe its possible, but I have no experience in the kind of series expansions with absolute values in the leading variable (don't even know how they are named). Do you have some sources to research about them? – Joako May 17 '23 at 01:29
  • @Joako Not a final answer, but I edited it in terms of the series in $|t|t^{n-1}$ – Alexander Conrad May 17 '23 at 01:54
  • mmm.. I don't see the point so far: How you would use the series expansion you are presenting in order to find the finite extinction time (if exist)? At least is not clear to me (at all). – Joako May 17 '23 at 02:30
  • @Joako , a revision on the answer. Turns out, your equation is actually equivalent to the form $u’=(au+b)/(cu+d)$ – Alexander Conrad May 17 '23 at 16:20
  • Thanks for taking that much time, but I don't really understood what you are aiming to do, neither how you get $u(t)$, which indeed have closed-form solution as state Wolfram-Alpha in terms of the Lambert W-Function... Does it enough to express $x(t) = F(u(t))$ in closed-form? which form have then? – Joako May 17 '23 at 16:51
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    @Joako, $a,b,c,d$ are not constants. See the changed answer. – Alexander Conrad May 17 '23 at 16:57
  • I have found this paper were closed-form solutions are found for cubic-kind Abel's differential equations, were something similar to what you have done is shown for finding the solutions. Don't know if this could be used also here. – Joako May 17 '23 at 20:03