The sensitivity analysis of parametric periodic systems can be an interesting theoretical problem in itself. However, the most important feature of parametric periodic systems is the instability phenomenon, which can be observed for particular values of the system parameters. Resonance vibrations in unstable parametric systems are very dangerous. Thus, stabilisation of unstable systems is usually the most important practical problem.
A full review and presentation of the existing state of knowledge in the field of parametric vibrations, with particular emphasis on stability and sensitivity analysis, will be presented in the author's next paper, entitled ‘Application of second-order sensitivity analysis to stabilisation of unstable continuous multi-degree-of-freedom parametric periodic systems’, submitted for publication in Studia Geotechnica et Mechanica together with the current work. Over a hundred papers are discussed there. However, only a few of these, which deal with the sensitivity of periodic parametric systems, are of importance from the point of view of the implementation of the goal assumed in this work.
For instance, Gu et al. [1, 2] calculate derivatives of eigenexponents, while Seyranian et al. [3] employs the sensitivity analysis of multipliers. In paper [2], the method of determination of first-order derivatives of characteristic exponents is presented. This paper contains an improvement of the method presented in [1]. This improvement allows to determine correctly the derivatives of characteristic exponents with respect to those system parameters on which the parametric excitation period depends or of which the period is itself a design parameter.
In this article, the first-order sensitivity analyses with respect to those parametric system parameters that can influence the stability/instability of the system were performed. Finally, it remains possible to determine those parameters of the system whose influence on the stabilisation procedure of such systems could be the greatest. This work continues the topics developed by the author in his earlier works, among others, in [4,5,6,7,8].
In the current paper, the original method of first-order sensitivity analysis of parametric periodic systems was formulated. There are two ways of performing stability analysis of parametric periodic systems. Both of them are connected with Floquet theory [9]. The first way is to use Lyapunov characteristic exponents, the second is to use multipliers, which are the complex eigenvalues of the monodromy matrix. The method applied in this paper is based on a sensitivity analysis of the absolute values of multipliers. From the mathematical point of view, sensitivity analysis of multipliers is the calculation of eigenderivatives with the use of derivatives of the monodromy matrix. Eigenderivatives are extremely useful for determining the sensitivities of the dynamic response to the system parameters variations. The method's innovation is the idea to achieve the sensitivity equation by analytically calculating the derivative of the homogeneous parametric equation of motion with respect to the design parameter. Then, by solving the non-homogeneous parametric sensitivity equation obtained in this way, to evaluate the first derivative of the monodromy matrix and finally the first derivatives of multipliers.
Examples of this method's implementation are also presented in this paper.
A linear non-homogeneous periodic parametric system of an n linear second-order differential equation of motion can be written as a first-order system
Based on the Floquet theory [9], the solution of the homogeneous equation corresponding to Eq. (1)1 has the form
Solving the right- and left-side eigenproblem of the monodromy matrix, i.e.,
The stability of the trivial solution of a homogeneous Eq. (1) depends on the absolute values of multipliers (Eq. (3)). From the point of view of practical application, a simplified system's stability/instability criterion is sufficient. If the absolute value of:
- –
each multiplier is less than 1, the system is asymptotically stable in the Lyapunov sense,
- –
at least one multiplier is greater than 1, the system is unstable in the Lyapunov sense.
To simplify the analysis, similarly as in the papers [1,2,3,4,5,6,7,8], only the case when the eigenvalues of the monodromy matrix are non-repeated is considered. However, in this paper, it is assumed that the multipliers can be repeated provided that Jordan's form of monodromy matrix is diagonal.
By calculating the derivative
From Eq. (7), it follows that to calculate the derivatives of multipliers, in addition to solving the eigenproblem Eq. (3), the derivative of the monodromy matrix
It is therefore possible and necessary to further simplify Eq. (7) for the first derivative of multipliers.
For simplicity, one can transform Eq. (7), writing it as
The first derivative of a homogeneous equation corresponding to Eq. (1) with respect to parameter p is the non-homogeneous sensitivity equation where
The algorithm discussed in the previous paragraph does not include a case in which the period T of the parametric excitation depends on design parameters. This is a special case. This problem was examined theoretically in the study by Gu et al. [2]. The method presented there is, unfortunately, very complicated, and the algorithm is completely useless from the point of view of the method proposed in this work. However, the results obtained in work [2] are valuable due to the possibility of their comparison with the results obtained in this paper.
The starting point to obtain the more general formula of a special case in which the period T of the parametric excitation depends on design parameters is a formula that formally describes the monodromy matrix [9]
When calculating the derivative of the monodromy matrix, in this case, one must use the formula for the derivative of the integral with respect to the parameter [10]
However, since there is an unknown matrix
Finally, a more general formula than Eq. (14) for the first derivative of the monodromy matrix can be written as
Based on the concept of directional derivative [10], a procedure similar to that described in [3] was used. A gradient vector has been designated for the fastest decrease of the absolute value of complex multipliers. This gradient is used to calculate the change in design parameters to make the system stable. The resulting formulas can be interpreted as an expansion of the function describing the multiplier module in Taylor series, including the first two expansion members, Eq. (31). On the other hand, it could be the first two members of the formula in work [3], where the problem was solved using the small parameter method. The algorithm was tested on the same examples that were previously analysed in works [4,5,6,7,8]. In particular, the effectiveness of the method was compared when, in addition to other system parameters, the parametric excitation period was also a design parameter. This is the fundamental difference between the algorithm presented in this work and that described in the work [3].
The possibility of a one-step exit from the area of instability was also tested.
Directional derivative [5] of the multiplier ρ(p1,…,pn) = ρ(p) as a vector function of design parameters p = [p1,…,pn], at the starting point specified in the parameter space with vector coordinates
One can calculate the change in the value of a multiplier using the formula
Equation (31) may, on the one hand, be interpreted as a formula corresponding to the expansion of the function describing the multiplier into the Taylor series, in which the first two members of the expansion were taken into account. On the other hand, it can be interpreted as a formula corresponding to the small parameter method, as performed in the work [3], in which the first two members of the expansion would be taken into account.
The method presented in this paper was verified using the same example that was analysed in [2]. This example, for the parametric system, is unique. There is an analytical solution for all mathematical operations associated with the computational algorithm presented in this work. This is a great advantage of this example. It is possible to objectively verify the correctness of the theory and to determine the efficiency of the method. In addition, one can directly compare the results with those obtained in works [2, 3].
A linear parametric system described by Eq. (1) is considered, in which the system matrix
The next calculations were carried out with the use of the same procedure (in accordance with the formula Eq. (14)) by studying the sensitivity with respect to the parameter a, on which the period of the parametric excitation depends. The following form of solution was obtained
Ultimately, the calculations were repeated using a generalised algorithm described by the formula Eq. (20). The obtained results are identical to those achieved by analytical calculation of the derivatives, i.e. Eqs. (37) and (38).
This example illustrates that two complex multipliers are joined by Eq. (35). Thus, their modules are the same, and a system stabilisation procedure can be carried out for any of them. It was therefore assumed that the system multiplier is
If the product aT is:
- –
greater than zero (aT > 0), the system will be unstable,
- –
smaller than zero (aT < 0), the system will be stable.
Since the parametric excitation period in this example is T = π/a, product of aT = π > 0 and the system is unstable!
Changing the parameter b value has no effect on the stability of the solution, because the value of the multiplier module does not depend on the parameter b.
To compare the results obtained by the method of testing the values of multiplier modules with the results obtained by the study of Lyapunov exponents (as was done in the frequently cited paper [2]), one must convert one into the other.
The relationship between the multiplier ρ and characteristic exponents λ as complex numbers is described by the formula
A comparison of results with those obtained in the work [2] also requires the analytical calculation of the first derivatives of Lyapunov exponents
First, calculations were made according to the algorithm presented in the work [3]. It was assumed that there are only two design parameters in the system, i.e. p = [a,b]. The gradient determined according to Eq. (24) is then a vector with two coordinates. Since the period of the parametric excitation T = π/a is functionally dependent on the parameter a , one obtains
Once again, the cause of the error is that the algorithm presented in the work [3] does not take into account the case when the period of parametric excitation is a function of the parameter a, due to which the sensitivity of the system is being studied. In the analysed example, it is assumed that T = T(a) = π/a. The same calculations made according to the generalised algorithm presented in the work confirm the theoretical prediction that the gradient is a zero vector.
In the next calculations, it was then assumed that the vector of design variables, in addition to the earlier one, contains one more parameter, d (p = [a,b,d]). It is assumed that the period of parametric excitation depends additionally on its value, according to the formula T(a,d) = d/a, and that the initial value of the parameter d = π.
It is worth noting that performing the calculations in this variant is not possible according to the algorithm presented in the work [3]. The following detailed results were obtained (Eqs. (24) and (25)):
The problem of optimal tuning of the dynamic eliminator in a single-degree-of-freedom system with constant coefficients was formulated and solved in [11]. It was shown that if harmonic excitation is the only factor that excites the constant parameter system, the additional mass (and thus the added second degree-of-freedom) attached to the primary mass can effectively act as a dynamic eliminator of resonant vibrations of the primary mass.
Following this phenomenon, an attempt was made to stabilise the unstable parametrically excited system using an additional active (classical) dynamic absorber. ‘Active’ denotes an absorber whose parameters can be changed during the stabilisation process.
It was initially assumed that the design parameters of the system were the characteristics of the absorber only, i.e. the stiffness and damping of the absorber. It was considered that in the case of engineering structures, it is much more difficult to change the features of the system than the parameters of the vibration absorber. The adverse effects of parametric resonant vibrations often manifest themselves only after the construction of the structure. Therefore, adding an absorber is a more viable option than changing an existing structure.
In the case of the active parametric dynamic absorber, it was assumed that the frequency of parametric excitation of the system and the frequency of the absorber characteristics are the same. This time, ‘active’ denotes an absorber whose parameters can be changed during the stabilisation and/or operation process.
The effect of the length of the parametric excitation period change, which is then both a parameter of the system and the parametric absorber, was additionally studied.
This example aims to seek an answer to the question: Is a dynamic absorber able to effectively stabilise an unstable parametric system?
The tool used to achieve the goal is the method presented in this paper. First, the sensitivity of the eigenproblem of the monodromy matrix of the parametric system is analysed, and the derivatives of the modulus of the largest multiplier “responsible’ for the instability of the system are determined. Then, using the presented gradient method, the absorber parameters are automatically modified to reduce the absolute value of the largest multiplier in the fastest way. If the modulus values of all the multipliers thus become less than one, the system will leave the region of instability and become stable.
If it is not possible to stabilise the system with the use of a dynamic vibration absorber, the task can be extended to study the influence of the system parameters as well.
The effectiveness of two types of dynamic vibration absorbers is analysed: classic and parametric ones.
Symbolic and numerical calculations are performed using a computer system, Mathematica, Wolfram [12].
By virtue of the theory presented in the paper, a body with a concentrated mass M(t) (primary mass of the parametric system) with a dynamic vibration absorber (mass m) attached to it, is analysed. Thus, a two-mass damped parametric system with two dynamic degrees of freedom, q1 and q2, is created. The system is shown in Fig. 1.

Two-mass dynamic model: parametrically excited primary system M with attached absorber m.
The additional, upper mass m in Fig. 1 is the mass of the dynamic vibration absorber connected in parallel by an elastic spring k(t) and damping bond c(t) with the primary mass M(t) (lower mass) of the parametric system, attached to the foundation by an elastic spring K(t) and damping bond C(t). The system is parametrically excited—elastic spring stiffness K(t) and damping characteristic C(t) periodically change in time with a parametric excitation frequency no. It is also assumed that, in a general case, the stiffness k(t) and damping characteristics c(t), connecting the mass of the vibration eliminator m with the primary mass M(t), can harmonically vary in time with the frequency of parametric excitation.
The matrix equation of motion of a parametric homogenous system shown in Fig. 1 can be generally written in the form
In this example, without losing the generality of Eq. (52), it was assumed that the system characteristics of elements in Fig. 1 are described by the following values [4]:
Primary parametric system (lower mass M)
| the basic mass | M = 3 × 104 kg |
| the constant part of the stiffness of the elastic bond | Ko = 4 × 108 N/m |
| the characteristic of the damping bond | C = 4.4 × 104 Ns/m |
| Parametric excitation frequency Eliminator (upper mass m) | v0−233 rad/s |
| the eliminator mass (1/20 of the mass M) | m = 1.5 × 103 kg |
| the spring stiffens | k = 1.77 × 107 N/m |
| the characteristic of the damping bond | co = 4.4 × 104 N/m |
The matrix coefficients of the equation of motion Eq. (52) can be then described by the following formulas and matrix coefficients:
According to the theory presented in paper, the system matrix A(t) in Eq. (1)2 has than the form
The same unstable parametric system, which was stabilised by a classical vibration absorber, was subjected to the stabilisation procedure described in this work, but this time, the characteristic of the damping bond of the vibration absorber was modified. It was assumed that
The automatic stabilisation test was repeated assuming a decrease in the value of the parametric part of the eliminator damping bond characteristic, i.e. it is assumed that c1 = 0.3co instead of c1 = 0.5co. This time, the stabilisation process was successful and, as in the case of the classic vibration eliminator, a stable system was obtained, in which the maximum value of the multiplier modulus was 0.99737. The vector of design parameters also did not differ much from that obtained for a classic vibration eliminator, i.e.
The design parameters vector after stabilizing the system is shown below:
A normalised gradient vector contains virtually only one non-zero element
The Jordan form of the monodromy matrix after stabilisation of the system supports the conclusion of its stability. This is because one gets
The aim of the study was to propose an original method for stabilizing an unstable multi-degree-of-freedom parametric system. The method's innovation is the idea to achieve the non-homogeneous parametric sensitivity equation by evaluating analytically the derivative of the homogeneous parametric differential equation of motion with respect to the design parameter. Then, by solving the sensitivity equation obtained in this way, to evaluate the first derivative of the monodromy matrix and finally the first derivatives of multipliers. Ultimately, this method is based on the sensitivity analysis of absolute values of multipliers. As a result, numerical rather than analytical procedures can be used, which is a significant improvement in the case of parametric systems, in which analytical solutions practically do not exist. This procedure is based on the concept of first-order sensitivity analysis, which allows to determine those design parameters that have the greatest influence on the response of the parametric system. Next, using the gradient method, the values of selected design parameters are changed in such a way as to stabilise the parametric system as quickly as possible.
The method was modified in such a way that, in particular, it becomes possible to use the parametric excitation period also as a design parameter. The method presented in work [3] does not provide such a possibility, and in the case of dependence of the parametric excitation period on the design parameter, an error is generated.
Two basic assumptions were made in the paper:
- –
the parametric systems are limited to the case of a linear parametric system in which the variability in time of its parameters is described by a continuous periodic function of time,
- –
the first-order sensitivity analysis is applied only.
- –
analytical calculations performed by a human,
- –
analytical calculations performed using symbolic procedures of the Mathematica system,
- –
calculations performed using numerical procedures of the Mathematica system.
The goal of the second example – stabilisation of an unstable parametric system by a dynamic absorber – was different. It is an attempt to show the possibility of the practical application of the proposed method.
In this example, the effectiveness of two types of absorbers was analysed: classical and parametric ones.
It was found that both classical and parametric vibration eliminators could be an effective tool in achieving this goal. The research shows the following additional detailed conclusions:
- –
a classic eliminator can be more effective than a parametric one in the process of stabilizing parametric vibrations,
- –
in the stabilisation process of a parametric system, the parametric excitation period is the parameter whose change has the greatest influence on the speed and efficiency of the stabilisation process; unfortunately, the period of parametric variability of the vibration absorber characteristic is not only a parameter of the absorber but also a parameter of the system.